N-MFP2 0000357057 XXXXXXXX 2018-12-31 0000357057 549300HTRNJ3JC8ANN48 S000007115 1 N N 002-75537 FIDELITY MANAGEMENT & RESEARCH COMPANY (FMR) 801-07884 FIDELITY INVESTMENTS MONEY MANAGEMENT, INC. 801-34590 FMR INVESTMENT MANAGEMENT (U.K.) LIMITED 801-28773 FIDELITY MANAGEMENT & RESEARCH (HONG KONG) LIMITED 801-69507 FIDELITY MANAGEMENT & RESEARCH (JAPAN) LIMITED 801-69571 DELOITTE & TOUCHE LLP Boston MA None FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. 0000862124 084-01839 N N N Single State Y 31 32 1532784989.96 1554695229.11 1479522009.64 1489688276.90 0.7600 0.7700 0.7400 0.7500 11662.48 1971942414.48 1971846973.54 12623344.56 3076504.75 1981405475.83 1977799747.61 1.0000 0.0176 1.0018 1.0018 1.0019 1.0019 C000019444 1.00 1981405475.83 1977799747.61 1.0018 1.0018 1.0019 1.0019 3017093.89 12701582.05 25934712.10 15687848.32 3250101.61 16985699.42 4044832.28 15055006.45 37316702.73 62991508.40 0.0126 N Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev. FHLMC Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev., 1.71% (Tammy Brook Apts. Proj.) Series 2009, LOC Freddie Mac VRDN 57583XBN1 US57583XBN12 Variable Rate Demand Note Y N/A N/A 2019-01-07 2019-01-07 2044-12-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0171 5855000.00 5855000.00 0.0030 N Y N Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev. FHLMC Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev., 1.77% (Archstone Reading Apts. Proj.) Series 2004 A, LOC Freddie Mac VRDN 57583XAQ5 US57583XAQ51 Variable Rate Demand Note Y N/A N/A 2019-01-07 2019-01-07 2037-12-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0177 24840000.00 24840000.00 0.0125 N Y N Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev. FNMA Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev., 1.74% (Avalon Acton Apts. Proj.) Series 2006, LOC Fannie Mae VRDN 57583XBG6 US57583XBG60 Variable Rate Demand Note Y N/A N/A 2019-01-07 2019-01-07 2040-07-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0174 45000000.00 45000000.00 0.0227 N Y N Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev. Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev., 1.68% Series 2010 A1, LOC Citibank NA VRDN 57563CBF8 US57563CBF86 Variable Rate Demand Note Y N/A N/A 2019-01-07 2019-01-07 2037-01-01 Y CITIBANK NA 1.0000 7 N N/A N/A Y CITIBANK NA 1.0000 N/A N/A N 0.0168 22850000.00 22850000.00 0.0115 N Y N Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev. Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev., 1.69% Series 2010 A2, LOC Landesbank Hessen-Thuringen VRDN 57563CAB8 US57563CAB81 Variable Rate Demand Note Y N/A N/A 2019-01-07 2019-01-07 2037-01-01 Y LANDESBANK HESS-THURNGN(UNGTD) 1.0000 7 N N/A N/A Y LANDESBANK HESS-THURNGN(UNGTD) 1.0000 N/A N/A N 0.0169 3770000.00 3770000.00 0.0019 N Y N Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev. Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev., 1.69% Series 2010 A2, LOC Barclays Bank PLC VRDN 57563CCZ3 US57563CCZ32 Variable Rate Demand Note Y N/A N/A 2019-01-07 2019-01-07 2037-01-01 Y BARCLAYS BANK PLC 1.0000 7 N N/A N/A Y BARCLAYS BANK PLC 1.0000 N/A N/A N 0.0169 17255000.00 17255000.00 0.0087 N Y N Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev. Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev., 1.82% Series 2010 A3, LOC Landesbank Hessen-Thuringen VRDN 57563CAC6 US57563CAC64 Variable Rate Demand Note Y N/A N/A 2019-01-07 2019-01-07 2039-01-01 Y LANDESBANK HESS-THURNGN(UNGTD) 1.0000 7 N N/A N/A Y LANDESBANK HESS-THURNGN(UNGTD) 1.0000 N/A N/A N 0.0182 34355000.00 34355000.00 0.0173 N Y N Massachusetts Dev. Fin. Agcy. Indl. Dev. Rev. Massachusetts Dev. Fin. Agcy. Indl. Dev. Rev., 1.87% (Monkiewicz Realty Trust Proj.) LOC Bank of America NA VRDN 57583EAP9 Variable Rate Demand Note Y N/A N/A 2019-01-07 2019-01-07 2020-06-01 Y BANK OF AMERICA NA 1.0000 7 N N/A N/A Y BANK OF AMERICA NA 1.0000 N/A N/A N 0.0187 720000.00 720000.00 0.0004 N Y N Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev. Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev., 1.70% (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 2019-01-07 2019-01-07 2021-07-01 Y FEDERAL HOME LN BK OF BOSTON 1.0000 7 N N/A N/A Y FEDERAL HOME LN BK OF BOSTON 1.0000 N/A N/A N 0.0170 11600000.00 11600000.00 0.0059 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.69% (Boston Univ. Proj.) Series U3, LOC Northern Trust Co. VRDN 57583RWG6 US57583RWG63 Variable Rate Demand Note Y N/A N/A 2019-01-07 2019-01-07 2040-10-01 Y NORTHERN TRUST CO CHICAGO 1.0000 7 N N/A N/A Y NORTHERN TRUST CO CHICAGO 1.0000 N/A N/A N 0.0169 15950000.00 15950000.00 0.0080 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.70% (College of the Holy Cross Proj.) Series 2008 A, LOC Bank of America NA VRDN 57583RUZ6 US57583RUZ62 Variable Rate Demand Note Y N/A N/A 2019-01-02 2019-01-02 2037-09-01 Y BANK OF AMERICA NA 1.0000 2 N N/A N/A Y BANK OF AMERICA NA 1.0000 N/A N/A N 0.0170 2700000.00 2700000.00 0.0014 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.70% (Wilber School Apts. Proj.) Series 2008 A, LOC Bank of America NA VRDN 57583RD77 US57583RD773 Variable Rate Demand Note Y N/A N/A 2019-01-07 2019-01-07 2027-03-01 Y BANK OF AMERICA NA 1.0000 7 N N/A N/A Y BANK OF AMERICA NA 1.0000 N/A N/A N 0.0170 7985000.00 7985000.00 0.0040 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.70% (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 2019-01-07 2019-01-07 2038-09-01 Y TD BANK NA WILMINGTON DE 1.0000 7 N N/A N/A Y TD BANK NA WILMINGTON DE 1.0000 N/A N/A N 0.0170 7710000.00 7710000.00 0.0039 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.70% (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 2019-01-07 2019-01-07 2038-09-01 Y TD BANK NA WILMINGTON DE 1.0000 7 N N/A N/A Y TD BANK NA WILMINGTON DE 1.0000 N/A N/A N 0.0170 3545000.00 3545000.00 0.0018 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.70% (Clark Univ. Proj.) LOC TD Banknorth, NA VRDN 57583RUU7 US57583RUU75 Variable Rate Demand Note Y N/A N/A 2019-01-07 2019-01-07 2038-10-01 Y TD BANK NA WILMINGTON DE 1.0000 7 N N/A N/A Y TD BANK NA WILMINGTON DE 1.0000 N/A N/A N 0.0170 28610000.00 28610000.00 0.0144 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.71% Series 2006, LOC PNC Bank NA VRDN 57583RFL4 Variable Rate Demand Note Y N/A N/A 2019-01-07 2019-01-07 2036-10-01 Y PNC BANK NA PITTSBURGH PA 1.0000 7 N N/A N/A Y PNC BANK NA PITTSBURGH PA 1.0000 N/A N/A N 0.0171 22195000.00 22195000.00 0.0112 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.72% (Boston Univ. Proj.) Series U-6E, LOC TD Banknorth, NA VRDN 57583RWD3 US57583RWD33 Variable Rate Demand Note Y N/A N/A 2019-01-02 2019-01-02 2042-10-01 Y TD BANK NA WILMINGTON DE 1.0000 2 N N/A N/A Y TD BANK NA WILMINGTON DE 1.0000 N/A N/A N 0.0172 7670000.00 7670000.00 0.0039 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.72% Series 2001, LOC TD Banknorth, NA VRDN 57583FWJ6 Variable Rate Demand Note Y N/A N/A 2019-01-07 2019-01-07 2031-09-01 Y TD BANK NA WILMINGTON DE 1.0000 7 N N/A N/A Y TD BANK NA WILMINGTON DE 1.0000 N/A N/A N 0.0172 3160000.00 3160000.00 0.0016 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.72% (Governor Dummer Academy Issues Proj.) Series 2006, LOC TD Banknorth, NA VRDN 57583RGN9 Variable Rate Demand Note Y N/A N/A 2019-01-07 2019-01-07 2036-08-01 Y TD