N-MFP LIVE N 2011-08-31 0000357057 S000007113 3 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 None CITIBANK, N.A. 0000840464 085-10232 FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. 0000862124 084-01839 N N N Single State Fund 16 17 1310482129.47 71051559.04 466086.64 1381067601.87 0.0020 1.0007 2011-08-31 1.0007 2011-08-31 C000019442 25000.00 303804805.81 1.00 -4594795.72 4555089.95 9149885.67 0.0001 1.0010 2011-08-31 1.0010 2011-08-31 C000047913 1000000.00 1075806547.20 1.00 -62068257.09 10195984.42 72264241.51 0.0001 1.0007 2011-08-31 1.0007 2011-08-31 C000047914 1000000.00 1456248.86 1.00 399671.95 500000.00 100328.05 0.0001 1.0007 2011-08-31 1.0007 2011-08-31 Boston Wtr. & Swr. Commission Rev. Boston Wtr. & Swr. Commission Rev., 0.18% Series 1994 A, LOC State Street Bank & Trust Co., Boston VRDN 101029HM1 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 Y STATE ST BK & TR CO BOSTON N/A N/A Y STATE ST BK & TR CO BOSTON N/A N/A N 1800000.00 1800000.00 0.0013 N 1800000.00 1800000.00 Massachusetts Bay Trans. Auth. Sales Tax Rev. Massachusetts Bay Trans. Auth. Sales Tax Rev., 0.17% Series 2008 A1, (Liquidity Facility JPMorgan Chase Bank) VRDN 575579TJ6 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 20210000.00 20210000.00 0.0146 N 20210000.00 20210000.00 Massachusetts Bay Trans. Auth. Sales Tax Rev. Massachusetts Bay Trans. Auth. Sales Tax Rev., 0.20% Participating VRDN Series ROC II R 11933, (Liquidity Facility Citibank NA) 575579XF9 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 Y CITIBANK NA N/A N/A N N 6000000.00 6000000.00 0.0043 N 6000000.00 6000000.00 Massachusetts Bay Trans. Auth. Sales Tax Rev. Massachusetts Bay Trans. Auth. Sales Tax Rev., 0.24% Participating VRDN Series Clipper 07 18, (Liquidity Facility State Street Bank & Trust Co., Bosto 18886PUV5 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 Y STATE ST BK & TR CO BOSTON N/A N/A N N 53100000.00 53100000.00 0.0384 N 53100000.00 53100000.00 Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev. Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev., 0.15% Series 2010 A2, LOC Wells Fargo Bank NA VRDN 57563CBG6 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 Y WELLS FARGO BK NATL ASSN N/A N/A Y WELLS FARGO BK NATL ASSN N/A N/A N 5100000.00 5100000.00 0.0037 N 5100000.00 5100000.00 Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev. Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev., 0.16% Series 2010 A1, LOC Citibank NA VRDN 57563CBF8 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 Y CITIBANK NA N/A N/A Y CITIBANK NA N/A N/A N 20150000.00 20150000.00 0.0146 N 20150000.00 20150000.00 Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev. Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev., 0.18% Series 2010 A6, LOC Bank of America NA VRDN 57563CAF9 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 6000000.00 6000000.00 0.0043 N 6000000.00 6000000.00 Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev. Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev., 0.18% Series 2010 A3, LOC Bank of America NA VRDN 57563CAC6 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 2000000.00 2000000.00 0.0014 N 2000000.00 2000000.00 Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev. Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev., 0.21% (Tammy Brook Apts. Proj.) Series 2009, LOC Freddie Mac VRDN 57583XBN1 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 Y FREDDIE MAC N/A N/A Y FREDDIE MAC N/A N/A N 3670000.00 3670000.00 0.0027 N 3670000.00 3670000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.12% (Olin College Proj.) Series 2008 C2, LOC RBS Citizens NA VRDN 57583RZF5 Variable Rate Demand Note Second Tier Security 2011-09-01 2011-09-01 Y RBS CITIZENS NA N/A N/A Y RBS CITIZENS NA N/A N/A N 18400000.00 18400000.00 0.0133 N 18400000.00 18400000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.13% (Boston Univ. Proj.) Series U1, LOC Bank of Nova Scotia New York Branch VRDN 57583RVV4 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 Y BANK OF NOVA SCOTIA NY BRH N/A N/A Y BANK OF NOVA SCOTIA NY BRH N/A N/A N 12000000.00 12000000.00 0.0087 N 12000000.00 12000000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.14% (Boston Univ. Proj.) Series U-5B, LOC Fed. Home Ln. Bank of Boston VRDN 57583RP58 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 Y FEDERAL HOME LN BK OF BOSTON N/A N/A Y FEDERAL HOME LN BK OF BOSTON N/A N/A N 1495000.00 1495000.00 0.0011 N 1495000.00 1495000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.14% (Simmons College Proj.) Series G, LOC TD Banknorth, NA VRDN 57583RUV5 