0001752724-24-151388.txt : 20240701
0001752724-24-151388.hdr.sgml : 20240701
20240628195359
ACCESSION NUMBER: 0001752724-24-151388
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20240430
FILED AS OF DATE: 20240701
DATE AS OF CHANGE: 20240628
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: 241087461
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
S000020974
Dunham Small Cap Value Fund
C000059517
Dunham Small Cap Value Fund Class A
DASVX
C000059518
Dunham Small Cap Value Fund Class C
DCSVX
C000059519
Dunham Small Cap Value Fund Class N
DNSVX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001420040
XXXXXXXX
S000020974
C000059519
C000059518
C000059517
Dunham Funds
811-22153
0001420040
549300FI2C3SP4YCHL80
6256 Greenwich Dr
SUITE 550
SAN DIEGO
92122
858-964-0500
Dunham Small Cap Value Fund
S000020974
549300FUKK5THH5JHD83
2024-10-31
2024-04-30
N
81390801.44
492516.75
80898284.69
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
0.00000000
N
RXO Inc.
549300KL8CA6GP8XPM30
RXO INC
74982T103
21874.00000000
NS
USD
413637.34000000
0.511305451759
Long
EC
CORP
US
N
1
N
N
N
Firstcash Holdings Inc
N/A
FIRSTCASH HOLDIN
33768G107
3838.00000000
NS
USD
433617.24000000
0.536003008792
Long
EC
CORP
US
N
1
N
N
N
Northwest Pipe Co.
54930056VW2CRCZ9RE54
NORTHWEST PIPE
667746101
11444.00000000
NS
USD
362202.60000000
0.447725933112
Long
EC
CORP
US
N
1
N
N
N
Orion Group Holdings Inc
549300KBVXPV9Q3CT222
ORION GROUP HOLDINGS INC
68628V308
105817.00000000
NS
USD
752358.87000000
0.930005961044
Long
EC
CORP
US
N
1
N
N
N
Bloom Energy Corporation
549300XB5J9BFW5JXV97
BLOOM ENERGY C-A
093712107
20479.00000000
NS
USD
227931.27000000
0.281750436209
Long
EC
CORP
US
N
1
N
N
N
Constellium SE
724500KRJEMC79KAAU28
CONSTELLIUM SE
F21107101
19998.00000000
NS
USD
393760.62000000
0.486735437603
Long
EC
CORP
FR
N
1
N
N
N
Mesa Laboratories Inc.
549300ZCG738WLX8ZW79
MESA LABS
59064R109
955.00000000
NS
USD
101306.40000000
0.125226882607
Long
EC
CORP
US
N
1
N
N
N
Star Bulk Carriers Corp.
549300SO3FMK7H6DDY54
STAR BULK CARRIE
Y8162K204
52109.00000000
NS
USD
1267290.88000000
1.566523795722
Long
EC
CORP
MH
N
1
N
N
N
PetIQ Inc.
549300GROACFGKVYOX14
PETIQ INC
71639T106
16592.00000000
NS
USD
270781.44000000
0.334718394880
Long
EC
CORP
US
N
1
N
N
N
Brixmor Property Group Inc
5299007UXW6Y0W2EGZ95
BRIXMOR PROPERTY
11120U105
38413.00000000
NS
USD
848927.30000000
1.049376143453
Long
EC
CORP
US
N
1
N
N
N
Harmonic Inc
549300LRGRD8XC9BTL66
HARMONIC INC
413160102
33538.00000000
NS
USD
360198.12000000
0.445248154989
Long
EC
CORP
US
N
1
N
N
N
Wayfair Inc
54930027N9ZAVYFDHK53
WAYFAIR INC- A
94419L101
4701.00000000
NS
USD
235755.15000000
0.291421691947
Long
EC
CORP
US
N
1
N
N
N
Knight-Swift Transportation Holdings Inc.
N/A
KNIGHT-SWIFT TRA
499049104
9681.00000000
NS
USD
447552.63000000
0.553228825203
Long
EC
CORP
US
N
1
N
N
N
Stewart Information Services Corporation
529900TV1XI0PLKENU10
STEWART INFO SVC
860372101
3216.00000000
NS
USD
199424.16000000
0.246512223051
Long
EC
CORP
US
N
1
N
N
N
Teekay Tankers Ltd
549300DE8ZAIYS2T6Q22
TEEKAY TANK-CL A
Y8565N300
12092.00000000
NS
USD
704600.84000000
0.870971297722
Long
EC
CORP
MH
N
1
N
N
N
Babcock & Wilcox Enterprises Inc.
5493006H661OZN2C0T54
BABCOCK & WILCOX
05614L209
199778.00000000
NS
USD
203773.56000000
0.251888604042
Long
EC
CORP
US
N
1
N
N
N
Premier Financial Corp.
549300JGKN0NL8JSA469
PREMIER FINANCIA
74052F108
22606.00000000
NS
USD
438104.28000000
0.541549529361
Long
EC
CORP
US
N
1
N
N
N
Hillman Solutions Corp
N/A
HILLMAN SOLUTION
431636109
33002.00000000
NS
USD
315499.12000000
0.389994820296
Long
EC
CORP
US
N
1
N
N
N
Teleflex Incorporated
UUL85LWXB4NGSWWXIQ25
TELEFLEX INC
879369106
1495.00000000
NS
USD
312081.25000000
0.385769922311
Long
EC
CORP
US
N
1
N
N
N
Arcosa Inc
549300WFHLTCZV7D6V29
ARCOSA INC
039653100
10871.00000000
NS
USD
826413.42000000
1.021546282676
Long
EC
CORP
US
N
1
N
N
N
Portland General Electric Company
GJOUP9M7C39GLSK9R870
PORTLAND GENERAL
736508847
13521.00000000
NS
USD
584512.83000000
0.722528088500
Long
EC
CORP
US
N
1
N
N
N
Horizon Bancorp Inc.
