N-MFP LIVE N 2012-09-30 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 32 33 5640375320.84 61092682.97 263145190.54 5438322813.27 0.0019 1.0009 2012-09-28 1.0009 2012-09-28 C000019444 5000.00 5438322813.27 1.00 -45614861.54 908330788.84 953945650.38 0.0001 1.0009 2012-09-28 1.0009 2012-09-28 Boston Indl. Dev. Rev. Boston Indl. Dev. Rev., 0.37% (New Boston Seafood Ctr., Inc. Proj.) Series 1997, LOC Bank of America NA VRDN 100883AH0 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 2555000.00 2555000.00 0.0005 N 2555000.00 2555000.00 Boston Wtr. & Swr. Commission Rev. Boston Wtr. & Swr. Commission Rev., 0.15% Series 1994 A, LOC State Street Bank & Trust Co., Boston VRDN 101029HM1 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 Y STATE ST BK & TR CO BOSTON N/A N/A Y STATE ST BK & TR CO BOSTON N/A N/A N 15300000.00 15300000.00 0.0028 N 15300000.00 15300000.00 Canton Hsg. Auth. Multi-family Hsg. Mtg. Rev. Canton Hsg. Auth. Multi-family Hsg. Mtg. Rev., 0.17% (Canton Arboretum Apt. Proj.) Series 1999, LOC Fannie Mae VRDN 138270AB9 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 Y FANNIE MAE N/A N/A Y FANNIE MAE N/A N/A N 13695000.00 13695000.00 0.0025 N 13695000.00 13695000.00 Massachusetts Bay Trans. Auth. Sales Tax Rev. Massachusetts Bay Trans. Auth. Sales Tax Rev., 0.17% Series 2008 A2, (Liquidity Facility JPMorgan Chase Bank) VRDN 575579TK3 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 Y JPMORGAN CHASE BANK NA N/A N/A N N 91165000.00 91165000.00 0.0168 N 91165000.00 91165000.00 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 98500000.00 98500000.00 0.0181 N 98500000.00 98500000.00 Massachusetts Bay Trans. Auth. Sales Tax Rev. Massachusetts Bay Trans. Auth. Sales Tax Rev., 0.17% Participating VRDN Series PT 4368, (Liquidity Facility Wells Fargo & Co.) 74703TTB7 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 Y WELLS FARGO & CO NEW N/A N/A N N 15025000.00 15025000.00 0.0028 N 15025000.00 15025000.00 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 0.0006 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 101175000.00 101175000.00 0.0186 N 101175000.00 101175000.00 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 13335000.00 13335000.00 0.0025 N 13335000.00 13335000.00 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 72000000.00 72000000.00 0.0132 N 72000000.00 72000000.00 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 99065000.00 99065000.00 0.0182 N 99065000.00 99065000.00 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 47675000.00 47675000.00 0.0088 N 47675000.00 47675000.00 Massachusetts Dev. Fin. Agcy. Indl. Dev. Rev. Massachusetts Dev. Fin. Agcy. Indl. Dev. Rev., 0.65% (Charm Sciences, Inc. Proj.) Series 1999 A, LOC Bank of America NA VRDN 57583EAJ3 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 1700000.00 1700000.00 0.0003 N 1700000.00 1700000.00 Massachusetts Dev. Fin. Agcy. Indl. Dev. Rev. Massachusetts Dev. Fin. Agcy. Indl. Dev. Rev., 0.75% (Monkiewicz Realty Trust Proj.) LOC Bank of America NA VRDN 57583EAP9 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 2880000.00 2880000.00 0.0005 N 2880000.00 2880000.00 Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev. Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev., 0.17% (Georgetown Village Apts. Proj.) Series 2003 A, LOC Fannie Mae VRDN 57583XAC6 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 Y FANNIE MAE N/A N/A Y FANNIE MAE N/A N/A N 18450000.00 18450000.00 0.0034 N 18450000.00 18450000.00 Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev. Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev., 0.18% (Salem Heights Apts. Proj.) Series 2003 A, LOC Fed. Home Ln. Bank of Boston VRDN 57583XAE2 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 14600000.00 14600000.00 0.0027 N 14600000.00 14600000.00 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 6400000.00 6400000.00 0.0012 N 6400000.00 6400000.00 Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev. Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev., 0.20% (Archstone Reading Apts. Proj.) Series 2004 A, LOC Freddie Mac VRDN 57583XAQ5 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 24840000.00 24840000.00 0.0046 N 24840000.00 24840000.00 Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev. Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev., 0.20% (Casco Crossing Proj.) LOC Fannie Mae VRDN 57583XAR3 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 Y FANNIE MAE N/A N/A Y FANNIE MAE N/A N/A N 10535000.00 10535000.00 0.0019 N 10535000.00 10535000.00 Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev. Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev., 0.21% (Avalon Acton Apts. Proj.) Series 2006, LOC Fannie Mae VRDN 57583XBG6 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 Y FANNIE MAE N/A N/A Y FANNIE MAE N/A N/A N 38000000.00 38000000.00 0.0070 N 38000000.00 38000000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.15% (Seven Hills Foundation Proj.) Series 2008 A, LOC TD Banknorth, NA VRDN 57583RZV0 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 4645000.00 4645000.00 0.0009 N 4645000.00 4645000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.15% (Seven Hills Foundation and Affiliates Proj.) Series 2008 B, LOC TD Banknorth, NA VRDN 57583RZW8 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 5140000.00 5140000.00 0.0009 N 5140000.00 5140000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.15% (Boston Univ. Proj.) Series U1, LOC Bank of Nova Scotia New York Branch VRDN 57583RVV4 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 Y BANK OF NOVA SCOTIA NY BRH N/A N/A Y BANK OF NOVA SCOTIA NY BRH N/A N/A N 28500000.00 28500000.00 0.0052 N 28500000.00 28500000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.15% (Boston Univ. Proj.) Series U-5B, LOC Fed. Home Ln. Bank of Boston VRDN 57583RP58 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 26200000.00 26200000.00 0.0048 N 26200000.00 26200000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.15% (Boston Univ. Proj.) Series U3, LOC Northern Trust Co. VRDN 57583RWG6 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 Y NORTHERN TRUST CO CHICAGO N/A N/A Y NORTHERN TRUST CO CHICAGO N/A N/A N 37195000.00 37195000.00 0.0068 N 37195000.00 37195000.00 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 28590000.00 28590000.00 0.0053 N 28590000.00 28590000.00 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 18635000.00 18635000.00 0.0034 N 18635000.00 18635000.00 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 