0001145549-22-052568.txt : 20220826 0001145549-22-052568.hdr.sgml : 20220826 20220826121611 ACCESSION NUMBER: 0001145549-22-052568 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20220630 FILED AS OF DATE: 20220826 DATE AS OF CHANGE: 20220826 PERIOD START: 20221231 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: 221202155 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 S000061235 PPM Core Plus Fixed Income Fund C000198333 PPM Core Plus Fixed Income Fund (Inst) NPORT-P 1 primary_doc.xml NPORT-P false 0001722478 XXXXXXXX S000061235 C000198333 PPM Funds 811-23308 0001722478 549300UPJLTA0X102E93 225 W. 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2025-08-11 Fixed 5.25 N N N N N N Antero Midstream Partners LP 529900HFO1BDEIT4QU11 03690AAH9 18000 PA USD 16142.46 0.0320993551 Long DBT CORP US N 2 2029-06-15 Fixed 5.38 N N N N N N CEMEX S.A.B. de C.V. 549300RIG2CXWN6IV731 151290BX0 65000 PA USD 55652.15 0.1106645532 Long DBT CORP US N 2 2030-09-17 Fixed 5.2 N N N N N N Equifax Inc. 5493004MCF8JDC86VS77 294429AT2 126000 PA USD 100196.02 0.1992402411 Long DBT CORP US N 2 2031-09-15 Fixed 2.35 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3128MJ3A6 92129.67 PA USD 89978.15 0.1789219602 Long ABS-MBS USGA US N 2 2047-12-01 Fixed 3.5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3128MJ4B3 12711.85 PA USD 12700.04 0.0252540873 Long ABS-MBS USGA US N 2 2048-06-01 Fixed 4 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3128MJXR6 189711.03 PA USD 185873.52 0.3696103392 Long ABS-MBS USGA US N 2 2046-01-01 Fixed 3.5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3128MJY61 23005.87 PA USD 21807.51 0.0433643327 Long ABS-MBS USGA US N 2 2046-11-01 Fixed 3 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3131Y1GX2 19946.2639 PA USD 19916.2 0.0396034542 Long ABS-MBS USGA US N 2 2048-05-01 Fixed 4 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3132ACM80 48282.8704 PA USD 47128.54 0.0937153160 Long ABS-MBS USGA US N 2 2048-03-01 Fixed 3.5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3132DWDC4 182006.7318 PA USD 158255.53 0.3146918406 Long ABS-MBS USGA US N 2 2052-03-01 Fixed 2 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3132L7F95 14825.77 PA USD 14923.19 0.0296748311 Long ABS-MBS USGA US N 2 2045-10-01 Fixed 4 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3132XSE22 158965.8125 PA USD 159215.58 0.3166009044 Long ABS-MBS USGA US N 2 2047-08-01 Fixed 4 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3132XTKV9 29300.42 PA USD 28625.32 0.0569215789 Long ABS-MBS USGA US N 2 2047-10-01 Fixed 3.5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3132XTMS4 13115.04 PA USD 12812.86 0.0254784303 Long ABS-MBS USGA US N 2 2047-10-01 Fixed 3.5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3132XUU37 38827.8 PA USD 37921.05 0.0754061803 Long ABS-MBS USGA US N 2 2047-11-01 Fixed 3.5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3132XYXM4 17744.48 PA USD 17319 0.0344389102 Long ABS-MBS USGA US N 2 2048-05-01 Fixed 3.5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3132Y33P7 