N-MFP LIVE N 2011-05-31 0000357057 S000007114 1 N N 002-75537 FIDELITY MANAGEMENT & RESEARCH COMPANY (FMR) 801-07884 FIDELITY INVESTMENTS MONEY MANAGEMENT, INC. 801-34590 FIDELITY MANAGEMENT & RESEARCH (U.K.), INC. 801-28773 FIDELITY MANAGEMENT & RESEARCH (HONG KONG) LIMITED 801-69507 FIDELITY MANAGEMENT & RESEARCH (JAPAN) INC 801-69571 DELOITTE & TOUCHE LLP Boston MA CITIBANK, N.A. 0000840464 085-10232 FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. 0000862124 084-01839 N N N Single State Fund 17 18 4995462207.39 44274464.66 3499230.16 5036237441.89 0.0020 1.0009 2011-05-31 1.0009 2011-05-31 C000019443 5000.00 5036237441.89 1.00 62711147.93 1086874975.08 1024163827.15 0.0001 1.0009 2011-05-31 1.0009 2011-05-31 Boston Indl. Dev. Rev. Boston Indl. Dev. Rev., 0.23% (New Boston Seafood Ctr., Inc. Proj.) Series 1997, LOC Bank of America NA VRDN 100883AH0 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 2740000.00 2740000.00 0.0005 N 2740000.00 2740000.00 Boston Wtr. & Swr. Commission Rev. Boston Wtr. & Swr. Commission Rev., 0.12% Series 1994 A, LOC State Street Bank & Trust Co., Boston VRDN 101029HM1 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y STATE ST BK & TR CO BOSTON N/A N/A Y STATE ST BK & TR CO BOSTON N/A N/A N 13200000.00 13200000.00 0.0026 N 13200000.00 13200000.00 Boston Wtr. & Swr. Commission Rev. Boston Wtr. & Swr. Commission Rev., 0.21% Participating VRDN Series SG 75, (Liquidity Facility Societe Generale) 101029HQ2 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y SOCIETE GENERALE FRANCE N/A N/A N N 2000000.00 2000000.00 0.0004 N 2000000.00 2000000.00 Canton Hsg. Auth. Multi-family Hsg. Mtg. Rev. Canton Hsg. Auth. Multi-family Hsg. Mtg. Rev., 0.18% (Canton Arboretum Apt. Proj.) Series 1999, LOC Fannie Mae VRDN 138270AB9 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y FANNIE MAE N/A N/A Y FANNIE MAE N/A N/A N 7665000.00 7665000.00 0.0015 N 7665000.00 7665000.00 Massachusetts Bay Trans. Auth. Sales Tax Rev. Massachusetts Bay Trans. Auth. Sales Tax Rev., 0.16% Series 2008 A1, (Liquidity Facility JPMorgan Chase Bank) VRDN 575579TJ6 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 70930000.00 70930000.00 0.0141 N 70930000.00 70930000.00 Massachusetts Bay Trans. Auth. Sales Tax Rev. Massachusetts Bay Trans. Auth. Sales Tax Rev., 0.18% Series 2008 A2, (Liquidity Facility JPMorgan Chase Bank) VRDN 575579TK3 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 25000000.00 25000000.00 0.0050 N 25000000.00 25000000.00 Massachusetts Bay Trans. Auth. Sales Tax Rev. Massachusetts Bay Trans. Auth. Sales Tax Rev., 0.21% Participating VRDN Series Clipper 07 18, (Liquidity Facility State Street Bank & Trust Co., Bosto 18886PUV5 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y STATE ST BK & TR CO BOSTON N/A N/A N N 100175000.00 100175000.00 0.0199 N 100175000.00 100175000.00 Massachusetts Bay Trans. Auth. Sales Tax Rev. Massachusetts Bay Trans. Auth. Sales Tax Rev., 0.21% Participating VRDN Series PT 4140, (Liquidity Facility Bayerische Hypo-und Vereinsbank AG) 747038TQ0 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y BAYERISCHE HYPO UND VEREIN AG N/A N/A N N 34120000.00 34120000.00 0.0068 N 34120000.00 34120000.00 Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev. Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev., 0.16% Series 2010 A3, LOC Bank of America NA VRDN 57563CAC6 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 44000000.00 44000000.00 0.0087 N 44000000.00 44000000.00 Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev. Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev., 0.16% Series 2010 A6, LOC Bank of America NA VRDN 57563CAF9 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 64590000.00 64590000.00 0.0128 N 64590000.00 64590000.00 Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev. Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev., 0.16% Series 2010 A2, LOC Wells Fargo Bank NA VRDN 57563CBG6 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y WELLS FARGO BK NATL ASSN N/A N/A Y WELLS FARGO BK NATL ASSN N/A N/A N 76465000.00 76465000.00 0.0152 N 76465000.00 76465000.00 Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev. Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev., 0.17% Series 2010 A1, LOC Citibank NA VRDN 57563CBF8 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y CITIBANK NA N/A N/A Y CITIBANK NA N/A N/A N 33100000.00 33100000.00 0.0066 N 33100000.00 33100000.00 Massachusetts Dev. Fin. Agcy. Indl. Dev. Rev. Massachusetts Dev. Fin. Agcy. Indl. Dev. Rev., 0.26% (Ocean Spray Cranberries, Inc. Proj.) Series 2000, LOC Bank of America NA VRDN 57583EAR5 Variable Rate Demand Note First Tier Security 2011-06-02 2011-06-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 8500000.00 8500000.00 0.0017 N 8500000.00 8500000.00 Massachusetts Dev. Fin. Agcy. Indl. Dev. Rev. Massachusetts Dev. Fin. Agcy. Indl. Dev. Rev., 0.40% (Monkiewicz Realty Trust Proj.) LOC Bank of America NA VRDN 57583EAP9 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 3600000.00 3600000.00 0.0007 N 3600000.00 3600000.00 Massachusetts Dev. Fin. Agcy. Indl. Dev. Rev. Massachusetts Dev. Fin. Agcy. Indl. Dev. Rev., 0.48% (Charm Sciences, Inc. Proj.) Series 1999 A, LOC Bank of America NA VRDN 57583EAJ3 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 2200000.00 2200000.00 0.0004 N 2200000.00 2200000.00 Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev. Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev., 0.18% (Salem Heights Apts. Proj.) Series 2003 A, LOC Fed. Home Ln. Bank of Boston VRDN 57583XAE2 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y FEDERAL HOME LN BK OF BOSTON N/A N/A Y FEDERAL HOME LN BK OF BOSTON N/A N/A N 15400000.00 15400000.00 0.0031 N 15400000.00 15400000.00 Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev. Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev., 0.19% (Tammy Brook Apts. Proj.) Series 2009, LOC Freddie Mac VRDN 57583XBN1 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y FREDDIE MAC N/A N/A Y FREDDIE MAC N/A N/A N 6500000.00 6500000.00 0.0013 N 6500000.00 6500000.00 Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev. Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev., 0.19% (Georgetown Village Apts. Proj.) Series 2003 A, LOC Fannie Mae VRDN 57583XAC6 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y FANNIE MAE N/A N/A Y FANNIE MAE N/A N/A N 15100000.00 15100000.00 0.0030 N 15100000.00 15100000.00 Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev. Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev., 0.21% (Archstone Reading Apts. Proj.) Series 2004 A, LOC Freddie Mac VRDN 57583XAQ5 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y FREDDIE MAC N/A N/A Y FREDDIE MAC N/A N/A N 24840000.00 24840000.00 0.0049 N 24840000.00 24840000.00 Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev. Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev., 0.21% (Casco Crossing Proj.) LOC Fannie Mae VRDN 57583XAR3 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y FANNIE MAE N/A N/A Y FANNIE MAE N/A N/A N 10535000.00 10535000.00 0.0021 N 10535000.00 10535000.00 Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev. Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev., 0.23% (Avalon Acton Apts. Proj.) Series 2006, LOC Fannie Mae VRDN 57583XBG6 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y FANNIE MAE N/A N/A Y FANNIE MAE N/A N/A N 38000000.00 38000000.00 0.0075 N 38000000.00 38000000.00 Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev. Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev., 0.27% (Clarendon Street Proj.) Series 2006 A, LOC Bayerische Landesbank VRDN 57583XBJ0 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y BAYERISCHE LANDESBANK (UNGTD) N/A N/A Y BAYERISCHE LANDESBANK (UNGTD) N/A N/A N 40000000.00 40000000.00 0.0079 N 40000000.00 40000000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.11% (ISO New England, Inc. Proj.) LOC TD Banknorth, NA VRDN 57583RAA3 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 10580000.00 10580000.00 0.0021 N 10580000.00 10580000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.11% (Boston Univ. Proj.) Series U-5B, LOC Fed. Home Ln. Bank of Boston VRDN 57583RP58 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y FEDERAL HOME LN BK OF BOSTON N/A N/A Y FEDERAL HOME LN BK OF BOSTON N/A N/A N 29605000.00 29605000.00 0.0059 N 29605000.00 29605000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.12% (Babson College Proj.) Series 2008 A, LOC Fed. Home Ln. Bank of Boston VRDN 57583RL86 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y FEDERAL HOME LN BK OF BOSTON N/A N/A Y FEDERAL HOME LN BK OF BOSTON N/A N/A N 23195000.00 23195000.00 0.0046 N 23195000.00 23195000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.12% (Boston Univ. Proj.) Series U5A, LOC Fed. Home Ln. Bank of Boston VRDN 57583RP41 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y FEDERAL HOME LN BK OF BOSTON N/A N/A Y FEDERAL HOME LN BK OF BOSTON N/A N/A N 33025000.00 33025000.00 0.0066 N 33025000.00 33025000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.13% (Boston Univ. Proj.) Series U2, LOC BNP Paribas SA VRDN 57583RVW2 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y BNP PARIBAS N/A N/A Y BNP PARIBAS N/A N/A N 33500000.00 33500000.00 0.0067 N 33500000.00 33500000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.13% (Boston Univ. Proj.) Series U3, LOC BNP Paribas SA VRDN 57583RWG6 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y BNP PARIBAS N/A N/A Y BNP PARIBAS N/A N/A N 31830000.00 31830000.00 0.0063 N 31830000.00 31830000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.14% (Masonic Nursing Home Proj.) Series 2002 B, LOC TD Banknorth, NA VRDN 57583RP82 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 18230000.00 18230000.00 0.0036 N 18230000.00 18230000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.15% Participating VRDN Series Putters 3867, (Liquidity Facility JPMorgan Chase & Co.) 46633VP86 Variable Rate Demand Note First Tier Security 2011-06-01 2011-06-01 Y JPMORGAN CHASE & CO N/A N/A N N 7370000.00 7370000.00 0.0015 N 7370000.00 7370000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.16% (Saint Mark's School Proj.) Series 2004, LOC JPMorgan Chase Bank VRDN 57583F4Z1 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 5300000.00 5300000.00 0.0011 N 5300000.00 5300000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.16% (Worcester Polytechnic Institute Proj.) Series A, LOC TD Banknorth, NA VRDN 57583RTX3 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 18845000.00 18845000.00 0.0037 N 18845000.00 18845000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.16% (Fay School Proj.) LOC TD Banknorth, NA VRDN 57583RTZ8 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 5950000.00 5950000.00 0.0012 N 5950000.00 5950000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.17% (Berkshire School Proj.) Series 2001, LOC JPMorgan Chase Bank VRDN 57583R2T1 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 10500000.00 10500000.00 0.0021 N 10500000.00 10500000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.17% (Brooks School Proj.) Series 2008, LOC Fed. Home Ln. Bank of Boston VRDN 57583RA88 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y FEDERAL HOME LN BK OF BOSTON N/A N/A Y FEDERAL HOME LN BK OF BOSTON N/A N/A N 6100000.00 6100000.00 0.0012 N 6100000.00 6100000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.17% Participating VRDN Series ROC II R 11896, (Liquidity Facility Citibank NA) 57583R7H2 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y CITIBANK NA N/A N/A N N 19800000.00 19800000.00 0.0039 N 19800000.00 19800000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.17% (Edgewood Retirement Cmnty. Proj.) Series 2008, LOC Bank of America NA VRDN 57583RB61 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 21680000.00 21680000.00 0.0043 N 21680000.00 21680000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.18% (Olin College Proj.) Series 2008 C2, LOC RBS Citizens NA VRDN 57583RZF5 Variable Rate Demand Note Second Tier Security 2011-06-01 2011-06-01 Y RBS CITIZENS NA N/A N/A Y RBS CITIZENS NA N/A N/A N 1000000.00 1000000.00 0.0002 N 1000000.00 1000000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.18% Participating VRDN Series Putters 3873, (Liquidity Facility JPMorgan Chase Bank) 46633VR35 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 2500000.00 2500000.00 0.0005 N 2500000.00 2500000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.18% (The Chestnut Hill School Proj.) Series 2002, LOC Fed. Home Ln. Bank of Boston VRDN 57583FF63 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y FEDERAL HOME LN BK OF BOSTON N/A N/A Y FEDERAL HOME LN BK OF BOSTON N/A N/A N 4785000.00 4785000.00 0.0010 N 4785000.00 4785000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.18% Participating VRDN Series Putters 3840, (Liquidity Facility JPMorgan Chase Bank) 46633VG45 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 5000000.00 5000000.00 0.0010 N 5000000.00 5000000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.18% (Smith College Proj.) Series 2007, (Liquidity Facility Bank of America NA) VRDN 57583R2R5 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y BANK OF AMERICA NA N/A N/A N Y OBLIGOR SMITH COLLEGE, MA N/A N/A 38760000.00 38760000.00 0.0077 N 38760000.00 38760000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.18% (Clark Univ. Proj.) LOC TD Banknorth, NA VRDN 57583RUU7 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 30675000.00 30675000.00 0.0061 N 30675000.00 30675000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.18% (Seven Hills Foundation and Affiliates Proj.) Series 2008 B, LOC TD Banknorth, NA VRDN 57583RZW8 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 5385000.00 5385000.00 0.0011 N 5385000.00 5385000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.19% (Williston Northampton School Proj.) Series 2010, LOC Bank of America NA VRDN 57583RZ40 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 6060000.00 6060000.00 0.0012 N 6060000.00 6060000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.19% (Fessenden School Proj.) Series 2001, LOC JPMorgan Chase Bank VRDN 57583FXX4 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 12170000.00 12170000.00 0.0024 N 12170000.00 12170000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.19% (Simmons College Proj.) Series G, LOC TD Banknorth, NA VRDN 57583RUV5 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 15435000.00 15435000.00 0.0031 N 15435000.00 15435000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.19% Participating VRDN Series WF 10 56C, (Liquidity Facility Wells Fargo Bank NA) 94985NZX2 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y WELLS FARGO BK NATL ASSN N/A N/A N N 9460000.00 9460000.00 0.0019 N 9460000.00 9460000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.19% (Wilber School Apts. Proj.) Series 2008 A, LOC Bank of America NA VRDN 57583RD77 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 8100000.00 8100000.00 0.0016 N 8100000.00 8100000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.19% (Institute of Contemporary Art Proj.) Series 2004 A, LOC Bank of America NA VRDN 57583F4X6 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 3950000.00 3950000.00 0.0008 N 3950000.00 3950000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.19% (Abby Kelley Foster Charter Pub. School Proj.) Series 2008, LOC TD Banknorth, NA VRDN 57583RWJ0 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 4800000.00 4800000.00 0.0010 N 4800000.00 4800000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.19% (YMCA of Greater Boston Proj.) Series 2004 A, LOC Fed. Home Ln. Bank of Boston VRDN 57583F5X5 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y FEDERAL HOME LN BK OF BOSTON N/A N/A Y FEDERAL HOME LN BK OF BOSTON N/A N/A N 17165000.00 17165000.00 0.0034 N 17165000.00 17165000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.20% (Justice Resource Institute Proj.) Series 2008, LOC Bank of America NA VRDN 57583RD85 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 11905000.00 11905000.00 0.0024 N 11905000.00 11905000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.20% (Judge