NPORT-P false 0001322252 XXXXXXXX S000054584 C000171454 CRM Mutual Fund Trust 811-21749 0001322252 549300RX3217CTPTEU48 28 Havemeyer Place Greenwich 06830 212-326-5300 CRM LONG/SHORT OPPORTUNITIES FUND S000054584 549300O40P4UKGEE8537 2021-06-30 2020-12-31 N 142846266.58 51512598.68 91333667.90 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 28705516.91 N C3.ai Inc 549300YDLK0YQO5B1V80 12468P104 873.00000000 NS USD 121128.75000000 0.132622233164 Long EC CORP US N 1 N N N Nomad Foods Limited 5493000ZZ1837DS2SI43 G6564A105 88250.00000000 NS USD 2243315.00000000 2.456175309258 Long EC CORP VG N 1 N N N West Pharmaceutical Services Incorporated 5493007NKRGM1RJQ1P16 955306105 -2673.00000000 NS USD -757287.63000000 -0.82914400287 Short EC CORP US N 1 N N N Teradata Corp 549300JU9SOUHV4U4R71 88076W103 -32574.00000000 NS USD -731937.78000000 -0.80138879432 Short EC CORP US N 1 N N N Clean Harbors, Inc. 5493000SJVZVZJKHJF48 184496107 35851.00000000 NS USD 2728261.10000000 2.987136247486 Long EC CORP US N 1 N N N Harsco Corporation KAO98FK89NPNNPQGUZ43 415864107 -66426.00000000 NS USD -1194339.48000000 -1.30766617334 Short EC CORP US N 1 N N N Sl Green Realty Corp. 549300VQZPJU97H3GT17 78440X101 -4461.00000000 NS USD -265786.38000000 -0.29100591940 Short EC CORP US N 1 N N N Kaman Corporation 5493003YK076OLTEQF95 483548103 41604.00000000 NS USD 2376836.52000000 2.602366218996 Long EC CORP US N 1 N N N Tenable Holdings Inc 5493004S5OMPESF0EF83 88025T102 73815.00000000 NS USD 3857571.90000000 4.223603396968 Long EC CORP US N 1 N N N Nextera Energy Inc N/A 65339F101 42941.00000000 NS USD 3312898.15000000 3.627247461064 Long EC CORP US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 N/A 1.00000000 NC USD -2614.38 -0.00286244936 Short DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Custom Equity Basket MSCMS208_INDEX Custom Equity Basket Lam Research Corporation 103.21 USD 48742.99 USD Arista Networks, Inc. 168.89 USD 49074.37 USD Cisco Systems, Inc. 1093.86 USD 48556.45 USD Fortinet, Inc. 329.13 USD 48885.68 USD Align Technology, Inc. 94.34 USD 50413.41 USD ANSYS, Inc. 135.09 USD 49145.74 USD HCA Healthcare, Inc. 299.61 USD 49273.86 USD Agilent Technologies, Inc. 417.01 USD 49332.28 USD NXP Semiconductors NV 310.66 USD 49398.05 USD Cognizant Technology Solutions Corporation 603.86 USD 49486.33 USD Applied Materials, Inc. 578.96 USD 49964.25 USD Motorola Solutions, Inc. 290.04 USD 49324.2 USD Micron Technology, Inc. 695.39 USD 52279.42 USD Apple, Inc. 359.47 USD 47698.07 USD Amgen, Inc. 219.7 USD 50513.42 USD Pfizer, Inc. 1334.5 USD 49122.95 USD Zillow Group, Inc. 370.34 USD 48070.13 USD Fidelity National Information Services, Inc. 350.27 USD 49549.19 USD Mettler-Toledo International, Inc. 43.3 USD 49348.14 USD Maxim Integrated Products, Inc. 567.59 USD 50316.85 USD Sherwin-Williams Company (The) 67.37 USD 49510.89 USD LyondellBasell Industries NV 542.34 USD 49710.88 USD Y 2021-07-28 0.00000000 