Form N-MFP1 VANGUARD CMT FUNDS For: Jul 31

  
    N-MFP1
    
      
        
          0001273878
          XXXXXXXX
        
      
      
      
    
  
  
    
      2016-07-31
      0001273878
      VVKMFR2VC8EHEF9DKR84
      S000002576
      1
      N
      N
    
    
      333-111362
      
        The Vanguard Group, Inc.
        801-11953
      
      
        PRICEWATERHOUSECOOPERS LLC
        Philadelphia
        PA
      
      
        The Vanguard Group, Inc.
      
      
        The Vanguard Group, Inc.
        0000735286
        084-00772
      
      N
      N
      N
      Other Tax Exempt
      N
      18
      21
      
        2808757538.62
        2723881709.33
        2628793326.93
        2735993790.58
        2813223671.01
      
      
        0.9250
        0.9135
        0.8841
        0.8853
        0.9299
      
      55428.91
      3021062462.60
      3020951302.94
      4096259.78
      952593.68
      3024261557.61
      3024137235.6400
      1.0000
      0.0044
      
        1.0000
        1.0000
        1.0000
        1.0001
        1.0001
      
    
    
      C000007079
      3000.00
      3024261557.61
      3024137235.6400
      
        1.0000
        1.0000
        1.0000
        1.0001
        1.0001
      
      
        148927020.34
        229800000.00
      
      
        16597000.00
        28636000.00
      
      
        210695000.00
        262491000.00
      
      
        247304000.00
        113603000.00
      
      
        80369000.00
        119257000.00
      
      
        596390097.26
        547167000.00
      
      0.0041
      N
    
    
      ALLEGHENY COUNTY HIGHER EDUCATION BUILDING AUTHORITY (PA)
      Allegheny County PA Higher Education Building Authority University Revenue (Carnegie Mellon University) VRDO 0.390000%
      01728RES4
      US01728RES40
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-01
      2016-08-01
      2037-12-01
      Y
      
        BANK OF NEW YORK MELLON/THE
        
          N/A
          N/A
        
        1.0000
        1
        Y
      
      N
      N
      0.0039
      11400000.00
      11400000.00
      0.0038
      N
      N
      Y
      N
    
    
      ATLANTA, CITY OF (GA)
      Atlanta GA Water & Wastewater Revenue TOB VRDO 0.470000%
      047870NG1
      US047870NG13
      Tender Option Bond
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2040-11-01
      Y
      
        MORGAN STANLEY BANK NA
        
          N/A
          N/A
        
        1.0000
        5
        Y
      
      N
      N
      0.0047
      8015000.00
      8015000.00
      0.0027
      N
      N
      Y
      N
    
    
      BEAVER COUNTY INDUSTRIAL DEVELOPMENT AUTHORITY (PA)
      Beaver County PA Industrial Development Authority Pollution Control Revenue (FirstEnergy Generation Project) VRDO 0.450000%
      074876HE6
      US074876HE60
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-01
      2016-08-01
      2047-10-01
      N
      Y
      
        BANK OF NOVA SCOTIA
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0045
      1025000.00
      1025000.00
      0.0003
      N
      N
      Y
      N
    
    
      CHELAN COUNTY PUBLIC UTILITY DISTRICT NO. 1 (WA)
      Chelan County WA Public Utility District No. 1 Consolidated System Revenue VRDO 0.460000%
      163103UP7
      5493004E8FN9GU2SU067
      US163103UP74
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2032-07-01
      Y
      
        MUFG UNION BANK NA
        
          N/A
          N/A
        
        1.0000
        5
        Y
      
      N
      N
      0.0046
      6845000.00
      6845000.00
      0.0023
      N
      N
      Y
      N
    
    
      CLEVELAND-CUYAHOGA COUNTY PORT AUTHORITY (OH)
      Cleveland-Cuyahoga County OH Port Authority Revenue (Cleveland Museum of Art Project) VRDO 0.440000%
      18610PAB4
      549300KI3FXFLUKF3A98
      US18610PAB40
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2040-10-01
      N
      N
      N
      0.0044
      8000000.00
      8000000.00
      0.0026
      N
      N
      Y
      N
    
    
      COBB COUNTY HOSPITAL AUTHORITY (GA)
      Cobb County GA Hospital Authority Revenue (Equipment Pool Project) VRDO 0.450000%
      19081PEN2
      US19081PEN24
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2036-04-01
      N
      Y
      
        WELLS FARGO BANK NA
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0045
      7100000.00
      7100000.00
      0.0023
      N
      N
      Y
      N
    
    
      COLORADO EDUCATIONAL & CULTURAL FACILITIES AUTHORITY
      Colorado Educational & Cultural Facilities Authority Revenue (National Jewish Federation Bond Program) VRDO 0.370000%
      196458ZY2
      549300BJRX2FHSSZP042
      US196458ZY20
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-01
      2016-08-01
      2030-02-01
      N
      Y
      
        TD BANK NA
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0037
      3930000.00
      3930000.00
      0.0013
      N
      N
      Y
      N
    
    
      COLORADO HOUSING & FINANCE AUTHORITY
      Colorado Housing & Finance Authority Single Family Mortgage Revenue VRDO 0.450000%
      196479ZC6
      5493005GIROYQAWBMC18
      US196479ZC62
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2031-05-01
      N
      Y
      
        SUMITOMO MITSUI BANKING CORP (NE
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0045
      10000000.00
      10000000.00
      0.0033
      N
      N
      Y
      N
    
    
      COLORADO HOUSING & FINANCE AUTHORITY
      Colorado Housing & Finance Authority Single Family Mortgage Revenue VRDO 0.450000%
      196483CB5
      5493005GIROYQAWBMC18
      US196483CB56
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2034-11-01
      Y
      
        FEDERAL HOME LOAN BANK OF TOPEKA
        
          N/A
          N/A
        
        1.0000
        5
        Y
      
      N
      N
      0.0045
      7185000.00
      7185000.00
      0.0024
      N
      N
      Y
      N
    
    
      COLORADO HEALTH FACILITIES AUTHORITY
      Colorado Health Facilities Authority Revenue (Sisters of Charity of Leavenworth Health System) VRDO 0.440000%
      19648A6K6
      5493002JB6DRFRZPEQ21
      US19648A6K63
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2045-12-01
      N
      N
      N
      0.0044
      15000000.00
      15000000.00
      0.0050
      N
      N
      Y
      N
    
    
      COLORADO HEALTH FACILITIES AUTHORITY
      Colorado Health Facilities Authority Revenue (Sisters of Charity of Leavenworth Health System) VRDO 0.450000%
      19648A6L4
      5493002JB6DRFRZPEQ21
      US19648A6L47
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2045-12-01
      Y
      
        WELLS FARGO BANK NA
        
          N/A
          N/A
        
        1.0000
        5
        Y
      
      N
      N
      0.0045
      10000000.00
      10000000.00
      0.0033
      N
      N
      Y
      N
    
    
      COLORADO SPRINGS, CITY OF (CO)
      Colorado Springs CO Utility System Revenue VRDO 0.440000%
      196632CH4
      US196632CH43
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2038-11-01
      Y
      
        US BANK NATIONAL ASSOCIATION
        
          N/A
          N/A
        
        1.0000
        5
        Y
      
      N
      N
      0.0044
      23645000.00
      23645000.00
      0.0078
      N
      N
      Y
      N
    
    
      COLORADO, STATE OF
      Colorado General Fund Revenue 2.000000%
      196729CA3
      US196729CA36
      Other Municipal Security
      First Tier Security
      
        N/A
        N/A
      
      2017-06-27
      2017-06-27
      2017-06-27
      N
      N
      N
      0.0061
      9113490.00
      9113490.00
      0.0030
      N
      N
      N
      N
    
    
      COLORADO, STATE OF
      Colorado General Fund Revenue 3.000000%
      196729CB1
      US196729CB19
      Other Municipal Security
      First Tier Security
      
        N/A
        N/A
      
      2017-06-27
      2017-06-27
      2017-06-27
      N
      N
      N
      0.0053
      17380970.00
      17380970.00
      0.0057
      N
      N
      N
      N
    
    
      COLORADO, STATE OF
      Colorado Education Loan Program Revenue 2.000000%
      19672MBS6
      US19672MBS61
      Other Municipal Security
      First Tier Security
      
        N/A
        N/A
      
      2017-06-29
      2017-06-29
      2017-06-29
      N
      N
      N
      0.0053
      12667625.00
      12667625.00
      0.0042
      N
      N
      N
      N
    
    
      COLORADO, STATE OF
      Colorado Education Loan Program Revenue 5.000000%
      19672MBT4
      US19672MBT45
      Other Municipal Security
      First Tier Security
      
        N/A
        N/A
      
      2017-06-29
      2017-06-29
      2017-06-29
      N
      N
      N
      0.0053
      13009750.00
      13009750.00
      0.0043
      N
      N
      N
      N
    
    
      COLUMBUS, CITY OF (OH)
      Columbus OH GO VRDO 0.430000%
      199491XA4
      US199491XA49
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2026-12-01
      N
      N
      N
      0.0043
      18820000.00
      18820000.00
      0.0062
      N
      N
      Y
      N
    
    
      COLUMBUS REGIONAL AIRPORT AUTHORITY (OH)
      Columbus OH Regional Airport Authority Airport Revenue (Oasbo Expanded Asset Program) VRDO 0.440000%
      199544AB3
      US199544AB34
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2036-12-01
      N
      Y
      
        US BANK NATIONAL ASSOCIATION
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0044
      7830000.00
      7830000.00
      0.0026
      N
      N
      Y
      N
    
    
      COLUMBUS REGIONAL AIRPORT AUTHORITY (OH)
      Columbus OH Regional Airport Authority Airport Revenue (Oasbo Expanded Asset Program) VRDO 0.440000%
      199546BL5
      US199546BL54
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2034-03-01
      N
      Y
      
        US BANK NATIONAL ASSOCIATION
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0044
      6345000.00
      6345000.00
      0.0021
      N
      N
      Y
      N
    
    
      CONNECTICUT HEALTH & EDUCATIONAL FACILITIES AUTHORITY
      Connecticut Health & Educational Facilities Authority Revenue (Hotchkiss School) VRDO 0.460000%
      20774LLF0
      US20774LLF03
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2030-07-01
      Y
      
        TD BANK NA
        
          N/A
          N/A
        
        1.0000
        5
        Y
      
      N
      N
      0.0046
      15000000.00
      15000000.00
      0.0050
      N
      N
      Y
      N
    
    
      CONNECTICUT HOUSING FINANCE AUTHORITY
      Connecticut Housing Finance Authority Revenue Housing Mortgage Finance Program VRDO 0.440000%
      20775CEB6
      5493003DXX0NRJKSH186
      US20775CEB63
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2045-11-15
      Y
      
        ROYAL BANK OF CANADA
        
          N/A
          N/A
        
        1.0000
        5
        Y
      
      N
      N
      0.0044
      5000000.00
      5000000.00
      0.0017
      N
      N
      Y
      N
    
    
      DELAWARE COUNTY INDUSTRIAL DEVELOPMENT AUTHORITY (PA)
      Delaware County PA Industrial Development Authority Solid Waste Revenue (Scott Paper Co.) VRDO 0.510000%
      245901AA1
      US245901AA17
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2018-12-01
      N
      N
      N
      0.0051
      9900000.00
      9900000.00
      0.0033
      N
      N
      Y
      N
    
    
      DELAWARE COUNTY INDUSTRIAL DEVELOPMENT AUTHORITY (PA)
      Delaware County PA Industrial Development Authority Solid Waste Revenue (Scott Paper Co.) VRDO 0.510000%
      245901AC7
      US245901AC72
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2018-12-01
      N
      N
      N
      0.0051
      6400000.00
      6400000.00
      0.0021
      N
      N
      Y
      N
    
    
      DELAWARE COUNTY INDUSTRIAL DEVELOPMENT AUTHORITY (PA)
      Delaware County PA Industrial Development Authority Airport Facilities Revenue (United Parcel Service Inc.) VRDO 0.470000%
      245903AB5
      US245903AB55
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-01
      2016-08-01
      2045-09-01
      N
      N
      N
      0.0047
      10000000.00
      10000000.00
      0.0033
      N
      N
      Y
      N
    
    
      DELAWARE RIVER PORT AUTHORITY (NJ/PA)
      Delaware River Port Authority Pennsylvania & New Jersey Revenue VRDO 0.430000%
      246352EX2
      549300OBM31KJO8JR048
      US246352EX26
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2026-01-01
      N
      Y
      
        TD BANK NA
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0043
      14115000.00
      14115000.00
      0.0047
      N
      N
      Y
      N
    
    
      CROWN POINT MULTI-SCHOOL BUILDING CORP. (IN)
      Crown Point IN Multi-School Building Corp. Mortgage Revenue TOB VRDO 0.440000%
      27884FUD0
      US27884FUD04
      Tender Option Bond
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2017-02-09
      N
      Y
      
