0001752724-20-131905.txt : 20200707
0001752724-20-131905.hdr.sgml : 20200707
20200630123408
ACCESSION NUMBER: 0001752724-20-131905
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20200430
FILED AS OF DATE: 20200629
DATE AS OF CHANGE: 20200701
PERIOD START: 20201031
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Dunham Funds
CENTRAL INDEX KEY: 0001420040
IRS NUMBER: 000000000
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-22153
FILM NUMBER: 201001492
BUSINESS ADDRESS:
STREET 1: 10251 VISTA SORRENTO PARKWAY
STREET 2: SUITE 200
CITY: SAN DIEGO
STATE: CA
ZIP: 92121
BUSINESS PHONE: 858-964-0500
MAIL ADDRESS:
STREET 1: 10251 VISTA SORRENTO PARKWAY
STREET 2: SUITE 200
CITY: SAN DIEGO
STATE: CA
ZIP: 92121
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
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SAN DIEGO
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858-964-0500
Dunham Long/Short Credit Fund
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2020-04-30
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0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
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2
2027-12-15
Fixed
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N
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N
N
N
N/A
N/A
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N/A
0.00000000
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USD
0.00000000
0.000000
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STIV
US
N
N/A
N
N
N/A
N/A
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N/A
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USD
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-0.62141771218
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DO
US
N
2
US BANK
N/A
IBOXHYIND
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Performance
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0.00000000
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0.00000000
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BA 5.805 05/01/50
097023CW3
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PA
USD
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2.111356074293
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DBT
CORP
US
N
2
N
N
N
Caterpillar Financial Services Corporation
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14913Q2X6
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USD
2981288.61000000
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CORP
US
N
2
2021-05-17
Floating
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N
N
N
N
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42824CBG3
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USD
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0.456502476691
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2
2023-10-02
Fixed
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N
N
N
N
N
Banco Santander Mexico SA
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BSMXB 5 3/8 04/17/25
05969BAD5
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USD
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0.402684828804
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CORP
MX
Y
2
2025-04-17
Fixed
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N
N
N
N
N
Constellation Brands, Inc.
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STZ 2 7/8 05/01/30
21036PBF4
420000.00000000
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USD
428036.99000000
0.507718257785
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
2.87500000
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N
N
N
N
Ohio National Financial Services
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OHNAT 5.55 01/24/30
67740QAH9
1350000.00000000
PA
USD
1290070.14000000
1.530223273232
Long
DBT
CORP
US
Y
2
2030-01-24
Fixed
5.55000000
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N
N
N
N
N
MasterCard Incorporated
AR5L2ODV9HN37376R084
MA 3.35 03/26/30
57636QAP9
555000.00000000
PA
USD
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0.751095541655
Long
DBT
CORP
US
N
2
2030-03-26
Fixed
3.35000000
N
N
N
N
N
N
Viacom Inc
X0ST5BPF0CZG9FE5OV61
VIAC 6 1/4 02/28/57
92553PBC5
1500000.00000000
PA
USD
1476675.00000000
1.751565579217
Long
DBT
CORP
US
N
2
2057-02-28
Fixed
6.25000000
N
N
N
N
N
N
Packaging Corp of America
N/A
PACKAGING CORP OF AMERICA
N/A
3000000.00000000
PA
USD
-131814.25000000
-0.15635214461
Long
DCR
CORP
N/A
N
2
US BANK
N/A
Packaging Corp of America
Packaging Corp of America
Y
N/A
2025-06-20
0.00000000
USD
-137229.85000000
USD
3000000.00000000
USD
5415.60000000
N
N
N
N/A
N/A
ESC NII HOLDINGS INC
N/A
10000.00000000
NS
USD
21700.00000000
0.025739565624
Long
EC
CORP
US
N
1
N
N
N
Transocean Sentry Limited
N/A
RIG 5 3/8 05/15/23
89385AAA3
1570000.00000000
PA
USD
1216750.00000000
1.443254215391
Long
DBT
CORP
KY
Y
2
2023-05-15
Fixed
5.37500000
N
N
N
N
N
N
Kohls Corporation
549300JF6LPRTRJ0FH50
KSS 9 1/2 05/15/25
500255AW4
90000.00000000
PA
USD
92659.70000000
0.109908775526
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
9.50000000
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N
N
N
N
N
Enterprise Development Authority
N/A
HRDRCK 12 07/15/24
29390WAA4
725000.00000000
PA
USD
659605.00000000
0.782393833362
Long
DBT
CORP
US
Y
2
2024-07-15
Fixed
12.00000000
N
N
N
N
N
N
Commonspirit Health
N/A
CATMED 4.187 10/01/49
20268JAC7
1500000.00000000
PA
USD
1482032.13000000
1.757919966277
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
4.18700000
N
N
N
N
N
N
Gogo Intermediate Holdings LLC and Gogo Finance Co. Inc.
