N-MFP LIVE N 2015-03-31 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 34 37 6609742514.90 124244189.61 44938622.03 6689048082.48 0.0005 1.0009 2015-03-31 1.0009 2015-03-31 C000019444 5000.00 6689048082.48 1.00 13350045.06 1086019773.20 1072669728.14 0.0001 1.0009 2015-03-31 1.0009 2015-03-31 Boston Indl. Dev. Rev. Boston Indl. Dev. Rev., 0.04% (New Boston Seafood Ctr., Inc. Proj.) Series 1997, LOC Bank of America NA VRDN 100883AH0 Variable Rate Demand Note First Tier Security 2015-04-07 2015-04-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 1925000.00 1925000.00 0.0003 N 1925000.00 1925000.00 Boston Wtr. & Swr. Commission Rev. Boston Wtr. & Swr. Commission Rev., 0.03% Series 1994 A, LOC State Street Bank & Trust Co., Boston VRDN 101029HM1 Variable Rate Demand Note First Tier Security 2015-04-07 2015-04-07 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 Clean Wtr. Trust Massachusetts Clean Wtr. Trust, 0.02% Participating VRDN Series BBT 08 40, (Liquidity Facility Branch Banking & Trust Co.) 07330CNT2 Variable Rate Demand Note First Tier Security 2015-04-07 2015-04-07 Y BRANCH BANKING AND TRUST CO N/A N/A N N 15175000.00 15175000.00 0.0023 N 15175000.00 15175000.00 Massachusetts Clean Wtr. Trust Massachusetts Clean Wtr. Trust, 0.02% Participating VRDN Series Clipper 05 36, (Liquidity Facility State Street Bank & Trust Co., Boston) 18886PKV6 Variable Rate Demand Note First Tier Security 2015-04-07 2015-04-07 Y STATE ST BK & TR CO BOSTON N/A N/A N N 9970000.00 9970000.00 0.0015 N 9970000.00 9970000.00 Massachusetts Clean Wtr. Trust Massachusetts Clean Wtr. Trust, 0.03% Participating VRDN Series Putters 3159, (Liquidity Facility JPMorgan Chase Bank) 46632PEK5 Variable Rate Demand Note First Tier Security 2015-04-07 2015-04-07 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, 0.05% Participating VRDN Series Clipper 06 11, (Liquidity Facility State Street Bank & Trust Co., Boston) 18886PPV1 Variable Rate Demand Note First Tier Security 2015-04-07 2015-04-07 Y STATE ST BK & TR CO BOSTON N/A N/A N N 34300000.00 34300000.00 0.0051 N 34300000.00 34300000.00 Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev. Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev., 0.01% Series 2010 A3, LOC Landesbank Hessen-Thuringen VRDN 57563CAC6 Variable Rate Demand Note First Tier Security 2015-04-07 2015-04-07 Y LANDESBANK HESS-THURNGN(UNGTD) N/A N/A Y LANDESBANK HESS-THURNGN(UNGTD) N/A N/A N 56545000.00 56545000.00 0.0085 N 56545000.00 56545000.00 Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev. Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev., 0.04% Series 2010 A1, LOC Citibank NA VRDN 57563CBF8 Variable Rate Demand Note First Tier Security 2015-04-07 2015-04-07 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., 0.14% (Monkiewicz Realty Trust Proj.) LOC Bank of America NA VRDN 57583EAP9 Variable Rate Demand Note First Tier Security 2015-04-07 2015-04-07 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., 0.16% (Charm Sciences, Inc. Proj.) Series 1999 A, LOC Bank of America NA VRDN 57583EAJ3 Variable Rate Demand Note First Tier Security 2015-04-07 2015-04-07 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., 0.02% (Salem Heights Apts. Proj.) Series 2003 A, LOC Fed. Home Ln. Bank of Boston VRDN 57583XAE2 Variable Rate Demand Note First Tier Security 2015-04-07 2015-04-07 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., 0.02% (Tammy Brook Apts. Proj.) Series 2009, LOC Freddie Mac VRDN 57583XBN1 Variable Rate Demand Note First Tier Security 2015-04-07 2015-04-07 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., 0.04% (Archstone Reading Apts. Proj.) Series 2004 A, LOC Freddie Mac VRDN 57583XAQ5 Variable Rate Demand Note First Tier Security 2015-04-07 2015-04-07 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., 0.04% (Avalon Acton Apts. Proj.) Series 2006, LOC Fannie Mae VRDN 57583XBG6 Variable Rate Demand Note First Tier Security 2015-04-07 2015-04-07 Y FANNIE MAE N/A N/A Y FANNIE MAE N/A N/A N 38500000.00 38500000.00 0.0058 N 38500000.00 38500000.00 Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev. Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev., 0.04% (Casco Crossing Proj.) LOC Fannie Mae VRDN 57583XAR3 Variable Rate Demand Note First Tier Security 2015-04-07 2015-04-07 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. 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 2015-04-01 2015-04-01 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., 0.01% (ISO New England, Inc. Proj.) Series 2005, LOC TD Banknorth, NA VRDN 57583RAA3 Variable Rate Demand Note First Tier Security 2015-04-07 2015-04-07 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 30940000.00 30940000.00 0.0046 N 30940000.00 30940000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.01% (Clark Univ. Proj.) LOC TD Banknorth, NA VRDN 57583RUU7 Variable Rate Demand Note First Tier Security 2015-04-07 2015-04-07 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 34275000.00 34275000.00 0.0051 N 34275000.00 34275000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.01% Series 2014 M2, LOC Bank of New York, New York VRDN 57583UB56 Variable Rate Demand Note First Tier Security 2015-04-07 2015-04-07 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 0.0059 N 39200000.00 39200000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.01% (Boston Univ. Proj.) Series U3, LOC Northern Trust Co. VRDN 57583RWG6 Variable Rate Demand Note First Tier Security 2015-04-07 2015-04-07 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., 0.01% (Worcester Polytechnic Institute Proj.) Series 2008 A, LOC TD Banknorth, NA VRDN 57583RTX3 Variable Rate Demand Note First Tier Security 2015-04-07 2015-04-07 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., 0.02% (Boston Univ. Proj.) Series U-5B, LOC Fed. Home Ln. Bank of Boston VRDN 57583RP58 Variable Rate Demand Note First Tier Security 2015-04-07 2015-04-07 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., 0.02% (Partners HealthCare Sys. Proj.) Series 2011 K2, (Liquidity Facility Barclays Bank PLC) VRDN 57583R6F7 Variable Rate Demand Note First Tier Security 2015-04-07 2015-04-07 Y BARCLAYS BANK PLC N/A N/A N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 40600000.00 40600000.00 0.0061 N 40600000.00 40600000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.02% (Babson College Proj.) Series 2008 A, LOC Fed. Home Ln. Bank of Boston VRDN 57583RL86 Variable Rate Demand Note First Tier Security 2015-04-07 2015-04-07 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., 0.02% (Simmons College Proj.) Series G, LOC JPMorgan Chase Bank VRDN 57583RUV5 Variable Rate Demand Note First Tier Security 2015-04-07 2015-04-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 44560000.00 44560000.00 0.0067 N 44560000.00 44560000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.02% (Briarwood Retirement Cmnty. Proj.) Series 2004 A, LOC Manufacturers & Traders Trust Co. VRDN 57583F5P2 Variable Rate Demand Note First Tier Security 2015-04-07 2015-04-07 Y MANUFACTURERS & TRADERS TR CO N/A N/A Y MANUFACTURERS & TRADERS TR CO N/A N/A N 13545000.00 13545000.00 0.0020 N 13545000.00 13545000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.02% Series 2006, LOC PNC Bank NA VRDN 57583RFL4 Variable Rate Demand Note First Tier Security 2015-04-07 2015-04-07 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., 0.02% (Boston Univ. Proj.) Series U-5A, LOC Fed. Home Ln. Bank of Boston VRDN 57583RP41 Variable Rate Demand Note First Tier Security 2015-04-07 2015-04-07 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 0.0054 N 35800000.00 35800000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.02% (Smith College Proj.) Series 2002 VRDN 57583FYL9 Variable Rate Demand Note First Tier Security 2015-04-07 2015-04-07 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., 0.02% (Smith College Proj.) Series 2007, (Liquidity Facility TD Banknorth, NA) VRDN 57583R2R5 Variable Rate Demand Note First Tier Security 2015-04-07 2015-04-07 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., 0.02% (Wilber School Apts. Proj.) Series 2008 A, LOC Bank of America NA VRDN 57583RD77 Variable Rate Demand Note First Tier Security 2015-04-07 2015-04-07 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., 0.02% (Smith College Proj.) Series 2001 VRDN 57583FWB3 Variable Rate Demand Note First Tier Security 2015-04-07 2015-04-07 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., 