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 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 0.0157 N 21675000.00 21675000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.14% (Boston Univ. Proj.) Series U6E, LOC Bank of Nova Scotia New York Branch VRDN 57583RWD3 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 Y BANK OF NOVA SCOTIA NY BRH N/A N/A Y BANK OF NOVA SCOTIA NY BRH N/A N/A N 11700000.00 11700000.00 0.0085 N 11700000.00 11700000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.16% (Babson College Proj.) Series 2008 A, LOC Fed. Home Ln. Bank of Boston VRDN 57583RL86 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 Y FEDERAL HOME LN BK OF BOSTON N/A N/A Y FEDERAL HOME LN BK OF BOSTON N/A N/A N 1120000.00 1120000.00 0.0008 N 1120000.00 1120000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.16% (Worcester Polytechnic Institute Proj.) Series 2008 A, LOC TD Banknorth, NA VRDN 57583RTX3 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 23845000.00 23845000.00 0.0173 N 23845000.00 23845000.00 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 2011-09-07 2011-09-07 Y BANK OF AMERICA NA N/A N/A N Y OBLIGOR SMITH COLLEGE, MA N/A N/A 24800000.00 24800000.00 0.0180 N 24800000.00 24800000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.19% (Children's Museum Proj.) Series 2006, LOC RBS Citizens NA VRDN 57583RGQ2 Variable Rate Demand Note Second Tier Security 2011-09-01 2011-09-01 Y RBS CITIZENS NA N/A N/A Y RBS CITIZENS NA N/A N/A N 10700000.00 10700000.00 0.0077 N 10700000.00 10700000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.19% (ISO New England, Inc. Proj.) Series 2005, LOC TD Banknorth, NA VRDN 57583RAA3 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 16200000.00 16200000.00 0.0117 N 16200000.00 16200000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.20% (YMCA of Greater Boston Proj.) Series 2004 A, LOC Fed. Home Ln. Bank of Boston VRDN 57583F5X5 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 Y FEDERAL HOME LN BK OF BOSTON N/A N/A Y FEDERAL HOME LN BK OF BOSTON N/A N/A N 8300000.00 8300000.00 0.0060 N 8300000.00 8300000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.20% (YMCA of Greater Boston Proj.) Series 2007, LOC Fed. Home Ln. Bank of Boston VRDN 57583RKV6 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 Y FEDERAL HOME LN BK OF BOSTON N/A N/A Y FEDERAL HOME LN BK OF BOSTON N/A N/A N 8180000.00 8180000.00 0.0059 N 8180000.00 8180000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.20% (Abby Kelley Foster Charter Pub. School Proj.) Series 2008, LOC TD Banknorth, NA VRDN 57583RWJ0 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 4900000.00 4900000.00 0.0035 N 4900000.00 4900000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.21% (Ed. Lawrence Academy Proj.) Series 2003 A, LOC Bank of America NA VRDN 57583FN23 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 2600000.00 2600000.00 0.0019 N 2600000.00 2600000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.21% (Fay School Proj.) Series 2008, LOC TD Banknorth, NA VRDN 57583RTZ8 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 5450000.00 5450000.00 0.0039 N 5450000.00 5450000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.21% (Saint Mark's School Proj.) Series 2004, LOC JPMorgan Chase Bank VRDN 57583F4Z1 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 4700000.00 4700000.00 0.0034 N 4700000.00 4700000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.23% (Judge Rotenburg Ctr. Proj.) Series 2003, LOC Bank of America NA VRDN 57583FQ87 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 1500000.00 1500000.00 0.0011 N 1500000.00 1500000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.25% (Int'l. Fund For Animal Welfare, Inc. Proj.) Series 2006, LOC Bank of America NA VRDN 57583RGU3 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 12775000.00 12775000.00 0.0093 N 12775000.00 12775000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.25% (Neighborhood House Charter Proj.) Series 2003 A, LOC Bank of America NA VRDN 57583F4D0 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 7100000.00 7100000.00 0.0051 N 7100000.00 7100000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.25% (Lasell Village Proj.) Series 2007, LOC Bank of America NA VRDN 57583RMT9 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 18990000.00 18990000.00 0.0138 N 18990000.00 18990000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.30% (Boston Univ. Proj.) Series U3, LOC BNP Paribas SA VRDN 57583RWG6 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 Y BNP PARIBAS N/A N/A Y BNP PARIBAS N/A N/A N 7015000.00 7015000.00 0.0051 