N/A
GOGO 9 7/8 05/01/24
38046XAE3
500000.00000000
PA
USD
412600.00000000
0.489407593400
Long
DBT
CORP
US
Y
2
2024-05-01
Fixed
9.87500000
N
N
N
N
N
N
Hewlett Packard Enterprise Company
549300BX44RGX6ANDV88
HPE 4.65 10/01/24
42824CBF5
410000.00000000
PA
USD
436284.03000000
0.517500526324
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
4.65000000
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N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT) Jun20
N/A
-11.00000000
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USD
-21128.69000000
-0.02506190335
Short
DIR
CORP
US
N
1
HSBC SECURITIES
N/A
Short
N/A
CBOT 5 Year US Treasury Note
2020-06-30
-1359195.31000000
USD
-21128.69000000
N
N
N
United States Treasury Bonds
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T 2 3/8 11/15/49
912810SK5
920000.00000000
PA
USD
1169298.44000000
1.386969305593
Long
DBT
UST
US
N
2
2049-11-15
Fixed
2.37500000
N
N
N
N
N
N
Mexico (United Mexican States)
254900EGTWEU67VP6075
MEX 4 3/4 04/27/32
91087BAK6
460000.00000000
PA
USD
464600.00000000
0.551087658492
Long
DBT
NUSS
MX
N
2
2032-04-27
Fixed
4.75000000
N
N
N
N
N
N
Nuveen Invt Fds Inc
N/A
FIRST AM GOV OBLIG-X
31846V336
6918580.49000000
PA
USD
6918580.49000000
8.206509518567
Long
STIV
RF
US
N
1
N
N
N
US BANK MMDA
N/A
US BANK MMDA-USBFS 3
N/A
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PA
USD
838640.45000000
0.994757645087
Long
STIV
US
N
1
N
N
N
Wachovia Capital Trust II
N/A
WFC Float 01/15/27
929768AA7
1000000.00000000
PA
USD
856356.34000000
1.015771438325
Long
DBT
CORP
US
Y
2
2027-01-15
Floating
1.71888100
N
N
N
N
N
N
Uirc-Gsa International, Llc
N/A
UIRCIN 6 PERP
90278W303
2000.00000000
NS
USD
1780000.00000000
2.111356074293
Long
EP
CORP
US
Y
1
N
N
N
United States Treasury Bills
254900HROIFWPRGM1V77
B 05/07/20
912796TT6
13890000.00000000
PA
USD
13889895.83000000
16.47557074830
Long
DBT
UST
US
N
2
2020-05-07
Fixed
0.00000000
N
N
N
N
N
GE Capital International Funding Company Unlimited Company
549300G6UZOB126GBY72
GE 4.418 11/15/35
36164QNA2
880000.00000000
PA
USD
919695.49000000
1.090901493995
Long
DBT
CORP
IE
N
2
2035-11-15
Fixed
4.41800000
N
N
N
N
N
N
General Electric Company
3C7474T6CDKPR9K6YT90
GE 3 5/8 05/01/30
369604BW2
350000.00000000
PA
USD
352014.01000000
0.417543212499
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
3.62500000
N
N
N
N
N
N
Transocean Poseidon Ltd
N/A
RIG 6 7/8 02/01/27
89383JAA6
1600000.00000000
PA
USD
1280000.00000000
1.518278525334
Long
DBT
CORP
KY
Y
2
2027-02-01
Fixed
6.87500000
N
N
N
N
N
N
ViacomCBS Inc
5KYC8KF17ROCY24M3H09
VIAC 4 3/4 05/15/25
92556HAA5
315000.00000000
PA
USD
337906.29000000
0.400809268501
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
4.75000000
N
N
N
N
N
Mutual of Omaha Insurance Co
P2LER0UPV1DKOU8RO042
MUTOMA 4.297 07/15/54
628312AD2
410000.00000000
PA
USD
429619.75000000
0.509595656628
Long
DBT
CORP
US
Y
2
2054-07-15
Fixed
4.29700000
N
N
N
N
N
N
N/A
N/A
IBOXX HY SWAP 06/20
N/A
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NS
USD
434847.72000000
0.515796839895
Long
DO
US
N
2
US BANK
N/A
IBOXHYIND
IBOXHYIND
Y
Performance
2020-06-20
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USD
0.00000000
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Sempra Energy
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SRE Float 01/15/21
816851BD0
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PA
USD
2598490.47000000
3.082212717881
Long
DBT
CORP
US
N
2
2021-01-15
Floating
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N
N
N
N
N
DR Horton Inc
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D.R. HORTON INC
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USD
-69466.00000000
-0.08239745003
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DCR
CORP
N/A
N
2
US BANK
N/A
DR Horton Inc
DR Horton Inc
Y
N/A
2025-03-20
0.00000000
USD
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USD
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N
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B 06/11/20
912796TZ2
14075000.00000000
PA
USD
14073617.41000000
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Long
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UST
US
N
2
2020-06-11
Fixed
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N
N
N
N
Prudential Financial Inc
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PRUDENTIAL FIN INC SWAP
N/A
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PA
USD
-56134.28000000
-0.06658396238
Long
DCR
CORP
N/A
N
2
JP MORGAN
N/A
Prudential Financial Inc.