11769.42 PA USD 11971.82 0.0238060185 Long ABS-MBS USGA US N 2 2048-11-01 Fixed 4.5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3133A45H5 133958.59 PA USD 121132.5 0.2408725267 Long ABS-MBS USGA US N 2 2050-05-01 Fixed 2.5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3133A7PW3 46861.55 PA USD 42374.71 0.0842623034 Long ABS-MBS USGA US N 2 2050-07-01 Fixed 2.5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3133APVS5 135575.8419 PA USD 117968.43 0.2345807591 Long ABS-MBS USGA US N 2 2051-08-01 Fixed 2 N N N N N N Safeway Inc. 549300YKWOC0AOR16R51 013092AD3 100000 PA USD 98945.24 0.1967530594 Long DBT CORP US N 2 2023-02-15 Fixed 3.5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3133APVZ9 163693.351 PA USD 147521.5 0.2933471731 Long ABS-MBS USGA US N 2 2051-08-01 Fixed 2.5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3133AQXA0 198140.9217 PA USD 172346.18 0.3427111621 Long ABS-MBS USGA US N 2 2051-08-01 Fixed 2 N N N N N N B. A. T. Capital Corporation 2138005GYEXN7XRHFA84 05526DBD6 45000 PA USD 35713.27 0.0710159997 Long DBT CORP US N 2 2037-08-15 Fixed 4.39 N N N N N N B. A. T. Capital Corporation 2138005GYEXN7XRHFA84 05526DBR5 76000 PA USD 63603.54 0.1264759283 Long DBT CORP US N 2 2028-03-25 Fixed 2.26 N N N N N N B. A. T. Capital Corporation 2138005GYEXN7XRHFA84 05526DBT1 55000 PA USD 38704.07 0.0769632191 Long DBT CORP US N 2 2040-09-25 Fixed 3.73 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3133ARSC0 103699.3005 PA USD 90199.33 0.1793617776 Long ABS-MBS USGA US N 2 2051-09-01 Fixed 2 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3133ARVS1 158750.6791 PA USD 138083.91 0.2745804825 Long ABS-MBS USGA US N 2 2051-09-01 Fixed 2 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967MG3 83000 PA USD 72977.09 0.1451152751 Long DBT CORP US N 2 2500-12-31 Fixed 5 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967ML2 224000 PA USD 190272.1 0.3783569355 Long DBT CORP US N 2 2031-01-29 Fixed 2.67 N N N N N N Anheuser-Busch InBev Worldwide Inc. 549300CRGMZK3K53BF92 03523TBU1 141000 PA USD 143054.03 0.2844635887 Long DBT CORP US N 2 2039-01-23 Fixed 5.45 N N N N N N Ardagh Packaging Finance Public Limited Company 6354001JXMLKNZDZR978 03969AAN0 65000 PA USD 55070.31 0.1095075617 Long DBT CORP US N 2 2026-08-15 Fixed 4.13 N N N N N N Baltimore Gas and Electric Company 88V8C2WYSOD1SPSSLH72 059165EP1 45000 PA USD 43510.16 0.0865201509 Long DBT CORP US N 2 2052-06-01 Fixed 4.55 N N N N N N Blackstone Private Credit Fund 549300ORP3TTCNXSYO43 09261HAA5 52000 PA USD 47995.68 0.0954396278 Long DBT CORP US N 2 2024-09-15 Fixed 1.75 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967MS7 142000 PA USD 118693.01 0.2360215898 Long DBT CORP US N 2 2031-06-03 Fixed 2.57 N N N N N N Devon Energy Corporation 54930042348RKR3ZPN35 25179MBE2 39000 PA USD 39605.71 0.0787561343 Long DBT CORP US N 2 2028-06-15 Fixed 5.88 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3133AUTC2 162062.9294 PA USD 147204.32 0.2927164593 Long ABS-MBS USGA US N 2 