N-MFP LIVE N 2012-09-30 0000357057 S000007113 3 N N 002-75537 FIDELITY MANAGEMENT & RESEARCH COMPANY (FMR) 801-07884 FIDELITY INVESTMENTS MONEY MANAGEMENT, INC. 801-34590 FIDELITY MANAGEMENT & RESEARCH (U.K.), INC. 801-28773 FIDELITY MANAGEMENT & RESEARCH (HONG KONG) LIMITED 801-69507 FIDELITY MANAGEMENT & RESEARCH (JAPAN) INC 801-69571 DELOITTE & TOUCHE LLP Boston MA None CITIBANK, N.A. 0000840464 085-10232 FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. 0000862124 084-01839 N N N Single State Fund 28 28 1131999262.54 22030713.54 52873492.47 1101156483.61 0.0020 1.0009 2012-09-28 1.0009 2012-09-28 C000019442 25000.00 274742040.51 1.00 -2044421.27 4837638.77 6882060.04 0.0001 1.0012 2012-09-28 1.0012 2012-09-28 C000047913 1000000.00 826110654.00 1.00 -36959623.29 10526414.25 47486037.54 0.0001 1.0008 2012-09-28 1.0008 2012-09-28 C000047914 1000000.00 303789.10 1.00 -79997.98 2.02 80000.00 0.0001 1.0009 2012-09-28 1.0009 2012-09-28 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 2012-10-05 2012-10-05 Y JPMORGAN CHASE BANK NA N/A N/A N N 20010000.00 20010000.00 0.0182 N 20010000.00 20010000.00 Massachusetts Bay Trans. Auth. Sales Tax Rev. Massachusetts Bay Trans. Auth. Sales Tax Rev., 0.18% Participating VRDN Series ROC II R 11933, (Liquidity Facility Citibank NA) 575579XF9 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 Y CITIBANK NA N/A N/A N N 3000000.00 3000000.00 0.0027 N 3000000.00 3000000.00 Massachusetts Bay Trans. Auth. Sales Tax Rev. Massachusetts Bay Trans. Auth. Sales Tax Rev., 0.21% Participating VRDN Series Clipper 07 18, (Liquidity Facility State Street Bank & Trust Co., Bosto 18886PUV5 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 Y STATE ST BK & TR CO BOSTON N/A N/A N N 52100000.00 52100000.00 0.0473 N 52100000.00 52100000.00 Massachusetts Commonwealth Trans. Fund Rev. Massachusetts Commonwealth Trans. Fund Rev., 0.20% Participating VRDN Series WF 12 30 C, (Liquidity Facility Wells Fargo Bank NA) 94987KFC4 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 Y WELLS FARGO BK NATL ASSN N/A N/A N N 3000000.00 3000000.00 0.0027 N 3000000.00 3000000.00 Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev. Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev., 0.17% Series 2010 A3, LOC Bank of America NA VRDN 57563CAC6 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 10000000.00 10000000.00 0.0091 N 10000000.00 10000000.00 Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev. Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev., 0.18% Series 2010 A2, LOC Wells Fargo Bank NA VRDN 57563CBG6 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 Y WELLS FARGO BK NATL ASSN N/A N/A Y WELLS FARGO BK NATL ASSN N/A N/A N 6100000.00 6100000.00 0.0055 N 6100000.00 6100000.00 Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev. Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev., 0.24% Series 2010 A1, LOC Citibank NA VRDN 57563CBF8 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 Y CITIBANK NA N/A N/A Y CITIBANK NA N/A N/A N 17150000.00 17150000.00 0.0156 N 17150000.00 17150000.00 Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev. Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev., 0.18% (Tammy Brook Apts. Proj.) Series 2009, LOC Freddie Mac VRDN 57583XBN1 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 Y FREDDIE MAC N/A N/A Y FREDDIE MAC N/A N/A N 3560000.00 3560000.00 0.0032 N 3560000.00 3560000.00 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 2012-10-05 2012-10-05 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 23735000.00 23735000.00 0.0216 N 23735000.00 23735000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.16% (Williston Northampton School Proj.) Series 2010, LOC TD Banknorth, NA VRDN 57583RZ40 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 1560000.00 1560000.00 0.0014 N 1560000.00 1560000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.16% (ISO New England, Inc. Proj.) Series 2005, LOC TD Banknorth, NA VRDN 57583RAA3 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 6900000.00 6900000.00 0.0063 N 6900000.00 