N-MFP LIVE N 2015-10-31 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 36 37 6269486522.95 17949953.72 4870231.47 6282566245.20 0.0005 1.0010 2015-10-30 1.0010 2015-10-30 C000019444 5000.00 6282566245.20 1.00 21129507.56 980979619.18 959850111.62 0.0001 1.0010 2015-10-30 1.0010 2015-10-30 Boston Indl. Dev. Rev. Boston Indl. Dev. Rev., 0.02% (New Boston Seafood Ctr., Inc. Proj.) Series 1997, LOC Bank of America NA VRDN 100883AH0 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 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 2015-11-06 2015-11-06 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, 0.01% Participating VRDN Series Clipper 05 36, (Liquidity Facility State Street Bank & Trust Co., Boston) 18886PKV6 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 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, 0.02% Participating VRDN Series Putters 3159, (Liquidity Facility JPMorgan Chase Bank) 46632PEK5 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 Y JPMORGAN CHASE BANK NA N/A N/A N N 15490000.00 15490000.00 0.0025 N 15490000.00 15490000.00 Massachusetts Clean Wtr. Trust Massachusetts Clean Wtr. Trust, 0.04% Participating VRDN Series Clipper 06 11, (Liquidity Facility State Street Bank & Trust Co., Boston) 18886PPV1 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 Y STATE ST BK & TR CO BOSTON N/A N/A N N 34300000.00 34300000.00 0.0055 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 2015-11-06 2015-11-06 Y CITIBANK NA N/A N/A Y CITIBANK NA N/A N/A N 58350000.00 58350000.00 0.0093 N 58350000.00 58350000.00 Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev. Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev., 0.01% Series 2010 A3, LOC Landesbank Hessen-Thuringen VRDN 57563CAC6 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 Y LANDESBANK HESS-THURNGN(UNGTD) N/A N/A Y LANDESBANK HESS-THURNGN(UNGTD) N/A N/A N 56545000.00 56545000.00 0.0090 N 56545000.00 56545000.00 Massachusetts Dev. Fin. Agcy. Indl. Dev. Rev. Massachusetts Dev. Fin. Agcy. Indl. Dev. Rev., 0.15% (Monkiewicz Realty Trust Proj.) LOC Bank of America NA VRDN 57583EAP9 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 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 2015-11-06 2015-11-06 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 1000000.00 1000000.00 0.0002 N 1000000.00 1000000.00 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 2015-11-06 2015-11-06 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., 0.02% (Avalon Acton Apts. Proj.) Series 2006, LOC Fannie Mae VRDN 57583XBG6 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 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., 0.03% (Archstone Reading Apts. Proj.) Series 2004 A, LOC Freddie Mac VRDN 57583XAQ5 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 Y FREDDIE MAC N/A N/A Y FREDDIE MAC N/A N/A N 24840000.00 24840000.00 0.0040 N 24840000.00 24840000.00 Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev. Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev., 0.03% (Tammy Brook Apts. Proj.) Series 2009, LOC Freddie Mac VRDN 57583XBN1 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 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% (Boston Univ. Proj.) Series U-6C, LOC TD Banknorth, NA VRDN 57583RWB7 Variable Rate Demand Note First Tier Security 2015-11-02 2015-11-02 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 43730000.00 43730000.00 0.0070 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 2015-11-02 2015-11-02 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 33185000.00 33185000.00 0.0053 N 33185000.00 33185000.00 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 2015-11-02 2015-11-02 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 0.0065 N 41000000.00 41000000.00 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 2015-11-02 2015-11-02 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% Series 2014 M2, LOC Bank of New York, New York VRDN 57583UB56 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 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% (Seven Hills Foundation and Affiliates Proj.) Series 2008 A, LOC TD Banknorth, NA VRDN 57583RZV0 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 8655000.00 8655000.00 0.0014 N 8655000.00 8655000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.01% (Briarwood Retirement Cmnty. Proj.) Series 2004 A, LOC Manufacturers & Traders Trust Co. VRDN 57583F5P2 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 Y MANUFACTURERS & TRADERS TR CO N/A N/A Y MANUFACTURERS & TRADERS TR CO N/A N/A N 13545000.00 13545000.00 0.0022 N 13545000.00 13545000.00 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 2015-11-06 2015-11-06 Y NORTHERN TRUST CO CHICAGO N/A N/A Y NORTHERN TRUST CO CHICAGO N/A N/A N 29500000.00 29500000.00 0.0047 N 29500000.00 29500000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.01% (Partners HealthCare Sys. Proj.) Series 2011 K2, (Liquidity Facility Barclays Bank PLC) VRDN 57583R6F7 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 Y BARCLAYS BANK PLC N/A N/A N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 45100000.00 45100000.00 0.0072 N 45100000.00 45100000.00 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 2015-11-06 2015-11-06 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 0.0048 N 30030000.00 30030000.00 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 2015-11-06 2015-11-06 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 23145000.00 23145000.00 0.0037 N 23145000.00 23145000.00 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 2015-11-06 2015-11-06 Y TD BANK NA WILMINGTON DE N/A N/A N Y OBLIGOR SMITH COLLEGE, MA N/A N/A 61200000.00 61200000.00 0.0097 N 61200000.00 61200000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.01% (Simmons College Proj.) Series G, LOC JPMorgan Chase Bank VRDN 57583RUV5 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 44140000.00 44140000.00 0.0070 N 44140000.00 44140000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.01% (Governor Dummer Academy Issues Proj.) Series 2006, LOC TD Banknorth, NA VRDN 57583RGN9 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 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 0.0007 N 4125000.00 4125000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.01% (Wilber School Apts. Proj.) Series 2008 A, LOC Bank of America NA VRDN 57583RD77 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 6500000.00 6500000.00 0.0010 N 6500000.00 6500000.00 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 2015-11-06 2015-11-06 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 4740000.00 4740000.00 0.0008 N 4740000.00 4740000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.01% Participating VRDN Series ROC II R 11999X, (Liquidity Facility Citibank NA) 57583UNK0 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 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., 0.01% (Clark Univ. Proj.) LOC TD Banknorth, NA