NPORT-P false 0001322252 XXXXXXXX S000054584 C000171454 CRM Mutual Fund Trust 811-21749 0001322252 549300RX3217CTPTEU48 28 Havemeyer Place Greenwich 6830 212-326-5300 CRM LONG/SHORT OPPORTUNITIES S000054584 549300O40P4UKGEE8537 2021-06-30 2021-03-31 N 198251132.30 72697563.88 125553568.42 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 42960251.80 N West Pharmaceutical Services Incorporated 5493007NKRGM1RJQ1P16 955306105 -4005.00000000 NS USD -1128528.90000000 -0.89884255318 Short EC CORP US N 1 N N N Clean Harbors, Inc. 5493000SJVZVZJKHJF48 184496107 43838.00000000 NS USD 3685022.28000000 2.935019949152 Long EC CORP US N 1 N N N Avangrid Inc 549300OX0Q38NLSKPB49 05351W103 -13704.00000000 NS USD -682596.24000000 -0.54366932663 Short EC CORP US N 1 N N N Marriott Vacations Worldwide Corp 549300WA6BT5H4F7IO94 57164Y107 10959.00000000 NS USD 1908838.62000000 1.520338007132 Long EC CORP US N 1 N N N Harsco Corporation KAO98FK89NPNNPQGUZ43 415864107 -59218.00000000 NS USD -1015588.70000000 -0.80888875782 Short EC CORP US N 1 N N N Kaman Corporation 5493003YK076OLTEQF95 483548103 57160.00000000 NS USD 2931736.40000000 2.335048248244 Long EC CORP US N 1 N N N Tenable Holdings Inc 5493004S5OMPESF0EF83 88025T102 94748.00000000 NS USD 3428456.38000000 2.730672192869 Long EC CORP US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 N/A 1.00000000 NC USD -15461.73 -0.01231484711 Short DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Custom Equity Basket MSCMS259_INDEX Morgan Stanley Custom Equity Basket General Motors Co. 1734 USD 99617.28 USD O'Reilly Automotive, Inc. 197 USD 100154.08 USD Tractor Supply Co. 569 USD 100766.69 USD McDonald's Corp. 438 USD 98100.06 USD Home Depot, Inc./The 330 USD 100790.96 USD Costco Wholesale Corp. 283 USD 99865.92 USD Zillow Group, Inc. 786 USD 101833.94 USD VF Corp. 1256 USD 100400.14 USD Target Corp. 509 USD 100860.82 USD Best Buy Co, Inc. 845 USD 96969.21 USD Restaurant Brands International, Inc. 1472 USD 95711.44 USD Dollar General Corp. 496 USD 100527.63 USD Magna International, Inc. 1132 USD 99631.43 USD Fox Corporation 2435 USD 87924.1 USD Ford Motor Co. 7965 USD 97568.78 USD Walgreens Boots Alliance, Inc. 1898 USD 104179.75 USD Lululemon Athletica, Inc. 320 USD 98286.54 USD Starbucks Corp. 914 USD 99881.35 USD CVS Health Corp. 1325 USD 99663.06 USD Y 2021-07-28 0.00 USD 0.00000000 USD 1867229.10000000 USD -15461.73 N N N Nextera Energy Inc N/A 65339F101 45982.00000000 NS USD 3476699.02000000 2.769096142588 Long EC CORP US N 1 N N N B&G Foods, Inc. 549300TRW1LZMDJZAQ78 05508R106 -43841.00000000 NS USD -1361701.46000000 -1.08455815086 Short EC CORP US N 1 N N N Belden Inc. 68BKYO1JC791TTJHUE82 077454106 -15438.00000000 NS USD -684984.06000000 -0.54557116027 Short EC CORP US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 N/A 1.00000000 NC USD 11312.39 0.009010010740 Short DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Custom Equity Basket MSCMS260_ INDEX Morgan Stanley Custom Equity Basket Fiserv, Inc. 3069 USD 365321.21 USD Agilent Technologies, Inc. 2973 USD 377953.1 USD Moody's Corp. 1215 USD 362686.1 USD Canadian Imperial Bank of Commerce 3785 USD 370455.34 USD Amgen, Inc. 