0001145549-16-012378.txt : 20160414 0001145549-16-012378.hdr.sgml : 20160414 20160407155735 ACCESSION NUMBER: 0001145549-16-012378 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20160331 FILED AS OF DATE: 20160407 DATE AS OF CHANGE: 20160407 FILER: COMPANY DATA: COMPANY CONFORMED NAME: CHARLES SCHWAB FAMILY OF FUNDS CENTRAL INDEX KEY: 0000857156 IRS NUMBER: 000000000 STATE OF INCORPORATION: MA FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: N-MFP SEC ACT: 1933 Act SEC FILE NUMBER: 811-05954 FILM NUMBER: 161560062 BUSINESS ADDRESS: STREET 1: 211 MAIN STREET CITY: SAN FRANCISCO STATE: CA ZIP: 94105 BUSINESS PHONE: 1-415-667-7000 MAIL ADDRESS: STREET 1: 211 MAIN STREET CITY: SAN FRANCISCO STATE: CA ZIP: 94105 FORMER COMPANY: FORMER CONFORMED NAME: SCHWAB CHARLES FAMILY OF FUNDS DATE OF NAME CHANGE: 19920703 0000857156 S000004501 Schwab Massachusetts Municipal Money Fund C000012375 Sweep Shares SWDXX N-MFP 1 primary_doc.xml N-MFP N-MFP LIVE N 2016-03-31 0000857156 S000004501 1 N N N N 033-31894 Charles Schwab Investment Management, Inc. 801-35905 PricewaterhouseCoopers LLP San Francisco CA Charles Schwab Investment Management, Inc. Boston Financial Data Services, Inc. 0000275143 84-00896 N N N Single State Fund 34 36 487357707.50 10333572.84 2574266.85 495117013.49 0.0028 1.0013 2016-03-31 1.0013 2016-03-31 C000012375 1.00 495117013.49 1.00 -2544800.41 80089845.69 82634646.10 0.0001 1.0013 2016-03-31 1.0013 2016-03-31 BOSTON MASS WTR & SWR COMMN REV WATER & SEWER SERIES A 0.120000% 10102NDD4 Other Commercial Paper N First Tier Security N/A N/A 2016-05-17 2016-05-17 N Y STATE STREET BANK AND TRUST COMPANY N/A N/A N 6250000.00 6250000.00 0.0126 N 6247937.50 6247937.50 BOSTON MASS WTR & SWR COMMN REV WATER & SEWER SERIES A 0.160000% 10102NDE2 Other Commercial Paper N First Tier Security N/A N/A 2016-07-05 2016-07-05 N Y STATE STREET BANK AND TRUST COMPANY N/A N/A N 17000000.00 17000000.00 0.0343 N 16984360.00 16984360.00 CHICAGO (CITY OF) REV MULTI FAM HOUSING (CHURCHVIEW SUPPORTIVE LIVING LP) SERIES 2003 0.440000% 167570MY3 Variable Rate Demand Note N First Tier Security N/A N/A 2016-04-07 2016-04-07 Y BMO Harris Bank NA N/A N/A Y BMO Harris Bank NA N/A N/A N 5015000.00 5015000.00 0.0101 N 5015000.00 5015000.00 CHICOPEE MASS GO BOND ANTICIPATION NOTE SERIES 2015 1.500000% 168592X65 Other Municipal Debt N First Tier Security N/A N/A 2016-07-20 2016-07-20 N N N 2381080.00 2388452.53 0.0048 N 2386223.13 2386223.13 COLORADO HOUSING & FINANCE AUTHORITY REV IDB & PCR SERIES 2005A 0.480000% 196476BP9 Variable Rate Demand Note N First Tier Security N/A N/A 2016-04-07 2016-04-07 Y FEDERAL HOME LOAN BANKS N/A N/A Y FEDERAL HOME LOAN BANKS N/A N/A N 2300000.00 2300000.00 0.0046 N 2300000.00 2300000.00 COMMONWEALTH OF MASSACHUSETTS GO SERIES 2015 0.350000% 46640KVU5 Variable Rate Demand Note N First Tier Security N/A N/A 2016-04-01 2016-04-01 Y JPMorgan Chase Bank NA N/A N/A Y JPMorgan Chase Bank NA N/A N/A N 9000000.00 9000000.00 0.0182 N 9000000.00 9000000.00 COMMONWEALTH OF MASSACHUSETTS GO SERIES 2006C 5.000000% 57582N5T8 Other Municipal Debt N Unrated Security N/A N/A 2016-05-01 2016-05-01 N N N 205000.00 205785.36 0.0004 N 205781.05 205781.05 COMMONWEALTH OF MASSACHUSETTS GO SERIES 2006D 4.000000% 57582N6Z3 Other Municipal Debt N Unrated Security N/A N/A 2016-08-01 2016-08-01 N N N 100000.00 101190.48 0.0002 N 101141.00 101141.00 COMMONWEALTH OF MASSACHUSETTS GO SERIES 2006D 5.000000% 57582N7A7 Other Municipal Debt N Unrated Security N/A N/A 2016-08-01 2016-08-01 N N N 400000.00 406226.75 0.0008 N 405852.00 405852.00 COMMONWEALTH OF MASSACHUSETTS GO SERIES 2003D 5.500000% 57582NSD8 Other Municipal Debt N Unrated Security N/A N/A 2016-10-01 2016-10-01 N N N 95000.00 97334.48 0.0002 N 97330.35 97330.35 COMMONWEALTH OF MASSACHUSETTS GO SERIES 2004B 5.250000% 57582NXE0 Other Municipal Debt N Unrated Security N/A N/A 2016-08-01 2016-08-01 N N N 785000.00 797541.95 0.0016 N 797112.55 797112.55 COMMONWEALTH OF MASSACHUSETTS GO SERIES 2004B 5.250000% 57582NXF7 Other Municipal Debt N Unrated Security N/A N/A 2016-08-01 2016-08-01 N N N 550000.00 558932.95 0.0011 N 558486.50 558486.50 COMMONWEALTH OF MASSACHUSETTS GO SERIES 2014C 3.000000% 57582P7E4 Other Municipal