N-MFP LIVE N 2011-10-31 0000357057 S000007115 1 N N 002-75537 FIDELITY MANAGEMENT & RESEARCH COMPANY (FMR) 801-07884 FIDELITY INVESTMENTS MONEY MANAGEMENT, INC. 801-34590 FIDELITY MANAGEMENT & RESEARCH (U.K.), INC. 801-28773 FIDELITY MANAGEMENT & RESEARCH (HONG KONG) LIMITED 801-69507 FIDELITY MANAGEMENT & RESEARCH (JAPAN) INC 801-69571 DELOITTE & TOUCHE LLP Boston MA None CITIBANK, N.A. 0000840464 085-10232 FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. 0000862124 084-01839 N N N Single State Fund 21 22 5047987281.13 111000565.09 4520938.47 5154466907.75 0.0015 1.0009 2011-10-31 1.0009 2011-10-31 C000019444 5000.00 5154466907.75 1.00 31791522.92 949024915.50 917233392.58 0.0001 1.0009 2011-10-31 1.0009 2011-10-31 Boston Indl. Dev. Rev. Boston Indl. Dev. Rev., 0.22% (New Boston Seafood Ctr., Inc. Proj.) Series 1997, LOC Bank of America NA VRDN 100883AH0 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 2740000.00 2740000.00 0.0005 N 2740000.00 2740000.00 Boston Wtr. & Swr. Commission Rev. Boston Wtr. & Swr. Commission Rev., 0.08% Series 1994 A, LOC State Street Bank & Trust Co., Boston VRDN 101029HM1 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y STATE ST BK & TR CO BOSTON N/A N/A Y STATE ST BK & TR CO BOSTON N/A N/A N 13200000.00 13200000.00 0.0026 N 13200000.00 13200000.00 Canton Hsg. Auth. Multi-family Hsg. Mtg. Rev. Canton Hsg. Auth. Multi-family Hsg. Mtg. Rev., 0.14% (Canton Arboretum Apt. Proj.) Series 1999, LOC Fannie Mae Mtg. pass-thru certificates VRDN 138270AB9 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y FANNIE MAE N/A N/A Y FANNIE MAE N/A N/A N 7665000.00 7665000.00 0.0015 N 7665000.00 7665000.00 Massachusetts Bay Trans. Auth. Sales Tax Rev. Massachusetts Bay Trans. Auth. Sales Tax Rev., 0.11% Series 2008 A2, (Liquidity Facility JPMorgan Chase Bank) VRDN 575579TK3 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 48150000.00 48150000.00 0.0093 N 48150000.00 48150000.00 Massachusetts Bay Trans. Auth. Sales Tax Rev. Massachusetts Bay Trans. Auth. Sales Tax Rev., 0.12% Series 2008 A1, (Liquidity Facility JPMorgan Chase Bank) VRDN 575579TJ6 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 89500000.00 89500000.00 0.0174 N 89500000.00 89500000.00 Massachusetts Bay Trans. Auth. Sales Tax Rev. Massachusetts Bay Trans. Auth. Sales Tax Rev., 0.14% Participating VRDN Series PT 4368, (Liquidity Facility Wells Fargo & Co.) 74703TTB7 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y WELLS FARGO & CO NEW N/A N/A N N 4985000.00 4985000.00 0.0010 N 4985000.00 4985000.00 Massachusetts Bay Trans. Auth. Sales Tax Rev. Massachusetts Bay Trans. Auth. Sales Tax Rev., 0.17% Participating VRDN Series Clipper 07 18, (Liquidity Facility State Street Bank & Trust Co., Bosto 18886PUV5 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y STATE ST BK & TR CO BOSTON N/A N/A N N 100175000.00 100175000.00 0.0194 N 100175000.00 100175000.00 Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev. Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev., 0.10% Series 2010 A2, LOC Wells Fargo Bank NA VRDN 57563CBG6 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y WELLS FARGO BK NATL ASSN N/A N/A Y WELLS FARGO BK NATL ASSN N/A N/A N 95065000.00 95065000.00 0.0184 N 95065000.00 95065000.00 Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev. Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev., 0.12% Series 2010 A1, LOC Citibank NA VRDN 57563CBF8 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y CITIBANK NA N/A N/A Y CITIBANK NA N/A N/A N 35675000.00 35675000.00 0.0069 N 35675000.00 35675000.00 Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev. Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev., 0.15% Series 2010 A6, LOC Bank of America NA VRDN 57563CAF9 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 63990000.00 63990000.00 0.0124 N 63990000.00 63990000.00 Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev. Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev., 0.15% Series 2010 A3, LOC Bank of America NA VRDN 57563CAC6 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 50000000.00 50000000.00 0.0097 N 50000000.00 50000000.00 Massachusetts Dev. Fin. Agcy. Indl. Dev. Rev. Massachusetts Dev. Fin. Agcy. Indl. Dev. Rev., 0.55% (Monkiewicz Realty Trust Proj.) LOC Bank of America NA VRDN 57583EAP9 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 3240000.00 3240000.00 0.0006 N 3240000.00 3240000.00 Massachusetts Dev. Fin. Agcy. Indl. Dev. Rev. Massachusetts Dev. Fin. Agcy. Indl. Dev. Rev., 0.60% (Charm Sciences, Inc. Proj.) Series 1999 A, LOC Bank of America NA VRDN 57583EAJ3 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 2000000.00 2000000.00 0.0004 N 2000000.00 2000000.00 Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev. Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev., 0.14% (Salem Heights Apts. Proj.) Series 2003 A, LOC Fed. Home Ln. Bank of Boston VRDN 57583XAE2 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y FEDERAL HOME LN BK OF BOSTON N/A N/A Y FEDERAL HOME LN BK OF BOSTON N/A N/A N 15000000.00 15000000.00 0.0029 N 15000000.00 15000000.00 Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev. Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev., 0.14% (Tammy Brook Apts. Proj.) Series 2009, LOC Freddie Mac VRDN 57583XBN1 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y FREDDIE MAC N/A N/A Y FREDDIE MAC N/A N/A N 6500000.00 6500000.00 0.0013 N 6500000.00 6500000.00 Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev. Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev., 0.15% (Georgetown Village Apts. Proj.) Series 2003 A, LOC Fannie Mae Mtg. pass-thru certificates 57583XAC6 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y FANNIE MAE N/A N/A Y FANNIE MAE N/A N/A N 18650000.00 18650000.00 0.0036 N 18650000.00 18650000.00 Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev. Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev., 0.17% (Archstone Reading Apts. Proj.) Series 2004 A, LOC Freddie Mac VRDN 57583XAQ5 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y FREDDIE MAC N/A N/A Y FREDDIE MAC N/A N/A N 24840000.00 24840000.00 0.0048 N 24840000.00 24840000.00 Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev. Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev., 0.17% (Casco Crossing Proj.) LOC Fannie Mae Mtg. pass-thru certificates VRDN 57583XAR3 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y FANNIE MAE N/A N/A Y FANNIE MAE N/A N/A N 10535000.00 10535000.00 0.0020 N 10535000.00 10535000.00 Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev. Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev., 0.17% (Avalon Acton Apts. Proj.) Series 2006, LOC Fannie Mae Mtg. pass-thru certificates VRDN 57583XBG6 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y FANNIE MAE N/A N/A Y FANNIE MAE N/A N/A N 38000000.00 38000000.00 0.0074 N 38000000.00 38000000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.06% (Boston Univ. Proj.) Series U-5B, LOC Fed. Home Ln. Bank of Boston VRDN 57583RP58 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y FEDERAL HOME LN BK OF BOSTON N/A N/A Y FEDERAL HOME LN BK OF BOSTON N/A N/A N 38805000.00 38805000.00 0.0075 N 38805000.00 38805000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.07% (Boston Univ. Proj.) Series U6E, LOC Bank of Nova Scotia New York Branch VRDN 57583RWD3 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y BANK OF NOVA SCOTIA NY BRH N/A N/A Y BANK OF NOVA SCOTIA NY BRH N/A N/A N 23325000.00 23325000.00 0.0045 N 23325000.00 23325000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.08% (Babson College Proj.) Series 2008 A, LOC Fed. Home Ln. Bank of Boston VRDN 57583RL86 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y FEDERAL HOME LN BK OF BOSTON N/A N/A Y FEDERAL HOME LN BK OF BOSTON N/A N/A N 22530000.00 22530000.00 0.0044 N 22530000.00 22530000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.08% (Masonic Nursing Home Proj.) Series 2002 B, LOC TD Banknorth, NA VRDN 57583RP82 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 17705000.00 17705000.00 0.0034 N 17705000.00 17705000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.08% (Boston Univ. Proj.) Series U5A, LOC Fed. Home