0001752724-20-131908.txt : 20200707
0001752724-20-131908.hdr.sgml : 20200707
20200630123413
ACCESSION NUMBER: 0001752724-20-131908
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: 201001498
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
S000022888
Dunham Monthly Distribution Fund
C000066378
Dunham Monthly Distribution Fund Class A
DAMDX
C000066379
Dunham Monthly Distribution Fund Class C
DCMDX
C000066380
Dunham Monthly Distribution Fund Class N
DNMDX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001420040
XXXXXXXX
S000022888
C000066380
C000066379
C000066378
Dunham Funds
811-22153
0001420040
549300FI2C3SP4YCHL80
10251 VISTA SORRENTO PARKWAY
SUITE 200
SAN DIEGO
92121
858-964-0500
Dunham Monthly Distribution Fund
S000022888
549300BJH1DPTJHNON75
2020-10-31
2020-04-30
N
261163642.31
66948255.45
194215386.86
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
59859383.84999999
N
Gilat Satellite Networks Ltd.
529900RVHDCYJ5YWHP12
GILAT SATELLITE NETWORKS
M51474118
23191.00000000
NS
USD
198283.05000000
0.102094408278
Long
EC
CORP
IL
N
1
N
N
N
Marathon Petroleum Company
3BNYRYQHD39K4LCKQF12
MARATHON PETROLEUM CORP
56585A102
26715.00000000
NS
USD
857017.20000000
0.441271525318
Long
EC
CORP
US
N
1
N
N
N
Apple Inc.
HWUPKR0MPOU8FGXBT394
APPLE INC
037833100
3329.00000000
NS
USD
978060.20000000
0.503595629477
Long
EC
CORP
US
N
1
N
N
N
D.R. Horton, Inc.
529900ZIUEYVSB8QDD25
DR HORTON INC
23331A109
11809.00000000
NS
USD
557620.98000000
0.287114728145
Long
EC
CORP
US
N
1
N
N
N
Qiagen NV
54930036WK3GMCN17Z57
QIAGEN N.V.
N72482123
116070.00000000
NS
USD
4838958.30000000
2.491542188409
Long
EC
CORP
NL
N
1
N
N
N
Parker-Hannifin Corporation
5493002CONDB4N2HKI23
PARKER HANNIFIN CORP
701094104
4196.00000000
NS
USD
663471.52000000
0.341616352198
Long
EC
CORP
US
N
1
N
N
N
Mohawk Industries, Inc.
549300JI1115MG3Q6322
MOHAWK INDUSTRIES INC
608190104
3216.00000000
NS
USD
282107.52000000
0.145254979309
Long
EC
CORP
US
N
1
N
N
N
BORQS TECHNOLOGIES INC
N/A
BORQS TECHNOLOGIES INC
G1466B103
61731.00000000
NS
USD
118498.83000000
0.061014130711
Long
EC
CORP
VG
N
1
N
N
N
Pepsico Inc
FJSUNZKFNQ5YPJ5OT455
PEPSICO INC
713448108
8763.00000000
NS
USD
1159257.27000000
0.596892598852
Long
EC
CORP
US
N
1
N
N
N
Altaba Inc
549300ZJC0V1K2ZCKG85
ALTABA INC
021346101
193882.00000000
NS
USD
4187851.20000000
2.156292180402
Long
EC
RF
US
N
1
N
N
N
Fiat Chrysler Automobiles N.V
549300LKT9PW7ZIBDF31
FIAT CHRYSLER AUTOMOBILES
N31738102
60216.00000000
NS
USD
518459.76000000
0.266950918967
Long
EC
CORP
NL
N
1
N
N
N
McDonald's Corporation
UE2136O97NLB5BYP9H04
MCDONALD'S CORP
580135101
5308.00000000
NS
USD
995568.48000000
0.512610507383
Long
EC
CORP
US
N
1
N
N
N
Oracle Corporation
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP
68389X105
-4290.00000000
NS
USD
-227241.30000000
-0.11700478714
Short
EC
CORP
US
N
1
N
N
N
Select Sector Spdr
5493008JJKIPMEX3CO91
CONSUMER STAPLES SPDR
81369Y308
-28958.00000000
NS
USD
-1687093.08000000
-0.86867117342
Short
EC
RF
US
N
1
N
N
N
Flying Eagle Acquisition Corp
N/A
FLYING EAGLE ACQ
34407Y202
2161.00000000
NS
USD
22452.79000000
0.011560767848
Long
EC
CORP
US
N
1
N
N
N
Aon plc
VVT2B79I2Z4U3R6BY589
AON PLC
G0403H108
-24511.00000000
NS
USD
-4232314.37000000
-2.17918592261
Short
EC
CORP
IE
N
1
N
N
N
Qorvo Inc
254900YAUJV2EUEVBR11
QORVO INC
74736K101
1609.00000000
NS
USD
157730.27000000
0.081214095623
