0001145549-20-053239.txt : 20200828 0001145549-20-053239.hdr.sgml : 20200828 20200828111524 ACCESSION NUMBER: 0001145549-20-053239 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20200630 FILED AS OF DATE: 20200828 PERIOD START: 20201231 FILER: COMPANY DATA: COMPANY CONFORMED NAME: PPM Funds CENTRAL INDEX KEY: 0001722478 IRS NUMBER: 363714794 STATE OF INCORPORATION: MA FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-23308 FILM NUMBER: 201146076 BUSINESS ADDRESS: STREET 1: 225 WEST WACKER DRIVE STREET 2: SUITE 1200 CITY: CHICAGO STATE: IL ZIP: 60606 BUSINESS PHONE: 3126342500 MAIL ADDRESS: STREET 1: 225 WEST WACKER DRIVE STREET 2: SUITE 1200 CITY: CHICAGO STATE: IL ZIP: 60606 0001722478 S000061238 PPM High Yield Core Fund C000198336 PPM High Yield Core Fund (Inst) NPORT-P 1 primary_doc.xml NPORT-P false 0001722478 XXXXXXXX S000061238 C000198336 PPM Funds 811-23308 0001722478 549300UPJLTA0X102E93 225 W. Wacker Drive Suite 1200 Chicago 60606 312-634-2500 PPM High Yield Core Fund S000061238 549300MC39185L8C1I66 2020-12-31 2020-06-30 N 54646784.260000000000 1924627.520000000000 52722156.740000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 50000.000000000000 0.000000000000 0.000000000000 0.000000000000 USD UST State Street Navigator Securities Lending Government Money Market Portfolio N/A N/A 1063847.5 NS USD 1063847.5 2.0178375958 Long STIV RF US N 1 N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -5 NC USD -1400.67 -0.0026567009 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Short United States 5 Year Note United States 5 Year Note 2020-10-05 -627310.27 USD -1400.67 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -2 NC USD -994.33 -0.0018859813 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Short United States 10 Year Note United States 10 Year Note 2020-09-30 -277349.42 USD -994.33 N N N Asbury Automotive Group, Inc. 549300JH4DTA7U42GL91 043436AS3 17000 PA USD 16493.38 0.0312835836 Long DBT CORP US N 2 2028-03-01 Fixed 4.5 N N N N N N Asbury Automotive Group, Inc. 549300JH4DTA7U42GL91 043436AT1 17000 PA USD 16577.3 0.0314427577 Long DBT CORP US N 2 2030-03-01 Fixed 4.75 N N N N N N Builders FirstSource, Inc. 549300W0SKP6L3H7DP63 12008RAM9 53000 PA USD 54248.54 0.1028951457 Long DBT CORP US N 2 2027-06-01 Fixed 6.75 N N N N N N CCO Holdings, LLC N/A 1248EPBK8 420000 PA USD 437887.84 0.8305575247 Long DBT CORP US N 2 2027-05-01 Fixed 5.875 N N N N N N CCO Holdings, LLC N/A 1248EPBP7 70000 PA USD 72173.58 0.1368942101 Long DBT CORP US N 2 2024-04-01 Fixed 5.875 N N N N N N Community Health Systems, Inc. 549300BQWM4WENQ3YW73 12543DBB5 100000 PA USD 97850.79 0.1855970925 Long DBT CORP US N 2 2024-01-15 Fixed 8.625 N N N N N N Community Health Systems, Inc. 549300BQWM4WENQ3YW73 12543DBC3 132000 PA USD 124790.51 0.2366946227 Long DBT CORP US N 2 2026-03-15 Fixed 8 N N N N N N Community Health Systems, Inc. 549300BQWM4WENQ3YW73 12543DBF6 130000 PA USD 123970.93 0.2351400961 Long DBT CORP US N 2 2025-02-15 Fixed 6.625 N N N N N N CB Escrow Corp. 