N-MFP LIVE N 2013-04-30 0000357057 S000007115 1 N N 002-75537 FIDELITY MANAGEMENT & RESEARCH COMPANY (FMR) 801-07884 FIDELITY INVESTMENTS MONEY MANAGEMENT, INC. 801-34590 FIDELITY MANAGEMENT & RESEARCH (U.K.), INC. 801-28773 FIDELITY MANAGEMENT & RESEARCH (HONG KONG) LIMITED 801-69507 FIDELITY MANAGEMENT & RESEARCH (JAPAN) INC 801-69571 DELOITTE & TOUCHE LLP Boston MA None CITIBANK, N.A. 0000840464 085-10232 FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. 0000862124 084-01839 N N N Single State Fund 22 22 5752437007.64 61368352.77 22588884.36 5791216476.05 0.0022 1.0009 2013-04-30 1.0009 2013-04-30 C000019444 5000.00 5791216476.05 1.00 -180484782.63 1160839177.75 1341323960.38 0.0001 1.0009 2013-04-30 1.0009 2013-04-30 Boston Indl. Dev. Rev. Boston Indl. Dev. Rev., 0.26% (New Boston Seafood Ctr., Inc. Proj.) Series 1997, LOC Bank of America NA VRDN 100883AH0 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 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., 0.21% Series 1994 A, LOC State Street Bank & Trust Co., Boston VRDN 101029HM1 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 Y STATE ST BK & TR CO BOSTON N/A N/A Y STATE ST BK & TR CO BOSTON N/A N/A N 16400000.00 16400000.00 0.0028 N 16400000.00 16400000.00 Massachusetts Bay Trans. Auth. Sales Tax Rev. Massachusetts Bay Trans. Auth. Sales Tax Rev., 0.22% Participating VRDN Series ROC II R 11933, (Liquidity Facility Citibank NA) 575579XF9 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 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., 0.22% Series 2008 A1, (Liquidity Facility JPMorgan Chase Bank) VRDN 575579TJ6 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 102500000.00 102500000.00 0.0177 N 102500000.00 102500000.00 Massachusetts Bay Trans. Auth. Sales Tax Rev. Massachusetts Bay Trans. Auth. Sales Tax Rev., 0.23% Series 2008 A2, (Liquidity Facility JPMorgan Chase Bank) VRDN 575579TK3 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 91165000.00 91165000.00 0.0157 N 91165000.00 91165000.00 Massachusetts Bay Trans. Auth. Sales Tax Rev. Massachusetts Bay Trans. Auth. Sales Tax Rev., 0.23% Participating VRDN Series PT 4368, (Liquidity Facility Wells Fargo & Co.) 74703TTB7 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 Y WELLS FARGO & CO NEW N/A N/A N N 15025000.00 15025000.00 0.0026 N 15025000.00 15025000.00 Massachusetts Bay Trans. Auth. Sales Tax Rev. Massachusetts Bay Trans. Auth. Sales Tax Rev., 0.25% Participating VRDN Series Clipper 07 18, (Liquidity Facility State Street Bank & Trust Co., Bosto 18886PUV5 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 Y STATE ST BK & TR CO BOSTON N/A N/A N N 101175000.00 101175000.00 0.0175 N 101175000.00 101175000.00 Massachusetts Commonwealth Trans. Fund Rev. Massachusetts Commonwealth Trans. Fund Rev., 0.21% Participating VRDN Series WF 12 30 C, (Liquidity Facility Wells Fargo Bank NA) 94987KFC4 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 Y WELLS FARGO BK NATL ASSN N/A N/A N N 13320000.00 13320000.00 0.0023 N 13320000.00 13320000.00 Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev. Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev., 0.20% Series 2010 A2, LOC Wells Fargo Bank NA VRDN 57563CBG6 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 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 0.0172 N 99565000.00 99565000.00 Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev. Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev., 0.23% Series 2010 A3, LOC Bank of America NA VRDN 57563CAC6 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 79345000.00 79345000.00 0.0137 N 79345000.00 79345000.00 Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev. Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev., 0.26% Series 2010 A1, LOC Citibank NA VRDN 57563CBF8 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 Y CITIBANK NA N/A N/A Y CITIBANK NA N/A N/A N 48400000.00 48400000.00 0.0084 N 48400000.00 48400000.00 Massachusetts Dev. Fin. Agcy. Indl. Dev. Rev. Massachusetts Dev. Fin. Agcy. Indl. Dev. Rev., 0.46% (Monkiewicz Realty Trust Proj.) LOC Bank of America NA VRDN 57583EAP9 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 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., 0.51% (Charm Sciences, Inc. Proj.) Series 1999 A, LOC Bank of America NA VRDN 57583EAJ3 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 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., 0.21% (Tammy Brook Apts. Proj.) Series 2009, LOC Freddie Mac VRDN 57583XBN1 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 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., 0.22% (Georgetown Village Apts. Proj.) Series 2003 A, LOC Fannie Mae VRDN 57583XAC6 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 Y FANNIE MAE N/A N/A Y FANNIE MAE N/A N/A N 18250000.00 18250000.00 0.0032 N 18250000.00 18250000.00 Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev. Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev., 0.22% (Salem Heights Apts. Proj.) Series 2003 A, LOC Fed. Home Ln. Bank of Boston VRDN 57583XAE2 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 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 0.0025 N 14600000.00 14600000.00 Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev. Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev., 0.24% (Archstone Reading Apts. Proj.) Series 2004 A, LOC Freddie Mac VRDN 57583XAQ5 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 Y FREDDIE MAC N/A N/A Y FREDDIE MAC N/A N/A N 24840000.00 24840000.00 0.0043 N 24840000.00 24840000.00 Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev. Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev., 0.24% (Casco Crossing Proj.) LOC Fannie Mae VRDN 57583XAR3 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 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. Multi-family Hsg. Rev. Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev., 0.25% (Avalon Acton Apts. Proj.) Series 2006, LOC Fannie Mae VRDN 57583XBG6 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 Y FANNIE MAE N/A N/A Y FANNIE MAE N/A N/A N 38500000.00 38500000.00 0.0066 N 38500000.00 38500000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.17% (College of the Holy Cross Proj.) Series 2008 A, LOC JPMorgan Chase Bank VRDN 57583RUZ6 Variable Rate Demand Note First Tier Security 2013-05-01 2013-05-01 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 28375000.00 28375000.00 0.0049 N 28375000.00 28375000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.19% (Masonic Nursing Home Proj.) Series 2002 B, LOC TD Banknorth, NA VRDN 57583RP82 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 17175000.00 17175000.00 0.0030 N 17175000.00 17175000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.19% (Boston Univ. Proj.) Series U3, LOC Northern Trust Co. VRDN 57583RWG6 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 Y NORTHERN TRUST CO CHICAGO N/A N/A Y NORTHERN TRUST CO CHICAGO N/A N/A N 30500000.00 30500000.00 0.0053 N 30500000.00 30500000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.20% (Olin College Proj.) Series 2008 C3, LOC RBS Citizens NA VRDN 57583RZG3 Variable Rate Demand Note First Tier Security 2013-05-01 2013-05-01 Y RBS CITIZENS NA N/A N/A Y RBS CITIZENS NA N/A N/A N 38365000.00 38365000.00 0.0066 N 38365000.00 38365000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.20% (Olin College Proj.) Series 2008 C2, LOC RBS Citizens NA VRDN 57583RZF5 Variable Rate Demand Note First Tier Security 2013-05-01 2013-05-01 Y RBS CITIZENS NA N/A N/A Y RBS CITIZENS NA N/A N/A N 35200000.00 35200000.00 0.0061 N 35200000.00 35200000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.20% (ISO