0001752724-24-212377.txt : 20240923
0001752724-24-212377.hdr.sgml : 20240923
20240923124814
ACCESSION NUMBER: 0001752724-24-212377
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20240731
FILED AS OF DATE: 20240923
DATE AS OF CHANGE: 20240923
PERIOD START: 20241031
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: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-06625
FILM NUMBER: 241315620
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
S000042521
Payden Floating Rate Fund
C000131550
Payden Floating Rate Fund (Investor Class)
PYFRX
C000136207
Payden Floating Rate Fund (SI Class)
PYFIX
C000248245
Payden Floating Rate Fund (Adviser Class)
PYBLX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000885709
XXXXXXXX
S000042521
C000136207
C000248245
C000131550
PAYDEN & RYGEL INVESTMENT GROUP
811-06625
0000885709
549300QJNYRKYZS3P282
333 South Grand Avenue
32nd Floor
Los Angeles
90071
213-625-1900
Payden Floating Rate Fund
S000042521
5493007MAZSH4J3PH219
2024-10-31
2024-07-31
N
129051300.12
8188505.03
120862795.09
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
180459.81000000
0.00000000
0.00000000
871807.38000000
USD
N
N/A
N/A
ABG Intermediate Holdings 2 LLC
54930020NXD0RJB64985
ABG INTERMEDIATE HOLDINGS 2 LLC
00076VBK5
1000000.00000000
PA
USD
1005125.00000000
0.831624818250
Long
LON
CORP
US
N
2
2028-12-21
Floating
0.00000000
N
N
N
N
N
N
ATHABASCA OIL CORP
549300STK2KBVO6WED71
Athabasca Oil Corp
04682RAF4
250000.00000000
PA
181979.50000000
0.150567012672
Long
DBT
CORP
CA
N
2
2029-08-09
Fixed
6.75000000
N
N
N
N
N
N
US Silica Company
N/A
STAR HOLDING LLC
000000000
985000.00000000
PA
USD
984079.03000000
0.814211709457
Long
LON
CORP
US
N
2
2031-07-18
Floating
0.00000000
N
N
N
N
N
N
Talen Energy Supply, LLC
K5K33XN0PQAU1XF7NN66
TALEN ENERGY SUPPLY LLC
87422LAV2
715628.58000000
PA
USD
724906.70000000
0.599776547828
Long
LON
CORP
US
N
2
2030-05-17
Floating
8.82670000
N
N
N
N
N
N
TULLOW OIL PLC
2138003EYHWO75RKS857
Tullow Oil PLC
899415AG8
500000.00000000
PA
USD
483211.80000000
0.399801940407
Long
DBT
CORP
GB
N
2
2026-05-15
Fixed
10.25000000
N
N
N
N
N
N
AmWINS Group Inc
549300SJE7MUB8NMRG61
AmWINS Group Inc
03234TAW8
1037716.44000000
PA
USD
1040819.21000000
0.861157653374
Long
LON
CORP
US
N
2
2028-02-19
Floating
7.70819000
N
N
N
N
N
N
Peraton Corp
549300EQPCK07ZW63836
Peraton Corp
71360HAB3
1327718.68000000
PA
USD
1330022.27000000
1.100439774712
Long
LON
CORP
US
N
2
2028-02-01
Floating
9.19371000
N
N
N
N
N
N
United Natural Foods Inc
549300GKGW6WPZ282D40
UNITED NATURAL FOODS INC
91116KAD7
598500.00000000
PA
USD
603739.87000000
0.499524994064
Long
LON
CORP
US
N
2
2031-04-25
Floating
10.09371000
N
N
N
N
N
N
Spirit Aerosystems Inc
ZD2NBKV6GCC3UMGBM518
Spirit AeroSystems Inc
84857HAY6
615601.48000000
PA
USD
623758.20000000
0.516087849478
Long
LON
CORP
US
N
2
2027-01-15
Floating
9.50211000
N
N
N
N
N
N
Hanesbrands Inc
GX5LWVWZLL5S4W1L2F20
Hanesbrands Inc
410346AX8
691250.00000000
PA
USD
694491.96000000
0.574611864207
Long
LON
CORP
US
N
2
2030-03-08
Floating
9.09371000
N
N
N
N
N
N
Clarios Global LP
549300474L1ZLXZY2P98
CLARIOS GLOBAL LP
000000000
997500.00000000
PA
USD
1001395.24000000
0.828538872739
Long
LON
CORP
CA
N
2
2030-05-06
Floating
7.84371000
N
N
N
N
N
N
Alliant Holdings Intermediate LLC
5493006Q26653NF8SI73
ALLIANT HOLDINGS INTERMEDI
01881UAL9
505708.21000000
PA
USD
508426.39000000
0.420664100661
Long
LON
CORP
US
N
2
2030-11-06
Floating
8.84513000
N
N
N
N
N
N
E.W. Scripps Company, The
549300U1OW41QPKYW028
EW Scripps Co/The
26928BAM1
205125.00000000
PA
USD
183900.72000000
0.152156600269
Long
LON
CORP
US
N
2
2028-01-07
Floating
8.45819000
N
N
N
N
N
N
CNT Holdings I Corp
254900SYIEHMSB69WT08
CNT HOLDINGS I CORP
12656AAC3
1194000.00000000
PA
USD
1200441.63000000
0.993226765197
Long
LON
CORP
US
N
2
2027-11-08
Floating
0.00000000
N
N
N
N
N
N
INTERNATIONAL PETROLEUM
54930025D80LU0SMR645
International Petroleum Corp
000000000
450000.00000000
PA
USD
441787.50000000
0.365528117789
Long
DBT
CORP
CA
N
2
2027-02-01
Fixed
7.25000000
N
N
N
N
N
N
ARD FINANCE SA
6354006P6QPGGPVJW880
ARD Finance SA
00191AAD8
500000.00000000
PA
USD
126820.00000000
0.104928898843
Long
DBT
CORP
LU
N
2
2027-06-30
Fixed
6.50000000
N
N
N
N
N
N
AthenaHealth Group Inc
254900AA3KZN4Q7A5Z33
AthenaHealth Group Inc
04686RAB9
1301748.46000000
PA
USD
1301344.92000000
1.076712580600
Long
LON
CORP
US
N
2
2029-02-15
Floating
8.59371000
N
N
N
N
N
N
Driven Holdings LLC
2549009H8IC4YXR5FV18
Driven Holdings LLC
000000000
1346250.00000000
PA
USD
1341201.56000000
1.109689345676
Long
LON
CORP
US
N
2
2028-12-15
Floating
8.45819000
N
N
N
N
N
N
BMC Software (Boxer/ Bladelogic)
5493006T045HLTF7YX04
BOXER PARENT CO INC
05988HAG2
647534.88000000
PA
USD
645543.71000000
0.534112842185
Long
LON
CORP
US
N
2
2028-12-29
Floating
9.34393000
N
N
N
N
N
N
Padagis LLC
N/A
Padagis LLC
69526PAC8
1317647.06000000
PA
USD
1274823.53000000
1.054769194317
Long
LON
CORP
US
N
2
2028-07-06
Floating
10.32587000
N
N
N
N
N
N
Univision Communications Inc
549300YQDE2JSGTL8V47
Univision Communications Inc
914908BC1
278025.43000000
PA
USD
278208.93000000
0.230185748883
Long
LON
CORP
US
N
2
2026-03-15
Floating
8.70819000
N
N
N
N
N
N
Caesars Entertainment, Inc.
