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Form N-MFP2 PAYDEN & RYGEL INVESTMEN For: Jun 30

July 7, 2022 1:18 PM EDT

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    N-MFP2
    
      
        
          0000885709
          XXXXXXXX
        
      
      
      
      
      
    
  
  
    
      2022-06-30
      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
      41
      
        338756931.81
        250886171.62
        333018233.99
        281545749.24
      
      
        473712813.80
        385851834.15
        442995074.31
        431517217.35
        0.00
      
      
        0.6957
        0.6286
        0.7299
        0.6263
      
      
        0.9729
        0.9669
        0.9710
        0.9599
        0.0000
      
      0.00
      443847470.47
      443965844.75
      1193956.83
      368321.81
      444791479.77
      444771864.2800
      1.0000
      0.0118
      
        0.9998
        0.9997
        0.9997
        0.9997
        0.0000
      
    
    
      C000032175
      2000.00
      444791479.77
      444771864.2800
      
        0.9998
        0.9997
        0.9997
        0.9997
        0.0000
      
      
        895609645.41
        903927435.02
      
      
        1217063990.11
        1255014927.68
      
      
        1224704697.35
        1167672787.81
      
      
        1060543197.37
        1072100926.64
      
      
        0.00
        0.00
      
      
        5283411080.74
        5260657530.87
      
      0.0094
      Y
      Payden & Rygel subsidized $46,839 in expenses.
    
    
      DREYFUS TREASURY CASH MANAGEMENT
      DREYFUS TREASURY CASH MANAGEMENT 1.232240%
      261908107
      549300MKKM9KT7BF6329
      US2619081076
      Investment Company
      Y
      
        Fitch, Inc.
        AAA
      
      
        Moody's Investors Service, Inc.
        Aaa
      
      
        Standard and Poor's Ratings Services
        AA+u
      
      2022-07-01
      2022-07-01
      2099-12-01
      N
      N
      N
      0.0123
      11387359.25
      11387359.25
      0.0256
      N
      Y
      Y
      N
    
    
      FEDERAL HOME LOAN BANK DISCOUNT NOTES
      FHLB DISCOUNT NT 0.000000%
      313385YU4
      2549001DPIFGXC1TOL40
      US313385YU40
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        AAA
      
      
        Moody's Investors Service, Inc.
        Aaa
      
      
        Standard and Poor's Ratings Services
        AA+u
      
      2022-07-01
      2022-07-01
      2022-07-01
      N
      N
      N
      0.0135
      10000000.00
      10000000.00
      0.0225
      N
      Y
      Y
      N
    
    
      FEDERAL HOME LOAN BANK DISCOUNT NOTES
      FEDERAL HOME LOAN BANK DISCOUNT NOTES 0.000000%
      313385ZB5
      2549001DPIFGXC1TOL40
      US313385ZB59
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        AAA
      
      
        Moody's Investors Service, Inc.
        Aaa
      
      
        Standard and Poor's Ratings Services
        AA+u
      
      2022-07-08
      2022-07-08
      2022-07-08
      N
      N
      N
      0.0140
      19994632.40
      19994632.40
      0.0450
      N
      N
      Y
      N
    
    
      FEDERAL HOME LOAN BANK DISCOUNT NOTES
      FHLB 0.000000%
      313385ZJ8
      2549001DPIFGXC1TOL40
      US313385ZJ85
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        AAA
      
      
        Moody's Investors Service, Inc.
        Aaa
      
      
        Standard and Poor's Ratings Services
        AA+u
      
      2022-07-15
      2022-07-15
      2022-07-15
      N
      N
      N
      0.0140
      9994597.40
      9994597.40
      0.0225
      N
      N
      Y
      N
    
    
      FEDERAL HOME LOAN BANK DISCOUNT NOTES
      FHLB 0.000000%
      313385ZP4
      2549001DPIFGXC1TOL40
      US313385ZP46
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        AAA
      
      
        Moody's Investors Service, Inc.
        Aaa
      
      
        Standard and Poor's Ratings Services
        AA+u
      
      2022-07-20
      2022-07-20
      2022-07-20
      N
      N
      N
      0.0140
      4996358.55
      4996358.55
      0.0112
      N
      N
      Y
      N
    
