N-MFP LIVE N 2011-09-30 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 21 22 1261296210.10 111307541.08 2708029.58 1369895721.60 0.0016 1.0007 2011-09-30 1.0007 2011-09-30 C000019442 25000.00 299633570.56 1.00 -4170409.70 5598944.29 9769353.99 0.0001 1.0010 2011-09-30 1.0010 2011-09-30 C000047913 1000000.00 1068806185.87 1.00 -7001570.92 16872840.18 23874411.10 0.0001 1.0007 2011-09-30 1.0007 2011-09-30 C000047914 1000000.00 1455965.17 1.00 -298.11 4.48 302.59 0.0001 1.0007 2011-09-30 1.0007 2011-09-30 Boston Wtr. & Swr. Commission Rev. Boston Wtr. & Swr. Commission Rev., 0.10% Series 1994 A, LOC State Street Bank & Trust Co., Boston VRDN 101029HM1 Variable Rate Demand Note First Tier Security 2011-10-07 2011-10-07 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., 0.13% Series 2008 A2, (Liquidity Facility JPMorgan Chase Bank) VRDN 575579TK3 Variable Rate Demand Note First Tier Security 2011-10-07 2011-10-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 3585000.00 3585000.00 0.0026 N 3585000.00 3585000.00 Massachusetts Bay Trans. Auth. Sales Tax Rev. Massachusetts Bay Trans. Auth. Sales Tax Rev., 0.14% Series 2008 A1, (Liquidity Facility JPMorgan Chase Bank) VRDN 575579TJ6 Variable Rate Demand Note First Tier Security 2011-10-07 2011-10-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 19210000.00 19210000.00 0.0140 N 19210000.00 19210000.00 Massachusetts Bay Trans. Auth. Sales Tax Rev. Massachusetts Bay Trans. Auth. Sales Tax Rev., 0.15% Participating VRDN Series ROC II R 11933, (Liquidity Facility Citibank NA) 575579XF9 Variable Rate Demand Note First Tier Security 2011-10-07 2011-10-07 Y CITIBANK NA N/A N/A N N 6000000.00 6000000.00 0.0044 N 6000000.00 6000000.00 Massachusetts Bay Trans. Auth. Sales Tax Rev. Massachusetts Bay Trans. Auth. Sales Tax Rev., 0.19% Participating VRDN Series Clipper 07 18, (Liquidity Facility State Street Bank & Trust Co., Bosto 18886PUV5 Variable Rate Demand Note First Tier Security 2011-10-07 2011-10-07 Y STATE ST BK & TR CO BOSTON N/A N/A N N 53100000.00 53100000.00 0.0388 N 53100000.00 53100000.00 Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev. Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev., 0.12% Series 2010 A2, LOC Wells Fargo Bank NA VRDN 57563CBG6 Variable Rate Demand Note First Tier Security 2011-10-07 2011-10-07 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., 0.13% Series 2010 A1, LOC Citibank NA VRDN 57563CBF8 Variable Rate Demand Note First Tier Security 2011-10-07 2011-10-07 Y CITIBANK NA N/A N/A Y CITIBANK NA N/A N/A N 20150000.00 20150000.00 0.0147 N 20150000.00 20150000.00 Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev. Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev., 0.17% Series 2010 A6, LOC Bank of America NA VRDN 57563CAF9 Variable Rate Demand Note First Tier Security 2011-10-07 2011-10-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 6000000.00 6000000.00 0.0044 N 6000000.00 6000000.00 Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev. Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev., 0.17% Series 2010 A3, LOC Bank of America NA VRDN 57563CAC6 Variable Rate Demand Note First Tier Security 2011-10-07 2011-10-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 2000000.00 2000000.00 0.0015 N 2000000.00 2000000.00 Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev. Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev., 0.16% (Tammy Brook Apts. Proj.) Series 2009, LOC Freddie Mac VRDN 57583XBN1 Variable Rate Demand Note First Tier Security 2011-10-07 2011-10-07 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., 0.08% (Boston Univ. Proj.) Series U-5B, LOC Fed. Home Ln. Bank of Boston VRDN 57583RP58 Variable Rate Demand Note First Tier Security 2011-10-07 2011-10-07 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., 0.09% (Boston Univ. Proj.) Series U1, LOC Bank of Nova Scotia New York Branch VRDN 57583RVV4 Variable Rate Demand Note First Tier Security 2011-10-07 2011-10-07 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 0.0088 N 12000000.00 12000000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.09% (Boston Univ. Proj.) Series U6E, LOC Bank of Nova Scotia New York Branch VRDN 57583RWD3 Variable Rate Demand Note First Tier Security 2011-10-07 2011-10-07 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., 