N-MFP LIVE N 2013-11-30 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 36 36 830776719.06 2038658.02 9048258.91 823767118.17 0.0009 1.0011 2013-11-29 1.0011 2013-11-29 C000019442 25000.00 256452207.07 1.00 2263482.95 6334459.01 4070976.06 0.0001 1.0014 2013-11-29 1.0014 2013-11-29 C000047913 1000000.00 567167535.74 1.00 2055791.01 7802637.25 5746846.24 0.0001 1.0010 2013-11-29 1.0010 2013-11-29 C000047914 1000000.00 147375.36 1.00 17.40 17.40 0.00 0.0001 1.0010 2013-11-29 1.0010 2013-11-29 Massachusetts Bay Trans. Auth. Sales Tax Rev. Massachusetts Bay Trans. Auth. Sales Tax Rev., 0.08% Series 2008 A1, (Liquidity Facility JPMorgan Chase Bank) VRDN 575579TJ6 Variable Rate Demand Note First Tier Security 2013-12-06 2013-12-06 Y JPMORGAN CHASE BANK NA N/A N/A N N 7500000.00 7500000.00 0.0091 N 7500000.00 7500000.00 Massachusetts Bay Trans. Auth. Sales Tax Rev. Massachusetts Bay Trans. Auth. Sales Tax Rev., 0.08% Participating VRDN Series Clipper 07 18, (Liquidity Facility State Street Bank & Trust Co., Bosto 18886PUV5 Variable Rate Demand Note First Tier Security 2013-12-06 2013-12-06 Y STATE ST BK & TR CO BOSTON N/A N/A N N 52100000.00 52100000.00 0.0632 N 52100000.00 52100000.00 Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev. Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev., 0.05% Series 2010 A3, LOC Bank of America NA VRDN 57563CAC6 Variable Rate Demand Note First Tier Security 2013-12-06 2013-12-06 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 11500000.00 11500000.00 0.0140 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 2013-12-06 2013-12-06 Y CITIBANK NA N/A N/A Y CITIBANK NA N/A N/A N 17150000.00 17150000.00 0.0208 N 17150000.00 17150000.00 Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev. Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev., 0.05% (Tammy Brook Apts. Proj.) Series 2009, LOC Freddie Mac VRDN 57583XBN1 Variable Rate Demand Note First Tier Security 2013-12-06 2013-12-06 Y FREDDIE MAC N/A N/A Y FREDDIE MAC N/A N/A N 3555000.00 3555000.00 0.0043 N 3555000.00 3555000.00 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 2013-12-06 2013-12-06 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 23210000.00 23210000.00 0.0282 N 23210000.00 23210000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.03% (Boston Univ. Proj.) Series U3, LOC Northern Trust Co. VRDN 57583RWG6 Variable Rate Demand Note First Tier Security 2013-12-06 2013-12-06 Y NORTHERN TRUST CO CHICAGO N/A N/A Y NORTHERN TRUST CO CHICAGO N/A N/A N 4000000.00 4000000.00 0.0049 N 4000000.00 4000000.00 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 2013-12-06 2013-12-06 Y TD BANK NA WILMINGTON DE N/A N/A N Y OBLIGOR SMITH COLLEGE, MA N/A N/A 11760000.00 11760000.00 0.0143 N 11760000.00 11760000.00 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 2013-12-06 2013-12-06 Y FEDERAL HOME LN BK OF BOSTON N/A N/A Y FEDERAL HOME LN BK OF BOSTON N/A N/A N 2900000.00 2900000.00 0.0035 N 2900000.00 2900000.00 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 2013-12-06 2013-12-06 Y FEDERAL HOME LN BK OF BOSTON N/A N/A Y FEDERAL HOME LN BK OF BOSTON N/A N/A N 28765000.00 28765000.00 0.0349 N 28765000.00 28765000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.05% (Briarwood Retirement Cmnty. Proj.) Series 2004 A, LOC Manufacturers & Traders Trust Co. VRDN 57583F5P2 Variable Rate Demand Note First Tier Security 2013-12-06 2013-12-06 Y MANUFACTURERS & TRADERS TR CO N/A N/A Y MANUFACTURERS & TRADERS TR CO N/A N/A N 3700000.00 3700000.00 0.0045 N 3700000.00 3700000.00 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 2013-12-06 2013-12-06 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 4800000.00 4800000.00 0.0058 N 4800000.00 4800000.00 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 2013-12-06 2013-12-06 