BANK NA WILMINGTON DE 1.0000 7 N N/A N/A Y TD BANK NA WILMINGTON DE 1.0000 N/A N/A N 0.0172 3795000.00 3795000.00 0.0019 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.72% (Briarwood Retirement Cmnty. Proj.) Series 2004 A, LOC Manufacturers & Traders Trust Co. VRDN 57583F5P2 US57583F5P29 Variable Rate Demand Note Y N/A N/A 2019-01-07 2019-01-07 2035-01-01 Y MANUFACTURERS & TRADERS TR CO 1.0000 7 N N/A N/A Y MANUFACTURERS & TRADERS TR CO 1.0000 N/A N/A N 0.0172 12185000.00 12185000.00 0.0061 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.73% (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 2019-01-07 2019-01-07 2027-04-01 Y HSBC BANK USA NA 1.0000 7 N N/A N/A Y HSBC BANK USA NA 1.0000 N/A N/A N 0.0173 1730000.00 1730000.00 0.0009 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.73% Series 2010, LOC Manufacturers & Traders Trust Co. VRDN 57583R5Y7 US57583R5Y72 Variable Rate Demand Note Y N/A N/A 2019-01-07 2019-01-07 2035-01-01 Y MANUFACTURERS & TRADERS TR CO 1.0000 7 N N/A N/A Y MANUFACTURERS & TRADERS TR CO 1.0000 N/A N/A N 0.0173 6450000.00 6450000.00 0.0033 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.78% (Babson College Proj.) Series 2008 A, LOC Bank of America NA VRDN 57583RL86 US57583RL867 Variable Rate Demand Note Y N/A N/A 2019-01-07 2019-01-07 2032-10-01 Y BANK OF AMERICA NA 1.0000 7 N N/A N/A Y BANK OF AMERICA NA 1.0000 N/A N/A N 0.0178 6900000.00 6900000.00 0.0035 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.67% Series 2001 C, (Liquidity Facility Barclays Bank PLC) VRDN 575827X54 US575827X547 Variable Rate Demand Note Y N/A N/A 2019-01-07 2019-01-07 2021-01-01 Y BARCLAYS BANK PLC 1.0000 7 Y N/A N/A N N 0.0167 30075000.00 30075000.00 0.0152 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.56% (Amherst College Proj.) Series 2005 J2 VRDN 57586CHB4 US57586CHB46 Variable Rate Demand Note Y N/A N/A 2019-01-02 2019-01-02 2035-11-01 Y AMHERST COLLEGE 1.0000 2 N N/A N/A N N 0.0156 3130000.00 3130000.00 0.0016 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.59% (Massachusetts Institute of Technology Proj.) Series 2001 J2 VRDN 57585KSV1 US57585KSV16 Variable Rate Demand Note Y N/A N/A 2019-01-07 2019-01-07 2031-07-01 Y MASSACHUSETTS INST TECH, MA 1.0000 7 N N/A N/A N N 0.0159 63275000.00 63275000.00 0.0319 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.59% (Williams College Proj.) Series I VRDN 57586CEA9 US57586CEA99 Variable Rate Demand Note Y N/A N/A 2019-01-07 2019-01-07 2033-07-01 Y WILLIAMS COLLEGE, MA 1.0000 7 N N/A N/A N N 0.0159 9976000.00 9976000.00 0.0050 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.60% (Baystate Health Sys. Proj.) Series 2009 J2, LOC JPMorgan Chase Bank VRDN 57586EKB6 US57586EKB64 Variable Rate Demand Note Y N/A N/A 2019-01-02 2019-01-02 2044-07-01 Y JPMORGAN CHASE BANK NA 1.0000 2 N N/A N/A Y JPMORGAN CHASE BANK NA 1.0000 N/A N/A N 0.0160 6755000.00 6755000.00 0.0034 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.67% (Baystate Health Sys. Proj.) Series 2009 K, LOC Bank of America NA VRDN 57586EKA8 US57586EKA81 Variable Rate Demand Note Y N/A N/A 2019-01-07 2019-01-07 2039-07-01 Y BANK OF AMERICA NA 1.0000 7 N N/A N/A Y BANK OF AMERICA NA 1.0000 N/A N/A N 0.0167 13600000.00 13600000.00 0.0069 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.69% (Baystate Health Sys. Proj.) Series 2009 J1, LOC JPMorgan Chase Bank VRDN 57586EKC4 Variable Rate Demand Note Y N/A N/A 2019-01-07 2019-01-07 2044-07-01 Y JPMORGAN CHASE BANK NA 1.0000 7 N N/A N/A Y JPMORGAN CHASE BANK NA 1.0000 N/A N/A N 0.0169 25500000.00 25500000.00 0.0129 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.74% (Northeast Hosp. Corp. Proj.) Series 2004 G, LOC JPMorgan Chase Bank VRDN 57586CDV4 US57586CDV46 Variable Rate Demand Note Y N/A N/A 2019-01-07 2019-01-07 2034-07-01 Y JPMORGAN CHASE BANK NA 1.0000 7 N N/A N/A Y JPMORGAN CHASE BANK NA 1.0000 N/A N/A N 0.0174 34020000.00 34020000.00 0.0172 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.75% Series 2009 O-1, LOC Fed. Home Ln. Bank of Boston VRDN 57586ELD1 US57586ELD12 Variable Rate Demand Note Y N/A N/A 2019-01-07 2019-01-07 2031-07-01 Y FEDERAL HOME LN BK OF BOSTON 1.0000 7 N N/A N/A Y FEDERAL HOME LN BK OF BOSTON 1.0000 N/A N/A N 0.0175 13385000.00 13385000.00 0.0068 N Y N Massachusetts Hsg. Fin. Agcy. Hsg. Rev. Massachusetts Hsg. Fin. Agcy. Hsg. Rev., 1.74% (Princeton Westford Proj.) Series 2015 A, LOC Bank of America NA VRDN 57587AJA7 US57587AJA79 Variable Rate Demand Note Y N/A N/A 2019-01-07 2019-01-07 2034-01-01 Y BANK OF AMERICA NA 1.0000 7 N N/A N/A Y BANK OF AMERICA NA 1.0000 N/A N/A N 0.0174 16420000.00 16420000.00 0.0083 N Y N Massachusetts Hsg. Fin. Agcy. Multi-Family Rev. Massachusetts Hsg. Fin. Agcy. Multi-Family Rev., 1.73% Series 2013 F, LOC TD Banknorth, NA VRDN 57586NUP4 US57586NUP40 Variable Rate Demand Note Y N/A N/A 2019-01-07 2019-01-07 2038-12-01 Y TD BANK NA WILMINGTON DE 1.0000 7 N N/A N/A Y TD BANK NA WILMINGTON DE 1.0000 N/A N/A N 0.0173 24695000.00 24695000.00 0.0125 N Y N Massachusetts Indl. Fin. Agcy. Indl. Dev. Rev. Massachusetts Indl. Fin. Agcy. Indl. Dev. Rev., 1.67% LOC TD Banknorth, NA VRDN 575855N23 US575855N234 Variable Rate Demand Note Y N/A N/A 2019-01-07 2019-01-07 2024-12-01 Y TD BANK NA WILMINGTON DE 1.0000 7 N N/A N/A Y TD BANK NA WILMINGTON DE 1.0000 N/A N/A N 0.0167 500000.00 500000.00 0.0003 N Y N Massachusetts Indl. Fin. Agcy. Rev. Massachusetts Indl. Fin. Agcy. Rev., 1.72% (Governor Dummer Academy Proj.) Series 1996, LOC TD Banknorth, NA VRDN 5759147M2 Variable Rate Demand Note Y N/A N/A 2019-01-07 2019-01-07 2026-07-01 Y TD BANK NA WILMINGTON DE 1.0000 7 N N/A N/A Y TD BANK NA WILMINGTON DE 1.0000 N/A N/A N 0.0172 5000000.00 5000000.00 0.0025 N Y N Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 1.65% Series 2002 C, LOC Landesbank Hessen-Thuringen VRDN 576049YH7 US576049YH70 Variable Rate Demand Note Y N/A N/A 2019-01-02 2019-01-02 2020-08-01 Y LANDESBANK HESS-THURNGN(UNGTD) 1.0000 2 N N/A N/A Y LANDESBANK HESS-THURNGN(UNGTD) 1.0000 N/A N/A N 0.0165 6900000.00 6900000.00 0.0035 N Y N Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 1.76% Series 2008 C2, (Liquidity Facility Barclays Bank PLC) VRDN 576051CE4 US576051CE41 Variable Rate Demand Note Y N/A N/A 2019-01-07 2019-01-07 2026-11-01 Y BARCLAYS BANK PLC 1.0000 7 Y N/A N/A N N 0.0176 2170000.00 2170000.00 0.0011 N Y N Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 1.77% Series 1999 B, LOC Landesbank Hessen-Thuringen VRDN 576049RU6 US576049RU64 Variable Rate Demand Note Y N/A N/A 2019-01-07 2019-01-07 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 0.0177 2600000.00 2600000.00 0.0013 N Y N Univ. of Massachusetts Bldg. Auth. Facilities Rev. Univ. of Massachusetts Bldg. Auth. Facilities Rev., 1.67% Series 2008 1, (Liquidity Facility Barclays Bank PLC) VRDN 914440HE5 US914440HE56 Variable Rate Demand Note Y N/A N/A 2019-01-07 2019-01-07 2038-05-01 Y BARCLAYS BANK PLC 1.0000 7 Y N/A N/A N Y UNIV OF MASSACHUSETTS OBLIGOR 1.0000 N/A N/A 0.0167 86520000.00 86520000.00 0.0437 N Y N Saint James Parish Gen. Oblig. Saint James Parish Gen. Oblig., 1.98% (Nucor Steel Louisiana LLC Proj.) Series 2010 B1 VRDN 790103AH8 US790103AH86 Variable Rate Demand Note Y N/A N/A 2019-01-07 2019-01-07 2040-11-01 Y NUCOR CORP 1.0000 7 N N/A N/A N N 0.0198 11600000.00 11600000.00 0.0059 N Y N Saint James Parish Gen. Oblig. Saint James Parish Gen. Oblig., 2.00% (Nucor Steel Louisiana LLC Proj.) Series 2010 A1 VRDN 790103AG0 US790103AG04 Variable Rate Demand Note Y N/A N/A 2019-01-07 2019-01-07 2040-11-01 Y NUCOR CORP 1.0000 7 N N/A N/A N N 0.0200 5280000.00 5280000.00 0.0027 N Y N West Virginia Econ. Dev. Auth. Solid Waste Disp. Facilities Rev. West Virginia Econ. Dev. Auth. Solid Waste Disp. Facilities Rev., 1.81% (Appalachian Pwr. Co. - Amos Proj.) Series 2008 B VRDN 95648VAL3 Variable Rate Demand Note Y N/A N/A 2019-01-07 2019-01-07 2036-02-01 Y APPALACHIAN POWER CO 1.0000 7 N N/A N/A N N 0.0181 5800000.00 5800000.00 0.0029 N Y N West Virginia Econ. Dev. Auth. Solid Waste Disp. Facilities Rev. West Virginia Econ. Dev. Auth. Solid Waste Disp. Facilities Rev., 1.86% (Appalachian Pwr. Co.