0.02% Series 2006, LOC TD Banknorth, NA VRDN 57583RFX8 Variable Rate Demand Note First Tier Security 2015-04-07 2015-04-07 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., 0.02% (Seven Hills Foundation and Affiliates Proj.) Series 2008 B, LOC TD Banknorth, NA VRDN 57583RZW8 Variable Rate Demand Note First Tier Security 2015-04-07 2015-04-07 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., 0.02% (YMCA of Greater Worcester Proj.) Series 2006, LOC TD Banknorth, NA VRDN 57583RGP4 Variable Rate Demand Note First Tier Security 2015-04-07 2015-04-07 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., 0.02% (Governor Dummer Academy Issues Proj.) Series 2006, LOC TD Banknorth, NA VRDN 57583RGN9 Variable Rate Demand Note First Tier Security 2015-04-07 2015-04-07 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., 0.02% (Seven Hills Foundation and Affiliates Proj.) Series 2008 A, LOC TD Banknorth, NA VRDN 57583RZV0 Variable Rate Demand Note First Tier Security 2015-04-07 2015-04-07 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., 0.02% Participating VRDN Series ROC II R 11999X, (Liquidity Facility Citibank NA) 57583UNK0 Variable Rate Demand Note First Tier Security 2015-04-07 2015-04-07 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., 0.03% (Boston Univ. Proj.) Series U-6C, LOC TD Banknorth, NA VRDN 57583RWB7 Variable Rate Demand Note First Tier Security 2015-04-01 2015-04-01 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 2015-04-01 2015-04-01 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% Series 2007 B, LOC JPMorgan Chase Bank VRDN 57583RTM7 Variable Rate Demand Note First Tier Security 2015-04-07 2015-04-07 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., 0.03% Series 2010, LOC Manufacturers & Traders Trust Co. VRDN 57583R5Y7 Variable Rate Demand Note First Tier Security 2015-04-07 2015-04-07 Y MANUFACTURERS & TRADERS TR CO N/A N/A Y MANUFACTURERS & TRADERS TR CO N/A N/A N 6810000.00 6810000.00 0.0010 N 6810000.00 6810000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.03% Participating VRDN Series MS 3373, (Liquidity Facility Morgan Stanley Bank, West Valley City Utah) 57583UK49 Variable Rate Demand Note First Tier Security 2015-04-07 2015-04-07 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., 0.03% Participating VRDN Series MS 3389X, (Liquidity Facility Morgan Stanley Bank, West Valley City Utah) 57583UL55 Variable Rate Demand Note First Tier Security 2015-04-07 2015-04-07 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 Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.03% Participating VRDN Series Putters 3840, (Liquidity Facility JPMorgan Chase Bank) 46633VG45 Variable Rate Demand Note First Tier Security 2015-04-07 2015-04-07 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., 0.03% (Williston Northampton School Proj.) Series 2010, LOC TD Banknorth, NA VRDN 57583RZ40 Variable Rate Demand Note First Tier Security 2015-04-07 2015-04-07 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., 0.04% (Berkshire School Proj.) Series 2001, LOC JPMorgan Chase Bank VRDN 57583R2T1 Variable Rate Demand Note First Tier Security 2015-04-07 2015-04-07 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., 0.04% (New England Deaconess Assoc. Proj.) Series 2011 B, LOC Manufacturers & Traders Trust Co. VRDN 57583ULM8 Variable Rate Demand Note First Tier Security 2015-04-07 2015-04-07 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., 0.05% Series 2007 A, LOC JPMorgan Chase Bank VRDN 57583RTL9 Variable Rate Demand Note First Tier Security 2015-04-07 2015-04-07 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., 0.06% (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 2015-04-07 2015-04-07 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., 0.10% (Olin College Proj.) Series 2008 C2, LOC RBS Citizens NA VRDN 57583RZF5 Variable Rate Demand Note Second Tier Security 2015-04-01 2015-04-01 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 Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.10% (Olin College Proj.) Series 2008 C3, LOC RBS Citizens NA VRDN 57583RZG3 Variable Rate Demand Note Second Tier Security 2015-04-01 2015-04-01 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 Gen. Oblig. Massachusetts Gen. Oblig., 0.01% Series 1997 B, (Liquidity Facility TD Banknorth, NA) VRDN 575827KH2 Variable Rate Demand Note First Tier Security 2015-04-02 2015-04-07 Y TD BANK NA WILMINGTON DE N/A N/A N N 30490000.00 30490000.00 0.0046 N 30490000.00 30490000.00 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 2015-04-01 2015-04-01 Y WELLS FARGO BK NATL ASSN N/A N/A N N 102840000.00 102840000.00 0.0154 N 102840000.00 102840000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.02% Series 2001 C, (Liquidity Facility State Street Bank & Trust Co., Boston) VRDN 575827X54 Variable Rate Demand Note First Tier Security 2015-04-07 2015-04-07 Y STATE ST BK & TR CO BOSTON N/A N/A N N 225100000.00 225100000.00 0.0337 N 225100000.00 225100000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.02% Participating VRDN Series Clipper 07 39, (Liquidity Facility State Street Bank & Trust Co., Boston) 18886PA39 Variable Rate Demand Note First Tier Security 2015-04-07 2015-04-07 Y STATE ST BK & TR CO BOSTON N/A N/A N N 31500000.00 31500000.00 0.0047 N 31500000.00 31500000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.02% Participating VRDN Series EGL 14 0046, (Liquidity Facility Citibank NA) 57582P4E7 Variable Rate Demand Note First Tier Security 2015-04-07 2015-04-07 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., 0.03% Participating VRDN Series Putters 4320, (Liquidity Facility JPMorgan Chase Bank) 46636Y6S4 Variable Rate Demand Note First Tier Security 2015-04-01 2015-04-01 Y JPMORGAN CHASE BANK NA N/A N/A N N 99095000.00 99095000.00 0.0148 N 99095000.00 99095000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.03% Participating VRDN Series Putters 3896, (Liquidity Facility JPMorgan Chase Bank) 46633VU98 Variable Rate Demand Note First Tier Security 2015-04-07 2015-04-07 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., 0.03% Participating VRDN Series Putters 3898, (Liquidity Facility JPMorgan Chase Bank) 46633VV55 Variable Rate Demand Note First Tier Security 2015-04-07 2015-04-07 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., 0.03% Participating VRDN Series Putters 2648, (Liquidity Facility JPMorgan Chase Bank) 57582PHZ6 Variable Rate Demand Note First Tier Security 2015-04-07 2015-04-07 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., 0.03% Participating VRDN Series Putters 2022, (Liquidity Facility JPMorgan Chase Bank) 57582PGC8 Variable Rate Demand Note First Tier Security 2015-04-07 2015-04-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 35995000.00 35995000.00 0.0054 N 35995000.00 35995000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.03% Participating VRDN Series EGL 07 0149, (Liquidity Facility Citibank NA) 57582PGZ7 Variable Rate Demand Note First Tier Security 2015-04-07 2015-04-07 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., 0.04% Participating VRDN Series Putters 3699, (Liquidity Facility JPMorgan Chase Bank) 46633VSJ9 Variable Rate Demand Note First Tier Security 2015-04-07 2015-04-07 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., 0.05% Participating VRDN Series Clipper 07 06, (Liquidity Facility State Street Bank & Trust Co., Boston) 18886PRV9 Variable Rate Demand Note First Tier Security 2015-04-07 2015-04-07 Y STATE ST BK & TR CO BOSTON N/A N/A N N 53850000.00 53850000.00 0.0081 N 53850000.00 53850000.00 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 2015-04-01 2015-04-01 Y WELLS FARGO BK NATL ASSN N/A N/A Y WELLS FARGO BK NATL ASSN N/A N/A N 18350000.00 18350000.00 0.0027 N 18350000.00 18350000.00 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 2015-04-01 2015-04-01 Y PRESIDENT & FELLOWS HARVARD CO N/A N/A N N 23915000.00 23915000.00 0.0036 N 23915000.00 23915000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.01% (Southcoast Health Sys. Obligated Group Proj.) Series 2008 C, LOC TD Banknorth, NA VRDN 57586C6T7 Variable Rate Demand Note First Tier Security 2015-04-07 2015-04-07 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., 0.01% (Baystate Health Sys. Proj.) Series 2009 J1, LOC JPMorgan Chase Bank VRDN 57586EKC4 Variable Rate Demand Note First Tier Security 2015-04-07 2015-04-07 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., 0.01% (Partners