VRDN 57583RUU7 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 33200000.00 33200000.00 0.0053 N 33200000.00 33200000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.01% Series 2006, LOC TD Banknorth, NA VRDN 57583RFX8 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 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., 0.01% (Babson College Proj.) Series 2008 A, LOC Fed. Home Ln. Bank of Boston VRDN 57583RL86 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 Y FEDERAL HOME LN BK OF BOSTON N/A N/A Y FEDERAL HOME LN BK OF BOSTON N/A N/A N 1500000.00 1500000.00 0.0002 N 1500000.00 1500000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.02% Participating VRDN Series 15 XF0245, (Liquidity Facility JPMorgan Chase Bank) 88033MAG2 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 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., 0.02% Participating VRDN Series Putters 3840, (Liquidity Facility JPMorgan Chase Bank) 46633VG45 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 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., 0.02% Participating VRDN Series MS 3389X, (Liquidity Facility Morgan Stanley Bank, West Valley City Utah) 57583UL55 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 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., 0.02% Participating VRDN Series MS 3373, (Liquidity Facility Morgan Stanley Bank, West Valley City Utah) 57583UK49 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 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., 0.02% Series 2006, LOC PNC Bank NA VRDN 57583RFL4 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 Y PNC BANK NA PITTSBURGH PA N/A N/A Y PNC BANK NA PITTSBURGH PA N/A N/A N 14535000.00 14535000.00 0.0023 N 14535000.00 14535000.00 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 2015-11-06 2015-11-06 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., 0.03% (New England Deaconess Assoc. Proj.) Series 2011 B, LOC Manufacturers & Traders Trust Co. VRDN 57583ULM8 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 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., 0.04% (Olin College Proj.) Series 2008 C3, LOC RBS Citizens NA VRDN 57583RZG3 Variable Rate Demand Note First Tier Security 2015-11-02 2015-11-02 Y CITIZENS BANK NA N/A N/A Y CITIZENS BANK NA N/A N/A N 21065000.00 21065000.00 0.0034 N 21065000.00 21065000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.04% (Olin College Proj.) Series 2008 C2, LOC RBS Citizens NA VRDN 57583RZF5 Variable Rate Demand Note First Tier Security 2015-11-02 2015-11-02 Y CITIZENS BANK NA N/A N/A Y CITIZENS BANK NA N/A N/A N 19300000.00 19300000.00 0.0031 N 19300000.00 19300000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.04% (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 2015-11-06 2015-11-06 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 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 2015-11-02 2015-11-02 Y BANK OF AMERICA NA N/A N/A N N 65400000.00 65400000.00 0.0104 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 2015-11-02 2015-11-02 Y WELLS FARGO BK NATL ASSN N/A N/A N N 110975000.00 110975000.00 0.0177 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 2015-11-02 2015-11-02 Y JPMORGAN CHASE BANK NA N/A N/A N N 99095000.00 99095000.00 0.0158 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 2015-11-06 2015-11-06 Y STATE ST BK & TR CO BOSTON N/A N/A N N 230145000.00 230145000.00 0.0366 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 2015-11-06 2015-11-06 Y CITIBANK NA N/A N/A N N 73200000.00 73200000.00 0.0117 N 73200000.00 73200000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.01% Participating VRDN Series Clipper 07 39, (Liquidity Facility State Street Bank & Trust Co., Boston) 18886PA39 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 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., 0.02% Participating VRDN Series Putters 2648, (Liquidity Facility JPMorgan Chase Bank) 57582PHZ6 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 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., 0.02% Participating VRDN Series Putters 3896, (Liquidity Facility JPMorgan Chase Bank) 46633VU98 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 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., 0.02% Participating VRDN Series Putters 2022, (Liquidity Facility JPMorgan Chase Bank) 57582PGC8 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 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., 0.02% Participating VRDN Series Putters 3898, (Liquidity Facility JPMorgan Chase Bank) 46633VV55 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 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., 0.02% Participating VRDN Series EGL 07 0149, (Liquidity Facility Citibank NA) 57582PGZ7 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 Y CITIBANK NA N/A N/A N N 45000000.00 45000000.00 0.0072 N 45000000.00 45000000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.03% Participating VRDN Series Putters 3699, (Liquidity Facility JPMorgan Chase Bank) 46633VSJ9 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 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., 0.04% Participating VRDN Series Clipper 07 06, (Liquidity Facility State Street Bank & Trust Co., Boston) 18886PRV9 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 Y STATE ST BK & TR CO BOSTON N/A N/A N N 53850000.00 53850000.00 0.0086 N 53850000.00 53850000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.01% (Baystate Med. Ctr. Proj.) Series 2005 G, LOC Wells Fargo Bank NA VRDN 57586CNH4 Variable Rate Demand Note First Tier Security 2015-11-02 2015-11-02 Y WELLS FARGO BK NATL ASSN N/A N/A Y WELLS FARGO BK NATL ASSN N/A N/A N 19560000.00 19560000.00 0.0031 N 19560000.00 19560000.00 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 2015-11-02 2015-11-02 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% (Amherst College Proj.) Series 2005 J2 VRDN 57586CHB4 Variable Rate Demand Note First Tier Security 2015-11-02 2015-11-02 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% (Children's Hosp. Proj.) Series 2010 N4, LOC Wells Fargo Bank NA VRDN 57586EUJ8 Variable Rate Demand Note First Tier Security 2015-11-02 2015-11-02 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 0.0209 N 131490000.00 131490000.00 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 2015-11-02 2015-11-02 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% (Henry Heywood Memorial Hosp. Proj.) Series 2008 C, LOC TD Banknorth, NA VRDN 57586C7E9 Variable Rate Demand Note First Tier Security 2015-11-02 2015-11-02 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 2015-11-02 2015-11-02 Y PRESIDENT & FELLOWS HARVARD CO N/A N/A N N 36175000.00 36175000.00 0.0058 N 36175000.00 36175000.00 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 2015-11-02 2015-11-02 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% (Stonehill College Proj.) Series 2008 K, LOC JPMorgan Chase