N-MFP LIVE N 2011-11-30 0000706113 S000002619 1 Y N Y 0000719269 2-83616 S000002643 N 2-79141 MASSACHUSETTS FINANCIAL SERVICES COMPANY 801-17352 DELOITTE & TOUCHE LLP BOSTON MA MASSACHUSETTS FINANCIAL SERVICES None N N Y Prime 43 43 24301086.00 808.94 24588.28 24277306.66 0.0013 0.9993 2011-11-30 0.9993 2011-11-30 C000007204 25.00 24277306.66 1.00 663728.20 1059445.98 395717.78 0.0000 0.9993 2011-11-30 0.9993 2011-11-30 ABBOTT LABORATORIES ABBOTT LABORATORIES 0.050000% 00282DZK9 Other Commercial Paper N First Tier Security 2011-12-19 2011-12-19 N N N 300000.00 299992.50 0.0124 N 299994.00 299994.00 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 699659.72 0.0288 N 699692.00 699692.00 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 0.0206 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 276918.44 0.0114 N 276983.38 276983.38 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 495931.80 0.0204 N 495990.08 495990.08 BARCLAYS US FUNDING CORP BARCLAYS US FUNDING CORP 0.120000% 06737JZ16 Financial Company Commercial Paper N First Tier Security 2011-12-01 2011-12-01 N N N 485000.00 485000.00 0.0200 N 484997.96 484997.96 CITIGROUP FUNDING INC CITIGROUP FUNDING INC 0.330000% 17307SZ13 Financial Company Commercial Paper N First Tier Security 2011-12-01 2011-12-01 N N N 708000.00 708000.00 0.0292 N 707992.92 707992.92 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 769849.21 0.0317 N 769915.30 769915.30 EAST BATON ROUGE PARISH LA POLLUTION CONTROL REVENUE EAST BATON ROUGE PARISH LA POLLUTION CONTROL REVENUE 0.060000% 270838AE5 Variable Rate Demand Note N First Tier Security 2011-12-01 2011-12-01 Y EXXON MOBIL CORP N/A N/A N N 500000.00 500000.00 0.0206 N 500000.00 500000.00 EMERSON ELECTRIC CO EMERSON ELECTRIC CO 0.070000% 29101BZG0 Other Commercial Paper N First Tier Security 2011-12-16 2011-12-16 N N N 709000.00 708979.32 0.0292 N 708978.73 708978.73 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 779989.17 0.0321 N 779991.42 779991.42 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 259996.03 0.0107 N 259996.88 259996.88 FEDERAL HOME LOAN MORTGAGE CORP FEDERAL HOME LOAN MORTGAGE CORP 0.100000% 313396C27 Government Agency Debt N First Tier Security 2012-08-15 2012-08-15 N N N 725000.00 724480.42 0.0298 N 724584.58 724584.58 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 814988.23 0.0336 N 814998.37 814998.37 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 259999.57 0.0107 N 259999.48 259999.48 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 259996.24 0.0107 N 259996.36 259996.36 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 259995.31 0.0107 N 259996.36 259996.36 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 299925.25 0.0124 N 299988.60 299988.60 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 699989.50 0.0288 N 699989.50 699989.50 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 259967.07 0.0107 N 259989.08 259989.08 FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.120000% 313588YW9 Government Agency Debt N First Tier Security 2012-07-02 2012-07-02 N N N 700000.00 699500.66 0.0288 N 699708.80 699708.80 GENERAL ELECTRIC CAPITAL CORP GENERAL ELECTRIC CAPITAL CORP 0.100000% 36959JZM8 Financial Company Commercial Paper N First Tier Security 2011-12-21 2011-12-21 N N N 468000.00 467974.00 0.0193 N 467981.28 