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
LRCX US 05/15/20 C270
N/A
-14.00000000
NC
USD
-8330.00000000
-0.00428905254
Short
DE
CORP
N/A
N
2
JP MORGAN
N/A
Call
Written
Lam Research Corporation
Lam Research Corporation COM
-14.00000000
270.00000000
USD
2020-05-15
XXXX
14663.38000000
N
N
N
Cigna Corporation
549300VIWYMSIGT1U456
CIGNA CORP
125523100
-12920.00000000
NS
USD
-2529477.60000000
-1.30240844502
Short
EC
CORP
US
N
1
N
N
N
Caterpillar Inc
WRJR7GS4GTRECRRTVX92
CATERPILLAR INC
149123101
-5424.00000000
NS
USD
-631245.12000000
-0.32502322818
Short
EC
CORP
US
N
1
N
N
N
N/A
N/A
WORLDLINE SA
N/A
1085.00000000
NS
15352.82000000
0.007905048229
Long
DO
US
N
2
JP Morgan
N/A
WORLDLINE SA
WORLDLINE SA
Y
Performance
2024-08-01
0.00000000
EUR
0.00000000
EUR
81265.29000000
EUR
15352.82000000
N
N
N
N/A
N/A
FAURECIA - SWAP
N/A
5255.00000000
NS
59554.21000000
0.030664001942
Long
DO
US
N
2
JP Morgan
N/A
FAURECIA
FAURECIA
Y
Performance
2021-02-05
0.00000000
EUR
0.00000000
EUR
228102.79910000
EUR
59554.21000000
N
N
N
ISHARES TRUST
5493000860OXIC4B5K91
ISHARES RUSSELL 2000 ETF
464287655
-11584.00000000
NS
USD
-1509511.04000000
-0.77723555502
Short
EC
RF
US
N
1
N
N
N
The Coca-Cola Company
UWJKFUJFZ02DKWI3RY53
COCA-COLA CO/THE
191216100
20205.00000000
NS
USD
927207.45000000
0.477411941963
Long
EC
CORP
US
N
1
N
N
N
Accenture Plc
N/A
ACCENTURE PLC-CL A
G1151C101
-2104.00000000
NS
USD
-389639.76000000
-0.20062249768
Short
EC
CORP
IE
N
1
N
N
N
Lam Research Corporation
549300I4GMO6D34U1T02
LAM RESEARCH CORP
512807108
1351.00000000
NS
USD
344883.28000000
0.177577732421
Long
EC
CORP
US
N
1
N
N
N
Gain Capital Holdings Inc
5493003NZPPKMB17WX19
GAIN CAPITAL HOLDINGS INC
36268W100
78811.00000000
NS
USD
515423.94000000
0.265387798738
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
PEUGEOT SA SWAP
N/A
55567.00000000
NS
351941.58000000
0.181211996479
Long
DO
US
N
2
JP Morgan
N/A
Peugot SA
Peugot SA
Y
Performance
2021-02-05
0.00000000
EUR
0.00000000
EUR
1047858.20610000
EUR
351941.58000000
N
N
N
Ingersoll Rand Inc
5299004C02FMZCUOIR50
INGERSOLL-RAND INC
45687V106
-9210.00000000
NS
USD
-267826.80000000
-0.13790194707
Short
EC
CORP
US
N
1
N
N
N
N/A
N/A
BBY US 06/19/20 C80
N/A
-86.00000000
NC
USD
-39130.00000000
-0.02014773424
Short
DE
CORP
N/A
N
2
JP MORGAN
N/A
Call
Written
BEST BUY INC
BEST BUY INC COM
-86.00000000
80.00000000
USD
2020-06-19
XXXX
-2584.15000000
N
N
N
N/A
N/A
WORLDLINE SA
N/A
7155.00000000
NS
70758.57000000
0.036433040215
Long
DO
US
N
2
JP Morgan
N/A
WORLDLINE SA
WORLDLINE SA
Y
Performance
2024-08-01
0.00000000
EUR
0.00000000
EUR
508068.87000000
EUR
70758.57000000
N
N
N
N/A
N/A
INGENICO SA
N/A
1586.00000000
NS
-36572.71000000
-0.01883100540
Long
DO
DE
N
2
JP Morgan
N/A
INGENICO GROUP
INGENICO GROUP
Y
Performance
2024-08-01
0.00000000
EUR
0.00000000
EUR
-215304.77000000
EUR
-36572.71000000
N
N
N
N/A
N/A
FLUTTER PLC
N/A
11981.00000000
NS
-331071.60000000
-0.17046620525
Long
DO
US
N
2
JP MORGAN
N/A
Flutter PLC
Flutter PLC
Y
Performance
2020-10-25
0.00000000
GBP
0.00000000
GBP
905673.60000000
GBP
-331071.60000000
N
N
N
Adobe Inc
FU4LY2G4933NH2E1CP29
ADOBE INC
00724F101
1384.00000000
NS
USD
489437.76000000
0.252007715718
Long
EC
CORP
US
N
1
N
N
N
Marriott International, Inc.
225YDZ14ZO8E1TXUSU86
MARRIOTT INTERNATIONAL -C
571903202
-402.00000000
NS
USD
-36557.88000000
-0.01882336955
Short
EC
CORP
US
N
1
N
N
N
Columbia Pipeline Group, Inc.