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 1900000.00 1900000.00 0.0023 N 1900000.00 1900000.00 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 2013-12-06 2013-12-06 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 0.0018 N 1500000.00 1500000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.06% Series 2010, LOC Manufacturers & Traders Trust Co. VRDN 57583R5Y7 Variable Rate Demand Note First Tier Security 2013-12-06 2013-12-06 Y MANUFACTURERS & TRADERS TR CO N/A N/A Y MANUFACTURERS & TRADERS TR CO N/A N/A N 1000000.00 1000000.00 0.0012 N 1000000.00 1000000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.06% (Simmons College Proj.) Series G, LOC JPMorgan Chase Bank VRDN 57583RUV5 Variable Rate Demand Note First Tier Security 2013-12-06 2013-12-06 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 5300000.00 5300000.00 0.0064 N 5300000.00 5300000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.07% (New England Deaconess Assoc. Proj.) Series 2011 B, LOC Manufacturers & Traders Trust Co. VRDN 57583ULM8 Variable Rate Demand Note First Tier Security 2013-12-06 2013-12-06 Y MANUFACTURERS & TRADERS TR CO N/A N/A Y MANUFACTURERS & TRADERS TR CO N/A N/A N 4400000.00 4400000.00 0.0053 N 4400000.00 4400000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.10% (Judge Rotenburg Ctr. Proj.) Series 2003, LOC Bank of America NA VRDN 57583FQ87 Variable Rate Demand Note First Tier Security 2013-12-06 2013-12-06 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 1300000.00 1300000.00 0.0016 N 1300000.00 1300000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.30% (Olin College Proj.) Series 2008 C3, LOC RBS Citizens NA VRDN 57583RZG3 Variable Rate Demand Note Second Tier Security 2013-12-02 2013-12-02 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., 0.30% (Olin College Proj.) Series 2008 C2, LOC RBS Citizens NA VRDN 57583RZF5 Variable Rate Demand Note Second Tier Security 2013-12-02 2013-12-02 Y RBS CITIZENS NA N/A N/A Y RBS CITIZENS NA N/A N/A N 3700000.00 3700000.00 0.0045 N 3700000.00 3700000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.05% Participating VRDN Series Clipper 07 39, (Liquidity Facility State Street Bank & Trust Co., Boston) 18886PA39 Variable Rate Demand Note First Tier Security 2013-12-06 2013-12-06 Y STATE ST BK & TR CO BOSTON N/A N/A N N 15400000.00 15400000.00 0.0187 N 15400000.00 15400000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.06% Participating VRDN Series Putters 4320, (Liquidity Facility JPMorgan Chase Bank) 46636Y6S4 Variable Rate Demand Note First Tier Security 2013-12-02 2013-12-02 Y JPMORGAN CHASE BANK NA N/A N/A N N 2000000.00 2000000.00 0.0024 N 2000000.00 2000000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.06% Participating VRDN Series Putters 3898, (Liquidity Facility JPMorgan Chase Bank) 46633VV55 Variable Rate Demand Note First Tier Security 2013-12-06 2013-12-06 Y JPMORGAN CHASE BANK NA N/A N/A N N 3500000.00 3500000.00 0.0042 N 3500000.00 3500000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.07% Participating VRDN Series Putters 3699, (Liquidity Facility JPMorgan Chase Bank) 46633VSJ9 Variable Rate Demand Note First Tier Security 2013-12-06 2013-12-06 Y JPMORGAN CHASE BANK NA N/A N/A N N 4800000.00 4800000.00 0.0058 N 4800000.00 4800000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.08% Participating VRDN Series Clipper 07 06, (Liquidity Facility State Street Bank & Trust Co., Boston) 18886PRV9 Variable Rate Demand Note First Tier Security 2013-12-06 2013-12-06 Y STATE ST BK & TR CO BOSTON N/A N/A N N 17900000.00 17900000.00 0.0217 N 17900000.00 17900000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.03% (Wellesley College Proj.) Series I VRDN 57586CP25 Variable Rate Demand Note First Tier Security 2013-12-02 2013-12-02 Y