FEDERATED MASSACHUSETTS MUNICIPAL CASH TRUST

Transcription

1 FEDERATED MASSACHUSETTS MUNICIPAL CASH TRUST Portfolio as of December 30, 2011 Current Net Assets -- $ 287,965,796 Weighted Average : 39 Days Weighted Average Life: 39 Days Principal Amount MUNICIPALS % Massachusetts % $ 2,000,000 Ashburnham, MA, BANs, 1.500% CE0 $ 2,005,801 6/22/2012 6/22/2012 Other Municipal Debt $ 3,400,000 Ashburnham, MA, BANs, 1.500% CF7 $ 3,411,659 7/20/2012 7/20/2012 Other Municipal Debt $ 1,450,000 Attleboro, MA, BANs, 1.500% R98 $ 1,451,940 3/1/2012 3/1/2012 Other Municipal Debt $ 7,625,000 Boston, MA Industrial Development Financing Authority (Fenway Community Health Center), (Series 2006C) 10088MAY1 $ 7,625,000 1/6/2012 6/1/2036 Variable Rate Demand Note Weekly VRDNs,(Sovereign Bank LOC), 0.430% $ 10,000,000 (4)(5) Boston, MA Water & Sewer Commission, Municipal Securities Trust Receipts (Series 1996-SG-75) Weekly HQ2 $ 10,000,000 1/6/ /1/2019 Variable Rate Demand Note VRDNs,(Societe Generale, Paris LIQ), 0.480% $ 1,825,308 Canton, MA, BANs, 1.500% VZ9 $ 1,831,772 5/25/2012 5/25/2012 Other Municipal Debt $ 12,155,000 Commonwealth of Massachusetts, (Series 1997-B) Weekly VRDNs,(Landesbank Hessen-Thuringen KH2 $ 12,155,000 1/6/2012 8/1/2015 Variable Rate Demand Note (Guaranteed) LIQ), 0.250% $ 10,905,000 (4)(5) Commonwealth of Massachusetts, Merlots (Series 2006-B30) Weekly VRDNs,(INS by Assured Guaranty 57582PAT7 $ 10,905,000 1/6/2012 9/1/2025 Variable Rate Demand Note Municipal Corp.)/(Wells Fargo Bank, N.A. LIQ), 0.120% $ 9,765,000 (4)(5) Commonwealth of Massachusetts, Municipal Securities Trust Receipts (Series 1999-SG-126) Weekly UF5 $ 9,765,000 1/6/2012 8/1/2018 Variable Rate Demand Note VRDNs,(Societe Generale, Paris LIQ), 0.490% $ 10,000,000 (4)(5) Commonwealth of Massachusetts, P-Floats (Series MT-725) Weekly VRDNs,(Bank of America N.A. LIQ), 74703YW89 $ 10,000,000 1/6/2012 8/1/2021 Variable Rate Demand Note 0.160% $ 5,000,000 Commonwealth of Massachusetts, Refunding GO Bonds (SIFMA Index Bonds)(Series 2010A), BONDs, 57582PUJ7 $ 5,000,000 2/1/2012 2/1/2012 Other Municipal Debt 0.340% $ 2,046,672 Falmouth, MA, BANs, 1.500% YG0 $ 2,050,377 3/9/2012 3/9/2012 Other Municipal Debt $ 1,335,000 Greater Lawrence, MA Vocational Technical School District, BONDs,(GTD by Commonwealth of 39211PAA5 $ 1,337,725 3/1/2012 3/1/2012 Other Municipal Debt Massachusetts), 2.000% $ 4,589,750 Greenfield, MA, BANs, 1.150% NV8 $ 4,601,119 6/1/2012 6/1/2012 Other Municipal Debt $ 650,000 Lincoln, MA, BANs, 1.500% MS1 $ 652,080 5/11/2012 5/11/2012 Other Municipal Debt $ 7,450,000 Malden, MA, BANs, 1.500% C24 $ 7,499,315 9/28/2012 9/28/2012 Other Municipal Debt $ 2,770,000 Massachusetts Bay Transportation Authority General Transportation System, (Series 1999) Weekly VRDNs,(Landesbank Baden-Wurttemberg (Guaranteed) LIQ), 0.180% $ 4,050,000 Massachusetts Bay Transportation Authority Sales Tax Revenue, 7 Month Window (Series 2010A) VRENs, 0.190% $ 10,350,000 (4)(5) Massachusetts Bay Transportation Authority Sales Tax Revenue, BB&T Floater Certificate (Series 2029) Weekly VRDNs,(Branch Banking & Trust Co. LIQ), 0.090% $ 3,000,000 Massachusetts Development Finance Agency (Abby Kelley Foster Charter Public School), (Series 2008) Weekly VRDNs,(TD Bank, N.A. LOC), 0.090% NL2 $ 2,770,000 1/6/2012 3/1/2014 Variable Rate Demand Note VW4 $ 4,050,000 7/27/2012 7/1/2030 Variable Rate Demand Note 07330CDH9 $ 10,350,000 1/6/2012 7/1/2029 Variable Rate Demand Note 57583RWJ0 $ 3,000,000 1/6/2012 9/1/2038 Variable Rate Demand Note MAMCT - 1