6900000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.17% (Smith College Proj.) Series 2001 VRDN 57583FWB3 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 Y SMITH COLLEGE, MA N/A N/A N N 1121000.00 1121000.00 0.0010 N 1121000.00 1121000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.17% (YMCA of Greater Worcester Proj.) Series 2006, LOC TD Banknorth, NA VRDN 57583RGP4 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 1940000.00 1940000.00 0.0018 N 1940000.00 1940000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.17% Series 2006, LOC TD Banknorth, NA VRDN 57583RFX8 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 4525000.00 4525000.00 0.0041 N 4525000.00 4525000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.17% (Governor Dummer Academy Issues Proj.) Series 2006, LOC TD Banknorth, NA VRDN 57583RGN9 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 4900000.00 4900000.00 0.0044 N 4900000.00 4900000.00 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 2012-10-05 2012-10-05 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 5350000.00 5350000.00 0.0049 N 5350000.00 5350000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.18% (Smith College Proj.) Series 2007, (Liquidity Facility TD Banknorth, NA) VRDN 57583R2R5 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 Y SMITH COLLEGE, MA N/A N/A N N 11760000.00 11760000.00 0.0107 N 11760000.00 11760000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.18% (Briarwood Retirement Cmnty. Proj.) Series 2004 A, LOC Manufacturers & Traders Trust Co. VRDN 57583F5P2 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 Y MANUFACTURERS & TRADERS TR CO N/A N/A Y MANUFACTURERS & TRADERS TR CO N/A N/A N 3800000.00 3800000.00 0.0035 N 3800000.00 3800000.00 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 2012-10-05 2012-10-05 Y FEDERAL HOME LN BK OF BOSTON N/A N/A Y FEDERAL HOME LN BK OF BOSTON N/A N/A N 20860000.00 20860000.00 0.0189 N 20860000.00 20860000.00 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 2012-10-05 2012-10-05 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 0.0044 N 4800000.00 4800000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.20% (College of the Holy Cross Proj.) Series 2008 A, LOC JPMorgan Chase Bank VRDN 57583RUZ6 Variable Rate Demand Note First Tier Security 2012-10-01 2012-10-01 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 7000000.00 7000000.00 0.0064 N 7000000.00 7000000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.20% (New England Deaconess Assoc. Proj.) Series 2011 B, LOC Manufacturers & Traders Trust Co. VRDN 57583ULM8 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 Y MANUFACTURERS & TRADERS TR CO N/A N/A Y MANUFACTURERS & TRADERS TR CO N/A N/A N 4400000.00 4400000.00 0.0040 N 4400000.00 4400000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.22% (Judge Rotenburg Ctr. Proj.) Series 2003, LOC Bank of America NA VRDN 57583FQ87 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 1400000.00 1400000.00 0.0013 N 1400000.00 1400000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.23% (Int'l. Fund For Animal Welfare, Inc. Proj.) Series 2006, LOC Bank of America NA VRDN 57583RGU3 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 12480000.00 12480000.00 0.0113 N 12480000.00 12480000.00 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 2012-10-01 2012-10-01 Y RBS CITIZENS NA N/A N/A Y RBS CITIZENS NA N/A N/A N 6800000.00 6800000.00 0.0062 N 6800000.00 6800000.00 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 2012-10-01 2012-10-01 Y RBS CITIZENS NA N/A N/A Y RBS CITIZENS NA N/A N/A N 3635000.00 3635000.00 0.0033 N 3635000.00 3635000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.27% (City Year Proj.) Series 2006, LOC Bank of America NA VRDN 57583RFS9 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 8000000.00 8000000.00 0.0073 N 8000000.00 8000000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.18% Participating VRDN Series EGL 07 0149, (Liquidity Facility Citibank NA) 57582PGZ7 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 Y CITIBANK NA N/A N/A