USD 0.00000000 USD -1085628.32 USD -2614.38 N N N B&G Foods, Inc. 549300TRW1LZMDJZAQ78 05508R106 -30459.00000000 NS USD -844628.07000000 -0.92477187155 Short EC CORP US N 1 N N N Belden Inc. 68BKYO1JC791TTJHUE82 077454106 -14903.00000000 NS USD -624435.70000000 -0.68368621819 Short EC CORP US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 N/A 1.00000000 NC USD -6729.49 -0.00736802775 Short DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Custom Equity Basket MSCMS205_INDEX Custom Equity Basket Agilent Technologies, Inc. 903.3 USD 106860.39 USD Align Technology, Inc. 197.58 USD 105582.8 USD Fortinet, Inc. 696.81 USD 103497.19 USD Apple, Inc. 803.91 USD 106670.82 USD HCA Healthcare, Inc. 649.35 USD 106792.1 USD LyondellBasell Industries NV 1180.49 USD 108203.71 USD Fidelity National Information Services, Inc. 786.44 USD 111249.8 USD Amgen, Inc. 479.75 USD 110304.12 USD Sherwin-Williams Company (The) 143.84 USD 105709.45 USD Pfizer, Inc. 2885.68 USD 106221.88 USD Y 2021-07-28 0.00000000 USD 0.00000000 USD -1064507.23 USD -6729.49 N N N Acuity Brands, Inc. N/A 00508Y102 -8510.00000000 NS USD -1030475.90000000 -1.12825415172 Short EC CORP US N 1 N N N Booking Holdings Inc FXM8FAOHMYDIPD38UZ17 09857L108 1272.00000000 NS USD 2833087.44000000 3.101909192020 Long EC CORP US N 1 N N N LKQ Corporation DS830JTTZQN6GK0I2E41 501889208 96462.00000000 NS USD 3399320.88000000 3.721870541454 Long EC CORP US N 1 N N N Otis Worldwide Corporation 549300ZLBKR8VSU25153 68902V107 39016.00000000 NS USD 2635530.80000000 2.885607093854 Long EC CORP US N 1 N N N Bloom Energy Corporation 549300XB5J9BFW5JXV97 093712107 -36900.00000000 NS USD -1057554.00000000 -1.15790159786 Short EC CORP US N 1 N N N Envista Holdings Corporation 549300BX623VURJZ5269 29415F104 112270.00000000 NS USD 3786867.10000000 4.146189665946 Long EC CORP US N 1 N N N Regal Beloit Corporation QH78R09VCJGQKPBPYU33 758750103 22785.00000000 NS USD 2798225.85000000 3.063739707753 Long EC CORP US N 1 N N N Integer Holdings Corporation 549300SUD2ED5XG6X569 45826H109 -8489.00000000 NS USD -689221.91000000 -0.75461976492 Short EC CORP US N 1 N N N Volvo AB 549300HGV012CNC8JD22 928856301 -18362.00000000 NS -434726.76000000 -0.47597646081 Short EC CORP SE N 1 N N N Paya Holdings Inc N/A 70434P103 50400.00000000 NS USD 684432.00000000 0.749375357123 Long EC CORP US N 1 N N N Skyline Champion Corporation N/A 830830105 54711.00000000 NS USD 1692758.34000000 1.853378254614 Long EC CORP US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 N/A 1.00000000 NC USD -206798.28 -0.22642064504 Long DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 American International Group, Inc. American International Group, Inc. Y 2022-03-21 0.00000000 USD 0.00000000 USD 2878211.4 USD -206798.28 N N N J.M. Smucker Company 5493000WDH6A0LHDJD55 832696405 -7102.00000000 NS USD -820991.20000000 -0.89889218168 Short EC CORP US N 1 N N N The Kroger Co. 6CPEOKI6OYJ13Q6O7870 