7200000.00 7200000.00 0.0013 N 7200000.00 7200000.00 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 9300000.00 9300000.00 0.0017 N 9300000.00 9300000.00 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 12310000.00 12310000.00 0.0023 N 12310000.00 12310000.00 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 2269000.00 2269000.00 0.0004 N 2269000.00 2269000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.17% (Clark Univ. Proj.) LOC TD Banknorth, NA VRDN 57583RUU7 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 33295000.00 33295000.00 0.0061 N 33295000.00 33295000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.17% (Meadowbrook School Proj.) Series 2000, LOC JPMorgan Chase Bank VRDN 57583FVJ7 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 3075000.00 3075000.00 0.0006 N 3075000.00 3075000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.17% (Smith College Proj.) Series 2002 VRDN 57583FYL9 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 Y SMITH COLLEGE, MA N/A N/A N N 4678000.00 4678000.00 0.0009 N 4678000.00 4678000.00 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 4505000.00 4505000.00 0.0008 N 4505000.00 4505000.00 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 14510000.00 14510000.00 0.0027 N 14510000.00 14510000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.18% Participating VRDN Series ROC II R 11999X, (Liquidity Facility Citibank NA) 57583UNK0 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 Y CITIBANK NA N/A N/A N N 3300000.00 3300000.00 0.0006 N 3300000.00 3300000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.18% (Boston Univ. Proj.) Series U-5A, LOC Fed. Home Ln. Bank of Boston VRDN 57583RP41 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 16325000.00 16325000.00 0.0030 N 16325000.00 16325000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.18% (Wilber School Apts. Proj.) Series 2008 A, LOC Bank of America NA VRDN 57583RD77 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 7000000.00 7000000.00 0.0013 N 7000000.00 7000000.00 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 4325000.00 4325000.00 0.0008 N 4325000.00 4325000.00 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 56200000.00 56200000.00 0.0103 N 56200000.00 56200000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.19% (Fessenden School Proj.) Series 2001, LOC JPMorgan Chase Bank VRDN 57583FXX4 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 11355000.00 11355000.00 0.0021 N 11355000.00 11355000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.19% (Edgewood Retirement Cmnty. Proj.) Series 2000 A, LOC Bank of America NA VRDN 57583RB79 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 13490000.00 13490000.00 0.0025 N 13490000.00 13490000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.19% (Edgewood Retirement Cmnty. Proj.) Series 2008, LOC Bank of America NA VRDN 57583RB61 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 26265000.00 26265000.00 0.0048 N 26265000.00 26265000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.19% Participating VRDN Series Putters 3840, (Liquidity Facility JPMorgan Chase Bank) 46633VG45 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 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., 0.19% Series 2007 A, LOC JPMorgan Chase Bank VRDN 57583RTL9 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 9300000.00 9300000.00 0.0017 N 9300000.00 9300000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.19% Series 2006, LOC JPMorgan Chase Bank VRDN 57583RFL4 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 11600000.00 11600000.00 0.0021 N 11600000.00 11600000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.19% Series 2007 B, LOC JPMorgan Chase Bank VRDN 57583RTM7 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 13335000.00 13335000.00 0.0025 N 13335000.00 13335000.00 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 7075000.00 7075000.00 0.0013 N 7075000.00 7075000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.20% Participating VRDN Series WF 10 56C, (Liquidity Facility Wells Fargo Bank NA) 94985NZX2 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 19905000.00 19905000.00 0.0037 N 19905000.00 19905000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.20% Series 2011 A, LOC RBS Citizens NA VRDN 57583ULL0 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 Y RBS CITIZENS NA N/A N/A Y RBS CITIZENS NA N/A N/A N 12870000.00 12870000.00 0.0024 N 12870000.00 12870000.00 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 4960000.00 4960000.00 0.0009 N 4960000.00 4960000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.21% Participating VRDN Series Putters 4691, (Liquidity Facility Bank of America NA) 74703YZF0 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 Y BANK OF AMERICA NA N/A N/A N N 6250000.00 6250000.00 0.0011 N 6250000.00 6250000.00 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 9485000.00 9485000.00 0.0017 N 9485000.00 9485000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.22% (Fifteen-O-Five West Housatonic LLC Proj.) Series 2007, LOC HSBC Bank USA, NA VRDN 57583RKW4 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 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., 0.25% (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 38365000.00 38365000.00 0.0071 N 38365000.00 38365000.00 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 35200000.00 35200000.00 0.0065 N 35200000.00 35200000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.34% (Lasell Village Proj.) Series 2007, LOC Bank of America NA VRDN 57583RMT9 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 5000000.00 5000000.00 0.0009 N 5000000.00 5000000.00 Massachusetts Dev. Fin. Agcy. Solid Waste Disp. Rev. Massachusetts Dev. Fin. Agcy. Solid Waste Disp. Rev., 0.19% (Wheelabrator Millbury Proj.) LOC JPMorgan Chase Bank VRDN 57583HAF4 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 10000000.00 10000000.00 0.0018 N 10000000.00 10000000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.17% Series 2001 C, (Liquidity Facility State Street Bank & Trust Co., Boston) VRDN 575827X54 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 198390000.00 198390000.00 0.0365 N 198390000.00 198390000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.18% Participating VRDN Series BC 11 101W, (Liquidity Facility Barclays Bank PLC) 06740GQJ8 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 Y BARCLAYS BANK PLC N/A N/A N N 5880000.00 5880000.00 