N 7015000.00 7015000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.30% (City Year Proj.) Series 2006, LOC Bank of America NA VRDN 57583RFS9 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 8215000.00 8215000.00 0.0059 N 8215000.00 8215000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.31% (Williston Northampton School Proj.) Series 2010, LOC Bank of America NA VRDN 57583RZ40 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 2700000.00 2700000.00 0.0020 N 2700000.00 2700000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.31% (Institute of Contemporary Art Proj.) Series 2004 A, LOC Bank of America NA VRDN 57583F4X6 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 2300000.00 2300000.00 0.0017 N 2300000.00 2300000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.10% (Central Artery Proj.) Series 2000 B, (Liquidity Facility State Street Bank & Trust Co., Boston) VRDN 575827R51 Variable Rate Demand Note First Tier Security 2011-09-01 2011-09-01 Y STATE ST BK & TR CO BOSTON N/A N/A N N 3495000.00 3495000.00 0.0025 N 3495000.00 3495000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.16% Series 2001 C, (Liquidity Facility State Street Bank & Trust Co., Boston) VRDN 575827X54 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 Y STATE ST BK & TR CO BOSTON N/A N/A N N 1400000.00 1400000.00 0.0010 N 1400000.00 1400000.00 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 2011-09-07 2011-09-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 13955000.00 13955000.00 0.0101 N 13955000.00 13955000.00 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 2011-09-07 2011-09-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 3700000.00 3700000.00 0.0027 N 3700000.00 3700000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.21% Participating VRDN Series Putters 3898, (Liquidity Facility JPMorgan Chase Bank) 46633VV55 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 7500000.00 7500000.00 0.0054 N 7500000.00 7500000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.21% Participating VRDN Series EGL 07 0149, (Liquidity Facility Citibank NA) 57582PGZ7 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 Y CITIBANK NA N/A N/A N N 13700000.00 13700000.00 0.0099 N 13700000.00 13700000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.22% Participating VRDN Series Putters 3699, (Liquidity Facility JPMorgan Chase Bank) 46633VSJ9 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 4400000.00 4400000.00 0.0032 N 4400000.00 4400000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.24% Participating VRDN Series Clipper 07 39, (Liquidity Facility State Street Bank & Trust Co., Boston) 18886PA39 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 Y STATE ST BK & TR CO BOSTON N/A N/A N N 26900000.00 26900000.00 0.0195 N 26900000.00 26900000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.24% Participating VRDN Series Clipper 07 06, (Liquidity Facility State Street Bank & Trust Co., Boston) 18886PRV9 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 Y STATE ST BK & TR CO BOSTON N/A N/A N N 17900000.00 17900000.00 0.0130 N 17900000.00 17900000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.24% Series 1998 A, (Liquidity Facility JPMorgan Chase Bank) VRDN 575827SF8 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 15400000.00 15400000.00 0.0112 N 15400000.00 15400000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.07% (Harvard Univ. Proj.) Series R VRDN 57585KGP7 Variable Rate Demand Note First Tier Security 2011-09-01 2011-09-01 Y PRESIDENT & FELLOWS HARVARD CO N/A N/A N N 475000.00 475000.00 0.0003 N 475000.00 475000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.07% (Wellesley College Proj.) Series 2008 I VRDN 57586CP25 Variable Rate Demand Note First Tier Security 2011-09-01 2011-09-01 Y WELLESLEY COLLEGE, MA N/A N/A N N 2400000.00 2400000.00 0.0017 N 2400000.00 2400000.00 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 2011-09-01 2011-09-01 Y PARTNERS HEALTHCARE SYS INC N/A N/A N N 2985000.00 2985000.00 0.0022 N 2985000.00 2985000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.10% (Wellesley College Proj.) Series B VRDN 575851NQ9 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 Y WELLESLEY COLLEGE, MA N/A N/A N N 500000.00 500000.00 0.0004 N 500000.00 500000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.11% (Children's Hosp. Proj.) Series 2010 N2, LOC TD Banknorth, NA VRDN 57586EUK5 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 3200000.00 3200000.00 0.0023 N 3200000.00 3200000.00 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 2011-09-01 2011-09-01 