N-MFP LIVE N 2013-07-31 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 27 29 851486013.72 13402492.95 7039369.81 857849136.86 0.0008 1.0011 2013-07-31 1.0011 2013-07-31 C000019442 25000.00 258892503.68 1.00 -1290796.07 8364750.46 9655546.53 0.0001 1.0014 2013-07-31 1.0014 2013-07-31 C000047913 1000000.00 598778878.56 1.00 -4528464.46 5741460.55 10269925.01 0.0001 1.0010 2013-07-31 1.0010 2013-07-31 C000047914 1000000.00 177754.62 1.00 1.51 1.51 0.00 0.0001 1.0010 2013-07-31 1.0010 2013-07-31 Massachusetts Bay Trans. Auth. Sales Tax Rev. Massachusetts Bay Trans. Auth. Sales Tax Rev., 0.06% Series 2008 A1, (Liquidity Facility JPMorgan Chase Bank) VRDN 575579TJ6 Variable Rate Demand Note First Tier Security 2013-08-07 2013-08-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 8000000.00 8000000.00 0.0093 N 8000000.00 8000000.00 Massachusetts Bay Trans. Auth. Sales Tax Rev. Massachusetts Bay Trans. Auth. Sales Tax Rev., 0.09% Participating VRDN Series Clipper 07 18, (Liquidity Facility State Street Bank & Trust Co., Bosto 18886PUV5 Variable Rate Demand Note First Tier Security 2013-08-07 2013-08-07 Y STATE ST BK & TR CO BOSTON N/A N/A N N 52100000.00 52100000.00 0.0607 N 52100000.00 52100000.00 Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev. Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev., 0.06% Series 2010 A3, LOC Bank of America NA VRDN 57563CAC6 Variable Rate Demand Note First Tier Security 2013-08-07 2013-08-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 11500000.00 11500000.00 0.0134 N 11500000.00 11500000.00 Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev. Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev., 0.11% Series 2010 A1, LOC Citibank NA VRDN 57563CBF8 Variable Rate Demand Note First Tier Security 2013-08-07 2013-08-07 Y CITIBANK NA N/A N/A Y CITIBANK NA N/A N/A N 17150000.00 17150000.00 0.0200 N 17150000.00 17150000.00 Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev. Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev., 0.06% (Tammy Brook Apts. Proj.) Series 2009, LOC Freddie Mac VRDN 57583XBN1 Variable Rate Demand Note First Tier Security 2013-08-07 2013-08-07 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., 0.03% (Worcester Polytechnic Institute Proj.) Series 2008 A, LOC TD Banknorth, NA VRDN 57583RTX3 Variable Rate Demand Note First Tier Security 2013-08-07 2013-08-07 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 0.0285 N 24410000.00 24410000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.04% (Babson College Proj.) Series 2008 A, LOC Fed. Home Ln. Bank of Boston VRDN 57583RL86 Variable Rate Demand Note First Tier Security 2013-08-07 2013-08-07 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 0.0347 N 29775000.00 29775000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.04% (Boston Univ. Proj.) Series U3, LOC Northern Trust Co. VRDN 57583RWG6 Variable Rate Demand Note First Tier Security 2013-08-07 2013-08-07 Y NORTHERN TRUST CO CHICAGO N/A N/A Y NORTHERN TRUST CO CHICAGO N/A N/A N 4000000.00 4000000.00 0.0047 N 4000000.00 4000000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.04% (Boston Univ. Proj.) Series U-5B, LOC Fed. Home Ln. Bank of Boston VRDN 57583RP58 Variable Rate Demand Note First Tier Security 2013-08-07 2013-08-07 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 0.0035 N 3000000.00 3000000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.04% (Smith College Proj.) Series 2007, (Liquidity Facility TD Banknorth, NA) VRDN 57583R2R5 Variable Rate Demand Note First Tier Security 2013-08-07 2013-08-07 Y SMITH COLLEGE, MA N/A N/A N N 11760000.00 11760000.00 0.0137 N 11760000.00 