New England, Inc. Proj.) Series 2005, LOC TD Banknorth, NA VRDN 57583RAA3 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 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 0.0054 N 31080000.00 31080000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.20% (Abby Kelley Foster Charter Pub. School Proj.) Series 2008, LOC TD Banknorth, NA VRDN 57583RWJ0 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 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., 0.20% (Wilber School Apts. Proj.) Series 2008 A, LOC Bank of America NA VRDN 57583RD77 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 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., 0.20% (Boston Univ. Proj.) Series U-5A, LOC Fed. Home Ln. Bank of Boston VRDN 57583RP41 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 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 0.0065 N 37600000.00 37600000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.20% (Smith College Proj.) Series 2007, (Liquidity Facility TD Banknorth, NA) VRDN 57583R2R5 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 Y SMITH COLLEGE, MA N/A N/A N N 56200000.00 56200000.00 0.0097 N 56200000.00 56200000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.20% (Babson College Proj.) Series 2008 A, LOC Fed. Home Ln. Bank of Boston VRDN 57583RL86 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 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., 0.21% (Boston Univ. Proj.) Series U-5B, LOC Fed. Home Ln. Bank of Boston VRDN 57583RP58 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 Y FEDERAL HOME LN BK OF BOSTON N/A N/A Y FEDERAL HOME LN BK OF BOSTON N/A N/A N 30100000.00 30100000.00 0.0052 N 30100000.00 30100000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.21% (Smith College Proj.) Series 2002 VRDN 57583FYL9 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 Y SMITH COLLEGE, MA N/A N/A N N 5168000.00 5168000.00 0.0009 N 5168000.00 5168000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.21% Series 2006, LOC TD Banknorth, NA VRDN 57583RFX8 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 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., 0.21% (Fay School Proj.) Series 2008, LOC TD Banknorth, NA VRDN 57583RTZ8 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 20995000.00 20995000.00 0.0036 N 20995000.00 20995000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.21% (Smith College Proj.) Series 2001 VRDN 57583FWB3 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 Y SMITH COLLEGE, MA N/A N/A N N 3840000.00 3840000.00 0.0007 N 3840000.00 3840000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.21% (Berkshire School Proj.) Series 2001, LOC JPMorgan Chase Bank VRDN 57583R2T1 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 9575000.00 9575000.00 0.0017 N 9575000.00 9575000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.21% (Meadowbrook School Proj.) Series 2000, LOC JPMorgan Chase Bank VRDN 57583FVJ7 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 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., 0.21% (Clark Univ. Proj.) LOC TD Banknorth, NA VRDN 57583RUU7 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 31470000.00 31470000.00 0.0054 N 31470000.00 31470000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.21% Participating VRDN Series WF 10 56C, (Liquidity Facility Wells Fargo Bank NA) 94985NZX2 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 Y WELLS FARGO BK NATL ASSN N/A N/A N N 19885000.00 19885000.00 0.0034 N 19885000.00 19885000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.22% (Fifteen-O-Five West Housatonic LLC Proj.) Series 2007, LOC HSBC Bank USA, NA VRDN 57583RKW4 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 Y HSBC BANK USA N/A N/A Y HSBC BANK USA N/A N/A N 2420000.00 2420000.00 0.0004 N 2420000.00 2420000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.22% (YMCA of Greater Worcester Proj.) Series 2006, LOC TD Banknorth, NA VRDN 57583RGP4 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 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., 0.22% (Governor Dummer Academy Issues Proj.) Series 2006, LOC TD Banknorth, NA VRDN 57583RGN9 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 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., 0.22% (Briarwood Retirement Cmnty. Proj.) Series 2004 A, LOC Manufacturers & Traders Trust Co. VRDN 57583F5P2 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 Y MANUFACTURERS & TRADERS TR CO N/A N/A Y MANUFACTURERS & TRADERS TR CO N/A N/A N 14255000.00 14255000.00 0.0025 N 14255000.00 14255000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.22% Participating VRDN Series ROC II R 11999X, (Liquidity Facility Citibank NA) 57583UNK0 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 Y CITIBANK NA N/A N/A N N 5285000.00 5285000.00 0.0009 N 5285000.00 5285000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.22% Participating VRDN Series Putters 4691, (Liquidity Facility Bank of America NA) 74703YZF0 Variable Rate Demand Note Second Tier Security 2013-05-07 2013-05-07 Y BANK OF AMERICA NA N/A N/A N N 6250000.00 6250000.00 0.0011 N 6250000.00 6250000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.22% (Williston Northampton School Proj.) Series 2010, LOC TD Banknorth, NA VRDN 57583RZ40 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 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., 0.23% Series 2007 B, LOC JPMorgan Chase Bank VRDN 57583RTM7 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 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., 0.23% (Simmons College Proj.) Series G, LOC JPMorgan Chase Bank VRDN 57583RUV5 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 34210000.00 34210000.00 0.0059 N 34210000.00 34210000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.23% (Fessenden School Proj.) Series 2001, LOC JPMorgan Chase Bank VRDN 57583FXX4 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 11355000.00 11355000.00 0.0020 N 11355000.00 11355000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.23% Series 2006, LOC JPMorgan Chase Bank VRDN 57583RFL4 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 15720000.00 15720000.00 0.0027 N 15720000.00 15720000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.23% (Edgewood Retirement Cmnty. Proj.) Series 2008, LOC Bank of America NA VRDN 57583RB61 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 26265000.00 26265000.00 0.0045 N 26265000.00 26265000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.23% (Edgewood Retirement Cmnty. Proj.) Series 2000 A, LOC Bank of America NA VRDN 57583RB79 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 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., 0.23% Series 2007 A, LOC JPMorgan Chase Bank VRDN 57583RTL9 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 13400000.00 13400000.00 0.0023 N 13400000.00 13400000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.23% (Worcester Polytechnic Institute Proj.) Series 2008 A, LOC TD Banknorth, NA VRDN 57583RTX3 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 22835000.00 22835000.00 0.0039 N 22835000.00 22835000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.24% (Lasell Village Proj.) Series 2007, LOC Bank of America NA VRDN 57583RMT9 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 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., 0.24% Participating VRDN Series Putters 3840, (Liquidity Facility JPMorgan Chase Bank) 46633VG45 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 5000000.00 5000000.00 0.0009 N 5000000.00 5000000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.24% (New England