549300FA4CTCW903Y781
CAESARS ENTERTAINMENT INC
12768EAG1
331625.00000000
PA
USD
333283.13000000
0.275753286817
Long
LON
CORP
US
N
2
2030-02-06
Floating
8.09734000
N
N
N
N
N
N
American Axle & Manufacturing Inc
RY5TAKFOBLDUGX31MS24
AMERICAN AXLE & MANUFACTURING INC
02406MAU1
480000.00000000
PA
USD
483148.80000000
0.399749815185
Long
LON
CORP
US
N
2
2029-12-12
Floating
8.32637000
N
N
N
N
N
N
Bausch & Lomb Corporation
549300NY6OZM39SO6475
BAUSCH + LOMB CORP
000000000
1022275.00000000
PA
USD
1018441.47000000
0.842642658761
Long
LON
CORP
CA
N
2
2028-09-29
Floating
9.34371000
N
N
N
N
N
N
MajorDrive Holdings IV LLC
25490044R1FR5N8FIT62
MajorDrive Holdings IV LLC
56085UAB9
582000.00000000
PA
USD
582436.50000000
0.481898916508
Long
LON
CORP
US
N
2
2028-06-01
Floating
9.59619000
N
N
N
N
N
N
FERTITTA ENTERTAINMENT L
984500A0805D8V551D35
FERTITTA ENTERTAINMENT L
31556PAB3
1033781.06000000
PA
USD
1037497.50000000
0.858409322097
Long
LON
CORP
US
N
2
2029-01-29
Floating
9.08400000
N
N
N
N
N
N
Whatabrands LLC
254900HMMX4HTWIP0085
WHATABRANDS LLC
96244UAH0
971873.22000000
PA
USD
973831.54000000
0.805733095345
Long
LON
CORP
US
N
2
2028-08-03
Floating
8.09371000
N
N
N
N
N
N
Endurance International Group Holdings Inc
549300UTQC2651SB0W88
Endurance International Group Holdings Inc
29279UAB2
1231900.00000000
PA
USD
1107478.10000000
0.916310183936
Long
LON
CORP
US
N
2
2028-02-10
Floating
8.94868000
N
N
N
N
N
N
Advantage Sales & Marketing Inc
549300T4O24KQDED1182
ADVANTAGE SALES & MARKETING
00769EBA7
737750.50000000
PA
USD
711623.07000000
0.588785878623
Long
LON
CORP
US
N
2
2027-10-28
Floating
9.83250000
N
N
N
N
N
N
Medline Borrower LP
254900QT3R363TVK6F09
MEDLINE BORROWER LP
58503UAF0
1000000.00000000
PA
USD
1002030.00000000
0.829064063307
Long
LON
CORP
US
N
2
2028-10-23
Floating
7.59712000
N
N
N
N
N
N
MIC Glen LLC
549300XD843A2SP50882
MIC GLEN LLC
55304PAF8
219450.00000000
PA
USD
220753.53000000
0.182648043043
Long
LON
CORP
US
N
2
2028-07-21
Floating
9.70819000
N
N
N
N
N
N
WestJet Loyalty LP
N/A
WESTJET LOYALTY LP
000000000
1022437.50000000
PA
USD
1025126.51000000
0.848173757057
Long
LON
CORP
CA
N
2
2031-02-14
Floating
9.08156000
N
N
N
N
N
N
TerraForm Power Operating LLC
5493000S2OLR3UT5BE13
TerraForm Power Operating LLC
88103NAL4
407035.19000000
PA
USD
408899.41000000
0.338317022782
Long
LON
CORP
US
N
2
2029-05-21
Floating
7.93458000
N
N
N
N
N
N
SCIH Salt Holdings Inc
N/A
SCIH SALT HOLDINGS INC
78397GAF8
1016840.26000000
PA
USD
1021522.81000000
0.845192111633
Long
LON
CORP
US
N
2
2027-03-16
Floating
8.75537000
N
N
N
N
N
N
EXETER AUTOMOBILE RECEIVABLES TRUST 2021-2
N/A
EXETER AUTOMOBILE RECEIVABLES TRUST 2021-2
30166RAJ6
10.01000000
NS
USD
728782.91000000
0.602983663796
Long
EC
CORP
US
N
2
N
N
N
Mauser Packaging Solutions Holding Company
549300DNGHXL0OMHW304
MAUSER PACKAGING SOLUTIONS HOLDING CO
57763TAE3
847853.54000000
PA
USD
851681.60000000
0.704668131632
Long
LON
CORP
US
N
2
2027-04-15
Floating
8.83717000
N
N
N
N
N
N
ICAHN ENTERPRISES/FIN
N/A
Icahn Enterprises LP / Icahn Enterprises Finance Corp
451102BZ9
675000.00000000
PA
USD
647885.30000000
0.536050237393
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.25000000
N
N
N
N
N
N
Flynn Restaurant Group LP
5493008VE8TQONGO3817
Flynn Restaurant Group LP
34410JAF8
1462500.00000000
PA
USD
1467435.94000000
1.214133711625
Long
LON
CORP
US
N
2
2028-12-01
Floating
9.70819000
N
N
N
N
N
N
Fortrea Holdings Inc.
5493000FIVFABOVCDU97
FORTREA INC
34965PAD8
172829.08000000
PA
USD
173606.81000000
0.143639578971
Long
LON
CORP
US
N
2
2030-07-01
Floating
9.09371000
N
N
N
N
N
N
Epic Y Grade Services LP
549300TTOB7LU4ZHIL80
EPIC Y-GRADE SERVICES LP
29427BAM1
850000.00000000
PA
USD
852057.00000000
0.704978731763
Long
LON
CORP
US
N
2
2029-06-29
Floating
11.06817000
N
N
N
N
N
N
Talen Energy Supply, LLC
K5K33XN0PQAU1XF7NN66
TALEN ENERGY SUPPLY LLC
87422LAU4
302142.86000000
PA
USD
306060.14000000
0.253229407587
Long
LON
CORP
US
N
2
2030-05-17
Floating
8.82670000
N
N
N
N
N
N
Wand NewCo 3 Inc
549300Y3VZEWMSQW8494
WAND NEWCO 3 INC
93369PAK0
993682.50000000
PA
USD
998819.84000000
0.826408026768
Long
LON
CORP
US
N
2
2031-01-30
Floating
8.59670000
N
N
N
N
N
N
Adtalem Global Education Inc
549300Z467EZLMODV621
ADTALEM GLOBAL EDUCATION
00737RAG5
810284.59000000
PA
USD
815855.30000000
0.675026007294
Long
LON
CORP
US
N
2
2028-08-11
Floating
8.84371000
N
N
N
N
N
N
United AirLines Inc
K1OQBWM7XEOO08LDNP29
UNITED AIRLINES INC
90932RAM6
997500.00000000
PA
USD
1002667.05000000
0.829591148585
Long
LON
CORP
US
N
2
2031-02-22
Floating
8.03336000
N
N
N
N
N
N
Journey Personal Care Corp
5493000G9KGROJ41TP46
Journey Personal Care Corp
48114NAB7
643367.36000000
PA
USD
642029.16000000
0.531204958086
Long
LON
CORP
US
N
2
2028-03-01
Floating
9.71160000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
64072UAK8
486936.67000000
PA
USD
416786.14000000
0.344842380725
Long
LON
CORP
US
N
2
2027-04-15
Floating
7.94328000
N
N
N
N
N
N
NorthRiver Midstream Finance LP
549300SOLNLY3BL6GF18
NORTHRIVER MIDSTREAM FINANCE LP
66679PAB1
997481.11000000
PA
USD
1002074.51000000
0.829100890190
Long
LON
CORP
CA
N
2
2030-08-16
Floating
7.83156000
N
N
N
N
N
N
Tacala Investment Corp
549300XTM341KBSTDI88
TACALA INVESTMENT CORP
87339PAB9
1047375.00000000
PA
USD
1053627.83000000
0.871755306680
Long
LON
CORP
US
N
2
2031-01-31
Floating
9.34371000
N
N
N
N
N
N
First Student Bidco Inc
2549006DRO2F06AA1391
First Student Bidco Inc
33718FAD2
640293.66000000
PA
USD
642605.12000000
0.531681498447
Long
LON
CORP
US
N
2
2028-07-21
Floating
8.59619000
N
N
N
N
N
N
Star Parent Inc
254900GRGCJYRMDRWT73
STAR PARENT INC
87169DAB1
1047375.00000000
PA
USD
1050349.55000000
0.869042908711
Long
LON
CORP
US
N
2
2030-09-27
Floating
9.08458000
N
N
N
N
N
N
Iridium Satellite LLC
254900615BJ7139TFM33
IRIDIUM SATELLITE LLC
46269KAT1
997500.00000000
PA
USD
990731.96000000
0.819716240437
Long
LON
CORP
US
N
2
2030-09-20
Floating
7.59670000
N
N
N
N
N
N
First Student Bidco Inc
2549006DRO2F06AA1391
First Student Bidco Inc
33718FAB6
195269.53000000
PA
USD
195974.45000000
0.162146217000
Long
LON
CORP
US
N
2
2028-07-21
Floating
8.59619000
N
N
N
N
N
N
Albion Financing 3 SARL
259400QTZA08U7DIP580
ALBION FINANCING 3 SARL
000000000
1462500.00000000
PA
USD
1476218.25000000
1.221400058554
Long
LON
CORP
LU
N
2
2029-08-17
Floating
9.82587000
N
N
N
N
N
N
Frontier Communications
N/A
FRONTIER COMMUNICATIONS HOLDINGS LLC
35906EAT7
1310000.00000000
PA
USD
1320650.30000000
1.092685552255
Long
LON
CORP
US
N
2
2031-06-20
Floating
8.76295000
N
N
N
N
N
N
Ontario Gaming Gta Ltd Partnership
894500EC9KLZLOC3V025
ONTARIO GAMING GTA LP
000000000
1019875.00000000
PA
USD
1025535.31000000
0.848511991830
Long
LON
CORP
CA
N
2
2030-08-01
Floating
9.58458000
N
N
N
N
N
N
Cloud Software Group Inc
04EEB871XLHVNY4RZJ65
CLOUD SOFTWARE GROUP INC
88632NBD1
1237487.38000000
PA
USD
1238471.18000000
1.024691824376
Long
LON
CORP
US
N
2
2029-03-30
Floating
9.33458000
N
N
N
N
N
N
OMNIA PARTNERS LLC
254900ZD1P5CVG9GOS22
OMNIA PARTNERS LLC
68218HAE7
1025268.34000000
PA
USD
1029354.03000000
0.851671541464
Long
LON
CORP
US
N
2
2030-07-25
Floating
8.59230000
N
N
N
N
N
N
WaterBridge Midstream Operating LLC
549300DVU86VSP486341
WATERBRIDGE MIDSTREAM OPERATING LLC
94120XAF2
985000.00000000
PA
USD
982537.50000000
0.812936271470
Long
LON
CORP
US
N
2
2029-06-21
Floating
10.08939000
N
N
N
N
N
N
Concentra Health Services, Inc.