0.0011 N 5880000.00 5880000.00 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 24440000.00 24440000.00 0.0045 N 24440000.00 24440000.00 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 34300000.00 34300000.00 0.0063 N 34300000.00 34300000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.18% Participating VRDN Series EGL 07 0124, (Liquidity Facility Citibank NA) 57582PGR5 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 Y CITIBANK NA N/A N/A N N 12235000.00 12235000.00 0.0022 N 12235000.00 12235000.00 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 13325000.00 13325000.00 0.0025 N 13325000.00 13325000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.19% Participating VRDN Series Putters 3896, (Liquidity Facility JPMorgan Chase Bank) 46633VU98 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 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., 0.19% Participating VRDN Series Putters 2648, (Liquidity Facility JPMorgan Chase Bank) 57582PHZ6 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 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., 0.19% Participating VRDN Series Putters 2022, (Liquidity Facility JPMorgan Chase Bank) 57582PGC8 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 Y JPMORGAN CHASE BANK NA N/A N/A N N 35995000.00 35995000.00 0.0066 N 35995000.00 35995000.00 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 4000000.00 4000000.00 0.0007 N 4000000.00 4000000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.20% Participating VRDN Series Putters 4247, (Liquidity Facility JPMorgan Chase & Co.) 46636YR69 Variable Rate Demand Note First Tier Security 2012-10-01 2012-10-01 Y JPMORGAN CHASE & CO N/A N/A N N 7495000.00 7495000.00 0.0014 N 7495000.00 7495000.00 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 8320000.00 8320000.00 0.0015 N 8320000.00 8320000.00 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 13100000.00 13100000.00 0.0024 N 13100000.00 13100000.00 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 21800000.00 21800000.00 0.0040 N 21800000.00 21800000.00 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 53850000.00 53850000.00 0.0099 N 53850000.00 53850000.00 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 16600000.00 16600000.00 0.0031 N 16600000.00 16600000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.15% (Children's Hosp. Proj.) Series 2010 N1, LOC TD Banknorth, NA VRDN 57586EUH2 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 17050000.00 17050000.00 0.0031 N 17050000.00 17050000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.15% (Boston Univ. Proj.) Series H, LOC State Street Bank & Trust Co., Boston VRDN 575850NF5 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 Y STATE ST BK & TR CO BOSTON N/A N/A Y STATE ST BK & TR CO BOSTON N/A N/A N 21725000.00 21725000.00 0.0040 N 21725000.00 21725000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.15% (Williams College Proj.) Series J VRDN 57586CPY5 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 Y WILLIAMS COLLEGE, MA N/A N/A N N 29179000.00 29179000.00 0.0054 N 29179000.00 29179000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.16% Series 2009 O-1, LOC Fed. Home Ln. Bank of Boston VRDN 57586ELD1 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 46950000.00 46950000.00 0.0086 N 46950000.00 46950000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.16% (Williams College Proj.) Series I VRDN 57586CEA9 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 Y WILLIAMS COLLEGE, MA N/A N/A N N 20300000.00 20300000.00 0.0037 N 20300000.00 20300000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.16% (Children's Hosp. Proj.) Series 2010 N2, LOC TD Banknorth, NA VRDN 57586EUK5 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 59400000.00 59400000.00 0.0109 N 59400000.00 59400000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.16% (Partners HealthCare Sys., Inc. Proj.) Series 2005 F, LOC TD Banknorth, NA VRDN 57586CGB5 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 43565000.00 43565000.00 0.0080 N 43565000.00 43565000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.17% (Dana-Farber Cancer Institute Proj.) Series 2008 L1, LOC JPMorgan Chase Bank VRDN 57586CY90 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 23500000.00 23500000.00 0.0043 N 23500000.00 23500000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.17% (Baystate Health Sys. Proj.) Series 2009 J1, LOC JPMorgan Chase Bank VRDN 57586EKC4 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 13100000.00 13100000.00 0.0024 N 13100000.00 13100000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.18% (Partners HealthCare Sys., Inc. Proj.) Series D5 VRDN 57585K3P1 Variable Rate Demand Note First Tier Security 2012-10-01 2012-10-01 Y PARTNERS HEALTHCARE SYS INC N/A N/A N N 5100000.00 5100000.00 0.0009 N 5100000.00 5100000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.18% (Partners HealthCare Sys., Inc. Proj.) Series D6 VRDN 57585K3Q9 Variable Rate Demand Note First Tier Security 2012-10-01 2012-10-01 Y PARTNERS HEALTHCARE SYS INC N/A N/A N N 11315000.00 11315000.00 0.0021 N 11315000.00 11315000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.18% Participating VRDN Series ROC II R 11824, (Liquidity Facility Citibank NA) 57586EQX2 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 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., 0.18% (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 28300000.00 28300000.00 0.0052 N 28300000.00 28300000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.18% Participating VRDN Series BC 10 15W, (Liquidity Facility Barclays Bank PLC) 06740GFC5 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 Y BARCLAYS BANK PLC N/A N/A N N 7185000.00 7185000.00 0.0013 N 7185000.00 7185000.00 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 8785000.00 8785000.00 0.0016 N 8785000.00 8785000.00 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 37075000.00 37075000.00 0.0068 N 37075000.00 37075000.00 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 15395000.00 15395000.00 0.0028 N 15395000.00 15395000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.18% (Wellesley College Proj.) Series B VRDN 575851NQ9 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 Y WELLESLEY COLLEGE, MA N/A N/A N N 4200000.00 4200000.00 0.0008 N 4200000.00 4200000.00 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 2600000.00 2600000.00 0.0005 N 2600000.00 2600000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.18% 