0.10% (Babson College Proj.) Series 2008 A, LOC Fed. Home Ln. Bank of Boston VRDN 57583RL86 Variable Rate Demand Note First Tier Security 2011-10-07 2011-10-07 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., 0.11% (ISO New England, Inc. Proj.) Series 2005, LOC TD Banknorth, NA VRDN 57583RAA3 Variable Rate Demand Note First Tier Security 2011-10-07 2011-10-07 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 0.0118 N 16200000.00 16200000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.12% (Boston Univ. Proj.) Series U6C, LOC JPMorgan Chase Bank VRDN 57583RWB7 Variable Rate Demand Note First Tier Security 2011-10-03 2011-10-03 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 300000.00 300000.00 0.0002 N 300000.00 300000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.12% (Worcester Polytechnic Institute Proj.) Series 2008 A, LOC TD Banknorth, NA VRDN 57583RTX3 Variable Rate Demand Note First Tier Security 2011-10-07 2011-10-07 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 23740000.00 23740000.00 0.0173 N 23740000.00 23740000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.15% (Olin College Proj.) Series 2008 C2, LOC RBS Citizens NA VRDN 57583RZF5 Variable Rate Demand Note Second Tier Security 2011-10-03 2011-10-03 Y RBS CITIZENS NA N/A N/A Y RBS CITIZENS NA N/A N/A N 18400000.00 18400000.00 0.0134 N 18400000.00 18400000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.15% (YMCA of Greater Boston Proj.) Series 2007, LOC Fed. Home Ln. Bank of Boston VRDN 57583RKV6 Variable Rate Demand Note First Tier Security 2011-10-07 2011-10-07 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 0.0060 N 8180000.00 8180000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.15% (Smith College Proj.) Series 2007, (Liquidity Facility Bank of America NA) VRDN 57583R2R5 Variable Rate Demand Note First Tier Security 2011-10-07 2011-10-07 Y BANK OF AMERICA NA N/A N/A N Y OBLIGOR SMITH COLLEGE, MA N/A N/A 22800000.00 22800000.00 0.0166 N 22800000.00 22800000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.15% (YMCA of Greater Boston Proj.) Series 2004 A, LOC Fed. Home Ln. Bank of Boston VRDN 57583F5X5 Variable Rate Demand Note First Tier Security 2011-10-07 2011-10-07 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 0.0061 N 8300000.00 8300000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.15% (Abby Kelley Foster Charter Pub. School Proj.) Series 2008, LOC TD Banknorth, NA VRDN 57583RWJ0 Variable Rate Demand Note First Tier Security 2011-10-07 2011-10-07 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 0.0035 N 4800000.00 4800000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.16% (Fay School Proj.) Series 2008, LOC TD Banknorth, NA VRDN 57583RTZ8 Variable Rate Demand Note First Tier Security 2011-10-07 2011-10-07 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 0.0040 N 5450000.00 5450000.00 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 2011-10-07 2011-10-07 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., 0.16% (Briarwood Retirement Cmnty. Proj.) Series 2004 A, LOC Manufacturers & Traders Trust Co. VRDN 57583F5P2 Variable Rate Demand Note First Tier Security 2011-10-07 2011-10-07 Y MANUFACTURERS & TRADERS TR CO N/A N/A Y MANUFACTURERS & TRADERS TR CO N/A N/A N 1800000.00 1800000.00 0.0013 N 1800000.00 1800000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.22% (Neighborhood House Charter Proj.) Series 2003 A, LOC Bank of America NA VRDN 57583F4D0 Variable Rate Demand Note First Tier Security 2011-10-07 2011-10-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 7100000.00 7100000.00 0.0052 N 7100000.00 7100000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.22% (Lasell Village Proj.) Series 2007, LOC Bank of America NA VRDN 57583RMT9 Variable Rate Demand Note First Tier Security 2011-10-07 2011-10-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 18990000.00 18990000.00 0.0139 N 18990000.00 18990000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.22% (Institute of Contemporary Art Proj.) Series 2004 A, LOC Bank of America NA VRDN 57583F4X6 Variable Rate Demand Note First Tier Security 2011-10-07 2011-10-07 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 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 2011-10-07 2011-10-07 