N/A
CONCENTRA HEALTH SERVICES INC
20602RAC4
1000000.00000000
PA
USD
1003750.00000000
0.830487164600
Long
LON
CORP
US
N
2
2031-07-25
Floating
0.00000000
N
N
N
N
N
N
Modena Buyer LLC
N/A
MODENA BUYER LLC
60753DAC8
850000.00000000
PA
USD
820356.25000000
0.678750023437
Long
LON
CORP
US
N
2
2031-07-01
Floating
9.83156000
N
N
N
N
N
N
MH Sub I LLC
2549005VFKP807SR8N49
MH Sub I LLC
55303BAD5
300000.00000000
PA
USD
298875.00000000
0.247284534316
Long
LON
CORP
US
N
2
2029-02-23
Floating
11.50211000
N
N
N
N
N
N
Ineos US Petrochem LLC
N/A
INEOS US PETROCHEM LLC
000000000
1017450.00000000
PA
USD
1018721.81000000
0.842874607724
Long
LON
CORP
US
N
2
2029-04-02
Floating
9.69371000
N
N
N
N
N
N
FRONTERA ENERGY CORP
A25574TZFLBNK7NWQT47
Frontera Energy Corp
35905BAC1
675000.00000000
PA
USD
545961.53000000
0.451720092683
Long
DBT
CORP
CA
N
2
2028-06-21
Fixed
7.87500000
N
N
N
N
N
N
Gogo Intermediate Holdings LLC
N/A
Gogo Intermediate Holdings LLC
38046JAB0
1114972.41000000
PA
USD
1115407.25000000
0.922870639529
Long
LON
CORP
US
N
2
2028-04-30
Floating
9.20819000
N
N
N
N
N
N
Darktrace Plc
N/A
LEIA FINCO US LLC
000000000
985000.00000000
PA
USD
977612.50000000
0.808861402942
Long
LON
CORP
US
N
2
2032-07-02
Floating
0.00000000
N
N
N
N
N
N
Gray Television Inc
529900TM5726KDN7UU35
Gray Television Inc
389376AZ7
1064068.03000000
PA
USD
990833.55000000
0.819800294426
Long
LON
CORP
US
N
2
2028-12-01
Floating
8.45752000
N
N
N
N
N
N
AssuredPartners Inc.
549300HNDSDQWQ3L2P80
ASSUREDPARTNERS INC
04621HAW3
548625.00000000
PA
USD
551096.56000000
0.455968736772
Long
LON
CORP
US
N
2
2031-02-14
Floating
8.84371000
N
N
N
N
N
N
Sotera Health Holdings LLC
549300OVT7MBXFLOFU20
SOTERA HEALTH HOLDINGS LLC
83600VAG6
1000000.00000000
PA
USD
999535.00000000
0.826999739047
Long
LON
CORP
US
N
2
2031-05-30
Floating
8.59371000
N
N
N
N
N
N
Michaels Companies Inc (The)
549300H9LWMBP7HYLR98
Michaels Cos Inc/The
59408UAB3
485000.00000000
PA
USD
398366.88000000
0.329602571000
Long
LON
CORP
US
N
2
2028-04-15
Floating
9.84619000
N
N
N
N
N
N
Starwood Property Mortgage LLC
5493008SB15CNJRIOK13
Starwood Property Mortgage LLC
85570DAF9
580575.20000000
PA
USD
583478.08000000
0.482760703627
Long
LON
CORP
US
N
2
2026-07-24
Floating
8.69371000
N
N
N
N
N
N
Prairie ECI Acquiror LP
549300EXIECHUG4F3335
PRAIRIE ECI ACQUIROR LP
73955HAD6
997500.00000000
PA
USD
999559.84000000
0.827020291277
Long
LON
CORP
US
N
2
2029-08-01
Floating
10.09371000
N
N
N
N
N
N
PetsMart LLC
N/A
PetSmart LLC
71677HAL9
679000.00000000
PA
USD
675038.04000000
0.558515992863
Long
LON
CORP
US
N
2
2028-02-11
Floating
9.19371000
N
N
N
N
N
N
Altice Financing SA
549300DIYGW8HVDF7Q17
Altice Financing SA
000000000
1111846.65000000
PA
USD
963137.16000000
0.796884731387
Long
LON
CORP
LU
N
2
2027-10-31
Floating
10.30137000
N
N
N
N
N
N
W & T OFFSHORE INC
549300Q7EOY2YIO3YK85
W&T Offshore Inc
92922PAM8
600000.00000000
PA
USD
616607.40000000
0.510171388590
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
11.75000000
N
N
N
N
N
N
MH Sub I LLC
2549005VFKP807SR8N49
MH SUB I LLC
45567YAN5
1020469.44000000
PA
USD
1019239.77000000
0.843303159786
Long
LON
CORP
US
N
2
2028-05-03
Floating
9.59371000
N
N
N
N
N
N
Arsenal Aic Parent LLC
N/A
ARSENAL AIC PARENT LLC
04287KAE1
1017325.30000000
PA
USD
1022666.26000000
0.846138184408
Long
LON
CORP
US
N
2
2030-08-18
Floating
9.09371000
N
N
N
N
N
N
Nexus Buyer LLC
254900PILSANV8WOOF24
Nexus Buyer LLC
65343UAC6
477500.00000000
PA
USD
472875.41000000
0.391249771815
Long
LON
CORP
US
N
2
2026-11-09
Floating
9.19393000
N
N
N
N
N
N
STATE STREET GLOBAL MARKETS, LLC
549300FDEDF5ORXCMQ56
CAD/USD FORWARD
000000000
1.00000000
NC
USD
-623.18000000
-0.00051560945
N/A
DFE
CORP
US
N
2
STATE STREET GLOBAL MARKETS, LLC
549300FDEDF5ORXCMQ56
-239680.00000000
CAD
173266.22000000
USD
2024-09-26
-623.18000000
N
N
N
Asurion LLC
549300KNQVXGIOXWK278
Asurion LLC
04649VBA7
350000.00000000
PA
USD
324233.00000000
0.268265349778
Long
LON
CORP
US
N
2
2029-01-20
Floating
10.70819000
N
N
N
N
N
N
Verde Purchaser, LLC
2549004HFEKMUGBG3Z35
VERDE PURCHASER LLC
92338TAB2
1020000.00000000
PA
USD
1022764.20000000
0.846219218443
Long
LON
CORP
US
N
2
2030-11-30
Floating
9.83458000
N
N
N
N
N
N
Asurion LLC
549300KNQVXGIOXWK278
Asurion LLC
04649VAX8
1325199.95530000
PA
USD
1322171.87000000
1.093944475647
Long
LON
CORP
US
N
2
2026-12-23
Floating
8.70819000
N
N
N
N
N
N
HESS MIDSTREAM OPERATION
N/A
Hess Midstream Operations LP
428102AG2
1000000.00000000
PA
USD
1020209.79000000
0.844105739272
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
6.50000000
N
N
N
N
N
N
HUB International Ltd
549300JQT6ATTUNS5E06
HUB INTERNATIONAL LTD
44332EAX4
1058282.73000000
PA
USD
1060796.15000000
0.877686263345
Long
LON
CORP
US
N
2
2030-06-20
Floating
8.53200000
N
N
N
N
N
N
SANTANDER CONSUMER AUTO RECEIVABLES TRUST 2021-C
N/A
SANTANDER CONSUMER AUTO RECEIVABLES TRUST 2021-C
80281HAD6
50.00000000
NS
USD
588839.52000000
0.487196675835
Long
EC
CORP
US
N
2
N
N
N
Hotwire Funding LLC
254900ZCO90MCT7Y9348
Hotwire Funding LLC
44148JAM1
750000.00000000
PA
USD
775503.75000000
0.641639761369
Long
ABS-O
CORP
US
N
2
2054-06-20
Fixed
9.18800000
N
N
N
N
N
N
McGraw-Hill Education Inc
254900U6YJ9QZ4IQOR26
McGraw-Hill Education Inc
58063DAC7
640126.58000000
PA
USD
642171.78000000
0.531322959660
Long
LON
CORP
US
N
2
2028-07-28
Floating
10.19906000
N
N
N
N
N
N
Husky Injection Molding Systems Ltd
N/A
TITAN ACQUISITION LTD
000000000
1050000.00000000
PA
USD
1053528.00000000
0.871672708889
Long
LON
CORP
CA
N
2
2029-02-15
Floating
10.32594000
N
N
N
N
N
N
Cologix Data Centers Issuer LL
N/A
Cologix Canadian Issuer LP
19521DAN1
400000.00000000
PA
272263.06000000
0.225266228368
Long
ABS-O
CORP
CA
N
2
2052-01-25
Fixed
7.74000000
N
N
N
N
N
N
CQP Holdco LP
549300LPL012JY5D4B69
CQP HOLD 12/31/30
12657QAD5
797083.69000000
PA
USD
799801.75000000
0.661743549290
Long
LON
CORP
US
N
2
2030-12-31
Floating
7.58458000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TRANSDIGM INC
89364MCA0
498750.00000000
PA
USD
500590.39000000
0.414180715932
Long
LON
CORP
US
N
2
2031-02-28
Floating
7.84230000
N
N
N
N
N
N
IRB Holding Corp
549300HVW4WNWYBXN830
IRB HOLDING CORP
44988LAK3
1040339.19000000
PA
USD
1042144.18000000
0.862253912979
Long
LON
CORP
US
N
2
2027-12-15
Floating
8.19371000
N
N
N
N
N
N
Harbor Freight Tools USA Inc
549300Y48HLCFTTB4249
HARBOR FREIGHT TOOLS USA INC
41151PAR6
525000.00000000
PA
USD
519093.75000000
0.429490108691
Long
LON
CORP
US
N
2
2031-06-11
Floating
7.84371000
N
N
N
N
N
N
Tenneco Inc
549300U0EXXFAQFAD785
TENNECO INC
88037HAP9
700000.00000000
PA
USD
668752.00000000
0.553315020972
Long
LON
CORP
US
N
2
2028-11-17
Floating
10.43016000
N
N
N
N
N
N
Santander Bank Auto Credit-Lin
N/A
Santander Bank Auto Credit-Linked Notes Series 2022-C
80290CBK9
840000.00000000
PA
USD
936606.55000000
0.774933716618
Long
ABS-O
CORP
US
N
2
2032-12-15
Fixed
14.59200000
N
N
N
N
N
N
Conservice Midco LLC
254900F6TNZYKCEM6A28
CONSERVICE MIDCO LLC