11760000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.05% (Simmons College Proj.) Series G, LOC JPMorgan Chase Bank VRDN 57583RUV5 Variable Rate Demand Note First Tier Security 2013-08-07 2013-08-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 5400000.00 5400000.00 0.0063 N 5400000.00 5400000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.05% (Governor Dummer Academy Issues Proj.) Series 2006, LOC TD Banknorth, NA VRDN 57583RGN9 Variable Rate Demand Note First Tier Security 2013-08-07 2013-08-07 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 0.0057 N 4900000.00 4900000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.05% (YMCA of Greater Worcester Proj.) Series 2006, LOC TD Banknorth, NA VRDN 57583RGP4 Variable Rate Demand Note First Tier Security 2013-08-07 2013-08-07 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 0.0023 N 1940000.00 1940000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.06% (Briarwood Retirement Cmnty. Proj.) Series 2004 A, LOC Manufacturers & Traders Trust Co. VRDN 57583F5P2 Variable Rate Demand Note First Tier Security 2013-08-07 2013-08-07 Y MANUFACTURERS & TRADERS TR CO N/A N/A Y MANUFACTURERS & TRADERS TR CO N/A N/A N 3700000.00 3700000.00 0.0043 N 3700000.00 3700000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.06% (Williston Northampton School Proj.) Series 2010, LOC TD Banknorth, NA VRDN 57583RZ40 Variable Rate Demand Note First Tier Security 2013-08-07 2013-08-07 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., 0.07% (Olin College Proj.) Series 2008 C2, LOC RBS Citizens NA VRDN 57583RZF5 Variable Rate Demand Note First Tier Security 2013-08-01 2013-08-01 Y RBS CITIZENS NA N/A N/A Y RBS CITIZENS NA N/A N/A N 3700000.00 3700000.00 0.0043 N 3700000.00 3700000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.07% (Olin College Proj.) Series 2008 C3, LOC RBS Citizens NA VRDN 57583RZG3 Variable Rate Demand Note First Tier Security 2013-08-01 2013-08-01 Y RBS CITIZENS NA N/A N/A Y RBS CITIZENS NA N/A N/A N 1935000.00 1935000.00 0.0023 N 1935000.00 1935000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.08% (New England Deaconess Assoc. Proj.) Series 2011 B, LOC Manufacturers & Traders Trust Co. VRDN 57583ULM8 Variable Rate Demand Note First Tier Security 2013-08-07 2013-08-07 Y MANUFACTURERS & TRADERS TR CO N/A N/A Y MANUFACTURERS & TRADERS TR CO N/A N/A N 4400000.00 4400000.00 0.0051 N 4400000.00 4400000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.13% (Judge Rotenburg Ctr. Proj.) Series 2003, LOC Bank of America NA VRDN 57583FQ87 Variable Rate Demand Note First Tier Security 2013-08-07 2013-08-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 1300000.00 1300000.00 0.0015 N 1300000.00 1300000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.06% Participating VRDN Series Clipper 07 39, (Liquidity Facility State Street Bank & Trust Co., Boston) 18886PA39 Variable Rate Demand Note First Tier Security 2013-08-07 2013-08-07 Y STATE ST BK & TR CO BOSTON N/A N/A N N 28900000.00 28900000.00 0.0337 N 28900000.00 28900000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.07% Participating VRDN Series Putters 3898, (Liquidity Facility JPMorgan Chase Bank) 46633VV55 Variable Rate Demand Note First Tier Security 2013-08-07 2013-08-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 3500000.00 3500000.00 0.0041 N 3500000.00 3500000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.08% Participating VRDN Series Putters 3699, (Liquidity Facility JPMorgan Chase Bank) 46633VSJ9 Variable Rate Demand Note First Tier Security 2013-08-07 2013-08-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 4800000.00 4800000.00 0.0056 