2 $ 8,570,000 Massachusetts Development Finance Agency (Boston Children's Museum) Daily VRDNs,(RBS Citizens Bank 57583RGQ2 $ 8,570,000 1/3/2012 4/1/2036 Variable Rate Demand Note N.A. LOC), 0.200% $ 11,315,000 Massachusetts Development Finance Agency (Boston University), (Series U-3) Weekly VRDNs,(Northern 57583RWG6 $ 11,315,000 1/6/ /1/2040 Variable Rate Demand Note Trust Co., Chicago, IL LOC), 0.050% $ 5,500,000 Massachusetts Development Finance Agency (Jewish Rehabilitation Centers For Living, Inc.), (Series 2011A) 57583UBQ0 $ 5,500,000 1/6/2012 4/1/2041 Variable Rate Demand Note Weekly VRDNs,(RBS Citizens Bank N.A. LOC), 0.250% $ 7,500,000 Massachusetts Development Finance Agency (Jewish Rehabilitation Centers For Living, Inc.), (Series 2011B) Weekly VRDNs,(Manufacturers & Traders Trust Co., Buffalo, NY LOC), 0.150% 57583UBR8 $ 7,500,000 1/6/2012 4/1/2041 Variable Rate Demand Note $ 1,260,000 Massachusetts Development Finance Agency, (Issue 4), CP,(Federal Home Loan Bank of Boston LOC), 57584MEC5 $ 1,260,000 5/2/2012 5/2/2012 Other Municipal Debt 0.400% $ 7,245,000 (4)(5) Massachusetts HEFA (Baystate Medical Center), Stage Trust (Series C) Weekly VRDNs,(GTD by Wells 94985NKR1 $ 7,245,000 1/6/2012 7/1/2036 Variable Rate Demand Note Fargo & Co.)/(Wells Fargo & Co. LIQ), 0.110% $ 8,270,000 Massachusetts HEFA (Boston Home), (Series B) Weekly VRDNs,(Federal Home Loan Bank of Boston LOC), 57585KZY7 $ 8,270,000 1/6/2012 6/1/2032 Variable Rate Demand Note 0.100% $ 5,000,000 (4)(5) Massachusetts HEFA (Harvard University), BB&T Floater Certificates (Series ) Weekly VRDNs,(Branch 07330CSA8 $ 5,000,000 1/6/ /1/2032 Variable Rate Demand Note Banking & Trust Co. LIQ), 0.090% $ 2,340,000 (4)(5) Massachusetts HEFA (Massachusetts Institute of Technology), P-Floats (Series PT-4663) Weekly VRDNs,(Bank 74703YNZ9 $ 2,340,000 1/6/2012 7/1/2032 Variable Rate Demand Note of America N.A. LIQ), 0.160% $ 12,425,000 Massachusetts HEFA (Sherrill House), (Series A-1) Weekly VRDNs,(RBS Citizens Bank N.A. LOC), 0.110% 57585KD47 $ 12,425,000 1/6/2012 1/1/2032 Variable Rate Demand Note $ 28,835,000 Massachusetts HEFA (South Shore Hospital), (Series 2008G) Weekly VRDNs,(INS by Assured Guaranty 57586CS22 $ 28,835,000 1/6/2012 7/1/2032 Variable Rate Demand Note Corp.)/(JPMorgan Chase Bank, N.A. LIQ), 0.180% $ 6,970,000 Massachusetts HEFA (Winchester Hospital), (Series 2004F) Weekly VRDNs,(Bank of America N.A. LOC), 57586CDD4 $ 6,970,000 1/6/2012 7/1/2030 Variable Rate Demand Note 0.110% $ 3,000,000 Massachusetts IFA (Governor Dummer Academy), (Series 1996) Weekly VRDNs,(TD Bank, N.A. LOC), 0.080% M2 $ 3,000,000 1/6/2012 7/1/2026 Variable Rate Demand Note $ 3,250,000 Massachusetts IFA (Groton School), (Series 1998B) Weekly VRDNs,(U.S. Bank, N.A. LIQ), 0.080% NY4 $ 3,250,000 1/6/2012 3/1/2028 Variable Rate Demand Note $ 2,000,000 (4)(5) Massachusetts School Building Authority, Putters (Series 1052Z) Weekly VRDNs,(INS by Assured Guaranty CP6 $ 2,000,000 1/6/2012 8/15/2013 Variable Rate Demand Note Municipal Corp.)/(JPMorgan Chase Bank, N.A. LIQ), 0.100% $ 6,200,000 (4)(5) Massachusetts School Building Authority, Putters (Series 2479Z) Weekly VRDNs,(INS by Assured Guaranty JJ3 $ 6,200,000 1/6/2012 8/15/2013 Variable Rate Demand Note Municipal Corp.)