501044101 -64790.00000000 NS USD -2057730.40000000 -2.25298123606 Short EC CORP US N 1 N N N Primo Water Corporation 5493005TMUI9D3MY9I37 74167P108 215021.00000000 NS USD 3371529.28000000 3.691441893794 Long EC CORP CA N 1 N N N Pearson plc 2138004JBXWWJKIURC57 G69651100 -86938.00000000 NS -797951.38000000 -0.87366619380 Short EC CORP GB N 1 N N N Strategic Education Inc 0PYXF82EO1UCNGL5I740 86272C103 -9945.00000000 NS USD -948056.85000000 -1.03801464651 Short EC CORP US N 1 N N N Canadian Tire Corporation, Limited 549300RLHDA7VQYMUB14 136681202 -7100.00000000 NS -933687.78000000 -1.02228214574 Short EC CORP CA N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 N/A 1.00000000 NC USD 8268.69 0.009053277055 Short DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Custom Equity Basket MSCMS202_INDEX Custom Equity Basket Micron Technology, Inc. 2113.8 USD 158915.48 USD Lam Research Corporation 314.13 USD 148354.18 USD Applied Materials, Inc. 1745.63 USD 150647.87 USD NXP Semiconductors NV 966.36 USD 153660.9 USD McCormick & Company, Inc. 1614.62 USD 154357.67 USD Sysco Corporation 2051.89 USD 152373.35 USD Zillow Group, Inc. 1102.6 USD 143117.48 USD Y 2021-07-28 0.00000000 USD 0.00000000 USD -1069674.23 USD 8268.69 N N N Madden(Steven)Ltd 549300Z9GZ7GYJWSGF43 556269108 78114.00000000 NS USD 2758986.48000000 3.020777051263 Long EC CORP US N 1 N N N Fox Corporation 549300DDU6FDRBIELS05 35137L105 -36306.00000000 NS USD -1057230.72000000 -1.15754764295 Short EC CORP US N 1 N N N Terminix Global Holdings Inc. 549300GS10644JGL8R77 88087E100 42487.00000000 NS USD 2167261.87000000 2.372905763921 Long EC CORP US N 1 N N N BlackBerry Ltd 549300HJD8NEGT71RF07 09228F103 -88586.00000000 NS USD -587325.18000000 -0.64305441082 Short EC CORP CA N 1 N N N AVANTOR INC 5493003VM0XB4U8YD238 05352A100 86276.00000000 NS USD 2428669.40000000 2.659117339576 Long EC CORP US N 1 N N N Paccar Inc KDTEY8BWE486IKZ3CC07 693718108 -2986.00000000 NS USD -257632.08000000 -0.28207788641 Short EC CORP US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 N/A 1.00000000 NC USD -10796.58 -0.01182102969 Short DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Custom Equity Basket MSCMS204_INDEX Custom Equity Basket Sherwin-Williams Company (The) 66.65 USD 48981.75 USD Agilent Technologies, Inc. 412.63 USD 48814.13 USD Zillow Group, Inc. 356.3 USD 46247.74 USD Cognizant Technology Solutions Corporation 603.95 USD 49493.7 USD Align Technology, Inc. 91.58 USD 48938.52 USD Motorola Solutions, Inc. 294.15 USD 50023.15 USD ANSYS, Inc. 136.54 USD 49673.25 USD Applied Materials, Inc. 562.43 USD 48537.71 USD Fortinet, Inc. 332.97 USD 49456.03 USD Cisco Systems, Inc. 1082.89 USD 48069.49 USD HCA Healthcare, Inc. 297.99 USD 49007.44 USD Apple, Inc. 379.01 USD 50290.84 USD Pfizer, Inc. 1300.16 USD 47858.89 USD NXP Semiconductors NV 309.5 USD 49213.6 USD Lam Research Corporation 100.57 USD 47496.19 USD Amgen, Inc. 213.8 USD 49156.9 