WELLESLEY COLLEGE, MA N/A N/A N N 9345000.00 9345000.00 0.0113 N 9345000.00 9345000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.03% (Children's Hosp. Proj.) Series 2010 N2, LOC TD Banknorth, NA VRDN 57586EUK5 Variable Rate Demand Note First Tier Security 2013-12-06 2013-12-06 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 0.0016 N 1300000.00 1300000.00 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 2013-12-02 2013-12-02 Y WELLS FARGO BK NATL ASSN N/A N/A Y WELLS FARGO BK NATL ASSN N/A N/A N 1800000.00 1800000.00 0.0022 N 1800000.00 1800000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.04% (Partners HealthCare Sys., Inc. Proj.) Series D6 VRDN 57585K3Q9 Variable Rate Demand Note First Tier Security 2013-12-02 2013-12-02 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., 0.04% (Partners HealthCare Sys., Inc. Proj.) Series D5 VRDN 57585K3P1 Variable Rate Demand Note First Tier Security 2013-12-02 2013-12-02 Y PARTNERS HEALTHCARE SYS INC N/A N/A N N 900000.00 900000.00 0.0011 N 900000.00 900000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.04% (Dana-Farber Cancer Institute Proj.) Series 2008 L1, LOC JPMorgan Chase Bank VRDN 57586CY90 Variable Rate Demand Note First Tier Security 2013-12-06 2013-12-06 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 7950000.00 7950000.00 0.0097 N 7950000.00 7950000.00 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 2013-12-06 2013-12-06 Y MASSACHUSETTS INST TECH, MA N/A N/A N N 5025000.00 5025000.00 0.0061 N 5025000.00 5025000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.04% (Harvard Vanguard Med. Associates Proj.) Series 2004, LOC TD Banknorth, NA VRDN 57586CCZ6 Variable Rate Demand Note First Tier Security 2013-12-06 2013-12-06 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 25080000.00 25080000.00 0.0304 N 25080000.00 25080000.00 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 2013-12-02 2013-12-02 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 2200000.00 2200000.00 0.0027 N 2200000.00 2200000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.05% (Henry Heywood Memorial Hosp. Proj.) Series 2008 C, LOC TD Banknorth, NA VRDN 57586C7E9 Variable Rate Demand Note First Tier Security 2013-12-02 2013-12-02 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 0.0024 N 2000000.00 2000000.00 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 2013-12-06 2013-12-06 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 4400000.00 4400000.00 0.0053 N 4400000.00 4400000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.05% Participating VRDN Series BBT 08 54, (Liquidity Facility Branch Banking & Trust Co.) 07330CQY8 Variable Rate Demand Note First Tier Security 2013-12-06 2013-12-06 Y BRANCH BANKING AND TRUST CO N/A N/A N N 6300000.00 6300000.00 0.0076 N 6300000.00 6300000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.06% Participating VRDN Series Putters 3163, (Liquidity Facility JPMorgan Chase Bank) 46632PET6 Variable Rate Demand Note First Tier Security 2013-12-06 2013-12-06 Y JPMORGAN CHASE BANK NA N/A N/A N N 5655000.00 5655000.00 0.0069 N 5655000.00 5655000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.06% Participating VRDN Series Putters 3650, (Liquidity Facility JPMorgan Chase Bank) 46633VNX3 Variable Rate Demand Note First Tier Security 2013-12-06 2013-12-06 Y JPMORGAN CHASE BANK NA N/A N/A N N 3200000.00 3200000.00 0.0039 N 3200000.00 3200000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.06% Participating VRDN Series BC 10 20W, (Liquidity Facility Barclays Bank PLC) 06740GFN1 Variable Rate Demand Note First Tier Security 2013-12-06 2013-12-06 Y BARCLAYS BANK PLC N/A N/A N N 2550000.00 2550000.00 0.0031 N 2550000.00 2550000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.06% Participating VRDN Series Putters 