Bank VRDN 57586CV77 Variable Rate Demand Note First Tier Security 2015-11-02 2015-11-02 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 49175000.00 49175000.00 0.0078 N 49175000.00 49175000.00 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 2015-11-02 2015-11-02 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 41250000.00 41250000.00 0.0066 N 41250000.00 41250000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.01% (CIL Realty of Massachusetts Proj.) Series 2007, LOC HSBC Bank U.S.A., NA VRDN 57586CXK6 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 Y HSBC BANK USA NA N/A N/A Y HSBC BANK USA NA N/A N/A N 9110000.00 9110000.00 0.0015 N 9110000.00 9110000.00 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 2015-11-06 2015-11-06 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% Series 1999 G VRDN 57585J8V6 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 Y WELLESLEY COLLEGE, MA N/A N/A N N 8525000.00 8525000.00 0.0014 N 8525000.00 8525000.00 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 2015-11-06 2015-11-06 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 0.0136 N 85675000.00 85675000.00 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 2015-11-06 2015-11-06 Y PRESIDENT & FELLOWS HARVARD CO N/A N/A N N 91880000.00 91880000.00 0.0146 N 91880000.00 91880000.00 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 2015-11-06 2015-11-06 Y AMHERST COLLEGE N/A N/A N N 7915000.00 7915000.00 0.0013 N 7915000.00 7915000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.01% Participating VRDN Series ROC II R 11824, (Liquidity Facility Citibank NA) 57586EQX2 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 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., 0.01% (Boston Univ. Proj.) Series H, LOC State Street Bank & Trust Co., Boston VRDN 575850NF5 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 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 0.0032 N 20020000.00 20020000.00 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 2015-11-06 2015-11-06 Y MASSACHUSETTS INST TECH, MA N/A N/A N N 49250000.00 49250000.00 0.0078 N 49250000.00 49250000.00 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 2015-11-06 2015-11-06 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 0.0093 N 58500000.00 58500000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.01% Participating VRDN Series Clipper 07 08, (Liquidity Facility State Street Bank & Trust Co., B 18886PSL0 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 Y STATE ST BK & TR CO BOSTON N/A N/A N N 15450000.00 15450000.00 0.0025 N 15450000.00 15450000.00 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 2015-11-06 2015-11-06 Y MASSACHUSETTS INST TECH, MA N/A N/A N N 105950000.00 105950000.00 0.0169 N 105950000.00 105950000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.01% Participating VRDN Series ROC II R 11913, (Liquidity Facility Citibank NA) 57586EXX4 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 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., 0.01% (Baystate Health Sys. Proj.) Series 2009 J1, LOC JPMorgan Chase Bank VRDN 57586EKC4 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 39000000.00 39000000.00 0.0062 N 39000000.00 39000000.00 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 2015-11-06 2015-11-06 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% (Williams College Proj.) Series J VRDN 57586CPY5 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 Y WILLIAMS COLLEGE, MA N/A N/A N N 28815000.00 28815000.00 0.0046 N 28815000.00 28815000.00 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 2015-11-06 2015-11-06 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% (Wellesley College Proj.) Series I VRDN 57586CP25 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 Y WELLESLEY COLLEGE, MA N/A N/A N N 39500000.00 39500000.00 0.0063 N 39500000.00 39500000.00 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 2015-11-06 2015-11-06 Y WELLESLEY COLLEGE, MA N/A N/A N N 6000000.00 6000000.00 0.0010 N 6000000.00 6000000.00 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 2015-11-06 2015-11-06 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 0.0070 N 43995000.00 43995000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.01% Participating VRDN Series BBT 08 56, (Liquidity Facility Branch Banking & Trust Co.) 07330CSA8 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 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., 0.01% (Williams College Proj.) Series I VRDN 57586CEA9 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 Y WILLIAMS COLLEGE, MA N/A N/A N N 21888000.00 21888000.00 0.0035 N 21888000.00 21888000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.02% Participating VRDN Series Putters 3548, (Liquidity Facility JPMorgan Chase Bank) 46633VDN6 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 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., 0.02% Participating VRDN Series Putters 3530, (Liquidity Facility JPMorgan Chase Bank) 46633VBR9 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 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., 0.02% Participating VRDN Series Putters 3529, (Liquidity Facility JPMorgan Chase Bank) 46633VBP3 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 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., 0.02% Series 2009 O-1, LOC Fed. Home Ln. Bank of Boston VRDN 57586ELD1 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 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., 0.02% Participating VRDN Series Putters 3650, (Liquidity Facility JPMorgan Chase Bank) 46633VNX3 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 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., 0.02% Participating VRDN Series Putters 3531, (Liquidity Facility JPMorgan Chase Bank) 46633VBT5 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 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 BA 15 XM0074, (Liquidity Facility Bank of America NA) 88033MDE4 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 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., 0.04% Participating VRDN Series BC 10 20W, (Liquidity Facility Barclays Bank PLC) 06740GFN1 Variable Rate Demand Note Second Tier Security 2015-11-06 2015-11-06 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., 0.04% Participating VRDN Series BC 10 15W, (Liquidity Facility Barclays Bank PLC) 06740GFC5 Variable Rate Demand Note Second Tier Security 2015-11-06 2015-11-06 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 2015-11-06 2015-11-06 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 35540000.00 35540000.00 0.0057 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 2015-11-06 2015-11-06 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. Hsg. Rev. Massachusetts Hsg. Fin. Agcy. Hsg. Rev., 0.01% (Princeton Westford Proj.) Series 2015 A, LOC Bank of America NA VRDN 57587AJA7 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 4800000.00 