N-MFP LIVE N 2011-12-30 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 32 32 1298367948.27 5285609.47 318615.82 1303334941.92 0.0013 1.0008 2011-12-30 1.0008 2011-12-30 C000019442 25000.00 296056336.93 1.00 1075928.89 10928744.87 9852815.98 0.0001 1.0011 2011-12-30 1.0011 2011-12-30 C000047913 1000000.00 1006694684.59 1.00 -11303480.33 21482193.76 32785674.09 0.0001 1.0007 2011-12-30 1.0007 2011-12-30 C000047914 1000000.00 583920.40 1.00 -310053.97 2.08 310056.05 0.0001 1.0007 2011-12-30 1.0007 2011-12-30 Boston Wtr. & Swr. Commission Rev. Boston Wtr. & Swr. Commission Rev., 0.06% Series 1994 A, LOC State Street Bank & Trust Co., Boston VRDN 101029HM1 Variable Rate Demand Note First Tier Security 2012-01-06 2012-01-06 Y STATE ST BK & TR CO BOSTON N/A N/A Y STATE ST BK & TR CO BOSTON N/A N/A N 1700000.00 1700000.00 0.0013 N 1700000.00 1700000.00 Massachusetts Bay Trans. Auth. Sales Tax Rev. Massachusetts Bay Trans. Auth. Sales Tax Rev., 0.09% Participating VRDN Series ROC II R 11933, (Liquidity Facility Citibank NA) 575579XF9 Variable Rate Demand Note First Tier Security 2012-01-06 2012-01-06 Y CITIBANK NA N/A N/A N N 6000000.00 6000000.00 0.0046 N 6000000.00 6000000.00 Massachusetts Bay Trans. Auth. Sales Tax Rev. Massachusetts Bay Trans. Auth. Sales Tax Rev., 0.11% Series 2008 A1, (Liquidity Facility JPMorgan Chase Bank) VRDN 575579TJ6 Variable Rate Demand Note First Tier Security 2012-01-06 2012-01-06 Y JPMORGAN CHASE BANK NA N/A N/A N N 18210000.00 18210000.00 0.0140 N 18210000.00 18210000.00 Massachusetts Bay Trans. Auth. Sales Tax Rev. Massachusetts Bay Trans. Auth. Sales Tax Rev., 0.13% Participating VRDN Series Clipper 07 18, (Liquidity Facility State Street Bank & Trust Co., Bosto 18886PUV5 Variable Rate Demand Note First Tier Security 2012-01-06 2012-01-06 Y STATE ST BK & TR CO BOSTON N/A N/A N N 53100000.00 53100000.00 0.0407 N 53100000.00 53100000.00 Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev. Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev., 0.06% Series 2010 A2, LOC Wells Fargo Bank NA VRDN 57563CBG6 Variable Rate Demand Note First Tier Security 2012-01-06 2012-01-06 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 0.0039 N 5100000.00 5100000.00 Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev. Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev., 0.08% Series 2010 A1, LOC Citibank NA VRDN 57563CBF8 Variable Rate Demand Note First Tier Security 2012-01-06 2012-01-06 Y CITIBANK NA N/A N/A Y CITIBANK NA N/A N/A N 20150000.00 20150000.00 0.0155 N 20150000.00 20150000.00 Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev. Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev., 0.09% Series 2010 A6, LOC Bank of America NA VRDN 57563CAF9 Variable Rate Demand Note First Tier Security 2012-01-06 2012-01-06 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 6000000.00 6000000.00 0.0046 N 6000000.00 6000000.00 Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev. Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev., 0.10% (Tammy Brook Apts. Proj.) Series 2009, LOC Freddie Mac VRDN 57583XBN1 Variable Rate Demand Note First Tier Security 2012-01-06 2012-01-06 Y FREDDIE MAC N/A N/A Y FREDDIE MAC N/A N/A N 3670000.00 3670000.00 0.0028 N 3670000.00 3670000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.04% (Boston Univ. Proj.) Series U1, LOC Bank of Nova Scotia New York Branch VRDN 57583RVV4 Variable Rate Demand Note First Tier Security 2012-01-06 2012-01-06 Y BANK OF NOVA SCOTIA NY BRH N/A N/A Y BANK OF NOVA SCOTIA NY BRH N/A N/A N 2800000.00 2800000.00 0.0021 N 2800000.00 2800000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.05% (Babson College Proj.) Series 2008 A, LOC Fed. Home Ln. Bank of Boston VRDN 57583RL86 Variable Rate Demand Note First Tier Security 2012-01-06 2012-01-06 Y FEDERAL HOME LN BK OF BOSTON N/A N/A Y FEDERAL HOME LN BK OF BOSTON N/A N/A N 19105000.00 19105000.00 0.0147 N 19105000.00 19105000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.06% (Olin College Proj.) Series 2008 C2, LOC RBS Citizens NA VRDN 57583RZF5 Variable Rate Demand Note Second Tier Security 2012-01-03 2012-01-03 Y RBS CITIZENS NA N/A N/A Y RBS CITIZENS NA N/A N/A N 7000000.00 7000000.00 0.0054 N 7000000.00 7000000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.07% (Boston Univ. Proj.) Series U-6C, LOC JPMorgan Chase Bank VRDN 57583RWB7 Variable Rate Demand Note First Tier Security 2012-01-03 2012-01-03 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 5100000.00 5100000.00 0.0039 N 5100000.00 5100000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.07% (ISO New England, Inc. Proj.) Series 2005, LOC