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 12505000.00 12505000.00 0.0023 N 12505000.00 12505000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.18% Participating VRDN Series Clipper 07 08, (Liquidity Facility State Street Bank & Trust Co., B 18886PSL0 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 15450000.00 15450000.00 0.0028 N 15450000.00 15450000.00 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 2975000.00 2975000.00 0.0005 N 2975000.00 2975000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.18% (Bentley College Proj.) Series K, LOC JPMorgan Chase Bank VRDN 57585KLH9 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 13400000.00 13400000.00 0.0025 N 13400000.00 13400000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.19% Participating VRDN Series Putters 3104, (Liquidity Facility JPMorgan Chase Bank) 57586C8Q1 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 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., 0.19% 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 26660000.00 26660000.00 0.0049 N 26660000.00 26660000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.19% Participating VRDN Series Putters 3548, (Liquidity Facility JPMorgan Chase Bank) 46633VDN6 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 Y JPMORGAN CHASE BANK NA N/A N/A N N 9925000.00 9925000.00 0.0018 N 9925000.00 9925000.00 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 11800000.00 11800000.00 0.0022 N 11800000.00 11800000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.19% Participating VRDN Series Putters 3531, (Liquidity Facility JPMorgan Chase Bank) 46633VBT5 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 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., 0.19% 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 1000000.00 1000000.00 0.0002 N 1000000.00 1000000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.20% (Henry Heywood Memorial Hosp. Proj.) Series 2008 C, LOC TD Banknorth, NA VRDN 57586C7E9 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 6245000.00 6245000.00 0.0011 N 6245000.00 6245000.00 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 35400000.00 35400000.00 0.0065 N 35400000.00 35400000.00 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 8000000.00 8000000.00 0.0015 N 8000000.00 8000000.00 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 8120000.00 8120000.00 0.0015 N 8120000.00 8120000.00 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 14525000.00 14525000.00 0.0027 N 14525000.00 14525000.00 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 3810000.00 3810000.00 0.0007 N 3810000.00 3810000.00 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 94585000.00 94585000.00 0.0174 N 94585000.00 94585000.00 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 37510000.00 37510000.00 0.0069 N 37510000.00 37510000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.22% (Northeast Hosp. Corp. Proj.) Series 2006 H, LOC Bank of America NA VRDN 57586CQJ7 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 23000000.00 23000000.00 0.0042 N 23000000.00 23000000.00 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 26580000.00 26580000.00 0.0049 N 26580000.00 26580000.00 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 3290000.00 3290000.00 0.0006 N 3290000.00 3290000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.32% (Winchester Hosp. Proj.) Series 2004 F, LOC Bank of America NA VRDN 57586CDD4 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 15170000.00 15170000.00 0.0028 N 15170000.00 15170000.00 Massachusetts Hsg. Fin. Agcy. Hsg. Rev. Massachusetts Hsg. Fin. Agcy. Hsg. Rev., 0.20% Series 2004 A, LOC Lloyds TSB Bank PLC VRDN 57586PHE9 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 27870000.00 27870000.00 0.0051 N 27870000.00 27870000.00 Massachusetts Hsg. Fin. Agcy. Multi-Family Rev. Massachusetts Hsg. Fin. Agcy. Multi-Family Rev., 0.19% (Princeton Crossing LP Proj.) Series 1996 A, LOC Fannie Mae VRDN 5758545T7 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 Y FANNIE MAE N/A N/A Y FANNIE MAE N/A N/A N 20300000.00 20300000.00 0.0037 N 20300000.00 20300000.00 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 6850000.00 6850000.00 0.0013 N 6850000.00 6850000.00 Massachusetts Indl. Fin. Agcy. Indl. Dev. Rev. Massachusetts Indl. Fin. Agcy. Indl. Dev. Rev., 0.30% (Decas Cranberry Proj.) Series 1997, LOC TD Banknorth, NA VRDN 575855S77 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 1875000.00 1875000.00 0.0003 N 1875000.00 1875000.00 Massachusetts Indl. Fin. Agcy. Indl. Dev. Rev. Massachusetts Indl. Fin. Agcy. Indl. Dev. Rev., 0.80% (United Plastics Proj.) Series 1997, LOC Wells Fargo Bank NA VRDN 575855S44 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 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., 1.25% (Brady Enterprises Proj.) Series 1996, LOC Bank of America NA VRDN 575855R86 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 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., 1.25% (346 Univ. LLC Proj.) Series 1996, LOC Bank of America NA VRDN 575855P96 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 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., 1.25% (BBB Esq. LLC Proj.) Series 1996, LOC Bank of America NA VRDN 575855S28 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 1700000.00 1700000.00 0.0003 N 1700000.00 1700000.00 Massachusetts Indl. Fin. Agcy. Indl. Dev. Rev. Massachusetts Indl. Fin. Agcy. Indl. Dev. Rev., 1.30% (Boutwell Owens & Co., Inc. Proj.) Series 1998, LOC Wells Fargo Bank NA VRDN 575855V73 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 480000.00 480000.00 0.0001 N 480000.00 480000.00 Massachusetts Indl. Fin. Agcy. Rev. Massachusetts Indl. Fin. Agcy. Rev., 0.17% (Governor Dummer Academy Proj.) Series 1996, LOC TD Banknorth, NA VRDN 5759147M2 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 0.0009 N 4800000.00 4800000.00 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 11400000.00 11400000.00 0.0021 N 11400000.00 11400000.00 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 14070000.00 14070000.00 0.0026 N 14070000.00 14070000.00 Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 0.23% Series 2010 D, LOC Bank of America NA VRDN 575896JD8 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 98890000.00 98890000.00 0.0182 N 98890000.00 98890000.00 Massachusetts Port Auth. Spl. Proj. Rev. Massachusetts Port Auth. Spl. Proj. Rev., 0.20% (Harborside Hyatt Proj.) Series 2001 A, LOC Royal Bank of Scotland