N-MFP LIVE N 2012-12-31 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 32 5789159563.64 294107830.34 1331542.26 6081935851.72 0.0015 1.0008 2012-12-31 1.0008 2012-12-31 C000019444 5000.00 6081935851.72 1.00 508475195.29 2186095656.12 1677620460.83 0.0001 1.0008 2012-12-31 1.0008 2012-12-31 Boston Indl. Dev. Rev. Boston Indl. Dev. Rev., 0.21% (New Boston Seafood Ctr., Inc. Proj.) Series 1997, LOC Bank of America NA VRDN 100883AH0 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 2555000.00 2555000.00 0.0004 N 2555000.00 2555000.00 Boston Wtr. & Swr. Commission Rev. Boston Wtr. & Swr. Commission Rev., 0.10% Series 1994 A, LOC State Street Bank & Trust Co., Boston VRDN 101029HM1 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y STATE ST BK & TR CO BOSTON N/A N/A Y STATE ST BK & TR CO BOSTON N/A N/A N 13300000.00 13300000.00 0.0022 N 13300000.00 13300000.00 Massachusetts Bay Trans. Auth. Sales Tax Rev. Massachusetts Bay Trans. Auth. Sales Tax Rev., 0.13% Series 2008 A2, (Liquidity Facility JPMorgan Chase Bank) VRDN 575579TK3 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 91165000.00 91165000.00 0.0150 N 91165000.00 91165000.00 Massachusetts Bay Trans. Auth. Sales Tax Rev. Massachusetts Bay Trans. Auth. Sales Tax Rev., 0.13% Participating VRDN Series ROC II R 11933, (Liquidity Facility Citibank NA) 575579XF9 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y CITIBANK NA N/A N/A N N 4000000.00 4000000.00 0.0007 N 4000000.00 4000000.00 Massachusetts Bay Trans. Auth. Sales Tax Rev. Massachusetts Bay Trans. Auth. Sales Tax Rev., 0.14% Participating VRDN Series PT 4368, (Liquidity Facility Wells Fargo & Co.) 74703TTB7 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y WELLS FARGO & CO NEW N/A N/A N N 15025000.00 15025000.00 0.0025 N 15025000.00 15025000.00 Massachusetts Bay Trans. Auth. Sales Tax Rev. Massachusetts Bay Trans. Auth. Sales Tax Rev., 0.15% Series 2008 A1, (Liquidity Facility JPMorgan Chase Bank) VRDN 575579TJ6 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 98500000.00 98500000.00 0.0162 N 98500000.00 98500000.00 Massachusetts Bay Trans. Auth. Sales Tax Rev. Massachusetts Bay Trans. Auth. Sales Tax Rev., 0.16% Participating VRDN Series Clipper 07 18, (Liquidity Facility State Street Bank & Trust Co., Bosto 18886PUV5 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y STATE ST BK & TR CO BOSTON N/A N/A N N 101175000.00 101175000.00 0.0166 N 101175000.00 101175000.00 Massachusetts Commonwealth Trans. Fund Rev. Massachusetts Commonwealth Trans. Fund Rev., 0.16% Participating VRDN Series WF 12 30 C, (Liquidity Facility Wells Fargo Bank NA) 94987KFC4 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y WELLS FARGO BK NATL ASSN N/A N/A N N 13320000.00 13320000.00 0.0022 N 13320000.00 13320000.00 Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev. Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev., 0.13% Series 2010 A2, LOC Wells Fargo Bank NA VRDN 57563CBG6 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y WELLS FARGO BK NATL ASSN N/A N/A Y WELLS FARGO BK NATL ASSN N/A N/A N 99565000.00 99565000.00 0.0164 N 99565000.00 99565000.00 Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev. Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev., 0.14% Series 2010 A3, LOC Bank of America NA VRDN 57563CAC6 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 79345000.00 79345000.00 0.0130 N 79345000.00 79345000.00 Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev. Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev., 0.20% Series 2010 A1, LOC Citibank NA VRDN 57563CBF8 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y CITIBANK NA N/A N/A Y CITIBANK NA N/A N/A N 48400000.00 48400000.00 0.0080 N 48400000.00 48400000.00 Massachusetts Dev. Fin. Agcy. Indl. Dev. Rev. Massachusetts Dev. Fin. Agcy. Indl. Dev. Rev., 0.40% (Monkiewicz Realty Trust Proj.) LOC Bank of America NA VRDN 57583EAP9 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 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. Indl. Dev. Rev. Massachusetts Dev. Fin. Agcy. Indl. Dev. Rev., 0.45% (Charm Sciences, Inc. Proj.) Series 1999 A, LOC Bank of America NA VRDN 57583EAJ3 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 1700000.00 1700000.00 0.0003 N 1700000.00 1700000.00 Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev. Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev., 0.12% (Tammy Brook Apts. Proj.) Series 2009, LOC Freddie Mac VRDN 57583XBN1 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y FREDDIE MAC N/A N/A Y FREDDIE MAC N/A N/A N 6400000.00 6400000.00 0.0011 N 6400000.00 6400000.00 Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev. Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev., 0.12% (Georgetown Village Apts. Proj.) Series 2003 A, LOC Fannie Mae VRDN 57583XAC6 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y FANNIE MAE N/A N/A Y FANNIE MAE N/A N/A N 18350000.00 18350000.00 0.0030 N 18350000.00 18350000.00 Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev. Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev., 0.12% (Salem Heights Apts. Proj.) Series 2003 A, LOC Fed. Home Ln. Bank of Boston VRDN 57583XAE2 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 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 0.0024 N 14600000.00 14600000.00 Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev. Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev., 0.15% (Avalon Acton Apts. Proj.) Series 2006, LOC Fannie Mae VRDN 57583XBG6 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y FANNIE MAE N/A N/A Y FANNIE MAE N/A N/A N 38500000.00 38500000.00 0.0063 N 38500000.00 38500000.00 Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev. Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev., 0.15% (Archstone Reading Apts. Proj.) Series 2004 A, LOC Freddie Mac VRDN 57583XAQ5 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y FREDDIE MAC N/A N/A Y FREDDIE MAC N/A N/A N 24840000.00 24840000.00 0.0041 N 24840000.00 24840000.00 Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev. Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev., 0.15% (Casco Crossing Proj.) LOC Fannie Mae VRDN 57583XAR3 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y FANNIE MAE N/A N/A Y FANNIE MAE N/A N/A N 10535000.00 10535000.00 0.0017 N 10535000.00 10535000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.10% (Boston Univ. Proj.) Series U3, LOC Northern Trust Co. VRDN 57583RWG6 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y NORTHERN TRUST CO CHICAGO N/A N/A Y NORTHERN TRUST CO CHICAGO N/A N/A N 14650000.00 14650000.00 0.0024 N 14650000.00 14650000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.10% (Boston Univ. Proj.) Series U-6E, LOC Bank of Nova Scotia New York Branch VRDN 57583RWD3 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y BANK OF NOVA SCOTIA NY BRH N/A N/A Y BANK OF NOVA SCOTIA NY BRH N/A N/A N 29095000.00 29095000.00 0.0048 N 29095000.00 29095000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.11% (Worcester Polytechnic Institute Proj.) Series 2008 A, LOC TD Banknorth, NA VRDN 57583RTX3 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 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 0.0031 N 18635000.00 18635000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.11% (Boston Univ. Proj.) Series U-5B, LOC Fed. Home Ln. Bank of Boston VRDN 57583RP58 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y FEDERAL HOME LN BK OF BOSTON N/A N/A Y FEDERAL HOME LN BK OF BOSTON N/A N/A N 24500000.00 24500000.00 0.0040 N 24500000.00 24500000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.11% (ISO New England, Inc. Proj.) Series 2005, LOC TD Banknorth, NA VRDN 57583RAA3 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 31535000.00 31535000.00 0.0052 N 31535000.00 31535000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.12% (Boston Univ. Proj.) Series U-6C, LOC JPMorgan Chase Bank VRDN 57583RWB7 Variable Rate Demand Note First Tier Security 2013-01-02 2013-01-02 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 30895000.00 30895000.00 0.0051 N 30895000.00 30895000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.12% (College of the Holy Cross Proj.) Series 2008 A, LOC JPMorgan Chase Bank VRDN 57583RUZ6 Variable Rate Demand Note First Tier Security 2013-01-02 2013-01-02 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 10300000.00 10300000.00 0.0017 N 10300000.00 10300000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.12% (Wilber School Apts. Proj.) Series 2008 A, LOC Bank of America NA VRDN 57583RD77 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 6900000.00 6900000.00 0.0011 N 6900000.00 6900000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.12% (Edgewood