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., 0.26% (Children's Museum Proj.) Series 2006, LOC RBS Citizens NA VRDN 57583RGQ2 Variable Rate Demand Note Second Tier Security 2011-10-03 2011-10-03 Y RBS CITIZENS NA N/A N/A Y RBS CITIZENS NA N/A N/A N 10700000.00 10700000.00 0.0078 N 10700000.00 10700000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.26% (Judge Rotenburg Ctr. Proj.) Series 2003, LOC Bank of America NA VRDN 57583FQ87 Variable Rate Demand Note First Tier Security 2011-10-07 2011-10-07 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., 0.26% (Williston Northampton School Proj.) Series 2010, LOC Bank of America NA VRDN 57583RZ40 Variable Rate Demand Note First Tier Security 2011-10-07 2011-10-07 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., 0.28% (Int'l. Fund For Animal Welfare, Inc. Proj.) Series 2006, LOC Bank of America NA VRDN 57583RGU3 Variable Rate Demand Note First Tier Security 2011-10-07 2011-10-07 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., 0.36% (City Year Proj.) Series 2006, LOC Bank of America NA VRDN 57583RFS9 Variable Rate Demand Note First Tier Security 2011-10-07 2011-10-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 8215000.00 8215000.00 0.0060 N 8215000.00 8215000.00 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 2011-10-03 2011-10-03 Y STATE ST BK & TR CO BOSTON N/A N/A N N 4895000.00 4895000.00 0.0036 N 4895000.00 4895000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.12% Series 1998 A, (Liquidity Facility JPMorgan Chase Bank) VRDN 575827SF8 Variable Rate Demand Note First Tier Security 2011-10-07 2011-10-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 6200000.00 6200000.00 0.0045 N 6200000.00 6200000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.16% Participating VRDN Series Putters 3898, (Liquidity Facility JPMorgan Chase Bank) 46633VV55 Variable Rate Demand Note First Tier Security 2011-10-07 2011-10-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 7500000.00 7500000.00 0.0055 N 7500000.00 7500000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.16% Participating VRDN Series Putters 2648, (Liquidity Facility JPMorgan Chase Bank) 57582PHZ6 Variable Rate Demand Note First Tier Security 2011-10-07 2011-10-07 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., 0.16% Participating VRDN Series EGL 07 0149, (Liquidity Facility Citibank NA) 57582PGZ7 Variable Rate Demand Note First Tier Security 2011-10-07 2011-10-07 Y CITIBANK NA N/A N/A N N 13700000.00 13700000.00 0.0100 N 13700000.00 13700000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.16% Participating VRDN Series Putters 2022, (Liquidity Facility JPMorgan Chase Bank) 57582PGC8 Variable Rate Demand Note First Tier Security 2011-10-07 2011-10-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 13955000.00 13955000.00 0.0102 N 13955000.00 13955000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.17% Participating VRDN Series Putters 3699, (Liquidity Facility JPMorgan Chase Bank) 46633VSJ9 Variable Rate Demand Note First Tier Security 2011-10-07 2011-10-07 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., 0.19% Participating VRDN Series Clipper 07 06, (Liquidity Facility State Street Bank & Trust Co., Boston) 18886PRV9 Variable Rate Demand Note First Tier Security 2011-10-07 2011-10-07 Y STATE ST BK & TR CO BOSTON N/A N/A N N 17900000.00 17900000.00 0.0131 N 17900000.00 17900000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.19% Participating VRDN Series Clipper 07 39, (Liquidity Facility State Street Bank & Trust Co., Boston) 18886PA39 Variable Rate Demand Note First Tier Security 2011-10-07 2011-10-07 Y STATE ST BK & TR CO BOSTON N/A N/A N N 26900000.00 26900000.00 0.0196 N 26900000.00 26900000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.22% Participating VRDN Series MT 723, (Liquidity Facility Bank of America NA) 74703YW63 Variable Rate Demand Note First Tier Security 2011-10-07 2011-10-07 Y BANK OF AMERICA NA N/A N/A N N 3500000.00 3500000.00 0.0026 N 3500000.00 3500000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.07% (Massachusetts Institute of Technology Proj.) Series 2001 J1 VRDN 57585KSW9 Variable Rate Demand Note First Tier Security 2011-10-07 2011-10-07 Y MASSACHUSETTS INST TECH, MA N/A N/A N N 2175000.00 2175000.00 0.0016 