N-MFP LIVE N 2012-12-31 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 29 29 1046659823.41 5391944.66 291374.37 1051760393.70 0.0015 1.0009 2012-12-31 1.0009 2012-12-31 C000019442 25000.00 276263456.42 1.00 -7814472.46 9431448.19 17245920.65 0.0001 1.0012 2012-12-31 1.0012 2012-12-31 C000047913 1000000.00 775402449.39 1.00 -31047119.46 21311284.99 52358404.45 0.0001 1.0008 2012-12-31 1.0008 2012-12-31 C000047914 1000000.00 94487.89 1.00 0.80 0.80 0.00 0.0001 1.0008 2012-12-31 1.0008 2012-12-31 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 2300000.00 2300000.00 0.0022 N 2300000.00 2300000.00 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 2000000.00 2000000.00 0.0019 N 2000000.00 2000000.00 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 18010000.00 18010000.00 0.0171 N 18010000.00 18010000.00 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 52100000.00 52100000.00 0.0495 N 52100000.00 52100000.00 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 3000000.00 3000000.00 0.0029 N 3000000.00 3000000.00 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 8100000.00 8100000.00 0.0077 N 8100000.00 8100000.00 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 11500000.00 11500000.00 0.0109 N 11500000.00 11500000.00 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 17150000.00 17150000.00 0.0163 N 17150000.00 17150000.00 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 3560000.00 3560000.00 0.0034 N 3560000.00 3560000.00 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 23735000.00 23735000.00 0.0226 N 23735000.00 23735000.00 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 4900000.00 4900000.00 0.0047 N 4900000.00 4900000.00 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 2355000.00 2355000.00 0.0022 N 2355000.00 2355000.00 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 4900000.00 4900000.00 0.0047 N 4900000.00 4900000.00 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 1560000.00 1560000.00 0.0015 N 1560000.00 1560000.00 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 4800000.00 4800000.00 0.0046 N 4800000.00 4800000.00 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 1940000.00 1940000.00 0.0018 N 1940000.00 1940000.00 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 3635000.00 3635000.00 0.0035 N 3635000.00 3635000.00 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 6800000.00 6800000.00 0.0065 N 6800000.00 6800000.00 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 29775000.00 29775000.00 0.0283 N 29775000.00 29775000.00 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 11760000.00 11760000.00 0.0112 N 11760000.00 11760000.00 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 3800000.00 3800000.00 0.0036 N 3800000.00 3800000.00 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 4400000.00 4400000.00 0.0042 N 4400000.00 4400000.00 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 1400000.00 1400000.00 0.0013 N 1400000.00 1400000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.18% (Int'l. Fund For Animal Welfare, Inc. Proj.) Series 2006, LOC Bank of America NA VRDN 57583RGU3 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 12175000.00 12175000.00 0.0116 N 12175000.00 12175000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.22% (City Year Proj.) Series 2006, LOC Bank of America NA VRDN 57583RFS9 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 8000000.00 8000000.00 0.0076 N 8000000.00 8000000.00 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 1500000.00 1500000.00 0.0014 N 1500000.00 1500000.00 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 1400000.00 1400000.00 0.0013 N 1400000.00 1400000.00 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 5200000.00 5200000.00 0.0049 N 5200000.00 5200000.00 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 3500000.00 3500000.00 0.0033 N 3500000.00 3500000.00 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 28900000.00 28900000.00 0.0275 N 28900000.00 28900000.00 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 4475000.00 4475000.00 0.0043 N 4475000.00 4475000.00 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 3400000.00 3400000.00 0.0032 N 3400000.00 3400000.00 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 4400000.00 4400000.00 0.0042 N 4400000.00 4400000.00 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 17900000.00 17900000.00 0.0170 N 17900000.00 17900000.00 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 7765000.00 7765000.00 0.0074 N 7765000.00 7765000.00 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 7460000.00 7460000.00 0.0071 N 7460000.00 7460000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.12% (Home for Little Wanderers Proj.) Series B, LOC Fed. Home Ln. Bank of Boston VRDN 57585KDU9 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 3080000.00 3080000.00 0.0029 N 3080000.00 3080000.00 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 9005000.00 9005000.00 0.0086 N 9005000.00 9005000.00 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 5550000.00 5550000.00 0.0053 N 5550000.00 5550000.00 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 28180000.00 