20848PAF5
1044750.00000000
PA
USD
1050140.91000000
0.868870283214
Long
LON
CORP
US
N
2
2027-05-13
Floating
9.34390000
N
N
N
N
N
N
Numericable U.S. LLC
5493001ZMCICV4N02J21
Altice France SA/France
000000000
1132261.75000000
PA
USD
867312.50000000
0.717600895589
Long
LON
CORP
FR
N
2
2028-08-15
Floating
10.80137000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBM1
700000.00000000
PA
USD
643953.79000000
0.532797367064
Long
DBT
CORP
US
N
2
N/A
Fixed
4.70000000
N
N
N
N
N
N
Virgin Media Bristol LLC
213800IQ982XX69LE276
Virgin Media Bristol LLC
000000000
600000.00000000
PA
USD
577569.00000000
0.477871622586
Long
LON
CORP
US
N
2
2029-01-31
Floating
8.69328000
N
N
N
N
N
N
Banijay Entertainment
5493008PW5N0VVCH7279
BANIJAY GROUP US HOLDING
000000000
1356690.32000000
PA
USD
1362415.55000000
1.127241471608
Long
LON
CORP
US
N
2
2028-03-01
Floating
0.00000000
N
N
N
N
N
N
AETHON UN/AETHIN UN FIN
N/A
Aethon United BR LP / Aethon United Finance Corp
00810GAC8
500000.00000000
PA
USD
506886.00000000
0.419389605893
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
8.25000000
N
N
N
N
N
N
Delta Air Lines Inc
2549008L7P4I8VB90936
SkyMiles IP Ltd
24736CBS2
199306.45000000
PA
USD
204130.66000000
0.168894538512
Long
LON
CORP
KY
N
2
2027-10-20
Floating
9.03201000
N
N
N
N
N
N
Virgin Media Bristol LLC
213800IQ982XX69LE276
Virgin Media Bristol LLC
000000000
500000.00000000
PA
USD
478587.50000000
0.395975866389
Long
LON
CORP
US
N
2
2031-03-31
Floating
8.65621000
N
N
N
N
N
N
BORR IHC LTD / BORR FIN
N/A
Borr IHC Ltd / Borr Finance LLC
100018AA8
528871.95350000
PA
USD
554572.22000000
0.458844443889
Long
DBT
CORP
N/A
N
2
2028-11-15
Fixed
10.00000000
N
N
N
N
N
N
LifePoint Health Inc
549300G8ZVHRTBBBSZ90
LIFEPOINT HEALTH INC
75915TAH5
1000000.00000000
PA
USD
1006650.00000000
0.832886579571
Long
LON
CORP
US
N
2
2028-11-16
Floating
10.05404000
N
N
N
N
N
N
Owens & Minor Inc.
549300LMT5KQQXCEZ733
Owens & Minor Inc
69073LAD2
855593.14000000
PA
USD
856397.40000000
0.708569911329
Long
LON
CORP
US
N
2
2029-03-29
Floating
9.19371000
N
N
N
N
N
N
GRAN TIERRA ENERGY INC
549300IH2S17MAIUCM32
Gran Tierra Energy Inc
38500TAC5
650000.00000000
PA
USD
617577.16000000
0.510973752956
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
9.50000000
N
N
N
N
N
N
Embecta Corp
549300RPG8GXVDHNXZ62
Embecta Corp
29081LAC8
1211250.06000000
PA
USD
1160080.80000000
0.959832841145
Long
LON
CORP
US
N
2
2029-03-30
Floating
8.34371000
N
N
N
N
N
N
GLOBAL MARINE INC
N/A
Global Marine Inc
379352AL1
600000.00000000
PA
USD
565107.60000000
0.467561253716
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
7.00000000
N
N
N
N
N
N
Jazz Financing Lux Sarl
635400WUEO2NSG5OIU34
JAZZ FINANCING LUX SARL
000000000
785903.23000000
PA
USD
788146.98000000
0.652100573557
Long
LON
CORP
LU
N
2
2028-05-05
Floating
7.59371000
N
N
N
N
N
N
Boost Newco Borrower LLC
254900S8RE1OL7TTCU64
GTCR W MERGER SUB
92943EAB2
1050000.00000000
PA
USD
1053858.75000000
0.871946366303
Long
LON
CORP
US
N
2
2031-01-31
Floating
8.33458000
N
N
N
N
N
N
Par Petroleum LLC
984500CCF05C2FB39F45
PAR PETROLEUM LLC
69889PAE5
1036875.00000000
PA
USD
1044651.56000000
0.864328480259
Long
LON
CORP
US
N
2
2030-02-28
Floating
9.06426000
N
N
N
N
N
N
Amneal Pharmaceuticals LLC
54930037VIXE7LRZ1M66
AMNEAL PHARMACEUTICALS LLC
03167DAQ7
987500.00000000
PA
USD
998194.63000000
0.825890737721
Long
LON
CORP
US
N
2
2028-05-04
Floating
10.84371000
N
N
N
N
N
N
American Airlines Inc
N/A
AAdvantage Loyalty IP Ltd
02376CBJ3
187500.00000000
PA
USD
194214.38000000
0.160689962411
Long
LON
CORP
KY
N
2
2028-04-20
Floating
10.29362000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR Debt Notes 2015-HQA2
3137G0HM4
661021.47000000
PA
USD
719640.46000000
0.595419342622
Long
ABS-MBS
CORP
US
N
2
2028-05-25
Floating
15.96162000
N
N
N
N
N
N
MIC Glen LLC
549300XD843A2SP50882
MIC Glen LLC
55304PAB7
770000.00000000
PA
USD
771925.00000000
0.638678759187
Long
LON
CORP
US
N
2
2028-07-21
Floating
8.95819000
N
N
N
N
N
N
Cimpress PLC
549300IW5HMWD8APDH34
CIMPRESS USA INC
000000000
664767.91000000
PA
USD
669753.67000000
0.554143787177
Long
LON
CORP
US
N
2
2028-05-17
Floating
8.34371000
N
N
N
N
N
N
American Airlines Inc
IWUQB36BXD6OWD6X4T14
American Airlines Inc
02376CBK0
490000.00000000
PA
USD
489272.35000000
0.404816345373
Long
LON
CORP
US
N
2
2028-02-15
Floating
8.19328000
N
N
N
N
N
N
Transdigm Inc
88Q84GB3X55CF5OC7582
TRANSDIGM INC
89364MCB8
680767.24000000
PA
USD
683657.10000000
0.565647269278
Long
LON
CORP
US
N
2
2030-03-22
Floating
8.08458000
N
N
N
N
N
N
TK Elevator Midco Gmbh
549300C2AFWPAYWS5574
TK ELEVATOR US NEWCO INC
000000000
1261502.44000000
PA
USD
1269582.36000000
1.050432731639
Long
LON
CORP
US
N
2
2030-04-30
Floating
8.68931150
N
N
N
N
N
N
Nexus Buyer LLC
254900PILSANV8WOOF24
NEXUS BUYER LLC
65343UAF9
498750.00000000
PA
USD
499560.47000000
0.413328576116
Long
LON
CORP
US
N
2
2028-12-13
Floating
9.84393000
N
N
N
N
N
N
Sinclair Television Group Inc
549300CQGEN0CH65UD62
Sinclair Television Group Inc
82925BAG0
992405.05000000
PA
USD
706885.16000000
0.584865805456
Long
LON
CORP
US
N
2
2029-04-21
Floating
9.19371000
N
N
N
N
N
N
Zegona Holdco Limited
N/A
ZEGONA HOLDCO LTD
000000000
650000.00000000
PA
USD
647562.50000000
0.535783157685
Long
LON
CORP
US
N
2
2029-07-10
Floating
0.00000000
N
N
N
N
N
N
MPT OPER PARTNERSP/FINL
N/A
MPT Operating Partnership LP / MPT Finance Corp
55342UAG9
675000.00000000
PA
USD
606974.99000000
0.502201682120
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
5.25000000
N
N
N
N
N
N
Payden Cash Reserves Money Market Fund
549300SI0EB26HO5RT16
Payden Cash Reserves Money Market Fund
704329598
12063750.42000000
NS
USD
12063750.42000000
9.981359781574
Long
STIV
RF
US
N
1
N
N
N
Greystar Real Estate Partners, LLC
254900HGC806SXAS4M46
GREYSTAR REAL ESTATE PARTNERS LLC
39806LAC1
992512.50000000
PA
USD
997475.06000000
0.825295376676
Long
LON
CORP
US
N
2
2030-08-21
Floating
8.57672000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
USD/CAD FORWARD
000000000
1.00000000
NC
USD
2234.11000000
0.001848467924
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-342940.00000000
CAD
251039.31000000
USD
2024-09-26
2234.11000000
N
N
N
Naked Juice LLC
549300Y5TU1XQ1KVLJ64
Naked Juice LLC
62984CAD5
1026052.64000000
PA
USD
916839.60000000
0.758578849113
Long
LON
CORP
US
N
2
2029-01-24
Floating
8.68914500
N
N
N
N
N
N
USI Inc
2549006D7UF7072T7I27
USI INC/NY
90351NAN5
997500.00000000
PA
USD
1000263.08000000
0.827602141134
Long
LON
CORP
US
N
2
2030-09-27
Floating
8.08458000
N
N
N
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust 2023-S1
80286QAC3
2910.00000000
PA
USD
621273.57000000
0.514032105196
Long
ABS-O
CORP
US
N
2
2028-04-18
None
0.00000000
N
N
N
N
N
N
American Airlines Inc
IWUQB36BXD6OWD6X4T14
AMERICAN AIRLINES INC
02376CBM6
500000.00000000
PA
USD
498250.00000000
0.412244313586
Long
LON
CORP
US
N
2
2029-06-04
Floating
7.77493000
N
N
N
N
N
N
Amazon Holdco Inc.