/(JPMorgan Chase Bank, N.A. LIQ), 0.100% $ 10,805,000 Massachusetts State Development Finance Agency (Becker College), (Series 2006) Weekly VRDNs,(Banco 57583RHA6 $ 10,805,000 1/6/2012 2/1/2037 Variable Rate Demand Note Santander, S.A. LOC), 0.500% $ 3,670,000 Massachusetts State Development Finance Agency (Family Services Association of Greater Boston) Weekly 57583RE27 $ 3,670,000 1/6/ /1/2038 Variable Rate Demand Note VRDNs,(Federal Home Loan Bank of Boston LOC), 0.100% $ 1,090,000 Massachusetts State Development Finance Agency (Governor Dummer Academy), (Series 2006) Weekly 57583RGN9 $ 1,090,000 1/6/2012 8/1/2036 Variable Rate Demand Note VRDNs,(TD Bank, N.A. LOC), 0.080% $ 4,015,000 Massachusetts State Development Finance Agency (Marine Biological Laboratory), (Series 2006) Weekly 57583RFL4 $ 4,015,000 1/6/ /1/2036 Variable Rate Demand Note VRDNs,(JPMorgan Chase Bank, N.A. LOC), 0.090% $ 2,700,000 Massachusetts State Development Finance Agency (Seven Hills Foundation & Affiliates), (Series A) Weekly 57583RZV0 $ 2,700,000 1/6/2012 9/1/2038 Variable Rate Demand Note VRDNs,(TD Bank, N.A. LOC), 0.090% $ 2,380,000 Massachusetts State HFA, (Series A) Weekly VRDNs,(Bank of America N.A. LOC), 0.140% 57586NDU2 $ 2,380,000 1/6/2012 1/1/2043 Variable Rate Demand Note $ 9,825,000 (4)(5) Massachusetts State Special Obligation, GS Trust (Series T) Weekly VRDNs,(GTD by Wells Fargo & CY3 $ 9,825,000 1/6/2012 1/1/2034 Variable Rate Demand Note Co.)/(Wells Fargo & Co. LIQ), 0.090% $ 4,000,000 Methuen, MA, BANs, 1.500% VK8 $ 4,012,723 5/18/2012 5/18/2012 Other Municipal Debt $ 1,648,200 Millis, MA, BANs, 1.500% LJ0 $ 1,649,741 2/23/2012 2/23/2012 Other Municipal Debt $ 2,600,000 Nantucket, MA, BANs, 1.250% TS3 $ 2,602,484 2/24/2012 2/24/2012 Other Municipal Debt MAMCT - 2

3 $ 2,222,824 Princeton, MA, BANs, 1.250% CX7 $ 2,232,463 11/16/ /16/2012 Other Municipal Debt $ 1,714,000 Rowley, MA, BANs, 1.500% GM6 $ 1,718,321 5/4/2012 5/4/2012 Other Municipal Debt $ 1,209,062 Salem, MA, BANs, 1.600% YM5 $ 1,213,182 6/29/2012 6/29/2012 Other Municipal Debt $ 2,625,000 Saugus, MA, BANs, 1.250% WU3 $ 2,635,191 11/15/ /15/2012 Other Municipal Debt $ 2,085,000 University of Massachusetts Building Authority, MA (Commonwealth of Massachusetts), (Series ) QC5 $ 2,085,000 7/27/ /1/2034 Variable Rate Demand Note VRENs, 0.190% $ 1,505,000 Webster, MA, BANs, 1.500% PH7 $ 1,509,401 6/29/2012 6/29/2012 Other Municipal Debt $ 1,897,000 Westfield, MA, BANs, 1.250% K46 $ 1,900,835 5/4/2012 5/4/2012 Other Municipal Debt $ 1,300,000 Westfield, MA, BANs, 1.250% K53 $ 1,302,376 4/13/2012 4/13/2012 Other Municipal Debt TOTAL $ 287,488,507 TOTAL MUNICIPALS $ 287,488,507 TOTAL INVESTMENTS $ 287,488,507 Includes the name of issuer and coupon or yield of the security. (2) date as determined under Rule 2a-7(d) for purposes of calculating the portfolio's Weighted Average (3) The date on which the fund has an unconditional right to payment of the full principal amount of and any remaining interest on the security. (4) Denotes a restricted security that either: (a) cannot be offered for public sale without first being registered, or being able to take advantage of an exemption from registration, under the Securities Act of 1933; or (b) is subject to a contractual restriction on public sales. At December 30,2011, these restricted securities amounted to $83,630,000, which represented 29.0% of total net assets. (5) Denotes a restricted security that may be resold without restriction to qualified institutional buyers as defined in Rule 144A under the Securities Act of 1933 and that the Fund has determined to be liquid under criteria established by the Fund's Board of Trustees. At