N-MFP LIVE N 2014-12-31 0000357057 S000007113 3 N N 002-75537 FIDELITY MANAGEMENT & RESEARCH COMPANY (FMR) 801-07884 FIDELITY INVESTMENTS MONEY MANAGEMENT, INC. 801-34590 FIDELITY MANAGEMENT & RESEARCH (U.K.), INC. 801-28773 FIDELITY MANAGEMENT & RESEARCH (HONG KONG) LIMITED 801-69507 FIDELITY MANAGEMENT & RESEARCH (JAPAN) LIMITED 801-69571 DELOITTE & TOUCHE LLP Boston MA None CITIBANK, N.A. 0000840464 085-10232 FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. 0000862124 084-01839 N N N Single State Fund 41 41 703771421.60 28212491.46 1451193.53 730532719.53 0.0006 1.0013 2014-12-31 1.0013 2014-12-31 C000019442 25000.00 236689936.64 1.00 -1522933.06 7512816.26 9035749.32 0.0001 1.0016 2014-12-31 1.0016 2014-12-31 C000047913 1000000.00 493742608.70 1.00 -3577100.76 10480808.77 14057909.53 0.0001 1.0012 2014-12-31 1.0012 2014-12-31 C000047914 1000000.00 100174.19 1.00 -31599.50 1.11 31600.61 0.0001 1.0012 2014-12-31 1.0012 2014-12-31 Massachusetts Bay Trans. Auth. Sales Tax Rev. Massachusetts Bay Trans. Auth. Sales Tax Rev., 0.07% Participating VRDN Series Clipper 07 18, (Liquidity Facility State Street Bank & Trust Co., Bosto 18886PUV5 Variable Rate Demand Note First Tier Security 2015-01-07 2015-01-07 Y STATE ST BK & TR CO BOSTON N/A N/A N N 52100000.00 52100000.00 0.0713 N 52100000.00 52100000.00 Massachusetts Clean Wtr. Trust Massachusetts Clean Wtr. Trust, 0.04% Participating VRDN Series BBT 08 58, (Liquidity Facility Branch Banking & Trust Co.) 07330CTU3 Variable Rate Demand Note First Tier Security 2015-01-07 2015-01-07 Y BRANCH BANKING AND TRUST CO N/A N/A N N 12430000.00 12430000.00 0.0170 N 12430000.00 12430000.00 Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev. Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev., 0.02% Series 2010 A3, LOC Landesbank Hessen-Thuringen VRDN 57563CAC6 Variable Rate Demand Note First Tier Security 2015-01-07 2015-01-07 Y LANDESBANK HESS-THURNGN(UNGTD) N/A N/A Y LANDESBANK HESS-THURNGN(UNGTD) N/A N/A N 4400000.00 4400000.00 0.0060 N 4400000.00 4400000.00 Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev. Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev., 0.03% Series 2010 A1, LOC Citibank NA VRDN 57563CBF8 Variable Rate Demand Note First Tier Security 2015-01-07 2015-01-07 Y CITIBANK NA N/A N/A Y CITIBANK NA N/A N/A N 17150000.00 17150000.00 0.0235 N 17150000.00 17150000.00 Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev. Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev., 0.04% (Tammy Brook Apts. Proj.) Series 2009, LOC Freddie Mac VRDN 57583XBN1 Variable Rate Demand Note First Tier Security 2015-01-07 2015-01-07 Y FREDDIE MAC N/A N/A Y FREDDIE MAC N/A N/A N 3555000.00 3555000.00 0.0049 N 3555000.00 3555000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.01% (Partners HealthCare Sys. Proj.) Series 2014 M1, LOC U.S. Bank NA, Cincinnati VRDN 57583UB49 Variable Rate Demand Note First Tier Security 2015-01-02 2015-01-02 Y US BANK NA CINCINNATI OHIO N/A N/A Y US BANK NA CINCINNATI OHIO N/A N/A N 4400000.00 4400000.00 0.0060 N 4400000.00 4400000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.02% (Boston Univ. Proj.) Series U3, LOC Northern Trust Co. VRDN 57583RWG6 Variable Rate Demand Note First Tier Security 2015-01-07 2015-01-07 Y NORTHERN TRUST CO CHICAGO N/A N/A Y NORTHERN TRUST CO CHICAGO N/A N/A N 5400000.00 5400000.00 0.0074 N 5400000.00 5400000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.02% (Simmons College Proj.) Series G, LOC JPMorgan Chase Bank VRDN 57583RUV5 Variable Rate Demand Note First Tier Security 2015-01-07 2015-01-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 4800000.00 4800000.00 0.0066 N 4800000.00 4800000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.02% (Worcester Polytechnic Institute Proj.) Series 2008 A, LOC TD Banknorth, NA VRDN 57583RTX3 Variable Rate Demand Note First Tier Security 2015-01-07 2015-01-07 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 23100000.00 23100000.00 0.0316 N 23100000.00 23100000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.03% (College of the Holy Cross Proj.) Series 2008 A, LOC JPMorgan Chase Bank VRDN 57583RUZ6 Variable Rate Demand Note First Tier Security 2015-01-02 2015-01-02 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 2450000.00 2450000.00 0.0034 N 2450000.00 2450000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.03% (Partners HealthCare Sys. Proj.) Series 2011 K2, (Liquidity Facility Barclays Bank PLC) VRDN 57583R6F7 Variable Rate Demand Note First Tier Security 2015-01-07 2015-01-07 Y BARCLAYS BANK PLC N/A N/A N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 4000000.00 4000000.00 0.0055 N 4000000.00 4000000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.03% Series 2014 M2, LOC Bank of New York, New York VRDN 57583UB56 Variable Rate Demand Note First Tier Security 2015-01-07 2015-01-07 Y BANK OF NEW YORK MELLON N/A N/A Y BANK OF NEW YORK MELLON N/A N/A N 3300000.00 3300000.00 0.0045 N 3300000.00 3300000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.03% (Smith College Proj.) Series 2001 VRDN 57583FWB3 Variable Rate Demand Note First Tier Security 2015-01-07 2015-01-07 Y SMITH COLLEGE, MA N/A N/A N N 1600000.00 1600000.00 0.0022 N 1600000.00 