N-MFP LIVE N 2012-10-31 0000357057 S000007113 3 N N 002-75537 FIDELITY MANAGEMENT & RESEARCH COMPANY (FMR) 801-07884 FIDELITY INVESTMENTS MONEY MANAGEMENT, INC. 801-34590 FIDELITY MANAGEMENT & RESEARCH (U.K.), INC. 801-28773 FIDELITY MANAGEMENT & RESEARCH (HONG KONG) LIMITED 801-69507 FIDELITY MANAGEMENT & RESEARCH (JAPAN) INC 801-69571 DELOITTE & TOUCHE LLP Boston MA None CITIBANK, N.A. 0000840464 085-10232 FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. 0000862124 084-01839 N N N Single State Fund 31 31 1088860960.42 3160876.21 1607037.84 1090414798.79 0.0022 1.0008 2012-10-31 1.0008 2012-10-31 C000019442 25000.00 273280911.19 1.00 -1430123.80 5321909.11 6752032.91 0.0001 1.0011 2012-10-31 1.0011 2012-10-31 C000047913 1000000.00 817039404.52 1.00 -8973349.02 6987138.13 15960487.15 0.0001 1.0007 2012-10-31 1.0007 2012-10-31 C000047914 1000000.00 94483.08 1.00 -209120.76 11.19 209131.95 0.0001 1.0007 2012-10-31 1.0007 2012-10-31 Massachusetts Bay Trans. Auth. Sales Tax Rev. Massachusetts Bay Trans. Auth. Sales Tax Rev., 0.21% Participating VRDN Series ROC II R 11933, (Liquidity Facility Citibank NA) 575579XF9 Variable Rate Demand Note First Tier Security 2012-11-07 2012-11-07 Y CITIBANK NA N/A N/A N N 3000000.00 3000000.00 0.0028 N 3000000.00 3000000.00 Massachusetts Bay Trans. Auth. Sales Tax Rev. Massachusetts Bay Trans. Auth. Sales Tax Rev., 0.22% Series 2008 A1, (Liquidity Facility JPMorgan Chase Bank) VRDN 575579TJ6 Variable Rate Demand Note First Tier Security 2012-11-07 2012-11-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 18010000.00 18010000.00 0.0165 N 18010000.00 18010000.00 Massachusetts Bay Trans. Auth. Sales Tax Rev. Massachusetts Bay Trans. Auth. Sales Tax Rev., 0.24% Participating VRDN Series Clipper 07 18, (Liquidity Facility State Street Bank & Trust Co., Bosto 18886PUV5 Variable Rate Demand Note First Tier Security 2012-11-07 2012-11-07 Y STATE ST BK & TR CO BOSTON N/A N/A N N 52100000.00 52100000.00 0.0478 N 52100000.00 52100000.00 Massachusetts Commonwealth Trans. Fund Rev. Massachusetts Commonwealth Trans. Fund Rev., 0.22% Participating VRDN Series WF 12 30 C, (Liquidity Facility Wells Fargo Bank NA) 94987KFC4 Variable Rate Demand Note First Tier Security 2012-11-07 2012-11-07 Y WELLS FARGO BK NATL ASSN N/A N/A N N 3000000.00 3000000.00 0.0028 N 3000000.00 3000000.00 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 2012-11-07 2012-11-07 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 0.0056 N 6100000.00 6100000.00 Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev. Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev., 0.21% Series 2010 A3, LOC Bank of America NA VRDN 57563CAC6 Variable Rate Demand Note First Tier Security 2012-11-07 2012-11-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 11500000.00 11500000.00 0.0105 N 11500000.00 11500000.00 Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev. Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev., 0.25% Series 2010 A1, LOC Citibank NA VRDN 57563CBF8 Variable Rate Demand Note First Tier Security 2012-11-07 2012-11-07 Y CITIBANK NA N/A N/A Y CITIBANK NA N/A N/A N 17150000.00 17150000.00 0.0157 N 17150000.00 17150000.00 Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev. Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev., 0.22% (Tammy Brook Apts. Proj.) Series 2009, LOC Freddie Mac VRDN 57583XBN1 Variable Rate Demand Note First Tier Security 2012-11-07 2012-11-07 Y FREDDIE MAC N/A N/A Y FREDDIE MAC N/A N/A N 3560000.00 3560000.00 0.0033 N 3560000.00 3560000.00 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 2012-11-07 2012-11-07 Y SMITH COLLEGE, MA N/A N/A N N 11760000.00 11760000.00 0.0108 N 11760000.00 11760000.00 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 2012-11-07 2012-11-07 Y FEDERAL HOME LN BK OF BOSTON N/A N/A Y FEDERAL HOME LN BK OF BOSTON N/A N/A N 20250000.00 20250000.00 0.0186 N 20250000.00 20250000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.20% (ISO New England, Inc. Proj.) Series 2005, LOC TD