        US BANK NATIONAL ASSOCIATION
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0044
      12285000.00
      12285000.00
      0.0041
      N
      N
      Y
      N
    
    
      DISTRICT OF COLUMBIA WATER & SEWER AUTHORITY
      District of Columbia Water & Sewer Authority Public Utility Revenue TOB VRDO 0.440000%
      27884FUK4
      US27884FUK47
      Tender Option Bond
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2036-10-01
      N
      Y
      
        US BANK NATIONAL ASSOCIATION
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0044
      6790000.00
      6790000.00
      0.0022
      N
      N
      Y
      N
    
    
      DISTRICT OF COLUMBIA
      District of Columbia GO TOB VRDO 0.440000%
      27884FUT5
      US27884FUT55
      Tender Option Bond
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2036-06-01
      N
      Y
      
        US BANK NATIONAL ASSOCIATION
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0044
      21270000.00
      21270000.00
      0.0070
      N
      N
      Y
      N
    
    
      GRANT COUNTY PUBLIC UTILITY DISTRICT NO. 2 (WA)
      Grant County WA Public Utility District No. 2 Electric System Revenue (Wanapum Hydroelectric Development Revenue) TOB VRDO 0.400000%
      27884FXX3
      US27884FXX31
      Tender Option Bond
      First Tier Security
      
        N/A
        N/A
      
      2016-08-01
      2016-08-01
      2037-01-01
      N
      Y
      
        US BANK NATIONAL ASSOCIATION
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0040
      4435000.00
      4435000.00
      0.0015
      N
      N
      Y
      N
    
    
      EMMAUS GENERAL AUTHORITY (PA)
      Emmaus PA General Authority Revenue VRDO 0.440000%
      291380MC4
      US291380MC49
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2030-03-01
      N
      Y
      
        US BANK NATIONAL ASSOCIATION
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0044
      25235000.00
      25235000.00
      0.0083
      N
      N
      Y
      N
    
    
      FRANKLIN COUNTY (OH)
      Franklin County OH Hospital Revenue (Nationwide Children's Hospital Project) VRDO 0.440000%
      3531865U9
      549300VCBUC1RZE7KL42
      US3531865U98
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2033-11-01
      Y
      
        BANK OF NEW YORK MELLON/THE
        
          N/A
          N/A
        
        1.0000
        5
        Y
      
      N
      N
      0.0044
      5000000.00
      5000000.00
      0.0017
      N
      N
      Y
      N
    
    
      FRANKLIN COUNTY (OH)
      Franklin County OH Hospital Facilities Revenue (OhioHealth Corp.) VRDO 0.460000%
      3531867M5
      549300VCBUC1RZE7KL42
      US3531867M54
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2041-11-15
      Y
      
        BARCLAYS BANK PLC
        
          N/A
          N/A
        
        1.0000
        5
        Y
      
      N
      N
      0.0046
      44300000.00
      44300000.00
      0.0146
      N
      N
      Y
      N
    
    
      FRANKLIN COUNTY (OH)
      Franklin County OH Hospital Facilities Revenue (US Health Corp. of Columbus) VRDO 0.460000%
      353186Q69
      549300VCBUC1RZE7KL42
      US353186Q698
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2021-12-01
      N
      Y
      
        NORTHERN TRUST COMPANY (THE)
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0046
      1925000.00
      1925000.00
      0.0006
      N
      N
      Y
      N
    
    
      FRANKLIN COUNTY (OH)
      Franklin County OH Hospital Facilities Revenue (Doctors OhioHealth Corp.) VRDO 0.460000%
      353186V22
      549300VCBUC1RZE7KL42
      US353186V227
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2028-12-01
      N
      Y
      
        NORTHERN TRUST COMPANY (THE)
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0046
      9215000.00
      9215000.00
      0.0030
      N
      N
      Y
      N
    
    
      GEISINGER AUTHORITY (PA)
      Geisinger Authority Health System Pennsylvania Revenue (Geisinger Health System) VRDO 0.380000%
      368497EZ2
      US368497EZ22
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-01
      2016-08-01
      2022-08-01
      Y
      
        US BANK NATIONAL ASSOCIATION
        
          N/A
          N/A
        
        1.0000
        1
        Y
      
      N
      N
      0.0038
      17615000.00
      17615000.00
      0.0058
      N
      N
      Y
      N
    
    
      GEISINGER AUTHORITY (PA)
      Geisinger Authority Health System Pennsylvania Revenue (Geisinger Health System) VRDO 0.380000%
      368497GY3
      US368497GY39
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-01
      2016-08-01
      2041-06-01
      Y
      
        US BANK NATIONAL ASSOCIATION
        
          N/A
          N/A
        
        1.0000
        1
        Y
      
      N
      N
      0.0038
      5000000.00
      5000000.00
      0.0017
      N
      N
      Y
      N
    
    
      GLOUCESTER COUNTY POLLUTION CONTROL FINANCING AUTHORITY (NJ)
      Gloucester County NJ Pollution Control Financing Authority Revenue (ExxonMobil Project) VRDO 0.090000%
      379697AK1
      US379697AK10
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-01
      2016-08-01
      2022-01-01
      N
      N
      N
      0.0009
      600000.00
      600000.00
      0.0002
      N
      N
      Y
      N
    
    
      GREATER ORLANDO AVIATION AUTHORITY (FL)
      Greater Orlando Aviation Authority Florida Airport Facilities Revenue TOB VRDO 0.470000%
      392274ZL3
      549300CP6PUG5S184F61
      US392274ZL30
      Tender Option Bond
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2039-10-01
      Y
      
        MORGAN STANLEY BANK NA
        
          N/A
          N/A
        
        1.0000
        5
        Y
      
      N
      N
      0.0047
      5000000.00
      5000000.00
      0.0017
      N
      N
      Y
      N
    
    
      GREEN LAKE ECONOMIC DEVELOPMENT CORP. (MI)
      Green Lake Township MI Economic Development Corp. Revenue (Interlochen Center for the Arts Project) VRDO 0.370000%
      393096AB8
      US393096AB84
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-01
      2016-08-01
      2034-06-01
      N
      Y
      
        BMO HARRIS BANK NA
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0037
      19700000.00
      19700000.00
      0.0065
      N
      N
      Y
      N
    
    
      GREENVILLE HOSPITAL SYSTEM (SC)
      Greenville County SC Hospital System Revenue VRDO 0.440000%
      396080HW6
      549300CT091FFAL47464
      US396080HW67
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2033-05-01
      N
      Y
      
        US BANK NATIONAL ASSOCIATION
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0044
      5200000.00
      5200000.00
      0.0017
      N
      N
      Y
      N
    
    
      HARRIS COUNTY HEALTH FACILITIES DEVELOPMENT CORP. (TX)
      Harris County TX Health Facilities Development Corp. Revenue (Methodist Hospital System) VRDO 0.380000%
      41315RGU2
      US41315RGU23
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-01
      2016-08-01
      2041-12-01
      N
      N
      N
      0.0038
      21565000.00
      21565000.00
      0.0071
      N
      N
      Y
      N
    
    
      HARRIS COUNTY HEALTH FACILITIES DEVELOPMENT CORP. (TX)
      Harris County TX Health Facilities Development Corp. Revenue (Methodist Hospital System) VRDO 0.380000%
      41315RGV0
      US41315RGV06
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-01
      2016-08-01
      2041-12-01
      N
      N
      N
      0.0038
      46215000.00
      46215000.00
      0.0153
      N
      N
      Y
      N
    
    
      HARRIS COUNTY CULTURAL EDUCATION FACILITIES FINANCE CORP. (TX)
      Harris County TX Cultural Education Facilities Finance Corp. Revenue (Methodist Hospital System) VRDO 0.380000%
      414009AT7
      US414009AT76
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-01
      2016-08-01
      2024-12-01
      N
      N
      N
      0.0038
      12955000.00
      12955000.00
      0.0043
      N
      N
      Y
      N
    
    
      HARRIS COUNTY CULTURAL EDUCATION FACILITIES FINANCE CORP. (TX)
      Harris County TX Cultural Education Facilities Finance Corp. Revenue (Methodist Hospital System) VRDO 0.380000%
      414009AU4
      US414009AU40
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-01
      2016-08-01
      2027-12-01
      N
      N
      N
      0.0038
      26600000.00
      26600000.00
      0.0088
      N
      N
      Y
      N
    
    
      HARTFORD COUNTY METROPOLITAN DISTRICT (CT)
      Hartford County CT Metropolitan District BAN 2.000000%
      416489SF0
      549300CEZQKAR15IFS62
      US416489SF01
      Other Municipal Security
      First Tier Security
      
        N/A
        N/A
      
      2016-12-01
      2016-12-01
      2016-12-01
      N
      N
      N
      0.0049
      17588900.00
      17588900.00
      0.0058
      N
      N
      N
      N
    
    
      HOLLAND CREEK METROPOLITAN DISTRICT (CO)
      Holland Creek CO Metropolitan District Revenue VRDO 0.450000%
      435137AA2
      US435137AA28
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2041-06-01
      N
      Y
      
        BANK OF AMERICA NA
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0045
      7425000.00
      7425000.00
      0.0025
      N
      N
      Y
      N
    
    
      HOUSTON, CITY OF (TX)
      Houston TX Utility System Revenue VRDO 0.450000%
      442435XP3
      US442435XP37
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2034-05-15
      N
      Y
      
        BANK OF TOKYO-MITSUBISHI UFJ LTD
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0045
      4425000.00
      4425000.00
      0.0015
      N
      N
      Y
      N
    
    
      HUDSON COUNTY IMPROVEMENT AUTHORITY (NJ)
      Hudson County NJ Improvement Authority Essential Purpose Pooled Governmental Loan Revenue VRDO 0.440000%
      443728AB6
      US443728AB67
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2026-07-15
      N
      Y
      
        TD BANK NA
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0044
      1100000.00
      1100000.00
      0.0004
      N
      N
      Y
      N
    
    
      ILLINOIS EDUCATIONAL FACILITIES AUTHORITY
      Illinois Educational Facilities Authority Revenue (University of Chicago) VRDO 0.460000%
      4520017E4
      549300ZG6UBPNNNRN315
      US4520017E48
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2033-07-01
      N
      N
      N
      0.0046
      23534000.00
      23534000.00
      0.0078
      N
      N
      Y
      N
    
    
      ILLINOIS EDUCATIONAL FACILITIES AUTHORITY
      Illinois Finance Authority Revenue (University of Chicago) VRDO 0.460000%
      45200BHH4
      549300ZG6UBPNNNRN315
      US45200BHH42
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2034-07-01
      N
      N
      N
      0.0046
      29330000.00
      29330000.00
      0.0097
      N
      N
      Y
      N
    
    
      ILLINOIS FINANCE AUTHORITY
      Illinois Finance Authority Revenue (Bradley University) VRDO 0.440000%
      45200FDY2
      549300ZG6UBPNNNRN315
      US45200FDY25
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2033-04-01
      N
      Y
      
        PNC BANK NATIONAL ASSOCIATION
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0044
      10000000.00
      10000000.00
      0.0033
      N
      N
      Y
      N
    
    
      ILLINOIS FINANCE AUTHORITY
      Illinois Finance Authority Revenue (Bradley University) VRDO 0.440000%
      45200FDZ9
      549300ZG6UBPNNNRN315
      US45200FDZ99
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2038-04-01
      N
      Y
      
        PNC BANK NATIONAL ASSOCIATION
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0044
      12600000.00
      12600000.00
      0.0042
      N
      N
      Y
      N
    
    
      ILLINOIS FINANCE AUTHORITY
      Illinois Health Facilities Authority Revenue (Elmhurst Memorial Hospital) VRDO 0.440000%
      45200FHB8
      549300ZG6UBPNNNRN315
      US45200FHB85
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2048-01-01
      N
      Y
      
        BMO HARRIS BANK NA
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0044
      16600000.00
      16600000.00
      0.0055
      N
      N
      Y
      N
    
    
      ILLINOIS FINANCE AUTHORITY
      Illinois Finance Authority Revenue (Northwestern Memorial Hospital) VRDO 0.370000%
      45200FTB5
      549300ZG6UBPNNNRN315
      US45200FTB57
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-01
      2016-08-01
      2038-08-15
      Y
      
        NORTHERN TRUST COMPANY (THE)
        
          N/A
          N/A
        
        1.0000
        1
        Y
      
      N
      N
      0.0037
      14900000.00
      14900000.00
      0.0049
      N
      N
      Y
      N
    
    
      ILLINOIS FINANCE AUTHORITY
      Illinois Finance Authority Revenue (Northwestern Memorial Hospital) VRDO 0.370000%
      45200FTC3
      549300ZG6UBPNNNRN315
      US45200FTC31
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-01
      2016-08-01
      2038-08-15
      Y
      
        NORTHERN TRUST COMPANY (THE)
        
