N-MFP LIVE N 2012-03-31 0000357057 S000007113 3 N N 002-75537 FIDELITY MANAGEMENT & RESEARCH COMPANY (FMR) 801-07884 FIDELITY INVESTMENTS MONEY MANAGEMENT, INC. 801-34590 FIDELITY MANAGEMENT & RESEARCH (U.K.), INC. 801-28773 FIDELITY MANAGEMENT & RESEARCH (HONG KONG) LIMITED 801-69507 FIDELITY MANAGEMENT & RESEARCH (JAPAN) INC 801-69571 DELOITTE & TOUCHE LLP Boston MA None CITIBANK, N.A. 0000840464 085-10232 FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. 0000862124 084-01839 N N N Single State Fund 22 22 1228054699.89 13941656.31 406473.32 1241589882.88 0.0019 1.0008 2012-03-30 1.0008 2012-03-30 C000019442 25000.00 289799732.36 1.00 -195783.42 6121260.56 6317043.98 0.0001 1.0011 2012-03-30 1.0011 2012-03-30 C000047913 1000000.00 951331295.41 1.00 -14388243.57 6444047.89 20832291.46 0.0001 1.0007 2012-03-30 1.0007 2012-03-30 C000047914 1000000.00 458855.11 1.00 50002.08 50002.08 0.00 0.0001 1.0007 2012-03-30 1.0007 2012-03-30 Massachusetts Bay Trans. Auth. Sales Tax Rev. Massachusetts Bay Trans. Auth. Sales Tax Rev., 0.17% Series 2008 A1, (Liquidity Facility JPMorgan Chase Bank) VRDN 575579TJ6 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 Y JPMORGAN CHASE BANK NA N/A N/A N N 18210000.00 18210000.00 0.0147 N 18210000.00 18210000.00 Massachusetts Bay Trans. Auth. Sales Tax Rev. Massachusetts Bay Trans. Auth. Sales Tax Rev., 0.17% Series 2008 A2, (Liquidity Facility JPMorgan Chase Bank) VRDN 575579TK3 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 Y JPMORGAN CHASE BANK NA N/A N/A N N 1500000.00 1500000.00 0.0012 N 1500000.00 1500000.00 Massachusetts Bay Trans. Auth. Sales Tax Rev. Massachusetts Bay Trans. Auth. Sales Tax Rev., 0.19% Participating VRDN Series ROC II R 11933, (Liquidity Facility Citibank NA) 575579XF9 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 Y CITIBANK NA N/A N/A N N 4000000.00 4000000.00 0.0032 N 4000000.00 4000000.00 Massachusetts Bay Trans. Auth. Sales Tax Rev. Massachusetts Bay Trans. Auth. Sales Tax Rev., 0.22% Participating VRDN Series Clipper 07 18, (Liquidity Facility State Street Bank & Trust Co., Bosto 18886PUV5 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 Y STATE ST BK & TR CO BOSTON N/A N/A N N 53100000.00 53100000.00 0.0428 N 53100000.00 53100000.00 Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev. Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev., 0.17% Series 2010 A2, LOC Wells Fargo Bank NA VRDN 57563CBG6 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 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 0.0041 N 5100000.00 5100000.00 Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev. Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev., 0.20% Series 2010 A1, LOC Citibank NA VRDN 57563CBF8 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 Y CITIBANK NA N/A N/A Y CITIBANK NA N/A N/A N 17150000.00 17150000.00 0.0138 N 17150000.00 17150000.00 Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev. Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev., 0.21% Series 2010 A3, LOC Bank of America NA VRDN 57563CAC6 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 10000000.00 10000000.00 0.0081 N 10000000.00 10000000.00 Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev. Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev., 0.19% (Tammy Brook Apts. Proj.) Series 2009, LOC Freddie Mac VRDN 57583XBN1 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 Y FREDDIE MAC N/A N/A Y FREDDIE MAC N/A N/A N 3670000.00 3670000.00 0.0030 N 3670000.00 3670000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.15% (ISO New England, Inc. Proj.) Series 2005, LOC TD Banknorth, NA VRDN 57583RAA3 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 6800000.00 6800000.00 0.0055 N 6800000.00 6800000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.16% (Governor Dummer Academy Issues Proj.) Series 2006, LOC TD Banknorth, NA VRDN 57583RGN9 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 5000000.00 5000000.00 0.0040 N 5000000.00 5000000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.16% (Worcester Polytechnic Institute Proj.) Series 2008 A, LOC TD Banknorth, NA VRDN 57583RTX3 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 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 0.0191 N 23740000.00 23740000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.17% (Fay School Proj.) Series 2008, LOC TD Banknorth, NA VRDN 57583RTZ8 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 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 