Ln. Bank of Boston VRDN 57583RP41 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y FEDERAL HOME LN BK OF BOSTON N/A N/A Y FEDERAL HOME LN BK OF BOSTON N/A N/A N 32325000.00 32325000.00 0.0063 N 32325000.00 32325000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.09% (ISO New England, Inc. Proj.) Series 2005, LOC TD Banknorth, NA VRDN 57583RAA3 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 10505000.00 10505000.00 0.0020 N 10505000.00 10505000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.10% (Worcester Polytechnic Institute Proj.) Series 2008 A, LOC TD Banknorth, NA VRDN 57583RTX3 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 18740000.00 18740000.00 0.0036 N 18740000.00 18740000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.10% (Berkshire School Proj.) Series 2001, LOC JPMorgan Chase Bank VRDN 57583R2T1 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 10045000.00 10045000.00 0.0019 N 10045000.00 10045000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.11% (Edgewood Retirement Cmnty. Proj.) Series 2000 A, LOC Bank of America NA VRDN 57583RB79 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 1020000.00 1020000.00 0.0002 N 1020000.00 1020000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.11% (Clark Univ. Proj.) LOC TD Banknorth, NA VRDN 57583RUU7 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 33295000.00 33295000.00 0.0065 N 33295000.00 33295000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.13% (Boston Univ. Proj.) Series U6C, LOC JPMorgan Chase Bank VRDN 57583RWB7 Variable Rate Demand Note First Tier Security 2011-11-01 2011-11-01 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 1600000.00 1600000.00 0.0003 N 1600000.00 1600000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.13% (Olin College Proj.) Series 2008 C2, LOC RBS Citizens NA VRDN 57583RZF5 Variable Rate Demand Note Second Tier Security 2011-11-01 2011-11-01 Y RBS CITIZENS NA N/A N/A Y RBS CITIZENS NA N/A N/A N 7500000.00 7500000.00 0.0015 N 7500000.00 7500000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.13% (Olin College Proj.) Series 2008 C3, LOC RBS Citizens NA VRDN 57583RZG3 Variable Rate Demand Note Second Tier Security 2011-11-01 2011-11-01 Y RBS CITIZENS NA N/A N/A Y RBS CITIZENS NA N/A N/A N 42000000.00 42000000.00 0.0081 N 42000000.00 42000000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.13% (YMCA of Greater Boston Proj.) Series 2004 A, LOC Fed. Home Ln. Bank of Boston VRDN 57583F5X5 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y FEDERAL HOME LN BK OF BOSTON N/A N/A Y FEDERAL HOME LN BK OF BOSTON N/A N/A N 17165000.00 17165000.00 0.0033 N 17165000.00 17165000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.13% Participating VRDN Series ROC II R 11896, (Liquidity Facility Citibank NA) 57583R7H2 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y CITIBANK NA N/A N/A N N 19800000.00 19800000.00 0.0038 N 19800000.00 19800000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.13% (Wilber School Apts. Proj.) Series 2008 A, LOC Bank of America NA VRDN 57583RD77 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 7000000.00 7000000.00 0.0014 N 7000000.00 7000000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.13% (Abby Kelley Foster Charter Pub. School Proj.) Series 2008, LOC TD Banknorth, NA VRDN 57583RWJ0 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 4575000.00 4575000.00 0.0009 N 4575000.00 4575000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.14% Participating VRDN Series WF 10 56C, (Liquidity Facility Wells Fargo Bank NA) 94985NZX2 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y WELLS FARGO BK NATL ASSN N/A N/A N N 19915000.00 19915000.00 0.0039 N 19915000.00 19915000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.14% (Saint Mark's School Proj.) Series 2004, LOC JPMorgan Chase Bank VRDN 57583F4Z1 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 5085000.00 5085000.00 0.0010 N 5085000.00 5085000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.14% (Smith College Proj.) Series 2007, (Liquidity Facility Bank of America NA) VRDN 57583R2R5 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y BANK OF AMERICA NA N/A N/A N Y OBLIGOR SMITH COLLEGE, MA N/A N/A 46560000.00 46560000.00 0.0090 N 46560000.00 46560000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.14% Participating VRDN Series Putters 3840, (Liquidity Facility JPMorgan Chase Bank) 46633VG45 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 5000000.00 5000000.00 0.0010 N 5000000.00 5000000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.14% (Fay School Proj.) Series 2008, LOC TD Banknorth, NA VRDN 57583RTZ8 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 5950000.00 5950000.00 0.0012 N 5950000.00 5950000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.14% (Seven Hills Foundation and Affiliates Proj.) Series 2008 B, LOC TD Banknorth, NA VRDN 57583RZW8 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 5265000.00 5265000.00 0.0010 N 5265000.00 5265000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.14% (Briarwood Retirement Cmnty. Proj.) Series 2004 A, LOC Manufacturers & Traders Trust Co. VRDN 57583F5P2 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y MANUFACTURERS & TRADERS TR CO N/A N/A Y MANUFACTURERS & TRADERS TR CO N/A N/A N 6825000.00 6825000.00 0.0013 N 6825000.00 6825000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.14% Participating VRDN Series Putters 3873, (Liquidity Facility JPMorgan Chase Bank) 46633VR35 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 2500000.00 2500000.00 0.0005 N 2500000.00 2500000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.15% Participating VRDN Series Putters 3867, (Liquidity Facility JPMorgan Chase & Co.) 46633VP86 Variable Rate Demand Note First Tier Security 2011-11-01 2011-11-01 Y JPMORGAN CHASE & CO N/A N/A N N 20870000.00 20870000.00 0.0040 N 20870000.00 20870000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.15% Series 2007 B, LOC JPMorgan Chase Bank VRDN 57583RTM7 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 13335000.00 13335000.00 0.0026 N 13335000.00 13335000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.15% (Fessenden School Proj.) Series 2001, LOC JPMorgan Chase Bank VRDN 57583FXX4 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 11770000.00 11770000.00 0.0023 N 11770000.00 11770000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.18% (Fifteen-O-Five West Housatonic LLC Proj.) Series 2007, LOC HSBC Bank USA, NA VRDN 57583RKW4 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y HSBC BANK USA N/A N/A Y HSBC BANK USA N/A N/A N 2655000.00 2655000.00 0.0005 N 2655000.00 2655000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.22% (Institute of Contemporary Art Proj.) Series 2004 A, LOC Bank of America NA VRDN 57583F4X6 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 3750000.00 3750000.00 0.0007 N 3750000.00 3750000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.22% (Ed. Lawrence Academy Proj.) Series 2003 A, LOC Bank of America NA VRDN 57583FN23 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 1655000.00 1655000.00 0.0003 N 1655000.00 1655000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.24% (Williston Northampton School Proj.) Series 2010, LOC Bank of America NA VRDN 57583RZ40 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 6060000.00 6060000.00 0.0012 N 6060000.00 6060000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.25% (Judge Rotenburg Ctr. Proj.) Series 2003, LOC Bank of America NA VRDN 57583FQ87 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 8645000.00 8645000.00 0.0017 N 8645000.00 8645000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.25% (Justice Resource Institute Proj.) Series 2008, LOC Bank of America NA VRDN 57583RD85 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 11905000.00 11905000.00 0.0023 N 11905000.00 11905000.00 Massachusetts Dev. Fin. Agcy. Solid Waste Disp. Rev. Massachusetts Dev. Fin. Agcy. Solid Waste Disp. Rev., 0.13% (Wheelabrator Millbury Proj.) LOC JPMorgan Chase Bank VRDN 57583HAF4 Variable Rate Demand Note First Tier Security 2011-11-01 2011-11-01 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 