# EDGAR Filing Document

**Accession Number:** 0001097519
**File Stem:** 0001145549-23-002170
**Filing Date:** 2023-1
**Character Count:** 298392
**Document Hash:** cf8dd180599b43da3170a8a624e59f75
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-002170.hdr.sgml**: 20230124

**ACCESSION NUMBER**: 0001145549-23-002170

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 4

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230124

**DATE AS OF CHANGE**: 20230124

**PERIOD START**: 20230228

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** COLUMBIA FUNDS SERIES TRUST
- **CENTRAL INDEX KEY:** 0001097519
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0331

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09645
- **FILM NUMBER:** 23546576

**BUSINESS ADDRESS:**
- **STREET 1:** 290 CONGRESS STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210
- **BUSINESS PHONE:** 800-345-6611

**MAIL ADDRESS:**
- **STREET 1:** 290 CONGRESS STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** NATIONS FUNDS TRUST
- **DATE OF NAME CHANGE:** 19991022

## Series and Classes Contracts Data

### Columbia Small Cap Index Fund (Series ID: S000010827)

| Class ID   | Class Name                                          | Ticker Symbol   |
|:---|:---|:---|
| C000030056 | Columbia Small Cap Index Fund Class A               | NMSAX           |
| C000030057 | Columbia Small Cap Index Fund Institutional Class   | NMSCX           |
| C000122595 | Columbia Small Cap Index Fund Institutional 2 Class | CXXRX           |
| C000173201 | Columbia Small Cap Index Fund Institutional 3 Class | CSPYX           |

## Nport-Ex

![](img0941194f1.jpg)

Third Quarter Report<br> November 30, 2022 (Unaudited)

![](imgffaff79c2.jpg)

Columbia Small Cap Index Fund

Not FDIC or NCUA Insured • No Financial Institution Guarantee • May Lose Value

------

## Portfolio of Investments<br> Columbia Small Cap Index Fund, November 30, 2022 (Unaudited)
(Percentages represent value of investments compared to net assets)