549300U2OQ2EIT5MXG39
HORIZON BANCORP
440407104
17226.00000000
NS
USD
197754.48000000
0.244448297955
Long
EC
CORP
US
N
1
N
N
N
Bowman Consulting Group Ltd
N/A
BOWMAN CONSULTIN
103002101
12438.00000000
NS
USD
404110.62000000
0.499529281181
Long
EC
CORP
US
N
1
N
N
N
Allison Transmission Holdings Inc
529900RP7DJ882LI9T83
ALLISON TRANSMIS
01973R101
3192.00000000
NS
USD
234771.60000000
0.290205905971
Long
EC
CORP
US
N
1
N
N
N
Masonite International Corporation
549300H0H07ZFT4JYM32
MASONITE INTERNA
575385109
2139.00000000
NS
USD
283524.45000000
0.350470286343
Long
EC
CORP
CA
N
1
N
N
N
Smartrent Inc
N/A
SMARTRENT INC
83193G107
96169.00000000
NS
USD
223112.08000000
0.275793338332
Long
EC
CORP
US
N
1
N
N
N
Commercial Metals Company
549300OQS2LO07ZJ7N73
COMMERCIAL METAL
201723103
4727.00000000
NS
USD
254028.98000000
0.314010341471
Long
EC
CORP
US
N
1
N
N
N
Moog Inc.
549300WM2I4U7OBAHG07
MOOG INC-CLASS A
615394202
1915.00000000
NS
USD
304619.05000000
0.376545746510
Long
EC
CORP
US
N
1
N
N
N
Pennant Group Inc
5493007H2OYR6BYLDA64
PENNANT GROUP
70805E109
22655.00000000
NS
USD
473716.05000000
0.585569955920
Long
EC
CORP
US
N
1
N
N
N
ADT Inc
549300LEATTKSS6E0N75
ADT INC
00090Q103
70735.00000000
NS
USD
459777.50000000
0.568340233370
Long
EC
CORP
US
N
1
N
N
N
Stride Inc
254900BRWS3AFONWU277
STRIDE INC
86333M108
6011.00000000
NS
USD
401234.25000000
0.495973742258
Long
EC
CORP
US
N
1
N
N
N
Beyond Inc
549300ACR0DL9U7EI710
BEYOND INC
690370101
12222.00000000
NS
USD
246028.86000000
0.304121231918
Long
EC
CORP
US
N
1
N
N
N
First Founation Inc.
254900TQZQ6LBCK77E82
FIRST FOUNDATION
32026V104
16801.00000000
NS
USD
92069.48000000
0.113808939649
Long
EC
CORP
US
N
1
N
N
N
Augmedix Inc
N/A
AUGMEDIX INC
05105P107
143928.00000000
NS
USD
390044.88000000
0.482142336508
Long
EC
CORP
US
N
1
N
N
N
Frontdoor Inc
5493008RB0JZJI3QGZ06
FRONTDOOR INC
35905A109
3372.00000000
NS
USD
103486.68000000
0.127921970653
Long
EC
CORP
US
N
1
N
N
N
Ardmore Shipping Corp.
549300J8HD7K6BHD8O28
ARDMORE SHIPPING
Y0207T100
53358.00000000
NS
USD
893746.50000000
1.104778059788
Long
EC
CORP
MH
N
1
N
N
N
National Bank Holdings Corp
N/A
NATIONAL-CL A
633707104
13985.00000000
NS
USD
457729.05000000
0.565808103044
Long
EC
CORP
US
N
1
N
N
N
Tutor Perini Corporation
549300FHXYVPW8LJ6D98
TUTOR PERINI COR
901109108
17809.00000000
NS
USD
296163.67000000
0.366093880896
Long
EC
CORP
US
N
1
N
N
N
First Commonwealth Financial Corp PA
549300ZHLQ42NXDETL24
FIRST COMMON FIN
319829107
33052.00000000
NS
USD
435955.88000000
0.538893848825
Long
EC
CORP
US
N
1
N
N
N
Argan Inc
529900E4KZWBV9KGBS83
ARGAN INC
04010E109
1747.00000000
NS
USD
105274.22000000
0.130131584870
Long
EC
CORP
US
N
1
N
N
N
OFG Bancorp
549300Q4QEXJ37LEXQ06
OFG BANCORP
67103X102
16346.00000000
NS
USD
590254.06000000
0.729624938602
Long
EC
CORP
PR
N
1
N
N
N
Vtex
N/A
VTEX -CLASS A
G9470A102
74655.00000000
NS
USD
553940.10000000
0.684736520833
Long
EC
CORP
KY
N
1
N
N
N
Playags Inc
N/A
PLAYAGS INC
72814N104
61932.00000000
NS
USD
547478.88000000
0.676749676582
Long
EC
CORP
US
N
1
N
N
N
The Hanover Insurance Group, Inc.
JJYR6MFKFF6CF8DBZ078
HANOVER INSURANC
410867105
4337.00000000
NS
USD
563029.34000000
0.695971913567
Long
EC
CORP
US
N
1
N
N
N
Fidelis Insurance Holdings Limited
549300CDMGCAGJQ7DX03
FIDELIS INSURANC
G3398L118
35675.00000000
NS
USD
662841.50000000
0.819351735997
Long
EC
CORP
BM
N
1
N
N
N
Universal Stainles
5493001OEIZDUGXZDE09
UNIVERSAL STAINL
913837100
7538.00000000
NS
USD
197118.70000000
0.243662397485
Long
EC
CORP
US
N
1
N
N
N
TETRA Technologies Inc.