N/A
AMAZON HOLDCO INC
000000000
1000000.00000000
PA
USD
1003750.00000000
0.830487164600
Long
LON
CORP
US
N
2
2031-07-30
Floating
0.00000000
N
N
N
N
N
N
Truist Insurance Holdings, LLC
N/A
TRUIST INSURANCE HOLDINGS LLC
89788VAB8
800000.00000000
PA
USD
803500.00000000
0.664803423916
Long
LON
CORP
US
N
2
2031-05-06
Floating
8.58458000
N
N
N
N
N
N
GEOPARK LTD
529900ZR5QI19AH4KZ07
Geopark Ltd
37255BAB5
650000.00000000
PA
USD
610607.47000000
0.505207139670
Long
DBT
CORP
BM
N
2
2027-01-17
Fixed
5.50000000
N
N
N
N
N
N
Dealer Tire Financial LLC
894500QBE5Z2XQWCJ779
DEALER TIRE FINANCIAL LL
24228HAQ1
957961.11950000
PA
USD
963354.44000000
0.797064505485
Long
LON
CORP
US
N
2
2031-06-25
Floating
8.84371000
N
N
N
N
N
N
Bangl LLC
549300PM5ZCKF0QY2J26
BANGL LLC
05989UAC1
1246865.45000000
PA
USD
1258561.05000000
1.041313870875
Long
LON
CORP
US
N
2
2029-02-01
Floating
9.82460000
N
N
N
N
N
N
Nexus Buyer LLC
254900PILSANV8WOOF24
Nexus Buyer LLC
65343UAE2
300000.00000000
PA
USD
299812.50000000
0.248060207259
Long
LON
CORP
US
N
2
2029-11-05
Floating
11.69371000
N
N
N
N
N
N
Evergreen AcqCo 1 LP
549300F6POVHG3ME8T95
EVERGREEN ACQCO 1 LP
30015FAG1
1037079.68000000
PA
USD
1044536.28000000
0.864233099377
Long
LON
CORP
US
N
2
2028-04-26
Floating
0.00000000
N
N
N
N
N
N
Wilsonart LLC
549300SAZRUMYKDJBY14
WILSONART LLC
000000000
1000000.00000000
PA
USD
986875.00000000
0.816525051621
Long
LON
CORP
US
N
2
2031-07-25
Floating
0.00000000
N
N
N
N
N
N
NGP XI Midstream Holdings LLC
2549002U9Q0WZYCHRJ82
NGP XI MIDSTREAM HOLDINGS LLC
000000000
825000.00000000
PA
USD
823968.75000000
0.681738949845
Long
LON
CORP
US
N
2
2031-07-25
Floating
9.28460000
N
N
N
N
N
N
Fortress Intermediate 3 Inc.
N/A
FORTRESS INTERMEDIATE
34966LAB0
1000000.00000000
PA
USD
1001875.00000000
0.828935818714
Long
LON
CORP
US
N
2
2031-06-27
Floating
9.09712000
N
N
N
N
N
N
Fiesta Purchaser, Inc.
N/A
Shearer's Foods 01/31/31
31659LAB8
1025000.00000000
PA
USD
1032631.13000000
0.854382963120
Long
LON
CORP
US
N
2
2031-02-12
Floating
9.34371000
N
N
N
N
N
N
NAVIENT CORP
54930067J0ZNOEBRW338
Navient Corp
63938CAK4
650000.00000000
PA
USD
629096.78000000
0.520504907677
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.00000000
N
N
N
N
N
N
Truist Insurance Holdings, LLC
N/A
TRUIST INSURANCE HOLDING
89788VAE2
350000.00000000
PA
USD
360312.75000000
0.298117174711
Long
LON
CORP
US
N
2
2032-05-06
Floating
10.08458000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR Debt Notes 2017-HQA1
3137G0ND7
489903.65000000
PA
USD
581087.95000000
0.480783147177
Long
ABS-MBS
CORP
US
N
2
2029-08-25
Floating
18.21162000
N
N
N
N
N
N
Madison Iaq LLC
549300IXDNBXNHUPBU73
MADISON IAQ LLC
55759VAB4
1180950.62000000
PA
USD
1184440.33000000
0.979987538032
Long
LON
CORP
US
N
2
2028-06-21
Floating
7.88923000
N
N
N
N
N
N
Calpine Corporation
43R4VPJBXTU2O15HEF41
CALPINE CORP
13134MBX0
600000.00000000
PA
USD
602865.00000000
0.498801140211
Long
LON
CORP
US
N
2
2027-12-16
Floating
7.34371000
N
N
N
N
N
N
Freddie Mac - STACR
549300D2VO9JVX6KU482
STACR Trust 2018-HRP1
3137G0VB2
658988.67000000
PA
USD
804976.54000000
0.666025090186
Long
ABS-MBS
CORP
US
N
2
2043-05-25
Floating
17.21162000
N
N
N
N
N
N
UPC Financing Partnership
213800DXWIS9KORQ3X94
UPC Financing Partnership
000000000
1060000.00000000
PA
USD
1057047.90000000
0.874585019494
Long
LON
CORP
US
N
2
2029-01-31
Floating
8.44328000
N
N
N
N
N
N
2024-09-23
PAYDEN & RYGEL INVESTMENT GROUP
Sandi Brents
Sandi Brents
Compliance Officer
XXXX
NPORT-EX
2
PR20PR073124.htm
Payden
Floating
Rate
Fund
Schedule
of
Investments
-
July
31,
2024
(Unaudited)
Principal
or
Shares
Security
Description
Value
(000)
Asset
Backed
(3%
)
400,000
Cologix
Canadian
Issuer
LP
2022-1CAN
144A,
7.74%,
1/25/52
CAD (a)(b)
$
272
10
Exeter
Automobile
Receivables
Trust
2021-2
,
0.00%,
2/15/28 (c)
729
750,000
Hotwire
Funding
LLC
2024-1A
144A,
9.19%,
6/20/54 (b)
776
840,000
Santander
Bank
Auto
Credit-Linked
Notes
2022-
C
144A,
14.59%,
12/15/32 (b)
937
50
Santander
Consumer
Auto
Receivables
Trust
2021-C
,
0.00%,
6/15/28 (c)
589
2,910
Santander
Drive
Auto
Receivables
Trust
2023-S1
144A,
0.00%,
4/18/28 (b)(c)
621
Total
Asset
Backed
(Cost
-
$4,229)
3,924
Bank
Loans(d)
(83%
)
Automotive
(5%)
480,000
American
Axle
&
Manufacturing
Inc.
Term
Loan
B
1L,
(1
mo.
Term
Secured
Overnight
Financing
Rate
+
3.000%),
8.33%,
12/12/29
483
997,500
Clarios
Global
LP
Term
Loan
B
1L,
(1
mo.
Term
Secured
Overnight
Financing
Rate
+
2.500%),
7.84%,
5/06/30
1,001
1,346,250
Driven
Holdings
LLC
Term
Loan
B
1L,
(1
mo.
Term
Secured
Overnight
Financing
Rate
+
3.000%),
8.46%,
12/15/28
1,341
700,000
Tenneco
Inc.
Term
Loan
B
1L,
(3
mo.
Term
Secured
Overnight
Financing
Rate
+
5.000%),
10.43%,
11/17/28
669
1,050,000
Wand
NewCo
3
Inc.
Term
Loan
B
1L,
(1
mo.
Term
Secured
Overnight
Financing
Rate
+
3.250%),
8.60%,
1/30/31
1,056
1,022,438
WestJet
Loyalty
LP
Term
Loan
B
1L,
(3
mo.
Term
Secured
Overnight
Financing
Rate
+
2.750%),
9.08%,
2/14/31
1,025
5,575
Basic
Industry
(5%)
500,000
American
Airlines
Inc.
Term
Loan
B
1L,
(3
mo.
Term
Secured
Overnight
Financing
Rate
+
2.500%),
7.78%,
6/04/29
498
490,000
American
Airlines
Inc.
Term
Loan
B
1L,
(1
mo.
Term
Secured
Overnight
Financing
Rate
+
1.750%),
8.19%,
2/15/28
489
187,500
American
Airlines
Inc.
Term
Loan
1L,
(3
mo.
