N-MFP LIVE N 2011-04-29 0001140869 S000010769 1 N N N N Legg Mason Partners Fund Advisor LLC 801-66785 Western Asset Management Company 801-08162 KPMG LLP New York NY N Y 0000889512 Western Asset Institutional Cash Reserves 033-49552 S000008906 N Prime 59 107 27677614791.45 111920267.69 747024443.28 27042510615.86 0.0000 1.0001 2011-04-29 1.0001 2011-04-29 C000029767 1.00 27042510615.86 1.00 3414998605.69 7649604573.54 4234605967.85 0.0000 1.0001 2011-04-29 1.0001 2011-04-29 American Honda Finance Corp. American Honda Finance Corp. 0.359500% 02666QH63 Other Note N First Tier Security N/A N/A 2011-06-08 2011-12-08 N N N 110000000.00 110000000.00 0.0041 N 110000000.00 110000000.00 ANZ Banking Group ANZ Banking Group 0.310000% 001940006 0001300064 Certificate of Deposit N First Tier Security N/A N/A 2011-10-18 2011-10-18 N N N 100000000.00 100000000.00 0.0037 N 99843000.00 99843000.00 ANZ National International Ltd. ANZ National International Ltd. 0.366400% 00182HAL6 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-05-11 2011-10-11 N N N 113000000.00 113000000.00 0.0042 N 112988700.00 112988700.00 ASB Finance Ltd. ASB Finance Ltd. 0.422000% 0020P5BH1 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-05-12 2011-08-12 N N N 80000000.00 80002129.67 0.0030 N 79996800.00 79996800.00 Banco Bilbao Vizcaya Argentaria SA Banco Bilbao Vizcaya Argentaria SA 0.400100% 05950YS96 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-05-09 2011-05-09 N N N 200000000.00 199984444.64 0.0074 N 199986000.00 199986000.00 Banco Bilbao Vizcaya Argentaria SA Banco Bilbao Vizcaya Argentaria SA 0.400100% 05950YSJ4 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-05-18 2011-05-18 N N N 110000000.00 109980444.58 0.0041 N 109982400.00 109982400.00 Bank of America Corp. Bank of America Corp. 0.370000% 06052WCE1 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-09-09 2011-09-09 N N N 123500000.00 123500000.00 0.0046 N 123534580.00 123534580.00 Bank of America Corp. Bank of America Corp. 0.310000% 06052WCY7 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-10-05 2011-10-05 N N N 250000000.00 250000000.00 0.0092 N 250020000.00 250020000.00 Bank of America NA Bank of America NA 0.573800% 0605A06C3 Other Note N First Tier Security N/A N/A 2011-06-22 2011-06-22 N N N 75000000.00 75000000.00 0.0028 N 75034650.00 75034650.00 Bank of Montreal Bank of Montreal 0.302600% 06366UER5 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-05-26 2011-10-26 N N N 125000000.00 125000000.00 0.0046 N 124991250.00 124991250.00 Bank of Montreal Bank of Montreal 0.312600% 06366UET1 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-05-23 2011-11-23 N N N 48000000.00 47998645.43 0.0018 N 47996160.00 47996160.00 Bank of Montreal Bank of Montreal 0.120000% 06367KS26 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-05-02 2011-05-02 N N N 200000000.00 200000000.00 0.0074 N 199998000.00 199998000.00 Bank of Nova Scotia Bank of Nova Scotia 0.080000% 074996000 0001041839 Other Note N Unrated Security N/A N/A 2011-05-02 2011-05-02 N N N 700000000.00 700000000.00 0.0259 N 700000000.00 700000000.00 Bank of Nova Scotia Bank of Nova Scotia/Houston 0.325300% 06417DQ81 Other Note N First Tier Security N/A N/A 2011-07-12 2012-05-07 N N N 200000000.00 200000000.00 0.0074 N 199296200.00 199296200.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd. 0.400000% 06538DEY1 Certificate of Deposit N First Tier Security N/A N/A 2011-07-25 2011-07-25 N N N 145000000.00 145000000.00 0.0054 N 145031900.00 145031900.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd. 0.400000% 06538DFU8 Certificate of Deposit N First Tier Security N/A N/A 2011-08-02 2011-08-02 N N N 175000000.00 175000000.00 0.0065 N 175031500.00 175031500.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd. 0.300000% 06538DNM7 Certificate of Deposit N First Tier Security N/A N/A 2011-07-26 2011-07-26 N N N 160000000.00 160000000.00 0.0059 N 159996800.00 159996800.