PLC VRDN 575897AC7 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 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 0.0068 N 37100000.00 37100000.00 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 41660000.00 41660000.00 0.0077 N 41660000.00 41660000.00 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 46095000.00 46095000.00 0.0085 N 46095000.00 46095000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.18% Participating VRDN Series ROC II R 12254, (Liquidity Facility Citibank NA) 576000KF9 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 Y CITIBANK NA N/A N/A N N 18900000.00 18900000.00 0.0035 N 18900000.00 18900000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.18% Participating VRDN Series EGL 07 0031, (Liquidity Facility Citibank NA) 576000FL2 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 Y CITIBANK NA N/A N/A N N 52600000.00 52600000.00 0.0097 N 52600000.00 52600000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.18% Participating VRDN Series ROC II R 14021, (Liquidity Facility Citibank NA) 576000MY6 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 0.0006 N 3000000.00 3000000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.18% Participating VRDN Series EGL 07 0032, (Liquidity Facility Citibank NA) 576000FN8 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 Y CITIBANK NA N/A N/A N N 69300000.00 69300000.00 0.0127 N 69300000.00 69300000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.19% Participating VRDN Series Solar 05 03, (Liquidity Facility U.S. Bank NA, Cincinnati) 27884FAE0 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 20125000.00 20125000.00 0.0037 N 20125000.00 20125000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.19% Participating VRDN Series Putters 4030, (Liquidity Facility JPMorgan Chase Bank) 46636YFZ8 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 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., 0.19% 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 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., 0.19% Participating VRDN Series Putters 3990, (Liquidity Facility JPMorgan Chase Bank) 46636YCF5 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 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., 0.20% 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 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., 0.20% 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 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., 0.21% Participating VRDN Series BA 08 1082, (Liquidity Facility Bank of America NA) 05248PVN2 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 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., 0.25% Participating VRDN Series BA 08 3307, (Liquidity Facility Bank of America NA) 05248P3N3 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 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., 0.25% Participating VRDN Series MS 3228X, (Liquidity Facility Morgan Stanley Bank, West Val 576000KX0 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 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., 0.19% Participating VRDN Series Putters 3690, (Liquidity Facility JPMorgan Chase Bank) 46633VRT8 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 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, 0.18% Participating VRDN Series BBT 08 40, (Liquidity Facility Branch Banking & Trust Co.) 07330CNT2 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 15340000.00 15340000.00 0.0028 N 15340000.00 15340000.00 Massachusetts Wtr. Poll. Abatement Trust Massachusetts Wtr. Poll. Abatement Trust, 0.19% Participating VRDN Series Putters 3159, (Liquidity Facility JPMorgan Chase Bank) 46632PEK5 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 Y JPMORGAN CHASE BANK NA N/A N/A N N 15490000.00 15490000.00 0.0028 N 15490000.00 15490000.00 Massachusetts Wtr. Poll. Abatement Trust Massachusetts Wtr. Poll. Abatement Trust, 0.21% Participating VRDN Series Clipper 06 11, (Liquidity Facility State Street Bank & Trust Co., Boston) 18886PPV1 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 23900000.00 23900000.00 0.0044 N 23900000.00 23900000.00 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 12900000.00 12900000.00 0.0024 N 12900000.00 12900000.00 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.18% Participating VRDN Series ROC II R 11914, (Liquidity Facility Citibank NA) 576051BT2 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 Y CITIBANK NA N/A N/A N N 1750000.00 1750000.00 0.0003 N 1750000.00 1750000.00 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.18% Participating VRDN Series EGL 06 0054, (Liquidity Facility Citibank NA) 576049S35 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 Y CITIBANK NA N/A N/A N N 5300000.00 5300000.00 0.0010 N 5300000.00 5300000.00 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.18% Participating VRDN Series Solar 06 86, (Liquidity Facility U.S. Bank NA, Cincinnati) 27884FHL7 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 21855000.00 21855000.00 0.0040 N 21855000.00 21855000.00 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.18% Participating VRDN Series EGL 7050011 Class A, (Liquidity Facility Citibank NA) 576049K66 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 Y CITIBANK NA N/A N/A N N 10990000.00 10990000.00 0.0020 N 10990000.00 10990000.00 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.18% Participating VRDN Series ROC II R 11968, (Liquidity Facility Citibank NA) 576051DR4 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 Y CITIBANK NA N/A N/A N N 5185000.00 5185000.00 0.0010 N 5185000.00 5185000.00 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 46965000.00 46965000.00 0.0086 N 46965000.00 46965000.00 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.19% Participating VRDN Series Putters 2848, (Liquidity Facility JPMorgan Chase Bank) 5760494N7 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 Y JPMORGAN CHASE BANK NA N/A N/A N N 19075000.00 19075000.00 0.0035 N 19075000.00 19075000.00 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.20% Participating VRDN Series Putters 4176, (Liquidity Facility JPMorgan Chase Bank) 46636YXK1 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 Y JPMORGAN CHASE BANK NA N/A N/A N N 5980000.00 5980000.00 0.0011 N 5980000.00 5980000.00 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 98530000.00 98530000.00 0.0181 N 98530000.00 98530000.00 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 104605000.00 104605000.00 