          N/A
          N/A
        
        1.0000
        1
        Y
      
      N
      N
      0.0037
      24900000.00
      24900000.00
      0.0082
      N
      N
      Y
      N
    
    
      ILLINOIS FINANCE AUTHORITY
      Illinois Finance Authority Revenue (University of Chicago Medical Center) VRDO 0.370000%
      45200FZV4
      549300ZG6UBPNNNRN315
      US45200FZV48
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-01
      2016-08-01
      2043-08-01
      N
      Y
      
        WELLS FARGO BANK NA
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0037
      6200000.00
      6200000.00
      0.0021
      N
      N
      Y
      N
    
    
      ILLINOIS HEALTH FACILITIES AUTHORITY
      Illinois Health Facilities Authority Revenue (Northwestern Memorial Hospital) VRDO 0.370000%
      45200PRZ2
      549300ZG6UBPNNNRN315
      US45200PRZ26
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-01
      2016-08-01
      2032-08-15
      Y
      
        NORTHERN TRUST COMPANY (THE)
        
          N/A
          N/A
        
        1.0000
        1
        Y
      
      N
      N
      0.0037
      27450000.00
      27450000.00
      0.0091
      N
      N
      Y
      N
    
    
      ILLINOIS FINANCE AUTHORITY
      Illinois Finance Authority Revenue (Northwestern University) VRDO 0.440000%
      45203HYZ9
      549300ZG6UBPNNNRN315
      US45203HYZ99
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2034-12-01
      N
      N
      N
      0.0044
      20500000.00
      20500000.00
      0.0068
      N
      N
      Y
      N
    
    
      ILLINOIS FINANCE AUTHORITY
      Illinois Educational Facilities Authority (Pooled Financing Program) CP 0.420000%
      45203J5C8
      549300ZG6UBPNNNRN315
      Other Municipal Security
      First Tier Security
      
        N/A
        N/A
      
      2016-08-01
      2016-08-01
      2016-08-01
      N
      Y
      
        NORTHERN TRUST COMPANY (THE)
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0041
      28954000.00
      28954000.00
      0.0096
      N
      N
      Y
      N
    
    
      ILLINOIS TOLL HIGHWAY AUTHORITY
      Illinois Toll Highway Authority Revenue VRDO 0.460000%
      452252GF0
      549300ISBFGI8MJJKM98
      US452252GF05
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2031-01-01
      Y
      
        JPMORGAN CHASE BANK NA
        
          N/A
          N/A
        
        1.0000
        5
        Y
      
      N
      N
      0.0046
      3000000.00
      3000000.00
      0.0010
      N
      N
      Y
      N
    
    
      INDIANA FINANCE AUTHORITY
      Indiana Finance Authority Midwestern Disaster Relief Revenue (Ohio Valley Electric Corp. Project) VRDO 0.440000%
      45470CAD1
      549300PS0PAS7NDSSI20
      US45470CAD11
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2040-06-01
      N
      Y
      
        BANK OF NOVA SCOTIA
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0044
      21900000.00
      21900000.00
      0.0072
      N
      N
      Y
      N
    
    
      INDIANA FINANCE AUTHORITY
      Indiana Health & Educational Facility Financing Authority Hospital Revenue (Indiana University Health Obligated Group) VRDO 0.450000%
      45471APK2
      549300PS0PAS7NDSSI20
      US45471APK24
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2031-12-01
      N
      Y
      
        BMO HARRIS BANK NA
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0045
      13650000.00
      13650000.00
      0.0045
      N
      N
      Y
      N
    
    
      INDIANA FINANCE AUTHORITY
      Indiana Finance Authority Environmental Improvement Revenue (Ispat Inland Inc. Project) VRDO 0.520000%
      455054AC0
      549300PS0PAS7NDSSI20
      US455054AC07
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2035-06-01
      N
      Y
      
        COOPERATIEVE RABOBANK UA
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0052
      1200000.00
      1200000.00
      0.0004
      N
      N
      Y
      N
    
    
      INDIANA FINANCE AUTHORITY
      Indiana Finance Authority Revenue (Ascension Health Credit Group) VRDO 0.450000%
      4550575H8
      549300PS0PAS7NDSSI20
      US4550575H87
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2036-11-15
      N
      N
      N
      0.0045
      9725000.00
      9725000.00
      0.0032
      N
      N
      Y
      N
    
    
      JACKSONVILLE ELECTRIC AUTHORITY (FL)
      Jacksonville FL Electric Authority Electric System Revenue VRDO 0.460000%
      46613CMK8
      US46613CMK89
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2036-10-01
      Y
      
        ROYAL BANK OF CANADA
        
          N/A
          N/A
        
        1.0000
        5
        Y
      
      N
      N
      0.0046
      36715000.00
      36715000.00
      0.0121
      N
      N
      Y
      N
    
    
      JACKSONVILLE ELECTRIC AUTHORITY (FL)
      Jacksonville FL Electric Authority Electric System Revenue VRDO 0.400000%
      46613CMV4
      US46613CMV45
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-01
      2016-08-01
      2038-10-01
      Y
      
        US BANK NATIONAL ASSOCIATION
        
          N/A
          N/A
        
        1.0000
        1
        Y
      
      N
      N
      0.0040
      3300000.00
      3300000.00
      0.0011
      N
      N
      Y
      N
    
    
      CYPRESS-FAIRBANKS INDEPENDENT SCHOOL DISTRICT (TX)
      Cypress-Fairbanks TX Independent School District GO TOB VRDO 0.390000%
      46632PNZ2
      US46632PNZ26
      Tender Option Bond
      First Tier Security
      
        N/A
        N/A
      
      2016-08-01
      2016-08-01
      2027-02-15
      Y
      
        JPMORGAN CHASE BANK NA
        
          N/A
          N/A
        
        1.0000
        1
        Y
      
      Y
      
        TEXAS PERMANENT SCHOOL FUND
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0039
      4995000.00
      4995000.00
      0.0017
      N
      N
      Y
      N
    
    
      CONNECTICUT, STATE OF
      Connecticut GO TOB VRDO 0.390000%
      46640KVQ4
      US46640KVQ48
      Tender Option Bond
      First Tier Security
      
        N/A
        N/A
      
      2016-08-01
      2016-08-01
      2017-12-01
      Y
      
        JP MORGAN SECURITIES LLC
        
          N/A
          N/A
        
        1.0000
        1
        Y
      
      N
      N
      0.0039
      10700000.00
      10700000.00
      0.0035
      N
      N
      Y
      N
    
    
      MASSACHUSETTS, COMMONWEALTH OF
      Massachusetts GO TOB VRDO 0.390000%
      46640KVS0
      5493001N1YCXNI1O7K10
      US46640KVS04
      Tender Option Bond
      First Tier Security
      
        N/A
        N/A
      
      2016-08-01
      2016-08-01
      2017-09-01
      N
      Y
      
        JPMORGAN CHASE BANK NA
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0039
      29000000.00
      29000000.00
      0.0096
      N
      N
      Y
      N
    
    
      MASSACHUSETTS, COMMONWEALTH OF
      Massachusetts GO TOB VRDO 0.390000%
      46640KVU5
      5493001N1YCXNI1O7K10
      US46640KVU59
      Tender Option Bond
      First Tier Security
      
        N/A
        N/A
      
      2016-08-01
      2016-08-01
      2018-06-01
      N
      Y
      
        JPMORGAN CHASE BANK NA
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0039
      20000000.00
      20000000.00
      0.0066
      N
      N
      Y
      N
    
    
      JACKSON COUNTY (MS)
      Jackson County MS Pollution Control Revenue (Chevron USA Inc.) VRDO 0.350000%
      467222CG8
      US467222CG86
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-01
      2016-08-01
      2016-12-01
      N
      N
      N
      0.0035
      7800000.00
      7800000.00
      0.0026
      N
      N
      Y
      N
    
    
      JACKSON COUNTY (MS)
      Jackson County MS Pollution Control Revenue (Chevron USA Inc.) VRDO 0.390000%
      467222CJ2
      US467222CJ26
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-01
      2016-08-01
      2023-06-01
      N
      N
      N
      0.0039
      15845000.00
      15845000.00
      0.0052
      N
      N
      Y
      N
    
    
      NEW YORK LIBERTY DEVELOPMENT CORP. (NY)
      New York Liberty Development Corp. Revenue (Greenwich LLC) VRDO 0.520000%
      531127AA6
      US531127AA67
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2039-12-01
      N
      Y
      
        WELLS FARGO BANK NA
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0052
      5550000.00
      5550000.00
      0.0018
      N
      N
      Y
      N
    
    
      LOS ANGELES, CITY OF (CA)
      Los Angeles CA TRAN 3.000000%
      544351KJ7
      549300E7TO710PTXPJ65
      US544351KJ74
      Other Municipal Security
      First Tier Security
      
        N/A
        N/A
      
      2017-06-29
      2017-06-29
      2017-06-29
      N
      N
      N
      0.0046
      24044730.00
      24044730.00
      0.0080
      N
      N
      N
      N
    
    
      LOS ANGELES COUNTY (CA)
      Los Angeles County CA TRAN 3.000000%
      544657HT9
      US544657HT94
      Other Municipal Security
      First Tier Security
      
        N/A
        N/A
      
      2017-06-30
      2017-06-30
      2017-06-30
      N
      N
      N
      0.0050
      15343050.00
      15343050.00
      0.0051
      N
      N
      N
      N
    
    
      LOUISIANA PUBLIC FACILITIES AUTHORITY
      Louisiana Public Facilities Authority Revenue (CHRISTUS Health) VRDO 0.430000%
      546398C63
      549300RQIPT5S4P4M065
      US546398C630
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2047-07-01
      N
      Y
      
        BANK OF NEW YORK MELLON/THE
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0043
      5405000.00
      5405000.00
      0.0018
      N
      N
      Y
      N
    
    
      LOUISVILLE & JEFFERSON COUNTY (KY)
      Louisville & Jefferson County KY Metropolitan Government Health System Revenue (Norton Healthcare Obligated Group) VRDO 0.370000%
      54659LAL8
      US54659LAL80
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-01
      2016-08-01
      2039-10-01
      N
      Y
      
        PNC BANK NATIONAL ASSOCIATION
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0037
      6665000.00
      6665000.00
      0.0022
      N
      N
      Y
      N
    
    
      MARYLAND HEALTH & HIGHER EDUCATIONAL FACILITIES AUTHORITY
      Maryland Health & Higher Educational Facilities Authority Revenue (University of Maryland Medical System) VRDO 0.450000%
      574217G74
      US574217G745
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2034-07-01
      N
      Y
      
        WELLS FARGO BANK NA
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0045
      6800000.00
      6800000.00
      0.0022
      N
      N
      Y
      N
    
    
      MARYLAND HEALTH & HIGHER EDUCATIONAL FACILITIES AUTHORITY
      Maryland Health & Higher Educational Facilities Authority Revenue (Johns Hopkins University) CP 0.440000%
      57421VP55
      Other Municipal Security
      First Tier Security
      
        N/A
        N/A
      
      2016-09-07
      2016-09-07
      2016-09-07
      Y
      
        WACHOVIA BANK NA
        
          N/A
          N/A
        
        1.0000
        38
        Y
      
      N
      N
      0.0048
      25058997.60
      25058997.60
      0.0083
      N
      N
      N
      N
    
    
      MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
      Massachusetts Development Finance Agency Revenue (Boston University) VRDO 0.360000%
      57583RWB7
      549300UZSVMFXJK08K70
      US57583RWB76
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-01
      2016-08-01
      2042-10-01
      N
      Y
      
        TD BANK NA
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0036
      5000000.00
      5000000.00
      0.0017
      N
      N
      Y
      N
    
    
      MASSACHUSETTS WATER RESOURCES AUTHORITY (MWRA)
      Massachusetts Water Resources Authority Revenue VRDO 0.430000%
      5760494W7
      549300GBS2G3YGHOYO19
      US5760494W72
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2029-08-01
      Y
      
        BANK OF NEW YORK MELLON/THE
        
          N/A
          N/A
        
        1.0000
        5
        Y
      
      N
      N
      0.0043
      18050000.00
      18050000.00
      0.0060
      N
      N
      Y
      N
    
    
      MASSACHUSETTS WATER RESOURCES AUTHORITY (MWRA)
      Massachusetts Water Resources Authority Revenue VRDO 0.450000%
      576051BX3
      549300GBS2G3YGHOYO19
      US576051BX31
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2037-08-01
      Y
      
        TD BANK NA
        
          N/A
          N/A
        
        1.0000
        5
        Y
      
      N
      N
      0.0045
      5900000.00
      5900000.00
      0.0020
      N
      N
      Y
      N
    
    
      NEW YORK METROPOLITAN TRANSPORTATION AUTHORITY
      New York Metropolitan Transportation Authority Revenue (Dedicated Tax Fund) VRDO 0.440000%
      59259N2Z5
      5493000TKYODLXADQD60
      US59259N2Z52
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2022-11-01
      N
      Y
      
        BANK OF TOKYO-MITSUBISHI UFJ LTD
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0044
      15800000.00
      15800000.00
      0.0052
      N
      N
      Y
      N
    
