N-MFP LIVE N 2013-02-28 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 28 28 5967261870.29 12739185.43 1578694.27 5978422361.45 0.0014 1.0008 2013-02-28 1.0008 2013-02-28 C000019444 5000.00 5978422361.45 1.00 -24374727.44 866085660.51 890460387.95 0.0001 1.0008 2013-02-28 1.0008 2013-02-28 Boston Indl. Dev. Rev. Boston Indl. Dev. Rev., 0.17% (New Boston Seafood Ctr., Inc. Proj.) Series 1997, LOC Bank of America NA VRDN 100883AH0 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 2360000.00 2360000.00 0.0004 N 2360000.00 2360000.00 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 2013-03-07 2013-03-07 Y STATE ST BK & TR CO BOSTON N/A N/A Y STATE ST BK & TR CO BOSTON N/A N/A N 15900000.00 15900000.00 0.0027 N 15900000.00 15900000.00 Massachusetts Bay Trans. Auth. Sales Tax Rev. Massachusetts Bay Trans. Auth. Sales Tax Rev., 0.10% Series 2008 A2, (Liquidity Facility JPMorgan Chase Bank) VRDN 575579TK3 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 91165000.00 91165000.00 0.0152 N 91165000.00 91165000.00 Massachusetts Bay Trans. Auth. Sales Tax Rev. Massachusetts Bay Trans. Auth. Sales Tax Rev., 0.11% Participating VRDN Series ROC II R 11933, (Liquidity Facility Citibank NA) 575579XF9 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 Y CITIBANK NA N/A N/A N N 6000000.00 6000000.00 0.0010 N 6000000.00 6000000.00 Massachusetts Bay Trans. Auth. Sales Tax Rev. Massachusetts Bay Trans. Auth. Sales Tax Rev., 0.12% Participating VRDN Series PT 4368, (Liquidity Facility Wells Fargo & Co.) 74703TTB7 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 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., 0.13% Series 2008 A1, (Liquidity Facility JPMorgan Chase Bank) VRDN 575579TJ6 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 102500000.00 102500000.00 0.0171 N 102500000.00 102500000.00 Massachusetts Bay Trans. Auth. Sales Tax Rev. Massachusetts Bay Trans. Auth. Sales Tax Rev., 0.14% Participating VRDN Series Clipper 07 18, (Liquidity Facility State Street Bank & Trust Co., Bosto 18886PUV5 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 Y STATE ST BK & TR CO BOSTON N/A N/A N N 101175000.00 101175000.00 0.0169 N 101175000.00 101175000.00 Massachusetts Commonwealth Trans. Fund Rev. Massachusetts Commonwealth Trans. Fund Rev., 0.10% Participating VRDN Series WF 12 30 C, (Liquidity Facility Wells Fargo Bank NA) 94987KFC4 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 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., 0.10% Series 2010 A2, LOC Wells Fargo Bank NA VRDN 57563CBG6 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 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 0.0167 N 99565000.00 99565000.00 Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev. Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev., 0.13% Series 2010 A3, LOC Bank of America NA VRDN 57563CAC6 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 79345000.00 79345000.00 0.0133 N 79345000.00 79345000.00 Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev. Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev., 0.16% Series 2010 A1, LOC Citibank NA VRDN 57563CBF8 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 Y CITIBANK NA N/A N/A Y CITIBANK NA N/A N/A N 48400000.00 48400000.00 0.0081 N 48400000.00 48400000.00 Massachusetts Dev. Fin. Agcy. Indl. Dev. Rev. Massachusetts Dev. Fin. Agcy. Indl. Dev. Rev., 0.36% (Monkiewicz Realty Trust Proj.) LOC Bank of America NA VRDN 57583EAP9 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 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., 0.41% (Charm Sciences, Inc. Proj.) Series 1999 A, LOC Bank of America NA VRDN 57583EAJ3 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 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., 0.11% (Salem Heights Apts. Proj.) Series 2003 A, LOC Fed. Home Ln. Bank of Boston VRDN 57583XAE2 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 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., 0.11% (Tammy Brook Apts. Proj.) Series 2009, LOC Freddie Mac VRDN 57583XBN1 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 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 2013-03-07 2013-03-07 Y FANNIE MAE N/A N/A Y FANNIE MAE N/A N/A N 18350000.00 18350000.00 0.0031 N 18350000.00 18350000.00 Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev. Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev., 0.13% (Avalon Acton Apts. Proj.) Series 2006, LOC Fannie Mae VRDN 57583XBG6 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 Y FANNIE MAE N/A N/A Y FANNIE MAE N/A N/A N 38500000.00 38500000.00 0.0064 N 38500000.00 38500000.00 Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev. Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev., 0.13% (Archstone Reading Apts. Proj.) Series 2004 A, LOC Freddie Mac VRDN 57583XAQ5 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 Y FREDDIE MAC N/A N/A Y FREDDIE MAC N/A N/A N 24840000.00 24840000.00 0.0042 N 24840000.00 24840000.00 Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev. Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev., 0.13% (Casco Crossing Proj.) LOC Fannie Mae VRDN 57583XAR3 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 Y FANNIE MAE N/A N/A Y FANNIE MAE N/A N/A N 10535000.00 10535000.00 0.0018 N 10535000.00 10535000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.08% (Boston Univ. Proj.) Series U1, LOC Bank of Nova Scotia New York Branch VRDN 57583RVV4 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 Y BANK OF NOVA SCOTIA NY BRH N/A N/A Y BANK OF NOVA SCOTIA NY BRH N/A N/A N 5000000.00 5000000.00 0.0008 N 5000000.00 5000000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.09% (College of the Holy Cross Proj.) Series 2008 A, LOC JPMorgan Chase Bank VRDN 57583RUZ6 Variable Rate Demand Note First Tier Security 2013-03-01 2013-03-01 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 28075000.00 28075000.00 0.0047 N 28075000.00 28075000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.09% (Clark Univ. Proj.) LOC TD Banknorth, NA VRDN 57583RUU7 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 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 0.0052 N 31130000.00 31130000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.09% (ISO New England, Inc. Proj.) Series 2005, LOC TD Banknorth, NA VRDN 57583RAA3 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 31080000.00 31080000.00 0.0052 N 31080000.00 31080000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.09% (Boston Univ. Proj.) Series U3, LOC Northern Trust Co. VRDN 57583RWG6 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 Y NORTHERN TRUST CO CHICAGO N/A N/A Y NORTHERN TRUST CO CHICAGO N/A N/A N 14650000.00 14650000.00 0.0025 N 14650000.00 14650000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.09% Series 2006, LOC TD Banknorth, NA VRDN 57583RFX8 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 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 0.0008 N 4525000.00 4525000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.09% (Boston Univ. Proj.) Series