549300SRP1TQM9JJBG80
COLUMBIA PIPELINE GROUP
198280109
84102.00000000
NS
USD
0.84000000
0.000000432509
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
FLUTTER PLC
N/A
21.00000000
NS
-572.66000000
-0.00029485820
Long
DO
US
N
2
JP MORGAN
N/A
Flutter PLC
Flutter PLC
Y
Performance
2020-10-24
0.00000000
GBP
0.00000000
GBP
1593.50790000
GBP
-572.66000000
N
N
N
Allergan Plc
635400FWJZQC1IPYUH69
ALLERGAN PLC
G0177J108
77557.00000000
NS
USD
14529528.38000000
7.481141744177
Long
EC
CORP
IE
N
1
N
N
N
Carrier Global Corporation
549300JE3W6CWY2NAN77
CARRIER GLOB
14448C104
31103.00000000
NS
USD
550834.13000000
0.283620231592
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
NEXSTAR ACQ. CVR
N/A
87600.00000000
NS
USD
4380.00000000
0.002255228110
Long
EC
US
N
2
N
N
N
The Walt Disney Company
549300GZKULIZ0WOW665
WALT DISNEY CO/THE
254687106
-5196.00000000
NS
USD
-561947.40000000
-0.28934236832
Short
EC
CORP
US
N
1
N
N
N
N/A
N/A
PEUGEOT SA
N/A
8739.00000000
NS
94183.62000000
0.048494417215
Long
DO
US
N
2
JP MORGAN
N/A
Peugot SA
Peugot SA
Y
Performance
2020-11-04
0.00000000
EUR
0.00000000
EUR
200251.27100000
EUR
94183.62000000
N
N
N
8I Enterprises Acquisition Crp
5493009DH71HU1X5Q161
8I ENTERPRISES ACQUISITIO
G2956M104
42567.00000000
NS
USD
432480.72000000
0.222680976513
Long
EC
CORP
VG
N
1
N
N
N
Fidelity Instituti
549300SHPEJB1OPRCV46
FIDELITY INSTITUTIONAL MM
316175108
80566139.85000000
PA
USD
80566139.85000000
41.48288204789
Long
STIV
RF
US
N
1
N
N
N
Owens Corning
JO5M6676RDJIZ2U8X907
OWENS CORNING
690742101
6497.00000000
NS
USD
281709.92000000
0.145050258146
Long
EC
CORP
US
N
1
N
N
N
Tiffany & Co.
549300EJG9IEYQL5XT21
TIFFANY & CO
886547108
14323.00000000
NS
USD
1811859.50000000
0.932912437728
Long
EC
CORP
US
N
1
N
N
N
Alberton Acquisition Corp
N/A
ALBERTON ACQUISITION CORP
G35006108
80490.00000000
NS
USD
861243.00000000
0.443447357042
Long
EC
CORP
VG
N
1
N
N
N
PAN Amer Silver
549300MKTF5851TYIB83
PAN AMERICAN SILVER - CVR
697900132
41375.00000000
NS
USD
19860.00000000
0.010225760338
Long
EC
CORP
CA
N
2
N
N
N
N/A
N/A
US GOVERNEMNT MONEY MARKET - I
N/A
0.00000000
NS
USD
0.00000000
0.000000
Long
STIV
US
N
N/A
N
N
N
N/A
N/A
WORLDLINE SA
N/A
1248.00000000
NS
13564.01000000
0.006984003800
Long
DO
US
N
2
JP Morgan
N/A
WORLDLINE SA
WORLDLINE SA
Y
Performance
2024-08-01
0.00000000
EUR
0.00000000
EUR
89734.87000000
EUR
13564.01000000
N
N
N
Paypal Holdings Incorporation
5493005X2GO78EFZ3E94
PAYPAL HOLDINGS INC
70450Y103
4939.00000000
NS
USD
607497.00000000
0.312795504940
Long
EC
CORP
US
N
1
N
N
N
Legg Mason Inc
OWUNCC6U1ZJXMZKFBJ36
LEGG MASON INC
524901105
93073.00000000
NS
USD
4637827.59000000
2.387981542030
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
WORLDLINE SA
N/A
6009.00000000
NS
31723.60000000
0.016334236186
Long
DO
US
N
2
JP Morgan
N/A
WORLDLINE SA
WORLDLINE SA
Y
Performance
2024-08-01
0.00000000
EUR
0.00000000
EUR
401401.20000000
EUR
31723.60000000
N
N
N
Pure Acquisition Corp
549300MP1T3SPM68RF52
PURE ACQUISITION CORP
74621Q106
119076.00000000
NS
USD
1247916.48000000
0.642542540102
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
WORLDLINE SA
N/A
1334.00000000
NS
21665.24000000
0.011155264446
Long
DO
US
N
2
JP Morgan
N/A
WORLDLINE SA
WORLDLINE SA
Y
Performance
2024-08-01
0.00000000
EUR
0.00000000
EUR
102461.50000000
EUR
21665.24000000
N
N
N
N/A
N/A
INGENICO SA
N/A
4461.00000000
NS
-125330.84000000
-0.06453187979
Long
DO
DE
N
2
JP Morgan
N/A
INGENICO GROUP
INGENICO GROUP
Y
Performance
2024-08-01
0.00000000
EUR
0.00000000
EUR
-626102.69000000
EUR
-125330.84000000
N
N
N
Illinois Tool Works Inc.
