N-MFP LIVE N 2015-08-31 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 30 31 6076814428.30 282319246.80 1722776.61 6357410898.49 0.0005 1.0010 2015-08-31 1.0010 2015-08-31 C000019444 5000.00 6357410898.49 1.00 37869540.58 1071000573.43 1033131032.85 0.0001 1.0010 2015-08-31 1.0010 2015-08-31 Boston Indl. Dev. Rev. Boston Indl. Dev. Rev., 0.03% (New Boston Seafood Ctr., Inc. Proj.) Series 1997, LOC Bank of America NA VRDN 100883AH0 Variable Rate Demand Note First Tier Security 2015-09-08 2015-09-08 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 1120000.00 1120000.00 0.0002 N 1120000.00 1120000.00 Boston Wtr. & Swr. Commission Rev. Boston Wtr. & Swr. Commission Rev., 0.01% Series 1994 A, LOC State Street Bank & Trust Co., Boston VRDN 101029HM1 Variable Rate Demand Note First Tier Security 2015-09-08 2015-09-08 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, 0.02% Participating VRDN Series Clipper 05 36, (Liquidity Facility State Street Bank & Trust Co., Boston) 18886PKV6 Variable Rate Demand Note First Tier Security 2015-09-08 2015-09-08 Y STATE ST BK & TR CO BOSTON N/A N/A N N 8105000.00 8105000.00 0.0013 N 8105000.00 8105000.00 Massachusetts Clean Wtr. Trust Massachusetts Clean Wtr. Trust, 0.03% Participating VRDN Series Putters 3159, (Liquidity Facility JPMorgan Chase Bank) 46632PEK5 Variable Rate Demand Note First Tier Security 2015-09-08 2015-09-08 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, 0.05% Participating VRDN Series Clipper 06 11, (Liquidity Facility State Street Bank & Trust Co., Boston) 18886PPV1 Variable Rate Demand Note First Tier Security 2015-09-08 2015-09-08 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., 0.01% Series 2010 A1, LOC Citibank NA VRDN 57563CBF8 Variable Rate Demand Note First Tier Security 2015-09-08 2015-09-08 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 Dept. of Trans. Metropolitan Hwy. Sys. Rev. Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev., 0.02% Series 2010 A3, LOC Landesbank Hessen-Thuringen VRDN 57563CAC6 Variable Rate Demand Note First Tier Security 2015-09-08 2015-09-08 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 Dev. Fin. Agcy. Indl. Dev. Rev. Massachusetts Dev. Fin. Agcy. Indl. Dev. Rev., 0.17% (Monkiewicz Realty Trust Proj.) LOC Bank of America NA VRDN 57583EAP9 Variable Rate Demand Note First Tier Security 2015-09-08 2015-09-08 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. Indl. Dev. Rev. Massachusetts Dev. Fin. Agcy. Indl. Dev. Rev., 0.17% (Charm Sciences, Inc. Proj.) Series 1999 A, LOC Bank of America NA VRDN 57583EAJ3 Variable Rate Demand Note First Tier Security 2015-09-08 2015-09-08 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 1200000.00 1200000.00 0.0002 N 1200000.00 1200000.00 Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev. Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev., 0.02% (Salem Heights Apts. Proj.) Series 2003 A, LOC Fed. Home Ln. Bank of Boston VRDN 57583XAE2 Variable Rate Demand Note First Tier Security 2015-09-08 2015-09-08 Y FEDERAL HOME LN BK OF BOSTON N/A N/A Y FEDERAL HOME LN BK OF BOSTON N/A N/A N 13200000.00 13200000.00 0.0021 N 13200000.00 13200000.00 Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev. Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev., 0.03% (Avalon Acton Apts. Proj.) Series 2006, LOC Fannie Mae VRDN 57583XBG6 Variable Rate Demand Note First Tier Security 2015-09-08 2015-09-08 Y FANNIE MAE N/A N/A Y FANNIE MAE N/A N/A N 38500000.00 38500000.00 0.0061 N 38500000.00 38500000.00 Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev. Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev., 0.04% (Archstone Reading Apts. Proj.) Series 2004 A, LOC Freddie Mac VRDN 57583XAQ5 Variable Rate Demand Note First Tier Security 2015-09-08 2015-09-08 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. Multi-family Hsg. Rev. Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev., 0.04% (Tammy Brook Apts. Proj.) Series 2009, LOC Freddie Mac VRDN 57583XBN1 Variable Rate Demand Note First Tier Security 2015-09-08 2015-09-08 Y FREDDIE MAC N/A N/A Y FREDDIE MAC N/A N/A N 6140000.00 6140000.00 0.0010 N 6140000.00 6140000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.01% (Partners HealthCare Sys. Proj.) Series 2014 M1, LOC U.S. Bank NA, Cincinnati VRDN 57583UB49 Variable Rate Demand Note First Tier Security 2015-09-01 2015-09-01 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., 0.01% (Boston Univ. Proj.) Series U-6C, LOC TD Banknorth, NA VRDN 57583RWB7 Variable Rate Demand Note First Tier Security 2015-09-01 2015-09-01 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., 0.01% (College of the Holy Cross Proj.) Series 2008 A, LOC JPMorgan Chase Bank VRDN 57583RUZ6 Variable Rate Demand Note First Tier Security 2015-09-01 2015-09-01 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., 0.01% (Babson College Proj.) Series 2008 A, LOC Fed. Home Ln. Bank of Boston VRDN 57583RL86 Variable Rate Demand Note First Tier Security 2015-09-08 2015-09-08 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., 0.01% Series 2014 M2, LOC Bank of New York, New York VRDN 57583UB56 Variable Rate Demand Note First Tier Security 2015-09-08 2015-09-08 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., 0.01% (Boston Univ. Proj.) Series U3, LOC Northern Trust Co. VRDN 57583RWG6 Variable Rate Demand Note First Tier Security 2015-09-08 2015-09-08 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., 0.01% (Worcester Polytechnic Institute Proj.) Series 2008 A, LOC TD Banknorth, NA VRDN 57583RTX3 Variable Rate Demand Note First Tier Security 2015-09-08 2015-09-08 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., 0.01% (Seven Hills Foundation and Affiliates Proj.) Series 2008 A, LOC TD Banknorth, NA VRDN 57583RZV0 Variable Rate Demand Note First Tier Security 2015-09-08 2015-09-08 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., 0.01% (Clark Univ. Proj.) LOC TD Banknorth, NA VRDN 57583RUU7 Variable Rate Demand Note First Tier Security 2015-09-08 2015-09-08 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., 0.01% (ISO New England, Inc. Proj.) Series 2005, LOC TD Banknorth, NA VRDN 57583RAA3 Variable Rate Demand Note First Tier Security 2015-09-08 2015-09-08 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 30030000.00 30030000.00 0.0047 N 30030000.00 30030000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.01% (Berkshire School Proj.) Series 2001, LOC JPMorgan Chase Bank VRDN 57583R2T1 Variable Rate Demand Note First Tier Security 2015-09-08 2015-09-08 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., 0.01% (Seven Hills Foundation and Affiliates Proj.) Series 2008 B, LOC TD Banknorth, NA VRDN 57583RZW8 Variable Rate Demand Note First Tier Security 2015-09-08 2015-09-08 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., 0.01% (Smith College Proj.) Series 2007, (Liquidity Facility TD Banknorth, NA) VRDN 57583R2R5 Variable Rate Demand Note First Tier Security 2015-09-08 2015-09-08 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., 0.02% (Briarwood Retirement Cmnty. Proj.) Series 2004 A, LOC Manufacturers & Traders Trust Co. VRDN 57583F5P2 Variable Rate Demand Note