1462 USD 363846.56 USD Y 2021-07-28 0.00 USD 0.00000000 USD 1851650.63000000 USD 11312.39 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 N/A 1.00000000 NC USD -13975.31 -0.01113095404 Short DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Custom Equity Basket MSCMS256_INDEX Morgan Stanley Custom Equity Basket Best Buy Co, Inc. 377 USD 43318.59 USD Fox Corporation 1046 USD 37755.44 USD Estee Lauder Cos, Inc./The 159 USD 46383.78 USD Kroger Co./The 1261 USD 45386.81 USD Realty Income Corp. 731 USD 46398.94 USD Kellogg Co. 732 USD 46304.7 USD Lululemon Athletica, Inc. 146 USD 44636.3 USD Philip Morris International, Inc. 507 USD 45010.08 USD Magna International, Inc. 503 USD 44324.98 USD Tractor Supply Co. 263 USD 46570 USD Ecolab, Inc. 219 USD 46955.09 USD McDonald's Corp. 203 USD 45450.44 USD Clorox Co./The 241 USD 46467.78 USD Generac Holdings, Inc. 145 USD 47634.9 USD Hormel Foods Corp. 940 USD 44915.19 USD McCormick & Co., Inc./ MD 520 USD 46319.58 USD General Motors Co. 786 USD 45136.29 USD Walgreens Boots Alliance, Inc. 859 USD 47177.23 USD Restaurant Brands International, Inc. 711 USD 46229.34 USD Constellation Brands, Inc. 198 USD 45100.98 USD Starbucks Corp. 424 USD 46360.29 USD Ford Motor Co. 3552 USD 43508.02 USD Apple, Inc. 370 USD 45180.38 USD O'Reilly Automotive, Inc. 93 USD 47164.85 USD Costco Wholesale Corp. 136 USD 48093.65 USD Target Corp. 243 USD 48073.4 USD VF Corp. 572 USD 45696.2 USD PepsiCo, Inc. 331 USD 46847.9 USD Fidelity National Information Services, Inc. 323 USD 45454.76 USD Hershey Co./The 292 USD 46158.51 USD Church & Dwight Co., Inc. 540 USD 47172.75 USD Zillow Group, Inc. 331 USD 42902.21 USD CVS Health Corp. 621 USD 46732.32 USD Motorola Solutions, Inc. 246 USD 46214.09 USD Home Depot, Inc./The 158 USD 48215.24 USD Altria Group, Inc. 884 USD 45214.8 USD General Mills, Inc. 743 USD 45542.47 USD Mettler-Toledo International, Inc. 40 USD 46640.69 USD Dollar General Corp. 235 USD 47676.73 USD Sysco Corp. 581 USD 45720.32 USD Cisco Systems, Inc. 907 USD 46918.37 USD Y 2021-07-28 0.00 USD 0.00000000 USD 1864916.29000000 USD -13975.31 N N N Acuity Brands, Inc. N/A 00508Y102 -8879.00000000 NS USD -1465035.00000000 -1.16686050299 Short EC CORP US N 1 N N N Booking Holdings Inc FXM8FAOHMYDIPD38UZ17 09857L108 1371.00000000 NS USD 3194210.64000000 2.544101836528 Long EC CORP US N 1 N N N Walt Disney Company 549300GZKULIZ0WOW665 254687106 24894.00000000 NS USD 4593440.88000000 3.658550639225 Long EC CORP US N 1 N N N LKQ Corporation DS830JTTZQN6GK0I2E41 501889208 89904.00000000 NS USD 3805636.32000000 3.031085749207 Long EC CORP US N 1 N N N Otis Worldwide Corporation 549300ZLBKR8VSU25153 68902V107 26417.00000000 NS USD 1808243.65000000 1.440216851464 Long EC CORP US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 N/A 1.00000000 NC USD 7265.48 0.005786757072 Short DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Custom Equity Basket MSCMS261_INDEX Morgan Stanley Custom Equity Basket Ford Motor Co. 30209 USD 370056.18 USD Realty Income Corp. 5870 USD 372760.45 USD General Motors Co. 6433 USD 369645.26 USD Magna International, Inc. 4241 USD 373388.8 USD Zillow Group, Inc. 3041 USD 394283.26 