N 4800000.00 4800000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.09% Participating VRDN Series Clipper 07 06, (Liquidity Facility State Street Bank & Trust Co., Boston) 18886PRV9 Variable Rate Demand Note First Tier Security 2013-08-07 2013-08-07 Y STATE ST BK & TR CO BOSTON N/A N/A N N 17900000.00 17900000.00 0.0209 N 17900000.00 17900000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.03% (Baystate Med. Ctr. Proj.) Series 2005 G, LOC Wells Fargo Bank NA VRDN 57586CNH4 Variable Rate Demand Note First Tier Security 2013-08-01 2013-08-01 Y WELLS FARGO BK NATL ASSN N/A N/A Y WELLS FARGO BK NATL ASSN N/A N/A N 6600000.00 6600000.00 0.0077 N 6600000.00 6600000.00 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 2013-08-01 2013-08-01 Y WELLESLEY COLLEGE, MA N/A N/A N N 13845000.00 13845000.00 0.0161 N 13845000.00 13845000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.04% (Children's Hosp. Proj.) Series 2010 N2, LOC TD Banknorth, NA VRDN 57586EUK5 Variable Rate Demand Note First Tier Security 2013-08-07 2013-08-07 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., 0.04% (Massachusetts Institute of Technology Proj.) Series 2001 J2 VRDN 57585KSV1 Variable Rate Demand Note First Tier Security 2013-08-07 2013-08-07 Y MASSACHUSETTS INST TECH, MA N/A N/A N N 3925000.00 3925000.00 0.0046 N 3925000.00 3925000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.05% (Partners HealthCare Sys., Inc. Proj.) Series D6 VRDN 57585K3Q9 Variable Rate Demand Note First Tier Security 2013-08-01 2013-08-01 Y PARTNERS HEALTHCARE SYS INC N/A N/A N N 485000.00 485000.00 0.0006 N 485000.00 485000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.05% (Stonehill College Proj.) Series 2008 K, LOC JPMorgan Chase Bank VRDN 57586CV77 Variable Rate Demand Note First Tier Security 2013-08-01 2013-08-01 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 1700000.00 1700000.00 0.0020 N 1700000.00 1700000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.05% (Children's Hosp. Proj.) Series 2010 N3, LOC JPMorgan Chase Bank VRDN 57586EUL3 Variable Rate Demand Note First Tier Security 2013-08-07 2013-08-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 3400000.00 3400000.00 0.0040 N 3400000.00 3400000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.05% (Harvard Vanguard Med. Associates Proj.) Series 2004, LOC TD Banknorth, NA VRDN 57586CCZ6 Variable Rate Demand Note First Tier Security 2013-08-07 2013-08-07 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 27080000.00 27080000.00 0.0316 N 27080000.00 27080000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.05% (Bentley College Proj.) Series K, LOC JPMorgan Chase Bank VRDN 57585KLH9 Variable Rate Demand Note First Tier Security 2013-08-07 2013-08-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 2200000.00 2200000.00 0.0026 N 2200000.00 2200000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.05% (Baystate Health Sys. Proj.) Series 2009 J1, LOC JPMorgan Chase Bank VRDN 57586EKC4 Variable Rate Demand Note First Tier Security 2013-08-07 2013-08-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 5900000.00 5900000.00 0.0069 N 5900000.00 5900000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.06% (Baystate Health Sys. Proj.) Series 2009 J2, LOC JPMorgan Chase Bank VRDN 57586EKB6 Variable Rate Demand Note First Tier Security 2013-08-01 2013-08-01 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., 0.06% (Henry Heywood Memorial Hosp. Proj.) Series 2008 C, LOC TD Banknorth, NA VRDN 57586C7E9 Variable Rate Demand Note First Tier Security 2013-08-01 2013-08-01 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 2000000.00 2000000.00 