Banknorth, NA VRDN 57583RAA3 Variable Rate Demand Note First Tier Security 2012-11-07 2012-11-07 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 100000.00 100000.00 0.0001 N 100000.00 100000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.20% Series 2006, LOC TD Banknorth, NA VRDN 57583RFX8 Variable Rate Demand Note First Tier Security 2012-11-07 2012-11-07 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 4025000.00 4025000.00 0.0037 N 4025000.00 4025000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.20% (Worcester Polytechnic Institute Proj.) Series 2008 A, LOC TD Banknorth, NA VRDN 57583RTX3 Variable Rate Demand Note First Tier Security 2012-11-07 2012-11-07 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 0.0218 N 23735000.00 23735000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.20% (Fay School Proj.) Series 2008, LOC TD Banknorth, NA VRDN 57583RTZ8 Variable Rate Demand Note First Tier Security 2012-11-07 2012-11-07 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., 0.21% (Briarwood Retirement Cmnty. Proj.) Series 2004 A, LOC Manufacturers & Traders Trust Co. VRDN 57583F5P2 Variable Rate Demand Note First Tier Security 2012-11-07 2012-11-07 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., 0.21% (YMCA of Greater Worcester Proj.) Series 2006, LOC TD Banknorth, NA VRDN 57583RGP4 Variable Rate Demand Note First Tier Security 2012-11-07 2012-11-07 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., 0.21% (Governor Dummer Academy Issues Proj.) Series 2006, LOC TD Banknorth, NA VRDN 57583RGN9 Variable Rate Demand Note First Tier Security 2012-11-07 2012-11-07 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 0.0045 N 4900000.00 4900000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.22% (Boston Univ. Proj.) Series U-6C, LOC JPMorgan Chase Bank VRDN 57583RWB7 Variable Rate Demand Note First Tier Security 2012-11-01 2012-11-01 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 1000000.00 1000000.00 0.0009 N 1000000.00 1000000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.22% (College of the Holy Cross Proj.) Series 2008 A, LOC JPMorgan Chase Bank VRDN 57583RUZ6 Variable Rate Demand Note First Tier Security 2012-11-01 2012-11-01 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 1100000.00 1100000.00 0.0010 N 1100000.00 1100000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.22% (Abby Kelley Foster Charter Pub. School Proj.) Series 2008, LOC TD Banknorth, NA VRDN 57583RWJ0 Variable Rate Demand Note First Tier Security 2012-11-07 2012-11-07 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 4800000.00 4800000.00 0.0044 N 4800000.00 4800000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.22% (Williston Northampton School Proj.) Series 2010, LOC TD Banknorth, NA VRDN 57583RZ40 Variable Rate Demand Note First Tier Security 2012-11-07 2012-11-07 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., 0.23% (New England Deaconess Assoc. Proj.) Series 2011 B, LOC Manufacturers & Traders Trust Co. VRDN 57583ULM8 Variable Rate Demand Note First Tier Security 2012-11-07 2012-11-07 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., 0.25% (Olin College Proj.) Series 2008 C2, LOC RBS Citizens NA VRDN 57583RZF5 Variable Rate Demand Note First Tier Security 2012-11-01 2012-11-01 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 2012-11-01 2012-11-01 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., 0.25% (Judge Rotenburg Ctr. Proj.) Series 2003, LOC Bank of America NA VRDN 57583FQ87 Variable Rate Demand Note First Tier Security 2012-11-07 2012-11-07 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., 0.26% (Int'l. Fund For Animal Welfare, Inc. Proj.) Series 2006, LOC Bank of America NA VRDN 57583RGU3 Variable Rate Demand Note First Tier Security 2012-11-07 2012-11-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 12175000.00 12175000.00 0.0112 N 12175000.00 12175000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.30% (City Year Proj.) Series 2006, LOC Bank of America NA VRDN 