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N/A 02034DAC1 47840.28 PA USD 41708.11 0.0791092637 Long LON CORP US N 2 2024-04-26 Floating 4.5 N N N N N N Aramark Services, Inc. 42YMHYH0XMHJEXDUB065 038522AN8 152000 PA USD 147631.01 0.2800170159 Long DBT CORP US N 2 2026-06-01 Fixed 4.75 N N N N N N Aramark Services, Inc. 42YMHYH0XMHJEXDUB065 038522AR9 30000 PA USD 30976.12 0.0587535145 Long DBT CORP US N 2 2025-05-01 Fixed 6.375 N N N N N N Icahn Enterprises L.P. 549300T0G4GS0SINS786 451102BT3 259000 PA USD 258956.42 0.4911719019 Long DBT CORP US N 2 2026-05-15 Fixed 6.25 N N N N N N Icahn Enterprises L.P. 549300T0G4GS0SINS786 451102BW6 187000 PA USD 176777.15 0.3352995418 Long DBT CORP US N 2 2024-09-15 Fixed 4.75 N N N N N N Icahn Enterprises L.P. 549300T0G4GS0SINS786 451102BZ9 35000 PA USD 33772.7 0.0640578878 Long DBT CORP US N 2 2027-05-15 Fixed 5.25 N N N N N N iHeartCommunications, Inc. 54930076J6KDZL504O62 45174HBC0 38565 PA USD 38418.92 0.0728705394 Long DBT CORP US N 2 2026-05-01 Fixed 6.375 N N N N N N Carnival Corporation F1OF2ZSX47CR0BCWA982 143658BC5 102000 PA USD 110370.39 0.2093434655 Long DBT CORP US N 2 2023-04-01 Fixed 11.5 N N N N N N CEMEX S.A.B. de C.V. 549300RIG2CXWN6IV731 151290BV4 338000 PA USD 312602.98 0.5929252507 Long DBT CORP US N 2 2029-11-19 Fixed 5.45 N N N N N N Finastra USA, Inc. 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N/A 02034DAC1 9776.54 PA USD 8523.38 0.0161665996 Long LON CORP US N 2 2024-04-26 Floating 4.5 N N N N N N iHeartCommunications, Inc. 54930076J6KDZL504O62 45174HBD8 251651 PA USD 230850.95 0.4378632520 Long DBT CORP US N 2 2027-05-01 Fixed 8.375 N N N N N N iHeartCommunications, Inc. 54930076J6KDZL504O62 45174HBE6 25000 PA USD 23946.41 0.0454200122 Long DBT CORP US N 2 2027-08-15 Fixed 5.25 N N N N N N Diamond Finance International Limited N/A 25272KAK9 164000 PA USD 187616.15 0.3558582607 Long DBT CORP US N 2 2026-06-15 Fixed 6.02 N N N N N N Diamond Finance International Limited N/A 25272KAW3 87000 PA USD 90253.87 0.1711877427 Long DBT CORP US N 2 2024-06-15 Fixed 7.125 N N N N N N iHeartCommunications, Inc. 54930076J6KDZL504O62 45174HBG1 25000 PA USD 23100.59 0.0438157151 Long DBT CORP US N 2 2028-01-15 Fixed 4.75 N N N N N N Intelsat Jackson Holdings S.A. 8XJ8KF85PBKK1TLMFN29 45824TAR6 125000 PA USD 126751.51 0.2404141216 Long DBT CORP US N 2 2024-02-15 Fixed 8 N N N N N N Frontier Communications Corp. N/A 35906EAJ9 97169.0065 PA USD 94444.39 0.1791360518 Long LON CORP US N 2 2024-05-31 Floating 5.3499996 N N N N N N EG Global Finance PLC 549300TL8Q5207VYET27 28228PAB7 86000 PA USD 88391.85 0.1676559827 Long DBT CORP US N 2 2025-10-30 Fixed 8.5 N N N N N N IRB Holding Corp. 549300HVW4WNWYBXN830 44988MAC9 90000 PA USD 92685.15 0.1757992384 Long DBT CORP US N 2 2025-06-15 Fixed 7 N N N N N N United States Steel Corporation JNLUVFYJT1OZSIQ24U47 912909AR9 60000 PA USD 61480.94 0.1166130974 Long DBT CORP US N 2 2025-06-01 Fixed 12 N N N N N N Uniti Group Inc. 549300V3NU625PJUVA84 91327AAA0 55000 PA USD 55854.69 0.1059415879 Long DBT CORP US N 2 2025-02-15 Fixed 7.875 N N N N N N Level 3 Financing, Inc. N/A 527298BN2 194000 PA USD 195493.58 0.3707996639 Long DBT CORP US N 2 2027-09-15 Fixed 4.625 N N N N N N Marriott Ownership Resorts, Inc. 