USD Micron Technology, Inc. 680.01 USD 51123.15 USD Arista Networks, Inc. 169.18 USD 49158.63 USD Mettler-Toledo International, Inc. 42.81 USD 48789.7 USD LyondellBasell Industries NV 537.67 USD 49282.83 USD Fidelity National Information Services, Inc. 347.37 USD 49138.96 USD Maxim Integrated Products, Inc. 570.42 USD 50567.73 USD Y 2021-07-28 0.00000000 USD 0.00000000 USD -1068999.19 USD -10796.58 N N N Qualys Inc 549300EMBXYOW9W1XA17 74758T303 -10877.00000000 NS USD -1325579.99000000 -1.45135963602 Short EC CORP US N 1 N N N Blackrock Liquidit 5493007YVNX55LTRQ706 09248U718 2283759.62000000 PA USD 2283759.62000000 2.500457577703 Long STIV RF US N 1 N N N Proto Labs Inc 529900QHG5MGWT2WQQ09 743713109 -6202.00000000 NS USD -951386.80000000 -1.04166056381 Short EC CORP US N 1 N N N Omnicom Group Inc HKUPACFHSSASQK8HLS17 681919106 -9062.00000000 NS USD -565196.94000000 -0.61882649957 Short EC CORP US N 1 N N N Pae Inc N/A 69290Y109 322396.00000000 NS USD 2959595.28000000 3.240420918209 Long EC CORP US N 1 N N N Healthequity Inc 529900LRJU1RAFQHM467 42226A107 -13747.00000000 NS USD -958303.37000000 -1.04923342293 Short EC CORP US N 1 N N N Guess Inc 549300QVH3ZK2DW0KP86 401617105 -15602.00000000 NS USD -352917.24000000 -0.38640432177 Short EC CORP US N 1 N N N Robert Half Intl 529900VPCUY9H3HLIC08 770323103 -9117.00000000 NS USD -569630.16000000 -0.62368037230 Short EC CORP US N 1 N N N Kirby Corp I7NO6FZO5GUCG585T325 497266106 42412.00000000 NS USD 2198213.96000000 2.406794789416 Long EC CORP US N 1 N N N Wabtec Corp 06BTX5UWZD0GQ5N5Y745 929740108 -14764.00000000 NS USD -1080724.80000000 -1.18327099398 Short EC CORP US N 1 N N N PTC Inc 54930050SSMU8SKDJ030 69370C100 12841.00000000 NS USD 1535912.01000000 1.681649325286 Long EC CORP US N 1 N N N Resideo Technologies Inc 5493006TKFPYISY2DS54 76118Y104 -32558.00000000 NS USD -692183.08000000 -0.75786190997 Short EC CORP US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 N/A 1.00000000 NC USD -25779.58 -0.02822571412 Short DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Custom Equity Basket MSCMS203_INDEX Custom Equity Basket McCormick & Company, Inc. 2862 USD 273607.2 USD Sysco Corporation 3697.08 USD 274545.16 USD Zillow Group, Inc. 1976.52 USD 256552.3 USD General Motors Company 6516.09 USD 271329.99 USD Y 2021-07-28 0.00000000 USD 0.00000000 USD -1050292.55 USD -25779.58 N N N Jamf Holding Corp N/A 47074L105 27907.00000000 NS USD 834977.44000000 0.914205527050 Long EC CORP US N 1 N N N Clarivate Plc 549300WDHIIODXFO0R55 G21810109 64562.00000000 NS USD 1918137.02000000 2.100142328785 Long EC CORP JE N 1 N N N Eagle Materials Inc. 529900KRXRGXL61SG039 26969P108 11159.00000000 NS USD 1130964.65000000 1.238277927519 Long EC CORP US N 1 N N N Danaher Corporation S4BKK9OTCEWQ3YHPFM11 235851102 8779.00000000 NS USD 1950167.06000000 2.135211587182 Long EC CORP US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 N/A 1.00000000 NC USD 1648.91 