First Tier Security 2015-09-08 2015-09-08 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., 0.02% Series 2006, LOC TD Banknorth, NA VRDN 57583RFX8 Variable Rate Demand Note First Tier Security 2015-09-08 2015-09-08 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 3810000.00 3810000.00 0.0006 N 3810000.00 3810000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.02% (Governor Dummer Academy Issues Proj.) Series 2006, LOC TD Banknorth, NA VRDN 57583RGN9 Variable Rate Demand Note First Tier Security 2015-09-08 2015-09-08 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 4125000.00 4125000.00 0.0006 N 4125000.00 4125000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.02% Participating VRDN Series ROC II R 11999X, (Liquidity Facility Citibank NA) 57583UNK0 Variable Rate Demand Note First Tier Security 2015-09-08 2015-09-08 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., 0.02% (Partners HealthCare Sys. Proj.) Series 2011 K2, (Liquidity Facility Barclays Bank PLC) VRDN 57583R6F7 Variable Rate Demand Note First Tier Security 2015-09-08 2015-09-08 Y BARCLAYS BANK PLC N/A N/A N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 45100000.00 45100000.00 0.0071 N 45100000.00 45100000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.02% Series 2006, LOC PNC Bank NA VRDN 57583RFL4 Variable Rate Demand Note First Tier Security 2015-09-08 2015-09-08 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., 0.02% (Simmons College Proj.) Series G, LOC JPMorgan Chase Bank VRDN 57583RUV5 Variable Rate Demand Note First Tier Security 2015-09-08 2015-09-08 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., 0.02% (Wilber School Apts. Proj.) Series 2008 A, LOC Bank of America NA VRDN 57583RD77 Variable Rate Demand Note First Tier Security 2015-09-08 2015-09-08 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., 0.03% Participating VRDN Series Putters 3840, (Liquidity Facility JPMorgan Chase Bank) 46633VG45 Variable Rate Demand Note First Tier Security 2015-09-08 2015-09-08 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., 0.03% Participating VRDN Series 15 XF0245, (Liquidity Facility JPMorgan Chase Bank) 88033MAG2 Variable Rate Demand Note First Tier Security 2015-09-08 2015-09-08 Y JPMORGAN CHASE BANK NA N/A N/A N N 4270000.00 4270000.00 0.0007 N 4270000.00 4270000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.03% Participating VRDN Series MS 3389X, (Liquidity Facility Morgan Stanley Bank, West Valley City Utah) 57583UL55 Variable Rate Demand Note First Tier Security 2015-09-08 2015-09-08 Y MORGAN STANLEY BK NA SALT LAKE N/A N/A N N 2500000.00 2500000.00 0.0004 N 2500000.00 2500000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.03% Participating VRDN Series WF 10 56C, (Liquidity Facility Wells Fargo Bank NA) 94985NZX2 Variable Rate Demand Note First Tier Security 2015-09-08 2015-09-08 Y WELLS FARGO BK NATL ASSN N/A N/A N N 19850000.00 19850000.00 0.0031 N 19850000.00 19850000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.03% Participating VRDN Series MS 3373, (Liquidity Facility Morgan Stanley Bank, West Valley City Utah) 57583UK49 Variable Rate Demand Note First Tier Security 2015-09-08 2015-09-08 Y MORGAN STANLEY BK NA SALT LAKE N/A N/A N N 7100000.00 7100000.00 0.0011 N 7100000.00 7100000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.03% Series 2010, LOC Manufacturers & Traders Trust Co. VRDN 57583R5Y7 Variable Rate Demand Note First Tier Security 2015-09-08 2015-09-08 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., 0.04% (New England Deaconess Assoc. Proj.) Series 2011 B, LOC Manufacturers & Traders Trust Co. VRDN 57583ULM8 Variable Rate Demand Note First Tier Security 2015-09-08 2015-09-08 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., 0.05% (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 2015-09-08 2015-09-08 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., 0.06% (Olin College Proj.) Series 2008 C3, LOC RBS Citizens NA VRDN 57583RZG3 Variable Rate Demand Note First Tier Security 2015-09-01 2015-09-01 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 Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.06% (Olin College Proj.) Series 2008 C2, LOC RBS Citizens NA VRDN 57583RZF5 Variable Rate Demand Note First Tier Security 2015-09-01 2015-09-01 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 Gen. Oblig. Massachusetts Gen. Oblig., 0.01% (Central Artery Proj.) Series 2000 B, (Liquidity Facility Bank of America NA) VRDN 575827R51 Variable Rate Demand Note First Tier Security 2015-09-01 2015-09-01 Y BANK OF AMERICA NA N/A N/A N N 65400000.00 65400000.00 0.0103 N 65400000.00 65400000.00 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 2015-09-01 2015-09-01 Y WELLS FARGO BK NATL ASSN N/A N/A N N 110975000.00 110975000.00 0.0175 N 110975000.00 110975000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.01% Participating VRDN Series Putters 4320, (Liquidity Facility JPMorgan Chase Bank) 46636Y6S4 Variable Rate Demand Note First Tier Security 2015-09-01 2015-09-01 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., 0.01% Series 2001 C, (Liquidity Facility State Street Bank & Trust Co., Boston) VRDN 575827X54 Variable Rate Demand Note First Tier Security 2015-09-08 2015-09-08 Y STATE ST BK & TR CO BOSTON N/A N/A N N 230145000.00 230145000.00 0.0362 N 230145000.00 230145000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.01% (Central Artery Proj.) Series 2000 A, (Liquidity Facility Citibank NA) VRDN 575827R44 Variable Rate Demand Note First Tier Security 2015-09-08 2015-09-08 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., 0.02% Participating VRDN Series Clipper 07 39, (Liquidity Facility State Street Bank & Trust Co., Boston) 18886PA39 Variable Rate Demand Note First Tier Security 2015-09-08 2015-09-08 Y STATE ST BK & TR CO BOSTON N/A N/A N N 31500000.00 31500000.00 0.0050 N 31500000.00 31500000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.03% Participating VRDN Series Putters 3896, (Liquidity Facility JPMorgan Chase Bank) 46633VU98 Variable Rate Demand Note First Tier Security 2015-09-08 2015-09-08 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., 0.03% Participating VRDN Series Putters 3898, (Liquidity Facility JPMorgan Chase Bank) 46633VV55 Variable Rate Demand Note First Tier Security 2015-09-08 2015-09-08 Y JPMORGAN CHASE BANK NA N/A N/A N N 4000000.00 4000000.00 0.0006 N 4000000.00 4000000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.03% Participating VRDN Series EGL 07 0149, (Liquidity Facility Citibank NA) 57582PGZ7 Variable Rate Demand Note First Tier Security 2015-09-08 2015-09-08 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., 0.03% Participating VRDN Series Putters 2022, (Liquidity Facility JPMorgan Chase Bank) 57582PGC8 Variable Rate Demand Note First Tier Security 2015-09-08 2015-09-08 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., 0.03% Participating VRDN Series Putters 2648, (Liquidity Facility JPMorgan Chase Bank) 57582PHZ6 Variable Rate Demand Note First Tier Security 2015-09-08 2015-09-08 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., 0.04% Participating VRDN Series Putters 3699, (Liquidity