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BW4532OH033VURR0IT68 57165PAB1 90000 PA USD 90955.68 0.1725188908 Long DBT CORP US N 2 2026-09-15 Fixed 6.5 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46625HKK5 282000 PA USD 265178.7 0.5029739229 Long DBT CORP US N 2 2500-12-31 Fixed 4.48663 N N N N N N JBS Investments II GmbH 529900V1Q46CPWIWT649 46650CAB5 297000 PA USD 300063.19 0.5691405825 Long DBT CORP US N 2 2028-01-15 Fixed 5.75 N N N N N N Microchip Technology Incorporated 5493007PTFULNYZJ1R12 595017AS3 49000 PA USD 49306.34 0.0935210982 Long DBT CORP US N 2 2025-09-01 Fixed 4.25 N N N N N N Mileage Plus Holdings LLC N/A 599191AA1 34053 PA USD 34087.72 0.0646553975 Long DBT CORP US N 2 2027-06-20 Fixed 6.5 N N N N N N Univision Communications Inc. 549300YQDE2JSGTL8V47 914906AU6 184000 PA USD 175666.4 0.3331927426 Long DBT CORP US N 2 2027-06-01 Fixed 6.625 N N N N N N ZF North America Capital, Inc. 529900JYGMS9CW9IQX78 98877DAB1 125000 PA USD 128483.26 0.2436987937 Long DBT CORP US N 2 2022-04-29 Fixed 4.5 N N N N N N Netflix, Inc. 549300Y7VHGU0I7CE873 64110LAN6 169000 PA USD 175841.06 0.3335240265 Long DBT CORP US N 2 2026-11-15 Fixed 4.375 N N N N N N Netflix, Inc. 549300Y7VHGU0I7CE873 64110LAS5 125000 PA USD 133376.36 0.2529797115 Long DBT CORP US N 2 2028-04-15 Fixed 4.875 N N N N N N Netflix, Inc. 549300Y7VHGU0I7CE873 64110LAT3 226000 PA USD 257167.49 0.4877787744 Long DBT CORP US N 2 2028-11-15 Fixed 5.875 N N N N N N Watco Companies, L.L.C. 549300UK74AMHGBXZG45 941130AB2 128000 PA USD 131131.47 0.2487217483 Long DBT CORP US N 2 2027-06-15 Fixed 6.5 N N N N N N Jaguar Land Rover Automotive PLC N/A 47010BAA2 28000 PA USD 25891.85 0.0491099978 Long DBT CORP US N 2 2023-02-01 Fixed 5.625 N N N N N James Hardie International Finance Designated Activity Company 635400G32A4Q1LVQ8M88 47032FAB5 78000 PA USD 80273.08 0.1522568214 Long DBT CORP US N 2 2028-01-15 Fixed 5 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 48128BAF8 80000 PA USD 77140 0.1463141965 Long DBT CORP US N 2 2500-12-31 Fixed 5 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 48128BAG6 44000 PA USD 39214.89 0.0743802842 Long DBT CORP US N 2 2500-12-31 Fixed 4.6 N N N N N N SPDR Bloomberg Barclays High Yield Bond ETF N/A 78468R622 8676.9856 NS USD 877763.86 1.6648861015 Long EC RF US N 1 N N N USA Compression Finance Corp. N/A 91740PAC2 43000 PA USD 41751.33 0.0791912406 Long DBT CORP US N 2 2026-04-01 Fixed 6.875 N N N N N N Allied Universal Holdco LLC N/A 019576AA5 71000 PA USD 74509.73 0.1413252693 Long DBT CORP US N 2 2026-07-15 Fixed 6.625 N N N N N N Allied Universal Holdco LLC N/A 019576AB3 79000 PA USD 83228.49 0.1578624532 Long DBT CORP US N 2 2027-07-15 Fixed 9.75 N N N N N N Zayo Group Holdings, Inc. N/A 98919VAA3 16000 PA USD 15185.93 0.0288036965 Long DBT CORP US N 2 2027-03-01 Fixed 4 N N N N N N Zayo Group Holdings, Inc. N/A 98919VAB1 92000 PA USD 89416.41 0.1695993023 Long DBT CORP US N 2 