N N 8700000.00 8700000.00 0.0079 N 8700000.00 8700000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.18% Participating VRDN Series BC 12 119 W, (Liquidity Facility Barclays Bank PLC) 76252PAS8 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 Y BARCLAYS BANK PLC N/A N/A N N 5200000.00 5200000.00 0.0047 N 5200000.00 5200000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.19% Participating VRDN Series Clipper 07 39, (Liquidity Facility State Street Bank & Trust Co., Boston) 18886PA39 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 Y STATE ST BK & TR CO BOSTON N/A N/A N N 29900000.00 29900000.00 0.0272 N 29900000.00 29900000.00 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 2012-10-05 2012-10-05 Y JPMORGAN CHASE BANK NA N/A N/A N N 3500000.00 3500000.00 0.0032 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 2012-10-05 2012-10-05 Y WELLS FARGO BK NATL ASSN N/A N/A N N 1900000.00 1900000.00 0.0017 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 2012-10-05 2012-10-05 Y JPMORGAN CHASE BANK NA N/A N/A N N 4400000.00 4400000.00 0.0040 N 4400000.00 4400000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.21% Participating VRDN Series Putters 803, (Liquidity Facility Bank of America NA) 74703UDP0 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 Y BANK OF AMERICA NA N/A N/A N N 4475000.00 4475000.00 0.0041 N 4475000.00 4475000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.21% Participating VRDN Series Putters 802, (Liquidity Facility Bank of America NA) 74703UDN5 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 Y BANK OF AMERICA NA N/A N/A N N 3400000.00 3400000.00 0.0031 N 3400000.00 3400000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.21% Participating VRDN Series Clipper 07 06, (Liquidity Facility State Street Bank & Trust Co., Boston) 18886PRV9 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 Y STATE ST BK & TR CO BOSTON N/A N/A N N 17900000.00 17900000.00 0.0163 N 17900000.00 17900000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.18% (Wellesley College Proj.) Series I VRDN 57586CP25 Variable Rate Demand Note First Tier Security 2012-10-01 2012-10-01 Y WELLESLEY COLLEGE, MA N/A N/A N N 7535000.00 7535000.00 0.0068 N 7535000.00 7535000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.18% (Northeast Hosp. Corp. Proj.) Series 2004 G, LOC JPMorgan Chase Bank VRDN 57586CDV4 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 9400000.00 9400000.00 0.0085 N 9400000.00 9400000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.18% Participating VRDN Series BC 10 20W, (Liquidity Facility Barclays Bank PLC) 06740GFN1 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 Y BARCLAYS BANK PLC N/A N/A N N 2550000.00 2550000.00 0.0023 N 2550000.00 2550000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.18% Participating VRDN Series ROC II R 11913, (Liquidity Facility Citibank NA) 57586EXX4 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 Y CITIBANK NA N/A N/A N N 2290000.00 2290000.00 0.0021 N 2290000.00 2290000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.18% Participating VRDN Series BBT 08 54, (Liquidity Facility Branch Banking & Trust Co.) 07330CQY8 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 Y BRANCH BANKING AND TRUST CO N/A N/A N N 6300000.00 6300000.00 0.0057 N 6300000.00 6300000.00 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 2012-10-05 2012-10-05 Y FEDERAL HOME LN BK OF BOSTON N/A N/A Y FEDERAL HOME LN BK OF BOSTON N/A N/A N 3080000.00 3080000.00 0.0028 N 3080000.00 3080000.00 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 2012-10-05 2012-10-05 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 28180000.00 28180000.00 0.0256 N 28180000.00 28180000.00 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 2012-10-05 2012-10-05 Y MASSACHUSETTS INST TECH, MA N/A N/A N N 1200000.00 1200000.00 0.0011 N 1200000.00 1200000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.18% Participating VRDN Series BBT 08 56, (Liquidity Facility Branch Banking & Trust Co.) 07330CSA8 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 