Deaconess Assoc. Proj.) Series 2011 B, LOC Manufacturers & Traders Trust Co. VRDN 57583ULM8 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 Y MANUFACTURERS & TRADERS TR CO N/A N/A Y MANUFACTURERS & TRADERS TR CO N/A N/A N 4360000.00 4360000.00 0.0008 N 4360000.00 4360000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.24% Series 2011 A, LOC RBS Citizens NA VRDN 57583ULL0 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 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., 0.28% (Judge Rotenburg Ctr. Proj.) Series 2003, LOC Bank of America NA VRDN 57583FQ87 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 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., 0.22% (Wheelabrator Millbury Proj.) LOC JPMorgan Chase Bank VRDN 57583HAF4 Variable Rate Demand Note First Tier Security 2013-05-01 2013-05-01 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., 0.18% Participating VRDN Series Putters 4247, (Liquidity Facility JPMorgan Chase & Co.) 46636YR69 Variable Rate Demand Note First Tier Security 2013-05-01 2013-05-01 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., 0.21% Series 2006 B, (Liquidity Facility JPMorgan Chase Bank) VRDN 57582N4H5 Variable Rate Demand Note First Tier Security 2013-05-01 2013-05-01 Y JPMORGAN CHASE BANK NA N/A N/A N N 24515000.00 24515000.00 0.0042 N 24515000.00 24515000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.21% Series 2001 C, (Liquidity Facility State Street Bank & Trust Co., Boston) VRDN 575827X54 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 Y STATE ST BK & TR CO BOSTON N/A N/A N N 202500000.00 202500000.00 0.0350 N 202500000.00 202500000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.22% Participating VRDN Series EGL 07 0124, (Liquidity Facility Citibank NA) 57582PGR5 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 Y CITIBANK NA N/A N/A N N 12235000.00 12235000.00 0.0021 N 12235000.00 12235000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.22% Participating VRDN Series Clipper 07 39, (Liquidity Facility State Street Bank & Trust Co., Boston) 18886PA39 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 Y STATE ST BK & TR CO BOSTON N/A N/A N N 14325000.00 14325000.00 0.0025 N 14325000.00 14325000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.23% Participating VRDN Series EGL 07 0149, (Liquidity Facility Citibank NA) 57582PGZ7 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 Y CITIBANK NA N/A N/A N N 43000000.00 43000000.00 0.0074 N 43000000.00 43000000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.24% Participating VRDN Series Putters 3898, (Liquidity Facility JPMorgan Chase Bank) 46633VV55 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 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., 0.24% Participating VRDN Series Putters 2648, (Liquidity Facility JPMorgan Chase Bank) 57582PHZ6 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 9250000.00 9250000.00 0.0016 N 9250000.00 9250000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.24% Participating VRDN Series Putters 3896, (Liquidity Facility JPMorgan Chase Bank) 46633VU98 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 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., 0.24% Participating VRDN Series Putters 3699, (Liquidity Facility JPMorgan Chase Bank) 46633VSJ9 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 10800000.00 10800000.00 0.0019 N 10800000.00 10800000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.24% Participating VRDN Series Putters 2022, (Liquidity Facility JPMorgan Chase Bank) 57582PGC8 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 35995000.00 35995000.00 0.0062 N 35995000.00 35995000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.25% Participating VRDN Series Clipper 07 06, (Liquidity Facility State Street Bank & Trust Co., Boston) 18886PRV9 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 Y STATE ST BK & TR CO BOSTON N/A N/A N N 53850000.00 53850000.00 0.0093 N 53850000.00 53850000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.14% (Harvard Univ. Proj.) Series R VRDN 57585KGP7 Variable Rate Demand Note First Tier Security 2013-05-01 2013-05-01 Y PRESIDENT & FELLOWS HARVARD CO N/A N/A N N 15580000.00 15580000.00 0.0027 N 15580000.00 15580000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.15% (Partners HealthCare Sys., Inc. Proj.) Series D5 VRDN 57585K3P1 Variable Rate Demand Note First Tier Security 2013-05-01 2013-05-01 Y PARTNERS HEALTHCARE SYS INC N/A N/A N N 3600000.00 3600000.00 0.0006 N 3600000.00 3600000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.15% (Wellesley College Proj.) Series I VRDN 57586CP25 Variable Rate Demand Note First Tier Security 2013-05-01 2013-05-01 Y WELLESLEY COLLEGE, MA N/A N/A N N 13335000.00 13335000.00 0.0023 N 13335000.00 13335000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.17% (Stonehill College Proj.) Series 2008 K, LOC JPMorgan Chase Bank VRDN 57586CV77 Variable Rate Demand Note First Tier Security 2013-05-01 2013-05-01 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 19580000.00 19580000.00 0.0034 N 19580000.00 19580000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.18% (Baystate Med. Ctr. Proj.) Series 2005 G, LOC Wells Fargo Bank NA VRDN 57586CNH4 Variable Rate Demand Note First Tier Security 2013-05-01 2013-05-01 Y WELLS FARGO BK NATL ASSN N/A N/A Y WELLS FARGO BK NATL ASSN N/A N/A N 12200000.00 12200000.00 0.0021 N 12200000.00 12200000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.18% (Baystate Health Sys. Proj.) Series 2009 J2, LOC JPMorgan Chase Bank VRDN 57586EKB6 Variable Rate Demand Note First Tier Security 2013-05-01 2013-05-01 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 35400000.00 35400000.00 0.0061 N 35400000.00 35400000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.18% (Southcoast Health Sys. Obligated Group Proj.) Series 2008 C, LOC TD Banknorth, NA VRDN 57586C6T7 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 47365000.00 47365000.00 0.0082 N 47365000.00 47365000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.19% (Massachusetts Institute of Technology Proj.) Series 2001 J1 VRDN 57585KSW9 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 Y MASSACHUSETTS INST TECH, MA N/A N/A N N 5425000.00 5425000.00 0.0009 N 5425000.00 5425000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.19% (Children's Hosp. Proj.) Series 2010 N1, LOC TD Banknorth, NA VRDN 57586EUH2 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 3600000.00 3600000.00 0.0006 N 3600000.00 3600000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.20% (Children's Hosp. Proj.) Series 2010 N4, LOC JPMorgan Chase Bank VRDN 57586EUJ8 Variable Rate Demand Note First Tier Security 2013-05-01 2013-05-01 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 98825000.00 98825000.00 0.0171 N 98825000.00 98825000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.20% (Partners HealthCare Sys., Inc. Proj.) Series 2005 F, LOC TD Banknorth, NA VRDN 57586CGB5 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 40965000.00 40965000.00 0.0071 N 40965000.00 40965000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.20% (Wellesley College Proj.) Series B VRDN 575851NQ9 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 Y WELLESLEY COLLEGE, MA N/A N/A N N 6600000.00 6600000.00 0.0011 N 6600000.00 6600000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.20% (Harvard Univ. Proj.) Series Y VRDN 57585KKV9 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 Y PRESIDENT & FELLOWS HARVARD CO N/A N/A N N 6200000.00 6200000.00 0.0011 N 6200000.00 6200000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.20% (Harvard Vanguard