4800000.00 0.0008 N 4800000.00 4800000.00 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 2015-11-06 2015-11-06 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 0.0020 N 12345000.00 12345000.00 Massachusetts Hsg. Fin. Agcy. Multi-Family Rev. Massachusetts Hsg. Fin. Agcy. Multi-Family Rev., 0.02% (Princeton Crossing LP Proj.) Series 1996 A, LOC Fannie Mae VRDN 5758545T7 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 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., 0.02% Series 2013 F, LOC TD Banknorth, NA VRDN 57586NUP4 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 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., 0.01% LOC TD Banknorth, NA VRDN 575855N23 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 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., 0.25% (Boutwell Owens & Co., Inc. Proj.) Series 1998, LOC Wells Fargo Bank NA VRDN 575855V73 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 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., 0.01% (Governor Dummer Academy Proj.) Series 1996, LOC TD Banknorth, NA VRDN 5759147M2 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 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 2015-11-06 2015-11-06 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 0.0134 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 2015-11-06 2015-11-06 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., 0.02% (Harborside Hyatt Proj.) Series 2001 A, LOC U.S. Bank NA, Cincinnati VRDN 575897AC7 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 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 0.0051 N 32100000.00 32100000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.01% Participating VRDN Series EGL 14 0012, (Liquidity Facility Citibank NA) 576000PV9 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 Y CITIBANK NA N/A N/A N N 42595000.00 42595000.00 0.0068 N 42595000.00 42595000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.01% Participating VRDN Series ROC II R 14021, (Liquidity Facility Citibank NA) 576000MY6 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 Y CITIBANK NA N/A N/A N N 6000000.00 6000000.00 0.0010 N 6000000.00 6000000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.01% Participating VRDN Series EGL 07 0031, (Liquidity Facility Citibank NA) 576000FL2 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 Y CITIBANK NA N/A N/A N N 66100000.00 66100000.00 0.0105 N 66100000.00 66100000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.01% Participating VRDN Series EGL 14 0011, (Liquidity Facility Citibank NA) 576000PT4 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 Y CITIBANK NA N/A N/A N N 39660000.00 39660000.00 0.0063 N 39660000.00 39660000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.01% Participating VRDN Series EGL 07 0032, (Liquidity Facility Citibank NA) 576000FN8 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 Y CITIBANK NA N/A N/A N N 69300000.00 69300000.00 0.0110 N 69300000.00 69300000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.02% Participating VRDN Series EGL 14 C031A, (Liquidity Facility Citibank NA) 576000PR8 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 Y CITIBANK NA N/A N/A N N 4125000.00 4125000.00 0.0007 N 4125000.00 4125000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.02% Participating VRDN Series MS 30911, (Liquidity Facility Morgan Stanley Bank, West Val 576000KH5 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 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., 0.02% Participating VRDN Series Putters 4366, (Liquidity Facility JPMorgan Chase Bank) 46640KCJ1 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 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., 0.02% Participating VRDN Series Putters 4357, (Liquidity Facility JPMorgan Chase Bank) 46640KBK9 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 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., 0.02% Participating VRDN Series MS 3228X, (Liquidity Facility Morgan Stanley Bank, West Val 576000KX0 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 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., 0.02% Participating VRDN Series Putters 4420, (Liquidity Facility JPMorgan Chase Bank) 46640KJC9 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 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., 0.02% Participating VRDN Series RBC O 72, (Liquidity Facility Royal Bank of Canada) 74926YF89 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 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 Putters 3990, (Liquidity Facility JPMorgan Chase Bank) 46636YCF5 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 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 3691, (Liquidity Facility JPMorgan Chase Bank) 46633VRV3 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 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., 0.02% Participating VRDN Series Putters 3690, (Liquidity Facility JPMorgan Chase Bank) 46633VRT8 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 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 2015-11-02 2015-11-02 Y LANDESBANK HESS-THURNGN (GTD) N/A N/A Y LANDESBANK HESS-THURNGN (GTD) N/A N/A N 23620000.00 23620000.00 0.0038 N 23620000.00 23620000.00 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.01% Participating VRDN Series EGL 06 0054, (Liquidity Facility Citibank NA) 576049S35 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 Y CITIBANK NA N/A N/A N N 11100000.00 11100000.00 0.0018 N 11100000.00 11100000.00 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 2015-11-06 2015-11-06 Y LANDESBANK HESS-THURNGN (GTD) N/A N/A Y LANDESBANK HESS-THURNGN (GTD) N/A N/A N 46600000.00 46600000.00 0.0074 N 46600000.00 46600000.00 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.01% Participating VRDN Series Solar 06 86, (Liquidity Facility U.S. Bank NA, Cincinnati) 27884FHL7 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 Y US BANK NA CINCINNATI OHIO N/A N/A N N 21710000.00 21710000.00 0.0035 N 21710000.00 21710000.00 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.01% Participating VRDN Series ROC II R 11914, (Liquidity Facility Citibank NA) 576051BT2 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 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., 0.01% Participating VRDN Series ROC II R 11968, (Liquidity Facility Citibank NA) 576051DR4 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 Y CITIBANK NA N/A N/A N N 5185000.00 5185000.00 0.0008 N 5185000.00 5185000.00 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.02% Participating VRDN Series 15 XF0100, (Liquidity Facility JPMorgan Chase Bank) 88033LLQ0 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 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., 0.02% (Formosa Plastics Corp. Proj.) Series 2012, LOC JPMorgan Chase Bank VRDN 129884AG7 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 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., 