N-MFP LIVE N 2011-02-28 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 43 43 27124755.12 4507.58 13897.12 27115365.58 0.0022 0.9994 2011-02-28 0.9994 2011-02-28 C000007204 1.00 27115365.58 1.00 -281593.43 459575.21 741168.64 0.0000 0.9994 2011-02-28 0.9994 2011-02-28 EAST BATON ROUGE PARISH LA POLLUTION CONTROL REVENUE EAST BATON ROUGE PARISH LA POLLUTION CONTROL REVENUE 0.150000% 270838AE5 Variable Rate Demand Note N First Tier Security 2011-03-01 2011-03-01 Y EXXON MOBIL CORP N/A N/A N N 500000.00 500000.00 0.0184 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 749650.00 0.0276 N 749907.00 749907.00 LINCOLN COUNTY WY POLLUTION CONTROL REVENUE LINCOLN COUNTY WY POLLUTION CONTROL REVENUE 0.150000% 533485AN8 Variable Rate Demand Note N First Tier Security 2011-03-01 2011-03-01 Y EXXON MOBIL CORP N/A N/A N N 300000.00 300000.00 0.0111 N 300000.00 300000.00 BANK OF AMERICA CORP BANK OF AMERICA CORP 0.170000% 06499M007 Government Agency Repurchase Agreement Y TVDB 2042-04-15 0.000000 Government Agency Debt 616004.98 639363.89 FMAC 2037-05-04 0.000000 Government Agency Debt 834740.06 183951.67 FNMA 2030-11-15 6.625000 Government Agency Debt 480401.86 610509.03 FNMA 2013-05-07 1.750000 Government Agency Debt 687226.96 704102.40 First Tier Security 2011-03-01 2011-03-01 N N N 2096000.00 2096000.00 0.0773 N 2096000.00 2096000.00 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 107996.76 0.0040 N 107998.70 107998.70 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 487970.04 0.0180 N 487987.80 487987.80 FEDERAL HOME LOAN MORTGAGE CORP FEDERAL HOME LOAN MORTGAGE CORP 0.165000% 313396DA8 Government Agency Debt N First Tier Security 2011-03-14 2011-03-14 N N N 771000.00 770954.06 0.0284 N 770980.73 770980.73 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 842590.67 0.0311 N 842468.91 842468.91 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 843507.67 0.0311 N 843670.84 843670.84 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 478000.00 0.0176 N 477995.22 477995.22 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 520894.64 0.0192 N 520942.69 520942.69 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 852918.25 0.0315 N 852931.76 852931.76 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 859996.18 0.0317 N 859998.28 859998.28 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 899471.00 0.0332 N 899723.70 899723.70 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 319817.07 0.0118 N 319895.36 319895.36 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 329630.40 0.0122 N 329769.00 329769.00 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 434980.67 0.0160 N 434982.60 434982.60 ABBEY NATIONAL NORTH AMERICA LLC ABBEY NATIONAL NORTH AMERICA LLC 0.320000% 0027A1QN2 Financial Company Commercial Paper N First Tier Security 2011-03-22 2011-03-22 N N N 828000.00 827845.44 0.0305 N 827884.08 827884.08 BNP PARIBAS FINANCE INC BNP PARIBAS FINANCE INC 0.360000% 0556N1RE5 Financial Company Commercial Paper N First Tier Security 2011-04-14 2011-04-14 N N N 836000.00 835632.16 0.0308 N 835749.20 835749.20 CITIGROUP FUNDING INC CITIGROUP FUNDING INC 0.300000% 17307SRL8 Financial Company Commercial Paper N First Tier Security 2011-04-20 2011-04-20 N N N 828000.00 827655.00 0.0305 N 827759.88 827759.88 FEDERAL HOME LOAN MORTGAGE CORP FEDERAL HOME LOAN MORTGAGE CORP 0.170000% 313396FB4 Government Agency Debt N First Tier Security 2011-05-02 2011-05-02 N N N 400000.00 399882.89 0.0147 N 399931.20 399931.20 FEDERAL HOME LOAN MORTGAGE CORP FEDERAL HOME LOAN MORTGAGE CORP 0.210000% 313396JQ7 Government Agency