N-MFP LIVE N 2010-12-30 0000706113 S000002619 1 N N N N 2-79141 MASSACHUSETTS FINANCIAL SERVICES COMPANY 801-17352 DELOITTE & TOUCHE LLP BOSTON MA MASSACHUSETTS FINANCIAL SERVICES N N Y Prime 44 44 28137452.08 12594.12 20626.26 28129419.94 0.0023 0.9995 2010-12-30 0.9995 2010-12-30 C000007204 1.00 28129419.94 1.00 -565528.61 20669.04 586197.65 0.0000 0.9995 2010-12-30 0.9995 2010-12-30 BNP PARIBAS FINANCE INC BNP PARIBAS/NEW YORK BRANCH 0.690000% 0556M5HQ1 Certificate of Deposit N First Tier Security 2011-01-14 2011-01-14 N N N 930000.00 930000.00 0.0331 N 930148.80 930148.80 EAST BATON ROUGE PARISH LA POLLUTION CONTROL REVENUE EAST BATON ROUGE PARISH LA POLLUTION CONTROL REVENUE 0.220000% 270838AE5 Variable Rate Demand Note N First Tier Security 2011-01-03 2011-01-03 Y EXXON MOBIL CORP N/A N/A N N 500000.00 500000.00 0.0178 N 500000.00 500000.00 FEDERAL HOME LOAN MORTGAGE CORP FEDERAL HOME LOAN MORTGAGE CORP 0.300000% 313396EV1 Government Agency Debt N First Tier Security 2011-04-26 2011-04-26 N N N 750000.00 749281.25 0.0266 N 749741.25 749741.25 FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.210000% 313588BR5 Government Agency Debt N First Tier Security 2011-02-09 2011-02-09 N N N 920000.00 919790.70 0.0327 N 919924.56 919924.56 FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.200000% 313588CE3 Government Agency Debt N First Tier Security 2011-02-22 2011-02-22 N N N 920000.00 919734.22 0.0327 N 919897.88 919897.88 LINCOLN COUNTY WY POLLUTION CONTROL REVENUE LINCOLN COUNTY WY POLLUTION CONTROL REVENUE 0.220000% 533485AN8 Variable Rate Demand Note N First Tier Security 2011-01-03 2011-01-03 Y EXXON MOBIL CORP N/A N/A N N 300000.00 300000.00 0.0107 N 300000.00 300000.00 BANK OF AMERICA CORP BANK OF AMERICA CORP 0.150000% 06499M007 Other Repurchase Agreement Y REFC 2021-01-15 0.000000 Government Agency Debt 1606285.67 1083295.12 USTR 2011-10-20 0.000000 Government Agency Debt 656009.40 654743.31 USTR 2012-07-15 3.000000 Government Agency Debt 634825.07 830322.06 First Tier Security 2011-01-03 2011-01-03 N N N 2518000.00 2518000.00 0.0895 N 2518000.00 2518000.00 ANZ NATIONAL (INTERNATIONAL) LTD ANZ NATIONAL (INTERNATIONAL) LTD 0.280000% 0018A3NQ3 Financial Company Commercial Paper N First Tier Security 2011-01-24 2011-01-24 N N N 889000.00 888835.29 0.0316 N 888866.65 888866.65 GOLDMAN SACHS GROUP INC GOLDMAN SACHS GROUP INC 0.150000% 318991007 Other Repurchase Agreement Y FHLB 2030-11-04 4.100000 Government Agency Debt 533976.25 506909.89 FHLB 2013-12-03 0.500000 Government Agency Debt 360523.89 358169.27 FMAC 2031-03-15 6.750000 Government Agency Debt 511744.43 656408.44 FMAC 2013-01-28 0.625000 Government Agency Debt 239773.80 240048.04 FNMA 2030-01-15 7.125000 Government Agency Debt 116280.70 156127.10 FNMA 2013-12-18 0.750000 Government Agency Debt 646238.35 637546.98 FNMA 2014-01-21 1.750000 Government Agency Debt 310449.53 313041.09 First Tier Security 2011-01-03 2011-01-03 N N N 2812000.00 2812000.00 0.1000 N 2812000.00 2812000.00 BANK OF AMERICA CORP BANK OF AMERICA CORP 0.280000% 0660P1NA5 Financial Company Commercial Paper N First Tier Security 2011-01-10 2011-01-10 N N N 865000.00 864939.45 0.0307 N 864956.75 864956.75 CITIGROUP FUNDING INC CITIGROUP FUNDING INC 0.290000% 17307SNK4 Financial Company Commercial Paper N First Tier Security 2011-01-19 2011-01-19 N N N 862000.00 861875.01 0.0306 N 861922.42 861922.42 ABBEY NATIONAL NORTH AMERICA LLC ABBEY NATIONAL TREASURY SERVICES PLC/US BRANCH 0.300000% 00279HUW4 Certificate of Deposit N First Tier Security 2011-01-21 2011-01-21 N N N 861000.00 861000.00 0.0306 N 861017.22 861017.22 BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA 0.230000% 06416KPF1 Financial Company Commercial Paper N First Tier Security 2011-02-15 2011-02-15 N N N 323000.00 322905.12 0.0115 N 322928.94 322928.94 FEDERAL HOME LOAN MORTGAGE CORP FEDERAL HOME LOAN MORTGAGE CORP 0.180000% 313396CT8 Government Agency Debt N First Tier Security 2011-03-07 2011-03-07 N N N 108000.00 107964.90 0.0038 N 107981.10 107981.10 FEDERAL HOME LOAN MORTGAGE CORP FEDERAL HOME LOAN MORTGAGE CORP 0.170000% 313396DA8 Government Agency Debt N First Tier Security 2011-03-14 2011-03-14 N N N 488000.00 487834.08 0.0173 N 487905.33 