Rotenburg Ctr. Proj.) LOC Bank of America NA VRDN 57583FQ87 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 9175000.00 9175000.00 0.0018 N 9175000.00 9175000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.24% (Fifteen-O-Five West Housatonic LLC Proj.) Series 2007, LOC HSBC Bank USA, NA VRDN 57583RKW4 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y HSBC BANK USA N/A N/A Y HSBC BANK USA N/A N/A N 2655000.00 2655000.00 0.0005 N 2655000.00 2655000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.25% (Ed. Lawrence Academy Proj.) Series 2003 A, LOC Bank of America NA VRDN 57583FN23 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 1655000.00 1655000.00 0.0003 N 1655000.00 1655000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.11% (Central Artery Proj.) Series 2000 B, (Liquidity Facility State Street Bank & Trust Co., Boston) VRDN 575827R51 Variable Rate Demand Note First Tier Security 2011-06-01 2011-06-01 Y STATE ST BK & TR CO BOSTON N/A N/A N N 9380000.00 9380000.00 0.0019 N 9380000.00 9380000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.14% Series 2001 C, (Liquidity Facility State Street Bank & Trust Co., Boston) VRDN 575827X54 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y STATE ST BK & TR CO BOSTON N/A N/A N N 165075000.00 165075000.00 0.0328 N 165075000.00 165075000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.15% (Central Artery Proj.) Series 2000 A, (Liquidity Facility Landesbank Baden-Wuert) VRDN 575827R44 Variable Rate Demand Note First Tier Security 2011-06-01 2011-06-01 Y LANDESBANK BADEN-WUERT (GTD) N/A N/A N N 99650000.00 99650000.00 0.0198 N 99650000.00 99650000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.15% Series 2006 B, (Liquidity Facility Bank of America NA) VRDN 57582N4H5 Variable Rate Demand Note First Tier Security 2011-06-01 2011-06-01 Y BANK OF AMERICA NA N/A N/A N N 2950000.00 2950000.00 0.0006 N 2950000.00 2950000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.15% Series 1998 A, (Liquidity Facility JPMorgan Chase Bank) VRDN 575827SF8 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 53250000.00 53250000.00 0.0106 N 53250000.00 53250000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.16% Series 2001 B, (Liquidity Facility Landesbank Hessen-Thuringen) VRDN 575827X47 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y LANDESBANK HESS-THURNGN (GTD) N/A N/A N N 38620000.00 38620000.00 0.0077 N 38620000.00 38620000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.18% Participating VRDN Series EGL 07 0149, (Liquidity Facility Citibank NA) 57582PGZ7 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y CITIBANK NA N/A N/A N N 28300000.00 28300000.00 0.0056 N 28300000.00 28300000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.18% Participating VRDN Series EGL 07 0124, (Liquidity Facility Citibank NA) 57582PGR5 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y CITIBANK NA N/A N/A N N 12235000.00 12235000.00 0.0024 N 12235000.00 12235000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.18% Participating VRDN Series ROC II R 11163, (Liquidity Facility Citibank NA) 57582PFY1 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y CITIBANK NA N/A N/A N N 15180000.00 15180000.00 0.0030 N 15180000.00 15180000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.19% Participating VRDN Series Putters 3699, (Liquidity Facility JPMorgan Chase Bank) 46633VSJ9 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 3920000.00 3920000.00 0.0008 N 3920000.00 3920000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.20% Participating VRDN Series PT 3989, (Liquidity Facility Bayerische Hypo-und Vereinsbank AG) 74703RN68 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y BAYERISCHE HYPO UND VEREIN AG N/A N/A N N 22730000.00 22730000.00 0.0045 N 22730000.00 22730000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.20% Series 1997 B, (Liquidity Facility Landesbank Hessen-Thuringen) VRDN 575827KH2 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y LANDESBANK HESS-THURNGN (GTD) N/A N/A N N 149570000.00 149570000.00 0.0297 N 149570000.00 149570000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.21% Participating VRDN Series Putters 2022, (Liquidity Facility JPMorgan Chase Bank) 57582PGC8 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 22040000.00 22040000.00 0.0044 N 22040000.00 22040000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.21% Participating VRDN Series Putters 2648, (Liquidity Facility JPMorgan Chase Bank) 57582PHZ6 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 1850000.00 1850000.00 0.0004 N 1850000.00 1850000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.21% Participating VRDN Series Clipper 07 06, (Liquidity Facility State Street Bank & Trust Co., Boston) 18886PRV9 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y STATE ST BK & TR CO BOSTON N/A N/A N N 53850000.00 53850000.00 0.0107 N 53850000.00 53850000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.09% (Wellesley College Proj.) Series 2008 I VRDN 57586CP25 Variable Rate Demand Note First Tier Security 2011-06-01 2011-06-01 Y WELLESLEY COLLEGE, MA N/A N/A N N 3245000.00 3245000.00 0.0006 N 3245000.00 3245000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.10% (Partners HealthCare Sys., Inc. Proj.) Series D5 VRDN 57585K3P1 Variable Rate Demand Note First Tier Security 2011-06-01 2011-06-01 Y PARTNERS HEALTHCARE SYS INC N/A N/A N N 6215000.00 6215000.00 0.0012 N 6215000.00 6215000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.10% (Partners HealthCare Sys., Inc. Proj.) Series D6 VRDN 57585K3Q9 Variable Rate Demand Note First Tier Security 2011-06-01 2011-06-01 Y PARTNERS HEALTHCARE SYS INC N/A N/A N N 1645000.00 1645000.00 0.0003 N 1645000.00 1645000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.11% (Massachusetts Institute of Technology Proj.) Series 2001 J2 VRDN 57585KSV1 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y MASSACHUSETTS INST TECH, MA N/A N/A N N 2170000.00 2170000.00 0.0004 N 2170000.00 2170000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.12% (Williams College Proj.) Series 2006 J VRDN 57586CPY5 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y WILLIAMS COLLEGE, MA N/A N/A N N 31337000.00 31337000.00 0.0062 N 31337000.00 31337000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.12% (Boston Univ. Proj.) Series H, LOC State Street Bank & Trust Co., Boston VRDN 575850NF5 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y STATE ST BK & TR CO BOSTON N/A N/A Y STATE ST BK & TR CO BOSTON N/A N/A N 18600000.00 18600000.00 0.0037 N 18600000.00 18600000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.13% (Children's Hosp. Proj.) Series 2010 N4, LOC JPMorgan Chase Bank VRDN 57586EUJ8 Variable Rate Demand Note First Tier Security 2011-06-01 2011-06-01 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 3400000.00 3400000.00 0.0007 N 3400000.00 3400000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.13% (Hallmark Health Sys. Proj.) Series 2008 C, LOC TD Banknorth, NA VRDN 57586ECF6 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 21675000.00 21675000.00 0.0043 N 21675000.00 21675000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.14% (Stonehill College Proj.) Series 2008 K, LOC Bank of America NA VRDN 57586CV77 Variable Rate Demand Note First Tier Security 2011-06-01 2011-06-01 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 2485000.00 2485000.00 0.0005 N 2485000.00 2485000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.14% (Children's Hosp. Proj.) Series 2010 N2, LOC TD Banknorth, NA VRDN 57586EUK5 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 59400000.00 59400000.00 0.0118 N 59400000.00 59400000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.14% (Williams College Proj.) Series I VRDN 57586CEA9 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y WILLIAMS COLLEGE, MA N/A N/A N N 24239000.00 24239000.00 0.0048 N 24239000.00 24239000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.15% Participating VRDN Series BC 10 15W, (Liquidity Facility Barclays Bank PLC) 06740GFC5 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y