TD Banknorth, NA VRDN 57583RAA3 Variable Rate Demand Note First Tier Security 2012-01-06 2012-01-06 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 16100000.00 16100000.00 0.0124 N 16100000.00 16100000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.08% (Worcester Polytechnic Institute Proj.) Series 2008 A, LOC TD Banknorth, NA VRDN 57583RTX3 Variable Rate Demand Note First Tier Security 2012-01-06 2012-01-06 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 0.0182 N 23740000.00 23740000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.09% (Fay School Proj.) Series 2008, LOC TD Banknorth, NA VRDN 57583RTZ8 Variable Rate Demand Note First Tier Security 2012-01-06 2012-01-06 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 0.0042 N 5450000.00 5450000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.09% (YMCA of Greater Boston Proj.) Series 2004 A, LOC Fed. Home Ln. Bank of Boston VRDN 57583F5X5 Variable Rate Demand Note First Tier Security 2012-01-06 2012-01-06 Y FEDERAL HOME LN BK OF BOSTON N/A N/A Y FEDERAL HOME LN BK OF BOSTON N/A N/A N 8100000.00 8100000.00 0.0062 N 8100000.00 8100000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.09% (Saint Mark's School Proj.) Series 2004, LOC JPMorgan Chase Bank VRDN 57583F4Z1 Variable Rate Demand Note First Tier Security 2012-01-06 2012-01-06 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 4700000.00 4700000.00 0.0036 N 4700000.00 4700000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.09% (YMCA of Greater Boston Proj.) Series 2007, LOC Fed. Home Ln. Bank of Boston VRDN 57583RKV6 Variable Rate Demand Note First Tier Security 2012-01-06 2012-01-06 Y FEDERAL HOME LN BK OF BOSTON N/A N/A Y FEDERAL HOME LN BK OF BOSTON N/A N/A N 8005000.00 8005000.00 0.0061 N 8005000.00 8005000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.09% (Abby Kelley Foster Charter Pub. School Proj.) Series 2008, LOC TD Banknorth, NA VRDN 57583RWJ0 Variable Rate Demand Note First Tier Security 2012-01-06 2012-01-06 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 0.0037 N 4800000.00 4800000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.10% (Smith College Proj.) Series 2007, (Liquidity Facility Bank of America NA) VRDN 57583R2R5 Variable Rate Demand Note First Tier Security 2012-01-06 2012-01-06 Y BANK OF AMERICA NA N/A N/A N Y OBLIGOR SMITH COLLEGE, MA N/A N/A 20300000.00 20300000.00 0.0156 N 20300000.00 20300000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.10% (Briarwood Retirement Cmnty. Proj.) Series 2004 A, LOC Manufacturers & Traders Trust Co. VRDN 57583F5P2 Variable Rate Demand Note First Tier Security 2012-01-06 2012-01-06 Y MANUFACTURERS & TRADERS TR CO N/A N/A Y MANUFACTURERS & TRADERS TR CO N/A N/A N 3900000.00 3900000.00 0.0030 N 3900000.00 3900000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.12% Series 2011 B, LOC Manufacturers & Traders Trust Co. VRDN 57583ULM8 Variable Rate Demand Note First Tier Security 2012-01-06 2012-01-06 Y MANUFACTURERS & TRADERS TR CO N/A N/A Y MANUFACTURERS & TRADERS TR CO N/A N/A N 4450000.00 4450000.00 0.0034 N 4450000.00 4450000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.12% (Neighborhood House Charter Proj.) Series 2003 A, LOC Bank of America NA VRDN 57583F4D0 Variable Rate Demand Note First Tier Security 2012-01-06 2012-01-06 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 7100000.00 7100000.00 0.0054 N 7100000.00 7100000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.13% (Institute of Contemporary Art Proj.) Series 2004 A, LOC Bank of America NA VRDN 57583F4X6 Variable Rate Demand Note First Tier Security 2012-01-06 2012-01-06 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 2300000.00 2300000.00 0.0018 N 2300000.00 2300000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.13% (Lasell Village Proj.) Series 2007, LOC Bank of America NA VRDN 57583RMT9 Variable Rate Demand Note First Tier Security 2012-01-06 2012-01-06 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 18990000.00 18990000.00 0.0146 N 18990000.00 18990000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.14% (Ed. Lawrence Academy Proj.) Series 2003 A, LOC Bank of America NA VRDN 57583FN23 Variable Rate Demand Note First Tier Security 2012-01-06 2012-01-06 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 2600000.00 2600000.00 0.0020 N 2600000.00 2600000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.15% (Williston Northampton School Proj.) Series 2010, LOC Bank of America NA VRDN 57583RZ40 Variable Rate Demand Note First Tier Security 2012-01-06 2012-01-06 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 2700000.00 2700000.00 0.0021 