N-MFP LIVE N 2014-12-31 0000357057 S000007115 1 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 6234588573.44 496910899.77 1913239.57 6729586233.64 0.0006 1.0008 2014-12-31 1.0008 2014-12-31 C000019444 5000.00 6729586233.64 1.00 408597851.00 1704355196.22 1295757345.22 0.0001 1.0008 2014-12-31 1.0008 2014-12-31 Boston Indl. Dev. Rev. Boston Indl. Dev. Rev., 0.06% (New Boston Seafood Ctr., Inc. Proj.) Series 1997, LOC Bank of America NA VRDN 100883AH0 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 2150000.00 2150000.00 0.0003 N 2150000.00 2150000.00 Boston Wtr. & Swr. Commission Rev. Boston Wtr. & Swr. Commission Rev., 0.05% Series 1994 A, LOC State Street Bank & Trust Co., Boston VRDN 101029HM1 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 19455000.00 19455000.00 0.0029 N 19455000.00 19455000.00 Massachusetts Bay Trans. Auth. Sales Tax Rev. Massachusetts Bay Trans. Auth. Sales Tax Rev., 0.02% Series 2008 A2, (Liquidity Facility JPMorgan Chase Bank) VRDN 575579TK3 Variable Rate Demand Note First Tier Security 2015-01-07 2015-01-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 90425000.00 90425000.00 0.0134 N 90425000.00 90425000.00 Massachusetts Bay Trans. Auth. Sales Tax Rev. Massachusetts Bay Trans. Auth. Sales Tax Rev., 0.03% Series 2008 A1, (Liquidity Facility JPMorgan Chase Bank) VRDN 575579TJ6 Variable Rate Demand Note First Tier Security 2015-01-07 2015-01-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 115740000.00 115740000.00 0.0172 N 115740000.00 115740000.00 Massachusetts Bay Trans. Auth. Sales Tax Rev. Massachusetts Bay Trans. Auth. Sales Tax Rev., 0.05% Participating VRDN Series PT 4368, (Liquidity Facility Wells Fargo & Co.) 74703TTB7 Variable Rate Demand Note First Tier Security 2015-01-07 2015-01-07 Y WELLS FARGO & CO NEW N/A N/A N N 18830000.00 18830000.00 0.0028 N 18830000.00 18830000.00 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 101175000.00 101175000.00 0.0150 N 101175000.00 101175000.00 Massachusetts Clean Wtr. Trust Massachusetts Clean Wtr. Trust, 0.04% Participating VRDN Series BBT 08 40, (Liquidity Facility Branch Banking & Trust Co.) 07330CNT2 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 15210000.00 15210000.00 0.0023 N 15210000.00 15210000.00 Massachusetts Clean Wtr. Trust Massachusetts Clean Wtr. Trust, 0.05% Participating VRDN Series Putters 3159, (Liquidity Facility JPMorgan Chase Bank) 46632PEK5 Variable Rate Demand Note First Tier Security 2015-01-07 2015-01-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 15490000.00 15490000.00 0.0023 N 15490000.00 15490000.00 Massachusetts Clean Wtr. Trust Massachusetts Clean Wtr. Trust, 0.07% Participating VRDN Series Clipper 06 11, (Liquidity Facility State Street Bank & Trust Co., Boston) 18886PPV1 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 23900000.00 23900000.00 0.0036 N 23900000.00 23900000.00 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 38445000.00 38445000.00 0.0057 N 38445000.00 38445000.00 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 58350000.00 58350000.00 0.0087 N 58350000.00 58350000.00 Massachusetts Dev. Fin. Agcy. Indl. Dev. Rev. Massachusetts Dev. Fin. Agcy. Indl. Dev. Rev., 0.15% (Monkiewicz Realty Trust Proj.) LOC Bank of America NA VRDN 57583EAP9 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 2160000.00 2160000.00 0.0003 N 2160000.00 2160000.00 Massachusetts Dev. Fin. Agcy. Indl. Dev. Rev. Massachusetts Dev. Fin. Agcy. Indl. Dev. Rev., 0.19% (Charm Sciences, Inc. Proj.) Series 1999 A, LOC Bank of America NA VRDN 57583EAJ3 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 1200000.00 1200000.00 0.0002 N 1200000.00 1200000.00 Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev. Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev., 0.04% (Salem Heights Apts. Proj.) Series 2003 A, LOC Fed. Home Ln. Bank of Boston VRDN 57583XAE2 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 13700000.00 13700000.00 0.0020 N 13700000.00 13700000.00 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 6200000.00 6200000.00 0.0009 N 6200000.00 6200000.00 Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev. Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev., 0.06% (Archstone Reading Apts. Proj.) Series 2004 A, LOC Freddie Mac VRDN 57583XAQ5 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 24840000.00 24840000.00 0.0037 N 24840000.00 24840000.00 Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev. Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev., 0.06% (Casco Crossing Proj.) LOC Fannie Mae VRDN 57583XAR3 Variable Rate Demand Note First Tier Security 2015-01-07 2015-01-07 Y FANNIE MAE N/A N/A Y FANNIE MAE N/A N/A N 10535000.00 10535000.00 0.0016 N 10535000.00 10535000.00 Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev. Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev., 0.06% (Georgetown Village Apts. Proj.) Series 2003 A, LOC Fannie Mae VRDN 57583XAC6 Variable Rate Demand Note First Tier Security 2015-01-07 2015-01-07 Y FANNIE MAE N/A N/A Y FANNIE MAE N/A N/A N 17750000.00 17750000.00 0.0026 N 17750000.00 17750000.00 Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev. Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev., 0.06% (Avalon Acton Apts. Proj.) Series 2006, LOC Fannie Mae VRDN 57583XBG6 Variable Rate Demand Note First Tier Security 2015-01-07 2015-01-07 Y FANNIE MAE N/A N/A Y FANNIE MAE N/A N/A N 38500000.00 38500000.00 0.0057 N 38500000.00 38500000.00 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 26100000.00 26100000.00 0.0039 N 26100000.00 26100000.00 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 44560000.00 44560000.00 0.0066 N 44560000.00 44560000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.02% (Clark Univ. Proj.) LOC TD Banknorth, NA VRDN 57583RUU7 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 33775000.00 33775000.00 0.0050 N 33775000.00 33775000.00 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 29500000.00 29500000.00 0.0044 N 29500000.00 29500000.00 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 23375000.00 23375000.00 0.0035 N 23375000.00 23375000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.03% (Boston Univ. Proj.) Series U-6C, LOC TD Banknorth, NA VRDN 57583RWB7 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 43730000.00 43730000.00 0.0065 N 43730000.00 43730000.00 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 31045000.00 31045000.00 0.0046 N 31045000.00 31045000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.03% (Smith College Proj.) Series 2002 VRDN 57583FYL9 Variable Rate Demand Note First Tier Security 2015-01-07 2015-01-07 Y SMITH COLLEGE, MA N/A N/A N N 15359000.00 15359000.00 0.0023 N 15359000.00 15359000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.03% (Seven Hills Foundation and Affiliates Proj.) Series 2008 A, LOC TD Banknorth, NA VRDN 57583RZV0 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 8010000.00 8010000.00 0.0012 N 8010000.00 8010000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.03% (Masonic Nursing Home Proj.) Series 2002 B, LOC TD Banknorth, NA VRDN 57583RP82 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 16060000.00 16060000.00 0.0024 N 16060000.00 16060000.00 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 39200000.00 39200000.00 0.0058 N 39200000.00 39200000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.03% Series 2006, LOC PNC Bank NA VRDN 57583RFL4 Variable Rate Demand Note First Tier Security 2015-01-07 2015-01-07 Y PNC BANK NA PITTSBURGH PA N/A N/A Y PNC BANK NA PITTSBURGH PA N/A N/A N 14910000.00 14910000.00 0.0022 N 14910000.00 14910000.00 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 16939000.00 16939000.00 0.0025 N 16939000.00 16939000.00 