- Mountaineer Proj.) Series 2008 A VRDN 95648VAW9 US95648VAW90 Variable Rate Demand Note Y N/A N/A 2019-01-07 2019-01-07 2036-02-01 Y APPALACHIAN POWER CO 1.0000 7 N N/A N/A N N 0.0186 3600000.00 3600000.00 0.0018 N Y N Decatur Indl. Dev. Board Exempt Facilities Rev. Decatur Indl. Dev. Board Exempt Facilities Rev., 2.03% (Nucor Steel Decatur LLC Proj.) Series 2003 A VRDN 242846AA1 Variable Rate Demand Note Y N/A N/A 2019-01-07 2019-01-07 2036-08-01 Y NUCOR CORP 1.0000 7 N N/A N/A N N 0.0203 6800000.00 6800000.00 0.0034 N Y N West Jefferson Indl. Dev. West Jefferson Indl. Dev., 1.80% Series 2008 VRDN 953450AD5 Variable Rate Demand Note Y N/A N/A 2019-01-07 2019-01-07 2028-06-01 Y ALABAMA POWER CO 1.0000 7 N N/A N/A N N 0.0180 2500000.00 2500000.00 0.0013 N Y N Indiana Dev. Fin. Auth. Envir. Rev. Indiana Dev. Fin. Auth. Envir. Rev., 1.93% (PSI Energy Proj.) Series 2003 A VRDN 454912AS5 US454912AS53 Variable Rate Demand Note Y N/A N/A 2019-01-07 2019-01-07 2038-12-01 Y DUKE ENERGY IND INC 1.0000 7 N N/A N/A N N 0.0193 2900000.00 2900000.00 0.0015 N Y N Indiana Dev. Fin. Auth. Envir. Rev. Indiana Dev. Fin. Auth. Envir. Rev., 2.08% (PSI Energy Proj.) Series 2003 B VRDN 454912AT3 Variable Rate Demand Note Y N/A N/A 2019-01-07 2019-01-07 2038-12-01 Y DUKE ENERGY IND INC 1.0000 7 N N/A N/A N N 0.0208 400000.00 400000.00 0.0002 N Y N Lawrenceburg Poll. Cont. Rev. Lawrenceburg Poll. Cont. Rev., 1.81% (Indiana Michigan Pwr. Co. Proj.) Series I VRDN 520453AN1 US520453AN10 Variable Rate Demand Note Y N/A N/A 2019-01-03 2019-01-07 2019-10-01 Y INDIANA MICHIGAN POWER CO 1.0000 7 N N/A N/A N N 0.0181 1200000.00 1200000.00 0.0006 N Y N Lawrenceburg Poll. Cont. Rev. Lawrenceburg Poll. Cont. Rev., 1.81% (Indiana Michigan Pwr. Co. Proj.) Series H VRDN 520453AM3 US520453AM37 Variable Rate Demand Note Y N/A N/A 2019-01-07 2019-01-07 2021-11-01 Y INDIANA MICHIGAN POWER CO 1.0000 7 N N/A N/A N N 0.0181 1900000.00 1900000.00 0.0010 N Y N Burlington Envir. Impt. Rev. Burlington Envir. Impt. Rev., 2.00% (Kansas City Pwr. and Lt. Co. Proj.) Series 2007 A VRDN 121822AY6 US121822AY67 Variable Rate Demand Note Y N/A N/A 2019-01-07 2019-01-07 2035-09-01 Y KANSAS CITY POWER & LIGHT CO 1.0000 7 N N/A N/A N N 0.0200 1600000.00 1600000.00 0.0008 N Y N St Marys Kansas Poll. Cont. Rev. St Marys Kansas Poll. Cont. Rev., 2.01% (Kansas Gas and Elec. Co. Proj.) Series 1994 VRDN 792609AJ8 US792609AJ89 Variable Rate Demand Note Y N/A N/A 2019-01-07 2019-01-07 2032-04-15 Y KANSAS GAS & ELECTRIC CO 1.0000 7 N N/A N/A N N 0.0201 4500000.00 4500000.00 0.0023 N Y N Stanton County Indl. Dev. Rev. Stanton County Indl. Dev. Rev., 2.03% (Nucor Corp. Proj.) Series 1996 VRDN 854743AD3 Variable Rate Demand Note Y N/A N/A 2019-01-07 2019-01-07 2026-11-01 Y NUCOR CORP 1.0000 7 N N/A N/A N N 0.0203 3700000.00 3700000.00 0.0019 N Y N Trimble County Poll. Cont. Rev. Trimble County Poll. Cont. Rev., 1.88% (Louisville Gas and Elec. Co. Proj.) Series 2016 A VRDN 896224AY8 US896224AY84 Variable Rate Demand Note Y N/A N/A 2019-01-07 2019-01-07 2044-09-01 Y LOUISVILLE GAS & ELECTRIC CO 1.0000 7 N N/A N/A N N 0.0188 3500000.00 3500000.00 0.0018 N Y N Blytheville Indl. Dev. Rev. Blytheville Indl. Dev. Rev., 1.88% (Nucor Corp. Proj.) Series 2002 VRDN 096490BX4 US096490BX47 Variable Rate Demand Note Y N/A N/A 2019-01-07 2019-01-07 2033-01-02 Y NUCOR CORP 1.0000 7 N N/A N/A N N 0.0188 2100000.00 2100000.00 0.0011 N Y N Blytheville Indl. Dev. Rev. Blytheville Indl. Dev. Rev., 2.03% (Nucor Corp. Proj.) Series 1998 VRDN 096490BV8 Variable Rate Demand Note Y N/A N/A 2019-01-07 2019-01-07 2028-06-01 Y NUCOR CORP 1.0000 7 N N/A N/A N N 0.0203 400000.00 400000.00 0.0002 N Y N Delaware Econ. Dev. Auth. Rev. Delaware Econ. Dev. Auth. Rev., 1.79% (Delmarva Pwr. & Lt. Co. Proj.) Series 1999 B VRDN 246387JR6 Variable Rate Demand Note Y N/A N/A 2019-01-07 2019-01-07 2024-07-01 Y DELMARVA POWER & LIGHT 1.0000 7 N N/A N/A N N 0.0179 2400000.00 2400000.00 0.0012 N Y N Hertford County Indl. Facilities Poll. Cont. Fing. Auth. Hertford County Indl. Facilities Poll. Cont. Fing. Auth., 1.88% (Nucor Corp. Proj.) Series 2000 A VRDN 428007AB4 Variable Rate Demand Note Y N/A N/A 2019-01-07 2019-01-07 2033-11-01 Y NUCOR CORP 1.0000 7 N N/A N/A N N 0.0188 1000000.00 1000000.00 0.0005 N Y N Berkeley County Indl. Dev. Rev. Berkeley County Indl. Dev. Rev., 1.92% Series A VRDN 084185DC8 Variable Rate Demand Note Y N/A N/A 2019-01-07 2019-01-07 2029-03-01 Y NUCOR CORP 1.0000 7 N N/A N/A N N 0.0192 420000.00 420000.00 0.0002 N Y N Berkeley County Indl. Dev. Rev. Berkeley County Indl. Dev. Rev., 2.03% (Nucor Corp. Proj.) Series 1995 VRDN 084185DB0 Variable Rate Demand Note Y N/A N/A 2019-01-07 2019-01-07 2028-09-01 Y NUCOR CORP 1.0000 7 N N/A N/A N N 0.0203 200000.00 200000.00 0.0001 N Y N Memphis-Shelby County Indl. Dev. Board Facilities Rev. Memphis-Shelby County Indl. Dev. Board Facilities Rev., 2.03% Series 2007 VRDN 58612AAB1 Variable Rate Demand Note Y N/A N/A 2019-01-07 2019-01-07 2037-09-01 Y NUCOR CORP 1.0000 7 N N/A N/A N N 0.0203 100000.00 100000.00 0.0001 N Y N Billerica Gen. Oblig. Billerica Gen. Oblig., 1.84% Bonds Series Solar 17 0027, tender 02/07/2019, (Liquidity Facility U.S. Bank NA, Cincinnati) 27884FZ52 US27884FZ523 Tender Option Bond Y N/A N/A 2019-02-07 2019-02-07 2042-02-01 Y US BANK NA CINCINNATI OHIO 1.0000 38 Y N/A N/A N N 0.0183 3400000.00 3400000.00 0.0017 N N N Boston Gen. Oblig. Boston Gen. Oblig., 1.73% Participating VRDN Series Floaters XF 26 08, (Liquidity Facility Citibank NA) 88034MA30 US88034MA306 Tender Option Bond Y N/A N/A 2019-01-07 2019-01-07 2038-05-01 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0173 2400000.00 2400000.00 0.0012 N Y N Massachusetts Clean Wtr. Trust Massachusetts Clean Wtr. Trust, 1.74% Participating VRDN Series Clipper 05 36, (Liquidity Facility State Street Bank & Trust Co., Boston) 18886PKV6 Tender Option Bond Y N/A N/A 2019-01-03 2019-01-07 2019-08-01 Y STATE ST BK & TR CO BOSTON 1.0000 7 Y N/A N/A N N 0.0174 2088000.00 2088000.00 0.0011 N Y N Massachusetts Clean Wtr. Trust Massachusetts Clean Wtr. Trust, 1.74% Participating VRDN Series Clipper 09 30, (Liquidity Facility State Street Bank & Trust Co., Boston) 18886PPV1 US18886PPV12 Tender Option Bond Y N/A N/A 2019-01-07 2019-01-07 2021-08-01 Y STATE ST BK & TR CO BOSTON 1.0000 7 Y N/A N/A N N 0.0174 12200000.00 12200000.00 0.0062 N Y N Massachusetts Commonwealth Trans. Fund Rev. Massachusetts Commonwealth Trans. Fund Rev., 1.71% Participating VRDN Series 2016 