HealthCare Sys., Inc. Proj.) Series 2005 F, LOC TD Banknorth, NA VRDN 57586CGB5 Variable Rate Demand Note First Tier Security 2015-04-07 2015-04-07 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 0.0131 N 87530000.00 87530000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.01% (Dana-Farber Cancer Institute Proj.) Series 2008 L1, LOC JPMorgan Chase Bank VRDN 57586CY90 Variable Rate Demand Note First Tier Security 2015-04-07 2015-04-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 63650000.00 63650000.00 0.0095 N 63650000.00 63650000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.01% (Boston Univ. Proj.) Series H, LOC State Street Bank & Trust Co., Boston VRDN 575850NF5 Variable Rate Demand Note First Tier Security 2015-04-07 2015-04-07 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., 0.01% (Children's Hosp. Proj.) Series 2010 N3, LOC U.S. Bank NA, Cincinnati VRDN 57586EUL3 Variable Rate Demand Note First Tier Security 2015-04-07 2015-04-07 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., 0.01% (Massachusetts Institute of Technology Proj.) Series 2001 J1 VRDN 57585KSW9 Variable Rate Demand Note First Tier Security 2015-04-07 2015-04-07 Y MASSACHUSETTS INST TECH, MA N/A N/A N N 105950000.00 105950000.00 0.0158 N 105950000.00 105950000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.02% (Partners HealthCare Sys., Inc. Proj.) Series D5 VRDN 57585K3P1 Variable Rate Demand Note First Tier Security 2015-04-01 2015-04-01 Y PARTNERS HEALTHCARE SYS INC N/A N/A N N 1400000.00 1400000.00 0.0002 N 1400000.00 1400000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.02% (Children's Hosp. Proj.) Series 2010 N4, LOC Wells Fargo Bank NA VRDN 57586EUJ8 Variable Rate Demand Note First Tier Security 2015-04-01 2015-04-01 Y WELLS FARGO BK NATL ASSN N/A N/A Y WELLS FARGO BK NATL ASSN N/A N/A N 99990000.00 99990000.00 0.0149 N 99990000.00 99990000.00 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 2015-04-01 2015-04-01 Y WELLESLEY COLLEGE, MA N/A N/A N N 5150000.00 5150000.00 0.0008 N 5150000.00 5150000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.02% (Partners HealthCare Sys., Inc. Proj.) Series D6 VRDN 57585K3Q9 Variable Rate Demand Note First Tier Security 2015-04-01 2015-04-01 Y PARTNERS HEALTHCARE SYS INC N/A N/A N N 5745000.00 5745000.00 0.0009 N 5745000.00 5745000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.02% (Harvard Univ. Proj.) Series Y VRDN 57585KKV9 Variable Rate Demand Note First Tier Security 2015-04-07 2015-04-07 Y PRESIDENT & FELLOWS HARVARD CO N/A N/A N N 70880000.00 70880000.00 0.0106 N 70880000.00 70880000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.02% (Amherst College Proj.) Series 2005 I VRDN 57586CGZ2 Variable Rate Demand Note First Tier Security 2015-04-07 2015-04-07 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., 0.02% (Amherst College Proj.) Series 1996 F VRDN 57585JMX6 Variable Rate Demand Note First Tier Security 2015-04-07 2015-04-07 Y AMHERST COLLEGE N/A N/A N N 5300000.00 5300000.00 0.0008 N 5300000.00 5300000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.02% Participating VRDN Series ROC II R 11824, (Liquidity Facility Citibank NA) 57586EQX2 Variable Rate Demand Note First Tier Security 2015-04-07 2015-04-07 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., 0.02% (Massachusetts Institute of Technology Proj.) Series 2001 J2 VRDN 57585KSV1 Variable Rate Demand Note First Tier Security 2015-04-07 2015-04-07 Y MASSACHUSETTS INST TECH, MA N/A N/A N N 48750000.00 48750000.00 0.0073 N 48750000.00 48750000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.02% (Amherst College Proj.) Series 2005 J1 VRDN 57586CHA6 Variable Rate Demand Note First Tier Security 2015-04-07 2015-04-07 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., 0.02% (Williams College Proj.) Series J VRDN 57586CPY5 Variable Rate Demand Note First Tier Security 2015-04-07 2015-04-07 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., 0.02% Participating VRDN Series BBT 08 54, (Liquidity Facility Branch Banking & Trust Co.) 07330CQY8 Variable Rate Demand Note First Tier Security 2015-04-07 2015-04-07 Y BRANCH BANKING AND TRUST CO N/A N/A N N 12355000.00 12355000.00 0.0018 N 12355000.00 12355000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.02% Participating VRDN Series Clipper 07 08, (Liquidity Facility State Street Bank & Trust Co., B 18886PSL0 Variable Rate Demand Note First Tier Security 2015-04-07 2015-04-07 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., 0.02% (Williams College Proj.) Series I VRDN 57586CEA9 Variable Rate Demand Note First Tier Security 2015-04-07 2015-04-07 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., 0.02% Participating VRDN Series BBT 08 56, (Liquidity Facility Branch Banking & Trust Co.) 07330CSA8 Variable Rate Demand Note First Tier Security 2015-04-07 2015-04-07 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., 0.02% Participating VRDN Series ROC II R 11913, (Liquidity Facility Citibank NA) 57586EXX4 Variable Rate Demand Note First Tier Security 2015-04-07 2015-04-07 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., 0.02% (CIL Realty of Massachusetts Proj.) Series 2007, LOC JPMorgan Chase Bank VRDN 57586CXK6 Variable Rate Demand Note First Tier Security 2015-04-07 2015-04-07 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% (Henry Heywood Memorial Hosp. Proj.) Series 2008 C, LOC TD Banknorth, NA VRDN 57586C7E9 Variable Rate Demand Note First Tier Security 2015-04-01 2015-04-01 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% (Stonehill College Proj.) Series 2008 K, LOC JPMorgan Chase Bank VRDN 57586CV77 Variable Rate Demand Note First Tier Security 2015-04-01 2015-04-01 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 35710000.00 35710000.00 0.0053 N 35710000.00 35710000.00 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 2015-04-01 2015-04-01 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% (Baystate Health Sys. Proj.) Series 2009 J2, LOC JPMorgan Chase Bank VRDN 57586EKB6 Variable Rate Demand Note First Tier Security 2015-04-01 2015-04-01 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% (Amherst College Proj.) Series 2005 J2 VRDN 57586CHB4 Variable Rate Demand Note First Tier Security 2015-04-01 2015-04-01 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., 0.03% Participating VRDN Series Putters 3529, (Liquidity Facility JPMorgan Chase Bank) 46633VBP3 Variable Rate Demand Note First Tier Security 2015-04-07 2015-04-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 36660000.00 36660000.00 0.0055 N 36660000.00 36660000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.03% Participating VRDN Series Putters 3104, (Liquidity Facility JPMorgan Chase Bank) 57586C8Q1 Variable Rate Demand Note First Tier Security 2015-04-07 2015-04-07 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., 0.03% Participating VRDN Series Putters 3530, (Liquidity Facility JPMorgan Chase Bank) 46633VBR9 Variable Rate Demand Note First Tier Security 2015-04-07 2015-04-07 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., 0.03% Participating VRDN Series Putters 3531, (Liquidity Facility JPMorgan Chase Bank) 46633VBT5 Variable Rate Demand Note First Tier Security 2015-04-07 2015-04-07 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., 0.03% Participating VRDN Series Putters 3650, (Liquidity Facility JPMorgan Chase Bank) 46633VNX3 Variable Rate Demand Note First Tier Security 2015-04-07 2015-04-07 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., 0.03% Participating VRDN Series Putters 3548, (Liquidity Facility JPMorgan Chase Bank) 46633VDN6 Variable Rate Demand Note First Tier Security 2015-04-07 2015-04-07 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., 0.03% Series 2009 O-1, LOC Fed. Home Ln. Bank of Boston VRDN 57586ELD1 Variable Rate Demand Note First Tier Security 2015-04-07 2015-04-07 Y FEDERAL HOME LN BK OF BOSTON N/A N/A Y FEDERAL HOME LN BK OF BOSTON N/A N/A N 33880000.00 33880000.00 0.0051 N 33880000.00 33880000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.04% Participating VRDN Series BA 08 3320, (Liquidity Facility Bank of America NA) 05248RBS9 Variable Rate Demand Note First Tier Security 2015-04-07 2015-04-07 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., 0.04% Participating VRDN Series BC 10 20W, (Liquidity Facility Barclays Bank PLC) 06740GFN1 Variable Rate Demand Note First Tier Security 2015-04-07 2015-04-07 