USD Y 2021-07-28 0.00 USD 0.00000000 USD 1887383.48000000 USD 7265.48 N N N Bloom Energy Corporation 549300XB5J9BFW5JXV97 093712107 -39362.00000000 NS USD -1064742.10000000 -0.84803810309 Short EC CORP US N 1 N N N Envista Holdings Corporation 549300BX623VURJZ5269 29415F104 134323.00000000 NS USD 5480378.40000000 4.364972233737 Long EC CORP US N 1 N N N Regal Beloit Corporation QH78R09VCJGQKPBPYU33 758750103 20864.00000000 NS USD 2976875.52000000 2.371000328753 Long EC CORP US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 N/A 1.00000000 NC USD -19171.07 -0.01526923546 Short DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Custom Equity Basket MSCMS255_INDEX Morgan Stanley Custom Equity Basket Ford Motor Co. 5580 USD 68349.07 USD Magna International, Inc. 780 USD 68645.68 USD Fidelity National Information Services, Inc. 505 USD 71014.48 USD Ecolab, Inc. 345 USD 73823.3 USD Sysco Corp. 898 USD 70722.93 USD Hershey Co./The 463 USD 73186.25 USD Align Technology, Inc. 135 USD 73217.09 USD Zillow Group, Inc. 532 USD 68942.15 USD Hormel Foods Corp. 1492 USD 71301.65 USD Church & Dwight Co., Inc. 862 USD 75255.34 USD Constellation Brands, Inc. 305 USD 69541.64 USD Clorox Co./The 385 USD 74181.22 USD Humana, Inc. 175 USD 73232.37 USD Kellogg Co. 1177 USD 74516.4 USD PepsiCo, Inc. 532 USD 75284.2 USD West Pharmaceutical Services, Inc. 258 USD 72781.07 USD General Motors Co. 1197 USD 68761.03 USD HCA Healthcare, Inc. 380 USD 71486.5 USD General Mills, Inc. 1192 USD 73074.81 USD Realty Income Corp. 1159 USD 73613.91 USD Apple, Inc. 597 USD 72873.83 USD Pfizer, Inc. 2015 USD 72995.53 USD Philip Morris International, Inc. 802 USD 71176.13 USD McCormick & Co., Inc./ MD 827 USD 73752.43 USD Altria Group, Inc. 1416 USD 72449.02 USD Kroger Co./The 2022 USD 72778.27 USD Estee Lauder Cos, Inc./The 251 USD 72998.22 USD Y 2021-07-28 0.00 USD 0.00000000 USD 1930851.23000000 USD -19171.07 N N N Volvo AB 549300HGV012CNC8JD22 928856301 -10069.00000000 NS -255009.07000000 -0.20310778356 Short EC CORP SE N 1 N N N Paya Holdings Inc N/A 70434P103 234139.00000000 NS USD 2566163.44000000 2.043879335564 Long EC CORP US N 1 N N N Skyline Champion Corporation N/A 830830105 73371.00000000 NS USD 3320771.46000000 2.644904084996 Long EC CORP US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 N/A 1.00000000 NC USD 382127.35 0.304354033747 Long DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 American International Group, Inc. American International Group, Inc. Y 2022-03-21 0.00 USD 0.00000000 USD 4167371.94 USD 382127.35 N N N J.M. Smucker Company 5493000WDH6A0LHDJD55 832696405 -9330.00000000 NS USD -1180524.90000000 -0.94025595198 Short EC CORP US N 1 N N N The Kroger Co. 6CPEOKI6OYJ13Q6O7870 501044101 -45686.00000000 NS USD -1644239.14000000 -1.30959172303 Short EC CORP US N 1 N N N Primo Water Corporation 5493005TMUI9D3MY9I37 74167P108 188420.00000000 NS USD 3063709.20000000 2.440160991483 Long EC CORP CA N 1 N N N Pearson plc 2138004JBXWWJKIURC57 G69651100 -83707.00000000 NS -892496.88000000 -0.71084947344 Short EC CORP GB N 1 N N N Strategic Education Inc 0PYXF82EO1UCNGL5I740 86272C103 -15147.00000000 NS USD -1392160.77000000 -1.10881816225 