0.21% (Motiva Enterprises LLC Proj.) Series 2010 B VRDN 735220AU9 Variable Rate Demand Note Second Tier Security 2015-11-02 2015-11-02 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., 0.21% (Motiva Enterprises LLC Proj.) Series 2009 A VRDN 735220AQ8 Variable Rate Demand Note Second Tier Security 2015-11-02 2015-11-02 Y MOTIVA ENTERPRISES LLC N/A N/A N N 1200000.00 1200000.00 0.0002 N 1200000.00 1200000.00 Port Arthur Navigation District Envir. Facilities Rev. Port Arthur Navigation District Envir. Facilities Rev., 0.21% (Motiva Enterprises LLC Proj.) Series 2001 A VRDN 735220AT2 Variable Rate Demand Note Second Tier Security 2015-11-02 2015-11-02 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 2015-11-02 2015-11-02 Y MOTIVA ENTERPRISES LLC N/A N/A N N 11100000.00 11100000.00 0.0018 N 11100000.00 11100000.00 Port Arthur Navigation District Envir. Facilities Rev. Port Arthur Navigation District Envir. Facilities Rev., 0.23% (Motiva Enterprises LLC Proj.) Series 2004 VRDN 735220AG0 Variable Rate Demand Note Second Tier Security 2015-11-06 2015-11-06 Y MOTIVA ENTERPRISES LLC N/A N/A N N 5400000.00 5400000.00 0.0009 N 5400000.00 5400000.00 Burke County Indl. Dev. Auth. Poll. Cont. Rev. Burke County Indl. Dev. Auth. Poll. Cont. Rev., 0.22% (Georgia Pwr. Co. Plant Vogtle Proj.) Series 2013 VRDN 121342NS4 Variable Rate Demand Note Second Tier Security 2015-11-06 2015-11-06 Y GEORGIA POWER CO N/A N/A N N 5600000.00 5600000.00 0.0009 N 5600000.00 5600000.00 Burke County Indl. Dev. Auth. Poll. Cont. Rev. Burke County Indl. Dev. Auth. Poll. Cont. Rev., 0.27% (Georgia Pwr. Co. Plant Vogtle Proj.) Series 2012 VRDN 121342NQ8 Variable Rate Demand Note Second Tier Security 2015-11-02 2015-11-02 Y GEORGIA POWER CO N/A N/A N N 700000.00 700000.00 0.0001 N 700000.00 700000.00 Coweta County Dev. Auth. Poll. Cont. Rev. Coweta County Dev. Auth. Poll. Cont. Rev., 0.19% (Georgia Pwr. Co. Plant Yates Proj.) Series 2006 VRDN 223657AQ0 Variable Rate Demand Note Second Tier Security 2015-11-02 2015-11-02 Y GEORGIA POWER CO N/A N/A N N 6425000.00 6425000.00 0.0010 N 6425000.00 6425000.00 Monroe County Dev. Auth. Poll. Cont. Rev. Monroe County Dev. Auth. Poll. Cont. Rev., 0.19% (Georgia Pwr. Co. Plant Scherer Proj.) Series 1997 VRDN 610530ED5 Variable Rate Demand Note Second Tier Security 2015-11-02 2015-11-02 Y GEORGIA POWER CO N/A N/A N N 2400000.00 2400000.00 0.0004 N 2400000.00 2400000.00 Salem County Poll. Cont. Fin. Auth. Rev. Salem County Poll. Cont. Fin. Auth. Rev., 0.13% (Pub. Svc. Elec. and Gas Co. Proj.) Series 2012 A VRDN 79410SBM7 Variable Rate Demand Note Second Tier Security 2015-11-06 2015-11-06 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., 0.13% (Pub. Svc. Elec. and Gas Co. Proj.) Series 2003 B1 VRDN 79410SBK1 Variable Rate Demand Note Second Tier Security 2015-11-06 2015-11-06 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., 0.13% (Plum Point Energy Associates, LLC Proj.) Series 2006, LOC Royal Bank of Scotland PLC VRDN 688008AA9 Variable Rate Demand Note Second Tier Security 2015-11-06 2015-11-06 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., 0.09% (Delmarva Pwr. & Lt. Co. Proj.) Series 1999 A VRDN 246387JQ8 Variable Rate Demand Note Second Tier Security 2015-11-06 2015-11-06 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., 0.35% (Nucor Steel Decatur LLC Proj.) Series 2003 A VRDN 242846AA1 Variable Rate Demand Note Second Tier Security 2015-11-06 2015-11-06 Y NUCOR CORP N/A N/A N N 3500000.00 3500000.00 0.0006 N 3500000.00 3500000.00 Stanton County Indl. Dev. Rev. Stanton County Indl. Dev. Rev., 0.35% (Nucor Corp. Proj.) Series 1996 VRDN 854743AD3 Variable Rate Demand Note Second Tier Security 2015-11-06 2015-11-06 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., 0.31% (Nucor Steel Louisiana LLC Proj.) Series 2010 B1 VRDN 790103AH8 Variable Rate Demand Note Second Tier Security 2015-11-06 2015-11-06 Y NUCOR CORP N/A N/A N N 3400000.00 3400000.00 0.0005 N 3400000.00 3400000.00 Michigan City Ltd. Oblig. Rev. Michigan City Ltd. Oblig. Rev., 0.11% (Palatek Proj.) LOC Comerica Bank VRDN 594316AA9 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 Y COMERICA BK DALLAS TEX N/A N/A Y COMERICA BK DALLAS TEX N/A N/A N 3090000.00 3090000.00 0.0005 N 3090000.00 3090000.00 Maricopa County Poll. Cont. Rev. Maricopa County Poll. Cont. Rev., 0.24% (Arizona Pub. Svc. Co. Palo Verde Proj.) Series 2009 A VRDN 566854EB7 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 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 2015-11-06 2015-11-06 Y PACIFICORP N/A N/A N N 200000.00 200000.00 0.0000 N 200000.00 200000.00 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 1745509.66 0.0003 N 1745922.69 1745922.69 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 9097056.70 0.0014 N 9100066.12 9100066.12 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 10203691.24 0.0016 N 10203208.75 10203208.75 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 6649644.54 0.0011 N 6648934.60 6648934.60 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 5993530.56 0.0010 N 5993692.00 5993692.00 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 1676282.10 0.0003 N 1676202.00 1676202.00 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 7256801.82 0.0012 N 7256090.45 7256090.45 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 6629087.87 0.0011 N 6628895.00 6628895.00 Boston Wtr. & Swr. Commission Rev. Boston Wtr. & Swr. Commission Rev., 0.07% Series A, LOC State Street Bank & Trust Co., Boston, CP 1010299P3 Other Municipal Debt First Tier Security 2016-01-07 2016-01-07 N Y STATE ST BK & TR CO BOSTON N/A N/A N 5650000.00 5650000.00 0.0009 N 5650508.50 5650508.50 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 14871826.25 0.0024 N 14872704.56 14872704.56 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 5615062.73 0.0009 N 5614935.60 5614935.60 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 4730183.62 0.0008 N 4730326.75 4730326.75 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 1170369.65 0.0002 N 1170447.00 1170447.00 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 11454555.44 0.0018 N 11456279.00 11456279.00 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 1784125.25 0.0003 N 1784524.80 1784524.80 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 18198043.28 0.0029 N 18213840.00 18213840.00 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 8133560.71 0.0013 N 8134506.25 8134506.25 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 10493074.85 0.0017 N 10494147.39 10494147.39 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 2005506.81 0.0003 N 2006040.00 2006040.00 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 17733617.79 0.0028 N 17739050.00 17739050.00 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 2222924.02 0.0004 N 2224365.25 2224365.25 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 20009893.60 0.0032 N 20026116.00 20026116.00 