N-MFP LIVE N 2015-06-30 0000357057 S000007115 1 N N 002-75537 FIDELITY MANAGEMENT & RESEARCH COMPANY (FMR) 801-07884 FIDELITY INVESTMENTS MONEY MANAGEMENT, INC. 801-34590 FMR INVESTMENT MANAGEMENT (U.K.) LIMITED 801-28773 FIDELITY MANAGEMENT & RESEARCH (HONG KONG) LIMITED 801-69507 FIDELITY MANAGEMENT & RESEARCH (JAPAN) LIMITED 801-69571 DELOITTE & TOUCHE LLP Boston MA None FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. 0000862124 084-01839 N N N Single State Fund 32 34 6358386395.43 20087570.93 9773256.28 6368700710.08 0.0008 1.0009 2015-06-30 1.0009 2015-06-30 C000019444 5000.00 6368700710.08 1.00 12245033.68 1157635036.78 1145390003.10 0.0001 1.0009 2015-06-30 1.0009 2015-06-30 Boston Indl. Dev. Rev. Boston Indl. Dev. Rev., 0.08% (New Boston Seafood Ctr., Inc. Proj.) Series 1997, LOC Bank of America NA VRDN 100883AH0 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 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., 0.07% Series 1994 A, LOC State Street Bank & Trust Co., Boston VRDN 101029HM1 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 Y STATE ST BK & TR CO BOSTON N/A N/A Y STATE ST BK & TR CO BOSTON N/A N/A N 19705000.00 19705000.00 0.0031 N 19705000.00 19705000.00 Massachusetts Clean Wtr. Trust Massachusetts Clean Wtr. Trust, 0.07% Participating VRDN Series Clipper 05 36, (Liquidity Facility State Street Bank & Trust Co., Boston) 18886PKV6 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 Y STATE ST BK & TR CO BOSTON N/A N/A N N 9970000.00 9970000.00 0.0016 N 9970000.00 9970000.00 Massachusetts Clean Wtr. Trust Massachusetts Clean Wtr. Trust, 0.07% Participating VRDN Series BBT 08 40, (Liquidity Facility Branch Banking & Trust Co.) 07330CNT2 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 Y BRANCH BANKING AND TRUST CO N/A N/A N N 15175000.00 15175000.00 0.0024 N 15175000.00 15175000.00 Massachusetts Clean Wtr. Trust Massachusetts Clean Wtr. Trust, 0.08% Participating VRDN Series Putters 3159, (Liquidity Facility JPMorgan Chase Bank) 46632PEK5 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 15490000.00 15490000.00 0.0024 N 15490000.00 15490000.00 Massachusetts Clean Wtr. Trust Massachusetts Clean Wtr. Trust, 0.10% Participating VRDN Series Clipper 06 11, (Liquidity Facility State Street Bank & Trust Co., Boston) 18886PPV1 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 Y STATE ST BK & TR CO BOSTON N/A N/A N N 34300000.00 34300000.00 0.0054 N 34300000.00 34300000.00 Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev. Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev., 0.07% Series 2010 A3, LOC Landesbank Hessen-Thuringen VRDN 57563CAC6 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 Y LANDESBANK HESS-THURNGN(UNGTD) N/A N/A Y LANDESBANK HESS-THURNGN(UNGTD) N/A N/A N 56545000.00 56545000.00 0.0089 N 56545000.00 56545000.00 Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev. Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev., 0.07% Series 2010 A1, LOC Citibank NA VRDN 57563CBF8 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 Y CITIBANK NA N/A N/A Y CITIBANK NA N/A N/A N 58350000.00 58350000.00 0.0092 N 58350000.00 58350000.00 Massachusetts Dev. Fin. Agcy. Indl. Dev. Rev. Massachusetts Dev. Fin. Agcy. Indl. Dev. Rev., 0.20% (Charm Sciences, Inc. Proj.) Series 1999 A, LOC Bank of America NA VRDN 57583EAJ3 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 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. Indl. Dev. Rev. Massachusetts Dev. Fin. Agcy. Indl. Dev. Rev., 0.20% (Monkiewicz Realty Trust Proj.) LOC Bank of America NA VRDN 57583EAP9 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 1800000.00 1800000.00 0.0003 N 1800000.00 1800000.00 Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev. Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev., 0.06% (Salem Heights Apts. Proj.) Series 2003 A, LOC Fed. Home Ln. Bank of Boston VRDN 57583XAE2 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 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 0.0022 N 13700000.00 13700000.00 Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev. Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev., 0.08% (Avalon Acton Apts. Proj.) Series 2006, LOC Fannie Mae VRDN 57583XBG6 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 Y FANNIE MAE N/A N/A Y FANNIE MAE N/A N/A N 38500000.00 38500000.00 0.0060 N 38500000.00 38500000.00 Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev. Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev., 0.09% (Tammy Brook Apts. Proj.) Series 2009, LOC Freddie Mac VRDN 57583XBN1 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 Y FREDDIE MAC N/A N/A Y FREDDIE MAC N/A N/A N 6200000.00 6200000.00 0.0010 N 6200000.00 6200000.00 Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev. Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev., 0.09% (Archstone Reading Apts. Proj.) Series 2004 A, LOC Freddie Mac VRDN 57583XAQ5 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 Y FREDDIE MAC N/A N/A Y FREDDIE MAC N/A N/A N 24840000.00 24840000.00 0.0039 N 24840000.00 24840000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.02% (Partners HealthCare Sys. Proj.) Series 2014 M1, LOC U.S. Bank NA, Cincinnati VRDN 57583UB49 Variable Rate Demand Note First Tier Security 2015-07-01 2015-07-01 Y US BANK NA CINCINNATI OHIO N/A N/A Y US BANK NA CINCINNATI OHIO N/A N/A N 41000000.00 41000000.00 0.0064 N 41000000.00 41000000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.02% (Boston Univ. Proj.) Series U-6C, LOC TD Banknorth, NA VRDN 57583RWB7 Variable Rate Demand Note First Tier Security 2015-07-01 2015-07-01 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 0.0069 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 2015-07-01 2015-07-01 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 31045000.00 31045000.00 0.0049 N 31045000.00 31045000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.04% (Boston Univ. Proj.) Series U3, LOC Northern Trust Co. VRDN 57583RWG6 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 Y NORTHERN TRUST CO CHICAGO N/A N/A Y NORTHERN TRUST CO CHICAGO N/A N/A N 29500000.00 29500000.00 0.0046 N 29500000.00 29500000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.05% (Boston Univ. Proj.) Series U-5A, LOC Fed. Home Ln. Bank of Boston VRDN 57583RP41 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 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 0.0056 N 35800000.00 35800000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.05% (Babson College Proj.) Series 2008 A, LOC Fed. Home Ln. Bank of Boston VRDN 57583RL86 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 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., 0.05% (Smith College Proj.) Series 2007, (Liquidity Facility TD Banknorth, NA) VRDN 57583R2R5 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 Y TD BANK NA WILMINGTON DE N/A N/A N Y OBLIGOR SMITH COLLEGE, MA N/A N/A 61200000.00 61200000.00 0.0096 N 61200000.00 61200000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.06% (Wilber School Apts. Proj.) Series 2008 A, LOC Bank of America NA VRDN 57583RD77 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 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., 0.06% (Smith College Proj.) Series 2002 VRDN 57583FYL9 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 Y SMITH COLLEGE, MA N/A N/A N N 15359000.00 15359000.00 0.0024 N 15359000.00 15359000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.06% (Smith College Proj.) Series 2001 VRDN 57583FWB3 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 Y SMITH COLLEGE, MA N/A N/A N N 16939000.00 16939000.00 0.0027 N 16939000.00 16939000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.06% (Seven Hills Foundation and Affiliates Proj.) Series 2008 A, LOC TD Banknorth, NA VRDN 57583RZV0 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 8935000.00 8935000.00 0.0014 N 8935000.00 8935000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.06% (Seven Hills Foundation and Affiliates Proj.) Series 2008 B, LOC TD Banknorth, NA VRDN 57583RZW8 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 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 0.0008 N 4875000.00 4875000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.06% (ISO New England, Inc. Proj.) Series 2005, LOC TD Banknorth, NA VRDN 57583RAA3 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 