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 40600000.00 40600000.00 0.0060 N 40600000.00 40600000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.03% Series 2006, LOC TD Banknorth, NA VRDN 57583RFX8 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 4060000.00 4060000.00 0.0006 N 4060000.00 4060000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.03% (Seven Hills Foundation and Affiliates Proj.) Series 2008 B, LOC TD Banknorth, NA VRDN 57583RZW8 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 4875000.00 4875000.00 0.0007 N 4875000.00 4875000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.03% (ISO New England, Inc. Proj.) Series 2005, LOC TD Banknorth, NA VRDN 57583RAA3 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 31395000.00 31395000.00 0.0047 N 31395000.00 31395000.00 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 1555000.00 1555000.00 0.0002 N 1555000.00 1555000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.04% (Wilber School Apts. Proj.) Series 2008 A, LOC Bank of America NA VRDN 57583RD77 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 6600000.00 6600000.00 0.0010 N 6600000.00 6600000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.04% (Boston Univ. Proj.) Series U-5A, LOC Fed. Home Ln. Bank of Boston VRDN 57583RP41 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 35800000.00 35800000.00 0.0053 N 35800000.00 35800000.00 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 6940000.00 6940000.00 0.0010 N 6940000.00 6940000.00 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 13880000.00 13880000.00 0.0021 N 13880000.00 13880000.00 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 61200000.00 61200000.00 0.0091 N 61200000.00 61200000.00 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 4255000.00 4255000.00 0.0006 N 4255000.00 4255000.00 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 8990000.00 8990000.00 0.0013 N 8990000.00 8990000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.04% Participating VRDN Series ROC II R 11999X, (Liquidity Facility Citibank NA) 57583UNK0 Variable Rate Demand Note First Tier Security 2015-01-07 2015-01-07 Y CITIBANK NA N/A N/A N N 6785000.00 6785000.00 0.0010 N 6785000.00 6785000.00 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 7100000.00 7100000.00 0.0011 N 7100000.00 7100000.00 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 6925000.00 6925000.00 0.0010 N 6925000.00 6925000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.05% Participating VRDN Series Putters 3840, (Liquidity Facility JPMorgan Chase Bank) 46633VG45 Variable Rate Demand Note First Tier Security 2015-01-07 2015-01-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 5000000.00 5000000.00 0.0007 N 5000000.00 5000000.00 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 29600000.00 29600000.00 0.0044 N 29600000.00 29600000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.06% (Fifteen-O-Five West Housatonic LLC Proj.) Series 2007, LOC HSBC Bank U.S.A., NA VRDN 57583RKW4 Variable Rate Demand Note First Tier Security 2015-01-07 2015-01-07 Y HSBC BANK USA NA N/A N/A Y HSBC BANK USA NA N/A N/A N 2295000.00 2295000.00 0.0003 N 2295000.00 2295000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.06% (Berkshire School Proj.) Series 2001, LOC JPMorgan Chase Bank VRDN 57583R2T1 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 9485000.00 9485000.00 0.0014 N 9485000.00 9485000.00 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 12625000.00 12625000.00 0.0019 N 12625000.00 12625000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.06% Series 2007 B, LOC JPMorgan Chase Bank VRDN 57583RTM7 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 12200000.00 12200000.00 0.0018 N 12200000.00 12200000.00 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 36340000.00 36340000.00 0.0054 N 36340000.00 36340000.00 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 21065000.00 21065000.00 0.0031 N 21065000.00 21065000.00 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 19300000.00 19300000.00 0.0029 N 19300000.00 19300000.00 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 88640000.00 88640000.00 0.0132 N 88640000.00 88640000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.03% Series 1997 B, (Liquidity Facility TD Banknorth, NA) VRDN 575827KH2 Variable Rate Demand Note First Tier Security 2015-01-02 2015-01-07 Y TD BANK NA WILMINGTON DE N/A N/A N N 32490000.00 32490000.00 0.0048 N 32490000.00 32490000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.03% Participating VRDN Series Putters 4320, (Liquidity Facility JPMorgan Chase Bank) 46636Y6S4 Variable Rate Demand Note First Tier Security 2015-01-02 2015-01-02 Y JPMORGAN CHASE BANK NA N/A N/A N N 54960000.00 54960000.00 0.0082 N 54960000.00 54960000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.03% Series 2001 C, (Liquidity Facility State Street Bank & Trust Co., Boston) VRDN 575827X54 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 227435000.00 227435000.00 0.0338 N 227435000.00 227435000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.04% Participating VRDN Series EGL 14 0046, (Liquidity Facility Citibank NA) 57582P4E7 Variable Rate Demand Note First Tier Security 2015-01-07 2015-01-07 Y CITIBANK NA N/A N/A N N 12235000.00 12235000.00 0.0018 N 12235000.00 12235000.00 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 27825000.00 27825000.00 0.0041 N 27825000.00 27825000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.05% Participating VRDN Series Putters 2022, (Liquidity Facility JPMorgan Chase Bank) 57582PGC8 Variable Rate Demand Note First Tier Security 2015-01-07 2015-01-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 35995000.00 35995000.00 0.0053 N 35995000.00 35995000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.05% Participating VRDN Series Putters 3896, (Liquidity Facility JPMorgan Chase Bank) 46633VU98 Variable Rate Demand Note First Tier Security 2015-01-07 2015-01-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 7500000.00 7500000.00 0.0011 N 7500000.00 7500000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.05% Participating VRDN Series Putters 2648, (Liquidity Facility JPMorgan Chase Bank) 57582PHZ6 Variable Rate Demand Note First Tier Security 2015-01-07 2015-01-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 9250000.00 9250000.00 0.0014 N 9250000.00 9250000.00 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 4000000.00 4000000.00 0.0006 N 4000000.00 4000000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.05% Participating VRDN Series EGL 07 0149, (Liquidity Facility Citibank NA) 57582PGZ7 Variable Rate Demand Note First Tier Security 2015-01-07 2015-01-07 Y CITIBANK NA N/A N/A N N 45000000.00 45000000.00 0.0067 N 45000000.00 45000000.00 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 10800000.00 10800000.00 0.0016 N 10800000.00 10800000.00 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 53850000.00 53850000.00 0.0080 N 53850000.00 53850000.00 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 72890000.00 72890000.00 0.0108 N 72890000.00 72890000.00 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 6550000.00 6550000.00 0.0010 N 6550000.00 6550000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.01% (Harvard Univ. Proj.) Series R VRDN 57585KGP7 Variable Rate Demand Note First Tier Security 2015-01-02 2015-01-02 Y PRESIDENT & FELLOWS HARVARD CO N/A N/A N N 9990000.00 9990000.00 0.0015 N 9990000.00 9990000.00 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 4100000.00 4100000.00 0.0006 N 4100000.00 4100000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.02% (Amherst College Proj.) Series 2005 J2 VRDN 57586CHB4 Variable Rate Demand Note First Tier Security 