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., 0.04% Participating VRDN Series BC 10 15W, (Liquidity Facility Barclays Bank PLC) 06740GFC5 Variable Rate Demand Note First Tier Security 2015-04-07 2015-04-07 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., 0.04% (Wellesley College Proj.) Series B VRDN 575851NQ9 Variable Rate Demand Note First Tier Security 2015-04-07 2015-04-07 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., 0.08% (Northeast Hosp. Corp. Proj.) Series 2004 G, LOC JPMorgan Chase Bank VRDN 57586CDV4 Variable Rate Demand Note First Tier Security 2015-04-07 2015-04-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 36000000.00 36000000.00 0.0054 N 36000000.00 36000000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.09% (Fairview Extended Care Proj.) Series B, LOC Bank of America NA VRDN 57585JRR4 Variable Rate Demand Note First Tier Security 2015-04-07 2015-04-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 22600000.00 22600000.00 0.0034 N 22600000.00 22600000.00 Massachusetts Hsg. Fin. Agcy. Multi-Family Rev. Massachusetts Hsg. Fin. Agcy. Multi-Family Rev., 0.01% Series 2009 A, LOC Bank of New York, New York VRDN 57586NDU2 Variable Rate Demand Note First Tier Security 2015-04-07 2015-04-07 Y BANK OF NEW YORK MELLON N/A N/A Y BANK OF NEW YORK MELLON N/A N/A N 12430000.00 12430000.00 0.0019 N 12430000.00 12430000.00 Massachusetts Hsg. Fin. Agcy. Multi-Family Rev. Massachusetts Hsg. Fin. Agcy. Multi-Family Rev., 0.03% (Princeton Crossing LP Proj.) Series 1996 A, LOC Fannie Mae VRDN 5758545T7 Variable Rate Demand Note First Tier Security 2015-04-07 2015-04-07 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 Hsg. Fin. Agcy. Multi-Family Rev. Massachusetts Hsg. Fin. Agcy. Multi-Family Rev., 0.03% Series 2013 F, LOC TD Banknorth, NA VRDN 57586NUP4 Variable Rate Demand Note First Tier Security 2015-04-07 2015-04-07 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 Indl. Fin. Agcy. Indl. Dev. Rev. Massachusetts Indl. Fin. Agcy. Indl. Dev. Rev., 0.23% (Boutwell Owens & Co., Inc. Proj.) Series 1998, LOC Wells Fargo Bank NA VRDN 575855V73 Variable Rate Demand Note First Tier Security 2015-04-07 2015-04-07 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. Rev. Massachusetts Indl. Fin. Agcy. Rev., 0.02% (Governor Dummer Academy Proj.) Series 1996, LOC TD Banknorth, NA VRDN 5759147M2 Variable Rate Demand Note First Tier Security 2015-04-07 2015-04-07 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., 0.01% Series 2008 A, LOC State Street Bank & Trust Co., Boston VRDN 575896ET8 Variable Rate Demand Note First Tier Security 2015-04-07 2015-04-07 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., 0.03% Series 2010 D, LOC State Street Bank & Trust Co., Boston VRDN 575896JD8 Variable Rate Demand Note First Tier Security 2015-04-07 2015-04-07 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 0.0134 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 2015-04-07 2015-04-07 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., 0.02% Participating VRDN Series RBC O 72, (Liquidity Facility Royal Bank of Canada) 74926YF89 Variable Rate Demand Note First Tier Security 2015-04-07 2015-04-07 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., 0.02% Participating VRDN Series EGL 07 0032, (Liquidity Facility Citibank NA) 576000FN8 Variable Rate Demand Note First Tier Security 2015-04-07 2015-04-07 Y CITIBANK NA N/A N/A N N 69300000.00 69300000.00 0.0104 N 69300000.00 69300000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.02% Participating VRDN Series EGL 14 0011, (Liquidity Facility Citibank NA) 576000PT4 Variable Rate Demand Note First Tier Security 2015-04-07 2015-04-07 Y CITIBANK NA N/A N/A N N 46660000.00 46660000.00 0.0070 N 46660000.00 46660000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.02% Participating VRDN Series EGL 07 0031, (Liquidity Facility Citibank NA) 576000FL2 Variable Rate Demand Note First Tier Security 2015-04-07 2015-04-07 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., 0.02% Participating VRDN Series EGL 14 0012, (Liquidity Facility Citibank NA) 576000PV9 Variable Rate Demand Note First Tier Security 2015-04-07 2015-04-07 Y CITIBANK NA N/A N/A N N 52595000.00 52595000.00 0.0079 N 52595000.00 52595000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.02% Participating VRDN Series ROC II R 14021, (Liquidity Facility Citibank NA) 576000MY6 Variable Rate Demand Note First Tier Security 2015-04-07 2015-04-07 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., 0.03% Participating VRDN Series Putters 4357, (Liquidity Facility JPMorgan Chase Bank) 46640KBK9 Variable Rate Demand Note First Tier Security 2015-04-07 2015-04-07 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., 0.03% Participating VRDN Series Putters 4420, (Liquidity Facility JPMorgan Chase Bank) 46640KJC9 Variable Rate Demand Note First Tier Security 2015-04-07 2015-04-07 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., 0.03% Participating VRDN Series Putters 3990, (Liquidity Facility JPMorgan Chase Bank) 46636YCF5 Variable Rate Demand Note First Tier Security 2015-04-07 2015-04-07 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., 0.03% Participating VRDN Series Putters 4366, (Liquidity Facility JPMorgan Chase Bank) 46640KCJ1 Variable Rate Demand Note First Tier Security 2015-04-07 2015-04-07 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., 0.03% Participating VRDN Series EGL 14 C031A, (Liquidity Facility Citibank NA) 576000PR8 Variable Rate Demand Note First Tier Security 2015-04-07 2015-04-07 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., 0.03% Participating VRDN Series MS 3228X, (Liquidity Facility Morgan Stanley Bank, West Val 576000KX0 Variable Rate Demand Note First Tier Security 2015-04-07 2015-04-07 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., 0.03% Participating VRDN Series MS 30911, (Liquidity Facility Morgan Stanley Bank, West Val 576000KH5 Variable Rate Demand Note First Tier Security 2015-04-07 2015-04-07 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., 0.04% Participating VRDN Series Putters 3691, (Liquidity Facility JPMorgan Chase Bank) 46633VRV3 Variable Rate Demand Note First Tier Security 2015-04-07 2015-04-07 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., 0.03% Participating VRDN Series Putters 3690, (Liquidity Facility JPMorgan Chase Bank) 46633VRT8 Variable Rate Demand Note First Tier Security 2015-04-07 2015-04-07 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 2015-04-01 2015-04-01 Y LANDESBANK HESS-THURNGN (GTD) N/A N/A Y LANDESBANK HESS-THURNGN (GTD) N/A N/A N 22795000.00 22795000.00 0.0034 N 22795000.00 22795000.00 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.02% Participating VRDN Series ROC II R 11968, (Liquidity Facility Citibank NA) 576051DR4 Variable Rate Demand Note First Tier Security 2015-04-07 2015-04-07 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., 0.02% Participating VRDN Series ROC II R 11914, (Liquidity Facility Citibank NA) 576051BT2 Variable Rate Demand Note First Tier Security 2015-04-07 2015-04-07 Y CITIBANK NA N/A N/A N N 10225000.00 10225000.00 0.0015 N 10225000.00 10225000.00 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.02% Series 1999 B, LOC Landesbank Hessen-Thuringen VRDN 576049RU6 Variable Rate Demand Note First Tier Security 2015-04-07 2015-04-07 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., 0.02% Participating VRDN Series EGL 06 0054, (Liquidity Facility Citibank NA) 576049S35 Variable Rate Demand Note First Tier Security 2015-04-07 2015-04-07 Y CITIBANK NA N/A N/A N N 11100000.00 11100000.00 0.0017 N 11100000.00 11100000.00 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.03% Participating VRDN Series 15 XF0100, (Liquidity Facility JPMorgan Chase Bank) 88033LLQ0 Variable Rate Demand Note First Tier Security 2015-04-07 2015-04-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 17545000.00 17545000.00 0.0026 N 17545000.00 17545000.00 New York City Gen. Oblig. New York City Gen. Oblig., 0.03% Series H2, (Liquidity Facility JPMorgan Chase Bank) VRDN 64966FXC3 Variable Rate Demand Note First Tier Security 2015-04-01 2015-04-01 Y JPMORGAN CHASE BANK NA N/A N/A N N 13000000.00 13000000.00 0.0019 N 13000000.00 13000000.00 New York City Hsg. Dev. Corp. Multi-family Mtg. Rev. New York City Hsg. Dev. Corp. Multi-family Mtg. Rev., 0.02% (Bruckner by the Bridge Proj.) Series 2008 A, LOC Freddie Mac VRDN 64966TBW3 Variable Rate Demand