0001145549-24-021285.txt : 20240404 0001145549-24-021285.hdr.sgml : 20240404 20240404114541 ACCESSION NUMBER: 0001145549-24-021285 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20240328 FILED AS OF DATE: 20240404 DATE AS OF CHANGE: 20240404 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: 24822143 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 2024-03-28 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 27 86 402160051.21 416759417.36 415712085.46 376055418.48 403826988.44 462157117.88 466759417.36 465712085.46 426055418.48 438826988.44 0.8491 0.8715 0.8638 0.8416 0.8788 0.9758 0.9760 0.9677 0.9535 0.9549 0.00 467448243.89 467446023.76 1698913.58 11851473.51 457293463.83 457329065.6500 1.0000 0.0539 0.9999 0.9999 0.9999 0.9999 0.9999 C000032175 2000.00 457293463.83 457329065.6500 0.9999 0.9999 0.9999 0.9999 0.9999 945130689.30 952029838.40 764450382.44 760166749.88 791154059.27 788618853.56 1006233937.45 1041165722.22 742314909.12 730077855.36 3462784814.07 3475707568.27 0.0519 Y Payden & Rygel subsidized $40,982 in expenses. DREYFUS TREASURY CASH MANAGEMENT DREYFUS TREASURY CASH MANAGEMENT 5.197564% 261908107 549300MKKM9KT7BF6329 US2619081076 Investment Company Y Fitch, Inc. AAA Moody's Investors Service, Inc. Aaa Standard and Poor's Ratings Services AA+u 2024-03-29 2024-03-29 2024-03-29 N N N 0.0520 20865606.11 20865606.11 0.0456 N Y Y N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 5.585000% 3130AXCQ9 2549001DPIFGXC1TOL40 US3130AXCQ95 U.S. Government Agency Debt Y Fitch, Inc. AAA Moody's Investors Service, Inc. Aaa Standard and Poor's Ratings Services AA+u 2024-09-27 2024-09-27 2024-09-27 N N N 0.0563 4996698.80 4996698.80 0.0109 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 4000898.88 4000898.88 0.0087 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 2024-03-29 2024-11-25 2024-11-25 N N N 0.0533 5005186.90 5005186.90 0.0109 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 2024-04-01 2025-01-02 2025-01-01 N N N 0.0541 4950715.13 4950715.13 0.0108 N N N N UNITED STATES TREASURY BILL UNITED STATES TREASURY BILL 0.000000% 912797GZ4 254900HROIFWPRGM1V77 US912797GZ48 U.S. Treasury Debt Y Fitch, Inc. AAA Moody's Investors Service, Inc. Aaa Standard and Poor's Ratings Services AA+u 2024-04-04 2024-04-04 2024-04-04 N N N 0.0527 9995678.10 9995678.10 0.0219 N Y Y N UNITED STATES TREASURY BILL- WHEN ISSUED UNITED STATES TREASURY BILL- WHEN ISSUED 0.000000% 912797HH3 254900HROIFWPRGM1V77 US912797HH31 U.S. Treasury Debt Y Fitch, Inc. AAA Moody's Investors Service, Inc. Aaa Standard and Poor's Ratings Services AA+u 2024-05-02 2024-05-02 2024-05-02 N N N 0.0538 49772903.50 49772903.50 0.1088 N Y Y N UNITED STATES TREASURY BILL UNITED STATES TREASURY BILL- WHEN ISSUED 0.000000% 912797HQ3 254900HROIFWPRGM1V77 US912797HQ30 U.S. Treasury Debt Y Fitch, Inc. AAA Moody's Investors Service, Inc. Aaa Standard and Poor's Ratings Services AA+u 2024-05-09 2024-05-09 2024-05-09 N N N 0.0537 19888871.20 19888871.20 0.0435 N Y Y N UNITED STATES TREASURY BILL UNITED STATES TREASURY BILL 0.000000% 912797HR1 254900HROIFWPRGM1V77 US912797HR13 U.S. Treasury Debt Y Fitch, Inc. AAA Moody's Investors Service, Inc. Aaa Standard and Poor's Ratings Services AA+u 2024-05-23 2024-05-23 2024-05-23 N N N 0.0536 24810669.50 24810669.50 0.0543 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 0.0534 49522187.50 49522187.50 0.1083 N Y Y N UNITED STATES TREASURY BILL UNITED STATES TREASURY BILL 0.000000% 912797JL2 254900HROIFWPRGM1V77 US912797JL25 U.S. Treasury Debt Y Fitch, Inc. AAA Moody's Investors Service, Inc. Aaa Standard and Poor's Ratings Services AA+u 