Retirement Cmnty. Proj.) Series 2000 A, LOC Bank of America NA VRDN 57583RB79 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 13490000.00 13490000.00 0.0022 N 13490000.00 13490000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.12% (Fay School Proj.) Series 2008, LOC TD Banknorth, NA VRDN 57583RTZ8 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 21460000.00 21460000.00 0.0035 N 21460000.00 21460000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.12% (Williston Northampton School Proj.) Series 2010, LOC TD Banknorth, NA VRDN 57583RZ40 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 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 0.0012 N 7200000.00 7200000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.12% (Edgewood Retirement Cmnty. Proj.) Series 2008, LOC Bank of America NA VRDN 57583RB61 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 26265000.00 26265000.00 0.0043 N 26265000.00 26265000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.12% (YMCA of Greater Worcester Proj.) Series 2006, LOC TD Banknorth, NA VRDN 57583RGP4 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 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 0.0015 N 9300000.00 9300000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.12% (Smith College Proj.) Series 2002 VRDN 57583FYL9 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y SMITH COLLEGE, MA N/A N/A N N 4678000.00 4678000.00 0.0008 N 4678000.00 4678000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.12% (Smith College Proj.) Series 2001 VRDN 57583FWB3 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y SMITH COLLEGE, MA N/A N/A N N 3840000.00 3840000.00 0.0006 N 3840000.00 3840000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.12% (Abby Kelley Foster Charter Pub. School Proj.) Series 2008, LOC TD Banknorth, NA VRDN 57583RWJ0 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 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 0.0007 N 4325000.00 4325000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.12% (Meadowbrook School Proj.) Series 2000, LOC JPMorgan Chase Bank VRDN 57583FVJ7 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 3075000.00 3075000.00 0.0005 N 3075000.00 3075000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.12% (Governor Dummer Academy Issues Proj.) Series 2006, LOC TD Banknorth, NA VRDN 57583RGN9 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 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 0.0007 N 4505000.00 4505000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.12% Series 2006, LOC TD Banknorth, NA VRDN 57583RFX8 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 4525000.00 4525000.00 0.0007 N 4525000.00 4525000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.13% (Olin College Proj.) Series 2008 C3, LOC RBS Citizens NA VRDN 57583RZG3 Variable Rate Demand Note First Tier Security 2013-01-02 2013-01-02 Y RBS CITIZENS NA N/A N/A Y RBS CITIZENS NA N/A N/A N 38365000.00 38365000.00 0.0063 N 38365000.00 38365000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.13% (Olin College Proj.) Series 2008 C2, LOC RBS Citizens NA VRDN 57583RZF5 Variable Rate Demand Note First Tier Security 2013-01-02 2013-01-02 Y RBS CITIZENS NA N/A N/A Y RBS CITIZENS NA N/A N/A N 35200000.00 35200000.00 0.0058 N 35200000.00 35200000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.13% (Briarwood Retirement Cmnty. Proj.) Series 2004 A, LOC Manufacturers & Traders Trust Co. VRDN 57583F5P2 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y MANUFACTURERS & TRADERS TR CO N/A N/A Y MANUFACTURERS & TRADERS TR CO N/A N/A N 14510000.00 14510000.00 0.0024 N 14510000.00 14510000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.13% Series 2006, LOC JPMorgan Chase Bank VRDN 57583RFL4 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 15720000.00 15720000.00 0.0026 N 15720000.00 15720000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.13% (Boston Univ. Proj.) Series U-5A, LOC Fed. Home Ln. Bank of Boston VRDN 57583RP41 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y FEDERAL HOME LN BK OF BOSTON N/A N/A Y FEDERAL HOME LN BK OF BOSTON N/A N/A N 37600000.00 37600000.00 0.0062 N 37600000.00 37600000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.13% (Smith College Proj.) Series 2007, (Liquidity Facility TD Banknorth, NA) VRDN 57583R2R5 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y SMITH COLLEGE, MA N/A N/A N N 56200000.00 56200000.00 0.0092 N 56200000.00 56200000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.13% Series 2007 B, LOC JPMorgan Chase Bank VRDN 57583RTM7 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 12975000.00 12975000.00 0.0021 N 12975000.00 12975000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.13% Series 2007 A, LOC JPMorgan Chase Bank VRDN 57583RTL9 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 13400000.00 13400000.00 0.0022 N 13400000.00 13400000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.13% (Clark Univ. Proj.) LOC TD Banknorth, NA VRDN 57583RUU7 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 31130000.00 31130000.00 0.0051 N 31130000.00 31130000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.13% (Babson College Proj.) Series 2008 A, LOC Fed. Home Ln. Bank of Boston VRDN 57583RL86 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y FEDERAL HOME LN BK OF BOSTON N/A N/A Y FEDERAL HOME LN BK OF BOSTON N/A N/A N 1680000.00 1680000.00 0.0003 N 1680000.00 1680000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.13% Participating VRDN Series ROC II R 11999X, (Liquidity Facility Citibank NA) 57583UNK0 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y CITIBANK NA N/A N/A N N 3300000.00 3300000.00 0.0005 N 3300000.00 3300000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.13% Series 2011 A, LOC RBS Citizens NA VRDN 57583ULL0 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y RBS CITIZENS NA N/A N/A Y RBS CITIZENS NA N/A N/A N 12870000.00 12870000.00 0.0021 N 12870000.00 12870000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.13% (Fessenden School Proj.) Series 2001, LOC JPMorgan Chase Bank VRDN 57583FXX4 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 11355000.00 11355000.00 0.0019 N 11355000.00 11355000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.14% Participating VRDN Series Putters 3840, (Liquidity Facility JPMorgan Chase Bank) 46633VG45 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 5000000.00 5000000.00 0.0008 N 5000000.00 5000000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.15% Participating VRDN Series Putters 4691, (Liquidity Facility Bank of America NA) 74703YZF0 Variable Rate Demand Note Second Tier Security 2013-01-07 2013-01-07 Y BANK OF AMERICA NA N/A N/A N N 6250000.00 6250000.00 0.0010 N 6250000.00 6250000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.15% (Berkshire School Proj.) Series 2001, LOC JPMorgan Chase Bank VRDN 57583R2T1 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 9575000.00 9575000.00 0.0016 N 9575000.00 9575000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.15% (Judge Rotenburg Ctr. Proj.) Series 2003, LOC Bank of America NA VRDN 57583FQ87 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 9485000.00 9485000.00 0.0016 N 9485000.00 9485000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.15% (New England Deaconess Assoc. Proj.) Series 2011 B, LOC Manufacturers & Traders Trust Co. VRDN 57583ULM8 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y MANUFACTURERS & TRADERS TR CO N/A N/A Y MANUFACTURERS & TRADERS TR CO N/A N/A N 1360000.00 1360000.00 0.0002 N 1360000.00 1360000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.16% Participating VRDN Series WF 10 56C, (Liquidity Facility Wells Fargo Bank NA) 94985NZX2 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y WELLS FARGO BK NATL ASSN N/A N/A N N 19895000.00 19895000.00 0.0033 N 19895000.00 19895000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.16% (Fifteen-O-Five West Housatonic LLC Proj.) Series 2007, LOC HSBC Bank USA, NA VRDN 57583RKW4 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y HSBC BANK USA N/A N/A Y HSBC BANK USA N/A N/A N 2540000.00 2540000.00 0.0004 N 2540000.00 2540000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.18% (Lasell Village Proj.) Series 2007, LOC Bank of America NA VRDN 57583RMT9 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 5000000.00 5000000.00 0.0008 N 5000000.00 5000000.00 Massachusetts Dev. Fin. Agcy. Solid Waste Disp. Rev. Massachusetts Dev. Fin. Agcy. Solid Waste Disp. Rev., 0.12% (Wheelabrator Millbury Proj.) LOC JPMorgan Chase Bank VRDN 57583HAF4 Variable Rate Demand Note First Tier