N 2175000.00 2175000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.07% (Wellesley College Proj.) Series B VRDN 575851NQ9 Variable Rate Demand Note First Tier Security 2011-10-07 2011-10-07 Y WELLESLEY COLLEGE, MA N/A N/A N N 1700000.00 1700000.00 0.0012 N 1700000.00 1700000.00 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 2011-10-03 2011-10-03 Y WELLESLEY COLLEGE, MA N/A N/A N N 3400000.00 3400000.00 0.0025 N 3400000.00 3400000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.09% (Partners HealthCare Sys., Inc. Proj.) Series D5 VRDN 57585K3P1 Variable Rate Demand Note First Tier Security 2011-10-03 2011-10-03 Y PARTNERS HEALTHCARE SYS INC N/A N/A N N 3785000.00 3785000.00 0.0028 N 3785000.00 3785000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.09% (Massachusetts Institute of Technology Proj.) Series 2001 J2 VRDN 57585KSV1 Variable Rate Demand Note First Tier Security 2011-10-07 2011-10-07 Y MASSACHUSETTS INST TECH, MA N/A N/A N N 1000000.00 1000000.00 0.0007 N 1000000.00 1000000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.10% (Children's Hosp. Proj.) Series 2010 N2, LOC TD Banknorth, NA VRDN 57586EUK5 Variable Rate Demand Note First Tier Security 2011-10-07 2011-10-07 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., 0.10% (Boston Univ. Proj.) Series H, LOC State Street Bank & Trust Co., Boston VRDN 575850NF5 Variable Rate Demand Note First Tier Security 2011-10-07 2011-10-07 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., 0.12% (Dana-Farber Cancer Institute Proj.) Series 2008 L1, LOC JPMorgan Chase Bank VRDN 57586CY90 Variable Rate Demand Note First Tier Security 2011-10-07 2011-10-07 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., 0.12% (Lowell Gen. Hosp. Proj.) Series 2010 D, LOC JPMorgan Chase Bank VRDN 57586EXB2 Variable Rate Demand Note First Tier Security 2011-10-07 2011-10-07 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., 0.12% (Harvard Vanguard Med. Associates Proj.) Series 2004, LOC TD Banknorth, NA VRDN 57586CCZ6 Variable Rate Demand Note First Tier Security 2011-10-07 2011-10-07 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 0.0214 N 29280000.00 29280000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.13% Participating VRDN Series BC 10 20W, (Liquidity Facility Barclays Bank PLC) 06740GFN1 Variable Rate Demand Note First Tier Security 2011-10-07 2011-10-07 Y BARCLAYS BANK PLC N/A N/A N N 1400000.00 1400000.00 0.0010 N 1400000.00 1400000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.14% (Baystate Health Sys. Proj.) Series 2009 J1, LOC JPMorgan Chase Bank VRDN 57586EKC4 Variable Rate Demand Note First Tier Security 2011-10-07 2011-10-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 4600000.00 4600000.00 0.0034 N 4600000.00 4600000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.15% (Children's Hosp. Proj.) Series 2010 N4, LOC JPMorgan Chase Bank VRDN 57586EUJ8 Variable Rate Demand Note First Tier Security 2011-10-03 2011-10-03 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 4950000.00 4950000.00 0.0036 N 4950000.00 4950000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.15% Participating VRDN Series BBT 08 54, (Liquidity Facility Branch Banking & Trust Co.) 07330CQY8 Variable Rate Demand Note First Tier Security 2011-10-07 2011-10-07 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., 0.15% Participating VRDN Series BBT 08 56, (Liquidity Facility Branch Banking & Trust Co.) 07330CSA8 Variable Rate Demand Note First Tier Security 2011-10-07 2011-10-07 Y BRANCH BANKING AND TRUST CO N/A N/A N N 3500000.00 3500000.00 0.0026 N 3500000.00 3500000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.16% Participating VRDN Series ROC II R 11913, (Liquidity Facility Citibank NA) 57586EXX4 Variable Rate Demand Note First Tier Security 2011-10-07 2011-10-07 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., 0.16% Participating VRDN Series Putters 3163, (Liquidity Facility JPMorgan Chase Bank) 46632PET6 Variable Rate Demand Note First Tier Security 2011-10-07 2011-10-07 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., 0.16% Participating VRDN Series Clipper 07 08, (Liquidity Facility State Street Bank & Trust Co., B 18886PSL0 Variable Rate Demand Note First Tier Security 2011-10-07 2011-10-07 Y STATE ST BK & TR CO BOSTON