0.0023 N 2000000.00 2000000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.06% (Children's Hosp. Proj.) Series 2010 N4, LOC JPMorgan Chase Bank VRDN 57586EUJ8 Variable Rate Demand Note First Tier Security 2013-08-01 2013-08-01 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 2100000.00 2100000.00 0.0024 N 2100000.00 2100000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.06% Participating VRDN Series BBT 08 54, (Liquidity Facility Branch Banking & Trust Co.) 07330CQY8 Variable Rate Demand Note First Tier Security 2013-08-07 2013-08-07 Y BRANCH BANKING AND TRUST CO N/A N/A N N 6300000.00 6300000.00 0.0073 N 6300000.00 6300000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.07% Participating VRDN Series Putters 3650, (Liquidity Facility JPMorgan Chase Bank) 46633VNX3 Variable Rate Demand Note First Tier Security 2013-08-07 2013-08-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 3200000.00 3200000.00 0.0037 N 3200000.00 3200000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.07% Participating VRDN Series Putters 3530, (Liquidity Facility JPMorgan Chase Bank) 46633VBR9 Variable Rate Demand Note First Tier Security 2013-08-07 2013-08-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 11495000.00 11495000.00 0.0134 N 11495000.00 11495000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.07% Participating VRDN Series Putters 3163, (Liquidity Facility JPMorgan Chase Bank) 46632PET6 Variable Rate Demand Note First Tier Security 2013-08-07 2013-08-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 5655000.00 5655000.00 0.0066 N 5655000.00 5655000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.07% Participating VRDN Series Putters 3529, (Liquidity Facility JPMorgan Chase Bank) 46633VBP3 Variable Rate Demand Note First Tier Security 2013-08-07 2013-08-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 10000000.00 10000000.00 0.0117 N 10000000.00 10000000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.07% Participating VRDN Series BC 10 20W, (Liquidity Facility Barclays Bank PLC) 06740GFN1 Variable Rate Demand Note First Tier Security 2013-08-07 2013-08-07 Y BARCLAYS BANK PLC N/A N/A N N 2550000.00 2550000.00 0.0030 N 2550000.00 2550000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.09% Participating VRDN Series BA 08 1056, (Liquidity Facility Bank of America NA) 05248PSU0 Variable Rate Demand Note First Tier Security 2013-08-07 2013-08-07 Y BANK OF AMERICA NA N/A N/A N N 3310000.00 3310000.00 0.0039 N 3310000.00 3310000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.09% Participating VRDN Series BA 08 3503, (Liquidity Facility Bank of America NA) 05248PV93 Variable Rate Demand Note First Tier Security 2013-08-07 2013-08-07 Y BANK OF AMERICA NA N/A N/A N N 5550000.00 5550000.00 0.0065 N 5550000.00 5550000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.10% (Northeast Hosp. Corp. Proj.) Series 2004 G, LOC JPMorgan Chase Bank VRDN 57586CDV4 Variable Rate Demand Note First Tier Security 2013-08-07 2013-08-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 9300000.00 9300000.00 0.0108 N 9300000.00 9300000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.16% (Fairview Extended Care Proj.) Series B, LOC Bank of America NA VRDN 57585JRR4 Variable Rate Demand Note First Tier Security 2013-08-07 2013-08-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 2400000.00 2400000.00 0.0028 N 2400000.00 2400000.00 Massachusetts Hsg. Fin. Agcy. Multi-Family Rev. Massachusetts Hsg. Fin. Agcy. Multi-Family Rev., 0.05% Series 2009 A, LOC Bank of New York, New York VRDN 57586NDU2 Variable Rate Demand Note First Tier Security 2013-08-07 2013-08-07 