3530, (Liquidity Facility JPMorgan Chase Bank) 46633VBR9 Variable Rate Demand Note First Tier Security 2013-12-06 2013-12-06 Y JPMORGAN CHASE BANK NA N/A N/A N N 11495000.00 11495000.00 0.0140 N 11495000.00 11495000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.06% Participating VRDN Series Putters 3529, (Liquidity Facility JPMorgan Chase Bank) 46633VBP3 Variable Rate Demand Note First Tier Security 2013-12-06 2013-12-06 Y JPMORGAN CHASE BANK NA N/A N/A N N 10000000.00 10000000.00 0.0121 N 10000000.00 10000000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.10% Participating VRDN Series BA 08 3503, (Liquidity Facility Bank of America NA) 05248PV93 Variable Rate Demand Note First Tier Security 2013-12-06 2013-12-06 Y BANK OF AMERICA NA N/A N/A N N 5550000.00 5550000.00 0.0067 N 5550000.00 5550000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.11% (Northeast Hosp. Corp. Proj.) Series 2004 G, LOC JPMorgan Chase Bank VRDN 57586CDV4 Variable Rate Demand Note First Tier Security 2013-12-06 2013-12-06 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 9300000.00 9300000.00 0.0113 N 9300000.00 9300000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.14% (Fairview Extended Care Proj.) Series B, LOC Bank of America NA VRDN 57585JRR4 Variable Rate Demand Note First Tier Security 2013-12-06 2013-12-06 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 2400000.00 2400000.00 0.0029 N 2400000.00 2400000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.29% Series 2002 A1, LOC RBS Citizens NA VRDN 57585KD47 Variable Rate Demand Note Second Tier Security 2013-12-06 2013-12-06 Y RBS CITIZENS NA N/A N/A Y RBS CITIZENS NA N/A N/A N 1500000.00 1500000.00 0.0018 N 1500000.00 1500000.00 Massachusetts Hsg. Fin. Agcy. Multi-Family Rev. Massachusetts Hsg. Fin. Agcy. Multi-Family Rev., 0.04% Series 2009 A, LOC Bank of New York, New York VRDN 57586NDU2 Variable Rate Demand Note First Tier Security 2013-12-06 2013-12-06 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 0.0024 N 2000000.00 2000000.00 Massachusetts Indl. Fin. Agcy. Rev. Massachusetts Indl. Fin. Agcy. Rev., 0.05% (Society for the Prevention of Cruelty to Animals Proj.) Series 1997, LOC TD Banknorth, NA VRDN 575925GN6 Variable Rate Demand Note First Tier Security 2013-12-06 2013-12-06 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 3675000.00 3675000.00 0.0045 N 3675000.00 3675000.00 Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 0.04% Series 2008 A, LOC State Street Bank & Trust Co., Boston VRDN 575896ET8 Variable Rate Demand Note First Tier Security 2013-12-06 2013-12-06 Y STATE ST BK & TR CO BOSTON N/A N/A Y STATE ST BK & TR CO BOSTON N/A N/A N 4600000.00 4600000.00 0.0056 N 4600000.00 4600000.00 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 2013-12-06 2013-12-06 Y US BANK NA CINCINNATI OHIO N/A N/A N N 10100000.00 10100000.00 0.0123 N 10100000.00 10100000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.05% Participating VRDN Series EGL 07 0033, (Liquidity Facility Citibank NA) 576000FQ1 Variable Rate Demand Note First Tier Security 2013-12-06 2013-12-06 Y CITIBANK NA N/A N/A N N 16800000.00 16800000.00 0.0204 N 16800000.00 16800000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.05% Participating VRDN Series ROC II R 14021, (Liquidity Facility Citibank NA) 576000MY6 Variable Rate Demand Note First Tier Security 2013-12-06 2013-12-06 Y CITIBANK NA N/A N/A N N 1500000.00 1500000.00 0.0018 N 1500000.00 1500000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.05% Participating VRDN Series EGL 07 0092, (Liquidity Facility Citibank NA) 576000GT4 Variable Rate Demand Note First Tier Security 2013-12-06 2013-12-06 Y CITIBANK NA N/A N/A N N 7700000.00 7700000.00 0.0093 N 7700000.00 7700000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.05% Participating