1600000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.04% (Babson College Proj.) Series 2008 A, LOC Fed. Home Ln. Bank of Boston VRDN 57583RL86 Variable Rate Demand Note First Tier Security 2015-01-07 2015-01-07 Y FEDERAL HOME LN BK OF BOSTON N/A N/A Y FEDERAL HOME LN BK OF BOSTON N/A N/A N 27665000.00 27665000.00 0.0379 N 27665000.00 27665000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.04% (Smith College Proj.) Series 2007, (Liquidity Facility TD Banknorth, NA) VRDN 57583R2R5 Variable Rate Demand Note First Tier Security 2015-01-07 2015-01-07 Y TD BANK NA WILMINGTON DE N/A N/A N Y OBLIGOR SMITH COLLEGE, MA N/A N/A 11760000.00 11760000.00 0.0161 N 11760000.00 11760000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.04% (Briarwood Retirement Cmnty. Proj.) Series 2004 A, LOC Manufacturers & Traders Trust Co. VRDN 57583F5P2 Variable Rate Demand Note First Tier Security 2015-01-07 2015-01-07 Y MANUFACTURERS & TRADERS TR CO N/A N/A Y MANUFACTURERS & TRADERS TR CO N/A N/A N 3700000.00 3700000.00 0.0051 N 3700000.00 3700000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.04% Series 2010, LOC Manufacturers & Traders Trust Co. VRDN 57583R5Y7 Variable Rate Demand Note First Tier Security 2015-01-07 2015-01-07 Y MANUFACTURERS & TRADERS TR CO N/A N/A Y MANUFACTURERS & TRADERS TR CO N/A N/A N 1000000.00 1000000.00 0.0014 N 1000000.00 1000000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.04% (YMCA of Greater Worcester Proj.) Series 2006, LOC TD Banknorth, NA VRDN 57583RGP4 Variable Rate Demand Note First Tier Security 2015-01-07 2015-01-07 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 1900000.00 1900000.00 0.0026 N 1900000.00 1900000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.04% (Governor Dummer Academy Issues Proj.) Series 2006, LOC TD Banknorth, NA VRDN 57583RGN9 Variable Rate Demand Note First Tier Security 2015-01-07 2015-01-07 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 4700000.00 4700000.00 0.0064 N 4700000.00 4700000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.05% (Boston Univ. Proj.) Series U-5B, LOC Fed. Home Ln. Bank of Boston VRDN 57583RP58 Variable Rate Demand Note First Tier Security 2015-01-07 2015-01-07 Y FEDERAL HOME LN BK OF BOSTON N/A N/A Y FEDERAL HOME LN BK OF BOSTON N/A N/A N 2800000.00 2800000.00 0.0038 N 2800000.00 2800000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.05% (Williston Northampton School Proj.) Series 2010, LOC TD Banknorth, NA VRDN 57583RZ40 Variable Rate Demand Note First Tier Security 2015-01-07 2015-01-07 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 1500000.00 1500000.00 0.0021 N 1500000.00 1500000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.05% Participating VRDN Series MS 3373, (Liquidity Facility Morgan Stanley Bank, West Valley City Utah) 57583UK49 Variable Rate Demand Note First Tier Security 2015-01-07 2015-01-07 Y MORGAN STANLEY BK NA SALT LAKE N/A N/A N N 900000.00 900000.00 0.0012 N 900000.00 900000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.06% (New England Deaconess Assoc. Proj.) Series 2011 B, LOC Manufacturers & Traders Trust Co. VRDN 57583ULM8 Variable Rate Demand Note First Tier Security 2015-01-07 2015-01-07 Y MANUFACTURERS & TRADERS TR CO N/A N/A Y MANUFACTURERS & TRADERS TR CO N/A N/A N 5430000.00 5430000.00 0.0074 N 5430000.00 5430000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.08% Series 2007 A, LOC JPMorgan Chase Bank VRDN 57583RTL9 Variable Rate Demand Note First Tier Security 2015-01-07 2015-01-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 3900000.00 3900000.00 0.0053 N 3900000.00 3900000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.24% (Olin College Proj.) Series 2008 C3, LOC RBS Citizens NA VRDN 57583RZG3 Variable Rate Demand Note Second Tier Security 2015-01-02 2015-01-02 Y CITIZENS BANK NA N/A N/A Y CITIZENS BANK NA N/A N/A N 1935000.00 1935000.00 0.0026 N 1935000.00 1935000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.24% (Olin College Proj.) Series 2008 C2, LOC RBS Citizens NA VRDN 57583RZF5 Variable Rate Demand Note Second Tier Security 2015-01-02 2015-01-02 Y CITIZENS BANK NA N/A N/A Y CITIZENS BANK NA N/A N/A N 3700000.00 3700000.00 0.0051 N 3700000.00 3700000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.02% Series 2006 A, (Liquidity Facility Wells Fargo Bank NA) VRDN 57582N4G7 Variable Rate Demand Note First Tier Security 2015-01-02 2015-01-02 Y WELLS FARGO BK NATL ASSN N/A N/A N N 1800000.00 1800000.00 0.0025 N 1800000.00 1800000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.04% Participating VRDN Series Clipper 07 39, (Liquidity Facility State Street Bank & Trust Co., Boston) 18886PA39 Variable Rate Demand Note First Tier Security 2015-01-07 2015-01-07 Y STATE ST BK & TR CO BOSTON N/A N/A N N 15400000.00 15400000.00 0.0211 N 15400000.00 15400000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.05% Participating VRDN Series Putters 3898, (Liquidity Facility JPMorgan Chase Bank) 46633VV55 Variable Rate Demand Note First Tier Security 2015-01-07 2015-01-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 3500000.00 3500000.00 0.0048 N 3500000.00 3500000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.06% Participating VRDN Series Putters 