0.0192 N 104605000.00 104605000.00 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 137020000.00 137020000.00 0.0252 N 137020000.00 137020000.00 Weston Gen. Oblig. Weston Gen. Oblig., 0.20% Participating VRDN Series Putters 4047, (Liquidity Facility JPMorgan Chase & Co.) 46636YHU7 Variable Rate Demand Note First Tier Security 2012-10-01 2012-10-01 Y JPMORGAN CHASE & CO N/A N/A N N 9495000.00 9495000.00 0.0017 N 9495000.00 9495000.00 Puerto Rico Commonwealth Hwy. & Trans. Auth. Trans. Rev. Puerto Rico Commonwealth Hwy. & Trans. Auth. Trans. Rev., 0.15% Series 1998 A, LOC Bank of Nova Scotia New York Branch VRDN 745190Y77 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 Y BANK OF NOVA SCOTIA NY BRH N/A N/A Y BANK OF NOVA SCOTIA NY BRH N/A N/A N 48535000.00 48535000.00 0.0089 N 48535000.00 48535000.00 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 34110000.00 34110000.00 0.0063 N 34110000.00 34110000.00 Port Arthur Navigation District Indl. Dev. Corp. Exempt Facilities Rev. Port Arthur Navigation District Indl. Dev. Corp. Exempt Facilities Rev., 0.20% (Air Products Proj.) Series 2010 A, (Total SA Guaranteed) VRDN 733508AF2 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 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., 0.20% (Air Products Proj.) Series 2012, (Total SA Guaranteed) VRDN 733508AH8 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 Y TOTAL SA N/A N/A Y TOTAL SA N/A N/A N 10000000.00 10000000.00 0.0018 N 10000000.00 10000000.00 Colorado Reg'l. Trans. District Sales Tax Rev. Colorado Reg'l. Trans. District Sales Tax Rev., 0.21% Participating VRDN Series MT 741, (Liquidity Facility Bank of America NA) 74703Y3L2 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 Y BANK OF AMERICA NA N/A N/A N N 13300000.00 13300000.00 0.0024 N 13300000.00 13300000.00 Ohio Air Quality Dev. Auth. Rev. Ohio Air Quality Dev. Auth. Rev., 0.32% (Cincinnati Gas & Elec. Co. Proj.) Series B VRDN 677525LX3 Variable Rate Demand Note Second Tier Security 2012-10-05 2012-10-05 Y CINCINNATI GAS & ELECT(DUKE OH N/A N/A N N 11800000.00 11800000.00 0.0022 N 11800000.00 11800000.00 Ohio Air Quality Dev. Auth. Rev. Ohio Air Quality Dev. Auth. Rev., 0.40% (Cincinnati Gas & Elec. Co. Proj.) Series A VRDN 677525LW5 Variable Rate Demand Note Second Tier Security 2012-10-05 2012-10-05 Y CINCINNATI GAS & ELECT(DUKE OH N/A N/A N N 1200000.00 1200000.00 0.0002 N 1200000.00 1200000.00 Maine Pub. Util. Fin. Pub. Util. Rev. Maine Pub. Util. Fin. Pub. Util. Rev., 0.45% (Maine Pub. Svc. Co. Proj.) Series 2000, LOC Bank of America NA VRDN 560488AC2 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 9000000.00 9000000.00 0.0017 N 9000000.00 9000000.00 Clarksville Pub. Bldg. Auth. Rev. Clarksville Pub. Bldg. Auth. Rev., 0.21% (Tennessee Muni. Bond Fund Proj.) Series 2003, LOC Bank of America NA VRDN 182564AW4 Variable Rate Demand Note First Tier Security 2012-10-01 2012-10-01 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 5400000.00 5400000.00 0.0010 N 5400000.00 5400000.00 Delaware Econ. Dev. Auth. Rev. Delaware Econ. Dev. Auth. Rev., 0.45% (Delmarva Pwr. & Lt. Co. Proj.) Series 1999 A VRDN 246387JQ8 Variable Rate Demand Note Second Tier Security 2012-10-05 2012-10-05 Y DELMARVA POWER & LIGHT N/A N/A N N 4400000.00 4400000.00 0.0008 N 4400000.00 4400000.00 Michigan City Ltd. Oblig. Rev. Michigan City Ltd. Oblig. Rev., 0.28% (Palatek Proj.) LOC Comerica Bank VRDN 594316AA9 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 Y COMERICA BK DALLAS TEX N/A N/A Y COMERICA BK DALLAS TEX N/A N/A N 4110000.00 4110000.00 0.0008 N 4110000.00 4110000.00 Decatur Indl. Dev. Board Exempt Facilities Rev. Decatur Indl. Dev. Board Exempt Facilities Rev., 0.20% (Nucor Steel Decatur LLC Proj.) Series 2003 A VRDN 242846AA1 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 Y NUCOR CORP N/A N/A N N 3500000.00 3500000.00 0.0006 N 3500000.00 3500000.00 Salem County Poll. Cont. Fin. Auth. Rev. Salem County Poll. Cont. Fin. Auth. Rev., 0.44% (Pub. Svc. Elec. and Gas Co. Proj.) Series 2012 A VRDN 79410SBM7 Variable Rate Demand Note Second Tier Security 2012-10-05 2012-10-05 Y PUBLIC SERVICE ELEC & GAS CO N/A N/A N N 3400000.00 3400000.00 0.0006 N 3400000.00 3400000.00 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 2005226.37 0.0004 N 2006040.00 2006040.00 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 14104030.00 0.0026 N 14110180.00 14110180.00 Billerica Gen. Oblig. Billerica Gen. Oblig., 1.00% BAN Series 2012 0900596G6 Other Municipal Debt First Tier Security 2013-05-17 2013-05-17 N N N 11750000.00 11808746.64 0.0022 N 11810395.00 11810395.00 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 11564952.54 0.0021 N 11564314.85 11564314.85 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 8133023.60 0.0015 N 8132862.40 8132862.40 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 5726836.36 0.0011 N 5726330.40 5726330.40 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 3850865.52 0.0007 N 3850780.50 3850780.50 Cambridge Gen. Oblig. Cambridge Gen. Oblig., 3.00% Bonds Series 2010 132285K22 Other Municipal Debt Unrated Security 2013-02-15 2013-02-15 N N N 1275000.00 1288290.80 0.0002 N 1288260.00 1288260.00 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 1016070.31 0.0002 N 1015850.00 1015850.00 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 13452996.54 0.0025 N 13456154.00 13456154.00 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 5012594.23 0.0009 N 5014850.00 5014850.00 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 5013159.43 0.0009 N 5014000.00 5014000.00 Danvers Gen. Oblig. Danvers Gen. Oblig., 1.25% BAN 236469T77 Other Municipal Debt First Tier Security 2013-07-03 2013-07-03 N N N 5026000.00 5065670.00 0.0009 N 5066610.08 5066610.08 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 1273374.54 0.0002 N 1273695.70 1273695.70 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 39000000.00 39027432.86 0.0072 N 39029640.00 39029640.00 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 22300000.00 22506004.96 0.0041 N 22504491.00 22504491.00 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 14155594.00 14176499.98 0.0026 N 14177110.50 14177110.50 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 13100000.00 13117407.02 0.0024 N 13117816.00 13117816.00 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 1138054.26 0.0002 N 1137822.14 1137822.14 Marblehead Gen. Oblig. Marblehead Gen. Oblig., 1.25% BAN 566081TQ8 Other Municipal Debt First Tier Security 2013-08-09 2013-08-09 N N N 