N-MFP LIVE N 2013-05-31 0000357057 S000007113 3 N N 002-75537 FIDELITY MANAGEMENT & RESEARCH COMPANY (FMR) 801-07884 FIDELITY INVESTMENTS MONEY MANAGEMENT, INC. 801-34590 FIDELITY MANAGEMENT & RESEARCH (U.K.), INC. 801-28773 FIDELITY MANAGEMENT & RESEARCH (HONG KONG) LIMITED 801-69507 FIDELITY MANAGEMENT & RESEARCH (JAPAN) INC 801-69571 DELOITTE & TOUCHE LLP Boston MA None CITIBANK, N.A. 0000840464 085-10232 FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. 0000862124 084-01839 N N N Single State Fund 23 25 868474238.09 10359154.59 1327381.01 877506011.67 0.0014 1.0010 2013-05-31 1.0010 2013-05-31 C000019442 25000.00 264016342.65 1.00 485336.94 7563533.97 7078197.03 0.0001 1.0013 2013-05-31 1.0013 2013-05-31 C000047913 1000000.00 613295066.87 1.00 -55957296.42 4444070.17 60401366.59 0.0001 1.0009 2013-05-31 1.0009 2013-05-31 C000047914 1000000.00 194602.15 1.00 1.60 1.60 0.00 0.0001 1.0009 2013-05-31 1.0009 2013-05-31 Massachusetts Bay Trans. Auth. Sales Tax Rev. Massachusetts Bay Trans. Auth. Sales Tax Rev., 0.12% Series 2008 A1, (Liquidity Facility JPMorgan Chase Bank) VRDN 575579TJ6 Variable Rate Demand Note First Tier Security 2013-06-07 2013-06-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 8010000.00 8010000.00 0.0091 N 8010000.00 8010000.00 Massachusetts Bay Trans. Auth. Sales Tax Rev. Massachusetts Bay Trans. Auth. Sales Tax Rev., 0.15% Participating VRDN Series Clipper 07 18, (Liquidity Facility State Street Bank & Trust Co., Bosto 18886PUV5 Variable Rate Demand Note First Tier Security 2013-06-07 2013-06-07 Y STATE ST BK & TR CO BOSTON N/A N/A N N 52100000.00 52100000.00 0.0594 N 52100000.00 52100000.00 Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev. Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev., 0.11% Series 2010 A2, LOC Wells Fargo Bank NA VRDN 57563CBG6 Variable Rate Demand Note First Tier Security 2013-06-07 2013-06-07 Y WELLS FARGO BK NATL ASSN N/A N/A Y WELLS FARGO BK NATL ASSN N/A N/A N 8100000.00 8100000.00 0.0092 N 8100000.00 8100000.00 Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev. Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev., 0.12% Series 2010 A3, LOC Bank of America NA VRDN 57563CAC6 Variable Rate Demand Note First Tier Security 2013-06-07 2013-06-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 11500000.00 11500000.00 0.0131 N 11500000.00 11500000.00 Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev. Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev., 0.18% Series 2010 A1, LOC Citibank NA VRDN 57563CBF8 Variable Rate Demand Note First Tier Security 2013-06-07 2013-06-07 Y CITIBANK NA N/A N/A Y CITIBANK NA N/A N/A N 17150000.00 17150000.00 0.0195 N 17150000.00 17150000.00 Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev. Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev., 0.12% (Tammy Brook Apts. Proj.) Series 2009, LOC Freddie Mac VRDN 57583XBN1 Variable Rate Demand Note First Tier Security 2013-06-07 2013-06-07 Y FREDDIE MAC N/A N/A Y FREDDIE MAC N/A N/A N 3560000.00 3560000.00 0.0041 N 3560000.00 3560000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.08% (Olin College Proj.) Series 2008 C2, LOC RBS Citizens NA VRDN 57583RZF5 Variable Rate Demand Note First Tier Security 2013-06-03 2013-06-03 Y RBS CITIZENS NA N/A N/A Y RBS CITIZENS NA N/A N/A N 3700000.00 3700000.00 0.0042 N 3700000.00 3700000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.08% (Olin College Proj.) Series 2008 C3, LOC RBS Citizens NA VRDN 57583RZG3 Variable Rate Demand Note First Tier Security 2013-06-03 2013-06-03 Y RBS CITIZENS NA N/A N/A Y RBS CITIZENS NA N/A N/A N 1935000.00 1935000.00 0.0022 N 1935000.00 1935000.00 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 2013-06-07 2013-06-07 Y NORTHERN TRUST CO CHICAGO N/A N/A Y NORTHERN TRUST CO CHICAGO N/A N/A N 4000000.00 4000000.00 0.0046 N 4000000.00 4000000.00 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 2013-06-07 2013-06-07 Y FEDERAL HOME LN BK OF BOSTON N/A N/A Y FEDERAL HOME LN BK OF BOSTON N/A N/A N 3000000.00 3000000.00 0.0034 N 3000000.00 3000000.00 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 2013-06-07 2013-06-07 Y FEDERAL HOME LN BK OF BOSTON N/A N/A Y FEDERAL HOME LN BK