Term
Secured
Overnight
Financing
Rate
+
4.750%),
10.29%,
4/20/28
194
1,017,325
Arsenal
Aic
Parent
LLC
Term
Loan
B
1L,
(1
mo.
Term
Secured
Overnight
Financing
Rate
+
3.750%),
9.09%,
8/18/30
1,023
1,017,450
Ineos
U.S.
Petrochem
LLC
Term
Loan
B
1L,
(1
mo.
Term
Secured
Overnight
Financing
Rate
+
3.250%),
9.69%,
4/02/29
1,019
847,854
Mauser
Packaging
Solutions
Holding
Co.
Term
Loan
B1
1L,
(1
mo.
Term
Secured
Overnight
Financing
Rate
+
2.000%),
8.84%,
4/15/27
852
1,016,840
SCIH
Salt
Holdings
Inc.
Term
Loan
B
1L,
(3
mo.
Term
Secured
Overnight
Financing
Rate
+
4.000%),
8.76%,
3/16/27
1,021
498,750
Transdigm
Inc.
Term
Loan
J
1L,
(3
mo.
Term
Secured
Overnight
Financing
Rate
+
2.500%),
7.84%,
2/28/31
501
Principal
or
Shares
Security
Description
Value
(000)
680,767
Transdigm
Inc.
Term
Loan
K
1L,
(3
mo.
Term
Secured
Overnight
Financing
Rate
+
2.750%),
8.09%,
3/22/30
$
684
6,281
Capital
Goods
(4%)
664,768
Cimpress
PLC
Term
Loan
B1
1L,
(1
mo.
Term
Secured
Overnight
Financing
Rate
+
3.000%),
8.34%,
5/17/28
670
1,050,000
Husky
Injection
Molding
Systems
Ltd.
Term
Loan
B
1L,
(3
mo.
Term
Secured
Overnight
Financing
Rate
+
5.000%),
10.33%,
2/15/29
1,053
1,180,951
Madison
Iaq
LLC
Term
Loan
B
1L,
(6
mo.
Term
Secured
Overnight
Financing
Rate
+
3.250%),
7.89%,
6/21/28
1,184
1,261,502
TK
Elevator
Midco
Gmbh
Term
Loan
B
1L,
(3
mo.
Term
Secured
Overnight
Financing
Rate
+
3.500%),
8.59%,
4/30/30
1,270
1,000,000
Wilsonart
LLC
Term
Loan
B
1L,
(1
mo.
Term
Secured
Overnight
Financing
Rate
+
4.250%),
4.25%,
7/25/31
987
5,164
Consumer
Goods
(2%)
643,367
Journey
Personal
Care
Corp.
Term
Loan
1L,
(1
mo.
Term
Secured
Overnight
Financing
Rate
+
4.250%),
9.71%,
3/01/28
642
598,500
United
Natural
Foods
Inc.
Term
Loan
B
1L,
(1
mo.
Term
Secured
Overnight
Financing
Rate
+
3.750%),
10.09%,
4/25/31
604
1,020,000
Verde
Purchaser
LLC
Term
Loan
B
1L,
(3
mo.
Term
Secured
Overnight
Financing
Rate
+
4.000%),
9.84%,
11/30/30
1,023
2,269
Energy
(9%)
1,246,865
Bangl
LLC
Term
Loan
B
1L,
(3
mo.
Term
Secured
Overnight
Financing
Rate
+
3.500%),
9.83%,
2/01/29
1,259
600,000
Calpine
Corp.
Term
Loan
B5
1L,
(1
mo.
Term
Secured
Overnight
Financing
Rate
+
1.000%),
7.34%,
12/16/27
603
797,084
CQP
Holdco
LP
Term
Loan
B
1L,
(3
mo.
Term
Secured
Overnight
Financing
Rate
+
1.250%),
7.59%,
12/31/30
800
850,000
Epic
Y
Grade
Services
LP
Term
Loan
B
1L,
(3
mo.
Term
Secured
Overnight
Financing
Rate
+
4.750%),
11.07%,
6/29/29
852
825,000
NGP
XI
Midstream
Holdings
LLC
Term
Loan
B
1L,
(2
mo.
Term
Secured
Overnight
Financing
Rate
+
5.000%),
9.29%,
7/25/31
824
997,481
NorthRiver
Midstream
Finance
LP
Term
Loan
B
1L,
(3
mo.
Term
Secured
Overnight
Financing
Rate
+
2.000%),
7.83%,
8/16/30
1,002
1,036,875
Par
Petroleum
LLC
Term
Loan
B
1L,
(3
mo.
Term
Secured
Overnight
Financing
Rate
+
3.750%),
9.06%,
2/28/30
1,045
997,500
Prairie
ECI
Acquiror
LP
Term
Loan
1L,
(1
mo.
Term
Secured
Overnight
Financing
Rate
+
4.750%),
10.09%,
8/01/29
999
302,143
Talen
Energy
Supply
LLC
Term
Loan
C
1L,
(3
mo.
Term
Secured
Overnight
Financing
Rate
+
3.500%),
8.83%,
5/17/30
306
Payden
Floating
Rate
Fund
continued
Principal
or
Shares
Security
Description
Value
(000)
715,629
Talen
Energy
Supply
LLC
Term
Loan
B
1L,
(3
mo.
Term
Secured
Overnight
Financing
Rate
+
3.500%),
8.83%,
5/17/30
$
725
407,035
TerraForm
Power
Operating
LLC
Term
Loan
B
1L,
(3
mo.
Term
Secured
Overnight
Financing
Rate
+
1.500%),
7.94%,
5/21/29
409
985,000
U.S.
Silica
Co.
Term
Loan
B
1L,
(1
mo.
Term
Secured
Overnight
Financing
Rate
+
4.500%),
4.50%,
7/18/31
984
985,000
WaterBridge
Midstream
Operating
LLC
Term
Loan
B
1L,
(3
mo.
Term
Secured
Overnight
Financing
Rate
+
4.750%),
10.09%,
6/21/29
982
10,790
Financial
Services
(7%)
1,462,500
Albion
Financing
3
SARL
Term
Loan
B
1L,
(3
mo.
Term
Secured
Overnight
Financing
Rate
+
3.250%),
9.83%,
8/17/29
1,476
1,037,716
AmWINS
Group
Inc.
Term
Loan
B
1L,
(1
mo.
Term
Secured
Overnight
Financing
Rate
+
2.250%),
7.71%,
2/19/28
1,041
1,050,000
Boost
Newco
Borrower
LLC
Term
Loan
B
1L,
(3
mo.
Term
Secured
Overnight
Financing
Rate
+
3.000%),
8.34%,
1/31/31
1,054
957,961
Dealer
Tire
Financial
LLC
Term
Loan
B
1L,
(1
mo.
Term
Secured
Overnight
Financing
Rate
+
2.500%),
8.84%,
7/02/31
963
1,025,000
Fiesta
Purchaser
Inc.
Term
Loan
B
1L,
(1
mo.
Term
Secured
Overnight
Financing
Rate
+
3.000%),
9.34%,
2/12/31
1,033
1,026,053
Naked
Juice
LLC
Term
Loan
1L,
(3
mo.
Term
Secured
Overnight
Financing
Rate
+
3.250%),
8.69%,
1/24/29
917
477,500
Nexus
Buyer
LLC
Term
Loan
B
1L,
(1
mo.
Term
Secured
Overnight
Financing
Rate
+
3.750%),
9.19%,
11/09/26
473
498,750
Nexus
Buyer
LLC
Term
Loan
B
1L,
(1
mo.
Term
Secured
Overnight
Financing
Rate
+
4.500%),
9.84%,
12/13/28
499
300,000
Nexus
Buyer
LLC
Term
Loan
2L,
(1
mo.
Term
Secured
Overnight
Financing
Rate
+
6.250%),
11.69%,
11/05/29
300
580,575
Starwood
Property
Mortgage
LLC
Term
Loan
B3
1L,
(1
mo.
Term
Secured
Overnight
Financing
Rate
+
3.250%),
8.69%,
7/24/26
583
8,339
Healthcare
(10%)
987,500
Amneal
Pharmaceuticals
LLC
Term
Loan
B
1L,
(1
mo.
Term
Secured
Overnight
Financing
Rate
+
4.500%),
10.84%,
5/04/28
998
1,301,748
AthenaHealth
Group
Inc.
Term
Loan
B
1L,
(1
mo.
Term
Secured
Overnight
Financing
Rate
+
2.250%),
8.59%,
2/15/29
1,301
1,022,275
Bausch
&
Lomb
Corp.
Term
Loan
1L,
(1
mo.
Term
Secured
Overnight
Financing
Rate
+
3.000%),
9.34%,
9/29/28
1,018
1,000,000
Concentra
Health
Services
Inc.
Term
Loan
B
1L,
(1
mo.
Term
Secured
Overnight
Financing
Rate
+
1.250%),
2.25%,
7/25/31
1,004
1,211,250
Embecta
Corp.
Term
Loan
B
1L,
(1
mo.
Term
Secured
Overnight
Financing
Rate
+
3.000%),
8.34%,
3/30/29
1,160
Principal
or
Shares
Security
Description
Value
(000)
172,829
Fortrea
Holdings
Inc.
Term
Loan
B
1L,
(1
mo.
Term
Secured
Overnight
Financing
Rate
+
2.750%),
9.09%,
7/01/30
$
174
785,903
Jazz
Financing
Lux
Sarl
Term
Loan
B2
1L,
(1
mo.
