N-MFP LIVE N 2011-06-30 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 46 46 26724646.11 5513.07 19813.37 26710345.81 0.0014 0.9994 2011-06-30 0.9994 2011-06-30 C000007204 25.00 26710345.81 1.00 1718246.87 2774723.16 1056476.29 0.0000 0.9994 2011-06-30 0.9994 2011-06-30 ABBEY NATIONAL NORTH AMERICA LLC ABBEY NATIONAL TREASURY SERVICES 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 0.0281 N 750022.50 750022.50 ABBEY NATIONAL NORTH AMERICA LLC ABBEY NATIONAL NORTH AMERICA LLC 0.040000% 0027A1U15 Financial Company Commercial Paper N First Tier Security 2011-07-01 2011-07-01 N N N 51000.00 51000.00 0.0019 N 50999.86 50999.86 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 756924.30 0.0283 N 756954.58 756954.58 BANK OF AMERICA CORP BANK OF AMERICA CORP 0.010000% 06499M007 Government Agency Repurchase Agreement Y FNMA 2012-05-29 0.000000 Government Agency Debt 497580.26 496749.30 First Tier Security 2011-07-01 2011-07-01 N N N 487000.00 487000.00 0.0182 N 487000.00 487000.00 BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA 0.040000% 06416KU65 Financial Company Commercial Paper N First Tier Security 2011-07-06 2011-07-06 N N N 49000.00 48999.73 0.0018 N 48999.51 48999.51 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 476953.49 0.0179 N 476985.69 476985.69 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 274938.51 0.0103 N 274972.50 274972.50 BNP PARIBAS FINANCE INC BNP PARIBAS FINANCE INC 0.030000% 0556N1U19 Financial Company Commercial Paper N 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814680.52 814680.52 FEDERAL HOME LOAN MORTGAGE CORP FEDERAL HOME LOAN MORTGAGE CORP 0.130000% 313396SV6 Government Agency Debt N First Tier Security 2012-02-08 2012-02-08 N N N 300000.00 299759.50 0.0112 N 299778.30 299778.30 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 660000.00 0.0247 N 660000.00 660000.00 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 739796.09 0.0277 N 739961.52 739961.52 GENERAL ELECTRIC CO GENERAL ELECTRIC CO 0.120000% 36960MU19 Other Commercial Paper N First Tier Security 2011-07-01 2011-07-01 N N N 477000.00 477000.00 0.0179 N 477000.00 477000.00 GOLDMAN SACHS GROUP INC GOLDMAN SACHS GROUP INC 0.020000% 318991007 Government Agency Repurchase Agreement Y FNMA 2012-09-15 4.375000 Government Agency Debt 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300000.00 300000.00 0.0112 N 300000.00 300000.00 NATIONAL AUSTRALIA FUNDING (DELAWARE) INC NATIONAL AUSTRALIA FUNDING (DELAWARE) INC 0.010000% 63253KU13 Financial Company Commercial Paper N First Tier Security 2011-07-01 2011-07-01 N N N 534000.00 534000.00 0.0200 N 533999.41 533999.41 NOVARTIS FINANCE CORP NOVARTIS FINANCE CORP 0.180000% 6698M5VC0 Other Commercial Paper N First Tier Security 2011-08-12 2011-08-12 N N N 631000.00 630867.49 0.0236 N 630873.80 630873.80 PEPSICO INC PEPSICO INC 0.100000% 71344UV22 Other Commercial Paper N First Tier Security 2011-08-02 2011-08-02 N N N 488000.00 487956.62 0.0183 N 487956.08 487956.08 PEPSICO INC PEPSICO INC 0.100000% 71344UV89 Other Commercial Paper N First Tier Security 2011-08-08 2011-08-08 N N N 327000.00 326965.49 0.0122 N 326964.03 326964.03 RABOBANK NEDERLAND NV RABOBANK USA FINANCIAL CORP 0.190000% 74977LWC7 Financial Company Commercial Paper N First Tier Security 2011-09-12 2011-09-12 N N N 754000.00 753709.50 0.0282 N 753864.28 753864.28 ROYAL BANK OF CANADA ROYAL BANK OF CANADA 0.100000% 78009BXT4 Financial Company Commercial Paper N First Tier Security 2011-10-27 2011-10-27 N N N 100000.00 99967.23 0.0037 N 99961.00 99961.00 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 808924.49 0.0303 N 808967.64 808967.64 TORONTO DOMINION HOLDINGS (USA) INC TORONTO DOMINION HOLDINGS (USA) INC 0.200000% 89116FZP8 Financial Company Commercial Paper N First Tier Security 2011-12-23 2011-12-23 N N N 812000.00 811210.56 0.0304 N 811301.68 811301.68 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 751950.28 0.0282 N 751977.44 751977.44 UNITED TECHNOLOGIES CORP UNITED TECHNOLOGIES CORP 0.030000% 91302DU11 Other Commercial Paper N First Tier Security 2011-07-01 2011-07-01 N N N 801000.00 801000.00 0.0300 N 800997.36 800997.36 WAL-MART STORES INC WAL-MART STORES INC 0.080000% 93114FV84 Other Commercial Paper N First Tier Security 2011-08-08 2011-08-08 N N N 807000.00 806931.85 0.0302 N 806935.44 806935.44 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 749906.67 0.0281 N 749940.00 749940.00