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., 0.06% (Society for the Prevention of Cruelty to Animals Proj.) Series 1997, LOC TD Banknorth, NA VRDN 575925GN6 Variable Rate Demand Note First Tier Security 2013-08-07 2013-08-07 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 0.0048 N 4080000.00 4080000.00 Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 0.05% Series 2008 A, LOC Bank of America NA VRDN 575896ET8 Variable Rate Demand Note First Tier Security 2013-08-07 2013-08-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 11100000.00 11100000.00 0.0129 N 11100000.00 11100000.00 Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 0.06% Participating VRDN Series Solar 06 108, (Liquidity Facility U.S. Bank NA, Cincinnati) 27884FKJ8 Variable Rate Demand Note First Tier Security 2013-08-07 2013-08-07 Y US BANK NA CINCINNATI OHIO N/A N/A N N 9300000.00 9300000.00 0.0108 N 9300000.00 9300000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.06% Participating VRDN Series EGL 07 0067, (Liquidity Facility Citibank NA) 576000GM9 Variable Rate Demand Note First Tier Security 2013-08-07 2013-08-07 Y CITIBANK NA N/A N/A N N 19100000.00 19100000.00 0.0223 N 19100000.00 19100000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.06% Participating VRDN Series EGL 07 0033, (Liquidity Facility Citibank NA) 576000FQ1 Variable Rate Demand Note First Tier Security 2013-08-07 2013-08-07 Y CITIBANK NA N/A N/A N N 16800000.00 16800000.00 0.0196 N 16800000.00 16800000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.06% Participating VRDN Series EGL 07 0092, (Liquidity Facility Citibank NA) 576000GT4 Variable Rate Demand Note First Tier Security 2013-08-07 2013-08-07 Y CITIBANK NA N/A N/A N N 7700000.00 7700000.00 0.0090 N 7700000.00 7700000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.07% Participating VRDN Series Putters 2857, (Liquidity Facility JPMorgan Chase Bank) 576000JT1 Variable Rate Demand Note First Tier Security 2013-08-07 2013-08-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 12205000.00 12205000.00 0.0142 N 12205000.00 12205000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.07% Participating VRDN Series Putters 2479Z, (Liquidity Facility JPMorgan Chase Bank) 576000JJ3 Variable Rate Demand Note First Tier Security 2013-08-07 2013-08-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 3500000.00 3500000.00 0.0041 N 3500000.00 3500000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.08% Participating VRDN Series Putters 1920, (Liquidity Facility JPMorgan Chase Bank) 576000GR8 Variable Rate Demand Note First Tier Security 2013-08-07 2013-08-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 7985000.00 7985000.00 0.0093 N 7985000.00 7985000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.08% Participating VRDN Series Putters 3691, (Liquidity Facility JPMorgan Chase Bank) 46633VRV3 Variable Rate Demand Note First Tier Security 2013-08-07 2013-08-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 1425000.00 1425000.00 0.0017 N 1425000.00 1425000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.08% Participating VRDN ROC II R 12193, (Liquidity Facility Citibank NA) 576000JB0 Variable Rate Demand Note First Tier Security 2013-08-07 2013-08-07 Y CITIBANK NA N/A N/A N N 5115000.00 5115000.00 0.0060 N 5115000.00 5115000.00 Massachusetts Wtr. Poll. Abatement Trust Massachusetts Wtr. Poll. Abatement Trust, 0.06% Participating VRDN Series BBT 08 58, (Liquidity Facility Branch Banking & Trust Co.) 07330CTU3 Variable Rate Demand Note First Tier Security 2013-08-07 2013-08-07 Y BRANCH BANKING AND TRUST CO N/A N/A N N 12430000.00 12430000.00 0.0145 N 12430000.00 