N-MFP LIVE N 2013-10-31 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 47 47 6012698550.51 10334153.23 8637060.06 6014395643.68 0.0011 1.0009 2013-10-31 1.0009 2013-10-31 C000019444 5000.00 6014395643.68 1.00 68934148.66 1088781750.36 1019847601.70 0.0001 1.0009 2013-10-31 1.0009 2013-10-31 Boston Indl. Dev. Rev. Boston Indl. Dev. Rev., 0.12% (New Boston Seafood Ctr., Inc. Proj.) Series 1997, LOC Bank of America NA VRDN 100883AH0 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 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., 0.09% Series 1994 A, LOC State Street Bank & Trust Co., Boston VRDN 101029HM1 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 Y STATE ST BK & TR CO BOSTON N/A N/A Y STATE ST BK & TR CO BOSTON N/A N/A N 18400000.00 18400000.00 0.0031 N 18400000.00 18400000.00 Massachusetts Bay Trans. Auth. Sales Tax Rev. Massachusetts Bay Trans. Auth. Sales Tax Rev., 0.08% Series 2008 A2, (Liquidity Facility JPMorgan Chase Bank) VRDN 575579TK3 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 90755000.00 90755000.00 0.0151 N 90755000.00 90755000.00 Massachusetts Bay Trans. Auth. Sales Tax Rev. Massachusetts Bay Trans. Auth. Sales Tax Rev., 0.08% Participating VRDN Series ROC II R 11933, (Liquidity Facility Citibank NA) 575579XF9 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 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., 0.09% Participating VRDN Series PT 4368, (Liquidity Facility Wells Fargo & Co.) 74703TTB7 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 Y WELLS FARGO & CO NEW N/A N/A N N 18870000.00 18870000.00 0.0031 N 18870000.00 18870000.00 Massachusetts Bay Trans. Auth. Sales Tax Rev. Massachusetts Bay Trans. Auth. Sales Tax Rev., 0.10% Series 2008 A1, (Liquidity Facility JPMorgan Chase Bank) VRDN 575579TJ6 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 108875000.00 108875000.00 0.0181 N 108875000.00 108875000.00 Massachusetts Bay Trans. Auth. Sales Tax Rev. Massachusetts Bay Trans. Auth. Sales Tax Rev., 0.11% Participating VRDN Series Clipper 07 18, (Liquidity Facility State Street Bank & Trust Co., Bosto 18886PUV5 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 Y STATE ST BK & TR CO BOSTON N/A N/A N N 101175000.00 101175000.00 0.0168 N 101175000.00 101175000.00 Massachusetts Commonwealth Trans. Fund Rev. Massachusetts Commonwealth Trans. Fund Rev., 0.09% Participating VRDN Series WF 12 30 C, (Liquidity Facility Wells Fargo Bank NA) 94987KFC4 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 Y WELLS FARGO BK NATL ASSN N/A N/A N N 13305000.00 13305000.00 0.0022 N 13305000.00 13305000.00 Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev. Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev., 0.09% Series 2010 A3, LOC Bank of America NA VRDN 57563CAC6 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 79345000.00 79345000.00 0.0132 N 79345000.00 79345000.00 Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev. Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev., 0.15% Series 2010 A1, LOC Citibank NA VRDN 57563CBF8 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 Y CITIBANK NA N/A N/A Y CITIBANK NA N/A N/A N 56400000.00 56400000.00 0.0094 N 56400000.00 56400000.00 Massachusetts Dev. Fin. Agcy. Indl. Dev. Rev. Massachusetts Dev. Fin. Agcy. Indl. Dev. Rev., 0.30% (Monkiewicz Realty Trust Proj.) LOC Bank of America NA VRDN 57583EAP9 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 2520000.00 2520000.00 0.0004 N 2520000.00 2520000.00 Massachusetts Dev. Fin. Agcy. Indl. Dev. Rev. Massachusetts Dev. Fin. Agcy. Indl. Dev. Rev., 0.35% (Charm Sciences, Inc. Proj.) Series 1999 A, LOC Bank of America NA VRDN 57583EAJ3 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 1500000.00 1500000.00 0.0002 N 1500000.00 1500000.00 Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev. Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev., 0.08% (Georgetown Village Apts. Proj.) Series 2003 A, LOC Fannie Mae VRDN 57583XAC6 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 Y FANNIE MAE N/A N/A Y FANNIE MAE N/A N/A N 18150000.00 18150000.00 0.0030 N 18150000.00 18150000.00 Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev. Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev., 0.08% (Salem Heights Apts. Proj.) Series 2003 A, LOC Fed. Home Ln. Bank of Boston VRDN 57583XAE2 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 Y FEDERAL HOME LN BK OF BOSTON N/A N/A Y FEDERAL HOME LN BK OF BOSTON N/A N/A N 14200000.00 14200000.00 0.0024 N 14200000.00 14200000.00 Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev. Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev., 0.08% (Tammy Brook Apts. Proj.) Series 2009, LOC Freddie Mac VRDN 57583XBN1 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 Y FREDDIE MAC N/A N/A Y FREDDIE MAC N/A N/A N 6300000.00 6300000.00 0.0010 N 6300000.00 6300000.00 Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev. Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev., 0.10% (Casco Crossing Proj.) LOC Fannie Mae VRDN 57583XAR3 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 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., 0.10% (Archstone Reading Apts. Proj.) Series 2004 A, LOC Freddie Mac VRDN 57583XAQ5 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 Y FREDDIE MAC N/A N/A Y FREDDIE MAC N/A N/A N 24840000.00 24840000.00 0.0041 N 24840000.00 24840000.00 Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev. Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev., 0.11% (Avalon Acton Apts. Proj.) Series 2006, LOC Fannie Mae VRDN 57583XBG6 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 Y FANNIE MAE N/A N/A Y FANNIE MAE N/A N/A N 38500000.00 38500000.00 0.0064 N 38500000.00 38500000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.05% (Boston Univ. Proj.) Series U3, LOC Northern Trust Co. VRDN 57583RWG6 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 Y NORTHERN TRUST CO CHICAGO N/A N/A Y NORTHERN TRUST CO CHICAGO N/A N/A N 43500000.00 43500000.00 0.0072 N 43500000.00 43500000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.06% (Masonic Nursing Home Proj.) Series 2002 B, LOC TD Banknorth, NA VRDN 57583RP82 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 16630000.00 16630000.00 0.0028 N 16630000.00 16630000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.06% (Worcester Polytechnic Institute Proj.) Series 2008 A, LOC TD Banknorth, NA VRDN 57583RTX3 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 23625000.00 23625000.00 0.0039 N 23625000.00 23625000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.06% (ISO New England, Inc. Proj.) Series 2005, LOC TD Banknorth, NA VRDN 57583RAA3 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 33670000.00 33670000.00 0.0056 N 33670000.00 33670000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.07% (Boston Univ. Proj.) Series U-6C, LOC TD Banknorth, NA VRDN 57583RWB7 Variable Rate Demand Note First Tier Security 2013-11-01 2013-11-01 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 38345000.00 38345000.00 0.0064 N 38345000.00 38345000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.07% (Boston Univ. Proj.) Series U-5B, LOC Fed. Home Ln. Bank of Boston VRDN 57583RP58 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 Y FEDERAL HOME LN BK OF BOSTON N/A N/A Y FEDERAL HOME LN BK OF BOSTON N/A N/A N 30500000.00 30500000.00 0.0051 N 30500000.00 30500000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.07% Series 2006, LOC TD Banknorth, NA VRDN 57583RFX8 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 4300000.00 4300000.00 0.0007 N 4300000.00 4300000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.07% (Smith College Proj.) Series 2001 VRDN 57583FWB3 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 Y SMITH COLLEGE, MA N/A N/A N N 3549000.00 3549000.00 0.0006 N 3549000.00 3549000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.07% (Smith College Proj.) Series 2002 VRDN 57583FYL9 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 Y SMITH COLLEGE, MA N/A N/A N N 14421000.00 14421000.00 0.0024 N 14421000.00 14421000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.08% (College of the Holy Cross Proj.) Series 2008 A, LOC JPMorgan Chase Bank VRDN 57583RUZ6 Variable Rate Demand Note First Tier Security 2013-11-01 2013-11-01 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 29870000.00 29870000.00 0.0050 N 29870000.00 29870000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.08% (Babson College Proj.) Series 2008 A, LOC Fed. Home Ln. Bank of Boston VRDN 57583RL86 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 Y FEDERAL HOME LN BK OF BOSTON N/A N/A Y FEDERAL HOME LN BK OF BOSTON N/A N/A N 1660000.00 1660000.00 0.0003 N 1660000.00 1660000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.08% (Edgewood Retirement Cmnty. Proj.) Series 2008, LOC Bank of America NA VRDN 57583RB61 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 25815000.00 25815000.00 0.0043 N 25815000.00 25815000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.08% (Edgewood Retirement Cmnty. Proj.) Series 