Form NPORT-P Dunham Funds For: Apr 30

June 23, 2021 3:46 PM EDT

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    NPORT-P
    false
    
      
      
        
          0001420040
          XXXXXXXX
        
      
      
        S000020975
        C000059522
        C000059521
        C000059520
      
      
    
  
  
    
      Dunham Funds
      811-22153
      0001420040
      549300FI2C3SP4YCHL80
      10251 VISTA SORRENTO PARKWAY
      SUITE 200
      SAN DIEGO
      
      92121
      858-964-0500
      Dunham Long/Short Credit Fund
      S000020975
      549300HNTJP4LP1J7Y67
      2021-10-31
      2021-04-30
      N
    
    
      204217213.74
      16657854.03
      187559359.71
      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
      7029160.84
      
        
          CAD
          
          
        
        
          USD
          
          
        
      
      
      
      
        
        
        
        
        
        
      
      N
      
        
          
          
          
        
        
          
            
            
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
    
    
      
        First Quantum Minerals Ltd.
        549300I7UVBGWRYMYZ18
        FMCN 6 7/8 10/15/27
        335934AT2
        
          
        
        1500000.00000000
        PA
        USD
        1649550.00000000
        0.879481569221
        Long
        DBT
        CORP
        CA
        
        Y
        
        2
        
          2027-10-15
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        N/A
        N/A
        SWAP CLIENT CASH COLL-JPM
        N/A
        
          
        
        270000.00000000
        PA
        USD
        270000.00000000
        0.143954426170
        Long
        STIV
        
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Twilio Inc
        5493004W8TRGD63APX93
        TWLO 3 5/8 03/15/29
        90138FAC6
        
          
        
        3000000.00000000
        PA
        USD
        3062520.00000000
        1.632827071245
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-03-15
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Wachovia Capital Trust II
        N/A
        WFC Float 01/15/27
        929768AA7
        
          
        
        1000000.00000000
        PA
        USD
        960906.07000000
        0.512321044114
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2027-01-15
          Floating
          0.68375200
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Bonds
        254900HROIFWPRGM1V77
        T 1 5/8 11/15/50
        912810SS8
        
          
        
        8330000.00000000
        PA
        USD
        7115642.19000000
        3.793808104805
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2050-11-15
          Fixed
          1.62500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Organon Finance 1 Llc
        549300SH15FO4Y2G3V63
        ORGNON 5 1/8 04/30/31
        68622TAB7
        
          
        
        2000000.00000000
        PA
        USD
        2077700.00000000
        1.107755967610
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2031-04-30
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        FMG Resources (August 2006) Pty Ltd.
        549300EFD6S2NFE9D745
        FMGAU 4 3/8 04/01/31
        30251GBC0
        
          
        
        3430000.00000000
        PA
        USD
        3567577.30000000
        1.902105714967
        Long
        DBT
        CORP
        AU
        
        Y
        
        2
        
          2031-04-01
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fiserv
        N/A
        FISERV
        N/A
        
          
        
        5000000.00000000
        PA
        USD
        -161331.89000000
        -0.08601644314
        Long
        DCR
        CORP
        N/A
        
        N
        
        2
        
          
            
              BARCLAYS
              N/A
            
            
              
                Fiserv
                Fiserv
                
                  
                
              
            
            Y
            N/A
            
            2025-12-20
            0.00000000
            USD
            -202441.92000000
            USD
            5000000.00000000
            USD
            41110.03000000
          
        
        
          N
          N
          N
        
      
      
        WPX Energy Inc
        ZXZE9GCS2BB547GJW219
        WPX 5 3/4 06/01/26
        98212BAH6
        
          
        
        5540000.00000000
        PA
        USD
        5797612.22000000
        3.091081260334
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-06-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Colombia (Republic of)
        549300MHDRBVRF6B9117
        COLOM 3 1/4 04/22/32
        195325DZ5
        
          
        
        645000.00000000
        PA
        USD
        633190.05000000
        0.337594482610
        Long
        DBT
        NUSS
        CO
        