Facility JPMorgan Chase Bank) 46633VSJ9 Variable Rate Demand Note First Tier Security 2015-09-08 2015-09-08 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., 0.05% Participating VRDN Series Clipper 07 06, (Liquidity Facility State Street Bank & Trust Co., Boston) 18886PRV9 Variable Rate Demand Note First Tier Security 2015-09-08 2015-09-08 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% (Henry Heywood Memorial Hosp. Proj.) Series 2009 C, LOC TD Banknorth, NA VRDN 57586EGT2 Variable Rate Demand Note First Tier Security 2015-09-01 2015-09-01 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 10590000.00 10590000.00 0.0017 N 10590000.00 10590000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.01% (Partners HealthCare Sys., Inc. Proj.) Series D5 VRDN 57585K3P1 Variable Rate Demand Note First Tier Security 2015-09-01 2015-09-01 Y PARTNERS HEALTHCARE SYS INC N/A N/A N N 200000.00 200000.00 0.0000 N 200000.00 200000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.01% (Baystate Med. Ctr. Proj.) Series 2005 G, LOC Wells Fargo Bank NA VRDN 57586CNH4 Variable Rate Demand Note First Tier Security 2015-09-01 2015-09-01 Y WELLS FARGO BK NATL ASSN N/A N/A Y WELLS FARGO BK NATL ASSN N/A N/A N 17060000.00 17060000.00 0.0027 N 17060000.00 17060000.00 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 2015-09-01 2015-09-01 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 0.0207 N 131490000.00 131490000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.01% (Baystate Health Sys. Proj.) Series 2009 J2, LOC JPMorgan Chase Bank VRDN 57586EKB6 Variable Rate Demand Note First Tier Security 2015-09-01 2015-09-01 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., 0.01% (Amherst College Proj.) Series 2005 J2 VRDN 57586CHB4 Variable Rate Demand Note First Tier Security 2015-09-01 2015-09-01 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., 0.01% (Stonehill College Proj.) Series 2008 K, LOC JPMorgan Chase Bank VRDN 57586CV77 Variable Rate Demand Note First Tier Security 2015-09-01 2015-09-01 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 46630000.00 46630000.00 0.0073 N 46630000.00 46630000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.01% (Henry Heywood Memorial Hosp. Proj.) Series 2008 C, LOC TD Banknorth, NA VRDN 57586C7E9 Variable Rate Demand Note First Tier Security 2015-09-01 2015-09-01 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 4560000.00 4560000.00 0.0007 N 4560000.00 4560000.00 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 2015-09-01 2015-09-01 Y PRESIDENT & FELLOWS HARVARD CO N/A N/A N N 34175000.00 34175000.00 0.0054 N 34175000.00 34175000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.01% (Partners HealthCare Sys., Inc. Proj.) Series D6 VRDN 57585K3Q9 Variable Rate Demand Note First Tier Security 2015-09-01 2015-09-01 Y PARTNERS HEALTHCARE SYS INC N/A N/A N N 970000.00 970000.00 0.0002 N 970000.00 970000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.01% (Baystate Health Sys. Proj.) Series 2009 J1, LOC JPMorgan Chase Bank VRDN 57586EKC4 Variable Rate Demand Note First Tier Security 2015-09-08 2015-09-08 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., 0.01% (Baystate Health Sys. Proj.) Series 2009 K, LOC Bank of America NA VRDN 57586EKA8 Variable Rate Demand Note First Tier Security 2015-09-08 2015-09-08 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 9500000.00 9500000.00 0.0015 N 9500000.00 9500000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.01% (Amherst College Proj.) Series 2005 I VRDN 57586CGZ2 Variable Rate Demand Note First Tier Security 2015-09-08 2015-09-08 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., 0.01% Series 1999 G VRDN 57585J8V6 Variable Rate Demand Note First Tier Security 2015-09-08 2015-09-08 Y WELLESLEY COLLEGE, MA N/A N/A N N 8525000.00 8525000.00 0.0013 N 8525000.00 8525000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.01% (Amherst College Proj.) Series 1996 F VRDN 57585JMX6 Variable Rate Demand Note First Tier Security 2015-09-08 2015-09-08 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., 0.01% (Amherst College Proj.) Series 2005 J1 VRDN 57586CHA6 Variable Rate Demand Note First Tier Security 2015-09-08 2015-09-08 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., 0.01% (Wellesley College Proj.) Series B VRDN 575851NQ9 Variable Rate Demand Note First Tier Security 2015-09-08 2015-09-08 Y WELLESLEY COLLEGE, MA N/A N/A N N 6000000.00 6000000.00 0.0009 N 6000000.00 6000000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.01% (Williams College Proj.) Series J VRDN 57586CPY5 Variable Rate Demand Note First Tier Security 2015-09-08 2015-09-08 Y WILLIAMS COLLEGE, MA N/A N/A N N 28815000.00 28815000.00 0.0045 N 28815000.00 28815000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.01% (Massachusetts Institute of Technology Proj.) Series 2001 J2 VRDN 57585KSV1 Variable Rate Demand Note First Tier Security 2015-09-08 2015-09-08 Y MASSACHUSETTS INST TECH, MA N/A N/A N N 49250000.00 49250000.00 0.0077 N 49250000.00 49250000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.01% (Partners HealthCare Sys., Inc. Proj.) Series 2005 F, LOC TD Banknorth, NA VRDN 57586CGB5 Variable Rate Demand Note First Tier Security 2015-09-08 2015-09-08 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 85675000.00 85675000.00 0.0135 N 85675000.00 85675000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.01% (Massachusetts Institute of Technology Proj.) Series 2001 J1 VRDN 57585KSW9 Variable Rate Demand Note First Tier Security 2015-09-08 2015-09-08 Y MASSACHUSETTS INST TECH, MA N/A N/A N N 105950000.00 105950000.00 0.0167 N 105950000.00 105950000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.01% (Williams College Proj.) Series I VRDN 57586CEA9 Variable Rate Demand Note First Tier Security 2015-09-08 2015-09-08 Y WILLIAMS COLLEGE, MA N/A N/A N N 21888000.00 21888000.00 0.0034 N 21888000.00 21888000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.01% (Children's Hosp. Proj.) Series 2010 N3, LOC U.S. Bank NA, Cincinnati VRDN 57586EUL3 Variable Rate Demand Note First Tier Security 2015-09-08 2015-09-08 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., 0.01% (Southcoast Health Sys. Obligated Group Proj.) Series 2008 C, LOC TD Banknorth, NA VRDN 57586C6T7 Variable Rate Demand Note First Tier Security 2015-09-08 2015-09-08 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 43995000.00 43995000.00 0.0069 N 43995000.00 43995000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.01% (Wellesley College Proj.) Series I VRDN 57586CP25 Variable Rate Demand Note First Tier Security 2015-09-08 2015-09-08 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., 0.01% (Harvard Univ. Proj.) Series Y VRDN 57585KKV9 Variable Rate Demand Note First Tier Security 2015-09-08 2015-09-08 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., 0.01% (Boston Univ. Proj.) Series H, LOC State Street Bank & Trust Co., Boston VRDN 575850NF5 Variable Rate Demand Note First Tier Security 2015-09-08 2015-09-08 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., 0.02% (CIL Realty of Massachusetts Proj.) Series 2007, LOC HSBC Bank U.S.A., NA VRDN 57586CXK6 