N-MFP LIVE N 2012-04-30 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 20 23 5327037652.30 55349114.13 44138974.40 5338247792.03 0.0024 1.0009 2012-04-30 1.0009 2012-04-30 C000019444 5000.00 5338247792.03 1.00 -66065710.53 1219067618.20 1285133328.73 0.0001 1.0009 2012-04-30 1.0009 2012-04-30 Boston Indl. Dev. Rev. Boston Indl. Dev. Rev., 0.39% (New Boston Seafood Ctr., Inc. Proj.) Series 1997, LOC Bank of America NA VRDN 100883AH0 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 2555000.00 2555000.00 0.0005 N 2555000.00 2555000.00 Boston Wtr. & Swr. Commission Rev. Boston Wtr. & Swr. Commission Rev., 0.20% Series 1994 A, LOC State Street Bank & Trust Co., Boston VRDN 101029HM1 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y STATE ST BK & TR CO BOSTON N/A N/A Y STATE ST BK & TR CO BOSTON N/A N/A N 14300000.00 14300000.00 0.0027 N 14300000.00 14300000.00 Canton Hsg. Auth. Multi-family Hsg. Mtg. Rev. Canton Hsg. Auth. Multi-family Hsg. Mtg. Rev., 0.24% (Canton Arboretum Apt. Proj.) Series 1999, LOC Fannie Mae VRDN 138270AB9 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y FANNIE MAE N/A N/A Y FANNIE MAE N/A N/A N 13695000.00 13695000.00 0.0026 N 13695000.00 13695000.00 Massachusetts Bay Trans. Auth. Sales Tax Rev. Massachusetts Bay Trans. Auth. Sales Tax Rev., 0.23% Series 2008 A2, (Liquidity Facility JPMorgan Chase Bank) VRDN 575579TK3 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 85265000.00 85265000.00 0.0160 N 85265000.00 85265000.00 Massachusetts Bay Trans. Auth. Sales Tax Rev. Massachusetts Bay Trans. Auth. Sales Tax Rev., 0.23% Series 2008 A1, (Liquidity Facility JPMorgan Chase Bank) VRDN 575579TJ6 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 98000000.00 98000000.00 0.0184 N 98000000.00 98000000.00 Massachusetts Bay Trans. Auth. Sales Tax Rev. Massachusetts Bay Trans. Auth. Sales Tax Rev., 0.24% Participating VRDN Series PT 4368, (Liquidity Facility Wells Fargo & Co.) 74703TTB7 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y WELLS FARGO & CO NEW N/A N/A N N 4985000.00 4985000.00 0.0009 N 4985000.00 4985000.00 Massachusetts Bay Trans. Auth. Sales Tax Rev. Massachusetts Bay Trans. Auth. Sales Tax Rev., 0.25% Participating VRDN Series ROC II R 11933, (Liquidity Facility Citibank NA) 575579XF9 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y CITIBANK NA N/A N/A N N 2000000.00 2000000.00 0.0004 N 2000000.00 2000000.00 Massachusetts Bay Trans. Auth. Sales Tax Rev. Massachusetts Bay Trans. Auth. Sales Tax Rev., 0.28% Participating VRDN Series Clipper 07 18, (Liquidity Facility State Street Bank & Trust Co., Bosto 18886PUV5 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y STATE ST BK & TR CO BOSTON N/A N/A N N 100175000.00 100175000.00 0.0188 N 100175000.00 100175000.00 Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev. Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev., 0.23% Series 2010 A2, LOC Wells Fargo Bank NA VRDN 57563CBG6 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y WELLS FARGO BK NATL ASSN N/A N/A Y WELLS FARGO BK NATL ASSN N/A N/A N 95565000.00 95565000.00 0.0179 N 95565000.00 95565000.00 Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev. Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev., 0.25% Series 2010 A6, LOC Bank of America NA VRDN 57563CAF9 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 90990000.00 90990000.00 0.0170 N 90990000.00 90990000.00 Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev. Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev., 0.25% Series 2010 A1, LOC Citibank NA VRDN 57563CBF8 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y CITIBANK NA N/A N/A Y CITIBANK NA N/A N/A N 47675000.00 47675000.00 0.0089 N 47675000.00 47675000.00 Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev. Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev., 0.25% Series 2010 A3, LOC Bank of America NA VRDN 57563CAC6 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 72000000.00 72000000.00 0.0135 N 72000000.00 72000000.00 Massachusetts Dev. Fin. Agcy. Indl. Dev. Rev. Massachusetts Dev. Fin. Agcy. Indl. Dev. Rev., 0.95% (Charm Sciences, Inc. Proj.) Series 1999 A, LOC Bank of America NA VRDN 57583EAJ3 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 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. Indl. Dev. Rev. Massachusetts Dev. Fin. Agcy. Indl. Dev. Rev., 1.00% (Monkiewicz Realty Trust Proj.) LOC Bank of America NA VRDN 57583EAP9 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 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. Multi-family Hsg. Rev. Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev., 0.25% (Georgetown Village Apts. Proj.) Series 2003 A, LOC Fannie Mae VRDN 57583XAC6 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y FANNIE MAE N/A N/A Y FANNIE MAE N/A N/A N 18550000.00 18550000.00 0.0035 N 18550000.00 18550000.00 Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev. Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev., 0.26% (Salem Heights Apts. Proj.) Series 2003 A, LOC Fed. Home Ln. Bank of Boston VRDN 57583XAE2 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 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 0.0028 N 15000000.00 15000000.00 Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev. Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev., 0.26% (Tammy Brook Apts. Proj.) Series 2009, LOC Freddie Mac VRDN 57583XBN1 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y FREDDIE MAC N/A N/A Y FREDDIE MAC N/A N/A N 6500000.00 6500000.00 0.0012 N 6500000.00 6500000.00 Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev. Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev., 0.28% (Archstone Reading Apts. Proj.) Series 2004 A, LOC Freddie Mac VRDN 57583XAQ5 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y FREDDIE MAC N/A N/A Y FREDDIE MAC N/A N/A N 24840000.00 24840000.00 0.0047 N 24840000.00 24840000.00 Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev. Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev., 0.28% (Casco Crossing Proj.) LOC Fannie Mae VRDN 57583XAR3 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 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., 0.29% (Avalon Acton Apts. Proj.) Series 2006, LOC Fannie Mae VRDN 57583XBG6 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y FANNIE MAE N/A N/A Y FANNIE MAE N/A N/A N 38000000.00 38000000.00 0.0071 N 38000000.00 38000000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.17% (Boston Univ. Proj.) Series U1, LOC Bank of Nova Scotia New York Branch VRDN 57583RVV4 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y BANK OF NOVA SCOTIA NY BRH N/A N/A Y BANK OF NOVA SCOTIA NY BRH N/A N/A N 5530000.00 5530000.00 0.0010 N 5530000.00 5530000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.17% (Boston Univ. Proj.) Series U3, LOC Northern Trust Co. VRDN 57583RWG6 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y NORTHERN TRUST CO CHICAGO N/A N/A Y NORTHERN TRUST CO CHICAGO N/A N/A N 21315000.00 21315000.00 0.0040 N 21315000.00 21315000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.19% (Boston Univ. Proj.) Series U-5B, LOC Fed. Home Ln. Bank of Boston VRDN 57583RP58 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y FEDERAL HOME LN BK OF BOSTON N/A N/A Y FEDERAL HOME LN BK OF BOSTON N/A N/A N 26200000.00 26200000.00 0.0049 N 26200000.00 26200000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.21% (Boston Univ. Proj.) Series U-6E, LOC Bank of Nova Scotia New York Branch VRDN 57583RWD3 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y BANK OF NOVA SCOTIA NY BRH N/A N/A Y BANK OF NOVA SCOTIA NY BRH N/A N/A N 13670000.00 13670000.00 0.0026 N 13670000.00 13670000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.22% (ISO New England, Inc. Proj.) Series 2005, LOC TD Banknorth, NA VRDN 57583RAA3 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 10000000.00 10000000.00 0.0019 N 10000000.00 10000000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.22% (Smith College Proj.) Series 2002 VRDN 57583FYL9 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y SMITH COLLEGE, MA N/A N/A N N 1921000.00 1921000.00 0.0004 N 1921000.00 1921000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.22% Series 2001 VRDN 57583FWB3 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y SMITH COLLEGE, MA N/A N/A N N 1968000.00 1968000.00 0.0004 N 1968000.00 