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 4366433.14 0.0007 N 4368007.05 4368007.05 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 1938114.48 0.0003 N 1938334.08 1938334.08 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 11183184.80 0.0018 N 11188125.15 11188125.15 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 35469948.22 0.0056 N 35498848.00 35498848.00 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 3253549.84 0.0005 N 3253002.50 3253002.50 Massachusetts Clean Wtr. Trust Massachusetts Clean Wtr. Trust, 2.00% Bonds Series 2014 57605AFB7 Other Municipal Debt Unrated Security 2016-08-01 2016-08-01 N N N 6290000.00 6373282.73 0.0010 N 6372902.20 6372902.20 Massachusetts Clean Wtr. Trust Massachusetts Clean Wtr. Trust, 3.00% Bonds Series 14 57604PW67 Other Municipal Debt Unrated Security 2016-08-01 2016-08-01 N N N 1000000.00 1020540.87 0.0002 N 1020060.00 1020060.00 Massachusetts Clean Wtr. Trust Massachusetts Clean Wtr. Trust, 5.00% Bonds Series 13, (Escrowed to Maturity) 57604PP81 Other Municipal Debt Unrated Security 2016-08-01 2016-08-01 N N N 2170000.00 2247335.30 0.0004 N 2246644.40 2246644.40 Massachusetts Dev. Fin. Agcy. Massachusetts Dev. Fin. Agcy., 0.09% Series 5, LOC TD Banknorth, NA, CP 57563P9W5 Other Municipal Debt First Tier Security 2016-02-10 2016-02-10 N Y TD BANK NA WILMINGTON DE N/A N/A N 8537000.00 8537000.00 0.0014 N 8537682.96 8537682.96 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.03% Series 1, LOC JPMorgan Chase Bank, CP 08R99MFH5 Other Municipal Debt First Tier Security 2015-11-30 2015-11-30 N Y JPMORGAN CHASE BANK NA N/A N/A N 7300000.00 7300000.00 0.0012 N 7300000.00 7300000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.14% Bonds Series WF 10 56C, tender 01/28/2016, (Liquidity Facility Wells Fargo Bank NA) 94985NZX2 Other Municipal Debt First Tier Security 2016-01-28 2016-01-28 Y WELLS FARGO BK NATL ASSN N/A N/A N N 19840000.00 19840000.00 0.0032 Y 19840000.00 19840000.00 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 5500000.00 5552514.67 0.0009 N 5552800.00 5552800.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.01% Bonds Series 2014 D 57582RCM6 Other Municipal Debt Unrated Security 2015-11-05 2016-02-01 N N N 56435000.00 56435000.00 0.0090 N 56434435.65 56434435.65 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.30% Bonds Series 2013 A 57582PK33 Other Municipal Debt Unrated Security 2015-11-05 2016-02-01 N N N 4000000.00 4000000.00 0.0006 N 4000520.00 4000520.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.53% Bonds Series 2012 A 57582PE97 Other Municipal Debt Unrated Security 2015-11-05 2016-09-01 N N N 2595000.00 2599485.64 0.0004 N 2597620.95 2597620.95 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 3022452.10 0.0005 N 3022650.00 3022650.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 2.00% RAN Series 2015 A 57582RFB7 Other Municipal Debt First Tier Security 2016-04-27 2016-04-27 N N N 90300000.00 91121190.77 0.0145 N 91119924.00 91119924.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 2.00% RAN Series 2015 B 57582RFD3 Other Municipal Debt First Tier Security 2016-05-25 2016-05-25 N N N 121670000.00 122932139.33 0.0196 N 122930501.20 122930501.20 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 2.00% RAN Series 2015 C 57582RFC5 Other Municipal Debt First Tier Security 2016-06-22 2016-06-22 N N N 45200000.00 45722501.84 0.0073 N 45724772.00 45724772.00 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 9475412.50 0.0015 N 9480940.80 9480940.80 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 4.00% Bonds Series 2007 A 57582PVX5 Other Municipal Debt Unrated Security 2015-12-01 2015-12-01 N N N 4500000.00 4514481.82 0.0007 N 4514220.00 4514220.00 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 3350373.52 0.0005 N 3350554.40 3350554.40 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.00% Bonds Series 2007 B 57582PEH9 Other Municipal Debt First Tier Security 2015-11-01 2015-11-01 N N N 3825000.00 3825000.00 0.0006 N 3825535.50 3825535.50 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 7805998.76 0.0012 N 7805789.00 7805789.00 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 2007902.13 0.0003 N 2007920.00 2007920.00 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 2986585.52 0.0005 N 2986599.00 2986599.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.00% Bonds Series 2011 57582N5T8 Other Municipal Debt Unrated Security 2016-05-01 2016-05-01 N N N 1035000.00 1059830.59 0.0002 N 1059560.55 1059560.55 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 6025480.69 0.0010 N 6027832.20 6027832.20 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.00% Bonds Series 2006 E, (Pre-Refunded to 11/1/2016 @ 100) 57582PBA7 Other Municipal Debt Unrated Security 2016-11-01 2016-11-01 N N N 4000000.00 4185440.00 0.0007 N 4186840.00 4186840.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.25% Bonds Series 2004 B 57582NXF7 Other Municipal Debt Unrated Security 2016-08-01 2016-08-01 N N N 1800000.00 1867297.94 0.0003 N 1866780.00 1866780.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.50% Bonds Series 2001 D 5758276N5 Other Municipal Debt First Tier Security 2015-11-01 2015-11-01 N N N 1500000.00 1500000.00 0.0002 N 1500225.00 1500225.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.50% Bonds Series 2002 C 57582NDQ5 Other Municipal Debt First Tier Security 2015-11-01 2015-11-01 N N N 1000000.00 1000000.00 0.0002 N 1000150.00 1000150.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.50% Bonds Series 2002 C 57582NDN2 Other Municipal Debt First Tier Security 2015-11-01 2015-11-01 N N N 5425000.00 5425000.00 0.0009 N 5425813.75 5425813.75 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.02% Series EE, CP 00N992UJ9 Other Municipal Debt First Tier Security 2015-11-02 2015-11-02 N N Y OBLIGOR PRESIDENT & FELLOWS HARVARD CO N/A N/A 2000000.00 2000000.00 0.0003 N 2000000.00 2000000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.02% Series EE, CP 00N992UD2 Other Municipal Debt First Tier Security 2015-11-02 2015-11-02 N N Y OBLIGOR PRESIDENT & FELLOWS HARVARD CO N/A N/A 30381000.00 30381000.00 0.0048 N 30381000.00 30381000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.02% Series EE, CP 00N992UE0 Other Municipal Debt First Tier Security 2015-11-03 2015-11-03 N N Y OBLIGOR PRESIDENT & FELLOWS HARVARD CO N/A N/A 6800000.00 6800000.00 0.0011 N 6800000.00 6800000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.02% Series EE, CP 00N992UF7 Other Municipal Debt First Tier Security 2015-11-03 2015-11-03 N N Y OBLIGOR PRESIDENT & FELLOWS HARVARD CO N/A N/A 26300000.00 26300000.00 0.0042 N 26300000.00 26300000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.02% Series EE, CP 00N992UH3 Other Municipal Debt First Tier Security 2015-11-09 2015-11-09 N N Y OBLIGOR PRESIDENT & FELLOWS HARVARD CO N/A N/A 42500000.00 42500000.00 0.0068 N 42500000.00 42500000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.02% Series EE, CP 00N992UG5 Other Municipal Debt First Tier Security 2015-12-01 2015-12-01 N N Y OBLIGOR PRESIDENT & FELLOWS HARVARD CO N/A N/A 28101000.00 28101000.00 0.0045 N 28101281.01 28101281.01 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.03% Series EE, CP 00N992UC4 Other Municipal Debt First Tier Security 2015-11-04 2015-11-04 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., 0.03% Series EE, CP 00N992UB6 Other Municipal Debt First Tier Security 2015-11-05 2015-11-05 N N Y OBLIGOR PRESIDENT & FELLOWS HARVARD CO N/A N/A 23100000.00 23100000.00 0.0037 N 23100231.00 23100231.