2015-01-02 2015-01-02 Y AMHERST COLLEGE N/A N/A N N 5000000.00 5000000.00 0.0007 N 5000000.00 5000000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.02% (Boston Univ. Proj.) Series H, LOC State Street Bank & Trust Co., Boston VRDN 575850NF5 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 20020000.00 20020000.00 0.0030 N 20020000.00 20020000.00 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 58500000.00 58500000.00 0.0087 N 58500000.00 58500000.00 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 4680000.00 4680000.00 0.0007 N 4680000.00 4680000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.03% (Henry Heywood Memorial Hosp. Proj.) Series 2009 C, LOC TD Banknorth, NA VRDN 57586EGT2 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 10880000.00 10880000.00 0.0016 N 10880000.00 10880000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.03% (Stonehill College Proj.) Series 2008 K, LOC JPMorgan Chase Bank VRDN 57586CV77 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 33570000.00 33570000.00 0.0050 N 33570000.00 33570000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.03% (Baystate Health Sys. Proj.) Series 2009 J2, LOC JPMorgan Chase Bank VRDN 57586EKB6 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 40150000.00 40150000.00 0.0060 N 40150000.00 40150000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.03% (Partners HealthCare Sys., Inc. Proj.) Series 2005 F, LOC TD Banknorth, NA VRDN 57586CGB5 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 87530000.00 87530000.00 0.0130 N 87530000.00 87530000.00 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 48750000.00 48750000.00 0.0072 N 48750000.00 48750000.00 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 61150000.00 61150000.00 0.0091 N 61150000.00 61150000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.03% (Southcoast Health Sys. Obligated Group Proj.) Series 2008 C, LOC TD Banknorth, NA VRDN 57586C6T7 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 45660000.00 45660000.00 0.0068 N 45660000.00 45660000.00 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 39000000.00 39000000.00 0.0058 N 39000000.00 39000000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.03% (CIL Realty of Massachusetts Proj.) Series 2007, LOC JPMorgan Chase Bank VRDN 57586CXK6 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 10975000.00 10975000.00 0.0016 N 10975000.00 10975000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.03% (Williams College Proj.) Series I VRDN 57586CEA9 Variable Rate Demand Note First Tier Security 2015-01-07 2015-01-07 Y WILLIAMS COLLEGE, MA N/A N/A N N 22800000.00 22800000.00 0.0034 N 22800000.00 22800000.00 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 6600000.00 6600000.00 0.0010 N 6600000.00 6600000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.03% (Harvard Univ. Proj.) Series Y VRDN 57585KKV9 Variable Rate Demand Note First Tier Security 2015-01-07 2015-01-07 Y PRESIDENT & FELLOWS HARVARD CO N/A N/A N N 21290000.00 21290000.00 0.0032 N 21290000.00 21290000.00 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 105950000.00 105950000.00 0.0157 N 105950000.00 105950000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.04% Participating VRDN Series ROC II R 11824, (Liquidity Facility Citibank NA) 57586EQX2 Variable Rate Demand Note First Tier Security 2015-01-07 2015-01-07 Y CITIBANK NA N/A N/A N N 4665000.00 4665000.00 0.0007 N 4665000.00 4665000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.04% Participating VRDN Series ROC II R 11913, (Liquidity Facility Citibank NA) 57586EXX4 Variable Rate Demand Note First Tier Security 2015-01-07 2015-01-07 Y CITIBANK NA N/A N/A N N 5180000.00 5180000.00 0.0008 N 5180000.00 5180000.00 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 12385000.00 12385000.00 0.0018 N 12385000.00 12385000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.04% Participating VRDN Series BBT 08 56, (Liquidity Facility Branch Banking & Trust Co.) 07330CSA8 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 18895000.00 18895000.00 0.0028 N 18895000.00 18895000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.04% Participating VRDN Series Clipper 07 08, (Liquidity Facility State Street Bank & Trust Co., B 18886PSL0 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 15450000.00 15450000.00 0.0023 N 15450000.00 15450000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.05% Participating VRDN Series Putters 3104, (Liquidity Facility JPMorgan Chase Bank) 57586C8Q1 Variable Rate Demand Note First Tier Security 2015-01-07 2015-01-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 3620000.00 3620000.00 0.0005 N 3620000.00 3620000.00 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 8000000.00 8000000.00 0.0012 N 8000000.00 8000000.00 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 30894000.00 30894000.00 0.0046 N 30894000.00 30894000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.05% Participating VRDN Series Putters 3548, (Liquidity Facility JPMorgan Chase Bank) 46633VDN6 Variable Rate Demand Note First Tier Security 2015-01-07 2015-01-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 9925000.00 9925000.00 0.0015 N 9925000.00 9925000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.05% (Amherst College Proj.) Series 2005 I VRDN 57586CGZ2 Variable Rate Demand Note First Tier Security 2015-01-07 2015-01-07 Y AMHERST COLLEGE N/A N/A N N 7915000.00 7915000.00 0.0012 N 7915000.00 7915000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.05% (Amherst College Proj.) Series 2005 J1 VRDN 57586CHA6 Variable Rate Demand Note First Tier Security 2015-01-07 2015-01-07 Y AMHERST COLLEGE N/A N/A N N 5500000.00 5500000.00 0.0008 N 5500000.00 5500000.00 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 11800000.00 11800000.00 0.0018 N 11800000.00 11800000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.05% Series 2009 O-1, LOC Fed. Home Ln. Bank of Boston VRDN 57586ELD1 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 35870000.00 35870000.00 0.0053 N 35870000.00 35870000.00 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 36660000.00 36660000.00 0.0054 N 36660000.00 36660000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.05% Participating VRDN Series Putters 3531, (Liquidity Facility JPMorgan Chase Bank) 46633VBT5 Variable Rate Demand Note First Tier Security 2015-01-07 2015-01-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 12495000.00 12495000.00 0.0019 N 12495000.00 12495000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.06% Participating VRDN Series BA 08 3320, (Liquidity Facility Bank of America NA) 05248RBS9 Variable Rate Demand Note First Tier Security 2015-01-07 2015-01-07 Y BANK OF AMERICA NA N/A N/A N N 10000000.00 10000000.00 0.0015 N 10000000.00 10000000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.06% Participating VRDN Series BC 10 15W, (Liquidity Facility Barclays Bank PLC) 06740GFC5 Variable Rate Demand Note First Tier Security 2015-01-07 2015-01-07 Y BARCLAYS BANK PLC N/A N/A N N 7185000.00 7185000.00 0.0011 N 7185000.00 7185000.00 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 9785000.00 9785000.00 0.0015 N 9785000.00 9785000.00 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 36000000.00 36000000.00 0.0053 N 36000000.00 36000000.00 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 23985000.00 23985000.00 0.0036 N 23985000.00 23985000.00 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 12530000.00 12530000.00 0.0019 N 12530000.00 12530000.00 Massachusetts Hsg. Fin. Agcy. Multi-Family Rev. Massachusetts Hsg. Fin. Agcy. Multi-Family Rev., 0.04% Series 2013 F, LOC TD Banknorth, NA VRDN 57586NUP4 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 13460000.00 