76NA4I14SZCFAYMNSV04
ILLINOIS TOOL WORKS
452308109
-2107.00000000
NS
USD
-342387.50000000
-0.17629267461
Short
EC
CORP
US
N
1
N
N
N
American Airlines Group Inc
N/A
AMERICAN AIRLINES GROUP I
02376R102
2410.00000000
NS
USD
28944.10000000
0.014903093142
Long
EC
CORP
US
N
1
N
N
N
Cigna Corporation
549300VIWYMSIGT1U456
CIGNA CORP
125523100
12920.00000000
NS
USD
2529477.60000000
1.302408445023
Long
EC
CORP
US
N
1
N
N
N
Select Sector Spdr
5493008JJKIPMEX3CO91
HEALTH CARE SELECT SECTOR
81369Y209
-10078.00000000
NS
USD
-1005078.94000000
-0.51750736965
Short
EC
RF
US
N
1
N
N
N
Marvell Tech Group
8DF36O58U3QIHUCGZB18
MARVELL TECHNOLOGY GROUP
G5876H105
8424.00000000
NS
USD
225257.76000000
0.115983477746
Long
EC
CORP
BM
N
1
N
N
N
Bristol-Myers Squibb Company
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS SQUIBB CO
110122108
15547.00000000
NS
USD
945413.07000000
0.486785874839
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
INGENICO SA
N/A
3823.00000000
NS
-39494.92000000
-0.02033562872
Long
DO
DE
N
2
JP MORGAN
N/A
INGENICO GROUP
INGENICO GROUP
Y
Performance
2024-08-01
0.00000000
EUR
0.00000000
EUR
-474556.63600000
EUR
-39494.92000000
N
N
N
N/A
N/A
INGENICO SA
N/A
3345.00000000
NS
-66310.38000000
-0.03414270160
Long
DO
DE
N
2
JP Morgan
N/A
INGENICO GROUP
INGENICO GROUP
Y
Performance
2024-08-01
0.00000000
EUR
0.00000000
EUR
-444212.32000000
EUR
-66310.38000000
N
N
N
E Trade Financial Corporation
549300LYE2HSVYJFJD24
E*TRADE FINANCIAL CORP
269246401
136412.00000000
NS
USD
5539691.32000000
2.852344198656
Long
EC
CORP
US
N
1
N
N
N
Jacobs Eng Group
549300CZ8QS1GE53O776
JACOBS ENGINEERING GROUP
469814107
10324.00000000
NS
USD
854311.00000000
0.439878123876
Long
EC
CORP
US
N
1
N
N
N
Norfolk Southern Corporation
54930036C8MWP850MI84
NORFOLK SOUTHERN CORP
655844108
-2614.00000000
NS
USD
-447255.40000000
-0.23028834493
Short
EC
CORP
US
N
1
N
N
N
N/A
N/A
WORLDLINE SA
N/A
4962.00000000
NS
74680.80000000
0.038452566095
Long
DO
US
N
2
JP Morgan
N/A
WORLDLINE SA
WORLDLINE SA
Y
Performance
2024-08-01
0.00000000
EUR
0.00000000
EUR
375727.69000000
EUR
74680.80000000
N
N
N
N/A
N/A
NLOK US 05/15/20 C20
N/A
-321.00000000
NC
USD
-49755.00000000
-0.02561846453
Short
DE
CORP
N/A
N
2
JP MORGAN
N/A
Call
Written
Nortonlifelock Inc
Nortonlifelock Inc COM
-321.00000000
20.00000000
USD
2020-05-15
XXXX
-18390.44000000
N
N
N
Otis Worldwide Corporation
549300ZLBKR8VSU25153
OTIS WORLDWI
68902V107
9935.00000000
NS
USD
505790.85000000
0.260427795231
Long
EC
CORP
US
N
1
N
N
N
Fortive Corporation
549300MU9YQJYHDQEF63
FORTIVE CORP
34959J108
5838.00000000
NS
USD
373632.00000000
0.192380225913
Long
EC
CORP
US
N
1
N
N
N
Spdr Series Trust
5493004JVD6CQEEJSS37
SPDR S&P RETAIL ETF
78464A714
-2772.00000000
NS
USD
-101676.96000000
-0.05235268000
Short
EC
RF
US
N
1
N
N
N
The TJX Companies Inc.
V167QI9I69W364E2DY52
TJX COMPANIES INC
872540109
7353.00000000
NS
USD
360664.65000000
0.185703437730
Long
EC
CORP
US
N
1
N
N
N
Stars Group Inc(The)
54930026VVWZTYC29T51
STARS GROUP INC/THE
85570W100
114907.00000000
NS
USD
3212799.72000000
1.654245717573
Long
EC
CORP
CA
N
1
N
N
N
Social Capital Hedosophia Holdings Corp II
N/A
SOCIAL CAPITAL
G8250T117
8469.00000000
NS
USD
86299.11000000
0.044434744020
Long
EC
CORP
KY
N
1
N
N
N
ISHARES TRUST
5493000860OXIC4B5K91
ISHARES US REAL ESTATE ET
464287739
-4672.00000000
NS
USD
-355305.60000000
-0.18294410434
Short
EC
RF
US
N
1
N
N
N
N/A
N/A
NKE US 06/19/20 C97.5
N/A
-107.00000000
NC
USD
-8346.00000000
-0.00429729082
Short
DE
CORP
N/A
N
2
JP MORGAN
N/A
Call
Written
Nike, Inc.