0.001805369299 Short DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Custom Equity Basket MSCMS199_INDEX Custom Equity Basket Fidelity National Information Services, Inc. 324.13 USD 45851.43 USD Canadian Imperial Bank of Commerce 538.42 USD 46018.76 USD CVS Health Corporation 670.47 USD 45793.1 USD Emerson Electric Company 581.34 USD 46722.3 USD Motorola Solutions, Inc. 281.73 USD 47911 USD McDonald's Corporation 220.58 USD 47332.06 USD Amgen, Inc. 203.72 USD 46839.3 USD Fiserv, Inc. 411.38 USD 46839.73 USD LyondellBasell Industries NV 536.69 USD 49193.01 USD Dollar General Corporation 227.03 USD 47662.68 USD Applied Materials, Inc. 528.2 USD 45583.66 USD Walgreens Boots Alliance, Inc. 1126.94 USD 44942.37 USD Sherwin-Williams Company (The) 65.03 USD 47791.2 USD HCA Healthcare, Inc. 290.6 USD 47792.08 USD Stanley Black & Decker, Inc. 274.33 USD 48984.36 USD Align Technology, Inc. 92.69 USD 49531.68 USD VF Corporation 545.14 USD 46560.41 USD Restaurant Brands International, Inc. 762.69 USD 46607.99 USD NXP Semiconductors NV 295 USD 46907.95 USD Home Depot, Inc. (The) 176.01 USD 46751.78 USD Agilent Technologies, Inc. 400.42 USD 47369.69 USD Pfizer, Inc. 1192.18 USD 43884.15 USD Y 2021-07-28 0.00000000 USD 0.00000000 USD -1034687.06 USD 1648.91 N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46625H100 31607.00000000 NS USD 4016301.49000000 4.397394282245 Long EC CORP US N 1 N N N Sunrun Incorporation 54930007SJ77CI66U531 86771W105 55283.00000000 NS USD 3835534.54000000 4.199474989003 Long EC CORP US N 1 N N N Valmont Industries, Inc. 5493009ZGZJJ8F77JN08 920253101 23987.00000000 NS USD 4196045.91000000 4.594194021195 Long EC CORP US N 1 N N N Money Market Obligations Trust 25490005VWJDWX717014 60934N500 2283760.63000000 PA USD 2283760.63000000 2.500458683538 Long STIV RF US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 N/A 1.00000000 NC USD -3397.99 -0.00372041337 Short DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Custom Equity Basket MSCMS200_INDEX Custom Equity Basket Stanley Black & Decker, Inc. 121.25 USD 21650.4 USD Altria Group, Inc. 506.87 USD 20781.67 USD Cummins, Inc. 95.43 USD 21672.15 USD Lam Research Corporation 43.16 USD 20383.17 USD Cognizant Technology Solutions Corporation 265.49 USD 21756.91 USD McCormick & Company, Inc. 232.97 USD 22271.93 USD PACCAR, Inc. 244.93 USD 21132.56 USD Pfizer, Inc. 552.3 USD 20330.16 USD Motorola Solutions, Inc. 127.24 USD 21638.43 USD General Mills, Inc. 362.18 USD 21296.18 USD Kellogg Company 349.11 USD 21725.12 USD Kroger Company (The) 685.46 USD 21770.21 USD Fidelity National Information Services, Inc. 147.35 USD 20844.13 USD Eaton Corporation PLC 183.45 USD 22039.68 USD Duke Energy Corporation 232.11 USD 21251.99 USD NXP Semiconductors NV 133.57 USD 21238.97 USD Caterpillar, Inc. 117.64 USD 21412.83 USD Clorox Company (The) 105.3 USD 21262.18 USD Philip Morris International, Inc. 253.64 USD 20998.86 USD Ecolab, Inc. 