N-MFP LIVE N 2011-05-31 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 25007098.22 5399.31 20432.46 24992065.07 0.0017 0.9994 2011-05-31 0.9994 2011-05-31 C000007204 25.00 24992065.07 1.00 -257502.21 40841.71 298343.92 0.0000 0.9994 2011-05-31 0.9994 2011-05-31 ABBEY NATIONAL NORTH AMERICA LLC ABBEY NATIONAL TREASURY SERVICE PLC/US BRANCH 0.250000% 00279HYH3 Certificate of Deposit N First Tier Security 2011-07-19 2011-07-19 N N N 750000.00 750000.00 0.0300 N 749992.50 749992.50 ABBOTT LABORATORIES ABBOTT LABORATORIES 0.110000% 00282DTV2 Other Commercial Paper N First Tier Security 2011-06-29 2011-06-29 N N N 756000.00 755935.32 0.0302 N 755962.20 755962.20 ANZ NATIONAL (INTERNATIONAL) LTD ANZ NATIONAL (INTERNATIONAL) LTD 0.200000% 0018A3UK8 Financial Company Commercial Paper N First Tier Security 2011-07-19 2011-07-19 N N N 757000.00 756798.13 0.0303 N 756818.32 756818.32 BANK OF AMERICA CORP BANK OF AMERICA CORP 0.100000% 06499M007 Government Agency Repurchase Agreement Y FAMC 2014-04-29 3.125000 Government Agency Debt 175742.80 186228.98 REFC 2016-04-15 0.000000 Government Agency Debt 164935.71 149354.23 First Tier Security 2011-06-01 2011-06-01 N N N 329000.00 329000.00 0.0132 N 329000.00 329000.00 BANK OF AMERICA CORP BANK OF AMERICA CORP 0.180000% 0660P1VV0 Financial Company Commercial Paper N First Tier Security 2011-08-29 2011-08-29 N N N 500000.00 499777.50 0.0200 N 499837.50 499837.50 BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA 0.195000% 06416KUK4 Financial Company Commercial Paper N First Tier Security 2011-07-19 2011-07-19 N N N 477000.00 476875.98 0.0191 N 476947.53 476947.53 BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA 0.175000% 06416KVG2 Financial Company Commercial Paper N First Tier Security 2011-08-16 2011-08-16 N N N 275000.00 274898.40 0.0110 N 274947.75 274947.75 BARCLAYS US FUNDING CORP BARCLAYS US FUNDING CORP 0.100000% 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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 659906.50 0.0264 N 659978.22 659978.22 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 739697.42 0.0296 N 739905.28 739905.28 GENERAL ELECTRIC CAPITAL CORP GENERAL ELECTRIC CAPITAL CORP 0.110000% 36959JTQ6 Financial Company Commercial Paper N First Tier Security 2011-06-24 2011-06-24 N N N 158000.00 157988.90 0.0063 N 157990.52 157990.52 GENERAL ELECTRIC CO GENERAL ELECTRIC CO 0.120000% 36960MT86 Other Commercial Paper N First Tier Security 2011-06-08 2011-06-08 N N N 466000.00 465989.13 0.0186 N 465990.68 465990.68 GOLDMAN SACHS GROUP INC GOLDMAN SACHS GROUP INC 0.110000% 318991007 Government Agency Repurchase Agreement Y FNMA 2012-05-07 1.250000 Government Agency Debt 156940.26 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806886.57 0.0323 N 806959.65 806959.65 TOYOTA MOTOR CREDIT CORP TOYOTA MOTOR CREDIT CORP 0.170000% 89233HUF9 Other Commercial Paper N First Tier Security 2011-07-15 2011-07-15 N N N 752000.00 751843.75 0.0301 N 751849.60 751849.60 UNITED TECHNOLOGIES CORP UNITED TECHNOLOGIES CORP 0.100000% 91302DTT2 Other Commercial Paper N First Tier Security 2011-06-27 2011-06-27 N N N 749000.00 748945.90 0.0300 N 748902.63 748902.63 WESTPAC BANKING CORP WESTPAC BANKING CORP 0.160000% 9612C1UV7 Financial Company Commercial Paper N First Tier Security 2011-07-29 2011-07-29 N N N 750000.00 749806.67 0.0300 N 749880.00 749880.00