0001145549-24-035613.txt : 20240606 0001145549-24-035613.hdr.sgml : 20240606 20240606073610 ACCESSION NUMBER: 0001145549-24-035613 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20240531 FILED AS OF DATE: 20240606 DATE AS OF CHANGE: 20240606 FILER: COMPANY DATA: COMPANY CONFORMED NAME: PAYDEN & RYGEL INVESTMENT GROUP CENTRAL INDEX KEY: 0000885709 ORGANIZATION NAME: IRS NUMBER: 000000000 STATE OF INCORPORATION: MA FISCAL YEAR END: 1031 FILING VALUES: FORM TYPE: N-MFP2 SEC ACT: 1940 Act SEC FILE NUMBER: 811-06625 FILM NUMBER: 241023848 BUSINESS ADDRESS: STREET 1: 333 S GRAND AVE STREET 2: 40TH FL CITY: LOS ANGELES STATE: CA ZIP: 90071 BUSINESS PHONE: 2136251900 MAIL ADDRESS: STREET 1: 333 S GRAND AVE STREET 2: 40TH FL CITY: LOS ANGELES STATE: CA ZIP: 90071 FORMER COMPANY: FORMER CONFORMED NAME: PAYDENFUNDS DATE OF NAME CHANGE: 20010423 FORMER COMPANY: FORMER CONFORMED NAME: PAYDEN & RYGEL INVESTMENT GROUP DATE OF NAME CHANGE: 19940104 FORMER COMPANY: FORMER CONFORMED NAME: P&R INVESTMENT TRUST DATE OF NAME CHANGE: 19920929 0000885709 S000011750 Payden Cash Reserves Money Market Fund C000032175 Payden Cash Reserves Money Market Fund (Investor Class) PBHXX N-MFP2 1 primary_doc.xml N-MFP2 0000885709 XXXXXXXX 2024-05-31 0000885709 549300QJNYRKYZS3P282 S000011750 1 N N 033-46973 Payden & Rygel 801-19762 Deloitte & Touche LLP Chicago IL Treasury Plus, Inc. UMB Fund Services Inc. 0001073944 084-05792 N N N Exempt Government Government/Agency N 19 77 397643575.09 385316818.36 374236068.19 345916447.69 367547031.65 442643575.09 430316818.36 419236068.19 380916447.69 412547031.65 0.8442 0.8398 0.8357 0.8445 0.8332 0.9397 0.9379 0.9362 0.9300 0.9352 42130.08 439643002.09 439526908.81 1526585.37 2092710.61 439002913.65 439028675.5600 1.0000 0.0540 0.9999 0.9999 0.9999 0.9999 0.9999 C000032175 2000.00 439002913.65 439028675.5600 0.9999 0.9999 0.9999 0.9999 0.9999 990417670.74 979241655.55 938574521.05 951270983.31 918654229.57 930119073.56 824254715.96 862987865.57 707137699.59 675857748.34 4002726142.92 4027280644.68 0.0516 Y Payden & Rygel subsidized $46,340 in expenses. DREYFUS TREASURY CASH MANAGEMENT DREYFUS TREASURY CASH MANAGEMENT 5.197637% 261908107 549300MKKM9KT7BF6329 US2619081076 Investment Company Y Fitch, Inc. AAA Moody's Investors Service, Inc. Aaa Standard and Poor's Ratings Services AA+u 2024-06-01 2024-06-01 2024-06-01 N N N 0.0520 3623337.40 3623337.40 0.0083 N Y Y N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 5.330000% 3130AWLH1 2549001DPIFGXC1TOL40 US3130AWLH13 U.S. Government Agency Debt Y Fitch, Inc. AAA Moody's Investors Service, Inc. Aaa Standard and Poor's Ratings Services AA+u 2024-07-10 2024-07-10 2024-07-10 N N N 0.0543 4505127.89 4505127.89 0.0103 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 5.330000% 3130B0GF0 2549001DPIFGXC1TOL40 US3130B0GF02 U.S. Government Agency Debt Y Fitch, Inc. AAA Moody's Investors Service, Inc. Aaa Standard and Poor's Ratings Services AA+u 2024-06-12 2024-06-12 2024-06-12 N N N 0.0533 4002625.92 4002625.92 0.0091 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 5.330000% 3133EN2V1 