2024-04-02 2024-04-02 2024-04-02 N N N 0.0529 49992756.00 49992756.00 0.1093 N Y Y N UNITED STATES TREASURY BILL UNITED STATES TREASURY BILL 0.000000% 912797JN8 254900HROIFWPRGM1V77 US912797JN80 U.S. Treasury Debt Y Fitch, Inc. AAA Moody's Investors Service, Inc. Aaa Standard and Poor's Ratings Services AA+u 2024-04-16 2024-04-16 2024-04-16 N N N 0.0535 44901290.70 44901290.70 0.0982 N Y Y N UNITED STATES TREASURY BILL UNITED STATES TREASURY BILL 0.000000% 912797JV0 254900HROIFWPRGM1V77 US912797JV07 U.S. Treasury Debt Y Fitch, Inc. AAA Moody's Investors Service, Inc. Aaa Standard and Poor's Ratings Services AA+u 2024-05-07 2024-05-07 2024-05-07 N N N 0.0535 49737818.50 49737818.50 0.1088 N Y Y N UNITED STATES TREASURY FLOATING RATE NOTE UNITED STATES TREASURY FLOATING RATE NOTE 5.469068% 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 2024-04-02 2024-04-01 2024-04-01 N N N 0.0543 15006332.85 15006332.85 0.0328 N Y Y N UNITED STATES TREASURY FLOATING RATE NOTE UNITED STATES TREASURY FLOATING RATE NOTE 5.425068% 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 2024-04-02 2024-04-01 2024-04-01 N N N 0.0545 13994661.10 13994661.10 0.0306 N Y Y N UNITED STATES TREASURY FLOATING RATE NOTE UNITED STATES TREASURY FLOATING RATE NOTE 5.470068% 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 2024-04-02 2024-04-01 2024-04-01 N N N 0.0544 16005969.12 16005969.12 0.0350 N Y Y N RBC CAPITAL MARKETS LLC ROYLBK 5.29 04/01/24 5.290000% 0000050916 REPO240325040152 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 2027-09-30 0.375000 5851900.00 5118342.46 U.S. Treasuries (including strips) FMAC S6XOOCT0IEG5ABCC6L87 2041-10-01 4.000000 1000.00 154.26 Agency Debentures and Agency Strips FMAC S6XOOCT0IEG5ABCC6L87 2048-11-01 3.000000 1000.00 289.20 Agency Debentures and Agency Strips FMAC S6XOOCT0IEG5ABCC6L87 2047-02-01 3.000000 3451.00 3106.91 Agency Debentures and Agency Strips FMAC S6XOOCT0IEG5ABCC6L87 2054-04-01 6.000000 15027376.00 15278107.77 Agency Debentures and Agency Strips Y 2024-03-31 2024-03-31 2024-04-01 N N N 0.0529 20000000.00 20000000.00 0.0437 N Y Y N GOLDMAN, SACHS & CO GOLDMN 5.28 04/02/24 5.280000% 0000769993 REPO240326040252 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNMA 2046-10-20 3.500000 186463.00 60409.44 Agency Debentures and Agency Strips GNMA 2051-07-20 3.000000 389907.00 242589.70 Agency Debentures and Agency Strips GNMA 2051-09-20 3.000000 366896.00 242757.42 Agency Debentures and Agency Strips FNMA B1V7KEBTPIMZEU4LTD58 2048-04-01 4.500000 1385000.00 264550.69 Agency Debentures and Agency Strips FNMA B1V7KEBTPIMZEU4LTD58 2043-10-01 5.500000 116050.00 111070.12 Agency Debentures and Agency Strips GNMA 2054-03-20 5.500000 4167296.00 4178622.71 Agency Debentures and Agency Strips Y 2024-04-01 2024-04-01 2024-04-02 N N N 0.0528 5000000.00 5000000.00 0.0109 N N Y N CIBC WORLD MARKETS CORP CM 5.3 04/03/24 5.300000% REPO240327040353 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY BILL 254900HROIFWPRGM1V77 2041-02-15 2.125000 200.00 285.87 U.S. Treasuries (including strips) UNITED STATES TREASURY BILL 254900HROIFWPRGM1V77 2046-11-15 2.875000 30500.00 23891.83 U.S. Treasuries (including strips) UNITED STATES TREASURY BILL 254900HROIFWPRGM1V77 2027-01-15 0.375000 100.00 121.83 U.S. Treasuries (including strips) UNITED STATES TREASURY BILL 254900HROIFWPRGM1V77 2047-02-15 3.000000 34100.00 27020.65 U.S. Treasuries (including strips) UNITED STATES TREASURY BILL 254900HROIFWPRGM1V77 2025-12-31 2.625000 8705800.00 8459314.02 U.S. Treasuries (including strips) UNITED STATES TREASURY BILL 254900HROIFWPRGM1V77 2030-01-15 0.125000 100.00 108.50 