10000000.00 10000000.00 0.0019 N 10000000.00 10000000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.09% Series 2001 C, (Liquidity Facility State Street Bank & Trust Co., Boston) VRDN 575827X54 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y STATE ST BK & TR CO BOSTON N/A N/A N N 187275000.00 187275000.00 0.0363 N 187275000.00 187275000.00 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 2011-11-01 2011-11-01 Y STATE ST BK & TR CO BOSTON N/A N/A N N 18880000.00 18880000.00 0.0037 N 18880000.00 18880000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.10% Series 1998 A, (Liquidity Facility JPMorgan Chase Bank) VRDN 575827SF8 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 85595000.00 85595000.00 0.0166 N 85595000.00 85595000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.14% Participating VRDN Series Putters 2648, (Liquidity Facility JPMorgan Chase Bank) 57582PHZ6 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 5550000.00 5550000.00 0.0011 N 5550000.00 5550000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.14% Participating VRDN Series Putters 3896, (Liquidity Facility JPMorgan Chase Bank) 46633VU98 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 3755000.00 3755000.00 0.0007 N 3755000.00 3755000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.14% Participating VRDN Series EGL 07 0124, (Liquidity Facility Citibank NA) 57582PGR5 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y CITIBANK NA N/A N/A N N 12235000.00 12235000.00 0.0024 N 12235000.00 12235000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.14% Participating VRDN Series EGL 07 0149, (Liquidity Facility Citibank NA) 57582PGZ7 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y CITIBANK NA N/A N/A N N 29300000.00 29300000.00 0.0057 N 29300000.00 29300000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.14% Participating VRDN Series Putters 2022, (Liquidity Facility JPMorgan Chase Bank) 57582PGC8 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 22040000.00 22040000.00 0.0043 N 22040000.00 22040000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.15% Participating VRDN Series Putters 3699, (Liquidity Facility JPMorgan Chase Bank) 46633VSJ9 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 3920000.00 3920000.00 0.0008 N 3920000.00 3920000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.17% Participating VRDN Series Clipper 07 06, (Liquidity Facility State Street Bank & Trust Co., Boston) 18886PRV9 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y STATE ST BK & TR CO BOSTON N/A N/A N N 53850000.00 53850000.00 0.0104 N 53850000.00 53850000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.17% Participating VRDN Series Clipper 07 39, (Liquidity Facility State Street Bank & Trust Co., Boston) 18886PA39 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y STATE ST BK & TR CO BOSTON N/A N/A N N 13325000.00 13325000.00 0.0026 N 13325000.00 13325000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.20% Participating VRDN Series MT 725, (Liquidity Facility Bank of America NA) 74703YW89 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y BANK OF AMERICA NA N/A N/A N N 10000000.00 10000000.00 0.0019 N 10000000.00 10000000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.05% (Massachusetts Institute of Technology Proj.) Series 2001 J1 VRDN 57585KSW9 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y MASSACHUSETTS INST TECH, MA N/A N/A N N 10500000.00 10500000.00 0.0020 N 10500000.00 10500000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.05% (Wellesley College Proj.) Series B VRDN 575851NQ9 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y WELLESLEY COLLEGE, MA N/A N/A N N 4000000.00 4000000.00 0.0008 N 4000000.00 4000000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.05% (Harvard Univ. Proj.) Series Y VRDN 57585KKV9 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y PRESIDENT & FELLOWS HARVARD CO N/A N/A N N 19025000.00 19025000.00 0.0037 N 19025000.00 19025000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.06% (Children's Hosp. Proj.) Series 2010 N1, LOC TD Banknorth, NA VRDN 57586EUH2 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 12025000.00 12025000.00 0.0023 N 12025000.00 12025000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.06% (Partners HealthCare Sys., Inc. Proj.) Series 2005 F, LOC TD Banknorth, NA VRDN 57586CGB5 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 10160000.00 10160000.00 0.0020 N 10160000.00 10160000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.06% (Williams College Proj.) Series 2006 J VRDN 57586CPY5 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y WILLIAMS COLLEGE, MA N/A N/A N N 31361000.00 31361000.00 0.0061 N 31361000.00 31361000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.06% (Massachusetts Institute of Technology Proj.) Series 2001 J2 VRDN 57585KSV1 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y MASSACHUSETTS INST TECH, MA N/A N/A N N 9770000.00 9770000.00 0.0019 N 9770000.00 9770000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.07% (Boston Univ. Proj.) Series H, LOC State Street Bank & Trust Co., Boston VRDN 575850NF5 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y STATE ST BK & TR CO BOSTON N/A N/A Y STATE ST BK & TR CO BOSTON N/A N/A N 18920000.00 18920000.00 0.0037 N 18920000.00 18920000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.08% (Williams College Proj.) Series I VRDN 57586CEA9 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y WILLIAMS COLLEGE, MA N/A N/A N N 23679000.00 23679000.00 0.0046 N 23679000.00 23679000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.08% (Children's Hosp. Proj.) Series 2010 N2, LOC TD Banknorth, NA VRDN 57586EUK5 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 59400000.00 59400000.00 0.0115 N 59400000.00 59400000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.08% (Hallmark Health Sys. Proj.) Series 2008 C, LOC TD Banknorth, NA VRDN 57586ECF6 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 20755000.00 20755000.00 0.0040 N 20755000.00 20755000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.10% (Harvard Univ. Proj.) Series R VRDN 57585KGP7 Variable Rate Demand Note First Tier Security 2011-11-01 2011-11-01 Y PRESIDENT & FELLOWS HARVARD CO N/A N/A N N 37275000.00 37275000.00 0.0072 N 37275000.00 37275000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.10% Series 2009 O-1, LOC Fed. Home Ln. Bank of Boston VRDN 57586ELD1 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y FEDERAL HOME LN BK OF BOSTON N/A N/A Y FEDERAL HOME LN BK OF BOSTON N/A N/A N 50745000.00 50745000.00 0.0098 N 50745000.00 50745000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.10% (Lowell Gen. Hosp. Proj.) Series 2010 D, LOC JPMorgan Chase Bank VRDN 57586EXB2 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 29025000.00 29025000.00 0.0056 N 29025000.00 29025000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.10% (Bentley College Proj.) Series K, LOC JPMorgan Chase Bank VRDN 57585KLH9 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 15100000.00 15100000.00 0.0029 N 15100000.00 15100000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.11% (Partners HealthCare Sys., Inc. Proj.) Series D5 VRDN 57585K3P1 Variable Rate Demand Note First Tier Security 2011-11-01 2011-11-01 Y PARTNERS HEALTHCARE SYS INC N/A N/A N N 6115000.00 6115000.00 0.0012 N 6115000.00 6115000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.11% (Wellesley College Proj.) Series 2008 I VRDN 57586CP25 Variable Rate Demand Note First Tier Security 2011-11-01 2011-11-01 Y WELLESLEY COLLEGE, MA N/A N/A N N 18805000.00 18805000.00 0.0036 N 18805000.00 18805000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.11% (Partners HealthCare Sys., Inc. Proj.) Series D6 VRDN 57585K3Q9 Variable Rate Demand Note First Tier Security 2011-11-01 2011-11-01 Y PARTNERS HEALTHCARE SYS INC N/A N/A N N 4635000.00 4635000.00 0.0009 N 4635000.00 4635000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.11% Participating VRDN Series BC 10 20W, (Liquidity Facility Barclays Bank PLC) 06740GFN1 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y BARCLAYS BANK PLC N/A N/A N N 5335000.00 5335000.00 0.0010 N 5335000.00 