1968000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.22% (Worcester Polytechnic Institute Proj.) Series 2008 A, LOC TD Banknorth, NA VRDN 57583RTX3 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 18840000.00 18840000.00 0.0035 N 18840000.00 18840000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.23% (Berkshire School Proj.) Series 2001, LOC JPMorgan Chase Bank VRDN 57583R2T1 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 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., 0.23% (Seven Hills Foundation and Affiliates Proj.) Series 2008 B, LOC TD Banknorth, NA VRDN 57583RZW8 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 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., 0.23% (Seven Hills Foundation Proj.) Series 2008 A, LOC TD Banknorth, NA VRDN 57583RZV0 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 4800000.00 4800000.00 0.0009 N 4800000.00 4800000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.23% (Fay School Proj.) Series 2008, LOC TD Banknorth, NA VRDN 57583RTZ8 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 5850000.00 5850000.00 0.0011 N 5850000.00 5850000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.23% (Boston Univ. Proj.) Series U-5A, LOC Fed. Home Ln. Bank of Boston VRDN 57583RP41 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y FEDERAL HOME LN BK OF BOSTON N/A N/A Y FEDERAL HOME LN BK OF BOSTON N/A N/A N 22325000.00 22325000.00 0.0042 N 22325000.00 22325000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.24% (Governor Dummer Academy Issues Proj.) Series 2006, LOC TD Banknorth, NA VRDN 57583RGN9 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 4615000.00 4615000.00 0.0009 N 4615000.00 4615000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.24% Series 2011 A, LOC RBS Citizens NA VRDN 57583ULL0 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y RBS CITIZENS NA N/A N/A Y RBS CITIZENS NA N/A N/A N 13050000.00 13050000.00 0.0024 N 13050000.00 13050000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.25% (Children's Museum Proj.) Series 2006, LOC RBS Citizens NA VRDN 57583RGQ2 Variable Rate Demand Note First Tier Security 2012-05-01 2012-05-01 Y RBS CITIZENS NA N/A N/A Y RBS CITIZENS NA N/A N/A N 10300000.00 10300000.00 0.0019 N 10300000.00 10300000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.25% (Olin College Proj.) Series 2008 C2, LOC RBS Citizens NA VRDN 57583RZF5 Variable Rate Demand Note First Tier Security 2012-05-01 2012-05-01 Y RBS CITIZENS NA N/A N/A Y RBS CITIZENS NA N/A N/A N 19600000.00 19600000.00 0.0037 N 19600000.00 19600000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.25% (Olin College Proj.) Series 2008 C3, LOC RBS Citizens NA VRDN 57583RZG3 Variable Rate Demand Note First Tier Security 2012-05-01 2012-05-01 Y RBS CITIZENS NA N/A N/A Y RBS CITIZENS NA N/A N/A N 38365000.00 38365000.00 0.0072 N 38365000.00 38365000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.25% (Fessenden School Proj.) Series 2001, LOC JPMorgan Chase Bank VRDN 57583FXX4 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 11770000.00 11770000.00 0.0022 N 11770000.00 11770000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.25% Series 2007 B, LOC JPMorgan Chase Bank VRDN 57583RTM7 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 13335000.00 13335000.00 0.0025 N 13335000.00 13335000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.25% Participating VRDN Series Putters 3840, (Liquidity Facility JPMorgan Chase Bank) 46633VG45 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 5000000.00 5000000.00 0.0009 N 5000000.00 5000000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.25% (Saint Mark's School Proj.) Series 2004, LOC JPMorgan Chase Bank VRDN 57583F4Z1 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 9785000.00 9785000.00 0.0018 N 9785000.00 9785000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.25% Participating VRDN Series WF 10 56C, (Liquidity Facility Wells Fargo Bank NA) 94985NZX2 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y WELLS FARGO BK NATL ASSN N/A N/A N N 19905000.00 19905000.00 0.0037 N 19905000.00 19905000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.25% (Briarwood Retirement Cmnty. Proj.) Series 2004 A, LOC Manufacturers & Traders Trust Co. VRDN 57583F5P2 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y MANUFACTURERS & TRADERS TR CO N/A N/A Y MANUFACTURERS & TRADERS TR CO N/A N/A N 14510000.00 14510000.00 0.0027 N 14510000.00 14510000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.25% (Wilber School Apts. Proj.) Series 2008 A, LOC Bank of America NA VRDN 57583RD77 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 7000000.00 7000000.00 0.0013 N 7000000.00 7000000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.25% (Abby Kelley Foster Charter Pub. School Proj.) Series 2008, LOC TD Banknorth, NA VRDN 57583RWJ0 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 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., 0.25% Series 2006, LOC JPMorgan Chase Bank VRDN 57583RFL4 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 8000000.00 8000000.00 0.0015 N 8000000.00 8000000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.25% (Clark Univ. Proj.) LOC TD Banknorth, NA VRDN 57583RUU7 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 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 0.0062 N 33295000.00 33295000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.25% Participating VRDN Series ROC II R 11999X, (Liquidity Facility Citibank NA) 57583UNK0 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y CITIBANK NA N/A N/A N N 1500000.00 1500000.00 0.0003 N 1500000.00 1500000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.27% (Fifteen-O-Five West Housatonic LLC Proj.) Series 2007, LOC HSBC Bank USA, NA VRDN 57583RKW4 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y HSBC BANK USA N/A N/A Y HSBC BANK USA N/A N/A N 2540000.00 2540000.00 0.0005 N 2540000.00 2540000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.27% Series 2011 B, LOC Manufacturers & Traders Trust Co. VRDN 57583ULM8 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y MANUFACTURERS & TRADERS TR CO N/A N/A Y MANUFACTURERS & TRADERS TR CO N/A N/A N 5000000.00 5000000.00 0.0009 N 5000000.00 5000000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.29% (Ed. Lawrence Academy Proj.) Series 2003 A, LOC Bank of America NA VRDN 57583FN23 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 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., 0.32% (Judge Rotenburg Ctr. Proj.) Series 2003, LOC Bank of America NA VRDN 57583FQ87 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 10170000.00 10170000.00 0.0019 N 10170000.00 10170000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.33% (Smith College Proj.) Series 2007, (Liquidity Facility Bank of America NA) VRDN 57583R2R5 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y BANK OF AMERICA NA N/A N/A N Y OBLIGOR SMITH COLLEGE, MA N/A N/A 51560000.00 51560000.00 0.0097 N 51560000.00 51560000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.34% (Williston Northampton School Proj.) Series 2010, LOC Bank of America NA VRDN 57583RZ40 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 6060000.00 6060000.00 0.0011 N 6060000.00 6060000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.36% (Institute of Contemporary Art Proj.) Series 2004 A, LOC Bank of America NA VRDN 57583F4X6 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 3500000.00 3500000.00 0.0007 N 3500000.00 3500000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.37% (Edgewood Retirement Cmnty. Proj.) Series 2000 A, LOC Bank of America NA VRDN 57583RB79 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 13590000.00 13590000.00 0.0025 N 13590000.00 13590000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.39% (Lasell Village Proj.) Series 2007, LOC Bank of America NA VRDN 57583RMT9 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 5000000.00 5000000.00 0.0009 N 5000000.00 5000000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.22% (Central Artery Proj.) Series 2000 B, (Liquidity Facility State Street Bank & Trust Co., Boston) VRDN 575827R51 Variable Rate Demand Note First Tier Security 2012-05-01 2012-05-01 Y STATE ST BK & TR CO BOSTON N/A N/A N N 24800000.00 24800000.00 0.0046 N 24800000.00 24800000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.23% Series 2001 C, (Liquidity Facility State