13460000.00 0.0020 N 13460000.00 13460000.00 Massachusetts Hsg. Fin. Agcy. Multi-Family Rev. Massachusetts Hsg. Fin. Agcy. Multi-Family Rev., 0.05% (Princeton Crossing LP Proj.) Series 1996 A, LOC Fannie Mae VRDN 5758545T7 Variable Rate Demand Note First Tier Security 2015-01-07 2015-01-07 Y FANNIE MAE N/A N/A Y FANNIE MAE N/A N/A N 20300000.00 20300000.00 0.0030 N 20300000.00 20300000.00 Massachusetts Indl. Fin. Agcy. Indl. Dev. Rev. Massachusetts Indl. Fin. Agcy. Indl. Dev. Rev., 0.24% (Boutwell Owens & Co., Inc. Proj.) Series 1998, LOC Wells Fargo Bank NA VRDN 575855V73 Variable Rate Demand Note First Tier Security 2015-01-07 2015-01-07 Y WELLS FARGO BK NATL ASSN N/A N/A Y WELLS FARGO BK NATL ASSN N/A N/A N 320000.00 320000.00 0.0000 N 320000.00 320000.00 Massachusetts Indl. Fin. Agcy. Indl. Dev. Rev. Massachusetts Indl. Fin. Agcy. Indl. Dev. Rev., 0.25% (346 Univ. LLC Proj.) Series 1996, LOC Bank of America NA VRDN 575855P96 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 400000.00 400000.00 0.0001 Y 400000.00 400000.00 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 4400000.00 4400000.00 0.0007 N 4400000.00 4400000.00 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 17425000.00 17425000.00 0.0026 N 17425000.00 17425000.00 Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 0.04% Series 2010 D, LOC State Street Bank & Trust Co., Boston VRDN 575896JD8 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 89345000.00 89345000.00 0.0133 N 89345000.00 89345000.00 Massachusetts Port Auth. Spl. Proj. Rev. Massachusetts Port Auth. Spl. Proj. Rev., 0.03% (Harborside Hyatt Proj.) Series 2001 A, LOC U.S. Bank NA, Cincinnati VRDN 575897AC7 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 24600000.00 24600000.00 0.0037 N 24600000.00 24600000.00 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 46660000.00 46660000.00 0.0069 N 46660000.00 46660000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.04% Participating VRDN Series EGL 07 0032, (Liquidity Facility Citibank NA) 576000FN8 Variable Rate Demand Note First Tier Security 2015-01-07 2015-01-07 Y CITIBANK NA N/A N/A N N 69300000.00 69300000.00 0.0103 N 69300000.00 69300000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.04% Participating VRDN Series EGL 07 0031, (Liquidity Facility Citibank NA) 576000FL2 Variable Rate Demand Note First Tier Security 2015-01-07 2015-01-07 Y CITIBANK NA N/A N/A N N 69100000.00 69100000.00 0.0103 N 69100000.00 69100000.00 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 6000000.00 6000000.00 0.0009 N 6000000.00 6000000.00 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 3000000.00 3000000.00 0.0004 N 3000000.00 3000000.00 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 10000000.00 10000000.00 0.0015 N 10000000.00 10000000.00 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 53095000.00 53095000.00 0.0079 N 53095000.00 53095000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.05% Participating VRDN Series Putters 4366, (Liquidity Facility JPMorgan Chase Bank) 46640KCJ1 Variable Rate Demand Note First Tier Security 2015-01-07 2015-01-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 3750000.00 3750000.00 0.0006 N 3750000.00 3750000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.05% Participating VRDN Series Putters 3990, (Liquidity Facility JPMorgan Chase Bank) 46636YCF5 Variable Rate Demand Note First Tier Security 2015-01-07 2015-01-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 3000000.00 3000000.00 0.0004 N 3000000.00 3000000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.05% Participating VRDN Series Putters 4357, (Liquidity Facility JPMorgan Chase Bank) 46640KBK9 Variable Rate Demand Note First Tier Security 2015-01-07 2015-01-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 3335000.00 3335000.00 0.0005 N 3335000.00 3335000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.05% Participating VRDN Series MS 30911, (Liquidity Facility Morgan Stanley Bank, West Val 576000KH5 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 2700000.00 2700000.00 0.0004 N 2700000.00 2700000.00 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 4400000.00 4400000.00 0.0007 N 4400000.00 4400000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.05% Participating VRDN Series MS 3228X, (Liquidity Facility Morgan Stanley Bank, West Val 576000KX0 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 2500000.00 2500000.00 0.0004 N 2500000.00 2500000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.05% Participating VRDN Series EGL 14 C031A, (Liquidity Facility Citibank NA) 576000PR8 Variable Rate Demand Note First Tier Security 2015-01-07 2015-01-07 Y CITIBANK NA N/A N/A N N 4125000.00 4125000.00 0.0006 N 4125000.00 4125000.00 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 2885000.00 2885000.00 0.0004 N 2885000.00 2885000.00 Massachusetts St. Wtr. Resources Auth. Massachusetts St. Wtr. Resources Auth., 0.05% Participating VRDN Series Putters 3690, (Liquidity Facility JPMorgan Chase Bank) 46633VRT8 Variable Rate Demand Note First Tier Security 2015-01-07 2015-01-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 1300000.00 1300000.00 0.0002 N 1300000.00 1300000.00 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.01% Series 2002 C, LOC Landesbank Hessen-Thuringen VRDN 576049YH7 Variable Rate Demand Note First Tier Security 2015-01-02 2015-01-02 Y LANDESBANK HESS-THURNGN (GTD) N/A N/A Y LANDESBANK HESS-THURNGN (GTD) N/A N/A N 20895000.00 20895000.00 0.0031 N 20895000.00 20895000.00 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 46100000.00 46100000.00 0.0069 N 46100000.00 46100000.00 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.04% Participating VRDN Series ROC II R 11968, (Liquidity Facility Citibank NA) 576051DR4 Variable Rate Demand Note First Tier Security 2015-01-07 2015-01-07 Y CITIBANK NA N/A N/A N N 5185000.00 5185000.00 0.0008 N 5185000.00 5185000.00 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.04% Participating VRDN Series Solar 06 86, (Liquidity Facility U.S. Bank NA, Cincinnati) 27884FHL7 Variable Rate Demand Note First Tier Security 2015-01-07 2015-01-07 Y US BANK NA CINCINNATI OHIO N/A N/A N N 21710000.00 21710000.00 0.0032 N 21710000.00 21710000.00 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.04% Participating VRDN Series ROC II R 11914, (Liquidity Facility Citibank NA) 576051BT2 Variable Rate Demand Note First Tier Security 2015-01-07 2015-01-07 Y CITIBANK NA N/A N/A N N 10245000.00 10245000.00 0.0015 N 10245000.00 10245000.00 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.04% Participating VRDN Series EGL 06 0054, (Liquidity Facility Citibank NA) 576049S35 Variable Rate Demand Note First Tier Security 2015-01-07 2015-01-07 Y CITIBANK NA N/A N/A N N 11100000.00 11100000.00 0.0016 N 11100000.00 11100000.00 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.05% Participating VRDN Series Putters 2848, (Liquidity Facility JPMorgan Chase Bank) 5760494N7 Variable Rate Demand Note First Tier Security 2015-01-07 2015-01-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 17545000.00 17545000.00 0.0026 N 17545000.00 17545000.00 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 10200000.00 10200000.00 0.0015 N 10200000.00 10200000.00 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 13800000.00 13800000.00 0.0021 N 13800000.00 13800000.00 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 5800000.00 5800000.00 0.0009 N 5800000.00 5800000.00 Salem County Poll. Cont. Fin. Auth. Rev. Salem County Poll. Cont. Fin. Auth. Rev., 0.18% (Pub. Svc. Elec. and Gas Co. Proj.) Series 2012 A VRDN 79410SBM7 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 3400000.00 3400000.00 0.0005 N 3400000.00 3400000.00 Delaware