BARCLAYS BANK PLC N/A N/A N N 6500000.00 6500000.00 0.0013 N 6500000.00 6500000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.15% (Lowell Gen. Hosp. Proj.) Series 2010 D, LOC JPMorgan Chase Bank VRDN 57586EXB2 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 30025000.00 30025000.00 0.0060 N 30025000.00 30025000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.15% (Harvard Vanguard Med. Associates Proj.) Series 2004, LOC TD Banknorth, NA VRDN 57586CCZ6 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 2800000.00 2800000.00 0.0006 N 2800000.00 2800000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.15% Participating VRDN Series BC 10 20W, (Liquidity Facility Barclays Bank PLC) 06740GFN1 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y BARCLAYS BANK PLC N/A N/A N N 6735000.00 6735000.00 0.0013 N 6735000.00 6735000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.16% (Baystate Med. Ctr. Proj.) Series 2005 G, LOC Bank of America NA VRDN 57586CNH4 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 16210000.00 16210000.00 0.0032 N 16210000.00 16210000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.16% (Bentley College Proj.) Series K, LOC JPMorgan Chase Bank VRDN 57585KLH9 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 5000000.00 5000000.00 0.0010 N 5000000.00 5000000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.16% (Children's Hosp. Proj.) Series 2010 N3, LOC JPMorgan Chase Bank VRDN 57586EUL3 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 5000000.00 5000000.00 0.0010 N 5000000.00 5000000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.16% (Baystate Health Sys. Proj.) Series 2009 J1, LOC JPMorgan Chase Bank VRDN 57586EKC4 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 11670000.00 11670000.00 0.0023 N 11670000.00 11670000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.16% (Dana-Farber Cancer Institute Proj.) Series 2008 L1, LOC JPMorgan Chase Bank VRDN 57586CY90 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 22300000.00 22300000.00 0.0044 N 22300000.00 22300000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.16% Series 2009 O-1, LOC Fed. Home Ln. Bank of Boston VRDN 57586ELD1 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y FEDERAL HOME LN BK OF BOSTON N/A N/A Y FEDERAL HOME LN BK OF BOSTON N/A N/A N 53640000.00 53640000.00 0.0107 N 53640000.00 53640000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.17% Participating VRDN Series BBT 08 54, (Liquidity Facility Branch Banking & Trust Co.) 07330CQY8 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y BRANCH BANKING AND TRUST CO N/A N/A N N 12585000.00 12585000.00 0.0025 N 12585000.00 12585000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.17% Participating VRDN Series BBT 08 56, (Liquidity Facility Branch Banking & Trust Co.) 07330CSA8 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y BRANCH BANKING AND TRUST CO N/A N/A N N 14395000.00 14395000.00 0.0029 N 14395000.00 14395000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.17% (Southcoast Health Sys. Obligated Group Proj.) Series 2008 C, LOC Bank of America NA VRDN 57586C6T7 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 17365000.00 17365000.00 0.0034 N 17365000.00 17365000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.18% Participating VRDN Series Putters 3529, (Liquidity Facility JPMorgan Chase Bank) 46633VBP3 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 16660000.00 16660000.00 0.0033 N 16660000.00 16660000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.18% Participating VRDN Series Clipper 07 08, (Liquidity Facility State Street Bank & Trust Co., B 18886PSL0 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y STATE ST BK & TR CO BOSTON N/A N/A N N 11250000.00 11250000.00 0.0022 N 11250000.00 11250000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.18% Participating VRDN Series Putters 3531, (Liquidity Facility JPMorgan Chase Bank) 46633VBT5 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 12495000.00 12495000.00 0.0025 N 12495000.00 12495000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.18% Participating VRDN Series Putters 3650, (Liquidity Facility JPMorgan Chase Bank) 46633VNX3 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 11800000.00 11800000.00 0.0023 N 11800000.00 11800000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.18% Participating VRDN Series SGB 42, (Liquidity Facility Societe Generale) 57585K3T3 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y SOCIETE GENERALE FRANCE N/A N/A N N 27080000.00 27080000.00 0.0054 N 27080000.00 27080000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.18% Participating VRDN Series Putters 3548, (Liquidity Facility JPMorgan Chase Bank) 46633VDN6 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 9925000.00 9925000.00 0.0020 N 9925000.00 9925000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.18% Participating VRDN Series PT 4633, (Liquidity Facility Deutsche Postbank AG) 74703XDV1 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y DEUTSCHE POSTBANK AG N/A N/A N N 25765000.00 25765000.00 0.0051 N 25765000.00 25765000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.18% Participating VRDN Series Putters 3104, (Liquidity Facility JPMorgan Chase Bank) 57586C8Q1 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 3550000.00 3550000.00 0.0007 N 3550000.00 3550000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.18% Participating VRDN Series Putters 3530, (Liquidity Facility JPMorgan Chase Bank) 46633VBR9 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 1000000.00 1000000.00 0.0002 N 1000000.00 1000000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.18% (Peabody Essex Museum Proj.) Series 2002, LOC Bank of America NA VRDN 57585KS25 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 14750000.00 14750000.00 0.0029 N 14750000.00 14750000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.19% (Northeast Hosp. Corp. Proj.) Series 2004 G, LOC JPMorgan Chase Bank VRDN 57586CDV4 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 38125000.00 38125000.00 0.0076 N 38125000.00 38125000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.19% (CIL Realty of Massachusetts Proj.) Series 2007, LOC JPMorgan Chase Bank VRDN 57586CXK6 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 14710000.00 14710000.00 0.0029 N 14710000.00 14710000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.19% (Mount Indl. Dev. Auth. College Proj.) Series 2007 A, LOC Bank of America NA VRDN 57586CYF6 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 1000000.00 1000000.00 0.0002 N 1000000.00 1000000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.19% (Winchester Hosp. Proj.) Series 2004 F, LOC Bank of America NA VRDN 57586CDD4 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 15170000.00 15170000.00 0.0030 N 15170000.00 15170000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.20% (Endicott College Proj.) Series 2007 E, LOC Bank of America NA VRDN 57586CM51 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 12550000.00 12550000.00 0.0025 N 12550000.00 12550000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.20% (Northeast Hosp. Corp. Proj.) Series 2006 H, LOC Bank of America NA VRDN 57586CQJ7 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 23000000.00 23000000.00 0.0046 N 23000000.00 23000000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.20% (Endicott College Proj.) Series 2004 D, LOC Bank of America NA VRDN 57586CCV5 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 23945000.00 23945000.00 0.0048 N 23945000.00 23945000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.22% (Fairview Extended Care Proj.) Series B, LOC Bank of America NA VRDN 57585JRR4 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 27800000.00 27800000.00 0.0055 N 27800000.00 27800000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.25% Participating VRDN Series BA 08 3320, (Liquidity Facility Bank of America NA) 05248RBS9 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y BANK OF AMERICA NA N/A N/A N N 2810000.00 2810000.00 0.0006 N 2810000.00 