0001145549-24-010185.txt : 20240227 0001145549-24-010185.hdr.sgml : 20240227 20240227123514 ACCESSION NUMBER: 0001145549-24-010185 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20231231 FILED AS OF DATE: 20240227 DATE AS OF CHANGE: 20240227 PERIOD START: 20231231 FILER: COMPANY DATA: COMPANY CONFORMED NAME: PPM Funds CENTRAL INDEX KEY: 0001722478 ORGANIZATION NAME: 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: 24684242 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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B1V7KEBTPIMZEU4LTD58 3138ERYP9 3500.67 PA USD 3369.7 0.0093682238 Long ABS-MBS USGA US N 2 2047-01-01 Fixed 4 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3138WG5Q3 437405.2184 PA USD 396836.98 1.1032607164 Long ABS-MBS USGA US N 2 2046-05-01 Fixed 3 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3138WJA40 22593.78 PA USD 21106.28 0.0586783258 Long ABS-MBS USGA US N 2 2046-10-01 Fixed 3.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3138WJQ27 24967.32 PA USD 23315.75 0.0648209525 Long ABS-MBS USGA US N 2 2046-12-01 Fixed 3.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3138WK4Q5 2144.96 PA USD 2064.04 0.0057383116 Long ABS-MBS USGA US N 2 2047-06-01 Fixed 4 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3140FPDN6 169959.06 PA USD 168120.39 0.4673975241 Long ABS-MBS USGA US N 2 2047-06-01 Fixed 4.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3140FVWP7 88450.38 PA USD 85113.54 0.2366272042 Long ABS-MBS USGA US N 2 2047-07-01 Fixed 4 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3140GSPD8 24635.6 PA USD 23706.21 0.0659064844 Long ABS-MBS USGA US N 2 2047-09-01 Fixed 4 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3140GSPP1 39436.14 PA USD 37789.85 0.1050609169 Long ABS-MBS USGA US N 2 2032-09-01 Fixed 3 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3140HJ5U1 32655.07 PA USD 31412.93 0.0873322130 Long ABS-MBS USGA US N 2 2048-05-01 Fixed 4 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3140HJHS3 51172.6 PA USD 49194.11 0.1367663090 Long ABS-MBS USGA US N 2 2048-08-01 Fixed 4 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3140J7TS4 71486.16 PA USD 66703.8 0.1854456260 Long ABS-MBS USGA US N 2 2048-01-01 Fixed 3.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3140JAFK9 57648.64 PA USD 55599.92 0.1545753311 Long ABS-MBS USGA US N 2 2048-11-01 Fixed 4 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3140JGLW3 17855.63 PA USD 17606.66 0.0489489067 Long ABS-MBS USGA US N 2 2048-12-01 Fixed 4.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3140K0W61 34794.682 PA USD 31203.31 0.0867494409 Long ABS-MBS USGA US N 2 2049-11-01 Fixed 3 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3140K4SS0 13065.186 PA USD 11696.23 0.0325171084 Long ABS-MBS USGA US N 2 2050-02-01 Fixed 3 N N N N N N State Street Navigator Securities Lending Government Money Market Portfolio N/A N/A 967387.5 NS USD 967387.5 2.6894686737 Long STIV RF US N 1 N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 23 NC USD 18305.19 0.0508909150 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long United States 5 Year Note United States 5 Year Note 2024-04-03 2483483.88 USD 18305.19 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 1 NC USD 1154.74 0.0032103341 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long United States 2 Year Note United States 2 Year Note 2024-04-03 204759.32 USD 1154.74 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 8 NC USD 8871.98 0.0246653097 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long United States 10 Year Note United States 10 Year Note 2024-03-28 894253.02 USD 8871.98 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 4 NC USD 8870.41 0.0246609449 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long United States Long Bond United States Long Bond 2024-03-28 490879.59 USD 8870.41 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -17 NC USD -76499.92 -0.2126801704 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Short United States 10 Year Ultra Bond United States 10 Year Ultra Bond 2024-03-28 -1929765.71 USD -76499.92 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 10 NC USD 66562.5 0.1850527928 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long United States Ultra Bond United States Ultra Bond 2024-03-28 1269375 USD 66562.5 N N N 2024-02-27 PPM Funds Andrew Tedeschi Andrew Tedeschi Principal Financial Officer