Note First Tier Security 2015-04-07 2015-04-07 Y FREDDIE MAC N/A N/A Y FREDDIE MAC N/A N/A N 10000000.00 10000000.00 0.0015 N 10000000.00 10000000.00 New York City Muni. Wtr. Fin. Auth. Wtr. & Swr. Sys. Rev. New York City Muni. Wtr. Fin. Auth. Wtr. & Swr. Sys. Rev., 0.01% Series 2014 BB4, (Liquidity Facility Wells Fargo Bank NA) VRDN 64972GEN0 Variable Rate Demand Note First Tier Security 2015-04-01 2015-04-01 Y WELLS FARGO BK NATL ASSN N/A N/A N N 12315000.00 12315000.00 0.0018 N 12315000.00 12315000.00 New York City Muni. Wtr. Fin. Auth. Wtr. & Swr. Sys. Rev. New York City Muni. Wtr. Fin. Auth. Wtr. & Swr. Sys. Rev., 0.02% Series 2009 BB2, (Liquidity Facility Landesbank Hessen-Thuringen) VRDN 64972FWL6 Variable Rate Demand Note First Tier Security 2015-04-01 2015-04-01 Y LANDESBANK HESS-THURNGN(UNGTD) N/A N/A N N 3620000.00 3620000.00 0.0005 N 3620000.00 3620000.00 New York City Muni. Wtr. Fin. Auth. Wtr. & Swr. Sys. Rev. New York City Muni. Wtr. Fin. Auth. Wtr. & Swr. Sys. Rev., 0.03% Series 2008 B3, (Liquidity Facility Bank of America NA) VRDN 64972FSG2 Variable Rate Demand Note First Tier Security 2015-04-01 2015-04-01 Y BANK OF AMERICA NA N/A N/A N N 18040000.00 18040000.00 0.0027 N 18040000.00 18040000.00 New York Metropolitan Trans. Auth. Rev. New York Metropolitan Trans. Auth. Rev., 0.01% Series 2005 A, LOC Royal Bank of Canada VRDN 59259YUA5 Variable Rate Demand Note First Tier Security 2015-04-07 2015-04-07 Y ROYAL BANK OF CANADA N/A N/A Y ROYAL BANK OF CANADA N/A N/A N 15000000.00 15000000.00 0.0022 N 15000000.00 15000000.00 Mississippi Bus. Fin. Corp. Mississippi Bus. Fin. Corp., 0.03% (Chevron U.S.A., Inc. Proj.) Series 2007 A, (Chevron Corp. Guaranteed) VRDN 60528AAS3 Variable Rate Demand Note First Tier Security 2015-04-01 2015-04-01 Y CHEVRON CORP NEW N/A N/A Y CHEVRON CORP NEW N/A N/A N 50000000.00 50000000.00 0.0075 N 50000000.00 50000000.00 California Hsg. Fin. Agcy. Rev. California Hsg. Fin. Agcy. Rev., 0.01% (Home Mtg. Prog.) Series 2006 F2, (Liquidity Facility Fannie Mae) (Liquidity Facility Freddie Mac) VRDN 13033K6J3 Variable Rate Demand Note First Tier Security 2015-04-07 2015-04-07 Y FANNIE MAE N/A N/A FREDDIE MAC N/A N/A N N 27000000.00 27000000.00 0.0040 N 27000000.00 27000000.00 California Poll. Cont. Fing. Auth. Ctfs. of Prtn. California Poll. Cont. Fing. Auth. Ctfs. of Prtn., 0.01% (Pacific Gas & Elec. Co. Proj.) Series 1996 E, LOC JPMorgan Chase Bank VRDN 130534XX3 Variable Rate Demand Note First Tier Security 2015-04-01 2015-04-01 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 17100000.00 17100000.00 0.0026 N 17100000.00 17100000.00 Calhoun Port Auth. Envir. Facilities Rev. Calhoun Port Auth. Envir. Facilities Rev., 0.06% (Formosa Plastics Corp. Proj.) Series 2012, LOC JPMorgan Chase Bank VRDN 129884AG7 Variable Rate Demand Note First Tier Security 2015-04-07 2015-04-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 5800000.00 5800000.00 0.0009 N 5800000.00 5800000.00 Houston Util. Sys. Rev. Houston Util. Sys. Rev., 0.01% Series 2004 B3, LOC Sumitomo Mitsui Banking Corp. VRDN 442435XN8 Variable Rate Demand Note First Tier Security 2015-04-07 2015-04-07 Y SUMITOMO MITSUI BKG CORP NY BR N/A N/A Y SUMITOMO MITSUI BKG CORP NY BR N/A N/A N 17000000.00 17000000.00 0.0025 N 17000000.00 17000000.00 Port Arthur Navigation District Envir. Facilities Rev. Port Arthur Navigation District Envir. Facilities Rev., 0.12% (Motiva Enterprises LLC Proj.) Series 2004 VRDN 735220AG0 Variable Rate Demand Note Second Tier Security 2015-04-07 2015-04-07 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., 0.19% (Motiva Enterprises LLC Proj.) Series 2010 D VRDN 735220AW5 Variable Rate Demand Note Second Tier Security 2015-04-01 2015-04-01 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 2010 B VRDN 735220AU9 Variable Rate Demand Note Second Tier Security 2015-04-01 2015-04-01 Y MOTIVA ENTERPRISES LLC N/A N/A N N 2900000.00 2900000.00 0.0004 N 2900000.00 2900000.00 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 2015-04-01 2015-04-01 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 2001 A VRDN 735220AT2 Variable Rate Demand Note Second Tier Security 2015-04-01 2015-04-01 Y MOTIVA ENTERPRISES LLC N/A N/A N N 5250000.00 5250000.00 0.0008 N 5250000.00 5250000.00 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 2015-04-01 2015-04-01 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 2015-04-01 2015-04-01 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., 0.16% (Pub. Svc. Elec. and Gas Co. Proj.) Series 2003 B1 VRDN 79410SBK1 Variable Rate Demand Note Second Tier Security 2015-04-07 2015-04-07 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., 0.17% (Pub. Svc. Elec. and Gas Co. Proj.) Series 2012 A VRDN 79410SBM7 Variable Rate Demand Note Second Tier Security 2015-04-07 2015-04-07 Y PUBLIC SERVICE ELEC & GAS CO N/A N/A N N 3400000.00 3400000.00 0.0005 N 3400000.00 3400000.00 Chicago Wtr. Rev. Chicago Wtr. Rev., 0.02% Series 2004 A1, LOC Bank of Tokyo-Mitsubishi UFJ Ltd. VRDN 167736YD3 Variable Rate Demand Note First Tier Security 2015-04-07 2015-04-07 Y BANK TOKYO-MITSUBISHI UFJ LTD N/A N/A Y BANK TOKYO-MITSUBISHI UFJ LTD N/A N/A N 16500000.00 16500000.00 0.0025 N 16500000.00 16500000.00 Clark County Arpt. Rev. Clark County Arpt. Rev., 0.02% Series 2008 C3, LOC Sumitomo Mitsui Banking Corp. VRDN 18085PKB9 Variable Rate Demand Note First Tier Security 2015-04-07 2015-04-07 Y SUMITOMO MITSUI BKG CORP NY BR N/A N/A Y SUMITOMO MITSUI BKG CORP NY BR N/A N/A N 8300000.00 8300000.00 0.0012 N 8300000.00 8300000.00 Clarksville Pub. Bldg. Auth. Rev. Clarksville Pub. Bldg. Auth. Rev., 0.04% (Tennessee Muni. Bond Fund Proj.) Series 2003, LOC Bank of America NA VRDN 182564AW4 Variable Rate Demand Note First Tier Security 2015-04-01 2015-04-01 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 Delaware Econ. Dev. Auth. Rev. Delaware Econ. Dev. Auth. Rev., 0.14% (Delmarva Pwr. & Lt. Co. Proj.) Series 1999 A VRDN 246387JQ8 Variable Rate Demand Note Second Tier Security 2015-04-07 2015-04-07 Y DELMARVA POWER & LIGHT N/A N/A N N 4400000.00 4400000.00 0.0007 N 4400000.00 4400000.00 Decatur Indl. Dev. Board Exempt Facilities Rev. Decatur Indl. Dev. Board Exempt Facilities Rev., 0.21% (Nucor Steel Decatur LLC Proj.) Series 2003 A VRDN 242846AA1 Variable Rate Demand Note Second Tier Security 2015-04-07 2015-04-07 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., 0.12% (Palatek Proj.) LOC Comerica Bank VRDN 594316AA9 Variable Rate Demand Note First Tier Security 2015-04-07 2015-04-07 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., 0.21% (Nucor Corp. Proj.) Series 1996 VRDN 854743AD3 Variable Rate Demand Note Second Tier Security 2015-04-07 2015-04-07 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., 0.18% (Nucor Steel Louisiana LLC Proj.) Series 2010 B1 VRDN 790103AH8 Variable Rate Demand Note Second Tier Security 2015-04-07 2015-04-07 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., 0.25% (Arizona Pub. Svc. Co. Palo Verde Proj.) Series 2009 A VRDN 566854EB7 Variable Rate Demand Note Second Tier Security 2015-04-07 2015-04-07 Y ARIZONA PUBLIC SERVICE CO N/A N/A N N 1800000.00 1800000.00 0.0003 N 1800000.00 1800000.00 Schuylkill County Indl. Dev. Auth. Rev. Schuylkill County Indl. Dev. Auth. Rev., 0.14% (KP Tamaqua LP Proj.) Series 2007, LOC Citizens Bank of Pennsylvania VRDN 808390ER5 Variable Rate Demand Note Second Tier Security 2015-04-07 2015-04-07 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 Converse County Envir. Impt. Rev. Converse County Envir. Impt. Rev., 0.28% Series 1995 VRDN 212490AC0 Variable Rate Demand Note Second Tier Security 2015-04-07 2015-04-07 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., 0.16% Series VII, LOC Bank of America NA VRDN 967257SG2 Variable Rate Demand Note First Tier Security 2015-04-07 2015-04-07 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 First Tier Security 2015-09-11 2015-09-11 N N N 7735000.00 7763587.48 0.0012 N 7764547.70 7764547.70 Attleboro Gen. Oblig. Attleboro Gen. Oblig., 1.00% BAN 049843W27 Other Municipal Debt First Tier Security 2016-03-18 2016-03-18 N N N 1740475.00 1753317.02 0.0003 N 1752519.09 1752519.09 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 10067155.77 0.0015 N 10069306.86 10069306.86 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 1263855.64 0.0002 N 1263829.90 1263829.90 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 14418626.38 0.0022 N 14419358.38 14419358.38 