549300T5W131705EK832
TETRA TECHNOLOGI
88162F105
46953.00000000
NS
USD
201428.37000000
0.248989667422
Long
EC
CORP
US
N
1
N
N
N
Matrix Service Co.
529900VYBKSX6HD2YW58
MATRIX SERVICE
576853105
24354.00000000
NS
USD
274226.04000000
0.338976334357
Long
EC
CORP
US
N
1
N
N
N
Tenet Healthcare Corporation
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE
88033G407
9472.00000000
NS
USD
1063610.88000000
1.314750843081
Long
EC
CORP
US
N
1
N
N
N
Algoma Steel Group Inc
549300Q5EU337A1XCX27
ALGOMA STEEL GRO
015658107
66748.00000000
NS
USD
510622.20000000
0.631190391683
Long
EC
CORP
CA
N
1
N
N
N
KBR Inc
254900OFQDXZRKRCV808
KBR INC
48242W106
7866.00000000
NS
USD
510818.04000000
0.631432473454
Long
EC
CORP
US
N
1
N
N
N
Atlas Energy Solutions Inc.
N/A
ATLAS ENERGY SOL
642045108
13685.00000000
NS
USD
303943.85000000
0.375711118183
Long
EC
CORP
US
N
1
N
N
N
Zimvie Inc
549300GFKURT1J6XR665
ZIMVIE INC
98888T107
17361.00000000
NS
USD
263887.20000000
0.326196285880
Long
EC
CORP
US
N
1
N
N
N
Valaris Ltd.
N/A
VALARIS LTD
G9460G101
3126.00000000
NS
USD
203377.56000000
0.251399100462
Long
EC
CORP
BM
N
1
N
N
N
Frontier Group Holdings Inc
549300DT3Y2BHO6G7T02
FRONTIER GROUP H
35909R108
62358.00000000
NS
USD
376642.32000000
0.465575161999
Long
EC
CORP
US
N
1
N
N
N
TrueCar Inc.
549300KK16488YXWVE52
TRUECAR INC
89785L107
130110.00000000
NS
USD
343490.40000000
0.424595405596
Long
EC
CORP
US
N
1
N
N
N
Smart Global Holdings Inc
529900RDGHQY8XKXPN14
SMART GLOBAL HOL
G8232Y101
15732.00000000
NS
USD
287423.64000000
0.355290153680
Long
EC
CORP
KY
N
1
N
N
N
Ranger Energy Services Inc
549300J7RIVGVAN0RE23
RANGER ENERGY SE
75282U104
37473.00000000
NS
USD
368734.32000000
0.455799923833
Long
EC
CORP
US
N
1
N
N
N
Liveramp Holdings Inc
76MIROMHC0FSWDR2G072
LIVERAMP HOLDING
53815P108
25516.00000000
NS
USD
819318.76000000
1.012776430476
Long
EC
CORP
US
N
1
N
N
N
Ero Copper Corp
549300KL8A21SEIO8I47
ERO COPPER CORP
296006109
33271.00000000
NS
USD
678395.69000000
0.838578583711
Long
EC
CORP
CA
N
1
N
N
N
Blue Bird Corp.
5493004ZXJUUWQ65ER59
BLUE BIRD CORP
095306106
12195.00000000
NS
USD
401886.23000000
0.496779667875
Long
EC
CORP
US
N
1
N
N
N
EZCORP Inc.
5493003K6PG3ZQ7TUQ63
EZCORP INC-A
302301106
52082.00000000
NS
USD
571860.36000000
0.706888115355
Long
EC
CORP
US
N
1
N
N
N
Reservoir Media Inc.
549300PHPDQ9M9QSNU18
RESERVOIR MEDIA
76119X105
51687.00000000
NS
USD
462598.65000000
0.571827513738
Long
EC
CORP
US
N
1
N
N
N
Grocery Outlet Holding Corp.
N/A
GROCERY OUTLET
39874R101
6793.00000000
NS
USD
176414.21000000
0.218069160150
Long
EC
CORP
US
N
1
N
N
N
Orthofix Medical Inc
N/A
ORTHOFIX MEDICAL
68752M108
32656.00000000
NS
USD
424528.00000000
0.524767616058
Long
EC
CORP
US
N
1
N
N
N
Air Lease Corporation
5493004NW4M4P8TMMK63
AIR LEASE C
00912X302
12083.00000000
NS
USD
607049.92000000
0.750386639625
Long
EC
CORP
US
N
1
N
N
N
Allient Inc
549300I2LHAWYGNBPM97
ALLIENT INC
019330109
12054.00000000
NS
USD
354267.06000000
0.437916652197
Long
EC
CORP
US
N
1
N
N
N
Innoviva Inc
549300ACOX4QTBES6535
INNOVIVA INC
45781M101
30193.00000000
NS
USD
456216.23000000
0.563938075755
Long
EC
CORP
US
N
1
N
N
N
Pagseguro Digital Ltd
N/A
PAGSEGURO DIGI-A
G68707101
35935.00000000
NS
USD
447390.75000000
0.553028722072
Long
EC
CORP
KY
N
1
N
N
N
Nomad Foods Limited
5493000ZZ1837DS2SI43
NOMAD FOODS
G6564A105
47789.00000000
NS
USD
863069.34000000
1.066857404093
Long
EC
CORP
VG
N
1
N
N
N
AXIS Capital Holdings Limited
N/A
AXIS CAPITAL
G0692U109
4898.00000000
NS
USD
300394.34000000
0.371323497341
Long
EC
CORP
BM
N
1
N
N
N
Tronox Holdings PLC
549300NRVC84SGJSXV06
TRONOX HOLDING
G9087Q102
48957.00000000
NS
USD
831779.43000000
1.028179315775
Long
EC
CORP
GB
N
1
N
N
N
Mirion Technologies Inc
549300BNTOWVWFNVTJ65
MIRION TECHNOLOG
60471A101
25319.00000000
NS
USD
275217.53000000
0.340201935127
Long
EC
CORP
US
N
1
N
N
N
VSE Corp.