Street Bank & Trust Co., Boston) VRDN 575827X54 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y STATE ST BK & TR CO BOSTON N/A N/A N N 177990000.00 177990000.00 0.0333 N 177990000.00 177990000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.25% Participating VRDN Series Putters 3896, (Liquidity Facility JPMorgan Chase Bank) 46633VU98 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 7500000.00 7500000.00 0.0014 N 7500000.00 7500000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.25% Participating VRDN Series Merlots 2008-C54, (Liquidity Facility Wells Fargo Bank NA) 57582PKE9 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y WELLS FARGO BK NATL ASSN N/A N/A N N 13100000.00 13100000.00 0.0025 N 13100000.00 13100000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.25% Participating VRDN Series EGL 07 0124, (Liquidity Facility Citibank NA) 57582PGR5 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y CITIBANK NA N/A N/A N N 12235000.00 12235000.00 0.0023 N 12235000.00 12235000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.25% Participating VRDN Series Putters 2022, (Liquidity Facility JPMorgan Chase Bank) 57582PGC8 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 35995000.00 35995000.00 0.0067 N 35995000.00 35995000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.25% Participating VRDN Series Putters 2648, (Liquidity Facility JPMorgan Chase Bank) 57582PHZ6 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 9250000.00 9250000.00 0.0017 N 9250000.00 9250000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.25% Participating VRDN Series EGL 07 0149, (Liquidity Facility Citibank NA) 57582PGZ7 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y CITIBANK NA N/A N/A N N 34300000.00 34300000.00 0.0064 N 34300000.00 34300000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.25% Participating VRDN Series Putters 3898, (Liquidity Facility JPMorgan Chase Bank) 46633VV55 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 4000000.00 4000000.00 0.0007 N 4000000.00 4000000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.26% Participating VRDN Series Putters 3699, (Liquidity Facility JPMorgan Chase Bank) 46633VSJ9 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 8320000.00 8320000.00 0.0016 N 8320000.00 8320000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.28% Participating VRDN Series Clipper 07 06, (Liquidity Facility State Street Bank & Trust Co., Boston) 18886PRV9 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y STATE ST BK & TR CO BOSTON N/A N/A N N 53850000.00 53850000.00 0.0101 N 53850000.00 53850000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.28% Participating VRDN Series Clipper 07 39, (Liquidity Facility State Street Bank & Trust Co., Boston) 18886PA39 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y STATE ST BK & TR CO BOSTON N/A N/A N N 13325000.00 13325000.00 0.0025 N 13325000.00 13325000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.30% Series 2006 B, (Liquidity Facility Bank of America NA) VRDN 57582N4H5 Variable Rate Demand Note First Tier Security 2012-05-01 2012-05-01 Y BANK OF AMERICA NA N/A N/A N N 41890000.00 41890000.00 0.0078 N 41890000.00 41890000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.31% Participating VRDN Series MT 725, (Liquidity Facility Bank of America NA) 74703YW89 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y BANK OF AMERICA NA N/A N/A N N 20500000.00 20500000.00 0.0038 N 20500000.00 20500000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.31% Participating VRDN Series MT 723, (Liquidity Facility Bank of America NA) 74703YW63 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y BANK OF AMERICA NA N/A N/A N N 6400000.00 6400000.00 0.0012 N 6400000.00 6400000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.19% (Children's Hosp. Proj.) Series 2010 N1, LOC TD Banknorth, NA VRDN 57586EUH2 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 10650000.00 10650000.00 0.0020 N 10650000.00 10650000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.19% (Williams College Proj.) Series J VRDN 57586CPY5 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y WILLIAMS COLLEGE, MA N/A N/A N N 29361000.00 29361000.00 0.0055 N 29361000.00 29361000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.19% (Boston Univ. Proj.) Series H, LOC State Street Bank & Trust Co., Boston VRDN 575850NF5 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y STATE ST BK & TR CO BOSTON N/A N/A Y STATE ST BK & TR CO BOSTON N/A N/A N 21220000.00 21220000.00 0.0040 N 21220000.00 21220000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.20% (Children's Hosp. Proj.) Series 2010 N2, LOC TD Banknorth, NA VRDN 57586EUK5 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 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 0.0111 N 59400000.00 59400000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.21% (Williams College Proj.) Series I VRDN 57586CEA9 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y WILLIAMS COLLEGE, MA N/A N/A N N 19900000.00 19900000.00 0.0037 N 19900000.00 19900000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.22% (Harvard Univ. Proj.) Series R VRDN 57585KGP7 Variable Rate Demand Note First Tier Security 2012-05-01 2012-05-01 Y PRESIDENT & FELLOWS HARVARD CO N/A N/A N N 2595000.00 2595000.00 0.0005 N 2595000.00 2595000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.22% (Partners HealthCare Sys., Inc. Proj.) Series 2005 F, LOC TD Banknorth, NA VRDN 57586CGB5 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 30725000.00 30725000.00 0.0058 N 30725000.00 30725000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.22% Series 2009 O-1, LOC Fed. Home Ln. Bank of Boston VRDN 57586ELD1 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y FEDERAL HOME LN BK OF BOSTON N/A N/A Y FEDERAL HOME LN BK OF BOSTON N/A N/A N 49980000.00 49980000.00 0.0094 N 49980000.00 49980000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.23% (Partners HealthCare Sys., Inc. Proj.) Series D5 VRDN 57585K3P1 Variable Rate Demand Note First Tier Security 2012-05-01 2012-05-01 Y PARTNERS HEALTHCARE SYS INC N/A N/A N N 6935000.00 6935000.00 0.0013 N 6935000.00 6935000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.23% (Wellesley College Proj.) Series I VRDN 57586CP25 Variable Rate Demand Note First Tier Security 2012-05-01 2012-05-01 Y WELLESLEY COLLEGE, MA N/A N/A N N 2240000.00 2240000.00 0.0004 N 2240000.00 2240000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.23% (Partners HealthCare Sys., Inc. Proj.) Series D6 VRDN 57585K3Q9 Variable Rate Demand Note First Tier Security 2012-05-01 2012-05-01 Y PARTNERS HEALTHCARE SYS INC N/A N/A N N 10930000.00 10930000.00 0.0020 N 10930000.00 10930000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.23% (Bentley College Proj.) Series K, LOC JPMorgan Chase Bank VRDN 57585KLH9 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 10400000.00 10400000.00 0.0019 N 10400000.00 10400000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.23% (Harvard Vanguard Med. Associates Proj.) Series 2004, LOC TD Banknorth, NA VRDN 57586CCZ6 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 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., 0.23% Participating VRDN Series BC 10 20W, (Liquidity Facility Barclays Bank PLC) 06740GFN1 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y BARCLAYS BANK PLC N/A N/A N N 8785000.00 8785000.00 0.0016 N 8785000.00 8785000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.23% (Dana-Farber Cancer Institute Proj.) Series 2008 L1, LOC JPMorgan Chase Bank VRDN 57586CY90 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 23500000.00 23500000.00 0.0044 N 23500000.00 23500000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.23% Participating VRDN Series BC 10 15W, (Liquidity Facility Barclays Bank PLC) 06740GFC5 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y BARCLAYS BANK PLC N/A N/A N N 6500000.00 6500000.00 0.0012 N 6500000.00 6500000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.23% Participating VRDN Series BBT 08 54, (Liquidity Facility Branch Banking & Trust Co.) 07330CQY8 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y BRANCH BANKING AND TRUST CO N/A N/A N N 12530000.00 12530000.00 0.0023 N 12530000.00 12530000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.23% (Children's Hosp. Proj.) Series 2010 N3, LOC JPMorgan Chase Bank