Variable Rate Demand Note First Tier Security 2015-09-08 2015-09-08 Y HSBC BANK USA NA N/A N/A Y HSBC BANK USA NA N/A N/A N 9110000.00 9110000.00 0.0014 N 9110000.00 9110000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.02% Participating VRDN Series ROC II R 11913, (Liquidity Facility Citibank NA) 57586EXX4 Variable Rate Demand Note First Tier Security 2015-09-08 2015-09-08 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., 0.02% Participating VRDN Series Clipper 07 08, (Liquidity Facility State Street Bank & Trust Co., B 18886PSL0 Variable Rate Demand Note First Tier Security 2015-09-08 2015-09-08 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., 0.02% Participating VRDN Series BBT 08 56, (Liquidity Facility Branch Banking & Trust Co.) 07330CSA8 Variable Rate Demand Note First Tier Security 2015-09-08 2015-09-08 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., 0.02% Participating VRDN Series ROC II R 11824, (Liquidity Facility Citibank NA) 57586EQX2 Variable Rate Demand Note First Tier Security 2015-09-08 2015-09-08 Y CITIBANK NA N/A N/A N N 4665000.00 4665000.00 0.0007 N 4665000.00 4665000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.02% Series 2009 O-1, LOC Fed. Home Ln. Bank of Boston VRDN 57586ELD1 Variable Rate Demand Note First Tier Security 2015-09-08 2015-09-08 Y FEDERAL HOME LN BK OF BOSTON N/A N/A Y FEDERAL HOME LN BK OF BOSTON N/A N/A N 30955000.00 30955000.00 0.0049 N 30955000.00 30955000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.03% Participating VRDN Series Putters 3650, (Liquidity Facility JPMorgan Chase Bank) 46633VNX3 Variable Rate Demand Note First Tier Security 2015-09-08 2015-09-08 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., 0.03% Participating VRDN Series Putters 3530, (Liquidity Facility JPMorgan Chase Bank) 46633VBR9 Variable Rate Demand Note First Tier Security 2015-09-08 2015-09-08 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., 0.03% Participating VRDN Series Putters 3548, (Liquidity Facility JPMorgan Chase Bank) 46633VDN6 Variable Rate Demand Note First Tier Security 2015-09-08 2015-09-08 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., 0.03% Participating VRDN Series Putters 3104, (Liquidity Facility JPMorgan Chase Bank) 57586C8Q1 Variable Rate Demand Note First Tier Security 2015-09-08 2015-09-08 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., 0.03% Participating VRDN Series Putters 3531, (Liquidity Facility JPMorgan Chase Bank) 46633VBT5 Variable Rate Demand Note First Tier Security 2015-09-08 2015-09-08 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., 0.03% Participating VRDN Series Putters 3529, (Liquidity Facility JPMorgan Chase Bank) 46633VBP3 Variable Rate Demand Note First Tier Security 2015-09-08 2015-09-08 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., 0.04% Participating VRDN Series BA 15 XM0074, (Liquidity Facility Bank of America NA) 88033MDE4 Variable Rate Demand Note First Tier Security 2015-09-08 2015-09-08 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., 0.06% Participating VRDN Series BC 10 20W, (Liquidity Facility Barclays Bank PLC) 06740GFN1 Variable Rate Demand Note Second Tier Security 2015-09-08 2015-09-08 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., 0.06% Participating VRDN Series BC 10 15W, (Liquidity Facility Barclays Bank PLC) 06740GFC5 Variable Rate Demand Note Second Tier Security 2015-09-08 2015-09-08 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., 0.07% (Northeast Hosp. Corp. Proj.) Series 2004 G, LOC JPMorgan Chase Bank VRDN 57586CDV4 Variable Rate Demand Note First Tier Security 2015-09-08 2015-09-08 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 35540000.00 35540000.00 0.0056 N 35540000.00 35540000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.08% (Fairview Extended Care Proj.) Series B, LOC Bank of America NA VRDN 57585JRR4 Variable Rate Demand Note First Tier Security 2015-09-08 2015-09-08 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 22600000.00 22600000.00 0.0036 N 22600000.00 22600000.00 Massachusetts Hsg. Fin. Agcy. Multi-Family Rev. Massachusetts Hsg. Fin. Agcy. Multi-Family Rev., 0.01% Series 2009 A, LOC Bank of New York, New York VRDN 57586NDU2 Variable Rate Demand Note First Tier Security 2015-09-08 2015-09-08 Y BANK OF NEW YORK MELLON N/A N/A Y BANK OF NEW YORK MELLON N/A N/A N 12345000.00 12345000.00 0.0019 N 12345000.00 12345000.00 Massachusetts Hsg. Fin. Agcy. Multi-Family Rev. Massachusetts Hsg. Fin. Agcy. Multi-Family Rev., 0.03% Series 2013 F, LOC TD Banknorth, NA VRDN 57586NUP4 Variable Rate Demand Note First Tier Security 2015-09-08 2015-09-08 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 Hsg. Fin. Agcy. Multi-Family Rev. Massachusetts Hsg. Fin. Agcy. Multi-Family Rev., 0.03% (Princeton Crossing LP Proj.) Series 1996 A, LOC Fannie Mae VRDN 5758545T7 Variable Rate Demand Note First Tier Security 2015-09-08 2015-09-08 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 Indl. Fin. Agcy. Indl. Dev. Rev. Massachusetts Indl. Fin. Agcy. Indl. Dev. Rev., 0.02% LOC TD Banknorth, NA VRDN 575855N23 Variable Rate Demand Note First Tier Security 2015-09-08 2015-09-08 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., 0.28% (Boutwell Owens & Co., Inc. Proj.) Series 1998, LOC Wells Fargo Bank NA VRDN 575855V73 Variable Rate Demand Note First Tier Security 2015-09-08 2015-09-08 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., 0.02% (Governor Dummer Academy Proj.) Series 1996, LOC TD Banknorth, NA VRDN 5759147M2 Variable Rate Demand Note First Tier Security 2015-09-08 2015-09-08 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 4200000.00 4200000.00 0.0007 N 4200000.00 4200000.00 Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 0.01% Series 2010 D, LOC State Street Bank & Trust Co., Boston VRDN 575896JD8 Variable Rate Demand Note First Tier Security 2015-09-08 2015-09-08 Y STATE ST BK & TR CO BOSTON N/A N/A Y STATE ST BK & TR CO BOSTON N/A N/A N 84165000.00 84165000.00 0.0132 N 84165000.00 84165000.00 Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 0.01% Series 2008 A, LOC State Street Bank & Trust Co., Boston VRDN 575896ET8 Variable Rate Demand Note First Tier Security 2015-09-08 2015-09-08 Y STATE ST BK & TR CO BOSTON N/A N/A Y STATE ST BK & TR CO BOSTON N/A N/A N 17055000.00 17055000.00 0.0027 N 17055000.00 17055000.00 Massachusetts Port Auth. Spl. Proj. Rev. Massachusetts Port Auth. Spl. Proj. Rev., 0.03% (Harborside Hyatt Proj.) Series 2001 A, LOC U.S. Bank NA, Cincinnati VRDN 575897AC7 Variable Rate Demand Note First Tier Security 2015-09-08 2015-09-08 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., 0.02% Participating VRDN Series EGL 07 0032, (Liquidity Facility Citibank NA) 576000FN8 Variable Rate Demand Note First Tier Security 2015-09-08 2015-09-08 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., 0.02% Participating VRDN Series EGL 07 0031, (Liquidity Facility Citibank NA) 576000FL2 Variable Rate Demand Note First Tier Security 2015-09-08 2015-09-08 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., 0.02% Participating VRDN Series RBC O 72, (Liquidity Facility Royal Bank of Canada) 74926YF89 Variable