Debt N Unrated Security N/A N/A 2016-08-01 2016-08-01 N N N 2445000.00 2466641.39 0.0050 N 2465049.00 2465049.00 COMMONWEALTH OF MASSACHUSETTS GO SERIES 2007A 5.000000% 57582PEV8 Other Municipal Debt N Unrated Security N/A N/A 2016-05-01 2016-05-01 N N N 975000.00 978692.13 0.0020 N 978714.75 978714.75 COMMONWEALTH OF MASSACHUSETTS GO SERIES 2007C 0.440000% 57582PGZ7 Variable Rate Demand Note N First Tier Security N/A N/A 2016-04-07 2016-04-07 Y Citibank NA N/A N/A N N 4500000.00 4500000.00 0.0091 N 4500000.00 4500000.00 COMMONWEALTH OF MASSACHUSETTS GO SERIES 2007C 0.450000% 57582PHZ6 Variable Rate Demand Note N First Tier Security N/A N/A 2016-04-07 2016-04-07 Y JPMorgan Chase Bank NA N/A N/A N N 3900000.00 3900000.00 0.0079 N 3900000.00 3900000.00 COMMONWEALTH OF MASSACHUSETTS GO SERIES 2012D 0.740000% 57582PJ84 Other Municipal Debt N Unrated Security N/A N/A 2016-04-07 2017-01-01 N N N 2950000.00 2951278.33 0.0060 N 2951032.50 2951032.50 COMMONWEALTH OF MASSACHUSETTS GO SERIES 2007C 0.450000% 57582PJU5 Variable Rate Demand Note N First Tier Security N/A N/A 2016-04-07 2016-04-07 Y Societe Generale SA N/A N/A N N 3885000.00 3885000.00 0.0078 N 3885000.00 3885000.00 COMMONWEALTH OF MASSACHUSETTS GO SERIES 2007A 0.450000% 57582PJX9 Variable Rate Demand Note N First Tier Security N/A N/A 2016-04-07 2016-04-07 Y Societe Generale SA N/A N/A N N 4000000.00 4000000.00 0.0081 N 4000000.00 4000000.00 COMMONWEALTH OF MASSACHUSETTS GO SERIES 2013A 0.760000% 57582PK41 Other Municipal Debt N Unrated Security N/A N/A 2016-04-07 2017-02-01 N N N 1000000.00 1000488.40 0.0020 N 1000490.00 1000490.00 COMMONWEALTH OF MASSACHUSETTS GO SERIES 2008A 5.000000% 57582PNK2 Other Municipal Debt N Unrated Security N/A N/A 2016-09-01 2016-09-01 N N N 115000.00 117201.47 0.0002 N 117112.55 117112.55 COMMONWEALTH OF MASSACHUSETTS GO SERIES 2013B 5.000000% 57582PP87 Other Municipal Debt N Unrated Security N/A N/A 2016-08-01 2016-08-01 N N N 500000.00 507593.98 0.0010 N 507315.00 507315.00 COMMONWEALTH OF MASSACHUSETTS GO SERIES 2009B 5.000000% 57582PRU6 Other Municipal Debt N Unrated Security N/A N/A 2016-07-01 2016-07-01 N N N 155000.00 156727.96 0.0003 N 156680.20 156680.20 COMMONWEALTH OF MASSACHUSETTS GO SERIES 2010-B 4.000000% 57582PVJ6 Other Municipal Debt N Unrated Security N/A N/A 2016-06-01 2016-06-01 N N N 685000.00 689067.38 0.0014 N 688849.70 688849.70 COMMONWEALTH OF MASSACHUSETTS GO SERIES 4 3.000000% 57582PY53 Other Municipal Debt N Unrated Security N/A N/A 2016-05-01 2016-05-01 N N N 100000.00 100224.56 0.0002 N 100217.00 100217.00 COMMONWEALTH OF MASSACHUSETTS GO SERIES I 0.060000% 57587BAG1 Other Commercial Paper N First Tier Security N/A N/A 2016-04-21 2016-04-21 N N Y Standby Purchase Agreement TD Bank NA N/A N/A 9000000.00 9000000.00 0.0182 N 8998110.00 8998110.00 COMMONWEALTH OF MASSACHUSETTS GO SERIES 16ZF0377 0.440000% 88033MM95 Variable Rate Demand Note N First Tier Security N/A N/A 2016-04-07 2016-04-07 Y Toronto-Dominion Bank/The N/A N/A N N 1500000.00 1500000.00 0.0030 N 1500000.00 1500000.00 COMMONWEALTH OF MASSACHUSETTS GO SERIES 2015A 0.430000% 88033MNJ2 Variable Rate Demand Note N First Tier Security N/A N/A 2016-04-07 2016-04-07 Y Citibank NA N/A N/A N N 1350000.00 1350000.00 0.0027 N 1350000.00 1350000.00 DISTRICT OF COLUMBIA (WASHINGTON DC) REV PUBLIC SERVICES SERIES 1993 0.450000% 254839K77 Variable Rate Demand Note N First Tier Security N/A N/A 2016-04-07 2016-04-07 Y Bank of America NA N/A N/A Y Bank of America NA N/A N/A N 780000.00 780000.00 0.0016 N 780000.00 780000.00 EAST BRIDGEWATER MASS GO BOND ANTICIPATION NOTE SERIES 2016 1.000000% 271227PY0 Other Municipal Debt N Unrated Security N/A N/A 2016-09-30 2016-09-30 N N N 3551000.00 3562397.49 0.0072 N 3557498.33 3557498.33 EASTON MASS GO BOND ANTICIPATION NOTE 2.000000% 277587WE7 Other Municipal Debt N First Tier Security N/A N/A 2016-08-19 2016-08-19 N N N 1845000.00 1856460.29 0.0037 N 1855258.20 1855258.20 EASTON MASS GO BOND ANTICIPATION NOTE SERIES 2016 1.500000% 277587WF4 Other Municipal Debt N Unrated Security N/A N/A 2016-08-19 2016-08-19 N N N 3620000.00 3636052.83 0.0073 N 3633285.40 3633285.40 ESSEX MASS NORTH SHORE AGRIC & TECH SCH DIST GO BOND ANTICIPATION NOTE 1.250000% 297138CR8 