    
      FEDERAL HOME LOAN BANK DISCOUNT NOTES
      FEDERAL HOME LOAN BANK DISCOUNT NOTES 0.000000%
      313385ZR0
      2549001DPIFGXC1TOL40
      US313385ZR02
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        AAA
      
      
        Moody's Investors Service, Inc.
        Aaa
      
      
        Standard and Poor's Ratings Services
        AA+u
      
      2022-07-22
      2022-07-22
      2022-07-22
      N
      N
      N
      0.0140
      14987847.30
      14987847.30
      0.0337
      N
      N
      Y
      N
    
    
      FEDERAL FARM CREDIT BANKS FUNDING CORP
      FEDERAL FARM CREDIT BANKS FUNDING CORP 1.527500%
      3133ENBA7
      P0J8I7M2E0A77CKF1705
      US3133ENBA73
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        AAA
      
      
        Moody's Investors Service, Inc.
        Aaa
      
      
        Standard and Poor's Ratings Services
        AA+u
      
      2022-07-01
      2023-08-21
      2023-08-21
      N
      N
      N
      0.0153
      5000570.65
      5000570.65
      0.0112
      N
      N
      N
      N
    
    
      FEDERAL FARM CREDIT BANKS FUNDING CORP
      FEDERAL FARM CREDIT BANKS FUNDING CORP 1.560000%
      3133ENDP2
      P0J8I7M2E0A77CKF1705
      US3133ENDP25
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        AAA
      
      
        Moody's Investors Service, Inc.
        Aaa
      
      
        Standard and Poor's Ratings Services
        AA+u
      
      2022-07-01
      2023-11-09
      2023-11-09
      N
      N
      N
      0.0156
      2000734.90
      2000734.90
      0.0045
      N
      N
      N
      N
    
    
      FEDERAL FARM CREDIT BANKS FUNDING CORP
      FEDERAL FARM CREDIT BANKS FUNDING CORP 1.570000%
      3133ENGX2
      P0J8I7M2E0A77CKF1705
      US3133ENGX22
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        AAA
      
      
        Moody's Investors Service, Inc.
        Aaa
      
      
        Standard and Poor's Ratings Services
        AA+u
      
      2022-07-01
      2023-12-13
      2023-12-13
      N
      N
      N
      0.0157
      5002333.45
      5002333.45
      0.0112
      N
      N
      N
      N
    
    
      FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES
      FHLMC MULTIFAMILY STRUCTURED PAS 3.300000%
      3137B3NX2
      S6XOOCT0IEG5ABCC6L87
      US3137B3NX29
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        AAA
      
      
        Moody's Investors Service, Inc.
        Aaa
      
      
        Standard and Poor's Ratings Services
        AA+u
      
      2022-07-01
      2023-04-03
      2023-04-01
      N
      N
      N
      0.0330
      4999813.00
      4999813.00
      0.0112
      N
      N
      N
      N
    
    
      FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES
      FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES 3.310000%
      3137B4GY6
      S6XOOCT0IEG5ABCC6L87
      US3137B4GY67
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        AAA
      
      
        Moody's Investors Service, Inc.
        Aaa
      
      
        Standard and Poor's Ratings Services
        AA+u
      
      2022-07-01
      2023-05-01
      2023-05-01
      N
      N
      N
      0.0321
      4769891.23
      4769891.23
      0.0107
      N
      N
      N
      N
    
    
      UNITED STATES TREASURY BILL- WHEN ISSUED
      UNITED STATES TREASURY BILL- WHEN ISSUED 0.000000%
      912796P94
      254900HROIFWPRGM1V77
      US912796P948
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        AAA
      
      
        Moody's Investors Service, Inc.
        Aaa
      
      
        Standard and Poor's Ratings Services
        AA+u
      
      2022-12-01
      2022-12-01
      2022-12-01
      N
      N
      N
      0.0226
      4953276.55
      4953276.55
      0.0111
      N
      Y
      Y
      N
    
    
      UNITED STATES TREASURY BILL
      UNITED STATES TREASURY BILL 0.000000%
      912796R68
      254900HROIFWPRGM1V77
      US912796R688
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        AAA
      
