N-MFP LIVE N 2011-07-31 0000706113 S000002619 1 N N N N 2-79141 MASSACHUSETTS FINANCIAL SERVICES COMPANY 801-17352 DELOITTE & TOUCHE LLP BOSTON MA MASSACHUSETTS FINANCIAL SERVICES None N N Y Prime 37 37 26122636.74 4926.98 22336.47 26105227.25 0.0013 0.9994 2011-07-29 0.9994 2011-07-29 C000007204 25.00 26105227.25 1.00 -605118.56 125741.60 730860.16 0.0000 0.9994 2011-07-29 0.9994 2011-07-29 BANK OF AMERICA CORP BANK OF AMERICA CORP 0.140000% 06499M007 Government Agency Repurchase Agreement Y FNMA 2012-01-25 0.000000 Government Agency Debt 2102678.99 2101207.12 First Tier Security 2011-08-01 2011-08-01 N N N 2060000.00 2060000.00 0.0789 N 2060000.00 2060000.00 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 274979.95 0.0105 N 274991.75 274991.75 BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA 0.105000% 06416KWL0 Financial Company Commercial Paper N First Tier Security 2011-09-20 2011-09-20 N N N 510000.00 509925.63 0.0195 N 509938.80 509938.80 BNP PARIBAS FINANCE INC BNP PARIBAS FINANCE INC 0.400000% 0556N1WC3 Financial Company Commercial Paper N First Tier Security 2011-09-12 2011-09-12 N N N 750000.00 749650.00 0.0287 N 749842.50 749842.50 CISCO SYSTEMS INC CISCO SYSTEMS INC 0.080000% 17277BVG7 Other Commercial Paper N First Tier Security 2011-08-16 2011-08-16 N N N 785000.00 784973.83 0.0301 N 784945.05 784945.05 CITIGROUP FUNDING INC CITIGROUP FUNDING INC 0.050000% 17307SV17 Financial Company Commercial Paper N First Tier Security 2011-08-01 2011-08-01 N N N 400.00 400.00 0.0000 N 400.00 400.00 COCA-COLA CO COCA-COLA CO 0.200000% 19121BV22 Other Commercial Paper N First Tier Security 2011-08-02 2011-08-02 N N N 750000.00 749995.83 0.0287 N 749992.50 749992.50 CREDIT SUISSE FIRST BOSTON INC CREDIT SUISSE FIRST BOSTON INC 0.200000% 2254EBXD8 Financial Company Commercial Paper N First Tier Security 2011-10-13 2011-10-13 N N N 436000.00 435823.18 0.0167 N 435786.36 435786.36 CREDIT SUISSE FIRST BOSTON INC CREDIT SUISSE FIRST BOSTON INC 0.250000% 2254EBYE5 Financial Company Commercial Paper N First Tier Security 2011-11-14 2011-11-14 N N N 350000.00 349744.79 0.0134 N 349706.00 349706.00 DEERE AND CO DEERE AND CO 0.040000% 2441W1V45 Other Commercial Paper N First Tier Security 2011-08-04 2011-08-04 N N N 666000.00 665997.78 0.0255 N 665986.68 665986.68 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 2011-08-01 2011-08-01 Y EXXON MOBIL CORP N/A N/A N N 500000.00 500000.00 0.0192 N 500000.00 500000.00 EMERSON ELECTRIC CO EMERSON ELECTRIC CO 0.060000% 29101BVJ8 Other Commercial Paper N First Tier Security 2011-08-18 2011-08-18 N N N 441000.00 440987.51 0.0169 N 440977.95 440977.95 FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 0.010000% 313312JY7 Government Agency Debt N First Tier Security 2011-08-03 2011-08-03 N N N 100000.00 99999.94 0.0038 N 99999.80 99999.80 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 329967.00 0.0126 N 329994.39 329994.39 FEDERAL HOME LOAN MORTGAGE CORP FEDERAL HOME LOAN MORTGAGE CORP 0.025000% 313396KP7 Government Agency Debt N First Tier Security 2011-08-18 2011-08-18 N N N 400000.00 399995.28 0.0153 N 399992.40 399992.40 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 799820.00 0.0306 N 799890.40 799890.40 FEDERAL HOME LOAN MORTGAGE CORP FEDERAL HOME LOAN MORTGAGE CORP 0.095000% 313396MW0 Government Agency Debt N First Tier Security 2011-10-12 2011-10-12 N N N 815000.00 814845.15 0.0312 N 814804.40 814804.40 FEDERAL HOME LOAN MORTGAGE CORP FEDERAL HOME LOAN MORTGAGE CORP 0.116000% 313396PN7 Government Agency Debt N First Tier Security 2011-11-21 2011-11-21 N N N 820000.00 819704.07 0.0314 N 819668.72 819668.72 