Short EC CORP US N 1 N N N Canadian Tire Corporation, Limited 549300RLHDA7VQYMUB14 136681202 -3700.00000000 NS -524992.44000000 -0.41814218951 Short EC CORP CA N 1 N N N Discovery INC 5493006ZCRFWKF6B1K26 25470F104 -16241.00000000 NS USD -705833.86000000 -0.56217745850 Short EC CORP US N 1 N N N Madden(Steven)Ltd 549300Z9GZ7GYJWSGF43 556269108 94929.00000000 NS USD 3537054.54000000 2.817167671545 Long EC CORP US N 1 N N N Fox Corporation 549300DDU6FDRBIELS05 35137L105 -22472.00000000 NS USD -811463.92000000 -0.64630892631 Short EC CORP US N 1 N N N Terminix Global Holdings Inc. 549300GS10644JGL8R77 88087E100 11136.00000000 NS USD 530853.12000000 0.422810061617 Long EC CORP US N 1 N N N Perdoceo Education Corporation 529900X5PCA184O9LY90 71363P106 -98799.00000000 NS USD -1181636.04000000 -0.94114094475 Short EC CORP US N 1 N N N AVANTOR INC 5493003VM0XB4U8YD238 05352A100 92945.00000000 NS USD 2688898.85000000 2.141634749085 Long EC CORP US N 1 N N N State Street Corporation 549300ZFEEJ2IP5VME73 857477103 46444.00000000 NS USD 3901760.44000000 3.107645994535 Long EC CORP US N 1 N N N Qualys Inc 549300EMBXYOW9W1XA17 74758T303 -21960.00000000 NS USD -2300968.80000000 -1.83265902272 Short EC CORP US N 1 N N N Blackrock Liquidit 5493007YVNX55LTRQ706 09248U718 4953825.55000000 PA USD 4953825.55000000 3.945587220132 Long STIV RF US N 1 N N N Lululemon Athletic 549300D9GZ4BMLDW5T40 550021109 -2180.00000000 NS USD -668627.80000000 -0.53254384436 Short EC CORP CA N 1 N N N Proto Labs Inc 529900QHG5MGWT2WQQ09 743713109 -13122.00000000 NS USD -1597603.50000000 -1.27244770507 Short EC CORP US N 1 N N N Omnicom Group Inc HKUPACFHSSASQK8HLS17 681919106 -5162.00000000 NS USD -382762.30000000 -0.30485975414 Short EC CORP US N 1 N N N Beyond Meat Inc 549300XQ946NCE51DR09 08862E109 -14838.00000000 NS USD -1930720.56000000 -1.53776637677 Short EC CORP US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 N/A 1.00000000 NC USD 432950.66 0.344833416882 Long DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 ChampionX Corp. ChampionX Corp. Y 2022-03-21 0.00 USD 0.00000000 USD 2654406.63 USD 432950.66 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 N/A 1.00000000 NC USD 3170.39 0.002525129345 Short DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Custom Equity Basket MSCMS254_INDEX Morgan Stanley Custom Equity Basket Ford Motor Co. 13846 USD 169613.33 USD General Motors Co. 2918 USD 167655.2 USD HCA Healthcare, Inc. 920 USD 173221.48 USD Fidelity National Information Services, Inc. 1206 USD 169548.05 USD West Pharmaceutical Services, Inc. 643 USD 181186.13 USD Pfizer, Inc. 4835 USD 175160.31 USD Magna International, Inc. 1897 USD 166980.89 USD Apple, Inc. 1435 USD 175260.74 USD Realty Income Corp. 2736 USD 173729.78 USD Zillow Group, Inc. 1312 USD 170128.02 USD Humana, Inc. 424 USD 177813.78 USD Y 2021-07-28 0.00 USD 0.00000000 USD 1903397.95000000 USD 3170.39 N N N Pae Inc N/A 69290Y109 383477.00000000 NS USD 3458962.54000000 2.754969519009 Long EC CORP US N 1 N N N Healthequity Inc 529900LRJU1RAFQHM467 42226A107 -13266.00000000 NS USD -902088.00000000 -0.71848853947 Short EC CORP US N 1 N N N Guess Inc 549300QVH3ZK2DW0KP86 401617105 -14264.00000000 NS USD -335204.00000000 -0.26698086260 Short EC CORP US N 1 N N N Robert Half Intl 529900VPCUY9H3HLIC08 770323103 -5232.00000000 NS USD -408462.24000000 -0.32532905686 Short EC CORP US N 1 N N N Hayward Holdings Inc N/A 421298100 184677.00000000 NS USD 3117347.76000000 2.482882644618 Long EC CORP US N 1 N N N BJS Restaurants In 5299000EOW66I1OJNQ23 09180C106 61197.00000000 NS USD 3554321.76000000 2.830920542306 Long EC CORP US N 1 N N N Kirby Corp I7NO6FZO5GUCG585T325 497266106 56910.00000000 NS USD 3430534.80000000 2.732327597829 Long EC CORP US N 1 N N N Wabtec Corp 06BTX5UWZD0GQ5N5Y745 929740108 -9173.00000000 NS USD -726134.68000000 -0.57834650909 Short EC CORP US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 N/A 1.00000000 NC USD -45936.11 -0.03658686135 Short DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Custom Equity Basket MSCMS257_INDEX Morgan Stanley Custom Equity Basket Cisco Systems, Inc. 3667 USD 189613.67 USD Mettler-Toledo International, Inc. 164 USD 189781.07 USD Altria Group, Inc. 3631 USD 185739.87 USD AT&T, Inc. 6113 USD 185030.42 USD Moody's Corp. 631 USD 188317.98 USD Duke Energy Corp. 1950 USD 188275.59 USD CDW Corp. 1175 USD 194766.34 USD Fiserv, Inc. 1512 USD 179978.19 USD Motorola Solutions, Inc. 997 USD 187538.66 USD Philip Morris International, Inc. 2083 USD 184817.05 USD Y 2021-07-28 0.00 USD 0.00000000 USD 1827860.02000000 USD -45936.11 N N N Resideo Technologies Inc 5493006TKFPYISY2DS54 76118Y104 -27278.00000000 NS USD -770603.50000000 -0.61376471389 Short EC CORP US N 1 N N N Jamf Holding Corp N/A 47074L105 32210.00000000 NS USD 1137657.20000000 0.906112995685 Long EC CORP US N 1 N N N Clarivate Plc 549300WDHIIODXFO0R55 G21810109 62466.00000000 NS USD 1648477.74000000 1.312967652568 Long EC CORP JE N 1 N N N Eagle Materials Inc. 529900KRXRGXL61SG039 26969P108 15074.00000000 NS USD 2026096.34000000 1.613730589657 Long EC CORP US N 1 N N N Danaher Corporation S4BKK9OTCEWQ3YHPFM11 235851102 8667.00000000 NS USD 1950768.36000000 1.553733903822 Long EC CORP US N 1 N N N Sunrun Incorporation 54930007SJ77CI66U531 86771W105 69505.00000000 NS USD 4203662.40000000 3.348102688677 Long EC CORP US N 1 N N N Valmont Industries, Inc. 5493009ZGZJJ8F77JN08 920253101 19718.00000000 NS USD 4686377.06000000 3.732571777110 Long EC CORP US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 N/A 1.00000000 NC USD 2425.36 0.001931733227 Short DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Custom Equity Basket MSCMS252_INDEX Morgan Stanley Custom Equity Basket Pfizer, Inc. 5931 USD 214872.31 USD HCA Healthcare, Inc. 1145 USD 215730.11 USD Realty Income Corp. 3322 USD 210971.7 USD Zillow Group, Inc. 1454 USD 188468.91 USD Humana, Inc. 527 USD 221002.74 USD Fidelity National Information Services, Inc. 1457 USD 204879.49 USD Apple, Inc. 1692 USD 206712.39 USD Generac Holdings, Inc. 652 USD 213517.21 USD West Pharmaceutical Services, Inc. 775 USD 218398.25 USD Y 2021-07-28 0.00 USD 0.00000000 USD 1896967.88000000 USD 2425.36 N N N Sl Green Realty Corp. 549300VQZPJU97H3GT17 78440X804 -11152.00000000 NS USD -780528.48000000 -0.62166969033 Short EC CORP US N 1 N N N Money Market Obligations Trust 