3699, (Liquidity Facility JPMorgan Chase Bank) 46633VSJ9 Variable Rate Demand Note First Tier Security 2015-01-07 2015-01-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 4800000.00 4800000.00 0.0066 N 4800000.00 4800000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.07% Participating VRDN Series Clipper 07 06, (Liquidity Facility State Street Bank & Trust Co., Boston) 18886PRV9 Variable Rate Demand Note First Tier Security 2015-01-07 2015-01-07 Y STATE ST BK & TR CO BOSTON N/A N/A N N 17900000.00 17900000.00 0.0245 N 17900000.00 17900000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.01% (Children's Hosp. Proj.) Series 2010 N4, LOC Wells Fargo Bank NA VRDN 57586EUJ8 Variable Rate Demand Note First Tier Security 2015-01-02 2015-01-02 Y WELLS FARGO BK NATL ASSN N/A N/A Y WELLS FARGO BK NATL ASSN N/A N/A N 14100000.00 14100000.00 0.0193 N 14100000.00 14100000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.01% (Baystate Med. Ctr. Proj.) Series 2005 G, LOC Wells Fargo Bank NA VRDN 57586CNH4 Variable Rate Demand Note First Tier Security 2015-01-02 2015-01-02 Y WELLS FARGO BK NATL ASSN N/A N/A Y WELLS FARGO BK NATL ASSN N/A N/A N 2615000.00 2615000.00 0.0036 N 2615000.00 2615000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.02% (Wellesley College Proj.) Series I VRDN 57586CP25 Variable Rate Demand Note First Tier Security 2015-01-02 2015-01-02 Y WELLESLEY COLLEGE, MA N/A N/A N N 1000000.00 1000000.00 0.0014 N 1000000.00 1000000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.02% (Children's Hosp. Proj.) Series 2010 N3, LOC U.S. Bank NA, Cincinnati VRDN 57586EUL3 Variable Rate Demand Note First Tier Security 2015-01-07 2015-01-07 Y US BANK NA CINCINNATI OHIO N/A N/A Y US BANK NA CINCINNATI OHIO N/A N/A N 2500000.00 2500000.00 0.0034 N 2500000.00 2500000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.03% (Henry Heywood Memorial Hosp. Proj.) Series 2008 C, LOC TD Banknorth, NA VRDN 57586C7E9 Variable Rate Demand Note First Tier Security 2015-01-02 2015-01-02 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 1000000.00 1000000.00 0.0014 N 1000000.00 1000000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.03% (Massachusetts Institute of Technology Proj.) Series 2001 J2 VRDN 57585KSV1 Variable Rate Demand Note First Tier Security 2015-01-07 2015-01-07 Y MASSACHUSETTS INST TECH, MA N/A N/A N N 12925000.00 12925000.00 0.0177 N 12925000.00 12925000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.03% (Wellesley College Proj.) Series B VRDN 575851NQ9 Variable Rate Demand Note First Tier Security 2015-01-07 2015-01-07 Y WELLESLEY COLLEGE, MA N/A N/A N N 1600000.00 1600000.00 0.0022 N 1600000.00 1600000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.03% (Dana-Farber Cancer Institute Proj.) Series 2008 L1, LOC JPMorgan Chase Bank VRDN 57586CY90 Variable Rate Demand Note First Tier Security 2015-01-07 2015-01-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 10850000.00 10850000.00 0.0149 N 10850000.00 10850000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.03% (Baystate Health Sys. Proj.) Series 2009 J1, LOC JPMorgan Chase Bank VRDN 57586EKC4 Variable Rate Demand Note First Tier Security 2015-01-07 2015-01-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 6000000.00 6000000.00 0.0082 N 6000000.00 6000000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.04% Participating VRDN Series BBT 08 54, (Liquidity Facility Branch Banking & Trust Co.) 07330CQY8 Variable Rate Demand Note First Tier Security 2015-01-07 2015-01-07 Y BRANCH BANKING AND TRUST CO N/A N/A N N 6300000.00 6300000.00 0.0086 N 6300000.00 6300000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.04% (Massachusetts Institute of Technology Proj.) Series 2001 J1 VRDN 57585KSW9 Variable Rate Demand Note First Tier Security 2015-01-07 2015-01-07 Y MASSACHUSETTS INST TECH, MA N/A N/A N N 14500000.00 14500000.00 0.0198 N 14500000.00 14500000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.05% Participating VRDN Series Putters 3163, (Liquidity Facility JPMorgan Chase Bank) 46632PET6 Variable Rate Demand Note First Tier Security 2015-01-07 2015-01-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 5655000.00 5655000.00 0.0077 N 5655000.00 5655000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.05% (Williams College Proj.) Series J VRDN 57586CPY5 Variable Rate Demand Note First Tier Security 2015-01-07 2015-01-07 Y WILLIAMS COLLEGE, MA N/A N/A N N 500000.00 500000.00 0.0007 N 500000.00 500000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.05% Participating VRDN Series Putters 3650, (Liquidity Facility JPMorgan Chase Bank) 46633VNX3 Variable Rate Demand Note First Tier Security 2015-01-07 2015-01-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 3200000.00 3200000.00 0.0044 N 3200000.00 3200000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.05% Participating VRDN Series Putters 3529, (Liquidity Facility JPMorgan Chase Bank) 46633VBP3 Variable Rate Demand Note First Tier Security 2015-01-07 2015-01-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 10000000.00 10000000.00 0.0137 N 10000000.00 10000000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.05% Participating VRDN Series Putters 3530, (Liquidity Facility JPMorgan