Med. Associates Proj.) Series 2004, LOC TD Banknorth, NA VRDN 57586CCZ6 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 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., 0.20% (Children's Hosp. Proj.) Series 2010 N3, LOC JPMorgan Chase Bank VRDN 57586EUL3 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 22500000.00 22500000.00 0.0039 N 22500000.00 22500000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.20% (Children's Hosp. Proj.) Series 2010 N2, LOC TD Banknorth, NA VRDN 57586EUK5 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 63700000.00 63700000.00 0.0110 N 63700000.00 63700000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.20% (Bentley College Proj.) Series K, LOC JPMorgan Chase Bank VRDN 57585KLH9 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 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., 0.21% (Dana-Farber Cancer Institute Proj.) Series 2008 L1, LOC JPMorgan Chase Bank VRDN 57586CY90 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 29850000.00 29850000.00 0.0052 N 29850000.00 29850000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.21% (Williams College Proj.) Series J VRDN 57586CPY5 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 Y WILLIAMS COLLEGE, MA N/A N/A N N 31279000.00 31279000.00 0.0054 N 31279000.00 31279000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.21% (Boston Univ. Proj.) Series H, LOC State Street Bank & Trust Co., Boston VRDN 575850NF5 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 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 0.0034 N 19725000.00 19725000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.21% (Williams College Proj.) Series I VRDN 57586CEA9 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 Y WILLIAMS COLLEGE, MA N/A N/A N N 24546000.00 24546000.00 0.0042 N 24546000.00 24546000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.22% Participating VRDN Series ROC II R 11913, (Liquidity Facility Citibank NA) 57586EXX4 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 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., 0.22% Participating VRDN Series BBT 08 54, (Liquidity Facility Branch Banking & Trust Co.) 07330CQY8 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 Y BRANCH BANKING AND TRUST CO N/A N/A N N 12475000.00 12475000.00 0.0022 N 12475000.00 12475000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.22% Participating VRDN Series ROC II R 11824, (Liquidity Facility Citibank NA) 57586EQX2 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 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., 0.22% Series 2009 O-1, LOC Fed. Home Ln. Bank of Boston VRDN 57586ELD1 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 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 0.0074 N 42830000.00 42830000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.22% Participating VRDN Series Clipper 07 08, (Liquidity Facility State Street Bank & Trust Co., B 18886PSL0 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 Y STATE ST BK & TR CO BOSTON N/A N/A N N 15450000.00 15450000.00 0.0027 N 15450000.00 15450000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.22% (Baystate Health Sys. Proj.) Series 2009 J1, LOC JPMorgan Chase Bank VRDN 57586EKC4 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 37800000.00 37800000.00 0.0065 N 37800000.00 37800000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.22% Participating VRDN Series BA 08 3320, (Liquidity Facility Bank of America NA) 05248RBS9 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 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., 0.22% Participating VRDN Series BBT 08 56, (Liquidity Facility Branch Banking & Trust Co.) 07330CSA8 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 Y BRANCH BANKING AND TRUST CO N/A N/A N N 18895000.00 18895000.00 0.0033 N 18895000.00 18895000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.23% Participating VRDN Series BC 10 20W, (Liquidity Facility Barclays Bank PLC) 06740GFN1 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 Y BARCLAYS BANK PLC N/A N/A N N 9785000.00 9785000.00 0.0017 N 9785000.00 9785000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.23% Participating VRDN Series BC 10 15W, (Liquidity Facility Barclays Bank PLC) 06740GFC5 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 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., 0.24% Participating VRDN Series Putters 3548, (Liquidity Facility JPMorgan Chase Bank) 46633VDN6 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 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., 0.24% Participating VRDN Series Putters 3650, (Liquidity Facility JPMorgan Chase Bank) 46633VNX3 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 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., 0.24% Participating VRDN Series Putters 3529, (Liquidity Facility JPMorgan Chase Bank) 46633VBP3 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 26660000.00 26660000.00 0.0046 N 26660000.00 26660000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.24% Participating VRDN Series Putters 3531, (Liquidity Facility JPMorgan Chase Bank) 46633VBT5 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 12495000.00 12495000.00 0.0022 N 12495000.00 12495000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.24% Participating VRDN Series Putters 3104, (Liquidity Facility JPMorgan Chase Bank) 57586C8Q1 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 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., 0.24% Participating VRDN Series Putters 3530, (Liquidity Facility JPMorgan Chase Bank) 46633VBR9 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 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., 0.24% Participating VRDN Series Putters 4244, (Liquidity Facility Deutsche Bank AG New York Branch) 46636YQ37 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 Y DEUTSCHE BANK AG NEW YORK BNCH 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., 0.25% (CIL Realty of Massachusetts Proj.) Series 2007, LOC JPMorgan Chase Bank VRDN 57586CXK6 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 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., 0.25% (Northeast Hosp. Corp. Proj.) Series 2004 G, LOC JPMorgan Chase Bank VRDN 57586CDV4 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 37075000.00 37075000.00 0.0064 N 37075000.00 37075000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.25% Participating VRDN Series BA 08 1056, (Liquidity Facility Bank of America NA) 05248PSU0 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 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., 0.30% (Fairview Extended Care Proj.) Series B, LOC Bank of America NA VRDN 57585JRR4 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 25310000.00 25310000.00 0.0044 N 25310000.00 25310000.00 Massachusetts Hsg. Fin. Agcy. Hsg. Rev. Massachusetts Hsg. Fin. Agcy. Hsg. Rev., 0.26% Series 2004 A, LOC Lloyds TSB Bank PLC VRDN 57586PHE9 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 Y LLOYDS TSB BANK PLC (UNGTD) N/A N/A Y LLOYDS TSB BANK PLC (UNGTD) N/A N/A N 27655000.00 27655000.00 0.0048 N 27655000.00 27655000.00 Massachusetts Hsg. Fin. Agcy. Multi-Family Rev. Massachusetts Hsg. Fin. Agcy. Multi-Family Rev., 0.22% Series 2009 A, LOC Bank of New York, New York VRDN 57586NDU2 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 Y BANK OF NEW YORK MELLON N/A N/A Y BANK OF NEW YORK MELLON N/A N/A N 12830000.00 12830000.00 0.0022 N 12830000.00 12830000.00 Massachusetts Hsg. Fin. Agcy. Multi-Family Rev. Massachusetts Hsg. Fin. Agcy. Multi-Family Rev., 0.25% (Princeton Crossing LP Proj.) Series 1996 A, LOC Fannie Mae VRDN 