OF BOSTON N/A N/A N 29775000.00 29775000.00 0.0339 N 29775000.00 29775000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.11% (Worcester Polytechnic Institute Proj.) Series 2008 A, LOC TD Banknorth, NA VRDN 57583RTX3 Variable Rate Demand Note First Tier Security 2013-06-07 2013-06-07 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 24410000.00 24410000.00 0.0278 N 24410000.00 24410000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.11% (Smith College Proj.) Series 2007, (Liquidity Facility TD Banknorth, NA) VRDN 57583R2R5 Variable Rate Demand Note First Tier Security 2013-06-07 2013-06-07 Y SMITH COLLEGE, MA N/A N/A N N 11760000.00 11760000.00 0.0134 N 11760000.00 11760000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.12% (YMCA of Greater Worcester Proj.) Series 2006, LOC TD Banknorth, NA VRDN 57583RGP4 Variable Rate Demand Note First Tier Security 2013-06-07 2013-06-07 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 1940000.00 1940000.00 0.0022 N 1940000.00 1940000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.12% (Briarwood Retirement Cmnty. Proj.) Series 2004 A, LOC Manufacturers & Traders Trust Co. VRDN 57583F5P2 Variable Rate Demand Note First Tier Security 2013-06-07 2013-06-07 Y MANUFACTURERS & TRADERS TR CO N/A N/A Y MANUFACTURERS & TRADERS TR CO N/A N/A N 3700000.00 3700000.00 0.0042 N 3700000.00 3700000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.12% (Williston Northampton School Proj.) Series 2010, LOC TD Banknorth, NA VRDN 57583RZ40 Variable Rate Demand Note First Tier Security 2013-06-07 2013-06-07 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 1560000.00 1560000.00 0.0018 N 1560000.00 1560000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.12% (Governor Dummer Academy Issues Proj.) Series 2006, LOC TD Banknorth, NA VRDN 57583RGN9 Variable Rate Demand Note First Tier Security 2013-06-07 2013-06-07 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 4900000.00 4900000.00 0.0056 N 4900000.00 4900000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.13% (Simmons College Proj.) Series G, LOC JPMorgan Chase Bank VRDN 57583RUV5 Variable Rate Demand Note First Tier Security 2013-06-07 2013-06-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 5400000.00 5400000.00 0.0062 N 5400000.00 5400000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.14% (New England Deaconess Assoc. Proj.) Series 2011 B, LOC Manufacturers & Traders Trust Co. VRDN 57583ULM8 Variable Rate Demand Note First Tier Security 2013-06-07 2013-06-07 Y MANUFACTURERS & TRADERS TR CO N/A N/A Y MANUFACTURERS & TRADERS TR CO N/A N/A N 4400000.00 4400000.00 0.0050 N 4400000.00 4400000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.18% (Int'l. Fund For Animal Welfare, Inc. Proj.) Series 2006, LOC Bank of America NA VRDN 57583RGU3 Variable Rate Demand Note First Tier Security 2013-06-03 2013-06-03 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 12175000.00 12175000.00 0.0139 N 12175000.00 12175000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.18% (Judge Rotenburg Ctr. Proj.) Series 2003, LOC Bank of America NA VRDN 57583FQ87 Variable Rate Demand Note First Tier Security 2013-06-07 2013-06-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 1400000.00 1400000.00 0.0016 N 1400000.00 1400000.00 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 2013-06-07 2013-06-07 Y STATE ST BK & TR CO BOSTON N/A N/A N N 750000.00 750000.00 0.0009 N 750000.00 750000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.12% Participating VRDN Series Clipper 07 39, (Liquidity Facility State Street Bank & Trust Co., Boston) 18886PA39 Variable Rate Demand Note First Tier Security 2013-06-07 2013-06-07 Y STATE ST BK & TR CO BOSTON N/A N/A N N 28900000.00 28900000.00 0.0329 N 28900000.00 28900000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.14% Participating VRDN Series Putters 3699, (Liquidity Facility JPMorgan Chase Bank) 46633VSJ9 Variable Rate Demand Note First Tier Security 2013-06-07 2013-06-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 4800000.00 4800000.00 0.0055 N 4800000.00 4800000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.14% Participating VRDN Series Putters 3898, (Liquidity