5335000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.11% (Harvard Vanguard Med. Associates Proj.) Series 2004, LOC TD Banknorth, NA VRDN 57586CCZ6 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 2700000.00 2700000.00 0.0005 N 2700000.00 2700000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.11% Participating VRDN Series BC 10 15W, (Liquidity Facility Barclays Bank PLC) 06740GFC5 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y BARCLAYS BANK PLC N/A N/A N N 6500000.00 6500000.00 0.0013 N 6500000.00 6500000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.12% (The Henry Heywood Memorial Hosp. Issue Proj.) Series 2009 C, LOC TD Banknorth, NA VRDN 57586EGT2 Variable Rate Demand Note First Tier Security 2011-11-01 2011-11-01 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 880000.00 880000.00 0.0002 N 880000.00 880000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.12% (Henry Heywood Memorial Hosp. Proj.) Series 2008 C, LOC TD Banknorth, NA VRDN 57586C7E9 Variable Rate Demand Note First Tier Security 2011-11-01 2011-11-01 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 6370000.00 6370000.00 0.0012 N 6370000.00 6370000.00 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 2011-11-07 2011-11-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 26000000.00 26000000.00 0.0050 N 26000000.00 26000000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.12% (CIL Realty of Massachusetts Proj.) Series 2007, LOC JPMorgan Chase Bank VRDN 57586CXK6 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 13950000.00 13950000.00 0.0027 N 13950000.00 13950000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.12% (Baystate Health Sys. Proj.) Series 2009 J1, LOC JPMorgan Chase Bank VRDN 57586EKC4 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 12570000.00 12570000.00 0.0024 N 12570000.00 12570000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.13% Participating VRDN Series BBT 08 54, (Liquidity Facility Branch Banking & Trust Co.) 07330CQY8 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y BRANCH BANKING AND TRUST CO N/A N/A N N 12555000.00 12555000.00 0.0024 N 12555000.00 12555000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.13% Participating VRDN Series BBT 08 56, (Liquidity Facility Branch Banking & Trust Co.) 07330CSA8 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y BRANCH BANKING AND TRUST CO N/A N/A N N 15395000.00 15395000.00 0.0030 N 15395000.00 15395000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.14% Participating VRDN Series Clipper 07 08, (Liquidity Facility State Street Bank & Trust Co., B 18886PSL0 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y STATE ST BK & TR CO BOSTON N/A N/A N N 11250000.00 11250000.00 0.0022 N 11250000.00 11250000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.14% Participating VRDN Series Putters 3548, (Liquidity Facility JPMorgan Chase Bank) 46633VDN6 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 9925000.00 9925000.00 0.0019 N 9925000.00 9925000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.14% Participating VRDN Series Putters 3650, (Liquidity Facility JPMorgan Chase Bank) 46633VNX3 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 11800000.00 11800000.00 0.0023 N 11800000.00 11800000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.14% Participating VRDN Series Putters 3529, (Liquidity Facility JPMorgan Chase Bank) 46633VBP3 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 26660000.00 26660000.00 0.0052 N 26660000.00 26660000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.14% Participating VRDN Series Putters 3531, (Liquidity Facility JPMorgan Chase Bank) 46633VBT5 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 12495000.00 12495000.00 0.0024 N 12495000.00 12495000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.14% Participating VRDN Series Putters 3530, (Liquidity Facility JPMorgan Chase Bank) 46633VBR9 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 1000000.00 1000000.00 0.0002 N 1000000.00 1000000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.14% Participating VRDN Series Putters 3104, (Liquidity Facility JPMorgan Chase Bank) 57586C8Q1 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 3550000.00 3550000.00 0.0007 N 3550000.00 3550000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.14% Participating VRDN Series PT 4633, (Liquidity Facility Deutsche Postbank AG) 74703XDV1 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y DEUTSCHE POSTBANK AG N/A N/A N N 25730000.00 25730000.00 0.0050 N 25730000.00 25730000.00 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 2011-11-01 2011-11-01 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 17650000.00 17650000.00 0.0034 N 17650000.00 17650000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.15% (Baystate Health Sys. Proj.) Series 2009 J2, LOC JPMorgan Chase Bank VRDN 57586EKB6 Variable Rate Demand Note First Tier Security 2011-11-01 2011-11-01 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 13550000.00 13550000.00 0.0026 N 13550000.00 13550000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.15% (Northeast Hosp. Corp. Proj.) Series 2004 G, LOC JPMorgan Chase Bank VRDN 57586CDV4 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 37600000.00 37600000.00 0.0073 N 37600000.00 37600000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.16% (Southcoast Health Sys. Obligated Group Proj.) Series 2008 C, LOC Bank of America NA VRDN 57586C6T7 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 15000000.00 15000000.00 0.0029 N 15000000.00 15000000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.16% (Winchester Hosp. Proj.) Series 2004 F, LOC Bank of America NA VRDN 57586CDD4 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 15170000.00 15170000.00 0.0029 N 15170000.00 15170000.00 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 2011-11-07 2011-11-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 17005000.00 17005000.00 0.0033 N 17005000.00 17005000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.20% (Northeast Hosp. Corp. Proj.) Series 2006 H, LOC Bank of America NA VRDN 57586CQJ7 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 23000000.00 23000000.00 0.0045 N 23000000.00 23000000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.20% Participating VRDN Series BA 08 3320, (Liquidity Facility Bank of America NA) 05248RBS9 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y BANK OF AMERICA NA N/A N/A N N 2810000.00 2810000.00 0.0005 N 2810000.00 2810000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.20% (Peabody Essex Museum Proj.) Series 2002, LOC Bank of America NA VRDN 57585KS25 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 15025000.00 15025000.00 0.0029 N 15025000.00 15025000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.20% (Mount Indl. Dev. Auth. College Proj.) Series 2007 A, LOC Bank of America NA VRDN 57586CYF6 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 1000000.00 1000000.00 0.0002 N 1000000.00 1000000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.24% Participating VRDN Series BA 08 1056, (Liquidity Facility Bank of America NA) 05248PSU0 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y BANK OF AMERICA NA N/A N/A N N 3290000.00 3290000.00 0.0006 N 3290000.00 3290000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.25% (Endicott College Proj.) Series 2004 D, LOC Bank of America NA VRDN 57586CCV5 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 23065000.00 23065000.00 0.0045 N 23065000.00 23065000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.25% (Endicott College Proj.) Series 2007 E, LOC Bank of America NA VRDN 57586CM51 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 12550000.00 12550000.00 0.0024 N 12550000.00 12550000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.27% (Fairview Extended Care Proj.) Series B, LOC Bank of America NA VRDN 57585JRR4 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 27800000.00 27800000.00 0.0054 N 27800000.00 27800000.00 Massachusetts Hsg. Fin. Agcy. Hsg. Rev. Massachusetts Hsg. Fin. Agcy. Hsg. Rev., 0.15% Series 2004 A, LOC Lloyds TSB Bank PLC VRDN 57586PHE9 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y