P0J8I7M2E0A77CKF1705 US3133EN2V16 U.S. Government Agency Debt Y Fitch, Inc. AAA Moody's Investors Service, Inc. Aaa Standard and Poor's Ratings Services AA+u 2024-06-01 2024-11-25 2024-11-25 N N N 0.0533 5004740.85 5004740.85 0.0114 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 5.330000% 3133EPY58 P0J8I7M2E0A77CKF1705 US3133EPY589 U.S. Government Agency Debt Y Fitch, Inc. AAA Moody's Investors Service, Inc. Aaa Standard and Poor's Ratings Services AA+u 2024-07-29 2024-07-29 2024-07-29 N N N 0.0545 4502790.90 4502790.90 0.0103 N N N N FANNIE MAE-ACES FANNIE MAE-ACES 5.324330% 3136ANLN5 B1V7KEBTPIMZEU4LTD58 US3136ANLN51 U.S. Treasury Debt Y Fitch, Inc. AAA Moody's Investors Service, Inc. Aaa Standard and Poor's Ratings Services AA+u 2024-06-25 2024-07-29 2024-07-29 N N N 0.0591 4045334.83 4045334.83 0.0092 N N N N FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES 3.590000% 3137FEUA6 S6XOOCT0IEG5ABCC6L87 US3137FEUA68 U.S. Treasury Debt Y Fitch, Inc. AAA Moody's Investors Service, Inc. Aaa Standard and Poor's Ratings Services AA+u 2024-06-01 2025-01-02 2025-01-01 N N N 0.0558 4948375.73 4948375.73 0.0113 N N N N UNITED STATES TREASURY BILL- WHEN ISSUED UNITED STATES TREASURY BILL- WHEN ISSUED 0.000000% 912796Y45 254900HROIFWPRGM1V77 US912796Y452 U.S. Treasury Debt Y Fitch, Inc. AAA Moody's Investors Service, Inc. Aaa Standard and Poor's Ratings Services AA+u 2024-06-27 2024-06-27 2024-06-27 N N N 0.0535 24912425.00 24912425.00 0.0567 N Y Y N UNITED STATES TREASURY BILL UNITED STATES TREASURY BILL- WHEN ISSUED 0.000000% 912796Y52 254900HROIFWPRGM1V77 US912796Y528 U.S. Treasury Debt Y Fitch, Inc. AAA Moody's Investors Service, Inc. Aaa Standard and Poor's Ratings Services AA+u 2024-07-05 2024-07-05 2024-07-05 N N N 0.0536 44789224.95 44789224.95 0.1020 N Y Y N UNITED STATES TREASURY BILL UNITED STATES TREASURY BILL 0.000000% 912797FS1 254900HROIFWPRGM1V77 US912797FS14 U.S. Treasury Debt Y Fitch, Inc. AAA Moody's Investors Service, Inc. Aaa Standard and Poor's Ratings Services AA+u 2024-06-13 2024-06-13 2024-06-13 N N N 0.0535 49926944.50 49926944.50 0.1137 N Y Y N UNITED STATES TREASURY BILL UNITED STATES TREASURY BILL 0.000000% 912797HT7 254900HROIFWPRGM1V77 US912797HT78 U.S. Treasury Debt Y Fitch, Inc. AAA Moody's Investors Service, Inc. Aaa Standard and Poor's Ratings Services AA+u 2024-06-06 2024-06-06 2024-06-06 N N N 0.0532 49978158.50 49978158.50 0.1138 N Y Y N UNITED STATES TREASURY BILL UNITED STATES TREASURY BILL- WHEN ISSUED 0.000000% 912797JU2 254900HROIFWPRGM1V77 US912797JU24 U.S. Treasury Debt Y Fitch, Inc. AAA Moody's Investors Service, Inc. Aaa Standard and Poor's Ratings Services AA+u 2024-08-01 2024-08-01 2024-08-01 N N N 0.0538 49569177.00 49569177.00 0.1129 N Y Y N UNITED STATES TREASURY BILL UNITED STATES TREASURY BILL- WHEN ISSUED 0.000000% 912797KH9 254900HROIFWPRGM1V77 US912797KH93 U.S. Treasury Debt Y Fitch, Inc. AAA Moody's Investors Service, Inc. Aaa Standard and Poor's Ratings Services AA+u 2024-07-02 2024-07-02 2024-07-02 N N N 0.0536 49788239.50 49788239.50 0.1134 N Y Y N UNITED STATES TREASURY FLOATING RATE NOTE UNITED STATES