N-MFP LIVE N 2011-10-31 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 30 30 23634650.54 7770.64 28842.72 23613578.46 0.0011 0.9993 2011-10-31 0.9993 2011-10-31 C000007204 25.00 23613578.46 1.00 -2204320.54 120046.08 2324366.62 0.0000 0.9993 2011-10-31 0.9993 2011-10-31 ABBOTT LABORATORIES ABBOT LABORATORIES CORPORATE COMMERCIAL PAPER 0.090000% 00282DY87 Other Commercial Paper N First Tier Security 2011-11-08 2011-11-08 N N N 680000.00 679988.10 0.0288 N 679993.20 679993.20 ANZ NATIONAL (INTERNATIONAL) LTD ANZ NATIONAL (INTERNATIONAL) LTD 0.350000% 0018A2AL0 Financial Company Commercial Paper N First Tier Security 2012-01-20 2012-01-20 N N N 700000.00 699455.55 0.0296 N 699524.00 699524.00 BANK OF MONTREAL BANK OF MONTREAL 0.140000% 06366WPA6 Certificate of Deposit N First Tier Security 2011-12-12 2011-12-12 N N N 500000.00 500000.00 0.0212 N 500000.00 500000.00 BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA 0.265000% 06416JAA1 Financial Company Commercial Paper N First Tier Security 2012-01-10 2012-01-10 N N N 277000.00 276857.27 0.0117 N 276925.21 276925.21 BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA 0.275000% 06416KZK9 Financial Company Commercial Paper N First Tier Security 2011-12-19 2011-12-19 N N N 496000.00 495818.13 0.0210 N 495955.36 495955.36 CITIGROUP FUNDING INC CITIGROUP FUNDING INC 0.300000% 17307SY48 Financial Company Commercial Paper N First Tier Security 2011-11-04 2011-11-04 N N N 788000.00 787980.30 0.0334 N 787976.36 787976.36 COCA-COLA CO COCA-COLA CO 0.150000% 19121AAH4 Other Commercial Paper N First Tier Security 2012-01-17 2012-01-17 N N N 770000.00 769752.96 0.0326 N 769815.20 769815.20 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 349968.40 0.0148 N 349975.50 349975.50 DEERE AND CO DEERE AND CO 0.050000% 2441W1Y34 Other Commercial Paper N First Tier Security 2011-11-03 2011-11-03 N N N 454000.00 453998.74 0.0192 N 453995.46 453995.46 EAST BATON ROUGE PARISH LA POLLUTION CONTROL REVENUE EAST BATON ROUGE PARISH LA POLLUTION CONTROL REVENUE 0.090000% 270838AE5 Variable Rate Demand Note N First Tier Security 2011-11-01 2011-11-01 Y EXXON MOBIL CORP N/A N/A N N 500000.00 500000.00 0.0212 N 500000.00 500000.00 FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 0.001000% 313384PF0 Government Agency Debt N First Tier Security 2011-11-14 2011-11-14 N N N 228000.00 227999.92 0.0097 N 227998.40 227998.40 FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 0.025000% 313384QU6 Government Agency Debt N First Tier Security 2011-12-21 2011-12-21 N N N 780000.00 779972.92 0.0330 N 779978.16 779978.16 FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 0.025000% 313384QW2 Government Agency Debt N First Tier Security 2011-12-23 2011-12-23 N N N 260000.00 259990.61 0.0110 N 259992.46 259992.46 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 819947.15 0.0347 N 819990.98 819990.98 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 814899.94 0.0345 N 814984.52 814984.52 FEDERAL HOME LOAN MORTGAGE CORP FEDERAL HOME LOAN MORTGAGE CORP 0.015000% 313396QC0 Government Agency Debt N First Tier Security 2011-12-05 2011-12-05 N N N 260000.00 259996.32 0.0110 N 259995.06 259995.06 FEDERAL HOME LOAN MORTGAGE CORP FEDERAL HOME LOAN MORTGAGE CORP 0.020000% 313396RA3 Government Agency Debt N First Tier Security 2011-12-27 2011-12-27 N N N 260000.00 259991.91 0.0110 N 259991.94 259991.94 FEDERAL HOME LOAN MORTGAGE CORP FEDERAL HOME LOAN MORTGAGE CORP 0.025000% 313396RA3 Government Agency Debt N First Tier Security 2011-12-27 2011-12-27 N N N 260000.00 259989.89 0.0110 N 259991.94 259991.94 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 299892.75 0.0127 N 299975.40 299975.40 FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.010000% 313588PA7 Government Agency Debt N First Tier Security 2011-11-09 2011-11-09 N N N 260000.00 259999.42 0.0110 N 259998.96 259998.96 FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.020000% 313588RB3 Government Agency Debt N