U-6E, LOC Bank of Nova Scotia New York Branch VRDN 57583RWD3 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 Y BANK OF NOVA SCOTIA NY BRH N/A N/A Y BANK OF NOVA SCOTIA NY BRH N/A N/A N 17095000.00 17095000.00 0.0029 N 17095000.00 17095000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.10% Participating VRDN Series WF 10 56C, (Liquidity Facility Wells Fargo Bank NA) 94985NZX2 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 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., 0.10% (Worcester Polytechnic Institute Proj.) Series 2008 A, LOC TD Banknorth, NA VRDN 57583RTX3 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 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., 0.10% (Babson College Proj.) Series 2008 A, LOC Fed. Home Ln. Bank of Boston VRDN 57583RL86 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 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., 0.10% (Smith College Proj.) Series 2001 VRDN 57583FWB3 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 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., 0.10% (Fay School Proj.) Series 2008, LOC TD Banknorth, NA VRDN 57583RTZ8 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 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 0.0036 N 21460000.00 21460000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.10% (Boston Univ. Proj.) Series U-5B, LOC Fed. Home Ln. Bank of Boston VRDN 57583RP58 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 Y FEDERAL HOME LN BK OF BOSTON N/A N/A Y FEDERAL HOME LN BK OF BOSTON N/A N/A N 20000000.00 20000000.00 0.0033 N 20000000.00 20000000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.10% (Edgewood Retirement Cmnty. Proj.) Series 2000 A, LOC Bank of America NA VRDN 57583RB79 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 13490000.00 13490000.00 0.0023 N 13490000.00 13490000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.10% (Edgewood Retirement Cmnty. Proj.) Series 2008, LOC Bank of America NA VRDN 57583RB61 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 26265000.00 26265000.00 0.0044 N 26265000.00 26265000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.10% (Smith College Proj.) Series 2002 VRDN 57583FYL9 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 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., 0.10% (Abby Kelley Foster Charter Pub. School Proj.) Series 2008, LOC TD Banknorth, NA VRDN 57583RWJ0 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 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., 0.10% (Boston Univ. Proj.) Series U-5A, LOC Fed. Home Ln. Bank of Boston VRDN 57583RP41 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 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 0.0063 N 37600000.00 37600000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.10% (Governor Dummer Academy Issues Proj.) Series 2006, LOC TD Banknorth, NA VRDN 57583RGN9 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 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 0.0008 N 4505000.00 4505000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.10% (Wilber School Apts. Proj.) Series 2008 A, LOC Bank of America NA VRDN 57583RD77 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 6900000.00 6900000.00 0.0012 N 6900000.00 6900000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.10% (Smith College Proj.) Series 2007, (Liquidity Facility TD Banknorth, NA) VRDN 57583R2R5 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 Y SMITH COLLEGE, MA N/A N/A N N 56200000.00 56200000.00 0.0094 N 56200000.00 56200000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.10% (Meadowbrook School Proj.) Series 2000, LOC JPMorgan Chase Bank VRDN 57583FVJ7 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 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., 0.10% (YMCA of Greater Worcester Proj.) Series 2006, LOC TD Banknorth, NA VRDN 57583RGP4 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 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 0.0016 N 9300000.00 9300000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.11% Series 2006, LOC JPMorgan Chase Bank VRDN 57583RFL4 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 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., 0.11% (Briarwood Retirement Cmnty. Proj.) Series 2004 A, LOC Manufacturers & Traders Trust Co. VRDN 57583F5P2 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 Y MANUFACTURERS & TRADERS TR CO N/A N/A Y MANUFACTURERS & TRADERS TR CO N/A N/A N 14255000.00 14255000.00 0.0024 N 14255000.00 14255000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.11% (Berkshire School Proj.) Series 2001, LOC JPMorgan Chase Bank VRDN 57583R2T1 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 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., 0.11% (Simmons College Proj.) Series G, LOC JPMorgan Chase Bank VRDN 57583RUV5 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 16400000.00 16400000.00 0.0027 N 16400000.00 16400000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.11% Series 2007 A, LOC JPMorgan Chase Bank VRDN 57583RTL9 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 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., 0.11% Series 2007 B, LOC JPMorgan Chase Bank VRDN 57583RTM7 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 12975000.00 12975000.00 0.0022 N 12975000.00 12975000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.11% Participating VRDN Series ROC II R 11999X, (Liquidity Facility Citibank NA) 57583UNK0 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 Y CITIBANK NA N/A N/A N N 3300000.00 3300000.00 0.0006 N 3300000.00 3300000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.11% (Williston Northampton School Proj.) Series 2010, LOC TD Banknorth, NA VRDN 57583RZ40 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 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., 0.11% Participating VRDN Series Putters 4691, (Liquidity Facility Bank of America NA) 74703YZF0 Variable Rate Demand Note Second Tier Security 2013-03-07 2013-03-07 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., 0.11% (Fessenden School Proj.) Series 2001, LOC JPMorgan Chase Bank VRDN 57583FXX4 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 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., 0.11% Series 2011 A, LOC RBS Citizens NA VRDN 57583ULL0 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 Y RBS CITIZENS NA N/A N/A Y RBS CITIZENS NA N/A N/A N 12870000.00 12870000.00 0.0022 N 12870000.00 12870000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.12% Participating VRDN Series Putters 3840, (Liquidity Facility JPMorgan Chase Bank) 46633VG45 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 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., 0.13% (New England Deaconess Assoc. Proj.) Series 2011 B, LOC Manufacturers & Traders Trust Co. VRDN 57583ULM8 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 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., 0.14% (Olin College Proj.) Series 2008 C2, LOC RBS Citizens NA VRDN 57583RZF5 Variable