Nike, Inc. CL B
-107.00000000
97.50000000
USD
2020-06-19
XXXX
10310.22000000
N
N
N
Dover Corporation
549300FMC2ALGA7N9E80
DOVER CORP
260003108
6732.00000000
NS
USD
630451.80000000
0.324614753852
Long
EC
CORP
US
N
1
N
N
N
BORQS TECHNOLOGIES INC
N/A
BORQS TECHNOLOGIES INC -C
G1466B111
105552.00000000
NS
USD
4776.23000000
0.002459243872
Long
DO
CORP
VG
N
2
US BANK
N/A
Call
Purchased
Borqs Technologies
Borqs Technologies
105552.00000000
12.00000000
USD
2020-10-28
XXXX
-3477.94000000
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
617446448
-149889.00000000
NS
USD
-5910123.27000000
-3.04307674358
Short
EC
CORP
US
N
1
N
N
N
LEGACY ACQUISITION CORP
N/A
LEGACY ACQUISITION CORP-C
524643103
118268.00000000
NS
USD
1229987.20000000
0.633310892553
Long
EC
CORP
US
N
1
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
UBER TECHNOLOGIES INC
90353T100
-3126.00000000
NS
USD
-94624.02000000
-0.04872117576
Short
EC
CORP
US
N
1
N
N
N
Churchill Capital Corp III
N/A
CHURCHILL CAPIT
17144C203
40015.00000000
NS
USD
406152.25000000
0.209124651020
Long
EC
CORP
US
N
1
N
N
N
OReilly Automotive, Inc.
549300K2RLMQL149Q332
O'REILLY AUTOMOTIVE INC
67103H107
1198.00000000
NS
USD
462835.32000000
0.238310325192
Long
EC
CORP
US
N
1
N
N
N
Vaneck Vectors Etf Trust
549300ZLFKNTXC51ZN76
VANECK SEMICONDUCTOR
92189F676
-2147.00000000
NS
USD
-287118.31000000
-0.14783499631
Short
EC
RF
US
N
1
N
N
N
Fidelity National Financial, Inc.
549300CAZYIH39SYQ287
FIDELITY NATIONAL FINANCI
31620R303
-5411.00000000
NS
USD
-146367.55000000
-0.07536351901
Short
EC
CORP
US
N
1
N
N
N
N/A
N/A
WORLDLINE SA
N/A
925.00000000
NS
7296.60000000
0.003756962884
Long
DO
US
N
2
JP Morgan
N/A
WORLDLINE SA
WORLDLINE SA
Y
Performance
2024-08-01
0.00000000
EUR
0.00000000
EUR
63993.24000000
EUR
7296.60000000
N
N
N
FGL Holdings
N/A
FGL HOLDINGS
G3402M102
52891.00000000
NS
USD
549008.58000000
0.282680270021
Long
EC
CORP
KY
N
1
N
N
N
Nvidia Corp
549300S4KLFTLO7GSQ80
NVIDIA CORP
67066G104
3427.00000000
NS
USD
1001643.56000000
0.515738519071
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
INGENICO SA
N/A
595.00000000
NS
-9904.56000000
-0.00509978130
Long
DO
DE
N
2
JP Morgan
N/A
INGENICO GROUP
INGENICO GROUP
Y
Performance
2024-08-01
0.00000000
EUR
0.00000000
EUR
-77289.28000000
EUR
-9904.56000000
N
N
N
Mylan NV
549300A0CD4KNFGIIS89
MYLAN NV
N59465109
21246.00000000
NS
USD
356295.42000000
0.183453755009
Long
EC
CORP
NL
N
1
N
N
N
N/A
N/A
WORLDLINE SA
N/A
4384.00000000
NS
45548.12000000
0.023452374570
Long
DO
US
N
2
JP Morgan
N/A
WORLDLINE SA
WORLDLINE SA
Y
Performance
2024-08-01
0.00000000
EUR
0.00000000
EUR
313305.37000000
EUR
45548.12000000
N
N
N
Nike, Inc.
787RXPR0UX0O0XUXPZ81
NIKE INC -CL B
654106103
17261.00000000
NS
USD
1504813.98000000
0.774817075170
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
INGENICO SA
N/A
571.00000000
NS
-15088.95000000
-0.00776918360
Long
DO
DE
N
2
JP Morgan
N/A
INGENICO GROUP
INGENICO GROUP
Y
Performance
2024-08-01
0.00000000
EUR
0.00000000
EUR
-79269.78000000
EUR
-15088.95000000
N
N
N
Spdr Series Trust
5493004JVD6CQEEJSS37
SPDR S&P REGIONAL BANKING
78464A698
6432.00000000
NS
USD
245252.16000000
0.126278439605
Long
EC
RF
US
N
1
N
N
N
Lennox International Inc.
S7DWAC87RDMPBF77GJ92
LENNOX INTERNATIONAL INC
526107107
-1162.00000000
NS
USD
-216922.16000000
-0.11169154180
Short
EC
CORP
US
N
1
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
060505104
20184.00000000
NS
USD
485425.20000000
0.249941679620
Long
EC
CORP
US
N
1
N
N
N
FedEx Corporation
549300E707U7WNPZN687
FEDEX CORP
31428X106
-6396.00000000
NS
USD
-810820.92000000
-0.41748541817
Short
EC
CORP
US
N
1
N
N
N
FedEx Corporation
549300E707U7WNPZN687
FEDEX CORP
31428X106
2049.00000000
NS
USD
259751.73000000
0.133744156011
Long
EC
CORP
US
N
1
N
N
N
BEST BUY INC
HL5XPTVRV0O8TUN5LL90
BEST BUY CO INC
086516101
11968.00000000
NS
USD
918304.64000000
0.472827953977
Long
EC
CORP
US
N
1
N
N
N
Cummins Inc.