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 3900000.00 3900000.00 0.0028 N 3900000.00 3900000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.13% (Harvard Univ. Proj.) Series Y VRDN 57585KKV9 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 Y PRESIDENT & FELLOWS HARVARD CO N/A N/A N N 7450000.00 7450000.00 0.0054 N 7450000.00 7450000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.13% (Boston Univ. Proj.) Series H, LOC State Street Bank & Trust Co., Boston VRDN 575850NF5 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 Y STATE ST BK & TR CO BOSTON N/A N/A Y STATE ST BK & TR CO BOSTON N/A N/A N 1300000.00 1300000.00 0.0009 N 1300000.00 1300000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.15% (Baystate Health Sys. Proj.) Series 2009 J1, LOC JPMorgan Chase Bank VRDN 57586EKC4 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 3600000.00 3600000.00 0.0026 N 3600000.00 3600000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.15% (Massachusetts Institute of Technology Proj.) Series 2001 J1 VRDN 57585KSW9 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 Y MASSACHUSETTS INST TECH, MA N/A N/A N N 1675000.00 1675000.00 0.0012 N 1675000.00 1675000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.17% (Lowell Gen. Hosp. Proj.) Series 2010 D, LOC JPMorgan Chase Bank VRDN 57586EXB2 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 3000000.00 3000000.00 0.0022 N 3000000.00 3000000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.17% (Baystate Med. Ctr. Proj.) Series 2005 G, LOC Bank of America NA VRDN 57586CNH4 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 39705000.00 39705000.00 0.0287 N 39705000.00 39705000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.17% (Harvard Vanguard Med. Associates Proj.) Series 2004, LOC TD Banknorth, NA VRDN 57586CCZ6 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 29280000.00 29280000.00 0.0212 N 29280000.00 29280000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.18% Participating VRDN Series BC 10 20W, (Liquidity Facility Barclays Bank PLC) 06740GFN1 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 Y BARCLAYS BANK PLC N/A N/A N N 4000000.00 4000000.00 0.0029 N 4000000.00 4000000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.18% (Dana-Farber Cancer Institute Proj.) Series 2008 L1, LOC JPMorgan Chase Bank VRDN 57586CY90 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 2500000.00 2500000.00 0.0018 N 2500000.00 2500000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.20% Participating VRDN Series BBT 08 56, (Liquidity Facility Branch Banking & Trust Co.) 07330CSA8 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 Y BRANCH BANKING AND TRUST CO N/A N/A N N 3500000.00 3500000.00 0.0025 N 3500000.00 3500000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.20% Participating VRDN Series BBT 08 54, (Liquidity Facility Branch Banking & Trust Co.) 07330CQY8 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 Y BRANCH BANKING AND TRUST CO N/A N/A N N 6300000.00 6300000.00 0.0046 N 6300000.00 6300000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.21% Participating VRDN Series Putters 3530, (Liquidity Facility JPMorgan Chase Bank) 46633VBR9 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 11495000.00 11495000.00 0.0083 N 11495000.00 11495000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.21% Participating VRDN Series Putters 3163, (Liquidity Facility JPMorgan Chase Bank) 46632PET6 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 5655000.00 5655000.00 0.0041 N 5655000.00 5655000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.21% Participating VRDN Series ROC II R 11913, (Liquidity Facility Citibank NA) 57586EXX4 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 Y CITIBANK NA N/A N/A N N 2300000.00 2300000.00 0.0017 N 2300000.00 2300000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.21% Participating VRDN Series Putters 3529, (Liquidity Facility JPMorgan Chase Bank) 46633VBP3 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 10000000.00 10000000.00 0.0072 N 10000000.00 10000000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.21% Participating VRDN Series Putters 3650, (Liquidity Facility JPMorgan Chase Bank) 46633VNX3 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 3200000.00 3200000.00 0.0023 N 3200000.00 3200000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.21% Participating VRDN Series PT 4633, (Liquidity Facility Deutsche Postbank AG) 74703XDV1 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 Y DEUTSCHE POSTBANK AG N/A N/A N N 14760000.00 14760000.00 0.0107 N 14760000.00 14760000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.21% (Home