Security 2013-01-02 2013-01-02 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 10000000.00 10000000.00 0.0016 N 10000000.00 10000000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.11% Series 2001 C, (Liquidity Facility State Street Bank & Trust Co., Boston) VRDN 575827X54 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y STATE ST BK & TR CO BOSTON N/A N/A N N 180180000.00 180180000.00 0.0296 N 180180000.00 180180000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.13% Participating VRDN Series Putters 4247, (Liquidity Facility JPMorgan Chase & Co.) 46636YR69 Variable Rate Demand Note First Tier Security 2013-01-02 2013-01-02 Y JPMORGAN CHASE & CO N/A N/A N N 2495000.00 2495000.00 0.0004 N 2495000.00 2495000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.13% Participating VRDN Series putters 4248, (Liquidity Facility JPMorgan Chase & Co.) 46636YR85 Variable Rate Demand Note First Tier Security 2013-01-02 2013-01-02 Y JPMORGAN CHASE & CO N/A N/A N N 8300000.00 8300000.00 0.0014 N 8300000.00 8300000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.13% Series 2006 B, (Liquidity Facility JPMorgan Chase Bank) VRDN 57582N4H5 Variable Rate Demand Note First Tier Security 2013-01-02 2013-01-02 Y JPMORGAN CHASE BANK NA N/A N/A N N 2830000.00 2830000.00 0.0005 N 2830000.00 2830000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.13% Participating VRDN Series BC 12 119 W, (Liquidity Facility Barclays Bank PLC) 76252PAS8 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y BARCLAYS BANK PLC N/A N/A N N 24440000.00 24440000.00 0.0040 N 24440000.00 24440000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.13% Participating VRDN Series BC 11 101W, (Liquidity Facility Barclays Bank PLC) 06740GQJ8 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y BARCLAYS BANK PLC N/A N/A N N 5880000.00 5880000.00 0.0010 N 5880000.00 5880000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.13% Participating VRDN Series EGL 07 0124, (Liquidity Facility Citibank NA) 57582PGR5 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y CITIBANK NA N/A N/A N N 12235000.00 12235000.00 0.0020 N 12235000.00 12235000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.14% Participating VRDN Series Putters 3898, (Liquidity Facility JPMorgan Chase Bank) 46633VV55 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 4000000.00 4000000.00 0.0007 N 4000000.00 4000000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.14% Participating VRDN Series Clipper 07 39, (Liquidity Facility State Street Bank & Trust Co., Boston) 18886PA39 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y STATE ST BK & TR CO BOSTON N/A N/A N N 14325000.00 14325000.00 0.0024 N 14325000.00 14325000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.14% Participating VRDN Series Putters 3896, (Liquidity Facility JPMorgan Chase Bank) 46633VU98 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 7500000.00 7500000.00 0.0012 N 7500000.00 7500000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.14% Participating VRDN Series Putters 2648, (Liquidity Facility JPMorgan Chase Bank) 57582PHZ6 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 9250000.00 9250000.00 0.0015 N 9250000.00 9250000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.14% Participating VRDN Series Putters 2022, (Liquidity Facility JPMorgan Chase Bank) 57582PGC8 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 35995000.00 35995000.00 0.0059 N 35995000.00 35995000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.14% Participating VRDN Series EGL 07 0149, (Liquidity Facility Citibank NA) 57582PGZ7 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y CITIBANK NA N/A N/A N N 43000000.00 43000000.00 0.0071 N 43000000.00 43000000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.15% Participating VRDN Series MT 816, (Liquidity Facility Bank of America NA) 74703UFA1 Variable Rate Demand Note First Tier Security 2013-01-03 2013-01-03 Y BANK OF AMERICA NA N/A N/A N N 3470000.00 3470000.00 0.0006 N 3470000.00 3470000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.15% Participating VRDN Series Putters 803, (Liquidity Facility Bank of America NA) 74703UDP0 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y BANK OF AMERICA NA N/A N/A N N 21800000.00 21800000.00 0.0036 N 21800000.00 21800000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.15% Participating VRDN Series Putters 802, (Liquidity Facility Bank of America NA) 74703UDN5 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y BANK OF AMERICA NA N/A N/A N N 16600000.00 16600000.00 0.0027 N 16600000.00 16600000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.15% Participating VRDN Series Putters 3699, (Liquidity Facility JPMorgan Chase Bank) 46633VSJ9 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 8320000.00 8320000.00 0.0014 N 8320000.00 8320000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.16% Participating VRDN Series Clipper 07 06, (Liquidity Facility State Street Bank & Trust Co., Boston) 18886PRV9 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y STATE ST BK & TR CO BOSTON N/A N/A N N 53850000.00 53850000.00 0.0089 N 53850000.00 53850000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.09% (Southcoast Health Sys. Obligated Group Proj.) Series 2008 C, LOC TD Banknorth, NA VRDN 57586C6T7 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 39600000.00 39600000.00 0.0065 N 39600000.00 39600000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.10% (Harvard Univ. Proj.) Series R VRDN 57585KGP7 Variable Rate Demand Note First Tier Security 2013-01-02 2013-01-02 Y PRESIDENT & FELLOWS HARVARD CO 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., 0.10% (Children's Hosp. Proj.) Series 2010 N2, LOC TD Banknorth, NA VRDN 57586EUK5 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 59400000.00 59400000.00 0.0098 N 59400000.00 59400000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.10% (Partners HealthCare Sys., Inc. Proj.) Series 2005 F, LOC TD Banknorth, NA VRDN 57586CGB5 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 38065000.00 38065000.00 0.0063 N 38065000.00 38065000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.11% (Dana-Farber Cancer Institute Proj.) Series 2008 L1, LOC JPMorgan Chase Bank VRDN 57586CY90 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 23750000.00 23750000.00 0.0039 N 23750000.00 23750000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.11% (Williams College Proj.) Series I VRDN 57586CEA9 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y WILLIAMS COLLEGE, MA N/A N/A N N 24546000.00 24546000.00 0.0040 N 24546000.00 24546000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.11% (Williams College Proj.) Series J VRDN 57586CPY5 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y WILLIAMS COLLEGE, MA N/A N/A N N 31279000.00 31279000.00 0.0051 N 31279000.00 31279000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.11% Series 2009 O-1, LOC Fed. Home Ln. Bank of Boston VRDN 57586ELD1 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y FEDERAL HOME LN BK OF BOSTON N/A N/A Y FEDERAL HOME LN BK OF BOSTON N/A N/A N 42830000.00 42830000.00 0.0070 N 42830000.00 42830000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.11% (Baystate Health Sys. Proj.) Series 2009 J1, LOC JPMorgan Chase Bank VRDN 57586EKC4 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 23700000.00 23700000.00 0.0039 N 23700000.00 23700000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.12% (Partners HealthCare Sys., Inc. Proj.) Series D6 VRDN 57585K3Q9 Variable Rate Demand Note First Tier Security 2013-01-02 2013-01-02 Y PARTNERS HEALTHCARE SYS INC N/A N/A N N 8840000.00 8840000.00 0.0015 N 8840000.00 8840000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.12% (Partners HealthCare Sys., Inc. Proj.) Series D5 VRDN 57585K3P1 Variable Rate Demand Note First Tier Security 2013-01-02 2013-01-02 Y PARTNERS HEALTHCARE SYS INC N/A N/A N N 1500000.00 1500000.00 0.0002 N 1500000.00 1500000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.12% (Stonehill College Proj.) Series 2008 K, LOC JPMorgan Chase Bank VRDN 57586CV77 Variable Rate Demand Note First Tier Security 2013-01-02 2013-01-02 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 9865000.00 9865000.00 0.0016 N 9865000.00 9865000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.12% (Wellesley College Proj.) Series I VRDN 57586CP25 Variable Rate Demand Note First Tier Security 2013-01-02 2013-01-02 Y WELLESLEY COLLEGE, MA N/A N/A N N 2275000.00 2275000.00 0.0004 N 2275000.00 2275000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.12% (Massachusetts Institute of Technology Proj.) Series 2001 J1 VRDN 57585KSW9 