5758545T7 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 Y FANNIE MAE N/A N/A Y FANNIE MAE N/A N/A N 20300000.00 20300000.00 0.0035 N 20300000.00 20300000.00 Massachusetts Indl. Fin. Agcy. Indl. Dev. Rev. Massachusetts Indl. Fin. Agcy. Indl. Dev. Rev., 0.29% (Decas Cranberry Proj.) Series 1997, LOC TD Banknorth, NA VRDN 575855S77 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 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., 0.92% (346 Univ. LLC Proj.) Series 1996, LOC Bank of America NA VRDN 575855P96 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 600000.00 600000.00 0.0001 N 600000.00 600000.00 Massachusetts Indl. Fin. Agcy. Indl. Dev. Rev. Massachusetts Indl. Fin. Agcy. Indl. Dev. Rev., 0.92% (BBB Esq. LLC Proj.) Series 1996, LOC Bank of America NA VRDN 575855S28 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 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., 0.94% (Boutwell Owens & Co., Inc. Proj.) Series 1998, LOC Wells Fargo Bank NA VRDN 575855V73 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 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., 0.22% (Governor Dummer Academy Proj.) Series 1996, LOC TD Banknorth, NA VRDN 5759147M2 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 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., 0.21% Series 2010 D, LOC Bank of America NA VRDN 575896JD8 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 98890000.00 98890000.00 0.0171 N 98890000.00 98890000.00 Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 0.22% Participating VRDN Series Solar 06 108, (Liquidity Facility U.S. Bank NA, Cincinnati) 27884FKJ8 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 Y US BANK NA CINCINNATI OHIO N/A N/A N N 14000000.00 14000000.00 0.0024 N 14000000.00 14000000.00 Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 0.22% Series 2008 A, LOC Bank of America NA VRDN 575896ET8 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 11400000.00 11400000.00 0.0020 N 11400000.00 11400000.00 Massachusetts Port Auth. Spl. Proj. Rev. Massachusetts Port Auth. Spl. Proj. Rev., 0.28% (Harborside Hyatt Proj.) Series 2001 A, LOC Royal Bank of Scotland PLC VRDN 575897AC7 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 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 0.0064 N 37100000.00 37100000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.22% Participating VRDN Series EGL 07 0092, (Liquidity Facility Citibank NA) 576000GT4 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 Y CITIBANK NA N/A N/A N N 53095000.00 53095000.00 0.0092 N 53095000.00 53095000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.22% Participating VRDN Series Solar 05 03, (Liquidity Facility U.S. Bank NA, Cincinnati) 27884FAE0 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 Y US BANK NA CINCINNATI OHIO N/A N/A N N 20075000.00 20075000.00 0.0035 N 20075000.00 20075000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.22% Participating VRDN Series EGL 07 0032, (Liquidity Facility Citibank NA) 576000FN8 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 Y CITIBANK NA N/A N/A N N 69300000.00 69300000.00 0.0120 N 69300000.00 69300000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.22% Participating VRDN Series EGL 07 0067, (Liquidity Facility Citibank NA) 576000GM9 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 Y CITIBANK NA N/A N/A N N 41660000.00 41660000.00 0.0072 N 41660000.00 41660000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.22% Participating VRDN Series ROC II R 14021, (Liquidity Facility Citibank NA) 576000MY6 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 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., 0.22% Participating VRDN Series ROC II R 12254, (Liquidity Facility Citibank NA) 576000KF9 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 Y CITIBANK NA N/A N/A N N 18900000.00 18900000.00 0.0033 N 18900000.00 18900000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.22% Participating VRDN Series BA 08 1082, (Liquidity Facility Bank of America NA) 05248PVN2 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 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., 0.22% Participating VRDN Series EGL 07 0031, (Liquidity Facility Citibank NA) 576000FL2 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 Y CITIBANK NA N/A N/A N N 52600000.00 52600000.00 0.0091 N 52600000.00 52600000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.24% Participating VRDN Series Putters 3691, (Liquidity Facility JPMorgan Chase Bank) 46633VRV3 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 2885000.00 2885000.00 0.0005 N 2885000.00 2885000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.24% Participating VRDN Series Putters 4030, (Liquidity Facility JPMorgan Chase Bank) 46636YFZ8 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 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., 0.24% Participating VRDN Series Putters 2479Z, (Liquidity Facility JPMorgan Chase Bank) 576000JJ3 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 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., 0.24% Participating VRDN ROC II R 12193, (Liquidity Facility Citibank NA) 576000JB0 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 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., 0.24% Participating VRDN Series Putters 3990, (Liquidity Facility JPMorgan Chase Bank) 46636YCF5 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 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., 0.25% Participating VRDN Series BA 08 3307, (Liquidity Facility Bank of America NA) 05248P3N3 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 Y BANK OF AMERICA NA N/A N/A N N 5000000.00 5000000.00 0.0009 N 5000000.00 5000000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.25% Participating VRDN Series MS 3228X, (Liquidity Facility Morgan Stanley Bank, West Val 576000KX0 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 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 St Wtr. Resources Auth. Massachusetts St Wtr. Resources Auth., 0.24% Participating VRDN Series Putters 3690, (Liquidity Facility JPMorgan Chase Bank) 46633VRT8 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 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, 0.22% Participating VRDN Series BBT 08 40, (Liquidity Facility Branch Banking & Trust Co.) 07330CNT2 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 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, 0.24% Participating VRDN Series Putters 3159, (Liquidity Facility JPMorgan Chase Bank) 46632PEK5 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 15490000.00 15490000.00 0.0027 N 15490000.00 15490000.00 Massachusetts Wtr. Poll. Abatement Trust Massachusetts Wtr. Poll. Abatement Trust, 0.25% Participating VRDN Series Clipper 06 11, (Liquidity Facility State Street Bank & Trust Co., Boston) 18886PPV1 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 Y STATE ST BK & TR CO BOSTON N/A N/A N N 23900000.00 23900000.00 0.0041 N 23900000.00 23900000.00 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.18% Series 2008 F, (Liquidity Facility Bank of Nova Scotia New York Branch) VRDN 5760494W7 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 Y BANK OF NOVA SCOTIA NY BRH N/A N/A N N 2800000.00 2800000.00 0.0005 N 2800000.00 2800000.00 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.20% Series 2002 D, LOC Landesbank Baden-Wuert VRDN 576049YL8 Variable Rate Demand Note First Tier Security 2013-05-01 2013-05-01 Y LANDESBANK BADEN-WUERT (GTD) N/A N/A Y LANDESBANK BADEN-WUERT (GTD) N/A N/A N 26400000.00 26400000.00 0.0046 N 26400000.00 26400000.00 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.22% Participating