for Little Wanderers Proj.) Series B, LOC Fed. Home Ln. Bank of Boston VRDN 57585KDU9 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 Y FEDERAL HOME LN BK OF BOSTON N/A N/A Y FEDERAL HOME LN BK OF BOSTON N/A N/A N 3350000.00 3350000.00 0.0024 N 3350000.00 3350000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.21% Participating VRDN Series Clipper 07 08, (Liquidity Facility State Street Bank & Trust Co., B 18886PSL0 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 Y STATE ST BK & TR CO BOSTON N/A N/A N N 4200000.00 4200000.00 0.0030 N 4200000.00 4200000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.23% (Endicott College Proj.) Series 2004 D, LOC Bank of America NA VRDN 57586CCV5 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 3500000.00 3500000.00 0.0025 N 3500000.00 3500000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.26% Series B, LOC RBS Citizens NA VRDN 57585KPK8 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 Y RBS CITIZENS NA N/A N/A Y RBS CITIZENS NA N/A N/A N 7020000.00 7020000.00 0.0051 N 7020000.00 7020000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.27% Participating VRDN Series BA 08 3320, (Liquidity Facility Bank of America NA) 05248RBS9 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 Y BANK OF AMERICA NA N/A N/A N N 6190000.00 6190000.00 0.0045 N 6190000.00 6190000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.27% Participating VRDN Series BA 08 3503, (Liquidity Facility Bank of America NA) 05248PV93 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 Y BANK OF AMERICA NA N/A N/A N N 5550000.00 5550000.00 0.0040 N 5550000.00 5550000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.30% (Peabody Essex Museum Proj.) Series 2002, LOC Bank of America NA VRDN 57585KS25 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 12470000.00 12470000.00 0.0090 N 12470000.00 12470000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.31% (Northeast Hosp. Corp. Proj.) Series 2004 G, LOC JPMorgan Chase Bank VRDN 57586CDV4 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 9500000.00 9500000.00 0.0069 N 9500000.00 9500000.00 Massachusetts Indl. Fin. Agcy. Rev. Massachusetts Indl. Fin. Agcy. Rev., 0.21% (Society for the Prevention of Cruelty to Animals Proj.) Series 1997, LOC Bank of America NA VRDN 575925GN6 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 5480000.00 5480000.00 0.0040 N 5480000.00 5480000.00 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 2011-09-07 2011-09-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 11500000.00 11500000.00 0.0083 N 11500000.00 11500000.00 Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 0.19% Participating VRDN Series Solar 06 108, (Liquidity Facility U.S. Bank NA, Minnesota) 27884FKJ8 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 Y US BANK NA CINCINNATI OHIO N/A N/A N N 9300000.00 9300000.00 0.0067 N 9300000.00 9300000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.21% Participating VRDN Series EGL 07 0031, (Liquidity Facility Citibank NA) 576000FL2 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 Y CITIBANK NA N/A N/A N N 1000000.00 1000000.00 0.0007 N 1000000.00 1000000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.21% Participating VRDN Series Putters 2857, (Liquidity Facility JPMorgan Chase Bank) 576000JT1 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 15545000.00 15545000.00 0.0113 N 15545000.00 15545000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.21% Participating VRDN Series Putters 2479Z, (Liquidity Facility JPMorgan Chase Bank) 576000JJ3 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 3500000.00 3500000.00 0.0025 N 3500000.00 3500000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.21% Participating VRDN Series EGL 07 0092, (Liquidity Facility Citibank NA) 576000GT4 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 Y CITIBANK NA N/A N/A N N 15700000.00 15700000.00 0.0114 N 15700000.00 15700000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.21% Participating VRDN Series Putters 2286, (Liquidity Facility Deutsche Bank AG New York 576000HH9 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 Y DEUTSCHE BANK AG NEW YORK BNCH N/A N/A N N 15440000.00 15440000.00 0.0112 N 15440000.00 15440000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.21% Participating VRDN Series EGL 07 0033, (Liquidity Facility Citibank NA) 576000FQ1 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 Y CITIBANK NA N/A N/A N N 19800000.00 19800000.00 0.0143 N 19800000.00 19800000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.21% Participating VRDN Series Putters 