VRDN Series RBC O 72, (Liquidity Facility Royal Bank of Canada) 74926YF89 Variable Rate Demand Note First Tier Security 2013-12-06 2013-12-06 Y ROYAL BANK OF CANADA N/A N/A N N 1000000.00 1000000.00 0.0012 N 1000000.00 1000000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.05% Participating VRDN Series EGL 07 0067, (Liquidity Facility Citibank NA) 576000GM9 Variable Rate Demand Note First Tier Security 2013-12-06 2013-12-06 Y CITIBANK NA N/A N/A N N 19100000.00 19100000.00 0.0232 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 Putters 2857, (Liquidity Facility JPMorgan Chase Bank) 576000JT1 Variable Rate Demand Note First Tier Security 2013-12-06 2013-12-06 Y JPMORGAN CHASE BANK NA N/A N/A N N 12205000.00 12205000.00 0.0148 N 12205000.00 12205000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.06% Participating VRDN Series Putters 4328, (Liquidity Facility JPMorgan Chase Bank) 46636Y7K0 Variable Rate Demand Note First Tier Security 2013-12-06 2013-12-06 Y JPMORGAN CHASE BANK NA N/A N/A N N 2100000.00 2100000.00 0.0025 N 2100000.00 2100000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.07% Participating VRDN ROC II R 12193, (Liquidity Facility Citibank NA) 576000JB0 Variable Rate Demand Note First Tier Security 2013-12-06 2013-12-06 Y CITIBANK NA N/A N/A N N 5115000.00 5115000.00 0.0062 N 5115000.00 5115000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.07% Participating VRDN Series Putters 1920, (Liquidity Facility JPMorgan Chase Bank) 576000GR8 Variable Rate Demand Note First Tier Security 2013-12-06 2013-12-06 Y JPMORGAN CHASE BANK NA N/A N/A N N 7985000.00 7985000.00 0.0097 N 7985000.00 7985000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.07% Participating VRDN Series Putters 4420, (Liquidity Facility JPMorgan Chase Bank) 46640KJC9 Variable Rate Demand Note First Tier Security 2013-12-06 2013-12-06 Y JPMORGAN CHASE BANK NA N/A N/A N N 600000.00 600000.00 0.0007 N 600000.00 600000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.07% Participating VRDN Series BA 08 1082, (Liquidity Facility Bank of America NA) 05248PVN2 Variable Rate Demand Note First Tier Security 2013-12-06 2013-12-06 Y BANK OF AMERICA NA N/A N/A N N 900000.00 900000.00 0.0011 N 900000.00 900000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.07% Participating VRDN Series Putters 3691, (Liquidity Facility JPMorgan Chase Bank) 46633VRV3 Variable Rate Demand Note First Tier Security 2013-12-06 2013-12-06 Y JPMORGAN CHASE BANK NA N/A N/A N N 1425000.00 1425000.00 0.0017 N 1425000.00 1425000.00 Massachusetts Wtr. Poll. Abatement Trust Massachusetts Wtr. Poll. Abatement Trust, 0.05% Participating VRDN Series BBT 08 58, (Liquidity Facility Branch Banking & Trust Co.) 07330CTU3 Variable Rate Demand Note First Tier Security 2013-12-06 2013-12-06 Y BRANCH BANKING AND TRUST CO N/A N/A N N 12430000.00 12430000.00 0.0151 N 12430000.00 12430000.00 Massachusetts Wtr. Poll. Abatement Trust Massachusetts Wtr. Poll. Abatement Trust, 0.06% Participating VRDN Series Putters 2847, (Liquidity Facility JPMorgan Chase Bank) 57604PT20 Variable Rate Demand Note First Tier Security 2013-12-06 2013-12-06 Y JPMORGAN CHASE BANK NA N/A N/A N N 4130000.00 4130000.00 0.0050 N 4130000.00 4130000.00 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.03% Series 2008 F, (Liquidity Facility Bank of Nova Scotia) VRDN 5760494W7 Variable Rate Demand Note First Tier Security 2013-12-06 2013-12-06 Y BANK OF NOVA SCOTIA NY BRH N/A N/A N N 4900000.00 4900000.00 0.0059 N 4900000.00 4900000.00 RBC Muni. Products, Inc. Trust RBC Muni. Products, Inc. Trust, 0.05% Participating VRDN Series RBC E 42, (Liquidity Facility Royal Bank of Canada) 74926YZA2 Variable Rate Demand Note First Tier Security 2013-12-06 2013-12-06 Y ROYAL BANK OF CANADA N/A N/A N N 4600000.00 