Y BRANCH BANKING AND TRUST CO N/A N/A N N 3500000.00 3500000.00 0.0032 N 3500000.00 3500000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.18% (Children's Hosp. Proj.) Series 2010 N3, LOC JPMorgan Chase Bank VRDN 57586EUL3 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 11000000.00 11000000.00 0.0100 N 11000000.00 11000000.00 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 2012-10-05 2012-10-05 Y JPMORGAN CHASE BANK NA N/A N/A N N 5655000.00 5655000.00 0.0051 N 5655000.00 5655000.00 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 2012-10-05 2012-10-05 Y JPMORGAN CHASE BANK NA N/A N/A N N 11495000.00 11495000.00 0.0104 N 11495000.00 11495000.00 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 2012-10-05 2012-10-05 Y JPMORGAN CHASE BANK NA N/A N/A N N 3200000.00 3200000.00 0.0029 N 3200000.00 3200000.00 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 2012-10-05 2012-10-05 Y JPMORGAN CHASE BANK NA N/A N/A N N 10000000.00 10000000.00 0.0091 N 10000000.00 10000000.00 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 2012-10-01 2012-10-01 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 5550000.00 5550000.00 0.0050 N 5550000.00 5550000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.20% (Henry Heywood Memorial Hosp. Issue Proj.) Series 2009 C, LOC TD Banknorth, NA VRDN 57586EGT2 Variable Rate Demand Note First Tier Security 2012-10-01 2012-10-01 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 3335000.00 3335000.00 0.0030 N 3335000.00 3335000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.20% (Stonehill College Proj.) Series 2008 K, LOC JPMorgan Chase Bank VRDN 57586CV77 Variable Rate Demand Note First Tier Security 2012-10-01 2012-10-01 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 3000000.00 3000000.00 0.0027 N 3000000.00 3000000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.20% (Peabody Essex Museum Proj.) Series 2002, LOC Bank of America NA VRDN 57585KS25 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 12420000.00 12420000.00 0.0113 N 12420000.00 12420000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.21% Participating VRDN Series BA 08 3320, (Liquidity Facility Bank of America NA) 05248RBS9 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 Y BANK OF AMERICA NA N/A N/A N N 6190000.00 6190000.00 0.0056 N 6190000.00 6190000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.22% (Children's Hosp. Proj.) Series 2010 N4, LOC JPMorgan Chase Bank VRDN 57586EUJ8 Variable Rate Demand Note First Tier Security 2012-10-01 2012-10-01 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 9005000.00 9005000.00 0.0082 N 9005000.00 9005000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.22% (Baystate Med. Ctr. Proj.) Series 2005 G, LOC Bank of America NA VRDN 57586CNH4 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 7600000.00 7600000.00 0.0069 N 7600000.00 7600000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.23% (Fairview Extended Care Proj.) Series B, LOC Bank of America NA VRDN 57585JRR4 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 2500000.00 2500000.00 0.0023 N 2500000.00 2500000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.25% Participating VRDN Series BA 08 3503, (Liquidity Facility Bank of America NA) 05248PV93 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 Y BANK OF AMERICA NA N/A N/A N N 5550000.00 5550000.00 0.0050 N 5550000.00 5550000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.25% Participating VRDN Series BA 08 1056, (Liquidity Facility Bank of America NA) 05248PSU0 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 Y BANK OF AMERICA NA N/A N/A N N 3310000.00 3310000.00 0.0030 N 3310000.00 3310000.00 Massachusetts Hsg. Fin. Agcy. Multi-Family Rev. Massachusetts Hsg. Fin. Agcy. Multi-Family Rev., 0.21% Series 2009 A, LOC Bank of America NA VRDN 57586NDU2 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 1000000.00 1000000.00 0.0009 N 1000000.00 1000000.00 Massachusetts Indl. Fin. Agcy. Rev. Massachusetts Indl. Fin. Agcy. Rev., 0.22% (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 