N 2700000.00 2700000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.16% (Judge Rotenburg Ctr. Proj.) Series 2003, LOC Bank of America NA VRDN 57583FQ87 Variable Rate Demand Note First Tier Security 2012-01-06 2012-01-06 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 1500000.00 1500000.00 0.0012 N 1500000.00 1500000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.19% (Int'l. Fund For Animal Welfare, Inc. Proj.) Series 2006, LOC Bank of America NA VRDN 57583RGU3 Variable Rate Demand Note First Tier Security 2012-01-06 2012-01-06 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 12480000.00 12480000.00 0.0096 N 12480000.00 12480000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.20% (Children's Museum Proj.) Series 2006, LOC RBS Citizens NA VRDN 57583RGQ2 Variable Rate Demand Note First Tier Security 2012-01-03 2012-01-03 Y RBS CITIZENS NA N/A N/A Y RBS CITIZENS NA N/A N/A N 10700000.00 10700000.00 0.0082 N 10700000.00 10700000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.29% (City Year Proj.) Series 2006, LOC Bank of America NA VRDN 57583RFS9 Variable Rate Demand Note First Tier Security 2012-01-06 2012-01-06 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 8215000.00 8215000.00 0.0063 N 8215000.00 8215000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.07% Participating VRDN Series Putters 4022, (Liquidity Facility JPMorgan Chase & Co.) 46636YFG0 Variable Rate Demand Note First Tier Security 2012-01-03 2012-01-03 Y JPMORGAN CHASE & CO N/A N/A N N 1300000.00 1300000.00 0.0010 N 1300000.00 1300000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.10% Participating VRDN Series Putters 3898, (Liquidity Facility JPMorgan Chase Bank) 46633VV55 Variable Rate Demand Note First Tier Security 2012-01-06 2012-01-06 Y JPMORGAN CHASE BANK NA N/A N/A N N 7500000.00 7500000.00 0.0058 N 7500000.00 7500000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.10% Participating VRDN Series Putters 2022, (Liquidity Facility JPMorgan Chase Bank) 57582PGC8 Variable Rate Demand Note First Tier Security 2012-01-06 2012-01-06 Y JPMORGAN CHASE BANK NA N/A N/A N N 4000000.00 4000000.00 0.0031 N 4000000.00 4000000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.10% Participating VRDN Series EGL 07 0149, (Liquidity Facility Citibank NA) 57582PGZ7 Variable Rate Demand Note First Tier Security 2012-01-06 2012-01-06 Y CITIBANK NA N/A N/A N N 13700000.00 13700000.00 0.0105 N 13700000.00 13700000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.11% Participating VRDN Series Putters 3699, (Liquidity Facility JPMorgan Chase Bank) 46633VSJ9 Variable Rate Demand Note First Tier Security 2012-01-06 2012-01-06 Y JPMORGAN CHASE BANK NA N/A N/A N N 4400000.00 4400000.00 0.0034 N 4400000.00 4400000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.13% Participating VRDN Series Clipper 07 39, (Liquidity Facility State Street Bank & Trust Co., Boston) 18886PA39 Variable Rate Demand Note First Tier Security 2012-01-06 2012-01-06 Y STATE ST BK & TR CO BOSTON N/A N/A N N 26900000.00 26900000.00 0.0206 N 26900000.00 26900000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.13% Participating VRDN Series Clipper 07 06, (Liquidity Facility State Street Bank & Trust Co., Boston) 18886PRV9 Variable Rate Demand Note First Tier Security 2012-01-06 2012-01-06 Y STATE ST BK & TR CO BOSTON N/A N/A N N 17900000.00 17900000.00 0.0137 N 17900000.00 17900000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.16% Participating VRDN Series MT 723, (Liquidity Facility Bank of America NA) 74703YW63 Variable Rate Demand Note First Tier Security 2012-01-06 2012-01-06 Y BANK OF AMERICA NA N/A N/A N N 5100000.00 5100000.00 0.0039 N 5100000.00 5100000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.02% (Wellesley College Proj.) Series B VRDN 575851NQ9 Variable Rate Demand Note First Tier Security 2012-01-06 2012-01-06 Y WELLESLEY COLLEGE, MA N/A N/A N N 1200000.00 1200000.00 0.0009 N 1200000.00 1200000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.04% (Partners HealthCare Sys., Inc. Proj.) Series D6 VRDN 57585K3Q9 Variable Rate Demand Note First Tier Security 2012-01-03 2012-01-03 Y PARTNERS HEALTHCARE SYS INC N/A N/A N N 1730000.00 1730000.00 0.0013 N 1730000.00 1730000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.06% (The Henry Heywood Memorial Hosp. Issue Proj.) Series 2009 C, LOC TD Banknorth, NA VRDN 57586EGT2 Variable Rate Demand Note First Tier Security 2012-01-03 2012-01-03 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 2985000.00 2985000.00 0.0023 N 2985000.00 2985000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.06% (Harvard Vanguard