57583RFS9 Variable Rate Demand Note First Tier Security 2012-11-07 2012-11-07 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., 0.21% Participating VRDN Series BC 12 119 W, (Liquidity Facility Barclays Bank PLC) 76252PAS8 Variable Rate Demand Note First Tier Security 2012-11-07 2012-11-07 Y BARCLAYS BANK PLC N/A N/A N N 5200000.00 5200000.00 0.0048 N 5200000.00 5200000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.22% Participating VRDN Series Clipper 07 39, (Liquidity Facility State Street Bank & Trust Co., Boston) 18886PA39 Variable Rate Demand Note First Tier Security 2012-11-07 2012-11-07 Y STATE ST BK & TR CO BOSTON N/A N/A N N 28900000.00 28900000.00 0.0265 N 28900000.00 28900000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.22% Participating VRDN Series Putters 3898, (Liquidity Facility JPMorgan Chase Bank) 46633VV55 Variable Rate Demand Note First Tier Security 2012-11-07 2012-11-07 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., 0.22% Participating VRDN Series Merlots 2008-C54, (Liquidity Facility Wells Fargo Bank NA) 57582PKE9 Variable Rate Demand Note First Tier Security 2012-11-07 2012-11-07 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., 0.23% Participating VRDN Series Putters 3699, (Liquidity Facility JPMorgan Chase Bank) 46633VSJ9 Variable Rate Demand Note First Tier Security 2012-11-07 2012-11-07 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., 0.24% Participating VRDN Series Putters 802, (Liquidity Facility Bank of America NA) 74703UDN5 Variable Rate Demand Note First Tier Security 2012-11-07 2012-11-07 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., 0.24% Participating VRDN Series Putters 803, (Liquidity Facility Bank of America NA) 74703UDP0 Variable Rate Demand Note First Tier Security 2012-11-07 2012-11-07 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., 0.24% Participating VRDN Series Clipper 07 06, (Liquidity Facility State Street Bank & Trust Co., Boston) 18886PRV9 Variable Rate Demand Note First Tier Security 2012-11-07 2012-11-07 Y STATE ST BK & TR CO BOSTON N/A N/A N N 17900000.00 17900000.00 0.0164 N 17900000.00 17900000.00 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 2012-11-07 2012-11-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 12500000.00 12500000.00 0.0115 N 12500000.00 12500000.00 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 2012-11-07 2012-11-07 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 0.0258 N 28180000.00 28180000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.21% Participating VRDN Series BBT 08 54, (Liquidity Facility Branch Banking & Trust Co.) 07330CQY8 Variable Rate Demand Note First Tier Security 2012-11-07 2012-11-07 Y BRANCH BANKING AND TRUST CO N/A N/A N N 6300000.00 6300000.00 0.0058 N 6300000.00 6300000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.21% Participating VRDN Series ROC II R 11913, (Liquidity Facility Citibank NA) 57586EXX4 Variable Rate Demand Note First Tier Security 2012-11-07 2012-11-07 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., 0.21% Participating VRDN Series BC 10 20W, (Liquidity Facility Barclays Bank PLC) 06740GFN1 Variable Rate Demand Note First Tier Security 2012-11-07 2012-11-07 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., 0.21% Participating VRDN Series BBT 08 56, (Liquidity Facility Branch Banking & Trust Co.) 07330CSA8 Variable Rate Demand Note First Tier Security 2012-11-07 2012-11-07 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., 0.22% Participating VRDN Series Putters 3650, (Liquidity Facility JPMorgan Chase Bank) 46633VNX3 Variable Rate Demand Note First Tier Security 2012-11-07 2012-11-07 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., 0.22% (Home for Little Wanderers Proj.) Series B, LOC Fed. Home Ln. Bank of Boston VRDN 57585KDU9 Variable Rate Demand Note First Tier Security 2012-11-07 2012-11-07 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., 0.22% Participating VRDN Series Putters 3530, (Liquidity Facility JPMorgan Chase Bank) 