30485000.00 30485000.00 0.0048 N 30485000.00 30485000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.06% Series 2014 M2, LOC Bank of New York, New York VRDN 57583UB56 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 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 0.0062 N 39200000.00 39200000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.07% (Briarwood Retirement Cmnty. Proj.) Series 2004 A, LOC Manufacturers & Traders Trust Co. VRDN 57583F5P2 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 Y MANUFACTURERS & TRADERS TR CO N/A N/A Y MANUFACTURERS & TRADERS TR CO N/A N/A N 13545000.00 13545000.00 0.0021 N 13545000.00 13545000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.07% (Worcester Polytechnic Institute Proj.) Series 2008 A, LOC TD Banknorth, NA VRDN 57583RTX3 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 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 0.0037 N 23375000.00 23375000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.07% Series 2006, LOC PNC Bank NA VRDN 57583RFL4 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 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 0.0023 N 14910000.00 14910000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.07% Series 2010, LOC Manufacturers & Traders Trust Co. VRDN 57583R5Y7 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 Y MANUFACTURERS & TRADERS TR CO N/A N/A Y MANUFACTURERS & TRADERS TR CO N/A N/A N 6810000.00 6810000.00 0.0011 N 6810000.00 6810000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.07% Participating VRDN Series ROC II R 11999X, (Liquidity Facility Citibank NA) 57583UNK0 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 Y CITIBANK NA N/A N/A N N 6785000.00 6785000.00 0.0011 N 6785000.00 6785000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.07% (Clark Univ. Proj.) LOC TD Banknorth, NA VRDN 57583RUU7 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 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 0.0054 N 34275000.00 34275000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.07% (Boston Univ. Proj.) Series U-5B, LOC Fed. Home Ln. Bank of Boston VRDN 57583RP58 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 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 0.0046 N 29600000.00 29600000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.07% (Partners HealthCare Sys. Proj.) Series 2011 K2, (Liquidity Facility Barclays Bank PLC) VRDN 57583R6F7 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 Y BARCLAYS BANK PLC N/A N/A N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 40600000.00 40600000.00 0.0064 N 40600000.00 40600000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.07% Series 2006, LOC TD Banknorth, NA VRDN 57583RFX8 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 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., 0.07% (YMCA of Greater Worcester Proj.) Series 2006, LOC TD Banknorth, NA VRDN 57583RGP4 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 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 0.0014 N 8990000.00 8990000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.07% (Berkshire School Proj.) Series 2001, LOC JPMorgan Chase Bank VRDN 57583R2T1 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 9485000.00 9485000.00 0.0015 N 9485000.00 9485000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.07% (Governor Dummer Academy Issues Proj.) Series 2006, LOC TD Banknorth, NA VRDN 57583RGN9 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 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 0.0007 N 4255000.00 4255000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.07% (Simmons College Proj.) Series G, LOC JPMorgan Chase Bank VRDN 57583RUV5 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 44560000.00 44560000.00 0.0070 N 44560000.00 44560000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.08% Participating VRDN Series MS 3373, (Liquidity Facility Morgan Stanley Bank, West Valley City Utah) 57583UK49 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 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., 0.08% Participating VRDN Series 15 XF0245, (Liquidity Facility JPMorgan Chase Bank) 88033MAG2 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 2670000.00 2670000.00 0.0004 N 2670000.00 2670000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.08% (Williston Northampton School Proj.) Series 2010, LOC TD Banknorth, NA VRDN 57583RZ40 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 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 0.0011 N 6925000.00 6925000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.08% Participating VRDN Series Putters 3840, (Liquidity Facility JPMorgan Chase Bank) 46633VG45 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 5000000.00 5000000.00 0.0008 N 5000000.00 5000000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.08% Participating VRDN Series MS 3389X, (Liquidity Facility Morgan Stanley Bank, West Valley City Utah) 57583UL55 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 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., 0.09% (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 2015-07-07 2015-07-07 Y HSBC BANK USA NA N/A N/A Y HSBC BANK USA NA N/A N/A N 2165000.00 2165000.00 0.0003 N 2165000.00 2165000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.09% (New England Deaconess Assoc. Proj.) Series 2011 B, LOC Manufacturers & Traders Trust Co. VRDN 57583ULM8 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 Y MANUFACTURERS & TRADERS TR CO N/A N/A Y MANUFACTURERS & TRADERS TR CO N/A N/A N 12425000.00 12425000.00 0.0020 N 12425000.00 12425000.00 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 First Tier Security 2015-07-01 2015-07-01 Y CITIZENS BANK NA N/A N/A Y CITIZENS BANK NA N/A N/A N 19300000.00 19300000.00 0.0030 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 First Tier Security 2015-07-01 2015-07-01 Y CITIZENS BANK NA N/A N/A Y CITIZENS BANK NA N/A N/A N 21065000.00 21065000.00 0.0033 N 21065000.00 21065000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.01% Series 2006 A, (Liquidity Facility Wells Fargo Bank NA) VRDN 57582N4G7 Variable Rate Demand Note First Tier Security 2015-07-01 2015-07-01 Y WELLS FARGO BK NATL ASSN N/A N/A N N 109875000.00 109875000.00 0.0173 N 109875000.00 109875000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.02% (Central Artery Proj.) Series 2000 B, (Liquidity Facility Bank of America NA) VRDN 575827R51 Variable Rate Demand Note First Tier Security 2015-07-01 2015-07-01 Y BANK OF AMERICA NA N/A N/A N N 56500000.00 56500000.00 0.0089 N 56500000.00 56500000.00 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 2015-07-01 2015-07-01 Y JPMORGAN CHASE BANK NA N/A N/A N N 99095000.00 99095000.00 0.0156 N 99095000.00 99095000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.06% Series 1997 B, (Liquidity Facility TD Banknorth, NA) VRDN 575827KH2 Variable Rate Demand Note First Tier Security 2015-07-02 2015-07-07 Y TD BANK NA WILMINGTON DE N/A N/A N N 34790000.00 34790000.00 0.0055 N 34790000.00 34790000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.06% Series 2001 C, (Liquidity Facility State Street Bank & Trust Co., Boston) VRDN 575827X54 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 Y STATE ST BK & TR CO BOSTON N/A N/A N N 229145000.00 229145000.00 0.0360 N 229145000.00 229145000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.07% Participating VRDN Series EGL 14 0046, (Liquidity Facility Citibank NA) 57582P4E7 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 Y CITIBANK NA N/A N/A N N 12235000.00 12235000.00 0.0019 N 12235000.00 12235000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.07% (Central Artery Proj.) Series 2000 A, (Liquidity Facility Citibank NA) VRDN 575827R44 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 Y CITIBANK NA N/A N/A N N 73200000.00 73200000.00 0.0115 N 73200000.00 73200000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.07% Participating VRDN Series Clipper 07 39, (Liquidity Facility State Street Bank & Trust Co., Boston) 18886PA39 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 Y STATE ST BK & TR CO BOSTON N/A N/A N N 31500000.00 31500000.00 0.0049 N 31500000.00 31500000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.08% Participating VRDN Series Putters 