Chase Bank) 46633VBR9 Variable Rate Demand Note First Tier Security 2015-01-07 2015-01-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 4495000.00 4495000.00 0.0062 N 4495000.00 4495000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.06% Participating VRDN Series BC 10 20W, (Liquidity Facility Barclays Bank PLC) 06740GFN1 Variable Rate Demand Note First Tier Security 2015-01-07 2015-01-07 Y BARCLAYS BANK PLC N/A N/A N N 2550000.00 2550000.00 0.0035 N 2550000.00 2550000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.09% Participating VRDN Series BA 08 3503, (Liquidity Facility Bank of America NA) 05248PV93 Variable Rate Demand Note First Tier Security 2015-01-07 2015-01-07 Y BANK OF AMERICA NA N/A N/A N N 5550000.00 5550000.00 0.0076 N 5550000.00 5550000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.10% (Northeast Hosp. Corp. Proj.) Series 2004 G, LOC JPMorgan Chase Bank VRDN 57586CDV4 Variable Rate Demand Note First Tier Security 2015-01-07 2015-01-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 9100000.00 9100000.00 0.0125 N 9100000.00 9100000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.11% (Fairview Extended Care Proj.) Series B, LOC Bank of America NA VRDN 57585JRR4 Variable Rate Demand Note First Tier Security 2015-01-07 2015-01-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 2300000.00 2300000.00 0.0031 N 2300000.00 2300000.00 Massachusetts Hsg. Fin. Agcy. Multi-Family Rev. Massachusetts Hsg. Fin. Agcy. Multi-Family Rev., 0.02% Series 2009 A, LOC Bank of New York, New York VRDN 57586NDU2 Variable Rate Demand Note First Tier Security 2015-01-07 2015-01-07 Y BANK OF NEW YORK MELLON N/A N/A Y BANK OF NEW YORK MELLON N/A N/A N 2000000.00 2000000.00 0.0027 N 2000000.00 2000000.00 Massachusetts Indl. Fin. Agcy. Rev. Massachusetts Indl. Fin. Agcy. Rev., 0.04% (Society for the Prevention of Cruelty to Animals Proj.) Series 1997, LOC TD Banknorth, NA VRDN 575925GN6 Variable Rate Demand Note First Tier Security 2015-01-07 2015-01-07 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 3255000.00 3255000.00 0.0045 N 3255000.00 3255000.00 Massachusetts Indl. Fin. Agcy. Rev. Massachusetts Indl. Fin. Agcy. Rev., 0.05% (Governor Dummer Academy Proj.) Series 1996, LOC TD Banknorth, NA VRDN 5759147M2 Variable Rate Demand Note First Tier Security 2015-01-07 2015-01-07 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 800000.00 800000.00 0.0011 N 800000.00 800000.00 Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 0.02% Series 2008 A, LOC State Street Bank & Trust Co., Boston VRDN 575896ET8 Variable Rate Demand Note First Tier Security 2015-01-07 2015-01-07 Y STATE ST BK & TR CO BOSTON N/A N/A Y STATE ST BK & TR CO BOSTON N/A N/A N 4500000.00 4500000.00 0.0062 N 4500000.00 4500000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.04% Participating VRDN Series EGL 14 0012, (Liquidity Facility Citibank NA) 576000PV9 Variable Rate Demand Note First Tier Security 2015-01-07 2015-01-07 Y CITIBANK NA N/A N/A N N 7700000.00 7700000.00 0.0105 N 7700000.00 7700000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.04% Participating VRDN Series ROC II R 14021, (Liquidity Facility Citibank NA) 576000MY6 Variable Rate Demand Note First Tier Security 2015-01-07 2015-01-07 Y CITIBANK NA N/A N/A N N 1500000.00 1500000.00 0.0021 N 1500000.00 1500000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.04% Participating VRDN Series EGL 14 0045, (Liquidity Facility Citibank NA) 576000QC0 Variable Rate Demand Note First Tier Security 2015-01-07 2015-01-07 Y CITIBANK NA N/A N/A N N 16800000.00 16800000.00 0.0230 N 16800000.00 16800000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.04% Participating VRDN Series RBC O 72, (Liquidity Facility Royal Bank of Canada) 74926YF89 Variable Rate Demand Note First Tier Security 2015-01-07 2015-01-07 Y ROYAL BANK OF CANADA N/A N/A N N 1000000.00 1000000.00 0.0014 N 1000000.00 1000000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.04% Participating VRDN Series EGL 14 0011, (Liquidity Facility Citibank NA) 576000PT4 Variable Rate Demand Note First Tier Security 2015-01-07 2015-01-07 Y CITIBANK NA N/A N/A N N 16100000.00 16100000.00 0.0220 N 16100000.00 16100000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.05% Participating VRDN Series Putters 4420, (Liquidity Facility JPMorgan Chase Bank) 46640KJC9 Variable Rate Demand Note First Tier Security 2015-01-07 2015-01-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 600000.00 600000.00 0.0008 N 600000.00 600000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.06% Participating VRDN Series Putters 1920, (Liquidity Facility JPMorgan Chase Bank) 576000GR8 Variable Rate Demand Note First Tier Security 2015-01-07 2015-01-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 7985000.00 7985000.00 0.0109 N 7985000.00 7985000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.06% Participating VRDN Series Putters 3691, (Liquidity Facility JPMorgan Chase Bank) 46633VRV3 Variable Rate Demand Note First Tier Security 2015-01-07 2015-01-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 1425000.00 1425000.00 0.0020 N 1425000.00 1425000.00 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.03% Series 1999 B, LOC Landesbank Hessen-Thuringen