2810000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.25% Participating VRDN Series BA 08 1056, (Liquidity Facility Bank of America NA) 05248PSU0 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y BANK OF AMERICA NA N/A N/A N N 3290000.00 3290000.00 0.0007 N 3290000.00 3290000.00 Massachusetts Hsg. Fin. Agcy. Hsg. Rev. Massachusetts Hsg. Fin. Agcy. Hsg. Rev., 0.21% Series 2004 A, LOC Lloyds TSB Bank PLC VRDN 57586PHE9 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y LLOYDS TSB BANK PLC (UNGTD) N/A N/A Y LLOYDS TSB BANK PLC (UNGTD) N/A N/A N 28475000.00 28475000.00 0.0057 N 28475000.00 28475000.00 Massachusetts Hsg. Fin. Agcy. Multi-Family Rev. Massachusetts Hsg. Fin. Agcy. Multi-Family Rev., 0.18% (Princeton Crossing LP Proj.) Series 1996 A, LOC Fannie Mae VRDN 5758545T7 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y FANNIE MAE N/A N/A Y FANNIE MAE N/A N/A N 20300000.00 20300000.00 0.0040 N 20300000.00 20300000.00 Massachusetts Indl. Fin. Agcy. Indl. Dev. Rev. Massachusetts Indl. Fin. Agcy. Indl. Dev. Rev., 0.41% (Decas Cranberry Proj.) Series 1997, LOC TD Banknorth, NA VRDN 575855S77 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 2625000.00 2625000.00 0.0005 N 2625000.00 2625000.00 Massachusetts Indl. Fin. Agcy. Indl. Dev. Rev. Massachusetts Indl. Fin. Agcy. Indl. Dev. Rev., 0.42% (United Plastics Proj.) Series 1997, LOC Wells Fargo Bank NA VRDN 575855S44 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y WELLS FARGO BK NATL ASSN N/A N/A Y WELLS FARGO BK NATL ASSN N/A N/A N 1380000.00 1380000.00 0.0003 N 1380000.00 1380000.00 Massachusetts Indl. Fin. Agcy. Indl. Dev. Rev. Massachusetts Indl. Fin. Agcy. Indl. Dev. Rev., 0.48% (Boutwell Owens & Co., Inc. Proj.) Series 1998, LOC Wells Fargo Bank NA VRDN 575855V73 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y WELLS FARGO BK NATL ASSN N/A N/A Y WELLS FARGO BK NATL ASSN N/A N/A N 640000.00 640000.00 0.0001 N 640000.00 640000.00 Massachusetts Indl. Fin. Agcy. Indl. Dev. Rev. Massachusetts Indl. Fin. Agcy. Indl. Dev. Rev., 0.62% (346 Univ. LLC Proj.) Series 1996, LOC Bank of America NA VRDN 575855P96 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 1000000.00 1000000.00 0.0002 N 1000000.00 1000000.00 Massachusetts Indl. Fin. Agcy. Indl. Dev. Rev. Massachusetts Indl. Fin. Agcy. Indl. Dev. Rev., 0.74% (BBB Esq. LLC Proj.) Series 1996, LOC Bank of America NA VRDN 575855S28 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 1900000.00 1900000.00 0.0004 N 1900000.00 1900000.00 Massachusetts Indl. Fin. Agcy. Indl. Dev. Rev. Massachusetts Indl. Fin. Agcy. Indl. Dev. Rev., 0.74% (Brady Enterprises Proj.) Series 1996, LOC Bank of America NA VRDN 575855R86 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 1250000.00 1250000.00 0.0002 N 1250000.00 1250000.00 Massachusetts Indl. Fin. Agcy. Indl. Dev. Rev. Massachusetts Indl. Fin. Agcy. Indl. Dev. Rev., 0.74% (Interpolymer Corp. Proj.) Series 1992, LOC Bank of America NA VRDN 575855G96 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 600000.00 600000.00 0.0001 N 600000.00 600000.00 Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 0.17% Series 2008 A, LOC Bank of America NA VRDN 575896ET8 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 11880000.00 11880000.00 0.0024 N 11880000.00 11880000.00 Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 0.18% Participating VRDN Series Solar 06 108, (Liquidity Facility U.S. Bank NA, Minnesota) 27884FKJ8 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y US BANK NA CINCINNATI OHIO N/A N/A N N 14275000.00 14275000.00 0.0028 N 14275000.00 14275000.00 Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 0.20% Series 2010 D, LOC Bank of America NA VRDN 575896JD8 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 94005000.00 94005000.00 0.0187 N 94005000.00 94005000.00 Massachusetts Port Auth. Spl. Proj. Rev. Massachusetts Port Auth. Spl. Proj. Rev., 0.24% (Harborside Hyatt Proj.) Series 2001 A, LOC Royal Bank of Scotland PLC VRDN 575897AC7 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y ROYAL BANK OF SCOTLAND PLC N/A N/A Y ROYAL BANK OF SCOTLAND PLC N/A N/A N 37100000.00 37100000.00 0.0074 N 37100000.00 37100000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.17% Participating VRDN Series Solar 05 03, (Liquidity Facility U.S. Bank NA, Minnesota) 27884FAE0 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y US BANK NA CINCINNATI OHIO N/A N/A N N 20280000.00 20280000.00 0.0040 N 20280000.00 20280000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.18% Participating VRDN Series EGL 07 0092, (Liquidity Facility Citibank NA) 576000GT4 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y CITIBANK NA N/A N/A N N 45095000.00 45095000.00 0.0090 N 45095000.00 45095000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.18% Participating VRDN Series EGL 07 0032, (Liquidity Facility Citibank NA) 576000FN8 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y CITIBANK NA N/A N/A N N 69300000.00 69300000.00 0.0138 N 69300000.00 69300000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.18% Participating VRDN Series Putters 1185, (Liquidity Facility Deutsche Bank AG New York 576000CX9 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y DEUTSCHE BANK AG NEW YORK BNCH N/A N/A N N 10145000.00 10145000.00 0.0020 N 10145000.00 10145000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.18% Participating VRDN Series Putters 2479Z, (Liquidity Facility JPMorgan Chase Bank) 576000JJ3 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 2340000.00 2340000.00 0.0005 N 2340000.00 2340000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.18% Participating VRDN Series EGL 07 0067, (Liquidity Facility Citibank NA) 576000GM9 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y CITIBANK NA N/A N/A N N 41660000.00 41660000.00 0.0083 N 41660000.00 41660000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.18% Participating VRDN ROC II R 12193, (Liquidity Facility Citibank NA) 576000JB0 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y CITIBANK NA N/A N/A N N 8000000.00 8000000.00 0.0016 N 8000000.00 8000000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.18% Participating VRDN Series EGL 07 0031, (Liquidity Facility Citibank NA) 576000FL2 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y CITIBANK NA N/A N/A N N 32600000.00 32600000.00 0.0065 N 32600000.00 32600000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.18% Participating VRDN Series ROC II R 12254, (Liquidity Facility Citibank NA) 576000KF9 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y CITIBANK NA N/A N/A N N 14000000.00 14000000.00 0.0028 N 14000000.00 14000000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.18% Participating VRDN Series Putters 1197, (Liquidity Facility Deutsche Bank AG New York 576000CZ4 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y DEUTSCHE BANK AG NEW YORK BNCH N/A N/A N N 995000.00 995000.00 0.0002 N 995000.00 995000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.19% Participating VRDN Series MS 3228X, (Liquidity Facility Morgan Stanley Bank, West Val 576000KX0 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y MORGAN STANLEY BK NA SALT LAKE N/A N/A N N 2500000.00 2500000.00 0.0005 N 2500000.00 2500000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.19% Participating VRDN Series Putters 3691, (Liquidity Facility JPMorgan Chase Bank) 46633VRV3 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 2100000.00 2100000.00 0.0004 N 2100000.00 2100000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.25% Participating VRDN Series BA 08 1082, (Liquidity Facility Bank of America NA) 05248PVN2 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y BANK OF AMERICA NA N/A N/A N N 7020000.00 7020000.00 0.0014 N 7020000.00 7020000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.25% Participating VRDN Series BA 08 3307, (Liquidity Facility Bank of America NA) 05248P3N3 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y BANK OF AMERICA NA N/A N/A N N 5000000.00 5000000.00 0.0010 N 5000000.00 5000000.00 Massachusetts St Wtr. Resources Auth. Massachusetts St Wtr. Resources Auth., 