Other Municipal Debt N First Tier Security N/A N/A 2016-06-17 2016-06-17 N N N 2500000.00 2504341.83 0.0051 N 2503225.00 2503225.00 FRANKLIN MASS GO BOND ANTICIPATION NOTE 1.500000% 353838XF7 Other Municipal Debt N Unrated Security N/A N/A 2016-05-20 2016-05-20 N N N 1000000.00 1001546.73 0.0020 N 1001210.00 1001210.00 HAMILTON CNTY OHIO REV LEASE REV (KING HIGHLAND CMNTY URBAN) SERIES 2006 A 5.000000% 407271GM1 Other Municipal Debt N Unrated Security N/A N/A 2016-06-01 2016-06-01 N N Y Escrow Escrow N/A N/A 1000000.00 1007829.38 0.0020 N 1007140.00 1007140.00 HAVERHILL MASS GO BOND ANTICIPATION NOTE 2.000000% 419507BG2 Other Municipal Debt N First Tier Security N/A N/A 2016-09-01 2016-09-01 N N N 3000000.00 3020358.20 0.0061 N 3016110.00 3016110.00 HINGHAM MASS GO BOND ANTICIPATION NOTE 1.500000% 433344UK2 Other Municipal Debt N Unrated Security N/A N/A 2016-05-21 2016-05-21 N N N 1000000.00 1001647.54 0.0020 N 1001310.00 1001310.00 MARBLEHEAD MASS GO BOND ANTICIPATION NOTE 2.000000% 566081WF8 Other Municipal Debt N First Tier Security N/A N/A 2016-08-05 2016-08-05 N N N 3000000.00 3017498.08 0.0061 N 3015000.00 3015000.00 MARSHFIELD MASS GO BOND ANTICIPATION NOTE 2.000000% 572835B70 Other Municipal Debt N Unrated Security N/A N/A 2016-07-29 2016-07-29 N N N 3000000.00 3016230.82 0.0061 N 3013560.00 3013560.00 MARYLAND ECONOMIC DEVELOPMENT CORPORATION REV INDUSTRIAL SERIES 2001-A 0.590000% 574205EC0 Variable Rate Demand Note N First Tier Security N/A N/A 2016-04-07 2016-04-07 Y MANUFACTURERS AND TRADERS TRUST CO N/A N/A Y MANUFACTURERS AND TRADERS TRUST CO N/A N/A N 3350000.00 3350000.00 0.0068 N 3350000.00 3350000.00 MASSACHUSETTS BAY TRANS AUTH SALES TAX REV SALES TAX SERIES 2005B 0.440000% 575579LD7 Variable Rate Demand Note N First Tier Security N/A N/A 2016-04-07 2016-04-07 Y Citibank NA N/A N/A N N 9900000.00 9900000.00 0.0200 N 9900000.00 9900000.00 MASSACHUSETTS BAY TRANS AUTH SALES TAX REV SALES TAX 5.500000% 575579XK8 Other Municipal Debt N Unrated Security N/A N/A 2016-07-01 2016-07-01 N N N 915000.00 926597.95 0.0019 N 925989.15 925989.15 MASSACHUSETTS BAY TRANS AUTH SALES TAX REV SALES TAX SERIES 2014 A 3.000000% 575579XM4 Other Municipal Debt N Unrated Security N/A N/A 2016-07-01 2016-07-01 N N N 250000.00 251629.09 0.0005 N 251512.50 251512.50 MASSACHUSETTS BAY TRANS AUTH SALES TAX REV SALES TAX SERIES B 0.230000% 57557YKT8 Other Commercial Paper N First Tier Security N/A N/A 2016-04-01 2016-04-01 N N Y Standby Purchase Agreement SUMITOMO MITSUI BANKING CORPORATION N/A N/A 7000000.00 7000000.00 0.0141 N 6999930.00 6999930.00 MASSACHUSETTS BAY TRANS AUTH SALES TAX REV SALES TAX SERIES B 0.600000% 57557YKU5 Other Commercial Paper N First Tier Security N/A N/A 2016-05-05 2016-05-05 N N Y Standby Purchase Agreement SUMITOMO MITSUI BANKING CORPORATION N/A N/A 6000000.00 6000000.00 0.0121 N 6000000.00 6000000.00 MASSACHUSETTS SCHOOL BUILDING AUTHORITY REV SALES TAX SERIES 2007A 0.450000% 46633VRV3 Variable Rate Demand Note N First Tier Security N/A N/A 2016-04-07 2016-04-07 Y JPMorgan Chase Bank NA N/A N/A Y UNITED STATES TREASURY N/A N/A N 1315000.00 1315000.00 0.0027 N 1315000.00 1315000.00 MASSACHUSETTS SCHOOL BUILDING AUTHORITY REV SCHOOL SERIES 2012B 0.450000% 46640KCJ1 Variable Rate Demand Note N First Tier Security N/A N/A 2016-04-07 2016-04-07 Y JPMorgan Chase Bank NA N/A N/A N N 3750000.00 3750000.00 0.0076 N 3750000.00 3750000.00 MASSACHUSETTS SCHOOL BUILDING AUTHORITY REV SCHOOL SERIES A 0.100000% 57580QAQ3 Other Commercial Paper N First Tier Security N/A N/A 2016-05-23 2016-05-23 N Y Bank of America NA N/A N/A N 8000000.00 8000000.00 0.0162 N 7996960.00 7996960.00 MASSACHUSETTS SCHOOL BUILDING AUTHORITY REV SCHOOL SERIES A 0.030000% 57580QAU4 Other Commercial Paper N First Tier Security N/A N/A 2016-04-04 2016-04-04 N Y Bank of America NA N/A N/A N 12000000.00 12000000.00 0.0242 N 11999640.00 11999640.00 MASSACHUSETTS SCHOOL BUILDING AUTHORITY REV SCHOOL SERIES A 0.050000% 57580SBH8 Other Commercial Paper N First Tier Security N/A N/A 2016-04-06 2016-04-06 N Y Bank of America NA N/A N/A N 5000000.00 5000000.00 0.0101 N 4999700.00 4999700.00 MASSACHUSETTS SCHOOL BUILDING AUTHORITY REV STATE SERIES C 0.070000% 57580SBL9 Other Commercial