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y MASSACHUSETTS INST TECH, MA N/A N/A N N 4775000.00 4775000.00 0.0008 N 4775000.00 4775000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.12% (Boston Univ. Proj.) Series H, LOC State Street Bank & Trust Co., Boston VRDN 575850NF5 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y STATE ST BK & TR CO BOSTON N/A N/A Y STATE ST BK & TR CO BOSTON N/A N/A N 19725000.00 19725000.00 0.0032 N 19725000.00 19725000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.13% (Children's Hosp. Proj.) Series 2010 N4, LOC JPMorgan Chase Bank VRDN 57586EUJ8 Variable Rate Demand Note First Tier Security 2013-01-02 2013-01-02 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 99135000.00 99135000.00 0.0163 N 99135000.00 99135000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.13% (Baystate Health Sys. Proj.) Series 2009 J2, LOC JPMorgan Chase Bank VRDN 57586EKB6 Variable Rate Demand Note First Tier Security 2013-01-02 2013-01-02 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 35400000.00 35400000.00 0.0058 N 35400000.00 35400000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.13% (Children's Hosp. Proj.) Series 2010 N3, LOC JPMorgan Chase Bank VRDN 57586EUL3 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 40500000.00 40500000.00 0.0067 N 40500000.00 40500000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.13% Participating VRDN Series BC 10 20W, (Liquidity Facility Barclays Bank PLC) 06740GFN1 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y BARCLAYS BANK PLC N/A N/A N N 9785000.00 9785000.00 0.0016 N 9785000.00 9785000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.13% Participating VRDN Series ROC II R 11913, (Liquidity Facility Citibank NA) 57586EXX4 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y CITIBANK NA N/A N/A N N 5250000.00 5250000.00 0.0009 N 5250000.00 5250000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.13% (Wellesley College Proj.) Series B VRDN 575851NQ9 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y WELLESLEY COLLEGE, MA N/A N/A N N 5200000.00 5200000.00 0.0009 N 5200000.00 5200000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.13% Participating VRDN Series BC 10 15W, (Liquidity Facility Barclays Bank PLC) 06740GFC5 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y BARCLAYS BANK PLC N/A N/A N N 7185000.00 7185000.00 0.0012 N 7185000.00 7185000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.13% Participating VRDN Series BBT 08 54, (Liquidity Facility Branch Banking & Trust Co.) 07330CQY8 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y BRANCH BANKING AND TRUST CO N/A N/A N N 12505000.00 12505000.00 0.0021 N 12505000.00 12505000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.13% Participating VRDN Series Clipper 07 08, (Liquidity Facility State Street Bank & Trust Co., B 18886PSL0 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y STATE ST BK & TR CO BOSTON N/A N/A N N 15450000.00 15450000.00 0.0025 N 15450000.00 15450000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.13% (Bentley College Proj.) Series K, LOC JPMorgan Chase Bank VRDN 57585KLH9 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 15300000.00 15300000.00 0.0025 N 15300000.00 15300000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.13% Participating VRDN Series BBT 08 56, (Liquidity Facility Branch Banking & Trust Co.) 07330CSA8 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y BRANCH BANKING AND TRUST CO N/A N/A N N 18895000.00 18895000.00 0.0031 N 18895000.00 18895000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.13% (CIL Realty of Massachusetts Proj.) Series 2007, LOC JPMorgan Chase Bank VRDN 57586CXK6 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 12930000.00 12930000.00 0.0021 N 12930000.00 12930000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.13% Participating VRDN Series ROC II R 11824, (Liquidity Facility Citibank NA) 57586EQX2 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y CITIBANK NA N/A N/A N N 2665000.00 2665000.00 0.0004 N 2665000.00 2665000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.13% (Harvard Vanguard Med. Associates Proj.) Series 2004, LOC TD Banknorth, NA VRDN 57586CCZ6 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 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 0.0004 N 2600000.00 2600000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.14% Participating VRDN Series Putters 3531, (Liquidity Facility JPMorgan Chase Bank) 46633VBT5 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 12495000.00 12495000.00 0.0021 N 12495000.00 12495000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.14% Participating VRDN Series Putters 3104, (Liquidity Facility JPMorgan Chase Bank) 57586C8Q1 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 3620000.00 3620000.00 0.0006 N 3620000.00 3620000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.14% Participating VRDN Series Putters 3529, (Liquidity Facility JPMorgan Chase Bank) 46633VBP3 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 26660000.00 26660000.00 0.0044 N 26660000.00 26660000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.14% Participating VRDN Series Putters 3650, (Liquidity Facility JPMorgan Chase Bank) 46633VNX3 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 11800000.00 11800000.00 0.0019 N 11800000.00 11800000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.14% Participating VRDN Series Putters 3548, (Liquidity Facility JPMorgan Chase Bank) 46633VDN6 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 9925000.00 9925000.00 0.0016 N 9925000.00 9925000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.14% Participating VRDN Series Putters 3530, (Liquidity Facility JPMorgan Chase Bank) 46633VBR9 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 1000000.00 1000000.00 0.0002 N 1000000.00 1000000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.15% Participating VRDN Series BA 08 3320, (Liquidity Facility Bank of America NA) 05248RBS9 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y BANK OF AMERICA NA N/A N/A N N 3810000.00 3810000.00 0.0006 N 3810000.00 3810000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.15% (Northeast Hosp. Corp. Proj.) Series 2004 G, LOC JPMorgan Chase Bank VRDN 57586CDV4 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 37075000.00 37075000.00 0.0061 N 37075000.00 37075000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.18% (Fairview Extended Care Proj.) Series B, LOC Bank of America NA VRDN 57585JRR4 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 26580000.00 26580000.00 0.0044 N 26580000.00 26580000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.19% Participating VRDN Series BA 08 1056, (Liquidity Facility Bank of America NA) 05248PSU0 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y BANK OF AMERICA NA N/A N/A N N 3290000.00 3290000.00 0.0005 N 3290000.00 3290000.00 Massachusetts Hsg. Fin. Agcy. Hsg. Rev. Massachusetts Hsg. Fin. Agcy. Hsg. Rev., 0.14% Series 2004 A, LOC Lloyds TSB Bank PLC VRDN 57586PHE9 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y LLOYDS TSB BANK PLC (UNGTD) N/A N/A Y LLOYDS TSB BANK PLC (UNGTD) N/A N/A N 27765000.00 27765000.00 0.0046 N 27765000.00 27765000.00 Massachusetts Hsg. Fin. Agcy. Multi-Family Rev. Massachusetts Hsg. Fin. Agcy. Multi-Family Rev., 0.14% (Princeton Crossing LP Proj.) Series 1996 A, LOC Fannie Mae VRDN 5758545T7 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y FANNIE MAE N/A N/A Y FANNIE MAE N/A N/A N 20300000.00 20300000.00 0.0033 N 20300000.00 20300000.00 Massachusetts Hsg. Fin. Agcy. Multi-Family Rev. Massachusetts Hsg. Fin. Agcy. Multi-Family Rev., 0.16% Series 2009 A, LOC Bank of America NA VRDN 57586NDU2 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 6850000.00 6850000.00 0.0011 N 6850000.00 6850000.00 Massachusetts Indl. Fin. Agcy. Indl. Dev. Rev. Massachusetts Indl. Fin. Agcy. Indl. Dev. Rev., 0.21% (Decas Cranberry Proj.) Series 1997, LOC TD Banknorth, NA VRDN 575855S77 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 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., 0.59% (United Plastics Proj.) Series 1997, LOC Wells Fargo Bank NA VRDN 575855S44 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y WELLS FARGO BK NATL ASSN N/A N/A Y WELLS FARGO BK NATL ASSN N/A N/A N 1145000.00 1145000.00 0.0002 N 1145000.00 1145000.00 Massachusetts Indl. Fin. Agcy. Indl. Dev. Rev. Massachusetts Indl. Fin. Agcy. Indl. Dev. Rev., 0.90% (346 Univ. LLC Proj.) Series 1996, LOC Bank of America NA VRDN 575855P96 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 800000.00 800000.00 0.0001 N 800000.00 800000.00 Massachusetts Indl. Fin. Agcy. Indl. Dev. Rev. Massachusetts