        N
        
        2
        
          2032-04-22
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        GE Capital International Funding Company Unlimited Company
        549300G6UZOB126GBY72
        GE 4.418 11/15/35
        36164QNA2
        
          
        
        785000.00000000
        PA
        USD
        903242.54000000
        0.481576894587
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2035-11-15
          Fixed
          4.41800000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Finance Of America Funding Llc
        N/A
        FIAMER 7 7/8 11/15/25
        317386AA8
        
          
        
        1405000.00000000
        PA
        USD
        1457687.50000000
        0.777187287402
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2025-11-15
          Fixed
          7.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LPL Holdings Inc.
        549300Z5YF8CCRMYUL26
        LPLA 4 03/15/29
        50212YAD6
        
          
        
        2500000.00000000
        PA
        USD
        2500000.00000000
        1.332911353432
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2029-03-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        MOUNT VERNON LIQUID ASSETS PORTFOLIO
        N/A
        
          
        
        0.00000000
        NS
        USD
        0.00000000
        0.000000
        Long
        STIV
        
        US
        N
        
        N/A
        
          
          N
          N
        
      
      
        United States Treasury Notes
        254900HROIFWPRGM1V77
        T 0 3/4 04/30/26
        91282CBW0
        
          
        
        900000.00000000
        PA
        USD
        895394.53000000
        0.477392613935
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2026-04-30
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Notes
        254900HROIFWPRGM1V77
        T 1 1/8 02/15/31
        91282CBL4
        
          
        
        10150000.00000000
        PA
        USD
        9687699.17000000
        5.165137684932
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2031-02-15
          Fixed
          1.12500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Midcap Financial Issuer Trust
        N/A
        MIDCAP 6 1/2 05/01/28
        59567LAA2
        
          
        
        2000000.00000000
        PA
        USD
        2074960.00000000
        1.106295096767
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2028-05-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RE1 Limited
        549300VRF0U0JH8TBJ74
        SCGAU 4 3/4 09/24/80
        76025LAA2
        
          
        
        1755000.00000000
        PA
        USD
        1862493.75000000
        0.993015626028
        Long
        DBT
        CORP
        AU
        
        Y
        
        2
        
          2080-09-24
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Wells Fargo & Company
        PBLD0EJDB5FWOLXP3B76
        WFC 5.95 12/15/36
        949746NL1
        
          
        
        795000.00000000
        PA
        USD
        1059732.73000000
        0.565011914968
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2086-12-01
          Fixed
          5.95000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        HSBC Holdings plc
        MLU0ZO3ML4LN2LL2TL39
        HSBC 4.6 PERP
        404280CN7
        
          
        
        2740000.00000000
        PA
        USD
        2777675.00000000
        1.480957817458
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2169-06-17
          Fixed
          4.60000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Kraft Heinz Foods Company
        5493003STKEZ2S0RNU91
        KHC 4 1/4 03/01/31
        50077LBD7
        
          
        
        500000.00000000
        PA
        USD
        551627.97000000
        0.294108473633
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2031-03-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Notes
        254900HROIFWPRGM1V77
        T 0 3/4 03/31/26
        91282CBT7
        
          
        
        6095000.00000000
        PA
        USD
        6068810.52000000
        3.235674577575
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2026-03-31
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Bills
        254900HROIFWPRGM1V77
        B 07/22/21
        912796C49
        
          
        
        20490000.00000000
        PA
        USD
        20489544.71000000
        10.92429870824
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2021-07-22
          Fixed
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fresnillo Plc
        549300JXWH1UV5J0XV81
        FRESLN 4 1/4 10/02/50
        358070AB6
        
          
        
        605000.00000000
        PA
        USD
        593722.80000000
        0.316551944364
        Long
        DBT
        CORP
        GB
        
        Y
        
        2
        
          2050-10-02
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AAdvantage Loyalty IP Ltd/ American Airlines Inc
        IWUQB36BXD6OWD6X4T14
        AAL 5 3/4 04/20/29
        00253XAB7
        