20, (Liquidity Facility U.S. Bank NA, Cincinnati) 27884FQ78 US27884FQ787 Tender Option Bond Y N/A N/A 2019-01-02 2019-01-02 2044-06-01 Y US BANK NA CINCINNATI OHIO 1.0000 2 Y N/A N/A N N 0.0171 35040000.00 35040000.00 0.0177 N Y N Massachusetts Commonwealth Trans. Fund Rev. Massachusetts Commonwealth Trans. Fund Rev., 1.71% Participating VRDN Series Floaters ZF 25 68, (Liquidity Facility Citibank NA) 88034MMN3 US88034MMN38 Tender Option Bond Y N/A N/A 2019-01-07 2019-01-07 2045-06-01 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0171 4865000.00 4865000.00 0.0025 N Y N Massachusetts Commonwealth Trans. Fund Rev. Massachusetts Commonwealth Trans. Fund Rev., 1.71% Participating VRDN Series Floaters XF 26 06, (Liquidity Facility Citibank NA) 88034MZX7 US88034MZX72 Tender Option Bond Y N/A N/A 2019-01-07 2019-01-07 2047-06-01 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0171 2400000.00 2400000.00 0.0012 N Y N Massachusetts Commonwealth Trans. Fund Rev. Massachusetts Commonwealth Trans. Fund Rev., 1.73% Participating VRDN Series Floaters ZF 25 67, (Liquidity Facility Citibank NA) 88034MML7 US88034MML71 Tender Option Bond Y N/A N/A 2019-01-07 2019-01-07 2045-06-01 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0173 3300000.00 3300000.00 0.0017 N Y N Massachusetts Commonwealth Trans. Fund Rev. Massachusetts Commonwealth Trans. Fund Rev., 1.73% Participating VRDN Series Floaters XF 06 10, (Liquidity Facility JPMorgan Chase Bank) 88034MBM7 US88034MBM73 Tender Option Bond Y N/A N/A 2019-01-07 2019-01-07 2047-06-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0173 2900000.00 2900000.00 0.0015 N Y N Massachusetts Dev. Fin. Agcy. Massachusetts Dev. Fin. Agcy., 1.73% Participating VRDN Series Floaters XM 03 68, (Liquidity Facility JPMorgan Chase Bank) 88033UAY5 US88033UAY55 Tender Option Bond Y N/A N/A 2019-01-07 2019-01-07 2034-02-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0173 11800000.00 11800000.00 0.0060 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.71% Participating VRDN Series Floaters XF 26 07, (Liquidity Facility Citibank NA) 88034MZZ2 US88034MZZ21 Tender Option Bond Y N/A N/A 2019-01-07 2019-01-07 2033-07-15 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0171 3600000.00 3600000.00 0.0018 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.71% Participating VRDN Series Floaters XF 27 05, (Liquidity Facility Citibank NA) 88034NHJ6 US88034NHJ63 Tender Option Bond Y N/A N/A 2019-01-07 2019-01-07 2046-07-01 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0171 4740000.00 4740000.00 0.0024 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.73% Participating VRDN Series Floaters ZM 05 72, (Liquidity Facility JPMorgan Chase Bank) 88033YW49 US88033YW497 Tender Option Bond Y N/A N/A 2019-01-07 2019-01-07 2032-07-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0173 4000000.00 4000000.00 0.0020 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.73% Participating VRDN Series 15 XF0245, (Liquidity Facility JPMorgan Chase Bank) 88033MAG2 US88033MAG24 Tender Option Bond Y N/A N/A 2019-01-07 2019-01-07 2045-07-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0173 8135000.00 8135000.00 0.0041 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.73% Participating VRDN Series 2016 XM0136, (Liquidity Facility JPMorgan Chase Bank) 88033MRW9 US88033MRW90 Tender Option Bond Y N/A N/A 2019-01-07 2019-01-07 2035-07-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0173 3750000.00 3750000.00 0.0019 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.73% Participating VRDN Series ROC II R 11999X, (Liquidity Facility Citibank NA) 57583UNK0 US57583UNK06 Tender Option Bond Y N/A N/A 2019-01-07 2019-01-07 2031-07-01 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0173 6785000.00 6785000.00 0.0034 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.73% Participating VRDN Series 2016 XM0137, (Liquidity Facility JPMorgan Chase Bank) 88033MRY5 US88033MRY56 Tender Option Bond Y N/A N/A 2019-01-07 2019-01-07 2035-07-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0173 2865000.00 2865000.00 0.0014 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.73% Participating VRDN Series Floaters ZF 06 04, (Liquidity Facility JPMorgan Chase Bank) 88033Y3N9 US88033Y3N98 Tender Option Bond Y N/A N/A 2019-01-07 2019-01-07 2035-07-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0173 3000000.00 3000000.00 0.0015 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.74% Participating VRDN Series Floaters ZF 27 22, (Liquidity Facility Morgan Stanley Bank, West Valley City Utah) 88034NLR3 US88034NLR34 Tender Option Bond Y N/A N/A 2019-01-07 2019-01-07 2047-07-01 Y MORGAN STANLEY BK NA SALT LAKE 1.0000 7 Y N/A N/A N N 0.0174 8600000.00 8600000.00 0.0043 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.74% Participating VRDN Series MS 3389X, (Liquidity Facility Morgan Stanley Bank, West Valley City Utah) 57583UL55 US57583UL556 Tender Option Bond Y N/A N/A 2019-01-07 2019-01-07 2044-07-01 Y MORGAN STANLEY BK NA SALT LAKE 1.0000 7 Y N/A N/A N N 0.0174 2500000.00 2500000.00 0.0013 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.74% Participating VRDN Series MS 3373, (Liquidity Facility Morgan Stanley Bank, West Valley City Utah) 57583UK49 US57583UK491 Tender Option Bond Y N/A N/A 2019-01-07 2019-01-07 2046-10-01 Y MORGAN STANLEY BK NA SALT LAKE 1.0000 7 Y N/A N/A N N 0.0174 7100000.00 7100000.00 0.0036 N Y N Massachusetts Edl. Fing. Auth. Rev. Massachusetts Edl. Fing. Auth. Rev., 1.80% Participating VRDN Series Floaters XG 01 39, (Liquidity Facility Citibank NA) 88033YCM1 US88033YCM12 Tender Option Bond Y N/A N/A 2019-01-07 2019-01-07 2046-07-01 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0180 13055000.00 13055000.00 0.0066 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.71% Participating VRDN Series Floaters XF 27 06, (Liquidity Facility Citibank NA) 88034NHL1 US88034NHL10 Tender Option Bond Y N/A N/A 2019-01-07 2019-01-07 2038-09-01 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0171 15800000.00 15800000.00 0.0080 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.71% Participating VRDN Series Floaters XF 25 65, (Liquidity Facility Citibank NA) 88034MMC7 US88034MMC72 Tender Option Bond Y N/A N/A 2019-01-07 2019-01-07 2037-05-01 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0171 12750000.00 12750000.00 0.0064 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.73% Participating VRDN Series Floaters XM 04 28, (Liquidity Facility JPMorgan Chase Bank) 88033UPA1 US88033UPA15 Tender Option Bond Y N/A N/A 2019-01-07 2019-01-07 2023-04-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0173 7500000.00 7500000.00 0.0038 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.73% Participating VRDN Series Floaters XM 03 72, (Liquidity Facility JPMorgan Chase Bank) 88033UBG3 US88033UBG31 Tender Option Bond Y N/A N/A 2019-01-07 2019-01-07 2027-04-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0173 6650000.00 6650000.00 0.0034 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.73% Participating VRDN Series 16 XM0221, (Liquidity Facility JPMorgan Chase Bank) 88033SFT6 US88033SFT69 Tender Option Bond Y N/A N/A 2019-01-07 2019-01-07 2030-08-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0173 1300000.00 1300000.00 0.0007 