0.0044 N 5450000.00 5450000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.17% (Saint Mark's School Proj.) Series 2004, LOC JPMorgan Chase Bank VRDN 57583F4Z1 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 4700000.00 4700000.00 0.0038 N 4700000.00 4700000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.18% (Children's Museum Proj.) Series 2006, LOC RBS Citizens NA VRDN 57583RGQ2 Variable Rate Demand Note First Tier Security 2012-04-02 2012-04-02 Y RBS CITIZENS NA N/A N/A Y RBS CITIZENS NA N/A N/A N 400000.00 400000.00 0.0003 N 400000.00 400000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.18% (YMCA of Greater Boston Proj.) Series 2004 A, LOC Fed. Home Ln. Bank of Boston VRDN 57583F5X5 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 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 0.0065 N 8100000.00 8100000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.18% (Abby Kelley Foster Charter Pub. School Proj.) Series 2008, LOC TD Banknorth, NA VRDN 57583RWJ0 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 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 0.0039 N 4800000.00 4800000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.18% (YMCA of Greater Boston Proj.) Series 2007, LOC Fed. Home Ln. Bank of Boston VRDN 57583RKV6 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 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 0.0064 N 8005000.00 8005000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.18% (Babson College Proj.) Series 2008 A, LOC Fed. Home Ln. Bank of Boston VRDN 57583RL86 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 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 0.0154 N 19105000.00 19105000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.19% (Briarwood Retirement Cmnty. Proj.) Series 2004 A, LOC Manufacturers & Traders Trust Co. VRDN 57583F5P2 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 Y MANUFACTURERS & TRADERS TR CO N/A N/A Y MANUFACTURERS & TRADERS TR CO N/A N/A N 3800000.00 3800000.00 0.0031 N 3800000.00 3800000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.19% Participating VRDN Series ROC II R 11999X, (Liquidity Facility Citibank NA) 57583UNK0 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 Y CITIBANK NA N/A N/A N N 1985000.00 1985000.00 0.0016 N 1985000.00 1985000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.20% (Boston Univ. Proj.) Series U-6C, LOC JPMorgan Chase Bank VRDN 57583RWB7 Variable Rate Demand Note First Tier Security 2012-04-02 2012-04-02 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 10450000.00 10450000.00 0.0084 N 10450000.00 10450000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.21% Series 2011 B, LOC Manufacturers & Traders Trust Co. VRDN 57583ULM8 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 Y MANUFACTURERS & TRADERS TR CO N/A N/A Y MANUFACTURERS & TRADERS TR CO N/A N/A N 4450000.00 4450000.00 0.0036 N 4450000.00 4450000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.22% (Olin College Proj.) Series 2008 C2, LOC RBS Citizens NA VRDN 57583RZF5 Variable Rate Demand Note First Tier Security 2012-04-02 2012-04-02 Y RBS CITIZENS NA N/A N/A Y RBS CITIZENS NA N/A N/A N 3400000.00 3400000.00 0.0027 N 3400000.00 3400000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.22% (Olin College Proj.) Series 2008 C3, LOC RBS Citizens NA VRDN 57583RZG3 Variable Rate Demand Note First Tier Security 2012-04-02 2012-04-02 Y RBS CITIZENS NA N/A N/A Y RBS CITIZENS NA N/A N/A N 3635000.00 3635000.00 0.0029 N 3635000.00 3635000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.23% (Ed. Lawrence Academy Proj.) Series 2003 A, LOC Bank of America NA VRDN 57583FN23 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 2600000.00 2600000.00 0.0021 N 2600000.00 2600000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.26% (Judge Rotenburg Ctr. Proj.) Series 2003, LOC Bank of America NA VRDN 57583FQ87 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 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., 0.27% (Smith College Proj.) Series 2007, (Liquidity Facility Bank of America NA) VRDN 57583R2R5 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 Y BANK OF AMERICA NA N/A N/A N Y OBLIGOR SMITH COLLEGE, MA N/A N/A 16300000.00 16300000.00 0.0131 N 16300000.00 16300000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.28% (Int'l. Fund For Animal Welfare, Inc. Proj.) Series 2006, LOC Bank of America NA VRDN 57583RGU3 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 