0.18% Participating VRDN Series Putters 3690, (Liquidity Facility JPMorgan Chase Bank) 46633VRT8 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 1300000.00 1300000.00 0.0003 N 1300000.00 1300000.00 Massachusetts Wtr. Poll. Abatement Trust Massachusetts Wtr. Poll. Abatement Trust, 0.17% Participating VRDN Series BBT 08 40, (Liquidity Facility Branch Banking & Trust Co.) 07330CNT2 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y BRANCH BANKING AND TRUST CO N/A N/A N N 15430000.00 15430000.00 0.0031 N 15430000.00 15430000.00 Massachusetts Wtr. Poll. Abatement Trust Massachusetts Wtr. Poll. Abatement Trust, 0.18% Participating VRDN Series PT 4644, (Liquidity Facility Deutsche Postbank AG) 74703YLP3 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y DEUTSCHE POSTBANK AG N/A N/A N N 11245000.00 11245000.00 0.0022 N 11245000.00 11245000.00 Massachusetts Wtr. Poll. Abatement Trust Massachusetts Wtr. Poll. Abatement Trust, 0.18% Participating VRDN Series Putters 3159, (Liquidity Facility JPMorgan Chase Bank) 46632PEK5 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 15490000.00 15490000.00 0.0031 N 15490000.00 15490000.00 Massachusetts Wtr. Poll. Abatement Trust Massachusetts Wtr. Poll. Abatement Trust, 0.21% Participating VRDN Series Clipper 06 11, (Liquidity Facility State Street Bank & Trust Co., Boston) 18886PPV1 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y STATE ST BK & TR CO BOSTON N/A N/A N N 23900000.00 23900000.00 0.0047 N 23900000.00 23900000.00 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.11% Series 2002 D, LOC Landesbank Baden-Wuert VRDN 576049YL8 Variable Rate Demand Note First Tier Security 2011-06-01 2011-06-01 Y LANDESBANK BADEN-WUERT (GTD) N/A N/A Y LANDESBANK BADEN-WUERT (GTD) N/A N/A N 3150000.00 3150000.00 0.0006 N 3150000.00 3150000.00 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.13% Series 2008 F, (Liquidity Facility Bank of Nova Scotia New York Branch) VRDN 5760494W7 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y BANK OF NOVA SCOTIA NY BRH N/A N/A N N 76355000.00 76355000.00 0.0152 N 76355000.00 76355000.00 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.16% Series 2008 E, (Liquidity Facility JPMorgan Chase Bank) VRDN 5760494U1 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 57370000.00 57370000.00 0.0114 N 57370000.00 57370000.00 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.17% Participating VRDN Series Solar 06 86, (Liquidity Facility U.S. Bank NA, Minnesota) 27884FHL7 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y US BANK NA CINCINNATI OHIO N/A N/A N N 21950000.00 21950000.00 0.0044 N 21950000.00 21950000.00 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.18% Participating VRDN Series ROC II R 11914, (Liquidity Facility Citibank NA) 576051BT2 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y CITIBANK NA N/A N/A N N 1765000.00 1765000.00 0.0004 N 1765000.00 1765000.00 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.18% Series 2008 B, (Liquidity Facility Bank of America NA) VRDN 5760494X5 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y BANK OF AMERICA NA N/A N/A N N 90430000.00 90430000.00 0.0180 N 90430000.00 90430000.00 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.18% Participating VRDN Series Putters 2848, (Liquidity Facility JPMorgan Chase Bank) 5760494N7 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 19075000.00 19075000.00 0.0038 N 19075000.00 19075000.00 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.18% Participating VRDN Series EGL 7050011 Class A, (Liquidity Facility Citibank NA) 576049K66 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y CITIBANK NA N/A N/A N N 10990000.00 10990000.00 0.0022 N 10990000.00 10990000.00 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.18% Participating VRDN Series Putters 3911, (Liquidity Facility JPMorgan Chase Bank) 46633VY94 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 6665000.00 6665000.00 0.0013 N 6665000.00 6665000.00 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.18% Participating VRDN Series EGL 06 0054, (Liquidity Facility Citibank NA) 576049S35 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y CITIBANK NA N/A N/A N N 4300000.00 4300000.00 0.0009 N 4300000.00 4300000.00 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.27% Participating VRDN Series MS 2935, (Liquidity Facility Bayerische Hypo-und Vereinsbank AG) 5760495Z9 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y BAYERISCHE HYPO UND VEREIN AG N/A N/A N N 19759000.00 19759000.00 0.0039 N 19759000.00 19759000.00 Univ. of Massachusetts Bldg. Auth. Facilities Rev. Univ. of Massachusetts Bldg. Auth. Facilities Rev., 0.16% Series 2008 1, LOC Lloyds TSB Bank PLC VRDN 914440HE5 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y LLOYDS TSB BANK PLC (UNGTD) N/A N/A Y LLOYDS TSB BANK PLC (UNGTD) N/A N/A N 88920000.00 88920000.00 0.0177 N 88920000.00 88920000.00 Univ. of Massachusetts Bldg. Auth. Rev. Univ. of Massachusetts Bldg. Auth. Rev., 0.16% Series 2008 3, LOC Bank of America NA VRDN 914437PZ5 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 88340000.00 88340000.00 0.0175 N 88340000.00 88340000.00 Puerto Rico Commonwealth Hwy. & Trans. Auth. Trans. Rev. Puerto Rico Commonwealth Hwy. & Trans. Auth. Trans. Rev., 0.14% Series 1998 A, LOC Bank of Nova Scotia New York Branch VRDN 745190Y77 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y BANK OF NOVA SCOTIA NY BRH N/A N/A Y BANK OF NOVA SCOTIA NY BRH N/A N/A N 40365000.00 40365000.00 0.0080 N 40365000.00 40365000.00 Utah Transit Auth. Sales Tax Rev. Utah Transit Auth. Sales Tax Rev., 0.22% Participating VRDN Series PT 4606, (Liquidity Facility Deutsche Postbank AG) 74703XW24 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y DEUTSCHE POSTBANK AG N/A N/A N N 13345000.00 13345000.00 0.0026 N 13345000.00 13345000.00 Gulf Coast Waste Disp. Auth. Envir. Facilities Rev. Gulf Coast Waste Disp. Auth. Envir. Facilities Rev., 0.16% (Air Products Proj.) Series 2004, (Air Products & Chemicals, Inc. Guaranteed) VRDN 40222PAT9 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y AIR PRODUCTS & CHEMICALS INC N/A N/A Y AIR PRODUCTS & CHEMICALS INC N/A N/A N 10000000.00 10000000.00 0.0020 N 10000000.00 10000000.00 Chelan County Pub. Util. District #1 Rev. Chelan County Pub. Util. District #1 Rev., 0.30% Participating VRDN Series Putters 3362, (Liquidity Facility JPMorgan Chase Bank) 46632PZY2 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 9970000.00 9970000.00 0.0020 N 9970000.00 9970000.00 Wood County Commission Solid Waste Disp. Rev. Wood County Commission Solid Waste Disp. Rev., 0.23% (Waste Mgmt., Inc. Proj.) Series A, LOC Bank of America NA VRDN 978355AA3 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 6580000.00 6580000.00 0.0013 N 6580000.00 6580000.00 Michigan City Ltd. Oblig. Rev. Michigan City Ltd. Oblig. Rev., 0.33% (Palatek Proj.) LOC Comerica Bank VRDN 594316AA9 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y COMERICA BK DALLAS TEX N/A N/A Y COMERICA BK DALLAS TEX N/A N/A N 4715000.00 4715000.00 0.0009 N 4715000.00 4715000.00 South Carolina Jobs-Econ. Dev. Auth. Econ. Dev. Rev. South Carolina Jobs-Econ. Dev. Auth. Econ. Dev. Rev., 0.35% (ACI Industries LLC Proj.) LOC Wells Fargo Bank NA VRDN 837031PJ6 Variable Rate Demand Note First Tier Security 2011-06-07 2011-06-07 Y WELLS FARGO BK NATL ASSN N/A N/A Y WELLS FARGO BK NATL ASSN N/A N/A N 4480000.00 4480000.00 0.0009 N 4480000.00 4480000.00 Delaware Econ. Dev. Auth. Rev. Delaware Econ. Dev. Auth. Rev., 0.48% (Delmarva Pwr. & Lt. Co. Proj.) Series 1999 A VRDN 246387JQ8 Variable Rate Demand Note Second Tier Security 2011-06-07 2011-06-07 Y DELMARVA POWER & LIGHT N/A N/A N N 4300000.00 4300000.00 0.0009 N 4300000.00 4300000.00 Manchester Arpt. Rev. Manchester Arpt. Rev., 0.27% Series 2008, LOC RBS Citizens NA VRDN 562334EA6 Variable Rate Demand Note Second Tier Security 2011-06-07 2011-06-07 Y RBS CITIZENS NA N/A N/A Y RBS CITIZENS NA N/A N/A N 2900000.00 2900000.00 0.0006 N 2900000.00 2900000.00 Bedford Gen. Oblig. Bedford Gen. Oblig., 3.00% Bonds 076221YT1 Other Municipal Debt Unrated Security 2011-08-15 2011-08-15 