Paper N First Tier Security N/A N/A 2016-05-02 2016-05-02 N Y Barclays Bank Plc N/A N/A N 8000000.00 8000000.00 0.0162 N 7997440.00 7997440.00 MASSACHUSETTS SCHOOL BUILDING AUTHORITY REV STATE SERIES C 0.130000% 57580SBP0 Other Commercial Paper N First Tier Security N/A N/A 2016-06-01 2016-06-01 N Y Barclays Bank Plc N/A N/A N 10000000.00 10000000.00 0.0202 N 9993200.00 9993200.00 MASSACHUSETTS SCHOOL BUILDING AUTHORITY REV SALES TAX SERIES 2009A 4.000000% 576000KR3 Other Municipal Debt N Unrated Security N/A N/A 2016-05-15 2016-05-15 N N N 605000.00 607609.09 0.0012 N 607674.10 607674.10 MASSACHUSETTS SCHOOL BUILDING AUTHORITY REV SALES TAX SERIES 2011B 5.000000% 576000LU5 Other Municipal Debt N Unrated Security N/A N/A 2016-10-15 2016-10-15 N N N 200000.00 204833.67 0.0004 N 204760.00 204760.00 MASSACHUSETTS SCHOOL BUILDING AUTHORITY REV SALES TAX SERIES 2013A 4.000000% 576000PA5 Other Municipal Debt N Unrated Security N/A N/A 2016-05-15 2016-05-15 N N N 725000.00 728146.75 0.0015 N 728204.50 728204.50 MASSACHUSETTS SCHOOL BUILDING AUTHORITY REV SALES TAX SERIES 2013A 0.440000% 576000PR8 Variable Rate Demand Note N First Tier Security N/A N/A 2016-04-07 2016-04-07 Y Citibank NA N/A N/A N N 4125000.00 4125000.00 0.0083 N 4125000.00 4125000.00 MASSACHUSETTS SCHOOL BUILDING AUTHORITY REV SALES TAX SERIES 2015D 0.430000% 576000SU8 Variable Rate Demand Note N First Tier Security N/A N/A 2016-04-07 2016-04-07 Y Citibank NA N/A N/A N N 9985000.00 9985000.00 0.0202 N 9985000.00 9985000.00 MASSACHUSETTS ST DEV FIN AGY REV SCHOOL (CUSHING ACADEMY) SERIES 2004 0.450000% 57583F4G3 Variable Rate Demand Note N First Tier Security N/A N/A 2016-04-07 2016-04-07 Y TD Bank NA N/A N/A Y TD Bank NA N/A N/A N 2385000.00 2385000.00 0.0048 N 2385000.00 2385000.00 MASSACHUSETTS ST DEV FIN AGY REV WASTE/POLLUTION (NEW BEDFORD SOLID WASTE SYSTEM) SERIES 2001 0.480000% 57583FXT3 Variable Rate Demand Note N First Tier Security N/A N/A 2016-04-07 2016-04-07 Y US BANK NATIONAL ASSOCIATION N/A N/A Y US BANK NATIONAL ASSOCIATION N/A N/A N 1940000.00 1940000.00 0.0039 N 1940000.00 1940000.00 MASSACHUSETTS ST DEV FIN AGY REV HEALTHCARE (SYMMES LIFE CARE INC DBA BROOKHAVEN AT LEXINGTON) SERIES 2005B 0.530000% 57583RAG0 Variable Rate Demand Note N First Tier Security N/A N/A 2016-04-07 2016-04-07 Y Bank of America NA N/A N/A Y Bank of America NA N/A N/A N 2440000.00 2440000.00 0.0049 N 2440000.00 2440000.00 MASSACHUSETTS ST DEV FIN AGY REV SCHOOL (MARINE BIOLOGICAL LABORATORY) SERIES 2006 0.420000% 57583RFL4 Variable Rate Demand Note N First Tier Security N/A N/A 2016-04-07 2016-04-07 Y PNC BANK NATIONAL ASSOCIATION N/A N/A Y PNC BANK NATIONAL ASSOCIATION N/A N/A N 7110000.00 7110000.00 0.0144 N 7110000.00 7110000.00 MASSACHUSETTS ST DEV FIN AGY REV UNIVERSITY (BOSTON UNIVERSITY) SERIES U-3 0.380000% 57583RWG6 Variable Rate Demand Note N First Tier Security N/A N/A 2016-04-07 2016-04-07 Y NORTHERN TRUST COMPANY (THE) N/A N/A Y NORTHERN TRUST COMPANY (THE) N/A N/A N 6600000.00 6600000.00 0.0133 N 6600000.00 6600000.00 MASSACHUSETTS ST DEV FIN AGY REV HOSPITAL (PARTNERS HEALTHCARE SYSTEM INC) SERIES 2014 M-2 0.420000% 57583UB56 Variable Rate Demand Note N First Tier Security N/A N/A 2016-04-07 2016-04-07 Y BANK OF NEW YORK MELLON/THE N/A N/A Y BANK OF NEW YORK MELLON/THE N/A N/A N 5000000.00 5000000.00 0.0101 N 5000000.00 5000000.00 MASSACHUSETTS ST DEV FIN AGY REV PUBLIC SERVICES (CORPORATION FOR INDEPENDENT LIVING) SERIES 2011 0.400000% 57583UDB1 Variable Rate Demand Note N First Tier Security N/A N/A 2016-04-07 2016-04-07 Y MANUFACTURERS AND TRADERS TRUST CO N/A N/A Y MANUFACTURERS AND TRADERS TRUST CO N/A N/A N 6230000.00 6230000.00 0.0126 N 6230000.00 6230000.00 MASSACHUSETTS ST DEV FIN AGY REV HEALTHCARE (PARTNERS HEALTHCARE SYSTEM INC) SERIES 2014M4 0.460000% 57583UL55 Variable Rate Demand Note N First Tier Security N/A N/A 2016-04-07 2016-04-07 Y Morgan Stanley Bank NA N/A N/A N Y Corporate Underlier PARTNERS HEALTHCARE SYSTEM INC N/A N/A 4170000.00 4170000.00 0.0084 N 4170000.00 4170000.00 MASSACHUSETTS ST DEV FIN AGY REV HOSPITAL (PARTNERS HEALTHCARE SYSTEM INC) SERIES 2012L 3.000000% 57583UMG0 Other Municipal Debt N Unrated Security N/A N/A 2016-07-01 2016-07-01 N N Y Corporate