      
        Moody's Investors Service, Inc.
        Aaa
      
      
        Standard and Poor's Ratings Services
        AA+u
      
      2022-07-07
      2022-07-07
      2022-07-07
      N
      N
      N
      0.0075
      29996343.60
      29996343.60
      0.0674
      N
      Y
      Y
      N
    
    
      UNITED STATES TREASURY BILL
      UNITED STATES TREASURY BILL 0.000000%
      912796S59
      254900HROIFWPRGM1V77
      US912796S595
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        AAA
      
      
        Moody's Investors Service, Inc.
        Aaa
      
      
        Standard and Poor's Ratings Services
        AA+u
      
      2022-07-28
      2022-07-28
      2022-07-28
      N
      N
      N
      0.0098
      17987040.00
      17987040.00
      0.0404
      N
      Y
      Y
      N
    
    
      UNITED STATES TREASURY BILL
      UNITED STATES TREASURY BILL 0.000000%
      912796V48
      254900HROIFWPRGM1V77
      US912796V482
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        AAA
      
      
        Moody's Investors Service, Inc.
        Aaa
      
      
        Standard and Poor's Ratings Services
        AA+u
      
      2023-04-20
      2023-04-20
      2023-04-20
      N
      N
      N
      0.0259
      4898060.40
      4898060.40
      0.0110
      N
      Y
      Y
      N
    
    
      UNITED STATES TREASURY BILL
      UNITED STATES TREASURY BILL 0.000000%
      912796V71
      254900HROIFWPRGM1V77
      US912796V714
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        AAA
      
      
        Moody's Investors Service, Inc.
        Aaa
      
      
        Standard and Poor's Ratings Services
        AA+u
      
      2022-10-27
      2022-10-27
      2022-10-27
      N
      N
      N
      0.0196
      6956095.79
      6956095.79
      0.0156
      N
      Y
      Y
      N
    
    
      UNITED STATES CASH MANAGEMENT BILL
      UNITED STATES CASH MANAGEMENT BILL 0.000000%
      912796W88
      254900HROIFWPRGM1V77
      US912796W886
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        AAA
      
      
        Moody's Investors Service, Inc.
        Aaa
      
      
        Standard and Poor's Ratings Services
        AA+u
      
      2022-07-05
      2022-07-05
      2022-07-05
      N
      N
      N
      0.0118
      49993555.50
      49993555.50
      0.1124
      N
      Y
      Y
      N
    
    
      UNITED STATES CASH MANAGEMENT BILL
      UNITED STATES CASH MANAGEMENT BILL 0.000000%
      912796X38
      254900HROIFWPRGM1V77
      US912796X389
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        AAA
      
      
        Moody's Investors Service, Inc.
        Aaa
      
      
        Standard and Poor's Ratings Services
        AA+u
      
      2022-07-26
      2022-07-26
      2022-07-26
      N
      N
      N
      0.0106
      29978307.30
      29978307.30
      0.0674
      N
      Y
      Y
      N
    
    
      UNITED STATES CASH MANAGEMENT BILL
      UNITED STATES CASH MANAGEMENT BILL 0.000000%
      912796XN4
      254900HROIFWPRGM1V77
      US912796XN42
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        AAA
      
      
        Moody's Investors Service, Inc.
        Aaa
      
      
        Standard and Poor's Ratings Services
        AA+u
      
      2022-08-23
      2022-08-23
      2022-08-23
      N
      N
      N
      0.0150
      19956765.80
      19956765.80
      0.0449
      N
      Y
      Y
      N
    
    
      UNITED STATES TREASURY NOTE/BOND
      UNITED STATES TREASURY 1.625000%
      912828YW4
      254900HROIFWPRGM1V77
      US912828YW42
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        AAA
      
      
        Moody's Investors Service, Inc.
        Aaa
      
      
        Standard and Poor's Ratings Services
        AA+u
      
      2022-12-15
      2022-12-15
      2022-12-15
      N
      N
      N
      0.0241
      4982339.10
      4982339.10
      0.0112
      N
      Y
      Y
      N
    