Econ. Dev. Auth. Rev. Delaware Econ. Dev. Auth. Rev., 0.10% (Delmarva Pwr. & Lt. Co. Proj.) Series 1994 VRDN 246387FB5 Variable Rate Demand Note Second Tier Security 2015-01-02 2015-01-02 Y DELMARVA POWER & LIGHT N/A N/A N N 4300000.00 4300000.00 0.0006 N 4300000.00 4300000.00 Delaware Econ. Dev. Auth. Rev. Delaware Econ. Dev. Auth. Rev., 0.10% (Delmarva Pwr. & Lt. Co. Proj.) Series 1987 VRDN 246387BK9 Variable Rate Demand Note Second Tier Security 2015-01-02 2015-01-02 Y DELMARVA POWER & LIGHT N/A N/A N N 1100000.00 1100000.00 0.0002 N 1100000.00 1100000.00 Delaware Econ. Dev. Auth. Rev. Delaware Econ. Dev. Auth. Rev., 0.10% (Delmarva Pwr. & Lt. Co. Proj.) Series 1988 VRDN 246387BL7 Variable Rate Demand Note Second Tier Security 2015-01-02 2015-01-02 Y DELMARVA POWER & LIGHT N/A N/A N N 5000000.00 5000000.00 0.0007 N 5000000.00 5000000.00 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 4400000.00 4400000.00 0.0007 N 4400000.00 4400000.00 Port Arthur Navigation District Envir. Facilities Rev. Port Arthur Navigation District Envir. Facilities Rev., 0.16% (Motiva Enterprises LLC Proj.) Series 2004 VRDN 735220AG0 Variable Rate Demand Note Second Tier Security 2015-01-07 2015-01-07 Y MOTIVA ENTERPRISES LLC N/A N/A N N 5400000.00 5400000.00 0.0008 N 5400000.00 5400000.00 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 1200000.00 1200000.00 0.0002 N 1200000.00 1200000.00 Port Arthur Navigation District Envir. Facilities Rev. Port Arthur Navigation District Envir. Facilities Rev., 0.20% (Motiva Enterprises LLC Proj.) Series 2010 D VRDN 735220AW5 Variable Rate Demand Note Second Tier Security 2015-01-02 2015-01-02 Y MOTIVA ENTERPRISES LLC N/A N/A N N 2300000.00 2300000.00 0.0003 N 2300000.00 2300000.00 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 5250000.00 5250000.00 0.0008 N 5250000.00 5250000.00 Florida Gen. Oblig. Florida Gen. Oblig., 0.06% Participating VRDN Series PZ 130, (Liquidity Facility Wells Fargo & Co.) 341150WR7 Variable Rate Demand Note First Tier Security 2015-01-07 2015-01-07 Y WELLS FARGO & CO NEW N/A N/A N N 3600000.00 3600000.00 0.0005 N 3600000.00 3600000.00 Miami-Dade County Indl. Dev. Auth. Rev. Miami-Dade County Indl. Dev. Auth. Rev., 0.06% (Tarmac America Proj.) Series 2004, LOC HSBC Bank U.S.A., NA VRDN 59333EBS1 Variable Rate Demand Note First Tier Security 2015-01-07 2015-01-07 Y HSBC BANK USA NA N/A N/A Y HSBC BANK USA NA N/A N/A N 9700000.00 9700000.00 0.0014 N 9700000.00 9700000.00 Clark County Arpt. Rev. Clark County Arpt. Rev., 0.04% Series 2008 C3, LOC Landesbank Baden-Wurttemberg VRDN 18085PKB9 Variable Rate Demand Note First Tier Security 2015-01-07 2015-01-07 Y LANDESBANK BADEN-WUERT (UNGTD) N/A N/A Y LANDESBANK BADEN-WUERT (UNGTD) N/A N/A N 7505000.00 7505000.00 0.0011 N 7505000.00 7505000.00 Clarksville Pub. Bldg. Auth. Rev. Clarksville Pub. Bldg. Auth. Rev., 0.05% (Tennessee Muni. Bond Fund Proj.) Series 2003, LOC Bank of America NA VRDN 182564AW4 Variable Rate Demand Note First Tier Security 2015-01-02 2015-01-02 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 4800000.00 4800000.00 0.0007 N 4800000.00 4800000.00 Decatur Indl. Dev. Board Exempt Facilities Rev. Decatur Indl. Dev. Board Exempt Facilities Rev., 0.24% (Nucor Steel Decatur LLC Proj.) Series 2003 A VRDN 242846AA1 Variable Rate Demand Note Second Tier Security 2015-01-07 2015-01-07 Y NUCOR CORP N/A N/A N N 3500000.00 3500000.00 0.0005 N 3500000.00 3500000.00 Michigan City Ltd. Oblig. Rev. Michigan City Ltd. Oblig. Rev., 0.14% (Palatek Proj.) LOC Comerica Bank VRDN 594316AA9 Variable Rate Demand Note First Tier Security 2015-01-07 2015-01-07 Y COMERICA BK DALLAS TEX N/A N/A Y COMERICA BK DALLAS TEX N/A N/A N 3445000.00 3445000.00 0.0005 N 3445000.00 3445000.00 Stanton County Indl. Dev. Rev. Stanton County Indl. Dev. Rev., 0.24% (Nucor Corp. Proj.) Series 1996 VRDN 854743AD3 Variable Rate Demand Note Second Tier Security 2015-01-07 2015-01-07 Y NUCOR CORP N/A N/A N N 3400000.00 3400000.00 0.0005 N 3400000.00 3400000.00 Saint James Parish Gen. Oblig. Saint James Parish Gen. Oblig., 0.20% (Nucor Steel Louisiana LLC Proj.) Series 2010 B1 VRDN 790103AH8 Variable Rate Demand Note Second Tier Security 2015-01-07 2015-01-07 Y NUCOR CORP N/A N/A N N 3400000.00 3400000.00 0.0005 N 3400000.00 3400000.00 Maricopa County Poll. Cont. Rev. Maricopa County Poll. Cont. Rev., 0.27% (Arizona Pub. Svc. Co. Palo Verde Proj.) Series 2009 A VRDN 566854EB7 Variable Rate Demand Note Second Tier Security 2015-01-07 2015-01-07 Y ARIZONA PUBLIC SERVICE CO N/A N/A N N 1000000.00 1000000.00 0.0001 N 1000000.00 1000000.00 Schuylkill County Indl. Dev. Auth. Rev. Schuylkill County Indl. Dev. Auth. Rev., 0.15% (KP Tamaqua LP Proj.) Series 2007, LOC Citizens Bank of Pennsylvania VRDN 808390ER5 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 700000.00 700000.00 0.0001 N 700000.00 700000.00 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 500000.00 500000.00 0.0001 N 500000.00 500000.00 Converse County Envir. Impt. Rev. Converse County Envir. Impt. Rev., 0.28% Series 1995 VRDN 212490AC0 Variable Rate Demand Note Second Tier Security 2015-01-07 2015-01-07 Y PACIFICORP N/A N/A N N 200000.00 200000.00 0.0000 N 200000.00 200000.00 Wichita Indl. Rev. Wichita Indl. Rev., 0.18% Series VII, LOC Bank of America NA VRDN 967257SG2 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 145000.00 145000.00 0.0000 N 145000.00 145000.00 Amesbury Gen. Oblig. Amesbury Gen. Oblig., 1.00% BAN 031069UP0 Other Municipal Debt Unrated Security 2015-09-11 2015-09-11 N N N 7735000.00 7779371.98 0.0012 N 7779321.55 7779321.55 Attleboro Gen. Oblig. Attleboro Gen. Oblig., 1.00% BAN 049843U78 Other Municipal Debt First Tier Security 2015-03-20 2015-03-20 N N N 1371760.00 1374011.34 0.0002 N 1374311.47 1374311.47 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 10015922.00 10094766.79 0.0015 N 10096049.38 10096049.38 Belmont Gen. Oblig. Belmont Gen. Oblig., 4.00% Bonds Series 2014 080401MA7 Other Municipal Debt Unrated Security 2015-04-15 2015-04-15 N N N 1262000.00 1275784.73 0.0002 N 1275528.64 1275528.64 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 14411000.00 14449825.21 0.0021 N 14451350.80 14451350.80 Boston Gen. Oblig. Boston Gen. Oblig., 4.00% Bonds Series 2012 B 100853QL7 Other Municipal Debt Unrated Security 2015-02-01 2015-02-01 N N N 6580000.00 6601512.34 0.0010 N 6600398.00 6600398.00 Boston Gen. Oblig. Boston Gen. Oblig., 4.00% Bonds Series 2011 D 100853PE4 Other Municipal Debt Unrated Security 2015-04-01 2015-04-01 N N N 1170000.00 1181216.74 0.0002 N 1180764.00 1180764.00 Boston Gen. Oblig. Boston Gen. Oblig., 5.00% Bonds 100853TH3 Other Municipal Debt Unrated Security 2015-03-01 2015-03-01 N N N 8355000.00 8420779.16 0.0013 N 8420586.75 8420586.75 Boston Gen. Oblig. Boston Gen. Oblig., 5.00% Bonds Series 2011 A 100853MQ0 Other Municipal Debt Unrated Security 2015-04-01 2015-04-01 N N N 3390000.00 3431088.02 0.0005 N 3429188.40 3429188.40 Bourne Gen. Oblig. Bourne Gen. Oblig., 2.00% BAN 102061RR1 Other Municipal Debt First Tier Security 2015-12-02 2015-12-02 N N N 14848798.00 15097651.65 0.0022 N 15097515.37 15097515.37 Burlington Gen. Oblig. Burlington Gen. Oblig., 1.00% BAN 121835ZW5 Other Municipal Debt First Tier Security 2015-07-24 2015-07-24 N N N 9330000.00 9376328.06 0.0014 N 9375996.90 9375996.90 Cambridge Gen. Oblig. Cambridge Gen. Oblig., 5.00% Bonds Series 2014 132285W37 Other Municipal Debt Unrated Security 2015-02-15 2015-02-15 N N N 2565000.00 2580379.16 0.0004 N 2579851.35 2579851.35 Canton Gen. Oblig. Canton Gen. Oblig., 1.50% BAN 138267ZD4 Other Municipal Debt First Tier Security 2015-03-27 2015-03-27 N N N 2915950.00 2925171.59 0.0004 N 2925718.43 2925718.43 Canton Gen. Oblig. Canton Gen. Oblig., 5.00% Bonds Series 2014 138267YN3 