12480000.00 12480000.00 0.0101 N 12480000.00 12480000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.29% (Williston Northampton School Proj.) Series 2010, LOC Bank of America NA VRDN 57583RZ40 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 2700000.00 2700000.00 0.0022 N 2700000.00 2700000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.31% (Institute of Contemporary Art Proj.) Series 2004 A, LOC Bank of America NA VRDN 57583F4X6 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 2200000.00 2200000.00 0.0018 N 2200000.00 2200000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.35% (Neighborhood House Charter Proj.) Series 2003 A, LOC Bank of America NA VRDN 57583F4D0 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 7100000.00 7100000.00 0.0057 N 7100000.00 7100000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.37% (City Year Proj.) Series 2006, LOC Bank of America NA VRDN 57583RFS9 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 8215000.00 8215000.00 0.0066 N 8215000.00 8215000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.17% (Central Artery Proj.) Series 2000 B, (Liquidity Facility State Street Bank & Trust Co., Boston) VRDN 575827R51 Variable Rate Demand Note First Tier Security 2012-04-02 2012-04-02 Y STATE ST BK & TR CO BOSTON N/A N/A N N 4495000.00 4495000.00 0.0036 N 4495000.00 4495000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.19% Participating VRDN Series EGL 07 0149, (Liquidity Facility Citibank NA) 57582PGZ7 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 Y CITIBANK NA N/A N/A N N 8700000.00 8700000.00 0.0070 N 8700000.00 8700000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.19% Participating VRDN Series Putters 3898, (Liquidity Facility JPMorgan Chase Bank) 46633VV55 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 Y JPMORGAN CHASE BANK NA N/A N/A N N 3500000.00 3500000.00 0.0028 N 3500000.00 3500000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.20% Participating VRDN Series Merlots 2008-C54, (Liquidity Facility Wells Fargo Bank NA) 57582PKE9 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 Y WELLS FARGO BK NATL ASSN N/A N/A N N 1900000.00 1900000.00 0.0015 N 1900000.00 1900000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.20% Participating VRDN Series Putters 3699, (Liquidity Facility JPMorgan Chase Bank) 46633VSJ9 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 Y JPMORGAN CHASE BANK NA N/A N/A N N 4400000.00 4400000.00 0.0035 N 4400000.00 4400000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.22% Participating VRDN Series Clipper 07 39, (Liquidity Facility State Street Bank & Trust Co., Boston) 18886PA39 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 Y STATE ST BK & TR CO BOSTON N/A N/A N N 29900000.00 29900000.00 0.0241 N 29900000.00 29900000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.22% Participating VRDN Series Clipper 07 06, (Liquidity Facility State Street Bank & Trust Co., Boston) 18886PRV9 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 Y STATE ST BK & TR CO BOSTON N/A N/A N N 17900000.00 17900000.00 0.0144 N 17900000.00 17900000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.25% Participating VRDN Series MT 723, (Liquidity Facility Bank of America NA) 74703YW63 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 Y BANK OF AMERICA NA N/A N/A N N 5100000.00 5100000.00 0.0041 N 5100000.00 5100000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.26% Series 2006 B, (Liquidity Facility Bank of America NA) VRDN 57582N4H5 Variable Rate Demand Note First Tier Security 2012-04-02 2012-04-02 Y BANK OF AMERICA NA N/A N/A N N 1975000.00 1975000.00 0.0016 N 1975000.00 1975000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.15% (Williams College Proj.) Series I VRDN 57586CEA9 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 Y WILLIAMS COLLEGE, MA N/A N/A N N 5279000.00 5279000.00 0.0043 N 5279000.00 5279000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.17% Participating VRDN Series BC 10 20W, (Liquidity Facility Barclays Bank PLC) 06740GFN1 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 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., 0.17% Participating VRDN Series BBT 08 56, (Liquidity Facility Branch Banking & Trust Co.) 07330CSA8 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 Y BRANCH BANKING AND TRUST CO N/A N/A N N 3500000.00 3500000.00 0.0028 N 3500000.00 3500000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.17% (Children's