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 1170000.00 0.0002 N 1170000.00 1170000.00 Boston Gen. Oblig. Boston Gen. Oblig., 4.00% Bonds Series 2015 B 100853UZ1 Other Municipal Debt Unrated Security 2016-04-01 2016-04-01 N N N 10045000.00 10427111.80 0.0016 N 10419879.40 10419879.40 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 3390000.00 0.0005 N 3390000.00 3390000.00 Boston Gen. Oblig. Boston Gen. Oblig., 5.00% Bonds Series 2014 A 100853TJ9 Other Municipal Debt Unrated Security 2016-03-01 2016-03-01 N N N 5900000.00 6158948.26 0.0009 N 6155293.00 6155293.00 Boston Gen. Oblig. Boston Gen. Oblig., 5.00% Bonds Series 2007 B 100853DA5 Other Municipal Debt Unrated Security 2016-03-01 2016-03-01 N N N 6545000.00 6834718.33 0.0010 N 6827613.10 6827613.10 Boston Gen. Oblig. Boston Gen. Oblig., 5.00% Bonds Series 2015 A 100853UD0 Other Municipal Debt Unrated Security 2016-04-01 2016-04-01 N N N 6500000.00 6810830.00 0.0010 N 6805240.00 6805240.00 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 15030795.44 0.0022 N 15031438.22 15031438.22 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 9355889.21 0.0014 N 9357243.60 9357243.60 Cambridge Gen. Oblig. Cambridge Gen. Oblig., 2.00% Bonds Series 2015 A 132285Y76 Other Municipal Debt Unrated Security 2016-02-15 2016-02-15 N N N 5585000.00 5675755.41 0.0008 N 5672628.65 5672628.65 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 4758922.95 0.0007 N 4759448.96 4759448.96 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 26606625.67 0.0040 N 26607182.00 26607182.00 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 1357914.50 0.0002 N 1357911.00 1357911.00 Concord & Carlisle Reg'l. School District Concord & Carlisle Reg'l. School District, 5.00% Bonds 206165GF3 Other Municipal Debt Unrated Security 2016-03-15 2016-03-15 N N N 1150000.00 1202659.32 0.0002 N 1201451.00 1201451.00 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 3406876.22 0.0005 N 3406800.00 3406800.00 East Bridgewater Massachusetts East Bridgewater Massachusetts, 1.00% BAN 271227NE6 Other Municipal Debt First Tier Security 2015-09-18 2015-09-18 N N N 5936100.00 5960767.79 0.0009 N 5961150.34 5961150.34 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 6655646.50 0.0010 N 6656712.23 6656712.23 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 8172539.28 0.0012 N 8173018.75 8173018.75 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 10543984.62 0.0016 N 10544573.31 10544573.31 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 15049289.84 0.0022 N 15051450.00 15051450.00 Gloucester Gen. Oblig. Gloucester Gen. Oblig., 1.25% BAN 379713EC0 Other Municipal Debt First Tier Security 2016-02-05 2016-02-05 N N N 2000000.00 2017782.42 0.0003 N 2017020.00 2017020.00 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 5337468.38 0.0008 N 5338090.23 5338090.23 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 40366345.40 0.0060 N 40370142.01 40370142.01 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 10514288.37 0.0016 N 10515645.00 10515645.00 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 2739234.96 0.0004 N 2738218.50 2738218.50 Lexington Gen. Oblig. Lexington Gen. Oblig., 2.00% Bonds Series 2015 529284G88 Other Municipal Debt Unrated Security 2016-02-15 2016-02-15 N N N 1928000.00 1958534.29 0.0003 N 1958076.80 1958076.80 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 485077.35 0.0001 N 485092.15 485092.15 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 14110029.73 0.0021 N 14111920.17 14111920.17 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 16442700.65 0.0025 N 16444958.40 16444958.40 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 7651147.57 0.0011 N 7652497.32 7652497.32 Massachusetts Bay Trans. Auth. Sales Tax Rev. Massachusetts Bay Trans. Auth. Sales Tax Rev., 5.00% Bonds Series 2006 B 575579MC8 Other Municipal Debt Unrated Security 2015-07-01 2015-07-01 N N N 2620000.00 2652371.19 0.0004 N 2650234.80 2650234.80 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 13965000.00 14153072.72 0.0021 N 14142634.80 14142634.80 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 10327330.81 0.0015 N 10322233.60 10322233.60 Massachusetts Clean Wtr. Trust Massachusetts Clean Wtr. Trust, 4.00% Bonds Series 14 57604PW59 Other Municipal Debt Unrated Security 2015-08-01 2015-08-01 N N N 550000.00 556920.99 0.0001 N 556864.00 556864.00 Massachusetts Clean Wtr. Trust Massachusetts Clean Wtr. Trust, 5.00% Bonds Series 2014 57605AFA9 Other Municipal Debt Unrated Security 2015-08-01 2015-08-01 N N N 31835000.00 32354062.02 0.0048 N 32334172.80 32334172.80 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 7905000.00 8041656.21 0.0012 N 8035274.40 8035274.40 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 1260084.06 0.0002 N 1260012.50 1260012.50 Massachusetts Dev. Fin. Agcy. Massachusetts Dev. Fin. Agcy., 0.07% Series 5, LOC TD Banknorth, NA, CP 57563P9T2 Other Municipal Debt First Tier Security 2015-04-01 2015-04-01 N Y TD BANK NA WILMINGTON DE N/A N/A N 8832000.00 8832000.00 0.0013 N 8832000.00 8832000.00 Massachusetts Dev. Fin. Agcy. Electrical Utils. Rev. Massachusetts Dev. Fin. Agcy. Electrical Utils. Rev., 0.32% Bonds (Nantucket Elec. Co. Proj.) Series 2005, tender 04/20/2015, CP Mode 57584GAC2 Other Municipal Debt Second Tier Security 2015-04-20 2015-04-20 N N Y OBLIGOR NANTUCKET ELEC CO N/A N/A 7700000.00 7700000.00 0.0012 N 7700000.00 7700000.00 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 12200122.00 12200122.00 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 Series R1 57583R3U7 Other Municipal Debt Unrated Security 2015-07-01 2015-07-01 N N Y OBLIGOR BOSTON COLLEGE,MA N/A N/A 400000.00 404761.84 0.0001 N 404588.00 404588.00 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 1075000.00 1113496.22 0.0002 N 1113495.75 1113495.75 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.02% Bonds Series 2014 D 57582RCM6 Other Municipal Debt Unrated Security 2015-04-02 2016-02-01 N N N 56435000.00 56436616.21 0.0084 N 56435564.35 56435564.35 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.47% Bonds Series 2012 A 57582PE89 Other Municipal Debt Unrated Security 2015-04-02 2015-09-01 N N N 5000000.00 5000000.00 0.0007 N 5000000.00 5000000.00 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 47508612.16 0.0071 N 47503701.10 47503701.10 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 65200000.00 65255716.17 0.0098 N 65258028.00 65258028.00 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 141977193.68 0.0212 N 141993007.60 141993007.60 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 277993377.91 0.0416 N 278036598.00 278036598.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 2.00% Bonds Series 2014 2 57582PW30 Other Municipal Debt Unrated Security 2016-04-01 2016-04-01 N N N 3000000.00 3054062.29 0.0005 N 3052860.00 3052860.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 3.85% Bonds Series 2004 C 57582NR56 Other Municipal Debt Unrated Security 2015-08-01 2015-08-01 N N N 13600000.00 13770221.63 0.0021 N 13764152.00 13764152.00 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 1149572.52 0.0002 N 1149130.75 1149130.75 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 3215000.00 3296363.77 0.0005 N 3295728.65 3295728.65 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 4.30% Bonds Series 2005 C, (Pre-Refunded to 9/1/2015 @ 100) 57582N2T1 Other Municipal Debt Unrated Security 2015-09-01 2015-09-01 N N N 10360000.00 10540843.22 0.0016 N 10537881.20 10537881.20 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 1100000.00 1113321.68 0.0002 N 1112716.00 1112716.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.00% Bonds Series 2005 C, (Pre-Refunded to 9/1/2015 @ 100) 57582N2U8 Other Municipal Debt Unrated Security 2015-09-01 2015-09-01 N N N 1390000.00 1418466.56 0.0002 N 1417869.50 1417869.50 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 1600000.00 1632479.24 0.0002 N 1631488.00 1631488.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.00% Bonds Series 2005 C, (Pre-Refunded to 9/1/2015 @ 100) 57582N2V6 Other Municipal Debt Unrated Security 2015-09-01 2015-09-01 N N N 590000.00 601834.01 0.0001 N 601829.50 601829.50 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 5101925.73 0.0008 N 5100250.00 5100250.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.00% Bonds Series 2011 D 57582PA75 Other Municipal Debt Unrated Security 2015-10-01 2015-10-01 N N N 2000000.00 2048825.96 0.0003 N 2047420.00 2047420.00 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 1028266.12 0.0002 N 1027710.00 1027710.