4600000.00 0.0056 N 4600000.00 4600000.00 RBC Muni. Products, Inc. Trust RBC Muni. Products, Inc. Trust, 0.05% Participating VRDN Series RBC E 32, (Liquidity Facility Royal Bank of Canada) 74926YVU2 Variable Rate Demand Note First Tier Security 2013-12-06 2013-12-06 Y ROYAL BANK OF CANADA N/A N/A N N 23300000.00 23300000.00 0.0283 N 23300000.00 23300000.00 Puerto Rico Commonwealth Hwy. & Trans. Auth. Trans. Rev. Puerto Rico Commonwealth Hwy. & Trans. Auth. Trans. Rev., 0.03% Series 1998 A, LOC Bank of Nova Scotia VRDN 745190Y77 Variable Rate Demand Note First Tier Security 2013-12-06 2013-12-06 Y BANK OF NOVA SCOTIA NY BRH N/A N/A Y BANK OF NOVA SCOTIA NY BRH N/A N/A N 1900000.00 1900000.00 0.0023 N 1900000.00 1900000.00 Puerto Rico Commonwealth Pub. Impt. Gen. Oblig. Puerto Rico Commonwealth Pub. Impt. Gen. Oblig., 0.05% Series 2003 C5-2, LOC Barclays Bank PLC VRDN 74514LYU5 Variable Rate Demand Note First Tier Security 2013-12-06 2013-12-06 Y BARCLAYS BANK PLC NY BRANCH N/A N/A Y BARCLAYS BANK PLC NY BRANCH N/A N/A N 7455000.00 7455000.00 0.0090 N 7455000.00 7455000.00 Bucks County Indl. Dev. Auth. Rev. Bucks County Indl. Dev. Auth. Rev., 0.31% (Lutheran Cmnty. at Telford Healthcare Ctr., Inc. Proj.) Series 2007 B, LOC Citizens Bank of Pennsylvania VR 118612LM0 Variable Rate Demand Note Second Tier Security 2013-12-06 2013-12-06 Y CITIZENS BANK OF PENNSYLVANIA N/A N/A Y CITIZENS BANK OF PENNSYLVANIA N/A N/A N 2250000.00 2250000.00 0.0027 N 2250000.00 2250000.00 Dutchess County Indl. Dev. Agcy. Civic Facility Rev. Dutchess County Indl. Dev. Agcy. Civic Facility Rev., 0.14% (Lutheran Ctr. at Poughkeepsie, Inc. Proj.) LOC KeyBank NA VRDN 267041FK2 Variable Rate Demand Note First Tier Security 2013-12-06 2013-12-06 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 New York City Gen. Oblig. New York City Gen. Oblig., 0.11% Series 2008 J11, (Liquidity Facility KBC Bank NV) VRDN 64966G2M3 Variable Rate Demand Note Second Tier Security 2013-12-06 2013-12-06 Y KBC BANK NV NY BRANCH N/A N/A N N 800000.00 800000.00 0.0010 N 800000.00 800000.00 New York City Hsg. Dev. Corp. Multi-family Mtg. Rev. New York City Hsg. Dev. Corp. Multi-family Mtg. Rev., 0.30% (Beekman Tower Proj.) Series 2008 A, LOC RBS Citizens NA VRDN 64966TBH6 Variable Rate Demand Note Second Tier Security 2013-12-06 2013-12-06 Y RBS CITIZENS NA N/A N/A Y RBS CITIZENS NA N/A N/A N 1200000.00 1200000.00 0.0015 N 1200000.00 1200000.00 Salem County Poll. Cont. Fin. Auth. Rev. Salem County Poll. Cont. Fin. Auth. Rev., 0.23% (Pub. Svc. Elec. and Gas Co. Proj.) Series 2003 B1 VRDN 79410SBK1 Variable Rate Demand Note Second Tier Security 2013-12-06 2013-12-06 Y PUBLIC SERVICE ELEC & GAS CO N/A N/A N N 1400000.00 1400000.00 0.0017 N 1400000.00 1400000.00 Ohio Air Quality Dev. Auth. Rev. Ohio Air Quality Dev. Auth. Rev., 0.15% (Cincinnati Gas & Elec. Co. Proj.) Series B VRDN 677525LX3 Variable Rate Demand Note Second Tier Security 2013-12-06 2013-12-06 Y CINCINNATI GAS & ELECT(DUKE OH N/A N/A N N 800000.00 800000.00 0.0010 N 800000.00 800000.00 Ohio Higher Edl. Facility Commission Rev. Ohio Higher Edl. Facility Commission Rev., 0.34% (Univ. Hosp. Health Sys. Proj.) Series 2008 E, LOC RBS Citizens NA VRDN 67756AC67 Variable Rate Demand Note Second Tier Security 2013-12-06 2013-12-06 Y RBS CITIZENS NA N/A N/A Y RBS CITIZENS NA N/A N/A N 300000.00 300000.00 0.0004 N 300000.00 300000.00 Saint James Parish Gen. Oblig. Saint James Parish Gen. Oblig., 0.35% (Nucor Steel Louisiana LLC Proj.) Series 2010 B1 VRDN 790103AG0 Variable Rate Demand Note Second Tier Security 2013-12-06 2013-12-06 Y NUCOR CORP N/A N/A N N 1100000.00 1100000.00 0.0013 N 1100000.00 1100000.00 Oconee County Poll. Cont. Rev. Oconee County Poll. Cont. Rev., 0.11% (Duke Energy Corp. Proj.) Series 1999 A VRDN 675594AG0 Variable Rate Demand