25490005VWJDWX717014 60934N500 4953826.70000000 PA USD 4953826.70000000 3.945588136076 Long STIV RF US N 1 N N N 3D Systems Corporation 5493003HHDOCCW4OP744 88554D205 -35932.00000000 NS USD -985974.08000000 -0.78530151903 Short EC CORP US N 1 N N N Assurant Inc. H3F39CAXWQRVWURFXL38 04621X108 14153.00000000 NS USD 2006470.81000000 1.598099389169 Long EC CORP US N 1 N N N Kellogg Company LONOZNOJYIBXOHXWDB86 487836108 -21912.00000000 NS USD -1387029.60000000 -1.10473132500 Short EC CORP US N 1 N N N STEWART INFORMATION SERVICES CORPORATION 529900TV1XI0PLKENU10 860372101 18719.00000000 NS USD 973949.57000000 0.775724324092 Long EC CORP US N 1 N N N Shake Shack Inc 529900J74GJAHYP80N79 819047101 -6305.00000000 NS USD -711014.85000000 -0.56630397602 Short EC CORP US N 1 N N N Carparts Com Inc 5493005FSRX4Y7E7H678 14427M107 -38515.00000000 NS USD -549994.20000000 -0.43805541086 Short EC CORP US N 1 N N N Citrix Systems Inc. HCTKJGUQOPZ5NBK7NP58 177376100 -4994.00000000 NS USD -700957.84000000 -0.55829384128 Short EC CORP US N 1 N N N National Bank of Canada BSGEFEIOM18Y80CKCV46 633067103 -4100.00000000 NS -278494.14000000 -0.22181300261 Short EC CORP CA N 1 N N N Hellofresh Se 391200ZAF4V6XD2M9G57 D3R2MA100 -20265.00000000 NS -1509429.80000000 -1.20221975288 Short EC CORP DE N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 N/A 1.00000000 NC USD -43682.05 -0.03479156391 Short DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Custom Equity Basket MSCMS258_INDEX Morgan Stanley Custom Equity Basket Starbucks Corp. 835 USD 91257.85 USD Lululemon Athletica, Inc. 285 USD 87495.51 USD CVS Health Corp. 1197 USD 90085.55 USD Home Depot, Inc./The 299 USD 91409.91 USD McDonald's Corp. 391 USD 87701.88 USD Apple, Inc. 730 USD 89170.48 USD Costco Wholesale Corp. 259 USD 91411.51 USD Fidelity National Information Services, Inc. 611 USD 85961.02 USD Fox Corporation 2185 USD 78904.37 USD General Motors Co. 1571 USD 90258.5 USD O'Reilly Automotive, Inc. 179 USD 90964.52 USD Ford Motor Co. 7221 USD 88461.01 USD Restaurant Brands International, Inc. 1338 USD 86997.46 USD Magna International, Inc. 1013 USD 89227.44 USD Best Buy Co, Inc. 767 USD 88042.42 USD Zillow Group, Inc. 688 USD 89236.08 USD Dollar General Corp. 445 USD 90131.01 USD Target Corp. 466 USD 92225.07 USD Realty Income Corp. 1386 USD 88041.01 USD VF Corp. 1144 USD 91394.73 USD Walgreens Boots Alliance, Inc. 1693 USD 92949.02 USD Y 2021-07-28 0.00 USD 0.00000000 USD 1827713.74000000 USD -43682.05 N N N Microsoft Corporation INR2EJN1ERAN0W5ZP974 594918104 10376.00000000 NS USD 2446349.52000000 1.948450809312 Long EC CORP US N 1 N N N RH 5493008MTS3OGGMHGK69 74967X103 3725.00000000 NS USD 2222335.00000000 1.770029341233 Long EC CORP US N 1 N N N Solaredge Technologies Inc 5493000K6Y58XXPDF853 83417M104 -5880.00000000 NS USD -1690147.20000000 -1.34615624332 Short EC CORP US N 1 N N N Stratasys Ltd 529900MU215GIP9SZ741 M85548101 -22922.00000000 NS USD -593679.80000000 -0.47284980225 Short EC CORP IL N 1 N N N Blink Charging Co N/A 09354A100 -26974.00000000 NS USD -1108631.40000000 -0.88299473599 Short EC CORP US N 1 N N N G-Iii Apparel Gp 529900O5KABM3R3SFM87 36237H101 169440.00000000 NS