U.S. Treasuries (including strips) UNITED STATES TREASURY BILL 254900HROIFWPRGM1V77 2050-05-15 1.250000 24900.00 12900.88 U.S. Treasuries (including strips) UNITED STATES TREASURY BILL 254900HROIFWPRGM1V77 2051-02-15 0.125000 200.00 141.67 U.S. Treasuries (including strips) UNITED STATES TREASURY BILL 254900HROIFWPRGM1V77 2032-01-15 0.125000 233700.00 227218.24 U.S. Treasuries (including strips) UNITED STATES TREASURY BILL 254900HROIFWPRGM1V77 2027-04-15 0.125000 100.00 102.92 U.S. Treasuries (including strips) UNITED STATES TREASURY BILL 254900HROIFWPRGM1V77 2032-07-15 0.625000 10500.00 10119.81 U.S. Treasuries (including strips) UNITED STATES TREASURY BILL 254900HROIFWPRGM1V77 2052-11-15 4.000000 1000.00 958.02 U.S. Treasuries (including strips) UNITED STATES TREASURY BILL 254900HROIFWPRGM1V77 2053-02-15 1.500000 1533300.00 1393267.10 U.S. Treasuries (including strips) UNITED STATES TREASURY BILL 254900HROIFWPRGM1V77 2053-08-15 4.125000 46000.00 44587.69 U.S. Treasuries (including strips) Y 2024-04-02 2024-04-02 2024-04-03 N N N 0.0530 10000000.00 10000000.00 0.0219 N N Y N BMO CAPITAL MARKETS CORP. BMOCPM 5.28 04/01/24 5.280000% REPO240328040152 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY BILL 254900HROIFWPRGM1V77 2046-05-15 2.500000 5205200.00 3797293.84 U.S. Treasuries (including strips) UNITED STATES TREASURY BILL 254900HROIFWPRGM1V77 2048-02-15 3.000000 100.00 78.43 U.S. Treasuries (including strips) UNITED STATES TREASURY BILL 254900HROIFWPRGM1V77 2028-11-15 3.125000 100.00 96.51 U.S. Treasuries (including strips) UNITED STATES TREASURY BILL 254900HROIFWPRGM1V77 2030-01-15 0.125000 800.00 868.11 U.S. Treasuries (including strips) UNITED STATES TREASURY BILL 254900HROIFWPRGM1V77 2051-11-15 1.875000 700.00 423.17 U.S. Treasuries (including strips) UNITED STATES TREASURY BILL 254900HROIFWPRGM1V77 2052-02-15 0.125000 200.00 129.55 U.S. Treasuries (including strips) UNITED STATES TREASURY BILL 254900HROIFWPRGM1V77 2053-02-15 1.500000 100.00 90.27 U.S. Treasuries (including strips) UNITED STATES TREASURY BILL 254900HROIFWPRGM1V77 2043-05-15 3.875000 641200.00 600455.02 U.S. Treasuries (including strips) UNITED STATES TREASURY BILL 254900HROIFWPRGM1V77 2028-06-30 4.000000 258000.00 257966.55 U.S. Treasuries (including strips) UNITED STATES TREASURY BILL 254900HROIFWPRGM1V77 2033-07-15 1.375000 23282600.00 22748646.93 U.S. Treasuries (including strips) UNITED STATES TREASURY BILL 254900HROIFWPRGM1V77 2030-07-31 4.000000 1801500.00 1791328.26 U.S. Treasuries (including strips) UNITED STATES TREASURY BILL 254900HROIFWPRGM1V77 2025-08-31 5.000000 150000.00 150973.70 U.S. Treasuries (including strips) UNITED STATES TREASURY BILL 254900HROIFWPRGM1V77 2053-11-15 4.750000 86000.00 93107.58 U.S. Treasuries (including strips) UNITED STATES TREASURY BILL 254900HROIFWPRGM1V77 2026-01-31 4.250000 138600.00 138564.69 U.S. Treasuries (including strips) Y 2024-03-31 2024-03-31 2024-04-01 N N N 0.0528 29000000.00 29000000.00 0.0634 N Y Y N CIT GROUPMKTS CITGMK 5.25 04/04/24 5.250000% REPO240328040452 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY BILL 254900HROIFWPRGM1V77 2026-01-31 0.375000 22040400.00 20399497.19 U.S. Treasuries (including strips) UNITED STATES TREASURY BILL 254900HROIFWPRGM1V77 2026-02-28 0.500000 400.00 370.07 U.S. Treasuries (including strips) UNITED STATES TREASURY BILL 254900HROIFWPRGM1V77 2026-06-30 0.875000 200.00 184.98 U.S. Treasuries (including strips) Y 2024-04-03 2024-04-03 2024-04-04 N N N 0.0525 20000000.00 20000000.00 0.0437 N N Y N Payden Cash Reserves Money Market Fund 2024-04-04 Sandi Brents Sandi Brents Chief Compliance Officer