Rate Demand Note First Tier Security 2013-03-01 2013-03-01 Y RBS CITIZENS NA N/A N/A Y RBS CITIZENS NA N/A N/A N 35200000.00 35200000.00 0.0059 N 35200000.00 35200000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.14% (Olin College Proj.) Series 2008 C3, LOC RBS Citizens NA VRDN 57583RZG3 Variable Rate Demand Note First Tier Security 2013-03-01 2013-03-01 Y RBS CITIZENS NA N/A N/A Y RBS CITIZENS NA N/A N/A N 38365000.00 38365000.00 0.0064 N 38365000.00 38365000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.15% (Lasell Village Proj.) Series 2007, LOC Bank of America NA VRDN 57583RMT9 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 4900000.00 4900000.00 0.0008 N 4900000.00 4900000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.15% (Fifteen-O-Five West Housatonic LLC Proj.) Series 2007, LOC HSBC Bank USA, NA VRDN 57583RKW4 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 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., 0.17% (Judge Rotenburg Ctr. Proj.) Series 2003, LOC Bank of America NA VRDN 57583FQ87 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 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. 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 2013-03-01 2013-03-01 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 10000000.00 10000000.00 0.0017 N 10000000.00 10000000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.10% Series 2001 C, (Liquidity Facility State Street Bank & Trust Co., Boston) VRDN 575827X54 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 Y STATE ST BK & TR CO BOSTON N/A N/A N N 184550000.00 184550000.00 0.0309 N 184550000.00 184550000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.11% Participating VRDN Series Putters 4247, (Liquidity Facility JPMorgan Chase & Co.) 46636YR69 Variable Rate Demand Note First Tier Security 2013-03-01 2013-03-01 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., 0.11% Series 2006 B, (Liquidity Facility JPMorgan Chase Bank) VRDN 57582N4H5 Variable Rate Demand Note First Tier Security 2013-03-01 2013-03-01 Y JPMORGAN CHASE BANK NA N/A N/A N N 17385000.00 17385000.00 0.0029 N 17385000.00 17385000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.11% Participating VRDN Series EGL 07 0124, (Liquidity Facility Citibank NA) 57582PGR5 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 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., 0.11% Participating VRDN Series Clipper 07 39, (Liquidity Facility State Street Bank & Trust Co., Boston) 18886PA39 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 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., 0.12% Participating VRDN Series Putters 3896, (Liquidity Facility JPMorgan Chase Bank) 46633VU98 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 7500000.00 7500000.00 0.0013 N 7500000.00 7500000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.12% Participating VRDN Series Putters 3898, (Liquidity Facility JPMorgan Chase Bank) 46633VV55 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 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., 0.12% Participating VRDN Series EGL 07 0149, (Liquidity Facility Citibank NA) 57582PGZ7 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 Y CITIBANK NA N/A N/A N N 43000000.00 43000000.00 0.0072 N 43000000.00 43000000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.12% Participating VRDN Series Putters 2648, (Liquidity Facility JPMorgan Chase Bank) 57582PHZ6 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 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., 0.12% Participating VRDN Series Putters 2022, (Liquidity Facility JPMorgan Chase Bank) 57582PGC8 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 35995000.00 35995000.00 0.0060 N 35995000.00 35995000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.12% Participating VRDN Series Putters 3699, (Liquidity Facility JPMorgan Chase Bank) 46633VSJ9 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 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., 0.14% Participating VRDN Series Clipper 07 06, (Liquidity Facility State Street Bank & Trust Co., Boston) 18886PRV9 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 Y STATE ST BK & TR CO BOSTON N/A N/A N N 53850000.00 53850000.00 0.0090 N 53850000.00 53850000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.08% (Southcoast Health Sys. Obligated Group Proj.) Series 2008 C, LOC TD Banknorth, NA VRDN 57586C6T7 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 44865000.00 44865000.00 0.0075 N 44865000.00 44865000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.09% (Stonehill College Proj.) Series 2008 K, LOC JPMorgan Chase Bank VRDN 57586CV77 Variable Rate Demand Note First Tier Security 2013-03-01 2013-03-01 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 8260000.00 8260000.00 0.0014 N 8260000.00 8260000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.09% (Williams College Proj.) Series I VRDN 57586CEA9 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 Y WILLIAMS COLLEGE, MA N/A N/A N N 24546000.00 24546000.00 0.0041 N 24546000.00 24546000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.09% (Partners HealthCare Sys., Inc. Proj.) Series 2005 F, LOC TD Banknorth, NA VRDN 57586CGB5 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 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 0.0064 N 38065000.00 38065000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.09% (Children's Hosp. Proj.) Series 2010 N2, LOC TD Banknorth, NA VRDN 57586EUK5 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 29400000.00 29400000.00 0.0049 N 29400000.00 29400000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.10% (Children's Hosp. Proj.) Series 2010 N4, LOC JPMorgan Chase Bank VRDN 57586EUJ8 Variable Rate Demand Note First Tier Security 2013-03-01 2013-03-01 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 108140000.00 108140000.00 0.0181 N 108140000.00 108140000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.10% (Bentley College Proj.) Series K, LOC JPMorgan Chase Bank VRDN 57585KLH9 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 15300000.00 15300000.00 0.0026 N 15300000.00 15300000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.10% Participating VRDN Series BBT 08 56, (Liquidity Facility Branch Banking & Trust Co.) 07330CSA8 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 Y BRANCH BANKING AND TRUST CO N/A N/A N N 18895000.00 18895000.00 0.0032 N 18895000.00 18895000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.10% (Williams College Proj.) Series J VRDN 57586CPY5 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 Y WILLIAMS COLLEGE, MA N/A N/A N N 31279000.00 31279000.00 0.0052 N 31279000.00 31279000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.10% (Harvard Vanguard Med. Associates Proj.) Series 2004, LOC TD Banknorth, NA VRDN 57586CCZ6 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 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., 0.10% Participating VRDN Series BBT 08 54, (Liquidity Facility Branch Banking & Trust Co.) 