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd. 0.100000% 065985004 Other Note N Unrated Security N/A N/A 2011-05-02 2011-05-02 N N N 380000000.00 380000000.00 0.0141 N 380000000.00 380000000.00 Barclays Bank PLC Barclays Bank PLC 0.660000% 06740MNQ2 Certificate of Deposit N First Tier Security N/A N/A 2011-06-07 2011-06-07 N N N 200000000.00 200000000.00 0.0074 N 200092000.00 200092000.00 Barclays Bank PLC Barclays Bank PLC 0.570000% 06740MQP1 Certificate of Deposit N First Tier Security N/A N/A 2011-07-18 2011-07-18 N N N 50000000.00 50000000.00 0.0018 N 50034500.00 50034500.00 Barclays Bank PLC Barclays Bank PLC 0.665900% 06740MSH7 Certificate of Deposit N First Tier Security N/A N/A 2011-05-18 2011-11-18 N N N 30000000.00 30000000.00 0.0011 N 30060300.00 30060300.00 Barclays Bank PLC Barclays Bank PLC 0.673800% 06740MUS0 Certificate of Deposit N First Tier Security N/A N/A 2011-05-19 2012-01-19 N N N 49250000.00 49250000.00 0.0018 N 49380020.00 49380020.00 Barclays Bank PLC Barclays Bank PLC 0.618800% 06740MXC2 Certificate of Deposit N First Tier Security N/A N/A 2011-05-16 2012-03-15 N N N 200000000.00 200000000.00 0.0074 N 200538000.00 200538000.00 Barclays U.S. Funding LLC Barclays US Funding Corp. 0.100000% 06737JS22 Financial Company Commercial Paper N Unrated Security N/A N/A 2011-05-02 2011-05-02 N N N 345000000.00 345000000.00 0.0128 N 344997412.50 344997412.50 BNP Paribas BNP Paribas 0.080000% 05699D007 0001197610 Other Note N Unrated Security N/A N/A 2011-05-02 2011-05-02 N N N 407574000.00 407574000.00 0.0151 N 407574000.00 407574000.00 BNP Paribas BNP Paribas 0.490000% 0556M5C60 Certificate of Deposit N First Tier Security N/A N/A 2011-06-14 2011-06-14 N N N 125000000.00 125000000.00 0.0046 N 125046250.00 125046250.00 BNP Paribas BNP Paribas 0.759000% 0556M5EN1 Other Note N First Tier Security N/A N/A 2011-06-22 2011-06-22 N N N 75000000.00 75000000.00 0.0028 N 75024750.00 75024750.00 BNP Paribas BNP Paribas 0.550000% 0556M5R72 Certificate of Deposit N First Tier Security N/A N/A 2011-08-04 2011-08-04 N N N 100000000.00 100000000.00 0.0037 N 100059000.00 100059000.00 BNP Paribas BNP Paribas 0.568800% 0556M5W35 Certificate of Deposit N First Tier Security N/A N/A 2011-05-16 2011-11-15 N N N 225000000.00 225000000.00 0.0083 N 225218250.00 225218250.00 BNZ International Funding Ltd. BNZ International Funding Ltd. 0.400800% 0556X1UK6 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-07-19 2011-07-19 N N N 71250000.00 71188250.03 0.0026 N 71214375.00 71214375.00 BNZ International Funding Ltd. BNZ International Funding Ltd. 0.400800% 0556X1UR1 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-07-25 2011-07-25 N N N 50000000.00 49953333.33 0.0018 N 49972500.00 49972500.00 BNZ International Funding Ltd. BNZ International Funding Ltd. 0.385700% 0556X1V33 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-08-03 2011-08-03 N N N 36750000.00 36713449.14 0.0014 N 36726847.50 36726847.50 BNZ International Funding Ltd. BNZ International Funding Ltd. 0.406000% 0556X1VA7 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-08-10 2011-08-10 N N N 100000000.00 99888888.94 0.0037 N 99930000.00 99930000.00 Caisse d'Amortissement de la Dette Sociale Caisse d'Amortissement de la Dette Sociale 0.340600% 12802WWK6 Other Commercial Paper N First Tier Security N/A N/A 2011-09-19 2011-09-19 N N N 380000000.00 379496499.32 0.0140 N 379684600.00 379684600.00 Caisse d'Amortissement de la Dette Sociale Caisse d'Amortissement de la Dette Sociale 0.273250% 12802YAB6 Asset Backed Commercial Paper N Unrated Security N/A N/A 2012-05-25 2012-05-25 N N N 200000000.00 199976500.00 0.0074 N 199976500.00 199976500.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.352500% 13606XD88 Certificate of Deposit N First Tier Security N/A N/A 2011-05-23 2011-08-22 N N N 75000000.00 75000000.00 0.0028 N 74997750.00 74997750.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.315900% 13606XP28 Certificate of Deposit N First Tier Security N/A N/A 2011-05-17 2012-02-17 N N N 132250000.00 132250000.00 0.0049 N 132232807.50 132232807.50 Canadian Imperial Bank of Commerce CIBC 0.080000% 136999000 0000800030 Other Note N Unrated Security N/A N/A 2011-05-02 2011-05-02 N N N 700000000.00 700000000.00 0.0259 N 700000000.00 700000000.00 Citibank NA Citibank NA 0.090000% 172991002 0000036684 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-05-02 2011-05-02 N N N 52804000.00 52804000.00 0.0020 N 52804000.00 52804000.00 Commerzbank AG Commerzbank AG 0.100000% 202989000 0000839463 Other Note N Unrated Security N/A N/A 2011-05-02 2011-05-02 N N N 300000000.00 300000000.00 0.0111 N 300000000.00 300000000.00 Commerzbank US Finance, Inc. Commerzbank US Finance, Inc. 0.521400% 20260BUD8 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-07-13 2011-07-13 N N N 300000000.00 299688000.54 0.0111 N 299847000.00 299847000.00 Commerzbank US Finance, Inc. Commerzbank US Finance, Inc. 0.531400% 20260BUL0 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-07-20 2011-07-20 N N N 250000000.00 249709236.35 0.0092 N 249857500.00 249857500.00 Commerzbank US Finance, Inc. Commerzbank US Finance, Inc. 0.463600% 20260BXS2 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-10-26 2011-10-26 N N N 65000000.00 64852192.81 0.0024 N 64879750.00 64879750.