VRDN Series ROC II R 11968, (Liquidity Facility Citibank NA) 576051DR4 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 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., 0.22% Participating VRDN Series Solar 06 86, (Liquidity Facility U.S. Bank NA, Cincinnati) 27884FHL7 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 Y US BANK NA CINCINNATI OHIO N/A N/A N N 21820000.00 21820000.00 0.0038 N 21820000.00 21820000.00 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.22% Participating VRDN Series EGL 06 0054, (Liquidity Facility Citibank NA) 576049S35 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 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., 0.22% Participating VRDN Series ROC II R 11914, (Liquidity Facility Citibank NA) 576051BT2 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 Y CITIBANK NA N/A N/A N N 7720000.00 7720000.00 0.0013 N 7720000.00 7720000.00 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.24% Participating VRDN Series Putters 2848, (Liquidity Facility JPMorgan Chase Bank) 5760494N7 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 19075000.00 19075000.00 0.0033 N 19075000.00 19075000.00 RBC Muni. Products, Inc. Trust RBC Muni. Products, Inc. Trust, 0.22% Participating VRDN Series RBC E 42, (Liquidity Facility Royal Bank of Canada) 74926YZA2 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 Y ROYAL BANK OF CANADA N/A N/A N N 23695000.00 23695000.00 0.0041 N 23695000.00 23695000.00 RBC Muni. Products, Inc. Trust RBC Muni. Products, Inc. Trust, 0.22% Participating VRDN Series RBC E 32, (Liquidity Facility Royal Bank of Canada) 74926YVU2 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 Y ROYAL BANK OF CANADA N/A N/A N N 103670000.00 103670000.00 0.0179 N 103670000.00 103670000.00 Puerto Rico Commonwealth Hwy. & Trans. Auth. Trans. Rev. Puerto Rico Commonwealth Hwy. & Trans. Auth. Trans. Rev., 0.21% Series 1998 A, LOC Bank of Nova Scotia New York Branch VRDN 745190Y77 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 Y BANK OF NOVA SCOTIA NY BRH N/A N/A Y BANK OF NOVA SCOTIA NY BRH N/A N/A N 8700000.00 8700000.00 0.0015 N 8700000.00 8700000.00 Puerto Rico Commonwealth Pub. Impt. Gen. Oblig. Puerto Rico Commonwealth Pub. Impt. Gen. Oblig., 0.23% Series 2003 C5-2, LOC Barclays Bank PLC NY Branch VRDN 74514LYU5 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 Y BARCLAYS BANK PLC NY BRANCH N/A N/A Y BARCLAYS BANK PLC NY BRANCH N/A N/A N 46410000.00 46410000.00 0.0080 N 46410000.00 46410000.00 Dutchess County Indl. Dev. Agcy. Civic Facility Rev. Dutchess County Indl. Dev. Agcy. Civic Facility Rev., 0.32% (Lutheran Ctr. at Poughkeepsie, Inc. Proj.) LOC KeyBank NA VRDN 267041FK2 Variable Rate Demand Note Second Tier Security 2013-05-07 2013-05-07 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., 0.24% Series 2003 L, LOC Bank of America NA VRDN 64986BBD0 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 31030000.00 31030000.00 0.0054 N 31030000.00 31030000.00 Ohio Air Quality Dev. Auth. Rev. Ohio Air Quality Dev. Auth. Rev., 0.29% (Cincinnati Gas & Elec. Co. Proj.) Series B VRDN 677525LX3 Variable Rate Demand Note Second Tier Security 2013-05-07 2013-05-07 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., 0.41% (Cincinnati Gas & Elec. Co. Proj.) Series A VRDN 677525LW5 Variable Rate Demand Note Second Tier Security 2013-05-07 2013-05-07 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., 0.40% (Pub. Svc. Elec. and Gas Co. Proj.) Series 2003 B1 VRDN 79410SBK1 Variable Rate Demand Note Second Tier Security 2013-05-07 2013-05-07 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., 0.42% (Pub. Svc. Elec. and Gas Co. Proj.) Series 2012 A VRDN 79410SBM7 Variable Rate Demand Note Second Tier Security 2013-05-07 2013-05-07 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., 0.36% (Maine Pub. Svc. Co. Proj.) Series 2000, LOC Bank of America NA VRDN 560488AC2 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 9000000.00 9000000.00 0.0016 N 9000000.00 9000000.00 Colorado Reg'l. Trans. District Sales Tax Rev. Colorado Reg'l. Trans. District Sales Tax Rev., 0.22% Participating VRDN Series MT 741, (Liquidity Facility Bank of America NA) 74703Y3L2 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 Y BANK OF AMERICA NA N/A N/A N N 7360000.00 7360000.00 0.0013 N 7360000.00 7360000.00 Clarksville Pub. Bldg. Auth. Rev. Clarksville Pub. Bldg. Auth. Rev., 0.25% (Tennessee Muni. Bond Fund Proj.) Series 2003, LOC Bank of America NA VRDN 182564AW4 Variable Rate Demand Note First Tier Security 2013-05-01 2013-05-01 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., 0.41% (Delmarva Pwr. & Lt. Co. Proj.) Series 1999 A VRDN 246387JQ8 Variable Rate Demand Note Second Tier Security 2013-05-07 2013-05-07 Y DELMARVA POWER & LIGHT N/A N/A N N 4400000.00 4400000.00 0.0008 N 4400000.00 4400000.00 Michigan City Ltd. Oblig. Rev. Michigan City Ltd. Oblig. Rev., 0.32% (Palatek Proj.) LOC Comerica Bank VRDN 594316AA9 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 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., 0.44% (Nucor Steel Decatur LLC Proj.) Series 2003 A VRDN 242846AA1 Variable Rate Demand Note Second Tier Security 2013-05-07 2013-05-07 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., 0.38% (Nucor Steel Louisiana LLC Proj.) Series 2010 B1 VRDN 790103AG0 Variable Rate Demand Note Second Tier Security 2013-05-07 2013-05-07 Y NUCOR CORP N/A N/A N N 1400000.00 1400000.00 0.0002 N 1400000.00 1400000.00 Saint James Parish Gen. Oblig. Saint James Parish Gen. Oblig., 0.40% (Nucor Steel Louisiana LLC Proj.) Series 2010 B1 VRDN 790103AH8 Variable Rate Demand Note Second Tier Security 2013-05-07 2013-05-07 Y NUCOR CORP N/A N/A N N 2000000.00 2000000.00 0.0003 N 2000000.00 2000000.00 Stanton County Indl. Dev. Rev. Stanton County Indl. Dev. Rev., 0.44% (Nucor Corp. Proj.) Series 1996 VRDN 854743AD3 Variable Rate Demand Note Second Tier Security 2013-05-07 2013-05-07 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., 0.27% (Waste Mgmt., Inc. Proj.) Series A, LOC JPMorgan Chase Bank VRDN 402231AX2 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 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 Oklahoma Dev. Fin. Auth. Continuing Care Retirement Cmnty. Rev. Oklahoma Dev. Fin. Auth. Continuing Care Retirement Cmnty. Rev., 0.41% (Inverness Village Proj.) Series 2007 A, LOC KBC Bank NV VRDN 67884WAA7 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 Y KBC BANK NV N/A N/A Y KBC BANK NV N/A N/A N 1500000.00 1500000.00 0.0003 N 1500000.00 1500000.00 Belmont Gen. Oblig. Belmont Gen. Oblig., 1.25% BAN 080401LZ3 Other Municipal Debt First Tier Security 2014-04-25 2014-04-25 N N N 12100000.00 12227698.76 0.0021 N 12228260.00 12228260.00 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 11754122.57 0.0020 N 11754230.00 11754230.00 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 8987674.20 0.0016 N 8983832.00 8983832.00 Boston Gen. Oblig. Boston Gen. Oblig., 4.00% Bonds Series 2013 A 100853RY8 Other Municipal Debt Unrated Security 2014-03-01 2014-03-01 N N N 7440000.00 7676263.96 0.0013 N 7674360.00 7674360.00 Boston Gen. Oblig. Boston Gen. Oblig., 5.00% Bonds Series 2004 A 1008526N7 Other Municipal Debt Unrated Security 2014-01-01 2014-01-01 N N N 1070000.00 1104277.94 0.0002 N 1104058.10 1104058.10 Boston Gen. Oblig. Boston Gen. Oblig., 5.00% Bonds Series 2011 A 100853MP2 Other Municipal Debt Unrated Security 2014-04-01 2014-04-01 N N N 1455000.00 1518801.75 0.0003 N 1518801.75 1518801.75 Boston Gen. Oblig. Boston Gen. Oblig., 5.00% Bonds Series 2009 A 100853FG0 Other Municipal Debt Unrated Security 2014-04-01 2014-04-01 