Debt N First Tier Security 2011-07-26 2011-07-26 N N N 840000.00 839279.70 0.0310 N 839519.52 839519.52 FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.175000% 313588EP6 Government Agency Debt N First Tier Security 2011-04-20 2011-04-20 N N N 825000.00 824799.48 0.0304 N 824908.43 824908.43 PHILIP MORRIS INTERNATIONAL INC PHILIP MORRIS INTERNATIONAL INC 0.230000% 71838MQ29 Other Commercial Paper N First Tier Security 2011-03-02 2011-03-02 N N N 557000.00 556996.44 0.0205 N 556994.43 556994.43 TORONTO DOMINION HOLDINGS (USA) INC TORONTO DOMINION HDG USA INC 0.220000% 89116FQJ2 Financial Company Commercial Paper N First Tier Security 2011-03-18 2011-03-18 N N N 835000.00 834913.25 0.0308 N 834933.20 834933.20 TOYOTA MOTOR CREDIT CORP TOYOTA MOTOR CREDIT CORP 0.220000% 89233HQB3 Other Commercial Paper N First Tier Security 2011-03-11 2011-03-11 N N N 836000.00 835948.91 0.0308 N 835958.20 835958.20 UBS FINANCE (DELAWARE) LLC UBS FINANCE (DELAWARE) LLC 0.255000% 90262DRL1 Financial Company Commercial Paper N First Tier Security 2011-04-20 2011-04-20 N N N 828000.00 827706.75 0.0305 N 827710.20 827710.20 AT&T INC AT&T INC 0.260000% 0020A3QB9 Other Commercial Paper N First Tier Security 2011-03-11 2011-03-11 N N N 816000.00 815941.07 0.0301 N 815942.88 815942.88 ABBOTT LABORATORIES ABBOTT LABORATORIES 0.180000% 00282DRJ1 Other Commercial Paper N First Tier Security 2011-04-18 2011-04-18 N N N 810000.00 809805.60 0.0299 N 809805.60 809805.60 BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA 0.255000% 06416KSJ0 Financial Company Commercial Paper N First Tier Security 2011-05-18 2011-05-18 N N N 280000.00 279845.30 0.0103 N 279874.00 279874.00 BANK OF AMERICA CORP BANK OF AMERICA CORP 0.240000% 0660P1RS2 Financial Company Commercial Paper N First Tier Security 2011-04-26 2011-04-26 N N N 744000.00 743722.24 0.0274 N 743747.04 743747.04 CREDIT SUISSE FIRST BOSTON INC CREDIT SUISSE FIRST BOSTON INC 0.220000% 2254EBR86 Financial Company Commercial Paper N First Tier Security 2011-04-08 2011-04-08 N N N 441000.00 440897.59 0.0163 N 440872.11 440872.11 CREDIT SUISSE FIRST BOSTON INC CREDIT SUISSE FIRST BOSTON INC 0.260000% 2254EBSJ1 Financial Company Commercial Paper N First Tier Security 2011-05-18 2011-05-18 N N N 360000.00 359797.20 0.0133 N 359766.00 359766.00 FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 0.120000% 313384EP0 Government Agency Debt N First Tier Security 2011-04-20 2011-04-20 N N N 700000.00 699883.34 0.0258 N 699922.30 699922.30 FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.170000% 313588HP3 Government Agency Debt N First Tier Security 2011-07-01 2011-07-01 N N N 660000.00 659619.77 0.0243 N 659687.16 659687.16 GENERAL ELECTRIC CO GENERAL ELECTRIC CO 0.200000% 36960MQA4 Other Commercial Paper N First Tier Security 2011-03-10 2011-03-10 N N N 539000.00 538973.05 0.0199 N 538978.44 538978.44 HSBC USA INC HSBC USA INC 0.240000% 40427SRF8 Financial Company Commercial Paper N First Tier Security 2011-04-15 2011-04-15 N N N 659000.00 658802.30 0.0243 N 658795.71 658795.71 MERCK & CO INC MERCK & CO. INC 0.190000% 58934BQU1 Other Commercial Paper N First Tier Security 2011-03-28 2011-03-28 N N N 775000.00 774889.56 0.0286 N 774914.75 774914.75 WAL-MART STORES INC WAL-MART STORES INC 0.160000% 93114FQM9 Other Commercial Paper N First Tier Security 2011-03-21 2011-03-21 N N N 536000.00 535952.36 0.0198 N 535957.12 535957.12 WESTPAC BANKING CORP WESTPAC BANKING CORP 0.220000% 9612C1SQ1 Financial Company Commercial Paper N First Tier Security 2011-05-24 2011-05-24 N N N 802000.00 801588.31 0.0296 N 801518.80 801518.80