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.343800% 20271FAP1 Other Note N First Tier Security N/A N/A 2011-05-27 2012-05-25 N N N 50000000.00 50000000.00 0.0018 N 50050850.00 50050850.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.332000% 20272AAH9 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-05-09 2011-08-04 N N N 40000000.00 40000000.00 0.0015 N 39998800.00 39998800.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.359500% 20272AAU0 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-06-13 2011-12-08 N N N 150000000.00 150000000.00 0.0055 N 150004500.00 150004500.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.255300% 20272EY44 Financial Company Commercial Paper N Unrated Security N/A N/A 2011-11-04 2011-11-04 N N N 100000000.00 99868250.00 0.0037 N 99813630.00 99813630.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.250000% 20272EY44 Financial Company Commercial Paper N Unrated Security N/A N/A 2011-11-04 2011-11-04 N N N 95000000.00 94877951.60 0.0035 N 94822948.50 94822948.50 Credit Agricole Corporate & Investment Bank Credit Agricole Corporate & Investment Bank 0.693500% 22532XBC1 Other Note N First Tier Security N/A N/A 2011-05-09 2011-10-07 N N N 75000000.00 75000000.00 0.0028 N 74994000.00 74994000.00 Credit Agricole Corporate & Investment Bank Credit Agricole Corporate and Investment Bank 0.550000% 22532YA30 Certificate of Deposit N First Tier Security N/A N/A 2011-07-07 2011-07-07 N N N 200000000.00 200000000.00 0.0074 N 200110000.00 200110000.00 Credit Agricole Corporate & Investment Bank Credit Agricole Corporate and Investment Bank 0.540000% 22532YD94 Certificate of Deposit N First Tier Security N/A N/A 2011-07-18 2011-07-18 N N N 200000000.00 200000000.00 0.0074 N 200124000.00 200124000.00 Credit Agricole Corporate & Investment Bank Credit Agricole Corporate and Investment Bank 0.530000% 22532YL79 Certificate of Deposit N First Tier Security N/A N/A 2011-08-09 2011-08-09 N N N 75000000.00 75000000.00 0.0028 N 75048750.00 75048750.00 Credit Agricole SA Credit Agricole SA 0.100000% 981SZM006 Other Note N Unrated Security N/A N/A 2011-05-02 2011-05-02 N N N 395000000.00 395000000.00 0.0146 N 395000000.00 395000000.00 Credit Suisse Credit Suisse 0.210100% 2254EBUT6 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-07-27 2011-07-27 N N N 300000000.00 299849500.92 0.0111 N 299808000.00 299808000.00 Credit Suisse Credit Suisse 0.357000% 22550CE64 Certificate of Deposit N First Tier Security N/A N/A 2011-06-30 2012-03-30 N N N 125000000.00 125000000.00 0.0046 N 124983750.00 124983750.00 Credit Suisse Credit Suisse 0.360500% 22550CYX3 Certificate of Deposit N First Tier Security N/A N/A 2011-05-09 2012-02-07 N N N 150000000.00 150000000.00 0.0055 N 150000000.00 150000000.00 Credit Suisse Credit Suisse 0.090000% 22699A008 0001053092 Other Note N Unrated Security N/A N/A 2011-05-02 2011-05-02 N N N 340000000.00 340000000.00 0.0126 N 340000000.00 340000000.00 Danske Corp. Danske Corp. 0.400000% 2363F7TW8 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-06-30 2011-06-30 N N N 148000000.00 147905403.13 0.0055 N 147940800.00 147940800.00 Danske Corp. Danske Corp. 0.410000% 2363F7UL0 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-07-20 2011-07-20 N N N 71000000.00 70937677.82 0.0026 N 70959530.00 70959530.00 Danske Corp. Danske Corp. 0.410800% 2363F7VN5 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-08-22 2011-08-22 N N N 250000000.00 249681110.95 0.0092 N 249772500.00 249772500.00 Deutsche Bank AG Deutsche Bank AG 0.502500% 25152XLQ1 Certificate of Deposit N First Tier Security N/A N/A 2011-05-24 2011-08-24 N N N 80000000.00 80000000.00 0.0030 N 80040000.00 80040000.00 Deutsche Bank AG Deutsche Bank AG 0.592100% 25153DBF9 Certificate of Deposit N First Tier Security N/A N/A 2011-05-23 2012-05-21 N N N 60000000.00 60000000.00 0.0022 N 60117840.00 60117840.00 Deutsche Bank AG Deutsche Bank AG 0.390000% 25154TD79 Other Note N First Tier Security N/A N/A 2011-07-07 2011-07-07 N N N 350000000.00 350000000.00 0.0129 N 350115500.00 350115500.00 Deutsche Bank AG Deutsche Bank AG 0.305000% 25154TN29 Other Note N First Tier Security N/A N/A 2011-06-17 2011-06-17 N N N 100000000.00 100000000.00 0.0037 N 100018000.00 100018000.00 Dexia Credit Local Dexia Credit Local 0.120000% 25299T004 0001275038 Other Note N Unrated Security N/A N/A 2011-05-02 2011-05-02 N N N 500000000.00 500000000.00 0.0185 N 500000000.00 500000000.00 DnB NOR Bank ASA DnB NOR Bank ASA 0.331400% 2332K4AR5 