N N N 1016000.00 1021400.26 0.0002 N 1021679.44 1021679.44 Billerica Gen. Oblig. Billerica Gen. Oblig., 1.50% BAN 0900596D3 Other Municipal Debt First Tier Security 2012-05-18 2012-05-18 N N N 5900000.00 5957568.44 0.0012 N 5962304.00 5962304.00 Boston Gen. Oblig. Boston Gen. Oblig., 2.50% Bonds Series 2011 A 100853MM9 Other Municipal Debt Unrated Security 2012-04-01 2012-04-01 N N N 6055000.00 6161113.88 0.0012 N 6168107.40 6168107.40 Chatham Gen. Oblig. Chatham Gen. Oblig., 1.50% BAN 162105TS9 Other Municipal Debt First Tier Security 2011-06-30 2011-06-30 N N N 24500000.00 24521120.34 0.0049 N 24525235.00 24525235.00 Danvers Gen. Oblig. Danvers Gen. Oblig., 1.50% BAN 236469M25 Other Municipal Debt First Tier Security 2011-07-08 2011-07-08 N N N 13245000.00 13259163.42 0.0026 N 13262218.50 13262218.50 Grafton Gen. Oblig. Grafton Gen. Oblig., 2.00% BAN 384406LC6 Other Municipal Debt First Tier Security 2012-04-12 2012-04-12 N N N 10000000.00 10127090.71 0.0020 N 10137700.00 10137700.00 Haverhill Gen. Oblig. Haverhill Gen. Oblig., 1.50% BAN 4195064S6 Other Municipal Debt First Tier Security 2011-12-01 2011-12-01 N N N 7000000.00 7035271.37 0.0014 N 7036890.00 7036890.00 Marblehead Gen. Oblig. Marblehead Gen. Oblig., 2.00% BAN 566081RJ6 Other Municipal Debt First Tier Security 2011-08-12 2011-08-12 N N N 3332000.00 3342273.15 0.0007 N 3343128.88 3343128.88 Massachusetts Bay Trans. Auth. Sales Tax Rev. Massachusetts Bay Trans. Auth. Sales Tax Rev., 0.30% Series B, (Liquidity Facility Fortis Banque SA), CP 02G99KBU9 Other Municipal Debt First Tier Security 2011-06-01 2011-06-01 N N Y LIQUIDITY FORTIS BANQUE SA N/A N/A 25000000.00 25000000.00 0.0050 N 25000000.00 25000000.00 Massachusetts Bay Trans. Auth. Sales Tax Rev. Massachusetts Bay Trans. Auth. Sales Tax Rev., 0.31% Series B, (Liquidity Facility Fortis Banque SA), CP 02G99KBV7 Other Municipal Debt First Tier Security 2011-09-08 2011-09-08 N N Y LIQUIDITY FORTIS BANQUE SA N/A N/A 35450000.00 35450000.00 0.0070 N 35450000.00 35450000.00 Massachusetts Bay Trans. Auth. Sales Tax Rev. Massachusetts Bay Trans. Auth. Sales Tax Rev., 5.00% Bonds Series 2002 A 575579AU1 Other Municipal Debt Unrated Security 2011-07-01 2011-07-01 N N N 1000000.00 1003849.11 0.0002 N 1003710.00 1003710.00 Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev. Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev., 4.00% Bonds Series B 57563CBK7 Other Municipal Debt Unrated Security 2012-01-01 2012-01-01 N N Y OBLIGOR MASSACHUSETTS ST TPK AUTH MET N/A N/A 6350000.00 6464797.87 0.0013 N 6470205.50 6470205.50 Massachusetts Dev. Fin. Agcy. Electrical Utils. Rev. Massachusetts Dev. Fin. Agcy. Electrical Utils. Rev., 0.75% Bonds (Nantucket Elec. Co. Proj.) tender 06/15/2011, CP Mode 57584GAC2 Other Municipal Debt Second Tier Security 2011-06-15 2011-06-15 N N Y OBLIGOR NANTUCKET ELEC CO N/A N/A 3600000.00 3600000.00 0.0007 N 3600000.00 3600000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.30% LOC Bank of America NA, CP 08R99MDA2 Other Municipal Debt First Tier Security 2011-06-03 2011-06-03 N Y BANK OF AMERICA NA N/A N/A N 7150000.00 7150000.00 0.0014 N 7150000.00 7150000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.31% LOC JPMorgan Chase Bank, CP 08R99MDC8 Other Municipal Debt First Tier Security 2011-09-08 2011-09-08 N Y JPMORGAN CHASE BANK NA N/A N/A N 1800000.00 1800000.00 0.0004 N 1800000.00 1800000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.31% LOC JPMorgan Chase Bank, CP 08R99MDD6 Other Municipal Debt First Tier Security 2011-09-08 2011-09-08 N Y JPMORGAN CHASE BANK NA N/A N/A N 8150000.00 8150000.00 0.0016 N 8150000.00 8150000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 4.00% Bonds (Boston College Proj.) Series 2010 R1 57583R3Q6 Other Municipal Debt Unrated Security 2011-07-01 2011-07-01 N N Y OBLIGOR BOSTON COLLEGE,MA N/A N/A 1000000.00 1003002.80 0.0002 N 1002940.00 1002940.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.18% Bonds Series 2011 A 57582PWT3 Other Municipal Debt Unrated Security 2011-06-02 2012-02-01 N N N 13800000.00 13800000.00 0.0027 N 13798068.00 13798068.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 2.00% Bonds Series 2010 B 57582PUU2 Other Municipal Debt Unrated Security 2011-06-01 2011-06-01 N N N 12740000.00 12740000.00 0.0025 N 12740000.00 12740000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 2.00% RAN Series 2010 C 57582PWJ5 Other Municipal Debt First Tier Security 2011-06-23 2011-06-23 N N N 47400000.00 47447716.00 0.0094 N 47452614.00 47452614.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 2.00% Bonds Series 2011 B 57582PWY2 Other Municipal Debt Unrated Security 2012-01-01 2012-01-01 N N N 5875000.00 5932234.38 0.0012 N 5936041.25 5936041.25 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.00% Bonds Series A 57582NUJ2 Other Municipal Debt Unrated Security 2011-08-01 2011-08-01 N N N 13000000.00 13101872.79 0.0026 N 13100490.00 13100490.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.50% Bonds Series 2002 C 57582NDH5 Other Municipal Debt Unrated Security 2011-11-01 2011-11-01 N N N 2435000.00 2487004.43 0.0005 N 2486987.25 2486987.25 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.50% Bonds Series C 5758273X6 Other Municipal Debt Unrated Security 2011-12-01 2011-12-01 N N N 2155000.00 2210190.77 0.0004 N 2211202.40 2211202.40 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.24%, CP 00N992HG0 Other Municipal Debt First Tier Security 2011-06-09 2011-06-09 N N Y OBLIGOR PRESIDENT & FELLOWS HARVARD CO N/A N/A 75425000.00 75425000.00 0.0150 N 75425000.00 75425000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.28% Bonds (Partners Healthcare Sys., Inc. Proj.) Series H1, tender 08/01/2011, CP Mode 57586CV93 Other Municipal Debt First Tier Security 2011-08-01 2011-08-01 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 8000000.00 8000000.00 0.0016 N 8000000.00 8000000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.28% Bonds (Partners Healthcare Sys., Inc. Proj.) Series H1, tender 09/01/2011, CP Mode 57586CV93 Other Municipal Debt First Tier Security 2011-09-01 2011-09-01 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 12500000.00 12500000.00 0.0025 N 12500000.00 12500000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.30% Bonds (Partners HealthCare Sys. Proj.) Series 2008 H1, tender 08/18/2011, CP Mode 57586CV93 Other Municipal Debt First Tier Security 2011-08-18 2011-08-18 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 12500000.00 12500000.00 0.0025 N 12500000.00 12500000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.30% Bonds (Partners HealthCare Sys. Proj.) Series 2008 H1, tender 08/18/2011, CP Mode 57586CV93 Other Municipal Debt First Tier Security 2011-08-18 2011-08-18 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 2600000.00 2600000.00 0.0005 N 2600000.00 2600000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.30% Bonds (Partners Healthcare Sys., Inc. Proj.) Series H2, tender 10/04/2011, CP Mode 57586CW27 Other Municipal Debt First Tier Security 2011-10-04 2011-10-04 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 19790000.00 19790000.00 0.0039 N 19790000.00 19790000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.32% Bonds (Partners HealthCare Sys. Proj.) Series 2008 H2, tender 06/10/2011, CP Mode 57586CW27 Other Municipal Debt First Tier Security 2011-06-10 2011-06-10 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 7020000.00 7020000.00 0.0014 N 7020000.00 7020000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.32% Bonds (Partners Healthcare Sys., Inc. Proj.) Series H1, tender 08/04/2011, CP Mode 57586CV93 Other Municipal Debt First Tier Security 2011-08-04 2011-08-04 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 2660000.00 2660000.00 0.0005 N 2660000.00 2660000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.32% Bonds (Partners Healthcare Sys., Inc. Proj.) Series H1, tender 08/04/2011, CP Mode 57586CV93 Other Municipal Debt First Tier Security 2011-08-04 2011-08-04 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 5000000.00 5000000.00 0.0010 N 5000000.00 