Indl. Fin. Agcy. Indl. Dev. Rev., 0.90% (BBB Esq. LLC Proj.) Series 1996, LOC Bank of America NA VRDN 575855S28 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 1500000.00 1500000.00 0.0002 N 1500000.00 1500000.00 Massachusetts Indl. Fin. Agcy. Indl. Dev. Rev. Massachusetts Indl. Fin. Agcy. Indl. Dev. Rev., 0.92% (Boutwell Owens & Co., Inc. Proj.) Series 1998, LOC Wells Fargo Bank NA VRDN 575855V73 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 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., 0.12% (Governor Dummer Academy Proj.) Series 1996, LOC TD Banknorth, NA VRDN 5759147M2 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 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 0.0008 N 4800000.00 4800000.00 Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 0.13% Series 2008 A, LOC Bank of America NA VRDN 575896ET8 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 11400000.00 11400000.00 0.0019 N 11400000.00 11400000.00 Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 0.13% Participating VRDN Series Solar 06 108, (Liquidity Facility U.S. Bank NA, Cincinnati) 27884FKJ8 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y US BANK NA CINCINNATI OHIO N/A N/A N N 14070000.00 14070000.00 0.0023 N 14070000.00 14070000.00 Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 0.18% Series 2010 D, LOC Bank of America NA VRDN 575896JD8 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 98890000.00 98890000.00 0.0163 N 98890000.00 98890000.00 Massachusetts Port Auth. Spl. Proj. Rev. Massachusetts Port Auth. Spl. Proj. Rev., 0.17% (Harborside Hyatt Proj.) Series 2001 A, LOC Royal Bank of Scotland PLC VRDN 575897AC7 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y ROYAL BANK OF SCOTLAND PLC N/A N/A Y ROYAL BANK OF SCOTLAND PLC N/A N/A N 37100000.00 37100000.00 0.0061 N 37100000.00 37100000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.13% Participating VRDN Series EGL 07 0067, (Liquidity Facility Citibank NA) 576000GM9 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y CITIBANK NA N/A N/A N N 41660000.00 41660000.00 0.0068 N 41660000.00 41660000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.13% Participating VRDN Series EGL 07 0032, (Liquidity Facility Citibank NA) 576000FN8 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y CITIBANK NA N/A N/A N N 69300000.00 69300000.00 0.0114 N 69300000.00 69300000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.13% Participating VRDN Series ROC II R 12254, (Liquidity Facility Citibank NA) 576000KF9 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y CITIBANK NA N/A N/A N N 18900000.00 18900000.00 0.0031 N 18900000.00 18900000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.13% Participating VRDN Series EGL 07 0031, (Liquidity Facility Citibank NA) 576000FL2 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y CITIBANK NA N/A N/A N N 52600000.00 52600000.00 0.0086 N 52600000.00 52600000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.13% Participating VRDN Series Solar 05 03, (Liquidity Facility U.S. Bank NA, Cincinnati) 27884FAE0 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y US BANK NA CINCINNATI OHIO N/A N/A N N 20125000.00 20125000.00 0.0033 N 20125000.00 20125000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.13% Participating VRDN Series ROC II R 14021, (Liquidity Facility Citibank NA) 576000MY6 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y CITIBANK NA N/A N/A N N 3000000.00 3000000.00 0.0005 N 3000000.00 3000000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.13% Participating VRDN Series EGL 07 0092, (Liquidity Facility Citibank NA) 576000GT4 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y CITIBANK NA N/A N/A N N 53095000.00 53095000.00 0.0087 N 53095000.00 53095000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.14% Participating VRDN Series Putters 2479Z, (Liquidity Facility JPMorgan Chase Bank) 576000JJ3 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 2340000.00 2340000.00 0.0004 N 2340000.00 2340000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.14% Participating VRDN Series Putters 3990, (Liquidity Facility JPMorgan Chase Bank) 46636YCF5 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 3000000.00 3000000.00 0.0005 N 3000000.00 3000000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.14% Participating VRDN Series Putters 4030, (Liquidity Facility JPMorgan Chase Bank) 46636YFZ8 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 3070000.00 3070000.00 0.0005 N 3070000.00 3070000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.15% Participating VRDN Series Putters 3691, (Liquidity Facility JPMorgan Chase Bank) 46633VRV3 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 2100000.00 2100000.00 0.0003 N 2100000.00 2100000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.15% Participating VRDN Series BA 08 1082, (Liquidity Facility Bank of America NA) 05248PVN2 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y BANK OF AMERICA NA N/A N/A N N 7620000.00 7620000.00 0.0013 N 7620000.00 7620000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.15% Participating VRDN ROC II R 12193, (Liquidity Facility Citibank NA) 576000JB0 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y CITIBANK NA N/A N/A N N 4000000.00 4000000.00 0.0007 N 4000000.00 4000000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.18% Participating VRDN Series MS 3228X, (Liquidity Facility Morgan Stanley Bank, West Val 576000KX0 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y MORGAN STANLEY BK NA SALT LAKE N/A N/A N N 2500000.00 2500000.00 0.0004 N 2500000.00 2500000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.19% Participating VRDN Series BA 08 3307, (Liquidity Facility Bank of America NA) 05248P3N3 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y BANK OF AMERICA NA N/A N/A N N 5000000.00 5000000.00 0.0008 N 5000000.00 5000000.00 Massachusetts St Wtr. Resources Auth. Massachusetts St Wtr. Resources Auth., 0.14% Participating VRDN Series Putters 3690, (Liquidity Facility JPMorgan Chase Bank) 46633VRT8 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 1300000.00 1300000.00 0.0002 N 1300000.00 1300000.00 Massachusetts Wtr. Poll. Abatement Trust Massachusetts Wtr. Poll. Abatement Trust, 0.13% Participating VRDN Series BBT 08 40, (Liquidity Facility Branch Banking & Trust Co.) 07330CNT2 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y BRANCH BANKING AND TRUST CO N/A N/A N N 15340000.00 15340000.00 0.0025 N 15340000.00 15340000.00 Massachusetts Wtr. Poll. Abatement Trust Massachusetts Wtr. Poll. Abatement Trust, 0.14% Participating VRDN Series Putters 3159, (Liquidity Facility JPMorgan Chase Bank) 46632PEK5 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 15490000.00 15490000.00 0.0025 N 15490000.00 15490000.00 Massachusetts Wtr. Poll. Abatement Trust Massachusetts Wtr. Poll. Abatement Trust, 0.16% Participating VRDN Series Clipper 06 11, (Liquidity Facility State Street Bank & Trust Co., Boston) 18886PPV1 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y STATE ST BK & TR CO BOSTON N/A N/A N N 23900000.00 23900000.00 0.0039 N 23900000.00 23900000.00 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.10% Series 2008 F, (Liquidity Facility Bank of Nova Scotia New York Branch) VRDN 5760494W7 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y BANK OF NOVA SCOTIA NY BRH N/A N/A N N 3000000.00 3000000.00 0.0005 N 3000000.00 3000000.00 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.13% Participating VRDN Series ROC II R 11968, (Liquidity Facility Citibank NA) 576051DR4 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y CITIBANK NA N/A N/A N N 5185000.00 5185000.00 0.0009 N 5185000.00 5185000.00 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.13% Participating VRDN Series EGL 06 0054, (Liquidity Facility Citibank NA) 576049S35 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y CITIBANK NA N/A N/A N N 5300000.00 5300000.00 0.0009 N 5300000.00 5300000.00 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.13% Participating VRDN Series ROC II R 11914, (Liquidity Facility Citibank NA) 576051BT2 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 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., 0.13% Participating VRDN Series Solar 06 86, (Liquidity Facility U.S. Bank NA, Cincinnati) 27884FHL7 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y US BANK NA CINCINNATI OHIO N/A N/A N N 21855000.00 21855000.00 0.0036 N 21855000.00 21855000.00 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.14% Participating VRDN Series Putters 2848, (Liquidity Facility JPMorgan Chase Bank) 5760494N7 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 19075000.00 