First Tier Security 2011-12-28 2011-12-28 N N N 700000.00 699977.83 0.0296 N 699977.60 699977.60 FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.060000% 313588TC9 Government Agency Debt N First Tier Security 2012-02-15 2012-02-15 N N N 260000.00 259954.07 0.0110 N 259977.12 259977.12 GENERAL ELECTRIC CAPITAL CORP GENERAL ELECTRIC CAPITAL CORP 0.100000% 36959JYJ6 Financial Company Commercial Paper N First Tier Security 2011-11-18 2011-11-18 N N N 171000.00 170991.93 0.0072 N 170991.45 170991.45 GOLDMAN SACHS GROUP INC GOLDMAN SACHS GROUP INC 0.090000% 318991007 Government Agency Repurchase Agreement Y FNMA 2030-01-15 7.125000 Government Agency Debt 237630.80 352213.80 FNMA 2030-05-15 7.250000 Government Agency Debt 229097.57 347510.90 First Tier Security 2011-11-01 2011-11-01 N N N 686000.00 686000.00 0.0291 N 686000.00 686000.00 HSBC USA INC HSBC USA INC 0.160000% 40427SYU7 Financial Company Commercial Paper N First Tier Security 2011-11-28 2011-11-28 N N N 708000.00 707915.04 0.0300 N 707893.80 707893.80 JOHNSON & JOHNSON JOHNSON & JOHNSON 0.050000% 47816GYE3 Other Commercial Paper N First Tier Security 2011-11-14 2011-11-14 N N N 765000.00 764986.19 0.0324 N 764992.35 764992.35 LINCOLN COUNTY WY POLLUTION CONTROL REVENUE LINCOLN COUNTY WY POLLUTION CONTROL REVENUE 0.090000% 533485AN8 Variable Rate Demand Note N First Tier Security 2011-11-01 2011-11-01 Y EXXON MOBIL CORP N/A N/A N N 300000.00 300000.00 0.0127 N 300000.00 300000.00 MERCK & CO INC MERCK & CO INC 0.070000% 58934BZ56 Other Commercial Paper N First Tier Security 2011-12-05 2011-12-05 N N N 772000.00 771948.96 0.0327 N 771969.12 771969.12 MERRILL LYNCH PIERCE FENNER & SMITH INC MERRILL LYNCH PIERCE FENNER & SMITH INC 0.100000% 06499M007 Government Agency Repurchase Agreement Y FHLB 2012-08-28 0.440000 Government Agency Debt 1019109.76 1020545.57 FHLB 2036-03-14 5.125000 Government Agency Debt 881430.34 1029608.45 FNMA 2013-08-20 1.250000 Government Agency Debt 240189.77 244053.29 FNMA 2014-08-28 0.875000 Government Agency Debt 72753.26 73226.97 First Tier Security 2011-11-01 2011-11-01 N N N 2321000.00 2321000.00 0.0983 N 2321000.00 2321000.00 NESTLE CAPITAL CORP NESTLE CAPITAL CORP 0.030000% 64105HYU0 Other Commercial Paper N First Tier Security 2011-11-28 2011-11-28 N N N 770000.00 769982.68 0.0326 N 769984.60 769984.60 NOVARTIS FINANCE CORP NOVARTIS FINANCE CORP 0.060000% 6698M5Y45 Other Commercial Paper N First Tier Security 2011-11-04 2011-11-04 N N N 541000.00 540997.30 0.0229 N 540994.59 540994.59 PEPSICO INC PEPSICO INC 0.100000% 71344UY78 Other Commercial Paper N First Tier Security 2011-11-07 2011-11-07 N N N 700000.00 699988.33 0.0296 N 699993.00 699993.00 PHILIP MORRIS INTERNATIONAL INC PHILIP MORRIS INTERNATIONAL INC 0.100000% 71838MYM6 Other Commercial Paper N First Tier Security 2011-11-21 2011-11-21 N N N 525000.00 524970.83 0.0222 N 524937.00 524937.00 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 422986.25 0.0179 N 422995.77 422995.77 SANOFI SANOFI 0.100000% 8010M2AD4 Other Commercial Paper N First Tier Security 2012-01-13 2012-01-13 N N N 772000.00 771843.46 0.0327 N 771544.52 771544.52 SIEMENS CAPITAL CORP SIEMENS CAPITAL CORP 0.120000% 82619UZ15 Other Commercial Paper N First Tier Security 2011-12-01 2011-12-01 N N N 515000.00 514948.50 0.0218 N 514897.00 514897.00 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 811765.42 0.0344 N 811845.72 811845.72 TOYOTA MOTOR CREDIT CORP TOYOTA MOTOR CREDIT CORP 0.180000% 89233HYA6 Other Commercial Paper N First Tier Security 2011-11-10 2011-11-10 N N N 766000.00 765965.53 0.0324 N 765977.02 765977.02 WAL-MART STORES INC WAL-MART STORES INC 0.070000% 93114FZK3 Other Commercial Paper N First Tier Security 2011-12-19 2011-12-19 N N N 772000.00 771927.94 0.0327 N 771945.96 771945.96 WESTPAC BANKING CORP WESTPAC BANKING CORP 0.100000% 9612C1Y19 Financial Company Commercial Paper N First Tier Security 2011-11-01 2011-11-01 N N N 600000.00 600000.00 0.0254 N 600000.00 600000.00