12430000.00 Massachusetts Wtr. Poll. Abatement Trust Massachusetts Wtr. Poll. Abatement Trust, 0.07% Participating VRDN Series Putters 2847, (Liquidity Facility JPMorgan Chase Bank) 57604PT20 Variable Rate Demand Note First Tier Security 2013-08-07 2013-08-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 4130000.00 4130000.00 0.0048 N 4130000.00 4130000.00 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.04% Series 2008 F, (Liquidity Facility Bank of Nova Scotia New York Branch) VRDN 5760494W7 Variable Rate Demand Note First Tier Security 2013-08-07 2013-08-07 Y BANK OF NOVA SCOTIA NY BRH N/A N/A N N 4900000.00 4900000.00 0.0057 N 4900000.00 4900000.00 RBC Muni. Products, Inc. Trust RBC Muni. Products, Inc. Trust, 0.06% Participating VRDN Series RBC E 42, (Liquidity Facility Royal Bank of Canada) 74926YZA2 Variable Rate Demand Note First Tier Security 2013-08-07 2013-08-07 Y ROYAL BANK OF CANADA N/A N/A N N 4600000.00 4600000.00 0.0054 N 4600000.00 4600000.00 RBC Muni. Products, Inc. Trust RBC Muni. Products, Inc. Trust, 0.06% Participating VRDN Series RBC E 32, (Liquidity Facility Royal Bank of Canada) 74926YVU2 Variable Rate Demand Note First Tier Security 2013-08-07 2013-08-07 Y ROYAL BANK OF CANADA N/A N/A N N 23300000.00 23300000.00 0.0272 N 23300000.00 23300000.00 Puerto Rico Commonwealth Hwy. & Trans. Auth. Trans. Rev. Puerto Rico Commonwealth Hwy. & Trans. Auth. Trans. Rev., 0.04% Series 1998 A, LOC Bank of Nova Scotia New York Branch VRDN 745190Y77 Variable Rate Demand Note First Tier Security 2013-08-07 2013-08-07 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., 0.06% Series 2003 C5-2, LOC Barclays Bank PLC NY Branch VRDN 74514LYU5 Variable Rate Demand Note First Tier Security 2013-08-07 2013-08-07 Y BARCLAYS BANK PLC NY BRANCH N/A N/A Y BARCLAYS BANK PLC NY BRANCH N/A N/A N 5270000.00 5270000.00 0.0061 N 5270000.00 5270000.00 Salem County Poll. Cont. Fin. Auth. Rev. Salem County Poll. Cont. Fin. Auth. Rev., 0.24% (Pub. Svc. Elec. and Gas Co. Proj.) Series 2003 B1 VRDN 79410SBK1 Variable Rate Demand Note Second Tier Security 2013-08-07 2013-08-07 Y PUBLIC SERVICE ELEC & GAS CO N/A N/A N N 1400000.00 1400000.00 0.0016 N 1400000.00 1400000.00 Saint James Parish Gen. Oblig. Saint James Parish Gen. Oblig., 0.34% (Nucor Steel Louisiana LLC Proj.) Series 2010 B1 VRDN 790103AG0 Variable Rate Demand Note Second Tier Security 2013-08-07 2013-08-07 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., 0.13% (Cincinnati Gas & Elec. Co. Proj.) Series B VRDN 677525LX3 Variable Rate Demand Note Second Tier Security 2013-08-07 2013-08-07 Y CINCINNATI GAS & ELECT(DUKE OH N/A N/A N N 400000.00 400000.00 0.0005 N 400000.00 400000.00 Dutchess County Indl. Dev. Agcy. Civic Facility Rev. Dutchess County Indl. Dev. Agcy. Civic Facility Rev., 0.17% (Lutheran Ctr. at Poughkeepsie, Inc. Proj.) LOC KeyBank NA VRDN 267041FK2 Variable Rate Demand Note Second Tier Security 2013-08-07 2013-08-07 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 1914913.23 0.0022 N 1915295.00 1915295.00 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 4180000.00 0.0049 N 4180000.00 4180000.00 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 1430047.02 0.0017 N 1429556.70 1429556.70 Burlington Gen. Oblig. Burlington Gen. Oblig., 1.25% BAN 121835ZV7 Other Municipal Debt Unrated Security 2014-07-25 2014-07-25 N N N 1200000.00 1212687.36 0.0014 N 1212720.00 1212720.00 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 2224454.06 0.0026 N 2225113.91 2225113.91 Framingham Gen. Oblig. Framingham Gen. Oblig., 1.00% BAN 351694W91 Other Municipal Debt First Tier Security 2013-12-13 2013-12-13 N N N 1635758.00 1640898.11 