19075000.00 0.0031 N 19075000.00 19075000.00 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.15% Participating VRDN Series Putters 4176, (Liquidity Facility JPMorgan Chase Bank) 46636YXK1 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 5980000.00 5980000.00 0.0010 N 5980000.00 5980000.00 RBC Muni. Products, Inc. Trust RBC Muni. Products, Inc. Trust, 0.13% Participating VRDN Series RBC E 32, (Liquidity Facility Royal Bank of Canada) 74926YVU2 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y ROYAL BANK OF CANADA N/A N/A N N 104605000.00 104605000.00 0.0172 N 104605000.00 104605000.00 RBC Muni. Products, Inc. Trust RBC Muni. Products, Inc. Trust, 0.13% Participating VRDN Series RBC E 42, (Liquidity Facility Royal Bank of Canada) 74926YZA2 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y ROYAL BANK OF CANADA N/A N/A N N 23695000.00 23695000.00 0.0039 N 23695000.00 23695000.00 Univ. of Massachusetts Bldg. Auth. Facilities Rev. Univ. of Massachusetts Bldg. Auth. Facilities Rev., 0.18% Series 2008 1, LOC Lloyds TSB Bank PLC VRDN 914440HE5 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 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 0.0225 N 137020000.00 137020000.00 Weston Gen. Oblig. Weston Gen. Oblig., 0.13% Participating VRDN Series Putters 4047, (Liquidity Facility JPMorgan Chase & Co.) 46636YHU7 Variable Rate Demand Note First Tier Security 2013-01-02 2013-01-02 Y JPMORGAN CHASE & CO N/A N/A N N 9495000.00 9495000.00 0.0016 N 9495000.00 9495000.00 Dutchess County Indl. Dev. Agcy. Civic Facility Rev. Dutchess County Indl. Dev. Agcy. Civic Facility Rev., 0.26% (Lutheran Ctr. at Poughkeepsie, Inc. Proj.) LOC KeyBank NA VRDN 267041FK2 Variable Rate Demand Note Second Tier Security 2013-01-07 2013-01-07 Y KEYBANK NATL ASSN N/A N/A Y KEYBANK NATL ASSN N/A N/A N 500000.00 500000.00 0.0001 N 500000.00 500000.00 New York Hsg. Fin. Svc. Contract Rev. New York Hsg. Fin. Svc. Contract Rev., 0.15% Series 2003 L, LOC Bank of America NA VRDN 64986BBD0 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 37795000.00 37795000.00 0.0062 N 37795000.00 37795000.00 Puerto Rico Commonwealth Pub. Impt. Gen. Oblig. Puerto Rico Commonwealth Pub. Impt. Gen. Oblig., 0.13% Series 2003 C5-2, LOC Barclays Bank PLC NY Branch VRDN 74514LYU5 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y BARCLAYS BANK PLC NY BRANCH N/A N/A Y BARCLAYS BANK PLC NY BRANCH N/A N/A N 34110000.00 34110000.00 0.0056 N 34110000.00 34110000.00 Nebraska Edl. Fin. Auth. Rev. Nebraska Edl. Fin. Auth. Rev., 0.13% (Creighton Univ. Proj.) Series 2008, LOC JPMorgan Chase Bank VRDN 63966PSJ4 Variable Rate Demand Note First Tier Security 2013-01-02 2013-01-02 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 25345000.00 25345000.00 0.0042 N 25345000.00 25345000.00 Stanton County Indl. Dev. Rev. Stanton County Indl. Dev. Rev., 0.39% (Nucor Corp. Proj.) Series 1996 VRDN 854743AD3 Variable Rate Demand Note Second Tier Security 2013-01-07 2013-01-07 Y NUCOR CORP N/A N/A N N 3400000.00 3400000.00 0.0006 N 3400000.00 3400000.00 Port Arthur Navigation District Indl. Dev. Corp. Exempt Facilities Rev. Port Arthur Navigation District Indl. Dev. Corp. Exempt Facilities Rev., 0.16% (Air Products Proj.) Series 2010 A, (Total SA Guaranteed) VRDN 733508AF2 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y TOTAL SA N/A N/A Y TOTAL SA N/A N/A N 5000000.00 5000000.00 0.0008 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., 0.16% (Air Products Proj.) Series 2012, (Total SA Guaranteed) VRDN 733508AH8 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y TOTAL SA N/A N/A Y TOTAL SA N/A N/A N 10000000.00 10000000.00 0.0016 N 10000000.00 10000000.00 Texas Gen. Oblig. Texas Gen. Oblig., 0.14% Participating VRDN Series Putters 4262, (Liquidity Facility JPMorgan Chase Bank) 46636YW22 Variable Rate Demand Note First Tier Security 2013-01-02 2013-01-02 Y JPMORGAN CHASE BANK NA N/A N/A N N 12400000.00 12400000.00 0.0020 N 12400000.00 12400000.00 Chicago Board of Ed. Chicago Board of Ed., 0.13% Series 2010 A, LOC JPMorgan Chase Bank VRDN 167505NC6 Variable Rate Demand Note First Tier Security 2013-01-02 2013-01-02 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 24820000.00 24820000.00 0.0041 N 24820000.00 24820000.00 Alliance Hosp. Rev. Alliance Hosp. Rev., 0.13% (Alliance Obligated Group Proj.) Series 2003, LOC JPMorgan Chase Bank VRDN 018744AA0 Variable Rate Demand Note First Tier Security 2013-01-02 2013-01-02 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 1900000.00 1900000.00 0.0003 N 1900000.00 1900000.00 Ohio Air Quality Dev. Auth. Rev. Ohio Air Quality Dev. Auth. Rev., 0.24% (Cincinnati Gas & Elec. Co. Proj.) Series B VRDN 677525LX3 Variable Rate Demand Note Second Tier Security 2013-01-07 2013-01-07 Y CINCINNATI GAS & ELECT(DUKE OH N/A N/A N N 12300000.00 12300000.00 0.0020 N 12300000.00 12300000.00 Ohio Air Quality Dev. Auth. Rev. Ohio Air Quality Dev. Auth. Rev., 0.34% (Cincinnati Gas & Elec. Co. Proj.) Series A VRDN 677525LW5 Variable Rate Demand Note Second Tier Security 2013-01-07 2013-01-07 Y CINCINNATI GAS & ELECT(DUKE OH N/A N/A N N 1200000.00 1200000.00 0.0002 N 1200000.00 1200000.00 Salem County Poll. Cont. Fin. Auth. Rev. Salem County Poll. Cont. Fin. Auth. Rev., 0.33% (Pub. Svc. Elec. and Gas Co. Proj.) Series 2003 B1 VRDN 79410SBK1 Variable Rate Demand Note Second Tier Security 2013-01-07 2013-01-07 Y PUBLIC SERVICE ELEC & GAS CO N/A N/A N N 5800000.00 5800000.00 0.0010 N 5800000.00 5800000.00 Salem County Poll. Cont. Fin. Auth. Rev. Salem County Poll. Cont. Fin. Auth. Rev., 0.37% (Pub. Svc. Elec. and Gas Co. Proj.) Series 2012 A VRDN 79410SBM7 Variable Rate Demand Note Second Tier Security 2013-01-07 2013-01-07 Y PUBLIC SERVICE ELEC & GAS CO N/A N/A N N 3400000.00 3400000.00 0.0006 N 3400000.00 3400000.00 Maine Pub. Util. Fin. Pub. Util. Rev. Maine Pub. Util. Fin. Pub. Util. Rev., 0.30% (Maine Pub. Svc. Co. Proj.) Series 2000, LOC Bank of America NA VRDN 560488AC2 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 9000000.00 9000000.00 0.0015 N 9000000.00 9000000.00 Colorado Reg'l. Trans. District Sales Tax Rev. Colorado Reg'l. Trans. District Sales Tax Rev., 0.15% Participating VRDN Series MT 741, (Liquidity Facility Bank of America NA) 74703Y3L2 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y BANK OF AMERICA NA N/A N/A N N 7360000.00 7360000.00 0.0012 N 7360000.00 7360000.00 Clarksville Pub. Bldg. Auth. Rev. Clarksville Pub. Bldg. Auth. Rev., 0.20% (Tennessee Muni. Bond Fund Proj.) Series 2003, LOC Bank of America NA VRDN 182564AW4 Variable Rate Demand Note First Tier Security 2013-01-02 2013-01-02 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 5400000.00 5400000.00 0.0009 N 5400000.00 5400000.00 Delaware Econ. Dev. Auth. Rev. Delaware Econ. Dev. Auth. Rev., 0.39% (Delmarva Pwr. & Lt. Co. Proj.) Series 1999 A VRDN 246387JQ8 Variable Rate Demand Note Second Tier Security 2013-01-07 2013-01-07 Y DELMARVA POWER & LIGHT N/A N/A N N 4400000.00 4400000.00 0.0007 N 4400000.00 4400000.00 Michigan City Ltd. Oblig. Rev. Michigan City Ltd. Oblig. Rev., 0.23% (Palatek Proj.) LOC Comerica Bank VRDN 594316AA9 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y COMERICA BK DALLAS TEX N/A N/A Y COMERICA BK DALLAS TEX N/A N/A N 4110000.00 4110000.00 0.0007 N 4110000.00 4110000.00 Decatur Indl. Dev. Board Exempt Facilities Rev. Decatur Indl. Dev. Board Exempt Facilities Rev., 0.39% (Nucor Steel Decatur LLC Proj.) Series 2003 A VRDN 242846AA1 Variable Rate Demand Note Second Tier Security 2013-01-07 2013-01-07 Y NUCOR CORP N/A N/A N N 3500000.00 3500000.00 0.0006 N 3500000.00 3500000.00 Saint James Parish Gen. Oblig. Saint James Parish Gen. Oblig., 0.35% (Nucor Steel Louisiana LLC Proj.) Series 2010 B1 VRDN 790103AG0 Variable Rate Demand Note Second Tier Security 2013-01-07 2013-01-07 Y NUCOR CORP N/A N/A N N 1400000.00 1400000.00 0.0002 N 1400000.00 1400000.00 Saint James Parish Gen. Oblig. Saint James Parish Gen. Oblig., 0.40% (Nucor Steel Louisiana LLC Proj.) Series 2010 B1 VRDN 790103AH8 Variable Rate Demand Note Second Tier Security 2013-01-07 2013-01-07 Y NUCOR CORP N/A N/A N N 1000000.00 1000000.00 0.0002 N 1000000.00 1000000.00 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 14057570.00 0.0023 N 14061600.00 14061600.00 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 11785041.86 0.0019 N 11787012.50 11787012.50 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 11512630.31 0.0019 N 11510978.05 11510978.05 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 8096110.57 0.0013 N 8096028.20 8096028.20 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 5672831.17 0.0009 N 5672266.00 5672266.00 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 3833495.97 0.0006 