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-05-31 2011-08-29 N N N 100000000.00 100000000.00 0.0037 N 100000000.00 100000000.00 DnB NOR Bank ASA DnB NOR Bank ASA 0.336400% 2332K4AV6 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-05-31 2011-10-28 N N N 70000000.00 70000000.00 0.0026 N 69997200.00 69997200.00 DnB NOR Bank ASA DnB NOR Bank ASA 0.343800% 2332K4BE3 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-05-03 2012-04-02 N N N 150000000.00 150000000.00 0.0055 N 150000000.00 150000000.00 DnB NOR Bank ASA DnB NOR Bank ASA 0.300000% 25600TA49 Certificate of Deposit N First Tier Security N/A N/A 2011-10-06 2011-10-06 N N N 163750000.00 163749995.76 0.0061 N 163756550.00 163756550.00 DnB NOR Bank ASA DnB NOR Bank ASA 0.370000% 25600TXD4 Certificate of Deposit N First Tier Security N/A N/A 2011-07-11 2011-07-11 N N N 82000000.00 82000000.00 0.0030 N 82027880.00 82027880.00 DnB NOR Bank ASA DnB NOR Bank ASA 0.100000% 23499H003 0001498632 Other Note N Unrated Security N/A N/A 2011-05-02 2011-05-02 N N N 370000000.00 370000000.00 0.0137 N 370000000.00 370000000.00 European Investment Bank European Investment Bank 5.250000% 298785DX1 Other Note N First Tier Security N/A N/A 2011-06-15 2011-06-15 N N N 36000000.00 36212238.69 0.0013 N 36210672.00 36210672.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.258800% 31331GQ44 Government Agency Debt N First Tier Security N/A N/A 2011-05-15 2011-09-15 N N N 100000000.00 99996232.98 0.0037 N 100053400.00 100053400.00 Federal Home Loan Bank Federal Home Loan Bank Series 1 0.137000% 3133XWZP7 Government Agency Debt N First Tier Security N/A N/A 2011-05-12 2011-08-12 N N N 107500000.00 107460477.07 0.0040 N 107502150.00 107502150.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.190500% 3128X8E57 Government Agency Debt N First Tier Security N/A N/A 2011-05-05 2011-05-05 N N N 150000000.00 149999615.67 0.0055 N 150000900.00 150000900.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.090000% 3128X9WA4 Government Agency Debt N First Tier Security N/A N/A 2011-05-02 2012-01-25 N N N 175000000.00 174883179.92 0.0065 N 174963075.00 174963075.00 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.302600% 31398A2C5 Government Agency Debt N First Tier Security N/A N/A 2011-05-26 2012-07-26 N N N 76150000.00 76145330.74 0.0028 N 76206884.05 76206884.05 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.232600% 31398A3F7 Government Agency Debt N First Tier Security N/A N/A 2011-05-23 2012-08-23 N N N 51000000.00 50979681.49 0.0019 N 51054978.00 51054978.00 General Electric Capital Corp. General Electric Capital Corp. 0.240300% 36959JXS7 Financial Company Commercial Paper N Unrated Security N/A N/A 2011-10-26 2011-10-26 N N N 300000000.00 299646000.00 0.0111 N 299715000.00 299715000.00 HSBC Bank PLC HSBC Bank PLC 0.310000% 99ZZFB007 0001050258 Certificate of Deposit N First Tier Security N/A N/A 2011-05-06 2011-05-06 N N N 400000000.00 400000000.00 0.0148 N 400016000.00 400016000.00 ING Bank NV ING Bank NV 0.600000% 99GQCX003 0000319432 Certificate of Deposit N First Tier Security N/A N/A 2011-10-20 2011-10-20 N N N 100000000.00 100004728.85 0.0037 N 100004728.85 100004728.85 ING Bank NV ING Bank NV 0.814400% 44977GGL9 Other Note N First Tier Security N/A N/A 2011-05-03 2012-02-02 N N N 125000000.00 125000000.00 0.0046 N 124981500.00 124981500.00 ING Bank NV ING Bank NV 1.107000% 449786AE2 Other Note N First Tier Security N/A N/A 2011-06-30 2012-03-30 N N N 65000000.00 65230574.28 0.0024 N 65230574.28 65230574.28 ING Bank NV ING Bank NV 0.440000% 99GQCX003_M110805 0000319432 Certificate of Deposit N First Tier Security N/A N/A 2011-08-05 2011-08-05 N N N 50000000.00 50001316.59 0.0018 N 50019000.00 50019000.00 ING Bank NV ING Bank NV 0.570000% 99GQCX003_M110808 0000319432 Certificate of Deposit N First Tier Security N/A N/A 2011-08-08 2011-08-08 N N N 100000000.00 100002710.71 0.0037 N 100002710.71 100002710.71 ING Bank NV ING Bank NV 0.450000% 99GQCX003_M110816 0000319432 Certificate of Deposit N First Tier Security N/A N/A 2011-08-16 2011-08-16 N N N 150000000.00 150004406.92 0.0055 N 150004406.92 150004406.92 Intesa Funding LLC Intesa Funding LLC 0.260000% 4611K1SD8 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-05-13 2011-05-13 N N N 125000000.00 124990069.55 0.0046 N 124990000.00 124990000.00 Intesa Funding LLC Intesa Funding LLC 0.280100% 4611K1SR7 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-05-25 2011-05-25 N N N 200000000.00 199964222.52 0.0074 N 199970000.00 199970000.00 JP Morgan Chase Bank NA JP Morgan Chase Bank NA 0.050000% 