Other Municipal Debt Unrated Security 2015-03-15 2015-03-15 N N N 1495000.00 1509513.15 0.0002 N 1509516.45 1509516.45 Chicopee Gen. Oblig. Chicopee Gen. Oblig., 1.25% BAN 168592W33 Other Municipal Debt First Tier Security 2015-11-20 2015-11-20 N N N 4727632.00 4771009.58 0.0007 N 4770984.39 4770984.39 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 56435000.00 56437808.50 0.0084 N 56437795.23 56437795.23 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 26600000.00 26649219.23 0.0040 N 26650274.00 26650274.00 Concord & Carlisle Reg'l. School District Concord & Carlisle Reg'l. School District, 3.00% Bonds 206165FE7 Other Municipal Debt Unrated Security 2015-06-15 2015-06-15 N N N 1350000.00 1367411.91 0.0002 N 1367158.50 1367158.50 Danvers Gen. Oblig. Danvers Gen. Oblig., 1.00% BAN 236469V66 Other Municipal Debt First Tier Security 2015-06-26 2015-06-26 N N N 3400000.00 3414072.26 0.0005 N 3413124.00 3413124.00 East Bridgewater Massachusetts East Bridgewater Massachusetts, 0.50% BAN 271227NC0 Other Municipal Debt First Tier Security 2015-03-13 2015-03-13 N N N 2385100.00 2386866.00 0.0004 N 2386984.23 2386984.23 Easton Gen. Oblig. Easton Gen. Oblig., 1.00% BAN 277587VJ7 Other Municipal Debt First Tier Security 2015-08-21 2015-08-21 N N N 6633495.00 6669686.18 0.0010 N 6669713.88 6669713.88 Falmouth Gen. Oblig. Falmouth Gen. Oblig., 1.00% BAN 306801K34 Other Municipal Debt First Tier Security 2015-12-18 2015-12-18 N N N 8125000.00 8188932.14 0.0012 N 8188943.75 8188943.75 Framingham Gen. Oblig. Framingham Gen. Oblig., 1.00% BAN 3516943E2 Other Municipal Debt First Tier Security 2015-12-11 2015-12-11 N N N 10483559.00 10565395.28 0.0016 N 10565330.76 10565330.76 Gloucester Gen. Oblig. Gloucester Gen. Oblig., 1.00% BAN 379713DE7 Other Municipal Debt First Tier Security 2015-02-06 2015-02-06 N N N 5572145.00 5576752.12 0.0008 N 5577104.21 5577104.21 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 15000000.00 15082149.73 0.0022 N 15082200.00 15082200.00 Hamilton Gen. Oblig. Hamilton Gen. Oblig., 1.00% BAN Series 2014 407576DB0 Other Municipal Debt First Tier Security 2015-05-22 2015-05-22 N N N 5331000.00 5348883.16 0.0008 N 5349658.50 5349658.50 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 40330618.00 40429393.76 0.0060 N 40432251.16 40432251.16 Holden Massachusetts Gen. Oblig. Holden Massachusetts Gen. Oblig., 0.75% BAN 434830QL2 Other Municipal Debt First Tier Security 2015-06-19 2015-06-19 N N N 10500000.00 10530566.25 0.0016 N 10531185.00 10531185.00 Holden Massachusetts Gen. Oblig. Holden Massachusetts Gen. Oblig., 5.00% Bonds Series 2014 434830QM0 Other Municipal Debt Unrated Security 2015-10-15 2015-10-15 N N N 2670000.00 2770865.15 0.0004 N 2768976.90 2768976.90 Lexington Gen. Oblig. Lexington Gen. Oblig., 0.75% BAN 529284G70 Other Municipal Debt First Tier Security 2015-02-27 2015-02-27 N N N 5982487.00 5988597.20 0.0009 N 5988708.79 5988708.79 Lexington Gen. Oblig. Lexington Gen. Oblig., 4.00% Bonds Series 2014 529284F55 Other Municipal Debt Unrated Security 2015-02-15 2015-02-15 N N N 2836000.00 2849442.64 0.0004 N 2849073.96 2849073.96 Littleton Gen. Oblig. Littleton Gen. Oblig., 1.00% BAN 537802QQ6 Other Municipal Debt First Tier Security 2015-04-10 2015-04-10 N N N 485000.00 485850.82 0.0001 N 485945.75 485945.75 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 14066205.00 14140844.00 0.0021 N 14140896.55 14140896.55 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 16420000.00 16468562.15 0.0024 N 16469424.20 16469424.20 Marshfield Gen. Oblig. Marshfield Gen. Oblig., 1.00% BAN 572835B62 Other Municipal Debt First Tier Security 2015-07-29 2015-07-29 N N N 7629000.00 7667897.84 0.0011 N 7667984.19 7667984.19 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 12825000.00 13168631.13 0.0020 N 13161528.00 13161528.00 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 10195000.00 10424951.90 0.0015 N 10419493.90 10419493.90 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 31835000.00 32736976.62 0.0049 N 32717147.85 32717147.85 Massachusetts Clean Wtr. Trust Massachusetts Clean Wtr. Trust, 5.25% Bonds Series 2004 A 57604PNW0 Other Municipal Debt Unrated Security 2015-08-01 2015-08-01 N N N 2000000.00 2059409.88 0.0003 N 2058260.00 2058260.00 Massachusetts Commonwealth Trans. Fund Rev. Massachusetts Commonwealth Trans. Fund Rev., 5.00% Bonds (Accelerated Bridge Prog.) Series 2012 A 57604TAG1 Other Municipal Debt Unrated Security 2015-06-01 2015-06-01 N N N 1250000.00 1274962.20 0.0002 N 1274550.00 1274550.00 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 8800000.00 8800000.00 0.0013 N 8800264.00 8800264.00 Massachusetts Dev. Fin. Agcy. Electrical Utils. Rev. Massachusetts Dev. Fin. Agcy. Electrical Utils. Rev., 0.32% Bonds (Nantucket Elec. Co. Proj.) Series 2005, tender 01/26/2015, CP Mode 57584GAC2 Other Municipal Debt Second Tier Security 2015-01-26 2015-01-26 N N Y OBLIGOR NANTUCKET ELEC CO N/A N/A 7350000.00 7350000.00 0.0011 N 7349926.50 7349926.50 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 12200000.00 12200000.00 0.0018 N 12199634.00 12199634.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.15% Bonds Series WF 10 56C, tender 07/09/2015, (Liquidity Facility Wells Fargo Bank NA) 94985NZX2 Other Municipal Debt First Tier Security 2015-07-09 2015-07-09 Y WELLS FARGO BK NATL ASSN N/A N/A N N 19855000.00 19855000.00 0.0030 Y 19855000.00 19855000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 5.00% Bonds (Partners HealthCare Sys. Proj.) Series K4, tender 01/14/2016 57583R6K6 Other Municipal Debt First Tier Security 2016-01-14 2016-01-14 Y PARTNERS HEALTHCARE SYS INC N/A N/A N N 800000.00 837400.46 0.0001 N 837416.00 837416.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.02% Bonds Series 2014 A 57582PV31 Other Municipal Debt Unrated Security 2015-01-01 2015-02-01 N N N 1590000.00 1589973.07 0.0002 N 1589920.50 1589920.50 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 10995000.00 10995000.00 0.0016 N 10995000.00 10995000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.49% Bonds Series 2012 A 57582PE89 Other Municipal Debt Unrated Security 2015-01-02 2015-09-01 N N N 5000000.00 5003619.07 0.0007 N 5003500.00 5003500.00 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 47330000.00 47640375.23 0.0071 N 47629125.60 47629125.60 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 75200000.00 75527174.59 0.0112 N 75529376.00 75529376.00 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 141670000.00 142462236.34 0.0212 N 142473268.90 142473268.90 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 277100000.00 278939307.48 0.0414 N 278962112.00 278962112.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 2.00% Bonds Series 2010 B 57582PVU1 Other Municipal Debt First Tier Security 2015-01-01 2015-01-01 N N N 1615000.00 1615000.00 0.0002 N 1615080.75 1615080.75 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 4.00% Bonds Series 2010 C 57582PWB2 Other Municipal Debt First Tier Security 2015-01-01 2015-01-01 N N N 1150000.00 1150000.00 0.0002 N 1150126.50 1150126.50 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 4.00% Bonds Series 2008 A 57582PKX7 Other Municipal Debt Unrated Security 2015-08-01 2015-08-01 N N N 1135000.00 1160322.74 0.0002 N 1159924.60 1159924.60 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 4.00% Bonds Series 2010 C 57582PWD8 Other Municipal Debt Unrated Security 2015-12-01 2015-12-01 N N N 2915000.00 3016401.34 0.0004 N 3014576.40 3014576.40 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 11995000.00 11995000.00 0.0018 N 11996559.35 11996559.35 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 9000000.00 9072526.83 0.0013 N 9067500.00 9067500.00 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 5300000.00 5342023.27 0.0008 N 5339750.00 5339750.