N/A N/A N N 4200000.00 4200000.00 0.0031 N 4200000.00 4200000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.16% Participating VRDN Series Putters 3529, (Liquidity Facility JPMorgan Chase Bank) 46633VBP3 Variable Rate Demand Note First Tier Security 2011-10-07 2011-10-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 10000000.00 10000000.00 0.0073 N 10000000.00 10000000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.16% Participating VRDN Series PT 4633, (Liquidity Facility Deutsche Postbank AG) 74703XDV1 Variable Rate Demand Note First Tier Security 2011-10-07 2011-10-07 Y DEUTSCHE POSTBANK AG N/A N/A N N 14760000.00 14760000.00 0.0108 N 14760000.00 14760000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.16% Participating VRDN Series Putters 3530, (Liquidity Facility JPMorgan Chase Bank) 46633VBR9 Variable Rate Demand Note First Tier Security 2011-10-07 2011-10-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 11495000.00 11495000.00 0.0084 N 11495000.00 11495000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.16% Participating VRDN Series Putters 3650, (Liquidity Facility JPMorgan Chase Bank) 46633VNX3 Variable Rate Demand Note First Tier Security 2011-10-07 2011-10-07 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., 0.17% (Northeast Hosp. Corp. Proj.) Series 2004 G, LOC JPMorgan Chase Bank VRDN 57586CDV4 Variable Rate Demand Note First Tier Security 2011-10-07 2011-10-07 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 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 2011-10-07 2011-10-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 38105000.00 38105000.00 0.0278 N 38105000.00 38105000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.17% (Home for Little Wanderers Proj.) Series B, LOC Fed. Home Ln. Bank of Boston VRDN 57585KDU9 Variable Rate Demand Note First Tier Security 2011-10-07 2011-10-07 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% Series B, LOC RBS Citizens NA VRDN 57585KPK8 Variable Rate Demand Note First Tier Security 2011-10-07 2011-10-07 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., 0.22% Participating VRDN Series BA 08 3320, (Liquidity Facility Bank of America NA) 05248RBS9 Variable Rate Demand Note First Tier Security 2011-10-07 2011-10-07 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., 0.22% (Peabody Essex Museum Proj.) Series 2002, LOC Bank of America NA VRDN 57585KS25 Variable Rate Demand Note First Tier Security 2011-10-07 2011-10-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 12470000.00 12470000.00 0.0091 N 12470000.00 12470000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.22% Participating VRDN Series BA 08 3503, (Liquidity Facility Bank of America NA) 05248PV93 Variable Rate Demand Note First Tier Security 2011-10-07 2011-10-07 Y BANK OF AMERICA NA N/A N/A N N 5550000.00 5550000.00 0.0041 N 5550000.00 5550000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.26% (Endicott College Proj.) Series 2004 D, LOC Bank of America NA VRDN 57586CCV5 Variable Rate Demand Note First Tier Security 2011-10-07 2011-10-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 3500000.00 3500000.00 0.0026 N 3500000.00 3500000.00 Massachusetts Hsg. Fin. Agcy. Multi-Family Rev. Massachusetts Hsg. Fin. Agcy. Multi-Family Rev., 0.25% Series 2009 A, LOC Bank of America NA VRDN 57586NDU2 Variable Rate Demand Note First Tier Security 2011-10-07 2011-10-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 1000000.00 1000000.00 0.0007 N 1000000.00 1000000.00 Massachusetts Indl. Fin. Agcy. Rev. Massachusetts Indl. Fin. Agcy. Rev., 0.16% (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 2011-10-07 2011-10-07 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., 0.14% Participating VRDN Series Solar 06 108, (Liquidity Facility U.S. Bank NA, Minnesota) 27884FKJ8 Variable Rate Demand Note First Tier Security 2011-10-07 2011-10-07 Y US BANK NA CINCINNATI OHIO N/A N/A N N 9300000.00 9300000.00 0.0068 N 9300000.00 9300000.00 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 2011-10-07 2011-10-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 11500000.00 11500000.00 0.0084 N 11500000.00 11500000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.16% Participating VRDN Series Putters 1052Z, (Liquidity Facility JPMorgan Chase Bank) 576000CP6 