Hosp. Proj.) Series 2010 N3, LOC JPMorgan Chase Bank VRDN 57586EUL3 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 17000000.00 17000000.00 0.0137 N 17000000.00 17000000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.17% Participating VRDN Series BBT 08 54, (Liquidity Facility Branch Banking & Trust Co.) 07330CQY8 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 Y BRANCH BANKING AND TRUST CO N/A N/A N N 6300000.00 6300000.00 0.0051 N 6300000.00 6300000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.18% (Baystate Health Sys. Proj.) Series 2009 J1, LOC JPMorgan Chase Bank VRDN 57586EKC4 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 10600000.00 10600000.00 0.0085 N 10600000.00 10600000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.18% (Massachusetts Institute of Technology Proj.) Series 2001 J1 VRDN 57585KSW9 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 Y MASSACHUSETTS INST TECH, MA N/A N/A N N 1200000.00 1200000.00 0.0010 N 1200000.00 1200000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.18% (Harvard Vanguard Med. Associates Proj.) Series 2004, LOC TD Banknorth, NA VRDN 57586CCZ6 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 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 0.0236 N 29280000.00 29280000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.18% (Home for Little Wanderers Proj.) Series B, LOC Fed. Home Ln. Bank of Boston VRDN 57585KDU9 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 Y FEDERAL HOME LN BK OF BOSTON N/A N/A Y FEDERAL HOME LN BK OF BOSTON N/A N/A N 3145000.00 3145000.00 0.0025 N 3145000.00 3145000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.19% Participating VRDN Series Putters 3529, (Liquidity Facility JPMorgan Chase Bank) 46633VBP3 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 Y JPMORGAN CHASE BANK NA N/A N/A N N 10000000.00 10000000.00 0.0081 N 10000000.00 10000000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.19% Participating VRDN Series Putters 3530, (Liquidity Facility JPMorgan Chase Bank) 46633VBR9 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 Y JPMORGAN CHASE BANK NA N/A N/A N N 11495000.00 11495000.00 0.0093 N 11495000.00 11495000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.19% Participating VRDN Series ROC II R 11913, (Liquidity Facility Citibank NA) 57586EXX4 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 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., 0.19% Participating VRDN Series Clipper 07 08, (Liquidity Facility State Street Bank & Trust Co., B 18886PSL0 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 Y STATE ST BK & TR CO BOSTON N/A N/A N N 4200000.00 4200000.00 0.0034 N 4200000.00 4200000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.19% Participating VRDN Series Putters 3650, (Liquidity Facility JPMorgan Chase Bank) 46633VNX3 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 Y JPMORGAN CHASE BANK NA N/A N/A N N 3200000.00 3200000.00 0.0026 N 3200000.00 3200000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.19% Participating VRDN Series Putters 3163, (Liquidity Facility JPMorgan Chase Bank) 46632PET6 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 Y JPMORGAN CHASE BANK NA N/A N/A N N 5655000.00 5655000.00 0.0046 N 5655000.00 5655000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.20% (Baystate Health Sys. Proj.) Series 2009 J2, LOC JPMorgan Chase Bank VRDN 57586EKB6 Variable Rate Demand Note First Tier Security 2012-04-02 2012-04-02 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 1400000.00 1400000.00 0.0011 N 1400000.00 1400000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.20% (The Henry Heywood Memorial Hosp. Issue Proj.) Series 2009 C, LOC TD Banknorth, NA VRDN 57586EGT2 Variable Rate Demand Note First Tier Security 2012-04-02 2012-04-02 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 2785000.00 2785000.00 0.0022 N 2785000.00 2785000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.20% (Northeast Hosp. Corp. Proj.) Series 2004 G, LOC JPMorgan Chase Bank VRDN 57586CDV4 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 9500000.00 9500000.00 0.0077 N 9500000.00 9500000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.21% (Children's Hosp. Proj.) Series 2010 N4, LOC JPMorgan Chase Bank VRDN 57586EUJ8 Variable Rate Demand Note First Tier Security 2012-04-02 2012-04-02 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 1200000.00 1200000.00 0.0010 N 1200000.00 