14911000.00 15044432.15 0.0028 N 15043409.68 15043409.68 Marshfield Gen. Oblig. Marshfield Gen. Oblig., 0.75% BAN 572835YS9 Other Municipal Debt Unrated Security 2012-11-15 2012-11-15 N N N 5577000.00 5580473.72 0.0010 N 5580680.82 5580680.82 Massachusetts Bay Trans. Auth. Assessment Rev. Massachusetts Bay Trans. Auth. Assessment Rev., 1.50% Bonds Series 2012 A 575577MS7 Other Municipal Debt Unrated Security 2013-01-01 2013-01-01 N N N 3480000.00 3491568.67 0.0006 N 3491310.00 3491310.00 Massachusetts Bay Trans. Auth. Sales Tax Rev. Massachusetts Bay Trans. Auth. Sales Tax Rev., 5.25% Bonds Series 2012 C 575579FW2 Other Municipal Debt Unrated Security 2013-07-01 2013-07-01 N N N 535000.00 554913.35 0.0001 N 555083.90 555083.90 Massachusetts Commonwealth Trans. Fund Rev. Massachusetts Commonwealth Trans. Fund Rev., 2.00% Bonds (Accelerated Bridge Prog.) Series 2012 A 57604TAE6 Other Municipal Debt Unrated Security 2013-06-01 2013-06-01 N N N 6780000.00 6861385.03 0.0013 N 6861495.60 6861495.60 Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev. Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev., 5.00% Bonds Series 2010 B 57563CBN1 Other Municipal Debt Unrated Security 2013-01-01 2013-01-01 N N Y OBLIGOR MASSACHUSETTS ST TPK AUTH MET N/A N/A 1600000.00 1618695.92 0.0003 N 1618480.00 1618480.00 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 8451000.00 8451000.00 0.0016 N 8451000.00 8451000.00 Massachusetts Dev. Fin. Agcy. Electrical Utils. Rev. Massachusetts Dev. Fin. Agcy. Electrical Utils. Rev., 0.50% Bonds (Nantucket Elec. Co. Proj.) Series 2005, tender 10/18/2012, CP Mode 57584GAC2 Other Municipal Debt Second Tier Security 2012-10-18 2012-10-18 N N Y OBLIGOR NANTUCKET ELEC CO N/A N/A 3600000.00 3600000.00 0.0007 N 3600036.00 3600036.00 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 9950000.00 9950000.00 0.0018 N 9950000.00 9950000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.16% Bonds Series 2012 A 57582PD98 Other Municipal Debt Unrated Security 2012-10-04 2013-02-01 N N N 35000000.00 35000000.00 0.0064 N 35000350.00 35000350.00 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 1700000.00 1700000.00 0.0003 N 1700510.00 1700510.00 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 124900000.00 126180225.00 0.0232 N 126212699.00 126212699.00 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 114500000.00 115836215.00 0.0213 N 115865985.00 115865985.00 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 39925000.00 0.0073 N 39925000.00 39925000.00 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 1003243.93 0.0002 N 1002980.00 1002980.00 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 1000000.00 1025205.67 0.0002 N 1025160.00 1025160.00 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 1039140.40 0.0002 N 1038881.25 1038881.25 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.25% Bonds Series 2004 A 57582NTY1 Other Municipal Debt Unrated Security 2013-08-01 2013-08-01 N N N 3000000.00 3125845.21 0.0006 N 3125220.00 3125220.00 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 13885000.00 13947262.49 0.0026 N 13942483.90 13942483.90 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.50% Bonds Series 2002 C 57582NDJ1 Other Municipal Debt Unrated Security 2012-11-01 2012-11-01 N N N 10750000.00 10798045.03 0.0020 N 10794505.00 10794505.00 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 3135000.00 3176775.80 0.0006 N 3175817.70 3175817.70 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.14% Bonds (Partners HealthCare Sys., Inc. Proj.) Series 2008 H2, tender 11/02/2012, CP Mode 57586CW27 Other Municipal Debt First Tier Security 2012-11-02 2012-11-02 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 19790000.00 19790000.00 0.0036 N 19789604.20 19789604.20 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.14% Bonds (Partners HealthCare Sys., Inc. Proj.) Series 2008 H2, tender 11/05/2012, CP Mode 57586CW27 Other Municipal Debt First Tier Security 2012-11-05 2012-11-05 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 14040000.00 14040000.00 0.0026 N 14039719.20 14039719.20 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 16400000.00 16400000.00 0.0030 N 16399672.00 16399672.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.15% Bonds (Partners HealthCare Sys., Inc. Proj.) Series 2008 H1, tender 10/10/2012, CP Mode 57586CV93 Other Municipal Debt First Tier Security 2012-10-10 2012-10-10 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 12500000.00 12500000.00 0.0023 N 12499750.00 12499750.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.15% Series EE, CP 00N992LT7 Other Municipal Debt First Tier Security 2012-11-02 2012-11-02 N N Y OBLIGOR PRESIDENT & FELLOWS HARVARD CO N/A N/A 16381000.00 16381000.00 0.0030 N 16381000.00 16381000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.15% Series EE, CP 00N992LU4 Other Municipal Debt First Tier Security 2012-11-05 2012-11-05 N N Y OBLIGOR PRESIDENT & FELLOWS HARVARD CO N/A N/A 50000000.00 50000000.00 0.0092 N 49999500.00 49999500.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.15% Series EE, CP 00N992LS9 Other Municipal Debt First Tier Security 2012-11-08 2012-11-08 N N Y OBLIGOR PRESIDENT & FELLOWS HARVARD CO N/A N/A 7750000.00 7750000.00 0.0014 N 7749922.50 7749922.50 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 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 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 41253000.00 41253000.00 0.0076 N 41252587.47 41252587.47 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 15100000.00 15100000.00 0.0028 N 15099849.00 15099849.00 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 0.0013 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 29800000.00 29800000.00 0.0055 N 29799404.00 29799404.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.18% Bonds (Partners HealthCare Sys., Inc. Proj.) Series 2008 H2, tender 01/09/2013, CP Mode 57586CW27 Other Municipal Debt First Tier Security 2013-01-09 2013-01-09 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 19790000.00 19790000.00 0.0036 N 19790000.00 19790000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.18% Bonds (Partners HealthCare Sys., Inc. Proj.) Series 2008 H1, tender 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 10660000.00 10660000.00 0.0020 N 10660000.00 10660000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.18% Bonds (Partners Healthcare Sys., Inc. Proj.) Series 2008 H1, tender 02/06/2013, CP Mode 57586CV93 Other Municipal Debt First Tier Security 2013-02-06 2013-02-06 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 20000000.00 20000000.00 0.0037 N 19999200.00 19999200.00 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 2500000.00 2500000.00 0.0005 N 2500000.00 2500000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 5.00% Bonds Series 2010 J2 57586ENN7 Other Municipal Debt Unrated Security 2013-07-01 2013-07-01 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 450000.00 465695.08 0.0001 N 465678.00 465678.