07330CQY8 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 Y BRANCH BANKING AND TRUST CO N/A N/A N N 12475000.00 12475000.00 0.0021 N 12475000.00 12475000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.10% (Massachusetts Institute of Technology Proj.) Series 2001 J1 VRDN 57585KSW9 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 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., 0.10% (Wellesley College Proj.) Series B VRDN 575851NQ9 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 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., 0.10% (Boston Univ. Proj.) Series H, LOC State Street Bank & Trust Co., Boston VRDN 575850NF5 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 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 0.0033 N 19725000.00 19725000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.10% (Children's Hosp. Proj.) Series 2010 N3, LOC JPMorgan Chase Bank VRDN 57586EUL3 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 40500000.00 40500000.00 0.0068 N 40500000.00 40500000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.11% (Baystate Health Sys. Proj.) Series 2009 J2, LOC JPMorgan Chase Bank VRDN 57586EKB6 Variable Rate Demand Note First Tier Security 2013-03-01 2013-03-01 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 35400000.00 35400000.00 0.0059 N 35400000.00 35400000.00 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 2013-03-07 2013-03-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 29850000.00 29850000.00 0.0050 N 29850000.00 29850000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.11% Participating VRDN Series ROC II R 11913, (Liquidity Facility Citibank NA) 57586EXX4 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 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., 0.11% Series 2009 O-1, LOC Fed. Home Ln. Bank of Boston VRDN 57586ELD1 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 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 0.0072 N 42830000.00 42830000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.11% Participating VRDN Series Clipper 07 08, (Liquidity Facility State Street Bank & Trust Co., B 18886PSL0 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 Y STATE ST BK & TR CO BOSTON N/A N/A N N 15450000.00 15450000.00 0.0026 N 15450000.00 15450000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.11% Participating VRDN Series BA 08 3320, (Liquidity Facility Bank of America NA) 05248RBS9 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 Y BANK OF AMERICA NA N/A N/A N N 10000000.00 10000000.00 0.0017 N 10000000.00 10000000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.11% Participating VRDN Series ROC II R 11824, (Liquidity Facility Citibank NA) 57586EQX2 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 Y CITIBANK NA N/A N/A N N 4665000.00 4665000.00 0.0008 N 4665000.00 4665000.00 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 2013-03-07 2013-03-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 37800000.00 37800000.00 0.0063 N 37800000.00 37800000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.11% (CIL Realty of Massachusetts Proj.) Series 2007, LOC JPMorgan Chase Bank VRDN 57586CXK6 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 12930000.00 12930000.00 0.0022 N 12930000.00 12930000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.12% Participating VRDN Series BC 10 15W, (Liquidity Facility Barclays Bank PLC) 06740GFC5 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 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., 0.12% Participating VRDN Series Putters 3104, (Liquidity Facility JPMorgan Chase Bank) 57586C8Q1 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 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., 0.12% Participating VRDN Series Putters 3530, (Liquidity Facility JPMorgan Chase Bank) 46633VBR9 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 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., 0.12% Participating VRDN Series Putters 3531, (Liquidity Facility JPMorgan Chase Bank) 46633VBT5 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 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., 0.12% Participating VRDN Series BC 10 20W, (Liquidity Facility Barclays Bank PLC) 06740GFN1 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 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., 0.12% Participating VRDN Series Putters 3650, (Liquidity Facility JPMorgan Chase Bank) 46633VNX3 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 11800000.00 11800000.00 0.0020 N 11800000.00 11800000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.12% Participating VRDN Series Putters 3529, (Liquidity Facility JPMorgan Chase Bank) 46633VBP3 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 26660000.00 26660000.00 0.0045 N 26660000.00 26660000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.12% Participating VRDN Series Putters 3548, (Liquidity Facility JPMorgan Chase Bank) 46633VDN6 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 9925000.00 9925000.00 0.0017 N 9925000.00 9925000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.14% (Northeast Hosp. Corp. Proj.) Series 2004 G, LOC JPMorgan Chase Bank VRDN 57586CDV4 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 37075000.00 37075000.00 0.0062 N 37075000.00 37075000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.15% Participating VRDN Series BA 08 1056, (Liquidity Facility Bank of America NA) 05248PSU0 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 Y BANK OF AMERICA NA N/A N/A N N 3290000.00 3290000.00 0.0006 N 3290000.00 3290000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.19% (Fairview Extended Care Proj.) Series B, LOC Bank of America NA VRDN 57585JRR4 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 25310000.00 25310000.00 0.0042 N 25310000.00 25310000.00 Massachusetts Hsg. Fin. Agcy. Hsg. Rev. Massachusetts Hsg. Fin. Agcy. Hsg. Rev., 0.15% Series 2004 A, LOC Lloyds TSB Bank PLC VRDN 57586PHE9 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 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., 0.11% Series 2009 A, LOC Bank of New York, New York VRDN 57586NDU2 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 Y BANK OF NEW YORK MELLON N/A N/A Y BANK OF NEW YORK MELLON N/A N/A N 7415000.00 7415000.00 0.0012 N 7415000.00 7415000.00 Massachusetts Hsg. Fin. Agcy. Multi-Family Rev. Massachusetts Hsg. Fin. Agcy. Multi-Family Rev., 0.12% (Princeton Crossing LP Proj.) Series 1996 A, LOC Fannie Mae VRDN 5758545T7 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 Y FANNIE MAE N/A N/A Y FANNIE MAE N/A N/A N 20300000.00 20300000.00 0.0034 N 20300000.00 20300000.00 Massachusetts Indl. Fin. Agcy. Indl. Dev. Rev. Massachusetts Indl. Fin. Agcy. Indl. Dev. Rev., 0.18% (Decas Cranberry Proj.) Series 1997, LOC TD Banknorth, NA VRDN 575855S77 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 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., 0.53% (United Plastics Proj.) Series 1997, LOC Wells Fargo Bank NA VRDN 575855S44 Variable Rate Demand Note First