549300QWJYQDH4U5XI15
VSE CORP
918284100
6871.00000000
NS
USD
536418.97000000
0.663078298947
Long
EC
CORP
US
N
1
N
N
N
Popular, Inc.
5493008CARDZMVQ3LO89
POPULAR INC
733174700
6595.00000000
NS
USD
560509.05000000
0.692856532308
Long
EC
CORP
PR
N
1
N
N
N
Generac Holdings Inc.
529900S2H2AHJHSFFI84
GENERAC HOLDINGS
368736104
2363.00000000
NS
USD
321273.48000000
0.397132623060
Long
EC
CORP
US
N
1
N
N
N
Warrior Met Coal Inc
549300152B1S9YKBYV79
WARRIOR MET COAL
93627C101
3799.00000000
NS
USD
259661.65000000
0.320972998370
Long
EC
CORP
US
N
1
N
N
N
Goodyear Tire & Rubber Co. The
5493002BI0S2ZQUY3437
GOODYEAR TIRE
382550101
20137.00000000
NS
USD
240838.52000000
0.297705348046
Long
EC
CORP
US
N
1
N
N
N
Summit Materials Inc
549300XNOLX5GIOSO108
SUMMIT MATERIA-A
86614U100
7131.00000000
NS
USD
277395.90000000
0.342894662183
Long
EC
CORP
US
N
1
N
N
N
Esquire Financial Holdings Inc
N/A
ESQUIRE FINANCIA
29667J101
9334.00000000
NS
USD
439258.04000000
0.542975715348
Long
EC
CORP
US
N
1
N
N
N
Kodiak Gas Services Inc
N/A
KODIAK GAS SERVI
50012A108
18720.00000000
NS
USD
508809.60000000
0.628949800295
Long
EC
CORP
US
N
1
N
N
N
Consensus Cloud Solutions Inc
N/A
CONSENSUS CLOUD
20848V105
9944.00000000
NS
USD
115748.16000000
0.143078633179
Long
EC
CORP
US
N
1
N
N
N
Resources Connection Inc.
N/A
RESOURCES CONNEC
76122Q105
18662.00000000
NS
USD
206215.10000000
0.254906640839
Long
EC
CORP
US
N
1
N
N
N
RGC Resources Inc
N/A
RGC RESOURCES
74955L103
10405.00000000
NS
USD
214551.10000000
0.265210938429
Long
EC
CORP
US
N
1
N
N
N
Tiptree Inc.
N/A
TIPTREE INC
88822Q103
26591.00000000
NS
USD
423594.63000000
0.523613858591
Long
EC
CORP
US
N
1
N
N
N
Spire Inc
549300NXSY15DRY2R511
SPIRE INC
84857L101
9379.00000000
NS
USD
579528.41000000
0.716366746490
Long
EC
CORP
US
N
1
N
N
N
Aqua Metals Inc
549300RYC8R46H1FXA06
AQUA METALS INC
03837J101
395428.00000000
NS
USD
185455.73000000
0.229245565231
Long
EC
CORP
US
N
1
N
N
N
Stelco Holdings Inc
N/A
STELCO HOLDINGS
858522105
18287.00000000
NS
530113.80000000
0.655284351245
Long
EC
CORP
CA
N
1
N
N
N
Cars.com Inc
5493002G6J07LNGX4M98
CARS.COM INC
14575E105
33796.00000000
NS
USD
564731.16000000
0.698075567564
Long
EC
CORP
US
N
1
N
N
N
Halozyme Therapeutics Inc
529900242I3SV9AGM753
HALOZYME THERAPE
40637H109
8568.00000000
NS
USD
326440.80000000
0.403520051445
Long
EC
CORP
US
N
1
N
N
N
UMH Properties Inc
529900OM5K3PJ11F0Q09
UMH PROPERTIES I
903002103
33144.00000000
NS
USD
527652.48000000
0.652241863992
Long
EC
CORP
US
N
1
N
N
N
Clarivate PLC
549300WDHIIODXFO0R55
CLARIVATE PLC
G21810109
28998.00000000
NS
USD
196026.48000000
0.242312282332
Long
EC
CORP
JE
N
1
N
N
N
International Money Express Inc.
N/A
INTERNATIONAL MO
46005L101
19685.00000000
NS
USD
398227.55000000
0.492257099796
Long
EC
CORP
US
N
1
N
N
N
Kemper Corporation
549300FNI1JKTRY2PV09
KEMPER CORP
488401100
15418.00000000
NS
USD
899023.58000000
1.111301164721
Long
EC
CORP
US
N
1
N
N
N
Getty Realty Corp
2549000P1W5SFJWCNP90
GETTY REALTY
374297109
21359.00000000
NS
USD
578828.90000000
0.715502068082
Long
EC
CORP
US
N
1
N
N
N
First American Financial Corporation
549300B6VEZK3N0A1P55
FIRST AMERICAN F
31847R102
3420.00000000
NS
USD
183209.40000000
0.226468831449
Long
EC
CORP
US
N
1
N
N
N
ICF International Inc
5493003KYFDDC5B3WY64
ICF INTERNATIONA
44925C103
2898.00000000
NS
USD
418152.42000000
0.516886633137
Long
EC
CORP
US
N
1
N
N
N
Verint Systems Inc
549300KEQJS5FRVUCO94
VERINT SYSTEMS
92343X100
7320.00000000
NS
USD
221649.60000000
0.273985537331
Long
EC
CORP
US
N
1
N
N
N
The Manitowoc Company, Inc.