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.73% Participating VRDN Series Floaters XG 01 42, (Liquidity Facility Citibank NA) 88033YHQ7 US88033YHQ70 Tender Option Bond Y N/A N/A 2019-01-07 2019-01-07 2042-09-01 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0173 2991000.00 2991000.00 0.0015 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.73% Participating VRDN Series Floaters G4, (Liquidity Facility Royal Bank of Canada) 74926Y8J3 US74926Y8J33 Tender Option Bond Y N/A N/A 2019-01-07 2019-01-07 2033-07-01 Y ROYAL BK OF CDA NEW YORK BRH 1.0000 7 Y N/A N/A N N 0.0173 19500000.00 19500000.00 0.0098 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.73% Participating VRDN Series Floaters XF 25 74, (Liquidity Facility Citibank NA) 88034MNV4 US88034MNV45 Tender Option Bond Y N/A N/A 2019-01-07 2019-01-07 2048-05-01 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0173 3700000.00 3700000.00 0.0019 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.73% Participating VRDN Series Floaters XM 07 10, (Liquidity Facility Citibank NA) 88034NYJ7 US88034NYJ70 Tender Option Bond Y N/A N/A 2019-01-07 2019-01-07 2043-09-01 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0173 3125000.00 3125000.00 0.0016 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.73% Participating VRDN Series Floaters G9, (Liquidity Facility Royal Bank of Canada) 74934RBA3 US74934RBA32 Tender Option Bond Y N/A N/A 2019-01-07 2019-01-07 2031-07-01 Y ROYAL BK OF CDA NEW YORK BRH 1.0000 7 Y N/A N/A N N 0.0173 5700000.00 5700000.00 0.0029 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.74% 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 2019-01-07 2019-01-07 2046-01-01 Y MORGAN STANLEY BK NA SALT LAKE 1.0000 7 Y N/A N/A N N 0.0174 2235000.00 2235000.00 0.0011 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.74% Participating VRDN Series Floaters XF 05 28, (Liquidity Facility Toronto-Dominion Bank) 88033UTX7 US88033UTX71 Tender Option Bond Y N/A N/A 2019-01-07 2019-01-07 2033-04-01 Y TORONTO DOMINION BANK - NY 1.0000 7 Y N/A N/A N N 0.0174 1190000.00 1190000.00 0.0006 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.74% Participating VRDN Series Clipper 09 67, (Liquidity Facility State Street Bank & Trust Co., Boston) 18886PA39 US18886PA398 Tender Option Bond Y N/A N/A 2019-01-07 2019-01-07 2026-11-01 Y STATE ST BK & TR CO BOSTON 1.0000 7 Y N/A N/A N N 0.0174 55470000.00 55470000.00 0.0280 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.74% Participating VRDN Series Floaters ZF 26 93, (Liquidity Facility Morgan Stanley Bank, West Valley City Utah) 88034NGD0 US88034NGD03 Tender Option Bond Y N/A N/A 2019-01-07 2019-01-07 2043-09-01 Y MORGAN STANLEY BK NA SALT LAKE 1.0000 7 Y N/A N/A N N 0.0174 13400000.00 13400000.00 0.0068 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.74% Participating VRDN Series Floaters ZF 26 95, (Liquidity Facility Morgan Stanley Bank, West Valley City Utah) 88034NGH1 US88034NGH17 Tender Option Bond Y N/A N/A 2019-01-07 2019-01-07 2043-09-01 Y MORGAN STANLEY BK NA SALT LAKE 1.0000 7 Y N/A N/A N N 0.0174 5900000.00 5900000.00 0.0030 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.74% Participating VRDN Series Floaters E 116, (Liquidity Facility Royal Bank of Canada) 74926Y7C9 US74926Y7C98 Tender Option Bond Y N/A N/A 2019-01-07 2019-01-07 2021-02-01 Y ROYAL BK OF CDA NEW YORK BRH 1.0000 7 Y N/A N/A N N 0.0174 19540000.00 19540000.00 0.0099 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.74% Participating VRDN Series Clipper 09 69, (Liquidity Facility State Street Bank & Trust Co., Boston) 18886PB79 US18886PB792 Tender Option Bond Y N/A N/A 2019-01-07 2019-01-07 2024-09-01 Y STATE ST BK & TR CO BOSTON 1.0000 7 Y N/A N/A N N 0.0174 38156000.00 38156000.00 0.0193 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.74% Participating VRDN Series Clipper 09 37, (Liquidity Facility State Street Bank & Trust Co., Boston) 18886PRV9 Tender Option Bond Y N/A N/A 2019-01-07 2019-01-07 2025-08-01 Y STATE ST BK & TR CO BOSTON 1.0000 7 Y N/A N/A N N 0.0174 36075000.00 36075000.00 0.0182 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.74% Participating VRDN Series Floaters XF 05 30, (Liquidity Facility Toronto-Dominion Bank) 88033UUL1 US88033UUL15 Tender Option Bond Y N/A N/A 2019-01-07 2019-01-07 2035-12-01 Y TORONTO DOMINION BANK - NY 1.0000 7 Y N/A N/A N N 0.0174 4865000.00 4865000.00 0.0025 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.73% Participating VRDN Series Floaters XF 00 47, (Liquidity Facility JPMorgan Chase Bank) 88033LDS5 US88033LDS51 Tender Option Bond Y N/A N/A 2019-01-07 2019-01-07 2034-07-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0173 9600000.00 9600000.00 0.0048 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.74% Participating VRDN Series Clipper 09 39, (Liquidity Facility State Street Bank & Trust Co., B 18886PSL0 US18886PSL03 Tender Option Bond Y N/A N/A 2019-01-07 2019-01-07 2023-07-01 Y STATE ST BK & TR CO BOSTON 1.0000 7 Y N/A N/A N N 0.0174 15450000.00 15450000.00 0.0078 N Y N Massachusetts Health and Edl. Facilities Auth. Massachusetts Health and Edl. Facilities Auth., 1.74% Participating VRDN Series XL 00 17, (Liquidity Facility Barclays Bank PLC) 88033SVT8 US88033SVT85 Tender Option Bond Y N/A N/A 2019-01-07 2019-01-07 2034-12-15 Y BARCLAYS BANK PLC 1.0000 7 Y N/A N/A N N 0.0174 10785000.00 10785000.00 0.0054 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 1.73% Participating VRDN Series Floaters ZF 06 84, (Liquidity Facility Bank of America NA) 88034NAA2 US88034NAA28 Tender Option Bond Y N/A N/A 2019-01-07 2019-01-07 2048-02-15 Y BANK OF AMERICA NA 1.0000 7 Y N/A N/A N N 0.0173 1200000.00 1200000.00 0.0006 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 1.74% Participating VRDN Series EGL 15 003, (Liquidity Facility Citibank NA) 576000SU8 US576000SU86 Tender Option Bond Y N/A N/A 2019-01-07 2019-01-07 2037-08-15 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0174 35340000.00 35340000.00 0.0178 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 1.74% Participating VRDN Series EGL 15 001, (Liquidity Facility Citibank NA) 576000SQ7 US576000SQ74 Tender Option Bond Y N/A N/A 2019-01-07 2019-01-07 2032-08-15 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0174 41710000.00 41710000.00 0.0211 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 1.74% Participating VRDN Series EGL 15 002, (Liquidity Facility Citibank NA) 576000SS3 US576000SS31 Tender Option Bond Y N/A N/A 2019-01-07 2019-01-07 2037-08-15 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0174 51000000.00 51000000.00 0.0257 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 1.74% Participating VRDN Series EGL 15 0004, (Liquidity Facility Citibank NA) 576000SW4 US576000SW43 Tender Option Bond Y N/A N/A 2019-01-07 2019-01-07 2037-08-15 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0174 45460000.00 45460000.00 0.0229 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 1.74% Participating VRDN Series EGL 14 C031A, (Liquidity Facility Citibank NA) 576000PR8 US576000PR84 Tender Option Bond Y N/A N/A 2019-01-07 2019-01-07 2038-05-15 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0174 13875000.00 13875000.00 0.0070 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 1.74% Participating VRDN