Underlier PARTNERS HEALTHCARE SYSTEM INC N/A N/A 100000.00 100653.89 0.0002 N 100598.00 100598.00 MASSACHUSETTS ST DEV FIN AGY REV HOSPITAL (PARTNERS HEALTHCARE SYSTEM INC) SERIES 2012L 5.000000% 57583UMX3 Other Municipal Debt N Unrated Security N/A N/A 2016-07-01 2016-07-01 N N Y Corporate Underlier PARTNERS HEALTHCARE SYSTEM INC N/A N/A 575000.00 581606.34 0.0012 N 581181.25 581181.25 MASSACHUSETTS ST DEV FIN AGY REV PUBLIC SERVICES (CILS REALTY INC) SERIES 2013 0.400000% 57583UXM5 Variable Rate Demand Note N First Tier Security N/A N/A 2016-04-07 2016-04-07 Y MANUFACTURERS AND TRADERS TRUST CO N/A N/A Y MANUFACTURERS AND TRADERS TRUST CO N/A N/A N 8525000.00 8525000.00 0.0172 N 8525000.00 8525000.00 MASSACHUSETTS ST DEV FIN AGY REV MULTI FAM HOUSING SERIES 2015 0.350000% 57583XCD2 Other Municipal Debt N First Tier Security N/A N/A 2016-04-01 2016-04-01 N N Y Escrow Escrow N/A N/A 5000000.00 5000000.00 0.0101 N 5000000.00 5000000.00 MASSACHUSETTS ST DEV FIN AGY REV UNIVERSITY (HARVARD UNIVERSITY) SERIES 2010B2 0.400000% 74703YZF0 Variable Rate Demand Note N First Tier Security N/A N/A 2016-04-07 2016-04-07 Y Bank of America NA N/A N/A N Y Corporate Underlier HARVARD UNIVERSITY N/A N/A 12500000.00 12500000.00 0.0252 N 12500000.00 12500000.00 MASSACHUSETTS ST DEV FIN AGY REV HOSPITAL (PARTNERS HEALTHCARE SYSTEM INC) SERIES 2015O-1 0.450000% 88033MAG2 Variable Rate Demand Note N First Tier Security N/A N/A 2016-04-07 2016-04-07 Y JPMorgan Chase Bank NA N/A N/A N Y Corporate Underlier PARTNERS HEALTHCARE SYSTEM INC N/A N/A 1600000.00 1600000.00 0.0032 N 1600000.00 1600000.00 MASSACHUSETTS ST DEV FIN AGY REV HOSPITAL (PARTNERS HEALTHCARE SYSTEM INC) SERIES 2016Q 0.450000% 88033MRY5 Variable Rate Demand Note N First Tier Security N/A N/A 2016-04-07 2016-04-07 Y JPMorgan Chase Bank NA N/A N/A N Y Corporate Underlier PARTNERS HEALTHCARE SYSTEM INC N/A N/A 1350000.00 1350000.00 0.0027 N 1350000.00 1350000.00 MASSACHUSETTS ST HEALTH & EDL FACS AUTH REV UNIVERSITY (UNIVERSITY OF MASSACHUSETTS) SERIES 2007E&F 0.400000% 27884FQC7 Variable Rate Demand Note N First Tier Security N/A N/A 2016-04-07 2016-04-07 Y US BANK NATIONAL ASSOCIATION N/A N/A Y UNITED STATES TREASURY N/A N/A N 7220000.00 7220000.00 0.0146 N 7220000.00 7220000.00 MASSACHUSETTS ST HEALTH & EDL FACS AUTH REV UNIVERSITY (AMHERST COLLEGE) SERIES F 0.380000% 57585JMX6 Variable Rate Demand Note N First Tier Security N/A N/A 2016-04-07 2016-04-07 Y AMHERST COLLEGE N/A N/A N N 8600000.00 8600000.00 0.0174 N 8600000.00 8600000.00 MASSACHUSETTS ST HEALTH & EDL FACS AUTH REV HOSPITAL SERIES M-2 0.420000% 57585KA57 Variable Rate Demand Note N First Tier Security N/A N/A 2016-04-07 2016-04-07 Y Bank of America NA N/A N/A Y Bank of America NA N/A N/A N 2140000.00 2140000.00 0.0043 N 2140000.00 2140000.00 MASSACHUSETTS ST HEALTH & EDL FACS AUTH REV UNIVERSITY (MASSACHUSETTS INSTITUTE OF TECHNOLOGY) SERIES 2001J-2 0.440000% 57585KSV1 Variable Rate Demand Note N First Tier Security N/A N/A 2016-04-07 2016-04-07 Y Massachusetts Institute of Technology N/A N/A N N 750000.00 750000.00 0.0015 N 750000.00 750000.00 MASSACHUSETTS ST HEALTH & EDL FACS AUTH REV UNIVERSITY (MASSACHUSETTS INSTITUTE OF TECHNOLOGY) SERIES 2001 J-1 0.430000% 57585KSW9 Variable Rate Demand Note N First Tier Security N/A N/A 2016-04-07 2016-04-07 Y Massachusetts Institute of Technology N/A N/A N N 2100000.00 2100000.00 0.0042 N 2100000.00 2100000.00 MASSACHUSETTS ST HEALTH & EDL FACS AUTH REV UNIVERSITY (TUFTS UNIVERSITY) SERIES 2002J 5.500000% 57585KZV3 Other Municipal Debt N Unrated Security N/A N/A 2016-08-15 2016-08-15 N N Y Corporate Underlier TUFTS UNIVERSITY N/A N/A 1500000.00 1529561.98 0.0031 N 1527240.00 1527240.00 MASSACHUSETTS ST HEALTH & EDL FACS AUTH REV UNIVERSITY (MASSACHUSETTS INSTITUTE OF TECHNOLOGY) SERIES M 5.250000% 57586CBF1 Other Municipal Debt N Unrated Security N/A N/A 2016-07-01 2016-07-01 N N Y Corporate Underlier Massachusetts Institute of Technology N/A N/A 2100000.00 2126323.30 0.0043 N 2124066.00 2124066.00 MASSACHUSETTS ST HEALTH & EDL FACS AUTH REV HOSPITAL SERIES 2004M-4A 0.420000% 57586CDX0 Variable Rate Demand Note N First Tier Security N/A N/A 2016-04-07 2016-04-07 Y Bank of America NA N/A N/A Y Bank of America NA