1052Z, (Liquidity Facility JPMorgan Chase Bank) 576000CP6 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 2995000.00 2995000.00 0.0022 N 2995000.00 2995000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.21% Participating VRDN Series EGL 07 0067, (Liquidity Facility Citibank NA) 576000GM9 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 Y CITIBANK NA N/A N/A N N 19100000.00 19100000.00 0.0138 N 19100000.00 19100000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.21% Participating VRDN Series Putters 1197, (Liquidity Facility Deutsche Bank AG New York 576000CZ4 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 Y DEUTSCHE BANK AG NEW YORK BNCH N/A N/A N N 7185000.00 7185000.00 0.0052 N 7185000.00 7185000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.21% Participating VRDN ROC II R 12193, (Liquidity Facility Citibank NA) 576000JB0 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 Y CITIBANK NA N/A N/A N N 5115000.00 5115000.00 0.0037 N 5115000.00 5115000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.23% Participating VRDN Series Putters 1920, (Liquidity Facility JPMorgan Chase Bank) 576000GR8 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 7985000.00 7985000.00 0.0058 N 7985000.00 7985000.00 Massachusetts Wtr. Poll. Abatement Trust Massachusetts Wtr. Poll. Abatement Trust, 0.20% Participating VRDN Series BBT 08 58, (Liquidity Facility Branch Banking & Trust Co.) 07330CTU3 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 Y BRANCH BANKING AND TRUST CO N/A N/A N N 12430000.00 12430000.00 0.0090 N 12430000.00 12430000.00 Massachusetts Wtr. Poll. Abatement Trust Massachusetts Wtr. Poll. Abatement Trust, 0.21% Participating VRDN Series Putters 2847, (Liquidity Facility JPMorgan Chase Bank) 57604PT20 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 4130000.00 4130000.00 0.0030 N 4130000.00 4130000.00 Massachusetts Wtr. Poll. Abatement Trust Massachusetts Wtr. Poll. Abatement Trust, 0.21% Participating VRDN Series PT 4644, (Liquidity Facility Deutsche Postbank AG) 74703YLP3 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 Y DEUTSCHE POSTBANK AG N/A N/A N N 5480000.00 5480000.00 0.0040 N 5480000.00 5480000.00 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 2011-09-07 2011-09-07 Y BANK OF NOVA SCOTIA NY BRH N/A N/A N N 7500000.00 7500000.00 0.0054 N 7500000.00 7500000.00 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.18% Series 2008 E, (Liquidity Facility JPMorgan Chase Bank) VRDN 5760494U1 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 2965000.00 2965000.00 0.0021 N 2965000.00 2965000.00 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.21% Participating VRDN Series EGL 06 0097, (Liquidity Facility Citibank NA) 576049S76 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 Y CITIBANK NA N/A N/A N N 15345000.00 15345000.00 0.0111 N 15345000.00 15345000.00 Univ. of Massachusetts Bldg. Auth. Facilities Rev. Univ. of Massachusetts Bldg. Auth. Facilities Rev., 0.14% Series 2008 1, LOC Lloyds TSB Bank PLC VRDN 914440HE5 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 Y LLOYDS TSB BANK PLC (UNGTD) N/A N/A Y LLOYDS TSB BANK PLC (UNGTD) N/A N/A N 68945000.00 68945000.00 0.0499 N 68945000.00 68945000.00 Allegheny County Hosp. Dev. Auth. Rev. Allegheny County Hosp. Dev. Auth. Rev., 0.14% (UPMC Health Sys. Proj.) Series 2010 C, LOC PNC Bank NA VRDN 01728AY67 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 Y PNC BANK NA PITTSBURGH PA N/A N/A Y PNC BANK NA PITTSBURGH PA N/A N/A N 8500000.00 8500000.00 0.0062 N 8500000.00 8500000.00 Beaver County Indl. Dev. Auth. Poll. Cont. Rev. Beaver County Indl. Dev. Auth. Poll. Cont. Rev., 0.15% (FirstEnergy Nuclear Generation Corp. Proj.) Series 2006 B, LOC Citibank NA VRDN 074876GU1 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 Y CITIBANK NA N/A N/A Y CITIBANK NA N/A N/A N 5795000.00 5795000.00 0.0042 N 5795000.00 5795000.00 Pennsylvania Higher Edl. Facilities Auth. Rev. Pennsylvania Higher Edl. Facilities Auth. Rev., 0.26% ( Salle Univ. Proj.) Series 2007 B, LOC Citizens Bank of Pennsylvania VRDN 70917RNQ4 Variable Rate Demand Note Second Tier Security 2011-09-07 2011-09-07 Y CITIZENS BANK OF PENNSYLVANIA N/A N/A Y CITIZENS BANK OF PENNSYLVANIA N/A N/A N 1000000.00 1000000.00 0.0007 N 1000000.00 1000000.00 Philadelphia Auth. for Indl. Dev. Rev. Philadelphia Auth. for Indl. Dev. Rev., 0.33% (Spl. People in Northeast, Inc. Proj.) Series 2006, LOC Citizens Bank of Pennsylvania VRDN 717818R26 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 Y CITIZENS BANK OF PENNSYLVANIA N/A N/A Y CITIZENS BANK OF PENNSYLVANIA N/A N/A N 875000.00 875000.00 0.0006 N 875000.00 