Variable Rate Demand Note First Tier Security 2011-10-07 2011-10-07 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., 0.16% Participating VRDN Series EGL 07 0031, (Liquidity Facility Citibank NA) 576000FL2 Variable Rate Demand Note First Tier Security 2011-10-07 2011-10-07 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., 0.16% Participating VRDN Series Putters 1197, (Liquidity Facility Deutsche Bank AG New York 576000CZ4 Variable Rate Demand Note First Tier Security 2011-10-07 2011-10-07 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., 0.16% Participating VRDN Series Putters 2857, (Liquidity Facility JPMorgan Chase Bank) 576000JT1 Variable Rate Demand Note First Tier Security 2011-10-07 2011-10-07 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., 0.16% Participating VRDN ROC II R 12193, (Liquidity Facility Citibank NA) 576000JB0 Variable Rate Demand Note First Tier Security 2011-10-07 2011-10-07 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., 0.16% Participating VRDN Series EGL 07 0033, (Liquidity Facility Citibank NA) 576000FQ1 Variable Rate Demand Note First Tier Security 2011-10-07 2011-10-07 Y CITIBANK NA N/A N/A N N 19800000.00 19800000.00 0.0145 N 19800000.00 19800000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.16% Participating VRDN Series ROC II R 12254, (Liquidity Facility Citibank NA) 576000KF9 Variable Rate Demand Note First Tier Security 2011-10-07 2011-10-07 Y CITIBANK NA N/A N/A N N 4900000.00 4900000.00 0.0036 N 4900000.00 4900000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.16% Participating VRDN Series EGL 07 0067, (Liquidity Facility Citibank NA) 576000GM9 Variable Rate Demand Note First Tier Security 2011-10-07 2011-10-07 Y CITIBANK NA N/A N/A N N 19100000.00 19100000.00 0.0139 N 19100000.00 19100000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.16% Participating VRDN Series EGL 07 0092, (Liquidity Facility Citibank NA) 576000GT4 Variable Rate Demand Note First Tier Security 2011-10-07 2011-10-07 Y CITIBANK NA N/A N/A N N 15700000.00 15700000.00 0.0115 N 15700000.00 15700000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.16% Participating VRDN Series Putters 2286, (Liquidity Facility Deutsche Bank AG New York 576000HH9 Variable Rate Demand Note First Tier Security 2011-10-07 2011-10-07 Y DEUTSCHE BANK AG NEW YORK BNCH N/A N/A N N 15440000.00 15440000.00 0.0113 N 15440000.00 15440000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.16% Participating VRDN Series Putters 2479Z, (Liquidity Facility JPMorgan Chase Bank) 576000JJ3 Variable Rate Demand Note First Tier Security 2011-10-07 2011-10-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 3500000.00 3500000.00 0.0026 N 3500000.00 3500000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.18% Participating VRDN Series Putters 1920, (Liquidity Facility JPMorgan Chase Bank) 576000GR8 Variable Rate Demand Note First Tier Security 2011-10-07 2011-10-07 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, 0.15% Participating VRDN Series BBT 08 58, (Liquidity Facility Branch Banking & Trust Co.) 07330CTU3 Variable Rate Demand Note First Tier Security 2011-10-07 2011-10-07 Y BRANCH BANKING AND TRUST CO N/A N/A N N 12430000.00 12430000.00 0.0091 N 12430000.00 12430000.00 Massachusetts Wtr. Poll. Abatement Trust Massachusetts Wtr. Poll. Abatement Trust, 0.16% Participating VRDN Series PT 4644, (Liquidity Facility Deutsche Postbank AG) 74703YLP3 Variable Rate Demand Note First Tier Security 2011-10-07 2011-10-07 Y DEUTSCHE POSTBANK AG N/A N/A N N 5480000.00 5480000.00 0.0040 N 5480000.00 5480000.00 Massachusetts Wtr. Poll. Abatement Trust Massachusetts Wtr. Poll. Abatement Trust, 0.16% Participating VRDN Series Putters 2847, (Liquidity Facility JPMorgan Chase Bank) 57604PT20 Variable Rate Demand Note First Tier Security 2011-10-07 2011-10-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 4130000.00 4130000.00 0.0030 N 4130000.00 4130000.00 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.09% Series 2008 F, (Liquidity Facility Bank of Nova Scotia New York Branch) VRDN 5760494W7 Variable Rate Demand Note First Tier Security 2011-10-07 2011-10-07 Y BANK OF NOVA SCOTIA NY BRH N/A N/A N N 7500000.00 7500000.00 0.0055 N 7500000.00 7500000.00 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.13% Series 