Facility JPMorgan Chase Bank) 46633VV55 Variable Rate Demand Note First Tier Security 2013-06-07 2013-06-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 3500000.00 3500000.00 0.0040 N 3500000.00 3500000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.15% Participating VRDN Series Clipper 07 06, (Liquidity Facility State Street Bank & Trust Co., Boston) 18886PRV9 Variable Rate Demand Note First Tier Security 2013-06-07 2013-06-07 Y STATE ST BK & TR CO BOSTON N/A N/A N N 17900000.00 17900000.00 0.0204 N 17900000.00 17900000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.03% (Harvard Univ. Proj.) Series R VRDN 57585KGP7 Variable Rate Demand Note First Tier Security 2013-06-03 2013-06-03 Y PRESIDENT & FELLOWS HARVARD CO N/A N/A N N 2050000.00 2050000.00 0.0023 N 2050000.00 2050000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.04% (Wellesley College Proj.) Series I VRDN 57586CP25 Variable Rate Demand Note First Tier Security 2013-06-03 2013-06-03 Y WELLESLEY COLLEGE, MA N/A N/A N N 13500000.00 13500000.00 0.0154 N 13500000.00 13500000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.04% (Partners HealthCare Sys., Inc. Proj.) Series D6 VRDN 57585K3Q9 Variable Rate Demand Note First Tier Security 2013-06-03 2013-06-03 Y PARTNERS HEALTHCARE SYS INC N/A N/A N N 785000.00 785000.00 0.0009 N 785000.00 785000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.06% (Baystate Med. Ctr. Proj.) Series 2005 G, LOC Wells Fargo Bank NA VRDN 57586CNH4 Variable Rate Demand Note First Tier Security 2013-06-03 2013-06-03 Y WELLS FARGO BK NATL ASSN N/A N/A Y WELLS FARGO BK NATL ASSN N/A N/A N 6760000.00 6760000.00 0.0077 N 6760000.00 6760000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.08% (Baystate Health Sys. Proj.) Series 2009 J2, LOC JPMorgan Chase Bank VRDN 57586EKB6 Variable Rate Demand Note First Tier Security 2013-06-03 2013-06-03 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 660000.00 660000.00 0.0008 N 660000.00 660000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.09% (Dana-Farber Cancer Institute Proj.) Series 2008 L1, LOC JPMorgan Chase Bank VRDN 57586CY90 Variable Rate Demand Note First Tier Security 2013-06-07 2013-06-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 450000.00 450000.00 0.0005 N 450000.00 450000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.10% (Henry Heywood Memorial Hosp. Proj.) Series 2008 C, LOC TD Banknorth, NA VRDN 57586C7E9 Variable Rate Demand Note First Tier Security 2013-06-03 2013-06-03 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 2900000.00 2900000.00 0.0033 N 2900000.00 2900000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.10% (Massachusetts Institute of Technology Proj.) Series 2001 J2 VRDN 57585KSV1 Variable Rate Demand Note First Tier Security 2013-06-07 2013-06-07 Y MASSACHUSETTS INST TECH, MA N/A N/A N N 2200000.00 2200000.00 0.0025 N 2200000.00 2200000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.10% (Children's Hosp. Proj.) Series 2010 N2, LOC TD Banknorth, NA VRDN 57586EUK5 Variable Rate Demand Note First Tier Security 2013-06-07 2013-06-07 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 1300000.00 1300000.00 0.0015 N 1300000.00 1300000.00 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 2013-06-07 2013-06-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 7200000.00 7200000.00 0.0082 N 7200000.00 7200000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.11% (Bentley College Proj.) Series K, LOC JPMorgan Chase Bank VRDN 57585KLH9 Variable Rate Demand Note First Tier Security 2013-06-07 2013-06-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 2200000.00 2200000.00 0.0025 N 2200000.00 2200000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.11% (Harvard Vanguard Med. Associates Proj.) Series 2004, LOC TD Banknorth, NA VRDN 57586CCZ6 Variable Rate Demand Note First Tier Security 2013-06-07 2013-06-07 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 28180000.00 28180000.00 0.0321 N 28180000.00 28180000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.11% (Children's Hosp. Proj.) Series 2010 N3, LOC JPMorgan Chase Bank VRDN 57586EUL3 Variable Rate Demand Note First Tier Security 2013-06-07 