1200000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.22% Series B, LOC RBS Citizens NA VRDN 57585KPK8 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 Y RBS CITIZENS NA N/A N/A Y RBS CITIZENS NA N/A N/A N 6790000.00 6790000.00 0.0055 N 6790000.00 6790000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.23% (Stonehill College Proj.) Series 2008 K, LOC Bank of America NA VRDN 57586CV77 Variable Rate Demand Note First Tier Security 2012-04-02 2012-04-02 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 Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.25% Participating VRDN Series BA 08 3320, (Liquidity Facility Bank of America NA) 05248RBS9 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 Y BANK OF AMERICA NA N/A N/A N N 6190000.00 6190000.00 0.0050 N 6190000.00 6190000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.26% (Endicott College Proj.) Series 2004 D, LOC Bank of America NA VRDN 57586CCV5 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 3400000.00 3400000.00 0.0027 N 3400000.00 3400000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.26% (Mount Indl. Dev. Auth. College Proj.) Series 2007 A, LOC Bank of America NA VRDN 57586CYF6 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 4900000.00 4900000.00 0.0039 N 4900000.00 4900000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.27% (Peabody Essex Museum Proj.) Series 2002, LOC Bank of America NA VRDN 57585KS25 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 12845000.00 12845000.00 0.0103 N 12845000.00 12845000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.29% Participating VRDN Series BA 08 3503, (Liquidity Facility Bank of America NA) 05248PV93 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 Y BANK OF AMERICA NA N/A N/A N N 5550000.00 5550000.00 0.0045 N 5550000.00 5550000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.29% (Fairview Extended Care Proj.) Series B, LOC Bank of America NA VRDN 57585JRR4 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 2500000.00 2500000.00 0.0020 N 2500000.00 2500000.00 Massachusetts Hsg. Fin. Agcy. Multi-Family Rev. Massachusetts Hsg. Fin. Agcy. Multi-Family Rev., 0.26% Series 2009 A, LOC Bank of America NA VRDN 57586NDU2 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 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., 0.20% (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 2012-04-06 2012-04-06 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 5480000.00 5480000.00 0.0044 N 5480000.00 5480000.00 Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 0.17% Participating VRDN Series Solar 06 108, (Liquidity Facility U.S. Bank NA, Cincinnati) 27884FKJ8 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 Y US BANK NA CINCINNATI OHIO N/A N/A N N 9300000.00 9300000.00 0.0075 N 9300000.00 9300000.00 Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 0.19% Series 2008 A, LOC Bank of America NA VRDN 575896ET8 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 11500000.00 11500000.00 0.0093 N 11500000.00 11500000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.19% Participating VRDN Series Putters 2479Z, (Liquidity Facility JPMorgan Chase Bank) 576000JJ3 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 Y JPMORGAN CHASE BANK NA N/A N/A N N 3500000.00 3500000.00 0.0028 N 3500000.00 3500000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.19% Participating VRDN Series ROC II R 12254, (Liquidity Facility Citibank NA) 576000KF9 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 Y CITIBANK NA N/A N/A N N 4900000.00 4900000.00 0.0039 N 4900000.00 4900000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.19% Participating VRDN Series Putters 1052Z, (Liquidity Facility JPMorgan Chase Bank) 576000CP6 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 Y JPMORGAN CHASE BANK NA N/A N/A N N 2995000.00 2995000.00 0.0024 N 2995000.00 2995000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.19% Participating VRDN Series EGL 07 0067, (Liquidity Facility Citibank NA) 576000GM9 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 Y CITIBANK NA N/A N/A N N 19100000.00 19100000.00 0.0154 N 19100000.00 19100000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.19% Participating VRDN Series Putters 2857, (Liquidity Facility JPMorgan Chase Bank) 576000JT1 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 Y JPMORGAN CHASE BANK NA N/A N/A N N 15545000.00 15545000.00 0.0125 N 15545000.00 15545000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.19% Participating VRDN Series