          
        
        1500000.00000000
        PA
        USD
        1609125.00000000
        0.857928392636
        Long
        DBT
        CORP
        KY
        
        Y
        
        2
        
          2029-04-20
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        CDX.NA.IG Series 32
        N/A
        CDX NA SWAP
        N/A
        
          
        
        1000000.00000000
        PA
        USD
        -19188.40000000
        -0.01023057448
        Long
        DCR
        CORP
        N/A
        
        N
        
        2
        
          
            
              JP MORGAN
              N/A
            
            
              
                CDX.NA.IG Series 32
                CDX.NA.IG Series 32
              
            
            Y
            N/A
            
            2024-06-20
            0.00000000
            USD
            -13218.93000000
            USD
            1000000.00000000
            USD
            -5969.47000000
          
        
        
          N
          N
          N
        
      
      
        Hard Rock Indiana Casino
        N/A
        SPEGAR TL 1LD
        84752PAC2
        
          
        
        2502702.71000000
        PA
        USD
        2740459.47000000
        1.461115816473
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2025-11-07
          Variable
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED AIRLINES PASS THROUGH TRUSTS
        K1OQBWM7XEOO08LDNP29
        UAL 4 7/8 01/15/26
        90932VAA3
        
          
        
        1941000.00000000
        PA
        USD
        2051889.33000000
        1.093994633577
        Long
        ABS-O
        CORP
        US
        
        N
        
        2
        
          2026-01-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Takeda Pharmaceutical Company Limited
        549300ZLMVP4X0OGR454
        TACHEM 5 11/26/28
        874060AW6
        
          
        
        575000.00000000
        PA
        USD
        683995.41000000
        0.364682099073
        Long
        DBT
        CORP
        JP
        
        N
        
        2
        
          2028-11-26
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Bills
        254900HROIFWPRGM1V77
        B 06/17/21
        9127963H0
        
          
        
        17290000.00000000
        PA
        USD
        17289891.94000000
        9.218357306579
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2021-06-17
          Fixed
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AstraZeneca Plc
        PY6ZZQWO2IZFZC3IOL08
        AZN 6.45 09/15/37
        046353AD0
        
          
        
        1350000.00000000
        PA
        USD
        1941363.46000000
        1.035066158789
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2037-09-15
          Fixed
          6.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SWAP CLIENT CSH COLL-HSBC
        N/A
        
          
        
        270653.64000000
        PA
        USD
        270653.64000000
        0.144302923841
        Long
        STIV
        
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US LONG BOND(CBT) Jun21
        N/A
        
          
        
        -33.00000000
        NC
        USD
        112728.00000000
        0.060102572419
        Short
        DIR
        CORP
        US
        
        N
        
        1
        
          
            
              HSBC SECURITIES
              N/A
            
            Short
            
              
                N/A
                CBOT US Long Bond Future
                
                  
                
              
            
            2021-06-21
            -5301978.00000000
            USD
            112728.00000000
          
        
        
          N
          N
          N
        
      
      
        Organon Finance 1 Llc
        549300SH15FO4Y2G3V63
        ORGNON 4 1/8 04/30/28
        68622TAA9
        
          
        
        1000000.00000000
        PA
        USD
        1025740.00000000
        0.546888196667
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2028-04-30
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NTC Capital II
        N/A
        NTRS Float 04/15/27
        629398AA6
        
          
        
        2595000.00000000
        PA
        USD
        2514175.71000000
        1.340469339353
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-04-15
          Floating
          0.77375200
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        P & L Development LLC/  PLD Finance Corporation
        549300TSXG3VFTR8PB29
        PLDEVE 7 3/4 11/15/25
        69306RAA4
        
          
        
        1500000.00000000
        PA
        USD
        1598205.00000000
        0.852106235845
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2025-11-15
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Uirc-Gsa International, Llc
        N/A
        UIRCIN 6 PERP
        90278W303
        
          
        
        2000.00000000
        NS
        USD
        2060000.00000000
        1.098318955228
        Long
        EP
        CORP
        US
        