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.00% Bonds Series 2009 A 57582PPX2 Other Municipal Debt Unrated Security 2016-03-01 2016-03-01 N N N 2000000.00 2088216.67 0.0003 N 2086360.00 2086360.00 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 6695000.00 6809908.56 0.0010 N 6805534.45 6805534.45 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 1017111.18 0.0002 N 1016440.00 1016440.00 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 4290211.15 0.0006 N 4288536.00 4288536.00 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 3900000.00 4003947.91 0.0006 N 4001361.00 4001361.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.50% Bonds Series 2002 C 57582NDN2 Other Municipal Debt Unrated Security 2015-11-01 2015-11-01 N N N 750000.00 773199.55 0.0001 N 772740.00 772740.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.04% Series EE, CP 00N992SM5 Other Municipal Debt First Tier Security 2015-04-02 2015-04-02 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., 0.04% Series EE, CP 00N992ST0 Other Municipal Debt First Tier Security 2015-04-07 2015-04-07 N N Y OBLIGOR PRESIDENT & FELLOWS HARVARD CO N/A N/A 15304000.00 15304000.00 0.0023 N 15304000.00 15304000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.04% Series EE, CP 00N992SS2 Other Municipal Debt First Tier Security 2015-04-07 2015-04-07 N N Y OBLIGOR PRESIDENT & FELLOWS HARVARD CO N/A N/A 20800000.00 20800000.00 0.0031 N 20800000.00 20800000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.04% Series EE, CP 00N992SX1 Other Municipal Debt First Tier Security 2015-05-01 2015-05-01 N N Y OBLIGOR PRESIDENT & FELLOWS HARVARD CO N/A N/A 27300000.00 27300000.00 0.0041 N 27300273.00 27300273.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.04% Series EE, CP 00N992SY9 Other Municipal Debt First Tier Security 2015-05-04 2015-05-04 N N Y OBLIGOR PRESIDENT & FELLOWS HARVARD CO N/A N/A 41000000.00 41000000.00 0.0061 N 41000410.00 41000410.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.04% Series EE, CP 00N992SU7 Other Municipal Debt First Tier Security 2015-05-04 2015-05-04 N N Y OBLIGOR PRESIDENT & FELLOWS HARVARD CO N/A N/A 20200000.00 20200000.00 0.0030 N 20200202.00 20200202.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.04% Series EE, CP 00N992SV5 Other Municipal Debt First Tier Security 2015-05-06 2015-05-06 N N Y OBLIGOR PRESIDENT & FELLOWS HARVARD CO N/A N/A 23300000.00 23300000.00 0.0035 N 23300466.00 23300466.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.05% Bonds (Partners HealthCare Sys., Inc. Proj.) Series 2008 H2, tender 05/06/2015, CP Mode 57586CW27 Other Municipal Debt First Tier Security 2015-05-06 2015-05-06 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 14040000.00 14040000.00 0.0021 N 14040561.60 14040561.60 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.05% Bonds (Partners HealthCare Sys., Inc. Proj.) Series 2008 H1, tender 05/07/2015, CP Mode 57586CV93 Other Municipal Debt First Tier Security 2015-05-07 2015-05-07 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 18100000.00 18100000.00 0.0027 N 18100724.00 18100724.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.06% Bonds (Partners HealthCare Sys., Inc. Proj.) Series 2008 H2, tender 06/16/2015, CP Mode 57586CW27 Other Municipal Debt First Tier Security 2015-06-16 2015-06-16 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 16300000.00 16300000.00 0.0024 N 16300978.00 16300978.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.06% Bonds (Partners HealthCare Sys., Inc. Proj.) Series 2008 H1, tender 07/06/2015, CP Mode 57586CV93 Other Municipal Debt First Tier Security 2015-07-06 2015-07-06 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 15800000.00 15800000.00 0.0024 N 15800474.00 15800474.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.06% Bonds (Partners HealthCare Sys., Inc. Proj.) Series 2008 H1, tender 07/07/2015, CP Mode 57586CV93 Other Municipal Debt First Tier Security 2015-07-07 2015-07-07 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 11300000.00 11300000.00 0.0017 N 11300000.00 11300000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.06% Bonds (Partners HealthCare Sys., Inc. Proj.) Series 2008 H2, tender 07/08/2015, CP Mode 57586CW27 Other Municipal Debt First Tier Security 2015-07-08 2015-07-08 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 12640000.00 12640000.00 0.0019 N 12640000.00 12640000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.07% Bonds (Partners HealthCare Sys., Inc. Proj.) Series 2008 H2, tender 08/03/2015, CP Mode 57586CW27 Other Municipal Debt First Tier Security 2015-08-03 2015-08-03 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 17890000.00 17890000.00 0.0027 N 17890536.70 17890536.70 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.07% Bonds (Partners HealthCare Sys., Inc. Proj.) Series 2008 H1, tender 08/04/2015, CP Mode 57586CV93 Other Municipal Debt First Tier Security 2015-08-04 2015-08-04 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 14160000.00 14160000.00 0.0021 N 14160424.80 14160424.80 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.07% Bonds (Partners HealthCare Sys., Inc. Proj.) Series 2008 H1, tender 08/06/2015, CP Mode 57586CV93 Other Municipal Debt First Tier Security 2015-08-06 2015-08-06 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 18100000.00 18100000.00 0.0027 N 18100724.00 18100724.00 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., 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 1640625.06 0.0002 N 1640323.75 1640323.75 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 1021372.90 0.0002 N 1020340.00 1020340.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 5.00% Bonds Series 2010 A 57586ETE1 Other Municipal Debt Unrated Security 2015-10-01 2015-10-01 N N Y OBLIGOR NORTHEASTERN UNIV MA REV N/A N/A 425000.00 435046.25 0.0001 N 434779.25 434779.25 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 5.00% Bonds Series 2009 A 57586ECR0 Other Municipal Debt Unrated Security 2015-11-15 2015-11-15 N N Y OBLIGOR PRESIDENT & FELLOWS HARVARD CO N/A N/A 9545000.00 9834638.72 0.0015 N 9829345.55 9829345.55 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 04/09/2015, CP Mode 575856BG3 Other Municipal Debt Second Tier Security 2015-04-09 2015-04-09 N N Y OBLIGOR NEW ENGLAND POWER CO N/A N/A 2000000.00 2000000.00 0.0003 N 2000000.00 2000000.00 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 04/20/2015, CP Mode 575856BG3 Other Municipal Debt Second Tier Security 2015-04-20 2015-04-20 N N Y OBLIGOR NEW ENGLAND POWER CO N/A N/A 22350000.00 22350000.00 0.0033 N 22350000.00 22350000.00 Massachusetts Muni. Wholesale Elec. Co. Pwr. Supply Sys. Rev. Massachusetts Muni. Wholesale Elec. Co. Pwr. Supply Sys. Rev., 5.00% Bonds (Nuclear #6 Proj.) Series 2012 A 575765ZP0 Other Municipal Debt Unrated Security 2015-07-01 2015-07-01 N N N 1100000.00 1113178.98 0.0002 N 1112540.00 1112540.00 Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 0.04% Series 2012 A, LOC TD Banknorth, NA, CP 57599LHC7 Other Municipal Debt First Tier Security 2015-05-04 2015-05-04 N Y TD BANK NA WILMINGTON DE N/A N/A N 15100000.00 15100000.00 0.0023 N 15100151.00 15100151.00 Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 0.05% Series 2012 B, LOC TD Banknorth, NA, CP 57599LHD5 Other Municipal Debt First Tier Security 2015-05-04 2015-05-04 N Y TD BANK NA WILMINGTON DE N/A N/A N 7000000.00 7000000.00 0.0010 N 7000070.00 7000070.00 Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 0.06% Seris 2012 B, LOC TD Banknorth, NA, CP 57599LHE3 Other Municipal Debt First Tier Security 2015-04-15 2015-04-15 N Y TD BANK NA WILMINGTON DE N/A N/A N 33000000.00 33000000.00 0.0049 N 33000000.00 33000000.00 Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 0.07% Series 2012 A, LOC TD Banknorth, NA, CP 57599LHA1 Other Municipal Debt First Tier Security 2015-05-07 2015-05-07 N Y TD BANK NA WILMINGTON DE N/A N/A N 18100000.00 18100000.00 0.0027 N 18100724.00 18100724.00 Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 0.08% LOC TD Banknorth, NA, CP 57599LHB9 Other Municipal Debt First Tier Security 2015-05-07 2015-05-07 N Y TD BANK NA WILMINGTON DE N/A N/A N 40000000.00 40000000.00 0.0060 N 40001600.00 40001600.00 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 5163789.07 0.0008 N 5162564.60 5162564.60 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 1012089.18 0.0002 N 1011350.00 1011350.00 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 3056334.35 0.0005 N 3054277.00 3054277.