16199Y003 0001168163 Other Note N Unrated Security N/A N/A 2011-05-02 2011-05-02 N N N 111499000.00 111499000.00 0.0041 N 111499000.00 111499000.00 JPMorgan Chase & Co. JPMorgan Chase & Co. 1.059500% 46623EHY8 Other Note N First Tier Security N/A N/A 2011-06-13 2011-06-13 N N N 55000000.00 55042857.50 0.0020 N 55050380.00 55050380.00 JPMorgan Chase Bank NA JPMorgan Chase Bank NA 0.252600% 48125LAA0 Other Note N First Tier Security N/A N/A 2011-05-23 2012-05-21 N N N 150000000.00 150000000.00 0.0055 N 150087900.00 150087900.00 JPMorgan Chase Bank NA JPMorgan Chase Bank NA 0.303800% 48125LEB4 Other Note N First Tier Security N/A N/A 2011-07-18 2012-05-18 N N N 200000000.00 200000000.00 0.0074 N 200062600.00 200062600.00 Lloyds TSB Bank PLC Lloyds TSB Bank PLC 0.090000% 99GSQF003 0001167831 Other Note N Unrated Security N/A N/A 2011-05-02 2011-05-02 N N N 350000000.00 350000000.00 0.0129 N 350000000.00 350000000.00 Lloyds TSB Bank PLC Lloyds TSB Bank PLC 0.320300% 53943SV53 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-08-05 2011-08-05 N N N 156600000.00 156467759.72 0.0058 N 156485682.00 156485682.00 Lloyds TSB Bank PLC Lloyds TSB Bank PLC 0.451000% 53943SVV6 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-08-29 2011-08-29 N N N 100000000.00 99851250.00 0.0037 N 99901000.00 99901000.00 Lloyds TSB Bank PLC Lloyds TSB Bank PLC 0.500000% 53944AG41 Certificate of Deposit N First Tier Security N/A N/A 2011-05-20 2011-05-20 N N N 61000000.00 61000908.94 0.0023 N 61010370.00 61010370.00 Lloyds TSB Bank PLC Lloyds TSB Bank PLC 0.460000% 53944AK38 Certificate of Deposit N First Tier Security N/A N/A 2011-06-27 2011-06-27 N N N 90000000.00 89999976.13 0.0033 N 90034200.00 90034200.00 Lloyds TSB Bank PLC Lloyds TSB Bank PLC 0.470000% 53944AN84 Certificate of Deposit N First Tier Security N/A N/A 2011-08-31 2011-08-31 N N N 50000000.00 50001664.41 0.0018 N 50029000.00 50029000.00 Lloyds TSB Bank PLC Lloyds TSB Bank PLC 0.470000% 53944AP66 Certificate of Deposit N First Tier Security N/A N/A 2011-09-15 2011-09-15 N N N 100000000.00 100003767.96 0.0037 N 100042000.00 100042000.00 MetLife Institutional Funding II MetLife Institutional Funding II 0.459000% 59157BAA0 Other Note N First Tier Security N/A N/A 2011-06-21 2011-09-20 N N N 37000000.00 37000000.00 0.0014 N 37011618.00 37011618.00 National Australia Bank Ltd. National Australia Bank Ltd. 0.080000% 63299K004 0000833029 Other Note N Unrated Security N/A N/A 2011-05-02 2011-05-02 N N N 102464000.00 102464000.00 0.0038 N 102464000.00 102464000.00 National Australia Bank Ltd. National Australia Bank Ltd. 0.322500% 6325C0BL4 Other Note N First Tier Security N/A N/A 2011-05-19 2011-08-19 N N N 100000000.00 100000000.00 0.0037 N 100014000.00 100014000.00 National Bank of Canada National Bank of Canada 0.363500% 63306VP20 Certificate of Deposit N First Tier Security N/A N/A 2011-05-09 2011-07-08 N N N 138000000.00 138000000.00 0.0051 N 137995860.00 137995860.00 Natixis Natixis 0.110000% 54499X003 0001274981 Other Note N Unrated Security N/A N/A 2011-05-02 2011-05-02 N N N 380000000.00 380000000.00 0.0141 N 380000000.00 380000000.00 Natixis Natixis 0.600000% 63873BW60 Certificate of Deposit N First Tier Security N/A N/A 2011-07-12 2011-07-12 N N N 75000000.00 75000000.00 0.0028 N 75052500.00 75052500.00 Natixis U.S. Finance Co., LLC Natixis U.S. Finance Co., LLC 0.500000% 6323A1TF3 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-06-15 2011-06-15 N N N 99250000.00 99190560.38 0.0037 N 99222210.00 99222210.00 Natixis U.S. Finance Co., LLC Natixis U.S. Finance Co., LLC 0.508000% 6323A1TH9 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-06-17 2011-06-17 N N N 125000000.00 124920138.78 0.0046 N 124963750.00 124963750.00 Natixis U.S. Finance Co., LLC Natixis U.S. Finance Co., LLC 0.561600% 6323A1WP7 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-09-23 2011-09-23 N N N 148875000.00 148541519.61 0.0055 N 148676996.25 148676996.25 Natixis U.S. Finance Co., LLC Natixis U.S. Finance Co., LLC 0.816000% 6323A1Y42 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-11-04 2011-11-04 N N N 100000000.00 99586666.36 0.0037 N 99798000.00 99798000.00 Nestle Capital Corp. Nestle Capital Corp. 0.190100% 64105HVA7 Other Commercial Paper N First Tier Security N/A N/A 2011-08-10 2011-08-10 N N N 100000000.00 99947222.12 0.0037 N 99959000.00 99959000.00 New York Life Global Funding New York Life Global Funding 0.309500% 64952WAZ6 Other Note N First Tier Security N/A N/A 2011-06-06 2011-12-01 N N N 80000000.00 80000000.00 0.0030 N 80000000.00 80000000.00 Nordea Bank Finland