    
      NEW YORK METROPOLITAN TRANSPORTATION AUTHORITY
      New York Metropolitan Transportation Authority Revenue (Dedicated Tax Fund) VRDO 0.380000%
      59259NH97
      5493000TKYODLXADQD60
      US59259NH976
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-01
      2016-08-01
      2031-11-01
      N
      Y
      
        ROYAL BANK OF CANADA
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0038
      9395000.00
      9395000.00
      0.0031
      N
      N
      Y
      N
    
    
      NEW YORK METROPOLITAN TRANSPORTATION AUTHORITY
      New York Metropolitan Transportation Authority Revenue VRDO 0.400000%
      59259Y7K9
      5493000TKYODLXADQD60
      US59259Y7K93
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-01
      2016-08-01
      2050-11-15
      N
      Y
      
        US BANK NATIONAL ASSOCIATION
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0040
      5400000.00
      5400000.00
      0.0018
      N
      N
      Y
      N
    
    
      NEW YORK METROPOLITAN TRANSPORTATION AUTHORITY
      New York Metropolitan Transportation Authority BAN 0.750000%
      59259Y7Z6
      5493000TKYODLXADQD60
      US59259Y7Z62
      Other Municipal Security
      First Tier Security
      
        N/A
        N/A
      
      2016-08-01
      2016-08-01
      2016-08-01
      N
      N
      N
      0.0037
      10000200.00
      10000200.00
      0.0033
      N
      N
      Y
      N
    
    
      NEW YORK METROPOLITAN TRANSPORTATION AUTHORITY
      New York Metropolitan Transportation Authority Revenue VRDO 0.440000%
      59259YUB3
      5493000TKYODLXADQD60
      US59259YUB37
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2035-11-01
      N
      Y
      
        BANK OF MONTREAL
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0044
      2200000.00
      2200000.00
      0.0007
      N
      N
      Y
      N
    
    
      MICHIGAN STATE UNIVERSITY
      Michigan State University Board of Trustees General Revenue VRDO 0.440000%
      594712ND9
      US594712ND92
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2033-02-15
      Y
      
        NORTHERN TRUST COMPANY (THE)
        
          N/A
          N/A
        
        1.0000
        5
        Y
      
      N
      N
      0.0044
      12005000.00
      12005000.00
      0.0040
      N
      N
      Y
      N
    
    
      MINNESOTA HIGHER EDUCATION FACILITIES AUTHORITY
      Minnesota Higher Education Facilities Authority Revenue (Carleton College) VRDO 0.520000%
      60416HEN0
      549300DI4V4CIPMX7K35
      US60416HEN08
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2035-04-01
      Y
      
        JPMORGAN CHASE BANK NA
        
          N/A
          N/A
        
        1.0000
        5
        Y
      
      N
      N
      0.0052
      5070000.00
      5070000.00
      0.0017
      N
      N
      Y
      N
    
    
      MISSISSIPPI BUSINESS FINANCE CORP.
      Mississippi Business Finance Corp. Gulf Opportunity Zone Industrial Development Revenue (Chevron USA Inc. Project) VRDO 0.400000%
      60528ABJ2
      549300DYV074JUDKBQ77
      US60528ABJ25
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-01
      2016-08-01
      2030-12-01
      N
      N
      N
      0.0040
      6800000.00
      6800000.00
      0.0022
      N
      N
      Y
      N
    
    
      MISSISSIPPI BUSINESS FINANCE CORP.
      Mississippi Business Finance Corp. Gulf Opportunity Zone Industrial Development Revenue (Chevron USA Inc. Project) VRDO 0.400000%
      60528ABM5
      549300DYV074JUDKBQ77
      US60528ABM53
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-01
      2016-08-01
      2030-12-01
      N
      N
      N
      0.0040
      6300000.00
      6300000.00
      0.0021
      N
      N
      Y
      N
    
    
      MISSISSIPPI BUSINESS FINANCE CORP.
      Mississippi Business Finance Corp. Gulf Opportunity Zone Industrial Development Revenue (Chevron USA Inc. Project) VRDO 0.400000%
      60528ABN3
      549300DYV074JUDKBQ77
      US60528ABN37
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-01
      2016-08-01
      2030-12-01
      N
      N
      N
      0.0040
      10000000.00
      10000000.00
      0.0033
      N
      N
      Y
      N
    
    
      MISSISSIPPI BUSINESS FINANCE CORP.
      Mississippi Business Finance Corp. Gulf Opportunity Zone Industrial Development Revenue (Chevron USA Inc. Project) VRDO 0.440000%
      60528ABS2
      549300DYV074JUDKBQ77
      US60528ABS24
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2030-12-01
      N
      N
      N
      0.0044
      12600000.00
      12600000.00
      0.0042
      N
      N
      Y
      N
    
    
      MISSISSIPPI BUSINESS FINANCE CORP.
      Mississippi Business Finance Corp. Gulf Opportunity Zone Industrial Development Revenue (Chevron USA Inc. Project) VRDO 0.400000%
      60528ACE2
      549300DYV074JUDKBQ77
      US60528ACE29
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-01
      2016-08-01
      2035-11-01
      N
      N
      N
      0.0040
      3400000.00
      3400000.00
      0.0011
      N
      N
      Y
      N
    
    
      MISSISSIPPI BUSINESS FINANCE CORP.
      Mississippi Business Finance Corp. Gulf Opportunity Zone Industrial Development Revenue (Chevron USA Inc. Project) VRDO 0.350000%
      60528ACJ1
      549300DYV074JUDKBQ77
      US60528ACJ16
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-01
      2016-08-01
      2035-11-01
      N
      N
      N
      0.0035
      17200000.00
      17200000.00
      0.0057
      N
      N
      Y
      N
    
    
      MISSISSIPPI DEVELOPMENT BANK
      Mississippi Development Bank Special Obligation Revenue (Harrison County Coliseum) VRDO 0.470000%
      605341AT3
      549300122LOI8CB50V38
      US605341AT35
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2045-01-01
      N
      Y
      
        BANK OF AMERICA NA
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0047
      39000000.00
      39000000.00
      0.0129
      N
      N
      Y
      N
    
    
      MISSOURI DEVELOPMENT FINANCE BOARD
      Missouri Development Finance Board Cultural Facilities Revenue (Nelson Gallery Foundation) VRDO 0.370000%
      606037AS8
      549300JD8BCNBV9D3830
      US606037AS82
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-01
      2016-08-01
      2033-12-01
      Y
      
        NORTHERN TRUST COMPANY (THE)
        
          N/A
          N/A
        
        1.0000
        1
        Y
      
      Y
      
        HALL FOUNDATION, THE (MO)
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0037
      52070000.00
      52070000.00
      0.0172
      N
      N
      Y
      N
    
    
      MISSOURI HEALTH & EDUCATION FACILITIES AUTHORITY
      Missouri Health & Educational Facilities Authority Health Facilities Revenue (BJC Health System) VRDO 0.440000%
      60635R2K2
      549300IWTBCMX5JB3277
      US60635R2K25
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2038-05-15
      N
      N
      N
      0.0044
      8120000.00
      8120000.00
      0.0027
      N
      N
      Y
      N
    
    
      MISSOURI HEALTH & EDUCATION FACILITIES AUTHORITY
      Missouri Health & Educational Facilities Authority Revenue (St. Louis University) VRDO 0.400000%
      6069014Q6
      549300IWTBCMX5JB3277
      US6069014Q68
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-01
      2016-08-01
      2035-10-01
      N
      Y
      
        WELLS FARGO BANK NA
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0040
      16390000.00
      16390000.00
      0.0054
      N
      N
      Y
      N
    
    
      MONTGOMERY COUNTY (OH)
      Montgomery County OH Revenue (Miami Valley Hospital) VRDO 0.380000%
      613549JV7
      US613549JV77
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-01
      2016-08-01
      2039-11-15
      Y
      
        WELLS FARGO BANK NA
        
          N/A
          N/A
        
        1.0000
        1
        Y
      
      N
      N
      0.0038
      900000.00
      900000.00
      0.0003
      N
      N
      Y
      N
    
    
      MURRAY CITY, CITY OF (UT)
      Murray UT Hospital Revenue (IHC Health Services) VRDO 0.380000%
      626853CH6
      US626853CH66
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-01
      2016-08-01
      2037-05-15
      Y
      
        NORTHERN TRUST COMPANY (THE)
        
          N/A
          N/A
        
        1.0000
        1
        Y
      
      N
      N
      0.0038
      20285000.00
      20285000.00
      0.0067
      N
      N
      Y
      N
    
    
      NASSAU COUNTY INTERIM FINANCE AUTHORITY (NY)
      Nassau County NY Interim Finance Authority Sales Tax Revenue VRDO 0.460000%
      631663MM0
      549300DP7LB76W78BR41
      US631663MM00
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2017-11-15
      Y
      
        BMO HARRIS BANK NA
        
          N/A
          N/A
        
        1.0000
        5
        Y
      
      N
      N
      0.0046
      16625000.00
      16625000.00
      0.0055
      N
      N
      Y
      N
    
    
      NEBRASKA INVESTMENT FINANCE AUTHORITY
      Nebraska Investment Finance Authority Single Family Housing Revenue VRDO 0.440000%
      63968MDB2
      549300OIIXIM3SRZWK33
      US63968MDB28
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2038-09-01
      Y
      
        FEDERAL HOME LOAN BANK OF TOPEKA
        
          N/A
          N/A
        
        1.0000
        5
        Y
      
      N
      N
      0.0044
      67360000.00
      67360000.00
      0.0223
      N
      N
      Y
      N
    
    
      NEW JERSEY HEALTH CARE FACILITIES FINANCING AUTHORITY
      New Jersey Health Care Facilities Financing Authority Revenue (Hospital Capital Asset Pooled Program) VRDO 0.460000%
      645793BK5
      US645793BK57
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2035-07-01
      N
      Y
      
        JPMORGAN CHASE BANK NA
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0046
      8700000.00
      8700000.00
      0.0029
      N
      N
      Y
      N
    
    
      NEW JERSEY HEALTH CARE FACILITIES FINANCING AUTHORITY
      New Jersey Health Care Facilities Financing Authority Revenue (Hospital Capital Asset Pooled Program) VRDO 0.460000%
      645793BM1
      US645793BM14
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2035-07-01
      N
      Y
      
        JPMORGAN CHASE BANK NA
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0046
      1200000.00
      1200000.00
      0.0004
      N
      N
      Y
      N
    
    
      NEW JERSEY HEALTH CARE FACILITIES FINANCING AUTHORITY
      New Jersey Health Care Facilities Financing Authority Revenue (AHS Hospital Corp.) VRDO 0.460000%
      64579FWQ2
      US64579FWQ26
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2036-07-01
      N
      Y
      
        JPMORGAN CHASE BANK NA
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0046
      2000000.00
      2000000.00
      0.0007
      N
      N
      Y
      N
    
    
      NEW JERSEY HEALTH CARE FACILITIES FINANCING AUTHORITY
      New Jersey Health Care Facilities Financing Authority Revenue (Virtua Health) VRDO 0.430000%
      64579FYL1
      US64579FYL11
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2043-07-01
      N
      Y
      
        TD BANK NA
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0043
      1700000.00
      1700000.00
      0.0006
      N
      N
      Y
      N
    
    
      NEW MEXICO FINANCE AUTHORITY
      New Mexico Finance Authority Transportation Revenue VRDO 0.450000%
      64711RFM3
      549300L6217Y7X40SP94
      US64711RFM34
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2026-12-15
      N
      Y
      
        STATE STREET BANK AND TRUST COMP
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0045
      43000000.00
      43000000.00
      0.0142
      N
      N
      Y
      N
    
    
      NEW YORK CITY (NY)
      New York City NY GO VRDO 0.400000%
      649660QK6
      549300ABYZD2SFD5JB29
      US649660QK60
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-01
      2016-08-01
      2019-08-01
      Y
      
        STATE STREET BANK AND TRUST COMP
        
          N/A
          N/A
        
        1.0000
        1
        Y
      
      N
      N
      0.0040
      9000000.00
      9000000.00
      0.0030
      N
      N
      Y
      N
    
    
      NEW YORK CITY (NY)
      New York City NY GO VRDO 0.400000%
      649660QL4
      549300ABYZD2SFD5JB29
      US649660QL44
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-01
      2016-08-01
      2020-08-01
      Y
      
        STATE STREET BANK AND TRUST COMP
        
          N/A
          N/A
        
        1.0000
        1
        Y
      
      N
      N
      0.0040
      2800000.00
      2800000.00
      0.0009
      N
      N
      Y
      N
    
    
      NEW YORK CITY (NY)
      New York City NY GO VRDO 0.380000%
      64966CG54
      549300ABYZD2SFD5JB29
      US64966CG545
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-01
      2016-08-01
      2034-03-01
      N
      Y
      
        BANK OF NEW YORK MELLON/THE
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0038
      5400000.00
      5400000.00
      0.0018
      N
      N
      Y
      N
    