Rate Demand Note First Tier Security 2015-09-08 2015-09-08 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., 0.02% Participating VRDN Series EGL 14 0012, (Liquidity Facility Citibank NA) 576000PV9 Variable Rate Demand Note First Tier Security 2015-09-08 2015-09-08 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., 0.02% Participating VRDN Series ROC II R 14021, (Liquidity Facility Citibank NA) 576000MY6 Variable Rate Demand Note First Tier Security 2015-09-08 2015-09-08 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., 0.02% Participating VRDN Series EGL 14 0011, (Liquidity Facility Citibank NA) 576000PT4 Variable Rate Demand Note First Tier Security 2015-09-08 2015-09-08 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., 0.03% Participating VRDN Series Putters 4357, (Liquidity Facility JPMorgan Chase Bank) 46640KBK9 Variable Rate Demand Note First Tier Security 2015-09-08 2015-09-08 Y JPMORGAN CHASE BANK NA N/A N/A N N 3335000.00 3335000.00 0.0005 N 3335000.00 3335000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.03% Participating VRDN Series MS 30911, (Liquidity Facility Morgan Stanley Bank, West Val 576000KH5 Variable Rate Demand Note First Tier Security 2015-09-08 2015-09-08 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., 0.03% Participating VRDN Series Putters 3990, (Liquidity Facility JPMorgan Chase Bank) 46636YCF5 Variable Rate Demand Note First Tier Security 2015-09-08 2015-09-08 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., 0.03% Participating VRDN Series Putters 4420, (Liquidity Facility JPMorgan Chase Bank) 46640KJC9 Variable Rate Demand Note First Tier Security 2015-09-08 2015-09-08 Y JPMORGAN CHASE BANK NA N/A N/A N N 4400000.00 4400000.00 0.0007 N 4400000.00 4400000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.03% Participating VRDN Series MS 3228X, (Liquidity Facility Morgan Stanley Bank, West Val 576000KX0 Variable Rate Demand Note First Tier Security 2015-09-08 2015-09-08 Y MORGAN STANLEY BK NA SALT LAKE N/A N/A N N 2500000.00 2500000.00 0.0004 N 2500000.00 2500000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.03% Participating VRDN Series EGL 14 C031A, (Liquidity Facility Citibank NA) 576000PR8 Variable Rate Demand Note First Tier Security 2015-09-08 2015-09-08 Y CITIBANK NA N/A N/A N N 4125000.00 4125000.00 0.0006 N 4125000.00 4125000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.03% Participating VRDN Series Putters 4366, (Liquidity Facility JPMorgan Chase Bank) 46640KCJ1 Variable Rate Demand Note First Tier Security 2015-09-08 2015-09-08 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., 0.04% Participating VRDN Series Putters 3691, (Liquidity Facility JPMorgan Chase Bank) 46633VRV3 Variable Rate Demand Note First Tier Security 2015-09-08 2015-09-08 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., 0.03% Participating VRDN Series Putters 3690, (Liquidity Facility JPMorgan Chase Bank) 46633VRT8 Variable Rate Demand Note First Tier Security 2015-09-08 2015-09-08 Y JPMORGAN CHASE BANK NA N/A N/A N N 1300000.00 1300000.00 0.0002 N 1300000.00 1300000.00 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.01% Series 2002 C, LOC Landesbank Hessen-Thuringen VRDN 576049YH7 Variable Rate Demand Note First Tier Security 2015-09-01 2015-09-01 Y LANDESBANK HESS-THURNGN (GTD) N/A N/A Y LANDESBANK HESS-THURNGN (GTD) N/A N/A N 23620000.00 23620000.00 0.0037 N 23620000.00 23620000.00 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.01% Series 1999 B, LOC Landesbank Hessen-Thuringen VRDN 576049RU6 Variable Rate Demand Note First Tier Security 2015-09-08 2015-09-08 Y LANDESBANK HESS-THURNGN (GTD) N/A N/A Y LANDESBANK HESS-THURNGN (GTD) N/A N/A N 46600000.00 46600000.00 0.0073 N 46600000.00 46600000.00 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.02% Participating VRDN Series Solar 06 86, (Liquidity Facility U.S. Bank NA, Cincinnati) 27884FHL7 Variable Rate Demand Note First Tier Security 2015-09-08 2015-09-08 Y US BANK NA CINCINNATI OHIO N/A N/A N N 21710000.00 21710000.00 0.0034 N 21710000.00 21710000.00 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.02% Participating VRDN Series ROC II R 11914, (Liquidity Facility Citibank NA) 576051BT2 Variable Rate Demand Note First Tier Security 2015-09-08 2015-09-08 Y CITIBANK NA N/A N/A N N 10205000.00 10205000.00 0.0016 N 10205000.00 10205000.00 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.02% Participating VRDN Series EGL 06 0054, (Liquidity Facility Citibank NA) 576049S35 Variable Rate Demand Note First Tier Security 2015-09-08 2015-09-08 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., 0.02% Participating VRDN Series ROC II R 11968, (Liquidity Facility Citibank NA) 576051DR4 Variable Rate Demand Note First Tier Security 2015-09-08 2015-09-08 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., 0.03% Participating VRDN Series 15 XF0100, (Liquidity Facility JPMorgan Chase Bank) 88033LLQ0 Variable Rate Demand Note First Tier Security 2015-09-08 2015-09-08 Y JPMORGAN CHASE BANK NA N/A N/A N N 17550000.00 17550000.00 0.0028 N 17550000.00 17550000.00 Calhoun Port Auth. Envir. Facilities Rev. Calhoun Port Auth. Envir. Facilities Rev., 0.03% (Formosa Plastics Corp. Proj.) Series 2012, LOC JPMorgan Chase Bank VRDN 129884AG7 Variable Rate Demand Note First Tier Security 2015-09-08 2015-09-08 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., 0.27% (Motiva Enterprises LLC Proj.) Series 2004 VRDN 735220AG0 Variable Rate Demand Note Second Tier Security 2015-09-08 2015-09-08 Y MOTIVA ENTERPRISES LLC N/A N/A N N 5400000.00 5400000.00 0.0008 N 5400000.00 5400000.00 Port Arthur Navigation District Envir. Facilities Rev. Port Arthur Navigation District Envir. Facilities Rev., 0.30% (Motiva Enterprises LLC Proj.) Series 2010 D VRDN 735220AW5 Variable Rate Demand Note Second Tier Security 2015-09-01 2015-09-01 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., 0.30% (Motiva Enterprises LLC Proj.) Series 2009 A VRDN 735220AQ8 Variable Rate Demand Note Second Tier Security 2015-09-01 2015-09-01 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., 0.30% (Motiva Enterprises LLC Proj.) Series 2001 A VRDN 735220AT2 Variable Rate Demand Note Second Tier Security 2015-09-01 2015-09-01 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., 0.30% (Motiva Enterprises LLC Proj.) Series 2010 B VRDN 735220AU9 Variable Rate Demand Note Second Tier Security 2015-09-01 2015-09-01 Y MOTIVA ENTERPRISES LLC N/A N/A N N 2900000.00 2900000.00 0.0005 N 2900000.00 2900000.00 Salem County Poll. Cont. Fin. Auth. Rev. Salem County Poll. Cont. Fin. Auth. Rev., 0.14% (Pub. Svc. Elec. and Gas Co. Proj.) Series 2012 A VRDN 79410SBM7 Variable Rate Demand Note Second Tier Security 2015-09-08 2015-09-08 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., 0.14% (Pub. Svc. Elec. and Gas Co. Proj.) Series 2003 B1 VRDN 79410SBK1 Variable Rate Demand Note Second Tier Security 2015-09-08 2015-09-08 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., 0.20% (Plum Point Energy Associates, LLC Proj.) Series 2006, LOC Royal Bank of Scotland PLC VRDN 688008AA9 Variable Rate Demand Note Second Tier Security 2015-09-08 2015-09-08 