N-MFP LIVE N 2011-01-31 0000889512 S000016857 1 N N N N 033-49552 Legg Mason Partners Fund Advisor LLC 801-66785 Western Asset Management Company 801-08162 KPMG LLP New York NY Boston Financial Data Services, Inc. 0000275143 84-00896 N N N Prime 40 47 955910569.05 1000159.40 423372.53 956487355.92 0.0025 0.9996 2011-01-31 0.9996 2011-01-31 C000046973 1000000.00 956487355.92 1.00 -63700349.53 51367977.93 115068327.46 0.0007 0.9996 2011-01-31 0.9996 2011-01-31 BNP Paribas BNP Paribas 0.330000% 0556M5VL6 Certificate of Deposit N First Tier Security N/A N/A 2011-02-22 2011-02-22 N N N 15000000.00 15000000.00 0.0157 N 15000450.00 15000450.00 Bank of Nova Scotia Bank of Nova Scotia 0.290000% 06417DUA1 Certificate of Deposit N First Tier Security N/A N/A 2011-03-07 2011-03-07 N N N 15000000.00 15000000.00 0.0157 N 15000600.00 15000600.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd. 0.280000% 06538A6A8 Certificate of Deposit N First Tier Security N/A N/A 2011-02-04 2011-02-04 N N N 8000000.00 8000013.25 0.0084 N 8000000.00 8000000.00 Citibank NA Citibank NA 0.360000% 1730D2YX4 Certificate of Deposit N First Tier Security N/A N/A 2011-03-23 2011-03-23 N N N 15000000.00 15000000.00 0.0157 N 15002700.00 15002700.00 Credit Suisse Credit Suisse 0.260000% 22550CWA5 Certificate of Deposit N First Tier Security N/A N/A 2011-02-24 2011-02-24 N N N 15000000.00 15000095.49 0.0157 N 14999850.00 14999850.00 Lloyds TSB Bank PLC Lloyds TSB Bank PLC 0.350000% 53944AH40 Certificate of Deposit N First Tier Security N/A N/A 2011-03-17 2011-03-17 N N N 15000000.00 15001006.94 0.0157 N 15000900.00 15000900.00 Nordea Bank Finland PLC Nordea Bank Finland PLC 0.450000% 65556Q5W9 Certificate of Deposit N First Tier Security N/A N/A 2011-05-03 2011-05-03 N N N 10000000.00 10001256.03 0.0105 N 10002500.00 10002500.00 UBS AG UBS AG 0.310000% 90267AZC3 Certificate of Deposit N First Tier Security N/A N/A 2011-03-30 2011-03-30 N N N 10000000.00 10000473.63 0.0105 N 10001000.00 10001000.00 Rabobank Nederland NV Rabobank Nederland NV 0.330000% 74977MMJ1 Certificate of Deposit N First Tier Security N/A N/A 2011-03-11 2011-03-11 N N N 15000000.00 15000788.88 0.0157 N 15001200.00 15001200.00 Royal Bank of Canada Royal Bank of Canada 0.310000% 78009JT21 Certificate of Deposit N First Tier Security N/A N/A 2011-03-07 2011-03-07 N N N 9675000.00 9675546.52 0.0101 N 9676064.25 9676064.25 Standard Chartered Bank Standard Chartered Bank 0.330000% 85324F5M4 Certificate of Deposit N Unrated Security N/A N/A 2011-05-31 2011-05-31 N N N 15000000.00 15000000.00 0.0157 N 15000000.00 15000000.00 Westpac Banking Corp. Westpac Banking Corp. 0.430000% 96121H5F7 Certificate of Deposit N First Tier Security N/A N/A 2011-04-28 2011-04-28 N N N 10000000.00 10001186.99 0.0105 N 10004300.00 10004300.00 Danske Corp. Danske Corp. 0.284000% 2363F7QR2 Financial Company Commercial Paper N Unrated Security N/A N/A 2011-03-25 2011-03-25 N N N 15000000.00 14993933.37 0.0157 N 14993353.50 14993353.50 Canadian Imperial Holdings, Inc. Canadian Imperial Holdings, Inc. 0.220100% 13607FQM1 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-03-21 2011-03-21 N N N 15000000.00 14995599.96 0.0157 N 14994000.00 14994000.00 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc. 0.289000% 86958USQ8 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-05-24 2011-05-24 N N N 15000000.00 14986700.05 0.0157 N 14984850.00 14984850.00 Swedbank AB Swedbank AB 0.350100% 87019SQ49 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-03-04 2011-03-04 N N N 15000000.00 14995479.19 0.0157 N 14996400.00 14996400.