ZUNI8PYC725B6H8JU438
CUMMINS INC
231021106
1944.00000000
NS
USD
317844.00000000
0.163655416359
Long
EC
CORP
US
N
1
N
N
N
Deere & Company
PWFTNG3EI0Y73OXWDH08
DEERE & CO
244199105
-2428.00000000
NS
USD
-352205.68000000
-0.18134797952
Short
EC
CORP
US
N
1
N
N
N
Nucor Corporation
549300GGJCRSI2TIEJ46
NUCOR CORP
670346105
3045.00000000
NS
USD
125423.55000000
0.064579615460
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
ALDER BIOPHARMACEUT - CVR
N/A
10079.00000000
NS
USD
10079.00000000
0.005189599116
Long
EC
US
N
2
N
N
N
N/A
N/A
PYPL US 05/15/20 C115
N/A
-42.00000000
NC
USD
-39900.00000000
-0.02054420128
Short
DE
CORP
N/A
N
2
JP MORGAN
N/A
Call
Written
Paypal Holdings Incorporation
Paypal Holdings Incorporation COM
-42.00000000
115.00000000
USD
2020-05-15
XXXX
-23792.25000000
N
N
N
The Boeing Company
RVHJWBXLJ1RFUBSY1F30
BOEING CO/THE
097023105
20441.00000000
NS
USD
2882589.82000000
1.484223194981
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
PEP US 05/15/20 C125
N/A
-84.00000000
NC
USD
-68670.00000000
-0.03535765168
Short
DE
CORP
N/A
N
2
JP MORGAN
N/A
Call
Written
Pepsico Inc
Pepsico Inc COM
-84.00000000
125.00000000
USD
2020-05-15
XXXX
-14798.97000000
N
N
N
The Charles Schwab Corporation
549300VSGCJ7E698NM85
SCHWAB (CHARLES) CORP
808513105
-58310.00000000
NS
USD
-2199453.20000000
-1.13248143494
Short
EC
CORP
US
N
1
N
N
N
AbbVie Inc.
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287Y109
-50641.00000000
NS
USD
-4162690.20000000
-2.14333697617
Short
EC
CORP
US
N
1
N
N
N
NXP Semiconductors NV
724500M9BY5293JDF951
NXP SEMICONDUCTORS NV
N6596X109
10134.00000000
NS
USD
1009042.38000000
0.519548114242
Long
EC
CORP
NL
N
1
N
N
N
N/A
N/A
WORLDLINE SA
N/A
4269.00000000
NS
69043.31000000
0.035549866113
Long
DO
US
N
2
JP Morgan
N/A
WORLDLINE SA
WORLDLINE SA
Y
Performance
2024-08-01
0.00000000
EUR
0.00000000
EUR
327628.58000000
EUR
69043.31000000
N
N
N
CITIC Capital Acquisition Corp
N/A
CITIC CAPITAL ACQUISITION
G21513125
2962.00000000
NS
USD
29916.20000000
0.015403619910
Long
EC
CORP
KY
N
1
N
N
N
N/A
N/A
FLUTTER PLC
N/A
3304.00000000
NS
-92061.43000000
-0.04740171800
Long
DO
US
N
2
JP MORGAN
N/A
Flutter PLC
Flutter PLC
Y
Performance
2020-10-17
0.00000000
GBP
0.00000000
GBP
249153.61790000
GBP
-92061.43000000
N
N
N
TD AMERITRADE Holding Corporation
ZI85ER3E6RXD4HPHW309
TD AMERITRADE HOLDING COR
87236Y108
71918.00000000
NS
USD
2824219.86000000
1.454168954201
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
SPY US 05/15/20 C297
N/A
-141.00000000
NC
USD
-44697.00000000
-0.02301413946
Short
DE
CORP
N/A
N
2
JP MORGAN
N/A
Call
Written
Spdr S&P 500 Etf Trust
Spdr S&P 500 Etf Trust TR UNIT
-141.00000000
297.00000000
USD
2020-05-15
XXXX
-10327.41000000
N
N
N
Nortonlifelock Inc
YF6ZV0M6AU4FY94MK914
NORTONLIFELOCK INC
668771108
34960.00000000
NS
USD
743599.20000000
0.382873474662
Long
EC
CORP
US
N
1
N
N
N
Ssga Active Etf Trust
549300MAXSRPQ75ICU67
SPDR BLACKSTONE/GSO SEN L
78467V608
85456.00000000
NS
USD
3569497.12000000
1.837906448974
Long
EC
RF
US
N
1
N
N
American Airlines Group Inc
N/A
AMERICAN AIRLINES GROUP I
02376R102
-2410.00000000
NS
USD
-28944.10000000
-0.01490309314
Short
EC
CORP
US
N
1
N
N
N
N/A
N/A
INGENICO SA
N/A
1033.00000000
NS
-30762.16000000
-0.01583919816
Long
DO
DE
N
2
JP Morgan
N/A
INGENICO GROUP
INGENICO GROUP
Y
Performance
2024-08-01
0.00000000
EUR
0.00000000
EUR
-146570.69000000
EUR
-30762.16000000
N
N
N
General Dynamics Corporation
9C1X8XOOTYY2FNYTVH06
GENERAL DYNAMICS CORP
369550108
-2547.00000000
NS
USD
-332689.14000000
-0.17129906408
Short
EC
CORP
US
N
1
N
N
N
N/A
N/A
NXPI US 06/19/20 C95
N/A
-75.00000000
NC
USD
-81900.00000000
-0.04216967631
Short
DE
CORP
N/A
N
2
JP MORGAN
N/A
Call
Written
NXP Semiconductors NV
NXP Semiconductors NV EUR0.20
-75.00000000
95.00000000
USD
2020-06-19
XXXX
-36518.42000000
N
N
N
American Airlines Group Inc
N/A
AMR CORP
001765106
101283.00000000
NS
USD
24307.92000000
0.012515959931
Long
EC
CORP
US
N
2
N
N
N
US BANK MMDA
N/A
US BANK MMDA-USBFS 3
N/A
7625754.22000000
PA
USD
7625754.22000000
3.926441845463
Long
STIV
US
N
1
N
N
N
N/A
N/A
INGENICO SA
N/A
4558.00000000
NS
-90196.58000000
-0.04644152116
Long
DO
DE
N
2
JP Morgan
N/A
INGENICO GROUP
INGENICO GROUP
Y
Performance
2024-08-01
0.00000000
EUR
0.00000000
EUR
-605151.31000000
EUR
-90196.58000000
N
N
N
Leidos Holdings Inc
549300IUTGTP6EJP8124
LEIDOS HOLDINGS INC
525327102
4167.00000000
NS
USD
411741.27000000
0.212002394175
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
NKE US 05/15/20 C90
N/A
-56.00000000
NC
USD
-6440.00000000
-0.00331590617
Short
DE
CORP
N/A
N
2
JP MORGAN
N/A
Call
Written
Nike, Inc.