USD 5106921.60000000 4.067524057075 Long EC CORP US N 1 N N N Webster Financial Corporation KMRURHT0VWKYS6Z5KU67 947890109 54333.00000000 NS USD 2994291.63000000 2.384871786346 Long EC CORP US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 N/A 1.00000000 NC USD 152174.89 0.121203158074 Long DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Canadian National Railway Co. Canadian National Railway Co. Y 2022-03-21 0.00 USD 0.00000000 USD 3470533.93 USD 152174.89 N N N Guidewire Software Inc 549300WXSG0J8IXZCK32 40171V100 -10153.00000000 NS USD -1031849.39000000 -0.82183995483 Short EC CORP US N 1 N N N Ashland Global Holdings Inc 529900E4L9R04SB8HB11 044186104 29312.00000000 NS USD 2602026.24000000 2.072443079670 Long EC CORP US N 1 N N N Signify Nv 549300072P3J1X8NZO35 N8063K107 -32248.00000000 NS -1658098.32000000 -1.32063018269 Short EC CORP NL N 1 N N N QUALCOMM Incorporated H1J8DDZKZP6H7RWC0H53 747525103 13542.00000000 NS USD 1795533.78000000 1.430093785939 Long EC CORP US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 N/A 1.00000000 NC USD -20092.32 -0.01600298601 Short DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Custom Equity Basket MSCMS253_INDEX Morgan Stanley Custom Equity Basket Duke Energy Corp. 694 USD 66984.22 USD Zillow Group, Inc. 443 USD 57428.56 USD HCA Healthcare, Inc. 344 USD 64712.47 USD Hormel Foods Corp. 1329 USD 63497.45 USD Realty Income Corp. 998 USD 63357.52 USD West Pharmaceutical Services, Inc. 232 USD 65405.58 USD Fidelity National Information Services, Inc. 440 USD 61841.1 USD PepsiCo, Inc. 477 USD 67471.57 USD Ford Motor Co. 5023 USD 61526.73 USD Hershey Co./The 412 USD 65221.22 USD Estee Lauder Cos, Inc./The 219 USD 63760.78 USD Philip Morris International, Inc. 715 USD 63407.98 USD Sysco Corp. 789 USD 62142.46 USD Align Technology, Inc. 118 USD 63916.07 USD Apple, Inc. 511 USD 62403.28 USD Humana, Inc. 158 USD 66285.31 USD General Motors Co. 1061 USD 60987.66 USD Kroger Co./The 1807 USD 65019.35 USD Ecolab, Inc. 305 USD 65226.64 USD Generac Holdings, Inc. 201 USD 65937.6 USD Kellogg Co. 1056 USD 66819 USD Church & Dwight Co., Inc. 776 USD 67762.88 USD McCormick & Co., Inc./ MD 736 USD 65582.93 USD Altria Group, Inc. 1280 USD 65503.57 USD Canadian Imperial Bank of Commerce 633 USD 61908.57 USD Constellation Brands, Inc. 274 USD 62366.25 USD Pfizer, Inc. 1781 USD 64520.24 USD Magna International, Inc. 680 USD 59899.4 USD General Mills, Inc. 1073 USD 65807.92 USD Clorox Co./The 336 USD 64842.7 USD Y 2021-07-28 0.00 USD 0.00000000 USD 1901397.04000000 USD -20092.32 N N N REGIS CORPORATION 5493000Q1S5TJIDIQH89 758932107 301037.00000000 NS USD 3781024.72000000 3.011483279672 Long EC CORP US N 1 N N N AT&T Inc 549300Z40J86GGSTL398 00206R102 -76393.00000000 NS USD -2312416.11000000 -1.84177649357 Short EC CORP US N 1 N N N Clearwater Paper Corporation 549300HCVV19GXN4P292 18538R103 49201.00000000 NS USD 1850941.62000000 1.474224622440 Long EC CORP US N 1 N N N Hancock Whitney Corporation 549300GRNBWY8HIICT41 410120109 76822.00000000 NS USD 3227292.22000000 2.570450414602 Long EC CORP US N 1 N N N 2021-05-28 CRM Mutual Fund Trust Steve Fellin Steve Fellin Chief Financial Officer XXXX