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.00% Bonds Series 2005 A, (Pre-Refunded to 3/1/2015 @ 100) 57582NT88 Other Municipal Debt Unrated Security 2015-03-01 2015-03-01 N N N 6770000.00 6823597.67 0.0010 N 6820775.00 6820775.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.00% Bonds Series 2005 A, (Pre-Refunded to 3/1/2015 @ 100) 57582NT62 Other Municipal Debt Unrated Security 2015-03-01 2015-03-01 N N N 2235000.00 2252359.27 0.0003 N 2251762.50 2251762.50 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 3870000.00 3900547.66 0.0006 N 3899025.00 3899025.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.00% Bonds Series 2009 B 57582PRR3 Other Municipal Debt Unrated Security 2015-07-01 2015-07-01 N N N 1000000.00 1024192.59 0.0002 N 1023610.00 1023610.00 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 1500000.00 1548539.96 0.0002 N 1547445.00 1547445.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.00% Bonds Series 2005 C, (Pre-Refunded to 9/1/2015 @ 100) 57582N2Y0 Other Municipal Debt Unrated Security 2015-09-01 2015-09-01 N N N 5000000.00 5161882.04 0.0008 N 5159150.00 5159150.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.00% Bonds Series 2007 B 57582PEH9 Other Municipal Debt Unrated Security 2015-11-01 2015-11-01 N N N 1000000.00 1040153.75 0.0002 N 1039620.00 1039620.00 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 1400000.00 1441628.76 0.0002 N 1440712.00 1440712.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.25% Bonds Series 2004 A 57582NUN3 Other Municipal Debt Unrated Security 2015-08-01 2015-08-01 N N N 1000000.00 1029734.19 0.0002 N 1029080.00 1029080.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.25% Bonds Series 2005 C, (Pre-Refunded to 9/1/2015 @ 100) 57582N2W4 Other Municipal Debt Unrated Security 2015-09-01 2015-09-01 N N N 4200000.00 4343276.54 0.0006 N 4340532.00 4340532.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.50% Bonds Series 2003 D 57582NSB2 Other Municipal Debt Unrated Security 2015-10-01 2015-10-01 N N N 3000000.00 3119381.64 0.0005 N 3117330.00 3117330.00 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 20081000.00 20081000.00 0.0030 N 20080799.19 20080799.19 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.06% Series EE, CP 00N992SF0 Other Municipal Debt First Tier Security 2015-02-05 2015-02-05 N N Y OBLIGOR PRESIDENT & FELLOWS HARVARD CO N/A N/A 7400000.00 7400000.00 0.0011 N 7399926.00 7399926.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.06% Series EE, CP 00N992SH6 Other Municipal Debt First Tier Security 2015-02-06 2015-02-06 N N Y OBLIGOR PRESIDENT & FELLOWS HARVARD CO N/A N/A 20800000.00 20800000.00 0.0031 N 20799376.00 20799376.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.06% Series EE, CP 00N992SJ2 Other Municipal Debt First Tier Security 2015-02-09 2015-02-09 N N Y OBLIGOR PRESIDENT & FELLOWS HARVARD CO N/A N/A 15304000.00 15304000.00 0.0023 N 15304153.04 15304153.04 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 41200000.00 41200000.00 0.0061 N 41198764.00 41198764.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.07% Series EE, CP 00N992SC7 Other Municipal Debt First Tier Security 2015-01-09 2015-01-09 N N Y OBLIGOR PRESIDENT & FELLOWS HARVARD CO N/A N/A 30200000.00 30200000.00 0.0045 N 30200000.00 30200000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.07% Series EE, CP 00N992SD5 Other Municipal Debt First Tier Security 2015-01-16 2015-01-16 N N Y OBLIGOR PRESIDENT & FELLOWS HARVARD CO N/A N/A 8000000.00 8000000.00 0.0012 N 8000000.00 8000000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.07% Series EE, CP 00N992SE3 Other Municipal Debt First Tier Security 2015-02-05 2015-02-05 N N Y OBLIGOR PRESIDENT & FELLOWS HARVARD CO N/A N/A 18400000.00 18400000.00 0.0027 N 18400184.00 18400184.00 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 12540000.00 12540000.00 0.0019 N 12540376.20 12540376.20 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 11200000.00 11200000.00 0.0017 N 11200336.00 11200336.00 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 17900000.00 17900000.00 0.0027 N 17900000.00 17900000.00 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 17690000.00 17690000.00 0.0026 N 17690353.80 17690353.80 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 13960000.00 13960000.00 0.0021 N 13960279.20 13960279.20 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 15700000.00 15700000.00 0.0023 N 15700000.00 15700000.00 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 17700000.00 17700000.00 0.0026 N 17700000.00 17700000.00 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 12540000.00 12540000.00 0.0019 N 12540125.40 12540125.40 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.09% Bonds (Partners HealthCare Sys., Inc. Proj.) Series 2008 H1, tender 01/12/2015, CP Mode 57586CV93 Other Municipal Debt First Tier Security 2015-01-12 2015-01-12 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 20000000.00 20000000.00 0.0030 N 20000200.00 20000200.00 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 16100000.00 16100000.00 0.0024 N 16100161.00 16100161.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 4.00% Bonds Series 2010 J2 57586ENQ0 Other Municipal Debt Unrated Security 2015-07-01 2015-07-01 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 1625000.00 1656078.42 0.0002 N 1655387.50 1655387.50 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 4.50% Bonds Series 2008 R 57586C2K0 Other Municipal Debt Unrated Security 2015-10-01 2015-10-01 N N Y OBLIGOR NORTHEASTERN UNIV MA REV N/A N/A 1000000.00 1031884.16 0.0002 N 1030480.00 1030480.00 Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev. Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev., 0.25% Bonds (New England Pwr. Co. Proj.) Series 1992, tender 01/22/2015, CP Mode 575856BE8 Other Municipal Debt Second Tier Security 2015-01-22 2015-01-22 N N Y OBLIGOR NEW ENGLAND POWER CO N/A N/A 400000.00 400000.00 0.0001 N 400000.00 400000.00 Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev. Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev., 0.25% Bonds (New England Pwr. Co. Proj.) Series 1992, tender 02/05/2015, CP Mode 575856BE8 Other Municipal Debt Second Tier Security 2015-02-05 2015-02-05 N N Y OBLIGOR NEW ENGLAND POWER CO N/A N/A 700000.00 700000.00 0.0001 N 700007.00 700007.00 Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev. Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev., 0.35% Bonds (New England Pwr. Co. Proj.) Series 1993 B, tender 01/15/2015, CP Mode 575856BG3 Other Municipal Debt Second Tier Security 2015-01-15 2015-01-15 N N Y OBLIGOR NEW ENGLAND POWER CO N/A N/A 2100000.00 2100000.00 0.0003 N 2100000.00 2100000.00 Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev. Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev., 0.35% Bonds (New England Pwr. Co. Proj.) Series 1993 B, tender 01/23/2015, CP Mode 575856BG3 Other Municipal Debt Second Tier Security 2015-01-23 2015-01-23 N N Y OBLIGOR NEW ENGLAND POWER CO N/A N/A 22250000.00 22250000.00 0.0033 N 22249777.50 22249777.50 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 1000000.00 1023939.22 0.0002 N 1023360.00 1023360.00 Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 0.10% Series 2012 B, LOC TD Banknorth, NA, CP 57599LGY0 Other Municipal Debt First Tier Security 2015-03-04 2015-03-04 N Y TD BANK NA WILMINGTON DE N/A N/A N 40000000.00 40000000.00 0.0059 N 40000800.00 40000800.00 Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 0.11% Series 2012 A, LOC TD Banknorth, NA, CP 57599LGV6 Other Municipal Debt First Tier Security 2015-01-15 2015-01-15 N Y TD BANK NA WILMINGTON DE N/A N/A N 20000000.00 20000000.00 0.0030 N 20000400.00 20000400.00 Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 0.12% Series 2012 B, LOC TD Banknorth, NA, CP 57599LGU8 Other Municipal Debt First Tier Security 2015-01-15 2015-01-15 N Y TD BANK NA WILMINGTON DE N/A N/A N 40000000.00 40000000.00 0.0059 N 40000800.00 40000800.00 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 8900000.00 8900000.00 0.0013 N 8900178.00 8900178.00 Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 0.12% Series 2012 A, LOC TD Banknorth, NA, CP 57599LGX2 Other Municipal Debt First Tier Security 2015-03-04 2015-03-04 N Y TD BANK NA WILMINGTON DE N/A N/A N 6700000.00 6700000.00 0.0010 N 6700134.00 6700134.00 Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 2.00% Bonds Series 2014 C 575896NA9 Other Municipal Debt Unrated Security 2015-07-01 2015-07-01 N N N 5140000.00 5187316.72 0.0008 N 5185437.60 5185437.60 Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 5.00% Bonds Series 2007 C 575896DM4 Other Municipal Debt Unrated Security 2015-07-01 2015-07-01 N N N 1000000.00 1024045.51 0.0002 N 1023160.00 1023160.00 Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 5.00% Bonds Series 2012 A 575896JG1 Other Municipal Debt Unrated Security 2015-07-01 2015-07-01 N N N 3020000.00 3092269.44 0.0005 N 3089943.20 3089943.20 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 5155000.00 5247398.47 0.0008 N 5244903.20 5244903.20 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 5.00% Bonds Series 2011 B 576000LT8 Other Municipal Debt Unrated Security 2015-10-15 2015-10-15 N N N 9455000.00 9815460.27 0.0015 N 9808522.45 9808522.45 Massachusetts State Dev. Fin. Agcy. Elec. Util. Rev. Massachusetts State Dev. Fin. Agcy. Elec. Util. Rev., 0.32% Bonds (Nantucket Elec. Co. Proj.) Series 2007, tender 01/21/2015, CP Mode 57584TAA8 Other Municipal Debt Second Tier Security 2015-01-21 2015-01-21 N N Y OBLIGOR NANTUCKET ELEC CO N/A N/A 700000.00 700000.00 0.0001 N 700000.00 700000.00 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 12500000.00 12500000.00 0.0019 N 12499625.00 12499625.00 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 20600000.00 20600000.00 0.0031 N 20600618.00 20600618.00 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 5.25% Bonds Series 2005 A 576049H60 Other Municipal Debt Unrated Security 2015-08-01 2015-08-01 N N N 1210000.00 1246070.17 0.0002 N 1245186.80 1245186.80 Melrose Gen. Oblig. Melrose Gen. Oblig., 1.25% BAN 585565SZ8 Other Municipal Debt First Tier Security 2015-11-13 2015-11-13 N N N 4585000.00 4628585.21 0.0007 N 4628924.30 4628924.30 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 10800000.00 10824985.09 0.0016 N 10826352.00 10826352.00 Monomoy Reg'l. School District Monomoy Reg'l. School District, 2.00% Bonds 609845AD4 Other Municipal Debt Unrated Security 2015-09-15 2015-09-15 N N N 1200000.00 1215352.41 0.0002 N 1215336.00 1215336.00 Nantucket Gen. Oblig. Nantucket Gen. Oblig., 1.00% BAN Series 2014 630191WK6 Other Municipal Debt First Tier Security 2015-06-05 2015-06-05 N N N 4401000.00 4417229.29 0.0007 N 4417459.74 4417459.74 Oak Bluffs Oak Bluffs, 1.00% BAN 671086FM3 Other Municipal Debt First Tier Security 2015-09-10 2015-09-10 N N N 6510000.00 6547628.28 0.0010 N 6547627.80 6547627.80 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 14300000.00 14328918.21 0.0021 N 14331317.00 14331317.00 Pittsfield Gen. Oblig. Pittsfield Gen. Oblig., 0.75% BAN Series 2014 A 725463R54 Other Municipal Debt First Tier Security 2015-02-06 2015-02-06 N N N 4993032.00 4995856.63 0.0007 N 4995927.96 4995927.96 Pittsfield Gen. Oblig. Pittsfield Gen. Oblig., 1.00% BAN Series A 725463R39 Other Municipal Debt First Tier Security 2015-02-06 2015-02-06 N N N 5407500.00 5411650.11 0.0008 N 5411934.15 5411934.15 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 16100000.00 16148797.56 0.0024 N 16150232.00 16150232.00 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 26600000.00 26613761.85 0.0040 N 26614630.00 26614630.00 Quincy Gen. Oblig. Quincy Gen. Oblig., 1.00% BAN 748508GU6 Other Municipal Debt First Tier Security 2015-06-19 2015-06-19 N N N 3000000.00 3012062.14 0.0004 N 3012240.00 3012240.00 Quincy Gen. Oblig. Quincy Gen. Oblig., 1.00% BAN 748508GV4 Other Municipal Debt First Tier Security 2015-07-24 2015-07-24 N N N 4820000.00 4843933.68 0.0007 N 4843762.60 4843762.60 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 13150000.00 13182766.20 0.0020 N 13184058.50 13184058.50 Salem Gen. Oblig. Salem Gen. Oblig., 1.25% BAN 794199F20 Other Municipal Debt First Tier Security 2015-12-03 2015-12-03 N N N 10690153.00 10795252.72 0.0016 N 10795130.30 10795130.30 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 8354000.00 8366719.19 0.0012 N 8366781.62 8366781.62 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 22700000.00 22763344.23 0.0034 N 22763560.00 22763560.00 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 240000.00 243777.05 0.0000 N 243746.40 243746.40 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 27000000.00 27000000.00 0.0040 N 27000270.00 27000270.00 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 13186000.00 13258218.28 0.0020 N 13258259.28 13258259.28 Westfield Gen. Oblig. Westfield Gen. Oblig., 1.00% BAN 960096P90 Other Municipal Debt First Tier Security 2015-04-02 2015-04-02 N N N 3250000.00 3256876.39 0.0005 N 3255655.00 3255655.00 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 14500000.00 14511379.12 0.0022 N 14511600.00 14511600.00 Weston Gen. Oblig. Weston Gen. Oblig., 2.00% Bonds Series A 961165W94 Other Municipal Debt Unrated Security 2015-02-01 2015-02-01 N N N 1990000.00 1993131.44 0.0003 N 1993024.80 1993024.80 Weston Gen. Oblig. Weston Gen. Oblig., 2.00% BAN 9611652P1 Other Municipal Debt First Tier Security 2015-02-03 2015-02-03 N N N 9697200.00 9713752.77 0.0014 N 9713297.35 9713297.35 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 37580715.00 37655483.12 0.0056 N 37657755.47 37657755.47 Worcester Gen. Oblig. Worcester Gen. Oblig., 1.50% BAN Series 2014 A 981306JJ3 Other Municipal Debt First Tier Security 2015-12-17 2015-12-17 N N N 4425000.00 4478760.72 0.0007 N 4478719.50 4478719.50 Worcester Gen. Oblig. Worcester Gen. Oblig., 2.00% Bonds Series 2014 A 981306FX6 Other Municipal Debt Unrated Security 2015-11-01 2015-11-01 N N N 4344080.00 4409697.33 0.0007 N 4403767.66 4403767.66 Halifax County Indl. Dev. Auth. Poll. Cont. Rev. Halifax County Indl. Dev. Auth. Poll. Cont. Rev., 0.45% Bonds (Virginia Elec. & Pwr. Co. Proj.) Series 1992, tender 01/15/2015, CP Mode 405795AA3 Other Municipal Debt Second Tier Security 2015-01-15 2015-01-15 N N Y OBLIGOR VIRGINIA ELECTRIC AND POWER CO N/A N/A 4000000.00 4000000.00 0.0006 N 4000000.00 4000000.00 Prince William County Indl. Dev. Auth. Poll. Cont. Rev. Prince William County Indl. Dev. Auth. Poll. Cont. Rev., 0.40% Bonds (Virginia Elec. & Pwr. Co. Proj.) Series 1986, tender 01/15/2015, CP Mode 741754AA3 Other Municipal Debt Second Tier Security 2015-01-15 2015-01-15 N N Y OBLIGOR VIRGINIA ELECTRIC AND POWER CO N/A N/A 1100000.00 1100000.00 0.0002 N 1100000.00 1100000.00 Grant County Cmnty. Solid Waste Disp. Rev. Grant County Cmnty. Solid Waste Disp. Rev., 0.32% Bonds (Virginia Elec. & Pwr. Co. Proj.) Series 1996, tender 01/22/2015, CP Mode 388076AA9 Other Municipal Debt Second Tier Security 2015-01-22 2015-01-22 N N Y OBLIGOR VIRGINIA ELECTRIC AND POWER CO N/A N/A 2200000.00 2200000.00 0.0003 N 2200000.00 2200000.00 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 2100000.00 2100000.00 0.0003 N 2100000.00 2100000.00 Fidelity Revere Str Trust Fidelity Municipal Cash Central Fund, 0.04% 31635A204 Investment Company Unrated Security 2015-01-07 2015-01-07 N N N 677425000.00 677425000.00 0.1007 N 677425000.00 677425000.00