Med. Associates Proj.) Series 2004, LOC TD Banknorth, NA VRDN 57586CCZ6 Variable Rate Demand Note First Tier Security 2012-01-06 2012-01-06 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 0.0225 N 29280000.00 29280000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.06% (Williams College Proj.) Series I VRDN 57586CEA9 Variable Rate Demand Note First Tier Security 2012-01-06 2012-01-06 Y WILLIAMS COLLEGE, MA N/A N/A N N 4779000.00 4779000.00 0.0037 N 4779000.00 4779000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.07% (Children's Hosp. Proj.) Series 2010 N2, LOC TD Banknorth, NA VRDN 57586EUK5 Variable Rate Demand Note First Tier Security 2012-01-06 2012-01-06 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 0.0025 N 3200000.00 3200000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.08% Participating VRDN Series BC 10 20W, (Liquidity Facility Barclays Bank PLC) 06740GFN1 Variable Rate Demand Note First Tier Security 2012-01-06 2012-01-06 Y BARCLAYS BANK PLC N/A N/A N N 1400000.00 1400000.00 0.0011 N 1400000.00 1400000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.08% (Baystate Health Sys. Proj.) Series 2009 J1, LOC JPMorgan Chase Bank VRDN 57586EKC4 Variable Rate Demand Note First Tier Security 2012-01-06 2012-01-06 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 5600000.00 5600000.00 0.0043 N 5600000.00 5600000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.09% (Stonehill College Proj.) Series 2008 K, LOC Bank of America NA VRDN 57586CV77 Variable Rate Demand Note First Tier Security 2012-01-03 2012-01-03 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 4500000.00 4500000.00 0.0035 N 4500000.00 4500000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.09% (Baystate Med. Ctr. Proj.) Series 2005 G, LOC Bank of America NA VRDN 57586CNH4 Variable Rate Demand Note First Tier Security 2012-01-06 2012-01-06 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 38105000.00 38105000.00 0.0292 N 38105000.00 38105000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.09% Participating VRDN Series BBT 08 56, (Liquidity Facility Branch Banking & Trust Co.) 07330CSA8 Variable Rate Demand Note First Tier Security 2012-01-06 2012-01-06 Y BRANCH BANKING AND TRUST CO N/A N/A N N 3500000.00 3500000.00 0.0027 N 3500000.00 3500000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.09% Participating VRDN Series BBT 08 54, (Liquidity Facility Branch Banking & Trust Co.) 07330CQY8 Variable Rate Demand Note First Tier Security 2012-01-06 2012-01-06 Y BRANCH BANKING AND TRUST CO N/A N/A N N 6300000.00 6300000.00 0.0048 N 6300000.00 6300000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.10% Participating VRDN Series Clipper 07 08, (Liquidity Facility State Street Bank & Trust Co., B 18886PSL0 Variable Rate Demand Note First Tier Security 2012-01-06 2012-01-06 Y STATE ST BK & TR CO BOSTON N/A N/A N N 4200000.00 4200000.00 0.0032 N 4200000.00 4200000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.10% (Home for Little Wanderers Proj.) Series B, LOC Fed. Home Ln. Bank of Boston VRDN 57585KDU9 Variable Rate Demand Note First Tier Security 2012-01-06 2012-01-06 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 0.0026 N 3350000.00 3350000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.10% (Dana-Farber Cancer Institute Proj.) Series 2008 L2, LOC Bank of America NA VRDN 57586CZ24 Variable Rate Demand Note First Tier Security 2012-01-06 2012-01-06 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 2105000.00 2105000.00 0.0016 N 2105000.00 2105000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.10% Participating VRDN Series ROC II R 11913, (Liquidity Facility Citibank NA) 57586EXX4 Variable Rate Demand Note First Tier Security 2012-01-06 2012-01-06 Y CITIBANK NA N/A N/A N N 2295000.00 2295000.00 0.0018 N 2295000.00 2295000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.10% Participating VRDN Series Putters 3529, (Liquidity Facility JPMorgan Chase Bank) 46633VBP3 Variable Rate Demand Note First Tier Security 2012-01-06 2012-01-06 Y JPMORGAN CHASE BANK NA N/A N/A N N 10000000.00 10000000.00 0.0077 N 10000000.00 10000000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.10% Participating VRDN Series Putters 3530, (Liquidity Facility JPMorgan Chase Bank) 46633VBR9 Variable Rate Demand Note First Tier Security 2012-01-06 2012-01-06 Y JPMORGAN CHASE BANK NA N/A N/A N N 11495000.00 11495000.00 0.0088 N 11495000.00 11495000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.10% Participating VRDN Series Putters 3650, (Liquidity Facility JPMorgan Chase Bank) 46633VNX3 Variable Rate Demand Note First Tier Security 2012-01-06 