2RTSLGQ89VMY18RHX631
MANITOWOC CO
563571405
6443.00000000
NS
USD
77960.30000000
0.096368297917
Long
EC
CORP
US
N
1
N
N
N
Universal Logistics Holdings Inc.
N/A
UNIVERSAL LOGIST
91388P105
7986.00000000
NS
USD
356814.48000000
0.441065569396
Long
EC
CORP
US
N
1
N
N
N
Lithium Americas Argentina Corp
529900Q9ENG7EHHZ5R75
LITHIUM AMERICAS
53681K100
68611.00000000
NS
USD
347857.77000000
0.429993999666
Long
EC
CORP
CA
N
1
N
N
N
Onespan Inc
549300D67QDZG593UX89
ONESPAN INC
68287N100
41845.00000000
NS
USD
452762.90000000
0.559669344949
Long
EC
CORP
US
N
1
N
N
N
Essent Group Limited
254900QUO860OUT6ZF83
ESSENT GROUP LTD
G3198U102
9248.00000000
NS
USD
489866.56000000
0.605533926803
Long
EC
CORP
BM
N
1
N
N
N
Kaltura Inc
254900WYME0NSA8DVA41
KALTURA INC
483467106
431442.00000000
NS
USD
530673.66000000
0.655976405474
Long
EC
CORP
US
N
1
N
N
N
Carrols Restaurant Group Inc.
529900HZEMNWQSAKFJ98
CARROLS RESTAURA
14574X104
44395.00000000
NS
USD
422640.40000000
0.522434315658
Long
EC
CORP
US
N
1
N
N
N
ABM Inds Inc
QF02R89VEIOROM77J447
ABM INDUSTRIES
000957100
8930.00000000
NS
USD
390241.00000000
0.482384764393
Long
EC
CORP
US
N
1
N
N
N
Cadre Holdings Inc.
N/A
CADRE HOLDINGS I
12763L105
10308.00000000
NS
USD
343771.80000000
0.424943249807
Long
EC
CORP
US
N
1
N
N
N
Clarus Corp.
549300PKSLI6PT0ULL72
CLARUS CORP
18270P109
35527.00000000
NS
USD
224885.91000000
0.277986005342
Long
EC
CORP
US
N
1
N
N
N
Denny's Corp.
54930037V56XOULXM917
DENNY'S CORP
24869P104
26137.00000000
NS
USD
209618.74000000
0.259113948834
Long
EC
CORP
US
N
1
N
N
N
Fluor Corporation
CQ7WZ4NOFWT7FAE6Q943
FLUOR CORP
343412102
10120.00000000
NS
USD
408139.60000000
0.504509584552
Long
EC
CORP
US
N
1
N
N
N
Radiant Logistics Inc.
549300HWCW2HBOG4GN20
RADIANT LOGISTIC
75025X100
49974.00000000
NS
USD
246871.56000000
0.305162910370
Long
EC
CORP
US
N
1
N
N
N
OceanFirst Financial Corp.
N/A
OCEANFIRST FINL
675234108
13380.00000000
NS
USD
197488.80000000
0.244119885553
Long
EC
CORP
US
N
1
N
N
N
Capstone Copper Corp
N/A
CAPSTONE COPPER
14071L108
58353.00000000
NS
403925.25000000
0.499300141588
Long
EC
CORP
CA
N
1
N
N
N
8X8 Inc New
254900XWSOC5U1BRW939
8X8 INC
282914100
173383.00000000
NS
USD
383176.43000000
0.473652107048
Long
EC
CORP
US
N
1
N
N
N
V2X Inc
N/A
V2X INC
92242T101
9928.00000000
NS
USD
482302.24000000
0.596183518412
Long
EC
CORP
US
N
1
N
N
N
Select Water Solutions Inc
54930094OK8LA3QDW486
SELECT WATER SOL
81617J301
26448.00000000
NS
USD
244379.52000000
0.302082449506
Long
EC
CORP
US
N
1
N
N
N
Saturn Oil & Gas Inc
549300G6BWJ7K6PIIY73
SATURN OIL & GAS
80412L883
146352.00000000
NS
283827.74000000
0.350845189224
Long
EC
CORP
CA
N
1
N
N
N
CECO Environmental Corp.
5493002CZCTL4HGLIY91
CECO ENVIRONMNTL
125141101
9941.00000000
NS
USD
214924.42000000
0.265672406805
Long
EC
CORP
US
N
1
N
N
N
Enovis Corporation
635400OP2DYYYMOIYL17
ENOVIS CORP
194014502
13316.00000000
NS
USD
735442.68000000
0.909095517683
Long
EC
CORP
US
N
1
N
N
N
JELD-WEN Holding Inc.
529900AXX7CT9GZSCS30
JELD-WEN HOLDING
47580P103
19619.00000000
NS
USD
402189.50000000
0.497154546034
Long
EC
CORP
US
N
1
N
N
N
Perella Weinberg Partners
N/A
PERELLA WEINBERG
71367G102
38899.00000000
NS
USD
580373.08000000
0.717410860099
Long
EC
CORP
US
N
1
N
N
N
Landsea Homes Corp.