2008 E, (Liquidity Facility JPMorgan Chase Bank) VRDN 5760494U1 Variable Rate Demand Note First Tier Security 2011-10-07 2011-10-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 2965000.00 2965000.00 0.0022 N 2965000.00 2965000.00 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.16% Participating VRDN Series ROC II R 11968, (Liquidity Facility Citibank NA) 576051DR4 Variable Rate Demand Note First Tier Security 2011-10-07 2011-10-07 Y CITIBANK NA N/A N/A N N 1400000.00 1400000.00 0.0010 N 1400000.00 1400000.00 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.16% Participating VRDN Series EGL 06 0097, (Liquidity Facility Citibank NA) 576049S76 Variable Rate Demand Note First Tier Security 2011-10-07 2011-10-07 Y CITIBANK NA N/A N/A N N 15345000.00 15345000.00 0.0112 N 15345000.00 15345000.00 Univ. of Massachusetts Bldg. Auth. Facilities Rev. Univ. of Massachusetts Bldg. Auth. Facilities Rev., 0.19% Series 2008 1, LOC Lloyds TSB Bank PLC VRDN 914440HE5 Variable Rate Demand Note First Tier Security 2011-10-07 2011-10-07 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 0.0503 N 68945000.00 68945000.00 Allegheny County Hosp. Dev. Auth. Rev. Allegheny County Hosp. Dev. Auth. Rev., 0.11% (UPMC Health Sys. Proj.) Series 2010 C, LOC PNC Bank NA VRDN 01728AY67 Variable Rate Demand Note First Tier Security 2011-10-07 2011-10-07 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., 0.14% (FirstEnergy Nuclear Generation Corp. Proj.) Series 2006 B, LOC Citibank NA VRDN 074876GU1 Variable Rate Demand Note First Tier Security 2011-10-07 2011-10-07 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., 0.23% ( Salle Univ. Proj.) Series 2007 B, LOC Citizens Bank of Pennsylvania VRDN 70917RNQ4 Variable Rate Demand Note Second Tier Security 2011-10-07 2011-10-07 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., 0.23% (Spl. People in Northeast, Inc. Proj.) Series 2006, LOC Citizens Bank of Pennsylvania VRDN 717818R26 Variable Rate Demand Note First Tier Security 2011-10-07 2011-10-07 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 California Gen. Oblig. California Gen. Oblig., 0.12% Series 2005 A2-1, LOC Barclays Bank PLC VRDN 13063BHR6 Variable Rate Demand Note First Tier Security 2011-10-07 2011-10-07 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., 0.12% Series 1998 A, LOC Bank of Nova Scotia New York Branch VRDN 745190Y77 Variable Rate Demand Note First Tier Security 2011-10-07 2011-10-07 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., 0.12% Series 2003 C5-2, LOC Barclays Bank PLC NY Branch VRDN 74514LYU5 Variable Rate Demand Note First Tier Security 2011-10-07 2011-10-07 Y BARCLAYS BANK PLC NY BRANCH N/A N/A Y BARCLAYS BANK PLC NY BRANCH N/A N/A N 5540000.00 5540000.00 0.0040 N 5540000.00 5540000.00 Colorado Hsg. & Fin. Auth. Colorado Hsg. & Fin. Auth., 0.15% Series 2001 AA2, (Liquidity Facility Fannie Mae) (Liquidity Facility Freddie Mac) VRDN 196479RM3 Variable Rate Demand Note First Tier Security 2011-10-07 2011-10-07 Y FREDDIE MAC N/A N/A FANNIE MAE 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., 0.13% (Northern Westchester Hosp. Assoc. Proj.) Series 2009, LOC TD Banknorth, NA VRDN 649905WE2 Variable Rate Demand Note First Tier Security 2011-10-07 2011-10-07 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 2011-10-03 2011-10-03 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., 1.25% BAN 162105TU4 Other Municipal Debt First Tier Security 2012-06-29 2012-06-29 N N N 3200000.00 3224709.16 0.0024 N 3224544.00 3224544.00 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 10295241.73 0.0075 N 10297002.00 10297002.00 Gloucester Gen. Oblig. Gloucester Gen. Oblig., 1.50% BAN Series A 3797128C9 Other Municipal Debt First Tier Security 2012-09-14 2012-09-14 N N N 5089500.00 5144104.61 0.0038 N 5143296.02 5143296.02 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 1484738.59 0.0011 N 1485194.85 1485194.85 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., 0.18% Series 2001, LOC JPMorgan Chase Bank, CP 08R99MDG9 Other Municipal Debt First Tier Security 2011-12-07 2011-12-07 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., 0.16% Bonds Series 2011 A 57582PWT3 Other Municipal Debt Unrated Security 2011-10-06 2012-02-01 N N N 4200000.00 4200000.00 0.0031 N 4200042.00 4200042.