    
      NEW YORK CITY (NY)
      New York City NY GO VRDO 0.380000%
      64966CG88
      549300ABYZD2SFD5JB29
      US64966CG883
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-01
      2016-08-01
      2034-03-01
      N
      Y
      
        BANK OF NEW YORK MELLON/THE
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0038
      19775000.00
      19775000.00
      0.0065
      N
      N
      Y
      N
    
    
      NEW YORK CITY (NY)
      New York City NY GO VRDO 0.390000%
      64966FA87
      549300ABYZD2SFD5JB29
      US64966FA871
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-01
      2016-08-01
      2036-04-01
      N
      Y
      
        TD BANK NA
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0039
      19895000.00
      19895000.00
      0.0066
      N
      N
      Y
      N
    
    
      NEW YORK CITY (NY)
      New York City NY GO VRDO 0.390000%
      64966LYH8
      549300ABYZD2SFD5JB29
      US64966LYH85
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-01
      2016-08-01
      2039-10-01
      N
      Y
      
        CALIFORNIA PUBLIC EMPLOYEES RETI
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0039
      8200000.00
      8200000.00
      0.0027
      N
      N
      Y
      N
    
    
      NEW YORK CITY HOUSING DEVELOPMENT CORP. (NY)
      New York City NY Housing Development Corp. Multi-Family Mortgage Revenue (West 26th Street Development) VRDO 0.460000%
      64966TEX8
      549300SQWVHKBRF8D702
      US64966TEX81
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2045-04-01
      N
      Y
      
        FEDERAL HOME LOAN MORTGAGE CORPO
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0046
      4270000.00
      4270000.00
      0.0014
      N
      N
      Y
      N
    
    
      NEW YORK CITY HOUSING DEVELOPMENT CORP. (NY)
      New York City NY Housing Development Corp. Multi-Family Mortgage Revenue (West 26th Street Development) VRDO 0.460000%
      64966TEY6
      549300SQWVHKBRF8D702
      US64966TEY64
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2045-04-01
      N
      Y
      
        FEDERAL HOME LOAN MORTGAGE CORPO
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0046
      14530000.00
      14530000.00
      0.0048
      N
      N
      Y
      N
    
    
      NEW YORK CITY HOUSING DEVELOPMENT CORP. (NY)
      New York City NY Housing Development Corp. Multi-Family Rental Housing Revenue (90 West Street) VRDO 0.450000%
      64970HCH5
      549300SQWVHKBRF8D702
      US64970HCH57
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2036-03-15
      N
      Y
      
        FEDERAL NATIONAL MORTGAGE ASSOCI
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0045
      25000000.00
      25000000.00
      0.0083
      N
      N
      Y
      N
    
    
      NEW YORK CITY HOUSING DEVELOPMENT CORP. (NY)
      New York City NY Housing Development Corp. Multi-Family Rental Housing Revenue (2 Gold Street) VRDO 0.450000%
      64970HCK8
      549300SQWVHKBRF8D702
      US64970HCK86
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2036-04-15
      N
      Y
      
        FEDERAL NATIONAL MORTGAGE ASSOCI
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0045
      35600000.00
      35600000.00
      0.0118
      N
      N
      Y
      N
    
    
      NEW YORK CITY TRANSITIONAL FINANCE AUTHORITY (NY)
      New York City NY Transitional Finance Authority Recovery Revenue VRDO 0.380000%
      64971KGF7
      US64971KGF75
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-01
      2016-08-01
      2022-11-01
      Y
      
        ROYAL BANK OF CANADA
        
          N/A
          N/A
        
        1.0000
        1
        Y
      
      N
      N
      0.0038
      4230000.00
      4230000.00
      0.0014
      N
      N
      Y
      N
    
    
      NEW YORK CITY TRANSITIONAL FINANCE AUTHORITY (NY)
      New York City NY Transitional Finance Authority Future Tax Revenue VRDO 0.400000%
      64971QYH0
      US64971QYH00
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-01
      2016-08-01
      2039-08-01
      Y
      
        STATE STREET BANK AND TRUST COMP
        
          N/A
          N/A
        
        1.0000
        1
        Y
      
      N
      N
      0.0040
      18400000.00
      18400000.00
      0.0061
      N
      N
      Y
      N
    
    
      NEW YORK CITY TRANSITIONAL FINANCE AUTHORITY (NY)
      New York City NY Transitional Finance Authority Future Tax Revenue VRDO 0.440000%
      64971QYJ6
      US64971QYJ65
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2039-08-01
      Y
      
        STATE STREET BANK AND TRUST COMP
        
          N/A
          N/A
        
        1.0000
        5
        Y
      
      N
      N
      0.0044
      6700000.00
      6700000.00
      0.0022
      N
      N
      Y
      N
    
    
      NEW YORK CITY TRANSITIONAL FINANCE AUTHORITY (NY)
      New York City NY Transitional Finance Authority Future Tax Revenue VRDO 0.350000%
      64971WUS7
      US64971WUS78
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-01
      2016-08-01
      2041-08-01
      Y
      
        BANK OF AMERICA NA
        
          N/A
          N/A
        
        1.0000
        1
        Y
      
      N
      N
      0.0035
      10000000.00
      10000000.00
      0.0033
      N
      N
      Y
      N
    
    
      NEW YORK CITY MUNICIPAL WATER FINANCE AUTHORITY (NY)
      New York City NY Municipal Water Finance Authority Water & Sewer System Revenue VRDO 0.400000%
      64972F6T8
      US64972F6T87
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-01
      2016-08-01
      2045-06-15
      Y
      
        CALIFORNIA PUBLIC EMPLOYEES RETI
        
          N/A
          N/A
        
        1.0000
        1
        Y
      
      N
      N
      0.0040
      27750000.00
      27750000.00
      0.0092
      N
      N
      Y
      N
    
    
      NEW YORK CITY MUNICIPAL WATER FINANCE AUTHORITY (NY)
      New York City NY Municipal Water Finance Authority Water & Sewer System Revenue VRDO 0.400000%
      64972F6V3
      US64972F6V34
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-01
      2016-08-01
      2045-06-15
      Y
      
        STATE STREET BANK AND TRUST COMP
        
          N/A
          N/A
        
        1.0000
        1
        Y
      
      N
      N
      0.0040
      21565000.00
      21565000.00
      0.0071
      N
      N
      Y
      N
    
    
      NEW YORK CITY MUNICIPAL WATER FINANCE AUTHORITY (NY)
      New York City NY Municipal Water Finance Authority Water & Sewer System Revenue VRDO 0.360000%
      64972FHH2
      US64972FHH29
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-01
      2016-08-01
      2038-06-15
      Y
      
        BANK OF NOVA SCOTIA
        
          N/A
          N/A
        
        1.0000
        1
        Y
      
      N
      N
      0.0036
      28450000.00
      28450000.00
      0.0094
      N
      N
      Y
      N
    
    
      NEW YORK CITY MUNICIPAL WATER FINANCE AUTHORITY (NY)
      New York City NY Municipal Water Finance Authority Water & Sewer System Revenue VRDO 0.380000%
      64972FHJ8
      US64972FHJ84
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-01
      2016-08-01
      2038-06-15
      Y
      
        BANK OF NOVA SCOTIA
        
          N/A
          N/A
        
        1.0000
        1
        Y
      
      N
      N
      0.0038
      5500000.00
      5500000.00
      0.0018
      N
      N
      Y
      N
    
    
      NEW YORK CITY MUNICIPAL WATER FINANCE AUTHORITY (NY)
      New York City NY Municipal Water Finance Authority Water & Sewer System Revenue VRDO 0.400000%
      64972FX50
      US64972FX509
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-01
      2016-08-01
      2043-06-15
      Y
      
        STATE STREET BANK AND TRUST COMP
        
          N/A
          N/A
        
        1.0000
        1
        Y
      
      N
      N
      0.0040
      5880000.00
      5880000.00
      0.0019
      N
      N
      Y
      N
    
    
      NEW YORK CITY MUNICIPAL WATER FINANCE AUTHORITY (NY)
      New York City NY Municipal Water Finance Authority Water & Sewer System Revenue VRDO 0.400000%
      64972GAV6
      US64972GAV68
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-01
      2016-08-01
      2032-06-15
      Y
      
        STATE STREET BANK AND TRUST COMP
        
          N/A
          N/A
        
        1.0000
        1
        Y
      
      N
      N
      0.0040
      8120000.00
      8120000.00
      0.0027
      N
      N
      Y
      N
    
    
      NEW YORK CITY MUNICIPAL WATER FINANCE AUTHORITY (NY)
      New York City NY Municipal Water Finance Authority Water & Sewer System Revenue VRDO 0.400000%
      64972GAW4
      US64972GAW42
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-01
      2016-08-01
      2032-06-15
      Y
      
        STATE STREET BANK AND TRUST COMP
        
          N/A
          N/A
        
        1.0000
        1
        Y
      
      N
      N
      0.0040
      9125000.00
      9125000.00
      0.0030
      N
      N
      Y
      N
    
    
      NEW YORK STATE HOUSING FINANCE AGENCY
      New York State Housing Finance Agency Housing Revenue (West 17th Street) VRDO 0.460000%
      64986M4E2
      5493000LS7KCDB02O506
      US64986M4E25
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2039-05-15
      N
      Y
      
        FEDERAL NATIONAL MORTGAGE ASSOCI
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0046
      19190000.00
      19190000.00
      0.0063
      N
      N
      Y
      N
    
    
      NEW YORK STATE HOUSING FINANCE AGENCY
      New York City NY Housing Finance Agency Revenue (211 North End Avenue) VRDO 0.450000%
      64986MJ55
      5493000LS7KCDB02O506
      US64986MJ553
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2036-11-15
      N
      Y
      
        FEDERAL NATIONAL MORTGAGE ASSOCI
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0045
      11600000.00
      11600000.00
      0.0038
      N
      N
      Y
      N
    
    
      NEW YORK STATE HOUSING FINANCE AGENCY
      New York State Housing Finance Agency Revenue (Riverside Center) VRDO 0.450000%
      64986UB63
      5493000LS7KCDB02O506
      US64986UB637
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2046-11-01
      N
      Y
      
        BANK OF AMERICA NA
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0045
      7000000.00
      7000000.00
      0.0023
      N
      N
      Y
      N
    
    
      NEW YORK STATE HOUSING FINANCE AGENCY
      New York State Housing Finance Agency Revenue (Maestro West Chelsea Housing) VRDO 0.450000%
      64986UH59
      5493000LS7KCDB02O506
      US64986UH592
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2047-11-01
      N
      Y
      
        WELLS FARGO BANK NA
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0045
      5000000.00
      5000000.00
      0.0017
      N
      N
      Y
      N
    
    
      NEW YORK STATE HOUSING FINANCE AGENCY
      New York State Housing Finance Agency Housing Revenue (Clinton Park Phase II) VRDO 0.450000%
      64986UKV8
      5493000LS7KCDB02O506
      US64986UKV88
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2049-11-01
      N
      Y
      
        WELLS FARGO BANK NA
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0045
      5000000.00
      5000000.00
      0.0017
      N
      N
      Y
      N
    
    
      NEW YORK STATE HOUSING FINANCE AGENCY
      New York State Housing Finance Agency Housing Revenue (19 India Street) VRDO 0.450000%
      64987BMC9
      5493000LS7KCDB02O506
      US64987BMC99
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2051-05-01
      N
      Y
      
        JPMORGAN CHASE BANK NA
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0045
      9000000.00
      9000000.00
      0.0030
      N
      N
      Y
      N
    
    
      NEW YORK STATE MORTGAGE AGENCY
      New York State Mortgage Agency Homeowner Mortgage Revenue VRDO 0.440000%
      649883VR3
      549300ZQWNLLIG564027
      US649883VR34
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2038-10-01
      Y
      
        WELLS FARGO BANK NA
        
          N/A
          N/A
        
        1.0000
        5
        Y
      
      N
      N
      0.0044
      10000000.00
      10000000.00
      0.0033
      N
      N
      Y
      N
    
    
      NEW YORK STATE URBAN DEVELOPMENT CORP.
      New York State Urban Development Corp. Revenue (Service Contract) VRDO 0.440000%
      650035KT4
      54930039Y2EMGXN6LM88
      US650035KT48
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2030-01-01
      N
      Y
      
        TD BANK NA
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0044
      21700000.00
      21700000.00
      0.0072
      N
      N
      Y
      N
    
    
      NODAWAY INDUSTRIAL DEVELOPMENT AUTHORITY (MO)
      Nodaway County MO Industrial Development Authority Educational Facilities Revenue (Northwest Foundation Inc.) VRDO 0.440000%
      655223AB1
      US655223AB17
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2028-11-01
      N
      Y
      
        US BANK NATIONAL ASSOCIATION
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0044
      5335000.00
      5335000.00
      0.0018
      N
      N
      Y
      N
    