2013-06-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 3400000.00 3400000.00 0.0039 N 3400000.00 3400000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.12% Participating VRDN Series BBT 08 54, (Liquidity Facility Branch Banking & Trust Co.) 07330CQY8 Variable Rate Demand Note First Tier Security 2013-06-07 2013-06-07 Y BRANCH BANKING AND TRUST CO N/A N/A N N 6300000.00 6300000.00 0.0072 N 6300000.00 6300000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.13% Participating VRDN Series BC 10 20W, (Liquidity Facility Barclays Bank PLC) 06740GFN1 Variable Rate Demand Note First Tier Security 2013-06-07 2013-06-07 Y BARCLAYS BANK PLC N/A N/A N N 2550000.00 2550000.00 0.0029 N 2550000.00 2550000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.14% Participating VRDN Series Putters 3530, (Liquidity Facility JPMorgan Chase Bank) 46633VBR9 Variable Rate Demand Note First Tier Security 2013-06-07 2013-06-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 11495000.00 11495000.00 0.0131 N 11495000.00 11495000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.14% Participating VRDN Series BA 08 1056, (Liquidity Facility Bank of America NA) 05248PSU0 Variable Rate Demand Note First Tier Security 2013-06-07 2013-06-07 Y BANK OF AMERICA NA N/A N/A N N 3310000.00 3310000.00 0.0038 N 3310000.00 3310000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.14% Participating VRDN Series Putters 3529, (Liquidity Facility JPMorgan Chase Bank) 46633VBP3 Variable Rate Demand Note First Tier Security 2013-06-07 2013-06-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 10000000.00 10000000.00 0.0114 N 10000000.00 10000000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.14% Participating VRDN Series BA 08 3503, (Liquidity Facility Bank of America NA) 05248PV93 Variable Rate Demand Note First Tier Security 2013-06-07 2013-06-07 Y BANK OF AMERICA NA N/A N/A N N 5550000.00 5550000.00 0.0063 N 5550000.00 5550000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.14% Participating VRDN Series Putters 3163, (Liquidity Facility JPMorgan Chase Bank) 46632PET6 Variable Rate Demand Note First Tier Security 2013-06-07 2013-06-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 5655000.00 5655000.00 0.0064 N 5655000.00 5655000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.14% Participating VRDN Series Putters 3650, (Liquidity Facility JPMorgan Chase Bank) 46633VNX3 Variable Rate Demand Note First Tier Security 2013-06-07 2013-06-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 3200000.00 3200000.00 0.0036 N 3200000.00 3200000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.15% (Northeast Hosp. Corp. Proj.) Series 2004 G, LOC JPMorgan Chase Bank VRDN 57586CDV4 Variable Rate Demand Note First Tier Security 2013-06-07 2013-06-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 9400000.00 9400000.00 0.0107 N 9400000.00 9400000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.20% (Fairview Extended Care Proj.) Series B, LOC Bank of America NA VRDN 57585JRR4 Variable Rate Demand Note First Tier Security 2013-06-07 2013-06-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 2400000.00 2400000.00 0.0027 N 2400000.00 2400000.00 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 2013-06-07 2013-06-07 Y BANK OF NEW YORK MELLON N/A N/A Y BANK OF NEW YORK MELLON N/A N/A N 2000000.00 2000000.00 0.0023 N 2000000.00 2000000.00 Massachusetts Indl. Fin. Agcy. Rev. Massachusetts Indl. Fin. Agcy. Rev., 0.12% (Society for the Prevention of Cruelty to Animals Proj.) Series 1997, LOC TD Banknorth, NA VRDN 575925GN6 Variable Rate Demand Note First Tier Security 2013-06-07 2013-06-07 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 4080000.00 4080000.00 0.0046 N 4080000.00 4080000.00 Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 0.12% Series 2008 A, LOC Bank of America NA VRDN 575896ET8 Variable Rate Demand Note First Tier Security 2013-06-07 2013-06-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 11300000.00 11300000.00 0.0129 N 11300000.00 11300000.00 Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 0.12% Participating VRDN Series Solar 06 108, (Liquidity Facility U.S. Bank NA, Cincinnati) 27884FKJ8 Variable Rate