46633VBR9 Variable Rate Demand Note First Tier Security 2012-11-07 2012-11-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 11495000.00 11495000.00 0.0105 N 11495000.00 11495000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.22% Participating VRDN Series Putters 3529, (Liquidity Facility JPMorgan Chase Bank) 46633VBP3 Variable Rate Demand Note First Tier Security 2012-11-07 2012-11-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 10000000.00 10000000.00 0.0092 N 10000000.00 10000000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.22% Participating VRDN Series Putters 3163, (Liquidity Facility JPMorgan Chase Bank) 46632PET6 Variable Rate Demand Note First Tier Security 2012-11-07 2012-11-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 5655000.00 5655000.00 0.0052 N 5655000.00 5655000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.23% (Henry Heywood Memorial Hosp. Proj.) Series 2008 C, LOC TD Banknorth, NA VRDN 57586C7E9 Variable Rate Demand Note First Tier Security 2012-11-01 2012-11-01 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 0.0057 N 6245000.00 6245000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.23% (Baystate Health Sys. Proj.) Series 2009 J2, LOC JPMorgan Chase Bank VRDN 57586EKB6 Variable Rate Demand Note First Tier Security 2012-11-01 2012-11-01 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 5550000.00 5550000.00 0.0051 N 5550000.00 5550000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.23% (Northeast Hosp. Corp. Proj.) Series 2004 G, LOC JPMorgan Chase Bank VRDN 57586CDV4 Variable Rate Demand Note First Tier Security 2012-11-07 2012-11-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 9400000.00 9400000.00 0.0086 N 9400000.00 9400000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.24% (Children's Hosp. Proj.) Series 2010 N4, LOC JPMorgan Chase Bank VRDN 57586EUJ8 Variable Rate Demand Note First Tier Security 2012-11-01 2012-11-01 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 9005000.00 9005000.00 0.0083 N 9005000.00 9005000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.24% Participating VRDN Series BA 08 3320, (Liquidity Facility Bank of America NA) 05248RBS9 Variable Rate Demand Note First Tier Security 2012-11-07 2012-11-07 Y BANK OF AMERICA NA N/A N/A N N 6190000.00 6190000.00 0.0057 N 6190000.00 6190000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.24% (Peabody Essex Museum Proj.) Series 2002, LOC Bank of America NA VRDN 57585KS25 Variable Rate Demand Note First Tier Security 2012-11-07 2012-11-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 12420000.00 12420000.00 0.0114 N 12420000.00 12420000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.24% (Baystate Med. Ctr. Proj.) Series 2005 G, LOC Bank of America NA VRDN 57586CNH4 Variable Rate Demand Note First Tier Security 2012-11-07 2012-11-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 7600000.00 7600000.00 0.0070 N 7600000.00 7600000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.26% (Fairview Extended Care Proj.) Series B, LOC Bank of America NA VRDN 57585JRR4 Variable Rate Demand Note First Tier Security 2012-11-07 2012-11-07 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., 0.27% Participating VRDN Series BA 08 1056, (Liquidity Facility Bank of America NA) 05248PSU0 Variable Rate Demand Note First Tier Security 2012-11-07 2012-11-07 Y BANK OF AMERICA NA N/A N/A N N 3310000.00 3310000.00 0.0030 N 3310000.00 3310000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.27% Participating VRDN Series BA 08 3503, (Liquidity Facility Bank of America NA) 05248PV93 Variable Rate Demand Note First Tier Security 2012-11-07 2012-11-07 Y BANK OF AMERICA NA N/A N/A N N 5550000.00 5550000.00 0.0051 N 5550000.00 5550000.00 Massachusetts Hsg. Fin. Agcy. Multi-Family Rev. Massachusetts Hsg. Fin. Agcy. Multi-Family Rev., 0.24% Series 2009 A, LOC Bank of America NA VRDN 57586NDU2 Variable Rate Demand Note First Tier Security 2012-11-07 2012-11-07 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., 