VRDN 57586EUL3 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 32900000.00 32900000.00 0.0062 N 32900000.00 32900000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.23% (Wellesley College Proj.) Series B VRDN 575851NQ9 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y WELLESLEY COLLEGE, MA N/A N/A N N 4400000.00 4400000.00 0.0008 N 4400000.00 4400000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.23% Participating VRDN Series BBT 08 56, (Liquidity Facility Branch Banking & Trust Co.) 07330CSA8 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y BRANCH BANKING AND TRUST CO N/A N/A N N 15395000.00 15395000.00 0.0029 N 15395000.00 15395000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.24% (CIL Realty of Massachusetts Proj.) Series 2007, LOC JPMorgan Chase Bank VRDN 57586CXK6 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 13790000.00 13790000.00 0.0026 N 13790000.00 13790000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.25% (Henry Heywood Memorial Hosp. Proj.) Series 2008 C, LOC TD Banknorth, NA VRDN 57586C7E9 Variable Rate Demand Note First Tier Security 2012-05-01 2012-05-01 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., 0.25% Participating VRDN Series Putters 3548, (Liquidity Facility JPMorgan Chase Bank) 46633VDN6 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 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., 0.25% Participating VRDN Series ROC II R 11824, (Liquidity Facility Citibank NA) 57586EQX2 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y CITIBANK NA N/A N/A N N 2665000.00 2665000.00 0.0005 N 2665000.00 2665000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.25% Participating VRDN Series Putters 3531, (Liquidity Facility JPMorgan Chase Bank) 46633VBT5 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 12495000.00 12495000.00 0.0023 N 12495000.00 12495000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.25% Participating VRDN Series Putters 3529, (Liquidity Facility JPMorgan Chase Bank) 46633VBP3 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 26660000.00 26660000.00 0.0050 N 26660000.00 26660000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.25% (Northeast Hosp. Corp. Proj.) Series 2004 G, LOC JPMorgan Chase Bank VRDN 57586CDV4 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 37600000.00 37600000.00 0.0070 N 37600000.00 37600000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.25% Participating VRDN Series Putters 3104, (Liquidity Facility JPMorgan Chase Bank) 57586C8Q1 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 3620000.00 3620000.00 0.0007 N 3620000.00 3620000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.25% Participating VRDN Series Putters 3650, (Liquidity Facility JPMorgan Chase Bank) 46633VNX3 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 11800000.00 11800000.00 0.0022 N 11800000.00 11800000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.25% Participating VRDN Series ROC II R 11913, (Liquidity Facility Citibank NA) 57586EXX4 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y CITIBANK NA N/A N/A N N 2985000.00 2985000.00 0.0006 N 2985000.00 2985000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.25% Participating VRDN Series Putters 3530, (Liquidity Facility JPMorgan Chase Bank) 46633VBR9 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 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., 0.25% Participating VRDN Series Clipper 07 08, (Liquidity Facility State Street Bank & Trust Co., B 18886PSL0 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y STATE ST BK & TR CO BOSTON N/A N/A N N 11250000.00 11250000.00 0.0021 N 11250000.00 11250000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.26% (Children's Hosp. Proj.) Series 2010 N4, LOC JPMorgan Chase Bank VRDN 57586EUJ8 Variable Rate Demand Note First Tier Security 2012-05-01 2012-05-01 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 39955000.00 39955000.00 0.0075 N 39955000.00 39955000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.29% (Stonehill College Proj.) Series 2008 K, LOC Bank of America NA VRDN 57586CV77 Variable Rate Demand Note First Tier Security 2012-05-01 2012-05-01 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 6140000.00 6140000.00 0.0012 N 6140000.00 6140000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.29% (Mount Indl. Dev. Auth. College Proj.) Series 2007 A, LOC Bank of America NA VRDN 57586CYF6 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 20150000.00 20150000.00 0.0038 N 20150000.00 20150000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.29% (Peabody Essex Museum Proj.) Series 2002, LOC Bank of America NA VRDN 57585KS25 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 15025000.00 15025000.00 0.0028 N 15025000.00 15025000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.29% (Dana-Farber Cancer Institute Proj.) Series 2008 L2, LOC Bank of America NA VRDN 57586CZ24 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 2105000.00 2105000.00 0.0004 N 2105000.00 2105000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.30% (Southcoast Health Sys. Obligated Group Proj.) Series 2008 C, LOC Bank of America NA VRDN 57586C6T7 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 2750000.00 2750000.00 0.0005 N 2750000.00 2750000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.31% Participating VRDN Series BA 08 3320, (Liquidity Facility Bank of America NA) 05248RBS9 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y BANK OF AMERICA NA N/A N/A N N 3810000.00 3810000.00 0.0007 N 3810000.00 3810000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.32% (Endicott College Proj.) Series 2007 E, LOC Bank of America NA VRDN 57586CM51 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 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., 0.32% (Endicott College Proj.) Series 2004 D, LOC Bank of America NA VRDN 57586CCV5 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 23065000.00 23065000.00 0.0043 N 23065000.00 23065000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.34% (Fairview Extended Care Proj.) Series B, LOC Bank of America NA VRDN 57585JRR4 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 26580000.00 26580000.00 0.0050 N 26580000.00 26580000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.34% (Northeast Hosp. Corp. Proj.) Series 2006 H, LOC Bank of America NA VRDN 57586CQJ7 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 23000000.00 23000000.00 0.0043 N 23000000.00 23000000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.35% Participating VRDN Series BA 08 1056, (Liquidity Facility Bank of America NA) 05248PSU0 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 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., 0.36% (Winchester Hosp. Proj.) Series 2004 F, LOC Bank of America NA VRDN 57586CDD4 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 15170000.00 15170000.00 0.0028 N 15170000.00 15170000.00 Massachusetts Hsg. Fin. Agcy. Hsg. Rev. Massachusetts Hsg. Fin. Agcy. Hsg. Rev., 0.26% Series 2004 A, LOC Lloyds TSB Bank PLC VRDN 57586PHE9 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y LLOYDS TSB BANK PLC (UNGTD) N/A N/A Y LLOYDS TSB BANK PLC (UNGTD) N/A N/A N 28115000.00 28115000.00 0.0053 N 28115000.00 28115000.00 Massachusetts Hsg. Fin. Agcy. Multi-Family Rev. Massachusetts Hsg. Fin. Agcy. Multi-Family Rev., 0.26% (Princeton Crossing LP Proj.) Series 1996 A, LOC Fannie Mae VRDN 5758545T7 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y FANNIE MAE N/A N/A Y FANNIE MAE N/A N/A N 20300000.00 20300000.00 0.0038 N 20300000.00 20300000.00 Massachusetts Hsg. Fin. Agcy. Multi-Family Rev. Massachusetts Hsg. Fin. Agcy. Multi-Family Rev., 0.29% Series 2009 A, LOC Bank of America NA VRDN 57586NDU2 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 6950000.00 6950000.00 0.0013 N 6950000.00 6950000.00 Massachusetts Indl. Fin. Agcy. Indl. Dev. Rev. Massachusetts Indl. Fin. Agcy. Indl. Dev. Rev., 0.45% (Decas Cranberry Proj.) Series 1997, LOC TD Banknorth, NA VRDN 575855S77 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 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., 1.02% (United Plastics Proj.) Series 1997, LOC Wells Fargo Bank NA VRDN 575855S44 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y WELLS FARGO BK NATL ASSN N/A N/A Y WELLS FARGO BK NATL ASSN N/A N/A N 1145000.00 1145000.00 0.0002 N 1145000.00 1145000.00 Massachusetts