LLOYDS TSB BANK PLC (UNGTD) N/A N/A Y LLOYDS TSB BANK PLC (UNGTD) N/A N/A N 28345000.00 28345000.00 0.0055 N 28345000.00 28345000.00 Massachusetts Hsg. Fin. Agcy. Multi-Family Rev. Massachusetts Hsg. Fin. Agcy. Multi-Family Rev., 0.15% (Princeton Crossing LP Proj.) Series 1996 A, LOC Fannie Mae Mtg. pass-thru certificates VRDN 5758545T7 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y FANNIE MAE N/A N/A Y FANNIE MAE N/A N/A N 20300000.00 20300000.00 0.0039 N 20300000.00 20300000.00 Massachusetts Indl. Fin. Agcy. Indl. Dev. Rev. Massachusetts Indl. Fin. Agcy. Indl. Dev. Rev., 0.40% (Decas Cranberry Proj.) Series 1997, LOC TD Banknorth, NA VRDN 575855S77 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 2250000.00 2250000.00 0.0004 N 2250000.00 2250000.00 Massachusetts Indl. Fin. Agcy. Indl. Dev. Rev. Massachusetts Indl. Fin. Agcy. Indl. Dev. Rev., 0.50% (United Plastics Proj.) Series 1997, LOC Wells Fargo Bank NA VRDN 575855S44 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y WELLS FARGO BK NATL ASSN N/A N/A Y WELLS FARGO BK NATL ASSN N/A N/A N 1380000.00 1380000.00 0.0003 N 1380000.00 1380000.00 Massachusetts Indl. Fin. Agcy. Indl. Dev. Rev. Massachusetts Indl. Fin. Agcy. Indl. Dev. Rev., 0.55% (Boutwell Owens & Co., Inc. Proj.) Series 1998, LOC Wells Fargo Bank NA VRDN 575855V73 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y WELLS FARGO BK NATL ASSN N/A N/A Y WELLS FARGO BK NATL ASSN N/A N/A N 560000.00 560000.00 0.0001 N 560000.00 560000.00 Massachusetts Indl. Fin. Agcy. Indl. Dev. Rev. Massachusetts Indl. Fin. Agcy. Indl. Dev. Rev., 0.60% (346 Univ. LLC Proj.) Series 1996, LOC Bank of America NA VRDN 575855P96 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 1000000.00 1000000.00 0.0002 N 1000000.00 1000000.00 Massachusetts Indl. Fin. Agcy. Indl. Dev. Rev. Massachusetts Indl. Fin. Agcy. Indl. Dev. Rev., 0.90% (Brady Enterprises Proj.) Series 1996, LOC Bank of America NA VRDN 575855R86 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 1250000.00 1250000.00 0.0002 N 1250000.00 1250000.00 Massachusetts Indl. Fin. Agcy. Indl. Dev. Rev. Massachusetts Indl. Fin. Agcy. Indl. Dev. Rev., 0.90% (BBB Esq. LLC Proj.) Series 1996, LOC Bank of America NA VRDN 575855S28 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 1900000.00 1900000.00 0.0004 N 1900000.00 1900000.00 Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 0.13% Participating VRDN Series Solar 06 108, (Liquidity Facility U.S. Bank NA, Minnesota) 27884FKJ8 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y US BANK NA CINCINNATI OHIO N/A N/A N N 14205000.00 14205000.00 0.0028 N 14205000.00 14205000.00 Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 0.14% Series 2010 D, LOC Bank of America NA VRDN 575896JD8 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 90305000.00 90305000.00 0.0175 N 90305000.00 90305000.00 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 2011-11-07 2011-11-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 11700000.00 11700000.00 0.0023 N 11700000.00 11700000.00 Massachusetts Port Auth. Spl. Proj. Rev. Massachusetts Port Auth. Spl. Proj. Rev., 0.17% (Harborside Hyatt Proj.) Series 2001 A, LOC Royal Bank of Scotland PLC VRDN 575897AC7 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y ROYAL BANK OF SCOTLAND PLC N/A N/A Y ROYAL BANK OF SCOTLAND PLC N/A N/A N 37100000.00 37100000.00 0.0072 N 37100000.00 37100000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.13% Participating VRDN Series Solar 05 03, (Liquidity Facility U.S. Bank NA, Minnesota) 27884FAE0 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y US BANK NA CINCINNATI OHIO N/A N/A N N 20230000.00 20230000.00 0.0039 N 20230000.00 20230000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.14% Participating VRDN Series EGL 07 0067, (Liquidity Facility Citibank NA) 576000GM9 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y CITIBANK NA N/A N/A N N 41660000.00 41660000.00 0.0081 N 41660000.00 41660000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.14% Participating VRDN Series EGL 07 0032, (Liquidity Facility Citibank NA) 576000FN8 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y CITIBANK NA N/A N/A N N 69300000.00 69300000.00 0.0134 N 69300000.00 69300000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.14% Participating VRDN Series ROC II R 12254, (Liquidity Facility Citibank NA) 576000KF9 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y CITIBANK NA N/A N/A N N 14000000.00 14000000.00 0.0027 N 14000000.00 14000000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.14% Participating VRDN Series Putters 2479Z, (Liquidity Facility JPMorgan Chase Bank) 576000JJ3 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 2340000.00 2340000.00 0.0005 N 2340000.00 2340000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.14% Participating VRDN Series EGL 07 0092, (Liquidity Facility Citibank NA) 576000GT4 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y CITIBANK NA N/A N/A N N 46095000.00 46095000.00 0.0089 N 46095000.00 46095000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.14% Participating VRDN Series Putters 1197, (Liquidity Facility Deutsche Bank AG New York 576000CZ4 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y DEUTSCHE BANK AG NEW YORK BNCH N/A N/A N N 990000.00 990000.00 0.0002 N 990000.00 990000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.14% Participating VRDN Series Putters 1185, (Liquidity Facility Deutsche Bank AG New York 576000CX9 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y DEUTSCHE BANK AG NEW YORK BNCH N/A N/A N N 10130000.00 10130000.00 0.0020 N 10130000.00 10130000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.14% Participating VRDN ROC II R 12193, (Liquidity Facility Citibank NA) 576000JB0 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y CITIBANK NA N/A N/A N N 8000000.00 8000000.00 0.0016 N 8000000.00 8000000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.14% Participating VRDN Series EGL 07 0031, (Liquidity Facility Citibank NA) 576000FL2 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y CITIBANK NA N/A N/A N N 47600000.00 47600000.00 0.0092 N 47600000.00 47600000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.15% Participating VRDN Series MS 3228X, (Liquidity Facility Morgan Stanley Bank, West Val 576000KX0 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y MORGAN STANLEY BK NA SALT LAKE N/A N/A N N 2500000.00 2500000.00 0.0005 N 2500000.00 2500000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.15% Participating VRDN Series Putters 3691, (Liquidity Facility JPMorgan Chase Bank) 46633VRV3 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 2100000.00 2100000.00 0.0004 N 2100000.00 2100000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.20% Participating VRDN Series BA 08 1082, (Liquidity Facility Bank of America NA) 05248PVN2 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y BANK OF AMERICA NA N/A N/A N N 7020000.00 7020000.00 0.0014 N 7020000.00 7020000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.24% Participating VRDN Series BA 08 3307, (Liquidity Facility Bank of America NA) 05248P3N3 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y BANK OF AMERICA NA N/A N/A N N 5000000.00 5000000.00 0.0010 N 5000000.00 5000000.00 Massachusetts St Wtr. Resources Auth. Massachusetts St Wtr. Resources Auth., 0.14% Participating VRDN Series Putters 3690, (Liquidity Facility JPMorgan Chase Bank) 46633VRT8 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 1300000.00 1300000.00 0.0003 N 1300000.00 1300000.00 Massachusetts Wtr. Poll. Abatement Trust Massachusetts Wtr. Poll. Abatement Trust, 0.13% Participating VRDN Series BBT 08 40, (Liquidity Facility Branch Banking & Trust Co.) 07330CNT2 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y BRANCH BANKING AND TRUST CO N/A N/A N N 15400000.00 15400000.00 0.0030 N 15400000.00 15400000.00 Massachusetts Wtr. Poll. Abatement Trust Massachusetts Wtr. Poll. Abatement Trust, 0.14% Participating VRDN Series Putters 3159, (Liquidity Facility JPMorgan Chase Bank) 46632PEK5 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 15490000.00 15490000.00 0.0030 N 15490000.00 15490000.00 Massachusetts Wtr. Poll. Abatement