0.24% (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 2012-11-07 2012-11-07 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., 0.21% Participating VRDN Series Solar 06 108, (Liquidity Facility U.S. Bank NA, Cincinnati) 27884FKJ8 Variable Rate Demand Note First Tier Security 2012-11-07 2012-11-07 Y US BANK NA CINCINNATI OHIO N/A N/A N N 9300000.00 9300000.00 0.0085 N 9300000.00 9300000.00 Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 0.21% Series 2008 A, LOC Bank of America NA VRDN 575896ET8 Variable Rate Demand Note First Tier Security 2012-11-07 2012-11-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 11300000.00 11300000.00 0.0104 N 11300000.00 11300000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.21% Participating VRDN Series EGL 07 0092, (Liquidity Facility Citibank NA) 576000GT4 Variable Rate Demand Note First Tier Security 2012-11-07 2012-11-07 Y CITIBANK NA N/A N/A N N 14700000.00 14700000.00 0.0135 N 14700000.00 14700000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.21% Participating VRDN Series EGL 07 0033, (Liquidity Facility Citibank NA) 576000FQ1 Variable Rate Demand Note First Tier Security 2012-11-07 2012-11-07 Y CITIBANK NA N/A N/A N N 19800000.00 19800000.00 0.0182 N 19800000.00 19800000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.21% Participating VRDN Series EGL 07 0067, (Liquidity Facility Citibank NA) 576000GM9 Variable Rate Demand Note First Tier Security 2012-11-07 2012-11-07 Y CITIBANK NA N/A N/A N N 19100000.00 19100000.00 0.0175 N 19100000.00 19100000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.22% Participating VRDN Series Putters 2857, (Liquidity Facility JPMorgan Chase Bank) 576000JT1 Variable Rate Demand Note First Tier Security 2012-11-07 2012-11-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 15545000.00 15545000.00 0.0143 N 15545000.00 15545000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.22% Participating VRDN Series Putters 1052Z, (Liquidity Facility JPMorgan Chase Bank) 576000CP6 Variable Rate Demand Note First Tier Security 2012-11-07 2012-11-07 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., 0.22% Participating VRDN Series Putters 2479Z, (Liquidity Facility JPMorgan Chase Bank) 576000JJ3 Variable Rate Demand Note First Tier Security 2012-11-07 2012-11-07 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., 0.23% Participating VRDN ROC II R 12193, (Liquidity Facility Citibank NA) 576000JB0 Variable Rate Demand Note First Tier Security 2012-11-07 2012-11-07 Y CITIBANK NA N/A N/A N N 5115000.00 5115000.00 0.0047 N 5115000.00 5115000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.23% Participating VRDN Series Putters 3691, (Liquidity Facility JPMorgan Chase Bank) 46633VRV3 Variable Rate Demand Note First Tier Security 2012-11-07 2012-11-07 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., 0.24% Participating VRDN Series Putters 1920, (Liquidity Facility JPMorgan Chase Bank) 576000GR8 Variable Rate Demand Note First Tier Security 2012-11-07 2012-11-07 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, 0.21% Participating VRDN Series BBT 08 58, (Liquidity Facility Branch Banking & Trust Co.) 07330CTU3 Variable Rate Demand Note First Tier Security 2012-11-07 2012-11-07 Y BRANCH BANKING AND TRUST CO N/A N/A N N 12430000.00 12430000.00 0.0114 N 12430000.00 12430000.00 Massachusetts Wtr. Poll. Abatement Trust Massachusetts Wtr. Poll. Abatement Trust, 0.22% Participating VRDN Series Putters 2847, (Liquidity Facility JPMorgan Chase Bank) 57604PT20 Variable Rate Demand Note First Tier Security 2012-11-07 2012-11-07 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., 0.24% Series 2008 B, (Liquidity Facility Bank of America NA) VRDN 5760494X5 Variable Rate Demand Note First Tier Security 2012-11-07 2012-11-07 Y BANK OF AMERICA NA N/A N/A N N 22500000.00 22500000.00 0.0206 N 22500000.00 22500000.00 RBC Muni. Products, Inc. Trust RBC Muni. Products, Inc. Trust, 0.21% Participating VRDN Series RBC E 32, (Liquidity Facility Royal Bank of Canada) 