2012-01-06 Y JPMORGAN CHASE BANK NA N/A N/A N N 3200000.00 3200000.00 0.0025 N 3200000.00 3200000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.10% Participating VRDN Series Putters 3163, (Liquidity Facility JPMorgan Chase Bank) 46632PET6 Variable Rate Demand Note First Tier Security 2012-01-06 2012-01-06 Y JPMORGAN CHASE BANK NA N/A N/A N N 5655000.00 5655000.00 0.0043 N 5655000.00 5655000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.11% (Northeast Hosp. Corp. Proj.) Series 2004 G, LOC JPMorgan Chase Bank VRDN 57586CDV4 Variable Rate Demand Note First Tier Security 2012-01-06 2012-01-06 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 9500000.00 9500000.00 0.0073 N 9500000.00 9500000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.12% (Peabody Essex Museum Proj.) Series 2002, LOC Bank of America NA VRDN 57585KS25 Variable Rate Demand Note First Tier Security 2012-01-06 2012-01-06 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 12570000.00 12570000.00 0.0096 N 12570000.00 12570000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.13% (Mount Indl. Dev. Auth. College Proj.) Series 2007 A, LOC Bank of America NA VRDN 57586CYF6 Variable Rate Demand Note First Tier Security 2012-01-06 2012-01-06 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 4900000.00 4900000.00 0.0038 N 4900000.00 4900000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.13% Series B, LOC RBS Citizens NA VRDN 57585KPK8 Variable Rate Demand Note First Tier Security 2012-01-06 2012-01-06 Y RBS CITIZENS NA N/A N/A Y RBS CITIZENS NA N/A N/A N 7020000.00 7020000.00 0.0054 N 7020000.00 7020000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.16% (Endicott College Proj.) Series 2004 D, LOC Bank of America NA VRDN 57586CCV5 Variable Rate Demand Note First Tier Security 2012-01-06 2012-01-06 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 3400000.00 3400000.00 0.0026 N 3400000.00 3400000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.16% Participating VRDN Series BA 08 3320, (Liquidity Facility Bank of America NA) 05248RBS9 Variable Rate Demand Note First Tier Security 2012-01-06 2012-01-06 Y BANK OF AMERICA NA N/A N/A N N 6190000.00 6190000.00 0.0047 N 6190000.00 6190000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.20% Participating VRDN Series BA 08 3503, (Liquidity Facility Bank of America NA) 05248PV93 Variable Rate Demand Note First Tier Security 2012-01-06 2012-01-06 Y BANK OF AMERICA NA N/A N/A N N 5550000.00 5550000.00 0.0043 N 5550000.00 5550000.00 Massachusetts Hsg. Fin. Agcy. Multi-Family Rev. Massachusetts Hsg. Fin. Agcy. Multi-Family Rev., 0.14% Series 2009 A, LOC Bank of America NA VRDN 57586NDU2 Variable Rate Demand Note First Tier Security 2012-01-06 2012-01-06 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 1000000.00 1000000.00 0.0008 N 1000000.00 1000000.00 Massachusetts Indl. Fin. Agcy. Rev. Massachusetts Indl. Fin. Agcy. Rev., 0.13% (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 2012-01-06 2012-01-06 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 5480000.00 5480000.00 0.0042 N 5480000.00 5480000.00 Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 0.09% Series 2008 A, LOC Bank of America NA VRDN 575896ET8 Variable Rate Demand Note First Tier Security 2012-01-06 2012-01-06 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 11500000.00 11500000.00 0.0088 N 11500000.00 11500000.00 Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 0.09% Participating VRDN Series Solar 06 108, (Liquidity Facility U.S. Bank NA, Minnesota) 27884FKJ8 Variable Rate Demand Note First Tier Security 2012-01-06 2012-01-06 Y US BANK NA CINCINNATI OHIO N/A N/A N N 9300000.00 9300000.00 0.0071 N 9300000.00 9300000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.10% Participating VRDN Series EGL 07 0067, (Liquidity Facility Citibank NA) 576000GM9 Variable Rate Demand Note First Tier Security 2012-01-06 2012-01-06 Y CITIBANK NA N/A N/A N N 19100000.00 19100000.00 0.0147 N 19100000.00 19100000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.10% Participating VRDN Series EGL 07 0033, (Liquidity Facility Citibank NA) 576000FQ1 Variable Rate Demand Note First Tier Security 2012-01-06 2012-01-06 Y CITIBANK NA N/A N/A N N 19800000.00 19800000.00 0.0152 N 19800000.00 19800000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.10% Participating VRDN Series EGL 07 0092, (Liquidity Facility Citibank NA) 576000GT4 Variable Rate Demand Note First Tier Security 2012-01-06 2012-01-06 Y CITIBANK NA N/A N/A N N 14700000.00 14700000.00 0.0113 N 14700000.00 14700000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.10% Participating VRDN