Prudential Financial Inc
Y
N/A
2024-09-20
0.00000000
USD
-38631.14000000
USD
3000000.00000000
USD
-17503.14000000
N
N
N
Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC
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SPRNTS 5.152 03/20/28
85208NAE0
930000.00000000
PA
USD
1029603.00000000
1.221268847281
Long
DBT
CORP
US
Y
2
2028-03-20
Fixed
5.15200000
N
N
N
N
N
N
United States Treasury Notes
254900HROIFWPRGM1V77
T 0 1/2 03/31/25
912828ZF0
2105000.00000000
PA
USD
2120869.72000000
2.515680430397
Long
DBT
UST
US
N
2
2025-03-31
Fixed
0.50000000
N
N
N
N
N
United States Treasury Notes
254900HROIFWPRGM1V77
T 1 1/2 02/15/30
912828Z94
1245000.00000000
PA
USD
1348612.21000000
1.599663248005
Long
DBT
UST
US
N
2
2030-02-15
Fixed
1.50000000
N
N
N
N
N
Ford Motor Company
20S05OYHG0MQM4VUIC57
F 9 04/22/25
345370CW8
415000.00000000
PA
USD
406181.25000000
0.481793960366
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DBT
CORP
US
N
2
2025-04-22
Fixed
9.00000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)Jun20
N/A
-103.00000000
NC
USD
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-0.74169535739
Short
DIR
CORP
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N
1
HSBC SECURITIES
N/A
Short
N/A
CBOT 10 Year US Treasury Note
2020-06-19
-13698195.26000000
USD
-625293.74000000
N
N
N
TPC Group Inc
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TPCG 10 1/2 08/01/24
89236YAB0
750000.00000000
PA
USD
617025.00000000
0.731887349292
Long
DBT
CORP
US
Y
2
2024-08-01
Fixed
10.50000000
N
N
N
N
N
N
FUTURE COLLLATERAL
N/A
FUT CLIENT OWNED COLL
N/A
750653.64000000
PA
USD
750653.64000000
0.890391641856
Long
STIV
US
N
1
N
N
N
Cigna Corporation
549300VIWYMSIGT1U456
CI 2.4 03/15/30
125523CL2
710000.00000000
PA
USD
718559.32000000
0.852322800574
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
2.40000000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPM FLOAT 02/01/27
31945HAB1
2005000.00000000
PA
USD
1712913.34000000
2.031780890532
Long
DBT
CORP
US
N
2
2027-02-01
Floating
2.31000100
N
N
N
N
N
ViacomCBS Inc
5KYC8KF17ROCY24M3H09
VIAC 4.95 01/15/31
92556HAB3
235000.00000000
PA
USD
251544.36000000
0.298370624966
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
4.95000000
N
N
N
N
N
N
Wells Fargo & Company
PBLD0EJDB5FWOLXP3B76
WFC 5.95 12/15/36
949746NL1
795000.00000000
PA
USD
888330.23000000
1.053697430948
Long
DBT
CORP
US
N
2
2086-12-01
Fixed
5.95000000
N
N
N
N
N
N
Nvidia Corp
549300S4KLFTLO7GSQ80
NVDA 2.85 04/01/30
67066GAF1
810000.00000000
PA
USD
886324.12000000
1.051317873345
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
2.85000000
N
N
N
N
N
N
General Motors Financial Company Inc
5493008B6JBRUJ90QL97
GM Float 01/14/22
37045XBR6
1010000.00000000
PA
USD
941446.49000000
1.116701553530
Long
DBT
CORP
US
N
2
2022-01-14
Floating
2.86138100
N
N
N
N
N
N
General Electric Company
3C7474T6CDKPR9K6YT90
GE 4 1/4 05/01/40
369604BX0
1030000.00000000
PA
USD
1035550.03000000
1.228322947233
Long
DBT
CORP
US
N
2
2040-05-01
Fixed
4.25000000
N
N
N
N
N
N
Australia
N/A
COMMONWEALTH OF AUSTRAILI
N/A
2000000.00000000
PA
USD
-35565.13000000
-0.04218576025
Long
DCR
CORP
N/A
N
2
US BANK
N/A
Australia
Australia
Y
N/A
2023-12-20
0.00000000
USD
-12150.50000000
USD
2000000.00000000
USD
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N
N
N
Exelon Corporation
3SOUA6IRML7435B56G12
EXC 4.7 04/15/50
30161NAY7
1500000.00000000
PA
USD
1938198.54000000
2.299004078997
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
4.70000000
N
N
N
N
N
N
Smithfield Foods, Inc.