Term
Secured
Overnight
Financing
Rate
+
2.250%),
7.59%,
5/05/28
788
1,000,000
LifePoint
Health
Inc.
Term
Loan
B
1L,
(3
mo.
Term
Secured
Overnight
Financing
Rate
+
3.750%),
10.05%,
11/16/28
1,007
1,000,000
Medline
Borrower
LP
Term
Loan
1L,
(1
mo.
Term
Secured
Overnight
Financing
Rate
+
2.750%),
7.59%,
10/23/28
1,002
855,593
Owens
&
Minor
Inc.
Term
Loan
B1
1L,
(1
mo.
Term
Secured
Overnight
Financing
Rate
+
3.750%),
9.19%,
3/29/29
856
1,317,647
Padagis
LLC
Term
Loan
B
1L,
(3
mo.
Term
Secured
Overnight
Financing
Rate
+
4.750%),
10.33%,
7/06/28
1,275
1,000,000
Sotera
Health
Holdings
LLC
Term
Loan
B
1L,
(1
mo.
Term
Secured
Overnight
Financing
Rate
+
2.250%),
8.59%,
5/30/31
1,000
1,047,375
Star
Parent
Inc.
Term
Loan
B
1L,
(3
mo.
Term
Secured
Overnight
Financing
Rate
+
4.000%),
9.09%,
9/27/30
1,050
12,633
Insurance
(5%)
505,708
Alliant
Holdings
Intermediate
LLC
Term
Loan
B6
1L,
(1
mo.
Term
Secured
Overnight
Financing
Rate
+
2.500%),
8.85%,
11/06/30
509
548,625
AssuredPartners
Inc.
Term
Loan
B5
1L,
(1
mo.
Term
Secured
Overnight
Financing
Rate
+
2.500%),
8.84%,
2/14/31
551
1,325,200
Asurion
LLC
Term
Loan
B8
1L,
(1
mo.
Term
Secured
Overnight
Financing
Rate
+
3.250%),
8.71%,
12/23/26
1,322
350,000
Asurion
LLC
Term
Loan
B4
2L,
(1
mo.
Term
Secured
Overnight
Financing
Rate
+
5.250%),
10.71%,
1/20/29
324
1,058,283
HUB
International
Ltd.
Term
Loan
B
1L,
(2
mo.
Term
Secured
Overnight
Financing
Rate
+
2.000%),
8.23%,
6/20/30
1,061
800,000
Truist
Insurance
Holdings
LLC
Term
Loan
B
1L,
(3
mo.
Term
Secured
Overnight
Financing
Rate
+
3.250%),
8.59%,
5/06/31
804
350,000
Truist
Insurance
Holdings
LLC
Term
Loan
2L,
(3
mo.
Term
Secured
Overnight
Financing
Rate
+
4.750%),
10.09%,
5/06/32
360
997,500
USI
Inc.
Term
Loan
B
1L,
(3
mo.
Term
Secured
Overnight
Financing
Rate
+
2.750%),
8.09%,
9/27/30
1,000
5,931
Leisure
(5%)
331,625
Caesars
Entertainment
Inc.
Term
Loan
B1
1L,
(3
mo.
Term
Secured
Overnight
Financing
Rate
+
2.250%),
8.10%,
2/06/30
333
1,033,781
Fertitta
Entertainment
LLC
Term
Loan
B
1L,
(1
mo.
Term
Secured
Overnight
Financing
Rate
+
3.000%),
9.08%,
1/27/29
1,038
1,462,500
Flynn
Restaurant
Group
LP
Term
Loan
B
1L,
(1
mo.
Term
Secured
Overnight
Financing
Rate
+
4.250%),
9.71%,
12/01/28
1,467
Principal
or
Shares
Security
Description
Value
(000)
582,000
MajorDrive
Holdings
IV
LLC
Term
Loan
B
1L,
(3
mo.
Term
Secured
Overnight
Financing
Rate
+
4.000%),
9.60%,
6/01/28
$
582
1,019,875
Ontario
Gaming
GTA
LP
Term
Loan
B
1L,
(3
mo.
Term
Secured
Overnight
Financing
Rate
+
3.250%),
9.59%,
8/01/30
1,026
1,047,375
Tacala
Investment
Corp.
Term
Loan
1L,
(1
mo.
Term
Secured
Overnight
Financing
Rate
+
3.000%),
9.34%,
1/31/31
1,054
5,500
Media
(10%)
737,751
Advantage
Sales
&
Marketing
Inc.
Term
Loan
B2
1L,
(3
mo.
Term
Secured
Overnight
Financing
Rate
+
4.250%),
9.83%,
10/28/27
712
1,111,847
Altice
Financing
SA
Term
Loan
B
1L,
(3
mo.
Term
Secured
Overnight
Financing
Rate
+
4.000%),
10.30%,
10/31/27
963
1,356,690
Banijay
Group
U.S.
Holdings
Inc.
Term
Loan
B
1L,
(1
mo.
Term
Secured
Overnight
Financing
Rate
+
3.250%),
8.57%,
3/01/28
1,362
1,194,000
CNT
Holdings
I
Corp.
Term
Loan
B
1L,
(3
mo.
Term
Secured
Overnight
Financing
Rate
+
3.500%),
8.75%,
11/08/27
1,200
486,937
CSC
Holdings
LLC
Term
Loan
B5
1L,
(LIBOR
USD
1-Month
+
2.500%),
7.94%,
4/15/27
417
205,125
E.W.
Scripps
Co.
Term
Loan
B3
1L,
(1
mo.
Term
Secured
Overnight
Financing
Rate
+
3.000%),
8.46%,
1/07/28
184
1,231,900
Endurance
International
Group
Holdings
Inc.
Term
Loan
B
1L,
(1
mo.
Term
Secured
Overnight
Financing
Rate
+
3.500%),
8.95%,
2/10/28
1,107
1,064,068
Gray
Television
Inc.
Term
Loan
D
1L,
(1
mo.
Term
Secured
Overnight
Financing
Rate
+
3.000%),
8.46%,
12/01/28
991
640,127
McGraw-Hill
Education
Inc.
Term
Loan
B
1L,
(3
mo.
Term
Secured
Overnight
Financing
Rate
+
4.750%),
10.35%,
7/28/28
642
1,020,469
MH
Sub
I
LLC
Term
Loan
B3
1L,
(1
mo.
Term
Secured
Overnight
Financing
Rate
+
3.250%),
9.59%,
5/03/28
1,019
300,000
MH
Sub
I
LLC
Term
Loan
2L,
(3
mo.
Term
Secured
Overnight
Financing
Rate
+
6.250%),
11.50%,
2/23/29
299
992,405
Sinclair
Television
Group
Inc.
Term
Loan
B4
1L,
(1
mo.
Term
Secured
Overnight
Financing
Rate
+
2.750%),
9.19%,
4/21/29
707
1,060,000
UPC
Financing
Partnership
Term
Loan
AX
1L,
(1
mo.
Term
Secured
Overnight
Financing
Rate
+
3.000%),
8.44%,
1/31/29
1,057
500,000
Virgin
Media
Bristol
LLC
Term
Loan
Y
1L,
(6
mo.
Term
Secured
Overnight
Financing
Rate
+
3.250%),
8.66%,
3/31/31
479
600,000
Virgin
Media
Bristol
LLC
Term
Loan
Q
1L,
(1
mo.
Term
Secured
Overnight
Financing
Rate
+
3.250%),
8.69%,
1/31/29
578
11,717
Real
Estate
(1%)
992,513
Greystar
Real
Estate
Partners
LLC
Term
Loan
B1
1L,
(3
mo.
Term
Secured
Overnight
Financing
Rate
+
2.250%),
8.58%,
8/21/30
997
Principal
or
Shares
Security
Description
Value
(000)
Retail
(5%)
1,037,080
Evergreen
AcqCo
1
LP
Term
Loan
1L,
(3
mo.
Term
Secured
Overnight
Financing
Rate
+
5.750%),
9.09%,
4/26/28
$
1,045
691,250
Hanesbrands
Inc.
Term
Loan
B
1L,
(1
mo.
Term
Secured
Overnight
Financing
Rate
+
2.750%),
9.09%,
3/08/30
694
525,000
Harbor
Freight
Tools
USA
Inc.
Term
Loan
B
1L,
(1
mo.
Term
Secured
Overnight
Financing
Rate
+
2.500%),
7.84%,
6/11/31
519
1,040,339
IRB
Holding
Corp.
Term
Loan
B
1L,
(1
mo.
Term
Secured
Overnight
Financing
Rate
+
2.750%),
8.19%,
12/15/27
1,042
770,000
MIC
Glen
LLC
Term
Loan
1L,
(1
mo.
Term
Secured
Overnight
Financing
Rate
+
3.250%),
8.96%,
7/21/28
772
219,450
MIC
Glen
LLC
Term
Loan
B2
1L,
(1
mo.
Term
Secured
Overnight
Financing
Rate
+
3.250%),
9.71%,
7/21/28
221
485,000
Michaels
Cos.
Inc.
Term
Loan
1L,
(3
mo.
Term
Secured
Overnight
Financing
Rate
+
4.250%),
9.85%,
4/15/28
398
679,000
PetsMart
LLC
Term
Loan
B
1L,
(1
mo.
Term
Secured
Overnight
Financing
Rate
+
3.500%),
9.19%,
2/11/28
675
971,873
Whatabrands
LLC
Term
Loan
B
1L,
(1
mo.