Demand Note First Tier Security 2013-06-07 2013-06-07 Y US BANK NA CINCINNATI OHIO N/A N/A N N 9300000.00 9300000.00 0.0106 N 9300000.00 9300000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.12% Participating VRDN Series EGL 07 0092, (Liquidity Facility Citibank NA) 576000GT4 Variable Rate Demand Note First Tier Security 2013-06-07 2013-06-07 Y CITIBANK NA N/A N/A N N 7700000.00 7700000.00 0.0088 N 7700000.00 7700000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.12% Participating VRDN Series EGL 07 0033, (Liquidity Facility Citibank NA) 576000FQ1 Variable Rate Demand Note First Tier Security 2013-06-07 2013-06-07 Y CITIBANK NA N/A N/A N N 16800000.00 16800000.00 0.0191 N 16800000.00 16800000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.12% Participating VRDN Series EGL 07 0067, (Liquidity Facility Citibank NA) 576000GM9 Variable Rate Demand Note First Tier Security 2013-06-07 2013-06-07 Y CITIBANK NA N/A N/A N N 19100000.00 19100000.00 0.0218 N 19100000.00 19100000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.14% Participating VRDN Series Putters 2857, (Liquidity Facility JPMorgan Chase Bank) 576000JT1 Variable Rate Demand Note First Tier Security 2013-06-07 2013-06-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 15545000.00 15545000.00 0.0177 N 15545000.00 15545000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.14% Participating VRDN Series Putters 2479Z, (Liquidity Facility JPMorgan Chase Bank) 576000JJ3 Variable Rate Demand Note First Tier Security 2013-06-07 2013-06-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 3500000.00 3500000.00 0.0040 N 3500000.00 3500000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.14% Participating VRDN Series Putters 3691, (Liquidity Facility JPMorgan Chase Bank) 46633VRV3 Variable Rate Demand Note First Tier Security 2013-06-07 2013-06-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 1425000.00 1425000.00 0.0016 N 1425000.00 1425000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.14% Participating VRDN Series Putters 1920, (Liquidity Facility JPMorgan Chase Bank) 576000GR8 Variable Rate Demand Note First Tier Security 2013-06-07 2013-06-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 7985000.00 7985000.00 0.0091 N 7985000.00 7985000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.14% Participating VRDN Series Putters 1052Z, (Liquidity Facility JPMorgan Chase Bank) 576000CP6 Variable Rate Demand Note First Tier Security 2013-06-07 2013-06-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 2995000.00 2995000.00 0.0034 N 2995000.00 2995000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.14% Participating VRDN ROC II R 12193, (Liquidity Facility Citibank NA) 576000JB0 Variable Rate Demand Note First Tier Security 2013-06-07 2013-06-07 Y CITIBANK NA N/A N/A N N 5115000.00 5115000.00 0.0058 N 5115000.00 5115000.00 Massachusetts Wtr. Poll. Abatement Trust Massachusetts Wtr. Poll. Abatement Trust, 0.12% Participating VRDN Series BBT 08 58, (Liquidity Facility Branch Banking & Trust Co.) 07330CTU3 Variable Rate Demand Note First Tier Security 2013-06-07 2013-06-07 Y BRANCH BANKING AND TRUST CO N/A N/A N N 12430000.00 12430000.00 0.0142 N 12430000.00 12430000.00 Massachusetts Wtr. Poll. Abatement Trust Massachusetts Wtr. Poll. Abatement Trust, 0.14% Participating VRDN Series Putters 2847, (Liquidity Facility JPMorgan Chase Bank) 57604PT20 Variable Rate Demand Note First Tier Security 2013-06-07 2013-06-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 4130000.00 4130000.00 0.0047 N 4130000.00 4130000.00 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.09% Series 2008 F, (Liquidity Facility Bank of Nova Scotia New York Branch) VRDN 5760494W7 Variable Rate Demand Note First Tier Security 2013-06-07 2013-06-07 Y BANK OF NOVA SCOTIA NY BRH N/A N/A N N 4900000.00 4900000.00 0.0056 N 4900000.00 4900000.00 RBC Muni. Products, Inc. Trust RBC Muni. Products, Inc. Trust, 0.12% Participating VRDN Series RBC E 42, (Liquidity Facility Royal Bank of Canada) 74926YZA2 Variable Rate Demand Note First Tier Security 2013-06-07 2013-06-07 Y ROYAL BANK OF CANADA N/A N/A N N 4600000.00 4600000.00 0.0052 N 4600000.00 4600000.00 RBC