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 4.00% Bonds Series 2011 B 57582PA42 Other Municipal Debt Unrated Security 2012-10-01 2012-10-01 N N N 10600000.00 11001102.28 0.0080 N 10994532.00 10994532.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.00% Bonds Series 2005 C 57582N2F1 Other Municipal Debt Unrated Security 2012-09-01 2012-09-01 N N N 865000.00 902181.28 0.0007 N 901736.55 901736.55 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.00% Bonds Series 2008 A 57582PNB2 Other Municipal Debt Unrated Security 2012-09-01 2012-09-01 N N N 2170000.00 2265027.97 0.0017 N 2262962.80 2262962.80 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 2611671.30 0.0019 N 2610088.00 2610088.00 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 983581.39 0.0007 N 983121.75 983121.75 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.50% Bonds Series 2001 A 5758275A4 Other Municipal Debt Unrated Security 2012-01-01 2012-01-01 N N N 1170000.00 1185670.12 0.0009 N 1184917.50 1184917.50 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 2009462.43 0.0015 N 2008460.00 2008460.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.10% Series EE, CP 00N992JC7 Other Municipal Debt First Tier Security 2011-10-03 2011-10-03 N N Y OBLIGOR PRESIDENT & FELLOWS HARVARD CO N/A N/A 3400000.00 3400000.00 0.0025 N 3400000.00 3400000.00 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., 0.11% Series EE, CP 00N992HY1 Other Municipal Debt First Tier Security 2011-10-11 2011-10-11 N N Y OBLIGOR PRESIDENT & FELLOWS HARVARD CO N/A N/A 13380000.00 13380000.00 0.0098 N 13380000.00 13380000.00 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 0.0061 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 0.0131 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 0.0015 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 4082190.28 0.0030 N 4079600.00 4079600.00 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 7096887.33 0.0052 N 7095480.00 7095480.00 Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev. Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev., 0.60% Bonds (New England Pwr. Co. Proj.) Series 1992, tender 10/17/2011, CP Mode 575856BE8 Other Municipal Debt Second Tier Security 2011-10-17 2011-10-17 N N Y OBLIGOR NEW ENGLAND POWER CO N/A N/A 200000.00 200000.00 0.0001 N 200000.00 200000.00 Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev. Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev., 0.60% Bonds (New England Pwr. Co. Proj.) Series 1993 A, tender 10/26/2011, CP Mode 575856BF5 Other Municipal Debt Second Tier Security 2011-10-26 2011-10-26 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 10/14/2011, CP Mode 575856BG3 Other Municipal Debt Second Tier Security 2011-10-14 2011-10-14 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 57599LDR8 Other Municipal Debt First Tier Security 2012-01-17 2012-01-17 N Y BANK OF NEW YORK MELLON N/A N/A N 10000000.00 10000000.00 0.0073 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 Y OBLIGOR MASSACHUSETTS ST FED HWY N/A N/A 10590000.00 10604305.40 0.0077 N 10607473.50 10607473.50 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 2897156.03 0.0021 N 2897035.40 2897035.40 Massachusetts Wtr. Poll. Abatement Trust Massachusetts Wtr. Poll. Abatement Trust, 5.00% Bonds Series 10 57604PWF7 Other Municipal Debt Unrated Security 2012-08-01 2012-08-01 N N N 1520000.00 1580040.00 0.0012 N 1579386.40 1579386.40 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.15% Series 99, LOC State Street Bank & Trust Co., Boston, CP 5760519R9 Other Municipal Debt First Tier Security 2011-11-10 2011-11-10 N Y STATE ST BK & TR CO BOSTON N/A N/A N 5000000.00 5000000.00 0.0036 N 5000000.00 5000000.00 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 5701264.01 0.0042 N 5704537.60 5704537.60 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 2905246.25 0.0021 N 2905075.00 2905075.00 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 6873477.44 0.0050 N 6872706.34 6872706.34 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 1810763.91 0.0013 N 1811179.19 1811179.19 Fidelity Revere Str Trust Fidelity Tax-Free Cash Central Fund, 0.14% 31635A501 Investment Company First Tier Security 2011-10-07 2011-10-07 N N N 136509389.00 136509388.59 0.0996 N 136509388.59 136509388.59