Tier Security 2013-03-01 2013-03-01 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., 0.81% (346 Univ. LLC Proj.) Series 1996, LOC Bank of America NA VRDN 575855P96 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 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., 0.81% (BBB Esq. LLC Proj.) Series 1996, LOC Bank of America NA VRDN 575855S28 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 1500000.00 1500000.00 0.0003 N 1500000.00 1500000.00 Massachusetts Indl. Fin. Agcy. Indl. Dev. Rev. Massachusetts Indl. Fin. Agcy. Indl. Dev. Rev., 0.83% (Boutwell Owens & Co., Inc. Proj.) Series 1998, LOC Wells Fargo Bank NA VRDN 575855V73 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 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., 0.10% (Governor Dummer Academy Proj.) Series 1996, LOC TD Banknorth, NA VRDN 5759147M2 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 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., 0.11% Participating VRDN Series Solar 06 108, (Liquidity Facility U.S. Bank NA, Cincinnati) 27884FKJ8 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 Y US BANK NA CINCINNATI OHIO N/A N/A N N 14000000.00 14000000.00 0.0023 N 14000000.00 14000000.00 Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 0.11% Series 2008 A, LOC Bank of America NA VRDN 575896ET8 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 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% Series 2010 D, LOC Bank of America NA VRDN 575896JD8 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 98890000.00 98890000.00 0.0165 N 98890000.00 98890000.00 Massachusetts Port Auth. Spl. Proj. Rev. Massachusetts Port Auth. Spl. Proj. Rev., 0.15% (Harborside Hyatt Proj.) Series 2001 A, LOC Royal Bank of Scotland PLC VRDN 575897AC7 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 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 0.0062 N 37100000.00 37100000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.11% Participating VRDN Series ROC II R 14021, (Liquidity Facility Citibank NA) 576000MY6 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 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., 0.11% Participating VRDN Series Solar 05 03, (Liquidity Facility U.S. Bank NA, Cincinnati) 27884FAE0 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 Y US BANK NA CINCINNATI OHIO N/A N/A N N 20075000.00 20075000.00 0.0034 N 20075000.00 20075000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.11% Participating VRDN Series EGL 07 0032, (Liquidity Facility Citibank NA) 576000FN8 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 Y CITIBANK NA N/A N/A N N 69300000.00 69300000.00 0.0116 N 69300000.00 69300000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.11% Participating VRDN Series EGL 07 0067, (Liquidity Facility Citibank NA) 576000GM9 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 Y CITIBANK NA N/A N/A N N 41660000.00 41660000.00 0.0070 N 41660000.00 41660000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.11% Participating VRDN Series EGL 07 0092, (Liquidity Facility Citibank NA) 576000GT4 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 Y CITIBANK NA N/A N/A N N 53095000.00 53095000.00 0.0089 N 53095000.00 53095000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.11% Participating VRDN Series EGL 07 0031, (Liquidity Facility Citibank NA) 576000FL2 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 Y CITIBANK NA N/A N/A N N 52600000.00 52600000.00 0.0088 N 52600000.00 52600000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.11% Participating VRDN Series BA 08 1082, (Liquidity Facility Bank of America NA) 05248PVN2 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 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., 0.11% Participating VRDN Series ROC II R 12254, (Liquidity Facility Citibank NA) 576000KF9 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 Y CITIBANK NA N/A N/A N N 18900000.00 18900000.00 0.0032 N 18900000.00 18900000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.12% Participating VRDN Series Putters 2479Z, (Liquidity Facility JPMorgan Chase Bank) 576000JJ3 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 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., 0.12% Participating VRDN Series Putters 3990, (Liquidity Facility JPMorgan Chase Bank) 46636YCF5 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 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., 0.12% Participating VRDN Series Putters 3691, (Liquidity Facility JPMorgan Chase Bank) 46633VRV3 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 2100000.00 2100000.00 0.0004 N 2100000.00 2100000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.12% Participating VRDN Series Putters 4030, (Liquidity Facility JPMorgan Chase Bank) 46636YFZ8 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 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., 0.13% Participating VRDN ROC II R 12193, (Liquidity Facility Citibank NA) 576000JB0 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 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., 0.14% Participating VRDN Series MS 3228X, (Liquidity Facility Morgan Stanley Bank, West Val 576000KX0 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 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., 0.15% Participating VRDN Series BA 08 3307, (Liquidity Facility Bank of America NA) 05248P3N3 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 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., 0.12% Participating VRDN Series Putters 3690, (Liquidity Facility JPMorgan Chase Bank) 46633VRT8 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 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, 0.10% Participating VRDN Series BBT 08 40, (Liquidity Facility Branch Banking & Trust Co.) 07330CNT2 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 Y BRANCH BANKING AND TRUST CO N/A N/A N N 15305000.00 15305000.00 0.0026 N 15305000.00 15305000.00 Massachusetts Wtr. Poll. Abatement Trust Massachusetts Wtr. Poll. Abatement Trust, 0.12% Participating VRDN Series Putters 3159, (Liquidity Facility JPMorgan Chase Bank) 46632PEK5 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 15490000.00 15490000.00 0.0026 N 15490000.00 15490000.00 Massachusetts Wtr. Poll. Abatement Trust Massachusetts Wtr. Poll. Abatement Trust, 0.14% Participating VRDN Series Clipper 06 11, (Liquidity Facility State Street Bank & Trust Co., Boston) 18886PPV1 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 Y STATE ST BK & TR CO BOSTON N/A N/A N N 23900000.00 23900000.00 0.0040 N 23900000.00 23900000.00 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.08% Series 2008 F, (Liquidity Facility Bank of Nova Scotia New York Branch) VRDN 5760494W7 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 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., 0.11% Participating VRDN Series Solar 06 86, (Liquidity Facility U.S. Bank NA, Cincinnati) 27884FHL7 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 Y US BANK NA CINCINNATI OHIO N/A N/A N N 21820000.00 21820000.00 0.0036 