2648, (Liquidity Facility JPMorgan Chase Bank) 57582PHZ6 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 9250000.00 9250000.00 0.0015 N 9250000.00 9250000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.08% Participating VRDN Series Putters 2022, (Liquidity Facility JPMorgan Chase Bank) 57582PGC8 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 35995000.00 35995000.00 0.0057 N 35995000.00 35995000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.08% Participating VRDN Series Putters 3896, (Liquidity Facility JPMorgan Chase Bank) 46633VU98 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 7500000.00 7500000.00 0.0012 N 7500000.00 7500000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.08% Participating VRDN Series Putters 3898, (Liquidity Facility JPMorgan Chase Bank) 46633VV55 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 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., 0.08% Participating VRDN Series EGL 07 0149, (Liquidity Facility Citibank NA) 57582PGZ7 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 Y CITIBANK NA N/A N/A N N 45000000.00 45000000.00 0.0071 N 45000000.00 45000000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.09% Participating VRDN Series Putters 3699, (Liquidity Facility JPMorgan Chase Bank) 46633VSJ9 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 10800000.00 10800000.00 0.0017 N 10800000.00 10800000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.10% Participating VRDN Series Clipper 07 06, (Liquidity Facility State Street Bank & Trust Co., Boston) 18886PRV9 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 Y STATE ST BK & TR CO BOSTON N/A N/A N N 53850000.00 53850000.00 0.0085 N 53850000.00 53850000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.01% (Children's Hosp. Proj.) Series 2010 N4, LOC Wells Fargo Bank NA VRDN 57586EUJ8 Variable Rate Demand Note First Tier Security 2015-07-01 2015-07-01 Y WELLS FARGO BK NATL ASSN N/A N/A Y WELLS FARGO BK NATL ASSN N/A N/A N 131490000.00 131490000.00 0.0206 N 131490000.00 131490000.00 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 2015-07-01 2015-07-01 Y PRESIDENT & FELLOWS HARVARD CO N/A N/A N N 11495000.00 11495000.00 0.0018 N 11495000.00 11495000.00 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 2015-07-01 2015-07-01 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% (Amherst College Proj.) Series 2005 J2 VRDN 57586CHB4 Variable Rate Demand Note First Tier Security 2015-07-01 2015-07-01 Y AMHERST COLLEGE N/A N/A N N 7700000.00 7700000.00 0.0012 N 7700000.00 7700000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.02% (Henry Heywood Memorial Hosp. Proj.) Series 2008 C, LOC TD Banknorth, NA VRDN 57586C7E9 Variable Rate Demand Note First Tier Security 2015-07-01 2015-07-01 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., 0.02% (Partners HealthCare Sys., Inc. Proj.) Series D5 VRDN 57585K3P1 Variable Rate Demand Note First Tier Security 2015-07-01 2015-07-01 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% (Stonehill College Proj.) Series 2008 K, LOC JPMorgan Chase Bank VRDN 57586CV77 Variable Rate Demand Note First Tier Security 2015-07-01 2015-07-01 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 47500000.00 47500000.00 0.0075 N 47500000.00 47500000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.02% (Henry Heywood Memorial Hosp. Proj.) Series 2009 C, LOC TD Banknorth, NA VRDN 57586EGT2 Variable Rate Demand Note First Tier Security 2015-07-01 2015-07-01 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 0.0017 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 2015-07-01 2015-07-01 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 40150000.00 40150000.00 0.0063 N 40150000.00 40150000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.03% (Baystate Med. Ctr. Proj.) Series 2005 G, LOC Wells Fargo Bank NA VRDN 57586CNH4 Variable Rate Demand Note First Tier Security 2015-07-01 2015-07-01 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 0.0029 N 18350000.00 18350000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.04% (Southcoast Health Sys. Obligated Group Proj.) Series 2008 C, LOC TD Banknorth, NA VRDN 57586C6T7 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 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 0.0072 N 45660000.00 45660000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.05% Series 1999 G VRDN 57585J8V6 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 Y WELLESLEY COLLEGE, MA N/A N/A N N 8270000.00 8270000.00 0.0013 N 8270000.00 8270000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.05% (Boston Univ. Proj.) Series H, LOC State Street Bank & Trust Co., Boston VRDN 575850NF5 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 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 0.0031 N 20020000.00 20020000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.05% (Massachusetts Institute of Technology Proj.) Series 2001 J1 VRDN 57585KSW9 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 Y MASSACHUSETTS INST TECH, MA N/A N/A N N 105950000.00 105950000.00 0.0166 N 105950000.00 105950000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.05% (Dana-Farber Cancer Institute Proj.) Series 2008 L1, LOC JPMorgan Chase Bank VRDN 57586CY90 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 63650000.00 63650000.00 0.0100 N 63650000.00 63650000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.05% (Wellesley College Proj.) Series I VRDN 57586CP25 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 Y WELLESLEY COLLEGE, MA N/A N/A N N 39500000.00 39500000.00 0.0062 N 39500000.00 39500000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.06% (Children's Hosp. Proj.) Series 2010 N3, LOC U.S. Bank NA, Cincinnati VRDN 57586EUL3 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 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 0.0092 N 58500000.00 58500000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.06% (Massachusetts Institute of Technology Proj.) Series 2001 J2 VRDN 57585KSV1 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 Y MASSACHUSETTS INST TECH, MA N/A N/A N N 48750000.00 48750000.00 0.0077 N 48750000.00 48750000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.06% (Harvard Univ. Proj.) Series Y VRDN 57585KKV9 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 Y PRESIDENT & FELLOWS HARVARD CO N/A N/A N N 79780000.00 79780000.00 0.0125 N 79780000.00 79780000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.06% (Partners HealthCare Sys., Inc. Proj.) Series 2005 F, LOC TD Banknorth, NA VRDN 57586CGB5 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 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 0.0137 N 87530000.00 87530000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.06% (Baystate Health Sys. Proj.) Series 2009 J1, LOC JPMorgan Chase Bank VRDN 57586EKC4 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 39000000.00 39000000.00 0.0061 N 39000000.00 39000000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.06% (Williams College Proj.) Series I VRDN 57586CEA9 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 Y WILLIAMS COLLEGE, MA N/A N/A N N 22800000.00 22800000.00 0.0036 N 22800000.00 22800000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.07% Participating VRDN Series ROC II R 11913, (Liquidity Facility Citibank NA) 57586EXX4 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 Y CITIBANK NA N/A N/A N N 5165000.00 5165000.00 0.0008 N 5165000.00 5165000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.07% Participating VRDN Series Clipper 07 08, (Liquidity Facility State Street Bank & Trust Co., B 18886PSL0 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 Y STATE ST BK & TR CO BOSTON N/A N/A N N 15450000.00 15450000.00 0.0024 N 15450000.00 15450000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.07% (Amherst College Proj.) Series 2005 I VRDN 57586CGZ2 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 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., 0.07% (Williams College Proj.) Series J VRDN 57586CPY5 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 Y WILLIAMS COLLEGE, MA N/A N/A N N 30894000.00 30894000.00 0.0049 N 30894000.00 30894000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.07% (Amherst College Proj.) Series 2005 J1 VRDN 57586CHA6 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 Y AMHERST