Series Putters 2857, (Liquidity Facility JPMorgan Chase Bank) 576000JT1 Variable Rate Demand Note First Tier Security 2012-01-06 2012-01-06 Y JPMORGAN CHASE BANK NA N/A N/A N N 15545000.00 15545000.00 0.0119 N 15545000.00 15545000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.10% Participating VRDN ROC II R 12193, (Liquidity Facility Citibank NA) 576000JB0 Variable Rate Demand Note First Tier Security 2012-01-06 2012-01-06 Y CITIBANK NA N/A N/A N N 5115000.00 5115000.00 0.0039 N 5115000.00 5115000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.10% Participating VRDN Series ROC II R 12254, (Liquidity Facility Citibank NA) 576000KF9 Variable Rate Demand Note First Tier Security 2012-01-06 2012-01-06 Y CITIBANK NA N/A N/A N N 4900000.00 4900000.00 0.0038 N 4900000.00 4900000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.10% Participating VRDN Series Putters 1052Z, (Liquidity Facility JPMorgan Chase Bank) 576000CP6 Variable Rate Demand Note First Tier Security 2012-01-06 2012-01-06 Y JPMORGAN CHASE BANK NA N/A N/A N N 2995000.00 2995000.00 0.0023 N 2995000.00 2995000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.10% Participating VRDN Series Putters 2479Z, (Liquidity Facility JPMorgan Chase Bank) 576000JJ3 Variable Rate Demand Note First Tier Security 2012-01-06 2012-01-06 Y JPMORGAN CHASE BANK NA N/A N/A N N 3500000.00 3500000.00 0.0027 N 3500000.00 3500000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.10% Participating VRDN Series Putters 3990, (Liquidity Facility JPMorgan Chase Bank) 46636YCF5 Variable Rate Demand Note First Tier Security 2012-01-06 2012-01-06 Y JPMORGAN CHASE BANK NA N/A N/A N N 2000000.00 2000000.00 0.0015 N 2000000.00 2000000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.11% Participating VRDN Series WF 11 124C, (Liquidity Facility Wells Fargo Bank NA) 94985N7Z8 Variable Rate Demand Note First Tier Security 2012-01-06 2012-01-06 Y WELLS FARGO BK NATL ASSN N/A N/A N N 2000000.00 2000000.00 0.0015 N 2000000.00 2000000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.12% Participating VRDN Series Putters 1920, (Liquidity Facility JPMorgan Chase Bank) 576000GR8 Variable Rate Demand Note First Tier Security 2012-01-06 2012-01-06 Y JPMORGAN CHASE BANK NA N/A N/A N N 7985000.00 7985000.00 0.0061 N 7985000.00 7985000.00 Massachusetts Wtr. Poll. Abatement Trust Massachusetts Wtr. Poll. Abatement Trust, 0.09% Participating VRDN Series BBT 08 58, (Liquidity Facility Branch Banking & Trust Co.) 07330CTU3 Variable Rate Demand Note First Tier Security 2012-01-06 2012-01-06 Y BRANCH BANKING AND TRUST CO N/A N/A N N 12430000.00 12430000.00 0.0095 N 12430000.00 12430000.00 Massachusetts Wtr. Poll. Abatement Trust Massachusetts Wtr. Poll. Abatement Trust, 0.10% Participating VRDN Series Putters 2847, (Liquidity Facility JPMorgan Chase Bank) 57604PT20 Variable Rate Demand Note First Tier Security 2012-01-06 2012-01-06 Y JPMORGAN CHASE BANK NA N/A N/A N N 4130000.00 4130000.00 0.0032 N 4130000.00 4130000.00 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.10% Series 2008 E, (Liquidity Facility JPMorgan Chase Bank) VRDN 5760494U1 Variable Rate Demand Note First Tier Security 2012-01-06 2012-01-06 Y JPMORGAN CHASE BANK NA N/A N/A N N 2965000.00 2965000.00 0.0023 N 2965000.00 2965000.00 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.10% Participating VRDN Series ROC II R 11968, (Liquidity Facility Citibank NA) 576051DR4 Variable Rate Demand Note First Tier Security 2012-01-06 2012-01-06 Y CITIBANK NA N/A N/A N N 1400000.00 1400000.00 0.0011 N 1400000.00 1400000.00 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.10% Participating VRDN Series EGL 06 0097, (Liquidity Facility Citibank NA) 576049S76 Variable Rate Demand Note First Tier Security 2012-01-06 2012-01-06 Y CITIBANK NA N/A N/A N N 15345000.00 15345000.00 0.0118 N 15345000.00 15345000.00 Univ. of Massachusetts Bldg. Auth. Facilities Rev. Univ. of Massachusetts Bldg. Auth. Facilities Rev., 0.12% Series 2008 1, LOC Lloyds TSB Bank PLC VRDN 914440HE5 Variable Rate Demand Note First Tier Security 2012-01-06 2012-01-06 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 0.0529 N 68945000.00 68945000.00 Puerto Rico Commonwealth Hwy. & Trans. Auth. Trans. Rev. Puerto Rico Commonwealth Hwy. & Trans. Auth. Trans. Rev., 0.07% Series 1998 A, LOC Bank of Nova Scotia New York Branch VRDN 745190Y77 Variable Rate Demand Note First Tier Security 2012-01-06 2012-01-06 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 0.0031 N 4100000.00 4100000.00 Puerto Rico Commonwealth Pub. Impt. Gen. Oblig. Puerto Rico Commonwealth Pub. Impt. Gen. Oblig., 0.05% Series 2003 C5-2, LOC