549300RP8AZAKHNILS36
LANDSEA HOMES CO
51509P103
17652.00000000
NS
USD
203880.60000000
0.252020918343
Long
EC
CORP
US
N
1
N
N
N
CTO Realty Growth Inc New
N/A
CTO REALTY GROWT
22948Q101
26072.00000000
NS
USD
452349.20000000
0.559157962042
Long
EC
CORP
US
N
1
N
N
N
TreeHouse Foods, Inc.
5493007M7EVHE470Q576
TREEHOUSE FOODS
89469A104
11212.00000000
NS
USD
421010.60000000
0.520419687034
Long
EC
CORP
US
N
1
N
N
N
DHT Holdings Inc.
549300SMD6IVZYT74K40
DHT HOLDINGS INC
Y2065G121
53919.00000000
NS
USD
615754.98000000
0.761147139719
Long
EC
CORP
MH
N
1
N
N
N
Stoneridge Inc.
PNBCIH9LE7WI83VJIF08
STONERIDGE INC
86183P102
16059.00000000
NS
USD
240563.82000000
0.297365785840
Long
EC
CORP
US
N
1
N
N
N
Kosmos Energy Ltd
213800YDFJ3OT9B5P157
KOSMOS ENERGY LT
500688106
120384.00000000
NS
USD
682577.28000000
0.843747531379
Long
EC
CORP
US
N
1
N
N
N
Pacira Biosciences Inc
549300P56LERYBDHCF69
PACIRA BIOSCIENC
695127100
7435.00000000
NS
USD
195168.75000000
0.241252024993
Long
EC
CORP
US
N
1
N
N
N
Motorcar Parts of America Inc.
549300AG4610OSV3H429
MOTORCAR PARTS
620071100
29006.00000000
NS
USD
164754.08000000
0.203655838478
Long
EC
CORP
US
N
1
N
N
N
Gentherm Inc
HKM6YX1U5JS60TCUB219
GENTHERM INC
37253A103
3671.00000000
NS
USD
185642.47000000
0.229476398308
Long
EC
CORP
US
N
1
N
N
N
NETSTREIT Corp.
254900CJL0EDMEQ25Q84
NETSTREIT CORP
64119V303
31544.00000000
NS
USD
531516.40000000
0.657018133371
Long
EC
CORP
US
N
1
N
N
N
Antero Resources Corporation
APVBKPOULHUX7YZLKU17
ANTERO RESOURCES
03674X106
8625.00000000
NS
USD
293336.25000000
0.362598850054
Long
EC
CORP
US
N
1
N
N
N
Dime Community Bancshares Inc.
N/A
DIME COMMUNITY B
25432X102
11913.00000000
NS
USD
216816.60000000
0.268011368635
Long
EC
CORP
US
N
1
N
N
N
Phreesia Inc
5493000HHF8NU4QOCG53
PHREESIA INC
71944F106
9804.00000000
NS
USD
203334.96000000
0.251346441743
Long
EC
CORP
US
N
1
N
N
N
Vivid Seats Inc
N/A
VIVID SEATS IN-A
92854T100
17850.00000000
NS
USD
93891.00000000
0.116060557229
Long
EC
CORP
US
N
1
N
N
N
Immersion Corp.
529900AKNC1UAMQ2YB35
IMMERSION CORP
452521107
50889.00000000
NS
USD
369963.03000000
0.457318757026
Long
EC
CORP
US
N
1
N
N
N
Radcom
529900YOUOKNMG7QW685
RADCOM LTD
M81865111
22398.00000000
NS
USD
197102.40000000
0.243642248726
Long
EC
CORP
IL
N
1
N
N
N
First Bancorp Puerto Rico
N/A
FIRST BANCORP PR
318672706
30756.00000000
NS
USD
530541.00000000
0.655812421775
Long
EC
CORP
PR
N
1
N
N
N
Capital Bancorp Inc.
549300LQKYGWQ7VP0C75
CAPITAL BANCORP
139737100
20911.00000000
NS
USD
405673.40000000
0.501461065033
Long
EC
CORP
US
N
1
N
N
N
Allete Inc
549300NNLSIMY6Z8OT86
ALLETE INC
018522300
10094.00000000
NS
USD
597766.68000000
0.738911439581
Long
EC
CORP
US
N
1
N
N
N
Atkore Inc
52990002TI38AM4RPV48
ATKORE INC
047649108
565.00000000
NS
USD
99044.50000000
0.122430902434
Long
EC
CORP
US
N
1
N
N
N
Quipt Home Medical Corp
N/A
QUIPT HOME MEDIC
74880P104
104184.00000000
NS
USD
375062.40000000
0.463622191047
Long
EC
CORP
CA
N
1
N
N
N
Northeast Bank
549300F0LV9TSW34E306
NORTHEAST BANK
66405S100
13739.00000000
NS
USD
710581.08000000
0.878363592903
Long
EC
CORP
US
N
1
N
N
N
Thermon Group Holdings Inc
529900ZNZBBLDE77MZ38
THERMON GROUP HO
88362T103
21826.00000000
NS
USD
696904.18000000
0.861457301190
Long
EC
CORP
US
N
1
N
N
N
Mastec, Inc.
549300TMDIT8WREDOF45
MASTEC INC
576323109
2811.00000000
NS
USD
249307.59000000
0.308174136145
Long
EC
CORP
US
N
1
N
N
N
Equity Commonwealth
549300YPGVU9PR4L0606
EQUITY COMMONWEA
294628102
35238.00000000
NS
USD
659655.36000000
0.815413284135
Long
EC
CORP
US
N
1
N
N
N
Ashland Inc.