2012-10-05 2012-10-05 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 4080000.00 4080000.00 0.0037 N 4080000.00 4080000.00 Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 0.18% Participating VRDN Series Solar 06 108, (Liquidity Facility U.S. Bank NA, Cincinnati) 27884FKJ8 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 Y US BANK NA CINCINNATI OHIO N/A N/A N N 9300000.00 9300000.00 0.0084 N 9300000.00 9300000.00 Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 0.18% Series 2008 A, LOC Bank of America NA VRDN 575896ET8 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 11300000.00 11300000.00 0.0103 N 11300000.00 11300000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.18% Participating VRDN Series EGL 07 0092, (Liquidity Facility Citibank NA) 576000GT4 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 Y CITIBANK NA N/A N/A N N 14700000.00 14700000.00 0.0133 N 14700000.00 14700000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.18% Participating VRDN Series EGL 07 0033, (Liquidity Facility Citibank NA) 576000FQ1 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 Y CITIBANK NA N/A N/A N N 19800000.00 19800000.00 0.0180 N 19800000.00 19800000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.18% Participating VRDN Series EGL 07 0067, (Liquidity Facility Citibank NA) 576000GM9 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 Y CITIBANK NA N/A N/A N N 19100000.00 19100000.00 0.0173 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 2012-10-05 2012-10-05 Y JPMORGAN CHASE BANK NA N/A N/A N N 15545000.00 15545000.00 0.0141 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 Putters 2479Z, (Liquidity Facility JPMorgan Chase Bank) 576000JJ3 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 Y JPMORGAN CHASE BANK NA N/A N/A N N 3500000.00 3500000.00 0.0032 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 Putters 1052Z, (Liquidity Facility JPMorgan Chase Bank) 576000CP6 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 Y JPMORGAN CHASE BANK NA N/A N/A N N 2995000.00 2995000.00 0.0027 N 2995000.00 2995000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.20% Participating VRDN Series Putters 3691, (Liquidity Facility JPMorgan Chase Bank) 46633VRV3 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 Y JPMORGAN CHASE BANK NA N/A N/A N N 1425000.00 1425000.00 0.0013 N 1425000.00 1425000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.20% Participating VRDN ROC II R 12193, (Liquidity Facility Citibank NA) 576000JB0 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 Y CITIBANK NA N/A N/A N N 5115000.00 5115000.00 0.0046 N 5115000.00 5115000.00 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 2012-10-05 2012-10-05 Y JPMORGAN CHASE BANK NA N/A N/A N N 7985000.00 7985000.00 0.0073 N 7985000.00 7985000.00 Massachusetts Wtr. Poll. Abatement Trust Massachusetts Wtr. Poll. Abatement Trust, 0.18% Participating VRDN Series BBT 08 58, (Liquidity Facility Branch Banking & Trust Co.) 07330CTU3 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 Y BRANCH BANKING AND TRUST CO N/A N/A N N 12430000.00 12430000.00 0.0113 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 2012-10-05 2012-10-05 Y JPMORGAN CHASE BANK NA N/A N/A N N 4130000.00 4130000.00 0.0038 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 2012-10-05 2012-10-05 Y BANK OF NOVA SCOTIA NY BRH N/A N/A N N 2600000.00 2600000.00 0.0024 N 2600000.00 2600000.00 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 2012-10-05 2012-10-05 Y JPMORGAN CHASE BANK NA N/A N/A N N 7565000.00 7565000.00 0.0069 N 7565000.00 7565000.00 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.22% Series 2008 B, (Liquidity Facility Bank of America NA) VRDN 5760494X5 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 Y BANK OF AMERICA NA N/A N/A N N 22500000.00 22500000.00 0.0204 N 22500000.00 22500000.00 RBC Muni. Products, Inc. Trust RBC Muni. Products, Inc. Trust, 0.16% Participating VRDN Series RBC E 32, (Liquidity Facility Royal Bank of Canada) 74926YVU2 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 Y ROYAL BANK OF