Barclays Bank PLC NY Branch VRDN 74514LYU5 Variable Rate Demand Note First Tier Security 2012-01-06 2012-01-06 Y BARCLAYS BANK PLC NY BRANCH N/A N/A Y BARCLAYS BANK PLC NY BRANCH N/A N/A N 6740000.00 6740000.00 0.0052 N 6740000.00 6740000.00 Colorado Hsg. & Fin. Auth. Colorado Hsg. & Fin. Auth., 0.09% Series 2001 AA2, (Liquidity Facility Fannie Mae Guaranteed Mtg. pass-thru certificates) (Liquidity Facility Freddie 196479RM3 Variable Rate Demand Note First Tier Security 2012-01-06 2012-01-06 Y FREDDIE MAC N/A N/A FANNIE MAE N/A N/A N N 4010000.00 4010000.00 0.0031 N 4010000.00 4010000.00 Pennsylvania Higher Edl. Facilities Auth. Rev. Pennsylvania Higher Edl. Facilities Auth. Rev., 0.19% ( Salle Univ. Proj.) Series 2007 B, LOC Citizens Bank of Pennsylvania VRDN 70917RNQ4 Variable Rate Demand Note Second Tier Security 2012-01-06 2012-01-06 Y CITIZENS BANK OF PENNSYLVANIA N/A N/A Y CITIZENS BANK OF PENNSYLVANIA N/A N/A N 1000000.00 1000000.00 0.0008 N 1000000.00 1000000.00 Philadelphia Auth. for Indl. Dev. Rev. Philadelphia Auth. for Indl. Dev. Rev., 0.17% (Spl. People in Northeast, Inc. Proj.) Series 2006, LOC Citizens Bank of Pennsylvania VRDN 717818R26 Variable Rate Demand Note First Tier Security 2012-01-06 2012-01-06 Y CITIZENS BANK OF PENNSYLVANIA N/A N/A Y CITIZENS BANK OF PENNSYLVANIA N/A N/A N 860000.00 860000.00 0.0007 N 860000.00 860000.00 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 3216351.65 0.0025 N 3216704.00 3216704.00 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 10263027.62 0.0079 N 10265688.00 10265688.00 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 2300000.00 2300000.00 0.0018 N 2300000.00 2300000.00 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 5129710.27 0.0039 N 5131233.90 5131233.90 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 1480276.53 0.0011 N 1480376.58 1480376.58 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.17% Series 2001, LOC JPMorgan Chase Bank, CP 08R99MDK0 Other Municipal Debt First Tier Security 2012-03-07 2012-03-07 N Y JPMORGAN CHASE BANK NA N/A N/A N 4397000.00 4397000.00 0.0034 N 4397000.00 4397000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.10% Bonds Series 2011 A 57582PWT3 Other Municipal Debt Unrated Security 2012-01-05 2012-02-01 N N N 4200000.00 4200000.00 0.0032 N 4200042.00 4200042.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 2.00% RAN Series 2011 A 57582PC24 Other Municipal Debt First Tier Security 2012-04-26 2012-04-26 N N N 54300000.00 54621624.14 0.0419 N 54613311.00 54613311.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 2.00% RAN Series 2011 B 57582PC32 Other Municipal Debt First Tier Security 2012-05-31 2012-05-31 N N N 42300000.00 42622047.75 0.0327 N 42615981.00 42615981.00 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 10900278.75 0.0084 N 10897224.00 10897224.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.00% Bonds Series 2004 A 57582NTX3 Other Municipal Debt Unrated Security 2012-08-01 2012-08-01 N N N 2155000.00 2214548.13 0.0017 N 2214240.95 2214240.95 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 2239008.40 0.0017 N 2237769.10 2237769.10 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 892000.69 0.0007 N 891780.40 891780.40 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 1170000.00 0.0009 N 1170000.00 1170000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.50% Bonds Series 2001 D 5758276H8 Other Municipal Debt Unrated Security 2012-11-01 2012-11-01 N N N 4455000.00 4648580.80 0.0036 N 4647366.90 4647366.90 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.50% Bonds Series 2002 C 57582NDJ1 Other Municipal Debt Unrated Security 2012-11-01 2012-11-01 N N N 2600000.00 2713314.99 0.0021 N 2712268.00 2712268.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.09% Series EE, CP 00N992KL5 Other Municipal Debt First Tier Security 2012-01-10 2012-01-10 N N Y OBLIGOR PRESIDENT & FELLOWS HARVARD CO N/A N/A 400000.00 399994.71 0.0003 N 400000.00 400000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.14% Series EE, CP 00N992KE1 Other Municipal Debt First Tier Security 2012-03-08 2012-03-08 N N Y OBLIGOR PRESIDENT & FELLOWS HARVARD CO N/A N/A 3100000.00 3100000.00 0.0024 N 3100000.00 3100000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.14% Series EE, CP 00N992KF8 Other Municipal Debt First Tier Security 2012-03-15 2012-03-15 N N Y OBLIGOR PRESIDENT & FELLOWS HARVARD CO N/A N/A 3100000.00 3100000.00 0.0024 N 3100000.00 3100000.00 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 0.0138 N 18000000.00 18000000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.15% Bonds (Partners Healthcare Sys., Inc. Proj.) Series 2008 H1, tender 03/08/2012, CP Mode 57586CV93 Other Municipal Debt First Tier Security 2012-03-08 2012-03-08 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 5000000.00 5000000.00 0.0038 N 5000450.00 5000450.