28180000.00 0.0268 N 28180000.00 28180000.00 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 12900000.00 12900000.00 0.0123 N 12900000.00 12900000.00 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 1900000.00 1900000.00 0.0018 N 1900000.00 1900000.00 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 6300000.00 6300000.00 0.0060 N 6300000.00 6300000.00 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 2550000.00 2550000.00 0.0024 N 2550000.00 2550000.00 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 11495000.00 11495000.00 0.0109 N 11495000.00 11495000.00 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 3200000.00 3200000.00 0.0030 N 3200000.00 3200000.00 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 10000000.00 10000000.00 0.0095 N 10000000.00 10000000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.14% Participating VRDN Series Putters 3163, (Liquidity Facility JPMorgan Chase Bank) 46632PET6 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 5655000.00 5655000.00 0.0054 N 5655000.00 5655000.00 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 9400000.00 9400000.00 0.0089 N 9400000.00 9400000.00 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 6190000.00 6190000.00 0.0059 N 6190000.00 6190000.00 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 2500000.00 2500000.00 0.0024 N 2500000.00 2500000.00 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 3310000.00 3310000.00 0.0031 N 3310000.00 3310000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.19% Participating VRDN Series BA 08 3503, (Liquidity Facility Bank of America NA) 05248PV93 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y BANK OF AMERICA NA N/A N/A N N 5550000.00 5550000.00 0.0053 N 5550000.00 5550000.00 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 1000000.00 1000000.00 0.0010 N 1000000.00 1000000.00 Massachusetts Indl. Fin. Agcy. Rev. Massachusetts Indl. Fin. Agcy. Rev., 0.14% (Society for the Prevention of Cruelty to Animals Proj.) Series 1997, LOC TD Banknorth, NA VRDN 575925GN6 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 4080000.00 4080000.00 0.0039 N 4080000.00 4080000.00 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 11300000.00 11300000.00 0.0107 N 11300000.00 11300000.00 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 9300000.00 9300000.00 0.0088 N 9300000.00 9300000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.13% Participating VRDN Series EGL 07 0033, (Liquidity Facility Citibank NA) 576000FQ1 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y CITIBANK NA N/A N/A N N 19800000.00 19800000.00 0.0188 N 19800000.00 19800000.00 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 19100000.00 19100000.00 0.0182 N 19100000.00 19100000.00 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 7700000.00 7700000.00 0.0073 N 7700000.00 7700000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.14% Participating VRDN Series Putters 2857, (Liquidity Facility JPMorgan Chase Bank) 576000JT1 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 15545000.00 15545000.00 0.0148 N 15545000.00 15545000.00 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 3500000.00 3500000.00 0.0033 N 3500000.00 3500000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.14% Participating VRDN Series Putters 1052Z, (Liquidity Facility JPMorgan Chase Bank) 576000CP6 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 2995000.00 2995000.00 0.0028 N 2995000.00 2995000.00 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 5115000.00 5115000.00 0.0049 N 5115000.00 5115000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.15% Participating VRDN Series Putters 1920, (Liquidity Facility JPMorgan Chase Bank) 576000GR8 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 7985000.00 7985000.00 0.0076 N 7985000.00 7985000.00 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 1425000.00 1425000.00 0.0014 N 1425000.00 1425000.00 Massachusetts Wtr. Poll. Abatement Trust Massachusetts Wtr. Poll. Abatement Trust, 0.13% Participating VRDN Series BBT 08 58, (Liquidity Facility Branch Banking & Trust Co.) 07330CTU3 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 12430000.00 12430000.00 0.0118 N 12430000.00 12430000.00 Massachusetts Wtr. Poll. Abatement Trust Massachusetts Wtr. Poll. Abatement Trust, 0.14% Participating VRDN Series Putters 2847, (Liquidity Facility JPMorgan Chase Bank) 57604PT20 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 4130000.00 4130000.00 0.0039 N 4130000.00 4130000.00 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 23500000.00 23500000.00 0.0223 N 23500000.00 23500000.00 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 4600000.00 4600000.00 0.0044 N 4600000.00 4600000.00 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 66840000.00 66840000.00 0.0636 N 66840000.00 66840000.00 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 3870000.00 3870000.00 0.0037 N 3870000.00 3870000.00 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 1100000.00 1100000.00 0.0010 N 1100000.00 1100000.00 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 200000.00 200000.00 0.0002 N 200000.00 200000.00 