529900E4L9R04SB8HB11
ASHLAND INC
044186104
3485.00000000
NS
USD
332225.05000000
0.410670079437
Long
EC
CORP
US
N
1
N
N
N
Natural Gas Serv
N/A
NATURAL GAS SERV
63886Q109
21602.00000000
NS
USD
476972.16000000
0.589594899110
Long
EC
CORP
US
N
1
N
N
N
Hudson Technologes Inc
N/A
HUDSON TECH
444144109
15798.00000000
NS
USD
156716.16000000
0.193720003582
Long
EC
CORP
US
N
1
N
N
N
Broadwind Inc
529900ATI5MMWNW41F84
BROADWIND INC
11161T207
84383.00000000
NS
USD
178891.96000000
0.221131956858
Long
EC
CORP
US
N
1
N
N
N
Sun Country Airlines Holdings Inc.
549300MOHOJN9GH0NJ48
SUN COUNTRY HOLD
866683105
28158.00000000
NS
USD
374782.98000000
0.463276794354
Long
EC
CORP
US
N
1
N
N
N
El Pollo Loco Holdings Inc
549300EZCBNF4G707K90
EL POLLO LOCO HO
268603107
22035.00000000
NS
USD
187738.20000000
0.232066972395
Long
EC
CORP
US
N
1
N
N
N
Nlight Inc.
N/A
NLIGHT INC
65487K100
10767.00000000
NS
USD
122636.13000000
0.151592991705
Long
EC
CORP
US
N
1
N
N
N
Fidelity Institutional Cash Portfolios
549300SHPEJB1OPRCV46
FID-MM GOVT-I
316175108
4356406.86000000
PA
USD
4356406.86000000
5.385042311704
Long
STIV
RF
US
N
1
N
N
N
Savers Value Village Inc.
N/A
SAVERS VALUE VIL
80517M109
11369.00000000
NS
USD
187815.88000000
0.232162994208
Long
EC
CORP
US
N
1
N
N
N
Rayonier Advanced Materials Inc
54930053QJ7OUGZG4F72
RAYONIER ADV
75508B104
99629.00000000
NS
USD
371616.17000000
0.459362236695
Long
EC
CORP
US
N
1
N
N
N
Capital City Bank Group Inc.
254900NVLVUJQZKTQE82
CAP CITY BANK
139674105
18233.00000000
NS
USD
483539.16000000
0.597712500151
Long
EC
CORP
US
N
1
N
N
N
Covenant Logistics Group Inc.
N/A
COVENANT LOGISTI
22284P105
6804.00000000
NS
USD
307472.76000000
0.380073274950
Long
EC
CORP
US
N
1
N
N
N
Ooma Inc
N/A
OOMA INC
683416101
44900.00000000
NS
USD
316994.00000000
0.391842671590
Long
EC
CORP
US
N
1
N
N
N
Investar Holding Corp
54930001EK2YM28LOJ08
INVESTAR HOLDING
46134L105
25453.00000000
NS
USD
424556.04000000
0.524802276867
Long
EC
CORP
US
N
1
N
N
N
Huntsman Corporation
5299000V56320A7RIQ67
HUNTSMAN CORP
447011107
9685.00000000
NS
USD
231084.10000000
0.285647712909
Long
EC
CORP
US
N
1
N
N
N
Federal Agricultural Mortgage Corporation
549300MS654K78GYF580
FED AGRI MTG-C
313148306
2139.00000000
NS
USD
398132.07000000
0.492139075044
Long
EC
USGA
US
N
1
N
N
N
Bowlero Corp.
N/A
BOWLERO CORP - A
10258P102
20262.00000000
NS
USD
238078.50000000
0.294293631703
Long
EC
CORP
US
N
1
N
N
N
NMI Holdings Inc
529900KNNGFXJX1C3Z08
NMI HOLDINGS I-A
629209305
12922.00000000
NS
USD
398772.92000000
0.492931242643
Long
EC
CORP
US
N
1
N
N
N
Tower Semiconductor Limited
54930086ZSNXZOUX0C54
TOWER SEMICONDCT
M87915274
16589.00000000
NS
USD
545280.43000000
0.674032128233
Long
EC
CORP
IL
N
1
N
N
N
Ecovyst Inc
N/A
ECOVYST INC
27923Q109
39374.00000000
NS
USD
371296.82000000
0.458967481724
Long
EC
CORP
US
N
1
N
N
N
Viemed Healthcare Inc.
N/A
VIEMED HEALTHCARE INC
92663R105
36178.00000000
NS
USD
296297.82000000
0.366259706414
Long
EC
CORP
CA
N
1
N
N
N
Janus International Group Inc
N/A
JANUS INTERNATIO
47103N106
34523.00000000
NS
USD
497476.43000000
0.614940640467
Long
EC
CORP
US
N
1
N
N
N
Vimeo Inc
25490061AWYWC90UIJ68
VIMEO INC
92719V100
70890.00000000
NS
USD
254495.10000000
0.314586521797
Long
EC
CORP
US
N
1
N
N
N
MVB Financial Corp.