    
      NORTH CAROLINA CAPITAL FACILITIES FINANCE AGENCY
      North Carolina Capital Facilities Finance Agency Revenue (YMCA of the Triangle) VRDO 0.530000%
      65819GEK0
      549300PWNPSB7G58A235
      US65819GEK04
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2027-05-01
      N
      Y
      
        WELLS FARGO BANK NA
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0053
      2785000.00
      2785000.00
      0.0009
      N
      N
      Y
      N
    
    
      NORTH CAROLINA MEDICAL CARE COMMISSION
      North Carolina Medical Care Commission Hospital Revenue (Baptist Hospital) VRDO 0.460000%
      65820HB93
      549300FH6KOXGCHQYG81
      US65820HB931
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2036-10-01
      N
      Y
      
        BRANCH BANKING AND TRUST COMPANY
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0046
      17240000.00
      17240000.00
      0.0057
      N
      N
      Y
      N
    
    
      NORTH CAROLINA MEDICAL CARE COMMISSION
      North Carolina Medical Care Commission Hospital (Moses Cone Health System) VRDO 0.460000%
      65820HXQ1
      549300FH6KOXGCHQYG81
      US65820HXQ19
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2035-10-01
      N
      N
      N
      0.0046
      7000000.00
      7000000.00
      0.0023
      N
      N
      Y
      N
    
    
      NUVEEN NEW YORK AMT-FREE MUNICIPAL INCOME FUND
      Nuveen New York AMT-Free Municipal Income Fund VRDP VRDO 0.500000%
      670656404
      US6706564043
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2040-08-01
      N
      Y
      
        CITIBANK NA
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0050
      20000000.00
      20000000.00
      0.0066
      N
      N
      Y
      N
    
    
      NUVEEN NEW YORK AMT-FREE MUNICIPAL INCOME FUND
      Nuveen New York AMT-Free Municipal Income Fund VRDP VRDO 0.500000%
      670656503
      US6706565032
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2040-08-01
      N
      Y
      
        CITIBANK NA
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0050
      34200000.00
      34200000.00
      0.0113
      N
      N
      Y
      N
    
    
      NUVEEN NEW YORK AMT-FREE MUNICIPAL INCOME FUND
      Nuveen New York AMT-Free Municipal Income Fund VRDP VRDO 0.500000%
      670656602
      US6706566022
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2040-12-01
      N
      Y
      
        CITIBANK NA
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0050
      24500000.00
      24500000.00
      0.0081
      N
      N
      Y
      N
    
    
      NUVEEN AMT-FREE MUNICIPAL INCOME FUND
      Nuveen AMT-Free Municipal Income Fund VRDP VRDO 0.520000%
      670657808
      549300OTYQOOXS64NI63
      US6706578084
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2040-12-01
      N
      Y
      
        CITIBANK NA
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0052
      32000000.00
      32000000.00
      0.0106
      N
      N
      Y
      N
    
    
      NUVEEN ENHANCED AMT-FREE MUNICIPAL CREDIT OPPORTUNITIES FUND
      Nuveen Enhanced AMT-Free Municipal Credit Opportunities Fund VRDP VRDO 0.520000%
      67071L809
      549300LBMO1C0IG71T03
      US67071L8090
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2040-12-01
      N
      Y
      
        JPMORGAN CHASE BANK NA
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0052
      68000000.00
      68000000.00
      0.0225
      N
      N
      Y
      N
    
    
      NUVEEN ENHANCED AMT-FREE MUNICIPAL CREDIT OPPORTUNITIES FUND
      Nuveen Enhanced AMT-Free Municipal Credit Opportunities Fund VRDP VRDO 0.520000%
      67071L882
      549300LBMO1C0IG71T03
      US67071L8827
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2040-12-01
      N
      Y
      
        CITIBANK NA
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0052
      63000000.00
      63000000.00
      0.0208
      N
      N
      Y
      N
    
    
      OHIO, STATE OF
      Ohio Common Schools GO VRDO 0.430000%
      6775198W3
      5493005LEB5E170OMX59
      US6775198W37
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2025-03-15
      N
      N
      N
      0.0043
      9935000.00
      9935000.00
      0.0033
      N
      N
      Y
      N
    
    
      OHIO, STATE OF
      Ohio GO VRDO 0.460000%
      677519PL8
      5493005LEB5E170OMX59
      US677519PL80
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2017-08-01
      N
      N
      N
      0.0046
      1575000.00
      1575000.00
      0.0005
      N
      N
      Y
      N
    
    
      OHIO, STATE OF
      Ohio Infrastructure Improvement GO VRDO 0.460000%
      677519QG8
      5493005LEB5E170OMX59
      US677519QG86
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2019-02-01
      N
      N
      N
      0.0046
      20335000.00
      20335000.00
      0.0067
      N
      N
      Y
      N
    
    
      OHIO, STATE OF
      Ohio Common Schools GO VRDO 0.450000%
      677520NH7
      5493005LEB5E170OMX59
      US677520NH77
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2026-06-15
      N
      N
      N
      0.0045
      15445000.00
      15445000.00
      0.0051
      N
      N
      Y
      N
    
    
      OHIO, STATE OF
      Ohio GO VRDO 0.460000%
      677520YJ1
      5493005LEB5E170OMX59
      US677520YJ15
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2024-03-15
      N
      N
      N
      0.0046
      19140000.00
      19140000.00
      0.0063
      N
      N
      Y
      N
    
    
      OHIO AIR QUALITY DEVELOPMENT AUTHORITY
      Ohio Air Quality Development Authority Revenue (TimkenSteel Project) VRDO 0.450000%
      677525VN4
      549300DZUU80AYOR6M80
      US677525VN41
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2025-11-01
      N
      Y
      
        PNC BANK NATIONAL ASSOCIATION
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0045
      9500000.00
      9500000.00
      0.0031
      N
      N
      Y
      N
    
    
      OHIO HIGHER EDUCATIONAL FACILITY COMMISSION
      Ohio Higher Educational Facility Commission Revenue (Cleveland Clinic Health System Obligated Group) VRDO 0.380000%
      67756DBB1
      5493007MQT6NGNN6BR81
      US67756DBB10
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-01
      2016-08-01
      2039-01-01
      Y
      
        US BANK NATIONAL ASSOCIATION
        
          N/A
          N/A
        
        1.0000
        1
        Y
      
      N
      N
      0.0038
      19000000.00
      19000000.00
      0.0063
      N
      N
      Y
      N
    
    
      OHIO HIGHER EDUCATIONAL FACILITY COMMISSION
      Ohio Higher Educational Facility Commission Revenue (Cleveland Clinic Health System Obligated Group) VRDO 0.380000%
      67756DBD7
      5493007MQT6NGNN6BR81
      US67756DBD75
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-01
      2016-08-01
      2039-01-01
      Y
      
        BANK OF NEW YORK MELLON/THE
        
          N/A
          N/A
        
        1.0000
        1
        Y
      
      N
      N
      0.0038
      45050000.00
      45050000.00
      0.0149
      N
      N
      Y
      N
    
    
      OHIO STATE UNIVERSITY
      Ohio State University General Receipts Revenue VRDO 0.450000%
      677632E49
      JFC10ZULKO4X2E3HBY86
      US677632E498
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2039-12-01
      N
      N
      N
      0.0045
      7500000.00
      7500000.00
      0.0025
      N
      N
      Y
      N
    
    
      OHIO STATE UNIVERSITY
      Ohio State University General Receipts Revenue VRDO 0.450000%
      677632JT9
      JFC10ZULKO4X2E3HBY86
      US677632JT90
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2028-12-01
      N
      N
      N
      0.0045
      3365000.00
      3365000.00
      0.0011
      N
      N
      Y
      N
    
    
      OHIO STATE UNIVERSITY
      Ohio State University General Receipts Revenue VRDO 0.440000%
      677632NX5
      JFC10ZULKO4X2E3HBY86
      US677632NX56
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2035-06-01
      N
      N
      N
      0.0044
      28700000.00
      28700000.00
      0.0095
      N
      N
      Y
      N
    
    
      OHIO WATER DEVELOPMENT AUTHORITY
      Ohio Water Development Authority Revenue (TimkenSteel Project) VRDO 0.440000%
      67765QAN6
      549300QMBH1DMY67FZ74
      US67765QAN60
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2025-11-01
      N
      Y
      
        NORTHERN TRUST COMPANY (THE)
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0044
      2200000.00
      2200000.00
      0.0007
      N
      N
      Y
      N
    
    
      ORANGE COUNTY HEALTH FACILITIES AUTHORITY (FL)
      Orange County FL Health Facilities Authority Revenue (Nemours Foundation Project) VRDO 0.450000%
      6845036V2
      US6845036V27
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2039-01-01
      N
      Y
      
        NORTHERN TRUST COMPANY (THE)
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0045
      4800000.00
      4800000.00
      0.0016
      N
      N
      Y
      N
    
    
      OREGON HOUSING & COMMUNITY SERVICES DEPARTMENT
      Oregon Housing & Community Service Department Single Family Mortgage Revenue VRDO 0.450000%
      686087BN6
      549300N3PYWYJ0Z8N757
      US686087BN61
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2028-07-01
      Y
      
        STATE STREET BANK AND TRUST COMP
        
          N/A
          N/A
        
        1.0000
        5
        Y
      
      N
      N
      0.0045
      9145000.00
      9145000.00
      0.0030
      N
      N
      Y
      N
    
    
      OREGON, STATE OF
      Oregon GO (Veterans Welfare) VRDO 0.370000%
      68608UAB2
      549300R5SUGZRD8KP359
      US68608UAB26
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-01
      2016-08-01
      2040-06-01
      Y
      
        US BANK NATIONAL ASSOCIATION
        
          N/A
          N/A
        
        1.0000
        1
        Y
      
      N
      N
      0.0037
      28180000.00
      28180000.00
      0.0093
      N
      N
      Y
      N
    
    
      OREGON, STATE OF
      Oregon GO (Veterans Welfare) VRDO 0.430000%
      68609BNR4
      549300R5SUGZRD8KP359
      US68609BNR41
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2036-12-01
      Y
      
        US BANK NATIONAL ASSOCIATION
        
          N/A
          N/A
        
        1.0000
        5
        Y
      
      N
      N
      0.0043
      6085000.00
      6085000.00
      0.0020
      N
      N
      Y
      N
    
    
      OREGON, STATE OF
      Oregon TAN 2.000000%
      68609BVE4
      549300R5SUGZRD8KP359
      US68609BVE46
      Other Municipal Security
      First Tier Security
      
        N/A
        N/A
      
      2017-06-30
      2017-06-30
      2017-06-30
      N
      N
      N
      0.0053
      17735375.00
      17735375.00
      0.0059
      N
      N
      N
      N
    
    
      PENNSYLVANIA HIGHER EDUCATIONAL FACILITIES AUTHORITY
      Pennsylvania Higher Educational Facilities Authority Revenue (Drexel University) VRDO 0.370000%
      70917RTE5
      US70917RTE52
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-01
      2016-08-01
      2030-05-01
      N
      Y
      
        TD BANK NA
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0037
      720000.00
      720000.00
      0.0002
      N
      N
      Y
      N
    
    
      PORT AUTHORITY OF NEW YORK & NEW JERSEY
      Port Authority of New York & New Jersey Revenue CP 0.480000%
      73359BLQ0
      0000000000
      Other Municipal Security
      First Tier Security
      
        N/A
        N/A
      
      2016-09-19
      2016-09-19
      2016-09-19
      N
      N
      N
      0.0048
      7890000.00
      7890000.00
      0.0026
      N
      N
      N
      N
    
    
      PORT AUTHORITY OF NEW YORK & NEW JERSEY
      Port Authority of New York & New Jersey Revenue CP 0.480000%
      73359BLR8
      0000000000
      Other Municipal Security
      First Tier Security
      
        N/A
        N/A
      
      2016-09-26
      2016-09-26
      2016-09-26
      N
      N
      N
      0.0048
      2505000.00
      2505000.00
      0.0008
      N
      N
      N
      N
    
    
      POSEY COUNTY (IN)
      Posey County IN Economic Development Revenue (Midwest Fertilizer Corp. Project) PUT 0.350000%
      737347AF1
      US737347AF10
      Other Municipal Security
      First Tier Security
      
        N/A
        N/A
      
      2016-08-02
      2016-08-02
      2046-07-01
      N
      N
      N
      0.0067
      84997450.00
      84997450.00
      0.0281
      N
      N
      Y
      N
    
    
      PRIVATE COLLEGES & UNIVERSITY AUTHORITY (GA)
      Private Colleges & University Authority of Georgia Revenue (Emory University) VRDO 0.440000%
      74265LSH2
      US74265LSH23
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2035-09-01
      N
      N
      N
      0.0044
      29250000.00
      29250000.00
      0.0097
      N
      N
      Y
      N
    
    
      PRIVATE COLLEGES & UNIVERSITY AUTHORITY (GA)
      Private Colleges & University Authority of Georgia Revenue (Emory University) VRDO 0.440000%
      74265LSJ8
      US74265LSJ88
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2035-09-01
      N
      N
      N
      0.0044
      18400000.00
      18400000.00
      0.0061
      N
      N
      Y
      N
    