Indl. Fin. Agcy. Indl. Dev. Rev. Massachusetts Indl. Fin. Agcy. Indl. Dev. Rev., 1.62% (Boutwell Owens & Co., Inc. Proj.) Series 1998, LOC Wells Fargo Bank NA VRDN 575855V73 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 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., 1.70% (Brady Enterprises Proj.) Series 1996, LOC Bank of America NA VRDN 575855R86 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 1050000.00 1050000.00 0.0002 N 1050000.00 1050000.00 Massachusetts Indl. Fin. Agcy. Indl. Dev. Rev. Massachusetts Indl. Fin. Agcy. Indl. Dev. Rev., 1.70% (346 Univ. LLC Proj.) Series 1996, LOC Bank of America NA VRDN 575855P96 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 800000.00 800000.00 0.0001 N 800000.00 800000.00 Massachusetts Indl. Fin. Agcy. Indl. Dev. Rev. Massachusetts Indl. Fin. Agcy. Indl. Dev. Rev., 1.70% (BBB Esq. LLC Proj.) Series 1996, LOC Bank of America NA VRDN 575855S28 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 1700000.00 1700000.00 0.0003 N 1700000.00 1700000.00 Massachusetts Indl. Fin. Agcy. Rev. Massachusetts Indl. Fin. Agcy. Rev., 0.24% (Governor Dummer Academy Proj.) Series 1996, LOC TD Banknorth, NA VRDN 5759147M2 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 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 0.0009 N 5000000.00 5000000.00 Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 0.23% Participating VRDN Series Solar 06 108, (Liquidity Facility U.S. Bank NA, Cincinnati) 27884FKJ8 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y US BANK NA CINCINNATI OHIO N/A N/A N N 14140000.00 14140000.00 0.0026 N 14140000.00 14140000.00 Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 0.24% Series 2008 A, LOC Bank of America NA VRDN 575896ET8 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 11700000.00 11700000.00 0.0022 N 11700000.00 11700000.00 Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 0.32% Series 2010 D, LOC Bank of America NA VRDN 575896JD8 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 90305000.00 90305000.00 0.0169 N 90305000.00 90305000.00 Massachusetts Port Auth. Spl. Proj. Rev. Massachusetts Port Auth. Spl. Proj. Rev., 0.27% (Harborside Hyatt Proj.) Series 2001 A, LOC Royal Bank of Scotland PLC VRDN 575897AC7 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 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 0.0069 N 37100000.00 37100000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.24% Participating VRDN Series Solar 05 03, (Liquidity Facility U.S. Bank NA, Cincinnati) 27884FAE0 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y US BANK NA CINCINNATI OHIO N/A N/A N N 20180000.00 20180000.00 0.0038 N 20180000.00 20180000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.24% Participating VRDN Series BC 11 113B, (Liquidity Facility Barclays Bank PLC) 06740GQW9 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y BARCLAYS BANK PLC N/A N/A N N 1715000.00 1715000.00 0.0003 N 1715000.00 1715000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.25% Participating VRDN Series Putters 2479Z, (Liquidity Facility JPMorgan Chase Bank) 576000JJ3 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 2340000.00 2340000.00 0.0004 N 2340000.00 2340000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.25% Participating VRDN Series EGL 07 0092, (Liquidity Facility Citibank NA) 576000GT4 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y CITIBANK NA N/A N/A N N 46095000.00 46095000.00 0.0086 N 46095000.00 46095000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.25% Participating VRDN Series EGL 07 0032, (Liquidity Facility Citibank NA) 576000FN8 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y CITIBANK NA N/A N/A N N 69300000.00 69300000.00 0.0130 N 69300000.00 69300000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.25% Participating VRDN Series ROC II R 12254, (Liquidity Facility Citibank NA) 576000KF9 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y CITIBANK NA N/A N/A N N 14000000.00 14000000.00 0.0026 N 14000000.00 14000000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.25% Participating VRDN Series WF 11 124C, (Liquidity Facility Wells Fargo Bank NA) 94985N7Z8 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y WELLS FARGO BK NATL ASSN N/A N/A N N 12000000.00 12000000.00 0.0022 N 12000000.00 12000000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.25% Participating VRDN Series Putters 4030, (Liquidity Facility JPMorgan Chase Bank) 46636YFZ8 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 3070000.00 3070000.00 0.0006 N 3070000.00 3070000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.25% Participating VRDN Series Putters 3990, (Liquidity Facility JPMorgan Chase Bank) 46636YCF5 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 3000000.00 3000000.00 0.0006 N 3000000.00 3000000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.25% Participating VRDN Series EGL 07 0067, (Liquidity Facility Citibank NA) 576000GM9 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y CITIBANK NA N/A N/A N N 41660000.00 41660000.00 0.0078 N 41660000.00 41660000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.25% Participating VRDN Series EGL 07 0031, (Liquidity Facility Citibank NA) 576000FL2 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y CITIBANK NA N/A N/A N N 47600000.00 47600000.00 0.0089 N 47600000.00 47600000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.26% Participating VRDN Series Putters 3691, (Liquidity Facility JPMorgan Chase Bank) 46633VRV3 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 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., 0.27% Participating VRDN ROC II R 12193, (Liquidity Facility Citibank NA) 576000JB0 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y CITIBANK NA N/A N/A N N 4000000.00 4000000.00 0.0007 N 4000000.00 4000000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.31% Participating VRDN Series BA 08 1082, (Liquidity Facility Bank of America NA) 05248PVN2 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y BANK OF AMERICA NA N/A N/A N N 7620000.00 7620000.00 0.0014 N 7620000.00 7620000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.35% Participating VRDN Series BA 08 3307, (Liquidity Facility Bank of America NA) 05248P3N3 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y BANK OF AMERICA NA N/A N/A N N 5000000.00 5000000.00 0.0009 N 5000000.00 5000000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.40% Participating VRDN Series MS 3228X, (Liquidity Facility Morgan Stanley Bank, West Val 576000KX0 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 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 St Wtr. Resources Auth. Massachusetts St Wtr. Resources Auth., 0.25% Participating VRDN Series Putters 3690, (Liquidity Facility JPMorgan Chase Bank) 46633VRT8 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 1300000.00 1300000.00 0.0002 N 1300000.00 1300000.00 Massachusetts Wtr. Poll. Abatement Trust Massachusetts Wtr. Poll. Abatement Trust, 0.23% Participating VRDN Series BBT 08 40, (Liquidity Facility Branch Banking & Trust Co.) 07330CNT2 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y BRANCH BANKING AND TRUST CO N/A N/A N N 15370000.00 15370000.00 0.0029 N 15370000.00 15370000.00 Massachusetts Wtr. Poll. Abatement Trust Massachusetts Wtr. Poll. Abatement Trust, 0.25% Participating VRDN Series Putters 3159, (Liquidity Facility JPMorgan Chase Bank) 46632PEK5 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 15490000.00 15490000.00 0.0029 N 15490000.00 15490000.00 Massachusetts Wtr. Poll. Abatement Trust Massachusetts Wtr. Poll. Abatement Trust, 0.28% Participating VRDN Series Clipper 06 11, (Liquidity Facility State Street Bank & Trust Co., Boston) 18886PPV1 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y STATE ST BK & TR CO BOSTON N/A N/A N N 23900000.00 23900000.00 0.0045 N 23900000.00 23900000.00 Massachusetts Wtr. Poll. Abatement Trust Massachusetts Wtr. Poll. Abatement Trust, 0.45% Participating VRDN Series PT 4644, (Liquidity Facility Deutsche Postbank AG) 74703YLP3 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y DEUTSCHE POSTBANK AG N/A N/A N N 13600000.00 13600000.00 0.0025 N 13600000.00 13600000.00 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.18% Series 2008 F, (Liquidity Facility Bank of Nova Scotia New York Branch) VRDN 5760494W7 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y