875000.00 Philadelphia Gas Works Rev. Philadelphia Gas Works Rev., 0.17% (1998 Gen. Ordinance Proj.) Eighth Series B, LOC Wells Fargo Bank NA VRDN 7178232P2 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 Y WELLS FARGO BK NATL ASSN N/A N/A Y WELLS FARGO BK NATL ASSN N/A N/A N 2000000.00 2000000.00 0.0014 N 2000000.00 2000000.00 California Gen. Oblig. California Gen. Oblig., 0.19% Series 2005 A2-1, LOC Barclays Bank PLC VRDN 13063BHR6 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 Y BARCLAYS BANK PLC N/A N/A Y BARCLAYS BANK PLC N/A N/A N 11160000.00 11160000.00 0.0081 N 11160000.00 11160000.00 Puerto Rico Commonwealth Hwy. & Trans. Auth. Trans. Rev. Puerto Rico Commonwealth Hwy. & Trans. Auth. Trans. Rev., 0.13% Series 1998 A, LOC Bank of Nova Scotia New York Branch VRDN 745190Y77 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 Y BANK OF NOVA SCOTIA NY BRH N/A N/A Y BANK OF NOVA SCOTIA NY BRH N/A N/A N 4100000.00 4100000.00 0.0030 N 4100000.00 4100000.00 Puerto Rico Commonwealth Pub. Impt. Gen. Oblig. Puerto Rico Commonwealth Pub. Impt. Gen. Oblig., 0.15% Series 2003 C5-2, LOC Barclays Bank PLC NY Branch VRDN 74514LYU5 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 Y BARCLAYS BANK PLC NY BRANCH N/A N/A Y BARCLAYS BANK PLC NY BRANCH N/A N/A N 2140000.00 2140000.00 0.0015 N 2140000.00 2140000.00 Colorado Hsg. & Fin. Auth. Colorado Hsg. & Fin. Auth., 0.16% Series 2001 AA2, (Liquidity Facility Fannie Mae) (Liquidity Facility Freddie Mac) VRDN 196479RM3 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 Y FANNIE MAE N/A N/A FREDDIE MAC N/A N/A N N 5110000.00 5110000.00 0.0037 N 5110000.00 5110000.00 New York Dorm. Auth. Revs. New York Dorm. Auth. Revs., 0.19% (Northern Westchester Hosp. Assoc. Proj.) Series 2009, LOC TD Banknorth, NA VRDN 649905WE2 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 2500000.00 2500000.00 0.0018 N 2500000.00 2500000.00 Wilsonville Indl. Dev. Board Poll. Cont. Rev. Wilsonville Indl. Dev. Board Poll. Cont. Rev., 0.14% (Alabama Pwr. Co. Proj.) Series D VRDN 972475AH0 Variable Rate Demand Note First Tier Security 2011-09-01 2011-09-01 Y ALABAMA POWER CO N/A N/A N N 1500000.00 1500000.00 0.0011 N 1500000.00 1500000.00 Chatham Gen. Oblig. Chatham Gen. Oblig., 1.50% BAN 162105TT7 Other Municipal Debt First Tier Security 2012-06-29 2012-06-29 N N N 10200000.00 10305746.33 0.0075 N 10308732.00 10308732.00 Lexington Gen. Oblig. Lexington Gen. Oblig., 1.50% BAN Series A 529284A27 Other Municipal Debt First Tier Security 2012-02-17 2012-02-17 N N N 1477997.00 1486193.61 0.0011 N 1486436.36 1486436.36 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 11800000.00 11800000.00 0.0085 N 11800000.00 11800000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.17% LOC Bank of America NA, CP 08R99MDF1 Other Municipal Debt First Tier Security 2011-10-03 2011-10-03 N Y BANK OF AMERICA NA N/A N/A N 2644000.00 2644000.00 0.0019 N 2644000.00 2644000.00 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 4397000.00 4397000.00 0.0032 N 4397000.00 4397000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.21% Bonds Series 2011 A 57582PWT3 Other Municipal Debt Unrated Security 2011-09-01 2012-02-01 N N N 4200000.00 4200000.00 0.0030 N 4200042.00 4200042.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.00% Bonds Series 2005 C 57582N2D6 Other Municipal Debt Unrated Security 2011-09-01 2011-09-01 N N N 5000000.00 5000000.00 0.0036 N 5000000.00 5000000.00 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 2600000.00 2622966.10 0.0019 N 2621242.00 2621242.00 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 975000.00 987801.75 0.0007 N 987304.50 987304.50 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 6.00% Bonds Series 1996 A 57582NLL7 Other Municipal Debt Unrated Security 2011-11-01 2011-11-01 N N N 2000000.00 2018619.62 0.0015 N 2017860.00 2017860.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.07% Series EE, CP 00N992HN5 Other Municipal Debt First Tier Security 2011-09-06 2011-09-06 N N Y OBLIGOR PRESIDENT & FELLOWS HARVARD CO N/A N/A 8180000.00 8180000.00 0.0059 N 8180000.00 8180000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.10% Series EE, CP 00N992HS4 Other Municipal Debt First Tier Security 2011-09-06 2011-09-06 N N Y OBLIGOR PRESIDENT & FELLOWS HARVARD CO N/A N/A 5200000.00 5200000.00 0.0038 N 5200000.00 5200000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.10% Series EE, CP 00N992HP0 Other Municipal Debt First Tier Security 2011-09-07 2011-09-07 N N Y OBLIGOR PRESIDENT & FELLOWS HARVARD CO N/A N/A 4500000.00 4500000.00 0.0033 N 4500000.00 4500000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.11% Series