Muni. Products, Inc. Trust RBC Muni. Products, Inc. Trust, 0.12% Participating VRDN Series RBC E 32, (Liquidity Facility Royal Bank of Canada) 74926YVU2 Variable Rate Demand Note First Tier Security 2013-06-07 2013-06-07 Y ROYAL BANK OF CANADA N/A N/A N N 23300000.00 23300000.00 0.0266 N 23300000.00 23300000.00 Puerto Rico Commonwealth Hwy. & Trans. Auth. Trans. Rev. Puerto Rico Commonwealth Hwy. & Trans. Auth. Trans. Rev., 0.10% Series 1998 A, LOC Bank of Nova Scotia New York Branch VRDN 745190Y77 Variable Rate Demand Note First Tier Security 2013-06-07 2013-06-07 Y BANK OF NOVA SCOTIA NY BRH N/A N/A Y BANK OF NOVA SCOTIA NY BRH N/A N/A N 500000.00 500000.00 0.0006 N 500000.00 500000.00 Puerto Rico Commonwealth Pub. Impt. Gen. Oblig. Puerto Rico Commonwealth Pub. Impt. Gen. Oblig., 0.12% Series 2003 C5-2, LOC Barclays Bank PLC NY Branch VRDN 74514LYU5 Variable Rate Demand Note First Tier Security 2013-06-07 2013-06-07 Y BARCLAYS BANK PLC NY BRANCH N/A N/A Y BARCLAYS BANK PLC NY BRANCH N/A N/A N 4970000.00 4970000.00 0.0057 N 4970000.00 4970000.00 Salem County Poll. Cont. Fin. Auth. Rev. Salem County Poll. Cont. Fin. Auth. Rev., 0.29% (Pub. Svc. Elec. and Gas Co. Proj.) Series 2003 B1 VRDN 79410SBK1 Variable Rate Demand Note Second Tier Security 2013-06-07 2013-06-07 Y PUBLIC SERVICE ELEC & GAS CO N/A N/A N N 1300000.00 1300000.00 0.0015 N 1300000.00 1300000.00 Saint James Parish Gen. Oblig. Saint James Parish Gen. Oblig., 0.33% (Nucor Steel Louisiana LLC Proj.) Series 2010 B1 VRDN 790103AG0 Variable Rate Demand Note Second Tier Security 2013-06-07 2013-06-07 Y NUCOR CORP N/A N/A N N 1100000.00 1100000.00 0.0013 N 1100000.00 1100000.00 Ohio Air Quality Dev. Auth. Rev. Ohio Air Quality Dev. Auth. Rev., 0.22% (Cincinnati Gas & Elec. Co. Proj.) Series B VRDN 677525LX3 Variable Rate Demand Note Second Tier Security 2013-06-07 2013-06-07 Y CINCINNATI GAS & ELECT(DUKE OH N/A N/A N N 200000.00 200000.00 0.0002 N 200000.00 200000.00 Oklahoma Dev. Fin. Auth. Continuing Care Retirement Cmnty. Rev. Oklahoma Dev. Fin. Auth. Continuing Care Retirement Cmnty. Rev., 0.33% (Inverness Village Proj.) Series 2007 A, LOC KBC Bank NV VRDN 67884WAA7 Variable Rate Demand Note First Tier Security 2013-06-07 2013-06-07 Y KBC BANK NV N/A N/A Y KBC BANK NV N/A N/A N 200000.00 200000.00 0.0002 N 200000.00 200000.00 Dutchess County Indl. Dev. Agcy. Civic Facility Rev. Dutchess County Indl. Dev. Agcy. Civic Facility Rev., 0.23% (Lutheran Ctr. at Poughkeepsie, Inc. Proj.) LOC KeyBank NA VRDN 267041FK2 Variable Rate Demand Note Second Tier Security 2013-06-07 2013-06-07 Y KEYBANK NATL ASSN N/A N/A Y KEYBANK NATL ASSN N/A N/A N 100000.00 100000.00 0.0001 N 100000.00 100000.00 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 1900000.00 1918320.37 0.0022 N 1918145.00 1918145.00 Boston Gen. Oblig. Boston Gen. Oblig., 2.00% Bonds Series 2012 A 100853QC7 Other Municipal Debt Unrated Security 2013-08-01 2013-08-01 N N N 4180000.00 4192639.57 0.0048 N 4192122.00 4192122.00 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 1410000.00 1436693.04 0.0016 N 1435944.00 1435944.00 Burlington Gen. Oblig. Burlington Gen. Oblig., 1.25% BAN Series 2012 121835ZT2 Other Municipal Debt First Tier Security 2013-07-26 2013-07-26 N N N 3135000.00 3139850.64 0.0036 N 3139796.55 3139796.55 Canton Gen. Oblig. Canton Gen. Oblig., 1.25% BAN 138267XU8 Other Municipal Debt First Tier Security 2014-03-27 2014-03-27 N N N 2209800.00 2228209.94 0.0025 N 2228163.44 2228163.44 Framingham Gen. Oblig. Framingham Gen. Oblig., 1.25% BAN 351694W83 Other Municipal Debt First Tier Security 2013-12-13 2013-12-13 N N N 4009365.00 4031788.81 0.0046 N 4032619.32 4032619.32 Franklin Gen. Oblig. Franklin Gen. Oblig., 1.25% BAN 353838VR3 Other Municipal Debt First Tier Security 2013-08-16 2013-08-16 N N N 4700000.00 4710344.12 0.0054 N 4710481.00 4710481.00 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 1900000.00 1913285.07 0.0022 N 1913224.00 1913224.00 Hingham Gen. Oblig. Hingham Gen. Oblig., 1.00% BAN 433344TK4 Other Municipal Debt Unrated Security 2014-05-23 2014-05-23 N N N 5300000.00 5342297.49 0.0061 N 5342188.00 5342188.00 Massachusetts Bay Trans. Auth. Sales Tax Rev. Massachusetts Bay Trans. Auth. Sales Tax