487905.33 FEDERAL HOME LOAN MORTGAGE CORP FEDERAL HOME LOAN MORTGAGE CORP 0.170000% 313396DA8 Government Agency Debt N First Tier Security 2011-03-14 2011-03-14 N N N 771000.00 770745.57 0.0274 N 770850.43 770850.43 JPMORGAN CHASE & CO JPMORGAN CHASE & CO 0.230000% 4662J1SG6 Financial Company Commercial Paper N First Tier Security 2011-05-16 2011-05-16 N N N 843000.00 842272.91 0.0299 N 841811.37 841811.37 NESTLE CAPITAL CORP NESTLE CAPITAL CORP 0.210000% 64105HNB4 Other Commercial Paper N First Tier Security 2011-01-11 2011-01-11 N N N 797000.00 796953.51 0.0283 N 796968.12 796968.12 RABOBANK NEDERLAND NV RABOBANK USA FINANCIAL CORP 0.300000% 74977LSA6 Financial Company Commercial Paper N First Tier Security 2011-05-10 2011-05-10 N N N 844000.00 843092.70 0.0300 N 843307.92 843307.92 TORONTO DOMINION HOLDINGS (USA) INC TORONTO DOMINION HDG USA INC 0.200000% 89116FNJ5 Financial Company Commercial Paper N First Tier Security 2011-01-18 2011-01-18 N N N 844000.00 843916.30 0.0300 N 843924.04 843924.04 TOYOTA MOTOR CREDIT CORP TOYOTA MOTOR CREDIT CORP 0.200000% 89233HND2 Other Commercial Paper N First Tier Security 2011-01-13 2011-01-13 N N N 843000.00 842938.18 0.0300 N 842966.28 842966.28 AT&T INC AT&T INC 0.210000% 0020A3NC0 Other Commercial Paper N First Tier Security 2011-01-12 2011-01-12 N N N 253000.00 252983.77 0.0090 N 252979.76 252979.76 BANK OF MONTREAL BANK OF MONTREAL 0.240000% 06367KQ10 Financial Company Commercial Paper N First Tier Security 2011-03-01 2011-03-01 N N N 478000.00 477811.98 0.0170 N 477751.44 477751.44 BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA 0.260000% 06416KQV5 Financial Company Commercial Paper N First Tier Security 2011-03-29 2011-03-29 N N N 521000.00 520672.64 0.0185 N 520760.34 520760.34 BARCLAYS US FUNDING CORP BARCLAYS US FUNDING CORP 0.180000% 06737JN35 Financial Company Commercial Paper N First Tier Security 2011-01-03 2011-01-03 N N N 563000.00 562994.37 0.0200 N 562988.74 562988.74 COCA-COLA CO COCA-COLA CO 0.230000% 19121BQG7 Other Commercial Paper N First Tier Security 2011-03-16 2011-03-16 N N N 853000.00 852596.72 0.0303 N 852607.62 852607.62 DEERE AND CO INC DEERE AND CO INC 0.190000% 2441W1NT9 Other Commercial Paper N First Tier Security 2011-01-27 2011-01-27 N N N 534000.00 533922.87 0.0190 N 533914.56 533914.56 FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 0.160000% 313384CN7 Government Agency Debt N First Tier Security 2011-03-02 2011-03-02 N N N 860000.00 859770.67 0.0306 N 859861.54 859861.54 FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 0.230000% 313384GH6 Government Agency Debt N First Tier Security 2011-06-01 2011-06-01 N N N 900000.00 899131.75 0.0320 N 899404.20 899404.20 FEDERAL HOME LOAN MORTGAGE CORP FEDERAL HOME LOAN MORTGAGE CORP 0.210000% 313396GP2 Government Agency Debt N First Tier Security 2011-06-07 2011-06-07 N N N 320000.00 319706.94 0.0114 N 319779.52 319779.52 FEDERAL HOME LOAN MORTGAGE CORP FEDERAL HOME LOAN MORTGAGE CORP 0.240000% 313396KM4 Government Agency Debt N First Tier Security 2011-08-16 2011-08-16 N N N 330000.00 329500.60 0.0117 N 329587.50 329587.50 HSBC USA INC HSBC USA INC 0.240000% 40427SPE3 Financial Company Commercial Paper N First Tier Security 2011-02-14 2011-02-14 N N N 850000.00 849750.67 0.0302 N 849728.00 849728.00 JOHNSON & JOHNSON JOHNSON & JOHNSON 0.200000% 47816GQ93 Other Commercial Paper N First Tier Security 2011-03-09 2011-03-09 N N N 435000.00 434838.08 0.0155 N 434843.40 434843.40 PEPSICO INC PEPSICO INC 0.170000% 71344UPB9 Other Commercial Paper N First Tier Security 2011-02-11 2011-02-11 N N N 844000.00 843836.59 0.0300 N 843805.88 843805.88 PHILIP MORRIS INTERNATIONAL INC PHILIP MORRIS INTERNATIONAL INC 0.200000% 71838MNJ5 Other Commercial Paper N First Tier Security 2011-01-18 2011-01-18 N N N 563000.00 562944.17 0.0200 N 562932.44 562932.44 TOYOTA MOTOR CREDIT CORP TOYOTA MOTOR CREDIT CORP 0.270000% 89233HPR9 Other Commercial Paper N First Tier Security 2011-02-25 2011-02-25 N N N 1000.00 999.59 0.0000 N 999.62 999.62 UBS FINANCE (DELAWARE) LLC UBS FINANCE (DELAWARE) LLC 0.220000% 90262DNJ0 Financial Company Commercial Paper N First Tier Security 2011-01-18 2011-01-18 N N N 852000.00 851911.48 0.0303 N 851906.28 851906.28