EE, CP 00N992HV7 Other Municipal Debt First Tier Security 2011-10-04 2011-10-04 N N Y OBLIGOR PRESIDENT & FELLOWS HARVARD CO N/A N/A 2100000.00 2100000.00 0.0015 N 2100000.00 2100000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.13% Series EE, CP 00N992HQ8 Other Municipal Debt First Tier Security 2011-10-05 2011-10-05 N N Y OBLIGOR PRESIDENT & FELLOWS HARVARD CO N/A N/A 8322000.00 8322000.00 0.0060 N 8322000.00 8322000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.14% Series EE, CP 00N992HW5 Other Municipal Debt First Tier Security 2011-10-04 2011-10-04 N N Y OBLIGOR PRESIDENT & FELLOWS HARVARD CO N/A N/A 2500000.00 2500000.00 0.0018 N 2500000.00 2500000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.15% Bonds (Partners HealthCare Sys., Inc. Proj.) Series 2008 H2, tender 01/10/2012, CP Mode 57586CW27 Other Municipal Debt First Tier Security 2012-01-10 2012-01-10 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 18000000.00 18000000.00 0.0130 N 18000000.00 18000000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.18% Bonds (Partners Healthcare Sys., Inc. Proj.) Series 2008 H1, tender 12/06/2011, CP Mode 57586CV93 Other Municipal Debt First Tier Security 2011-12-06 2011-12-06 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 2000000.00 2000000.00 0.0014 N 2000000.00 2000000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.22% Bonds (Partners HealthCare Sys. Proj.) Series 2008 H2, tender 01/05/2012, CP Mode 57586CW27 Other Municipal Debt First Tier Security 2012-01-05 2012-01-05 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 7020000.00 7020000.00 0.0051 N 7020000.00 7020000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 4.10% Bonds (Northeastern Univ. Proj.) Series 2008 T2, tender 04/19/2012 57586EHY0 Other Municipal Debt Unrated Security 2012-04-19 2012-04-19 Y NORTHEASTERN UNIV MA REV N/A N/A N N 4000000.00 4094457.49 0.0030 N 4091960.00 4091960.00 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 7000000.00 7117949.79 0.0052 N 7116620.00 7116620.00 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 09/12/2011, CP Mode 575856BE8 Other Municipal Debt Second Tier Security 2011-09-12 2011-09-12 N N Y OBLIGOR NEW ENGLAND POWER CO N/A N/A 400000.00 400000.00 0.0003 N 400000.00 400000.00 Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev. Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev., 0.70% Bonds (New England Pwr. Co. Proj.) Series 1993 A, tender 09/14/2011, CP Mode 575856BF5 Other Municipal Debt Second Tier Security 2011-09-14 2011-09-14 N N Y OBLIGOR NEW ENGLAND POWER CO N/A N/A 5000000.00 5000000.00 0.0036 N 5000000.00 5000000.00 Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev. Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev., 0.75% Bonds (New England Pwr. Co. Proj.) Series 1993 B, tender 09/16/2011, CP Mode 575856BG3 Other Municipal Debt Second Tier Security 2011-09-16 2011-09-16 N N Y OBLIGOR NEW ENGLAND POWER CO N/A N/A 1630000.00 1630000.00 0.0012 N 1630000.00 1630000.00 Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 0.16% Series 2003 A, LOC Bank of New York, New York, CP 57599LDH0 Other Municipal Debt First Tier Security 2011-09-21 2011-09-21 N Y BANK OF NEW YORK MELLON N/A N/A N 10000000.00 10000000.00 0.0072 N 10000000.00 10000000.00 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 10590000.00 10610027.56 0.0077 N 10614462.90 10614462.90 Massachusetts Spl. Oblig. Rev. Massachusetts Spl. Oblig. Rev., 5.00% Bonds (Fed. Hwy. Grant Anticipation Note Prog.) Series 2003 A 576004EY7 Other Municipal Debt Unrated Security 2011-12-15 2011-12-15 N N Y OBLIGOR MASSACHUSETTS ST FED HWY N/A N/A 2870000.00 2908018.44 0.0021 N 2908171.00 2908171.00 Medway Gen. Oblig. Medway Gen. Oblig., 1.50% BAN 585089LK9 Other Municipal Debt First Tier Security 2012-02-15 2012-02-15 N N N 5680000.00 5705920.36 0.0041 N 5710217.60 5710217.60 Tewksbury Gen. Oblig. Tewksbury Gen. Oblig., 1.00% BAN 881626B87 Other Municipal Debt Unrated Security 2012-02-07 2012-02-07 N N N 2900000.00 2906466.31 0.0021 N 2906264.00 2906264.00 Weston Gen. Oblig. Weston Gen. Oblig., 1.00% BAN 961165R33 Other Municipal Debt First Tier Security 2012-02-03 2012-02-03 N N N 6854200.00 6878104.02 0.0050 N 6877298.65 6877298.65 Weston Gen. Oblig. Weston Gen. Oblig., 5.00% Bonds Series 2011 961165N78 Other Municipal Debt Unrated Security 2012-02-01 2012-02-01 N N N 1783271.00 1817469.50 0.0013 N 1818151.78 1818151.78 Fidelity Revere Str Trust Fidelity Tax-Free Cash Central Fund, 0.16% 31635A501 Investment Company First Tier Security 2011-09-07 2011-09-07 N N N 169009389.00 169009388.59 0.1224 N 169009388.59 169009388.59