EGL 07 0033, (Liquidity Facility Citibank NA) 576000FQ1 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 Y CITIBANK NA N/A N/A N N 19800000.00 19800000.00 0.0159 N 19800000.00 19800000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.19% Participating VRDN Series EGL 07 0092, (Liquidity Facility Citibank NA) 576000GT4 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 Y CITIBANK NA N/A N/A N N 14700000.00 14700000.00 0.0118 N 14700000.00 14700000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.20% Participating VRDN Series WF 11 124C, (Liquidity Facility Wells Fargo Bank NA) 94985N7Z8 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 Y WELLS FARGO BK NATL ASSN N/A N/A N N 4865000.00 4865000.00 0.0039 N 4865000.00 4865000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.21% Participating VRDN Series Putters 1920, (Liquidity Facility JPMorgan Chase Bank) 576000GR8 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 Y JPMORGAN CHASE BANK NA N/A N/A N N 7985000.00 7985000.00 0.0064 N 7985000.00 7985000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.21% Participating VRDN ROC II R 12193, (Liquidity Facility Citibank NA) 576000JB0 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 Y CITIBANK NA N/A N/A N N 5115000.00 5115000.00 0.0041 N 5115000.00 5115000.00 Massachusetts Wtr. Poll. Abatement Trust Massachusetts Wtr. Poll. Abatement Trust, 0.17% Participating VRDN Series BBT 08 58, (Liquidity Facility Branch Banking & Trust Co.) 07330CTU3 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 Y BRANCH BANKING AND TRUST CO N/A N/A N N 12430000.00 12430000.00 0.0100 N 12430000.00 12430000.00 Massachusetts Wtr. Poll. Abatement Trust Massachusetts Wtr. Poll. Abatement Trust, 0.19% Participating VRDN Series Putters 2847, (Liquidity Facility JPMorgan Chase Bank) 57604PT20 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 Y JPMORGAN CHASE BANK NA N/A N/A N N 4130000.00 4130000.00 0.0033 N 4130000.00 4130000.00 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.17% Series 2008 F, (Liquidity Facility Bank of Nova Scotia New York Branch) VRDN 5760494W7 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 Y BANK OF NOVA SCOTIA NY BRH N/A N/A N N 10000000.00 10000000.00 0.0081 N 10000000.00 10000000.00 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.18% Series 2008 E, (Liquidity Facility JPMorgan Chase Bank) VRDN 5760494U1 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 Y JPMORGAN CHASE BANK NA N/A N/A N N 2965000.00 2965000.00 0.0024 N 2965000.00 2965000.00 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.19% Participating VRDN Series EGL 06 0097, (Liquidity Facility Citibank NA) 576049S76 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 Y CITIBANK NA N/A N/A N N 15345000.00 15345000.00 0.0124 N 15345000.00 15345000.00 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.19% Participating VRDN Series ROC II R 11968, (Liquidity Facility Citibank NA) 576051DR4 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 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., 0.20% Participating VRDN Series WF 09 67C, (Liquidity Facility Wells Fargo & Co.) 94985NQM6 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 Y WELLS FARGO & CO NEW N/A N/A N N 3675000.00 3675000.00 0.0030 N 3675000.00 3675000.00 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.21% Series 2008 B, (Liquidity Facility Bank of America NA) VRDN 5760494X5 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 Y BANK OF AMERICA NA N/A N/A N N 22500000.00 22500000.00 0.0181 N 22500000.00 22500000.00 RBC Muni. Products, Inc. Trust RBC Muni. Products, Inc. Trust, 0.18% Participating VRDN Series RBC E 32, (Liquidity Facility Royal Bank of Canada) 74926YVU2 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 Y ROYAL BANK OF CANADA N/A N/A N N 12700000.00 12700000.00 0.0102 N 12700000.00 12700000.00 Univ. of Massachusetts Bldg. Auth. Facilities Rev. Univ. of Massachusetts Bldg. Auth. Facilities Rev., 0.23% Series 2008 1, LOC Lloyds TSB Bank PLC VRDN 914440HE5 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 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 0.0555 N 68945000.00 68945000.00 Puerto Rico Commonwealth Hwy. & Trans. Auth. Trans. Rev. Puerto Rico Commonwealth Hwy. & Trans. Auth. Trans. Rev., 0.16% Series 1998 A, LOC Bank of Nova Scotia New York Branch VRDN 745190Y77 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 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 0.0033 N 4100000.00 4100000.00 