Dunham Dynamic Macro Fund

Fund Profile

Fund profile

Tickers

DAAVX, DCAVX, DNAVX

Fund manager

Dunham Funds

Total assets

$83.97 mm

Liabilities

$8.21 mm

Net assets

$75.75 mm

Number of holdings

43.00

43 Holdings

As of Jul 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
MSILF-GOVT-INS	9.12 mm	9.12 mm principal	12.04	Short-term investment vehicle	Long	USA
SPY SPDR S&P 500 ETF Trust	7.07 mm	12.84 k shares	9.34	Common equity	Long	USA
LALT PowerShares Exchange-Traded Fund Trust II	5.77 mm	29.80 k shares	7.62	Common equity	Long	USA
FEZ SPDR EURO STOXX 50 ETF	3.06 mm	60.80 k shares	4.04	Common equity	Long	USA
T 1 12/15/24	2.95 mm	3.00 mm principal	3.90	Debt	Long	USA
Franklin ETF Trust	2.85 mm	103.30 k shares	3.76	Common equity	Long	USA
T 1 1/8 02/28/25	2.69 mm	2.75 mm principal	3.55	Debt	Long	USA
Franklin ETF Trust	2.50 mm	83.20 k shares	3.30	Common equity	Long	USA
T 1 1/2 10/31/24	2.48 mm	2.50 mm principal	3.27	Debt	Long	USA
T 1 1/2 11/30/24	2.47 mm	2.50 mm principal	3.26	Debt	Long	USA
T 2 1/8 05/15/25	2.45 mm	2.50 mm principal	3.23	Debt	Long	USA
T 0 1/2 03/31/25	2.43 mm	2.50 mm principal	3.21	Debt	Long	USA
T 0 1/4 05/31/25	2.41 mm	2.50 mm principal	3.18	Debt	Long	USA
T 0 3/8 04/30/25	2.18 mm	2.25 mm principal	2.87	Debt	Long	USA
T 1 1/4 08/31/24	1.99 mm	2.00 mm principal	2.63	Debt	Long	USA
T 1 1/2 09/30/24	1.99 mm	2.00 mm principal	2.62	Debt	Long	USA
T 0 1/4 09/30/25	1.90 mm	2.00 mm principal	2.51	Debt	Long	USA
KFW 1 1/4 01/31/25	1.74 mm	1.77 mm principal	2.30	Debt	Long	Germany
T 3 7/8 01/15/26	1.49 mm	1.50 mm principal	1.96	Debt	Long	USA
ASIA 4 1/8 09/27/24	1.48 mm	1.48 mm principal	1.95	Debt	Long	N/A
T 1 1/8 01/15/25	1.47 mm	1.50 mm principal	1.94	Debt	Long	USA
T 2 3/4 06/30/25	1.47 mm	1.50 mm principal	1.94	Debt	Long	USA
T 2 7/8 07/31/25	1.47 mm	1.50 mm principal	1.94	Debt	Long	USA
T 2 7/8 11/30/25	1.47 mm	1.50 mm principal	1.94	Debt	Long	USA
T 2 08/15/25	1.46 mm	1.50 mm principal	1.93	Debt	Long	USA
IBRD 0 3/8 07/28/25	1.44 mm	1.50 mm principal	1.90	Debt	Long	N/A
T 0 1/4 10/31/25	1.42 mm	1.50 mm principal	1.88	Debt	Long	USA
RENTEN 2 01/13/25	985.58 k	1.00 mm principal	1.30	Debt	Long	Germany
T 2 1/4 03/31/26	964.88 k	1.00 mm principal	1.27	Debt	Long	USA
TOPIX INDX FUTR Sep24	111.88 k	78.00 contracts	0.15	Equity derivative	Long	Japan
FTSE 100 IDX FUT Sep24	77.67 k	52.00 contracts	0.10	Equity derivative	Long	UK
LONG GILT FUTURE Sep24	62.63 k	53.00 contracts	0.08	Interest rate derivative	Long	UK
US 10YR NOTE (CBT)Sep24	62.03 k	65.00 contracts	0.08	Interest rate derivative	Long	USA
ISHARES GSCI COM	26.61 k	1.00 k shares	0.04	Common equity	Long	USA
Euro-BTP Future Sep24	17.03 k	27.00 contracts	0.02	Interest rate derivative	Long	Germany
CURRENCY CONTRACT - USD US BANK NATIONAL ASSOCIATION	15.09 k	2.75 mm contracts	0.02	DFE	N/A	N/A
EURO-BUND FUTURE Sep24	6.75 k	8.00 contracts	0.01	Interest rate derivative	Long	Germany
Euro-OAT Future Sep24	-2.01 k	-1.00 contracts	-0.00	Interest rate derivative	Short	Germany
S&P500 EMINI FUT Sep24	-3.28 k	5.00 contracts	-0.00	Equity derivative	Long	USA
CURRENCY CONTRACT - USD US BANK NATIONAL ASSOCIATION	-28.00 k	2.10 mm contracts	-0.04	DFE	N/A	N/A
EURO STOXX 50 Sep24	-38.62 k	99.00 contracts	-0.05	Equity derivative	Long	Germany
CURRENCY CONTRACT - USD US BANK NATIONAL ASSOCIATION	-71.64 k	360.00 mm contracts	-0.09	DFE	N/A	N/A
NASDAQ 100 E-MINI SEP24	-76.76 k	7.00 contracts	-0.10	Equity derivative	Long	USA