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.16% Bonds (Partners Healthcare Sys., Inc. Proj.) Series 2008 H1, tender 03/30/2012, CP Mode 57586CV93 Other Municipal Debt First Tier Security 2012-03-30 2012-03-30 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 0.0054 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 First Tier Security 2012-04-19 2012-04-19 Y NORTHEASTERN UNIV MA REV N/A N/A N N 4000000.00 4044570.85 0.0031 N 4044080.00 4044080.00 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 9360000.00 9403795.09 0.0072 N 9401464.80 9401464.80 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 5.00% Bonds Series FF 57585KH43 Other Municipal Debt First Tier Security 2012-07-15 2012-07-15 N N Y OBLIGOR PRESIDENT & FELLOWS HARVARD CO N/A N/A 1150000.00 1179651.21 0.0009 N 1178911.00 1178911.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 5.00% Bonds Series 2010 A 57586ETB7 Other Municipal Debt Unrated Security 2012-10-01 2012-10-01 N N Y OBLIGOR NORTHEASTERN UNIV MA REV N/A N/A 1250000.00 1294053.58 0.0010 N 1293900.00 1293900.00 Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev. Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev., 0.55% Bonds (New England Pwr. Co. Proj.) Series 1993 A, tender 01/11/2012, CP Mode 575856BF5 Other Municipal Debt Second Tier Security 2012-01-11 2012-01-11 N N Y OBLIGOR NEW ENGLAND POWER CO N/A N/A 4900000.00 4900000.00 0.0038 N 4899902.00 4899902.00 Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev. Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev., 0.60% Bonds (New England Pwr. Co. Proj.) Series 1993 B, tender 01/26/2012, CP Mode 575856BG3 Other Municipal Debt Second Tier Security 2012-01-26 2012-01-26 N N Y OBLIGOR NEW ENGLAND POWER CO N/A N/A 1630000.00 1630000.00 0.0013 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 0.0077 N 10000000.00 10000000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 2.00% Bonds Series 2011 B 576000LB7 Other Municipal Debt Unrated Security 2012-10-15 2012-10-15 N N N 10055000.00 10195035.14 0.0078 N 10194764.50 10194764.50 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 4.00% Bonds Series 2009 A 576000KM4 Other Municipal Debt Unrated Security 2012-05-15 2012-05-15 N N N 1000000.00 1014115.31 0.0008 N 1013600.00 1013600.00 Massachusetts Wtr. Poll. Abatement Trust Massachusetts Wtr. Poll. Abatement Trust, 5.00% Bonds Series 2002 A 57604PJD7 Other Municipal Debt Unrated Security 2012-08-01 2012-08-01 N N N 1750000.00 1798569.48 0.0014 N 1797810.00 1797810.00 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 2120000.00 2178487.95 0.0017 N 2177918.40 2177918.40 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.16% Series 1999, LOC State Street Bank & Trust Co., Boston, CP 5760519T5 Other Municipal Debt First Tier Security 2012-03-09 2012-03-09 N Y STATE ST BK & TR CO BOSTON N/A N/A N 5000000.00 5000000.00 0.0038 N 5000550.00 5000550.00 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 5686984.53 0.0044 N 5687838.40 5687838.40 Middleton Gen. Oblig. Middleton Gen. Oblig., 1.50% BAN 596731ET2 Other Municipal Debt First Tier Security 2012-08-17 2012-08-17 N N N 3250000.00 3275579.93 0.0025 N 3275642.50 3275642.50 Scituate Gen. Oblig. Scituate Gen. Oblig., 1.75% BAN 809095UM2 Other Municipal Debt First Tier Security 2012-11-16 2012-11-16 N N N 2186479.00 2212562.97 0.0017 N 2213569.47 2213569.47 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 2901504.74 0.0022 N 2901421.00 2901421.00 Tewksbury Gen. Oblig. Tewksbury Gen. Oblig., 2.00% Bonds 881626B95 Other Municipal Debt Unrated Security 2012-04-15 2012-04-15 N N N 1720000.00 1728379.31 0.0013 N 1728101.20 1728101.20 Walpole Gen. Oblig. Walpole Gen. Oblig., 1.75% BAN 933033QZ8 Other Municipal Debt Unrated Security 2012-11-29 2012-11-29 N N N 3060000.00 3097975.10 0.0024 N 3099504.60 3099504.60 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 6859289.24 0.0053 N 6858860.86 6858860.86 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 1790200.11 0.0014 N 1789565.95 1789565.95 Woburn Gen. Oblig. Woburn Gen. Oblig., 1.50% BAN 977521B77 Other Municipal Debt First Tier Security 2012-10-26 2012-10-26 N N N 2000000.00 2019040.71 0.0015 N 2019960.00 2019960.00 Fidelity Revere Str Trust Fidelity Tax-Free Cash Central Fund, 0.12% 31635A501 Investment Company First Tier Security 2012-01-06 2012-01-06 N N N 188811389.00 188811388.59 0.1449 N 188811388.59 188811388.59