467981.28 GOLDMAN SACHS GROUP INC GOLDMAN SACHS GROUP INC 0.100000% 318991007 Government Agency Repurchase Agreement Y FMAC 2018-06-13 4.875000 Government Agency Debt 600032.39 730542.19 FNMA 2012-12-28 0.375000 Government Agency Debt 560048.01 561970.84 FNMA 2016-10-03 1.450000 Government Agency Debt 219810.38 219128.06 First Tier Security 2011-12-01 2011-12-01 N N N 1482000.00 1482000.00 0.0610 N 1482000.00 1482000.00 HEWLETT-PACKARD CO HEWLETT-PACKARD CO 0.170000% 42823KZC9 Other Commercial Paper N First Tier Security 2011-12-12 2011-12-12 N N N 702000.00 701963.53 0.0289 N 701943.84 701943.84 HSBC USA INC HSBC USA INC 0.260000% 40427RBQ3 Financial Company Commercial Paper N First Tier Security 2012-02-24 2012-02-24 N N N 729000.00 728552.48 0.0300 N 728205.39 728205.39 JOHNSON & JOHNSON JOHNSON & JOHNSON 0.050000% 47816FAC5 Other Commercial Paper N First Tier Security 2012-01-12 2012-01-12 N N N 704000.00 703958.93 0.0290 N 703957.76 703957.76 JPMORGAN CHASE & CO JPMORGAN CHASE & CO 0.010000% 4662J1Z11 Financial Company Commercial Paper N First Tier Security 2011-12-01 2011-12-01 N N N 728000.00 728000.00 0.0300 N 727996.36 727996.36 LINCOLN COUNTY WY POLLUTION CONTROL REVENUE LINCOLN COUNTY WY POLLUTION CONTROL REVENUE 0.060000% 533485AN8 Variable Rate Demand Note N First Tier Security 2011-12-01 2011-12-01 Y EXXON MOBIL CORP N/A N/A N N 300000.00 300000.00 0.0124 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 771993.99 0.0318 N 772000.00 772000.00 MERRILL LYNCH PIERCE FENNER & SMITH INC BANK OF AMERICA CORP 0.090000% 06499M007 Treasury Repurchase Agreement Y FHLB 2013-03-27 1.000000 Government Agency Debt 572030.91 578134.48 FHLB 2036-07-15 5.500000 Government Agency Debt 65317.76 85227.59 FNMA 2012-06-22 1.250000 Government Agency Debt 600623.07 607425.79 FNMA 2030-11-15 6.625000 Government Agency Debt 313838.07 462198.87 First Tier Security 2011-12-01 2011-12-01 N N N 1699000.00 1699000.00 0.0700 N 1699000.00 1699000.00 NESTLE CAPITAL CORP NESTLE CAPITAL CORP 0.130000% 64105GEV2 Other Commercial Paper N First Tier Security 2012-05-29 2012-05-29 N N N 729000.00 728526.15 0.0300 N 728416.80 728416.80 PEPSICO INC PEPSICO INC 0.060000% 71344TAP7 Other Commercial Paper N First Tier Security 2012-01-23 2012-01-23 N N N 700000.00 699938.16 0.0288 N 699916.00 699916.00 PHILIP MORRIS INTERNATIONAL INC PHILIP MORRIS INTERNATIONAL INC 0.060000% 71838MZ60 Other Commercial Paper N First Tier Security 2011-12-06 2011-12-06 N N N 479000.00 478996.01 0.0197 N 478985.63 478985.63 ROYAL BANK OF CANADA ROYAL BANK OF CANADA 0.100000% 78009ACD4 Financial Company Commercial Paper N First Tier Security 2012-03-13 2012-03-13 N N N 469000.00 468865.82 0.0193 N 468465.34 468465.34 SANOFI SANOFI 0.100000% 8010M2AD4 Other Commercial Paper N First Tier Security 2012-01-13 2012-01-13 N N N 772000.00 771907.79 0.0318 N 771737.52 771737.52 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 515000.00 0.0212 N 514994.85 514994.85 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 811900.76 0.0334 N 811967.52 811967.52 TOYOTA MOTOR CREDIT CORP TOYOTA MOTOR CREDIT CORP 0.320000% 89233GC95 Other Commercial Paper N First Tier Security 2012-03-09 2012-03-09 N N N 708000.00 707376.96 0.0291 N 707504.40 707504.40 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 771972.98 0.0318 N 771984.56 771984.56