VRDN 576049RU6 Variable Rate Demand Note First Tier Security 2015-01-07 2015-01-07 Y LANDESBANK HESS-THURNGN (GTD) N/A N/A Y LANDESBANK HESS-THURNGN (GTD) N/A N/A N 5500000.00 5500000.00 0.0075 N 5500000.00 5500000.00 JPMorgan Chase JPMorgan Chase, 0.04% NA Letter of Credit Participating VRDN Series Putters 4462, (Liquidity Facility JPMorgan Chase Bank) 46640KPD0 Variable Rate Demand Note First Tier Security 2015-01-02 2015-01-02 Y JPMORGAN CHASE BANK NA N/A N/A N N 1300000.00 1300000.00 0.0018 N 1300000.00 1300000.00 JPMorgan Chase JPMorgan Chase, 0.04% NA Letter of Credit Participating VRDN Series Putters 4459, (Liquidity Facility JPMorgan Chase Bank) 46640KNU4 Variable Rate Demand Note First Tier Security 2015-01-02 2015-01-02 Y JPMORGAN CHASE BANK NA N/A N/A N N 1700000.00 1700000.00 0.0023 N 1700000.00 1700000.00 Salem County Poll. Cont. Fin. Auth. Rev. Salem County Poll. Cont. Fin. Auth. Rev., 0.17% (Pub. Svc. Elec. and Gas Co. Proj.) Series 2003 B1 VRDN 79410SBK1 Variable Rate Demand Note Second Tier Security 2015-01-07 2015-01-07 Y PUBLIC SERVICE ELEC & GAS CO N/A N/A N N 1400000.00 1400000.00 0.0019 N 1400000.00 1400000.00 Bucks County Indl. Dev. Auth. Rev. Bucks County Indl. Dev. Auth. Rev., 0.24% (Lutheran Cmnty. at Telford Healthcare Ctr., Inc. Proj.) Series 2007 B, LOC Citizens Bank of Pennsylvania VR 118612LM0 Variable Rate Demand Note Second Tier Security 2015-01-07 2015-01-07 Y CITIZENS BANK OF PENNSYLVANIA N/A N/A Y CITIZENS BANK OF PENNSYLVANIA N/A N/A N 2250000.00 2250000.00 0.0031 N 2250000.00 2250000.00 Cumberland County Muni. Auth. Rev. Cumberland County Muni. Auth. Rev., 0.14% (Messiah Village Proj.) Series 2008 B, LOC Citizens Bank of Pennsylvania VRDN 230614CY3 Variable Rate Demand Note Second Tier Security 2015-01-07 2015-01-07 Y CITIZENS BANK OF PENNSYLVANIA N/A N/A Y CITIZENS BANK OF PENNSYLVANIA N/A N/A N 200000.00 200000.00 0.0003 N 200000.00 200000.00 Delaware Econ. Dev. Auth. Rev. Delaware Econ. Dev. Auth. Rev., 0.18% (Delmarva Pwr. & Lt. Co. Proj.) Series 1999 A VRDN 246387JQ8 Variable Rate Demand Note Second Tier Security 2015-01-07 2015-01-07 Y DELMARVA POWER & LIGHT N/A N/A N N 2300000.00 2300000.00 0.0031 N 2300000.00 2300000.00 Saint James Parish Gen. Oblig. Saint James Parish Gen. Oblig., 0.22% (Nucor Steel Louisiana LLC Proj.) Series 2010 A1 VRDN 790103AG0 Variable Rate Demand Note Second Tier Security 2015-01-07 2015-01-07 Y NUCOR CORP N/A N/A N N 1100000.00 1100000.00 0.0015 N 1100000.00 1100000.00 Port Arthur Navigation District Envir. Facilities Rev. Port Arthur Navigation District Envir. Facilities Rev., 0.20% (Motiva Enterprises LLC Proj.) Series 2010 C VRDN 735220AV7 Variable Rate Demand Note Second Tier Security 2015-01-02 2015-01-02 Y MOTIVA ENTERPRISES LLC N/A N/A N N 150000.00 150000.00 0.0002 N 150000.00 150000.00 Port Arthur Navigation District Envir. Facilities Rev. Port Arthur Navigation District Envir. Facilities Rev., 0.20% (Motiva Enterprises LLC Proj.) Series 2001 A VRDN 735220AT2 Variable Rate Demand Note Second Tier Security 2015-01-02 2015-01-02 Y MOTIVA ENTERPRISES LLC N/A N/A N N 200000.00 200000.00 0.0003 N 200000.00 200000.00 Port Arthur Navigation District Envir. Facilities Rev. Port Arthur Navigation District Envir. Facilities Rev., 0.20% (Motiva Enterprises LLC Proj.) Series 2009 A VRDN 735220AQ8 Variable Rate Demand Note Second Tier Security 2015-01-02 2015-01-02 Y MOTIVA ENTERPRISES LLC N/A N/A N N 300000.00 300000.00 0.0004 N 300000.00 300000.00 Dutchess County Indl. Dev. Agcy. Civic Facility Rev. Dutchess County Indl. Dev. Agcy. Civic Facility Rev., 0.11% (Lutheran Ctr. at Poughkeepsie, Inc. Proj.) LOC KeyBank NA VRDN 267041FK2 Variable Rate Demand Note First Tier Security 2015-01-07 2015-01-07 Y KEYBANK NATL ASSN N/A N/A Y KEYBANK NATL ASSN N/A N/A N 100000.00 100000.00 0.0001 N 100000.00 100000.00 Andover Gen. Oblig. Andover Gen. Oblig., 5.00% Bonds Series 2014 0342855A0 Other Municipal Debt Unrated Security 2015-03-01 2015-03-01 N N N 1471000.00 1482540.53 0.0020 N 1482547.35 1482547.35 Auburn Gen. Oblig. Auburn Gen. Oblig., 1.25% BAN 050411RT6 Other Municipal Debt First Tier Security 2015-09-15 2015-09-15 N N N 1200000.00 1209446.33 0.0017 N 1209600.00 1209600.00 Beverly Gen. Oblig. Beverly Gen. Oblig., 1.00% BAN 088095P24 Other Municipal Debt First Tier Security 2015-04-23 2015-04-23 N N N 1800000.00 1804849.45 0.0025 N 1805040.00 1805040.00 Boston Gen. Oblig. Boston Gen. Oblig., 5.00% Bonds 1008527S5 Other Municipal Debt First Tier Security 2015-01-01 2015-01-01 N N N 785000.00 785000.00 0.0011 N 785109.90 785109.90 Boston Gen. Oblig. Boston Gen. Oblig., 5.00% Bonds Series 2013 A 100853RZ5 Other Municipal Debt Unrated Security 2015-03-01 2015-03-01 N N N 200000.00 201558.04 0.0003 N 201570.00 201570.00 Boston Gen. Oblig. Boston Gen. Oblig., 5.00% Bonds Series 2009 A 100853FH8 Other Municipal Debt First Tier Security 2015-04-01 2015-04-01 N N N 625000.00 632441.07 0.0009 N 632225.00 632225.00 Commonwealth of Massachusetts Commonwealth of Massachusetts, 0.04% Bonds Series 2014 D 57582RCM6 Other Municipal Debt Unrated Security 2016-02-01 2016-02-01 N N N 2000000.00 2000099.53 0.0027 N 2000099.06 2000099.06 Concord & Carlisle Reg'l. School District Concord & Carlisle Reg'l. School