N/A N/A N 4015000.00 4015000.00 0.0081 N 4015000.00 4015000.00 MASSACHUSETTS ST HEALTH & EDL FACS AUTH REV UNIVERSITY (AMHERST COLLEGE) SERIES 2005I 0.380000% 57586CGZ2 Variable Rate Demand Note N First Tier Security N/A N/A 2016-04-07 2016-04-07 Y AMHERST COLLEGE N/A N/A N N 9260000.00 9260000.00 0.0187 N 9260000.00 9260000.00 MASSACHUSETTS ST HEALTH & EDL FACS AUTH REV HOSPITAL (BAYSTATE MEDICAL CENTER MA) SERIES 2005 G 0.350000% 57586CNH4 Variable Rate Demand Note N First Tier Security N/A N/A 2016-04-01 2016-04-01 Y Wells Fargo Bank NA N/A N/A Y Wells Fargo Bank NA N/A N/A N 1100000.00 1100000.00 0.0022 N 1100000.00 1100000.00 MASSACHUSETTS ST HEALTH & EDL FACS AUTH REV UNIVERSITY (TUFTS UNIVERSITY) SERIES 2008N1 0.380000% 57586CV36 Variable Rate Demand Note N First Tier Security N/A N/A 2016-04-01 2016-04-01 Y US BANK NATIONAL ASSOCIATION N/A N/A N Y Corporate Underlier TUFTS UNIVERSITY N/A N/A 7100000.00 7100000.00 0.0143 N 7100000.00 7100000.00 MASSACHUSETTS ST HEALTH & EDL FACS AUTH REV EDUCATIONAL INSTITUTION (MUSEUM OF FINE ARTS) SERIES 2007-A2 0.370000% 57586CV51 Variable Rate Demand Note N First Tier Security N/A N/A 2016-04-01 2016-04-01 Y Bank of America NA N/A N/A N Y Corporate Underlier Museum of Fine Arts N/A N/A 3195000.00 3195000.00 0.0065 N 3195000.00 3195000.00 MASSACHUSETTS ST HEALTH & EDL FACS AUTH REV HOSPITAL (GREAT BROOK VALLEY HEALTH CENTER) SERIES 2006 A 0.390000% 57586CVK8 Variable Rate Demand Note N First Tier Security N/A N/A 2016-04-07 2016-04-07 Y TD Bank NA N/A N/A Y TD Bank NA N/A N/A N 3165000.00 3165000.00 0.0064 N 3165000.00 3165000.00 MASSACHUSETTS ST HEALTH & EDL FACS AUTH REV SCHOOL (MASSACHUSETTS INSTITUTE OF TECHNOLOGY) SERIES O 4.000000% 57586ECG4 Other Municipal Debt N Unrated Security N/A N/A 2016-07-01 2016-07-01 N N Y Corporate Underlier Massachusetts Institute of Technology N/A N/A 100000.00 100878.28 0.0002 N 100848.00 100848.00 MASSACHUSETTS ST HEALTH & EDL FACS AUTH REV HOSPITAL (PARTNERS HEALTHCARE SYSTEM INC) SERIES P1 0.550000% 57586EHT1 Variable Rate Demand Note N First Tier Security N/A N/A 2016-04-07 2016-04-07 Y JPMorgan Chase Bank NA N/A N/A N Y Corporate Underlier PARTNERS HEALTHCARE SYSTEM INC N/A N/A 2500000.00 2500000.00 0.0050 N 2500000.00 2500000.00 MASSACHUSETTS ST HEALTH & EDL FACS AUTH REV HOSPITAL (BAYSTATE MEDICAL CENTER MA) SERIES 2009K-1 0.350000% 57586EJZ5 Variable Rate Demand Note N First Tier Security N/A N/A 2016-04-01 2016-04-01 Y Wells Fargo Bank NA N/A N/A Y Wells Fargo Bank NA N/A N/A N 3660000.00 3660000.00 0.0074 N 3660000.00 3660000.00 MASSACHUSETTS ST HEALTH & EDL FACS AUTH REV HOSPITAL (PARTNERS HEALTHCARE SYSTEM INC) SERIES 2010J-2 4.000000% 57586ENR8 Other Municipal Debt N Unrated Security N/A N/A 2016-07-01 2016-07-01 N N Y Corporate Underlier PARTNERS HEALTHCARE SYSTEM INC N/A N/A 250000.00 252228.13 0.0005 N 252090.00 252090.00 MASSACHUSETTS ST HEALTH & EDL FACS AUTH REV HOSPITAL (PARTNERS HEALTHCARE SYSTEM INC) SERIES 2010 J-2 5.000000% 57586EPB1 Other Municipal Debt N Unrated Security N/A N/A 2016-07-01 2016-07-01 N N Y Corporate Underlier PARTNERS HEALTHCARE SYSTEM INC N/A N/A 1055000.00 1067118.27 0.0022 N 1066341.25 1066341.25 MASSACHUSETTS ST HEALTH & EDL FACS AUTH REV UNIVERSITY (MASSACHUSETTS INSTITUTE OF TECHNOLOGY) SERIES 2008N 0.430000% 57586EQX2 Variable Rate Demand Note N First Tier Security N/A N/A 2016-04-07 2016-04-07 Y Citibank NA N/A N/A N Y Corporate Underlier Massachusetts Institute of Technology N/A N/A 2000000.00 2000000.00 0.0040 N 2000000.00 2000000.00 MASSACHUSETTS ST HEALTH & EDL FACS AUTH REV HEALTHCARE (PARTNERS HEALTHCARE SYSTEM INC) SERIES H-2 0.120000% 57586TFL7 Other Commercial Paper N First Tier Security N/A N/A 2016-06-02 2016-06-02 N N Y Corporate Underlier PARTNERS HEALTHCARE SYSTEM INC N/A N/A 12000000.00 12000000.00 0.0242 N 11991720.00 11991720.00 MASSACHUSETTS ST HEALTH & EDL FACS AUTH REV UNIVERSITY (HARVARD UNIVERSITY) SERIES EE 0.030000% 57586U5U5 Other Commercial Paper N First Tier Security N/A N/A 2016-04-06 2016-04-06 N N Y Corporate Underlier HARVARD UNIVERSITY N/A N/A 19000000.00 19000000.00 0.0384 N 18998860.00 18998860.00 MASSACHUSETTS ST HEALTH & EDL FACS AUTH REV UNIVERSITY (HARVARD UNIVERSITY) SERIES EE 0.030000% 