CANADA N/A N/A N N 23500000.00 23500000.00 0.0213 N 23500000.00 23500000.00 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 2012-10-05 2012-10-05 Y LLOYDS TSB BANK PLC (UNGTD) N/A N/A Y LLOYDS TSB BANK PLC (UNGTD) N/A N/A N 66840000.00 66840000.00 0.0607 N 66840000.00 66840000.00 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 2012-10-05 2012-10-05 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 0.0035 N 3870000.00 3870000.00 Arlington Gen. Oblig. Arlington Gen. Oblig., 0.75% BAN 041609VJ4 Other Municipal Debt First Tier Security 2012-11-15 2012-11-15 N N N 6120664.00 6125157.19 0.0056 N 6125315.70 6125315.70 Auburn Gen. Oblig. Auburn Gen. Oblig., 1.50% BAN 050411PY7 Other Municipal Debt Unrated Security 2013-01-25 2013-01-25 N N N 2043540.00 2051597.98 0.0019 N 2052020.69 2052020.69 Bellingham Gen. Oblig. Bellingham Gen. Oblig., 1.00% BAN Series 2012 A 079491TD8 Other Municipal Debt First Tier Security 2012-12-19 2012-12-19 N N N 5263871.00 5273050.57 0.0048 N 5273556.52 5273556.52 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 1009368.72 0.0009 N 1009300.00 1009300.00 Boston Gen. Oblig. Boston Gen. Oblig., 4.00% Bonds Series 2009 A 100853FF2 Other Municipal Debt Unrated Security 2013-04-01 2013-04-01 N N N 750000.00 763889.86 0.0007 N 764190.00 764190.00 Burlington Gen. Oblig. Burlington Gen. Oblig., 1.25% BAN Series 2012 121835ZT2 Other Municipal Debt First Tier Security 2013-07-26 2013-07-26 N N N 3135000.00 3161281.64 0.0029 N 3161396.70 3161396.70 Chicopee Gen. Oblig. Chicopee Gen. Oblig., 0.85% BAN 168592T37 Other Municipal Debt First Tier Security 2012-11-29 2012-11-29 N N N 4000000.00 4003913.79 0.0036 N 4004120.00 4004120.00 Framingham Gen. Oblig. Framingham Gen. Oblig., 0.50% BAN 351694S62 Other Municipal Debt First Tier Security 2012-12-14 2012-12-14 N N N 8578202.00 8584235.96 0.0078 N 8584721.43 8584721.43 Franklin Gen. Oblig. Franklin Gen. Oblig., 1.25% BAN 353838VR3 Other Municipal Debt First Tier Security 2013-08-16 2013-08-16 N N N 4700000.00 4743418.08 0.0043 N 4743099.00 4743099.00 Gloucester Gen. Oblig. Gloucester Gen. Oblig., 0.60% BAN 379713AX8 Other Municipal Debt First Tier Security 2013-02-08 2013-02-08 N N N 2900000.00 2904282.93 0.0026 N 2904408.00 2904408.00 Lexington Gen. Oblig. Lexington Gen. Oblig., 0.50% BAN Series 2012 B 529284C90 Other Municipal Debt First Tier Security 2013-02-22 2013-02-22 N N N 2835900.00 2839668.29 0.0026 N 2839756.82 2839756.82 Massachusetts Dev. Fin. Agcy. Massachusetts Dev. Fin. Agcy., 0.18% Series 2001, LOC TD Banknorth, NA, CP 57563P9G0 Other Municipal Debt First Tier Security 2012-10-01 2012-10-01 N Y TD BANK NA WILMINGTON DE N/A N/A N 2300000.00 2300000.00 0.0021 N 2300000.00 2300000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.20% Series 2001. LOC JPMorgan Chase Bank, CP 08R99MDX2 Other Municipal Debt First Tier Security 2012-12-06 2012-12-06 N Y JPMORGAN CHASE BANK NA N/A N/A N 4397000.00 4397000.00 0.0040 N 4397000.00 4397000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.24% Series 2, LOC Bank of America NA, CP 08R99MEF0 Other Municipal Debt First Tier Security 2012-10-01 2012-10-01 N Y BANK OF AMERICA NA N/A N/A N 1700000.00 1700000.00 0.0015 N 1700000.00 1700000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.56% Bonds Series 2010 A 57582PUK4 Other Municipal Debt Unrated Security 2012-10-04 2013-02-01 N N N 1000000.00 1000000.00 0.0009 N 1000300.00 1000300.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 2.00% RAN Series 2012 A 57582PJ43 Other Municipal Debt First Tier Security 2013-04-25 2013-04-25 N N N 25100000.00 25357275.00 0.0230 N 25363801.00 25363801.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 2.00% RAN Series 2012 A 57582PJ50 Other Municipal Debt First Tier Security 2013-05-23 2013-05-23 N N N 23000000.00 23268410.00 0.0211 N 23274390.00 23274390.00 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 10600000.00 0.0096 N 10600000.00 10600000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 4.00% Bonds Series 2010 B 57582PVF4 Other Municipal Debt Unrated Security 2013-06-01 2013-06-01 N N N 2000000.00 2050337.11 0.0019 N 2050320.00 2050320.