PLC Nordea Bank Finland PLC 0.560500% 65556Q5Q2 Certificate of Deposit N First Tier Security N/A N/A 2011-05-03 2012-02-03 N N N 155000000.00 155263547.82 0.0057 N 155266600.00 155266600.00 Nordea Bank Finland PLC Nordea Bank Finland PLC 0.524400% 65556QZA4 Certificate of Deposit N First Tier Security N/A N/A 2011-05-03 2012-02-01 N N N 84070000.00 84193605.42 0.0031 N 84194423.60 84194423.60 Nordea Bank Finland PLC Nordea Bank Finland PLC 0.380000% 65557VGP0 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-06-16 2011-06-16 N N N 100000000.00 100000000.00 0.0037 N 100020000.00 100020000.00 Nordea Bank Finland PLC Nordea Bank Finland PLC 0.370000% 65557VJB8 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-07-07 2011-07-07 N N N 150000000.00 149998627.67 0.0055 N 150031500.00 150031500.00 Nordea North America, Inc. Nordea North America, Inc. 0.285400% 6555P1XU6 Financial Company Commercial Paper N Unrated Security N/A N/A 2011-10-28 2011-10-28 N N N 159000000.00 158774684.28 0.0059 N 158724278.10 158724278.10 Northern Trust Co. (The) Northern Trust Co. (The) 0.090000% 665857009 0000073124 Certificate of Deposit N Unrated Security N/A N/A 2011-05-02 2011-05-02 N N N 740000000.00 740000000.00 0.0274 N 740000000.00 740000000.00 Rabobank Nederland NV Rabobank Nederland NV 0.473800% 74977RCH5 Other Note N First Tier Security N/A N/A 2011-07-26 2012-01-26 N N N 80000000.00 80101425.23 0.0030 N 80066800.00 80066800.00 Rabobank U.S.A. Financial Corp. Rabobank U.S.A. Financial Corp. 0.355600% 74977LW86 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-09-08 2011-09-08 N N N 457150000.00 456568468.53 0.0169 N 456866567.00 456866567.00 Rabobank U.S.A. Financial Corp. Rabobank USA Financial Corp. 0.270400% 74977LY35 Financial Company Commercial Paper N Unrated Security N/A N/A 2011-11-03 2011-11-03 N N N 125000000.00 124827500.00 0.0046 N 124864225.00 124864225.00 RBS Finance NV North America, Inc. RBS Finance NV North America, Inc. 0.471100% 74929BS41 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-05-04 2011-05-04 N N N 175000000.00 174995430.54 0.0065 N 174996500.00 174996500.00 Reckitt Benckiser Treasury Services PLC Reckitt Benckiser Treasury Services PLC 0.400800% 7562E1T61 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-06-06 2011-06-06 N N N 30000000.00 29988333.36 0.0011 N 29993400.00 29993400.00 Reckitt Benckiser Treasury Services PLC Reckitt Benckiser Treasury Services PLC 0.430900% 7562E1X41 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-10-04 2011-10-04 N N N 75000000.00 74861146.05 0.0028 N 74887500.00 74887500.00 Reckitt Benckiser Treasury Services PLC Reckitt Benckiser Treasury Services PLC 0.461200% 7562E1Y40 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-11-04 2011-11-04 N N N 50000000.00 49881166.87 0.0018 N 49899000.00 49899000.00 Reckitt Benckiser Treasury Services PLC Reckitt Benckiser Treasury Services PLC 0.466300% 7562E1Y73 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-11-07 2011-11-07 N N N 64625000.00 64467234.02 0.0024 N 64490580.00 64490580.00 Reckitt Benckiser Treasury Services PLC Reckitt Benckiser Treasury Services PLC 0.466300% 7562E1YH1 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-11-17 2011-11-17 N N N 50000000.00 49871479.17 0.0018 N 49886000.00 49886000.00 Reckitt Benckiser Treasury Services PLC Reckitt Benckiser Treasury Services PLC 0.461300% 7562E1YJ7 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-11-18 2011-11-18 N N N 50000000.00 49872222.43 0.0018 N 49885000.00 49885000.00 Royal Bank of Canada Royal Bank of Canada 0.290000% 78009JT54 Certificate of Deposit N First Tier Security N/A N/A 2011-05-02 2011-09-12 N N N 100000000.00 100000000.00 0.0037 N 99993000.00 99993000.00 Royal Bank of Scotland NV Royal Bank of Scotland NV 0.520000% 78011ADJ6 Certificate of Deposit N First Tier Security N/A N/A 2011-08-04 2011-08-04 N N N 150000000.00 150000000.00 0.0055 N 150093000.00 150093000.00 Royal Bank of Scotland PLC Royal Bank of Scotland PLC 0.662000% 78011HE35 Certificate of Deposit N First Tier Security N/A N/A 2011-05-10 2011-08-10 N N N 200000000.00 200000000.00 0.0074 N 199992000.00 199992000.00 Royal Bank of Scotland PLC (The) Royal Bank of Scotland PLC (The) 0.090000% 981SZL008 Other Note N Unrated Security N/A N/A 2011-05-02 2011-05-02 N N N 320000000.00 320000000.00 0.0118 N 320000000.00 320000000.00 Sanofi-Aventis SA Sanofi-Aventis SA 0.357500% 80105NAF2 Other Note N First Tier Security N/A N/A 2011-06-28 2012-03-28 N N N 117500000.00 117500000.00 0.0043 N 117500000.00 117500000.00 Santander Commercial Paper SA