TREASURY FLOATING RATE NOTE 5.494744% 91282CGY1 254900HROIFWPRGM1V77 US91282CGY12 U.S. Treasury Debt Y Fitch, Inc. AAA Moody's Investors Service, Inc. Aaa Standard and Poor's Ratings Services AA+u 2024-06-01 2024-06-03 2025-04-30 N N N 0.0537 15016626.30 15016626.30 0.0342 N Y Y N UNITED STATES TREASURY FLOATING RATE NOTE UNITED STATES TREASURY FLOATING RATE NOTE 5.450744% 91282CHS3 254900HROIFWPRGM1V77 US91282CHS35 U.S. Treasury Debt Y Fitch, Inc. AAA Moody's Investors Service, Inc. Aaa Standard and Poor's Ratings Services AA+u 2024-06-04 2024-06-03 2024-06-03 N N N 0.0540 14008267.70 14008267.70 0.0319 N Y Y N UNITED STATES TREASURY FLOATING RATE NOTE UNITED STATES TREASURY FLOATING RATE NOTE 5.495744% 91282CJD4 254900HROIFWPRGM1V77 US91282CJD48 U.S. Treasury Debt Y Fitch, Inc. AAA Moody's Investors Service, Inc. Aaa Standard and Poor's Ratings Services AA+u 2024-06-04 2024-06-03 2024-06-03 N N N 0.0541 16021605.12 16021605.12 0.0365 N Y Y N RBC CAPITAL MARKETS LLC ROYLBK 5.28 06/03/24 5.280000% 0000050916 REPO240528060352 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N UNITED STATES TREASURY BILL 254900HROIFWPRGM1V77 2026-03-31 0.750000 10980600.00 10199593.84 U.S. Treasuries (including strips) FMAC S6XOOCT0IEG5ABCC6L87 2041-10-01 4.000000 1000.00 146.45 Agency Debentures and Agency Strips FMAC S6XOOCT0IEG5ABCC6L87 2048-11-01 3.000000 1000.00 277.40 Agency Debentures and Agency Strips Y 2024-06-03 2024-06-02 2024-06-03 N N N 0.0528 10000000.00 10000000.00 0.0228 N Y Y N GOLDMAN, SACHS & CO GOLDMN 5.28 06/04/24 5.280000% 0000769993 REPO240528060452 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC S6XOOCT0IEG5ABCC6L87 2034-01-01 7.000000 2700000.00 25292.02 Agency Debentures and Agency Strips FNMA B1V7KEBTPIMZEU4LTD58 2039-03-01 5.500000 1436520.00 36264.20 Agency Debentures and Agency Strips GNMA 2037-05-15 5.500000 499944.00 9016.66 Agency Debentures and Agency Strips FNMA B1V7KEBTPIMZEU4LTD58 2036-09-01 2.000000 115000.00 73214.35 Agency Debentures and Agency Strips GNMA 2044-07-20 5.500000 10000000.00 1223718.45 Agency Debentures and Agency Strips FNMA B1V7KEBTPIMZEU4LTD58 2051-10-01 3.000000 600000.00 381202.97 Agency Debentures and Agency Strips FNMA B1V7KEBTPIMZEU4LTD58 2053-09-01 5.500000 2812928.00 2624772.58 Agency Debentures and Agency Strips FMAC S6XOOCT0IEG5ABCC6L87 2041-08-01 4.500000 323000.00 24709.88 Agency Debentures and Agency Strips FMAC S6XOOCT0IEG5ABCC6L87 2037-12-01 5.500000 3017000.00 22781.22 Agency Debentures and Agency Strips FMAC S6XOOCT0IEG5ABCC6L87 2044-08-01 4.500000 3325000.00 287284.71 Agency Debentures and Agency Strips FMAC S6XOOCT0IEG5ABCC6L87 2048-03-01 4.000000 200000.00 52861.39 Agency Debentures and Agency Strips FMAC S6XOOCT0IEG5ABCC6L87 2039-04-01 5.500000 536706.00 539032.80 Agency Debentures and Agency Strips FNMA B1V7KEBTPIMZEU4LTD58 2033-06-01 3.500000 1000000.00 180415.12 Agency Debentures and Agency Strips FNMA B1V7KEBTPIMZEU4LTD58 2045-03-01 3.000000 719562.00 188125.86 Agency Debentures and Agency Strips FNMA B1V7KEBTPIMZEU4LTD58 2054-02-01 6.000000 1794122.00 1799457.48 Agency Debentures and Agency