ATLANTIC CITY — At a lavish inaugural gala in March for the new mayor of Atlantic City at Resorts Casino, donors and supporters with business before the city paid up to $35,000 per table to celebrate with the new administration. Among the revelers was the former basketball star Dennis Rodman, wearing tinted shades and a black hat as he strolled past an ice sculpture and stacks of cured meat and fresh mozzarella.

The gala was a fund-raiser for a tiny nonprofit, Connecting the Dots, that has five employees. One of them is the new mayor, Frank M. Gilliam Jr.

But there is no record to be found of how much money was raised or the names of the donors. Connect the Dots has not filed a required disclosure form with the Internal Revenue Service since 2015, when it listed just $5,200 in donations.

Now the nonprofit is part of a federal investigation into Mr. Gilliam, which was thrust into public view on Monday in a raid of his home by the F.B.I. For hours, agents combed through the house, carrying out boxes.