57586U5W1 Other Commercial Paper N First Tier Security N/A N/A 2016-04-05 2016-04-05 N N Y Corporate Underlier HARVARD UNIVERSITY N/A N/A 6900000.00 6900000.00 0.0139 N 6899724.00 6899724.00 MASSACHUSETTS ST HEALTH & EDL FACS AUTH REV HOSPITAL (PARTNERS HEALTHCARE SYSTEM INC) SERIES 2010J1 0.450000% 88033LDS5 Variable Rate Demand Note N First Tier Security N/A N/A 2016-04-07 2016-04-07 Y JPMorgan Chase Bank NA N/A N/A N Y Corporate Underlier PARTNERS HEALTHCARE SYSTEM INC N/A N/A 2100000.00 2100000.00 0.0042 N 2100000.00 2100000.00 MASSACHUSETTS ST HSG FIN AGY REV MULTI FAM HOUSING SERIES 2009-A 0.400000% 57586NDU2 Variable Rate Demand Note N First Tier Security N/A N/A 2016-04-07 2016-04-07 Y TD Bank NA N/A N/A Y TD Bank NA N/A N/A N 2500000.00 2500000.00 0.0050 N 2500000.00 2500000.00 MASSACHUSETTS ST HSG FIN AGY REV HOUSING SERIES 2010A 3.250000% 57586NEQ0 Other Municipal Debt N Unrated Security N/A N/A 2016-06-01 2016-06-01 N N N 295000.00 296410.54 0.0006 N 296088.55 296088.55 MASSACHUSETTS ST HSG FIN AGY REV MULTI FAM HOUSING SERIES 2015A 0.450000% 57587AJA7 Variable Rate Demand Note N First Tier Security N/A N/A 2016-04-07 2016-04-07 Y Bank of America NA N/A N/A Y Bank of America NA N/A N/A N 4800000.00 4800000.00 0.0097 N 4800000.00 4800000.00 MASSACHUSETTS ST WTR POLLN ABATEMENT TR POOL LN REV WATER & SEWER SERIES 2009A 3.000000% 57604P2F0 Other Municipal Debt N Unrated Security N/A N/A 2016-08-01 2016-08-01 N N N 200000.00 201763.56 0.0004 N 201646.00 201646.00 MASSACHUSETTS ST WTR POLLN ABATEMENT TR POOL LN REV WATER & SEWER SERIES 2006 0.440000% 57604PT61 Variable Rate Demand Note N First Tier Security N/A N/A 2016-04-07 2016-04-07 Y Credit Suisse AG N/A N/A N N 8195000.00 8195000.00 0.0166 N 8195000.00 8195000.00 MASSACHUSETTS ST WTR POLLN ABATEMENT TR POOL LN REV WATER & SEWER SERIES 14 0.460000% 57604PZ72 Variable Rate Demand Note N First Tier Security N/A N/A 2016-04-07 2016-04-07 Y Morgan Stanley Bank NA N/A N/A N N 6665000.00 6665000.00 0.0135 N 6665000.00 6665000.00 MASSACHUSETTS ST WTR POLLN ABATEMENT TR POOL LN REV WATER & SEWER SERIES 12 4.000000% 57604PZH0 Other Municipal Debt N Unrated Security N/A N/A 2016-08-01 2016-08-01 N N N 100000.00 101181.21 0.0002 N 101144.00 101144.00 MASSACHUSETTS ST WTR POLLN ABATEMENT TR POOL LN REV WATER & SEWER SERIES 12 5.000000% 57604PZJ6 Other Municipal Debt N Unrated Security N/A N/A 2016-08-01 2016-08-01 N N N 100000.00 101520.41 0.0002 N 101466.00 101466.00 MASSACHUSETTS ST WTR RES AUTH REV WATER & SEWER SERIES 2008 F 0.380000% 5760494W7 Variable Rate Demand Note N First Tier Security N/A N/A 2016-04-07 2016-04-07 Y BANK OF NEW YORK MELLON/THE N/A N/A N N 12000000.00 12000000.00 0.0242 N 12000000.00 12000000.00 MASSACHUSETTS ST WTR RES AUTH REV WATER & SEWER SERIES 2002 J 5.250000% 576049YU8 Other Municipal Debt N Unrated Security N/A N/A 2016-08-01 2016-08-01 N N N 125000.00 126983.61 0.0003 N 126928.75 126928.75 MASSACHUSETTS ST WTR RES AUTH REV WATER & SEWER SERIES 1999 0.060000% 57604RWT3 Other Commercial Paper N First Tier Security N/A N/A 2016-05-10 2016-05-10 N Y STATE STREET BANK AND TRUST COMPANY N/A N/A N 6000000.00 6000000.00 0.0121 N 5997480.00 5997480.00 MASSACHUSETTS ST WTR RES AUTH REV WATER & SEWER SERIES A-2 0.360000% 576051BX3 Variable Rate Demand Note N First Tier Security N/A N/A 2016-04-07 2016-04-07 Y TD Bank NA N/A N/A N N 10000000.00 10000000.00 0.0202 N 10000000.00 10000000.00 MASSACHUSETTS ST WTR RES AUTH REV WATER & SEWER SERIES 2013A 4.000000% 576051HB5 Other Municipal Debt N Unrated Security N/A N/A 2016-08-01 2016-08-01 N N N 900000.00 911044.59 0.0018 N 910269.00 910269.00 METHUEN MASS GO BOND ANTICIPATION NOTE 2.000000% 591537YV1 Other Municipal Debt N First Tier Security N/A N/A 2016-08-05 2016-08-05 N N N 1415000.00 1422562.63 0.0029 N 1421381.65 1421381.65 MICHIGAN STATE FINANCE AUTHORITY REV HOSPITAL SERIES C 0.480000% 59447TEC3 Variable Rate Demand Note N First Tier Security N/A N/A 2016-04-07 2016-04-07 Y FIFTH THIRD BANK N/A N/A Y Fifth Third Bank N/A N/A N 1750000.00 1750000.00 0.0035 N 1750000.00 1750000.00 MIDDLEBOROUGH MASS GO BOND ANTICIPATION NOTE 1.250000% 596051TZ5 Other Municipal Debt N First Tier Security N/A N/A 2016-10-07 2016-10-07 N N N 4122079.00 