    
      UNITED STATES TREASURY FLOATING RATE NOTE
      UNITED STATES TREASURY FLOATING RATE NOTE 1.812776%
      91282CAA9
      254900HROIFWPRGM1V77
      US91282CAA99
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        AAA
      
      
        Moody's Investors Service, Inc.
        Aaa
      
      
        Standard and Poor's Ratings Services
        AA+u
      
      2022-07-06
      2022-08-01
      2022-07-31
      N
      N
      N
      0.0150
      5001304.65
      5001304.65
      0.0112
      N
      Y
      Y
      N
    
    
      UNITED STATES TREASURY FLOATING RATE NOTE
      UNITED STATES TREASURY FLOATING RATE NOTE 1.791776%
      91282CBY6
      254900HROIFWPRGM1V77
      US91282CBY66
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        AAA
      
      
        Moody's Investors Service, Inc.
        Aaa
      
      
        Standard and Poor's Ratings Services
        AA+u
      
      2022-07-06
      2023-05-01
      2023-04-30
      N
      N
      N
      0.0155
      5010243.65
      5010243.65
      0.0113
      N
      Y
      Y
      N
    
    
      RBC CAPITAL MARKETS LLC
      ROYLBK 1.43 07/01/22 1.430000%
      REPO220627070114
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FMAC
          S6XOOCT0IEG5ABCC6L87
          
            2051-07-01
          
          3.000000
          50011.00
          44247.82
          Agency Debentures and Agency Strips
        
        
          USTR
          254900HROIFWPRGM1V77
          
            2022-12-29
          
          0.00
          726700.00
          717787.75
          U.S. Treasuries (including strips)
        
        
          FMAC
          S6XOOCT0IEG5ABCC6L87
          
            2051-07-01
          
          2.500000
          214035.00
          183001.71
          Agency Debentures and Agency Strips
        
        
          FNMA
          B1V7KEBTPIMZEU4LTD58
          
            2051-08-01
          
          2.500000
          24477.00
          20754.64
          Agency Debentures and Agency Strips
        
        
          FNMA
          B1V7KEBTPIMZEU4LTD58
          
            2052-06-01
          
          3.500000
          215216.00
          204175.02
          Agency Debentures and Agency Strips
        
        
          FNMA
          B1V7KEBTPIMZEU4LTD58
          
            2052-04-01
          
          3.000000
          20791950.00
          19025933.06
          Agency Debentures and Agency Strips
        
        
          GNMA
          
            2048-06-20
          
          5.000000
          36104023.00
          5304100.84
          Agency Debentures and Agency Strips
        
      
      Y
      
        Fitch, Inc.
        AAA
      
      
        Moody's Investors Service, Inc.
        Aaa
      
      
        Standard and Poor's Ratings Services
        AA+u
      
      2022-07-01
      2022-07-01
      2022-07-01
      N
      N
      N
      0.0143
      25000000.00
      25000000.00
      0.0562
      N
      Y
      Y
      N
    
    
      GOLDMAN SACHS & CO
      GOLDMN 1.5 07/05/22 1.500000%
      REPO220628070515
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          GNMA
          
            2038-01-15
          
          3.000000
          3957516.00
          1717105.53
          Agency Debentures and Agency Strips
        
        
          GNMA
          
            2047-07-20
          
          4.000000
          124362235.00
          19018175.03
          Agency Debentures and Agency Strips
        
        
          GNMA
          
            2048-09-20
          
          5.000000
          37945728.00
          4764719.47
          Agency Debentures and Agency Strips
        
      
      Y
      
        Fitch, Inc.
        AAA
      
      
        Moody's Investors Service, Inc.
        Aaa
      
      
        Standard and Poor's Ratings Services
        AA+u
      
      2022-07-05
      2022-07-05
      2022-07-05
      N
      N
      N
      0.0150
      25000000.00
      25000000.00
      0.0562
      N
      N
      Y
      N
    
    
      CIBC WORLD MARKETS CORP
      CM 1.48 07/06/22 1.480000%
      REPO220629070614
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          USTR
          254900HROIFWPRGM1V77
          
            2042-02-15
          
          0.750000
          2216900.00
          2657514.45
          U.S. Treasuries (including strips)
        