0.0019 N 1641025.14 1641025.14 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 4024774.18 0.0047 N 4025963.77 4025963.77 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 4702041.60 0.0055 N 4702209.00 4702209.00 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 1910056.43 0.0022 N 1910583.00 1910583.00 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 5335049.89 0.0062 N 5336040.00 5336040.00 Marblehead Gen. Oblig. Marblehead Gen. Oblig., 1.25% BAN 566081UM5 Other Municipal Debt First Tier Security 2014-08-08 2014-08-08 N N N 2910150.00 2941725.13 0.0034 N 2942452.67 2942452.67 Massachusetts Bay Trans. Auth. Sales Tax Rev. Massachusetts Bay Trans. Auth. Sales Tax Rev., 5.25% Bonds Series 2004 B 575579EX1 Other Municipal Debt Unrated Security 2014-07-01 2014-07-01 N N N 2500000.00 2616025.00 0.0030 N 2616025.00 2616025.00 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 0.0035 Y 3000000.00 3000000.00 Massachusetts Dev. Fin. Agcy. Massachusetts Dev. Fin. Agcy., 0.16% Series 2001, LOC TD Banknorth, NA, CP 57563P9M7 Other Municipal Debt First Tier Security 2013-10-01 2013-10-01 N Y TD BANK NA WILMINGTON DE N/A N/A N 2069000.00 2069000.00 0.0024 N 2069103.45 2069103.45 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 0.0051 N 4397307.79 4397307.79 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.04% Bonds Series 2012 D 57582PJ68 Other Municipal Debt Unrated Security 2013-08-01 2014-01-01 N N N 6900000.00 6899956.91 0.0080 N 6895929.00 6895929.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.18% Bonds Series Merlots 2008-C54, tender 01/15/2014, (Liquidity Facility Wells Fargo Bank NA) 57582PKE9 Other Municipal Debt First Tier Security 2014-01-15 2014-01-15 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., 0.59% Bonds Series 2010 A 57582PUL2 Other Municipal Debt Unrated Security 2013-08-01 2014-02-01 N N N 2000000.00 2000000.00 0.0023 N 2000520.00 2000520.00 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 501552.35 0.0006 N 501560.00 501560.00 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 4825000.00 4888558.97 0.0057 N 4886518.75 4886518.75 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 1014542.75 0.0012 N 1013940.00 1013940.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.05% Series EE, CP 00N992NH1 Other Municipal Debt First Tier Security 2013-08-01 2013-08-01 N N Y OBLIGOR PRESIDENT & FELLOWS HARVARD CO N/A N/A 2100000.00 2100000.00 0.0024 N 2100000.00 2100000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.11% Series EE, CP 00N992NE8 Other Municipal Debt First Tier Security 2013-09-10 2013-09-10 N N Y OBLIGOR PRESIDENT & FELLOWS HARVARD CO N/A N/A 2000000.00 2000000.00 0.0023 N 2000020.00 2000020.00 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 0.0026 N 2200000.00 2200000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.13% Series EE, CP 00N992NG3 Other Municipal Debt First Tier Security 2013-09-16 2013-09-16 N N Y OBLIGOR PRESIDENT & FELLOWS HARVARD CO N/A N/A 3200000.00 3200000.00 0.0037 N 3200032.00 3200032.00 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 0.0012 N 1000010.00 1000010.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.14% Bonds (Northeastern Univ. Proj.) tender 12/04/2013, CP Mode 57586CW27 Other Municipal Debt First Tier Security 2013-12-04 2013-12-04 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 18000000.00 18000000.00 0.0210 N 18000000.00 18000000.00 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 0.0052 N 4500045.00 4500045.00 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 0.0082 N 7020280.80 7020280.80 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 0.0028 N 2400024.00 2400024.00 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 0.0042 N 3600180.00 3600180.