2000 A, LOC Bank of America NA VRDN 57583RB79 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 13040000.00 13040000.00 0.0022 N 13040000.00 13040000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.08% (Briarwood Retirement Cmnty. Proj.) Series 2004 A, LOC Manufacturers & Traders Trust Co. VRDN 57583F5P2 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 Y MANUFACTURERS & TRADERS TR CO N/A N/A Y MANUFACTURERS & TRADERS TR CO N/A N/A N 14255000.00 14255000.00 0.0024 N 14255000.00 14255000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.08% Participating VRDN Series ROC II R 11999X, (Liquidity Facility Citibank NA) 57583UNK0 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 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., 0.08% (YMCA of Greater Worcester Proj.) Series 2006, LOC TD Banknorth, NA VRDN 57583RGP4 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 9170000.00 9170000.00 0.0015 N 9170000.00 9170000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.08% Participating VRDN Series Putters 4691, (Liquidity Facility Bank of America NA) 74703YZF0 Variable Rate Demand Note Second Tier Security 2013-11-07 2013-11-07 Y BANK OF AMERICA NA N/A N/A N N 6250000.00 6250000.00 0.0010 N 6250000.00 6250000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.08% (Simmons College Proj.) Series G, LOC JPMorgan Chase Bank VRDN 57583RUV5 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 44210000.00 44210000.00 0.0074 N 44210000.00 44210000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.08% (Wilber School Apts. Proj.) Series 2008 A, LOC Bank of America NA VRDN 57583RD77 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 6800000.00 6800000.00 0.0011 N 6800000.00 6800000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.08% (Governor Dummer Academy Issues Proj.) Series 2006, LOC TD Banknorth, NA VRDN 57583RGN9 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 4385000.00 4385000.00 0.0007 N 4385000.00 4385000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.08% (Boston Univ. Proj.) Series U-5A, LOC Fed. Home Ln. Bank of Boston VRDN 57583RP41 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 Y FEDERAL HOME LN BK OF BOSTON N/A N/A Y FEDERAL HOME LN BK OF BOSTON N/A N/A N 36700000.00 36700000.00 0.0061 N 36700000.00 36700000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.08% Series 2010, LOC Manufacturers & Traders Trust Co. VRDN 57583R5Y7 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 Y MANUFACTURERS & TRADERS TR CO N/A N/A Y MANUFACTURERS & TRADERS TR CO N/A N/A N 7065000.00 7065000.00 0.0012 N 7065000.00 7065000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.08% (Smith College Proj.) Series 2007, (Liquidity Facility TD Banknorth, NA) VRDN 57583R2R5 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 Y TD BANK NA WILMINGTON DE N/A N/A N Y OBLIGOR SMITH COLLEGE, MA N/A N/A 56200000.00 56200000.00 0.0093 N 56200000.00 56200000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.09% Series 2011 A, LOC RBS Citizens NA VRDN 57583ULL0 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 Y RBS CITIZENS NA N/A N/A Y RBS CITIZENS NA N/A N/A N 12710000.00 12710000.00 0.0021 N 12710000.00 12710000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.09% Participating VRDN Series Putters 3840, (Liquidity Facility JPMorgan Chase Bank) 46633VG45 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 5000000.00 5000000.00 0.0008 N 5000000.00 5000000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.09% (Fessenden School Proj.) Series 2001, LOC JPMorgan Chase Bank VRDN 57583FXX4 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 10925000.00 10925000.00 0.0018 N 10925000.00 10925000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.09% (Clark Univ. Proj.) LOC TD Banknorth, NA VRDN 57583RUU7 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 30595000.00 30595000.00 0.0051 N 30595000.00 30595000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.09% (Seven Hills Foundation and Affiliates Proj.) Series 2008 B, LOC TD Banknorth, NA VRDN 57583RZW8 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 5010000.00 5010000.00 0.0008 N 5010000.00 5010000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.09% (Meadowbrook School Proj.) Series 2000, LOC JPMorgan Chase Bank VRDN 57583FVJ7 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 2770000.00 2770000.00 0.0005 N 2770000.00 2770000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.09% (Seven Hills Foundation Proj.) Series 2008 A, LOC TD Banknorth, NA VRDN 57583RZV0 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 8285000.00 8285000.00 0.0014 N 8285000.00 8285000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.09% Series 2006, LOC JPMorgan Chase Bank VRDN 57583RFL4 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 15320000.00 15320000.00 0.0025 N 15320000.00 15320000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.09% Series 2007 B, LOC JPMorgan Chase Bank VRDN 57583RTM7 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 12600000.00 12600000.00 0.0021 N 12600000.00 12600000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.09% Series 2007 A, LOC JPMorgan Chase Bank VRDN 57583RTL9 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 13000000.00 13000000.00 0.0022 N 13000000.00 13000000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.10% (New England Deaconess Assoc. Proj.) Series 2011 B, LOC Manufacturers & Traders Trust Co. VRDN 57583ULM8 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 Y MANUFACTURERS & TRADERS TR CO N/A N/A Y MANUFACTURERS & TRADERS TR CO N/A N/A N 4265000.00 4265000.00 0.0007 N 4265000.00 4265000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.10% (Lasell Village Proj.) Series 2007, LOC Bank of America NA VRDN 57583RMT9 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 18150000.00 18150000.00 0.0030 N 18150000.00 18150000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.10% (Fifteen-O-Five West Housatonic LLC Proj.) Series 2007, LOC HSBC Bank U.S.A., NA VRDN 57583RKW4 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 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., 0.10% (Berkshire School Proj.) Series 2001, LOC JPMorgan Chase Bank VRDN 57583R2T1 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 9485000.00 9485000.00 0.0016 N 9485000.00 9485000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.10% (Williston Northampton School Proj.) Series 2010, LOC TD Banknorth, NA VRDN 57583RZ40 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 7095000.00 7095000.00 0.0012 N 7095000.00 7095000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.12% (Olin College Proj.) Series 2008 C3, LOC RBS Citizens NA VRDN 57583RZG3 Variable Rate Demand Note First Tier Security 2013-11-01 2013-11-01 Y RBS CITIZENS NA N/A N/A Y RBS CITIZENS NA N/A N/A N 21065000.00 21065000.00 0.0035 N 21065000.00 21065000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.12% (Olin College Proj.) Series 2008 C2, LOC RBS Citizens NA VRDN 57583RZF5 Variable Rate Demand Note First Tier Security 2013-11-01 2013-11-01 Y RBS CITIZENS NA N/A N/A Y RBS CITIZENS NA N/A N/A N 19300000.00 19300000.00 0.0032 N 19300000.00 19300000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.14% (Judge Rotenburg Ctr. Proj.) Series 2003, LOC Bank of America NA VRDN 57583FQ87 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 8770000.00 8770000.00 0.0015 N 8770000.00 8770000.00 Massachusetts Dev. Fin. Agcy. Solid Waste Disp. Rev. Massachusetts Dev. Fin. Agcy. Solid Waste Disp. Rev., 0.09% (Wheelabrator Millbury Proj.) LOC JPMorgan Chase Bank VRDN 57583HAF4 Variable Rate Demand Note First Tier Security 2013-11-01 2013-11-01 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., 0.07% Series 2001 C, (Liquidity Facility State Street Bank & Trust Co., Boston) VRDN 575827X54 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 Y STATE ST BK & TR CO BOSTON N/A N/A N N 154175000.00 154175000.00 0.0256 N 154175000.00 154175000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.08% Participating VRDN Series EGL 07 0124, (Liquidity Facility Citibank NA) 57582PGR5 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 Y CITIBANK NA N/A N/A N N 12235000.00 12235000.00 0.0020 N 12235000.00 12235000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.08% Participating VRDN Series Clipper 07 39, (Liquidity Facility State Street Bank & Trust Co., Boston) 18886PA39 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 Y STATE ST BK & TR CO BOSTON N/A N/A N N 27825000.00 27825000.00 0.0046 N 27825000.00 27825000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.09% Participating VRDN Series Putters 4320, (Liquidity Facility JPMorgan Chase Bank) 46636Y6S4 Variable Rate Demand Note First Tier Security 2013-11-01 2013-11-01 Y JPMORGAN CHASE BANK NA N/A N/A N N 17600000.00 17600000.00 0.0029 N 17600000.00 17600000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.09% Participating VRDN Series Putters 2648, (Liquidity Facility JPMorgan Chase Bank) 57582PHZ6 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 