Note Second Tier Security 2013-12-02 2013-12-02 Y DUKE ENERGY CORP(CAROLINAS LLC N/A N/A N N 400000.00 400000.00 0.0005 N 400000.00 400000.00 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 1400000.00 1402324.21 0.0017 N 1402366.00 1402366.00 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 1908098.95 0.0023 N 1908512.00 1908512.00 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 1416754.97 0.0017 N 1416260.40 1416260.40 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 1200000.00 1208363.74 0.0015 N 1208532.00 1208532.00 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 2216942.32 0.0027 N 2217490.10 2217490.10 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 1636218.31 0.0020 N 1636216.01 1636216.01 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 4010744.93 0.0049 N 4010808.37 4010808.37 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 1903599.14 0.0023 N 1903762.00 1903762.00 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 1600000.00 1610472.97 0.0020 N 1610944.00 1610944.00 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 5320554.68 0.0065 N 5321889.00 5321889.00 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 2931836.22 0.0036 N 2932179.84 2932179.84 Marshfield Gen. Oblig. Marshfield Gen. Oblig., 1.00% BAN 572835ZQ2 Other Municipal Debt First Tier Security 2014-07-29 2014-07-29 N N N 3650000.00 3670622.50 0.0045 N 3670659.00 3670659.00 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 2500000.00 2573644.61 0.0031 N 2572950.00 2572950.00 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 2033000.00 2033000.00 0.0025 N 2033020.33 2033020.33 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 4100000.00 4100000.00 0.0050 N 4100000.00 4100000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 5.00% Bonds Series 2011 O 57583UAD0 Other Municipal Debt Unrated Security 2014-07-01 2014-07-01 N N Y OBLIGOR WILLIAMS COLLEGE, MA N/A N/A 675000.00 693568.58 0.0008 N 693765.00 693765.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.09% 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 1300000.00 1300000.00 0.0016 Y 1300000.00 1300000.00 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 0.0023 Y 1900000.00 1900000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.58% Bonds Series 2010 A 57582PUL2 Other Municipal Debt Unrated Security 2013-12-05 2014-02-01 N N N 2000000.00 2000000.00 0.0024 N 2000320.00 2000320.00 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 24200000.00 24382002.35 0.0296 N 24382226.00 24382226.00 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 23800000.00 24021516.14 0.0292 N 24015152.00 24015152.00 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 15300000.00 15460866.73 0.0188 N 15459273.00 15459273.00 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 750000.00 751767.00 0.0009 N 751657.50 751657.50 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 3500000.00 3612977.72 0.0044 N 3611160.00 3611160.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.07% Series EE, CP 00N992PD8 Other Municipal Debt First Tier Security 2013-12-02 2013-12-02 N N Y OBLIGOR PRESIDENT & FELLOWS HARVARD CO N/A N/A 2200000.00 2200000.00 0.0027 N 2200000.00 2200000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.07% Series EE, CP 00N992PF3 Other Municipal Debt First Tier Security 2013-12-04 2013-12-04 N N Y OBLIGOR PRESIDENT & FELLOWS HARVARD CO N/A N/A 4500000.00 4500000.00 0.0055 N 4500000.00 4500000.00 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 3600000.00 3600000.00 0.0044 N 3600000.00 3600000.00 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 1000000.00 1000000.00 0.0012 N 1000000.00 1000000.00 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 0.0085 N 7020000.00 7020000.00 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 2400000.00 2400000.00 0.0029 N 2400024.00 2400024.00 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 0.0219 N 18000180.00 18000180.