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 100000.00 100000.00 0.0001 N 100000.00 100000.00 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 2045207.17 0.0019 N 2045379.19 2045379.19 Boston Gen. Oblig. Boston Gen. Oblig., 2.00% Bonds Series 2012 A 100853QC7 Other Municipal Debt Unrated Security 2013-08-01 2013-08-01 N N N 4180000.00 4223927.67 0.0040 N 4223681.00 4223681.00 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 1002361.22 0.0010 N 1002140.00 1002140.00 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 900000.00 908248.06 0.0009 N 908370.00 908370.00 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 3153167.84 0.0030 N 3153433.80 3153433.80 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 4009365.00 4049152.88 0.0038 N 4050541.18 4050541.18 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 4730896.25 0.0045 N 4731819.00 4731819.00 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 2901251.93 0.0028 N 2901334.00 2901334.00 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 2837260.77 0.0027 N 2837374.67 2837374.67 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 2017226.34 0.0019 N 2016900.00 2016900.00 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 1023710.28 0.0010 N 1023480.00 1023480.00 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 2249000.00 2249000.00 0.0021 N 2249112.45 2249112.45 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 4397000.00 4397000.00 0.0042 N 4397087.94 4397087.94 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 1900000.00 1900000.00 0.0018 Y 1900000.00 1900000.00 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 1000000.00 1000000.00 0.0010 N 1000300.00 1000300.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 2.00% RAN Series 2012 A 57582PJ43 Other Municipal Debt First Tier Security 2013-04-25 2013-04-25 N N N 35800000.00 36005580.59 0.0342 N 36010146.00 36010146.00 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 44112093.56 0.0419 N 44117988.00 44117988.00 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 2031279.44 0.0019 N 2031160.00 2031160.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 4.00% Bonds Series 2008 A 57582PND8 Other Municipal Debt Unrated Security 2013-09-01 2013-09-01 N N N 500000.00 512168.41 0.0005 N 512495.00 512495.00 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 3023390.27 0.0029 N 3022980.00 3022980.00 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 2025000.00 2114056.80 0.0020 N 2113249.50 2113249.50 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 3200000.00 3200000.00 0.0030 N 3200000.00 3200000.00 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 0.0067 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 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 0.0048 N 4999950.00 4999950.00 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 0.0171 N 18000180.00 18000180.00 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 4500000.00 4500000.00 0.0043 N 4500135.00 4500135.00 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 0.0023 N 2400048.00 2400048.00 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 3600000.00 3600000.00 0.0034 N 3600180.00 3600180.00 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 1000000.00 1000000.00 0.0010 N 1000040.00 1000040.00 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 0.0021 N 2200044.00 2200044.00 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 4425000.00 4446408.65 0.0042 N 4445487.75 4445487.75 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 1535175.54 0.0015 N 1534755.00 1534755.00 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 1428028.13 0.0014 N 1427436.75 1427436.75 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 1300000.00 1300000.00 0.0012 N 1299974.00 1299974.00 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 3700000.00 3700000.00 0.0035 N 3700037.00 3700037.00 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 1022830.13 0.0010 N 1022920.00 1022920.00 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 0.0046 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 2306866.22 0.0022 N 2306599.75 2306599.75 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 1328030.28 0.0013 N 1327964.70 1327964.70 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 684095.68 0.0007 N 684431.80 684431.80 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 454005.20 0.0004 N 453883.50 453883.50 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 300000.00 300000.00 0.0003 N 300000.00 300000.00 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 0.0035 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 4219243.66 0.0040 N 4220748.00 4220748.00 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 1952606.99 0.0019 N 1952149.24 1952149.24 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 2909644.17 0.0028 N 2910189.43 2910189.43 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 3200000.00 3226520.69 0.0031 N 3226688.00 3226688.00 Fidelity Revere Str Trust Fidelity Tax-Free Cash Central Fund, 0.14% 31635A501 Investment Company First Tier Security 2013-01-07 2013-01-07 N N N 152259389.00 152259388.59 0.1448 N 152259388.59 152259388.59