0001752724-24-149294.txt : 20240627 0001752724-24-149294.hdr.sgml : 20240627 20240627171453 ACCESSION NUMBER: 0001752724-24-149294 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20240430 FILED AS OF DATE: 20240627 DATE AS OF CHANGE: 20240627 PERIOD START: 20241031 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Dunham Funds CENTRAL INDEX KEY: 0001420040 ORGANIZATION NAME: IRS NUMBER: 000000000 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-22153 FILM NUMBER: 241080385 BUSINESS ADDRESS: STREET 1: 6256 GREENWICH DRIVE STREET 2: SUITE 550 CITY: SAN DIEGO STATE: CA ZIP: 92122 BUSINESS PHONE: 858-964-0500 MAIL ADDRESS: STREET 1: 6256 GREENWICH DRIVE STREET 2: SUITE 550 CITY: SAN DIEGO STATE: CA ZIP: 92122 0001420040 S000020975 Dunham Long/Short Credit Fund C000059520 Dunham Long/Short Credit Fund Class A DAAIX C000059521 Dunham Long/Short Credit Fund Class C DCAIX C000059522 Dunham Long/Short Credit Fund Class N DNAIX NPORT-P 1 primary_doc.xml NPORT-P false 0001420040 XXXXXXXX S000020975 C000059522 C000059521 C000059520 Dunham Funds 811-22153 0001420040 549300FI2C3SP4YCHL80 6256 Greenwich Dr SUITE 550 SAN DIEGO 92122 858-964-0500 Dunham Long/Short Credit Fund S000020975 549300HNTJP4LP1J7Y67 2024-10-31 2024-04-30 N 214066935.26 17538060.82 196528874.44 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0 USD N Dunham Long/Short Credit Fund DRP DUNHAM LONG/SHORT CREDIT FUND DRP Chicago Board of Trade 549300EX04Q2QBFQTQ27 N/A -65.00000000 NC USD 191953.13000000 0.097671719001 Short DIR CORP US N 1 HSBC SECURITIES CYYGQCGNHMHPSMRL3R97 Short N/A CBOT 10 Year US Treasury Note 2024-06-18 -7175390.63000000 USD 191953.13000000 N N N N/A N/A N/A 5000000.00000000 PA USD -127303.55000000 -0.06477600320 Long DCR CORP N/A N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Omnicom Group Omnicom Group Y N/A 2028-06-20 0.00000000 USD -87954.12000000 USD 5000000.00000000 USD -39349.43000000 N N N Rakuten Group Inc. 529900IMXUCQKUL1H943 75102WAK4 2010000.00000000 PA USD 1993719.42000000 1.014466411452 Long DBT CORP JP Y 2 2029-04-15 Fixed 9.75000000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ABY2 2065000.00000000 PA USD 2026773.88000000 1.031285548128 Long DBT CORP US Y 2 2024-09-17 Fixed 1.00000000 N N N N N N Goldman Sachs Group, Inc. 784F5XWPLTWKTBV3E584 38141GYQ1 2050000.00000000 PA USD 2050976.95000000 1.043600822446 Long DBT CORP US N 2 2024-10-21 Floating 5.80642200 N N N N N N Ford Motor Credit Company LLC UDSQCVRUX5BONN0VY111 345397D26 2429000.00000000 PA USD 2465885.53000000 1.254719204506 Long DBT CORP US N 2 2026-06-10 Fixed 6.95000000 N N N N N N Bank of Nova Scotia L3I9ZG2KFGXZ61BMYR72 064159VJ2 1805000.00000000 PA USD 1767960.14000000 0.899593072538 Long DBT CORP CA N 2 2168-09-04 Fixed 4.90000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05583JAN2 7265000.00000000 PA USD 7252080.07000000 3.690083755206 Long DBT CORP FR Y 2 2027-01-18 Fixed 5.97500000 N N N N N N N/A N/A N/A 3500000.00000000 PA USD -73551.78000000 -0.03742543186 Long DCR CORP N/A N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 DR Horton Inc DR Horton Inc Y N/A 2027-12-20 49397.85000000 USD 0.00000000 USD 3500000.00000000 USD -122949.63000000 N N N Synchrony Bank 549300UATVPGSLE43Z27 87166FAD5 4735000.00000000 PA USD 4676495.95000000 2.379546498358 Long DBT CORP US Y 2 2025-08-22 Fixed 5.40000000 N N N N N N IHO Verwaltungs GmbH 529900JL0HDVGZMUJF32 80627DAC0 3070000.00000000 PA USD 2962425.97000000 1.507374414289 Long DBT CORP DE Y 2 2026-09-15 Fixed 4.75000000 N N N N N N Sprint LLC 549300ZTTY7CXOLJ6539 85207UAH8 2150000.00000000 PA USD 2153129.37000000 1.095579148934 Long DBT CORP US N 2 2024-06-15 Fixed 7.12500000 N N N N N N N/A N/A N/A -7000000.00000000 PA USD 103634.70000000 0.052732556625 Long DCR CORP N/A N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Verizon Communications Inc Verizon Communications Inc Y N/A 2027-06-20 2630.15000000 USD 0.00000000 USD -7000000.00000000 USD 101004.55000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 N/A -21.00000000 NC USD 105809.53000000 0.053839177729 Short DIR CORP US N 1 HSBC SECURITIES CYYGQCGNHMHPSMRL3R97 Short N/A CBOT US Treasure Bond Futures 2024-06-18 -2495872.03000000 USD 105809.53000000 N N N NatWest Group PLC 2138005O9XJIJN4JPN90 639057AG3 3550000.00000000 PA USD 3632307.46000000 1.848230938252 Long DBT CORP GB N 2 2026-11-10 Fixed 7.47200000 N N N N N N United States Treasury Bills 254900HROIFWPRGM1V77 912797KN6 20155000.00000000 PA USD 19951760.61000000 10.15207595670 Long DBT UST US N 2 2024-07-09 Fixed 0.00000000 N N N N N N Sisecam UK PLC 789000T82YRLMLUOC889 829688AB6 1745000.00000000 PA USD 1772222.00000000 0.901761639377 Long DBT CORP GB Y 2 2032-05-02 Fixed 8.62500000 N N N N N N Wells Fargo & Co. 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