9250000.00 9250000.00 0.0015 N 9250000.00 9250000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.09% Participating VRDN Series Putters 3896, (Liquidity Facility JPMorgan Chase Bank) 46633VU98 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 7500000.00 7500000.00 0.0012 N 7500000.00 7500000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.09% Participating VRDN Series EGL 07 0149, (Liquidity Facility Citibank NA) 57582PGZ7 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 Y CITIBANK NA N/A N/A N N 45000000.00 45000000.00 0.0075 N 45000000.00 45000000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.09% Participating VRDN Series Putters 3898, (Liquidity Facility JPMorgan Chase Bank) 46633VV55 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 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., 0.09% Participating VRDN Series Putters 2022, (Liquidity Facility JPMorgan Chase Bank) 57582PGC8 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 35995000.00 35995000.00 0.0060 N 35995000.00 35995000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.10% Participating VRDN Series Putters 3699, (Liquidity Facility JPMorgan Chase Bank) 46633VSJ9 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 10800000.00 10800000.00 0.0018 N 10800000.00 10800000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.11% Participating VRDN Series Clipper 07 06, (Liquidity Facility State Street Bank & Trust Co., Boston) 18886PRV9 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 Y STATE ST BK & TR CO BOSTON N/A N/A N N 53850000.00 53850000.00 0.0090 N 53850000.00 53850000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.04% (Baystate Med. Ctr. Proj.) Series 2005 G, LOC Wells Fargo Bank NA VRDN 57586CNH4 Variable Rate Demand Note First Tier Security 2013-11-01 2013-11-01 Y WELLS FARGO BK NATL ASSN N/A N/A Y WELLS FARGO BK NATL ASSN N/A N/A N 22755000.00 22755000.00 0.0038 N 22755000.00 22755000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.04% (Children's Hosp. Proj.) Series 2010 N1, LOC TD Banknorth, NA VRDN 57586EUH2 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 46000000.00 46000000.00 0.0076 N 46000000.00 46000000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.05% (Harvard Univ. Proj.) Series R VRDN 57585KGP7 Variable Rate Demand Note First Tier Security 2013-11-01 2013-11-01 Y PRESIDENT & FELLOWS HARVARD CO N/A N/A N N 30215000.00 30215000.00 0.0050 N 30215000.00 30215000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.05% (Southcoast Health Sys. Obligated Group Proj.) Series 2008 C, LOC TD Banknorth, NA VRDN 57586C6T7 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 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 0.0079 N 47365000.00 47365000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.06% (Partners HealthCare Sys., Inc. Proj.) Series 2005 F, LOC TD Banknorth, NA VRDN 57586CGB5 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 40185000.00 40185000.00 0.0067 N 40185000.00 40185000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.06% (Massachusetts Institute of Technology Proj.) Series 2001 J1 VRDN 57585KSW9 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 Y MASSACHUSETTS INST TECH, MA N/A N/A N N 6975000.00 6975000.00 0.0012 N 6975000.00 6975000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.06% (Children's Hosp. Proj.) Series 2010 N2, LOC TD Banknorth, NA VRDN 57586EUK5 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 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 0.0106 N 63700000.00 63700000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.06% (Harvard Univ. Proj.) Series Y VRDN 57585KKV9 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 Y PRESIDENT & FELLOWS HARVARD CO N/A N/A N N 13200000.00 13200000.00 0.0022 N 13200000.00 13200000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.06% (Wellesley College Proj.) Series B VRDN 575851NQ9 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 Y WELLESLEY COLLEGE, MA N/A N/A N N 6500000.00 6500000.00 0.0011 N 6500000.00 6500000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.07% (Children's Hosp. Proj.) Series 2010 N4, LOC JPMorgan Chase Bank VRDN 57586EUJ8 Variable Rate Demand Note First Tier Security 2013-11-01 2013-11-01 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 99340000.00 99340000.00 0.0165 N 99340000.00 99340000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.07% (Henry Heywood Memorial Hosp. Proj.) Series 2009 C, LOC TD Banknorth, NA VRDN 57586EGT2 Variable Rate Demand Note First Tier Security 2013-11-01 2013-11-01 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 11180000.00 11180000.00 0.0019 N 11180000.00 11180000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.07% (Partners HealthCare Sys., Inc. Proj.) Series D5 VRDN 57585K3P1 Variable Rate Demand Note First Tier Security 2013-11-01 2013-11-01 Y PARTNERS HEALTHCARE SYS INC N/A N/A N N 4920000.00 4920000.00 0.0008 N 4920000.00 4920000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.07% (Wellesley College Proj.) Series I VRDN 57586CP25 Variable Rate Demand Note First Tier Security 2013-11-01 2013-11-01 Y WELLESLEY COLLEGE, MA N/A N/A N N 25245000.00 25245000.00 0.0042 N 25245000.00 25245000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.07% (Henry Heywood Memorial Hosp. Proj.) Series 2008 C, LOC TD Banknorth, NA VRDN 57586C7E9 Variable Rate Demand Note First Tier Security 2013-11-01 2013-11-01 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 3815000.00 3815000.00 0.0006 N 3815000.00 3815000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.07% (Dana-Farber Cancer Institute Proj.) Series 2008 L1, LOC JPMorgan Chase Bank VRDN 57586CY90 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 28500000.00 28500000.00 0.0047 N 28500000.00 28500000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.07% (Williams College Proj.) Series I VRDN 57586CEA9 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 Y WILLIAMS COLLEGE, MA N/A N/A N N 23685000.00 23685000.00 0.0039 N 23685000.00 23685000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.07% (CIL Realty of Massachusetts Proj.) Series 2007, LOC JPMorgan Chase Bank VRDN 57586CXK6 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 12030000.00 12030000.00 0.0020 N 12030000.00 12030000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.07% (Boston Univ. Proj.) Series H, LOC State Street Bank & Trust Co., Boston VRDN 575850NF5 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 Y STATE ST BK & TR CO BOSTON N/A N/A Y STATE ST BK & TR CO BOSTON N/A N/A N 20020000.00 20020000.00 0.0033 N 20020000.00 20020000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.08% (Stonehill College Proj.) Series 2008 K, LOC JPMorgan Chase Bank VRDN 57586CV77 Variable Rate Demand Note First Tier Security 2013-11-01 2013-11-01 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 22730000.00 22730000.00 0.0038 N 22730000.00 22730000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.08% (Williams College Proj.) Series J VRDN 57586CPY5 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 Y WILLIAMS COLLEGE, MA N/A N/A N N 31090000.00 31090000.00 0.0052 N 31090000.00 31090000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.08% (Children's Hosp. Proj.) Series 2010 N3, LOC JPMorgan Chase Bank VRDN 57586EUL3 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 35400000.00 35400000.00 0.0059 N 35400000.00 35400000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.08% (Baystate Health Sys. Proj.) Series 2009 J1, LOC JPMorgan Chase Bank VRDN 57586EKC4 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 26600000.00 26600000.00 0.0044 N 26600000.00 26600000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.08% Participating VRDN Series BBT 08 54, (Liquidity Facility Branch Banking & Trust Co.) 07330CQY8 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 Y BRANCH BANKING AND TRUST CO N/A N/A N N 12445000.00 12445000.00 0.0021 N 12445000.00 12445000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.08% Participating VRDN Series BBT 08 56, (Liquidity Facility Branch Banking & Trust Co.) 07330CSA8 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 Y BRANCH BANKING AND TRUST CO N/A N/A N N 18895000.00 18895000.00 0.0031 N 18895000.00 18895000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.08% Participating VRDN Series Clipper 07 08, (Liquidity Facility State Street Bank & Trust Co., B 18886PSL0 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 Y STATE ST BK & TR CO BOSTON N/A N/A N N 15450000.00 15450000.00 0.0026 N 15450000.00 15450000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.08% (Harvard Vanguard Med. Associates Proj.) Series 2004, LOC TD Banknorth, NA VRDN 57586CCZ6 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 4500000.00 4500000.00 0.0007 N 4500000.00 4500000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.08% (Bentley College Proj.) Series K, LOC JPMorgan Chase Bank VRDN 57585KLH9 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 17500000.00 17500000.00 0.0029 N 17500000.00 