        
          USTR
          254900HROIFWPRGM1V77
          
            2044-02-15
          
          3.625000
          311800.00
          325465.15
          U.S. Treasuries (including strips)
        
        
          USTR
          254900HROIFWPRGM1V77
          
            2047-02-15
          
          3.000000
          2600.00
          2471.84
          U.S. Treasuries (including strips)
        
        
          USTR
          254900HROIFWPRGM1V77
          
            2028-01-15
          
          0.500000
          12697300.00
          14850307.55
          U.S. Treasuries (including strips)
        
        
          USTR
          254900HROIFWPRGM1V77
          
            2025-12-31
          
          2.625000
          87500.00
          86275.17
          U.S. Treasuries (including strips)
        
        
          USTR
          254900HROIFWPRGM1V77
          
            2024-09-30
          
          1.500000
          100.00
          97.11
          U.S. Treasuries (including strips)
        
        
          USTR
          254900HROIFWPRGM1V77
          
            2049-11-15
          
          2.375000
          200.00
          170.66
          U.S. Treasuries (including strips)
        
        
          USTR
          254900HROIFWPRGM1V77
          
            2023-05-15
          
          0.125000
          7494900.00
          7318569.36
          U.S. Treasuries (including strips)
        
        
          USTR
          254900HROIFWPRGM1V77
          
            2040-05-15
          
          1.125000
          180900.00
          126679.61
          U.S. Treasuries (including strips)
        
        
          USTR
          254900HROIFWPRGM1V77
          
            2030-11-15
          
          0.875000
          1000.00
          845.72
          U.S. Treasuries (including strips)
        
        
          USTR
          254900HROIFWPRGM1V77
          
            2051-02-15
          
          1.875000
          100.00
          76.16
          U.S. Treasuries (including strips)
        
        
          USTR
          254900HROIFWPRGM1V77
          
            2028-03-31
          
          1.250000
          145100.00
          131553.16
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        AAA
      
      
        Moody's Investors Service, Inc.
        Aaa
      
      
        Standard and Poor's Ratings Services
        AA+u
      
      2022-07-06
      2022-07-06
      2022-07-06
      N
      N
      N
      0.0148
      25000000.00
      25000000.00
      0.0562
      N
      N
      Y
      N
    
    
      BMO CAPITAL MARKETS
      BMOCPM 1.52 07/01/22 1.520000%
      REPO220630070115
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          USTR
          254900HROIFWPRGM1V77
          
            2026-11-15
          
          2.000000
          25000000.00
          23847100.00
          U.S. Treasuries (including strips)
        
        
          USTR
          254900HROIFWPRGM1V77
          
            2024-12-31
          
          1.750000
          12552200.00
          12132303.81
          U.S. Treasuries (including strips)
        
        
          USTR
          254900HROIFWPRGM1V77
          
            2027-09-30
          
          0.375000
          29215400.00
          25289503.99
          U.S. Treasuries (including strips)
        
        
          USTR
          254900HROIFWPRGM1V77
          
            2027-05-31
          
          2.625000
          11401800.00
          11151093.11
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        AAA
      
      
        Moody's Investors Service, Inc.
        Aaa
      
      
        Standard and Poor's Ratings Services
        AA+u
      
      2022-07-01
      2022-07-01
      2022-07-01
      N
      N
      N
      0.0152
      71000000.00
      71000000.00
      0.1596
      N
      Y
      Y
      N
    
    
      CITIGROUP GLOBAL MARKETS INC
      CITGMK 1.5 07/07/22 1.500000%
      REPO220630070715
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          USTR
          254900HROIFWPRGM1V77
          
            2027-06-30
          
          3.250000
          25389000.00
          25500076.88
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        AAA
      
      
        Moody's Investors Service, Inc.
        Aaa
      
      
        Standard and Poor's Ratings Services
        AA+u
      
      2022-07-07
      2022-07-07
      2022-07-07
      N
      N
      N
      0.0150
      25000000.00
      25000000.00
      0.0562
      N
      N
      Y
      N
    
    
      Payden Cash Reserves Money Market Fund
      2022-07-07
      Edward Garlock
      Edward Garlock
      Assistant Treasurer
    
  





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