N-MFP LIVE N 2011-03-31 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 46 46 26851367.78 4504.64 15763.51 26840108.91 0.0021 0.9994 2011-03-31 0.9994 2011-03-31 C000007204 25.00 26840108.91 1.00 -275256.67 831053.14 1106309.81 0.0000 0.9994 2011-03-31 0.9994 2011-03-31 ABBEY NATIONAL NORTH AMERICA LLC ABBEY NATIONAL NORTH AMERICA LLC 0.300000% 00279HWX0 Certificate of Deposit N First Tier Security 2011-05-20 2011-05-20 N N N 810000.00 810000.00 0.0302 N 809975.70 809975.70 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 809931.15 0.0302 N 809943.30 809943.30 AT&T INC AT&T INC 0.250000% 0020A3RR3 Other Commercial Paper N First Tier Security 2011-04-25 2011-04-25 N N N 811000.00 810864.83 0.0302 N 810862.13 810862.13 BANK OF AMERICA CORP BANK OF AMERICA CORP 0.240000% 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Company Commercial Paper N First Tier Security 2011-04-20 2011-04-20 N N N 828000.00 827868.90 0.0308 N 827925.48 827925.48 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 440981.14 0.0164 N 440986.77 440986.77 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 359877.80 0.0134 N 359877.60 359877.60 EAST BATON ROUGE PARISH LA POLLUTION CONTROL REVENUE EAST BATON ROUGE PARISH LA POLLUTION CONTROL REVENUE 0.160000% 270838AE5 Variable Rate Demand Note N First Tier Security 2011-04-01 2011-04-01 Y EXXON MOBIL CORP N/A N/A N N 500000.00 500000.00 0.0186 N 500000.00 500000.00 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 699955.67 0.0261 N 699992.30 699992.30 FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 0.130000% 313384GA1 Government Agency Debt N First Tier Security 2011-05-25 2011-05-25 N N N 810000.00 809842.05 0.0302 N 809939.25 809939.25 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 899649.25 0.0335 N 899862.30 899862.30 FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 0.120000% 313384GX1 Government Agency Debt N First Tier Security 2011-06-15 2011-06-15 N N N 745000.00 744813.75 0.0278 N 744860.69 744860.69 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 749843.75 0.0279 N 749989.50 749989.50 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 399941.44 0.0149 N 399982.80 399982.80 FEDERAL HOME LOAN MORTGAGE CORP FEDERAL HOME LOAN MORTGAGE CORP 0.140000% 313396FY4 Government Agency Debt N First Tier Security 2011-05-23 2011-05-23 N N N 150000.00 149969.67 0.0056 N 149989.20 149989.20 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 319874.93 0.0119 N 319946.56 319946.56 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 839431.60 0.0313 N 839702.64 839702.64 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 329698.60 0.0123 N 329836.98 329836.98 FEDERAL HOME LOAN MORTGAGE CORP FEDERAL HOME LOAN MORTGAGE CORP 0.180000% 313396LT8 Government Agency Debt N First Tier Security 2011-09-15 2011-09-15 N N N 800000.00 799332.00 0.0298 N 799406.00 799406.00 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 824923.80 0.0307 N 824990.93 824990.93 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 659716.38 0.0246 N 659816.52 659816.52 FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.160000% 313588LD5 Government Agency Debt N First Tier Security 2011-09-01 2011-09-01 N N N 740000.00 739496.80 0.0276 N 739496.80 739496.80 GOLDMAN SACHS GROUP INC GOLDMAN SACHS GROUP INC 0.120000% 318991007 Government Agency Repurchase Agreement Y FMAC 2013-01-15 4.500000 Government Agency Debt 139195.87 149522.53 FMAC 2018-06-13 4.875000 Government Agency Debt 38712.98 43678.12 FNMA 2013-04-09 3.250000 Government Agency Debt 1555492.97 1655041.06 First Tier Security 2011-04-01 2011-04-01 N N N 1812000.00 1812000.00 0.0675 N 1812000.00 1812000.00 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 658938.49 0.0246 N 658960.46 658960.46 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 842757.64 0.0314 N 842730.24 842730.24 LINCOLN COUNTY WY POLLUTION CONTROL REVENUE LINCOLN COUNTY WY POLLUTION CONTROL REVENUE 0.160000% 533485AN8 Variable Rate Demand Note N First Tier Security 2011-04-01 2011-04-01 Y EXXON MOBIL CORP N/A N/A N N 300000.00 300000.00 0.0112 N 300000.00 300000.00 NOVARTIS FINANCE CORP NOVARTIS FINANCE CORP 0.180000% 6698M5RF8 Other Commercial Paper N First Tier Security 2011-04-15 2011-04-15 N N N 630000.00 629955.90 0.0235 N 629962.20 629962.20 PHILIP MORRIS INTERNATIONAL INC PHILIP MORRIS INTERNATIONAL INC 0.180000% 71838MR10 Other Commercial Paper N First Tier Security 2011-04-01 2011-04-01 N N N 538000.00 538000.00 0.0200 N 538000.00 538000.00 PROCTER & GAMBLE CO PROCTER & GAMBLE CO 0.190000% 74271UT26 Other Commercial Paper N First Tier Security 2011-06-02 2011-06-02 N N N 713000.00 712766.69 0.0266 N 712757.58 712757.58 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 843725.70 0.0314 N 843848.08 843848.08 SANOFI-AVENTIS SANOFI-AVENTIS 0.280000% 8010M3UD0 Other Commercial Paper N First Tier Security 2011-07-13 2011-07-13 N N N 809000.00 808351.90 0.0301 N 808336.62 808336.62 TORONTO DOMINION HOLDINGS (USA) INC TORONTO DOMINION HOLDINGS (USA) INC 0.230000% 89116FTP5 Financial Company Commercial Paper N First Tier Security 2011-06-23 2011-06-23 N N N 807000.00 806572.06 0.0301 N 806572.29 806572.29 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 827888.57 0.0308 N 827925.48 827925.48 WAL-MART STORES INC WAL-MART STORES INC 0.150000% 93114FR63 Other Commercial Paper N First Tier Security 2011-04-06 2011-04-06 N N N 817000.00 816982.98 0.0304 N 816983.66 816983.66 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 801740.24 0.0299 N 801743.36 801743.36