2051-10-01 Fixed 2.5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3133AXTV4 119248.5163 PA USD 107719.07 0.2141998602 Long ABS-MBS USGA US N 2 2051-11-01 Fixed 2.5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3133GBGD0 167060.1937 PA USD 156922.65 0.3120414026 Long ABS-MBS USGA US N 2 2035-12-01 Fixed 2 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3133GCVL3 83493.5931 PA USD 78270.48 0.1556412052 Long ABS-MBS USGA US N 2 2036-04-01 Fixed 2 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3133KHW69 43549.7189 PA USD 42321.42 0.0841563360 Long ABS-MBS USGA US N 2 2050-04-01 Fixed 3.5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3133KKD48 125680.9696 PA USD 109751.37 0.2182410980 Long ABS-MBS USGA US N 2 2050-10-01 Fixed 2 N N N N N N Devon Energy Corporation 54930042348RKR3ZPN35 25179MBF9 34000 PA USD 32052.97 0.0637374765 Long DBT CORP US N 2 2030-01-15 Fixed 4.5 N N N N N N F&G Global Funding 6354009CCUKJIZ7KFX73 30321L2C5 120000 PA USD 101460.48 0.2017546255 Long DBT CORP US N 2 2028-09-20 Fixed 2 N N N N N N Blackstone Private Credit Fund 549300ORP3TTCNXSYO43 09261HAC1 99000 PA USD 82568.94 0.1641887124 Long DBT CORP US N 2 2026-12-15 Fixed 2.63 N N N N N N Blackstone Private Credit Fund 549300ORP3TTCNXSYO43 09261HAJ6 141000 PA USD 119675.88 0.2379760312 Long DBT CORP US N 2 2027-03-15 Fixed 3.25 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3133KMVL6 197330.9233 PA USD 177758.81 0.3534742015 Long ABS-MBS USGA US N 2 2051-10-01 Fixed 2.5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 31346Y5R0 70240.26 PA USD 66066.27 0.1313730781 Long ABS-MBS USGA US N 2 2049-12-01 Fixed 3 N N N N N N Blackstone Private Credit Fund 549300ORP3TTCNXSYO43 09261HAQ0 60000 PA USD 48941.83 0.0973210514 Long DBT CORP US N 2 2029-01-15 Fixed 4 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29273VAM2 119000 PA USD 102341.7 0.2035069355 Long DBT CORP US N 2 2500-12-31 Fixed 7.13 N N N N N N HCA Inc. L3CJ6J7LJ2DX62FTXD46 404119BR9 130000 PA USD 129749.99 0.2580084447 Long DBT CORP US N 2 2025-02-01 Fixed 5.38 N N N N N N HCA Inc. L3CJ6J7LJ2DX62FTXD46 404119BS7 30000 PA USD 30199.04 0.0600509283 Long DBT CORP US N 2 2026-02-15 Fixed 5.88 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29278NAQ6 142000 PA USD 127864.38 0.2542589007 Long DBT CORP US N 2 2030-05-15 Fixed 3.75 N N N N N N Northwestern Memorial HealthCare 549300SYNDSEG3SY2U05 668103AC8 55000 PA USD 38675.23 0.0769058706 Long DBT CORP US N 2 2051-07-15 Fixed 2.63 N N N N N N General Motors Financial Company, Inc. 5493008B6JBRUJ90QL97 37045XDH6 100000 PA USD 84455.24 0.1679396285 Long DBT CORP US N 2 2028-04-10 Fixed 2.4 N N N N N N General Motors Financial Company, Inc. 5493008B6JBRUJ90QL97 37045XDS2 161000 PA USD 129392.45 0.2572974748 Long DBT CORP US N 2 2032-01-12 Fixed 3.1 N N N N N N HCA Inc. L3CJ6J7LJ2DX62FTXD46 404119CA5 57000 PA USD 48606.41 0.0966540672 Long DBT CORP US N 2 2030-09-01 Fixed 3.5 N N N N N N HCA Inc. L3CJ6J7LJ2DX62FTXD46 404119CG2 66000 PA USD 52802.87 0.1049987469 Long DBT CORP US N 2 2052-03-15 