Series 16 ZM0173, (Liquidity Facility Royal Bank of Canada) 88033MZE0 US88033MZE01 Tender Option Bond Y N/A N/A 2019-01-07 2019-01-07 2041-10-15 Y ROYAL BK OF CDA NEW YORK BRH 1.0000 7 Y N/A N/A N N 0.0174 10000000.00 10000000.00 0.0050 N Y N Massachusetts Spl. Oblig. Dedicated Tax Rev. Massachusetts Spl. Oblig. Dedicated Tax Rev., 1.89% Bonds Series Floaters G 29, tender 07/01/2019, (Liquidity Facility Royal Bank of Canada) 74934RFZ4 US74934RFZ47 Tender Option Bond Y N/A N/A 2019-07-01 2019-07-01 2034-01-01 Y ROYAL BK OF CDA NEW YORK BRH 1.0000 182 Y N/A N/A N N 0.0189 4000000.00 4000000.00 0.0020 N N Y Massachusetts Wtr. Resources Auth. Massachusetts Wtr. Resources Auth., 1.73% Participating VRDN Series XM 02 87, (Liquidity Facility JPMorgan Chase Bank) 88033SNK6 US88033SNK68 Tender Option Bond Y N/A N/A 2019-01-07 2019-01-07 2035-08-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0173 2200000.00 2200000.00 0.0011 N Y N Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 1.73% Participating VRDN Series Floaters XF 25 02, (Liquidity Facility Citibank NA) 88033YWH0 US88033YWH07 Tender Option Bond Y N/A N/A 2019-01-07 2019-01-07 2030-08-01 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0173 3450000.00 3450000.00 0.0017 N Y N Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 1.73% Participating VRDN Series Floaters XF 27 01, (Liquidity Facility Citibank NA) 88034NHA5 US88034NHA54 Tender Option Bond Y N/A N/A 2019-01-07 2019-01-07 2040-08-01 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0173 1200000.00 1200000.00 0.0006 N Y N Saugus Gen. Oblig. Saugus Gen. Oblig., 1.74% Participating VRDN Series Floaters XF 06 81, (Liquidity Facility Toronto-Dominion Bank) 88034M7G5 US88034M7G54 Tender Option Bond Y N/A N/A 2019-01-07 2019-01-07 2042-03-01 Y TORONTO DOMINION BANK - NY 1.0000 7 Y N/A N/A N N 0.0174 4615000.00 4615000.00 0.0023 N Y N Univ. of Massachusetts Bldg. Auth. Facilities Rev. Univ. of Massachusetts Bldg. Auth. Facilities Rev., 1.73% Participating VRDN Series Floaters XF 25 88, (Liquidity Facility Citibank NA) 88034MXG6 US88034MXG67 Tender Option Bond Y N/A N/A 2019-01-07 2019-01-07 2043-11-01 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0173 4170000.00 4170000.00 0.0021 N Y N Univ. of Massachusetts Bldg. Auth. Facilities Rev. Univ. of Massachusetts Bldg. Auth. Facilities Rev., 1.74% Participating VRDN Series XL 0042, (Liquidity Facility Morgan Stanley Bank, West Valley City 88033UZU6 US88033UZU68 Tender Option Bond Y N/A N/A 2019-01-07 2019-01-07 2047-11-01 Y MORGAN STANLEY BK NA SALT LAKE 1.0000 7 Y N/A N/A N N 0.0174 8380000.00 8380000.00 0.0042 N Y N California Health Facilities Fing. Auth. California Health Facilities Fing. Auth., 1.81% 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 2019-01-07 2019-01-07 2050-12-31 Y DEUTSCHE BANK AG NEW YORK BNCH 1.0000 7 Y N/A N/A N N 0.0181 1700000.00 1700000.00 0.0009 N Y N Dignity Health Dignity Health, 1.91% Participating VRDN Series DBE 80 11, (Liquidity Facility Deutsche Bank AG New York Branch) 25160RBZ5 US25160RBZ55 Tender Option Bond Y N/A N/A 2019-01-07 2019-01-07 2028-03-01 Y DEUTSCHE BANK AG NEW YORK BNCH 1.0000 7 Y N/A N/A N N 0.0191 13600000.00 13600000.00 0.0069 N Y N San Francisco City & County Arpts. Commission Int'l. Arpt. Rev. San Francisco City & County Arpts. Commission Int'l. Arpt. Rev., 1.81% Participating VRDN Series XF 10 32, (Liquidity Facility Deutsche Bank AG New Yo 88033L3W7 US88033L3W78 Tender Option Bond Y N/A N/A 2019-01-07 2019-01-07 2044-05-01 Y DEUTSCHE BANK AG NEW YORK BNCH 1.0000 7 Y N/A N/A N N 0.0181 1280000.00 1280000.00 0.0006 N Y N Colorado Health Facilities Auth. Rev. Colorado Health Facilities Auth. Rev., 1.89% Participating VRDN Series Floaters 018, (Liquidity Facility Barclays Bank PLC) 76252PJN0 US76252PJN06 Tender Option Bond Y N/A N/A 2019-02-11 2019-02-11 2032-03-01 Y BARCLAYS BANK PLC 1.0000 42 Y N/A N/A N N 0.0189 2200000.00 2200000.00 0.0011 N N Y Illinois Fin. Auth. Rev. Illinois Fin. Auth. Rev., 1.89% Participating VRDN Series Floaters 017, (Liquidity Facility Barclays Bank PLC) 76252PMA4 US76252PMA48 Tender Option Bond Y N/A N/A 2019-02-11 2019-02-11 2030-08-15 Y BARCLAYS BANK PLC 1.0000 42 Y N/A N/A N N 0.0189 1000000.00 1000000.00 0.0005 N N Y Florida Dept. of Trans. Tpk. Rev. Florida Dept. of Trans. Tpk. Rev., 1.84% Bonds Series Solar 17 02, tender 01/31/2019, (Liquidity Facility U.S. Bank NA, Cincinnati) 27884FT59 US27884FT591 Tender Option Bond Y N/A N/A 2019-01-31 2019-01-31 2037-07-01 Y US BANK NA CINCINNATI OHIO 1.0000 31 Y N/A N/A N N 0.0183 400000.00 400000.00 0.0002 N N N Cuyahoga County Ctfs. of Prtn. Cuyahoga County Ctfs. of Prtn., 1.83% Participating VRDN Series Floaters XG 02 06, (Liquidity Facility Bank of America NA) 88034NQU1 US88034NQU18 Tender Option Bond Y N/A N/A 2019-01-07 2019-01-07 2044-12-01 Y BANK OF AMERICA NA 1.0000 7 Y N/A N/A N N 0.0183 300000.00 300000.00 0.0002 N Y N Pennsylvania Tpk. Commission Tpk. Rev. Pennsylvania Tpk. Commission Tpk. Rev., 1.89% Participating VRDN Series Floaters 2018 029, (Liquidity Facility Barclays Bank PLC) 76252PNS4 US76252PNS47 Tender Option Bond Y N/A N/A 2019-02-11 2019-02-11 2041-12-01 Y BARCLAYS BANK PLC 1.0000 42 Y N/A N/A N N 0.0189 300000.00 300000.00 0.0002 N N Y Harris County Cultural Ed. Facilities Fin. Corp. Rev. Harris County Cultural Ed. Facilities Fin. Corp. Rev., 1.89% Participating VRDN Series Floaters 010, (Liquidity Facility Barclays Bank PLC) 76252PKV0 US76252PKV03 Tender Option Bond Y N/A N/A 2019-02-11 2019-02-11 2032-06-01 Y BARCLAYS BANK PLC 1.0000 42 Y N/A N/A N N 0.0189 100000.00 100000.00 0.0001 N N Y Avon Gen. Oblig. Avon Gen. Oblig., 3.00% BAN Series 2018 054141JG2 US054141JG26 Other Municipal Security Y N/A N/A 2019-09-26 2019-09-26 2019-09-26 N N N 0.0194 6247512.46 6247512.46 0.0032 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 0.0190 2613845.52 2613845.52 0.0013 N N N Billerica Gen. Oblig. Billerica Gen. Oblig., 3.00% BAN Series 2018 09005PBW9 US09005PBW95 Other Municipal Security Y N/A N/A 2019-09-27 2019-09-27 2019-09-27 N N N 0.0195 2392087.27 2392087.27 0.0012 N N N Bourne Gen. Oblig. Bourne Gen. Oblig., 3.25% BAN Series 2018 102061VE5 US102061VE58 Other Municipal Security Y N/A N/A 2019-11-15 2019-11-15 2019-11-15 N N N 0.0193 3548735.58 3548735.58 0.0018 N N N Chicopee Gen. Oblig. Chicopee Gen. Oblig., 3.00% BAN Series 2018 1685922G7 US1685922G77 Other Municipal Security Y N/A N/A 2019-08-22 2019-08-22 2019-08-22 N N N 0.0184 5334768.84 5334768.84 0.0027 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 0.0192 3313057.11 3313057.11 0.0017 N N N Gloucester Gen. Oblig. Gloucester Gen. Oblig., 3.00% BAN Series 2018 B 379713JN1 US379713JN18 Other Municipal Security Y N/A N/A 2019-09-20 2019-09-20 2019-09-20 N N N 0.0187 6249538.00 6249538.00 0.0032 N N N Massachusetts Bay Trans. Auth. Assessment Rev. Massachusetts Bay Trans. Auth. Assessment Rev., 5.00% Bonds Series 2012 A 575577MU2 US575577MU20 Other Municipal Security Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0173 8841185.34 8841185.34 0.0045 N N N Massachusetts Bay Trans. Auth. Sales Tax Rev. Massachusetts Bay Trans. Auth. Sales Tax Rev., 5.00% Bonds Series 2010 C 575579XA0 US575579XA03 Other Municipal Security Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0173 2337324.86 2337324.86 0.0012 