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., 0.10% (Delmarva Pwr. & Lt. Co. Proj.) Series 1999 A VRDN 246387JQ8 Variable Rate Demand Note Second Tier Security 2015-09-08 2015-09-08 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., 0.22% (Nucor Steel Decatur LLC Proj.) Series 2003 A VRDN 242846AA1 Variable Rate Demand Note Second Tier Security 2015-09-08 2015-09-08 Y NUCOR CORP N/A N/A N N 3500000.00 3500000.00 0.0006 N 3500000.00 3500000.00 Michigan City Ltd. Oblig. Rev. Michigan City Ltd. Oblig. Rev., 0.12% (Palatek Proj.) LOC Comerica Bank VRDN 594316AA9 Variable Rate Demand Note First Tier Security 2015-09-08 2015-09-08 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., 0.22% (Nucor Corp. Proj.) Series 1996 VRDN 854743AD3 Variable Rate Demand Note Second Tier Security 2015-09-08 2015-09-08 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., 0.22% (Nucor Steel Louisiana LLC Proj.) Series 2010 B1 VRDN 790103AH8 Variable Rate Demand Note Second Tier Security 2015-09-08 2015-09-08 Y NUCOR CORP N/A N/A N N 3400000.00 3400000.00 0.0005 N 3400000.00 3400000.00 Maricopa County Poll. Cont. Rev. Maricopa County Poll. Cont. Rev., 0.25% (Arizona Pub. Svc. Co. Palo Verde Proj.) Series 2009 A VRDN 566854EB7 Variable Rate Demand Note First Tier Security 2015-09-08 2015-09-08 Y ARIZONA PUBLIC SERVICE CO N/A N/A N N 1800000.00 1800000.00 0.0003 N 1800000.00 1800000.00 Converse County Envir. Impt. Rev. Converse County Envir. Impt. Rev., 0.23% Series 1995 VRDN 212490AC0 Variable Rate Demand Note Second Tier Security 2015-09-08 2015-09-08 Y PACIFICORP N/A N/A N N 200000.00 200000.00 0.0000 N 200000.00 200000.00 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 7736753.83 0.0012 N 7737011.10 7737011.10 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 1747735.12 0.0003 N 1748080.88 1748080.88 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 10020217.05 0.0016 N 10020329.01 10020329.01 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 9112852.44 0.0014 N 9115454.52 9115454.52 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 10267376.54 0.0016 N 10267094.95 10267094.95 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 6702399.21 0.0011 N 6702145.45 6702145.45 Boston Gen. Oblig. Boston Gen. Oblig., 5.00% Bonds Series 2013 A 100853SA9 Other Municipal Debt Unrated Security 2016-03-01 2016-03-01 N N N 1650000.00 1689531.75 0.0003 N 1689616.50 1689616.50 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 6040682.34 0.0010 N 6041659.00 6041659.00 Boston Gen. Oblig. Boston Gen. Oblig., 5.00% Bonds Series 2011 A 100853MR8 Other Municipal Debt Unrated Security 2016-04-01 2016-04-01 N N N 7115000.00 7313709.12 0.0012 N 7313366.20 7313366.20 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 6680892.87 0.0011 N 6681220.00 6681220.00 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 14917139.90 0.0023 N 14920369.21 14920369.21 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 5632362.98 0.0009 N 5632193.25 5632193.25 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 4738375.67 0.0007 N 4739356.53 4739356.53 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 1179573.72 0.0002 N 1179785.00 1179785.00 Danvers Gen. Oblig. Danvers Gen. Oblig., 2.00% BAN 236469Z62 Other Municipal Debt First Tier Security 2016-08-19 2016-08-19 N N N 11300000.00 11486842.71 0.0018 N 11489614.00 11489614.00 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 5938566.78 0.0009 N 5938474.44 5938474.44 East Bridgewater Massachusetts East Bridgewater Massachusetts, 1.50% BAN 271227PB0 Other Municipal Debt First Tier Security 2016-03-11 2016-03-11 N N N 1776000.00 1787908.76 0.0003 N 1788272.16 1788272.16 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 18247963.28 0.0029 N 18264060.00 18264060.00 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 8144671.43 0.0013 N 8146693.75 8146693.75 Framingham Gen. Oblig. Framingham Gen. Oblig., 1.00% BAN 3516943E2 Other Municipal Debt First Tier Security 2015-12-11 2015-12-11 N N N 10483559.00 10507586.51 0.0017 N 10510082.40 10510082.40 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 2009005.93 0.0003 N 2009740.00 2009740.00 Gloucester Gen. Oblig. Gloucester Gen. Oblig., 2.00% BAN Series 2015 379713EP1 Other Municipal Debt First Tier Security 2016-08-12 2016-08-12 N N N 17500000.00 17783620.19 0.0028 N 17791025.00 17791025.00 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 2239794.88 0.0004 N 2241649.92 2241649.92 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 20065804.12 0.0032 N 20082546.00 20082546.00 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 2685463.65 0.0004 N 2685753.00 2685753.00 Lexington Gen. Oblig. Lexington Gen. Oblig., 1.25% BAN Series 2015 A 529284J51 Other Municipal Debt First Tier Security 2016-02-26 2016-02-26 N N N 4351905.00 4374007.64 0.0007 N 4376014.55 4376014.55 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 1943935.08 0.0003 N 1944291.60 1944291.60 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 6186468.94 0.0010 N 6186608.10 6186608.10 Marblehead Gen. Oblig. Marblehead Gen. Oblig., 2.00% BAN 566081WF8 Other Municipal Debt First Tier Security 2016-08-05 2016-08-05 N N N 11041930.00 11214179.56 0.0018 N 11220809.27 11220809.27 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 35541855.82 0.0056 N 35571360.00 35571360.00 Massachusetts Bay Trans. Auth. Massachusetts Bay Trans. Auth., 6.20% Bonds Series 1992 B 575566L36 Other Municipal Debt Unrated Security 2016-03-01 2016-03-01 N N N 3190000.00 3285587.36 0.0005 N 3285349.10 3285349.10 Massachusetts Dev. Fin. Agcy. Massachusetts Dev. Fin. Agcy., 0.07% Series 5, LOC TD Banknorth, NA, CP 57563P9V7 Other Municipal Debt First Tier Security 2015-10-01 2015-10-01 N Y TD BANK NA WILMINGTON DE N/A N/A N 8736000.00 8736000.00 0.0014 N 8736087.36 8736087.36 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.06% Series 1, LOC JPMorgan Chase Bank, CP 08R99MFF9 Other Municipal Debt First Tier Security 2015-09-30 2015-09-30 N Y JPMORGAN CHASE BANK NA N/A N/A N 7300000.00 7300000.00 0.0011 N 7300146.00 7300146.00 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 3750000.00 3814414.09 0.0006 N 3815437.50 3815437.50 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.02% Bonds Series 2014 D 57582RCM6 Other Municipal Debt Unrated Security 2015-09-03 2016-02-01 N N N 56435000.00 56435000.00 0.0089 N 56416376.45 56416376.45 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.31% Bonds Series 2013 A 57582PK33 Other Municipal Debt Unrated Security 2015-09-03 2016-02-01 N N N 4000000.00 4000000.00 0.0006 N 4000400.00 4000400.