    
      MICHIGAN FINANCE AUTHORITY
      Michigan Finance Authority Hospital Revenue Bonds (Trinity Health Credit Group) TOB VRDO 0.470000%
      74926YG21
      US74926YG210
      Tender Option Bond
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2017-10-01
      N
      Y
      
        ROYAL BANK OF CANADA
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0047
      16500000.00
      16500000.00
      0.0055
      N
      N
      Y
      N
    
    
      MINNEAPOLIS HEALTH CARE SYSTEM (MN)
      Minneapolis MN Health Care System Revenue (Fairview Health Services) TOB VRDO 0.470000%
      74926YRR4
      US74926YRR44
      Tender Option Bond
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2016-10-01
      N
      Y
      
        ROYAL BANK OF CANADA
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0047
      2900000.00
      2900000.00
      0.0010
      N
      N
      Y
      N
    
    
      RALEIGH-DURHAM AIRPORT AUTHORITY (NC)
      Raleigh Durham NC Airport Authority Revenue VRDO 0.430000%
      751073GK7
      US751073GK75
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2036-05-01
      N
      Y
      
        ROYAL BANK OF CANADA
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0043
      5470000.00
      5470000.00
      0.0018
      N
      N
      Y
      N
    
    
      RED RIVER EDUCATION FINANCE AUTHORITY (TX)
      Red River TX Education Finance Corp. Revenue (Texas Christian University Project) VRDO 0.450000%
      756872DU8
      US756872DU86
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2035-03-15
      Y
      
        NORTHERN TRUST COMPANY (THE)
        
          N/A
          N/A
        
        1.0000
        5
        Y
      
      N
      N
      0.0045
      13000000.00
      13000000.00
      0.0043
      N
      N
      Y
      N
    
    
      RHODE ISLAND HEALTH & EDUCATIONAL BUILDING CORP.
      Rhode Island Health & Educational Building Corp. Higher Education Facilities Revenue (Brown University) VRDO 0.440000%
      762243MY6
      US762243MY65
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2035-05-01
      Y
      
        HSBC BANK USA NA
        
          N/A
          N/A
        
        1.0000
        5
        Y
      
      N
      N
      0.0044
      6045000.00
      6045000.00
      0.0020
      N
      N
      Y
      N
    
    
      PRIVATE COLLEGES & UNIVERSITY AUTHORITY (GA)
      Private Colleges & University Authority of Georgia Revenue (Emory University) TOB VRDO 0.470000%
      76252PCZ0
      US76252PCZ09
      Tender Option Bond
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2043-10-01
      Y
      
        BARCLAYS BANK PLC
        
          N/A
          N/A
        
        1.0000
        5
        Y
      
      N
      N
      0.0047
      4000000.00
      4000000.00
      0.0013
      N
      N
      Y
      N
    
    
      SACRAMENTO TRANSPORTATION AUTHORITY (CA)
      Sacramento CA Transportation Authority Sales Tax Revenue VRDO 0.430000%
      786074AK0
      549300ICNZ6EZODIGL94
      US786074AK01
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2038-10-01
      Y
      
        US BANK NATIONAL ASSOCIATION
        
          N/A
          N/A
        
        1.0000
        5
        Y
      
      N
      N
      0.0043
      12800000.00
      12800000.00
      0.0042
      N
      N
      Y
      N
    
    
      ST. JOSEPH INDUSTRIAL DEVELOPMENT AUTHORITY (MO)
      St. Joseph MO Industrial Development Authority Health Facilities Revenue (Heartland Regional Medical Center) VRDO 0.400000%
      79075LAB3
      US79075LAB36
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-01
      2016-08-01
      2043-11-15
      N
      Y
      
        US BANK NATIONAL ASSOCIATION
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0040
      12350000.00
      12350000.00
      0.0041
      N
      N
      Y
      N
    
    
      SEATTLE, CITY OF (WA)
      Seattle WA Water System Revenue TOB VRDO 0.460000%
      812728NR0
      US812728NR03
      Tender Option Bond
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2031-02-01
      Y
      
        WELLS FARGO & COMPANY
        
          N/A
          N/A
        
        1.0000
        5
        Y
      
      N
      N
      0.0046
      5060000.00
      5060000.00
      0.0017
      N
      N
      Y
      N
    
    
      SOUTH DAKOTA HOUSING DEVELOPMENT AUTHORITY
      South Dakota Housing Development Authority Homeownership Mortgage Revenue VRDO 0.440000%
      83755G7S0
      549300G853EK61667C18
      US83755G7S08
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2039-05-01
      Y
      
        FEDERAL HOME LOAN BANK OF DES MO
        
          N/A
          N/A
        
        1.0000
        5
        Y
      
      N
      N
      0.0044
      5840000.00
      5840000.00
      0.0019
      N
      N
      Y
      N
    
    
      TARRANT COUNTY HEALTH FACILITIES DEVELOPMENT CORP. (TX)
      Tarrant County TX Health Facilities Development Corp. Hospital Revenue (Cook Children's Medical Center Project) VRDO 0.440000%
      875906NY1
      US875906NY13
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2039-12-01
      N
      N
      N
      0.0044
      5000000.00
      5000000.00
      0.0017
      N
      N
      Y
      N
    
    
      TARRANT COUNTY CULTURAL EDUCATION FACILITIES FINANCE CORP. (TX)
      Tarrant County TX Cultural Education Facilities Finance Corp. Hospital Revenue (Baylor Health Care System Project) VRDO 0.450000%
      87638QEW5
      549300ROY505NVTMMI25
      US87638QEW50
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2050-11-15
      N
      Y
      
        NORTHERN TRUST COMPANY (THE)
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0045
      5750000.00
      5750000.00
      0.0019
      N
      N
      Y
      N
    
    
      SAN ANTONIO, CITY OF (TX)
      San Antonio TX Electric & Gas Systems Revenue TOB VRDO 0.470000%
      88033LD89
      US88033LD890
      Tender Option Bond
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2021-02-01
      Y
      
        JPMORGAN CHASE BANK NA
        
          N/A
          N/A
        
        1.0000
        5
        Y
      
      N
      N
      0.0047
      5000000.00
      5000000.00
      0.0017
      N
      N
      Y
      N
    
    
      DISTRICT OF COLUMBIA WATER & SEWER AUTHORITY
      District of Columbia Water & Sewer Authority Public Utility Revenue TOB VRDO 0.470000%
      88033LFU8
      US88033LFU89
      Tender Option Bond
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2020-04-01
      Y
      
        JPMORGAN CHASE BANK NA
        
          N/A
          N/A
        
        1.0000
        5
        Y
      
      N
      N
      0.0047
      5935000.00
      5935000.00
      0.0020
      N
      N
      Y
      N
    
    
      FLORIDA, STATE OF
      Florida Education System University System Improvement Revenue TOB VRDO 0.490000%
      88033LGA1
      US88033LGA17
      Tender Option Bond
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2026-01-01
      Y
      
        JPMORGAN CHASE BANK NA
        
          N/A
          N/A
        
        1.0000
        5
        Y
      
      N
      N
      0.0049
      9985000.00
      9985000.00
      0.0033
      N
      N
      Y
      N
    
    
      JACKSONVILLE, CITY OF (FL)
      Jacksonville FL Special Revenue TOB VRDO 0.470000%
      88033LGH6
      US88033LGH69
      Tender Option Bond
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2035-04-01
      Y
      
        JPMORGAN CHASE BANK NA
        
          N/A
          N/A
        
        1.0000
        5
        Y
      
      N
      N
      0.0047
      3900000.00
      3900000.00
      0.0013
      N
      N
      Y
      N
    
    
      PORT AUTHORITY OF NEW YORK & NEW JERSEY
      Port Authority of New York & New Jersey Revenue TOB VRDO 0.470000%
      88033LK32
      US88033LK325
      0000000000
      Tender Option Bond
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2019-01-15
      Y
      
        TD BANK NA
        
          N/A
          N/A
        
        1.0000
        5
        Y
      
      N
      N
      0.0047
      15190000.00
      15190000.00
      0.0050
      N
      N
      Y
      N
    
    
      OHIO HIGHER EDUCATIONAL FACILITY COMMISSION
      Ohio Hospital Revenue (Cleveland Clinic Health System Obligated Group) TOB VRDO 0.470000%
      88033LMC0
      5493007MQT6NGNN6BR81
      US88033LMC09
      Tender Option Bond
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2036-07-01
      Y
      
        JPMORGAN CHASE BANK NA
        
          N/A
          N/A
        
        1.0000
        5
        Y
      
      N
      N
      0.0047
      15100000.00
      15100000.00
      0.0050
      N
      N
      Y
      N
    
    
      SCOTTSDALE (AZ)
      Scottsdale AZ Municipal Property Corp. Excise Tax Revenue TOB VRDO 0.540000%
      88033LRK7
      US88033LRK79
      Tender Option Bond
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2023-01-01
      Y
      
        JPMORGAN CHASE BANK NA
        
          N/A
          N/A
        
        1.0000
        5
        Y
      
      N
      N
      0.0054
      7350000.00
      7350000.00
      0.0024
      N
      N
      Y
      N
    
    
      KING COUNTY (WA)
      King County WA Sewer Revenue TOB VRDO 0.470000%
      88033LTA7
      US88033LTA79
      Tender Option Bond
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2019-01-01
      Y
      
        JPMORGAN CHASE BANK NA
        
          N/A
          N/A
        
        1.0000
        5
        Y
      
      N
      N
      0.0047
      6950000.00
      6950000.00
      0.0023
      N
      N
      Y
      N
    
    
      PHOENIX CIVIC IMPROVEMENT CORP. (AZ)
      Phoenix AZ Civic Improvement Corp. Airport Revenue TOB VRDO 0.540000%
      88033M2Q9
      US88033M2Q91
      Tender Option Bond
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2038-07-01
      Y
      
        BANK OF AMERICA NA
        
          N/A
          N/A
        
        1.0000
        5
        Y
      
      N
      N
      0.0054
      4000000.00
      4000000.00
      0.0013
      N
      N
      Y
      N
    
    
      UNIVERSITY OF VIRGINIA
      University of Virginia Revenue TOB VRDO 0.470000%
      88033M7J0
      US88033M7J04
      Tender Option Bond
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2017-12-01
      Y
      
        JPMORGAN CHASE BANK NA
        
          N/A
          N/A
        
        1.0000
        5
        Y
      
      N
      N
      0.0047
      4515000.00
      4515000.00
      0.0015
      N
      N
      Y
      N
    
    
      NEW YORK CITY TRANSITIONAL FINANCE AUTHORITY (NY)
      New York City NY Transitional Finance Authority Building Aid Revenue TOB VRDO 0.470000%
      88033MBG1
      US88033MBG15
      Tender Option Bond
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2041-07-15
      Y
      
        TD BANK NA
        
          N/A
          N/A
        
        1.0000
        5
        Y
      
      N
      N
      0.0047
      12800000.00
      12800000.00
      0.0042
      N
      N
      Y
      N
    
    
      MIAMI-DADE COUNTY (FL)
      Miami-Dade County FL Educational Facilities Authority Revenue (University of Miami) TOB VRDO 0.540000%
      88033MCL9
      US88033MCL90
      Tender Option Bond
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2030-07-01
      Y
      
        BANK OF AMERICA NA
        
          N/A
          N/A
        
        1.0000
        5
        Y
      
      N
      N
      0.0054
      10140000.00
      10140000.00
      0.0034
      N
      N
      Y
      N
    
    
      OHIO HIGHER EDUCATIONAL FACILITY COMMISSION
      Ohio Hospital Revenue (Cleveland Clinic Health System Obligated Group) TOB VRDO 0.470000%
      88033MG50
      5493007MQT6NGNN6BR81
      US88033MG503
      Tender Option Bond
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2017-01-01
      Y
      
        JPMORGAN CHASE BANK NA
        
          N/A
          N/A
        
        1.0000
        5
        Y
      
      N
      N
      0.0047
      3600000.00
      3600000.00
      0.0012
      N
      N
      Y
      N
    
    
      NEW YORK STATE DORMITORY AUTHORITY
      New York State Dormitory Authority Revenue (Personal Income Tax) TOB VRDO 0.470000%
      88033MGE1
      US88033MGE12
      Tender Option Bond
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2023-09-15
      Y
      
        JPMORGAN CHASE BANK NA
        
          N/A
          N/A
        
        1.0000
        5
        Y
      
      N
      N
      0.0047
      6250000.00
      6250000.00
      0.0021
      N
      N
      Y
      N
    
    
      ORANGE COUNTY SCHOOL BOARD (FL)
      Orange County FL School Board COP TOB VRDO 0.540000%
      88033MR41
      US88033MR419
      Tender Option Bond
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2024-02-01
      Y
      