74926YVU2 Variable Rate Demand Note First Tier Security 2012-11-07 2012-11-07 Y ROYAL BANK OF CANADA N/A N/A N N 23500000.00 23500000.00 0.0216 N 23500000.00 23500000.00 Univ. of Massachusetts Bldg. Auth. Facilities Rev. Univ. of Massachusetts Bldg. Auth. Facilities Rev., 0.24% Series 2008 1, LOC Lloyds TSB Bank PLC VRDN 914440HE5 Variable Rate Demand Note First Tier Security 2012-11-07 2012-11-07 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 0.0613 N 66840000.00 66840000.00 Puerto Rico Commonwealth Pub. Impt. Gen. Oblig. Puerto Rico Commonwealth Pub. Impt. Gen. Oblig., 0.21% Series 2003 C5-2, LOC Barclays Bank PLC NY Branch VRDN 74514LYU5 Variable Rate Demand Note First Tier Security 2012-11-07 2012-11-07 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 Saint James Parish Gen. Oblig. Saint James Parish Gen. Oblig., 0.50% (Nucor Steel Louisiana LLC Proj.) Series 2010 B1 VRDN 790103AG0 Variable Rate Demand Note Second Tier Security 2012-11-07 2012-11-07 Y NUCOR CORP N/A N/A N N 1100000.00 1100000.00 0.0010 N 1100000.00 1100000.00 Dutchess County Indl. Dev. Agcy. Civic Facility Rev. Dutchess County Indl. Dev. Agcy. Civic Facility Rev., 0.33% (Lutheran Ctr. at Poughkeepsie, Inc. Proj.) LOC KeyBank NA VRDN 267041FK2 Variable Rate Demand Note Second Tier Security 2012-11-07 2012-11-07 Y KEYBANK NATL ASSN N/A N/A Y KEYBANK NATL ASSN N/A N/A N 100000.00 100000.00 0.0001 N 100000.00 100000.00 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 6122061.88 0.0056 N 6122071.75 6122071.75 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 2049444.56 0.0019 N 2049609.31 2049609.31 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 5269448.46 0.0048 N 5269608.62 5269608.62 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 1007007.50 0.0009 N 1006780.00 1006780.00 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 761524.00 0.0007 N 761670.00 761670.00 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 3158547.64 0.0029 N 3158575.20 3158575.20 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 4001857.39 0.0037 N 4001880.00 4001880.00 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 8581708.22 0.0079 N 8581804.84 8581804.84 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 4739198.77 0.0043 N 4739104.00 4739104.00 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 2903261.61 0.0027 N 2903161.00 2903161.00 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 2838857.06 0.0026 N 2838707.54 2838707.54 Massachusetts Bay Trans. Auth. Massachusetts Bay Trans. Auth., 5.50% Bonds Series C, (Massachusetts Gen. Oblig. Guaranteed) 575567LP5 Other Municipal Debt Unrated Security 2013-03-01 2013-03-01 N Y MASSACHUSETTS ST N/A N/A N 2000000.00 2035036.62 0.0019 N 2034320.00 2034320.00 Massachusetts Bay Trans. Auth. Sales Tax Rev. Massachusetts Bay Trans. Auth. Sales Tax Rev., 5.00% Bonds Series 2006 B 575579MA2 Other Municipal Debt Unrated Security 2013-07-01 2013-07-01 N N N 1000000.00 1031701.04 0.0009 N 1031430.00 1031430.00 Massachusetts Dev. Fin. Agcy. Massachusetts Dev. Fin. Agcy., 0.18% Series 2001, LOC TD Banknorth, NA, CP 57563P9H8 Other Municipal Debt First Tier Security 2012-12-03 2012-12-03 N Y TD BANK NA WILMINGTON DE N/A N/A N 2249000.00 2249000.00 0.0021 N 2248977.51 2248977.51 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 4396956.03 4396956.03 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.26% Series 2, LOC Bank of America NA, CP 08R99MEK9 Other Municipal Debt First Tier Security 2012-11-05 2012-11-05 N Y BANK OF AMERICA NA N/A N/A N 1600000.00 1600000.00 0.0015 N 1600000.00 1600000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.59% Bonds Series 2010 A 57582PUK4 Other Municipal Debt Unrated Security 2012-11-01 2013-02-01 N N N 1000000.00 1000000.00 0.0009 N 1000310.00 1000310.00 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 25320701.59 0.0232 N 25321884.00 25321884.00 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 43800000.00 44246161.92 0.0406 N 44244132.00 44244132.00 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 2043915.50 0.0019 N 2043560.00 2043560.00 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 3047573.44 0.0028 N 3046650.00 3046650.00 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 2600000.00 0.0024 N 2600000.00 2600000.00 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 6205000.00 0.0057 N 6205000.00 6205000.00 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 999980.00 999980.00 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 3199968.00 3199968.00 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 0.0046 N 4999900.00 4999900.