Dunham Dynamic Macro Fund

Fund Profile

Fund profile

Tickers

DAAVX, DCAVX, DNAVX

Fund manager

Dunham Funds

Total assets

$90.11 mm

Liabilities

$11.32 mm

Net assets

$78.79 mm

Number of holdings

44.00

44 Holdings

As of Oct 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
MSILF-GOVT-INS	8.48 mm	8.48 mm principal	10.77	Short-term investment vehicle	Long	USA
SPY SPDR S&P 500 ETF Trust	7.67 mm	13.48 k shares	9.73	Common equity	Long	USA
Fusion Family Wealth LLC	7.17 mm	36.00 k shares	9.10	Common equity	Long	USA
Franklin ETF Trust	5.09 mm	176.50 k shares	6.47	Common equity	Long	USA
FEZ SPDR EURO STOXX 50 ETF	3.39 mm	67.40 k shares	4.30	Common equity	Long	USA
Franklin ETF Trust	3.18 mm	116.70 k shares	4.03	Common equity	Long	USA
T 1 12/15/24	2.99 mm	3.00 mm principal	3.79	Debt	Long	USA
T 1 1/8 02/28/25	2.72 mm	2.75 mm principal	3.45	Debt	Long	USA
T 1 1/2 11/30/24	2.49 mm	2.50 mm principal	3.17	Debt	Long	USA
T 1 1/8 01/15/25	2.48 mm	2.50 mm principal	3.15	Debt	Long	USA
T 2 3/4 06/30/25	2.47 mm	2.50 mm principal	3.14	Debt	Long	USA
T 2 1/8 05/15/25	2.47 mm	2.50 mm principal	3.13	Debt	Long	USA
T 0 1/2 03/31/25	2.46 mm	2.50 mm principal	3.12	Debt	Long	USA
T 0 1/4 05/31/25	2.44 mm	2.50 mm principal	3.10	Debt	Long	USA
T 0 3/8 04/30/25	2.21 mm	2.25 mm principal	2.80	Debt	Long	USA
T 0 1/4 09/30/25	1.93 mm	2.00 mm principal	2.45	Debt	Long	USA
T 0 1/2 02/28/26	1.90 mm	2.00 mm principal	2.42	Debt	Long	USA
KFW 1 1/4 01/31/25	1.76 mm	1.77 mm principal	2.23	Debt	Long	Germany
US TREASURY N/B	1.49 mm	1.50 mm principal	1.90	Debt	Long	USA
T 3 7/8 01/15/26	1.49 mm	1.50 mm principal	1.90	Debt	Long	USA
T 2 7/8 07/31/25	1.48 mm	1.50 mm principal	1.88	Debt	Long	USA
T 2 7/8 11/30/25	1.48 mm	1.50 mm principal	1.88	Debt	Long	USA
T 2 08/15/25	1.47 mm	1.50 mm principal	1.87	Debt	Long	USA
IBRD 0 5/8 04/22/25	1.47 mm	1.50 mm principal	1.87	Debt	Long	N/A
IBRD 0 3/8 07/28/25	1.46 mm	1.50 mm principal	1.85	Debt	Long	N/A
T 0 1/4 10/31/25	1.44 mm	1.50 mm principal	1.83	Debt	Long	USA
RENTEN 2 01/13/25	994.74 k	1.00 mm principal	1.26	Debt	Long	Germany
T 2 1/4 03/31/26	973.20 k	1.00 mm principal	1.24	Debt	Long	USA
TOPIX INDX FUTR Dec24	248.80 k	38.00 contracts	0.32	Equity derivative	Long	Japan
CURRENCY CONTRACT - USD US BANK NATIONAL ASSOCIATION	201.52 k	670.00 mm contracts	0.26	DFE	N/A	N/A
Euro-BTP Future Dec24	63.75 k	55.00 contracts	0.08	Interest rate derivative	Long	Germany
S&P500 EMINI FUT Dec24	47.94 k	-7.00 contracts	0.06	Equity derivative	Short	USA
NASDAQ 100 E-MINI Dec24	39.95 k	-4.00 contracts	0.05	Equity derivative	Short	USA
CURRENCY CONTRACT - USD US BANK NATIONAL ASSOCIATION	36.46 k	3.00 mm contracts	0.05	DFE	N/A	N/A
LONG GILT FUTURE Dec24	30.35 k	-18.00 contracts	0.04	Interest rate derivative	Short	UK
ISHARES GSCI COM	26.28 k	1.00 k shares	0.03	Common equity	Long	USA
CURRENCY CONTRACT - USD US BANK NATIONAL ASSOCIATION	21.22 k	75.00 mm contracts	0.03	DFE	N/A	N/A
US 10YR NOTE (CBT)Dec24	12.08 k	-43.00 contracts	0.02	Interest rate derivative	Short	USA
EURO STOXX 50 Dec24	-6.75 k	44.00 contracts	-0.01	Equity derivative	Long	Germany
Euro-BONO Sp Gov Dec24	-13.32 k	13.00 contracts	-0.02	Interest rate derivative	Long	Germany
CURRENCY CONTRACT - USD US BANK NATIONAL ASSOCIATION	-15.94 k	2.35 mm contracts	-0.02	DFE	N/A	N/A
Euro-OAT Future Dec24	-27.73 k	20.00 contracts	-0.04	Interest rate derivative	Long	Germany
EURO-BUND FUTURE Dec24	-44.15 k	14.00 contracts	-0.06	Interest rate derivative	Long	Germany
FTSE 100 IDX FUT Dec24	-71.47 k	25.00 contracts	-0.09	Equity derivative	Long	UK