2028-03-01 Fixed 6.125 N N N N N N Ziggo Bond Finance B.V. 5493000YDO2OTY2PZU63 98954UAB9 103000 PA USD 104373.59 0.1979691205 Long DBT CORP US N 2 2027-01-15 Fixed 6 N N N N N N Ziggo B.V. N/A 98955DAA8 200000 PA USD 199000 0.3774504161 Long DBT CORP US N 2 2030-01-15 Fixed 4.875 N N N N N N Ashtead Capital, Inc. N/A 045054AJ2 9000 PA USD 9000 0.0170706218 Long DBT CORP US N 2 2028-05-01 Fixed 4 N N N N N N Berry Global Escrow Corporation N/A 085770AA3 195000 PA USD 197803.13 0.3751802700 Long DBT CORP US N 2 2026-07-15 Fixed 4.875 N N N N N N Berry Global, Inc. 549300AP2Q7ERHX6RI89 085790AY9 125000 PA USD 125823.53 0.2386539887 Long DBT CORP US N 2 2023-07-15 Fixed 5.125 N N N N N N Buckeye Partners, L.P. 549300C1PQJLVEIUBK50 118230AU5 97000 PA USD 91180 0.1729443665 Long DBT CORP US N 2 2028-03-01 Fixed 4.5 N N N N N N USA Compression Finance Corp. N/A 91740PAF5 188000 PA USD 178624.45 0.3388033818 Long DBT CORP US N 2 2027-09-01 Fixed 6.875 N N N N N N Valaris PLC 7N0UJMJLXD0MDT5D5086 91889DAE6 91000 PA USD 6789.59 0.0128780581 Long DBT CORP US N 2 2026-02-01 Fixed 7.75 N N N N N N The Goldman Sachs Group, Inc. 784F5XWPLTWKTBV3E584 38141GXJ8 112000 PA USD 122824.65 0.2329659058 Long DBT CORP US N 2 2025-04-01 Fixed 3.5 N N N N N N TEGNA Inc. 549300YC5EDBGX85AO10 87901JAC9 186000 PA USD 174180.15 0.3303737191 Long DBT CORP US N 2 2029-09-15 Fixed 5 N N N N N N Telecom Italia Capital N/A 87927VAM0 166000 PA USD 180578.15 0.3425090345 Long DBT CORP US N 2 2034-09-30 Fixed 6 N N N N N N Telesat Canada 5493004V5GLBY6SO5Y34 87952VAM8 152000 PA USD 149720 0.2839792779 Long DBT CORP US N 2 2027-10-15 Fixed 6.5 N N N N N N Tempo Acquisition, LLC 549300VV0B2RPMHQGA61 88023JAA4 119000 PA USD 120692.05 0.2289209271 Long DBT CORP US N 2 2025-06-01 Fixed 6.75 N N N N N N Tempo Acquisition, LLC 549300VV0B2RPMHQGA61 88023JAD8 75000 PA USD 76836.74 0.1457389924 Long DBT CORP US N 2 2025-06-01 Fixed 5.75 N N N N N N Archrock Partners, L.P. 549300YFKOM2XNCKQU76 03959KAC4 60000 PA USD 55248.46 0.1047917297 Long DBT CORP US N 2 2028-04-01 Fixed 6.25 N N N N N N Beazer Homes USA, Inc. 549300DUPYT2T0F60I45 07556QBM6 75000 PA USD 73765.98 0.1399145721 Long DBT CORP US N 2 2025-03-15 Fixed 6.75 N N N N N N Beazer Homes USA, Inc. 549300DUPYT2T0F60I45 07556QBR5 43000 PA USD 41071.28 0.0779013655 Long DBT CORP US N 2 2027-10-15 Fixed 5.875 N N N N N N Beazer Homes USA, Inc. 549300DUPYT2T0F60I45 07556QBT1 47000 PA USD 45461.64 0.0862287183 Long DBT CORP US N 2 2029-10-15 Fixed 7.25 N N N N N N Tenet Healthcare Corporation 0W9AIBT6U6ADJ2I8HK17 88033GCE8 204000 PA USD 213696.51 0.4053258122 Long DBT CORP US N 2 2022-04-01 Fixed 8.125 N N N N N N Tenet Healthcare Corporation 0W9AIBT6U6ADJ2I8HK17 88033GCN8 131000 PA USD 129998.77 0.2465733157 Long DBT CORP US N 2 2023-06-15 Fixed 6.75 N N N N N N Cott Holdings Inc. 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N/A 18913EAB3 243125 PA USD 228308.96 0.4330417686 Long LON CORP US N 2 2024-08-15 Floating 3.6736308 N N N N N N 2020-08-28 PPM Funds Daniel W. Koors Daniel W. Koors Principal Financial Officer