        Y
        
        1
        
          N
          N
          N
        
      
      
        Enterprise Development Authority
        N/A
        HRDRCK TL B 1L USD
        N/A
        
          
        
        1650000.00000000
        PA
        USD
        1656187.50000000
        0.883020448865
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2028-02-19
          Variable
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRST AMERN FDS INC
        N/A
        FRST AM-GV OB-X
        31846V336
        
          
        
        4639297.64000000
        PA
        USD
        4639297.64000000
        2.473508998523
        Long
        STIV
        RF
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        LCPR Senior Secured Financing Designated Activity Company
        549300LE5FM8IKMXSP90
        LILAPR 5 1/8 07/15/29
        50201DAD5
        
          
        
        1500000.00000000
        PA
        USD
        1540785.00000000
        0.821491927879
        Long
        DBT
        CORP
        IE
        
        Y
        
        2
        
          2029-07-15
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Motors Financial Company  Inc
        5493008B6JBRUJ90QL97
        GM Float 01/14/22
        37045XBR6
        
          
        
        1010000.00000000
        PA
        USD
        1018606.64000000
        0.543084942055
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-01-14
          Floating
          1.73575100
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS Group AG
        549300SZJ9VS8SGXAN81
        UBS 4 3/8 PERP
        902613AD0
        
          
        
        1330000.00000000
        PA
        USD
        1328350.80000000
        0.708229545064
        Long
        DBT
        CORP
        CH
        
        Y
        
        2
        
          2169-08-10
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Royalty Pharma plc
        549300FGFN7VOK8BZR03
        RPRX 1 3/4 09/02/27
        78081BAC7
        
          
        
        0.00000000
        PA
        USD
        0.00000000
        0.000000
        Long
        DBT
        CORP
        GB
        
        Y
        
        2
        
          2027-09-02
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Australia
        N/A
        COMMONWEALTH OF AUSTRAILI
        N/A
        
          
        
        2000000.00000000
        PA
        USD
        -37575.18000000
        -0.02003375361
        Long
        DCR
        CORP
        N/A
        
        N
        
        2
        
          
            
              US BANK
              N/A
            
            
              
                Australia
                Australia
                
                  
                
              
            
            Y
            N/A
            
            2023-12-20
            0.00000000
            USD
            -8810.94000000
            USD
            2000000.00000000
            USD
            -28764.24000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US 5YR NOTE (CBT) Jun21
        N/A
        
          
        
        -104.00000000
        NC
        USD
        79822.64000000
        0.042558601246
        Short
        DIR
        CORP
        US
        
        N
        
        1
        
          
            
              HSBC SECURITIES
              N/A
            
            Short
            
              
                N/A
                CBOT 5 Year US Treasury Note
                
                  
                
              
            
            2021-06-30
            -12969374.64000000
            USD
            79822.64000000
          
        
        
          N
          N
          N
        
      
      
        KKR REAL ESTATE FINANCE TRUST INC
        549300K23AYZDZ2REL62
        KREF 6 1/2 PERP
        48251K209
        
          
        
        102000.00000000
        NS
        USD
        2629560.00000000
        1.401988151412
        Long
        EP
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Johnson & Johnson
        N/A
        JOHNSON & JOHNSON
        N/A
        
          
        
        -5000000.00000000
        PA
        USD
        192472.51000000
        0.102619517521
        Long
        DCR
        CORP
        N/A
        
        N
        
        2
        
          
            
              BARCLAYS
              N/A
            
            
              
                Johnson & Johnson
                Johnson & Johnson
                
                  
                
              
            
            Y
            
            N/A
            2025-12-20
            202441.92000000
            USD
            0.00000000
            USD
            -5000000.00000000
            USD
            -9969.41000000
          
        
        
          N
          N
          N
        
      
      
        Vontier Corporation
        N/A
        VNT 2.95 04/01/31
        928881AE1
        
          
        