Nike, Inc. CL B
-56.00000000
90.00000000
USD
2020-05-15
XXXX
9351.25000000
N
N
N
Texas Instruments Incorporated
WDJNR2L6D8RWOEB8T652
TEXAS INSTRUMENTS INC
882508104
-4826.00000000
NS
USD
-560153.82000000
-0.28841886786
Short
EC
CORP
US
N
1
N
N
N
Genworth Financial Inc.
549300EMCG286BDNKJ33
GENWORTH FINANCIAL INC-CL
37247D106
32190.00000000
NS
USD
116849.70000000
0.060165006433
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
WORLDLINE SA
N/A
8550.00000000
NS
129619.36000000
0.066740005565
Long
DO
US
N
2
JP Morgan
N/A
WORLDLINE SA
WORLDLINE SA
Y
Performance
2024-08-01
0.00000000
EUR
0.00000000
EUR
648270.37000000
EUR
129619.36000000
N
N
N
Fiat Chrysler Automobiles N.V
549300LKT9PW7ZIBDF31
Fiat Chrysler Automobiles
N31738102
62304.00000000
NS
547024.65000000
0.281658759815
Long
EC
CORP
NL
N
1
N
N
N
Southwest Airlines Co.
UDTZ87G0STFETI6HGH41
SOUTHWEST AIRLINES CO
844741108
10420.00000000
NS
USD
325625.00000000
0.167661793055
Long
EC
CORP
US
N
1
N
N
N
Lowes Companies, Inc.
WAFCR4OKGSC504WU3E95
LOWE'S COS INC
548661107
1845.00000000
NS
USD
193263.75000000
0.099510009543
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
INGENICO SA
N/A
2245.00000000
NS
-66659.32000000
-0.03432236810
Long
DO
DE
N
2
JP Morgan
N/A
INGENICO GROUP
INGENICO GROUP
Y
Performance
2024-08-01
0.00000000
EUR
0.00000000
EUR
-318360.89000000
EUR
-66659.32000000
N
N
N
Eaton Corporation Plc
549300VDIGTMXUNT7H71
EATON CORP PLC
G29183103
7056.00000000
NS
USD
589176.00000000
0.303362163794
Long
EC
CORP
IE
N
1
N
N
N
L3 Harris Technologies Inc
549300UTE50ZMDBG8A20
L3HARRIS TECHNOLOGIES INC
502431109
5809.00000000
NS
USD
1125203.30000000
0.579358473183
Long
EC
CORP
US
N
1
N
N
N
Select Sector Spdr
5493008JJKIPMEX3CO91
INDUSTRIAL SELECT SECT SP
81369Y704
-10053.00000000
NS
USD
-645503.13000000
-0.33236456721
Short
EC
RF
US
N
1
N
N
N
N/A
N/A
INGENICO SA
N/A
738.00000000
NS
-15743.32000000
-0.00810611365
Long
DO
DE
N
2
JP Morgan
N/A
INGENICO GROUP
INGENICO GROUP
Y
Performance
2024-08-01
0.00000000
EUR
0.00000000
EUR
-99022.12000000
EUR
-15743.32000000
N
N
N
Spdr S&P 500 Etf Trust
549300NZAMSJ8FXPQQ63
SPDR S&P 500 ETF TRUST
78462F103
-35747.00000000
NS
USD
-10383788.56000000
-5.34653238751
Short
EC
RF
US
N
1
N
N
N
The Home Depot, Inc.
QEKMOTMBBKA8I816DO57
HOME DEPOT INC
437076102
941.00000000
NS
USD
206860.03000000
0.106510628917
Long
EC
CORP
US
N
1
N
N
N
Micron Technology Inc.