COLLEGE N/A N/A N N 5500000.00 5500000.00 0.0009 N 5500000.00 5500000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.07% (CIL Realty of Massachusetts Proj.) Series 2007, LOC HSBC Bank U.S.A., NA VRDN 57586CXK6 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 Y HSBC BANK USA NA N/A N/A Y HSBC BANK USA NA N/A N/A N 9975000.00 9975000.00 0.0016 N 9975000.00 9975000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.07% Participating VRDN Series BBT 08 56, (Liquidity Facility Branch Banking & Trust Co.) 07330CSA8 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 Y BRANCH BANKING AND TRUST CO N/A N/A N N 18895000.00 18895000.00 0.0030 N 18895000.00 18895000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.07% (Amherst College Proj.) Series 1996 F VRDN 57585JMX6 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 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., 0.07% (Wellesley College Proj.) Series B VRDN 575851NQ9 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 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., 0.07% Participating VRDN Series ROC II R 11824, (Liquidity Facility Citibank NA) 57586EQX2 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 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., 0.08% Series 2009 O-1, LOC Fed. Home Ln. Bank of Boston VRDN 57586ELD1 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 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 0.0053 N 33880000.00 33880000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.08% Participating VRDN Series Putters 3531, (Liquidity Facility JPMorgan Chase Bank) 46633VBT5 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 12495000.00 12495000.00 0.0020 N 12495000.00 12495000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.08% Participating VRDN Series Putters 3104, (Liquidity Facility JPMorgan Chase Bank) 57586C8Q1 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 3620000.00 3620000.00 0.0006 N 3620000.00 3620000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.08% Participating VRDN Series Putters 3530, (Liquidity Facility JPMorgan Chase Bank) 46633VBR9 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 8000000.00 8000000.00 0.0013 N 8000000.00 8000000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.08% Participating VRDN Series Putters 3529, (Liquidity Facility JPMorgan Chase Bank) 46633VBP3 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 36660000.00 36660000.00 0.0058 N 36660000.00 36660000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.08% Participating VRDN Series Putters 3650, (Liquidity Facility JPMorgan Chase Bank) 46633VNX3 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 11800000.00 11800000.00 0.0019 N 11800000.00 11800000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.08% Participating VRDN Series Putters 3548, (Liquidity Facility JPMorgan Chase Bank) 46633VDN6 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 9925000.00 9925000.00 0.0016 N 9925000.00 9925000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.09% Participating VRDN Series BA 08 3320, (Liquidity Facility Bank of America NA) 05248RBS9 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 Y BANK OF AMERICA NA N/A N/A N N 10000000.00 10000000.00 0.0016 N 10000000.00 10000000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.12% Participating VRDN Series BC 10 20W, (Liquidity Facility Barclays Bank PLC) 06740GFN1 Variable Rate Demand Note Second Tier Security 2015-07-07 2015-07-07 Y BARCLAYS BANK PLC N/A N/A N N 10785000.00 10785000.00 0.0017 N 10785000.00 10785000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.12% Participating VRDN Series BC 10 15W, (Liquidity Facility Barclays Bank PLC) 06740GFC5 Variable Rate Demand Note Second Tier Security 2015-07-07 2015-07-07 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., 0.15% (Northeast Hosp. Corp. Proj.) Series 2004 G, LOC JPMorgan Chase Bank VRDN 57586CDV4 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 36000000.00 36000000.00 0.0057 N 36000000.00 36000000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.16% (Fairview Extended Care Proj.) Series B, LOC Bank of America NA VRDN 57585JRR4 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 22600000.00 22600000.00 0.0035 N 22600000.00 22600000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 5.00% Series 2009 K VRDN 57586EKA8 Variable Rate Demand Note First Tier Security 2015-07-08 2015-07-08 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 5000000.00 5000000.00 0.0008 N 5000000.00 5000000.00 Massachusetts Hsg. Fin. Agcy. Multi-Family Rev. Massachusetts Hsg. Fin. Agcy. Multi-Family Rev., 0.06% Series 2009 A, LOC Bank of New York, New York VRDN 57586NDU2 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 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 0.0020 N 12430000.00 12430000.00 Massachusetts Hsg. Fin. Agcy. Multi-Family Rev. Massachusetts Hsg. Fin. Agcy. Multi-Family Rev., 0.08% (Princeton Crossing LP Proj.) Series 1996 A, LOC Fannie Mae VRDN 5758545T7 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 Y FANNIE MAE N/A N/A Y FANNIE MAE N/A N/A N 20300000.00 20300000.00 0.0032 N 20300000.00 20300000.00 Massachusetts Hsg. Fin. Agcy. Multi-Family Rev. Massachusetts Hsg. Fin. Agcy. Multi-Family Rev., 0.10% Series 2013 F, LOC TD Banknorth, NA VRDN 57586NUP4 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 13335000.00 13335000.00 0.0021 N 13335000.00 13335000.00 Massachusetts Indl. Fin. Agcy. Indl. Dev. Rev. Massachusetts Indl. Fin. Agcy. Indl. Dev. Rev., 0.07% LOC TD Banknorth, NA VRDN 575855N23 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 2900000.00 2900000.00 0.0005 N 2900000.00 2900000.00 Massachusetts Indl. Fin. Agcy. Indl. Dev. Rev. Massachusetts Indl. Fin. Agcy. Indl. Dev. Rev., 0.31% (Boutwell Owens & Co., Inc. Proj.) Series 1998, LOC Wells Fargo Bank NA VRDN 575855V73 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 Y WELLS FARGO BK NATL ASSN N/A N/A Y WELLS FARGO BK NATL ASSN N/A N/A N 240000.00 240000.00 0.0000 N 240000.00 240000.00 Massachusetts Indl. Fin. Agcy. Rev. Massachusetts Indl. Fin. Agcy. Rev., 0.07% (Governor Dummer Academy Proj.) Series 1996, LOC TD Banknorth, NA VRDN 5759147M2 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 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., 0.05% Series 2010 D, LOC State Street Bank & Trust Co., Boston VRDN 575896JD8 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 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 0.0140 N 89345000.00 89345000.00 Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 0.05% Series 2008 A, LOC State Street Bank & Trust Co., Boston VRDN 575896ET8 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 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 0.0027 N 17425000.00 17425000.00 Massachusetts Port Auth. Spl. Proj. Rev. Massachusetts Port Auth. Spl. Proj. Rev., 0.08% (Harborside Hyatt Proj.) Series 2001 A, LOC U.S. Bank NA, Cincinnati VRDN 575897AC7 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 Y US BANK NA CINCINNATI OHIO N/A N/A Y US BANK NA CINCINNATI OHIO N/A N/A N 32100000.00 32100000.00 0.0050 N 32100000.00 32100000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.07% Participating VRDN Series EGL 07 0032, (Liquidity Facility Citibank NA) 576000FN8 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 Y CITIBANK NA N/A N/A N N 69300000.00 69300000.00 0.0109 N 69300000.00 69300000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.07% Participating VRDN Series EGL 14 0012, (Liquidity Facility Citibank NA) 576000PV9 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 Y CITIBANK NA N/A N/A N N 42595000.00 42595000.00 0.0067 N 42595000.00 42595000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.07% Participating VRDN Series RBC O 72, (Liquidity Facility Royal Bank of Canada) 74926YF89 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 Y ROYAL BANK OF CANADA N/A N/A N N 10000000.00 10000000.00 0.0016 N 10000000.00 10000000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.07% Participating VRDN Series ROC II R 14021, (Liquidity Facility Citibank NA) 576000MY6 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 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., 0.07% Participating VRDN Series EGL 14 0011, (Liquidity Facility Citibank NA) 576000PT4 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 