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.06% Bonds (Partners HealthCare Sys., Inc. Proj.) Series 2008 H2, tender 01/15/2016, CP Mode 57586CW27 Other Municipal Debt First Tier Security 2016-01-15 2016-01-15 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 16300000.00 16300000.00 0.0026 N 16300652.00 16300652.00 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 0.0029 N 18100000.00 18100000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.07% Bonds (Partners HealthCare Sys., Inc. Proj.) Series 2008 H2, tender 02/04/2016, CP Mode 57586CW27 Other Municipal Debt First Tier Security 2016-02-04 2016-02-04 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 17890000.00 17890000.00 0.0028 N 17892862.40 17892862.40 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.07% Bonds (Partners HealthCare Sys., Inc. Proj.) Series 2008 H2, tender 02/08/2016, CP Mode 57586CW27 Other Municipal Debt First Tier Security 2016-02-08 2016-02-08 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 12700000.00 12700000.00 0.0020 N 12701778.00 12701778.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.07% Bonds (Partners HealthCare Sys., Inc. Proj.) Series 2008 H1, tender 03/01/2016, CP Mode 57586CV93 Other Municipal Debt First Tier Security 2016-03-01 2016-03-01 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 15800000.00 15800000.00 0.0025 N 15800474.00 15800474.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.07% Bonds (Partners HealthCare Sys., Inc. Proj.) Series 2008 H1, tender 03/02/2016, CP Mode 57586CV93 Other Municipal Debt First Tier Security 2016-03-02 2016-03-02 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 11300000.00 11300000.00 0.0018 N 11300000.00 11300000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.07% Bonds (Partners HealthCare Sys., Inc. Proj.) Series 2008 H2, tender 03/03/2016, CP Mode 57586CW27 Other Municipal Debt First Tier Security 2016-03-03 2016-03-03 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 12700000.00 12700000.00 0.0020 N 12700000.00 12700000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.08% Bonds (Partners HealthCare Sys., Inc. Proj.) Series 2008 H1, tender 02/01/2016, CP Mode 57586CV93 Other Municipal Debt First Tier Security 2016-02-01 2016-02-01 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 18100000.00 18100000.00 0.0029 N 18101448.00 18101448.00 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 17891252.30 17891252.30 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 0.0023 N 14161840.80 14161840.80 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 11366133.84 0.0018 N 11364740.30 11364740.30 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 10665000.00 11000598.37 0.0018 N 11000200.95 11000200.95 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 11/12/2015, CP Mode 575856BG3 Other Municipal Debt Second Tier Security 2015-11-12 2015-11-12 N N Y OBLIGOR NEW ENGLAND POWER CO N/A N/A 8200000.00 8200000.00 0.0013 N 8200082.00 8200082.00 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 11/13/2015, CP Mode 575856BG3 Other Municipal Debt Second Tier Security 2015-11-13 2015-11-13 N N Y OBLIGOR NEW ENGLAND POWER CO N/A N/A 22300000.00 22300000.00 0.0035 N 22300223.00 22300223.00 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 4123459.93 0.0007 N 4124600.00 4124600.00 Massachusetts Muni. Wholesale Elec. Co. Pwr. Supply Sys. Rev. Massachusetts Muni. Wholesale Elec. Co. Pwr. Supply Sys. Rev., 5.00% Bonds (Pwr. Supply Proj.) Series 2011 575765YV8 Other Municipal Debt Unrated Security 2016-07-01 2016-07-01 N N N 4160000.00 4288766.86 0.0007 N 4289584.00 4289584.00 Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 0.04% Series 2012 A, LOC TD Banknorth, NA, CP 57599LHY9 Other Municipal Debt First Tier Security 2015-11-10 2015-11-10 N Y TD BANK NA WILMINGTON DE N/A N/A N 18100000.00 18100000.00 0.0029 N 18100181.00 18100181.00 Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 0.05% Series 2012 B, LOC TD Banknorth, NA, CP 57599LHX1 Other Municipal Debt First Tier Security 2015-11-10 2015-11-10 N Y TD BANK NA WILMINGTON DE N/A N/A N 47000000.00 47000000.00 0.0075 N 47000470.00 47000470.00 Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 0.05% Series 2012 A, LOC TD Banknorth, NA, CP 57599LJB7 Other Municipal Debt First Tier Security 2016-01-13 2016-01-13 N Y TD BANK NA WILMINGTON DE N/A N/A N 6300000.00 6300000.00 0.0010 N 6300000.00 6300000.00 Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 0.06% Series 2012 B, LOC TD Banknorth, NA, CP 57599LJA9 Other Municipal Debt First Tier Security 2016-01-13 2016-01-13 N Y TD BANK NA WILMINGTON DE N/A N/A N 51000000.00 51000000.00 0.0081 N 51000000.00 51000000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.03% Series B, LOC Citibank NA, CP 19D99XCU7 Other Municipal Debt First Tier Security 2015-11-09 2015-11-09 N Y CITIBANK NA N/A N/A N 31200000.00 31200000.00 0.0050 N 31200000.00 31200000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.03% Series B, LOC Citibank NA, CP 19D99XCX1 Other Municipal Debt First Tier Security 2015-11-19 2015-11-19 N Y CITIBANK NA N/A N/A N 22600000.00 22600000.00 0.0036 N 22600226.00 22600226.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.04% Series A, LOC Bank of America NA, CP 19D99XCV5 Other Municipal Debt First Tier Security 2016-01-15 2016-01-15 N Y BANK OF AMERICA NA N/A N/A N 35200000.00 35200000.00 0.0056 N 35200704.00 35200704.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.05% Series B, LOC Citibank NA, CP 19D99XCQ6 Other Municipal Debt First Tier Security 2015-12-01 2015-12-01 N Y CITIBANK NA N/A N/A N 8500000.00 8500000.00 0.0014 N 8500170.00 8500170.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.06% Series C, LOC Barclays Bank PLC, CP 19D99XCW3 Other Municipal Debt First Tier Security 2016-01-06 2016-01-06 N Y BARCLAYS BANK PLC N/A N/A N 18100000.00 18100000.00 0.0029 N 18100000.00 18100000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.06% Series A, LOC Bank of America NA, CP 19D99XCT0 Other Municipal Debt First Tier Security 2016-01-26 2016-01-26 N Y BANK OF AMERICA NA N/A N/A N 23650000.00 23650000.00 0.0038 N 23651182.50 23651182.50 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.07% Series C, LOC Barclays Bank PLC, CP 19D99XCR4 Other Municipal Debt First Tier Security 2015-12-01 2015-12-01 N Y BARCLAYS BANK PLC N/A N/A N 18100000.00 18100000.00 0.0029 N 18100362.00 18100362.