District, 0.75% BAN 206165GE6 Other Municipal Debt First Tier Security 2015-04-15 2015-04-15 N N N 3400000.00 3406291.18 0.0047 N 3406426.00 3406426.00 Danvers Gen. Oblig. Danvers Gen. Oblig., 1.00% BAN 236469Z47 Other Municipal Debt First Tier Security 2015-08-21 2015-08-21 N N N 1500000.00 1507380.00 0.0021 N 1507620.00 1507620.00 Gloucester Gen. Oblig. Gloucester Gen. Oblig., 1.00% BAN 379713DF4 Other Municipal Debt First Tier Security 2015-08-14 2015-08-14 N N N 1800000.00 1809857.97 0.0025 N 1809864.00 1809864.00 Harvard Gen. Oblig. Harvard Gen. Oblig., 1.00% BAN 417452GC7 Other Municipal Debt First Tier Security 2015-06-25 2015-06-25 N N N 2587000.00 2597518.10 0.0036 N 2597917.14 2597917.14 Hingham Gen. Oblig. Hingham Gen. Oblig., 0.75% BAN Series 2014 433344TL2 Other Municipal Debt Unrated Security 2015-05-22 2015-05-22 N N N 5200000.00 5212735.58 0.0071 N 5213104.00 5213104.00 Marblehead Gen. Oblig. Marblehead Gen. Oblig., 1.00% BAN 566081VJ1 Other Municipal Debt First Tier Security 2015-08-07 2015-08-07 N N N 1700000.00 1709020.65 0.0023 N 1709027.00 1709027.00 Marlborough Gen. Oblig. Marlborough Gen. Oblig., 0.75% BAN 570884S64 Other Municipal Debt First Tier Security 2015-06-19 2015-06-19 N N N 2100000.00 2106210.75 0.0029 N 2106321.00 2106321.00 Marshfield Gen. Oblig. Marshfield Gen. Oblig., 1.00% BAN 572835B54 Other Municipal Debt First Tier Security 2015-07-29 2015-07-29 N N N 3373000.00 3389764.46 0.0046 N 3390236.03 3390236.03 Massachusetts Bay Trans. Auth. Sales Tax Rev. Massachusetts Bay Trans. Auth. Sales Tax Rev., 5.50% Bonds Series 2004 C 575579GA9 Other Municipal Debt Unrated Security 2015-07-01 2015-07-01 N N N 2100000.00 2155995.36 0.0030 N 2155104.00 2155104.00 Massachusetts Clean Wtr. Trust Massachusetts Clean Wtr. Trust, 4.00% Bonds Series 2012 B 57605ABC9 Other Municipal Debt Unrated Security 2015-08-01 2015-08-01 N N N 1000000.00 1022550.80 0.0014 N 1022020.00 1022020.00 Massachusetts Clean Wtr. Trust Massachusetts Clean Wtr. Trust, 5.00% Bonds Series 2014 57605AFA9 Other Municipal Debt Unrated Security 2015-08-01 2015-08-01 N N N 3900000.00 4010498.16 0.0055 N 4008069.00 4008069.00 Massachusetts Dev. Fin. Agcy. Massachusetts Dev. Fin. Agcy., 0.10% Series 5, LOC TD Banknorth, NA, CP 57563P9S4 Other Municipal Debt First Tier Security 2015-02-03 2015-02-03 N Y TD BANK NA WILMINGTON DE N/A N/A N 1032000.00 1032000.00 0.0014 N 1032030.96 1032030.96 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.08% Series 1, LOC JPMorgan Chase Bank, CP 08R99MEX1 Other Municipal Debt First Tier Security 2015-04-06 2015-04-06 N Y JPMORGAN CHASE BANK NA N/A N/A N 1400000.00 1400000.00 0.0019 N 1399958.00 1399958.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 5.00% Bonds Series R1 57583R3U7 Other Municipal Debt Unrated Security 2015-07-01 2015-07-01 N N Y OBLIGOR BOSTON COLLEGE,MA N/A N/A 1400000.00 1433937.09 0.0020 N 1432774.00 1432774.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.23% Bonds Series 2012 A 57582PJ76 Other Municipal Debt First Tier Security 2015-01-01 2015-01-01 N N N 2370000.00 2370000.00 0.0032 N 2370000.00 2370000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.25% Bonds Series 2014 C 57582P7D6 Other Municipal Debt Unrated Security 2015-08-01 2015-08-01 N N N 5600000.00 5636723.04 0.0077 N 5635392.00 5635392.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.50% RAN Series 2014 A 57582P7F1 Other Municipal Debt First Tier Security 2015-04-23 2015-04-23 N N N 8800000.00 8838286.35 0.0121 N 8838544.00 8838544.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.50% RAN Series 2014 B 57582P7G9 Other Municipal Debt First Tier Security 2015-05-28 2015-05-28 N N N 16900000.00 16994506.91 0.0233 N 16995823.00 16995823.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.50% RAN Series 2014 C 57582P7H7 Other Municipal Debt First Tier Security 2015-06-25 2015-06-25 N N N 32900000.00 33118379.10 0.0453 N 33121088.00 33121088.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 4.00% Bonds Series 2011 B 57582PXN5 Other Municipal Debt Unrated Security 2015-07-01 2015-07-01 N N N 1000000.00 1019140.75 0.0014 N 1018750.00 1018750.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.00% Bonds Series 2010 C 57582PWC0 Other Municipal Debt First Tier Security 2015-01-01 2015-01-01 N N N 1125000.00 1125000.00 0.0015 N 1125146.25 1125146.25 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.00% Bonds Series 2005 A, (Pre-Refunded to 3/1/2015 @ 100) 57582NT70 Other Municipal Debt Unrated Security 2015-03-01 2015-03-01 N N N 1000000.00 1007827.44 0.0014 N 1007500.00 1007500.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.00% Bonds Series 2005 A, (Pre-Refunded to 3/1/2015 @ 100) 57582PAJ9 Other Municipal Debt Unrated Security 2015-03-01 2015-03-01 N N N 250000.00 251951.87 0.0003 N 251875.00 251875.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.00% Bonds Series 2005 A, (Pre-Refunded to 3/1/2015 @ 100) 57582NT54 Other Municipal Debt Unrated Security 2015-03-01 2015-03-01 N N N 2000000.00 2015983.59 0.0028 N 2015000.00 2015000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.00% Bonds Series 2008 A 57582PNH9 Other Municipal Debt Unrated Security 2015-09-01 2015-09-01 N N N 1250000.00 1290363.28 0.0018 N 1289537.50 1289537.50 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.00% Bonds Series 2005 C, (Pre-Refunded to 9/1/2015 @ 100) 57582N2V6 Other Municipal Debt Unrated Security 2015-09-01 2015-09-01 N N N 1400000.00 1445232.23 0.0020 N 1444562.00 1444562.