N N N 1500000.00 1566101.33 0.0003 N 1565640.00 1565640.00 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 5035088.04 0.0009 N 5035247.84 5035247.84 Fairhaven Gen. Oblig. Fairhaven Gen. Oblig., 1.50% BAN 304855QP7 Other Municipal Debt First Tier Security 2013-11-01 2013-11-01 N N N 4214000.00 4241393.99 0.0007 N 4241348.86 4241348.86 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 20934825.14 0.0036 N 20940816.00 20940816.00 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 22369098.84 0.0039 N 22370691.00 22370691.00 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 12660683.48 0.0022 N 12660988.56 12660988.56 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 2975047.68 0.0005 N 2975134.00 2975134.00 Littleton Gen. Oblig. Littleton Gen. Oblig., 1.25% BAN 537802QP8 Other Municipal Debt First Tier Security 2014-04-11 2014-04-11 N N N 5348907.00 5401327.76 0.0009 N 5401861.18 5401861.18 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 14953766.71 0.0026 N 14954689.23 14954689.23 Massachusetts Bay Trans. Auth. Massachusetts Bay Trans. Auth., 5.50% Bonds Series 1998 A 575567JR4 Other Municipal Debt Unrated Security 2014-03-01 2014-03-01 N N N 2000000.00 2088395.35 0.0004 N 2087620.00 2087620.00 Massachusetts Bay Trans. Auth. Sales Tax Rev. Massachusetts Bay Trans. Auth. Sales Tax Rev., 5.25% Bonds Series 2012 C 575579FW2 Other Municipal Debt Unrated Security 2013-07-01 2013-07-01 N N N 535000.00 539449.50 0.0001 N 539360.25 539360.25 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 6790382.45 0.0012 N 6789695.40 6789695.40 Massachusetts Dev. Fin. Agcy. Massachusetts Dev. Fin. Agcy., 0.15% Series 2001, LOC TD Banknorth, NA, CP 57563P9K1 Other Municipal Debt First Tier Security 2013-05-01 2013-05-01 N Y TD BANK NA WILMINGTON DE N/A N/A N 8326000.00 8326000.00 0.0014 N 8326000.00 8326000.00 Massachusetts Dev. Fin. Agcy. Electrical Utils. Rev. Massachusetts Dev. Fin. Agcy. Electrical Utils. Rev., 0.45% Bonds (Nantucket Elec. Co. Proj.) Series 2005, tender 05/23/2013, CP Mode 57584GAC2 Other Municipal Debt Second Tier Security 2013-05-23 2013-05-23 N N Y OBLIGOR NANTUCKET ELEC CO N/A N/A 3600000.00 3600000.00 0.0006 N 3599892.00 3599892.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.15% Series 2001, LOC JPMorgan Chase Bank, CP 08R99MEN3 Other Municipal Debt First Tier Security 2013-05-06 2013-05-06 N Y JPMORGAN CHASE BANK NA N/A N/A N 9950000.00 9950000.00 0.0017 N 9949900.50 9949900.50 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 0.0023 Y 13100000.00 13100000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.75% Bonds Series 2010 A 57582PUL2 Other Municipal Debt Unrated Security 2013-05-02 2014-02-01 N N N 3170000.00 3174197.80 0.0005 N 3173391.90 3173391.90 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 243700000.00 243968440.50 0.0421 N 243972944.00 243972944.00 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 8409546.09 0.0015 N 8408212.80 8408212.80 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 686915.87 0.0001 N 687528.00 687528.00 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 3385000.00 3395848.10 0.0006 N 3395290.40 3395290.40 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 27705000.00 27973800.45 0.0048 N 27963487.65 27963487.65 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 1523856.96 0.0003 N 1523535.00 1523535.00 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 7900000.00 8101737.99 0.0014 N 8098764.00 8098764.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.25% Bonds Series 2004 A 57582NTY1 Other Municipal Debt Unrated Security 2013-08-01 2013-08-01 N N N 4500000.00 4557163.47 0.0008 N 4555710.00 4555710.00 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 8160000.00 8376020.67 0.0014 N 8374444.80 8374444.80 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 1460000.00 1501829.51 0.0003 N 1501975.00 1501975.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.13% Series EE, CP 00N992MP4 Other Municipal Debt First Tier Security 2013-05-01 2013-05-01 N N Y OBLIGOR PRESIDENT & FELLOWS HARVARD CO N/A N/A 42803000.00 42803000.00 0.0074 N 42803000.00 42803000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.13% Series EE, CP 00N992MT6 Other Municipal Debt First Tier Security 2013-05-02 2013-05-02 N N Y OBLIGOR PRESIDENT & FELLOWS HARVARD CO N/A N/A 38304000.00 38304000.00 0.0066 N 38304000.00 38304000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.13% Series EE, CP 00N992MS8 Other Municipal Debt First Tier Security 2013-05-02 2013-05-02 N N Y OBLIGOR PRESIDENT & FELLOWS HARVARD CO N/A N/A 5000000.00 5000000.00 0.0009 N 5000000.00 5000000.00 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 0.0105 N 61036000.00 61036000.00 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 0.0027 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 0.0034 N 19789010.50 19789010.50 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.15% Series EE, CP 00N992MQ2 Other Municipal Debt First Tier Security 2013-05-01 2013-05-01 N N Y OBLIGOR PRESIDENT & FELLOWS HARVARD CO N/A N/A 29800000.00 29800000.00 0.0051 N 29800000.00 29800000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.15% Series EE, CP 00N992MR0 Other Municipal Debt First Tier Security 2013-05-06 2013-05-06 N N Y OBLIGOR PRESIDENT & FELLOWS HARVARD CO N/A N/A 8500000.00 8500000.00 0.0015 N 8499915.00 8499915.00 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 0.0035 N 19999000.00 19999000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.16% Bonds (Partners HealthCare Sys., Inc. Proj.) Series 2008 H2, tender 08/01/2013, CP Mode 57586CW27 Other Municipal Debt First Tier Security 2013-08-01 2013-08-01 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 19790000.00 19790000.00 0.0034 N 19790000.00 19790000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.16% Bonds (Partners HealthCare Sys., Inc. Proj.) Series 2008 H2, tender 08/02/2013, CP Mode 57586CW27 Other Municipal Debt First Tier Security 2013-08-02 2013-08-02 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 14040000.00 14040000.00 0.0024 N 14040000.00 14040000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.16% Bonds (Partners HealthCare Sys., Inc. Proj.) Series 2008 H1, tender 08/06/2013, CP Mode 57586CV93 Other Municipal Debt First Tier Security 2013-08-06 2013-08-06 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 12500000.00 12500000.00 0.0022 N 12500000.00 12500000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.16% Bonds (Partners HealthCare Sys., Inc. Proj.) Series 2008 H1, tender 08/07/2013, CP Mode 57586CV93 Other Municipal Debt First Tier Security 2013-08-07 2013-08-07 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 15100000.00 15100000.00 0.0026 N 15100000.00 15100000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.16% Bonds (Partners HealthCare Sys., Inc. Proj.) Series 2008 H1, tender 09/05/2013, CP Mode 57586CV93 Other Municipal Debt First Tier Security 2013-09-05 2013-09-05 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 16400000.00 16400000.00 0.0028 N 16400000.00 16400000.00 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 7020000.00 7020000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 3.00% Bonds Series 2010 A 57586EPY1 Other Municipal Debt First Tier Security 2013-12-15 2013-12-15 N N Y OBLIGOR PRESIDENT & FELLOWS HARVARD CO N/A N/A 1000000.00 1017608.19 0.0002 N 1017430.00 1017430.00 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 1800000.00 1814278.63 0.0003 N 1813950.00 1813950.