17500000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.08% Participating VRDN Series ROC II R 11913, (Liquidity Facility Citibank NA) 57586EXX4 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 Y CITIBANK NA N/A N/A N N 5230000.00 5230000.00 0.0009 N 5230000.00 5230000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.08% Participating VRDN Series ROC II R 11824, (Liquidity Facility Citibank NA) 57586EQX2 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 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., 0.09% (Baystate Health Sys. Proj.) Series 2009 J2, LOC JPMorgan Chase Bank VRDN 57586EKB6 Variable Rate Demand Note First Tier Security 2013-11-01 2013-11-01 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 35400000.00 35400000.00 0.0059 N 35400000.00 35400000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.09% Participating VRDN Series Putters 3530, (Liquidity Facility JPMorgan Chase Bank) 46633VBR9 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 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., 0.09% Participating VRDN Series Putters 3104, (Liquidity Facility JPMorgan Chase Bank) 57586C8Q1 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 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., 0.09% Participating VRDN Series Putters 3650, (Liquidity Facility JPMorgan Chase Bank) 46633VNX3 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 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., 0.09% Participating VRDN Series BC 10 20W, (Liquidity Facility Barclays Bank PLC) 06740GFN1 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 Y BARCLAYS BANK PLC N/A N/A N N 9785000.00 9785000.00 0.0016 N 9785000.00 9785000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.09% Participating VRDN Series BC 10 15W, (Liquidity Facility Barclays Bank PLC) 06740GFC5 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 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., 0.09% Participating VRDN Series Putters 3548, (Liquidity Facility JPMorgan Chase Bank) 46633VDN6 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 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., 0.09% Participating VRDN Series Putters 3529, (Liquidity Facility JPMorgan Chase Bank) 46633VBP3 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 26660000.00 26660000.00 0.0044 N 26660000.00 26660000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.09% Participating VRDN Series Putters 3531, (Liquidity Facility JPMorgan Chase Bank) 46633VBT5 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 12495000.00 12495000.00 0.0021 N 12495000.00 12495000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.10% Participating VRDN Series BA 08 3320, (Liquidity Facility Bank of America NA) 05248RBS9 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 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., 0.10% Participating VRDN Series Putters 4244, (Liquidity Facility Deutsche Bank AG New York Branch) 46636YQ37 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 Y DEUTSCHE BANK AG NEW YORK BNCH N/A N/A N N 11490000.00 11490000.00 0.0019 N 11490000.00 11490000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.11% Series 2009 O-1, LOC Fed. Home Ln. Bank of Boston VRDN 57586ELD1 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 Y FEDERAL HOME LN BK OF BOSTON N/A N/A Y FEDERAL HOME LN BK OF BOSTON N/A N/A N 39880000.00 39880000.00 0.0066 N 39880000.00 39880000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.13% (Northeast Hosp. Corp. Proj.) Series 2004 G, LOC JPMorgan Chase Bank VRDN 57586CDV4 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 36500000.00 36500000.00 0.0061 N 36500000.00 36500000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.18% (Fairview Extended Care Proj.) Series B, LOC Bank of America NA VRDN 57585JRR4 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 25310000.00 25310000.00 0.0042 N 25310000.00 25310000.00 Massachusetts Hsg. Fin. Agcy. Hsg. Rev. Massachusetts Hsg. Fin. Agcy. Hsg. Rev., 0.12% Series 2004 A, LOC Lloyds TSB Bank PLC VRDN 57586PHE9 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 Y LLOYDS TSB BANK PLC (UNGTD) N/A N/A Y LLOYDS TSB BANK PLC (UNGTD) N/A N/A N 27510000.00 27510000.00 0.0046 N 27510000.00 27510000.00 Massachusetts Hsg. Fin. Agcy. Multi-Family Rev. Massachusetts Hsg. Fin. Agcy. Multi-Family Rev., 0.09% Series 2009 A, LOC Bank of New York, New York VRDN 57586NDU2 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 Y BANK OF NEW YORK MELLON N/A N/A Y BANK OF NEW YORK MELLON N/A N/A N 12730000.00 12730000.00 0.0021 N 12730000.00 12730000.00 Massachusetts Hsg. Fin. Agcy. Multi-Family Rev. Massachusetts Hsg. Fin. Agcy. Multi-Family Rev., 0.09% (Princeton Crossing LP Proj.) Series 1996 A, LOC Fannie Mae VRDN 5758545T7 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 Y FANNIE MAE N/A N/A Y FANNIE MAE N/A N/A N 20300000.00 20300000.00 0.0034 N 20300000.00 20300000.00 Massachusetts Indl. Fin. Agcy. Indl. Dev. Rev. Massachusetts Indl. Fin. Agcy. Indl. Dev. Rev., 0.17% (Decas Cranberry Proj.) Series 1997, LOC TD Banknorth, NA VRDN 575855S77 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 1500000.00 1500000.00 0.0002 N 1500000.00 1500000.00 Massachusetts Indl. Fin. Agcy. Indl. Dev. Rev. Massachusetts Indl. Fin. Agcy. Indl. Dev. Rev., 0.63% (346 Univ. LLC Proj.) Series 1996, LOC Bank of America NA VRDN 575855P96 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 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., 0.65% (Boutwell Owens & Co., Inc. Proj.) Series 1998, LOC Wells Fargo Bank NA VRDN 575855V73 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 Y WELLS FARGO BK NATL ASSN N/A N/A Y WELLS FARGO BK NATL ASSN N/A N/A N 400000.00 400000.00 0.0001 N 400000.00 400000.00 Massachusetts Indl. Fin. Agcy. Rev. Massachusetts Indl. Fin. Agcy. Rev., 0.08% (Governor Dummer Academy Proj.) Series 1996, LOC TD Banknorth, NA VRDN 5759147M2 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 4600000.00 4600000.00 0.0008 N 4600000.00 4600000.00 Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 0.07% Series 2008 A, LOC State Street Bank & Trust Co., Boston VRDN 575896ET8 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 Y STATE ST BK & TR CO BOSTON N/A N/A Y STATE ST BK & TR CO BOSTON N/A N/A N 17770000.00 17770000.00 0.0030 N 17770000.00 17770000.00 Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 0.09% Series 2010 D, LOC State Street Bank & Trust Co., Boston VRDN 575896JD8 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 Y STATE ST BK & TR CO BOSTON N/A N/A Y STATE ST BK & TR CO BOSTON N/A N/A N 94250000.00 94250000.00 0.0157 N 94250000.00 94250000.00 Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 0.10% Participating VRDN Series Solar 06 108, (Liquidity Facility U.S. Bank NA, Cincinnati) 27884FKJ8 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 Y US BANK NA CINCINNATI OHIO N/A N/A N N 19965000.00 19965000.00 0.0033 N 19965000.00 19965000.00 Massachusetts Port Auth. Spl. Proj. Rev. Massachusetts Port Auth. Spl. Proj. Rev., 0.13% (Harborside Hyatt Proj.) Series 2001 A, LOC Royal Bank of Scotland PLC VRDN 575897AC7 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 Y ROYAL BANK OF SCOTLAND PLC N/A N/A Y ROYAL BANK OF SCOTLAND PLC N/A N/A N 37100000.00 37100000.00 0.0062 N 37100000.00 37100000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.08% Participating VRDN Series ROC II R 14021, (Liquidity Facility Citibank NA) 576000MY6 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 Y CITIBANK NA N/A N/A N N 7500000.00 7500000.00 0.0012 N 7500000.00 7500000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.08% Participating VRDN Series RBC O 72, (Liquidity Facility Royal Bank of Canada) 74926YF89 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 Y ROYAL BANK OF CANADA N/A N/A N N 9000000.00 9000000.00 0.0015 N 9000000.00 9000000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.08% Participating VRDN Series EGL 07 0032, (Liquidity Facility Citibank NA) 576000FN8 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 Y CITIBANK NA N/A N/A N N 69300000.00 69300000.00 0.0115 N 69300000.00 69300000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.08% Participating VRDN Series EGL 07 0031, (Liquidity Facility Citibank NA) 576000FL2 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 Y CITIBANK NA N/A N/A N N 69100000.00 69100000.00 0.0115 N 69100000.00 69100000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.08% Participating VRDN Series Solar 05 03, (Liquidity Facility U.S. Bank NA, Cincinnati) 27884FAE0 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 Y US BANK NA CINCINNATI OHIO N/A N/A N N 20075000.00 20075000.00 0.0033 N 20075000.00 20075000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.08% Participating VRDN Series ROC II R 12254, (Liquidity Facility Citibank NA) 576000KF9 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 Y CITIBANK NA N/A N/A N N 18900000.00 18900000.00 0.0031 N 18900000.00 18900000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.08% Participating VRDN Series EGL 07 0033, (Liquidity