Fixed 4.63 N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912810QT8 316000 PA USD 303162.5 0.6028400089 Long DBT UST US N 2 2041-11-15 Fixed 3.13 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912810RQ3 435000 PA USD 368662.5 0.7330870566 Long DBT UST US N 2 2046-02-15 Fixed 2.5 N N N N N N Hyundai Auto Receivables Trust 2021-C N/A 44935FAF1 53000 PA USD 49580.46 0.0985909700 Long ABS-CBDO CORP US N 2 2025-11-15 Fixed 1.49 N N N N N N Transocean Poseidon Limited N/A 89383JAA6 45937.5 PA USD 40967.26 0.0814635827 Long DBT CORP US N 2 2027-02-01 Fixed 6.88 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PBE5 215000 PA USD 187656.26 0.3731553258 Long DBT CORP US N 2 2030-10-15 Fixed 2.74 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PBH8 132000 PA USD 123418.92 0.2454190833 Long DBT CORP US N 2 2026-03-13 Fixed 2 N N N N N N University of Washington N/A 940663AD9 76000 PA USD 64926.94 0.1291075152 Long DBT CORP US N 2 2122-04-15 Fixed 4.35 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PCJ3 114000 PA USD 97876.17 0.1946272088 Long DBT CORP US N 2 2029-06-01 Fixed 2.07 N N N N N N Sands China Ltd. 549300EVO6UZDGY05787 80007RAM7 200000 PA USD 146025.14 0.2903716545 Long DBT CORP US N 2 2027-03-08 Fixed 2.55 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912810SA7 317000 PA USD 298673.44 0.5939134927 Long DBT UST US N 2 2048-02-15 Fixed 3 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912810TC2 125000 PA USD 99238.28 0.1973357707 Long DBT UST US N 2 2041-11-15 Fixed 2 N N N N N N Southwest Gas Corporation OQQR1IQTGBKH0UR88X59 845011AE5 50000 PA USD 45464.23 0.0904058280 Long DBT CORP US N 2 2032-03-15 Fixed 4.05 N N N N N N Targa Resource Corporation 6OQWTZ1SPC04IFT4T704 87612BBQ4 140000 PA USD 133302.39 0.2650724083 Long DBT CORP US N 2 2030-03-01 Fixed 5.5 N N N N N N Targa Resource Corporation 6OQWTZ1SPC04IFT4T704 87612BBS0 56000 PA USD 51085.08 0.1015829137 Long DBT CORP US N 2 2031-02-01 Fixed 4.88 N N N N N N Targa Resource Corporation 6OQWTZ1SPC04IFT4T704 87612BBU5 60000 PA USD 51454.11 0.1023167316 Long DBT CORP US N 2 2032-01-15 Fixed 4 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 9128282A7 441000 PA USD 414057.63 0.8233554789 Long DBT UST US N 2 2026-08-15 Fixed 1.5 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912828M56 980000 PA USD 954275 1.8975801740 Long DBT UST US N 2 2025-11-15 Fixed 2.25 N N N N N N Berkshire Hathaway Finance Corporation 549300RLHFT5RU20WM87 084664CV1 95000 PA USD 68535.58 0.1362833123 Long DBT CORP US N 2 2050-10-15 Fixed 2.85 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912828YM6 385000 PA USD 371885.94 0.7394968817 Long DBT UST US N 2 2024-10-31 Fixed 1.5 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912828ZE3 335000 PA USD 298987.5 0.5945380024 Long DBT UST US N 2 2027-03-31 Fixed 0.63 N N N N N N Booking Holdings Inc. FXM8FAOHMYDIPD38UZ17 09857LAR9 149000 PA USD 148292.19 0.2948796937 Long DBT CORP US N 2 2030-04-13 Fixed 4.63 N N N N N N CNH Equipment Trust 2022-A N/A 12660DAB3 150000 PA USD 