5000000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.33% Bonds (Partners HealthCare Sys. Proj.) Series 2008 H1, tender 06/21/2011, CP Mode 57586CV93 Other Municipal Debt First Tier Security 2011-06-21 2011-06-21 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 10000000.00 10000000.00 0.0020 N 10000000.00 10000000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.33% Bonds (Partners HealthCare Sys. Proj.) Series 2008 H2, tender 07/06/2011, CP Mode 57586CW27 Other Municipal Debt First Tier Security 2011-07-06 2011-07-06 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 19790000.00 19790000.00 0.0039 N 19790000.00 19790000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.33% Bonds (Partners HealthCare Sys. Proj.) Series 2008 H2, tender 07/08/2011, CP Mode 57586CW27 Other Municipal Debt First Tier Security 2011-07-08 2011-07-08 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 14040000.00 14040000.00 0.0028 N 14040000.00 14040000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 4.13% Bonds (Northeastern Univ. Proj.) Series 2009 T1, tender 02/16/2012 57586EGW5 Other Municipal Debt First Tier Security 2012-02-16 2012-02-16 Y NORTHEASTERN UNIV MA REV N/A N/A N N 10000000.00 10260960.00 0.0020 N 10268300.00 10268300.00 Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev. Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev., 0.70% Bonds (New England Pwr. Co. Proj.) Series 1992, tender 06/14/2011, CP Mode 575856BE8 Other Municipal Debt Second Tier Security 2011-06-14 2011-06-14 N N Y OBLIGOR NEW ENGLAND POWER CO N/A N/A 6730000.00 6730000.00 0.0013 N 6730000.00 6730000.00 Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev. Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev., 0.80% Bonds (New England Pwr. Co. Proj.) Series 1993 B, tender 06/24/2011, CP Mode 575856BG3 Other Municipal Debt Second Tier Security 2011-06-24 2011-06-24 N N Y OBLIGOR NEW ENGLAND POWER CO N/A N/A 1870000.00 1870000.00 0.0004 N 1870000.00 1870000.00 Massachusetts Indl. Fin. Agcy. Rev. Massachusetts Indl. Fin. Agcy. Rev., 5.50% Bonds (Tufts Univ. Proj.) Series H 575925MV1 Other Municipal Debt Unrated Security 2012-02-15 2012-02-15 N N Y OBLIGOR TUFTS UNIV, MA N/A N/A 2265000.00 2346801.86 0.0005 N 2347785.75 2347785.75 Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 0.28% Series 2003 A, LOC Bank of New York, New York, CP 57599LCY4 Other Municipal Debt First Tier Security 2011-09-08 2011-09-08 N Y BANK OF NEW YORK MELLON N/A N/A N 5000000.00 5000000.00 0.0010 N 5000000.00 5000000.00 Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 0.28% Series 2003 B, LOC Bank of New York, New York, CP 57599LDB3 Other Municipal Debt First Tier Security 2011-09-15 2011-09-15 N Y BANK OF NEW YORK MELLON N/A N/A N 14000000.00 14000000.00 0.0028 N 14000000.00 14000000.00 Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 0.28% Series 2003 B, LOC Bank of New York, New York, CP 57599LDC1 Other Municipal Debt First Tier Security 2011-09-16 2011-09-16 N Y BANK OF NEW YORK MELLON N/A N/A N 15000000.00 15000000.00 0.0030 N 15000000.00 15000000.00 Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 0.30% Series 2003 B, LOC Bank of New York, New York, CP 57599LDA5 Other Municipal Debt First Tier Security 2011-09-08 2011-09-08 N Y BANK OF NEW YORK MELLON N/A N/A N 15000000.00 15000000.00 0.0030 N 15000000.00 15000000.00 Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 0.31% Series 2003 B, LOC Bank of New York, New York, CP 57599LCW8 Other Municipal Debt First Tier Security 2011-08-18 2011-08-18 N Y BANK OF NEW YORK MELLON N/A N/A N 15000000.00 15000000.00 0.0030 N 15000000.00 15000000.00 Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 0.32% Series 2003 A, LOC Bank of New York, New York, CP 57599LCU2 Other Municipal Debt First Tier Security 2011-07-08 2011-07-08 N Y BANK OF NEW YORK MELLON N/A N/A N 5000000.00 5000000.00 0.0010 N 5000000.00 5000000.00 Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 0.32% Series 2003 B, LOC Bank of New York, New York, CP 57599LCX6 Other Municipal Debt First Tier Security 2011-08-17 2011-08-17 N Y BANK OF NEW YORK MELLON N/A N/A N 10000000.00 10000000.00 0.0020 N 10000000.00 10000000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 3.50% Bonds Series 2005 576000AL7 Other Municipal Debt Unrated Security 2011-08-15 2011-08-15 N N N 2000000.00 2012919.60 0.0004 N 2013100.00 2013100.00 Massachusetts Spl. Oblig. Rev. Massachusetts Spl. Oblig. Rev., 1.00% Bonds (Sr. Fed. Hwy. Grant Anticipation Note Prog.) Series 2010 A 576004GD1 Other Municipal Debt Unrated Security 2011-06-15 2011-06-15 N N N 34065000.00 34074127.07 0.0068 N 34074538.20 34074538.20 Massachusetts Spl. Oblig. Rev. Massachusetts Spl. Oblig. Rev., 1.00% Bonds (Sr. Fed. Hwy. Grant Anticipation Note Prog.) Series 2010 A 576004GE9 Other Municipal Debt Unrated Security 2011-12-15 2011-12-15 N N N 32500000.00 32615316.74 0.0065 N 32652425.00 32652425.00 Massachusetts Spl. Oblig. Rev. Massachusetts Spl. Oblig. Rev., 5.38% Bonds Series A 576004DA0 Other Municipal Debt Unrated Security 2011-06-01 2011-06-01 N N N 2000000.00 2000000.00 0.0004 N 2000000.00 2000000.00 Massachusetts State Dev. Fin. Agcy. Elec. Util. Rev. Massachusetts State Dev. Fin. Agcy. Elec. Util. Rev., 0.78% Bonds (Nantucket Elec. Co. Proj.) Series 2007, tender 06/03/2011, CP Mode 57584TAA8 Other Municipal Debt Second Tier Security 2011-06-03 2011-06-03 N N Y OBLIGOR NANTUCKET ELEC CO N/A N/A 12300000.00 12300000.00 0.0024 N 12300000.00 12300000.00 Massachusetts Wtr. Poll. Abatement Trust Massachusetts Wtr. Poll. Abatement Trust, 2.00% Bonds Series 2010 A 57604P3N2 Other Municipal Debt Unrated Security 2011-08-01 2011-08-01 N N N 2700000.00 2707671.71 0.0005 N 2707641.00 2707641.00 Melrose Gen. Oblig. Melrose Gen. Oblig., 1.50% BAN 585565PA6 Other Municipal Debt Unrated Security 2011-11-17 2011-11-17 N N N 2725000.00 2737036.74 0.0005 N 2739251.75 2739251.75 Middleton Gen. Oblig. Middleton Gen. Oblig., 1.50% BAN 596731ES4 Other Municipal Debt First Tier Security 2011-12-07 2011-12-07 N N N 15850000.00 15940694.75 0.0032 N 15956195.00 15956195.00 Nantucket Gen. Oblig. Nantucket Gen. Oblig., 1.50% BAN 630191TT1 Other Municipal Debt First Tier Security 2012-02-24 2012-02-24 N N N 5750000.00 5795902.13 0.0012 N 5800312.50 5800312.50 Natick Gen. Oblig. Natick Gen. Oblig., 1.50% BAN 632363WF0 Other Municipal Debt First Tier Security 2011-06-15 2011-06-15 N N N 3250000.00 3251301.30 0.0006 N 3251657.50 3251657.50 Peabody Gen. Oblig. Peabody Gen. Oblig., 1.50% BAN 704573U36 Other Municipal Debt First Tier Security 2011-09-23 2011-09-23 N N N 5620000.00 5639406.10 0.0011 N 5641974.20 5641974.20 Shrewsbury Gen. Oblig. Shrewsbury Gen. Oblig., 1.50% BAN 825502VK0 Other Municipal Debt First Tier Security 2011-07-15 2011-07-15 N N N 17100000.00 17122159.73 0.0034 N 17126676.00 17126676.00 Univ. of Massachusetts Bldg. Auth. Facilities Rev. Univ. of Massachusetts Bldg. Auth. Facilities Rev., 2.50% Bonds Series 2010-1 914440KN1 Other Municipal Debt First Tier Security 2011-11-01 2011-11-01 N N N 4710000.00 4751891.80 0.0009 N 4753520.40 4753520.40 Wayland Massachusetts Wayland Massachusetts, 2.00% Bonds 944216XE5 Other Municipal Debt Unrated Security 2012-02-01 2012-02-01 N N N 2430000.00 2455503.05 0.0005 N 2458722.60 2458722.60 Winchester Gen. Oblig. Winchester Gen. Oblig., 1.25% BAN 973024YG1 Other Municipal Debt First Tier Security 2011-07-07 2011-07-07 N N N 12020000.00 12030783.66 0.0024 N 12032621.00 12032621.00 Woburn Gen. Oblig. Woburn Gen. Oblig., 1.00% BAN 977521YQ0 Other Municipal Debt First Tier Security 2011-09-23 2011-09-23 N N N 4000000.00 4008061.43 0.0008 N 4009320.00 4009320.00 Trimble County Poll. Cont. Rev. Trimble County Poll. Cont. Rev., 1.05% Bonds (Louisville Gas & Elec. Co. Proj.) tender 06/23/2011, CP Mode 89622TXX0 Other Municipal Debt Second Tier Security 2011-06-23 2011-06-23 N N Y OBLIGOR LOUISVILLE GAS & ELECTRIC CO N/A N/A 7000000.00 7000000.00 0.0014 N 7000000.00 7000000.00 Fidelity Revere Str Trust Fidelity Municipal Cash Central Fund, 0.28% 31635A204 Investment Company Unrated Security 2011-06-07 2011-06-07 N N N 692451000.00 692451000.00 0.1375 N 692451000.00 692451000.00