        0.00000000
        PA
        USD
        0.00000000
        0.000000
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2031-04-01
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United Insurance Holdings Corp.
        5299002P9105LJQA8G51
        UIHC 6 1/4 12/15/27
        910710AA0
        
          
        
        1000000.00000000
        PA
        USD
        1033731.93000000
        0.551149210361
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-12-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IBOXXHY SWAP
        N/A
        
          
        
        15784.63000000
        NS
        USD
        -89635.55000000
        -0.04779049690
        Long
        DO
        
        US
        N
        
        2
        
          
            
              US BANK
              N/A
            
            
              
                IBOXHYIND
                IBOXHYIND
              
            
            Y
            
              
                
              
            
            Performance
            2024-08-01
            0.00000000
            USD
            0.00000000
            USD
            5000000.01000000
            USD
            -89635.55000000
          
        
        
          N
          N
          N
        
      
      
        Investcorp CR Mgmt BDC Inc
        549300ZRNRCSKPLGYQ55
        ICMB 4 7/8 04/01/26
        46090RAA2
        
          
        
        1500000.00000000
        PA
        USD
        1505923.53000000
        0.802905028215
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-04-01
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co.
        8I5DZWZKVSZI1NUHU748
        JPM Float 02/01/27
        31945HAB1
        
          
        
        2005000.00000000
        PA
        USD
        1929240.41000000
        1.028602578395
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-02-01
          Floating
          0.76000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Smithfield Foods, Inc.
        CVTIPZRZJC0JQEZLL598
        SFD 2.65 10/03/21
        832248BA5
        
          
        
        890000.00000000
        PA
        USD
        897070.45000000
        0.478286155053
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2021-10-03
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Electric Company
        3C7474T6CDKPR9K6YT90
        GE 5 7/8 01/14/38
        36962G3P7
        
          
        
        0.00000000
        PA
        USD
        0.00000000
        0.000000
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2038-01-14
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ESC NII HOLDINGS INC
        N/A
        ESC NII HOLDINGS INC
        N/A
        
          
        
        10000.00000000
        NS
        USD
        21700.00000000
        0.011569670547
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IBOXXHY SWAP
        N/A
        
          
        
        25372.66090000
        NS
        USD
        -172745.81000000
        -0.09210194056
        Long
        DO
        
        US
        N
        
        2
        
          
            
              US BANK
              N/A
            
            
              
                IBOXHYIND
                IBOXHYIND
              
            
            Y
            
              
                
              
            
            Performance
            2024-08-01
            4573.29000000
            USD
            0.00000000
            USD
            7999999.70000000
            USD
            -177319.10000000
          
        
        
          N
          N
          N
        
      
      
        Mohegan Tribal Gaming Authority
        549300UB083Z2NRDHC48
        MOHEGN 8 02/01/26
        608328BH2
        
          
        
        1650000.00000000
        PA
        USD
        1676730.00000000
        0.893972981456
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2026-02-01
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        CDX.NA.IG Series 33
        N/A
        CDX NA SWAP
        N/A
        
          
        
        10000000.00000000
        PA
        USD
        -191884.00000000
        -0.10230574485
        Long
        DCR
        CORP
        N/A
        
        N
        
        2
        
          
            
              US BANK
              N/A
            
            
              
                CDX.NA.IG Series 33
                CDX.NA.IG Series 33
              
            
            Y
            N/A
            
            2024-12-20
            0.00000000
            USD
            -130567.32000000
            USD
            10000000.00000000
            USD
            -61316.68000000
          
        
        
          N
          N
          N
        
      
      
        Pacific Life Insurance Company
        8WC3XYHE06SQFW7CQK10
        PACLIF 9 1/4 06/15/39
        694475AA2
        
          
        
        1000000.00000000
        PA
        USD
        1589741.55000000
        0.847593824407
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2039-06-15
          Fixed
          9.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HC2 Holdings Inc
        549300S6O246JWQQ1K58
        HCHC 8 1/2 02/01/26
        404139AJ6
        
          
        