Rev., 5.00% Bonds Series 2006 B 575579MA2 Other Municipal Debt Unrated Security 2013-07-01 2013-07-01 N N N 1000000.00 1003929.88 0.0011 N 1003630.00 1003630.00 Massachusetts Commonwealth Trans. Fund Rev. Massachusetts Commonwealth Trans. Fund Rev., 0.19% Bonds Series WF 12 30 C, tender 10/24/2013, (Liquidity Facility Wells Fargo Bank NA) 94987KFC4 Other Municipal Debt First Tier Security 2013-10-24 2013-10-24 Y WELLS FARGO BK NATL ASSN N/A N/A N N 3000000.00 3000000.00 0.0034 Y 3000000.00 3000000.00 Massachusetts Dev. Fin. Agcy. Massachusetts Dev. Fin. Agcy., 0.20% Series 2001, LOC TD Banknorth, NA, CP 57563P9L9 Other Municipal Debt First Tier Security 2013-06-05 2013-06-05 N Y TD BANK NA WILMINGTON DE N/A N/A N 2069000.00 2069000.00 0.0024 N 2069020.69 2069020.69 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.18% Series 2001, LOC JPMorgan Chase Bank, CP 08R99MEQ6 Other Municipal Debt First Tier Security 2013-09-05 2013-09-05 N Y JPMORGAN CHASE BANK NA N/A N/A N 4397000.00 4397000.00 0.0050 N 4397000.00 4397000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 5.00% Bonds Series 2010 R1 57583R3S2 Other Municipal Debt Unrated Security 2013-07-01 2013-07-01 N N Y OBLIGOR BOSTON COLLEGE,MA N/A N/A 1000000.00 1003908.82 0.0011 N 1003610.00 1003610.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.10% Bonds Series 2012 D 57582PJ68 Other Municipal Debt Unrated Security 2013-06-06 2014-01-01 N N N 6900000.00 6899939.73 0.0079 N 6899379.00 6899379.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.27% Bonds Series Merlots 2008-C54, tender 06/12/2013, (Liquidity Facility Wells Fargo Bank NA) 57582PKE9 Other Municipal Debt First Tier Security 2013-06-12 2013-06-12 Y WELLS FARGO BK NATL ASSN N/A N/A N N 1900000.00 1900000.00 0.0022 Y 1900000.00 1900000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.65% Bonds Series 2010 A 57582PUL2 Other Municipal Debt Unrated Security 2013-06-06 2014-02-01 N N N 2000000.00 2001783.08 0.0023 N 2001400.00 2001400.00 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 2350000.00 2350000.00 0.0027 N 2350000.00 2350000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 4.00% Bonds Series 2008 A 57582PND8 Other Municipal Debt Unrated Security 2013-09-01 2013-09-01 N N N 500000.00 504606.97 0.0006 N 504560.00 504560.00 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 3625000.00 3705137.03 0.0042 N 3703155.00 3703155.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 6.00% Bonds Series 2001 D 57582PHP8 Other Municipal Debt Unrated Security 2013-11-01 2013-11-01 N N N 1000000.00 1024185.23 0.0012 N 1023580.00 1023580.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.13% Series EE, CP 00N992MY5 Other Municipal Debt First Tier Security 2013-08-06 2013-08-06 N N Y OBLIGOR PRESIDENT & FELLOWS HARVARD CO N/A N/A 2200000.00 2200000.00 0.0025 N 2200000.00 2200000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.14% Series EE, CP 00N992NA6 Other Municipal Debt First Tier Security 2013-08-08 2013-08-08 N N Y OBLIGOR PRESIDENT & FELLOWS HARVARD CO N/A N/A 1000000.00 1000000.00 0.0011 N 1000000.00 1000000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.15% Bonds (Partners HealthCare Sys., Inc. Proj.) Series 2008 H2, tender 07/05/2013, CP Mode 57586CW27 Other Municipal Debt First Tier Security 2013-07-05 2013-07-05 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 18000000.00 18000000.00 0.0205 N 17999820.00 17999820.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.15% Series EE, CP 00N992MX7 Other Municipal Debt First Tier Security 2013-08-07 2013-08-07 N N Y OBLIGOR PRESIDENT & FELLOWS HARVARD CO N/A N/A 4500000.00 4500000.00 0.0051 N 4500000.00 4500000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.15% Bonds (Partners HealthCare Sys. Proj.) Series 2008 H2, tender 09/04/2013, CP Mode 57586CW27 Other Municipal Debt First Tier Security 2013-09-04 2013-09-04 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 7020000.00 7020000.00 0.0080 N 7020000.00 7020000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.16% Series EE, CP 00N992MV1 Other Municipal Debt First Tier Security 2013-06-13 2013-06-13 N N Y OBLIGOR PRESIDENT & FELLOWS HARVARD CO N/A N/A 3200000.00 3200000.00 0.0036 N 3200000.00 3200000.00 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 2400000.00 2400000.00 0.0027 N 2400000.00 2400000.00 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 3600000.00 3600000.00 0.0041 N 3600000.00 3600000.00 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 1780000.00 1786862.89 0.0020 N 1786461.40 1786461.40 Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev. Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev., 0.40% Bonds (New England Pwr. Co. Proj.) Series 1993 A, tender 06/24/2013, CP Mode 575856BF5 Other Municipal Debt Second Tier Security 2013-06-24 2013-06-24 N N Y OBLIGOR NEW ENGLAND POWER CO N/A N/A 3600000.00 3600000.00 0.0041 N 3600036.00 3600036.00 Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev. Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev., 0.42% Bonds (New England Pwr. Co. Proj.) Series 1993 B, tender 06/28/2013, CP Mode 575856BG3 Other Municipal Debt Second Tier Security 2013-06-28 2013-06-28 N N Y OBLIGOR NEW ENGLAND POWER CO N/A N/A 500000.00 500000.00 0.0006 N 500010.00 500010.00 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 1003784.00 0.0011 N 1003530.00 1003530.00 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 4800000.00 4800000.00 0.0055 Y 4800000.00 4800000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 5.00% Bonds Series 2005 A 576000AR4 Other Municipal Debt Unrated Security 2013-08-15 2013-08-15 N N N 2290000.00 2312490.14 0.0026 N 2311640.50 2311640.50 Massachusetts Spl. Oblig. Rev. Massachusetts Spl. Oblig. Rev., 5.00% Bonds (Hwy. Grant Prog.) Series 2010 A 576004GQ2 Other Municipal Debt Unrated Security 2013-06-15 2013-06-15 N N Y OBLIGOR MASSACHUSETTS ST FED HWY N/A N/A 1370000.00 1372467.54 0.0016 N 1372123.50 1372123.50 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 750000.00 769144.15 0.0009 N 769057.50 769057.50 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 2000000.00 2051724.32 0.0023 N 2050820.00 2050820.00 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 06/14/2013, CP Mode 57584LAB3 Other Municipal Debt Second Tier Security 2013-06-14 2013-06-14 N N Y OBLIGOR MASS ELECTRIC CO N/A N/A 200000.00 200000.00 0.0002 N 200002.00 200002.00 Massachusetts Wtr. Poll. Abatement Trust Massachusetts Wtr. Poll. Abatement Trust, 5.00% Bonds Series 2013 A 57605ADW3 Other Municipal Debt Unrated Security 2014-02-01 2014-02-01 N N N 2205000.00 2275695.33 0.0026 N 2274744.15 2274744.15 Massachusetts Wtr. Poll. Abatement Trust Massachusetts Wtr. Poll. Abatement Trust, 5.25% Bonds Series 2004 A 57604PNS9 Other Municipal Debt Unrated Security 2013-08-01 2013-08-01 N N N 700000.00 705855.12 0.0008 N 705600.00 705600.00 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 3675000.00 3675000.00 0.0042 Y 3675000.00 3675000.00 Nantucket Gen. Oblig. Nantucket Gen. Oblig., 1.25% BAN 630191VN1 Other Municipal Debt First Tier Security 2014-06-06 2014-06-06 N N N 1000000.00 1010650.00 0.0012 N 1010770.00 1010770.00 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 4300000.00 4328949.16 0.0049 N 4328896.00 4328896.00 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 2100000.00 2102302.83 0.0024 N 2102247.00 2102247.00 Springfield Gen. Oblig. Springfield Gen. Oblig., 1.25% BAN 850752MN3 Other Municipal Debt First Tier Security 2014-02-14 2014-02-14 N N N 3200000.00 3219823.47 0.0037 N 3219776.00 3219776.00 Westborough Gen. Oblig. Westborough Gen. Oblig., 1.25% BAN 957144ZP6 Other Municipal Debt First Tier Security 2013-08-23 2013-08-23 N N N 2891539.00 2897960.92 0.0033 N 2898073.88 2898073.88 Westfield Gen. Oblig. Westfield Gen. Oblig., 1.25% BAN 960096L86 Other Municipal Debt First Tier Security 2013-10-25 2013-10-25 N N N 3200000.00 3213037.10 0.0037 N 3213600.00 3213600.00 Puerto Rico Hsg. Fin. Auth. Puerto Rico Hsg. Fin. Auth., 5.00% Bonds Series 2003, (Pre-Refunded to 12/1/2013 @ 100) 74526LDU4 Other Municipal Debt Unrated Security 2013-12-01 2013-12-01 N N N 1045000.00 1070182.74 0.0012 N 1069494.80 1069494.80 Fidelity Revere Str Trust Fidelity Tax-Free Cash Central Fund, 0.12% 31635A501 Investment Company First Tier Security 2013-06-07 2013-06-07 N N N 158540389.00 158540388.59 0.1807 N 158540388.59 158540388.59