Unipersonal Santander Commercial Paper SA Unipersonal 0.390200% 80280PEV5 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-05-16 2011-05-16 N N N 175000000.00 174973458.13 0.0065 N 174991250.00 174991250.00 Santander Commercial Paper SA Unipersonal Santander Commercial Paper SA Unipersonal 0.330100% 80280PFQ5 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-05-16 2011-05-16 N N N 75000000.00 74990375.11 0.0028 N 74996250.00 74996250.00 Shell International Finance BV Shell International Finance BV 0.643200% 8225X3SA1 Other Commercial Paper N First Tier Security N/A N/A 2011-05-10 2011-05-10 N N N 50000000.00 49992888.89 0.0018 N 49998500.00 49998500.00 Shell International Finance BV Shell International Finance BV 0.653300% 8225X3SB9 Other Commercial Paper N First Tier Security N/A N/A 2011-05-11 2011-05-11 N N N 25000000.00 24995937.49 0.0009 N 24999000.00 24999000.00 Shell International Finance BV Shell International Finance BV 0.653300% 8225X3SC7 Other Commercial Paper N First Tier Security N/A N/A 2011-05-12 2011-05-12 N N N 38600000.00 38593030.56 0.0014 N 38598456.00 38598456.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.544000% 83050UT81 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-06-08 2011-06-08 N N N 172500000.00 172405148.98 0.0064 N 172460325.00 172460325.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.506300% 83050UUS5 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-07-26 2011-07-26 N N N 145000000.00 144827107.48 0.0054 N 144908650.00 144908650.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.501300% 83050UXB9 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-10-11 2011-10-11 N N N 210000000.00 209527499.74 0.0077 N 209664000.00 209664000.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.481200% 83050UXL7 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-10-20 2011-10-20 N N N 75000000.00 74828999.77 0.0028 N 74868750.00 74868750.00 Societe Generale Societe Generale 0.513500% 83369RBW0 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-05-19 2011-08-19 N N N 75000000.00 75000000.00 0.0028 N 74997750.00 74997750.00 Societe Generale Societe Generale 0.480000% 83369RNP2 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-07-06 2011-07-06 N N N 200000000.00 200000000.00 0.0074 N 200086000.00 200086000.00 Societe Generale Societe Generale 0.772800% 83369RPX3 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-07-29 2012-01-30 N N N 124500000.00 124500000.00 0.0046 N 124360560.00 124360560.00 Societe Generale Societe Generale 1.710500% 8336P2ZP6 Certificate of Deposit N First Tier Security N/A N/A 2011-05-05 2011-05-05 N N N 100000000.00 100000000.00 0.0037 N 100003000.00 100003000.00 Societe Generale Societe Generale 0.100000% 08099Y001 0000865845 Other Note N Unrated Security N/A N/A 2011-05-02 2011-05-02 N N N 430000000.00 430000000.00 0.0159 N 430000000.00 430000000.00 Standard Chartered Bank Standard Chartered Bank 0.510000% 85324F4D5 Certificate of Deposit N First Tier Security N/A N/A 2011-07-29 2011-07-29 N N N 185000000.00 185000000.00 0.0068 N 185116550.00 185116550.00 Standard Chartered Bank Standard Chartered Bank 0.522100% 85324UYA5 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-11-10 2011-11-10 N N N 165000000.00 164542400.42 0.0061 N 164646900.00 164646900.00 Standard Chartered Bank Standard Chartered Bank 0.385000% 85325BBK9 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-10-11 2011-10-11 N N N 150000000.00 150003368.79 0.0055 N 149976000.00 149976000.00 Standard Chartered Bank Standard Chartered Bank 0.380000% 85325BBP8 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-10-13 2011-10-13 N N N 75000000.00 75000000.00 0.0028 N 74985750.00 74985750.00 State Street Corp. State Street Corp. 0.310400% 85747KUE2 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-07-14 2011-07-14 N N N 130000000.00 129918280.34 0.0048 N 129932400.00 129932400.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp. 0.310000% 86562G5L3 Certificate of Deposit N First Tier Security N/A N/A 2011-07-29 2011-07-29 N N N 200000000.00 199999998.11 0.0074 N 200006000.00 200006000.