549300KSUQ2FUU1X2O74
MVB FINANCIAL CO
553810102
17322.00000000
NS
USD
311276.34000000
0.384774956839
Long
EC
CORP
US
N
1
N
N
N
Alpine Income Property Trust Inc
N/A
ALPINE INCOME
02083X103
36467.00000000
NS
USD
544452.31000000
0.673008472412
Long
EC
CORP
US
N
1
N
N
N
Independent Bank Corp Michigan
N/A
INDEP BANK/MICH
453838609
17562.00000000
NS
USD
435713.22000000
0.538593891909
Long
EC
CORP
US
N
1
N
N
N
DigitalBridge Group Inc
549300XG87L902AGBO89
DIGITALBRIDGE GR
25401T603
17193.00000000
NS
USD
282652.92000000
0.349392970547
Long
EC
CORP
US
N
1
N
N
N
Arizona Sonoran Copper Company Inc
549300C8J16JPSINEM53
ARIZONA SONORAN
04058Q105
283298.00000000
NS
292197.68000000
0.361191440732
Long
EC
CORP
CA
N
1
N
N
N
Embraer S.A.
549300EM51WYXFHUY333
EMBRAER SA-ADR
29082A107
12082.00000000
NS
USD
308695.10000000
0.381584234057
Long
EC
CORP
BR
N
1
N
N
N
Gildan Activewear Inc.
549300SB3IBI34M00Z45
GILDAN ACTIVEWEA
375916103
25249.00000000
NS
USD
875130.34000000
1.081766249251
Long
EC
CORP
CA
N
1
N
N
N
Ranpak Holdings Corp.
5493000Z9EZR9DCYOO86
RANPAK HOLDINGS CORP
75321W103
66468.00000000
NS
USD
481228.32000000
0.594856024258
Long
EC
CORP
US
N
1
N
N
N
BGC Group Inc
N/A
BGC GROUP INC-A
088929104
98130.00000000
NS
USD
768357.90000000
0.949782684446
Long
EC
CORP
US
N
1
N
N
N
Scorpio Tankers Inc
549300NVJUH16NXG8K87
SCORPIO TANKERS
Y7542C130
10757.00000000
NS
USD
756862.52000000
0.935573013569
Long
EC
CORP
MH
N
1
N
N
N
Silicon Motion Technology Corp.
5299005RBVBZQJTYFC89
SILICON MOTI-ADR
82706C108
2765.00000000
NS
USD
204084.65000000
0.252273148660
Long
EC
CORP
KY
N
1
N
N
N
Agnc Investment Corp
5TRACI5HRMELWV32OF39
AGNC INVESTMENT
00123Q104
40976.00000000
NS
USD
374930.40000000
0.463459023187
Long
EC
CORP
US
N
1
N
N
N
Driven Brands Holdings Inc
N/A
DRIVEN BRANDS HO
26210V102
28331.00000000
NS
USD
405983.23000000
0.501844052139
Long
EC
CORP
US
N
1
N
N
N
Harvard Bioscience Inc.
549300VLGB1D47GGC642
HARVARD BIOSCIEN
416906105
55027.00000000
NS
USD
210203.14000000
0.259836337452
Long
EC
CORP
US
N
1
N
N
N
Dave & Buster's Entertainment Inc
529900WTVU85QZLYHR86
DAVE & BUSTER'S
238337109
3767.00000000
NS
USD
201157.80000000
0.248655210392
Long
EC
CORP
US
N
1
N
N
N
Stericycle, Inc.
B8PTJH2P0AXSWSMP2136
STERICYCLE INC
858912108
6675.00000000
NS
USD
298572.75000000
0.369071793232
Long
EC
CORP
US
N
1
N
N
N
Unitil Corp
N/A
UNITIL CORP
913259107
6251.00000000
NS
USD
318425.94000000
0.393612721481
Long
EC
CORP
US
N
1
N
N
N
ON24 Inc
N/A
ON24 INC
68339B104
48447.00000000
NS
USD
319265.73000000
0.394650802824
Long
EC
CORP
US
N
1
N
N
N
Plymouth Industrial REIT Inc.
N/A
PLYMOUTH INDUSTR
729640102
34533.00000000
NS
USD
721049.04000000
0.891303249213
Long
EC
CORP
US
N
1
N
N
N
Joint Corp. (The)
N/A
JOINT CORP/THE
47973J102
15373.00000000
NS
USD
183553.62000000
0.226894328728
Long
EC
CORP
US
N
1
N
N
N
Webster Financial Corp.
KMRURHT0VWKYS6Z5KU67
WEBSTER FINL
947890109
8710.00000000
NS
USD
381759.30000000
0.471900364096
Long
EC
CORP
US
N
1
N
N
N
Tidewater Inc New
2549000JA5GRUPLMUH98
TIDEWATER INC
88642R109
2695.00000000
NS
USD
247535.75000000
0.305983929014
Long
EC
CORP
US
N
1
N
N
N
SM Energy Co.
84BUTVXV5ODI6BXNMH43
SM ENERGY CO
78454L100
4086.00000000
NS
USD
198130.14000000
0.244912658852
Long
EC
CORP
US
N
1
N
N
N
Leonardo DRS Inc
549300HMMEWVG3PPQU18
LEONARDO DRS INC
52661A108
25078.00000000
NS
USD
539678.56000000
0.667107543834
Long
EC
CORP
US
N
1
N
N
N
Metallus Inc.
549300QZTZWHDE9HJL14
METALLUS INC
887399103
13001.00000000
NS
USD
267300.56000000
0.330415608964
Long
EC
CORP
US
N
1
N
N
N
SP Plus Corp.
0IDE18EMH1CUKQCUYE69
SP PLUS CORP
78469C103
8740.00000000
NS
USD
446264.40000000
0.551636418139
Long
EC
CORP
US
N
1
N
N
N
2024-05-28
Dunham Funds
James Colantino
James Colantino
Assistant Treasurer