Y CITIBANK NA N/A N/A N N 39660000.00 39660000.00 0.0062 N 39660000.00 39660000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.07% Participating VRDN Series EGL 07 0031, (Liquidity Facility Citibank NA) 576000FL2 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 Y CITIBANK NA N/A N/A N N 66100000.00 66100000.00 0.0104 N 66100000.00 66100000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.08% Participating VRDN Series Putters 4357, (Liquidity Facility JPMorgan Chase Bank) 46640KBK9 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 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., 0.08% Participating VRDN Series MS 30911, (Liquidity Facility Morgan Stanley Bank, West Val 576000KH5 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 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., 0.08% Participating VRDN Series Putters 4420, (Liquidity Facility JPMorgan Chase Bank) 46640KJC9 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 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., 0.08% Participating VRDN Series Putters 4366, (Liquidity Facility JPMorgan Chase Bank) 46640KCJ1 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 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., 0.08% Participating VRDN Series EGL 14 C031A, (Liquidity Facility Citibank NA) 576000PR8 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 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., 0.08% Participating VRDN Series Putters 3990, (Liquidity Facility JPMorgan Chase Bank) 46636YCF5 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 3000000.00 3000000.00 0.0005 N 3000000.00 3000000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.08% Participating VRDN Series MS 3228X, (Liquidity Facility Morgan Stanley Bank, West Val 576000KX0 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 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., 0.09% Participating VRDN Series Putters 3691, (Liquidity Facility JPMorgan Chase Bank) 46633VRV3 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 2885000.00 2885000.00 0.0005 N 2885000.00 2885000.00 Massachusetts St. Wtr. Resources Auth. Massachusetts St. Wtr. Resources Auth., 0.08% Participating VRDN Series Putters 3690, (Liquidity Facility JPMorgan Chase Bank) 46633VRT8 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 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., 0.02% Series 2002 C, LOC Landesbank Hessen-Thuringen VRDN 576049YH7 Variable Rate Demand Note First Tier Security 2015-07-01 2015-07-01 Y LANDESBANK HESS-THURNGN (GTD) N/A N/A Y LANDESBANK HESS-THURNGN (GTD) N/A N/A N 22795000.00 22795000.00 0.0036 N 22795000.00 22795000.00 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.07% Participating VRDN Series ROC II R 11914, (Liquidity Facility Citibank NA) 576051BT2 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 Y CITIBANK NA N/A N/A N N 10225000.00 10225000.00 0.0016 N 10225000.00 10225000.00 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.07% Participating VRDN Series ROC II R 11968, (Liquidity Facility Citibank NA) 576051DR4 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 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., 0.07% Participating VRDN Series EGL 06 0054, (Liquidity Facility Citibank NA) 576049S35 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 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., 0.07% Series 1999 B, LOC Landesbank Hessen-Thuringen VRDN 576049RU6 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 Y LANDESBANK HESS-THURNGN (GTD) N/A N/A Y LANDESBANK HESS-THURNGN (GTD) N/A N/A N 46100000.00 46100000.00 0.0072 N 46100000.00 46100000.00 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.08% Participating VRDN Series 15 XF0100, (Liquidity Facility JPMorgan Chase Bank) 88033LLQ0 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 17550000.00 17550000.00 0.0028 N 17550000.00 17550000.00 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.08% Participating VRDN Series Solar 06 86, (Liquidity Facility U.S. Bank NA, Cincinnati) 27884FHL7 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 Y US BANK NA CINCINNATI OHIO N/A N/A N N 21710000.00 21710000.00 0.0034 N 21710000.00 21710000.00 Calhoun Port Auth. Envir. Facilities Rev. Calhoun Port Auth. Envir. Facilities Rev., 0.09% (Formosa Plastics Corp. Proj.) Series 2012, LOC JPMorgan Chase Bank VRDN 129884AG7 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 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 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 2015-07-01 2015-07-01 Y MOTIVA ENTERPRISES LLC N/A N/A N N 2900000.00 2900000.00 0.0005 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 2015-07-01 2015-07-01 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 2015-07-01 2015-07-01 Y MOTIVA ENTERPRISES LLC N/A N/A N N 5250000.00 5250000.00 0.0008 N 5250000.00 5250000.00 Port Arthur Navigation District Envir. Facilities Rev. Port Arthur Navigation District Envir. Facilities Rev., 0.21% (Motiva Enterprises LLC Proj.) Series 2010 D VRDN 735220AW5 Variable Rate Demand Note Second Tier Security 2015-07-01 2015-07-01 Y MOTIVA ENTERPRISES LLC N/A N/A N N 2300000.00 2300000.00 0.0004 N 2300000.00 2300000.00 Port Arthur Navigation District Envir. Facilities Rev. Port Arthur Navigation District Envir. Facilities Rev., 0.29% (Motiva Enterprises LLC Proj.) Series 2004 VRDN 735220AG0 Variable Rate Demand Note Second Tier Security 2015-07-07 2015-07-07 Y MOTIVA ENTERPRISES LLC N/A N/A N N 5400000.00 5400000.00 0.0008 N 5400000.00 5400000.00 Salem County Poll. Cont. Fin. Auth. Rev. Salem County Poll. Cont. Fin. Auth. Rev., 0.21% (Pub. Svc. Elec. and Gas Co. Proj.) Series 2012 A VRDN 79410SBM7 Variable Rate Demand Note Second Tier Security 2015-07-07 2015-07-07 Y PUBLIC SERVICE ELEC & GAS CO N/A N/A N N 3400000.00 3400000.00 0.0005 N 3400000.00 3400000.00 Salem County Poll. Cont. Fin. Auth. Rev. Salem County Poll. Cont. Fin. Auth. Rev., 0.25% (Pub. Svc. Elec. and Gas Co. Proj.) Series 2003 B1 VRDN 79410SBK1 Variable Rate Demand Note Second Tier Security 2015-07-07 2015-07-07 Y PUBLIC SERVICE ELEC & GAS CO N/A N/A N N 5800000.00 5800000.00 0.0009 N 5800000.00 5800000.00 Osceola Solid Waste Disp. Rev. Osceola Solid Waste Disp. Rev., 0.33% (Plum Point Energy Associates, LLC Proj.) Series 2006, LOC Royal Bank of Scotland PLC VRDN 688008AA9 Variable Rate Demand Note Second Tier Security 2015-07-07 2015-07-07 Y ROYAL BANK OF SCOTLAND PLC N/A N/A Y ROYAL BANK OF SCOTLAND PLC N/A N/A N 5600000.00 5600000.00 0.0009 N 5600000.00 5600000.00 Delaware Econ. Dev. Auth. Rev. Delaware Econ. Dev. Auth. Rev., 0.15% (Delmarva Pwr. & Lt. Co. Proj.) Series 1999 A VRDN 246387JQ8 Variable Rate Demand Note Second Tier Security 2015-07-07 2015-07-07 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., 0.36% (Nucor Steel Decatur LLC Proj.) Series 2003 A VRDN 242846AA1 Variable Rate Demand Note Second Tier Security 2015-07-07 2015-07-07 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., 0.17% (Palatek Proj.) LOC Comerica Bank VRDN 594316AA9 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 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., 0.36% (Nucor Corp. Proj.) Series 1996 VRDN 854743AD3 Variable Rate Demand Note Second Tier Security 2015-07-07 2015-07-07 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., 0.27% (Nucor Steel Louisiana LLC Proj.) Series 2010 B1 VRDN 790103AH8 Variable Rate Demand Note Second Tier Security 2015-07-07 2015-07-07 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., 0.28% (Arizona Pub. Svc. Co. Palo Verde Proj.) Series 2009 A VRDN 566854EB7 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 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., 0.17% (KP Tamaqua LP Proj.) Series 2007, LOC Citizens Bank of Pennsylvania VRDN 808390ER5 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 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 2015-07-07 2015-07-07 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., 0.20% Series VII, LOC Bank of America NA VRDN 967257SG2 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 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 7747627.60 0.0012 N 7747762.75 7747762.75 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 1749997.07 0.0003 N 1749020.73 1749020.73 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 10039237.97 0.0016 N 