        1750000.00000000
        PA
        USD
        1729735.00000000
        0.922233367971
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2026-02-01
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Diamondback Energy Inc
        549300R22LSX6OHWEN64
        FANG 3 1/8 03/24/31
        25278XAR0
        
          
        
        1715000.00000000
        PA
        USD
        1732646.60000000
        0.923785729850
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-03-24
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Colombia (Republic of)
        549300MHDRBVRF6B9117
        COLOM 4 1/8 02/22/42
        195325EA9
        
          
        
        450000.00000000
        PA
        USD
        441675.00000000
        0.235485448810
        Long
        DBT
        NUSS
        CO
        
        N
        
        2
        
          2042-02-22
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        The Boeing Company
        RVHJWBXLJ1RFUBSY1F30
        BA 2.196 02/04/26
        097023DG7
        
          
        
        2500000.00000000
        PA
        USD
        2503048.55000000
        1.334536732195
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-02-04
          Fixed
          2.19600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Blackstone Secured Lending Fund
        549300KM7KWQHVBNH962
        BLAGSO 3 5/8 01/15/26
        09261LAB4
        
          
        
        1255000.00000000
        PA
        USD
        1322639.23000000
        0.705184338464
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2026-01-15
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Goldman Sachs Capital I
        N/A
        GS 6.345 02/15/34
        38143VAA7
        
          
        
        1150000.00000000
        PA
        USD
        1581462.41000000
        0.843179680526
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2034-02-15
          Fixed
          6.34500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Mutual of Omaha Insurance Co
        P2LER0UPV1DKOU8RO042
        MUTOMA 4.297 07/15/54
        628312AD2
        
          
        
        2155000.00000000
        PA
        USD
        2251832.68000000
        1.200597338080
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2054-07-15
          Fixed
          4.29700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Del Monte Foods Inc
        549300U9K7TD84Q24R17
        DELMSP 11 7/8 05/15/25
        245223AC6
        
          
        
        1250000.00000000
        PA
        USD
        1426187.50000000
        0.760392604349
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2025-05-15
          Fixed
          11.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United Rentals Inc
        N/A
        UNITED RENTALS
        N/A
        
          
        
        3000000.00000000
        PA
        USD
        -163434.20000000
        -0.08713732028
        Long
        DCR
        CORP
        N/A
        
        N
        
        2
        
          
            
              JP MORGAN - CORE
              N/A
            
            
              
                UNITED RENTALS
                United Rentals Inc
                
                  
                
              
            
            Y
            N/A
            
            2022-06-20
            0.00000000
            USD
            -157686.95000000
            USD
            3000000.00000000
            USD
            -5747.25000000
          
        
        
          N
          N
          N
        
      
      
        Kraft Foods Group Inc.
        5493003STKEZ2S0RNU91
        KHC 5 06/04/42
        50076QAE6
        
          
        
        700000.00000000
        PA
        USD
        808883.45000000
        0.431267973643
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2042-06-04
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verizon Wireless Inc.
        N/A
        VERIZON COMMUNICATIONS
        N/A
        
          
        
        -3000000.00000000
        PA
        USD
        25771.51000000
        0.013740455309
        Long
        DCR
        CORP
        N/A
        
        N
        
        2
        
          
            
              BARCLAYS
              N/A
            
            
              
                Verizon Wireless Inc.
                Verizon Wireless Inc.
                
                  
                
              
            
            Y
            
            N/A
            2022-07-20
            14932.69000000
            USD
            0.00000000
            USD
            -3000000.00000000
            USD
            10838.82000000
          
        
        
          N
          N
          N
        
      
      
        FUTURE COLLLATERAL
        N/A
        FUT CLIENT OWNED COLL
        N/A
        
          
        
        850000.00000000
        PA
        USD
        850000.00000000
        0.453189860167
        Long
        STIV
        
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        General Electric Company
        3C7474T6CDKPR9K6YT90
        GE 4 1/4 05/01/40
        369604BX0
        
          
        