BANK OF NOVA SCOTIA NY BRH N/A N/A N N 22700000.00 22700000.00 0.0043 N 22700000.00 22700000.00 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.24% Participating VRDN Series Solar 06 86, (Liquidity Facility U.S. Bank NA, Cincinnati) 27884FHL7 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y US BANK NA CINCINNATI OHIO N/A N/A N N 21885000.00 21885000.00 0.0041 N 21885000.00 21885000.00 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.24% Series 2008 E, (Liquidity Facility JPMorgan Chase Bank) VRDN 5760494U1 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 26470000.00 26470000.00 0.0050 N 26470000.00 26470000.00 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.25% Participating VRDN Series EGL 7050011 Class A, (Liquidity Facility Citibank NA) 576049K66 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 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., 0.25% Participating VRDN Series EGL 06 0054, (Liquidity Facility Citibank NA) 576049S35 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 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., 0.25% Participating VRDN Series WF 09 67C, (Liquidity Facility Wells Fargo & Co.) 94985NQM6 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y WELLS FARGO & CO NEW N/A N/A N N 15400000.00 15400000.00 0.0029 N 15400000.00 15400000.00 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.25% Participating VRDN Series Putters 2848, (Liquidity Facility JPMorgan Chase Bank) 5760494N7 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 19075000.00 19075000.00 0.0036 N 19075000.00 19075000.00 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.25% Participating VRDN Series ROC II R 11914, (Liquidity Facility Citibank NA) 576051BT2 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y CITIBANK NA N/A N/A N N 1755000.00 1755000.00 0.0003 N 1755000.00 1755000.00 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.25% Participating VRDN Series ROC II R 11968, (Liquidity Facility Citibank NA) 576051DR4 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 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., 0.27% Series 2002 C, LOC Landesbank Hessen-Thuringen VRDN 576049YH7 Variable Rate Demand Note First Tier Security 2012-05-01 2012-05-01 Y LANDESBANK HESS-THURNGN (GTD) N/A N/A Y LANDESBANK HESS-THURNGN (GTD) N/A N/A N 3650000.00 3650000.00 0.0007 N 3650000.00 3650000.00 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.32% Series 2008 B, (Liquidity Facility Bank of America NA) VRDN 5760494X5 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y BANK OF AMERICA NA N/A N/A N N 66630000.00 66630000.00 0.0125 N 66630000.00 66630000.00 RBC Muni. Products, Inc. Trust RBC Muni. Products, Inc. Trust, 0.23% Participating VRDN Series RBC E 32, (Liquidity Facility Royal Bank of Canada) 74926YVU2 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y ROYAL BANK OF CANADA N/A N/A N N 53700000.00 53700000.00 0.0101 N 53700000.00 53700000.00 Univ. of Massachusetts Bldg. Auth. Facilities Rev. Univ. of Massachusetts Bldg. Auth. Facilities Rev., 0.29% Series 2008 1, LOC Lloyds TSB Bank PLC VRDN 914440HE5 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 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 0.0265 N 141320000.00 141320000.00 Puerto Rico Commonwealth Hwy. & Trans. Auth. Trans. Rev. Puerto Rico Commonwealth Hwy. & Trans. Auth. Trans. Rev., 0.21% Series 1998 A, LOC Bank of Nova Scotia New York Branch VRDN 745190Y77 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 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 0.0120 N 64165000.00 64165000.00 Puerto Rico Commonwealth Pub. Impt. Gen. Oblig. Puerto Rico Commonwealth Pub. Impt. Gen. Oblig., 0.25% Series 2003 C5-2, LOC Barclays Bank PLC NY Branch VRDN 74514LYU5 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y BARCLAYS BANK PLC NY BRANCH N/A N/A Y BARCLAYS BANK PLC NY BRANCH N/A N/A N 34110000.00 34110000.00 0.0064 N 34110000.00 34110000.00 Michigan Fin. Auth. Rev. Michigan Fin. Auth. Rev., 0.27% Series 2011 L, LOC Citibank NA VRDN 59447PJL6 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y CITIBANK NA N/A N/A Y CITIBANK NA N/A N/A N 49000000.00 49000000.00 0.0092 N 49000000.00 49000000.00 Port Arthur Navigation District Indl. Dev. Corp. Exempt Facilities Rev. Port Arthur Navigation District Indl. Dev. Corp. Exempt Facilities Rev., 0.44% (Air Products Proj.) Series 2010 A, (Total SA Guaranteed) VRDN 733508AF2 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y TOTAL SA N/A N/A Y TOTAL SA N/A N/A N 5000000.00 5000000.00 0.0009 N 5000000.00 5000000.00 Port Arthur Navigation District Indl. Dev. Corp. Exempt Facilities Rev. Port Arthur Navigation District Indl. Dev. Corp. Exempt Facilities Rev., 0.44% (Air Products Proj.) Series 2012, (Total SA Guaranteed) VRDN 733508AH8 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y TOTAL SA N/A N/A Y TOTAL SA N/A N/A N 10000000.00 10000000.00 0.0019 N 10000000.00 10000000.00 Colorado Reg'l. Trans. District Sales Tax Rev. Colorado Reg'l. Trans. District Sales Tax Rev., 0.31% Participating VRDN Series MT 741, (Liquidity Facility Bank of America NA) 74703Y3L2 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y BANK OF AMERICA NA N/A N/A N N 13300000.00 13300000.00 0.0025 N 13300000.00 13300000.00 Maine Pub. Util. Fin. Pub. Util. Rev. Maine Pub. Util. Fin. Pub. Util. Rev., 0.60% (Maine Pub. Svc. Co. Proj.) Series 2000, LOC Bank of America NA VRDN 560488AC2 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 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., 0.35% (Palatek Proj.) LOC Comerica Bank VRDN 594316AA9 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y COMERICA BK DALLAS TEX N/A N/A Y COMERICA BK DALLAS TEX N/A N/A N 4420000.00 4420000.00 0.0008 N 4420000.00 4420000.00 Delaware Econ. Dev. Auth. Rev. Delaware Econ. Dev. Auth. Rev., 0.49% (Delmarva Pwr. & Lt. Co. Proj.) Series 1999 A VRDN 246387JQ8 Variable Rate Demand Note Second Tier Security 2012-05-07 2012-05-07 Y DELMARVA POWER & LIGHT N/A N/A N N 4300000.00 4300000.00 0.0008 N 4300000.00 4300000.00 Ohio Air Quality Dev. Auth. Rev. Ohio Air Quality Dev. Auth. Rev., 0.38% (Cincinnati Gas & Elec. Co. Proj.) Series B VRDN 677525LX3 Variable Rate Demand Note Second Tier Security 2012-05-07 2012-05-07 Y CINCINNATI GAS & ELECT(DUKE OH N/A N/A N N 4000000.00 4000000.00 0.0007 N 4000000.00 4000000.00 Andover Gen. Oblig. Andover Gen. Oblig., 1.50% BAN 0342853Q7 Other Municipal Debt First Tier Security 2012-12-20 2012-12-20 N N N 2000000.00 2015221.81 0.0004 N 2016580.00 2016580.00 Belmont Gen. Oblig. Belmont Gen. Oblig., 1.50% BAN 080401LY6 Other Municipal Debt First Tier Security 2013-04-25 2013-04-25 N N N 14000000.00 14181295.00 0.0027 N 14181860.00 14181860.00 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 5902780.29 0.0011 N 5903894.00 5903894.00 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 10032159.07 0.0019 N 10034600.00 10034600.00 Boston Gen. Oblig. Boston Gen. Oblig., 2.00% Bonds Series 2012 B 100853QJ2 Other Municipal Debt Unrated Security 2013-02-01 2013-02-01 N N N 11495000.00 11651966.67 0.0022 N 11649722.70 11649722.70 Boston Gen. Oblig. Boston Gen. Oblig., 2.00% Bonds Series 2012 A 100853PG9 Other Municipal Debt Unrated Security 2013-04-01 2013-04-01 N N N 8060000.00 8194411.57 0.0015 N 8193473.60 8193473.60 Boston Gen. Oblig. Boston Gen. Oblig., 4.00% Bonds Series 2011 A 100853MN7 Other Municipal Debt Unrated Security 2013-04-01 2013-04-01 N N N 5620000.00 5816649.34 0.0011 N 5814283.40 5814283.40 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 13364835.46 0.0025 N 13366777.56 13366777.56 Cambridge Gen. Oblig. Cambridge Gen. Oblig., 2.00% Bonds Series 2012 132285P84 Other Municipal Debt Unrated Security 2013-02-15 2013-02-15 N N N 3825000.00 3879751.84 0.0007 N 3878856.00 3878856.00 Cambridge Gen. Oblig. Cambridge Gen. Oblig., 5.00% Bonds Series 2007 B 132285D79 Other Municipal Debt Unrated Security 2013-02-01 2013-02-01 N N N 1000000.00 1036060.21 0.0002 N 1035530.00 1035530.00 Carlisle Gen. Oblig. Carlisle Gen. Oblig., 1.25% BAN 142429LB3 Other Municipal Debt First Tier Security 2012-11-16 2012-11-16 N N N 13436000.00 13509528.51 0.0025 N 13517825.24 13517825.24 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 11997060.38 0.0022 N 11997720.21 11997720.21 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 34770281.28 0.0065 N 34774258.00 34774258.00 Chicopee Gen. Oblig. Chicopee Gen. Oblig., 