95.89 USD 20746.76 USD Estee Lauder Companies, Inc. (The) 85.38 USD 22727.3 USD Agilent Technologies, Inc. 182.12 USD 21544.8 USD Walgreens Boots Alliance, Inc. 517.29 USD 20629.53 USD Hershey Company (The) 142.31 USD 21678.08 USD Fiserv, Inc. 186.43 USD 21226.92 USD Canadian Imperial Bank of Commerce 244.73 USD 20917.07 USD Realty Income Corporation 346.23 USD 21525.12 USD Applied Materials, Inc. 241.66 USD 20855.26 USD Align Technology, Inc. 41.41 USD 22128.68 USD Constellation Brands, Inc. 100.73 USD 22064.91 USD Fastenal Company 429.05 USD 20950.51 USD General Motors Company 513.19 USD 21369.23 USD Cisco Systems, Inc. 478.08 USD 21221.97 USD United Parcel Service, Inc. 127.89 USD 21536.68 USD Rockwell Automation, Inc. 86.48 USD 21690.05 USD Sysco Corporation 287.71 USD 21365.34 USD Fiat Chrysler Automobiles NV 1239.4 USD 22420.75 USD HCA Healthcare, Inc. 132.83 USD 21845.22 USD WW Grainger, Inc. 52.71 USD 21523.6 USD Amgen, Inc. 92.74 USD 21322.78 USD Ford Motor Company 2336.57 USD 20538.45 USD LyondellBasell Industries NV 240.19 USD 22015.82 USD Home Depot, Inc. (The) 79.78 USD 21191.16 USD Church & Dwight Company, Inc. 248.14 USD 21645.25 USD Hormel Foods Corporation 451.71 USD 21054.2 USD Moody's Corporation 77.07 USD 22368.8 USD Emerson Electric Company 259.34 USD 20843.16 USD 3M Company 122.39 USD 21392.55 USD PepsiCo, Inc. 147.68 USD 21900.94 USD Y 2021-07-28 0.00000000 USD 0.00000000 USD -1046517.2 USD -3397.99 N N N Kellogg Company LONOZNOJYIBXOHXWDB86 487836108 -20137.00000000 NS USD -1253125.51000000 -1.37203020399 Short EC CORP US N 1 N N N STEWART INFORMATION SERVICES CORPORATION 529900TV1XI0PLKENU10 860372101 24253.00000000 NS USD 1172875.08000000 1.284165091545 Long EC CORP US N 1 N N N Shake Shack Inc 529900J74GJAHYP80N79 819047101 -6536.00000000 NS USD -554122.08000000 -0.60670078487 Short EC CORP US N 1 N N N Humana Inc. 529900YLDW34GJAO4J06 444859102 -2325.00000000 NS USD -953877.75000000 -1.04438787134 Short EC CORP US N 1 N N N Citrix Systems Inc. HCTKJGUQOPZ5NBK7NP58 177376100 -7991.00000000 NS USD -1039629.10000000 -1.13827586683 Short EC CORP US N 1 N N N National Bank of Canada BSGEFEIOM18Y80CKCV46 633067103 -6900.00000000 NS -388484.93000000 -0.42534690539 Short EC CORP CA N 1 N N N E L F Beauty Inc 549300U2K9TCON25C029 26856L103 143439.00000000 NS USD 3613228.41000000 3.956075008348 Long EC CORP US N 1 N N N Microsoft Corporation INR2EJN1ERAN0W5ZP974 594918104 8818.00000000 NS USD 1961299.56000000 2.147400411146 Long EC CORP US N 1 N N N RH 5493008MTS3OGGMHGK69 74967X103 3892.00000000 NS USD 1741747.84000000 1.907016196816 Long EC CORP US N 1 N N N Solaredge Technologies Inc 5493000K6Y58XXPDF853 83417M104 -4711.00000000 NS USD -1503374.32000000 -1.64602424775 Short EC CORP US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 N/A 1.00000000 NC USD -1773.09 -0.00194133230 Short DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Custom Equity Basket MSCMS201_INDEX