        0.00000000
        PA
        USD
        0.00000000
        0.000000
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2040-05-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Telesat Canada /Telesat LLC
        5493004V5GLBY6SO5Y34
        TELSAT 5 5/8 11/06/26
        87952VAR7
        
          
        
        2000000.00000000
        PA
        USD
        2015440.00000000
        1.074561143264
        Long
        DBT
        CORP
        CA
        
        Y
        
        2
        
          2026-11-06
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US 10YR NOTE (CBT)Jun21
        N/A
        
          
        
        -186.00000000
        NC
        USD
        398970.00000000
        0.212716657071
        Short
        DIR
        CORP
        US
        
        N
        
        1
        
          
            
              HSBC SECURITIES
              N/A
            
            Short
            
              
                N/A
                CBOT 10 Year US Treasury Note
                
                  
                
              
            
            2021-06-21
            -24956736.00000000
            USD
            398970.00000000
          
        
        
          N
          N
          N
        
      
      
        New Fortress Energy Llc
        N/A
        NFE 6 1/2 09/30/26
        644393AB6
        
          
        
        3500000.00000000
        PA
        USD
        3576212.50000000
        1.906709697414
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2026-09-30
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Versabank New
        549300RUBSDFVNCR7415
        VBCN 5 05/01/31
        92512JAB2
        
          
        
        1870000.00000000
        PA
        USD
        1870000.00000000
        0.997017692367
        Long
        DBT
        CORP
        CA
        
        Y
        
        2
        
          2031-05-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Energean Israel Finance Limited
        98450044QACBL3F8EB03
        ENOIGA 5 7/8 03/30/31
        N/A
        
          
        
        2525000.00000000
        PA
        USD
        2611910.50000000
        1.392578063839
        Long
        DBT
        CORP
        IL
        
        N
        
        2
        
          2031-03-30
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US ULTRA BOND CBT Jun21
        N/A
        
          
        
        -46.00000000
        NC
        USD
        -8207.27000000
        -0.00437582534
        Short
        DIR
        CORP
        US
        
        N
        
        1
        
          
            
              HSBC SECURITIES
              N/A
            
            Short
            
              
                N/A
                CME Ultra Long Term US Treasur
                
                  
                
              
            
            2021-06-21
            -8543468.73000000
            USD
            -8207.27000000
          
        
        
          N
          N
          N
        
      
      
        SPECTACLE GARY HOLDING
        N/A
        SPEGAR TL DD 1LD
        84752PAD0
        
          
        
        182297.29000000
        PA
        USD
        199615.53000000
        0.106427922503
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2025-11-07
          Variable
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ohio National Financial Services
        549300K609B872PZT291
        OHNAT 5.55 01/24/30
        67740QAH9
        
          
        
        1980000.00000000
        PA
        USD
        2208369.28000000
        1.177424194353
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2030-01-24
          Fixed
          5.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Bills
        254900HROIFWPRGM1V77
        B 05/13/21
        912796A25
        
          
        
        17290000.00000000
        PA
        USD
        17290011.93000000
        9.218421280992
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2021-05-13
          Fixed
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC
        N/A
        SPRNTS 5.152 03/20/28
        85208NAE0
        
          
        
        930000.00000000
        PA
        USD
        1065259.20000000
        0.567958432811
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2028-03-20
          Fixed
          5.15200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United Air Lines, Inc.
        K1OQBWM7XEOO08LDNP29
        UAL 4 3/8 04/15/26
        90932LAG2
        
          
        
        3680000.00000000
        PA
        USD
        3823409.60000000
        2.038506425865
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2026-04-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DR Horton Inc
        N/A
        D.R. HORTON INC
        N/A
        
          
        
        3000000.00000000
        PA
        USD
        -84157.34000000
        -0.04486970958
        Long
        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
            -78994.97000000
            USD
            3000000.00000000
            USD
            -5162.37000000
          
        
        
          N
          N
          N
        
      
    
    
      
    
    
      2021-05-28
      Dunham Funds
      James Colantino
      James Colantino
      Assistant Treasurer
    
  





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