Strips FNMA B1V7KEBTPIMZEU4LTD58 2053-12-01 5.500000 1393954.00 1369232.10 Agency Debentures and Agency Strips FNMA B1V7KEBTPIMZEU4LTD58 2033-01-01 3.500000 557000.00 140895.29 Agency Debentures and Agency Strips FNMA B1V7KEBTPIMZEU4LTD58 2045-06-01 4.500000 1179776.00 1104599.38 Agency Debentures and Agency Strips FNMA B1V7KEBTPIMZEU4LTD58 2051-02-01 2.000000 99639.00 54649.97 Agency Debentures and Agency Strips FNMA B1V7KEBTPIMZEU4LTD58 2051-04-01 2.000000 100000.00 62473.59 Agency Debentures and Agency Strips Y 2024-06-04 2024-06-03 2024-06-04 N N N 0.0528 10000000.00 10000000.00 0.0228 N N Y N CIBC WORLD MARKETS CORP CM 5.3 06/05/24 5.300000% REPO240529060553 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY BILL 254900HROIFWPRGM1V77 2048-02-15 1.000000 200.00 192.52 U.S. Treasuries (including strips) UNITED STATES TREASURY BILL 254900HROIFWPRGM1V77 2048-05-15 3.125000 1995000.00 1532133.46 U.S. Treasuries (including strips) UNITED STATES TREASURY BILL 254900HROIFWPRGM1V77 2026-01-31 2.625000 100.00 97.11 U.S. Treasuries (including strips) UNITED STATES TREASURY BILL 254900HROIFWPRGM1V77 2029-07-15 0.250000 300.00 334.36 U.S. Treasuries (including strips) UNITED STATES TREASURY BILL 254900HROIFWPRGM1V77 2050-02-15 2.000000 59000.00 35537.83 U.S. Treasuries (including strips) UNITED STATES TREASURY BILL 254900HROIFWPRGM1V77 2030-01-15 0.125000 100.00 108.62 U.S. Treasuries (including strips) UNITED STATES TREASURY BILL 254900HROIFWPRGM1V77 2050-05-15 1.250000 24200.00 11758.60 U.S. Treasuries (including strips) UNITED STATES TREASURY BILL 254900HROIFWPRGM1V77 2050-08-15 1.375000 2000.00 1010.45 U.S. Treasuries (including strips) UNITED STATES TREASURY BILL 254900HROIFWPRGM1V77 2025-10-15 0.125000 13925600.00 16205695.59 U.S. Treasuries (including strips) UNITED STATES TREASURY BILL 254900HROIFWPRGM1V77 2025-11-30 0.375000 95300.00 88971.22 U.S. Treasuries (including strips) UNITED STATES TREASURY BILL 254900HROIFWPRGM1V77 2051-02-15 0.125000 200.00 136.95 U.S. Treasuries (including strips) UNITED STATES TREASURY BILL 254900HROIFWPRGM1V77 2026-02-28 0.500000 469700.00 435588.04 U.S. Treasuries (including strips) UNITED STATES TREASURY BILL 254900HROIFWPRGM1V77 2028-05-31 1.250000 800.00 703.13 U.S. Treasuries (including strips) UNITED STATES TREASURY BILL 254900HROIFWPRGM1V77 2041-08-15 1.750000 700.00 458.94 U.S. Treasuries (including strips) UNITED STATES TREASURY BILL 254900HROIFWPRGM1V77 2029-01-31 1.750000 100.00 88.91 U.S. Treasuries (including strips) UNITED STATES TREASURY BILL 254900HROIFWPRGM1V77 2032-01-15 0.125000 233800.00 226457.08 U.S. Treasuries (including strips) UNITED STATES TREASURY BILL 254900HROIFWPRGM1V77 2042-02-15 2.375000 100.00 72.43 U.S. Treasuries (including strips) UNITED STATES TREASURY BILL 254900HROIFWPRGM1V77 2032-02-15 1.875000 100.00 83.50 U.S. Treasuries (including strips) UNITED STATES TREASURY BILL 254900HROIFWPRGM1V77 2029-02-28 1.875000 500.00 445.85 U.S. Treasuries (including strips) UNITED STATES TREASURY BILL 254900HROIFWPRGM1V77 2027-04-15 0.125000 100.00 103.63 U.S. Treasuries (including strips) UNITED