Facility Citibank NA) 576000FQ1 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 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., 0.08% Participating VRDN Series EGL 07 0067, (Liquidity Facility Citibank NA) 576000GM9 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 Y CITIBANK NA N/A N/A N N 41660000.00 41660000.00 0.0069 N 41660000.00 41660000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.08% Participating VRDN Series EGL 07 0092, (Liquidity Facility Citibank NA) 576000GT4 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 Y CITIBANK NA N/A N/A N N 53095000.00 53095000.00 0.0088 N 53095000.00 53095000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.09% Participating VRDN Series Putters 2857, (Liquidity Facility JPMorgan Chase Bank) 576000JT1 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 840000.00 840000.00 0.0001 N 840000.00 840000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.09% Participating VRDN Series Putters 3990, (Liquidity Facility JPMorgan Chase Bank) 46636YCF5 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 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., 0.09% Participating VRDN Series Putters 4366, (Liquidity Facility JPMorgan Chase Bank) 46640KCJ1 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 3750000.00 3750000.00 0.0006 N 3750000.00 3750000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.09% Participating VRDN Series Putters 4357, (Liquidity Facility JPMorgan Chase Bank) 46640KBK9 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 3335000.00 3335000.00 0.0006 N 3335000.00 3335000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.10% Participating VRDN Series MS 3228X, (Liquidity Facility Morgan Stanley Bank, West Val 576000KX0 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 Y MORGAN STANLEY BK NA SALT LAKE N/A N/A N N 2500000.00 2500000.00 0.0004 N 2500000.00 2500000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.10% Participating VRDN Series MS 30911, (Liquidity Facility Morgan Stanley Bank, West Val 576000KH5 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 Y MORGAN STANLEY BK NA SALT LAKE N/A N/A N N 2700000.00 2700000.00 0.0004 N 2700000.00 2700000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.10% Participating VRDN Series Putters 3691, (Liquidity Facility JPMorgan Chase Bank) 46633VRV3 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 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., 0.10% Participating VRDN ROC II R 12193, (Liquidity Facility Citibank NA) 576000JB0 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 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., 0.10% Participating VRDN Series BA 08 1082, (Liquidity Facility Bank of America NA) 05248PVN2 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 Y BANK OF AMERICA NA N/A N/A N N 14000000.00 14000000.00 0.0023 N 14000000.00 14000000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.13% Participating VRDN Series BA 08 3307, (Liquidity Facility Bank of America NA) 05248P3N3 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 Y BANK OF AMERICA NA N/A N/A N N 5000000.00 5000000.00 0.0008 N 5000000.00 5000000.00 Massachusetts St Wtr. Resources Auth. Massachusetts St Wtr. Resources Auth., 0.09% Participating VRDN Series Putters 4344, (Liquidity Facility JPMorgan Chase & Co.) 46636Y8S2 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 Y JPMORGAN CHASE & CO N/A N/A N N 4570000.00 4570000.00 0.0008 N 4570000.00 4570000.00 Massachusetts St Wtr. Resources Auth. Massachusetts St Wtr. Resources Auth., 0.09% Participating VRDN Series Putters 3690, (Liquidity Facility JPMorgan Chase Bank) 46633VRT8 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 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, 0.08% Participating VRDN Series BBT 08 40, (Liquidity Facility Branch Banking & Trust Co.) 07330CNT2 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 Y BRANCH BANKING AND TRUST CO N/A N/A N N 15275000.00 15275000.00 0.0025 N 15275000.00 15275000.00 Massachusetts Wtr. Poll. Abatement Trust Massachusetts Wtr. Poll. Abatement Trust, 0.09% Participating VRDN Series Putters 3159, (Liquidity Facility JPMorgan Chase Bank) 46632PEK5 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 15490000.00 15490000.00 0.0026 N 15490000.00 15490000.00 Massachusetts Wtr. Poll. Abatement Trust Massachusetts Wtr. Poll. Abatement Trust, 0.11% Participating VRDN Series Clipper 06 11, (Liquidity Facility State Street Bank & Trust Co., Boston) 18886PPV1 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 Y STATE ST BK & TR CO BOSTON N/A N/A N N 23900000.00 23900000.00 0.0040 N 23900000.00 23900000.00 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.05% Series 2008 F, (Liquidity Facility Bank of Nova Scotia) VRDN 5760494W7 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 Y BANK OF NOVA SCOTIA NY BRH N/A N/A N N 33460000.00 33460000.00 0.0056 N 33460000.00 33460000.00 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.07% Series 2002 C, LOC Landesbank Hessen-Thuringen VRDN 576049YH7 Variable Rate Demand Note First Tier Security 2013-11-01 2013-11-01 Y LANDESBANK HESS-THURNGN (GTD) N/A N/A Y LANDESBANK HESS-THURNGN (GTD) N/A N/A N 16425000.00 16425000.00 0.0027 N 16425000.00 16425000.00 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.08% Participating VRDN Series ROC II R 11968, (Liquidity Facility Citibank NA) 576051DR4 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 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., 0.08% Participating VRDN Series Solar 06 86, (Liquidity Facility U.S. Bank NA, Cincinnati) 27884FHL7 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 Y US BANK NA CINCINNATI OHIO N/A N/A N N 21785000.00 21785000.00 0.0036 N 21785000.00 21785000.00 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.08% Participating VRDN Series EGL 06 0054, (Liquidity Facility Citibank NA) 576049S35 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 Y CITIBANK NA N/A N/A N N 9800000.00 9800000.00 0.0016 N 9800000.00 9800000.00 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.08% Participating VRDN Series ROC II R 11914, (Liquidity Facility Citibank NA) 576051BT2 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 Y CITIBANK NA N/A N/A N N 7705000.00 7705000.00 0.0013 N 7705000.00 7705000.00 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.09% Participating VRDN Series Putters 2848, (Liquidity Facility JPMorgan Chase Bank) 5760494N7 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 19075000.00 19075000.00 0.0032 N 19075000.00 19075000.00 RBC Muni. Products, Inc. Trust RBC Muni. Products, Inc. Trust, 0.08% Participating VRDN Series RBC E 32, (Liquidity Facility Royal Bank of Canada) 74926YVU2 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 Y ROYAL BANK OF CANADA N/A N/A N N 103670000.00 103670000.00 0.0172 N 103670000.00 103670000.00 RBC Muni. Products, Inc. Trust RBC Muni. Products, Inc. Trust, 0.08% Participating VRDN Series RBC E 42, (Liquidity Facility Royal Bank of Canada) 74926YZA2 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 Y ROYAL BANK OF CANADA N/A N/A N N 23695000.00 23695000.00 0.0039 N 23695000.00 23695000.00 Puerto Rico Commonwealth Hwy. & Trans. Auth. Trans. Rev. Puerto Rico Commonwealth Hwy. & Trans. Auth. Trans. Rev., 0.07% Series 1998 A, LOC Bank of Nova Scotia VRDN 745190Y77 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 Y BANK OF NOVA SCOTIA NY BRH N/A N/A Y BANK OF NOVA SCOTIA NY BRH N/A N/A N 22000000.00 22000000.00 0.0037 N 22000000.00 22000000.00 Puerto Rico Commonwealth Pub. Impt. Gen. Oblig. Puerto Rico Commonwealth Pub. Impt. Gen. Oblig., 0.08% Series 2003 C5-2, LOC Barclays Bank PLC VRDN 74514LYU5 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 Y BARCLAYS BANK PLC NY BRANCH N/A N/A Y BARCLAYS BANK PLC NY BRANCH N/A N/A N 88270000.00 88270000.00 0.0147 N 88270000.00 88270000.00 RIB Floater Trust Various States RIB Floater Trust Various States, 0.13% Letter of Credit Enhanced Participating VRDN Series BC 13 18WE, (Liquidity Facility Barclays Bank PLC) 76252PCU1 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 Y BARCLAYS BANK PLC N/A N/A N N 18400000.00 18400000.00 0.0031 N 18400000.00 18400000.00 Salem County Poll. Cont. Fin. Auth. Rev. Salem County Poll. Cont. Fin. Auth. Rev., 0.27% (Pub. Svc. Elec. and Gas Co. Proj.) Series 2003 B1 VRDN 79410SBK1 Variable Rate Demand Note Second Tier Security 2013-11-07 2013-11-07 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., 0.29% (Pub. Svc. Elec. and Gas Co. Proj.) Series 2012 A VRDN 79410SBM7 Variable Rate Demand Note Second Tier Security 2013-11-07 2013-11-07 Y PUBLIC SERVICE ELEC & GAS CO N/A N/A N N 3400000.00 3400000.00 0.0006 N 3400000.00 3400000.00 Clarksville Pub. Bldg. Auth. Rev. Clarksville Pub. Bldg. Auth. Rev., 0.12% (Tennessee Muni. Bond Fund Proj.) Series 2003, LOC Bank of America NA VRDN 182564AW4 Variable Rate Demand Note First Tier Security 2013-11-01 2013-11-01 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 5100000.00 5100000.00 0.0008 N 5100000.00 5100000.00 Delaware Econ. Dev. Auth. Rev. Delaware