N 21820000.00 21820000.00 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.11% Participating VRDN Series ROC II R 11968, (Liquidity Facility Citibank NA) 576051DR4 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 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., 0.11% Participating VRDN Series ROC II R 11914, (Liquidity Facility Citibank NA) 576051BT2 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 Y CITIBANK NA N/A N/A N N 1745000.00 1745000.00 0.0003 N 1745000.00 1745000.00 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.11% Participating VRDN Series EGL 06 0054, (Liquidity Facility Citibank NA) 576049S35 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 Y CITIBANK NA N/A N/A N N 8300000.00 8300000.00 0.0014 N 8300000.00 8300000.00 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.12% Participating VRDN Series Putters 2848, (Liquidity Facility JPMorgan Chase Bank) 5760494N7 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 19075000.00 19075000.00 0.0032 N 19075000.00 19075000.00 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.12% Participating VRDN Series Putters 4176, (Liquidity Facility JPMorgan Chase Bank) 46636YXK1 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 5925000.00 5925000.00 0.0010 N 5925000.00 5925000.00 RBC Muni. Products, Inc. Trust RBC Muni. Products, Inc. Trust, 0.11% Participating VRDN Series RBC E 32, (Liquidity Facility Royal Bank of Canada) 74926YVU2 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 Y ROYAL BANK OF CANADA N/A N/A N N 103670000.00 103670000.00 0.0173 N 103670000.00 103670000.00 RBC Muni. Products, Inc. Trust RBC Muni. Products, Inc. Trust, 0.11% Participating VRDN Series RBC E 42, (Liquidity Facility Royal Bank of Canada) 74926YZA2 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 Y ROYAL BANK OF CANADA N/A N/A N N 23695000.00 23695000.00 0.0040 N 23695000.00 23695000.00 Univ. of Massachusetts Bldg. Auth. Facilities Rev. Univ. of Massachusetts Bldg. Auth. Facilities Rev., 0.14% Series 2008 1, LOC Lloyds TSB Bank PLC VRDN 914440HE5 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 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 0.0229 N 137020000.00 137020000.00 Puerto Rico Commonwealth Pub. Impt. Gen. Oblig. Puerto Rico Commonwealth Pub. Impt. Gen. Oblig., 0.11% Series 2003 C5-2, LOC Barclays Bank PLC NY Branch VRDN 74514LYU5 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 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 0.0057 N 34110000.00 34110000.00 Dutchess County Indl. Dev. Agcy. Civic Facility Rev. Dutchess County Indl. Dev. Agcy. Civic Facility Rev., 0.20% (Lutheran Ctr. at Poughkeepsie, Inc. Proj.) LOC KeyBank NA VRDN 267041FK2 Variable Rate Demand Note Second Tier Security 2013-03-07 2013-03-07 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., 0.13% Series 2003 L, LOC Bank of America NA VRDN 64986BBD0 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 32795000.00 32795000.00 0.0055 N 32795000.00 32795000.00 Nebraska Edl. Fin. Auth. Rev. Nebraska Edl. Fin. Auth. Rev., 0.11% (Creighton Univ. Proj.) Series 2008, LOC JPMorgan Chase Bank VRDN 63966PSJ4 Variable Rate Demand Note First Tier Security 2013-03-01 2013-03-01 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., 0.35% (Nucor Corp. Proj.) Series 1996 VRDN 854743AD3 Variable Rate Demand Note Second Tier Security 2013-03-07 2013-03-07 Y NUCOR CORP N/A N/A N N 3400000.00 3400000.00 0.0006 N 3400000.00 3400000.00 Gulf Coast Waste Disp. Auth. Solid Waste Disp. Rev. Gulf Coast Waste Disp. Auth. Solid Waste Disp. Rev., 0.16% (Waste Mgmt., Inc. Proj.) Series A, LOC JPMorgan Chase Bank VRDN 402231AX2 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 2700000.00 2700000.00 0.0005 N 2700000.00 2700000.00 Port Arthur Navigation District Indl. Dev. Corp. Exempt Facilities Rev. Port Arthur Navigation District Indl. Dev. Corp. Exempt Facilities Rev., 0.13% (Air Products Proj.) Series 2012, (Total SA Guaranteed) VRDN 733508AH8 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 Y TOTAL SA N/A N/A Y TOTAL SA N/A N/A N 10000000.00 10000000.00 0.0017 N 10000000.00 10000000.00 Port Arthur Navigation District Indl. Dev. Corp. Exempt Facilities Rev. Port Arthur Navigation District Indl. Dev. Corp. Exempt Facilities Rev., 0.13% (Air Products Proj.) Series 2010 A, (Total SA Guaranteed) VRDN 733508AF2 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 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 Alliance Hosp. Rev. Alliance Hosp. Rev., 0.12% (Alliance Obligated Group Proj.) Series 2003, LOC JPMorgan Chase Bank VRDN 018744AA0 Variable Rate Demand Note First Tier Security 2013-03-01 2013-03-01 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., 0.20% (Cincinnati Gas & Elec. Co. Proj.) Series B VRDN 677525LX3 Variable Rate Demand Note Second Tier Security 2013-03-07 2013-03-07 Y CINCINNATI GAS & ELECT(DUKE OH N/A N/A N N 12300000.00 12300000.00 0.0021 N 12300000.00 12300000.00 Ohio Air Quality Dev. Auth. Rev. Ohio Air Quality Dev. Auth. Rev., 0.31% (Cincinnati Gas & Elec. Co. Proj.) Series A VRDN 677525LW5 Variable Rate Demand Note Second Tier Security 2013-03-07 2013-03-07 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., 0.30% (Pub. Svc. Elec. and Gas Co. Proj.) Series 2003 B1 VRDN 79410SBK1 Variable Rate Demand Note Second Tier Security 2013-03-07 2013-03-07 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., 0.32% (Pub. Svc. Elec. and Gas Co. Proj.) Series 2012 A VRDN 79410SBM7 Variable Rate Demand Note Second Tier Security 2013-03-07 2013-03-07 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., 0.26% (Maine Pub. Svc. Co. Proj.) Series 2000, LOC Bank of America NA VRDN 560488AC2 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 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., 0.10% Participating VRDN Series MT 741, (Liquidity Facility Bank of America NA) 74703Y3L2 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 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., 0.17% (Tennessee Muni. Bond Fund Proj.) Series 2003, LOC Bank of America NA VRDN 182564AW4 Variable Rate Demand Note First Tier Security 2013-03-01 2013-03-01 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 5400000.00 5400000.00 0.0009 N 5400000.00 5400000.00 Delaware Econ. Dev. Auth. Rev. Delaware Econ. Dev. Auth. Rev., 0.30% (Delmarva Pwr. & Lt. Co. Proj.) Series 1999 A VRDN 246387JQ8 Variable Rate Demand Note Second Tier Security 2013-03-07 2013-03-07 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., 0.21% (Palatek Proj.) LOC Comerica Bank VRDN 594316AA9 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 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., 0.35% (Nucor Steel Decatur LLC Proj.) Series 2003 A VRDN 242846AA1 Variable Rate Demand Note Second Tier Security 2013-03-07 2013-03-07 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., 0.29% (Nucor Steel Louisiana LLC Proj.) Series 2010 B1 VRDN 790103AH8 Variable Rate Demand Note Second Tier Security 2013-03-07 2013-03-07 Y NUCOR CORP N/A N/A N N 1000000.00 1000000.00 0.0002 N 1000000.00 1000000.00 Saint