STATES TREASURY BILL 254900HROIFWPRGM1V77 2029-06-30 3.250000 600.00 573.20 U.S. Treasuries (including strips) UNITED STATES TREASURY BILL 254900HROIFWPRGM1V77 2032-07-15 0.625000 100.00 95.99 U.S. Treasuries (including strips) UNITED STATES TREASURY BILL 254900HROIFWPRGM1V77 2027-08-31 3.125000 3100.00 2981.22 U.S. Treasuries (including strips) UNITED STATES TREASURY BILL 254900HROIFWPRGM1V77 2027-11-30 3.875000 700.00 682.90 U.S. Treasuries (including strips) UNITED STATES TREASURY BILL 254900HROIFWPRGM1V77 2052-11-15 4.000000 1200.00 1077.24 U.S. Treasuries (including strips) UNITED STATES TREASURY BILL 254900HROIFWPRGM1V77 2028-01-31 3.500000 1800.00 1753.06 U.S. Treasuries (including strips) UNITED STATES TREASURY BILL 254900HROIFWPRGM1V77 2033-01-15 1.125000 100.00 96.83 U.S. Treasuries (including strips) UNITED STATES TREASURY BILL 254900HROIFWPRGM1V77 2053-02-15 1.500000 1533100.00 1348552.04 U.S. Treasuries (including strips) UNITED STATES TREASURY BILL 254900HROIFWPRGM1V77 2030-05-31 3.750000 100.00 95.59 U.S. Treasuries (including strips) UNITED STATES TREASURY BILL 254900HROIFWPRGM1V77 2028-04-30 3.500000 2200.00 2120.53 U.S. Treasuries (including strips) UNITED STATES TREASURY BILL 254900HROIFWPRGM1V77 2030-10-31 4.875000 457100.00 467116.28 U.S. Treasuries (including strips) UNITED STATES TREASURY BILL 254900HROIFWPRGM1V77 2028-10-15 2.375000 33800.00 34880.31 U.S. Treasuries (including strips) Y 2024-06-05 2024-06-04 2024-06-05 N N N 0.0530 20000000.00 20000000.00 0.0456 N N Y N CIT GROUPMKTS CITGMK 5.25 06/06/24 5.250000% REPO240530060652 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY BILL 254900HROIFWPRGM1V77 2024-12-31 1.750000 7305300.00 7209656.76 U.S. Treasuries (including strips) UNITED STATES TREASURY BILL 254900HROIFWPRGM1V77 2030-11-30 4.375000 8184300.00 8090344.24 U.S. Treasuries (including strips) Y 2024-06-06 2024-06-05 2024-06-06 N N N 0.0525 15000000.00 15000000.00 0.0342 N N Y N BMO CAPITAL MARKETS CORP. BMOCPM 5.29 06/03/24 5.290000% REPO240531060352 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY BILL 254900HROIFWPRGM1V77 2039-02-15 3.500000 103400.00 92297.25 U.S. Treasuries (including strips) UNITED STATES TREASURY BILL 254900HROIFWPRGM1V77 2043-02-15 3.125000 200.00 160.58 U.S. Treasuries (including strips) UNITED STATES TREASURY BILL 254900HROIFWPRGM1V77 2048-02-15 3.000000 13229100.00 9973514.58 U.S. Treasuries (including strips) UNITED STATES TREASURY BILL 254900HROIFWPRGM1V77 2025-11-30 2.875000 2350000.00 2275834.00 U.S. Treasuries (including strips) UNITED STATES TREASURY BILL 254900HROIFWPRGM1V77 2026-02-28 2.500000 7237100.00 6980211.90 U.S. Treasuries (including strips) UNITED STATES TREASURY BILL 254900HROIFWPRGM1V77 2025-08-31 0.250000 22713200.00 21393903.78 U.S. Treasuries (including strips) UNITED STATES TREASURY BILL 254900HROIFWPRGM1V77 2027-09-30 0.375000 96900.00 84151.35 U.S. Treasuries (including strips) Y 2024-06-03 2024-06-02 2024-06-03 N N N 0.0529 40000000.00 40000000.00 0.0911 N Y Y N Payden Cash Reserves Money Market Fund 2024-06-06 Sandi Brents Sandi Brents Chief Compliance Officer