Econ. Dev. Auth. Rev., 0.24% (Delmarva Pwr. & Lt. Co. Proj.) Series 1999 A VRDN 246387JQ8 Variable Rate Demand Note Second Tier Security 2013-11-07 2013-11-07 Y DELMARVA POWER & LIGHT N/A N/A N N 4400000.00 4400000.00 0.0007 N 4400000.00 4400000.00 Michigan City Ltd. Oblig. Rev. Michigan City Ltd. Oblig. Rev., 0.18% (Palatek Proj.) LOC Comerica Bank VRDN 594316AA9 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 Y COMERICA BK DALLAS TEX N/A N/A Y COMERICA BK DALLAS TEX N/A N/A N 3785000.00 3785000.00 0.0006 N 3785000.00 3785000.00 Decatur Indl. Dev. Board Exempt Facilities Rev. Decatur Indl. Dev. Board Exempt Facilities Rev., 0.37% (Nucor Steel Decatur LLC Proj.) Series 2003 A VRDN 242846AA1 Variable Rate Demand Note Second Tier Security 2013-11-07 2013-11-07 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., 0.32% (Nucor Steel Louisiana LLC Proj.) Series 2010 B1 VRDN 790103AG0 Variable Rate Demand Note Second Tier Security 2013-11-07 2013-11-07 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., 0.32% (Nucor Steel Louisiana LLC Proj.) Series 2010 B1 VRDN 790103AH8 Variable Rate Demand Note Second Tier Security 2013-11-07 2013-11-07 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., 0.37% (Nucor Corp. Proj.) Series 1996 VRDN 854743AD3 Variable Rate Demand Note Second Tier Security 2013-11-07 2013-11-07 Y NUCOR CORP N/A N/A N N 3400000.00 3400000.00 0.0006 N 3400000.00 3400000.00 Clark County Arpt. Rev. Clark County Arpt. Rev., 0.27% Series 2008 C3, LOC Landesbank Baden-Wurttemberg VRDN 18085PKB9 Variable Rate Demand Note Second Tier Security 2013-11-07 2013-11-07 Y LANDESBANK BADEN-WUERT (UNGTD) N/A N/A Y LANDESBANK BADEN-WUERT (UNGTD) N/A N/A N 2600000.00 2600000.00 0.0004 N 2600000.00 2600000.00 Ohio Air Quality Dev. Auth. Rev. Ohio Air Quality Dev. Auth. Rev., 0.27% (Cincinnati Gas & Elec. Co. Proj.) Series A VRDN 677525LW5 Variable Rate Demand Note Second Tier Security 2013-11-07 2013-11-07 Y CINCINNATI GAS & ELECT(DUKE OH N/A N/A N N 1200000.00 1200000.00 0.0002 N 1200000.00 1200000.00 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 First Tier Security 2013-11-07 2013-11-07 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 Andover Gen. Oblig. Andover Gen. Oblig., 0.75% BAN 0342854Z6 Other Municipal Debt First Tier Security 2014-03-07 2014-03-07 N N N 10600000.00 10623096.84 0.0018 N 10623744.00 10623744.00 Attleboro Gen. Oblig. Attleboro Gen. Oblig., 1.25% BAN 049843T47 Other Municipal Debt First Tier Security 2014-03-20 2014-03-20 N N N 6109800.00 6134245.78 0.0010 N 6136194.34 6136194.34 Auburn Gen. Oblig. Auburn Gen. Oblig., 1.25% BAN 050411QK6 Other Municipal Debt First Tier Security 2014-09-30 2014-09-30 N N N 5480667.00 5534068.81 0.0009 N 5534651.57 5534651.57 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 12162248.70 0.0020 N 12165945.00 12165945.00 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 8862558.07 0.0015 N 8860544.00 8860544.00 Boston Gen. Oblig. Boston Gen. Oblig., 4.00% Bonds Series 2013 B 100853SU5 Other Municipal Debt Unrated Security 2014-01-01 2014-01-01 N N N 3740000.00 3763874.37 0.0006 N 3763150.60 3763150.60 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 7533262.09 0.0013 N 7532702.40 7532702.40 Boston Gen. Oblig. Boston Gen. Oblig., 4.25% Bonds Series 2007 A 100853CC2 Other Municipal Debt Unrated Security 2014-03-01 2014-03-01 N N N 1600000.00 1621825.54 0.0003 N 1621232.00 1621232.00 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 1078534.51 0.0002 N 1078313.90 1078313.90 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 1529794.93 0.0003 N 1529550.00 1529550.00 Boston Gen. Oblig. Boston Gen. Oblig., 5.00% Bonds Series 2012 A 100853PH7 Other Municipal Debt Unrated Security 2014-04-01 2014-04-01 N N N 8220000.00 8384641.17 0.0014 N 8381934.00 8381934.00 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 6455000.00 6583554.29 0.0011 N 6582163.50 6582163.50 Burlington Gen. Oblig. Burlington Gen. Oblig., 1.25% BAN 121835ZV7 Other Municipal Debt First Tier Security 2014-07-25 2014-07-25 N N N 8230000.00 8294652.98 0.0014 N 8295675.40 8295675.40 Cambridge Gen. Oblig. Cambridge Gen. Oblig., 2.00% Bonds Series 2013 132285T72 Other Municipal Debt Unrated Security 2014-02-15 2014-02-15 N N N 4680000.00 4705188.89 0.0008 N 4704429.60 4704429.60 Chicopee Gen. Oblig. Chicopee Gen. Oblig., 1.00% BAN 168592T52 Other Municipal Debt Unrated Security 2013-11-29 2013-11-29 N N N 7580000.00 7585115.53 0.0013 N 7585457.60 7585457.60 Danvers Gen. Oblig. Danvers Gen. Oblig., 1.00% BAN 236469V41 Other Municipal Debt First Tier Security 2014-07-03 2014-07-03 N N N 5026000.00 5053819.53 0.0008 N 5054346.64 5054346.64 Danvers Gen. Oblig. Danvers Gen. Oblig., 1.00% BAN 236469V58 Other Municipal Debt First Tier Security 2014-07-30 2014-07-30 N N N 5000000.00 5030845.90 0.0008 N 5031350.00 5031350.00 Everett Gen. Oblig. Everett Gen. Oblig., 1.00% BAN 299839UC2 Other Municipal Debt First Tier Security 2014-03-13 2014-03-13 N N N 5500000.00 5516328.35 0.0009 N 5517325.00 5517325.00 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 4214000.00 0.0007 N 4214000.00 4214000.00 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 11500000.00 11511326.49 0.0019 N 11512305.00 11512305.00 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 20825056.00 0.0035 N 20828288.00 20828288.00 Gloucester Gen. Oblig. Gloucester Gen. Oblig., 1.00% BAN 379713CH1 Other Municipal Debt Unrated Security 2014-02-07 2014-02-07 N N N 2213000.00 2217705.39 0.0004 N 2217957.12 2217957.12 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 12596294.26 0.0021 N 12598806.66 12598806.66 Hamilton Gen. Oblig. Hamilton Gen. Oblig., 1.25% BAN 407576DA2 Other Municipal Debt Unrated Security 2014-05-23 2014-05-23 N N N 3000000.00 3017132.31 0.0005 N 3018150.00 3018150.00 Hanover Gen. Oblig. Hanover Gen. Oblig., 1.00% BAN 411018QP2 Other Municipal Debt First Tier Security 2014-09-12 2014-09-12 N N N 11685000.00 11769536.48 0.0020 N 11770651.05 11770651.05 Hingham Gen. Oblig. Hingham Gen. Oblig., 1.00% BAN 433344TK4 Other Municipal Debt Unrated Security 2014-05-23 2014-05-23 N N N 34714200.00 34872176.31 0.0058 N 34883258.15 34883258.15 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 2959477.50 0.0005 N 2960177.50 2960177.50 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 5373370.02 0.0009 N 5375009.67 5375009.67 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 20800000.00 20973600.00 0.0035 N 20975760.00 20975760.00 Mashpee Gen. Oblig. Mashpee Gen. Oblig., 1.00% BAN 574760LB8 Other Municipal Debt First Tier Security 2014-01-31 2014-01-31 N N N 5193660.00 5204768.37 0.0009 N 5205086.05 5205086.05 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 2034892.90 0.0003 N 2034520.00 2034520.00 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 1000000.00 1033890.00 0.0002 N 1033060.00 1033060.00 Massachusetts Dev. Fin. Agcy. Massachusetts Dev. Fin. Agcy., 0.11% Series 2001, LOC TD Banknorth, NA, CP 57563P9N5 Other Municipal Debt First Tier Security 2013-12-04 2013-12-04 N Y TD BANK NA WILMINGTON DE N/A N/A N 8178000.00 8178000.00 0.0014 N 8178081.78 8178081.78 Massachusetts Dev. Fin. Agcy. Electrical Utils. Rev. Massachusetts Dev. Fin. Agcy. Electrical Utils. Rev., 0.35% Bonds (Nantucket Elec. Co. Proj.) Series 2005, tender 12/06/2013, CP Mode 57584GAC2 Other Municipal Debt Second Tier Security 2013-12-06 2013-12-06 N N Y OBLIGOR NANTUCKET ELEC CO N/A N/A 3600000.00 3600000.00 0.0006 N 3600000.00 3600000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.12% Series 2001, LOC JPMorgan Chase Bank, CP 08R99MER4 Other Municipal Debt First Tier Security 2013-12-05 2013-12-05 N Y JPMORGAN CHASE BANK NA N/A N/A N 9300000.00 9300000.00 0.0015 N 9300186.00 9300186.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.18% Bonds Series WF 10 56C, tender 02/13/2014, (Liquidity Facility Wells Fargo Bank NA) 94985NZX2 Other Municipal Debt First Tier Security 2014-02-13 2014-02-13 Y WELLS FARGO BK NATL ASSN N/A N/A N N 19875000.00 19875000.00 0.0033 Y 19875000.00 19875000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.58% Bonds tender 07/01/2014 57583UAA6 Other Municipal Debt Unrated Security 2014-07-01 2014-07-01 Y WILLIAMS COLLEGE, MA N/A N/A N N 5000000.00 5004168.33 0.0008 N 5003650.00 5003650.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 2.00% Bonds Series 2013 P 57583UWS3 Other Municipal Debt Unrated Security 2014-07-01 2014-07-01 N N Y OBLIGOR WILLIAMS COLLEGE, MA N/A N/A 1690000.00 1709872.10 0.0003 N 1710144.80 1710144.80 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 2.00% Bonds Series 2013 S 57583UYR3 Other Municipal Debt Unrated Security 2014-07-01 2014-07-01 N N Y OBLIGOR BOSTON COLLEGE,MA N/A N/A 2255000.00 2282354.80 0.0004 N 2281270.75 2281270.75 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 2.88% Bonds Series 2009 V2 57583RQ24 Other Municipal Debt Unrated Security 2014-10-01 2014-10-01 N N Y OBLIGOR BOSTON UNIVERSITY MASS N/A N/A 5000000.00 5123674.94 0.0009 N 5114950.00 5114950.