N N N Massachusetts Clean Wtr. Trust Massachusetts Clean Wtr. Trust, 5.00% Bonds Series 14, (Pre-Refunded to 8/1/2019 @ 100) 57604PY99 549300SYPEROLSQU0261 US57604PY991 Other Municipal Security Y N/A N/A 2019-08-01 2019-08-01 2027-08-01 N N N 0.0178 1807997.25 1807997.25 0.0009 N N N Massachusetts Dev. Fin. Agcy. Massachusetts Dev. Fin. Agcy., 1.82% Series 5, LOC TD Banknorth, NA, CP DGH421000 Other Municipal Security Y N/A N/A 2019-01-03 2019-01-03 2019-01-03 N Y TD BANK NA WILMINGTON DE 1.0000 N/A N/A N 0.0168 2800028.28 2800028.28 0.0014 N Y N Massachusetts Dev. Fin. Agcy. Electrical Utils. Rev. Massachusetts Dev. Fin. Agcy. Electrical Utils. Rev., 1.83% Bonds Series 2005, tender 02/01/2019, (Massachusetts Elec. Co. Guaranteed), CP Mode 57584GAC2 DJF859000 Other Municipal Security Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N Y MASS ELECTRIC CO 1.0000 N/A N/A N 0.0182 19500000.00 19500000.00 0.0098 N N N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 5.75% Bonds Series 2009, (Pre-Refunded to 7/1/2019 @ 100) 57584XN23 US57584XN232 Other Municipal Security Y N/A N/A 2019-07-01 2019-07-01 2039-07-01 N N N 0.0173 6527424.00 6527424.00 0.0033 N N 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 0.0000 2855000.00 2855000.00 0.0014 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 0.0000 1120000.00 1120000.00 0.0006 N N N Massachusetts Edl. Fing. Auth. Rev. Massachusetts Edl. Fing. Auth. Rev., 5.00% Bonds Series 2013 57563RKR9 US57563RKR92 Other Municipal Security Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0220 4795469.35 4795469.35 0.0024 N N N Massachusetts Edl. Fing. Auth. Rev. Massachusetts Edl. Fing. Auth. Rev., 5.00% Bonds Series 2012 J 57563RKJ7 US57563RKJ76 Other Municipal Security Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0220 1165917.50 1165917.50 0.0006 N N N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 3.00% Bonds Series 2014 57582P3C2 US57582P3C27 Other Municipal Security Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0172 1690623.48 1690623.48 0.0009 N N N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 4.00% RAN Series 2018 A 57582RTN6 US57582RTN60 Other Municipal Security Y N/A N/A 2019-04-25 2019-04-25 2019-04-25 N N N 0.0174 2567968.83 2567968.83 0.0013 N N N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 4.00% RAN Series 2018 B 57582RTP1 US57582RTP19 Other Municipal Security Y N/A N/A 2019-05-23 2019-05-23 2019-05-23 N N N 0.0176 17955970.72 17955970.72 0.0091 N N N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 4.00% RAN Series 2018 C 57582RTQ9 US57582RTQ91 Other Municipal Security Y N/A N/A 2019-06-20 2019-06-20 2019-06-20 N N N 0.0176 1515606.15 1515606.15 0.0008 N N N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.00% Bonds Series 2013 A 57582PK74 US57582PK741 Other Municipal Security Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.0173 1476764.10 1476764.10 0.0007 N N N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.74% Series 2018, CP DJF881000 Other Municipal Security Y N/A N/A 2019-01-17 2019-01-17 2019-01-17 N N Y PRESIDENT & FELLOWS HARVARD CO OBLIGOR 1.0000 N/A N/A 0.0173 26499989.40 26499989.40 0.0134 N N N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.76% Bonds Series H1, tender 01/03/2019, CP Mode 57586CV93 DHI705000 Other Municipal Security Y N/A N/A 2019-01-03 2019-01-03 2019-01-03 N N Y PARTNERS HEALTHCARE SYS INC OBLIGOR 1.0000 N/A N/A 0.0164 7700066.22 7700066.22 0.0039 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.76% Series 2018, CP DJD294000 Other Municipal Security Y N/A N/A 2019-03-11 2019-03-11 2019-03-11 N N Y PRESIDENT & FELLOWS HARVARD CO OBLIGOR 1.0000 N/A N/A 0.0174 16000256.00 16000256.00 0.0081 N N N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.77% Bonds Series H1, tender 01/04/2019, CP Mode 57586CV93 DIA709000 Other Municipal Security Y N/A N/A 2019-01-04 2019-01-04 2019-01-04 N N Y PARTNERS HEALTHCARE SYS INC OBLIGOR 1.0000 N/A N/A 0.0166 7500078.75 7500078.75 0.0038 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.78% Bonds Series H2, tender 01/17/2019, CP Mode 57586CW27 DHJ676000 Other Municipal Security Y N/A N/A 2019-01-17 2019-01-17 2019-01-17 N N Y PARTNERS HEALTHCARE SYS INC OBLIGOR 1.0000 N/A N/A 0.0172 8040168.84 8040168.84 0.0041 N N N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.78% Bonds Series H1, tender 02/01/2019, CP Mode 57586CV93 DJC364000 Other Municipal Security Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N Y PARTNERS HEALTHCARE SYS INC OBLIGOR 1.0000 N/A N/A 0.0174 6500159.25 6500159.25 0.0033 N N N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.78% Bonds Series H1, tender 02/04/2019, CP Mode 57586CV93 DJA679000 Other Municipal Security Y N/A N/A 2019-02-04 2019-02-04 2019-02-04 N N Y PARTNERS HEALTHCARE SYS INC OBLIGOR 1.0000 N/A N/A 0.0174 5500146.85 5500146.85 0.0028 N N N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.78% Bonds Series H1, tender 02/05/2019, CP Mode 57586CV93 DIJ825000 Other Municipal Security Y N/A N/A 2019-02-05 2019-02-05 2019-02-05 N N Y PARTNERS HEALTHCARE SYS INC OBLIGOR 1.0000 N/A N/A 0.0171 7000398.30 7000398.30 0.0035 N N N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.78% Bonds Series H2, tender 02/06/2019, CP Mode 57586CW27 DJA878000 Other Municipal Security Y N/A N/A 2019-02-06 2019-02-06 2019-02-06 N N Y PARTNERS HEALTHCARE SYS INC OBLIGOR 1.0000 N/A N/A 0.0173 10600407.04 10600407.04 0.0053 N N N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.78% Bonds Series H2, tender 02/07/2019, CP Mode 57586CW27 DJB870000 Other Municipal Security Y N/A N/A 2019-02-07 2019-02-07 2019-02-07 N N Y PARTNERS HEALTHCARE SYS INC OBLIGOR 1.0000 N/A N/A 0.0173 10400410.80 10400410.80 0.0052 N N N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 5.00% Bonds Series 2010 J1, (Pre-Refunded to 7/1/2019 @ 100) 57586ENJ6 US57586ENJ63 Other Municipal Security Y N/A N/A 2019-07-01 2019-07-01 2034-07-01 N N N 0.0178 3657528.00 3657528.00 0.0018 N N N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 5.00% Bonds (Partners HealthCare Sys., Inc. Proj.) Series 2010 J1, (Pre-Refunded to 7/1/2019 @ 100) 57586ENK3 US57586ENK37 Other Municipal Security Y N/A N/A 2019-07-01 2019-07-01 2039-07-01 N N N 0.0178 3591489.30 3591489.30 0.0018 N N N Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev. Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev., 1.78% Bonds Series 92, tender 02/04/2019, CP Mode 575856BE8 DJG334000 Other Municipal Security Y N/A N/A 2019-02-04 2019-02-04 2019-02-04 N N Y NEW ENGLAND POWER CO OBLIGOR 1.0000 N/A N/A 0.0177 299999.76 299999.76 0.0002 N N N Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 1.80% Series 12, LOC TD Banknorth, NA, CP DGB457000 Other Municipal Security Y N/A N/A 2019-01-10 2019-01-10 2019-01-10 N Y TD BANK NA WILMINGTON DE 1.0000 N/A N/A N 0.0175 40000340.00 40000340.00 0.0202 N N N Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 1.83% Series 12A, LOC TD Banknorth, NA, CP DJB878000 Other Municipal Security Y N/A N/A 2019-04-03 2019-04-03 2019-04-03 N Y TD BANK NA WILMINGTON DE 1.0000 N/A N/A N 0.0182 10999938.40 10999938.40 0.0056 N N N Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 1.84% Series 12A, LOC TD Banknorth, NA, CP DGJ308000 Other Municipal Security Y N/A N/A 2019-02-12 2019-02-12 2019-02-12 N Y TD BANK NA WILMINGTON DE 1.0000 N/A N/A N 0.0179 7000345.80 7000345.80 0.0035 N N N Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 1.87% Series 12B, LOC TD Banknorth, NA, CP DGJ286000 Other Municipal Security Y N/A N/A 2019-02-12 2019-02-12 2019-02-12 N Y TD BANK NA WILMINGTON DE 1.0000 N/A N/A N 0.0181 21101036.01 21101036.01 0.0106 N N N Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 1.87% Series 12B, LOC TD Banknorth, NA, CP DJB872000 Other Municipal Security Y N/A N/A 2019-04-03 2019-04-03 2019-04-03 N Y TD BANK NA WILMINGTON DE 1.0000 N/A N/A N 0.0186 19999884.00 19999884.00 0.0101 N N N Massachusetts Spl. Oblig. Rev. Massachusetts Spl. Oblig. Rev., 5.50% Bonds Series 2005 A 576004FN0 US576004FN03 Other Municipal Security Y N/A N/A 2019-06-01 2019-06-01 2019-06-01 N N Y MASSACHUSETTS ST TRANSN FD REV OBLIGOR 1.0000 N/A N/A 0.0174 2284829.78 2284829.78 0.0012 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 0.0171 4788983.10 4788983.10 0.0024 N N N Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 1.86% Series 99, LOC State Street Bank & Trust Co., Boston, CP DJA709000 Other Municipal Security Y N/A N/A 2019-05-02 2019-05-02 2019-05-02 N Y STATE ST BK & TR CO BOSTON 1.0000 N/A N/A N 0.0184 17000986.00 17000986.00 0.0086 N N N Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 1.86% Series 99, LOC State Street Bank & Trust Co., Boston, CP DJA725000 Other Municipal Security Y N/A N/A 2019-05-09 2019-05-09 2019-05-09 N Y STATE ST BK & TR CO BOSTON 1.0000 N/A N/A N 0.0184 17001054.00 17001054.00 0.0086 N N N Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 5.00% Bonds Series B1 5760497C8 US5760497C81 Other Municipal Security Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0174 12511125.56 12511125.56 0.0063 N N N Medford Gen. Oblig. Medford Gen. Oblig., 3.00% BAN Series 2019 584190TU6 US584190TU63 Other Municipal Security Y N/A N/A 2019-07-19 2019-07-19 2019-07-19 N N N 0.0194 2011581.00 2011581.00 0.0010 N N N Medford Gen. Oblig. Medford Gen. Oblig., 4.00% Bonds Series 2011 B 584190NE8 US584190NE85 Other Municipal Security Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0168 3503167.07 3503167.07 0.0018 N N N Middleborough Gen. Oblig. Middleborough Gen. Oblig., 3.00% BAN Series 2019 596051VK5 US596051VK55 Other Municipal Security Y N/A N/A 2019-10-04 2019-10-04 2019-10-04 N N N 0.0193 5039848.00 5039848.00 0.0025 N N N Millis Gen. Oblig. Millis Gen. Oblig., 3.00% BAN Series 2018 601090QD8 US601090QD86 Other Municipal Security Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 N N N 0.0193 3328901.40 3328901.40 0.0017 N N N Nantucket Gen. Oblig. Nantucket Gen. Oblig., 2.50% BAN Series A 630191G99 US630191G991 Other Municipal Security Y N/A N/A 2019-02-22 2019-02-22 2019-02-22 N N N 0.0173 3164450.92 3164450.92 0.0016 N N N Nantucket Gen. Oblig. Nantucket Gen. Oblig., 3.00% BAN Series B 630191H23 US630191H239 Other Municipal Security Y N/A N/A 2019-05-24 2019-05-24 2019-05-24 N N N 0.0179 4199651.17 4199651.17 0.0021 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 0.0179 1892331.41 1892331.41 0.0010 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 0.0171 1759134.50 1759134.50 0.0009 N N N Salisbury Gen. Oblig. Salisbury Gen. Oblig., 3.00% BAN Series 2018 795302JK5 US795302JK56 Other Municipal Security Y N/A N/A 2019-09-13 2019-09-13 2019-09-13 N N N 0.0193 3332339.60 3332339.60 0.0017 N N N Shrewsbury Gen. Oblig. Shrewsbury Gen. Oblig., 3.00% BAN Series 2018 825502C39 US825502C399 Other Municipal Security Y N/A N/A 2019-07-19 2019-07-19 2019-07-19 N N N 0.0199 3519122.60 3519122.60 0.0018 N N N Somerville Gen. Oblig. Somerville Gen. Oblig., 3.00% BAN Series 2018 835240Z62 US835240Z627 Other Municipal Security Y N/A N/A 2019-06-07 2019-06-07 2019-06-07 N N N 0.0182 14773866.03 14773866.03 0.0075 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 0.0194 6125854.68 6125854.68 0.0031 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 0.0188 6587828.50 6587828.50 0.0033 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 0.0182 3419319.48 3419319.48 0.0017 N N N Waltham Gen. Oblig. Waltham Gen. Oblig., 3.00% BAN Series 2019 933254M50 US933254M502 Other Municipal Security Y N/A N/A 2019-06-27 2019-06-27 2019-06-27 N N N 0.0188 10606879.27 10606879.27 0.0054 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 0.0188 18786416.44 18786416.44 0.0095 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 0.0181 2714308.92 2714308.92 0.0014 N N N Westfield Gen. Oblig. Westfield Gen. Oblig., 3.00% BAN Series 2018 960096Z81 US960096Z810 Other Municipal Security Y N/A N/A 2019-10-31 2019-10-31 2019-10-31 N N N 0.0191 3753195.05 3753195.05 0.0019 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 0.0168 3502173.85 3502173.85 0.0018 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 0.0193 4116913.73 4116913.73 0.0021 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 0.0197 1803593.70 1803593.70 0.0009 N N N Winchester Gen. Oblig. Winchester Gen. Oblig., 2.75% BAN Series 2018 973024S60 US973024S606 Other Municipal Security Y N/A N/A 2019-06-27 2019-06-27 2019-06-27 N N N 0.0189 2108590.26 2108590.26 0.0011 N N N Main Street Natural Gas, Inc. Georgia Gas Proj. Rev. Main Street Natural Gas, Inc. Georgia Gas Proj. Rev., 1.81% Bonds Series 2010 A1, tender 01/03/2019, (Liquidity Facility Royal Bank of Canada) 56036YEL5 US56036YEL56 Other Municipal Security Y N/A N/A 2019-01-03 2019-02-01 2040-08-01 Y ROYAL BANK OF CANADA 1.0000 32 N N/A N/A N N 0.0180 13615000.00 13615000.00 0.0069 N N N Lancaster Port Auth. Gas Rev. Lancaster Port Auth. Gas Rev., 2.29% Bonds Series 2014, tender 01/02/2019, (Liquidity Facility Royal Bank of Canada) 514401AM0 US514401AM09 Other Municipal Security Y N/A N/A 2019-01-02 2019-08-01 2038-05-01 Y ROYAL BANK OF CANADA 1.0000 213 N N/A N/A N N 0.0228 1400134.12 1400134.12 0.0007 N N N Jefferson County Poll. Cont. Rev. Jefferson County Poll. Cont. Rev., 1.92% Bonds (Louisville Gas & Elec. Co. Proj.) Series 2001 A, tender 01/03/2019, CP Mode 473044BV6 DII965000 Other Municipal Security Y N/A N/A 2019-01-03 2019-01-03 2019-01-03 N N Y LOUISVILLE GAS & ELECTRIC CO OBLIGOR 1.0000 N/A N/A 0.0180 1200010.56 1200010.56 0.0006 N Y N New Mexico Muni. Energy Acquisition Auth. Gas Supply Rev. New Mexico Muni. Energy Acquisition Auth. Gas Supply Rev., 2.32% Bonds Series 2014 B, tender 01/02/2019, (Liquidity Facility Royal Bank of Canada) 647207AP4 US647207AP42 Other Municipal Security Y N/A N/A 2019-01-02 2019-08-01 2039-11-01 Y ROYAL BANK OF CANADA 1.0000 213 N N/A N/A N N 0.0229 200034.18 200034.18 0.0001 N N N Kent Hosp. Fin. Auth. Hosp. Facilities Rev. Kent Hosp. Fin. Auth. Hosp. Facilities Rev., 1.96% Bonds (Spectrum Health Sys. Proj.) Series 2015 A, tender 07/29/2019 490580EG8 US490580EG82 Other Municipal Security Y N/A N/A 2019-07-29 2019-07-29 2047-01-15 Y SPECTRUM HEALTH MI 1.0000 210 N N/A N/A N N 0.0196 100000.00 100000.00 0.0001 N N N Fidelity Revere Str Trust Fidelity Municipal Cash Central Fund, 1.77% 31635A204 549300BDV45LJNXBZC55 US31635A2042 0001022695 Investment Company Y N/A N/A 2019-01-07 2019-01-07 2029-10-01 N N N 0.0177 81805322.24 81805322.24 0.0413 N Y N Fidelity Massachusetts Municipal Trust: Fidelity Massachusetts Municipal Money Market Fund 2019-01-03 Laura M. Del Prato Laura M. Del Prato President and Treasurer