James Parish Gen. Oblig. Saint James Parish Gen. Oblig., 0.29% (Nucor Steel Louisiana LLC Proj.) Series 2010 B1 VRDN 790103AG0 Variable Rate Demand Note Second Tier Security 2013-03-07 2013-03-07 Y NUCOR CORP N/A N/A N N 1400000.00 1400000.00 0.0002 N 1400000.00 1400000.00 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 14027775.00 0.0023 N 14028280.00 14028280.00 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 11769839.88 0.0020 N 11770562.50 11770562.50 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 8072438.09 0.0014 N 8070961.60 8070961.60 Boston Gen. Oblig. Boston Gen. Oblig., 3.00% Bonds Series 2012 B 100853QK9 Other Municipal Debt Unrated Security 2014-02-01 2014-02-01 N N N 8800000.00 9029152.92 0.0015 N 9026072.00 9026072.00 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 5638197.40 0.0009 N 5635792.20 5635792.20 Cambridge Gen. Oblig. Cambridge Gen. Oblig., 2.25% Bonds 132285G76 Other Municipal Debt Unrated Security 2013-03-15 2013-03-15 N N N 1000000.00 1000827.56 0.0002 N 1000590.00 1000590.00 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 5043887.56 0.0008 N 5044344.90 5044344.90 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 20971216.00 0.0035 N 20977216.00 20977216.00 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 22408491.64 0.0037 N 22411277.00 22411277.00 Gloucester Gen. Oblig. Gloucester Gen. Oblig., 1.25% BAN 379713CG3 Other Municipal Debt First Tier Security 2014-02-07 2014-02-07 N N N 12562000.00 12682029.91 0.0021 N 12681339.00 12681339.00 Lexington Gen. Oblig. Lexington Gen. Oblig., 1.25% BAN 529284F22 Other Municipal Debt First Tier Security 2014-02-21 2014-02-21 N N N 2950000.00 2980209.54 0.0005 N 2980060.50 2980060.50 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 14979854.41 0.0025 N 14981529.03 14981529.03 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 543899.01 0.0001 N 543715.15 543715.15 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 6810812.44 0.0011 N 6810103.20 6810103.20 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 8326333.04 8326333.04 Massachusetts Dev. Fin. Agcy. Electrical Utils. Rev. Massachusetts Dev. Fin. Agcy. Electrical Utils. Rev., 0.45% Bonds (Nantucket Elec. Co. Proj.) Series 2005, tender 03/06/2013, CP Mode 57584GAC2 Other Municipal Debt Second Tier Security 2013-03-06 2013-03-06 N N Y OBLIGOR NANTUCKET ELEC CO N/A N/A 3600000.00 3600000.00 0.0006 N 3600000.00 3600000.00 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 0.0017 N 9950099.50 9950099.50 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., 0.64% Bonds Series 2010 A 57582PUL2 Other Municipal Debt Unrated Security 2013-03-07 2014-02-01 N N N 3170000.00 3176981.13 0.0005 N 3175515.80 3175515.80 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 244900000.00 245581554.39 0.0411 N 245583271.00 245583271.00 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 321700000.00 323041490.07 0.0540 N 323054357.00 323054357.00 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 675000.00 689882.68 0.0001 N 690572.25 690572.25 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 8448024.92 0.0014 N 8445442.85 8445442.85 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 3417194.35 0.0006 N 3416108.15 3416108.15 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 26705000.00 27136045.40 0.0045 N 27119461.60 27119461.60 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 1533368.56 0.0003 N 1532850.00 1532850.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 4.00% Bonds Series 2010 C 57582PVZ0 Other Municipal Debt Unrated Security 2014-01-01 2014-01-01 N N N 7775000.00 8023176.50 0.0013 N 8018279.75 8018279.75 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 3063336.57 0.0005 N 3061740.00 3061740.00 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 6460000.00 6687217.76 0.0011 N 6685454.00 6685454.00 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 996359.41 0.0002 N 996652.80 996652.80 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.11% Series EE, CP 00N992MJ8 Other Municipal Debt First Tier Security 2013-03-13 2013-03-13 N N Y OBLIGOR PRESIDENT & FELLOWS HARVARD CO N/A N/A 42803000.00 42803000.00 0.0072 N 42803000.00 42803000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.13% Series EE, CP 00N992ML3 Other Municipal Debt First Tier Security 2013-03-19 2013-03-19 N N Y OBLIGOR PRESIDENT & FELLOWS HARVARD CO N/A N/A 8500000.00 8500000.00 0.0014 N 8500000.00 8500000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.13% Series EE, CP 00N992MK5 Other Municipal Debt First Tier Security 2013-05-03 2013-05-03 N N Y OBLIGOR PRESIDENT & FELLOWS HARVARD CO N/A N/A 61036000.00 61036000.00 0.0102 N 61036000.00 61036000.00 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., 0.14% Bonds (Partners HealthCare Sys., Inc. Proj.) Series 2008 H1, tender 06/03/2013, CP Mode 57586CV93 Other Municipal Debt First Tier Security 2013-06-03 2013-06-03 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 15660000.00 15660000.00 0.0026 N 15659530.20 15659530.20 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.14% Bonds (Partners HealthCare Sys., Inc. Proj.) Series 2008 H2, tender 06/11/2013, CP Mode 57586CW27 Other Municipal Debt First Tier Security 2013-06-11 2013-06-11 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 19790000.00 19790000.00 0.0033 N 19789406.30 19789406.30 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 0.0050 N 29800298.00 29800298.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.15% Bonds (Partners HealthCare Sys., Inc. Proj.) Series 2008 H1, tender 07/01/2013, CP Mode 57586CV93 Other Municipal Debt First Tier Security 2013-07-01 2013-07-01 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 20000000.00 20000000.00 0.0033 N 19999400.00 19999400.00 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 7020140.40 7020140.40 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 0.0064 N 38304383.04 38304383.04 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 15100151.00 15100151.00 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 12500125.00 12500125.00 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 14040280.80 14040280.80 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 19790395.80 19790395.80 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 16400656.00 16400656.00 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 457013.92 0.0001 N 456862.50 456862.50 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 101510.96 0.0000 N 101535.00 101535.00 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 1067331.93 0.0002 N 1066946.40 1066946.40 Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev. Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev., 0.40% Bonds (New England Pwr. Co. Proj.) Series 1993 B, tender 03/06/2013, CP Mode 575856BG3 Other Municipal Debt Second Tier Security 2013-03-06 2013-03-06 N N Y OBLIGOR NEW ENGLAND POWER CO N/A N/A 1350000.00 1350000.00 0.0002 N 1350000.00 1350000.00 Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev. Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev., 0.40% Bonds (New England Pwr. Co. Proj.) Series 1993 A, tender 03/06/2013, CP Mode 575856BF5 Other Municipal Debt Second Tier Security 2013-03-06 2013-03-06 N N Y OBLIGOR NEW ENGLAND POWER CO N/A N/A 300000.00 300000.00 0.0001 N 300000.00 300000.00 Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev. Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev., 0.40% Bonds (New England Pwr. Co. Proj.) Series 1992, tender 04/01/2013, CP Mode 575856BE8 Other Municipal Debt Second Tier Security 2013-04-01 2013-04-01 N N Y OBLIGOR NEW ENGLAND POWER CO N/A N/A 9060000.00 9060000.00 0.0015 N 9060000.00 9060000.00 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 04/04/2013, CP Mode 575856BG3 Other Municipal Debt Second Tier Security 2013-04-04 2013-04-04 N N Y OBLIGOR NEW ENGLAND POWER CO N/A N/A 2750000.00 2750000.00 0.0005 N 2750000.00 2750000.00 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 1015678.17 0.0002 N 1015120.00 1015120.00 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 1523449.75 0.0003 N 1522680.00 1522680.00 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 1522892.80 0.0003 N 1522185.00 1522185.00 Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 0.14% Series 2012 A, LOC TD Banknorth, NA, CP 57599LFL9 Other Municipal Debt First Tier Security 2013-05-07 2013-05-07 N Y TD BANK NA WILMINGTON DE N/A N/A N 1000000.00 1000000.00 0.0002 N 1000000.00 1000000.00 Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 0.14% Series 2012 A, LOC TD Banknorth, NA, CP 57599LFK1 Other Municipal Debt First Tier Security 2013-05-07 2013-05-07 N Y TD BANK NA WILMINGTON DE N/A N/A N 4000000.00 4000000.00 0.0007 N 4000000.00 4000000.00 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 0.0067 N 40000400.00 40000400.00 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 0.0067 N 40000400.00 40000400.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.20% Bonds Series WF 11 124C, tender 08/15/2013, (Liquidity Facility Wells Fargo Bank NA) 94985N7Z8 Other Municipal Debt First Tier Security 2013-08-15 2013-08-15 Y WELLS FARGO BK NATL ASSN N/A N/A N N 14835000.00 14835000.00 0.0025 Y 14835000.00 14835000.00 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 7765000.00 7827219.55 0.0013 N 7823237.50 7823237.50 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 3704336.33 0.0006 N 3702575.00 3702575.00 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 4036793.32 0.0007 N 4034530.00 4034530.00 Massachusetts Spl. Oblig. Rev. Massachusetts Spl. Oblig. Rev., 5.00% Bonds (Hwy. Grant Prog.) Series 2010 A 576004GQ2 Other Municipal Debt Unrated Security 2013-06-15 2013-06-15 N N Y OBLIGOR MASSACHUSETTS ST FED HWY N/A N/A 9050000.00 9176424.27 0.0015 N 9171813.00 9171813.00 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 3025000.00 3138064.24 0.0005 N 3136320.00 3136320.00 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 3404820.79 0.0006 N 3402907.20 3402907.20 Massachusetts State Dev. Fin. Agcy. Elec. Util. Rev. Massachusetts State Dev. Fin. Agcy. Elec. Util. Rev., 0.40% Bonds (Nantucket Elec. Co. Proj.) Series 2007, tender 04/03/2013, CP Mode 57584TAA8 Other Municipal Debt Second Tier Security 2013-04-03 2013-04-03 N N Y OBLIGOR NANTUCKET ELEC CO N/A N/A 12200000.00 12200000.00 0.0020 N 12200000.00 12200000.00 Massachusetts State Dev. Fing. Agcy. Poll. Cont. Rev. Massachusetts State Dev. Fing. Agcy. Poll. Cont. Rev., 0.40% Bonds (Massachusetts Elec. Co. Proj.) Series 2004, tender 03/01/2013, CP Mode 57584LAB3 Other Municipal Debt Second Tier Security 2013-03-01 2013-03-01 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 662246.30 0.0001 N 662539.05 662539.05 Massachusetts Wtr. Poll. Abatement Trust Massachusetts Wtr. Poll. Abatement Trust, 5.00% Bonds Series 15A 57604P4C5 Other Municipal Debt Unrated Security 2013-08-01 2013-08-01 N N N 275000.00 280448.84 0.0000 N 280392.75 280392.75 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 5760519W8 Other Municipal Debt First Tier Security 2013-08-08 2013-08-08 N Y STATE ST BK & TR CO BOSTON N/A N/A N 23000000.00 23000000.00 0.0038 N 22997930.00 22997930.00 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.20% Bonds Series WF 09 67C, tender 08/15/2013, (Liquidity Facility Wells Fargo & Co.) 94985NQM6 Other Municipal Debt First Tier Security 2013-08-15 2013-08-15 Y WELLS FARGO & CO NEW N/A N/A N N 15400000.00 15400000.00 0.0026 Y 15400000.00 15400000.00 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 8993297.23 0.0015 N 8993649.06 8993649.06 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 3305358.30 0.0006 N 3305558.29 3305558.29 Needham Gen. Oblig. Needham Gen. Oblig., 1.50% BAN 639846K37 Other Municipal Debt First Tier Security 2013-07-02 2013-07-02 N N N 5008000.00 5029938.51 0.0008 N 5030335.68 5030335.68 Norwood Gen. Oblig. Norwood Gen. Oblig., 1.25% BAN 669555TX2 Other Municipal Debt Unrated Security 2014-01-17 2014-01-17 N N N 3800000.00 3832741.38 0.0006 N 3834276.00 3834276.00 Norwood Gen. Oblig. Norwood Gen. Oblig., 1.25% BAN 669555TY0 Other Municipal Debt Unrated Security 2014-01-17 2014-01-17 N N N 4000000.00 4036308.61 0.0007 N 4036080.00 4036080.00 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 18708600.00 18754497.05 0.0031 N 18754810.24 18754810.24 Quincy Gen. Oblig. Quincy Gen. Oblig., 1.25% BAN 748508EE4 Other Municipal Debt First Tier Security 2014-01-24 2014-01-24 N N N 25700000.00 25940186.27 0.0043 N 25941580.00 25941580.00 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 8427807.87 0.0014 N 8428269.87 8428269.87 Springfield Gen. Oblig. Springfield Gen. Oblig., 1.00% BAN 850752MM5 Other Municipal Debt First Tier Security 2013-07-26 2013-07-26 N N N 13237644.00 13276441.81 0.0022 N 13276562.67 13276562.67 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 8020334.55 0.0013 N 8020640.00 8020640.00 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 1033203.08 0.0002 N 1032790.00 1032790.00 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 9532428.32 0.0016 N 9532965.00 9532965.00 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 3009638.14 0.0005 N 3009780.00 3009780.00 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 12203749.02 0.0020 N 12204414.60 12204414.60 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 12231618.40 0.0020 N 12235152.80 12235152.80 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 16609582.00 0.0028 N 16612365.00 16612365.00 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 5031842.31 0.0008 N 5034050.00 5034050.00 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 13367925.43 0.0022 N 13369150.80 13369150.80 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 6248507.20 0.0010 N 6248798.40 6248798.40 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 4528731.81 0.0008 N 4528642.24 4528642.24 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 2874238.73 0.0005 N 2872494.40 2872494.40 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, 0.13% 31635A204 Investment Company Unrated Security 2013-03-07 2013-03-07 N N N 913445000.00 913445000.00 0.1528 N 913445000.00 913445000.00