Term
Secured
Overnight
Financing
Rate
+
2.750%),
8.09%,
8/03/28
974
6,340
Service
(2%)
1,000,000
ABG
Intermediate
Holdings
2
LLC
Term
Loan
B1
1L,
(1
mo.
Term
Secured
Overnight
Financing
Rate
+
1.750%),
2.75%,
12/21/28
1,005
810,285
Adtalem
Global
Education
Inc.
Term
Loan
B
1L,
(1
mo.
Term
Secured
Overnight
Financing
Rate
+
3.500%),
8.84%,
8/11/28
816
1,246,875
Omnia
Partners
LLC
Term
Loan
B
1L,
(3
mo.
Term
Secured
Overnight
Financing
Rate
+
2.750%),
8.53%,
7/25/30
1,252
3,073
Technology
(6%)
1,000,000
Amazon
Holdco
Inc.
Term
Loan
1L,
(1
mo.
Term
Secured
Overnight
Financing
Rate
+
2.750%),
2.25%,
7/30/31
1,004
647,535
Boxer
Parent
Co.
Inc.
Term
Loan
B
1L,
(1
mo.
Term
Secured
Overnight
Financing
Rate
+
4.250%),
9.34%,
12/29/28
646
1,237,487
Cloud
Software
Group
Inc.
Term
Loan
B
1L,
(2
mo.
Term
Secured
Overnight
Financing
Rate
+
3.000%),
9.34%,
3/30/29
1,238
985,000
Darktrace
PLC
Term
Loan
2L,
(1
mo.
Term
Secured
Overnight
Financing
Rate
+
5.250%),
5.25%,
7/02/32
978
1,000,000
Fortress
Intermediate
3
Inc.
Term
Loan
B
1L,
(1
mo.
Term
Secured
Overnight
Financing
Rate
+
3.750%),
9.10%,
6/27/31
1,002
850,000
Modena
Buyer
LLC
Term
Loan
B
1L,
(3
mo.
Term
Secured
Overnight
Financing
Rate
+
3.500%),
9.83%,
7/01/31
820
Payden
Floating
Rate
Fund
continued
Principal
or
Shares
Security
Description
Value
(000)
1,327,719
Peraton
Corp.
Term
Loan
B
1L,
(1
mo.
Term
Secured
Overnight
Financing
Rate
+
3.750%),
9.19%,
2/01/28
$
1,330
7,018
Telecommunications
(4%)
1,310,000
Frontier
Communications
Term
Loan
B
1L,
(6
mo.
Term
Secured
Overnight
Financing
Rate
+
3.500%),
8.76%,
7/01/31
1,321
1,114,972
Gogo
Intermediate
Holdings
LLC
Term
Loan
B
1L,
(1
mo.
Term
Secured
Overnight
Financing
Rate
+
3.750%),
9.21%,
4/30/28
1,115
997,500
Iridium
Satellite
LLC
Term
Loan
B4
1L,
(1
mo.
Term
Secured
Overnight
Financing
Rate
+
1.250%),
7.60%,
9/20/30
991
1,132,262
Numericable
U.S.
LLC
Term
Loan
B14-EXT
1L,
(3
mo.
Term
Secured
Overnight
Financing
Rate
+
4.500%),
10.80%,
8/15/28
867
278,025
Univision
Communications
Inc.
Term
Loan
B
1L,
(1
mo.
Term
Secured
Overnight
Financing
Rate
+
3.250%),
8.71%,
3/15/26
278
650,000
Zegona
Holdco
Ltd.
Term
Loan
B
1L,
(1
mo.
Term
Secured
Overnight
Financing
Rate
+
4.250%),
4.25%,
7/10/29
648
5,220
Transportation
(2%)
199,306
Delta
Air
Lines
Inc.
Term
Loan
B
1L,
(3
mo.
Term
Secured
Overnight
Financing
Rate
+
3.750%),
9.03%,
10/20/27
204
640,294
First
Student
Bidco
Inc.
Term
Loan
B
1L,
(3
mo.
Term
Secured
Overnight
Financing
Rate
+
3.000%),
8.60%,
7/21/28
642
195,270
First
Student
Bidco
Inc.
Term
Loan
C
1L,
(3
mo.
Term
Secured
Overnight
Financing
Rate
+
3.000%),
8.60%,
7/21/28
196
615,601
Spirit
Aerosystems
Inc.
Term
Loan
B
1L,
(3
mo.
Term
Secured
Overnight
Financing
Rate
+
3.500%),
9.50%,
1/15/27
624
997,500
United
AirLines
Inc.
Term
Loan
B
1L,
(3
mo.
Term
Secured
Overnight
Financing
Rate
+
1.750%),
8.03%,
2/22/31
1,003
2,669
Utility
(1%)
1,044,750
Conservice
Midco
LLC
Term
Loan
1L,
(1
mo.
Term
Secured
Overnight
Financing
Rate
+
3.500%),
8.84%,
5/13/27
1,050
Total
Bank
Loans
(Cost
-
$100,540)
100,566
Corporate
Bond
(8%
)
500,000
Aethon
United
BR
LP/Aethon
United
Finance
Corp.
144A,
8.25%,
2/15/26 (b)
507
700,000
Ally
Financial
Inc.
B,
(5
yr.
US
Treasury
Yield
Curve
Rate
T
Note
Constant
Maturity
+
3.868%),
4.70% (e)(f)
644
500,000
ARD
Finance
SA
144A,
6.50%,
6/30/27 (b)
127
250,000
Athabasca
Oil
Corp.
144A,
6.75%,
8/09/29
CAD (a)(b)
182
528,872
Borr
IHC
Ltd./Borr
Finance
LLC
144A,
10.00%,
11/15/28 (b)
554
Principal
or
Shares
Security
Description
Value
(000)
675,000
Frontera
Energy
Corp.
144A,
7.88%,
6/21/28 (b)
$
546
650,000
Geopark
Ltd.
144A,
5.50%,
1/17/27 (b)
611
600,000
Global
Marine
Inc.
,
7.00%,
6/01/28
565
650,000
Gran
Tierra
Energy
Inc.
144A,
9.50%,
10/15/29 (b)
617
1,000,000
Hess
Midstream
Operations
LP
144A,
6.50%,
6/01/29 (b)
1,020
675,000
Icahn
Enterprises
LP/Icahn
Enterprises
Finance
Corp.
,
5.25%,
5/15/27
648
450,000
International
Petroleum
Corp.
144A,
7.25%,
2/01/27 (b)(g)
442
675,000
MPT
Operating
Partnership
LP/MPT
Finance
Corp.
,
5.25%,
8/01/26
607
650,000
Navient
Corp.
,
5.00%,
3/15/27
629
500,000
Tullow
Oil
PLC
144A,
10.25%,
5/15/26 (b)
483
600,000
W&T
Offshore
Inc.
144A,
11.75%,
2/01/26 (b)
617
Total
Corporate
Bond
(Cost
-
$9,081)
8,799
Mortgage
Backed
(2%
)
661,021
Freddie
Mac
STACR
Debt
Notes
2015-HQA2,
(U.S.
Secured
Overnight
Financing
Rate
Index
30day
Average
+
10.614%),
15.96%,
5/25/28 (f)
720
489,904
Freddie
Mac
STACR
Debt
Notes
2017-HQA1,
(U.S.
Secured
Overnight
Financing
Rate
Index
30day
Average
+
12.864%),
18.21%,
8/25/29 (f)
581
658,989
STACR
Trust
2018-HRP1
144A,
(U.S.
Secured
Overnight
Financing
Rate
Index
30day
Average
+
11.864%),
17.21%,
5/25/43 (b)(f)
805
Total
Mortgage
Backed
(Cost
-
$1,842)
2,106
Investment
Company
(9%
)
11,176,366
Payden
Cash
Reserves
Money
Market
Fund *
(Cost
-
$11,176)
11,176
Total
Investments
(Cost
-
$126,868)
(105%)
126,571
Liabilities
in
excess
of
Other
Assets
(-5%)
(5,620)
Net
Assets
(100%)
$
120,951
*
Affiliated
investment.
(a)
Principal
in
foreign
currency.
(b)
Security
offered
only
to
qualified
institutional
investors,
and
thus
is
not
registered
for
sale
to
the
public
under
rule
144A
of
the
Securities
Act
of
1933.
It
has
been
deemed
liquid
under
guidelines
approved
by
the
Board.
(c)
Yield
to
maturity
at
time
of
purchase.
(d)
Floating
rate
security.
The
rate
shown
reflects
the
rate
in
effect
at
July
31,
2024.
The
stated
maturity
is
subject
to
prepayments.
(e)
Perpetual
security
with
no
stated
maturity
date.
(f)
Floating
rate
security.
The
rate
shown
reflects
the
rate
in
effect
at
July
31,
2024.
(g)
Security
offered
and
sold
outside
the
United
States,
and
thus
is
exempt
from
registration
under
Regulation
S
of
the
Securities
Act
of
1933.
It
has
been
deemed
liquid
under
guidelines
approved
by
the
Board.
Open
Forward
Currency
Contracts
to
USD
Currency
Purchased
(000s)
Currency
Sold
(000s)
Counterparty
Settlement
Date
Unrealized
Appreciation
(000s)
Assets:
USD
251
CAD 343
Citibank,
N.A.
09/26/2024
$
2
Liabilities:
USD
173
CAD 240
State
Street
Bank
&
Trust
Co.
09/26/2024
–
Net
Unrealized
Appreciation
$2