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.47% Bonds Series 2012 A 57582PE89 Other Municipal Debt Unrated Security 2015-09-01 2015-09-01 N N N 61950000.00 61950000.00 0.0097 N 61950000.00 61950000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.54% Bonds Series 2012 A 57582PE97 Other Municipal Debt Unrated Security 2015-09-03 2016-09-01 N N N 2595000.00 2601747.00 0.0004 N 2601669.15 2601669.15 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 3031462.48 0.0005 N 3031500.00 3031500.00 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 9501874.07 0.0015 N 9507083.10 9507083.10 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 3371466.34 0.0005 N 3371897.00 3371897.00 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 10360000.00 0.0016 N 10360000.00 10360000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.00% Bonds Series 2005 C, (Pre-Refunded to 9/1/2015 @ 100) 57582N2U8 Other Municipal Debt Unrated Security 2015-09-01 2015-09-01 N N N 1390000.00 1390000.00 0.0002 N 1390000.00 1390000.00 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 865000.00 0.0001 N 865000.00 865000.00 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 6000000.00 0.0009 N 6000000.00 6000000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.00% Bonds Series 2008 A 57582PNH9 Other Municipal Debt Unrated Security 2015-09-01 2015-09-01 N N N 14810000.00 14810000.00 0.0023 N 14810000.00 14810000.00 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 2008004.26 0.0003 N 2008240.00 2008240.00 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 1839540.79 0.0003 N 1840019.75 1840019.75 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 7869029.57 0.0012 N 7868300.00 7868300.00 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 2023969.79 0.0003 N 2024000.00 2024000.00 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 2940000.00 3010070.79 0.0005 N 3009413.40 3009413.40 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.00% Bonds Series 2006 D, (Pre-Refunded to 8/1/2016 @ 100) 57582N7J8 Other Municipal Debt Unrated Security 2016-08-01 2016-08-01 N N N 5820000.00 6071226.39 0.0010 N 6070900.20 6070900.20 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 9075000.00 0.0014 N 9075000.00 9075000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.50% Bonds Series 2003 D 57582NSB2 Other Municipal Debt Unrated Security 2015-10-01 2015-10-01 N N N 5525000.00 5549119.64 0.0009 N 5550083.50 5550083.50 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 1008870.07 0.0002 N 1009060.00 1009060.00 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 5425000.00 5473232.63 0.0009 N 5474150.50 5474150.50 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 1513275.92 0.0002 N 1513590.00 1513590.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.03% Series EE, CP 00N992TV4 Other Municipal Debt First Tier Security 2015-09-01 2015-09-01 N N Y OBLIGOR PRESIDENT & FELLOWS HARVARD CO N/A N/A 27300000.00 27300000.00 0.0043 N 27300000.00 27300000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.03% Series EE, CP 00N992TX0 Other Municipal Debt First Tier Security 2015-10-02 2015-10-02 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., 0.04% Series EE, CP 00N992TW2 Other Municipal Debt First Tier Security 2015-10-01 2015-10-01 N N Y OBLIGOR PRESIDENT & FELLOWS HARVARD CO N/A N/A 30381000.00 30381000.00 0.0048 N 30381607.62 30381607.62 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.04% Series EE, CP 00N992TY8 Other Municipal Debt First Tier Security 2015-10-06 2015-10-06 N N Y OBLIGOR PRESIDENT & FELLOWS HARVARD CO N/A N/A 28101000.00 28101000.00 0.0044 N 28101281.01 28101281.01 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.04% Series EE, CP 00N992UA8 Other Municipal Debt First Tier Security 2015-10-08 2015-10-08 N N Y OBLIGOR PRESIDENT & FELLOWS HARVARD CO N/A N/A 42500000.00 42500000.00 0.0067 N 42500425.00 42500425.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.05% Series EE, CP 00N992TT9 Other Municipal Debt First Tier Security 2015-09-17 2015-09-17 N N Y OBLIGOR PRESIDENT & FELLOWS HARVARD CO N/A N/A 34104000.00 34104000.00 0.0054 N 34104000.00 34104000.00 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 17890178.90 17890178.90 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.07% Bonds (Partners HealthCare Sys., Inc. Proj.) Series 2008 H1, tender 11/02/2015, CP Mode 57586CV93 Other Municipal Debt First Tier Security 2015-11-02 2015-11-02 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 18100000.00 18100000.00 0.0028 N 18100362.00 18100362.00 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 18000000.00 18000000.00 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 12640000.00 12640000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.08% Bonds (Partners HealthCare Sys., Inc. Proj.) Series 2008 H2, tender 09/21/2015, 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 16200486.00 16200486.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.08% Bonds (Partners HealthCare Sys., Inc. Proj.) Series 2008 H1, tender 10/05/2015, CP Mode 57586CV93 Other Municipal Debt First Tier Security 2015-10-05 2015-10-05 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 15800000.00 15800000.00 0.0025 N 15800632.00 15800632.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.08% Bonds (Partners HealthCare Sys., Inc. Proj.) Series 2008 H2, tender 10/06/2015, CP Mode 57586CW27 Other Municipal Debt First Tier Security 2015-10-06 2015-10-06 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 12640000.00 12640000.00 0.0020 N 12640505.60 12640505.60 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.08% Bonds (Partners HealthCare Sys., Inc. Proj.) Series 2008 H1, tender 10/08/2015, CP Mode 57586CV93 Other Municipal Debt First Tier Security 2015-10-08 2015-10-08 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 11300000.00 11300000.00 0.0018 N 11300565.00 11300565.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.10% Bonds (Partners HealthCare Sys., Inc. Proj.) Series 2008 H2, tender 12/03/2015, CP Mode 57586CW27 Other Municipal Debt First Tier Security 2015-12-03 2015-12-03 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 17890000.00 17890000.00 0.0028 N 17890894.50 17890894.50 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.10% Bonds (Partners HealthCare Sys., Inc. Proj.) Series 2008 H1, tender 01/04/2016, CP Mode 57586CV93 Other Municipal Debt First Tier Security 2016-01-04 2016-01-04 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 14160000.00 14160000.00 0.0022 N 14160991.20 14160991.20 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 1003503.75 0.0002 N 1003450.00 1003450.00 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 426646.93 0.0001 N 426640.50 426640.50 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 11458217.02 0.0018 N 11457315.50 11457315.50 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 4365000.00 4535081.67 0.0007 N 4537810.35 4537810.35 Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev. Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev., 0.47% Bonds (New England Pwr. Co. Proj.) Series 1993 B, tender 09/28/2015, CP Mode 575856BG3 Other Municipal Debt Second Tier Security 2015-09-28 2015-09-28 N N Y OBLIGOR NEW ENGLAND POWER CO N/A N/A 7700000.00 7700000.00 0.0012 N 7700000.00 7700000.00 Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev. Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev., 0.48% Bonds (New England Pwr. Co. Proj.) Series 1993 B, tender 10/08/2015, CP Mode 575856BG3 Other Municipal Debt Second Tier Security 2015-10-08 2015-10-08 N N Y OBLIGOR NEW ENGLAND POWER CO N/A N/A 22250000.00 22250000.00 0.0035 N 22250000.00 22250000.00 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 575765ZR6 Other Municipal Debt Unrated Security 2016-07-01 2016-07-01 N N N 4000000.00 4154451.93 0.0007 N 4153600.00 4153600.00 Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 0.06% Series 2012 A, LOC TD Banknorth, NA, CP 57599LHT0 Other Municipal Debt First Tier Security 2015-10-15 2015-10-15 N Y TD BANK NA WILMINGTON DE N/A N/A N 7000000.00 7000000.00 0.0011 N 7000280.00 7000280.00 Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 0.07% Series 2012 B, LOC TD Banknorth, NA, CP 57599LHW3 Other Municipal Debt First Tier Security 2015-10-15 2015-10-15 N Y TD BANK NA WILMINGTON DE N/A N/A N 25000000.00 25000000.00 0.0039 N 25001000.00 25001000.00 Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 0.07% Series 2012 B, LOC TD Banknorth, NA, CP 57599LHV5 Other Municipal Debt First Tier Security 2015-10-15 2015-10-15 N Y TD BANK NA WILMINGTON DE N/A N/A N 26000000.00 26000000.00 0.0041 N 26001040.00 26001040.00 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 18000360.00 18000360.00 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 47000940.00 47000940.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.05% Series A, LOC Bank of America NA, CP 19D99XCN3 Other Municipal Debt First Tier Security 2015-10-01 2015-10-01 N Y BANK OF AMERICA NA N/A N/A N 23750000.00 23750000.00 0.0037 N 23750237.50 23750237.50 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.08% Series B, LOC Citibank NA, CP 19D99XCL7 Other Municipal Debt First Tier Security 2015-10-13 2015-10-13 N Y CITIBANK NA N/A N/A N 22600000.00 22600000.00 0.0036 N 22601582.00 22601582.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.08% Series C, LOC Barclays Bank PLC, CP 19D99XCP8 Other Municipal Debt First Tier Security 2015-11-02 2015-11-02 N Y BARCLAYS BANK PLC N/A N/A N 18100000.00 18100000.00 0.0028 N 18100362.00 18100362.00 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 18000000.00 18000000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.09% Series B, LOC Citibank NA, CP 19D99XCJ2 Other Municipal Debt First Tier Security 2015-10-05 2015-10-05 N Y CITIBANK NA N/A N/A N 31100000.00 31100000.00 0.0049 N 31101555.00 31101555.00 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 35202112.00 35202112.00 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 19D99XCM5 Other Municipal Debt First Tier Security 2015-11-04 2015-11-04 N Y BARCLAYS BANK PLC N/A N/A N 9000000.00 9000000.00 0.0014 N 9000630.00 9000630.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.11% Series C, LOC Barclays Bank PLC, CP 19D99XCG8 Other Municipal Debt First Tier Security 2015-09-04 2015-09-04 N Y BARCLAYS BANK PLC N/A N/A N 10800000.00 10800000.00 0.0017 N 10800108.00 10800108.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.12% LOC Barclays Bank PLC, CP 19D99XCH6 Other Municipal Debt First Tier Security 2015-10-06 2015-10-06 N Y BARCLAYS BANK PLC N/A N/A N 18000000.00 18000000.00 0.0028 N 18000900.00 18000900.00 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 9681181.17 0.0015 N 9681595.00 9681595.00 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 8661849.47 0.0014 N 8662158.80 8662158.80 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 36974687.91 0.0058 N 36968670.00 36968670.00 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 10/02/2015, (Massachusetts Elec. Co. 57584TAA8 Other Municipal Debt Second Tier Security 2015-10-02 2015-10-02 N Y MASS ELECTRIC CO N/A N/A N 2000000.00 2000000.00 0.0003 N 2000000.00 2000000.00 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.03% Series 99, LOC State Street Bank & Trust Co., Boston, CP 48X990AF1 Other Municipal Debt First Tier Security 2015-09-04 2015-09-04 N Y STATE ST BK & TR CO BOSTON N/A N/A N 38800000.00 38800000.00 0.0061 N 38800000.00 38800000.00 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 4595068.74 0.0007 N 4596004.00 4596004.00 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 6052078.85 0.0010 N 6054060.00 6054060.00 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 1200836.32 0.0002 N 1200864.00 1200864.00 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 2402905.49 0.0004 N 2402160.00 2402160.00 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 5029620.52 0.0008 N 5030700.00 5030700.00 Norwood Gen. Oblig. Norwood Gen. Oblig., 2.00% BAN 669555WN0 Other Municipal Debt First Tier Security 2016-07-29 2016-07-29 N N N 18240000.00 18525842.51 0.0029 N 18530198.40 18530198.40 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 6511343.87 0.0010 N 6511497.30 6511497.30 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 18008063.24 0.0028 N 18012949.00 18012949.00 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 13838732.88 0.0022 N 13838917.52 13838917.52 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 16460928.64 0.0026 N 16470130.52 16470130.52 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 2033637.46 0.0003 N 2034803.65 2034803.65 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 27216578.39 0.0043 N 27223034.00 27223034.00 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 28661301.61 0.0045 N 28684939.78 28684939.78 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 14997752.19 0.0024 N 15001767.00 15001767.00 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 10719243.10 0.0017 N 10721582.05 10721582.05 Shrewsbury Gen. Oblig. Shrewsbury Gen. Oblig., 2.00% BAN 825502ZC4 Other Municipal Debt First Tier Security 2016-07-29 2016-07-29 N N N 16300000.00 16545968.34 0.0026 N 16557703.00 16557703.00 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 8913896.76 0.0014 N 8914910.13 8914910.13 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 29073094.22 0.0046 N 29098656.00 29098656.00 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 2160334.18 0.0003 N 2160212.50 2160212.50 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 937491.54 0.0001 N 937402.80 937402.80 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 6026995.30 0.0009 N 6027699.50 6027699.50 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 2177286.34 0.0003 N 2178616.50 2178616.50 Westfield Gen. Oblig. Westfield Gen. Oblig., 1.25% BAN 960096Q40 Other Municipal Debt First Tier Security 2016-04-01 2016-04-01 N N N 11868500.00 11942954.52 0.0019 N 11945289.20 11945289.20 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 9190954.13 0.0014 N 9192301.31 9192301.31 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 1282413.85 0.0002 N 1282202.85 1282202.85 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 13668404.26 0.0021 N 13671950.85 13671950.85 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 9608230.14 0.0015 N 9609944.88 9609944.88 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 4441435.42 0.0007 N 4443496.50 4443496.50 Worcester Gen. Oblig. Worcester Gen. Oblig., 2.00% Bonds Series 2014 A 981306FX6 Other Municipal Debt Unrated Security 2015-11-01 2015-11-01 N N N 4344080.00 4357246.63 0.0007 N 4357242.56 4357242.56 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 3800038.00 3800038.00 Fidelity Revere Str Trust Fidelity Municipal Cash Central Fund, 0.02% 31635A204 Investment Company Unrated Security 2015-09-07 2015-09-07 N N N 1021428000.00 1021428000.00 0.1607 N 1021428000.00 1021428000.00