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 5.00% Bonds Series 2005 C 57586CKH7 Other Municipal Debt Unrated Security 2013-08-15 2013-08-15 N N Y OBLIGOR LAHEY CLINIC MEDICAL CENTER N/A N/A 1285000.00 1287351.55 0.0015 N 1287300.15 1287300.15 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 08/08/2013, (Liquidity Facility Wells Fa 575856BF5 Other Municipal Debt Second Tier Security 2013-08-08 2013-08-08 N N Y OBLIGOR NEW ENGLAND POWER CO N/A N/A 3600000.00 3600000.00 0.0042 N 3600036.00 3600036.00 Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev. Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev., 0.43% Bonds (New England Pwr. Co. Proj.) Series 1992, tender 08/12/2013, CP Mode 575856BG3 Other Municipal Debt Second Tier Security 2013-08-12 2013-08-12 N N Y OBLIGOR NEW ENGLAND POWER CO N/A N/A 500000.00 500000.00 0.0006 N 500005.00 500005.00 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 0.0056 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 2294198.16 0.0027 N 2294213.60 2294213.60 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 2320000.00 2361303.10 0.0028 N 2360507.20 2360507.20 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 2035708.16 0.0024 N 2034920.00 2034920.00 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 08/19/2013, CP Mode 57584LAB3 Other Municipal Debt Second Tier Security 2013-08-19 2013-08-19 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 2258093.63 0.0026 N 2257126.20 2257126.20 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 700000.00 0.0008 N 700000.00 700000.00 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 0.0043 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 1009040.80 0.0012 N 1009310.00 1009310.00 Needham Gen. Oblig. Needham Gen. Oblig., 0.50% BAN 639846M92 Other Municipal Debt First Tier Security 2013-12-02 2013-12-02 N N N 2210000.00 2212510.53 0.0026 N 2212674.10 2212674.10 Quincy Gen. Oblig. Quincy Gen. Oblig., 1.00% BAN 748508ET1 Other Municipal Debt First Tier Security 2014-06-20 2014-06-20 N N N 3700000.00 3727119.58 0.0043 N 3727158.00 3727158.00 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 4321498.11 0.0050 N 4323091.00 4323091.00 Somerville Gen. Oblig. Somerville Gen. Oblig., 0.70% BAN Series 2013 A 835240G22 Other Municipal Debt First Tier Security 2013-10-25 2013-10-25 N N N 1779404.00 1781704.51 0.0021 N 1781806.20 1781806.20 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 3215136.53 0.0037 N 3216064.00 3216064.00 West Springfield Gen. Oblig. West Springfield Gen. Oblig., 1.00% BAN 956109NE8 Other Municipal Debt First Tier Security 2014-06-27 2014-06-27 N N N 3800000.00 3828456.15 0.0045 N 3828500.00 3828500.00 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 2893241.20 0.0034 N 2893360.67 2893360.67 Westfield Gen. Oblig. Westfield Gen. Oblig., 1.00% BAN 960096M36 Other Municipal Debt Unrated Security 2014-04-11 2014-04-11 N N N 2600000.00 2614370.75 0.0030 N 2614612.00 2614612.00 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 3207590.10 0.0037 N 3208288.00 3208288.00 Winchester Gen. Oblig. Winchester Gen. Oblig., 1.25% BAN 973024A28 Other Municipal Debt First Tier Security 2014-07-02 2014-07-02 N N N 2000000.00 2019787.95 0.0024 N 2019820.00 2019820.00 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 1445000.00 1468231.33 0.0017 N 1467368.60 1467368.60 Fidelity Revere Str Trust Fidelity Tax-Free Cash Central Fund, 0.12% 31635A501 Investment Company First Tier Security 2013-08-07 2013-08-07 N N N 150067389.00 150067388.59 0.1749 N 150067388.59 150067388.59