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.00% Bonds Series 2009 A 57582PPN4 Other Municipal Debt Unrated Security 2013-03-01 2013-03-01 N N N 3000000.00 3059863.24 0.0028 N 3059520.00 3059520.00 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 2611517.26 0.0024 N 2610764.00 2610764.00 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 6205000.00 6232507.24 0.0057 N 6230688.70 6230688.70 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.14% Bonds (Partners HealthCare Sys., Inc. Proj.) Series 2008 H1, tender 11/08/2012, CP Mode 57586CV93 Other Municipal Debt First Tier Security 2012-11-08 2012-11-08 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 3600000.00 3600000.00 0.0033 N 3599928.00 3599928.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.15% Series EE, CP 00N992LW0 Other Municipal Debt First Tier Security 2012-11-09 2012-11-09 N N Y OBLIGOR PRESIDENT & FELLOWS HARVARD CO N/A N/A 1000000.00 1000000.00 0.0009 N 999990.00 999990.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.15% Series EE, CP 00N992LV2 Other Municipal Debt First Tier Security 2012-11-14 2012-11-14 N N Y OBLIGOR PRESIDENT & FELLOWS HARVARD CO N/A N/A 1550000.00 1550000.00 0.0014 N 1549984.50 1549984.50 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.16% Bonds (Partners HealthCare Sys., Inc. Proj.) Series 2008 H2, tender 10/01/2012, CP Mode 57586CW27 Other Municipal Debt First Tier Security 2012-10-01 2012-10-01 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 18000000.00 18000000.00 0.0163 N 18000000.00 18000000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.16% Bonds (Partners HealthCare Sys., Inc. Proj.) Series 2008 H1, tender 10/11/2012, CP Mode 57586CV93 Other Municipal Debt First Tier Security 2012-10-11 2012-10-11 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 400000.00 400000.00 0.0004 N 399996.00 399996.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.16% Bonds (Partners HealthCare Sys., Inc. Proj.) Series 2008 H1, tender 10/11/2012, CP Mode 57586CV93 Other Municipal Debt First Tier Security 2012-10-11 2012-10-11 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 2000000.00 2000000.00 0.0018 N 1999980.00 1999980.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.17% Bonds (Partners HealthCare Sys., Inc. Proj.) Series 2008 H2, tender 12/05/2012, CP Mode 57586CW27 Other Municipal Debt First Tier Security 2012-12-05 2012-12-05 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 7020000.00 7020000.00 0.0064 N 7019859.60 7019859.60 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.17% Series EE, CP 00N992LY6 Other Municipal Debt First Tier Security 2012-12-14 2012-12-14 N N Y OBLIGOR PRESIDENT & FELLOWS HARVARD CO N/A N/A 3200000.00 3200000.00 0.0029 N 3199936.00 3199936.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.18% Bonds (Partners HealthCare Sys., Inc. Proj.) Series 2008 H1, tender 01/10/2013, CP Mode 57586CV93 Other Municipal Debt First Tier Security 2013-01-10 2013-01-10 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 5000000.00 5000000.00 0.0045 N 5000000.00 5000000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 2.20% Bonds (Univ. of Massachusetts Proj.) Series 2000 A, tender 04/01/2013 57586EGS4 Other Municipal Debt First Tier Security 2013-04-01 2013-04-01 Y UNIV OF MASSACHUSETTS N/A N/A N N 1125000.00 1136026.34 0.0010 N 1135721.25 1135721.25 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 1000000.00 0.0009 N 1000000.00 1000000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 4.00% Bonds Series 2008 57586C3B9 Other Municipal Debt Unrated Security 2012-10-01 2012-10-01 N N Y OBLIGOR NORTHEASTERN UNIV MA REV N/A N/A 500000.00 500000.00 0.0005 N 500000.00 500000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 5.00% Bonds Series 2010 A 57586ETB7 Other Municipal Debt Unrated Security 2012-10-01 2012-10-01 N N Y OBLIGOR NORTHEASTERN UNIV MA REV N/A N/A 1250000.00 1250000.00 0.0011 N 1250000.00 1250000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 5.75% Bonds Series Z 57585KNF1 Other Municipal Debt First Tier Security 2013-01-15 2013-01-15 N N Y OBLIGOR PRESIDENT & FELLOWS HARVARD CO N/A N/A 1425000.00 1447927.23 0.0013 N 1447557.75 1447557.75 Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev. Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev., 0.45% Bonds (New England Pwr. Co. Proj.) Series 1993 A, tender 10/18/2012, CP Mode 575856BF5 Other Municipal Debt Second Tier Security 2012-10-18 2012-10-18 N N Y OBLIGOR NEW ENGLAND POWER CO N/A N/A 3700000.00 3700000.00 0.0034 N 3700037.00 3700037.00 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 10/25/2012, CP Mode 575856BG3 Other Municipal Debt Second Tier Security 2012-10-25 2012-10-25 N N Y OBLIGOR NEW ENGLAND POWER CO N/A N/A 1300000.00 1300000.00 0.0012 N 1300000.00 1300000.00 Massachusetts Muni. Wholesale Elec. Co. Pwr. Supply Sys. Rev. Massachusetts Muni. Wholesale Elec. Co. Pwr. Supply Sys. Rev., 5.00% Bonds (Nuclear #3 Proj.) Series 2011 575765YH9 Other Municipal Debt Unrated Security 2013-07-01 2013-07-01 N N N 1000000.00 1034434.40 0.0009 N 1034080.00 1034080.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.26% Bonds Series WF 11 124C, tender 02/14/2013, (Liquidity Facility Wells Fargo Bank NA) 94985N7Z8 Other Municipal Debt First Tier Security 2013-02-14 2013-02-14 Y WELLS FARGO BK NATL ASSN N/A N/A N N 4835000.00 4835000.00 0.0044 Y 4835000.00 4835000.00 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 10061807.26 0.0091 N 10061133.55 10061133.55 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 4.00% Bonds Series 2009 A 576000KN2 Other Municipal Debt Unrated Security 2013-05-15 2013-05-15 N N N 2275000.00 2328744.53 0.0021 N 2328257.75 2328257.75 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 5.00% Bonds Series 2005 A 576000AR4 Other Municipal Debt Unrated Security 2013-08-15 2013-08-15 N N N 1290000.00 1343511.64 0.0012 N 1343470.50 1343470.50 Massachusetts State College Bldg. Auth. Rev. Massachusetts State College Bldg. Auth. Rev., 3.00% Bonds Series 2010 A 575832TZ3 Other Municipal Debt Unrated Security 2013-05-01 2013-05-01 N N N 450000.00 457075.86 0.0004 N 456849.00 456849.00 Massachusetts State Dev. Fing. Agcy. Poll. Cont. Rev. Massachusetts State Dev. Fing. Agcy. Poll. Cont. Rev., 0.80% Bonds Series 2004, tender 10/05/2012, CP Mode 57584LAB3 Other Municipal Debt Second Tier Security 2012-10-05 2012-10-05 N N Y OBLIGOR MASS ELECTRIC CO N/A N/A 600000.00 600000.00 0.0005 N 599994.00 599994.00 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.17% Series 1999, LOC State Street Bank & Trust Co., Boston, CP 5760519V0 Other Municipal Debt First Tier Security 2013-01-17 2013-01-17 N Y STATE ST BK & TR CO BOSTON N/A N/A N 5000000.00 5000000.00 0.0045 N 4999850.00 4999850.00 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.26% Bonds Series WF 09 67C, tender 02/14/2013, (Liquidity Facility Wells Fargo & Co.) 94985NQM6 Other Municipal Debt First Tier Security 2013-02-14 2013-02-14 Y WELLS FARGO & CO NEW N/A N/A N N 3675000.00 3675000.00 0.0033 Y 3675000.00 3675000.00 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 4200000.00 4233183.94 0.0038 N 4235112.00 4235112.00 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 2190228.57 0.0020 N 2190808.23 2190808.23 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 3066728.32 0.0028 N 3067711.20 3067711.20 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 1966279.35 0.0018 N 1966057.96 1966057.96 Westborough Gen. Oblig. Westborough Gen. Oblig., 1.25% BAN 957144ZP6 Other Municipal Debt First Tier Security 2013-08-23 2013-08-23 N N N 2891539.00 2916762.44 0.0026 N 2916521.90 2916521.90 Westfield Gen. Oblig. Westfield Gen. Oblig., 0.75% BAN 960096K87 Other Municipal Debt First Tier Security 2012-12-14 2012-12-14 N N N 3300000.00 3303797.18 0.0030 N 3303960.00 3303960.00 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 2001592.03 0.0018 N 2002080.00 2002080.00 Fidelity Revere Str Trust Fidelity Tax-Free Cash Central Fund, 0.19% 31635A501 Investment Company First Tier Security 2012-10-05 2012-10-05 N N N 154458389.00 154458388.59 0.1403 N 154458388.59 154458388.59