Custom Equity Basket Hormel Foods Corporation 357.03 USD 16641.17 USD Agilent Technologies, Inc. 143.8 USD 17011.54 USD Fastenal Company 340.79 USD 16640.78 USD Hershey Company (The) 112.18 USD 17088.38 USD Constellation Brands, Inc. 78.48 USD 17191.04 USD Eaton Corporation PLC 146.13 USD 17556.06 USD Caterpillar, Inc. 93.92 USD 17095.32 USD Cintas Corporation 47.61 USD 16828.23 USD VF Corporation 195.19 USD 16671.18 USD Cognizant Technology Solutions Corporation 212.54 USD 17417.65 USD Micron Technology, Inc. 230.97 USD 17364.32 USD Moody's Corporation 60.09 USD 17440.52 USD Align Technology, Inc. 32.65 USD 17447.51 USD Church & Dwight Company, Inc. 194.52 USD 16967.98 USD Motorola Solutions, Inc. 101 USD 17176.06 USD Automatic Data Processing, Inc. 96.01 USD 16916.96 USD Kroger Company (The) 544.36 USD 17288.87 USD Estee Lauder Companies, Inc. (The) 65.17 USD 17347.6 USD ANSYS, Inc. 49.06 USD 17848.03 USD NXP Semiconductors NV 107.19 USD 17044.28 USD Stanley Black & Decker, Inc. 93.95 USD 16775.71 USD HCA Healthcare, Inc. 104.35 USD 17161.4 USD Clorox Company (The) 82.87 USD 16733.11 USD Duke Energy Corporation 186.06 USD 17035.65 USD Fiserv, Inc. 147.66 USD 16812.57 USD PepsiCo, Inc. 116.36 USD 17256.19 USD LyondellBasell Industries NV 189.25 USD 17346.66 USD General Mills, Inc. 286.13 USD 16824.44 USD Kellogg Company 274.13 USD 17059.11 USD PACCAR, Inc. 194.02 USD 16740.05 USD Sysco Corporation 228.19 USD 16945.39 USD Maxim Integrated Products, Inc. 197.41 USD 17500.4 USD Amgen, Inc. 73.8 USD 16968.1 USD Dollar General Corporation 79.89 USD 16772.11 USD Costco Wholesale Corporation 45.63 USD 17192.47 USD Fiat Chrysler Automobiles NV 960.61 USD 17377.43 USD McDonald's Corporation 78.85 USD 16919.63 USD Starbucks Corporation 163.25 USD 17464.49 USD McCormick & Company, Inc. 181.84 USD 17383.9 USD WW Grainger, Inc. 41.49 USD 16942.03 USD Sherwin-Williams Company (The) 23.33 USD 17145.45 USD Cummins, Inc. 75.66 USD 17182.39 USD Realty Income Corporation 274.8 USD 17084.32 USD General Motors Company 407.02 USD 16948.31 USD Target Corporation 98.19 USD 17333.48 USD Mettler-Toledo International, Inc. 15.17 USD 17288.95 USD Rockwell Automation, Inc. 68.61 USD 17208.07 USD 3M Company 96.11 USD 16799.07 USD United Parcel Service, Inc. 99.09 USD 16686.76 USD Emerson Electric Company 207.42 USD 16670.35 USD Y 2021-07-28 0.00000000 USD 0.00000000 USD -1066816.39 USD -1773.09 N N N G-Iii Apparel Gp 529900O5KABM3R3SFM87 36237H101 136811.00000000 NS USD 3247893.14000000 3.556074353168 Long EC CORP US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 N/A 1.00000000 NC USD -19182.36 -0.02100250700 Long DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Canadian National Railway Co. Canadian National Railway Co. Y 2022-03-21 0.00000000 USD 0.00000000 USD 2609391.72 USD -19182.36 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 N/A 1.00000000 NC USD -10781.47 -0.01180448595 Short DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Custom Equity Basket MSCMS206_INDEX Custom Equity Basket LyondellBasell Industries NV 1178.97 USD 108064.39 USD HCA Healthcare, Inc. 644.22 USD 105948.42 USD Apple, Inc. 815.9 USD 108261.77 USD Fortinet, Inc. 711.2 USD 105634.54 USD Pfizer, Inc. 2853.9 USD 105052.06 USD Sherwin-Williams Company (The) 147.49 USD 108391.88 USD Fidelity National Information Services, Inc. 793.19 USD 112204.66 USD Align Technology, Inc. 203.52 USD 108757.02 USD Amgen, Inc. 479.28 USD 110196.06 USD Agilent Technologies, Inc. 910.91 USD 107760.65 USD Y 2021-07-28 0.00000000 USD 0.00000000 USD -1069696.43 USD -10781.47 N N N Guidewire Software Inc 549300WXSG0J8IXZCK32 40171V100 -11656.00000000 NS USD -1500476.88000000 -1.64285187981 Short EC CORP US N 1 N N N Signify Nv 549300072P3J1X8NZO35 N8063K107 -19606.00000000 NS -823146.25000000 -0.90125171683 Short EC CORP NL N 1 N N N QUALCOMM Incorporated H1J8DDZKZP6H7RWC0H53 747525103 10185.00000000 NS USD 1551582.90000000 1.698807171194 Long EC CORP US N 1 N N N Equinix, Inc. 549300EVUN2BTLJ3GT74 29444U700 3331.00000000 NS USD 2378933.58000000 2.604662261680 Long EC CORP US N 1 N N N REGIS CORPORATION 5493000Q1S5TJIDIQH89 758932107 246851.00000000 NS USD 2268560.69000000 2.483816474428 Long EC CORP US N 1 N N N Adtalem Global Education Inc 549300Z467EZLMODV621 00737L103 -6389.00000000 NS USD -216906.55000000 -0.23748805340 Short EC CORP US N 1 N N N AT&T Inc 549300Z40J86GGSTL398 00206R102 -59566.00000000 NS USD -1713118.16000000 -1.87566994667 Short EC CORP US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 N/A 1.00000000 NC USD -1462.29 -0.00160104158 Short DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Custom Equity Basket MSCMS207_ INDEX Custom Equity Basket LyondellBasell Industries NV 1168.97 USD 107147.79 USD HCA Healthcare, Inc. 644.91 USD 106061.9 USD Fortinet, Inc. 707.12 USD 105028.53 USD Sherwin-Williams Company (The) 144.32 USD 106062.21 USD Amgen, Inc. 475.13 USD 109241.89 USD Agilent Technologies, Inc. 902.91 USD 106814.25 USD Apple, Inc. 802.61 USD 106498.32 USD Pfizer, Inc. 2841.96 USD 104612.55 USD Align Technology, Inc. 200.59 USD 107191.28 USD Fidelity National Information Services, Inc. 752.33 USD 106424.6 USD Y 2021-07-28 0.00000000 USD 0.00000000 USD -1063785.79 USD -1462.29 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 N/A 1.00000000 NC USD 1083366.85 1.186163738859 Long DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Walt Disney Co/The Walt Disney Co/The Y 2022-03-21 0.00000000 USD 0.00000000 USD 2841450.42 USD 1083366.85 N N N Clearwater Paper Corporation 549300HCVV19GXN4P292 18538R103 49445.00000000 NS USD 1866548.75000000 2.043659028392 Long EC CORP US N 1 N N N Hancock Whitney Corporation 549300GRNBWY8HIICT41 410120109 38539.00000000 NS USD 1311096.78000000 1.435502164914 Long EC CORP US N 1 N N N 2021-02-28 CRM Mutual Fund Trust Steve Fellin Steve Fellin Chief Financial Officer