N 3833070.75 3833070.75 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 1279365.59 0.0002 N 1279131.00 1279131.00 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 1004050.24 0.0002 N 1003630.00 1003630.00 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 5052398.58 0.0008 N 5053291.18 5053291.18 Framingham Gen. Oblig. Framingham Gen. Oblig., 1.25% BAN 351694W83 Other Municipal Debt First Tier Security 2013-12-13 2013-12-13 N N N 20800000.00 21006413.71 0.0035 N 21013616.00 21013616.00 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 22446592.87 0.0037 N 22450971.00 22450971.00 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 14161704.98 0.0023 N 14162105.57 14162105.57 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 13106285.87 0.0022 N 13106812.00 13106812.00 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 1124587.16 0.0002 N 1124171.36 1124171.36 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 15005086.77 0.0025 N 15007921.50 15007921.50 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 3480000.00 0.0006 N 3480000.00 3480000.00 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 548202.63 0.0001 N 548214.50 548214.50 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 6830572.59 0.0011 N 6830646.60 6830646.60 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 4500000.00 4500000.00 0.0007 N 4500000.00 4500000.00 Massachusetts Dev. Fin. Agcy. Massachusetts Dev. Fin. Agcy., 0.20% Series 2001, LOC TD Banknorth, NA, CP 57563P9J4 Other Municipal Debt First Tier Security 2013-04-01 2013-04-01 N Y TD BANK NA WILMINGTON DE N/A N/A N 8326000.00 8326000.00 0.0014 N 8326416.30 8326416.30 Massachusetts Dev. Fin. Agcy. Electrical Utils. Rev. Massachusetts Dev. Fin. Agcy. Electrical Utils. Rev., 0.50% Bonds (Nantucket Elec. Co. Proj.) Series 2005, tender 01/23/2013, CP Mode 57584GAC2 Other Municipal Debt Second Tier Security 2013-01-23 2013-01-23 N N Y OBLIGOR NANTUCKET ELEC CO N/A N/A 3600000.00 3600000.00 0.0006 N 3600036.00 3600036.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.17% Series 2001, LOC JPMorgan Chase Bank, CP 08R99MEM5 Other Municipal Debt First Tier Security 2013-03-13 2013-03-13 N Y JPMORGAN CHASE BANK NA N/A N/A N 9950000.00 9950000.00 0.0016 N 9950199.00 9950199.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.11% Bonds Series 2012 A 57582PD98 Other Municipal Debt Unrated Security 2013-01-03 2013-02-01 N N N 35000000.00 35000000.00 0.0058 N 34998600.00 34998600.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.27% Bonds Series Merlots 2008-C54, tender 06/12/2013, (Liquidity Facility Wells Fargo Bank NA) 57582PKE9 Other Municipal Debt First Tier Security 2013-06-12 2013-06-12 Y WELLS FARGO BK NATL ASSN N/A N/A N N 13100000.00 13100000.00 0.0022 Y 13100000.00 13100000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.51% Bonds Series 2010 A 57582PUK4 Other Municipal Debt Unrated Security 2013-01-03 2013-01-03 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 219900000.00 221165341.57 0.0364 N 221190813.00 221190813.00 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 298700000.00 300827904.48 0.0495 N 300868562.00 300868562.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 3.00% Bonds Series 2010 B 57582PVT4 Other Municipal Debt Unrated Security 2014-01-01 2014-01-01 N N N 425000.00 436161.63 0.0001 N 436266.75 436266.75 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 3.00% Bonds Series 2010 C 57582PWA4 Other Municipal Debt Unrated Security 2014-01-01 2014-01-01 N N N 8255000.00 8485242.14 0.0014 N 8473840.05 8473840.05 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 3385000.00 3437840.73 0.0006 N 3437738.30 3437738.30 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 4.00% Bonds Series 2011 B 57582PZF0 Other Municipal Debt Unrated Security 2013-08-01 2013-08-01 N N N 7130000.00 7287517.59 0.0012 N 7286004.40 7286004.40 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 4.00% Bonds Series 2011 D 57582PA59 Other Municipal Debt Unrated Security 2013-10-01 2013-10-01 N N N 1500000.00 1542568.30 0.0003 N 1542225.00 1542225.00 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 3087760.47 0.0005 N 3087180.00 3087180.00 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 3135000.00 0.0005 N 3135000.00 3135000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.50% Bonds Series 2002 C 57582NDL6 Other Municipal Debt Unrated Security 2013-11-01 2013-11-01 N N N 4750000.00 4957184.22 0.0008 N 4957005.00 4957005.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 6.00% Bonds Series 2001 D 5758276K1 Other Municipal Debt Unrated Security 2013-11-01 2013-11-01 N N N 960000.00 1005115.35 0.0002 N 1005792.00 1005792.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.14% Series EE, CP 00N992MG4 Other Municipal Debt First Tier Security 2013-03-04 2013-03-04 N N Y OBLIGOR PRESIDENT & FELLOWS HARVARD CO N/A N/A 2300000.00 2300000.00 0.0004 N 2300000.00 2300000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.15% Series EE, CP 00N992MH2 Other Municipal Debt First Tier Security 2013-03-14 2013-03-14 N N Y OBLIGOR PRESIDENT & FELLOWS HARVARD CO N/A N/A 29800000.00 29800000.00 0.0049 N 29800000.00 29800000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.17% Bonds (Partners HealthCare Sys., Inc. Proj.) Series 2008 H2, tender 05/01/2013, CP Mode 57586CW27 Other Municipal Debt First Tier Security 2013-05-01 2013-05-01 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 7020000.00 7020000.00 0.0012 N 7020210.60 7020210.60 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 0.0033 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 0.0018 N 10659893.40 10659893.40 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 0.0033 N 20000200.00 20000200.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.19% Series EE, CP 00N992MB5 Other Municipal Debt First Tier Security 2013-02-11 2013-02-11 N N Y OBLIGOR PRESIDENT & FELLOWS HARVARD CO N/A N/A 16381000.00 16381000.00 0.0027 N 16381819.05 16381819.05 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.19% Series EE, CP 00N992ME9 Other Municipal Debt First Tier Security 2013-03-05 2013-03-05 N N Y OBLIGOR PRESIDENT & FELLOWS HARVARD CO N/A N/A 38304000.00 38304000.00 0.0063 N 38305149.12 38305149.12 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 15100000.00 15100000.00 0.0025 N 15100302.00 15100302.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.19% Bonds (Partners HealthCare Sys. Proj.) Series 2008 H1, tender 03/07/2013, CP Mode 57586CV93 Other Municipal Debt First Tier Security 2013-03-07 2013-03-07 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 12500000.00 12500000.00 0.0021 N 12500250.00 12500250.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.19% Bonds (Partners HealthCare Sys., Inc. Proj.) Series 2008 H2, tender 03/11/2013, CP Mode 57586CW27 Other Municipal Debt First Tier Security 2013-03-11 2013-03-11 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 14040000.00 14040000.00 0.0023 N 14040561.60 14040561.60 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.19% Bonds (Partners HealthCare Sys., Inc. Proj.) Series 2008 H2, tender 03/12/2013, CP Mode 57586CW27 Other Municipal Debt First Tier Security 2013-03-12 2013-03-12 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 19790000.00 19790000.00 0.0033 N 19790791.60 19790791.60 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.19% Bonds (Partners HealthCare Sys., Inc. Proj.) Series 2008 H1, tender 04/03/2013, CP Mode 57586CV93 Other Municipal Debt First Tier Security 2013-04-03 2013-04-03 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 16400000.00 16400000.00 0.0027 N 16400820.00 16400820.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.20% Series EE, CP 00N992MF6 Other Municipal Debt First Tier Security 2013-02-06 2013-02-06 N N Y OBLIGOR PRESIDENT & FELLOWS HARVARD CO N/A N/A 42803000.00 42803000.00 0.0070 N 42804284.09 42804284.09 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.20% Series EE, CP 00N992MC3 Other Municipal Debt First Tier Security 2013-02-13 2013-02-13 N N Y OBLIGOR PRESIDENT & FELLOWS HARVARD CO N/A N/A 50000000.00 50000000.00 0.0082 N 50001000.00 50001000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.20% Series EE, CP 00N992MD1 Other Municipal Debt First Tier Security 2013-02-15 2013-02-15 N N Y OBLIGOR PRESIDENT & FELLOWS HARVARD CO N/A N/A 8500000.00 8500000.00 0.0014 N 8500340.00 8500340.00 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 11036000.00 11036000.00 0.0018 N 11036220.72 11036220.72 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 102241.66 0.0000 N 102327.00 102327.00 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 460405.90 0.0001 N 460426.50 460426.50 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 5.00% Bonds Series 2010 A 57586ETC5 Other Municipal Debt Unrated Security 2013-10-01 2013-10-01 N N Y OBLIGOR NORTHEASTERN UNIV MA REV N/A N/A 1040000.00 1074867.37 0.0002 N 1074673.60 1074673.60 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 01/09/2013, CP Mode 575856BE8 Other Municipal Debt Second Tier Security 2013-01-09 2013-01-09 N N Y OBLIGOR NEW ENGLAND POWER CO N/A N/A 8960000.00 8960000.00 0.0015 N 8960000.00 8960000.00 Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev. Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev., 0.45% Bonds Series 1993 B, tender 01/15/2013, CP Mode 575856BG3 Other Municipal Debt Second Tier Security 2013-01-15 2013-01-15 N N Y OBLIGOR NEW ENGLAND POWER CO N/A N/A 1950000.00 1950000.00 0.0003 N 1949961.00 1949961.00 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 01/23/2013, CP Mode 575856BF5 Other Municipal Debt Second Tier Security 2013-01-23 2013-01-23 N N Y OBLIGOR NEW ENGLAND POWER CO N/A N/A 300000.00 300000.00 0.0000 N 300003.00 300003.00 Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev. Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev., 0.45% Bonds (New England Pwr. Co. Proj.) Series 1993 B, tender 01/24/2013, CP Mode 575856BG3 Other Municipal Debt Second Tier Security 2013-01-24 2013-01-24 N N Y OBLIGOR NEW ENGLAND POWER CO N/A N/A 450000.00 450000.00 0.0001 N 450004.50 450004.50 Massachusetts Muni. Wholesale Elec. Co. Pwr. Supply Sys. Rev. Massachusetts Muni. Wholesale Elec. Co. Pwr. Supply Sys. Rev., 5.00% Bonds (Nuclear #4 Proj.) Series 2012 A 575765ZD7 Other Municipal Debt Unrated Security 2013-07-01 2013-07-01 N N N 1500000.00 1534790.20 0.0003 N 1534380.00 1534380.00 Massachusetts Muni. Wholesale Elec. Co. Pwr. Supply Sys. Rev. Massachusetts Muni. Wholesale Elec. Co. Pwr. Supply Sys. Rev., 5.00% Bonds (Nuclear #6 Proj.) Series 2012 A 575765ZM7 Other Municipal Debt Unrated Security 2013-07-01 2013-07-01 N N N 1500000.00 1533963.91 0.0003 N 1533630.00 1533630.00 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 1023260.24 0.0002 N 1022920.00 1022920.00 Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 0.15% Series 2012 A, LOC TD Banknorth, NA, CP 57599LFG0 Other Municipal Debt First Tier Security 2013-03-08 2013-03-08 N Y TD BANK NA WILMINGTON DE N/A N/A N 15000000.00 15000000.00 0.0025 N 15000000.00 15000000.00 Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 0.16% Series 2012 B, LOC TD Banknorth, NA, CP 57599LFH8 Other Municipal Debt First Tier Security 2013-03-08 2013-03-08 N Y TD BANK NA WILMINGTON DE N/A N/A N 40000000.00 40000000.00 0.0066 N 40000000.00 40000000.00 Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 0.16% Series 2012 B, LOC TD Banknorth, NA, CP 57599LFJ4 Other Municipal Debt First Tier Security 2013-03-14 2013-03-14 N Y TD BANK NA WILMINGTON DE N/A N/A N 40000000.00 40000000.00 0.0066 N 40000000.00 40000000.00 Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 0.19% Series 2012 A, LOC TD Banknorth, NA, CP 57599LFF2 Other Municipal Debt First Tier Security 2013-02-08 2013-02-08 N Y TD BANK NA WILMINGTON DE N/A N/A N 1000000.00 1000000.00 0.0002 N 1000030.00 1000030.00 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 14835000.00 14835000.00 0.0024 Y 14835000.00 14835000.00 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 3625000.00 3732365.34 0.0006 N 3731683.75 3731683.75 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 5.00% Bonds Series 2007 A 576000EM1 Other Municipal Debt Unrated Security 2013-08-15 2013-08-15 N N N 3950000.00 4067456.83 0.0007 N 4066248.50 4066248.50 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 4700000.00 4801362.73 0.0008 N 4801238.00 4801238.00 Massachusetts Spl. Oblig. Rev. Massachusetts Spl. Oblig. Rev., 5.00% Bonds (Fed. Hwy. Grant Anticipation Note Prog.) Series 2003 A 576004FA8 Other Municipal Debt Unrated Security 2013-12-15 2013-12-15 N N Y OBLIGOR MASSACHUSETTS ST FED HWY N/A N/A 1525000.00 1592850.08 0.0003 N 1594082.50 1594082.50 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 3360000.00 3433564.56 0.0006 N 3432912.00 3432912.00 Massachusetts State Dev. Fin. Agcy. Elec. Util. Rev. Massachusetts State Dev. Fin. Agcy. Elec. Util. Rev., 0.40% (Nantucket Elec. Co. Proj.) Bonds Series 2007, tender 01/16/2013, CP Mode 57584TAA8 Other Municipal Debt Second Tier Security 2013-01-16 2013-01-16 N N Y OBLIGOR NANTUCKET ELEC CO N/A N/A 12200000.00 12200000.00 0.0020 N 12200122.00 12200122.00 Massachusetts State Dev. Fing. Agcy. Poll. Cont. Rev. Massachusetts State Dev. Fing. Agcy. Poll. Cont. Rev., 0.43% Bonds (Massachusetts Elec. Co. Proj.) Series 2004, tender 01/18/2013, CP Mode 57584LAB3 Other Municipal Debt Second Tier Security 2013-01-18 2013-01-18 N N Y OBLIGOR MASS ELECTRIC CO N/A N/A 200000.00 200000.00 0.0000 N 200000.00 200000.00 Massachusetts Wtr. Poll. Abatement Trust Massachusetts Wtr. Poll. Abatement Trust, 3.00% Bonds Series 2009 A 57604P2C7 Other Municipal Debt Unrated Security 2013-08-01 2013-08-01 N N N 655000.00 665040.63 0.0001 N 665611.00 665611.00 Massachusetts Wtr. Poll. Abatement Trust Wtr. Poll. Abatement Rev. Massachusetts Wtr. Poll. Abatement Trust Wtr. Poll. Abatement Rev., 5.25% Bonds (New Bedford Prog.) Series A 576047JP0 Other Municipal Debt Unrated Security 2013-02-01 2013-02-01 N N N 1000000.00 1004202.71 0.0002 N 1003780.00 1003780.00 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 23000000.00 22999923.81 0.0038 N 23000000.00 23000000.00 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 0.0025 Y 15400000.00 15400000.00 Millis Gen. Oblig. Millis Gen. Oblig., 2.00% BAN 601090LK7 Other Municipal Debt First Tier Security 2013-02-22 2013-02-22 N N N 5118038.00 5130206.42 0.0008 N 5130781.91 5130781.91 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 9008473.01 0.0015 N 9009881.30 9009881.30 Needham Gen. Oblig. Needham Gen. Oblig., 0.75% BAN 639846K45 Other Municipal Debt Unrated Security 2013-07-02 2013-07-02 N N N 3299125.00 3308348.26 0.0005 N 3308626.48 3308626.48 Needham Gen. Oblig. Needham Gen. Oblig., 1.50% BAN 639846K37 Other Municipal Debt Unrated Security 2013-07-02 2013-07-02 N N N 5008000.00 5040461.86 0.0008 N 5041353.28 5041353.28 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 18794319.50 0.0031 N 18801020.48 18801020.48 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 8441613.81 0.0014 N 8443053.81 8443053.81 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 8033967.93 0.0013 N 8035120.00 8035120.00 Univ. of Massachusetts Bldg. Auth. Facilities Rev. Univ. of Massachusetts Bldg. Auth. Facilities Rev., 5.25% Bonds Series 2004 1 914440FX5 Other Municipal Debt Unrated Security 2013-11-01 2013-11-01 N N Y OBLIGOR UNIV OF MASSACHUSETTS N/A N/A 1000000.00 1041198.93 0.0002 N 1040920.00 1040920.00 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 9548506.22 0.0016 N 9550160.00 9550160.00 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 3014715.37 0.0005 N 3015210.00 3015210.00 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 12222960.73 0.0020 N 12224973.45 12224973.45 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 12247939.49 0.0020 N 12257637.60 12257637.60 Westfield Gen. Oblig. Westfield Gen. Oblig., 1.25% BAN 960096L86 Other Municipal Debt First Tier Security 2013-10-25 2013-10-25 N N N 16500000.00 16636747.29 0.0027 N 16637610.00 16637610.00 Westfield Gen. Oblig. Westfield Gen. Oblig., 1.25% BAN 960096L78 Other Municipal Debt First Tier Security 2013-10-25 2013-10-25 N N N 5000000.00 5039735.99 0.0008 N 5041700.00 5041700.00 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 13390914.06 0.0022 N 13393260.00 13393260.00 Woburn Gen. Oblig. Woburn Gen. Oblig., 1.00% BAN 977521D67 Other Municipal Debt First Tier Security 2013-05-03 2013-05-03 N N N 6240000.00 6256474.26 0.0010 N 6257472.00 6257472.00 Worcester Gen. Oblig. Worcester Gen. Oblig., 3.00% Bonds Series 2012 981306CZ4 Other Municipal Debt Unrated Security 2013-11-01 2013-11-01 N N N 4448000.00 4548173.35 0.0007 N 4547635.20 4547635.20 Worcester Gen. Oblig. Worcester Gen. Oblig., 5.25% Bonds Series 2004 A 981305E68 Other Municipal Debt Unrated Security 2013-08-15 2013-08-15 N N N 2810000.00 2896933.84 0.0005 N 2895957.90 2895957.90 Florida Gen. Oblig. Florida Gen. Oblig., 0.27% Bonds Series PZ 130, tender 05/30/2013, (Liquidity Facility Wells Fargo & Co.) 341150WR7 Other Municipal Debt First Tier Security 2013-05-30 2013-05-30 Y WELLS FARGO & CO NEW N/A N/A N N 3600000.00 3600000.00 0.0006 Y 3600000.00 3600000.00 Fidelity Revere Str Trust Fidelity Municipal Cash Central Fund, 0.23% 31635A204 Investment Company Unrated Security 2013-01-07 2013-01-07 N N N 682838000.00 682838000.00 0.1123 N 682838000.00 682838000.00