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.00% Bonds Series 2010 C 57582PWE6 Other Municipal Debt Unrated Security 2015-12-01 2015-12-01 N N N 1190000.00 1241819.31 0.0017 N 1241598.40 1241598.40 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.25% Bonds Series 2004 B 57582NXD2 Other Municipal Debt Unrated Security 2015-08-01 2015-08-01 N N N 935000.00 962497.61 0.0013 N 962189.80 962189.80 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.06% Series EE, CP 00N992SG8 Other Municipal Debt First Tier Security 2015-02-02 2015-02-02 N N Y OBLIGOR PRESIDENT & FELLOWS HARVARD CO N/A N/A 2300000.00 2300000.00 0.0031 N 2299977.00 2299977.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.06% Series EE, CP 00N992SK9 Other Municipal Debt First Tier Security 2015-03-09 2015-03-09 N N Y OBLIGOR PRESIDENT & FELLOWS HARVARD CO N/A N/A 1300000.00 1300000.00 0.0018 N 1299961.00 1299961.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.08% Bonds (Partners HealthCare Sys., Inc. Proj.) Series 2008 H2, tender 02/05/2015, CP Mode 57586CW27 Other Municipal Debt First Tier Security 2015-02-05 2015-02-05 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 1500000.00 1500000.00 0.0021 N 1500045.00 1500045.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.08% Bonds (Partners HealthCare Sys., Inc. Proj.) Series 2008 H1, tender 02/09/2015, CP Mode 57586CV93 Other Municipal Debt First Tier Security 2015-02-09 2015-02-09 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 1300000.00 1300000.00 0.0018 N 1300039.00 1300039.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.08% Bonds (Partners HealthCare Sys., Inc. Proj.) Series 2008 H1, tender 03/02/2015, CP Mode 57586CV93 Other Municipal Debt First Tier Security 2015-03-02 2015-03-02 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 2100000.00 2100000.00 0.0029 N 2100000.00 2100000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.08% Bonds (Partners HealthCare Sys., Inc. Proj.) Series 2008 H2, tender 03/04/2015, CP Mode 57586CW27 Other Municipal Debt First Tier Security 2015-03-04 2015-03-04 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 2100000.00 2100000.00 0.0029 N 2100042.00 2100042.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.08% Bonds (Partners HealthCare Sys., Inc. Proj.) Series 2008 H1, tender 03/05/2015, CP Mode 57586CV93 Other Municipal Debt First Tier Security 2015-03-05 2015-03-05 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 1700000.00 1700000.00 0.0023 N 1700034.00 1700034.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.08% Bonds (Partners HealthCare Sys., Inc. Proj.) Series 2008 H1, tender 03/06/2015, CP Mode 57586CV93 Other Municipal Debt First Tier Security 2015-03-06 2015-03-06 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 1800000.00 1800000.00 0.0025 N 1800000.00 1800000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.08% Bonds (Partners HealthCare Sys., Inc. Proj.) Series 2008 H2, tender 04/02/2015, CP Mode 57586CW27 Other Municipal Debt First Tier Security 2015-04-02 2015-04-02 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 2090000.00 2090000.00 0.0029 N 2090000.00 2090000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.09% Bonds (Partners HealthCare Sys., Inc. Proj.) Series 2008 H2, tender 01/09/2015, CP Mode 57586CW27 Other Municipal Debt First Tier Security 2015-01-09 2015-01-09 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 1500000.00 1500000.00 0.0021 N 1500015.00 1500015.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.09% Bonds (Partners HealthCare Sys., Inc. Proj.) Series 2008 H2, tender 01/16/2015, CP Mode 57586CW27 Other Municipal Debt First Tier Security 2015-01-16 2015-01-16 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 1900000.00 1900000.00 0.0026 N 1900019.00 1900019.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 5.00% Bonds Series 2010 A 57586ETE1 Other Municipal Debt Unrated Security 2015-10-01 2015-10-01 N N Y OBLIGOR NORTHEASTERN UNIV MA REV N/A N/A 700000.00 724214.61 0.0010 N 723905.00 723905.00 Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev. Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev., 0.25% Bonds (New England Pwr. Co. Proj.) Series 1993 A, tender 01/26/2015, CP Mode 575856BF5 Other Municipal Debt Second Tier Security 2015-01-26 2015-01-26 N N Y OBLIGOR NEW ENGLAND POWER CO N/A N/A 3500000.00 3500000.00 0.0048 N 3499965.00 3499965.00 Massachusetts Muni. Wholesale Elec. Co. Pwr. Supply Sys. Rev. Massachusetts Muni. Wholesale Elec. Co. Pwr. Supply Sys. Rev., 5.00% Bonds (Nuclear #4 Proj.) Series 2012 A 575765ZF2 Other Municipal Debt Unrated Security 2015-07-01 2015-07-01 N N N 1000000.00 1023945.03 0.0014 N 1023360.00 1023360.00 Massachusetts Muni. Wholesale Elec. Co. Pwr. Supply Sys. Rev. Massachusetts Muni. Wholesale Elec. Co. Pwr. Supply Sys. Rev., 5.00% Bonds (Nuclear #6 Proj.) Series 2012 A 575765ZP0 Other Municipal Debt Unrated Security 2015-07-01 2015-07-01 N N N 1250000.00 1280135.76 0.0018 N 1279200.00 1279200.00 Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 0.12% Series 2012 A, LOC TD Banknorth, NA, CP 57599LGW4 Other Municipal Debt First Tier Security 2015-03-04 2015-03-04 N Y TD BANK NA WILMINGTON DE N/A N/A N 1100000.00 1100000.00 0.0015 N 1100022.00 1100022.