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 5.00% Bonds Series 2010 R1 57583R3T0 Other Municipal Debt Unrated Security 2014-07-01 2014-07-01 N N Y OBLIGOR BOSTON COLLEGE,MA N/A N/A 1000000.00 1032116.59 0.0002 N 1031290.00 1031290.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.06% Bonds Series 2012 D 57582PJ68 Other Municipal Debt Unrated Security 2013-11-07 2014-01-01 N N N 43100000.00 43099892.69 0.0072 N 43081467.00 43081467.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.12% Bonds Series Putters 4407, tender 01/23/2014, (Liquidity Facility JPMorgan Chase & Co.) 46640KGH1 Other Municipal Debt First Tier Security 2014-01-23 2014-01-23 Y JPMORGAN CHASE & CO N/A N/A N N 9545000.00 9545000.00 0.0016 Y 9545000.00 9545000.00 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 13100000.00 13100000.00 0.0022 Y 13100000.00 13100000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.33% Bonds Series 2012 A 57582PE22 Other Municipal Debt Unrated Security 2013-11-07 2014-02-01 N N N 2000000.00 2000110.84 0.0003 N 2000120.00 2000120.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.61% Bonds Series 2010 A 57582PUL2 Other Municipal Debt Unrated Security 2013-11-07 2014-02-01 N N N 3170000.00 3170000.00 0.0005 N 3170507.20 3170507.20 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 2.00% RAN Series 2013 A 57582PS84 Other Municipal Debt First Tier Security 2014-04-24 2014-04-24 N N N 175800000.00 177397597.09 0.0295 N 177412086.00 177412086.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 2.00% RAN Series 2013 B 57582PT26 Other Municipal Debt First Tier Security 2014-05-29 2014-05-29 N N N 226200000.00 228658570.66 0.0380 N 228602244.00 228602244.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 2.00% RAN Series 2013 C 57582PS92 Other Municipal Debt First Tier Security 2014-06-26 2014-06-26 N N N 226200000.00 228934012.19 0.0381 N 228914400.00 228914400.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 3.00% Bonds Series 2010 B 57582PVT4 Other Municipal Debt Unrated Security 2014-01-01 2014-01-01 N N N 2145000.00 2154880.50 0.0004 N 2154824.10 2154824.10 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 8293478.82 0.0014 N 8292807.90 8292807.90 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 7950228.64 0.0013 N 7948743.00 7948743.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.00% Bonds Series 2007 A 57582PCN8 Other Municipal Debt Unrated Security 2014-05-01 2014-05-01 N N N 1000000.00 1023796.79 0.0002 N 1023640.00 1023640.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.00% Bonds Series 2006 C 57582N5R2 Other Municipal Debt Unrated Security 2014-05-01 2014-05-01 N N N 2210000.00 2263116.57 0.0004 N 2262244.40 2262244.40 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.00% Bonds Series 2005 B 57582NY74 Other Municipal Debt Unrated Security 2014-08-01 2014-08-01 N N N 400000.00 414282.78 0.0001 N 414228.00 414228.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.00% Bonds Series 2004 A 57582NTZ8 Other Municipal Debt Unrated Security 2014-08-01 2014-08-01 N N N 5380000.00 5573550.44 0.0009 N 5571366.60 5571366.60 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.00% Bonds 57582PNF3 Other Municipal Debt Unrated Security 2014-09-01 2014-09-01 N N N 1600000.00 1664062.05 0.0003 N 1663328.00 1663328.00 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 11355000.00 11355000.00 0.0019 N 11355000.00 11355000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.50% Bonds Series 2001 D 5758276M7 Other Municipal Debt Unrated Security 2014-11-01 2014-11-01 N N N 1000000.00 1052726.33 0.0002 N 1052330.00 1052330.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 6.00% Bonds Series 2001 D 5758276K1 Other Municipal Debt Unrated Security 2013-11-01 2013-11-01 N N N 1460000.00 1460000.00 0.0002 N 1460000.00 1460000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.07% Series EE, CP 00N992PA4 Other Municipal Debt First Tier Security 2013-11-01 2013-11-01 N N Y OBLIGOR PRESIDENT & FELLOWS HARVARD CO N/A N/A 31036000.00 31036000.00 0.0052 N 31036000.00 31036000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.07% Series EE, CP 00N992NX6 Other Municipal Debt First Tier Security 2013-11-04 2013-11-04 N N Y OBLIGOR PRESIDENT & FELLOWS HARVARD CO N/A N/A 19500000.00 19500000.00 0.0032 N 19500000.00 19500000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.07% Series EE, CP 00N992NV0 Other Municipal Debt First Tier Security 2013-11-06 2013-11-06 N N Y OBLIGOR PRESIDENT & FELLOWS HARVARD CO N/A N/A 20800000.00 20800000.00 0.0035 N 20800000.00 20800000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.08% Series EE, CP 00N992PC0 Other Municipal Debt First Tier Security 2013-12-10 2013-12-10 N N Y OBLIGOR PRESIDENT & FELLOWS HARVARD CO N/A N/A 30000000.00 30000000.00 0.0050 N 30000000.00 30000000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.08% Series EE, CP 00N992PB2 Other Municipal Debt First Tier Security 2013-12-11 2013-12-11 N N Y OBLIGOR PRESIDENT & FELLOWS HARVARD CO N/A N/A 23804000.00 23804000.00 0.0040 N 23804000.00 23804000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.09% Bonds (Partners HealthCare Sys., Inc. Proj.) Series 2008 H1, tender 12/03/2013, CP Mode 57586CV93 Other Municipal Debt First Tier Security 2013-12-03 2013-12-03 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 15660000.00 15660000.00 0.0026 N 15660000.00 15660000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.09% Bonds (Partners HealthCare Sys., Inc. Proj.) Series 2008 H2, tender 12/05/2013, CP Mode 57586CW27 Other Municipal Debt First Tier Security 2013-12-05 2013-12-05 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 19790000.00 19790000.00 0.0033 N 19790000.00 19790000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.10% Bonds (Partners HealthCare Sys., Inc. Proj.) Series 2008 H1, tender 11/04/2013, CP Mode 57586CV93 Other Municipal Debt First Tier Security 2013-11-04 2013-11-04 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 12500000.00 12500000.00 0.0021 N 12500000.00 12500000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.10% Bonds (Partners HealthCare Sys., Inc. Proj.) Series 2008 H1, tender 01/06/2014, CP Mode 57586CV93 Other Municipal Debt First Tier Security 2014-01-06 2014-01-06 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 16400000.00 16400000.00 0.0027 N 16400000.00 16400000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.10% Series EE, CP 00N992NY4 Other Municipal Debt First Tier Security 2014-01-15 2014-01-15 N N Y OBLIGOR PRESIDENT & FELLOWS HARVARD CO N/A N/A 8500000.00 8500000.00 0.0014 N 8500000.00 8500000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.10% Bonds (Partners HealthCare Sys., Inc. Proj.) Series 2008 H2, tender 01/22/2014, CP Mode 57586CW27 Other Municipal Debt First Tier Security 2014-01-22 2014-01-22 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 14040000.00 14040000.00 0.0023 N 14040000.00 14040000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.10% Bonds (Partners HealthCare Sys., Inc. Proj.) Series 2008 H2, tender 02/04/2014, CP Mode 57586CW27 Other Municipal Debt First Tier Security 2014-02-04 2014-02-04 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., 0.11% Series EE, CP 00N992NW8 Other Municipal Debt First Tier Security 2013-12-17 2013-12-17 N N Y OBLIGOR PRESIDENT & FELLOWS HARVARD CO N/A N/A 33000000.00 33000000.00 0.0055 N 33000000.00 33000000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.11% Bonds (Partners HealthCare Sys., Inc. Proj.) Series 2008 H1, tender 01/07/2014, CP Mode 57586CV93 Other Municipal Debt First Tier Security 2014-01-07 2014-01-07 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 15100000.00 15100000.00 0.0025 N 15100000.00 15100000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.13% Bonds (Northeastern Univ. Proj.) tender 11/07/2013, CP Mode 57586CV93 Other Municipal Debt First Tier Security 2013-11-07 2013-11-07 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 20000000.00 20000000.00 0.0033 N 20000000.00 20000000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.14% Bonds (Partners HealthCare Sys., Inc. Proj.) Series 2008 H2, tender 11/05/2013, CP Mode 57586CW27 Other Municipal Debt First Tier Security 2013-11-05 2013-11-05 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 19790000.00 19790000.00 0.0033 N 19790197.90 19790197.90 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 1003398.07 0.0002 N 1003460.00 1003460.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 3.50% Bonds Series 2008 A 57586C8E8 Other Municipal Debt Unrated Security 2014-07-01 2014-07-01 N N Y OBLIGOR MASSACHUSETTS INST TECH, MA N/A N/A 3500000.00 3577127.97 0.0006 N 3576335.00 3576335.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 4.00% Bonds Series 2010 A 57586EQM6 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 1004687.16 0.0002 N 1004660.00 1004660.