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.460000% 83051ADJ7 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-05-13 2011-05-13 N N N 15000000.00 15001252.77 0.0157 N 15004650.00 15004650.00 Societe Generale Societe Generale North America, Inc. 0.400000% 83369RFC0 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-04-07 2011-04-07 N N N 15000000.00 14999997.86 0.0157 N 15000600.00 15000600.00 Toronto-Dominion Bank (The) Toronto-Dominion Bank (The) 0.220000% 89112YSV6 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-03-22 2011-03-22 N N N 15000000.00 15000000.00 0.0157 N 14999550.00 14999550.00 Oesterreichische Kontrollbank AG Oesterreichische 0.254000% 67616SP98 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-02-09 2011-02-09 N N N 15000000.00 14999166.66 0.0157 N 14999250.00 14999250.00 Natixis U.S. Finance Co., LLC Natexis Banques Populaires U.S. Finance Co., LLC 0.460000% 6323A1PU4 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-02-28 2011-02-28 N N N 15000000.00 14994937.50 0.0157 N 14997000.00 14997000.00 General Electric Capital Corp. General Electric Capital Corp. 0.240100% 36959JQH9 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-03-17 2011-03-17 N N N 15000000.00 14995600.00 0.0157 N 14996250.00 14996250.00 ING (U.S.) Funding LLC ING (U.S.) Funding LLC 0.304000% 4497W1PR1 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-02-25 2011-02-25 N N N 15000000.00 14997000.00 0.0157 N 14997300.00 14997300.00 Intesa Funding LLC Intesa Funding LLC 0.200000% 4611K1P25 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-02-02 2011-02-02 N N N 15000000.00 14999862.50 0.0157 N 14999700.00 14999700.00 JPMorgan Chase & Co. JPMorgan Chase & Co. 0.200100% 4662J1PB0 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-02-11 2011-02-11 N N N 15000000.00 14999166.68 0.0157 N 14998950.00 14998950.00 DnB NOR Bank ASA DnB NOR Bank ASA 0.200000% 2332K1QA1 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-03-10 2011-03-10 N N N 10000000.00 9996608.33 0.0105 N 9997100.00 9997100.00 Deutsche Bank Financial LLC Deutsche Bank Financial LLC 0.274000% 25153KQ42 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-03-04 2011-03-04 N N N 15000000.00 14996512.50 0.0157 N 14996400.00 14996400.00 Commerzbank US Finance, Inc. Commerzbank US Finance, Inc. 0.200000% 20260BP93 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-02-09 2011-02-09 N N N 3500000.00 3499766.67 0.0037 N 3499790.00 3499790.00 Commerzbank US Finance, Inc. Commerzbank US Finance, Inc. 0.304000% 20260BQ76 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-03-07 2011-03-07 N N N 10000000.00 9997166.69 0.0105 N 9997300.00 9997300.00 BNZ International Funding Ltd. BNZ International Funding Ltd. 0.501300% 0556X1P30 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-02-03 2011-02-03 N N N 20000000.00 19999444.44 0.0209 N 19999600.00 19999600.00 Bank of Montreal Bank of Montreal 0.230000% 06366UPK8 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-03-11 2011-03-11 N N N 15000000.00 15000000.00 0.0157 N 14998800.00 14998800.00 ASB Finance Ltd. ASB Finance Ltd. 0.200000% 0020P3PQ1 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-02-24 2011-02-24 N N N 15000000.00 14996406.26 0.0157 N 14997750.00 14997750.00 Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd. 0.200000% 05253CPJ9 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-02-18 2011-02-18 N N N 15000000.00 14998229.17 0.0157 N 14998950.00 14998950.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.362800% 3128X8UJ9 Government Agency Debt N First Tier Security N/A N/A 2011-04-01 2011-04-01 N N N 25000000.00 25004577.96 0.0261 N 25015400.00 25015400.00 Federal Home Loan Bank Federal Home Loan Bank 0.250000% 3133XWCS6 Government Agency Debt N First Tier Security N/A N/A 2011-02-01 2011-06-21 N N N 20000000.00 19998449.50 0.0209 N 19999760.00 19999760.00 Federal Home Loan Bank Federal Home Loan Bank 0.166000% 3133XWNV7 Government Agency Debt N First Tier Security N/A N/A 2011-02-20 2011-07-20 N N N 15000000.00 14997879.61 0.0157 N 14996775.00 14996775.00 Federal Farm Credit Bank Federal Farm Credit Bank Series 1 0.570000% 31331GVY2 Government Agency Debt N First Tier Security N/A N/A 2011-02-01 2011-05-12 N N N 5000000.00 5004866.78 0.0052 N 5004595.00 5004595.