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.18% Bonds (Partners HealthCare Sys. Proj.) Series 2008 H2, tender 02/19/2013, CP Mode 57586CW27 Other Municipal Debt First Tier Security 2013-02-19 2013-02-19 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 18000000.00 18000000.00 0.0165 N 17998920.00 17998920.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.19% Bonds (Partners HealthCare Sys. Proj.) Series 2008 H1, tender 03/06/2013, CP Mode 57586CV93 Other Municipal Debt First Tier Security 2013-03-06 2013-03-06 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 2400000.00 2400000.00 0.0022 N 2399928.00 2399928.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.21% Series EE, CP 00N992MA7 Other Municipal Debt First Tier Security 2013-02-13 2013-02-13 N N Y OBLIGOR PRESIDENT & FELLOWS HARVARD CO N/A N/A 2200000.00 2200000.00 0.0020 N 2200000.00 2200000.00 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 1134148.23 0.0010 N 1133797.50 1133797.50 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 1500000.00 1547030.28 0.0014 N 1546440.00 1546440.00 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 1441222.10 0.0013 N 1440475.50 1440475.50 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 11/26/2012, CP Mode 575856BF5 Other Municipal Debt Second Tier Security 2012-11-26 2012-11-26 N N Y OBLIGOR NEW ENGLAND POWER CO N/A N/A 3700000.00 3700000.00 0.0034 N 3699963.00 3699963.00 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 12/07/2012, CP Mode 575856BG3 Other Municipal Debt Second Tier Security 2012-12-07 2012-12-07 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 1030524.27 0.0009 N 1030280.00 1030280.00 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 4820000.00 4820000.00 0.0044 Y 4820000.00 4820000.00 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 2321372.49 0.0021 N 2320704.75 2320704.75 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 1338295.09 0.0012 N 1337988.00 1337988.00 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 689306.81 0.0006 N 689671.20 689671.20 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 456041.18 0.0004 N 455818.50 455818.50 Massachusetts State Dev. Fing. Agcy. Poll. Cont. Rev. Massachusetts State Dev. Fing. Agcy. Poll. Cont. Rev., 0.80% Bonds (Massachusetts Elec. Co. Proj.) Series 2004, tender 11/09/2012, CP Mode 57584LAB3 Other Municipal Debt Second Tier Security 2012-11-09 2012-11-09 N N Y OBLIGOR MASS ELECTRIC CO N/A N/A 400000.00 400000.00 0.0004 N 399996.00 399996.00 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 0.0046 N 4999800.00 4999800.00 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 0.0034 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 4228486.67 0.0039 N 4229778.00 4229778.00 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 2187701.69 0.0020 N 2187900.21 2187900.21 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 3063193.10 0.0028 N 3063610.80 3063610.80 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 1961672.36 0.0018 N 1961149.00 1961149.00 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 2914363.89 0.0027 N 2914295.41 2914295.41 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 3302206.47 0.0030 N 3302244.00 3302244.00 Fidelity Revere Str Trust Fidelity Tax-Free Cash Central Fund, 0.21% 31635A501 Investment Company First Tier Security 2012-11-07 2012-11-07 N N N 151061389.00 151061388.59 0.1385 N 151061388.59 151061388.59