10039759.89 10039759.89 Beverly Gen. Oblig. Beverly Gen. Oblig., 1.25% BAN 088095R71 Other Municipal Debt First Tier Security 2016-04-23 2016-04-23 N N N 9052000.00 9128907.13 0.0014 N 9123782.36 9123782.36 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 10332105.86 0.0016 N 10321036.60 10321036.60 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 6756018.72 0.0011 N 6748484.05 6748484.05 Boston Gen. Oblig. Boston Gen. Oblig., 5.00% Bonds Series A 2013 100853SA9 Other Municipal Debt Unrated Security 2016-03-01 2016-03-01 N N N 1650000.00 1702998.61 0.0003 N 1701298.50 1701298.50 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 6088607.09 0.0010 N 6083431.00 6083431.00 Boston Gen. Oblig. Boston Gen. Oblig., 5.00% Bonds Series A 2011 100853MR8 Other Municipal Debt Unrated Security 2016-04-01 2016-04-01 N N N 7115000.00 7371549.34 0.0012 N 7362815.45 7362815.45 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 6733547.13 0.0011 N 6726395.00 6726395.00 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 14963196.39 0.0023 N 14962539.79 14962539.79 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 9335223.26 0.0015 N 9335504.70 9335504.70 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 5649946.84 0.0009 N 5645764.80 5645764.80 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 4746702.02 0.0007 N 4746778.91 4746778.91 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 1188928.67 0.0002 N 1187881.00 1187881.00 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 5947563.27 0.0009 N 5947497.31 5947497.31 Eastham Massachusetts Eastham Massachusetts, 2.00% BAN 277281HD6 Other Municipal Debt First Tier Security 2016-06-30 2016-06-30 N N N 18000000.00 18298701.64 0.0029 N 18295200.00 18295200.00 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 6641450.82 0.0010 N 6641654.20 6641654.20 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 8155964.28 0.0013 N 8155875.00 8155875.00 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 10522336.07 0.0017 N 10522138.50 10522138.50 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 15016064.84 0.0024 N 15016500.00 15016500.00 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 2012562.42 0.0003 N 2010420.00 2010420.00 Hingham Gen. Oblig. Hingham Gen. Oblig., 5.00% Bonds 433344TM0 Other Municipal Debt Unrated Security 2016-05-15 2016-05-15 N N N 2168716.00 2256942.32 0.0004 N 2256397.19 2256397.19 Holden Massachusetts Gen. Oblig. Holden Massachusetts Gen. Oblig., 2.00% BAN 434830QX6 Other Municipal Debt First Tier Security 2016-06-17 2016-06-17 N N N 19800000.00 20122631.21 0.0032 N 20118780.00 20118780.00 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 2707253.33 0.0004 N 2705591.10 2705591.10 Lexington Gen. Oblig. Lexington Gen. Oblig., 1.25% BAN Series 2015 A 529284J51 Other Municipal Debt Unrated Security 2016-02-26 2016-02-26 N N N 4351905.00 4381706.31 0.0007 N 4381410.92 4381410.92 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 1949851.10 0.0003 N 1948976.64 1948976.64 Lowell Gen. Oblig. Lowell Gen. Oblig., 1.00% BAN 547647LB1 Other Municipal Debt First Tier Security 2015-09-11 2015-09-11 N N N 6185000.00 6195576.35 0.0010 N 6195452.65 6195452.65 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 14078873.09 0.0022 N 14079145.91 14079145.91 Marlborough Gen. Oblig. Marlborough Gen. Oblig., 1.50% BAN 570884S72 Other Municipal Debt First Tier Security 2016-06-17 2016-06-17 N N N 35200000.00 35614942.24 0.0056 N 35608320.00 35608320.00 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 7634211.19 0.0012 N 7634492.88 7634492.88 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 2620000.00 0.0004 N 2620000.00 2620000.00 Massachusetts Clean Wtr. Trust Massachusetts Clean Wtr. Trust, 4.00% Bonds Series 16B 57605AAR7 Other Municipal Debt Unrated Security 2015-08-01 2015-08-01 N N N 4525000.00 4539743.80 0.0007 N 4539118.00 4539118.00 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 800000.00 802482.67 0.0001 N 802512.00 802512.00 Massachusetts Clean Wtr. Trust Massachusetts Clean Wtr. Trust, 4.00% Bonds Series 2012 B 57605ABC9 Other Municipal Debt Unrated Security 2015-08-01 2015-08-01 N N N 10445000.00 10479416.39 0.0016 N 10477797.30 10477797.30 Massachusetts Clean Wtr. Trust Massachusetts Clean Wtr. Trust, 5.00% Bonds Series 13 57604PP65 Other Municipal Debt Unrated Security 2015-08-01 2015-08-01 N N N 4800000.00 4819633.64 0.0008 N 4816464.00 4816464.00 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 31966892.81 0.0050 N 31960748.25 31960748.25 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 7939724.12 0.0012 N 7937884.80 7937884.80 Massachusetts Dev. Fin. Agcy. Massachusetts Dev. Fin. Agcy., 0.09% Series 5, LOC TD Banknorth, NA, CP 57563P9U9 Other Municipal Debt First Tier Security 2015-08-06 2015-08-06 N Y TD BANK NA WILMINGTON DE N/A N/A N 8736000.00 8736000.00 0.0014 N 8735825.28 8735825.28 Massachusetts Dev. Fin. Agcy. Electrical Utils. Rev. Massachusetts Dev. Fin. Agcy. Electrical Utils. Rev., 0.48% Bonds (Nantucket Elec. Co. Proj.) Series 2005, tender 07/16/2015, CP Mode 57584GAC2 Other Municipal Debt Second Tier Security 2015-07-16 2015-07-16 N N Y OBLIGOR NANTUCKET ELEC CO N/A N/A 7500000.00 7500000.00 0.0012 N 7500000.00 7500000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.08% Series 1, LOC JPMorgan Chase Bank, CP 08R99MFC6 Other Municipal Debt First Tier Security 2015-07-16 2015-07-16 N Y JPMORGAN CHASE BANK NA N/A N/A N 12200000.00 12200000.00 0.0019 N 12200000.00 12200000.00 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 19850000.00 19850000.00 0.0031 Y 19850000.00 19850000.00 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 650000.00 650000.00 0.0001 N 650000.00 650000.00 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 3300000.00 3382843.96 0.0005 N 3382467.00 3382467.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.07% Bonds Series 2014 D 57582RCM6 Other Municipal Debt Unrated Security 2015-07-02 2016-02-01 N N N 56435000.00 56435410.68 0.0089 N 56435000.00 56435000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.36% Bonds Series 2013 A 57582PK33 Other Municipal Debt Unrated Security 2015-07-02 2016-02-01 N N N 2000000.00 2000471.20 0.0003 N 2000360.00 2000360.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.52% Bonds Series 2012 A 57582PE89 Other Municipal Debt Unrated Security 2015-07-02 2015-09-01 N N N 5000000.00 5000000.00 0.0008 N 5000700.00 5000700.00 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 47375385.06 0.0074 N 47373070.30 47373070.30 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 3040620.57 0.0005 N 3038130.00 3038130.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 2.00% Bonds Series 2015 A 57582RDP8 Other Municipal Debt Unrated Security 2016-07-01 2016-07-01 N N N 9370000.00 9522262.50 0.0015 N 9521419.20 9521419.20 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 13643253.04 0.0021 N 13641752.00 13641752.00 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 1138702.85 0.0002 N 1138632.00 1138632.00 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 3340000.00 3392904.95 0.0005 N 3391469.40 3391469.40 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 10433282.87 0.0016 N 10427132.80 10427132.80 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 1100000.00 0.0002 N 1100000.00 1100000.00 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 865000.00 871982.23 0.0001 N 871522.10 871522.10 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 1401535.47 0.0002 N 1400480.60 1400480.60 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 1850000.00 1865117.79 0.0003 N 1864911.00 1864911.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.00% Bonds Series 2005 C, (Pre-Refunded to 9/1/2015 @ 100) 57582N2Y0 Other Municipal Debt Unrated Security 2015-09-01 2015-09-01 N N N 6000000.00 6049461.53 0.0009 N 6045240.00 6045240.00 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 2024546.38 0.0003 N 2022880.00 2022880.00 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 1825000.00 1854319.95 0.0003 N 1853196.25 1853196.25 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.00% Bonds Series 2010 C 57582PWE6 Other Municipal Debt Unrated Security 2015-12-01 2015-12-01 N N N 7775000.00 7933093.68 0.0012 N 7926768.00 7926768.