FEDERAL HOME LOAN MORTGAGE CORP FEDERAL HOME LOAN MORTGAGE CORP 0.130000% 313396QC0 Government Agency Debt N First Tier Security 2011-12-05 2011-12-05 N N N 815000.00 814629.18 0.0312 N 814600.65 814600.65 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 299793.09 0.0115 N 299745.60 299745.60 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 739898.04 0.0283 N 739929.70 739929.70 FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.035000% 313588MP7 Government Agency Debt N First Tier Security 2011-10-05 2011-10-05 N N N 790000.00 789950.08 0.0303 N 789828.57 789828.57 GENERAL ELECTRIC CO GENERAL ELECTRIC CO 0.100000% 36960MV59 Other Commercial Paper N First Tier Security 2011-08-05 2011-08-05 N N N 527000.00 526994.14 0.0202 N 526989.46 526989.46 GOLDMAN SACHS GROUP INC GOLDMAN SACHS GROUP INC 0.160000% 318991007 Government Agency Repurchase Agreement Y FCSB 2014-01-15 0.186500 Government Agency Debt 1682322.20 1681615.62 FEDERAL HOME LOAN BANK 2011-09-23 0.000000 Government Agency Debt 72764.33 72752.69 FHLB 2011-10-14 0.000000 Government Agency Debt 908052.12 907834.19 First Tier Security 2011-08-01 2011-08-01 N N N 2610000.00 2610000.00 0.1000 N 2610000.00 2610000.00 HEWLETT-PACKARD CO HEWLETT-PACKARD CO 0.060000% 42823KV82 Other Commercial Paper N First Tier Security 2011-08-08 2011-08-08 N N N 524000.00 523993.88 0.0201 N 523984.28 523984.28 HSBC USA INC HSBC USA INC 0.170000% 40427SW62 Financial Company Commercial Paper N First Tier Security 2011-09-06 2011-09-06 N N N 750000.00 749872.50 0.0287 N 749865.00 749865.00 INTERNATIONAL BUSINESS MACHINES CORP INTERNATIONAL BUSINESS MACHINES CORP 0.070000% 45920GWK8 Other Commercial Paper N First Tier Security 2011-09-19 2011-09-19 N N N 784000.00 783925.30 0.0300 N 783851.04 783851.04 JPMORGAN CHASE & CO JPMORGAN CHASE & CO 0.150000% 4662J1VF4 Financial Company Commercial Paper N First Tier Security 2011-08-15 2011-08-15 N N N 753000.00 752956.08 0.0288 N 752939.76 752939.76 LINCOLN COUNTY WY POLLUTION CONTROL REVENUE LINCOLN COUNTY WY POLLUTION CONTROL REVENUE 0.220000% 533485AN8 Variable Rate Demand Note N First Tier Security 2011-08-01 2011-08-01 Y EXXON MOBIL CORP N/A N/A N N 300000.00 300000.00 0.0115 N 300000.00 300000.00 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 630965.30 0.0242 N 630968.45 630968.45 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 487998.64 0.0187 N 487995.12 487995.12 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 326993.64 0.0125 N 326993.46 326993.46 PHILIP MORRIS INTERNATIONAL INC PHILIP MORRIS INTERNATIONAL INC 0.060000% 71838MV98 Other Commercial Paper N First Tier Security 2011-08-09 2011-08-09 N N N 523000.00 522993.03 0.0200 N 522973.85 522973.85 PROCTER & GAMBLE CO PROCTOR & GAMBLE CO 0.110000% 74271UXB1 Other Commercial Paper N First Tier Security 2011-10-11 2011-10-11 N N N 790000.00 789828.61 0.0303 N 789857.80 789857.80 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 753832.86 0.0289 N 753924.60 753924.60 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 99975.84 0.0038 N 99975.00 99975.00 ROYAL BANK OF CANADA ROYAL BANK OF CANADA 0.090000% 78009BYE6 Financial Company Commercial Paper N First Tier Security 2011-11-14 2011-11-14 N N N 423000.00 422888.96 0.0162 N 422856.18 422856.18 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 811350.40 0.0311 N 811472.20 811472.20 UNITED STATES TREASURY BILL UNITED STATES TREASURY BILL 0.001000% 9127953D1 Treasury Debt N First Tier Security 2011-08-11 2011-08-11 N N N 790000.00 789999.78 0.0303 N 789941.54 789941.54 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 806987.45 0.0309 N 806983.86 806983.86