CVTIPZRZJC0JQEZLL598
SFD 2.65 10/03/21
832248BA5
890000.00000000
PA
USD
876263.23000000
1.039384097382
Long
DBT
CORP
US
Y
2
2021-10-03
Fixed
2.65000000
N
N
N
N
N
N
N/A
N/A
SWAP CLIENT CASH COLL-JPM
N/A
270000.00000000
PA
USD
270000.00000000
0.320261876437
Long
STIV
US
N
1
N
N
N
Lam Research Corporation
549300I4GMO6D34U1T02
LRCX 1.9 06/15/30
512807AV0
420000.00000000
PA
USD
419189.40000000
0.497223643803
Long
DBT
CORP
US
N
2
N
N
N
Aercap Ireland Capital DAC
549300TI38531ODB1G63
AER 4 1/2 05/15/21
00772BAF8
230000.00000000
PA
USD
223284.85000000
0.264850463115
Long
DBT
CORP
IE
N
2
2021-05-15
Fixed
4.50000000
N
N
N
N
N
N
SPECTACLE GARY HOLDING
N/A
SPEGAR TL DD 1L USD
84752PAD0
131621.62000000
PA
USD
114071.85000000
0.135306906406
Long
LON
CORP
US
N
2
2025-11-07
Variable
0.00000000
N
N
N
N
N
N
CDX.NA.HY Series 32
N/A
CDX NA SWAP
N/A
1000000.00000000
PA
USD
7364.38000000
0.008735296880
Long
DCR
CORP
N/A
N
2
JP MORGAN
N/A
CDX.NA.HY Series 32
CDX.NA.HY Series 32
Y
N/A
2024-06-20
0.00000000
USD
-17429.15000000
USD
1000000.00000000
USD
24793.53000000
N
N
N
Goldman Sachs Capital I
N/A
GS 6.345 02/15/34
38143VAA7
1150000.00000000
PA
USD
1467771.60000000
1.741004765918
Long
DBT
CORP
US
N
2
2034-02-15
Fixed
6.34500000
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N
N
N
N
N
Hard Rock Indiana Casino
N/A
SPEGAR TL 1L USD
84752PAC2
1803378.38000000
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USD
1562924.92000000
1.853871361520
Long
LON
CORP
US
N
2
2025-11-07
Variable
0.00000000
N
N
N
N
N
N
N/A
N/A
CDX NA SWAP
N/A
10000000.00000000
PA
USD
73643.76000000
0.087352921353
Long
DCR
CORP
N/A
N
2
US BANK
N/A
CDX.NA.HY
CDX.NA.HY
Y
N/A
2024-12-20
0.00000000
USD
-166426.66000000
USD
10000000.00000000
USD
240070.42000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US LONG BOND(CBT) Jun20
N/A
-54.00000000
NC
USD
-778770.77000000
-0.92374291894
Short
DIR
CORP
US
N
1
HSBC SECURITIES
N/A
Short
N/A
CBOT US Long Bond Future
2020-06-19
-8996903.23000000
USD
-778770.77000000
N
N
N
Smithfield Foods, Inc.
CVTIPZRZJC0JQEZLL598
SFD 5.2 04/01/29
832248BB3
835000.00000000
PA
USD
871609.82000000
1.033864431388
Long
DBT
CORP
US
Y
2
2029-04-01
Fixed
5.20000000
N
N
N
N
N
N
Equifax Inc.
5493004MCF8JDC86VS77
EFX 3.1 05/15/30
294429AS4
420000.00000000
PA
USD
424653.11000000
0.503704451273
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.10000000
N
N
N
N
N
N
Ecopetrol S.A.
254900IDGKCJICKBPA66
ECOPET 6 7/8 04/29/30
279158AN9
235000.00000000
PA
USD
240875.00000000
0.285715109210
Long
DBT
CORP
CO
N
2
2030-04-29
Fixed
6.87500000
N
N
N
N
N
N
Dime Community Bancshares, Inc.
N/A
DCOM 5 1/2 PERP
25432G208
50000.00000000
NS
USD
1159000.00000000
1.374753758486
Long
EP
CORP
US
N
1
N
N
N
2020-05-28
Dunham Funds
James Colantino
James Colantino
Assistant Treasurer