2.00% BAN 168592T29 Other Municipal Debt Unrated Security 2012-11-29 2012-11-29 N N N 5000000.00 5045253.85 0.0009 N 5048000.00 5048000.00 Concord & Carlisle Reg'l. School District Concord & Carlisle Reg'l. School District, 1.50% BAN 206165FB3 Other Municipal Debt First Tier Security 2012-12-14 2012-12-14 N N N 5000000.00 5040367.45 0.0009 N 5040350.00 5040350.00 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 2677767.24 0.0005 N 2678022.75 2678022.75 Duxbury Gen. Oblig. Duxbury Gen. Oblig., 1.00% BAN 267399TY9 Other Municipal Debt First Tier Security 2012-09-14 2012-09-14 N N N 14383000.00 14428567.96 0.0027 N 14427443.47 14427443.47 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 2669624.36 0.0005 N 2670703.10 2670703.10 Fitchburg Gen. Oblig. Fitchburg Gen. Oblig., 2.00% Bonds 3381533C1 Other Municipal Debt Unrated Security 2012-12-01 2012-12-01 N N N 1270000.00 1281838.55 0.0002 N 1283042.90 1283042.90 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 3704753.06 0.0007 N 3704874.61 3704874.61 Lexington Gen. Oblig. Lexington Gen. Oblig., 5.00% Bonds Series 2012 529284B75 Other Municipal Debt Unrated Security 2013-02-15 2013-02-15 N N N 1118000.00 1160450.61 0.0002 N 1160070.34 1160070.34 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 6618310.25 0.0012 N 6619943.48 6619943.48 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 4357104.60 0.0008 N 4358091.00 4358091.00 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 1612679.36 0.0003 N 1612464.00 1612464.00 Massachusetts Dev. Fin. Agcy. Massachusetts Dev. Fin. Agcy., 0.19% Series 2001, LOC TD Banknorth, NA, CP 57563P9F2 Other Municipal Debt First Tier Security 2012-08-02 2012-08-02 N Y TD BANK NA WILMINGTON DE N/A N/A N 8451000.00 8451000.00 0.0016 N 8450154.90 8450154.90 Massachusetts Dev. Fin. Agcy. Electrical Utils. Rev. Massachusetts Dev. Fin. Agcy. Electrical Utils. Rev., 0.45% Bonds (Nantucket Elec. Co. Proj.) Series 2005, tender 05/02/2012, CP Mode 57584GAC2 Other Municipal Debt Second Tier Security 2012-05-02 2012-05-02 N N Y OBLIGOR NANTUCKET ELEC CO N/A N/A 3600000.00 3600000.00 0.0007 N 3599964.00 3599964.00 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 9950000.00 9950000.00 0.0019 N 9948109.50 9948109.50 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 2000000.00 2016146.00 0.0004 N 2015580.00 2015580.00 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 999691.69 0.0002 N 999510.00 999510.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.22% Bonds Series 2012 A 57582PE55 Other Municipal Debt Unrated Security 2012-05-03 2012-09-01 N N N 51700000.00 51694771.43 0.0097 N 51709306.00 51709306.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.23% Bonds Series 2012 A 57582PD98 Other Municipal Debt Unrated Security 2012-05-03 2013-02-01 N N N 35000000.00 35000000.00 0.0066 N 34997550.00 34997550.00 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 134700000.00 134903909.51 0.0253 N 134906091.00 134906091.00 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 2159765.68 0.0004 N 2159868.50 2159868.50 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 3.00% Bonds Series 2011 B 57582PYH7 Other Municipal Debt Unrated Security 2012-08-01 2012-08-01 N N N 2500000.00 2517799.10 0.0005 N 2517400.00 2517400.00 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 39925000.00 40556545.34 0.0076 N 40554617.25 40554617.25 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 4.00% Bonds Series 2007 B 57582PEA4 Other Municipal Debt Unrated Security 2012-11-01 2012-11-01 N N N 1000000.00 1019254.29 0.0002 N 1018920.00 1018920.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.00% Bonds Series 2007 A 57582PCL2 Other Municipal Debt Unrated Security 2012-05-01 2012-05-01 N N N 1500000.00 1500000.00 0.0003 N 1500000.00 1500000.00 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 2005000.00 2020895.23 0.0004 N 2020659.05 2020659.05 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 1406126.24 0.0003 N 1405894.95 1405894.95 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.00% Bonds Series 2007 B 57582PEB2 Other Municipal Debt Unrated Security 2012-11-01 2012-11-01 N N N 1035000.00 1059575.29 0.0002 N 1059695.10 1059695.10 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 2000000.00 2052604.29 0.0004 N 2052660.00 2052660.00 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 6650000.00 6826782.62 0.0013 N 6825094.50 6825094.50 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.50% Bonds Series 2002 E 57582NKM6 Other Municipal Debt Unrated Security 2013-01-01 2013-01-01 N N N 1000000.00 1035404.90 0.0002 N 1035060.00 1035060.00 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 41254000.00 41254000.00 0.0077 N 41254000.00 41254000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.11% Series EE, CP 00N992KU5 Other Municipal Debt First Tier Security 2012-05-01 2012-05-01 N N Y OBLIGOR PRESIDENT & FELLOWS HARVARD CO N/A N/A 50000000.00 50000000.00 0.0094 N 50000000.00 50000000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.11% Bonds (Partners HealthCare Sys. Proj.) Series 2008 H2, tender 05/02/2012, CP Mode 57586CW27 Other Municipal Debt First Tier Security 2012-05-02 2012-05-02 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 19790000.00 19790000.00 0.0037 N 19789802.10 19789802.10 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.11% Series EE, CP 00N992KX9 Other Municipal Debt First Tier Security 2012-05-04 2012-05-04 N N Y OBLIGOR PRESIDENT & FELLOWS HARVARD CO N/A N/A 37672000.00 37672000.00 0.0071 N 37671623.28 37671623.28 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 41253000.00 41253000.00 0.0077 N 41252587.47 41252587.47 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.12% Bonds (Partners HealthCare Sys. Proj.) Series 2008 H2, tender 06/06/2012, CP Mode 57586CW27 Other Municipal Debt First Tier Security 2012-06-06 2012-06-06 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 14040000.00 14040000.00 0.0026 N 14038596.00 14038596.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.12% Series EE, CP 00N992KT8 Other Municipal Debt First Tier Security 2012-06-11 2012-06-11 N N Y OBLIGOR PRESIDENT & FELLOWS HARVARD CO N/A N/A 16100000.00 16100000.00 0.0030 N 16098551.00 16098551.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.13% Bonds (Partners HealthCare Sys. Proj.) Series 2008 H2, tender 06/05/2012, CP Mode 57586CW27 Other Municipal Debt First Tier Security 2012-06-05 2012-06-05 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 19790000.00 19790000.00 0.0037 N 19788021.00 19788021.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.13% Bonds (Partners HealthCare Sys. Proj.) Series 2008 H1, tender 06/14/2012, CP Mode 57586CV93 Other Municipal Debt First Tier Security 2012-06-14 2012-06-14 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 20000000.00 20000000.00 0.0037 N 19998200.00 19998200.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.13% Series EE, CP 00N992LB6 Other Municipal Debt First Tier Security 2012-07-19 2012-07-19 N N Y OBLIGOR PRESIDENT & FELLOWS HARVARD CO N/A N/A 19000000.00 19000000.00 0.0036 N 18997150.00 18997150.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.13% Series EE, CP 00N992KY7 Other Municipal Debt First Tier Security 2012-08-06 2012-08-06 N N Y OBLIGOR PRESIDENT & FELLOWS HARVARD CO N/A N/A 16381000.00 16381000.00 0.0031 N 16378379.04 16378379.04 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 2660000.00 2660000.00 0.0005 N 2659494.60 2659494.60 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 15100000.00 15100000.00 0.0028 N 15099547.00 15099547.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.14% Bonds Series 2008 H1, tender 07/11/2012, CP Mode 57586CV93 Other Municipal Debt First Tier Security 2012-07-11 2012-07-11 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 12500000.00 12500000.00 0.0023 N 12498500.00 12498500.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.14% Bonds (Partners HealthCare Sys., Inc. Proj.) Series 2008 H2, tender 07/16/2012, CP Mode 57586CW27 Other Municipal Debt First Tier Security 2012-07-16 2012-07-16 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 7020000.00 7020000.00 0.0013 N 7019087.40 7019087.40 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.14% 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 8000000.00 8000000.00 0.0015 N 7998480.00 7998480.