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.04% Series C, LOC Barclays Bank PLC, CP 19D99XBW4 Other Municipal Debt First Tier Security 2015-05-12 2015-05-12 N Y BARCLAYS BANK PLC N/A N/A N 18100000.00 18100000.00 0.0027 N 18100181.00 18100181.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.05% Series A, LOC Bank of America NA, CP 19D99XCA1 Other Municipal Debt First Tier Security 2015-06-03 2015-06-03 N Y BANK OF AMERICA NA N/A N/A N 19900000.00 19900000.00 0.0030 N 19900000.00 19900000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.05% Series C, LOC Barclays Bank PLC, CP 19D99XBX2 Other Municipal Debt First Tier Security 2015-06-09 2015-06-09 N Y BARCLAYS BANK PLC N/A N/A N 18100000.00 18100000.00 0.0027 N 18100000.00 18100000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.06% Series B, LOC Citibank NA, CP 19D99XBY0 Other Municipal Debt First Tier Security 2015-07-13 2015-07-13 N Y CITIBANK NA N/A N/A N 22600000.00 22600000.00 0.0034 N 22600000.00 22600000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 5.00% Bonds Series 2009 A 576000KQ5 Other Municipal Debt Unrated Security 2015-05-15 2015-05-15 N N N 5655000.00 5688240.07 0.0009 N 5688194.85 5688194.85 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 9702423.95 0.0015 N 9696575.25 9696575.25 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 5.00% Bonds Series 2015 A 576000QE6 Other Municipal Debt First Tier Security 2016-01-15 2016-01-15 N N N 36315000.00 37716836.82 0.0056 N 37696059.45 37696059.45 Massachusetts State Dev. Fin. Agcy. Elec. Util. Rev. Massachusetts State Dev. Fin. Agcy. Elec. Util. Rev., 0.29% Bonds (Nantucket Elec. Co. Proj.) Series 2007, tender 04/16/2015, CP Mode 57584TAA8 Other Municipal Debt Second Tier Security 2015-04-16 2015-04-16 N N Y OBLIGOR NANTUCKET ELEC CO N/A N/A 500000.00 500000.00 0.0001 N 500000.00 500000.00 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 04/16/2015, CP Mode 57584TAA8 Other Municipal Debt Second Tier Security 2015-04-16 2015-04-16 N N Y OBLIGOR NANTUCKET ELEC CO N/A N/A 1200000.00 1200000.00 0.0002 N 1200000.00 1200000.00 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.09% Bonds Series Solar 06 86, tender 05/28/2015, (Liquidity Facility U.S. Bank NA, Cincinnati) 27884FHL7 Other Municipal Debt First Tier Security 2015-05-28 2015-05-28 Y US BANK NA CINCINNATI OHIO N/A N/A N N 21710000.00 21710000.00 0.0032 Y 21710000.00 21710000.00 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.09% Series 1999, LOC State Street Bank & Trust Co., Boston, CP 48X990AD6 Other Municipal Debt First Tier Security 2015-08-06 2015-08-06 N Y STATE ST BK & TR CO BOSTON N/A N/A N 20800000.00 20800000.00 0.0031 N 20800000.00 20800000.00 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 12500625.00 12500625.00 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 1800000.00 1830542.78 0.0003 N 1829592.00 1829592.00 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 4616171.70 0.0007 N 4616911.60 4616911.60 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 10808204.06 0.0016 N 10809288.00 10809288.00 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 1209976.08 0.0002 N 1210008.00 1210008.00 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 4407805.83 0.0007 N 4408261.65 4408261.65 Norfolk County Norfolk County, 1.25% BAN 655711HR3 Other Municipal Debt First Tier Security 2016-03-24 2016-03-24 N N N 5000000.00 5051727.55 0.0008 N 5049900.00 5049900.00 Norwood Gen. Oblig. Norwood Gen. Oblig., 1.00% BAN 669555WM2 Other Municipal Debt First Tier Security 2015-08-28 2015-08-28 N N N 9556000.00 9591642.03 0.0014 N 9589159.32 9589159.32 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 6534189.61 0.0010 N 6534998.40 6534998.40 Peabody Gen. Oblig. Peabody Gen. Oblig., 1.25% BAN 7045734X9 Other Municipal Debt First Tier Security 2016-03-24 2016-03-24 N N N 17900000.00 18088715.31 0.0027 N 18084012.00 18084012.00 Pittsfield Gen. Oblig. Pittsfield Gen. Oblig., 1.25% BAN 725463U43 Other Municipal Debt First Tier Security 2016-04-01 2016-04-01 N N N 13754055.00 13899160.28 0.0021 N 13897922.42 13897922.42 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 16113942.16 0.0024 N 16115134.00 16115134.00 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 3005638.52 0.0004 N 3005970.00 3005970.00 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 4833374.71 0.0007 N 4833929.80 4833929.80 Quincy Gen. Oblig. Quincy Gen. Oblig., 1.25% BAN 748508JA7 Other Municipal Debt First Tier Security 2016-01-22 2016-01-22 N N N 27100000.00 27341309.12 0.0041 N 27333873.00 27333873.00 Quincy Gen. Oblig. Quincy Gen. Oblig., 4.00% Bonds 748508KA5 Other Municipal Debt Unrated Security 2015-08-01 2015-08-01 N N N 1945000.00 1970149.40 0.0003 N 1969215.25 1969215.25 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 13154945.84 0.0020 N 13155391.50 13155391.50 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 10767101.01 0.0016 N 10767656.61 10767656.61 Scituate Gen. Oblig. Scituate Gen. Oblig., 0.75% BAN 809095VL3 Other Municipal Debt First Tier Security 2015-06-30 2015-06-30 N N N 9043000.00 9058249.35 0.0014 N 9058463.53 9058463.53 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 22728152.99 0.0034 N 22730418.00 22730418.00 Univ. of Massachusetts Bldg. Auth. Facilities Rev. Univ. of Massachusetts Bldg. Auth. Facilities Rev., 3.00% Bonds Series 2013 914440MK5 Other Municipal Debt Unrated Security 2015-11-01 2015-11-01 N N Y OBLIGOR UNIV OF MASSACHUSETTS N/A N/A 2150000.00 2186254.35 0.0003 N 2185238.50 2185238.50 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 240944.26 0.0000 N 240967.20 240967.20 Univ. of Massachusetts Bldg. Auth. Rev. Univ. of Massachusetts Bldg. Auth. Rev., 0.07% Series A1, LOC State Street Bank & Trust Co., Boston, CP 9144379H3 Other Municipal Debt First Tier Security 2015-05-07 2015-05-07 N Y STATE ST BK & TR CO BOSTON N/A N/A N 18300000.00 18300000.00 0.0027 N 18300732.00 18300732.00 Univ. of Massachusetts Bldg. Auth. Rev. Univ. of Massachusetts Bldg. Auth. Rev., 5.00% Bonds Series 2 914437NZ7 Other Municipal Debt Unrated Security 2015-11-01 2015-11-01 N N Y OBLIGOR UNIV OF MASSACHUSETTS N/A N/A 930000.00 956281.80 0.0001 N 955612.20 955612.20 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 13229330.97 0.0020 N 13231227.98 13231227.98 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 3250075.56 0.0005 N 3250097.50 3250097.50 Westfield Gen. Oblig. Westfield Gen. Oblig., 1.25% BAN 960096Q40 Other Municipal Debt First Tier Security 2016-04-01 2016-04-01 N N N 11868500.00 11996086.38 0.0018 N 11995018.21 11995018.21 Weston Gen. Oblig. Weston Gen. Oblig., 1.25% BAN 9611653R6 Other Municipal Debt First Tier Security 2016-02-03 2016-02-03 N N N 9148298.00 9233059.86 0.0014 N 9230266.75 9230266.75 Weston Gen. Oblig. Weston Gen. Oblig., 5.00% Bonds Series 2015 9611652Q9 Other Municipal Debt Unrated Security 2016-02-01 2016-02-01 N N N 1257000.00 1307827.69 0.0002 N 1306588.65 1306588.65 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 37618509.87 0.0056 N 37624308.63 37624308.63 Worcester Gen. Oblig. Worcester Gen. Oblig., 1.25% BAN 981306JL8 Other Municipal Debt First Tier Security 2015-12-17 2015-12-17 N N N 9577000.00 9652886.32 0.0014 N 9651796.37 9651796.37 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 4464936.53 0.0007 N 4467435.75 4467435.75 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 4390271.14 0.0007 N 4388563.38 4388563.38 Jefferson County Poll. Cont. Rev. Jefferson County Poll. Cont. Rev., 0.20% Bonds (Louisville Gas & Elec. Co. Proj.) Series 2001 A, tender 04/06/2015, CP Mode 473044BV6 Other Municipal Debt Second Tier Security 2015-04-06 2015-04-06 N N Y OBLIGOR LOUISVILLE GAS & ELECTRIC CO N/A N/A 2000000.00 2000000.00 0.0003 N 2000000.00 2000000.00 Florida Gen. Oblig. Florida Gen. Oblig., 0.06% Bonds Series PZ 130, tender 05/08/2015, (Liquidity Facility Wells Fargo & Co.) 341150WR7 Other Municipal Debt First Tier Security 2015-05-08 2015-05-08 Y WELLS FARGO & CO NEW N/A N/A N N 1100000.00 1100000.00 0.0002 Y 1100000.00 1100000.00 Fidelity Revere Str Trust Fidelity Municipal Cash Central Fund, 0.02% 31635A204 Investment Company Unrated Security 2015-04-07 2015-04-07 N N N 881270000.00 881270000.00 0.1317 N 881270000.00 881270000.00