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 5.00% Bonds Series 2010 A 57586ETD3 Other Municipal Debt Unrated Security 2014-10-01 2014-10-01 N N Y OBLIGOR NORTHEASTERN UNIV MA REV N/A N/A 1300000.00 1350979.70 0.0016 N 1349530.00 1349530.00 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 3600000.00 3600000.00 0.0044 N 3600000.00 3600000.00 Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev. Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev., 0.35% Bonds (New England Pwr. Co. Proj.) Series 1992, tender 12/23/2013, CP Mode 575856BG3 Other Municipal Debt Second Tier Security 2013-12-23 2013-12-23 N N Y OBLIGOR NEW ENGLAND POWER CO N/A N/A 200000.00 200000.00 0.0002 N 200000.00 200000.00 Massachusetts Muni. Wholesale Elec. Co. Pwr. Supply Sys. Rev. Massachusetts Muni. Wholesale Elec. Co. Pwr. Supply Sys. Rev., 5.00% Bonds (Nuclear Proj.) Series 2012 A 575765ZE5 Other Municipal Debt Unrated Security 2014-07-01 2014-07-01 N N N 3200000.00 3288057.38 0.0040 N 3288032.00 3288032.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 5.00% Bonds Series 2005 A 576000AT0 Other Municipal Debt Unrated Security 2014-08-15 2014-08-15 N N N 1010000.00 1044005.33 0.0013 N 1043905.70 1043905.70 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 4500000.00 4508335.22 0.0055 N 4507785.00 4507785.00 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 2745000.00 2750022.28 0.0033 N 2749831.20 2749831.20 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 12/16/2013, CP Mode 57584LAB3 Other Municipal Debt Second Tier Security 2013-12-16 2013-12-16 N N Y OBLIGOR MASS ELECTRIC CO N/A N/A 200000.00 200000.00 0.0002 N 200000.00 200000.00 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 2222890.25 0.0027 N 2221559.55 2221559.55 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 3675000.00 3675000.00 0.0045 Y 3675000.00 3675000.00 Monomoy Reg'l. School District Monomoy Reg'l. School District, 1.50% BAN 609845AC6 Other Municipal Debt First Tier Security 2014-09-15 2014-09-15 N N N 3600000.00 3637620.00 0.0044 N 3638448.00 3638448.00 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 1005471.29 0.0012 N 1005720.00 1005720.00 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 2210020.41 0.0027 N 2210000.00 2210000.00 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 3700000.00 3716876.27 0.0045 N 3718093.00 3718093.00 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 4306596.01 0.0052 N 4307396.00 4307396.00 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 2200000.00 2218861.68 0.0027 N 2219492.00 2219492.00 Springfield Gen. Oblig. Springfield Gen. Oblig., 1.25% BAN 850752MN3 Other Municipal Debt First Tier Security 2014-02-14 2014-02-14 N N N 3200000.00 3205762.64 0.0039 N 3206112.00 3206112.00 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 500000.00 518199.23 0.0006 N 518010.00 518010.00 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 1400000.00 1406299.43 0.0017 N 1406286.00 1406286.00 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 3817936.00 0.0046 N 3818354.00 3818354.00 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 2607440.98 0.0032 N 2608086.00 2608086.00 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 3400000.00 3410498.71 0.0041 N 3410608.00 3410608.00 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 2012581.59 0.0024 N 2012820.00 2012820.00 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 1445000.00 0.0018 N 1445000.00 1445000.00 Fidelity Revere Str Trust Fidelity Tax-Free Cash Central Fund, 0.06% 31635A501 Investment Company First Tier Security 2013-12-06 2013-12-06 N N N 103752389.00 103752388.59 0.1259 N 103752388.59 103752388.59