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 5.00% Bonds Series G 57586CYM1 Other Municipal Debt Unrated Security 2013-07-01 2013-07-01 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 100000.00 100755.48 0.0000 N 100768.00 100768.00 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 1059541.05 0.0002 N 1059760.00 1059760.00 Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev. Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev., 0.40% Bonds (New England Pwr. Co. Proj.) Series 1993 B, tender 05/15/2013, CP Mode 575856BG3 Other Municipal Debt Second Tier Security 2013-05-15 2013-05-15 N N Y OBLIGOR NEW ENGLAND POWER CO N/A N/A 2750000.00 2750000.00 0.0005 N 2749917.50 2749917.50 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 05/16/2013, CP Mode 575856BE8 Other Municipal Debt Second Tier Security 2013-05-16 2013-05-16 N N Y OBLIGOR NEW ENGLAND POWER CO N/A N/A 9060000.00 9060000.00 0.0016 N 9059818.80 9059818.80 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 05/23/2013, CP Mode 575856BF5 Other Municipal Debt Second Tier Security 2013-05-23 2013-05-23 N N Y OBLIGOR NEW ENGLAND POWER CO N/A N/A 300000.00 300000.00 0.0001 N 299991.00 299991.00 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 05/29/2013, CP Mode 575856BG3 Other Municipal Debt Second Tier Security 2013-05-29 2013-05-29 N N Y OBLIGOR NEW ENGLAND POWER CO N/A N/A 1350000.00 1350000.00 0.0002 N 1350000.00 1350000.00 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 5400000.00 5441754.21 0.0009 N 5440014.00 5440014.00 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 1511724.87 0.0003 N 1511325.00 1511325.00 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 1007839.09 0.0002 N 1007550.00 1007550.00 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 999980.00 999980.00 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 3999920.00 3999920.00 Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 0.16% Series 2012 B, LOC TD Banknorth, NA, CP 57599LFN5 Other Municipal Debt First Tier Security 2013-07-11 2013-07-11 N Y TD BANK NA WILMINGTON DE N/A N/A N 40000000.00 40000000.00 0.0069 N 39998400.00 39998400.00 Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 0.17% Series 2012 B, LOC TD Banknorth, NA, CP 57599LFP0 Other Municipal Debt First Tier Security 2013-08-08 2013-08-08 N Y TD BANK NA WILMINGTON DE N/A N/A N 40000000.00 40000000.00 0.0069 N 40000000.00 40000000.00 Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 0.17% Series 2012 A, LOC TD Banknorth, NA, CP 57599LFQ8 Other Municipal Debt First Tier Security 2013-09-12 2013-09-12 N Y TD BANK NA WILMINGTON DE N/A N/A N 15000000.00 15000000.00 0.0026 N 15000000.00 15000000.00 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 14800000.00 14800000.00 0.0026 Y 14800000.00 14800000.00 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 7776614.32 0.0013 N 7775715.70 7775715.70 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 4125000.00 4182235.41 0.0007 N 4181265.00 4181265.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 5.00% Bonds Series 2007 A 576000NX7 Other Municipal Debt Unrated Security 2013-08-15 2013-08-15 N N N 2500000.00 2534867.32 0.0004 N 2534100.00 2534100.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 5.00% Bonds Series 2007 A, (Escrowed to Maturity) 576000NU3 Other Municipal Debt Unrated Security 2013-08-15 2013-08-15 N N N 1450000.00 1470223.05 0.0003 N 1469865.00 1469865.00 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 11550000.00 11618417.96 0.0020 N 11615488.50 11615488.50 Massachusetts Spl. Oblig. Rev. Massachusetts Spl. Oblig. Rev., 5.00% Bonds Series 2010 A 576004GR0 Other Municipal Debt Unrated Security 2013-12-15 2013-12-15 N N Y OBLIGOR MASSACHUSETTS ST FED HWY N/A N/A 500000.00 514905.81 0.0001 N 514845.00 514845.00 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 3375000.00 3474324.97 0.0006 N 3475203.75 3475203.75 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 3375102.66 0.0006 N 3374212.80 3374212.80 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 05/08/2013, CP Mode 57584TAA8 Other Municipal Debt Second Tier Security 2013-05-08 2013-05-08 N N Y OBLIGOR NANTUCKET ELEC CO N/A N/A 12200000.00 12200000.00 0.0021 N 12199756.00 12199756.00 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 05/13/2013, CP Mode 57584LAB3 Other Municipal Debt Second Tier Security 2013-05-13 2013-05-13 N N Y OBLIGOR MASS ELECTRIC CO N/A N/A 200000.00 200000.00 0.0000 N 199994.00 199994.00 Massachusetts Wtr. Poll. Abatement Trust Massachusetts Wtr. Poll. Abatement Trust, 3.00% Bonds Series 14 57604PV76 Other Municipal Debt Unrated Security 2013-08-01 2013-08-01 N N N 500000.00 503431.80 0.0001 N 503455.00 503455.00 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 659357.25 0.0001 N 659526.05 659526.05 Massachusetts Wtr. Poll. Abatement Trust Massachusetts Wtr. Poll. Abatement Trust, 4.00% Bonds Series 2010 A 57604P3W2 Other Municipal Debt Unrated Security 2013-08-01 2013-08-01 N N N 1900000.00 1918197.93 0.0003 N 1917765.00 1917765.00 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 278276.43 0.0000 N 278245.00 278245.00 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.17% Series 1999, LOC State Street Bank & Trust Co., Boston, CP 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 0.0040 N 22998620.00 22998620.00 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 0.0027 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 8977607.02 0.0016 N 8977596.18 8977596.18 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 3302266.99 0.0006 N 3302292.16 3302292.16 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 5019058.43 0.0009 N 5019167.84 5019167.84 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 3826538.82 0.0007 N 3827778.00 3827778.00 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 4029430.27 0.0007 N 4029240.00 4029240.00 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 18713324.70 0.0032 N 18713277.15 18713277.15 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 25895653.25 0.0045 N 25896605.00 25896605.00 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 8413533.94 0.0015 N 8413653.94 8413653.94 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 13260342.04 0.0023 N 13260147.99 13260147.99 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 8006239.01 0.0014 N 8006320.00 8006320.00 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 1024936.19 0.0002 N 1024790.00 1024790.00 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 9515805.40 0.0016 N 9515865.00 9515865.00 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 3004388.79 0.0005 N 3004410.00 3004410.00 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 12183886.08 0.0021 N 12183977.40 12183977.40 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 16581495.86 0.0029 N 16585965.00 16585965.00 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 5023681.04 0.0009 N 5026050.00 5026050.00 Westfield Gen. Oblig. Westfield Gen. Oblig., 1.50% BAN 960096L94 Other Municipal Debt First Tier Security 2014-04-11 2014-04-11 N N N 7667000.00 7759506.36 0.0013 N 7760920.75 7760920.75 Winchester Gen. Oblig. Winchester Gen. Oblig., 0.75% BAN 973024ZZ8 Other Municipal Debt Unrated Security 2013-07-02 2013-07-02 N N N 2308000.00 2310267.03 0.0004 N 2310238.76 2310238.76 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 13344157.54 0.0023 N 13344508.80 13344508.80 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 6240270.07 0.0011 N 6240249.60 6240249.60 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 4508631.24 0.0008 N 4508626.24 4508626.24 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 2850774.28 0.0005 N 2849761.50 2849761.50 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 2013-05-07 2013-05-07 N N N 959115000.00 959115000.00 0.1656 N 959115000.00 959115000.00