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 5.00% Bonds (Partners HealthCare Sys., Inc. Proj.) Series 2009 J2 57586ENP2 Other Municipal Debt Unrated Security 2014-07-01 2014-07-01 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 1530000.00 1579037.92 0.0003 N 1578393.90 1578393.90 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 5.00% Bonds Series 2008 A 57586C8D0 Other Municipal Debt Unrated Security 2014-07-01 2014-07-01 N N Y OBLIGOR MASSACHUSETTS INST TECH, MA N/A N/A 1000000.00 1032157.43 0.0002 N 1031630.00 1031630.00 Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev. Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev., 0.30% Bonds (New England Pwr. Co. Proj.) Series 1992, tender 12/06/2013, CP Mode 575856BE8 Other Municipal Debt Second Tier Security 2013-12-06 2013-12-06 N N Y OBLIGOR NEW ENGLAND POWER CO N/A N/A 9360000.00 9360000.00 0.0016 N 9360000.00 9360000.00 Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev. Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev., 0.30% Bonds (New England Pwr. Co. Proj.) Series 1993 A, tender 12/06/2013, CP Mode 575856BF5 Other Municipal Debt Second Tier Security 2013-12-06 2013-12-06 N N Y OBLIGOR NEW ENGLAND POWER CO N/A N/A 300000.00 300000.00 0.0000 N 300000.00 300000.00 Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev. Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev., 0.33% Bonds New England Pwr. Co. Proj.) Series 1993 B, tender 11/18/2013, CP Mode 575856BG3 Other Municipal Debt Second Tier Security 2013-11-18 2013-11-18 N N Y OBLIGOR NEW ENGLAND POWER CO N/A N/A 1400000.00 1400000.00 0.0002 N 1400000.00 1400000.00 Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev. Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev., 0.35% Bonds (New England Pwr. Co. Proj.) Series 1993 B, tender 11/08/2013, CP Mode 575856BG3 Other Municipal Debt Second Tier Security 2013-11-08 2013-11-08 N N Y OBLIGOR NEW ENGLAND POWER CO N/A N/A 3200000.00 3200000.00 0.0005 N 3200000.00 3200000.00 Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 0.11% Series 2012 A, LOC TD Banknorth, NA, CP 57599LFU9 Other Municipal Debt First Tier Security 2013-12-10 2013-12-10 N Y TD BANK NA WILMINGTON DE N/A N/A N 20000000.00 20000000.00 0.0033 N 20000000.00 20000000.00 Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 0.14% Series 2012 B, LOC TD Banknorth, NA, CP 57599LFS4 Other Municipal Debt First Tier Security 2013-11-07 2013-11-07 N Y TD BANK NA WILMINGTON DE N/A N/A N 40000000.00 40000000.00 0.0067 N 40000000.00 40000000.00 Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 0.14% Series 2012 B, LOC TD Banknorth, NA, CP 57599LFT2 Other Municipal Debt First Tier Security 2014-01-15 2014-01-15 N Y TD BANK NA WILMINGTON DE N/A N/A N 40000000.00 40000000.00 0.0067 N 40000800.00 40000800.00 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 2011587.71 0.0003 N 2011680.00 2011680.00 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 5440000.00 5471206.57 0.0009 N 5472368.00 5472368.00 Massachusetts State Dev. Fin. Agcy. Elec. Util. Rev. Massachusetts State Dev. Fin. Agcy. Elec. Util. Rev., 0.32% Bonds (Nantucket Elec. Co. Proj.) Series 2007, tender 11/07/2013, CP Mode 57584TAA8 Other Municipal Debt Second Tier Security 2013-11-07 2013-11-07 N N Y OBLIGOR NANTUCKET ELEC CO N/A N/A 11800000.00 11800000.00 0.0020 N 11800000.00 11800000.00 Massachusetts State Dev. Fing. Agcy. Poll. Cont. Rev. Massachusetts State Dev. Fing. Agcy. Poll. Cont. Rev., 0.35% Bonds (Massachusetts Elec. Co. Proj.) Series 2004, tender 11/14/2013, CP Mode 57584LAB3 Other Municipal Debt Second Tier Security 2013-11-14 2013-11-14 N N Y OBLIGOR MASS ELECTRIC CO N/A N/A 300000.00 300000.00 0.0000 N 300000.00 300000.00 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.14% Series 1999, LOC State Street Bank & Trust Co., Boston, CP 5760519X6 Other Municipal Debt First Tier Security 2014-02-12 2014-02-12 N Y STATE ST BK & TR CO BOSTON N/A N/A N 23000000.00 23000000.00 0.0038 N 23000690.00 23000690.00 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.20% Bonds Series WF 09 67C, tender 04/17/2014, (Liquidity Facility Wells Fargo & Co.) 94985NQM6 Other Municipal Debt First Tier Security 2014-04-17 2014-04-17 Y WELLS FARGO & CO NEW N/A N/A N N 15400000.00 15400000.00 0.0026 Y 15400000.00 15400000.00 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 5.25% Bonds Series 2002 J 576049YS3 Other Municipal Debt Unrated Security 2014-08-01 2014-08-01 N N N 2800000.00 2906353.23 0.0005 N 2904776.00 2904776.00 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 6160895.00 6200010.76 0.0010 N 6202049.78 6202049.78 Needham Gen. Oblig. Needham Gen. Oblig., 0.50% BAN 639846N26 Other Municipal Debt First Tier Security 2013-12-02 2013-12-02 N N N 4300000.00 4301228.45 0.0007 N 4301462.00 4301462.00 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 4008682.49 0.0007 N 4009280.00 4009280.00 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 3807829.46 0.0006 N 3808816.00 3808816.00 Peabody Gen. Oblig. Peabody Gen. Oblig., 0.60% BAN 7045732T0 Other Municipal Debt First Tier Security 2014-03-28 2014-03-28 N N N 6100000.00 6111613.00 0.0010 N 6112444.00 6112444.00 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 25785000.00 25920162.99 0.0043 N 25930685.25 25930685.25 Quincy Gen. Oblig. Quincy Gen. Oblig., 1.00% BAN 748508EU8 Other Municipal Debt First Tier Security 2014-07-25 2014-07-25 N N N 1610000.00 1619482.90 0.0003 N 1620384.50 1620384.50 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 25761324.15 0.0043 N 25770418.00 25770418.00 Quincy Gen. Oblig. Quincy Gen. Oblig., 1.25% BAN 748508FW3 Other Municipal Debt First Tier Security 2014-09-12 2014-09-12 N N N 15800000.00 15949720.19 0.0027 N 15951364.00 15951364.00 Somerville Gen. Oblig. Somerville Gen. Oblig., 1.00% BAN 835240F98 Other Municipal Debt First Tier Security 2014-06-27 2014-06-27 N N N 8887449.00 8934866.96 0.0015 N 8936329.97 8936329.97 Springfield Gen. Oblig. Springfield Gen. Oblig., 5.75% Bonds Series 2007 850752KD7 Other Municipal Debt Unrated Security 2014-08-01 2014-08-01 N N N 3500000.00 3643122.32 0.0006 N 3639860.00 3639860.00 Stow Gen. Oblig. Stow Gen. Oblig., 1.00% BAN 862378GX8 Other Municipal Debt First Tier Security 2014-05-01 2014-05-01 N N N 8400000.00 8434051.56 0.0014 N 8436456.00 8436456.00 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 1250000.00 1250000.00 0.0002 N 1250000.00 1250000.00 Univ. of Massachusetts Bldg. Auth. Rev. Univ. of Massachusetts Bldg. Auth. Rev., 0.11% Series 2013 A1, LOC State Street Bank & Trust Co., Boston, CP 9144379D2 Other Municipal Debt First Tier Security 2014-01-09 2014-01-09 N Y STATE ST BK & TR CO BOSTON N/A N/A N 17000000.00 17000000.00 0.0028 N 17000000.00 17000000.00 Webster Gen. Oblig. Webster Gen. Oblig., 1.00% BAN 948101PL8 Other Municipal Debt First Tier Security 2014-06-27 2014-06-27 N N N 10600000.00 10654574.86 0.0018 N 10654802.00 10654802.00 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 26200000.00 26341500.15 0.0044 N 26345672.00 26345672.00 Westborough Gen. Oblig. Westborough Gen. Oblig., 1.25% BAN 957144B49 Other Municipal Debt First Tier Security 2014-08-22 2014-08-22 N N N 4535000.00 4574376.01 0.0008 N 4574908.00 4574908.00 Westfield Gen. Oblig. Westfield Gen. Oblig., 1.00% BAN 960096M44 Other Municipal Debt First Tier Security 2014-04-11 2014-04-11 N N N 25164000.00 25259497.38 0.0042 N 25261133.04 25261133.04 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 7710169.63 0.0013 N 7713615.36 7713615.36 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 13628000.00 13725805.73 0.0023 N 13727211.84 13727211.84 Worcester Gen. Oblig. Worcester Gen. Oblig., 1.75% BAN 981306EP4 Other Municipal Debt First Tier Security 2013-11-07 2013-11-07 N N N 4510000.00 4511161.02 0.0008 N 4511217.70 4511217.70 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 4448000.00 0.0007 N 4448000.00 4448000.00 Worcester Gen. Oblig. Worcester Gen. Oblig., 4.00% Bonds 981306EQ2 Other Municipal Debt Unrated Security 2014-11-01 2014-11-01 N N N 4211960.00 4372182.96 0.0007 N 4370413.94 4370413.94 Worcester Gen. Oblig. Worcester Gen. Oblig., 5.25% Bonds Series 2004 A 981305E76 Other Municipal Debt Unrated Security 2014-08-15 2014-08-15 N N N 1000000.00 1039444.34 0.0002 N 1039470.00 1039470.00 JPMorgan Chase JPMorgan Chase, 0.23% Letter of Credit Enhanced Tender Option Bonds Series Putters 4362, tender 11/15/2013, (Liquidity Facility JPMorgan Chase Bank) 46640KBW3 Other Municipal Debt First Tier Security 2013-11-15 2013-11-15 Y JPMORGAN CHASE BANK NA N/A N/A N N 12300000.00 12300000.00 0.0020 Y 12300000.00 12300000.00 Puerto Rico Hsg. Fin. Auth. Puerto Rico Hsg. Fin. Auth., 4.65% Bonds (Pre-Refunded to 12/1/2013 @ 100) 74526LDW0 Other Municipal Debt Unrated Security 2013-12-01 2013-12-01 N N N 2000000.00 2007335.08 0.0003 N 2006540.00 2006540.00 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 5670000.00 5692476.60 0.0009 N 5689958.40 5689958.40 Florida Gen. Oblig. Florida Gen. Oblig., 0.19% Bonds Series PZ 130, tender 11/21/2013, (Liquidity Facility Wells Fargo & Co.) 341150WR7 Other Municipal Debt First Tier Security 2013-11-21 2013-11-21 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, 0.10% 31635A204 Investment Company Unrated Security 2013-11-07 2013-11-07 N N N 554508000.00 554508000.00 0.0922 N 554508000.00 554508000.00