December 30,2011, these liquid restricted securities amounted to $83,630,000, which represented 29.0% of total net assets. The categories of investments are shown as a percentage of net assets ($287,965,796) at the close of business on December 30,2011, and may not necessarily reflect adjustments that are routinely made when presenting net assets for formal financial statement purposes. Where appropriate, the following acronyms may be used throughout this portfolio: AMT --Alternative Minimum Tax BAN --Bond Anticipation Note COL --Collateralized COP --Certificate of Participation CP --Commercial Paper CSD --Central School District EDA --Economic Development Authority EDC --Economic Development Commission EDFA --Economic Development Financing Authority MAMCT - 3

4 EDR --Economic Development Revenue EDRB --Economic Development Revenue Bond FHLB --Federal Home Loan Bank FHLMC --Federal Home Loan Mortgage Corporation FNMA --Federal National Mortgage Association GNMA --Government National Mortgage Association GO --General Obligation GTD --Guaranteed HEFA --Health and Education Facilities Authority HFA --Housing Finance Authority HFDC --Health Facility Development Corporation IDA --Industrial Development Authority IDB --Industrial Development Bond IDC --Industrial Development Corporation IDFA --Industrial Development Finance Authority IDR --Industrial Development Revenue IDRB --Industrial Development Revenue Bond INS --Insured INV --Investment Agreement ISD --Independent School District LIQ --Liquidity Agreement LLC --Limited Liability Corporation LOC --Letter of Credit LP --Limited Partnership LT --Limited Tax MERLOTS --Municipal Exempt Receipts-Liquidity Optional Tender Series MFH --Multi-Family Housing MMM --Money Market Municipal PCFA --Pollution Control Finance Authority PCR --Pollution Control Revenue PRF --Prerefunded PUTTER --Puttable Tax-Exempt Receipt ROC --Reset Option Certificate SFM --Single Family Mortgage SPEAR --Short Puttable Exempt Adjustable Receipt TAN --Tax Anticipation Note TOB --Tender Option Bond TRAN --Tax and Revenue Anticipation Note UT --Unlimited Tax VRDN --Variable Rate Demand Note VRDP --Variable Rate Demand Preferred VREN --Variable Rate Extended Note MAMCT - 4

5 An investment in money market funds is neither insured nor guaranteed by the Federal Deposit Insurance Corporation or any other government agency. Although money market funds seek to preserve the value of your investment at $1.00 per share, it is possible to lose money by investing in these funds. Portfolio holdings are shown as of the date indicated and are unaudited. Since market conditions fluctuate suddenly and frequently, the portfolio holdings may change and this list is not indicative of future portfolio composition. These portfolio holdings are not intended to be and do not constitute recommendations that others buy, sell, or hold any of the securities listed. For more complete information on the fund, visit FederatedInvestors.com for a prospectus or a summary prospectus, if available. You should consider the fund s investment objectives, risks, charges and expenses carefully before you invest. Information about these and other important subjects is in the fund s prospectus or summary prospectus, which you should read carefully before investing. NOT FDIC INSURED NO BANK GUARANTEE MAY LOSE VALUE Federated Securities Corp., Distributor (32203) 12/30/2011 Federated is a registered mark of Federated Investors, Inc Federated Investors, Inc. MAMCT - 5