4140079.01 0.0084 N 4132796.41 4132796.41 MILLIS MASS GO BOND ANTICIPATION NOTE 2.000000% 601090MH3 Other Municipal Debt N First Tier Security N/A N/A 2016-08-01 2016-08-01 N N N 5661000.00 5691126.81 0.0115 N 5685512.13 5685512.13 MINNEAPOLIS MINN REV MULTI FAM HOUSING SERIES 2001 0.520000% 603767KS2 Variable Rate Demand Note N First Tier Security N/A N/A 2016-04-07 2016-04-07 Y Wells Fargo Bank NA N/A N/A Y Wells Fargo Bank NA N/A N/A N 1420000.00 1420000.00 0.0029 N 1420000.00 1420000.00 NEWBURYPORT MASS GO BOND ANTICIPATION NOTE 2.000000% 651027E91 Other Municipal Debt N First Tier Security N/A N/A 2016-09-30 2016-09-30 N N N 3269135.00 3295188.79 0.0067 N 3289926.70 3289926.70 NORFOLK CNTY MASS GO BOND ANTICIPATION NOTE SERIES 2016 1.500000% 655711HT9 Other Municipal Debt N Unrated Security N/A N/A 2016-08-19 2016-08-19 N N N 3709000.00 3723805.93 0.0075 N 3721758.96 3721758.96 NUVEEN CALIFORNIA DIVIDEND ADVANTAGE MUNICIPAL FUND REV SERIES 6 0.520000% 67066Y865 Variable Rate Demand Note N First Tier Security N/A N/A 2016-04-07 2016-04-07 Y Citibank NA N/A N/A Y Citibank NA N/A N/A N 1700000.00 1700000.00 0.0034 N 1700000.00 1700000.00 NUVEEN SELECT QUALITY MUNICIPAL FUND SERIES 1 0.530000% 670973700 Variable Rate Demand Note N First Tier Security N/A N/A 2016-04-07 2016-04-07 Y Barclays Bank PLC N/A N/A Y Barclays Bank Plc N/A N/A N 10000000.00 10000000.00 0.0202 N 10000000.00 10000000.00 PLYMOUTH MASS GO BOND ANTICIPATION NOTE 1.500000% 729654SP9 Other Municipal Debt N First Tier Security N/A N/A 2016-05-04 2016-05-04 N N N 4529000.00 4534150.71 0.0092 N 4533166.68 4533166.68 QUINCY MASS GO BOND ANTICIPATION NOTE 2.000000% 748508KP2 Other Municipal Debt N First Tier Security N/A N/A 2016-07-15 2016-07-15 N N N 2000000.00 2009629.41 0.0041 N 2008560.00 2008560.00 QUINCY MASS GO BOND ANTICIPATION NOTE 2.000000% 748508KR8 Other Municipal Debt N First Tier Security N/A N/A 2017-01-20 2017-01-20 N N N 3000000.00 3036685.39 0.0061 N 3033510.00 3033510.00 ROCKPORT MASS GO BOND ANTICIPATION NOTE 1.500000% 773845MA7 Other Municipal Debt N First Tier Security N/A N/A 2016-08-05 2016-08-05 N N N 3940000.00 3954916.51 0.0080 N 3952844.40 3952844.40 SALISBURY MASS GO BOND ANTICIPATION NOTE SERIES 2015 2.000000% 795302GP7 Other Municipal Debt N First Tier Security N/A N/A 2016-09-15 2016-09-15 N N N 1740000.00 1753241.96 0.0035 N 1750927.20 1750927.20 UNIVERSITY OF MASSACHUSETTS BLDG AUTH REV UNIVERSITY (UNIVERSITY OF MASSACHUSETTS) SERIES 2013-3 0.450000% 46640KFC3 Variable Rate Demand Note N First Tier Security N/A N/A 2016-04-07 2016-04-07 Y JPMorgan Chase Bank NA N/A N/A N Y Corporate Underlier UNIVERSITY OF MASSACHUSETTS N/A N/A 1500000.00 1500000.00 0.0030 N 1500000.00 1500000.00 UNIVERSITY OF MASSACHUSETTS BLDG AUTH REV UNIVERSITY (COMMONWEALTH OF MASSACHUSETTS) SERIES 2008 A 0.440000% 914438CG9 Variable Rate Demand Note N First Tier Security N/A N/A 2016-04-07 2016-04-07 Y Barclays Bank PLC N/A N/A N Y Corporate Underlier COMMONWEALTH OF MASSACHUSETTS N/A N/A 10000000.00 10000000.00 0.0202 N 10000000.00 10000000.00 UNIVERSITY OF MASSACHUSETTS BLDG AUTH REV UNIVERSITY (UNIVERSITY OF MASSACHUSETTS) SERIES 2009-1 4.000000% 914440JN3 Other Municipal Debt N Unrated Security N/A N/A 2016-05-01 2016-05-01 N N Y Corporate Underlier UNIVERSITY OF MASSACHUSETTS N/A N/A 130000.00 130392.17 0.0003 N 130387.40 130387.40 UNIVERSITY OF MASSACHUSETTS BLDG AUTH REV UNIVERSITY (UNIVERSITY OF MASSACHUSETTS) SERIES 2013-1 0.430000% 914440MZ2 Variable Rate Demand Note N First Tier Security N/A N/A 2016-04-07 2016-04-07 Y Citibank NA N/A N/A N Y Corporate Underlier UNIVERSITY OF MASSACHUSETTS N/A N/A 5500000.00 5500000.00 0.0111 N 5500000.00 5500000.00 UNIVERSITY OF MASSACHUSETTS BLDG AUTH REV UNIVERSITY (UNIVERSITY OF MASSACHUSETTS) SERIES 2014-1 0.560000% 914440PX4 Variable Rate Demand Note N First Tier Security N/A N/A 2016-04-07 2016-04-07 Y Morgan Stanley Bank NA N/A N/A N Y Corporate Underlier UNIVERSITY OF MASSACHUSETTS N/A N/A 3700000.00 3700000.00 0.0075 N 3700000.00 3700000.00 WESTBOROUGH MASS GO BOND ANTICIPATION NOTE 2.000000% 957144H92 Other Municipal Debt N First Tier Security N/A N/A 2016-08-12 2016-08-12 N N N 2000000.00 2012094.23 0.0041 N 2010260.00 2010260.00