148276.26 0.2948480168 Long ABS-CBDO CORP US N 2 2024-01-16 Fixed 2.39 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 91282CAB7 252000 PA USD 231288.75 0.4599187304 Long DBT UST US N 2 2025-07-31 Fixed 0.25 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 91282CBC4 655000 PA USD 596766.44 1.1866727778 Long DBT UST US N 2 2025-12-31 Fixed 0.38 N N N N N N Dell International L.L.C. N/A 24703TAC0 6000 PA USD 6192.25 0.0123133173 Long DBT CORP US N 2 2025-07-15 Fixed 5.85 N N N N N N Dell International L.L.C. N/A 24703TAD8 67000 PA USD 69414.45 0.1380309493 Long DBT CORP US N 2 2026-06-15 Fixed 6.02 N N N N N N Dell International L.L.C. N/A 24703TAK2 25000 PA USD 31169.45 0.0619805930 Long DBT CORP US N 2 2046-07-15 Fixed 8.35 N N N N N N Enel Finance International N.V. 0YQH6LCEF474UTUV4B96 29278GAP3 108000 PA USD 84957.16 0.1689376987 Long DBT CORP US N 2 2031-07-12 Fixed 2.25 N N N N N N Enel Finance International N.V. 0YQH6LCEF474UTUV4B96 29278GAY4 40000 PA USD 38137.23 0.0758360552 Long DBT CORP US N 2 2052-06-15 Fixed 5.5 N N N N N N FS KKR Capital Corp. 549300TYRSI1T21B1360 302635AG2 102000 PA USD 90625.88 0.1802099742 Long DBT CORP US N 2 2026-01-15 Fixed 3.4 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 91282CBH3 845000 PA USD 768157.81 1.5274852959 Long DBT UST US N 2 2026-01-31 Fixed 0.38 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 91282CCZ2 200000 PA USD 182656.24 0.3632127633 Long DBT UST US N 2 2026-09-30 Fixed 0.88 N N N N N N FS KKR Capital Corp. 549300TYRSI1T21B1360 302635AK3 90000 PA USD 71621.16 0.1424190021 Long DBT CORP US N 2 2028-10-12 Fixed 3.13 N N N N N N Hudson Yards 2019-30HY Mortgage Trust N/A 44421GAA1 150000 PA USD 136532.93 0.2714963518 Long ABS-MBS CORP US N 2 2029-07-12 Fixed 3.23 N N N N N N Manhattan West 2020-1MW Mortgage Trust N/A 563136AA8 201074 PA USD 176882.89 0.3517324306 Long ABS-MBS CORP US N 2 2027-09-10 Fixed 2.13 N N N N N N Microsoft Corporation INR2EJN1ERAN0W5ZP974 594918BC7 90000 PA USD 86435.96 0.1718782993 Long DBT CORP US N 2 2035-02-12 Fixed 3.5 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 91282CDJ7 403000 PA USD 349539.55 0.6950609836 Long DBT UST US N 2 2031-11-15 Fixed 1.38 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 91282CEP2 1691400 PA USD 1672371.75 3.3255188247 Long DBT UST US N 2 2032-05-15 Fixed 2.88 N N N N N N Nevada Power Company MJZFGXRJ52U8U4MKJ519 641423CC0 140000 PA USD 134851.11 0.2681520450 Long DBT CORP US N 2 2029-05-01 Fixed 3.7 N N N N N N The Dormitory Authority of the State of New York 549300C8XO7EXTX2XU71 64990FXE9 100000 PA USD 82021.7 0.1631005232 Long DBT MUN US N 2 2043-02-15 Fixed 3.19 N N N N N N Prestige Auto Receivables Trust 2021-1 N/A 74113XAC0 95000 PA USD 92057.76 0.1830572741 Long ABS-CBDO CORP US N 2 2025-07-15 Fixed 0.83 N N N N N N Public Service Electric And Gas Company Inc. 549300RUHPVD434XUK18 74456QCJ3 36000 PA USD 33129.23 0.0658776244 Long DBT CORP US N 2 2032-03-15 Fixed 3.1 N N N N N Royal Caribbean Cruises Ltd. 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