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.00% Bonds Series 2011 E 57582PC57 Other Municipal Debt Unrated Security 2015-12-01 2015-12-01 N N N 2000000.00 2040300.85 0.0003 N 2038880.00 2038880.00 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 2064253.33 0.0003 N 2062060.00 2062060.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.25% Bonds Series 2004 A 57582NUN3 Other Municipal Debt Unrated Security 2015-08-01 2015-08-01 N N N 1000000.00 1004347.92 0.0002 N 1004240.00 1004240.00 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 6724198.07 0.0011 N 6723386.80 6723386.80 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 9075000.00 9153589.05 0.0014 N 9146964.75 9146964.75 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 5400000.00 5472341.89 0.0009 N 5467878.00 5467878.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.50% Bonds Series 2001 D 5758276N5 Other Municipal Debt Unrated Security 2015-11-01 2015-11-01 N N N 1500000.00 1526769.48 0.0002 N 1525560.00 1525560.00 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 2000000.00 2035629.11 0.0003 N 2034080.00 2034080.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.50% Bonds Series 2002 C 57582NDQ5 Other Municipal Debt Unrated Security 2015-11-01 2015-11-01 N N N 1000000.00 1017885.55 0.0002 N 1017040.00 1017040.00 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 0.0025 N 15800000.00 15800000.00 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 0.0018 N 11299887.00 11299887.00 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 0.0020 N 12639873.60 12639873.60 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.07% Series EE, CP 00N992TJ1 Other Municipal Debt First Tier Security 2015-07-06 2015-07-06 N N Y OBLIGOR PRESIDENT & FELLOWS HARVARD CO N/A N/A 27236000.00 27236000.00 0.0043 N 27236000.00 27236000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.07% Series EE, CP 00N992TF9 Other Municipal Debt First Tier Security 2015-07-07 2015-07-07 N N Y OBLIGOR PRESIDENT & FELLOWS HARVARD CO N/A N/A 27400000.00 27400000.00 0.0043 N 27400000.00 27400000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.07% Series EE, CP 00N992TP7 Other Municipal Debt First Tier Security 2015-07-15 2015-07-15 N N Y OBLIGOR PRESIDENT & FELLOWS HARVARD CO N/A N/A 8000000.00 8000000.00 0.0013 N 8000000.00 8000000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.07% Series EE, CP 00N992TQ5 Other Municipal Debt First Tier Security 2015-07-15 2015-07-15 N N Y OBLIGOR PRESIDENT & FELLOWS HARVARD CO N/A N/A 22381000.00 22381000.00 0.0035 N 22381000.00 22381000.00 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 0.0028 N 17889821.10 17889821.10 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 0.0022 N 14159858.40 14159858.40 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 0.0028 N 18099819.00 18099819.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.07% Series EE, CP 00N992TM4 Other Municipal Debt First Tier Security 2015-08-06 2015-08-06 N N Y OBLIGOR PRESIDENT & FELLOWS HARVARD CO N/A N/A 26300000.00 26300000.00 0.0041 N 26300263.00 26300263.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.07% Series EE, CP 00N992TN2 Other Municipal Debt First Tier Security 2015-08-11 2015-08-11 N N Y OBLIGOR PRESIDENT & FELLOWS HARVARD CO N/A N/A 28050000.00 28050000.00 0.0044 N 28050000.00 28050000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.07% Series EE, CP 00N992TR3 Other Municipal Debt First Tier Security 2015-08-14 2015-08-14 N N Y OBLIGOR PRESIDENT & FELLOWS HARVARD CO N/A N/A 42500000.00 42500000.00 0.0067 N 42499575.00 42499575.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.07% Bonds (Partners HealthCare Sys., Inc. Proj.) Series 2008 H2, tender 09/03/2015, CP Mode 57586CW27 Other Municipal Debt First Tier Security 2015-09-03 2015-09-03 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 17890000.00 17890000.00 0.0028 N 17889284.40 17889284.40 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.08% Series EE, CP 00N992TL6 Other Municipal Debt First Tier Security 2015-07-09 2015-07-09 N N Y OBLIGOR PRESIDENT & FELLOWS HARVARD CO N/A N/A 35104000.00 35104000.00 0.0055 N 35104000.00 35104000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.08% Bonds (Partners HealthCare Sys., Inc. Proj.) Series 2008 H1, tender 09/08/2015, CP Mode 57586CV93 Other Municipal Debt First Tier Security 2015-09-08 2015-09-08 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 18000000.00 18000000.00 0.0028 N 18000360.00 18000360.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.08% Bonds (Partners HealthCare Sys., Inc. Proj.) Series 2008 H2, tender 09/09/2015, CP Mode 57586CW27 Other Municipal Debt First Tier Security 2015-09-09 2015-09-09 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 12640000.00 12640000.00 0.0020 N 12640252.80 12640252.80 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.08% Bonds (Partners HealthCare Sys., Inc. Proj.) Series 2008 H2, tender 09/21/2015, CP Mode 57586CW27 Other Municipal Debt First Tier Security 2015-09-21 2015-09-21 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 16200000.00 16200000.00 0.0025 N 16200000.00 16200000.00 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 1625000.00 0.0003 N 1625000.00 1625000.00 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 1010744.85 0.0002 N 1009800.00 1009800.00 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 430050.58 0.0001 N 429666.50 429666.50 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 11345000.00 11551809.75 0.0018 N 11537865.00 11537865.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 5.00% Bonds Series 2008 O 57586ECH2 Other Municipal Debt Unrated Security 2016-07-01 2016-07-01 N N Y OBLIGOR MASSACHUSETTS INST TECH, MA N/A N/A 4265000.00 4465188.03 0.0007 N 4462682.75 4462682.75 Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev. Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev., 0.45% Bonds (New England Pwr. Co. Proj.) Series 1993 B, tender 07/06/2015, CP Mode 575856BG3 Other Municipal Debt Second Tier Security 2015-07-06 2015-07-06 N N Y OBLIGOR NEW ENGLAND POWER CO N/A N/A 1000000.00 1000000.00 0.0002 N 1000000.00 1000000.00 Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev. Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev., 0.45% Bonds (New England Pwr. Co. Proj.) Series 1993 B, tender 07/17/2015, CP Mode 575856BG3 Other Municipal Debt Second Tier Security 2015-07-17 2015-07-17 N N Y OBLIGOR NEW ENGLAND POWER CO N/A N/A 22350000.00 22350000.00 0.0035 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 1100000.00 0.0002 N 1100000.00 1100000.00 Massachusetts Muni. Wholesale Elec. Co. Pwr. Supply Sys. Rev. Massachusetts Muni. Wholesale Elec. Co. Pwr. Supply Sys. Rev., 5.00% Bonds (Nuclear Proj. 3) Series 2011 575765YK2 Other Municipal Debt Unrated Security 2015-07-01 2015-07-01 N N N 1125000.00 1125000.00 0.0002 N 1125000.00 1125000.00 Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 0.07% Series 2012 A, LOC TD Banknorth, NA, CP 57599LHP8 Other Municipal Debt First Tier Security 2015-07-21 2015-07-21 N Y TD BANK NA WILMINGTON DE N/A N/A N 45000000.00 45000000.00 0.0071 N 44999550.00 44999550.00 Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 0.07% Series 2012 A, LOC TD Banknorth, NA, CP 57599LHN3 Other Municipal Debt First Tier Security 2015-07-21 2015-07-21 N Y TD BANK NA WILMINGTON DE N/A N/A N 7000000.00 7000000.00 0.0011 N 7000000.00 7000000.00 Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 0.08% Series 2012 B, LOC TD Banknorth, NA, CP 57599LHM5 Other Municipal Debt First Tier Security 2015-07-21 2015-07-21 N Y TD BANK NA WILMINGTON DE N/A N/A N 26000000.00 26000000.00 0.0041 N 26000000.00 26000000.00 Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 0.09% Series 2012 A, LOC TD Banknorth, NA, CP 57599LHQ6 Other Municipal Debt First Tier Security 2015-09-10 2015-09-10 N Y TD BANK NA WILMINGTON DE N/A N/A N 18000000.00 18000000.00 0.0028 N 17999640.00 17999640.00 Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 0.10% Series 2012 B, LOC TD Banknorth, NA, CP 57599LHS2 Other Municipal Debt First Tier Security 2015-09-10 2015-09-10 N Y TD BANK NA WILMINGTON DE N/A N/A N 47000000.00 47000000.00 0.0074 N 46999060.00 46999060.00 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 5140000.00 0.0008 N 5140000.00 5140000.00 Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 5.00% Bonds Series 2005 C 575896AM7 Other Municipal Debt Unrated Security 2015-07-01 2015-07-01 N N N 1000000.00 1000000.00 0.0002 N 1000000.00 1000000.00 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 1000000.00 0.0002 N 1000000.00 1000000.00 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 3380000.00 3380000.00 0.0005 N 3380000.00 3380000.00 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 0.0035 N 22599774.00 22599774.