Puerto Rico Commonwealth Pub. Impt. Gen. Oblig. Puerto Rico Commonwealth Pub. Impt. Gen. Oblig., 0.18% Series 2003 C5-2, LOC Barclays Bank PLC NY Branch VRDN 74514LYU5 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 Y BARCLAYS BANK PLC NY BRANCH N/A N/A Y BARCLAYS BANK PLC NY BRANCH N/A N/A N 3870000.00 3870000.00 0.0031 N 3870000.00 3870000.00 Pennsylvania Higher Edl. Facilities Auth. Rev. Pennsylvania Higher Edl. Facilities Auth. Rev., 0.20% ( Salle Univ. Proj.) Series 2007 B, LOC Citizens Bank of Pennsylvania VRDN 70917RNQ4 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 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., 0.21% (Spl. People in Northeast, Inc. Proj.) Series 2006, LOC Citizens Bank of Pennsylvania VRDN 717818R26 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 Y CITIZENS BANK OF PENNSYLVANIA N/A N/A Y CITIZENS BANK OF PENNSYLVANIA N/A N/A N 845000.00 845000.00 0.0007 N 845000.00 845000.00 Boston Gen. Oblig. Boston Gen. Oblig., 3.00% Bonds Series 2009 C 100853GB0 Other Municipal Debt Unrated Security 2013-02-01 2013-02-01 N N N 1000000.00 1023307.55 0.0008 N 1023240.00 1023240.00 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 3208084.98 0.0026 N 3208448.00 3208448.00 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 10231163.65 0.0082 N 10233252.00 10233252.00 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 5115472.39 0.0041 N 5118611.94 5118611.94 Hanover Gen. Oblig. Hanover Gen. Oblig., 1.00% BAN 411018QM9 Other Municipal Debt Unrated Security 2012-09-14 2012-09-14 N N N 2500000.00 2509085.80 0.0020 N 2509000.00 2509000.00 Massachusetts Dev. Fin. Agcy. Massachusetts Dev. Fin. Agcy., 0.16% Series 5, LOC TD Banknorth, NA, CP 57563P9E5 Other Municipal Debt First Tier Security 2012-04-02 2012-04-02 N Y TD BANK NA WILMINGTON DE N/A N/A N 2300000.00 2300000.00 0.0019 N 2300000.00 2300000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.14% Series 2001, LOC JPMorgan Chase Bank, CP 08R99MDL8 Other Municipal Debt First Tier Security 2012-08-09 2012-08-09 N Y JPMORGAN CHASE BANK NA N/A N/A N 4397000.00 4397000.00 0.0035 N 4396516.33 4396516.33 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 29300000.00 29337170.99 0.0236 N 29339262.00 29339262.00 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 42427965.99 0.0342 N 42430284.00 42430284.00 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 10800551.14 0.0087 N 10798856.00 10798856.00 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 2189107.38 0.0018 N 2188876.60 2188876.60 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 2213271.66 0.0018 N 2212770.70 2212770.70 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 881930.76 0.0007 N 882049.15 882049.15 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 2679506.25 0.0022 N 2679456.00 2679456.00 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 4590823.91 0.0037 N 4591144.80 4591144.80 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.08% Series EE, CP 00N992KQ4 Other Municipal Debt First Tier Security 2012-04-03 2012-04-03 N N Y OBLIGOR PRESIDENT & FELLOWS HARVARD CO N/A N/A 400000.00 400000.00 0.0003 N 399996.00 399996.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.10% Bonds (Partners HealthCare Sys., Inc. Proj.) Series 2008 H2, tender 05/03/2012, CP Mode 57586CW27 Other Municipal Debt First Tier Security 2012-05-03 2012-05-03 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 18000000.00 18000000.00 0.0145 N 17998740.00 17998740.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.11% Bonds (Partners HealthCare Sys., Inc. Proj.) Series 2008 H2, tender 04/05/2012, CP Mode 57586CW27 Other Municipal Debt First Tier Security 2012-04-05 2012-04-05 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 7020000.00 7020000.00 0.0057 N 7019929.80 7019929.80 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.11% Series EE, CP 00N992KV3 Other Municipal Debt First Tier Security 2012-05-01 2012-05-01 N N Y OBLIGOR PRESIDENT & FELLOWS HARVARD CO N/A N/A 1550000.00 1550000.00 0.0012 N 1549953.50 1549953.50 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.11% Series EE, CP 00N992KW1 Other Municipal Debt First Tier Security 2012-05-09 2012-05-09 N N Y OBLIGOR PRESIDENT & FELLOWS HARVARD CO N/A N/A 1550000.00 1550000.00 0.0012 N 1549969.00 1549969.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.13% Bonds (Partners HealthCare Sys. Proj.) Series 2008 H1, tender 08/09/2012, CP Mode 57586CV93 Other Municipal Debt First Tier Security 2012-08-09 2012-08-09 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 5000000.00 5000000.00 0.0040 N 4999450.00 4999450.