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.351300% 31331GWG0 Government Agency Debt N First Tier Security N/A N/A 2011-02-18 2011-05-18 N N N 15000000.00 15002663.53 0.0157 N 15006210.00 15006210.00 Federal Home Loan Bank Federal Home Loan Bank 0.140000% 313384BT5 Government Agency Debt N First Tier Security N/A N/A 2011-02-11 2011-02-11 N N N 20000000.00 19999222.22 0.0209 N 19999440.00 19999440.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.180100% 313396BP7 Government Agency Debt N First Tier Security N/A N/A 2011-02-07 2011-02-07 N N N 3032000.00 3031909.04 0.0032 N 3031948.46 3031948.46 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.147000% 313396BP7 Government Agency Debt N First Tier Security N/A N/A 2011-02-07 2011-02-07 N N N 16274000.00 16273606.71 0.0170 N 16273723.34 16273723.34 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.180100% 313588BX2 Government Agency Debt N First Tier Security N/A N/A 2011-02-15 2011-02-15 N N N 12100000.00 12099153.00 0.0126 N 12099528.10 12099528.10 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.210200% 313588DC6 Government Agency Debt N First Tier Security N/A N/A 2011-03-16 2011-03-16 N N N 28958000.00 28950736.39 0.0303 N 28954206.50 28954206.50 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.190200% 313588DS1 Government Agency Debt N First Tier Security N/A N/A 2011-03-30 2011-03-30 N N N 25000000.00 24992479.13 0.0261 N 24995650.00 24995650.00 Deutsche Tri Party Repo Deutsche Tri Party Repo 0.210000% 253999007_0.2100_M110201_N4G4 0000800178 Government Agency Repurchase Agreement N Federal Home Loan Mortgage Corp. Notes 2013-06-28 3.750000 Government Agency Debt 37143000.00 39913774.94 First Tier Security N/A N/A 2011-02-01 2011-02-01 N N N 39131000.00 39131000.00 0.0409 N 39131000.00 39131000.00 Caisse d'Amortissement de la Dette Sociale Caisse d'Amortissement de la Dette Sociale 0.200000% 12802WPH1 Other Commercial Paper N First Tier Security N/A N/A 2011-02-17 2011-02-17 N N N 15000000.00 14998400.00 0.0157 N 14998800.00 14998800.00 U.S. Treasury Bill U.S. Treasury Bill 0.210200% 912795W64 Treasury Debt N First Tier Security N/A N/A 2011-06-02 2011-06-02 N N N 20000000.00 19985883.29 0.0209 N 19990260.00 19990260.00 U.S. Treasury Bill U.S. Treasury Bill 0.185200% 9127952C4 Treasury Debt N First Tier Security N/A N/A 2011-02-24 2011-02-24 N N N 25000000.00 24997045.15 0.0261 N 24997975.00 24997975.00 U.S. Treasury Bill U.S. Treasury Bill 0.185200% 9127952R1 Treasury Debt N First Tier Security N/A N/A 2011-05-19 2011-05-19 N N N 20000000.00 19989002.80 0.0209 N 19991380.00 19991380.00 U.S. Treasury Note U.S. Treasury Note 4.750000% 912828FA3 Treasury Debt N First Tier Security N/A N/A 2011-03-31 2011-03-31 N N N 25000000.00 25181785.81 0.0263 N 25185550.00 25185550.00 U.S. Treasury Note U.S. Treasury Note 0.875000% 912828KE9 Treasury Debt N First Tier Security N/A N/A 2011-02-28 2011-02-28 N N N 25000000.00 25012740.62 0.0262 N 25015625.00 25015625.00 U.S. Treasury Note U.S. Treasury Note 0.875000% 912828KH2 Treasury Debt N First Tier Security N/A N/A 2011-03-31 2011-03-31 N N N 55000000.00 55059125.89 0.0576 N 55068750.00 55068750.00 U.S. Treasury Note U.S. Treasury Note 1.125000% 912828LF5 Treasury Debt N First Tier Security N/A N/A 2011-06-30 2011-06-30 N N N 20000000.00 20076843.29 0.0210 N 20079700.00 20079700.00 Barclays Tri Party Repo Barclays Tri Party 0.210000% 00799J004_0.2100_M110201_N4G4 0001484219 Treasury Repurchase Agreement N U.S. Treasury Note 2011-05-31 0.875000 Treasury Debt 68589400.00 68844578.95 U.S. Treasury Notes 2017-04-30 3.125000 Treasury Debt 7299800.00 7655460.77 First Tier Security N/A N/A 2011-02-01 2011-02-01 N N N 75000000.00 75000000.00 0.0784 N 75000000.00 75000000.00