        JPMORGAN CHASE BANK NA
        
          N/A
          N/A
        
        1.0000
        5
        Y
      
      N
      N
      0.0054
      7500000.00
      7500000.00
      0.0025
      N
      N
      Y
      N
    
    
      ORANGE COUNTY SCHOOL BOARD (FL)
      Orange County FL School Board COP TOB VRDO 0.540000%
      88033MR66
      US88033MR666
      Tender Option Bond
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2024-02-01
      Y
      
        JPMORGAN CHASE BANK NA
        
          N/A
          N/A
        
        1.0000
        5
        Y
      
      N
      N
      0.0054
      3750000.00
      3750000.00
      0.0012
      N
      N
      Y
      N
    
    
      CHARLESTON COUNTY SCHOOL DISTRICT (SC)
      Charleston SC Educational Excellence Financing Corp. Revenue (Charleston County School District, South Carolina Project) TOB VRDO 0.490000%
      88033MTZ0
      US88033MTZ04
      Tender Option Bond
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2021-06-01
      Y
      
        JPMORGAN CHASE BANK NA
        
          N/A
          N/A
        
        1.0000
        5
        Y
      
      N
      N
      0.0049
      7250000.00
      7250000.00
      0.0024
      N
      N
      Y
      N
    
    
      DALLAS AREA RAPID TRANSIT (TX) - DART
      Dallas TX Area Rapid Transit Sales Tax Revenue TOB VRDO 0.470000%
      88033MUB1
      US88033MUB17
      Tender Option Bond
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2048-12-01
      Y
      
        MORGAN STANLEY BANK NA
        
          N/A
          N/A
        
        1.0000
        5
        Y
      
      N
      N
      0.0047
      11705000.00
      11705000.00
      0.0039
      N
      N
      Y
      N
    
    
      DISTRICT OF COLUMBIA WATER & SEWER AUTHORITY
      District of Columbia Water and Sewer Authority Public Utility Revenue TOB VRDO 0.470000%
      88033S5H3
      US88033S5H39
      Tender Option Bond
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2017-10-01
      Y
      
        JPMORGAN CHASE BANK NA
        
          N/A
          N/A
        
        1.0000
        5
        Y
      
      N
      N
      0.0047
      4010000.00
      4010000.00
      0.0013
      N
      N
      Y
      N
    
    
      WASHINGTON, STATE OF
      Washington GO TOB VRDO 0.470000%
      88033S6Q2
      549300X3TODFMUKLQ364
      US88033S6Q29
      Tender Option Bond
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2019-06-01
      Y
      
        JPMORGAN CHASE BANK NA
        
          N/A
          N/A
        
        1.0000
        5
        Y
      
      N
      N
      0.0047
      5030000.00
      5030000.00
      0.0017
      N
      N
      Y
      N
    
    
      WISCONSIN HEALTH & EDUCATIONAL FACILITIES AUTHORITY
      Wisconsin Health & Educational Facilities Authority Revenue (Ascension Health Credit Group) TOB VRDO 0.470000%
      88033SAQ7
      549300ISNGXS0VHGVD41
      US88033SAQ75
      Tender Option Bond
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2039-11-15
      Y
      
        MORGAN STANLEY BANK NA
        
          N/A
          N/A
        
        1.0000
        5
        Y
      
      N
      N
      0.0047
      13500000.00
      13500000.00
      0.0045
      N
      N
      Y
      N
    
    
      CONNECTICUT HEALTH & EDUCATIONAL FACILITIES AUTHORITY
      Connecticut Health and Educational Facilities Authority Revenue (Yale University) TOB VRDO 0.470000%
      88033SC36
      US88033SC368
      Tender Option Bond
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2017-01-01
      Y
      
        JPMORGAN CHASE BANK NA
        
          N/A
          N/A
        
        1.0000
        5
        Y
      
      N
      N
      0.0047
      13320000.00
      13320000.00
      0.0044
      N
      N
      Y
      N
    
    
      CONNECTICUT HEALTH & EDUCATIONAL FACILITIES AUTHORITY
      Connecticut Health and Educational Facilities Authority Revenue (Yale University) TOB VRDO 0.470000%
      88033SC51
      US88033SC517
      Tender Option Bond
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2017-01-01
      Y
      
        JPMORGAN CHASE BANK NA
        
          N/A
          N/A
        
        1.0000
        5
        Y
      
      N
      N
      0.0047
      5950000.00
      5950000.00
      0.0020
      N
      N
      Y
      N
    
    
      NORTH CAROLINA CAPITAL FACILITIES FINANCE AGENCY
      North Carolina Capital Facilities Finance Agency Revenue (Duke University Project) TOB VRDO 0.470000%
      88033SD50
      549300PWNPSB7G58A235
      US88033SD507
      Tender Option Bond
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2034-10-01
      Y
      
        JPMORGAN CHASE BANK NA
        
          N/A
          N/A
        
        1.0000
        5
        Y
      
      N
      N
      0.0047
      18900000.00
      18900000.00
      0.0062
      N
      N
      Y
      N
    
    
      WASHINGTON, STATE OF
      Washington GO TOB VRDO 0.470000%
      88033SFM1
      549300X3TODFMUKLQ364
      US88033SFM17
      Tender Option Bond
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2017-02-01
      Y
      
        JPMORGAN CHASE BANK NA
        
          N/A
          N/A
        
        1.0000
        5
        Y
      
      N
      N
      0.0047
      16150000.00
      16150000.00
      0.0053
      N
      N
      Y
      N
    
    
      PHOENIX CIVIC IMPROVEMENT CORP. (AZ)
      Phoenix AZ Civic Improvement Corp. Airport Revenue TOB VRDO 0.490000%
      88033SGG3
      US88033SGG30
      Tender Option Bond
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2026-07-01
      Y
      
        BANK OF AMERICA NA
        
          N/A
          N/A
        
        1.0000
        5
        Y
      
      N
      N
      0.0049
      8990000.00
      8990000.00
      0.0030
      N
      N
      Y
      N
    
    
      TEXAS TRANSPORTATION COMMISSION
      Texas Transportation Commission Mobility Fund GO VRDO 0.440000%
      882721RM7
      549300X9CH74QB747L76
      US882721RM79
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2036-04-01
      Y
      
        CALIFORNIA PUBLIC EMPLOYEES RETI
        
          N/A
          N/A
        
        0.5000
        5
        Y
      
      
        STATE STREET BANK AND TRUST COMP
        
          N/A
          N/A
        
        0.5000
        5
        Y
      
      N
      N
      0.0044
      6400000.00
      6400000.00
      0.0021
      N
      N
      Y
      N
    
    
      TEXAS PUBLIC FINANCE AUTHORITY
      Texas Public Finance Authority GO CP 0.430000%
      88276URE7
      0000000000
      Other Municipal Security
      First Tier Security
      
        N/A
        N/A
      
      2016-08-08
      2016-08-08
      2016-08-08
      Y
      
        TEXAS STATE TREASURY
        
          N/A
          N/A
        
        1.0000
        8
        Y
      
      N
      N
      0.0046
      7499925.00
      7499925.00
      0.0025
      N
      N
      N
      N
    
    
      NEW YORK METROPOLITAN TRANSPORTATION AUTHORITY - TRIBOROUGH BRIDGE & TUNNEL AUTHORITY
      Triborough Bridge & Tunnel Authority New York Revenue VRDO 0.420000%
      89602NSP0
      54930020ZN4LQF7K3456
      US89602NSP05
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2032-01-01
      N
      Y
      
        STATE STREET BANK AND TRUST COMP
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0042
      9025000.00
      9025000.00
      0.0030
      N
      N
      Y
      N
    
    
      NEW YORK METROPOLITAN TRANSPORTATION AUTHORITY - TRIBOROUGH BRIDGE & TUNNEL AUTHORITY
      Triborough Bridge & Tunnel Authority New York Revenue VRDO 0.450000%
      89602NSQ8
      54930020ZN4LQF7K3456
      US89602NSQ87
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2032-01-01
      N
      Y
      
        BANK OF TOKYO-MITSUBISHI UFJ LTD
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0045
      6075000.00
      6075000.00
      0.0020
      N
      N
      Y
      N
    
    
      UNION COUNTY POLLUTION CONTROL FINANCING AUTHORITY (NJ)
      Union County NJ Pollution Control Financing Authority Revenue (Exxon Project) VRDO 0.090000%
      906353AJ6
      US906353AJ67
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-01
      2016-08-01
      2033-07-01
      N
      N
      N
      0.0009
      1875000.00
      1875000.00
      0.0006
      N
      N
      Y
      N
    
    
      REGENTS OF THE UNIVERSITY OF CALIFORNIA
      University of California Revenue VRDO 0.440000%
      91412GSH9
      US91412GSH91
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2048-05-15
      N
      N
      N
      0.0044
      3450000.00
      3450000.00
      0.0011
      N
      N
      Y
      N
    
    
      UNIVERSITY OF MICHIGAN REGENTS
      University of Michigan Revenue VRDO 0.460000%
      914455FM7
      US914455FM76
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2032-04-01
      Y
      
        JPMORGAN CHASE BANK NA
        
          N/A
          N/A
        
        1.0000
        5
        Y
      
      N
      N
      0.0046
      3720000.00
      3720000.00
      0.0012
      N
      N
      Y
      N
    
    
      UNIVERSITY OF TEXAS PERMANENT UNIVERSITY FUND (PUF)
      University of Texas System Revenue Financing System Revenue CP 0.400000%
      91514RBL1
      0000000000
      Other Municipal Security
      First Tier Security
      
        N/A
        N/A
      
      2016-08-09
      2016-08-09
      2016-08-09
      N
      N
      N
      0.0041
      10000000.00
      10000000.00
      0.0033
      N
      N
      N
      N
    
    
      UTAH ASSOCIATED MUNICIPAL POWER SYSTEMS
      Utah Associated Municipal Power Systems Revenue (Horse Butte Wind Project) VRDO 0.440000%
      917328PS9
      US917328PS92
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2032-09-01
      N
      Y
      
        BANK OF MONTREAL
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0044
      11970000.00
      11970000.00
      0.0040
      N
      N
      Y
      N
    
    
      VALDEZ, CITY OF (AK)
      Valdez AK Marine Terminal Revenue (Exxon Pipeline Co.) VRDO 0.340000%
      919061BU4
      US919061BU42
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-01
      2016-08-01
      2025-10-01
      N
      N
      N
      0.0034
      32400000.00
      32400000.00
      0.0107
      N
      N
      Y
      N
    
    
      VALDEZ, CITY OF (AK)
      Valdez AK Marine Terminal Revenue (ExxonMobil Project) VRDO 0.340000%
      919061EH0
      US919061EH04
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-01
      2016-08-01
      2029-12-01
      N
      N
      N
      0.0034
      4665000.00
      4665000.00
      0.0015
      N
      N
      Y
      N
    
    
      VERMONT HOUSING FINANCE AGENCY
      Vermont Housing Finance Agency Revenue VRDO 0.450000%
      924190EE7
      549300RD7EYN90K0W008
      US924190EE76
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2040-05-01
      Y
      
        TD BANK NA
        
          N/A
          N/A
        
        1.0000
        5
        Y
      
      N
      N
      0.0045
      4300000.00
      4300000.00
      0.0014
      N
      N
      Y
      N
    
    
      WACO EDUCATION FINANCE CORP. (TX)
      Waco TX Education Finance Corp. Revenue (Baylor University) VRDO 0.450000%
      929833AE1
      US929833AE15
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2032-02-01
      N
      Y
      
        BANK OF NEW YORK MELLON/THE
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0045
      5000000.00
      5000000.00
      0.0017
      N
      N
      Y
      N
    
    
      WEST VIRGINIA HOSPITAL FINANCE AUTHORITY
      West Virginia Hospital Finance Authority Hospital Revenue (Charleston Area Medical Center Inc.) VRDO 0.480000%
      956624AQ3
      US956624AQ33
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2037-09-01
      N
      Y
      
        BRANCH BANKING AND TRUST COMPANY
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0048
      16000000.00
      16000000.00
      0.0053
      N
      N
      Y
      N
    
    
      WISCONSIN, STATE OF
      Wisconsin GO (Extendible) CP 0.600000%
      97709P3B8
      0000000000
      Other Municipal Security
      First Tier Security
      
        N/A
        N/A
      
      2016-08-03
      2017-04-02
      2017-04-02
      N
      N
      N
      0.0058
      30589000.00
      30589000.00
      0.0101
      N
      N
      N
      N
    
    
      WISCONSIN HEALTH & EDUCATIONAL FACILITIES AUTHORITY
      Wisconsin Health & Educational Facilities Authority Revenue (Aurora Health Care Inc.) VRDO 0.400000%
      97710BM82
      549300ISNGXS0VHGVD41
      US97710BM829
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-01
      2016-08-01
      2028-07-15
      N
      Y
      
        BANK OF MONTREAL
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0040
      19110000.00
      19110000.00
      0.0063
      N
      N
      Y
      N
    
    
      Vanguard Municipal Cash Management Funds
      2016-08-05
      Glenn Booraem
      Glenn Booraem
      Treasurer
    
  

You May Also Be Interested In