Trust Massachusetts Wtr. Poll. Abatement Trust, 0.14% Participating VRDN Series PT 4644, (Liquidity Facility Deutsche Postbank AG) 74703YLP3 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y DEUTSCHE POSTBANK AG N/A N/A N N 11225000.00 11225000.00 0.0022 N 11225000.00 11225000.00 Massachusetts Wtr. Poll. Abatement Trust Massachusetts Wtr. Poll. Abatement Trust, 0.17% Participating VRDN Series Clipper 06 11, (Liquidity Facility State Street Bank & Trust Co., Boston) 18886PPV1 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y STATE ST BK & TR CO BOSTON N/A N/A N N 23900000.00 23900000.00 0.0046 N 23900000.00 23900000.00 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.06% Series 2008 F, (Liquidity Facility Bank of Nova Scotia New York Branch) VRDN 5760494W7 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y BANK OF NOVA SCOTIA NY BRH N/A N/A N N 76355000.00 76355000.00 0.0148 N 76355000.00 76355000.00 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.11% Series 2008 E, (Liquidity Facility JPMorgan Chase Bank) VRDN 5760494U1 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 57370000.00 57370000.00 0.0111 N 57370000.00 57370000.00 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.13% Participating VRDN Series Solar 06 86, (Liquidity Facility U.S. Bank NA, Minnesota) 27884FHL7 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y US BANK NA CINCINNATI OHIO N/A N/A N N 21920000.00 21920000.00 0.0043 N 21920000.00 21920000.00 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.14% Participating VRDN Series Putters 2848, (Liquidity Facility JPMorgan Chase Bank) 5760494N7 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 19075000.00 19075000.00 0.0037 N 19075000.00 19075000.00 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.14% Participating VRDN Series EGL 06 0054, (Liquidity Facility Citibank NA) 576049S35 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y CITIBANK NA N/A N/A N N 4300000.00 4300000.00 0.0008 N 4300000.00 4300000.00 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.14% Participating VRDN Series ROC II R 11968, (Liquidity Facility Citibank NA) 576051DR4 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y CITIBANK NA N/A N/A N N 2185000.00 2185000.00 0.0004 N 2185000.00 2185000.00 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.14% Participating VRDN Series ROC II R 11914, (Liquidity Facility Citibank NA) 576051BT2 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y CITIBANK NA N/A N/A N N 1760000.00 1760000.00 0.0003 N 1760000.00 1760000.00 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.14% Participating VRDN Series EGL 7050011 Class A, (Liquidity Facility Citibank NA) 576049K66 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y CITIBANK NA N/A N/A N N 10990000.00 10990000.00 0.0021 N 10990000.00 10990000.00 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.17% Participating VRDN Series Putters 3911, (Liquidity Facility JPMorgan Chase Bank) 46633VY94 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 6665000.00 6665000.00 0.0013 N 6665000.00 6665000.00 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.18% Series 2008 B, (Liquidity Facility Bank of America NA) VRDN 5760494X5 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y BANK OF AMERICA NA N/A N/A N N 60430000.00 60430000.00 0.0117 N 60430000.00 60430000.00 Univ. of Massachusetts Bldg. Auth. Facilities Rev. Univ. of Massachusetts Bldg. Auth. Facilities Rev., 0.17% Series 2008 1, LOC Lloyds TSB Bank PLC VRDN 914440HE5 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y LLOYDS TSB BANK PLC (UNGTD) N/A N/A Y LLOYDS TSB BANK PLC (UNGTD) N/A N/A N 141320000.00 141320000.00 0.0274 N 141320000.00 141320000.00 Puerto Rico Commonwealth Hwy. & Trans. Auth. Trans. Rev. Puerto Rico Commonwealth Hwy. & Trans. Auth. Trans. Rev., 0.11% Series 1998 A, LOC Bank of Nova Scotia New York Branch VRDN 745190Y77 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y BANK OF NOVA SCOTIA NY BRH N/A N/A Y BANK OF NOVA SCOTIA NY BRH N/A N/A N 64165000.00 64165000.00 0.0124 N 64165000.00 64165000.00 Puerto Rico Commonwealth Pub. Impt. Gen. Oblig. Puerto Rico Commonwealth Pub. Impt. Gen. Oblig., 0.10% Series 2003 C5-2, LOC Barclays Bank PLC NY Branch VRDN 74514LYU5 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y BARCLAYS BANK PLC NY BRANCH N/A N/A Y BARCLAYS BANK PLC NY BRANCH N/A N/A N 51900000.00 51900000.00 0.0101 N 51900000.00 51900000.00 Colorado Reg'l. Trans. District Sales Tax Rev. Colorado Reg'l. Trans. District Sales Tax Rev., 0.20% Participating VRDN Series MT 741, (Liquidity Facility Bank of America NA) 74703Y3L2 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y BANK OF AMERICA NA N/A N/A N N 13300000.00 13300000.00 0.0026 N 13300000.00 13300000.00 Ohio Hsg. Fin. Agcy. Mtg. Rev. Ohio Hsg. Fin. Agcy. Mtg. Rev., 1.00% (Mtg.-Backed Securities Prog.) Series 2007 E, (Liquidity Facility KBC Bank NV) VRDN 676907QC5 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y KBC BANK NV N/A N/A N Y OBLIGOR OH RESIDENTIAL MORT REV 6/1/94 N/A N/A 10800000.00 10800000.00 0.0021 N 10800000.00 10800000.00 Maine Pub. Util. Fin. Pub. Util. Rev. Maine Pub. Util. Fin. Pub. Util. Rev., 0.47% (Maine Pub. Svc. Co. Proj.) Series 2000, LOC Bank of America NA VRDN 560488AC2 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 9000000.00 9000000.00 0.0017 N 9000000.00 9000000.00 Michigan City Ltd. Oblig. Rev. Michigan City Ltd. Oblig. Rev., 0.24% (Palatek Proj.) LOC Comerica Bank VRDN 594316AA9 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y COMERICA BK DALLAS TEX N/A N/A Y COMERICA BK DALLAS TEX N/A N/A N 4420000.00 4420000.00 0.0009 N 4420000.00 4420000.00 Delaware Econ. Dev. Auth. Rev. Delaware Econ. Dev. Auth. Rev., 0.40% (Delmarva Pwr. & Lt. Co. Proj.) Series 1999 A VRDN 246387JQ8 Variable Rate Demand Note Second Tier Security 2011-11-07 2011-11-07 Y DELMARVA POWER & LIGHT N/A N/A N N 4300000.00 4300000.00 0.0008 N 4300000.00 4300000.00 Billerica Gen. Oblig. Billerica Gen. Oblig., 1.50% BAN 0900596D3 Other Municipal Debt First Tier Security 2012-05-18 2012-05-18 N N N 5900000.00 5932545.79 0.0012 N 5938291.00 5938291.00 Billerica Gen. Oblig. Billerica Gen. Oblig., 1.50% BAN 0900596E1 Other Municipal Debt First Tier Security 2012-08-10 2012-08-10 N N N 10000000.00 10090109.07 0.0020 N 10089600.00 10089600.00 Boston Gen. Oblig. Boston Gen. Oblig., 2.50% Bonds Series 2011 A 100853MM9 Other Municipal Debt Unrated Security 2012-04-01 2012-04-01 N N N 6055000.00 6107882.98 0.0012 N 6112704.15 6112704.15 Boston Gen. Oblig. Boston Gen. Oblig., 5.00% Bonds Series 2008 A 100853DS6 Other Municipal Debt Second Tier Security 2012-04-01 2012-04-01 N N N 2575000.00 2626422.75 0.0005 N 2626422.75 2626422.75 Burlington Gen. Oblig. Burlington Gen. Oblig., 1.50% BAN 121835YM8 Other Municipal Debt First Tier Security 2012-07-27 2012-07-27 N N N 13326000.00 13446077.45 0.0026 N 13441802.94 13441802.94 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 11977000.00 12058941.54 0.0023 N 12059162.22 12059162.22 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 34700000.00 34987081.18 0.0068 N 34995297.00 34995297.00 Concord Gen. Oblig. Concord Gen. Oblig., 1.50% BAN 206273B52 Other Municipal Debt First Tier Security 2012-05-31 2012-05-31 N N N 2675000.00 2694555.17 0.0005 N 2694527.50 2694527.50 Dev. Fin. Agcy. Dev. Fin. Agcy., 0.22% Series 2001, LOC TD Banknorth, NA, CP 57563P9D7 Other Municipal Debt First Tier Security 2012-01-04 2012-01-04 N Y TD BANK NA WILMINGTON DE N/A N/A N 8624000.00 8624000.00 0.0017 N 8624000.00 8624000.00 Duxbury Gen. Oblig. Duxbury Gen. Oblig., 1.50% BAN 267399TX1 Other Municipal Debt Unrated Security 2012-06-28 2012-06-28 N N N 2665000.00 2684135.29 0.0005 N 2684747.65 2684747.65 Framingham Gen. Oblig. Framingham Gen. Oblig., 2.00% Bonds 351694P99 Other Municipal Debt Unrated Security 2012-06-15 2012-06-15 N N N 3697000.00 3736109.90 0.0007 N 3736594.87 3736594.87 Gloucester Gen. Oblig. Gloucester Gen. Oblig., 1.00% BAN Series A 3797128B1 Other Municipal Debt First Tier Security 2012-03-16 2012-03-16 N N N 12818317.00 12852703.90 0.0025 N 12852926.46 12852926.46 Grafton Gen. Oblig. Grafton Gen. Oblig., 2.00% BAN 384406LC6 Other Municipal Debt First Tier Security 2012-04-12 2012-04-12 N N N 10000000.00 10065556.28 0.0020 N 10074900.00 10074900.00 Haverhill Gen. Oblig. Haverhill Gen. Oblig., 1.50% BAN 4195064S6 Other Municipal Debt First Tier Security 2011-12-01 2011-12-01 N N N 7000000.00 7005782.19 0.0014 N 7006440.00 7006440.00 Marblehead Gen. Oblig. Marblehead Gen. Oblig., 1.50% BAN 566081SE6 Other Municipal Debt First Tier Security 2012-08-10 2012-08-10 N N N 6596000.00 6658512.87 0.0013 N 6658200.28 6658200.28 Marlborough Gen. Oblig. Marlborough Gen. Oblig., 1.50% BAN 570884P83 Other Municipal Debt First Tier Security 2012-06-20 2012-06-20 N N N 4350000.00 4382965.35 0.0009 N 4384495.50 4384495.50 Massachusetts Bay Trans. Auth. Sales Tax Rev. Massachusetts Bay Trans. Auth. Sales Tax Rev., 5.00% Bonds Series C 575579SC2 Other Municipal Debt Unrated Security 2012-07-01 2012-07-01 N N N 1600000.00 1650509.59 0.0003 N 1650384.00 1650384.00 Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev. Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev., 4.00% Bonds Series B 57563CBK7 Other Municipal Debt Unrated Security 2012-01-01 2012-01-01 N N Y OBLIGOR MASSACHUSETTS ST TPK AUTH MET N/A N/A 6350000.00 6382722.76 0.0012 N 6384544.00 6384544.00 Massachusetts Dev. Fin. Agcy. Electrical Utils. Rev. Massachusetts Dev. Fin. Agcy. Electrical Utils. Rev., 0.65% Bonds (Nantucket Elec. Co. Proj.) Series 2005, tender 11/30/2011, CP Mode 57584GAC2 Other Municipal Debt Second Tier Security 2011-11-30 2011-11-30 N N Y OBLIGOR NANTUCKET ELEC CO N/A N/A 3600000.00 3600000.00 0.0007 N 3600000.00 3600000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.18% 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 9950000.00 9950000.00 0.0019 N 9950000.00 9950000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 5.00% Bonds Series R1 57583R3R4 Other Municipal Debt Unrated Security 2012-07-01 2012-07-01 N N Y OBLIGOR BOSTON COLLEGE,MA N/A N/A 1000000.00 1031853.78 0.0002 N 1031490.00 1031490.00 Massachusetts Fed. Hwy. Massachusetts Fed. Hwy., 0.00% Bonds Series 2011 B, (Escrowed to Maturity) 57583PBZ1 Other Municipal Debt Unrated Security 2012-06-15 2012-06-15 N N N 1000000.00 998443.10 0.0002 N 996800.00 996800.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.14% Bonds Series 2011 A 57582PWT3 Other Municipal Debt Unrated Security 2011-11-03 2012-02-01 N N N 13800000.00 13800000.00 0.0027 N 13800276.00 13800276.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 2.00% Bonds Series 2011 B 57582PWY2 Other Municipal Debt Unrated Security 2012-01-01 2012-01-01 N N N 5875000.00 5891314.47 0.0011 N 5892390.00 5892390.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 3.00% Bonds Series 2009 B 57582PRF9 Other Municipal Debt Unrated Security 2012-07-01 2012-07-01 N N N 2150000.00 2188902.64 0.0004 N 2189323.50 2189323.50 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 39925000.00 41307795.34 0.0080 N 41294028.25 41294028.25 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.00% Bonds Series 2006 A 57582N5D3 Other Municipal Debt Unrated Security 2012-07-01 2012-07-01 N N N 1925000.00 1985966.10 0.0004 N 1985618.25 1985618.25 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.00% Bonds Series 1995 A 575826MM1 Other Municipal Debt Unrated Security 2012-07-01 2012-07-01 N N N 1395000.00 1439322.58 0.0003 N 1438830.90 1438830.90 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.50% Bonds Series 2002 C 57582NDH5 Other Municipal Debt Unrated Security 2011-11-01 2011-11-01 N N N 2435000.00 2435000.00 0.0005 N 2435000.00 2435000.00 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 2155000.00 2164047.67 0.0004 N 2163986.35 2163986.35 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 6.00% Bonds Series 1996 A 575827EG1 Other Municipal Debt Unrated Security 2011-11-01 2011-11-01 N N N 5575000.00 5575000.00 0.0011 N 5575000.00 5575000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.10% Series EE, CP 00N992JS2 Other Municipal Debt First Tier Security 2011-11-02 2011-11-02 N N Y OBLIGOR PRESIDENT & FELLOWS HARVARD CO N/A N/A 90725000.00 90725000.00 0.0176 N 90725000.00 90725000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.10% Series EE, CP 00N992JF0 Other Municipal Debt First Tier Security 2011-11-02 2011-11-02 N N Y OBLIGOR PRESIDENT & FELLOWS HARVARD CO N/A N/A 13000000.00 13000000.00 0.0025 N 13000000.00 13000000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.10% Series EE, CP 00N992JK9 Other Municipal Debt First Tier Security 2011-11-02 2011-11-02 N N Y OBLIGOR PRESIDENT & FELLOWS HARVARD CO N/A N/A 15000000.00 15000000.00 0.0029 N 15000000.00 15000000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.10% Series EE, CP 00N992JN3 Other Municipal Debt First Tier Security 2011-11-07 2011-11-07 N N Y OBLIGOR PRESIDENT & FELLOWS HARVARD CO N/A N/A 8500000.00 8500000.00 0.0016 N 8500000.00 8500000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.10% Series EE, CP 00N992JM5 Other Municipal Debt First Tier Security 2011-11-14 2011-11-14 N N Y OBLIGOR PRESIDENT & FELLOWS HARVARD CO N/A N/A 30325000.00 30325000.00 0.0059 N 30325000.00 30325000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.10% Series EE, CP 00N992JR4 Other Municipal Debt First Tier Security 2011-11-17 2011-11-17 N N Y OBLIGOR PRESIDENT & FELLOWS HARVARD CO N/A N/A 1000000.00 1000000.00 0.0002 N 1000000.00 1000000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.11% Series EE, CP 00N992JG8 Other Municipal Debt First Tier Security 2011-11-07 2011-11-07 N N Y OBLIGOR PRESIDENT & FELLOWS HARVARD CO N/A N/A 10981000.00 10981000.00 0.0021 N 10981000.00 10981000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.11% Series EE, CP 00N992JP8 Other Municipal Debt First Tier Security 2011-12-06 2011-12-06 N N Y OBLIGOR PRESIDENT & FELLOWS HARVARD CO N/A N/A 12000000.00 12000000.00 0.0023 N 12000000.00 12000000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.14% Bonds (Partners Healthcare Sys., Inc. Proj.) Series 2008 H1, tender 11/07/2011, CP Mode 57586CV93 Other Municipal Debt First Tier Security 2011-11-07 2011-11-07 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 5000000.00 5000000.00 0.0010 N 5000000.00 5000000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.14% Bonds (Partners Healthcare Sys., Inc. Proj.) Series 2008 H1, tender 11/07/2011, CP Mode 57586CV93 Other Municipal Debt First Tier Security 2011-11-07 2011-11-07 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 2660000.00 2660000.00 0.0005 N 2660000.00 2660000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.15% Bonds (Partners Healthcare Sys., Inc. Proj.) Series 2008 H1, tender 11/03/2011, CP Mode 57586CV93 Other Municipal Debt First Tier Security 2011-11-03 2011-11-03 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 12500000.00 12500000.00 0.0024 N 12500000.00 12500000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.15% Bonds (Partners HealthCare Sys. Proj.) Series 2008 H2, tender 02/06/2012, CP Mode 57586CW27 Other Municipal Debt First Tier Security 2012-02-06 2012-02-06 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 19790000.00 19790000.00 0.0038 N 19790000.00 19790000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.16% Bonds (Partners HealthCare Sys. Proj.) Series 2008 H1, tender 03/01/2012, CP Mode 57586CV93 Other Municipal Debt First Tier Security 2012-03-01 2012-03-01 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 8000000.00 8000000.00 0.0016 N 8000000.00 8000000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.17% Bonds (Partners HealthCare Sys., Inc. Proj.) Series 2008 H2, tender 02/03/2012, CP Mode 57586CW27 Other Municipal Debt First Tier Security 2012-02-03 2012-02-03 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 14040000.00 14040000.00 0.0027 N 14040000.00 14040000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.17% Bonds (Partners HealthCare Sys., Inc. Proj.) Series 2008 H2, tender 02/08/2012, CP Mode 57586CW27 Other Municipal Debt First Tier Security 2012-02-08 2012-02-08 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 19790000.00 19790000.00 0.0038 N 19790000.00 19790000.00 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 2600000.00 2600000.00 0.0005 N 2600000.00 2600000.00 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 12500000.00 12500000.00 0.0024 N 12500000.00 12500000.00 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 0.0014 N 7020000.00 7020000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.23% Bonds (Partners HealthCare Sys. Proj.) Series 2008 H1, tender 02/09/2012, CP Mode 57586CV93 Other Municipal Debt First Tier Security 2012-02-09 2012-02-09 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 10000000.00 10000000.00 0.0019 N 10000000.00 10000000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.24% Bonds (Partners HealthCare Sys. Proj.) Series 2008 H1, tender 02/09/2012, CP Mode 57586CV93 Other Municipal Debt First Tier Security 2012-02-09 2012-02-09 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 10000000.00 10000000.00 0.0019 N 10000000.00 10000000.00 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 24550000.00 24819173.95 0.0048 N 24820295.50 24820295.50 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 11/22/2011, CP Mode 575856BE8 Other Municipal Debt Second Tier Security 2011-11-22 2011-11-22 N N Y OBLIGOR NEW ENGLAND POWER CO N/A N/A 7660000.00 7660000.00 0.0015 N 7660000.00 7660000.00 Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev. Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev., 0.70% Bonds (New England Pwr. Co. Proj.) Series 1993 B, tender 11/18/2011, CP Mode 575856BG3 Other Municipal Debt Second Tier Security 2011-11-18 2011-11-18 N N Y OBLIGOR NEW ENGLAND POWER CO N/A N/A 2020000.00 2020000.00 0.0004 N 2020000.00 2020000.00 Massachusetts Indl. Fin. Agcy. Rev. Massachusetts Indl. Fin. Agcy. Rev., 5.50% Bonds (Tufts Univ. Proj.) Series H 575925MV1 Other Municipal Debt Unrated Security 2012-02-15 2012-02-15 N N Y OBLIGOR TUFTS UNIV, MA N/A N/A 2265000.00 2298478.75 0.0004 N 2298771.15 2298771.15 Massachusetts Muni. Wholesale Elec. Co. Pwr. Supply Sys. Rev. Massachusetts Muni. Wholesale Elec. Co. Pwr. Supply Sys. Rev., 5.25% Bonds (Nuclear #4 Proj.) Series A 575765VC3 Other Municipal Debt Unrated Security 2012-07-01 2012-07-01 N N N 8510000.00 8665443.17 0.0017 N 8660371.70 8660371.70 Massachusetts Muni. Wholesale Elec. Co. Pwr. Supply Sys. Rev. Massachusetts Muni. Wholesale Elec. Co. Pwr. Supply Sys. Rev., 5.25% Bonds (Nuclear Mix #1 Proj.) Series A 575765UP5 Other Municipal Debt Unrated Security 2012-07-01 2012-07-01 N N N 8000000.00 8146127.54 0.0016 N 8141360.00 8141360.00 Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 0.15% Series 2003 A, LOC Bank of New York, New York, CP 57599LDD9 Other Municipal Debt First Tier Security 2011-11-08 2011-11-08 N Y BANK OF NEW YORK MELLON N/A N/A N 5000000.00 5000000.00 0.0010 N 5000000.00 5000000.00 Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 0.16% Series 2003 A, LOC Bank of New York, New York, CP 57599LDK3 Other Municipal Debt First Tier Security 2012-01-10 2012-01-10 N Y BANK OF NEW YORK MELLON N/A N/A N 5000000.00 5000000.00 0.0010 N 5000000.00 5000000.00 Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 0.18% Series 2003 B, LOC Bank of New York, New York, CP 57599LDJ6 Other Municipal Debt First Tier Security 2012-01-10 2012-01-10 N Y BANK OF NEW YORK MELLON N/A N/A N 15000000.00 15000000.00 0.0029 N 15000000.00 15000000.00 Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 0.18% Series 2003 B, LOC Bank of New York, New York, CP 57599LDQ0 Other Municipal Debt First Tier Security 2012-01-17 2012-01-17 N Y BANK OF NEW YORK MELLON N/A N/A N 15000000.00 15000000.00 0.0029 N 15000000.00 15000000.00 Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 0.18% Series 2003 B, LOC Bank of New York, New York, CP 57599LDM9 Other Municipal Debt First Tier Security 2012-01-18 2012-01-18 N Y BANK OF NEW YORK MELLON N/A N/A N 15000000.00 15000000.00 0.0029 N 15000000.00 15000000.00 Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 0.18% Series 2003 B, LOC Bank of New York, New York, CP 57599LDL1 Other Municipal Debt First Tier Security 2012-01-19 2012-01-19 N Y BANK OF NEW YORK MELLON N/A N/A N 14000000.00 14000000.00 0.0027 N 14000000.00 14000000.00 Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 0.18% Series 2003 B, LOC Bank of New York, New York, CP 57599LDN7 Other Municipal Debt First Tier Security 2012-01-23 2012-01-23 N Y BANK OF NEW YORK MELLON N/A N/A N 10000000.00 10000000.00 0.0019 N 10000000.00 10000000.00 Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 3.00% Bonds Series 2010 C 575896HQ1 Other Municipal Debt Unrated Security 2012-07-01 2012-07-01 N N N 500000.00 507922.08 0.0001 N 508170.00 508170.00 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 32500000.00 32525756.02 0.0063 N 32532500.00 32532500.00 Massachusetts State Dev. Fin. Agcy. Elec. Util. Rev. Massachusetts State Dev. Fin. Agcy. Elec. Util. Rev., 0.60% Bonds (Nantucket Elec. Co. Proj.) Series 2007 tender 11/02/2011, CP Mode 57584TAA8 Other Municipal Debt Second Tier Security 2011-11-02 2011-11-02 N N Y OBLIGOR NANTUCKET ELEC CO N/A N/A 12200000.00 12200000.00 0.0024 N 12200000.00 12200000.00 Massachusetts State Dev. Fing. Agcy. Poll. Cont. Rev. Massachusetts State Dev. Fing. Agcy. Poll. Cont. Rev., 0.90% Bonds (Massachusetts Elec. Co. Proj.) Series 2004 M, tender 11/02/2011, CP Mode 57584LAB3 Other Municipal Debt Second Tier Security 2011-11-02 2011-11-02 N N Y OBLIGOR MASS ELECTRIC CO N/A N/A 200000.00 200000.00 0.0000 N 200000.00 200000.00 Massachusetts Wtr. Poll. Abatement Trust Massachusetts Wtr. Poll. Abatement Trust, 5.00% Bonds Series 2002 A, (Pre-Refunded to 8/1/2012 @ 100) 57604PL69 Other Municipal Debt Unrated Security 2012-08-01 2012-08-01 N N N 1000000.00 1035741.39 0.0002 N 1035530.00 1035530.00 Massachusetts Wtr. Poll. Abatement Trust Massachusetts Wtr. Poll. Abatement Trust, 5.00% Bonds Series 14 57604PV50 Other Municipal Debt Unrated Security 2012-08-01 2012-08-01 N N N 7800000.00 8077645.18 0.0016 N 8074794.00 8074794.00 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.16% Series 99, LOC State Street Bank & Trust Co., Boston, CP 5760519S7 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 18000000.00 18000000.00 0.0035 N 18000000.00 18000000.00 Melrose Gen. Oblig. Melrose Gen. Oblig., 0.90% BAN 585565PB4 Other Municipal Debt First Tier Security 2011-11-17 2011-11-17 N N N 5270000.00 5271488.33 0.0010 N 5271686.40 5271686.40 Melrose Gen. Oblig. Melrose Gen. Oblig., 1.50% BAN 585565PA6 Other Municipal Debt Unrated Security 2011-11-17 2011-11-17 N N N 2725000.00 2726139.57 0.0005 N 2726526.00 2726526.00 Middleton Gen. Oblig. Middleton Gen. Oblig., 1.50% BAN 596731ES4 Other Municipal Debt First Tier Security 2011-12-07 2011-12-07 N N N 15850000.00 15867275.19 0.0031 N 15872031.50 15872031.50 Nantucket Gen. Oblig. Nantucket Gen. Oblig., 1.50% BAN 630191TT1 Other Municipal Debt First Tier Security 2012-02-24 2012-02-24 N N N 5750000.00 5769696.81 0.0011 N 5772712.50 5772712.50 Needham Gen. Oblig. Needham Gen. Oblig., 1.50% BAN 639846E91 Other Municipal Debt First Tier Security 2012-06-15 2012-06-15 N N N 5762000.00 5807271.92 0.0011 N 5807462.18 5807462.18 Shrewsbury Gen. Oblig. Shrewsbury Gen. Oblig., 1.50% BAN 825502WH6 Other Municipal Debt First Tier Security 2012-07-13 2012-07-13 N N N 3625000.00 3654178.76 0.0007 N 3654326.25 3654326.25 Stow Gen. Oblig. Stow Gen. Oblig., 1.50% BAN 862378GV2 Other Municipal Debt First Tier Security 2012-09-28 2012-09-28 N N N 6700000.00 6773881.86 0.0013 N 6773432.00 6773432.00 Tewksbury Gen. Oblig. Tewksbury Gen. Oblig., 1.00% BAN 881626B87 Other Municipal Debt Unrated Security 2012-02-07 2012-02-07 N N N 10350000.00 10364224.21 0.0020 N 10363765.50 10363765.50 Univ. of Massachusetts Bldg. Auth. Facilities Rev. Univ. of Massachusetts Bldg. Auth. Facilities Rev., 2.50% Bonds Series 2010-1 914440KN1 Other Municipal Debt First Tier Security 2011-11-01 2011-11-01 N N Y OBLIGOR UNIV OF MASSACHUSETTS N/A N/A 4710000.00 4710000.00 0.0009 N 4710000.00 4710000.00 Wayland Massachusetts Wayland Massachusetts, 2.00% Bonds 944216XE5 Other Municipal Debt Unrated Security 2012-02-01 2012-02-01 N N N 2430000.00 2439576.66 0.0005 N 2440910.70 2440910.70 Fidelity Revere Str Trust Fidelity Municipal Cash Central Fund, 0.10% 31635A204 Investment Company Unrated Security 2011-11-07 2011-11-07 N N N 733042000.00 733042000.00 0.1422 N 733042000.00 733042000.00