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 5.00% Bonds Series G 57586CYM1 Other Municipal Debt Unrated Security 2013-07-01 2013-07-01 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 100000.00 103381.07 0.0000 N 103484.00 103484.00 Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev. Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev., 0.45% Bonds (New England Pwr. Co. Proj.) Series 1992, tender 10/17/2012, CP Mode 575856BE8 Other Municipal Debt Second Tier Security 2012-10-17 2012-10-17 N N Y OBLIGOR NEW ENGLAND POWER CO N/A N/A 8960000.00 8960000.00 0.0016 N 8960089.60 8960089.60 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 300000.00 300000.00 0.0001 N 300003.00 300003.00 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 1950000.00 1950000.00 0.0004 N 1950000.00 1950000.00 Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 0.16% Series 2012 B, LOC TD Banknorth, NA, CP 57599LFA3 Other Municipal Debt First Tier Security 2012-12-07 2012-12-07 N Y TD BANK NA WILMINGTON DE N/A N/A N 15000000.00 15000000.00 0.0028 N 14999700.00 14999700.00 Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 0.16% Series 2012 A, LOC TD Banknorth, NA, CP 57599LFD7 Other Municipal Debt First Tier Security 2012-12-07 2012-12-07 N Y TD BANK NA WILMINGTON DE N/A N/A N 11000000.00 11000000.00 0.0020 N 10999780.00 10999780.00 Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 0.16% Series 2012 B, LOC TD Banknorth, NA, CP 57599LEY2 Other Municipal Debt First Tier Security 2012-12-07 2012-12-07 N Y TD BANK NA WILMINGTON DE N/A N/A N 12000000.00 12000000.00 0.0022 N 11999760.00 11999760.00 Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 0.16% Series 2012 B, LOC TD Banknorth, NA, CP 57599LFE5 Other Municipal Debt First Tier Security 2012-12-07 2012-12-07 N Y TD BANK NA WILMINGTON DE N/A N/A N 53000000.00 53000000.00 0.0097 N 52998940.00 52998940.00 Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 0.16% Series 2012 A, LOC TD Banknorth, NA, CP 57599LFB1 Other Municipal Debt First Tier Security 2012-12-07 2012-12-07 N Y TD BANK NA WILMINGTON DE N/A N/A N 4000000.00 4000000.00 0.0007 N 3999920.00 3999920.00 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 14875000.00 14875000.00 0.0027 Y 14875000.00 14875000.00 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 1709825.45 0.0003 N 1709622.00 1709622.00 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 11070000.00 11155882.88 0.0021 N 11154685.50 11154685.50 Massachusetts Spl. Oblig. Rev. Massachusetts Spl. Oblig. Rev., 5.00% Bonds (Hwy. Grant Prog.) Series 2010 A 576004GQ2 Other Municipal Debt Unrated Security 2013-06-15 2013-06-15 N N Y OBLIGOR MASSACHUSETTS ST FED HWY N/A N/A 670000.00 692428.53 0.0001 N 692532.10 692532.10 Massachusetts Spl. Oblig. Rev. Massachusetts Spl. Oblig. Rev., 5.50% Bonds Series 1997 A 576004DC6 Other Municipal Debt Unrated Security 2013-06-01 2013-06-01 N N N 1000000.00 1035360.22 0.0002 N 1035060.00 1035060.00 Massachusetts State Dev. Fin. Agcy. Elec. Util. Rev. Massachusetts State Dev. Fin. Agcy. Elec. Util. Rev., 0.40% Bonds (Nantucket Elec. Co. Proj.) Series 2007, tender 11/02/2012, CP Mode 57584TAA8 Other Municipal Debt Second Tier Security 2012-11-02 2012-11-02 N N Y OBLIGOR NANTUCKET ELEC CO N/A N/A 12200000.00 12200000.00 0.0022 N 12200000.00 12200000.00 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 18000000.00 18000000.00 0.0033 N 17999460.00 17999460.00 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 15400000.00 15400000.00 0.0028 Y 15400000.00 15400000.00 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 12143422.34 0.0022 N 12146461.25 12146461.25 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 5151735.16 0.0009 N 5152943.02 5152943.02 Nantucket Gen. Oblig. Nantucket Gen. Oblig., 1.25% BAN 630191UR3 Other Municipal Debt First Tier Security 2013-06-07 2013-06-07 N N N 8968090.00 9032136.95 0.0017 N 9033108.65 9033108.65 Needham Gen. Oblig. Needham Gen. Oblig., 0.75% BAN Series 2012 B 639846G65 Other Municipal Debt First Tier Security 2012-10-15 2012-10-15 N N N 8650000.00 8651915.76 0.0016 N 8652335.50 8652335.50 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 18856415.51 0.0035 N 18865003.90 18865003.90 Somerville Gen. Oblig. Somerville Gen. Oblig., 1.25% BAN 835240F80 Other Municipal Debt First Tier Security 2013-06-28 2013-06-28 N N N 8399962.00 8463141.71 0.0016 N 8464053.71 8464053.71 Stow Gen. Oblig. Stow Gen. Oblig., 1.25% BAN 862378GW0 Other Municipal Debt First Tier Security 2013-05-28 2013-05-28 N N N 8000000.00 8055226.78 0.0015 N 8055920.00 8055920.00 Univ. of Massachusetts Bldg. Auth. Rev. Univ. of Massachusetts Bldg. Auth. Rev., 5.00% Bonds Series 2 914437NW4 Other Municipal Debt Unrated Security 2012-11-01 2012-11-01 N N Y OBLIGOR UNIV OF MASSACHUSETTS N/A N/A 1100000.00 1104437.87 0.0002 N 1104070.00 1104070.00 Waltham Gen. Oblig. Waltham Gen. Oblig., 1.25% BAN 933254D27 Other Municipal Debt First Tier Security 2013-06-28 2013-06-28 N N N 9500000.00 9573576.85 0.0018 N 9574670.00 9574670.00 Wellesley Gen. Oblig. Wellesley Gen. Oblig., 1.25% BAN 949493TT7 Other Municipal Debt First Tier Security 2013-06-21 2013-06-21 N N N 3000000.00 3022632.41 0.0006 N 3022950.00 3022950.00 West Springfield Gen. Oblig. West Springfield Gen. Oblig., 1.25% BAN 956109MH2 Other Municipal Debt First Tier Security 2013-06-28 2013-06-28 N N N 12165000.00 12252917.95 0.0023 N 12254169.45 12254169.45 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 15100000.00 15117374.96 0.0028 N 15118120.00 15118120.00 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 12273389.31 0.0023 N 12290998.20 12290998.20 Winchester Gen. Oblig. Winchester Gen. Oblig., 1.25% BAN 973024ZY1 Other Municipal Debt First Tier Security 2013-07-02 2013-07-02 N N N 13320000.00 13426760.72 0.0025 N 13429357.20 13429357.20 Fidelity Revere Str Trust Fidelity Municipal Cash Central Fund, 0.20% 31635A204 Investment Company Unrated Security 2012-10-05 2012-10-05 N N N 734632000.00 734632000.00 0.1351 N 734632000.00 734632000.00