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.14% Series EE, CP 00N992KS0 Other Municipal Debt First Tier Security 2012-04-13 2012-04-13 N N Y OBLIGOR PRESIDENT & FELLOWS HARVARD CO N/A N/A 1000000.00 1000000.00 0.0008 N 999980.00 999980.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.14% Bonds (Partners HealthCare Sys. Proj. Series 2008 H1, tender 05/10/2012, CP Mode 57586CV93 Other Municipal Debt First Tier Security 2012-05-10 2012-05-10 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 2000000.00 2000000.00 0.0016 N 2000000.00 2000000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 3.50% Bonds Series 2008 S 57586C3A1 Other Municipal Debt First Tier Security 2012-10-01 2012-10-01 N N Y OBLIGOR NORTHEASTERN UNIV MA REV N/A N/A 1000000.00 1015208.54 0.0008 N 1014810.00 1014810.00 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 4007360.32 0.0032 N 4006400.00 4006400.00 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 2125000.00 2154489.08 0.0017 N 2153708.75 2153708.75 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 1279422.65 0.0010 N 1277587.50 1277587.50 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 5.75% Bonds Series Z 57585KNF1 Other Municipal Debt Unrated Security 2013-01-15 2013-01-15 N N Y OBLIGOR PRESIDENT & FELLOWS HARVARD CO N/A N/A 1425000.00 1487509.15 0.0012 N 1486873.50 1486873.50 Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev. Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev., 0.40% Bonds (New England Pwr. Co. Proj.) Series 1993 A, tender 05/02/2012, CP Mode 575856BF5 Other Municipal Debt Second Tier Security 2012-05-02 2012-05-02 N N Y OBLIGOR NEW ENGLAND POWER CO N/A N/A 3700000.00 3700000.00 0.0030 N 3700740.00 3700740.00 Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev. Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev., 0.50% Bonds (New England Pwr. Co. Proj.) Series 1993 B, tender 04/25/2012, CP Mode 575856BG3 Other Municipal Debt Second Tier Security 2012-04-25 2012-04-25 N N Y OBLIGOR NEW ENGLAND POWER CO N/A N/A 1630000.00 1630000.00 0.0013 N 1629983.70 1629983.70 Massachusetts Muni. Wholesale Elec. Co. Pwr. Supply Sys. Rev. Massachusetts Muni. Wholesale Elec. Co. Pwr. Supply Sys. Rev., 4.00% Bonds (Nuclear #3 Proj.) Series 2012 A 575765ZA3 Other Municipal Debt Unrated Security 2012-07-01 2012-07-01 N N N 5035000.00 5081139.52 0.0041 N 5079459.05 5079459.05 Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 0.15% Series 2003 A, LOC Bank of New York, New York, CP 57599LEE6 Other Municipal Debt First Tier Security 2012-04-04 2012-04-04 N Y BANK OF NEW YORK MELLON N/A N/A N 10000000.00 10000000.00 0.0081 N 9999900.00 9999900.00 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 10150787.93 0.0082 N 10150421.95 10150421.95 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 3200000.00 3214636.13 0.0026 N 3213920.00 3213920.00 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, tender 04/13/2012, CP Mode 57584LAB3 Other Municipal Debt Second Tier Security 2012-04-13 2012-04-13 N N Y OBLIGOR MASS ELECTRIC CO N/A N/A 900000.00 900000.00 0.0007 N 900000.00 900000.00 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 2153500.13 0.0017 N 2153326.40 2153326.40 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 1777819.14 0.0014 N 1777510.00 1777510.00 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 5760519U2 Other Municipal Debt First Tier Security 2012-08-15 2012-08-15 N Y STATE ST BK & TR CO BOSTON N/A N/A N 5000000.00 5000000.00 0.0040 N 4999600.00 4999600.00 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 3265414.98 0.0026 N 3266542.50 3266542.50 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 2205145.34 0.0018 N 2206878.85 2206878.85 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 1721117.24 0.0014 N 1720946.00 1720946.00 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 3087597.52 0.0025 N 3090171.60 3090171.60 Waltham Gen. Oblig. Waltham Gen. Oblig., 3.00% Bonds 933254A61 Other Municipal Debt Unrated Security 2013-02-01 2013-02-01 N N N 1948000.00 1993475.47 0.0016 N 1993096.20 1993096.20 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 2013245.71 0.0016 N 2014740.00 2014740.00 Fidelity Revere Str Trust Fidelity Tax-Free Cash Central Fund, 0.18% 31635A501 Investment Company First Tier Security 2012-04-06 2012-04-06 N N N 179478389.00 179478388.59 0.1446 N 179478388.59 179478388.59