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.07% Series C, LOC Barclays Bank PLC, CP 19D99XCS2 Other Municipal Debt First Tier Security 2015-12-03 2015-12-03 N Y BARCLAYS BANK PLC N/A N/A N 10800000.00 10800000.00 0.0017 N 10800216.00 10800216.00 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 0.0029 N 18100000.00 18100000.00 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 9000090.00 9000090.00 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 8593740.52 0.0014 N 8594078.80 8594078.80 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 36678798.48 0.0058 N 36670160.70 36670160.70 Massachusetts Spl. Oblig. Rev. Massachusetts Spl. Oblig. Rev., 5.50% Bonds Series 2005 A 576004FK6 Other Municipal Debt Unrated Security 2016-06-01 2016-06-01 N N N 9385000.00 9674438.18 0.0015 N 9671242.50 9671242.50 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 11/13/2015, (Massachusetts Elec. Co. 57584TAA8 Other Municipal Debt Second Tier Security 2015-11-13 2015-11-13 N Y MASS ELECTRIC CO N/A N/A N 900000.00 900000.00 0.0001 N 900009.00 900009.00 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.04% Series 1999, LOC State Street Bank & Trust Co., Boston, CP 48X990AG9 Other Municipal Debt First Tier Security 2015-12-03 2015-12-03 N Y STATE ST BK & TR CO BOSTON N/A N/A N 38900000.00 38900000.00 0.0062 N 38900778.00 38900778.00 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.09% Series 1994, LOC Bayerische Landesbank Girozentrale, CP 48X990AH7 Other Municipal Debt First Tier Security 2015-11-05 2015-11-05 N Y BAYERISCHE LANDESBANK (GTD) N/A N/A N 3600000.00 3600000.00 0.0006 N 3600000.00 3600000.00 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 4586655.13 0.0007 N 4586558.90 4586558.90 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 6039620.77 0.0010 N 6042240.00 6042240.00 Milford Gen. Oblig. Milford Gen. Oblig., 2.00% BAN 599496UY0 Other Municipal Debt First Tier Security 2016-07-01 2016-07-01 N N N 15400000.00 15580981.66 0.0025 N 15581720.00 15581720.00 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 2400477.61 0.0004 N 2400408.00 2400408.00 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 5020806.61 0.0008 N 5022050.00 5022050.00 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 18473323.26 0.0029 N 18477484.80 18477484.80 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 17975907.83 0.0029 N 17981087.00 17981087.00 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 13814482.40 0.0022 N 13815948.25 13815948.25 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 16427847.27 0.0026 N 16435968.60 16435968.60 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 2021428.06 0.0003 N 2022337.85 2022337.85 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 27166849.15 0.0043 N 27171544.00 27171544.00 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 28580973.32 0.0045 N 28603777.87 28603777.87 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 14971483.98 0.0024 N 14976139.00 14976139.00 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 10700162.50 0.0017 N 10700950.05 10700950.05 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 16500775.36 0.0026 N 16511085.00 16511085.00 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 29014229.39 0.0046 N 29038464.00 29038464.00 Univ. of Massachusetts Bldg. Auth. Facilities Rev. Univ. of Massachusetts Bldg. Auth. Facilities Rev., 3.00% Bonds Series 2013 914440MK5 Other Municipal Debt First Tier Security 2015-11-01 2015-11-01 N N Y OBLIGOR UNIV OF MASSACHUSETTS N/A N/A 2150000.00 2150000.00 0.0003 N 2150172.00 2150172.00 Univ. of Massachusetts Bldg. Auth. Rev. Univ. of Massachusetts Bldg. Auth. Rev., 5.00% Bonds Series 2 914437NZ7 Other Municipal Debt First Tier Security 2015-11-01 2015-11-01 N N Y OBLIGOR UNIV OF MASSACHUSETTS N/A N/A 1380000.00 1380000.00 0.0002 N 1380193.20 1380193.20 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 6014889.53 0.0010 N 6016287.25 6016287.25 Wellesley Gen. Oblig. Wellesley Gen. Oblig., 2.00% Bonds 949493VC1 Other Municipal Debt First Tier Security 2016-06-01 2016-06-01 N N N 2150000.00 2171211.64 0.0003 N 2172467.50 2172467.50 Westfield Gen. Oblig. Westfield Gen. Oblig., 1.00% BAN 960096R64 Other Municipal Debt First Tier Security 2016-04-01 2016-04-01 N N N 5087646.00 5105656.27 0.0008 N 5105656.27 5105656.27 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 11921631.86 0.0019 N 11923925.90 11923925.90 Westfield Gen. Oblig. Westfield Gen. Oblig., 3.00% Bonds Series 2014 960096M69 Other Municipal Debt First Tier Security 2016-03-01 2016-03-01 N N N 2000000.00 2018986.63 0.0003 N 2018640.00 2018640.00 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 9174166.88 0.0015 N 9175376.96 9175376.96 Weston Gen. Oblig. Weston Gen. Oblig., 5.00% Bonds Series 2015 9611652Q9 Other Municipal Debt First Tier Security 2016-02-01 2016-02-01 N N N 1257000.00 1272281.53 0.0002 N 1271908.02 1271908.02 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 13649360.71 0.0022 N 13650952.95 13650952.95 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 9590426.04 0.0015 N 9591269.73 9591269.73 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 4432065.69 0.0007 N 4432965.00 4432965.00 Worcester Gen. Oblig. Worcester Gen. Oblig., 2.00% Bonds Series 2014 A 981306FX6 Other Municipal Debt First Tier Security 2015-11-01 2015-11-01 N N N 4344080.00 4344080.00 0.0007 N 4344297.20 4344297.20 Halifax County Indl. Dev. Auth. Poll. Cont. Rev. Halifax County Indl. Dev. Auth. Poll. Cont. Rev., 0.45% Bonds (Virginia Elec. & Pwr. Co. Proj.) Series 1992, tender 11/06/2015, CP Mode 405795AA3 Other Municipal Debt Second Tier Security 2015-11-06 2015-11-06 N N Y OBLIGOR VIRGINIA ELECTRIC AND POWER CO N/A N/A 4500000.00 4500000.00 0.0007 N 4500000.00 4500000.00 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 11/06/2015, CP Mode 741754AA3 Other Municipal Debt Second Tier Security 2015-11-06 2015-11-06 N N Y OBLIGOR VIRGINIA ELECTRIC AND POWER CO N/A N/A 1000000.00 1000000.00 0.0002 N 1000000.00 1000000.00 Grant County Cmnty. Solid Waste Disp. Rev. Grant County Cmnty. Solid Waste Disp. Rev., 0.45% Bonds (Virginia Elec. & Pwr. Co. Proj.) Series 1996, tender 11/19/2015, CP Mode 388076AA9 Other Municipal Debt Second Tier Security 2015-11-19 2015-11-19 N N Y OBLIGOR VIRGINIA ELECTRIC AND POWER CO N/A N/A 2900000.00 2900000.00 0.0005 N 2900029.00 2900029.00 Jefferson County Poll. Cont. Rev. Jefferson County Poll. Cont. Rev., 0.25% Bonds (Louisville Gas & Elec. Co. Proj.) Series 2001 A, tender 12/03/2015, CP Mode 473044BV6 Other Municipal Debt Second Tier Security 2015-12-03 2015-12-03 N N Y OBLIGOR LOUISVILLE GAS & ELECTRIC CO N/A N/A 2400000.00 2400000.00 0.0004 N 2400000.00 2400000.00 Fidelity Revere Str Trust Fidelity Municipal Cash Central Fund, 0.02% 31635A204 Investment Company Unrated Security 2015-11-06 2015-11-06 N N N 987328000.00 987328000.00 0.1572 N 987328000.00 987328000.00