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp. 0.380000% 86562GE58 Certificate of Deposit N First Tier Security N/A N/A 2011-06-03 2011-06-03 N N N 100000000.00 100000000.00 0.0037 N 100011000.00 100011000.00 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.100000% 869999003 0001448613 Other Note N Unrated Security N/A N/A 2011-05-02 2011-05-02 N N N 310000000.00 310000000.00 0.0115 N 310000000.00 310000000.00 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.355000% 86959BLM5 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-05-03 2011-05-03 N N N 72700000.00 72700433.81 0.0027 N 72701454.00 72701454.00 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.350000% 86959BPF6 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-08-08 2011-08-08 N N N 37900000.00 37902051.26 0.0014 N 37905306.00 37905306.00 Svenska Handelsbanken AB Svenska Handelsbanken, Inc. 0.340000% 86959BRS6 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-09-22 2011-09-22 N N N 100000000.00 100003965.28 0.0037 N 99992000.00 99992000.00 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.335000% 86959BRU1 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-09-28 2011-09-28 N N N 300000000.00 300006197.27 0.0111 N 299967000.00 299967000.00 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.412000% 86959JBA5 Other Note N First Tier Security N/A N/A 2011-05-09 2012-05-08 N N N 99700000.00 99700000.00 0.0037 N 99791026.10 99791026.10 Swedbank AB Swedbank AB 0.581700% 87019ST61 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-06-06 2011-06-06 N N N 50000000.00 49971805.54 0.0018 N 49989000.00 49989000.00 Swedbank AB Swedbank AB 0.581700% 87019ST79 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-06-07 2011-06-07 N N N 50000000.00 49971000.00 0.0018 N 49989000.00 49989000.00 Swedbank AB Swedbank AB 0.610000% 87019SUN2 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-07-22 2011-07-22 N N N 100000000.00 99864999.84 0.0037 N 99941000.00 99941000.00 Swedbank AB Swedbank AB 0.601800% 87019SV19 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-08-01 2011-08-01 N N N 175000000.00 174734583.34 0.0065 N 174879250.00 174879250.00 Swedbank AB Swedbank AB 0.600000% 87019SV27 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-08-02 2011-08-02 N N N 150000000.00 149773833.33 0.0055 N 149895000.00 149895000.00 Swedbank AB Swedbank AB 0.481200% 87019SXH2 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-10-17 2011-10-17 N N N 75000000.00 74831999.77 0.0028 N 74872500.00 74872500.00 Toronto-Dominion Bank (The) Toronto-Dominion Bank (The) 0.210250% 89112YB36 Financial Company Commercial Paper N Unrated Security N/A N/A 2011-05-04 2012-05-04 N N N 225000000.00 225000000.00 0.0083 N 224722755.00 224722755.00 Toronto-Dominion Bank (The) Toronto-Dominion Bank (The) 0.281400% 89112YME0 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-05-31 2011-10-28 N N N 170000000.00 170000000.00 0.0063 N 170045900.00 170045900.00 Toronto-Dominion Bank (The) Toronto-Dominion Bank (The) 0.306500% 89112YSH7 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-05-12 2012-01-12 N N N 130000000.00 130000000.00 0.0048 N 129983100.00 129983100.00 U.S. Treasury Bill U.S. Treasury Bill 0.167600% 9127952F7 Treasury Debt N First Tier Security N/A N/A 2011-09-22 2011-09-22 N N N 304241000.00 304038573.13 0.0112 N 304153987.07 304153987.07 UBS AG UBS AG 0.400000% 90267AB39 Certificate of Deposit N First Tier Security N/A N/A 2011-07-26 2011-07-26 N N N 150000000.00 150000000.00 0.0055 N 150081000.00 150081000.00 UBS AG UBS AG 0.476800% 90267AL95 Certificate of Deposit N First Tier Security N/A N/A 2011-07-06 2012-04-05 N N N 150000000.00 150000000.00 0.0055 N 150045000.00 150045000.00 UBS AG UBS AG 0.650000% 90267ATR7 Certificate of Deposit N First Tier Security N/A N/A 2011-05-11 2011-05-11 N N N 53469000.00 53469000.00 0.0020 N 53479159.11 53479159.11 UBS AG UBS AG 0.550000% 90267AWS1 Certificate of Deposit N First Tier Security N/A N/A 2011-07-29 2011-07-29 N N N 175000000.00 175000000.00 0.0065 N 175162750.00 175162750.00 Westpac Banking Corp. Westpac Banking Corp. 0.342800% 91621CAT8 Other Note N First Tier Security N/A N/A 2011-07-28 2012-05-25 N N N 65000000.00 65000000.00 0.0024 N 65084240.00 65084240.00 Westpac Banking Corp. Westpac Banking Corp. 0.332600% 91621CBS9 Other Note N First Tier Security N/A N/A 2011-07-07 2012-05-07 N N N 60000000.00 60000000.00 0.0022 N 59965680.00 59965680.00 Westpac Banking Corp. Westpac Banking Corp. 0.308500% 96121H7C2 Certificate of Deposit N First Tier Security N/A N/A 2011-05-08 2011-11-08 N N N 200000000.00 200000000.00 0.0074 N 199976000.00 199976000.00 Westpac Banking Corp. Westpac Banking Corp. 0.350600% 9612C1VQ7 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-08-24 2011-08-24 N N N 200000000.00 199778333.76 0.0074 N 199864000.00 199864000.00 Westpac Banking Corp. Westpac Banking Corp. 0.240200% 9612C1WF0 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-09-15 2011-09-15 N N N 125000000.00 124886667.07 0.0046 N 124886250.00 124886250.00