An individual investor reviews historical data on the performance of several investment funds and decides to create a USD 1 million portfolio that mimics the strategy of Fund CRN, which has consistently generated high alphas. The investor gathers Fund CRN's monthly returns over the last 10 years and regresses Fund CRN's monthly excess returns over the risk-free rate against the Fama-French model's three factors as well as a momentum factor. The investor obtains the following statistically significant estimates:

Factor	Coefficient	T-statistic
Alpha	0.08	2.10
MKT loading	0.55	6.72
SMB loading	-0.63	4.35
HML loading	0.36	3.20
UMD loading	-0.07	2.77
Adj R²	0.56

Which of the following positions is a component of the mimicking portfolio?