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 5.00% Bonds Series 2009 A 576000KQ5 Other Municipal Debt Unrated Security 2015-05-15 2015-05-15 N N N 1100000.00 1119302.07 0.0015 N 1119184.00 1119184.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 5.00% Bonds Series 2005 A, (Escrowed to Maturity) 576000AV5 Other Municipal Debt Unrated Security 2015-08-15 2015-08-15 N N N 3000000.00 3090536.14 0.0042 N 3088050.00 3088050.00 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.10% Series 1999, LOC State Street Bank & Trust Co., Boston, CP 48X990AC8 Other Municipal Debt First Tier Security 2015-05-05 2015-05-05 N Y STATE ST BK & TR CO BOSTON N/A N/A N 1500000.00 1500000.00 0.0021 N 1499955.00 1499955.00 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.11% Series 1999, LOC State Street Bank & Trust Co., Boston, CP 48X990AB0 Other Municipal Debt First Tier Security 2015-02-11 2015-02-11 N Y STATE ST BK & TR CO BOSTON N/A N/A N 2400000.00 2400000.00 0.0033 N 2400072.00 2400072.00 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 5.00% Bonds Series 2014 D 576051JH0 Other Municipal Debt Unrated Security 2015-08-01 2015-08-01 N N N 1075000.00 1105306.23 0.0015 N 1104723.75 1104723.75 Milford Gen. Oblig. Milford Gen. Oblig., 0.75% BAN 599496TQ9 Other Municipal Debt First Tier Security 2015-05-15 2015-05-15 N N N 1400000.00 1403238.81 0.0019 N 1403416.00 1403416.00 Peabody Gen. Oblig. Peabody Gen. Oblig., 1.00% BAN 7045733R3 Other Municipal Debt First Tier Security 2015-03-27 2015-03-27 N N N 1800000.00 1803640.05 0.0025 N 1803942.00 1803942.00 Pittsfield Gen. Oblig. Pittsfield Gen. Oblig., 1.00% BAN Series B 725463R47 Other Municipal Debt First Tier Security 2015-02-06 2015-02-06 N N N 2956860.00 2959129.31 0.0041 N 2959284.63 2959284.63 Plymouth Gen. Oblig. Plymouth Gen. Oblig., 1.00% BAN 729654RM7 Other Municipal Debt First Tier Security 2015-05-07 2015-05-07 N N N 2027800.00 2033946.07 0.0028 N 2034126.74 2034126.74 Plymouth Gen. Oblig. Plymouth Gen. Oblig., 5.00% Bonds Series 2011 729654PL1 Other Municipal Debt Unrated Security 2015-05-01 2015-05-01 N N N 1750000.00 1777798.31 0.0024 N 1777212.50 1777212.50 Quincy Gen. Oblig. Quincy Gen. Oblig., 1.00% BAN 748508FX1 Other Municipal Debt First Tier Security 2015-01-23 2015-01-23 N N N 3400000.00 3401759.03 0.0047 N 3401870.00 3401870.00 Quincy Gen. Oblig. Quincy Gen. Oblig., 2.50% Bonds Series 2014 748508FY9 Other Municipal Debt Unrated Security 2015-06-01 2015-06-01 N N N 1245000.00 1256870.23 0.0017 N 1256877.30 1256877.30 Revere Gen. Oblig. Revere Gen. Oblig., 1.00% BAN 761440YQ3 Other Municipal Debt First Tier Security 2015-04-17 2015-04-17 N N N 1600000.00 1603986.76 0.0022 N 1604144.00 1604144.00 Scituate Gen. Oblig. Scituate Gen. Oblig., 0.75% BAN 809095VK5 Other Municipal Debt First Tier Security 2015-03-27 2015-03-27 N N N 1000000.00 1001522.53 0.0014 N 1001530.00 1001530.00 Shrewsbury Gen. Oblig. Shrewsbury Gen. Oblig., 4.00% Bonds 825502VC8 Other Municipal Debt Unrated Security 2015-08-15 2015-08-15 N N N 1625000.00 1663775.74 0.0023 N 1663025.00 1663025.00 Somerville Gen. Oblig. Somerville Gen. Oblig., 0.75% BAN 835240J78 Other Municipal Debt First Tier Security 2015-06-12 2015-06-12 N N N 2800000.00 2807813.38 0.0038 N 2807840.00 2807840.00 Univ. of Massachusetts Bldg. Auth. Facilities Rev. Univ. of Massachusetts Bldg. Auth. Facilities Rev., 5.00% Bonds Series 2008 2 914440HM7 Other Municipal Debt Unrated Security 2015-05-01 2015-05-01 N N Y OBLIGOR UNIV OF MASSACHUSETTS N/A N/A 1000000.00 1016117.89 0.0014 N 1015610.00 1015610.00 Univ. of Massachusetts Bldg. Auth. Rev. Univ. of Massachusetts Bldg. Auth. Rev., 0.11% Series A1, LOC State Street Bank & Trust Co., Boston, CP 9144379G5 Other Municipal Debt First Tier Security 2015-01-08 2015-01-08 N Y STATE ST BK & TR CO BOSTON N/A N/A N 1400000.00 1400000.00 0.0019 N 1400014.00 1400014.00 Westborough Gen. Oblig. Westborough Gen. Oblig., 1.00% BAN 957144E20 Other Municipal Debt First Tier Security 2015-08-14 2015-08-14 N N N 1600000.00 1608763.03 0.0022 N 1608768.00 1608768.00 Weston Gen. Oblig. Weston Gen. Oblig., 1.00% BAN 9611652N6 Other Municipal Debt First Tier Security 2015-02-03 2015-02-03 N N N 1881698.00 1883174.69 0.0026 N 1883203.36 1883203.36 Winchester Gen. Oblig. Winchester Gen. Oblig., 0.50% BAN 973024C83 Other Municipal Debt First Tier Security 2015-07-02 2015-07-02 N N N 4700000.00 4709350.81 0.0064 N 4709635.00 4709635.00 Jefferson County Poll. Cont. Rev. Jefferson County Poll. Cont. Rev., 0.23% Bonds (Louisville Gas & Elec. Co. Proj.) Series 2001 A, tender 01/08/2015, CP Mode 473044BV6 Other Municipal Debt Second Tier Security 2015-01-08 2015-01-08 N N Y OBLIGOR LOUISVILLE GAS & ELECTRIC CO N/A N/A 200000.00 200000.00 0.0003 N 200000.00 200000.00 Fidelity Revere Str Trust Fidelity Tax-Free Cash Central Fund, 0.03% 31635A501 Investment Company First Tier Security 2015-01-07 2015-01-07 N N N 66699689.00 66699688.59 0.0913 N 66699688.59 66699688.59