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.09% Series C, LOC Barclays Bank PLC, CP 19D99XCE3 Other Municipal Debt First Tier Security 2015-09-01 2015-09-01 N Y BARCLAYS BANK PLC N/A N/A N 18000000.00 18000000.00 0.0028 N 17999640.00 17999640.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.09% Series A, LOC Bank of America NA, CP 19D99XCD5 Other Municipal Debt First Tier Security 2015-10-05 2015-10-05 N Y BANK OF AMERICA NA N/A N/A N 35200000.00 35200000.00 0.0055 N 35201056.00 35201056.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.10% Series C, LOC Barclays Bank PLC, CP 19D99XCB9 Other Municipal Debt First Tier Security 2015-08-05 2015-08-05 N Y BARCLAYS BANK PLC N/A N/A N 18000000.00 18000000.00 0.0028 N 18000180.00 18000180.00 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 9625000.00 9760345.56 0.0015 N 9753012.50 9753012.50 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 5.00% Bonds Series 2015 B 576000QF3 Other Municipal Debt Unrated Security 2016-01-15 2016-01-15 N N N 8510000.00 8731074.97 0.0014 N 8724196.70 8724196.70 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 37275427.99 0.0059 N 37231227.45 37231227.45 Massachusetts State Dev. Fin. Agcy. Elec. Util. Rev. Massachusetts State Dev. Fin. Agcy. Elec. Util. Rev., 0.50% Bonds (Nantucket Elec. Co. Proj.) Series 2007, tender 07/10/2015, CP Mode 57584TAA8 Other Municipal Debt Second Tier Security 2015-07-10 2015-07-10 N N Y OBLIGOR NANTUCKET ELEC CO N/A N/A 1100000.00 1100000.00 0.0002 N 1100000.00 1100000.00 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.08% Series 99, LOC State Street Bank & Trust Co., Boston, CP 48X990AE4 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 18000000.00 18000000.00 0.0028 N 18000180.00 18000180.00 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 0.0033 N 20799584.00 20799584.00 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 1807760.87 0.0003 N 1807596.00 1807596.00 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 4603620.26 0.0007 N 4603798.50 4603798.50 Milford Gen. Oblig. Milford Gen. Oblig., 1.50% BAN 599496UX2 Other Municipal Debt First Tier Security 2016-05-13 2016-05-13 N N N 6000000.00 6064741.15 0.0010 N 6062220.00 6062220.00 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 1204540.01 0.0002 N 1204344.00 1204344.00 Nantucket Gen. Oblig. Nantucket Gen. Oblig., 0.75% BAN 630191XA7 Other Municipal Debt First Tier Security 2015-11-13 2015-11-13 N N N 2400000.00 2405373.17 0.0004 N 2403240.00 2403240.00 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 5038578.93 0.0008 N 5035700.00 5035700.00 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 9569874.08 0.0015 N 9568709.48 9568709.48 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 6520601.62 0.0010 N 6520741.50 6520741.50 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 18040745.78 0.0028 N 18031744.00 18031744.00 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 13863380.90 0.0022 N 13851708.79 13851708.79 Pittsfield Gen. Oblig. Pittsfield Gen. Oblig., 1.50% BAN 725463U50 Other Municipal Debt First Tier Security 2016-04-01 2016-04-01 N N N 16345415.00 16494552.32 0.0026 N 16492196.83 16492196.83 Plymouth Gen. Oblig. Plymouth Gen. Oblig., 4.00% Bonds Series 2015 729654RN5 Other Municipal Debt Unrated Security 2016-05-01 2016-05-01 N N N 1985000.00 2046047.02 0.0003 N 2045224.90 2045224.90 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 4822698.41 0.0008 N 4822795.60 4822795.60 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 27267122.87 0.0043 N 27261516.00 27261516.00 Quincy Gen. Oblig. Quincy Gen. Oblig., 2.00% BAN 748508KN7 Other Municipal Debt First Tier Security 2016-06-17 2016-06-17 N N N 28279413.00 28742946.76 0.0045 N 28736973.90 28736973.90 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 1951390.42 0.0003 N 1951087.85 1951087.85 Revere Gen. Oblig. Revere Gen. Oblig., 1.25% BAN 761440ZN9 Other Municipal Debt First Tier Security 2016-04-15 2016-04-15 N N N 14900000.00 15024451.02 0.0024 N 15016071.00 15016071.00 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 10738636.50 0.0017 N 10738365.59 10738365.59 Somerville Gen. Oblig. Somerville Gen. Oblig., 0.80% BAN Series 2015 A 835240J86 Other Municipal Debt First Tier Security 2015-10-16 2015-10-16 N N N 8906449.00 8924158.11 0.0014 N 8923816.58 8923816.58 Somerville Gen. Oblig. Somerville Gen. Oblig., 1.50% BAN Series 2015 B 835240J94 Other Municipal Debt First Tier Security 2016-06-10 2016-06-10 N N N 28800000.00 29132924.05 0.0046 N 29130048.00 29130048.00 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 2170837.78 0.0003 N 2169414.50 2169414.50 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 945105.89 0.0001 N 944247.60 944247.60 Wakefield Gen. Oblig. Wakefield Gen. Oblig., 1.50% BAN 931065QL3 Other Municipal Debt First Tier Security 2016-05-20 2016-05-20 N N N 5975000.00 6039299.54 0.0009 N 6035108.50 6035108.50 Wellesley Gen. Oblig. Wellesley Gen. Oblig., 2.00% Bonds 949493VC1 Other Municipal Debt Unrated Security 2016-06-01 2016-06-01 N N N 2150000.00 2183460.62 0.0003 N 2182723.00 2182723.00 Westborough Gen. Oblig. Westborough Gen. Oblig., 1.00% BAN 957144E20 Other Municipal Debt First Tier Security 2015-08-14 2015-08-14 N N N 13186000.00 13200122.69 0.0021 N 13200504.60 13200504.60 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 11964626.72 0.0019 N 11957276.38 11957276.38 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 9208016.58 0.0014 N 9204194.10 9204194.10 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 1292712.27 0.0002 N 1291240.68 1291240.68 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 37581125.81 0.0059 N 37581090.81 37581090.81 Worcester Gen. Oblig. Worcester Gen. Oblig., 1.00% BAN 981306JN4 Other Municipal Debt First Tier Security 2015-12-17 2015-12-17 N N N 13635000.00 13687760.00 0.0021 N 13687767.45 13687767.45 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 9626326.11 0.0015 N 9625076.54 9625076.54 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 4450958.75 0.0007 N 4452302.25 4452302.25 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 4370629.12 0.0007 N 4368884.70 4368884.70 Grant County Cmnty. Solid Waste Disp. Rev. Grant County Cmnty. Solid Waste Disp. Rev., 0.50% Bonds (Virginia Elec. & Pwr. Co. Proj.) Series 1996, tender 07/23/2015, CP Mode 388076AA9 Other Municipal Debt Second Tier Security 2015-07-23 2015-07-23 N N Y OBLIGOR VIRGINIA ELECTRIC AND POWER CO N/A N/A 2200000.00 2200000.00 0.0003 N 2199978.00 2199978.00 Grant County Poll. Cont. Rev. Grant County Poll. Cont. Rev., 0.45% Bonds (Virginia Elec. & Pwr. Co. Proj.) Series 1986, tender 07/10/2015, CP Mode 388061AA1 Other Municipal Debt Second Tier Security 2015-07-10 2015-07-10 N N Y OBLIGOR VIRGINIA ELECTRIC AND POWER CO N/A N/A 4500000.00 4500000.00 0.0007 N 4500000.00 4500000.00 Port of Seattle Rev. Port of Seattle Rev., 0.12% Series B1, LOC Bank of America NA, CP 735997HG6 Other Municipal Debt First Tier Security 2015-09-04 2015-09-04 N Y BANK OF AMERICA NA N/A N/A N 3800000.00 3800000.00 0.0006 N 3799924.00 3799924.00 Jefferson County Poll. Cont. Rev. Jefferson County Poll. Cont. Rev., 0.24% Bonds (Louisville Gas & Elec. Co. Proj.) Series 2001 A, tender 08/06/2015, CP Mode 473044BV6 Other Municipal Debt Second Tier Security 2015-08-06 2015-08-06 N N Y OBLIGOR LOUISVILLE GAS & ELECTRIC CO N/A N/A 2200000.00 2200000.00 0.0003 N 2200000.00 2200000.00 Prince William County Indl. Dev. Auth. Poll. Cont. Rev. Prince William County Indl. Dev. Auth. Poll. Cont. Rev., 0.40% Bonds (Virginia Elec. & Pwr. Co. Proj.) Series 1986, tender 07/10/2015, CP Mode 741754AA3 Other Municipal Debt Second Tier Security 2015-07-10 2015-07-10 N N Y OBLIGOR VIRGINIA ELECTRIC AND POWER CO N/A N/A 1100000.00 1100000.00 0.0002 N 1100000.00 1100000.00 Fidelity Revere Str Trust Fidelity Municipal Cash Central Fund, 0.06% 31635A204 Investment Company Unrated Security 2015-07-07 2015-07-07 N N N 1006089000.00 1006089000.00 0.1580 N 1006089000.00 1006089000.00