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.15% Series EE, CP 00N992LC4 Other Municipal Debt First Tier Security 2012-05-18 2012-05-18 N N Y OBLIGOR PRESIDENT & FELLOWS HARVARD CO N/A N/A 8500000.00 8500000.00 0.0016 N 8499915.00 8499915.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.15% Series EE, CP 00N992LA8 Other Municipal Debt First Tier Security 2012-07-09 2012-07-09 N N Y OBLIGOR PRESIDENT & FELLOWS HARVARD CO N/A N/A 7750000.00 7750000.00 0.0015 N 7749070.00 7749070.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 5.25% Bonds (Massachusetts Institute of Technology Proj.) Series K 57585KWA2 Other Municipal Debt Unrated Security 2012-07-01 2012-07-01 N N Y OBLIGOR MASSACHUSETTS INST TECH, MA N/A N/A 1000000.00 1008425.45 0.0002 N 1008180.00 1008180.00 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 200000.00 200000.00 0.0000 N 200002.00 200002.00 Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev. Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev., 0.40% Bonds (New England Pwr. Co. Proj.) Series 1992, tender 05/17/2012, CP Mode 575856BE8 Other Municipal Debt Second Tier Security 2012-05-17 2012-05-17 N N Y OBLIGOR NEW ENGLAND POWER CO N/A N/A 8360000.00 8360000.00 0.0016 N 8359916.40 8359916.40 Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev. Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev., 0.40% Bonds (New England Pwr. Co. Proj.) Series 1992, tender 05/17/2012, CP Mode 575856BE8 Other Municipal Debt Second Tier Security 2012-05-17 2012-05-17 N N Y OBLIGOR NEW ENGLAND POWER CO N/A N/A 500000.00 500000.00 0.0001 N 500000.00 500000.00 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 05/23/2012, CP Mode 575856BG3 Other Municipal Debt Second Tier Security 2012-05-23 2012-05-23 N N Y OBLIGOR NEW ENGLAND POWER CO N/A N/A 1920000.00 1920000.00 0.0004 N 1920019.20 1920019.20 Massachusetts Muni. Wholesale Elec. Co. Pwr. Supply Sys. Rev. Massachusetts Muni. Wholesale Elec. Co. Pwr. Supply Sys. Rev., 4.00% Bonds (Nuclear #4 Proj.) Series 2012 A 575765ZC9 Other Municipal Debt Unrated Security 2012-07-01 2012-07-01 N N N 5015000.00 5045805.84 0.0009 N 5044588.50 5044588.50 Massachusetts Muni. Wholesale Elec. Co. Pwr. Supply Sys. Rev. Massachusetts Muni. Wholesale Elec. Co. Pwr. Supply Sys. Rev., 4.00% Bonds (Nuclear #5 Proj.) Series 2012 A 575765ZG0 Other Municipal Debt Unrated Security 2012-07-01 2012-07-01 N N N 1450000.00 1458906.97 0.0003 N 1458555.00 1458555.00 Massachusetts Muni. Wholesale Elec. Co. Pwr. Supply Sys. Rev. Massachusetts Muni. Wholesale Elec. Co. Pwr. Supply Sys. Rev., 4.00% Bonds (Nuclear #6 Proj.) Series 2012 A 575765ZL9 Other Municipal Debt Unrated Security 2012-07-01 2012-07-01 N N N 10045000.00 10106703.81 0.0019 N 10104265.50 10104265.50 Massachusetts Muni. Wholesale Elec. Co. Pwr. Supply Sys. Rev. Massachusetts Muni. Wholesale Elec. Co. Pwr. Supply Sys. Rev., 4.00% Bonds (Nuclear Mix #1 Proj.) Series 2012 A 575765YY2 Other Municipal Debt Unrated Security 2012-07-01 2012-07-01 N N N 3555000.00 3576837.44 0.0007 N 3575974.50 3575974.50 Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 0.13% Series 2003 A, LOC Bank of New York, New York, CP 57599LEH9 Other Municipal Debt First Tier Security 2012-05-04 2012-05-04 N Y BANK OF NEW YORK MELLON N/A N/A N 5000000.00 5000000.00 0.0009 N 4999950.00 4999950.00 Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 0.14% Series 2003 A, LOC Bank of New York, New York, CP 57599LEJ5 Other Municipal Debt First Tier Security 2012-05-09 2012-05-09 N Y BANK OF NEW YORK MELLON N/A N/A N 5000000.00 5000000.00 0.0009 N 4999950.00 4999950.00 Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 0.15% Series 2003 B, LOC Bank of New York, New York, CP 57599LEC0 Other Municipal Debt First Tier Security 2012-05-01 2012-05-01 N Y BANK OF NEW YORK MELLON N/A N/A N 14000000.00 14000000.00 0.0026 N 14000000.00 14000000.00 Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 0.16% Series 2003 B, LOC Bank of New York, New York, CP 57599LEL0 Other Municipal Debt First Tier Security 2012-05-08 2012-05-08 N Y BANK OF NEW YORK MELLON N/A N/A N 10000000.00 10000000.00 0.0019 N 9999900.00 9999900.00 Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 0.16% Series 2003 B, LOC Bank of New York, New York, CP 57599LEK2 Other Municipal Debt First Tier Security 2012-05-09 2012-05-09 N Y BANK OF NEW YORK MELLON N/A N/A N 15000000.00 15000000.00 0.0028 N 14999850.00 14999850.00 Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 0.16% Series 2003 B, LOC Bank of New York, New York, CP 57599LED8 Other Municipal Debt First Tier Security 2012-05-15 2012-05-15 N Y BANK OF NEW YORK MELLON N/A N/A N 15000000.00 15000000.00 0.0028 N 14999250.00 14999250.00 Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 0.19% Series 2003 B, LOC Bank of New York, New York, CP 57599LEM8 Other Municipal Debt First Tier Security 2012-05-04 2012-05-04 N Y BANK OF NEW YORK MELLON N/A N/A N 15000000.00 15000000.00 0.0028 N 15000000.00 15000000.00 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 501988.67 0.0001 N 502140.00 502140.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 5.00% Bonds Series 2005 A 576000AP8 Other Municipal Debt Unrated Security 2012-08-15 2012-08-15 N N N 3300000.00 3346506.74 0.0006 N 3345012.00 3345012.00 Massachusetts Spl. Oblig. Rev. Massachusetts Spl. Oblig. Rev., 3.00% Bonds Series 2010 A 576004GG4 Other Municipal Debt Unrated Security 2012-12-15 2012-12-15 N N Y OBLIGOR MASSACHUSETTS ST FED HWY N/A N/A 1700000.00 1729869.35 0.0003 N 1729529.00 1729529.00 Massachusetts Spl. Oblig. Rev. Massachusetts Spl. Oblig. Rev., 4.00% Bonds Series 2010 A 576004GP4 Other Municipal Debt Unrated Security 2012-12-15 2012-12-15 N N Y OBLIGOR MASSACHUSETTS ST FED HWY N/A N/A 4720000.00 4830139.98 0.0009 N 4831061.60 4831061.60 Massachusetts State Dev. Fin. Agcy. Elec. Util. Rev. Massachusetts State Dev. Fin. Agcy. Elec. Util. Rev., 0.45% Bonds (Nantucket Elec. Co. Proj.) Series 2007, tender 05/03/2012, CP Mode 57584TAA8 Other Municipal Debt Second Tier Security 2012-05-03 2012-05-03 N N Y OBLIGOR NANTUCKET ELEC CO N/A N/A 12200000.00 12200000.00 0.0023 N 12199878.00 12199878.00 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 1012000.76 0.0002 N 1011920.00 1011920.00 Massachusetts Wtr. Poll. Abatement Trust Massachusetts Wtr. Poll. Abatement Trust, 5.00% Bonds Series 2009 A 57604P2V5 Other Municipal Debt Unrated Security 2012-08-01 2012-08-01 N N N 1500000.00 1518178.85 0.0003 N 1517775.00 1517775.00 Massachusetts Wtr. Poll. Abatement Trust Massachusetts Wtr. Poll. Abatement Trust, 5.00% Bonds Series 15 A 57604P4B7 Other Municipal Debt Unrated Security 2012-08-01 2012-08-01 N N N 1000000.00 1012001.19 0.0002 N 1011850.00 1011850.00 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 7893223.93 0.0015 N 7892430.00 7892430.00 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 18000000.00 18000000.00 0.0034 N 17996760.00 17996760.00 Melrose Gen. Oblig. Melrose Gen. Oblig., 1.50% BAN 585565PM0 Other Municipal Debt First Tier Security 2012-11-15 2012-11-15 N N N 12125000.00 12206058.29 0.0023 N 12213512.50 12213512.50 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 12600000.00 12646770.80 0.0024 N 12649770.00 12649770.00 Millis Gen. Oblig. Millis Gen. Oblig., 2.00% BAN 601090LK7 Other Municipal Debt First Tier Security 2013-02-22 2013-02-22 N N N 5118038.00 5187538.40 0.0010 N 5187540.96 5187540.96 Nantucket Gen. Oblig. Nantucket Gen. Oblig., 1.00% BAN 630191TU8 Other Municipal Debt First Tier Security 2012-06-08 2012-06-08 N N N 8289000.00 8296349.58 0.0016 N 8296294.32 8296294.32 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 5770974.61 0.0011 N 5771795.40 5771795.40 Plymouth Gen. Oblig. Plymouth Gen. Oblig., 1.50% BAN 729654QK2 Other Municipal Debt First Tier Security 2013-05-08 2013-05-08 N N N 18708600.00 18952934.32 0.0036 N 18953121.40 18953121.40 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 3633353.14 0.0007 N 3634171.25 3634171.25 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 6733380.36 0.0013 N 6736850.00 6736850.00 Westfield Gen. Oblig. Westfield Gen. Oblig., 1.25% BAN Series 2012 A 960096K61 Other Municipal Debt First Tier Security 2013-04-12 2013-04-12 N N N 12220000.00 12315713.49 0.0023 N 12315927.00 12315927.00 Fidelity Revere Str Trust Fidelity Municipal Cash Central Fund, 0.27% 31635A204 Investment Company Unrated Security 2012-05-07 2012-05-07 N N N 701705000.00 701705000.00 0.1314 N 701705000.00 701705000.00