B3DXGBC8GAIYWI2Z0172
MICRON TECHNOLOGY INC
595112103
20812.00000000
NS
USD
996686.68000000
0.513186259911
Long
EC
CORP
US
N
1
N
N
N
The Boeing Company
RVHJWBXLJ1RFUBSY1F30
BOEING CO/THE
097023105
-17500.00000000
NS
USD
-2467850.00000000
-1.27067687061
Short
EC
CORP
US
N
1
N
N
N
Dmy Technology Group Inc
N/A
DMY TECHNOLOGY GROUP INC
233253202
2294.00000000
NS
USD
23215.28000000
0.011953368049
Long
EC
CORP
US
N
1
N
N
N
Amazon.com, Inc.
ZXTILKJKG63JELOEG630
AMAZON.COM INC
023135106
187.00000000
NS
USD
462638.00000000
0.238208726651
Long
EC
CORP
US
N
1
N
N
N
Microsoft Corporation
INR2EJN1ERAN0W5ZP974
MICROSOFT CORP
594918104
6197.00000000
NS
USD
1110564.37000000
0.571821001391
Long
EC
CORP
US
N
1
N
N
N
Chevron Corporation
N/A
CHEVRON CORP
166764100
-7188.00000000
NS
USD
-661296.00000000
-0.34049619378
Short
EC
CORP
US
N
1
N
N
N
Vestas Wind System
549300DYMC8BGZZC8844
Vestas Wind Systems A/S
K9773J128
1692.00000000
NS
145632.27000000
0.074984929028
Long
EC
CORP
DK
N
1
N
N
N
Wright Medical Group N.V.
549300JGCCQ1HTDOXU32
WRIGHT MEDICAL GROUP NV
N96617118
77875.00000000
NS
USD
2267720.00000000
1.167631482069
Long
EC
CORP
NL
N
1
N
N
N
T-Mobile US, Inc.
549300QHIJYOHPACPG31
T-MOBILE US INC
872590104
12831.00000000
NS
USD
1126561.80000000
0.580057954322
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
MCD US 06/19/20 C190
N/A
-53.00000000
NC
USD
-36941.00000000
-0.01902063507
Short
DE
CORP
N/A
N
2
JP MORGAN
N/A
Call
Written
McDonald's Corporation
McDonald's Corporation COM
-53.00000000
190.00000000
USD
2020-06-19
XXXX
8724.97000000
N
N
N
ISHARES TRUST
5493000860OXIC4B5K91
ISHARES RUSSELL 2000 ETF
464287655
4290.00000000
NS
USD
559029.90000000
0.287840170152
Long
EC
RF
US
N
1
N
N
N
The Charles Schwab Corporation
549300VSGCJ7E698NM85
SCHWAB (CHARLES) CORP
808513105
2202.00000000
NS
USD
83059.44000000
0.042766663003
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
SPY US 05/15/20 P260
N/A
-283.00000000
NC
USD
-38488.00000000
-0.01981717340
Short
DE
CORP
N/A
N
2
JP MORGAN
N/A
Put
Written
Spdr S&P 500 Etf Trust
Spdr S&P 500 Etf Trust TR UNIT
-283.00000000
260.00000000
USD
2020-05-15
XXXX
97482.07000000
N
N
N
N/A
N/A
FLUTTER PLC
N/A
10459.00000000
NS
-240226.67000000
-0.12369085368
Long
DO
US
N
2
JP MORGAN
N/A
Flutter PLC
Flutter PLC
Y
Performance
2020-10-10
0.00000000
GBP
0.00000000
GBP
829300.56000000
GBP
-240226.67000000
N
N
N
NGC Corporation Capital Trust I
N/A
ESC NII HOLDINGS INC
629ESC013
205893.00000000
NS
USD
442669.95000000
0.227927332204
Long
EC
CORP
US
N
2
N
N
N
Far Point Acquisition Corporation
N/A
FAR POINT ACQUISITION COR
30734W109
34050.00000000
NS
USD
346969.50000000
0.178651910958
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
INGENICO SA
N/A
2220.00000000
NS
-61972.47000000
-0.03190914530
Long
DO
DE
N
2
JP Morgan
N/A
INGENICO GROUP
INGENICO GROUP
Y
Performance
2024-08-01
0.00000000
EUR
0.00000000
EUR
-311214.33000000
EUR
-61972.47000000
N
N
N
N/A
N/A
SPY US 05/15/20 P270
N/A
282.00000000
NC
USD
68526.00000000
0.035283507196
Long
DE
CORP
N/A
N
2
JP MORGAN
N/A
Put
Purchased
Spdr S&P 500 Etf Trust
Spdr S&P 500 Etf Trust TR UNIT
282.00000000
270.00000000
USD
2020-05-15
XXXX
-138724.83000000
N
N
N
Willis Towers Watson Public Limited Company
549300WHC56FF48KL350
WILLIS TOWERS WATSON PLC
G96629103
22701.00000000
NS
USD
4047361.29000000
2.083955012749
Long
EC
CORP
IE
N
1
N
N
N
Tyson Foods, Inc.
WD6L6041MNRW1JE49D58
TYSON FOODS INC-CL A
902494103
-8044.00000000
NS
USD
-500256.36000000
-0.25757812915
Short
EC
CORP
US
N
1
N
N
N
Social Capital Hedosophia Holdings Corp III
N/A
SOCIAL CAPITAL
G8251K123
12720.00000000
NS
USD
128980.80000000
0.066411215962
Long
EC
CORP
KY
N
1
N
N
N
2020-05-28
Dunham Funds
James Colantino
James Colantino
Assistant Treasurer