Investments in securities

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks 98.4%** | &nbsp;&nbsp;**Common Stocks 98.4%** | &nbsp;&nbsp;**Common Stocks 98.4%** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;**Communication Services 1.9%** | &nbsp;&nbsp;**Communication Services 1.9%** | &nbsp;&nbsp;**Communication Services 1.9%** |
| &nbsp;&nbsp;**Diversified Telecommunication Services 0.4%** | &nbsp;&nbsp;**Diversified Telecommunication Services 0.4%** | &nbsp;&nbsp;**Diversified Telecommunication Services 0.4%** |
| &nbsp;&nbsp;ATN International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;40598 | &nbsp;&nbsp;&nbsp;&nbsp;1965349 |
| &nbsp;&nbsp;Cogent Communications Holdings, Inc. | &nbsp;&nbsp;161771 | &nbsp;&nbsp;&nbsp;&nbsp;9390807 |
| &nbsp;&nbsp;Consolidated Communications Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;280045 | &nbsp;&nbsp;&nbsp;&nbsp;1293808 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;12649964 |
| &nbsp;&nbsp;**Entertainment 0.2%** | &nbsp;&nbsp;**Entertainment 0.2%** | &nbsp;&nbsp;**Entertainment 0.2%** |
| &nbsp;&nbsp;Cinemark Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;406861 | &nbsp;&nbsp;&nbsp;&nbsp;5537378 |
| &nbsp;&nbsp;Marcus Corp. (The) | &nbsp;&nbsp;&nbsp;&nbsp;92503 | &nbsp;&nbsp;&nbsp;&nbsp;1502249 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;7039627 |
| &nbsp;&nbsp;**Interactive Media & Services 0.5%** | &nbsp;&nbsp;**Interactive Media & Services 0.5%** | &nbsp;&nbsp;**Interactive Media & Services 0.5%** |
| &nbsp;&nbsp;Cars.com, Inc.<sup>(a)</sup> | &nbsp;&nbsp;239320 | &nbsp;&nbsp;&nbsp;&nbsp;3537150 |
| &nbsp;&nbsp;QuinStreet, Inc.<sup>(a)</sup> | &nbsp;&nbsp;195353 | &nbsp;&nbsp;&nbsp;&nbsp;2779873 |
| &nbsp;&nbsp;Shutterstock, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;91379 | &nbsp;&nbsp;&nbsp;&nbsp;4918018 |
| &nbsp;&nbsp;Yelp, Inc.<sup>(a)</sup> | &nbsp;&nbsp;266472 | &nbsp;&nbsp;&nbsp;&nbsp;8247308 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;19482349 |
| &nbsp;&nbsp;**Media 0.5%** | &nbsp;&nbsp;**Media 0.5%** | &nbsp;&nbsp;**Media 0.5%** |
| &nbsp;&nbsp;AMC Networks, Inc., Class A<sup>(a)</sup> | &nbsp;&nbsp;106083 | &nbsp;&nbsp;&nbsp;&nbsp;2117417 |
| &nbsp;&nbsp;EW Scripps Co. (The), Class A<sup>(a)</sup> | &nbsp;&nbsp;219556 | &nbsp;&nbsp;&nbsp;&nbsp;3288949 |
| &nbsp;&nbsp;Gannett Co, Inc.<sup>(a)</sup> | &nbsp;&nbsp;536212 | &nbsp;&nbsp;&nbsp;&nbsp;1340530 |
| &nbsp;&nbsp;Scholastic Corp. | &nbsp;&nbsp;114596 | &nbsp;&nbsp;&nbsp;&nbsp;4712187 |
| &nbsp;&nbsp;TechTarget, Inc.<sup>(a)</sup> | &nbsp;&nbsp;102937 | &nbsp;&nbsp;&nbsp;&nbsp;4700103 |
| &nbsp;&nbsp;Thryv Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;116221 | &nbsp;&nbsp;&nbsp;&nbsp;2229119 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;18388305 |
| &nbsp;&nbsp;**Wireless Telecommunication Services 0.3%** | &nbsp;&nbsp;**Wireless Telecommunication Services 0.3%** | &nbsp;&nbsp;**Wireless Telecommunication Services 0.3%** |
| &nbsp;&nbsp;Gogo<sup>(a)</sup> | &nbsp;&nbsp;248866 | &nbsp;&nbsp;&nbsp;&nbsp;3904708 |
| &nbsp;&nbsp;Shenandoah Telecommunications Co. | &nbsp;&nbsp;189887 | &nbsp;&nbsp;&nbsp;&nbsp;3697100 |
| &nbsp;&nbsp;Telephone and Data Systems, Inc. | &nbsp;&nbsp;379710 | &nbsp;&nbsp;&nbsp;&nbsp;4002143 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;11603951 |
| &nbsp;&nbsp;**Total Communication Services** | &nbsp;&nbsp;**Total Communication Services** | &nbsp;&nbsp;**69164196** |
| &nbsp;&nbsp;**Consumer Discretionary 12.7%** | &nbsp;&nbsp;**Consumer Discretionary 12.7%** | &nbsp;&nbsp;**Consumer Discretionary 12.7%** |
| &nbsp;&nbsp;**Auto Components 1.3%** | &nbsp;&nbsp;**Auto Components 1.3%** | &nbsp;&nbsp;**Auto Components 1.3%** |
| &nbsp;&nbsp;American Axle & Manufacturing Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;434366 | &nbsp;&nbsp;&nbsp;&nbsp;4521750 |
| &nbsp;&nbsp;Dorman Products, Inc.<sup>(a)</sup> | &nbsp;&nbsp;107268 | &nbsp;&nbsp;&nbsp;&nbsp;9615503 |
| &nbsp;&nbsp;Gentherm, Inc.<sup>(a)</sup> | &nbsp;&nbsp;125758 | &nbsp;&nbsp;&nbsp;&nbsp;9003015 |
| &nbsp;&nbsp;LCI Industries | &nbsp;&nbsp;&nbsp;&nbsp;96428 | &nbsp;&nbsp;&nbsp;&nbsp;9532872 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Motorcar Parts of America, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;72907 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;821662 |
| &nbsp;&nbsp;Patrick Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;82363 | &nbsp;&nbsp;&nbsp;&nbsp;4606563 |
| &nbsp;&nbsp;Standard Motor Products, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;70627 | &nbsp;&nbsp;&nbsp;&nbsp;2712783 |
| &nbsp;&nbsp;XPEL, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;74349 | &nbsp;&nbsp;&nbsp;&nbsp;5096624 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;45910772 |
| &nbsp;&nbsp;**Automobiles 0.2%** | &nbsp;&nbsp;**Automobiles 0.2%** | &nbsp;&nbsp;**Automobiles 0.2%** |
| &nbsp;&nbsp;Winnebago Industries, Inc. | &nbsp;&nbsp;120408 | &nbsp;&nbsp;&nbsp;&nbsp;7054705 |
| &nbsp;&nbsp;**Diversified Consumer Services 0.9%** | &nbsp;&nbsp;**Diversified Consumer Services 0.9%** | &nbsp;&nbsp;**Diversified Consumer Services 0.9%** |
| &nbsp;&nbsp;Adtalem Global Education, Inc.<sup>(a)</sup> | &nbsp;&nbsp;171409 | &nbsp;&nbsp;&nbsp;&nbsp;7130615 |
| &nbsp;&nbsp;frontdoor, Inc.<sup>(a)</sup> | &nbsp;&nbsp;309002 | &nbsp;&nbsp;&nbsp;&nbsp;7221377 |
| &nbsp;&nbsp;Mister Car Wash, Inc.<sup>(a)</sup> | &nbsp;&nbsp;299630 | &nbsp;&nbsp;&nbsp;&nbsp;3068211 |
| &nbsp;&nbsp;Perdoceo Education Corp.<sup>(a)</sup> | &nbsp;&nbsp;256928 | &nbsp;&nbsp;&nbsp;&nbsp;3686917 |
| &nbsp;&nbsp;Strategic Education, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;85013 | &nbsp;&nbsp;&nbsp;&nbsp;6954063 |
| &nbsp;&nbsp;Stride, Inc.<sup>(a)</sup> | &nbsp;&nbsp;154074 | &nbsp;&nbsp;&nbsp;&nbsp;5455760 |
| &nbsp;&nbsp;WW International, Inc.<sup>(a)</sup> | &nbsp;&nbsp;202836 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;837713 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;34354656 |
| &nbsp;&nbsp;**Hotels, Restaurants & Leisure 1.8%** | &nbsp;&nbsp;**Hotels, Restaurants & Leisure 1.8%** | &nbsp;&nbsp;**Hotels, Restaurants & Leisure 1.8%** |
| &nbsp;&nbsp;BJ's Restaurants, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;88935 | &nbsp;&nbsp;&nbsp;&nbsp;2853035 |
| &nbsp;&nbsp;Bloomin' Brands, Inc. | &nbsp;&nbsp;338605 | &nbsp;&nbsp;&nbsp;&nbsp;7625385 |
| &nbsp;&nbsp;Brinker International, Inc.<sup>(a)</sup> | &nbsp;&nbsp;166241 | &nbsp;&nbsp;&nbsp;&nbsp;5560761 |
| &nbsp;&nbsp;Cheesecake Factory, Inc. (The) | &nbsp;&nbsp;184180 | &nbsp;&nbsp;&nbsp;&nbsp;6453667 |
| &nbsp;&nbsp;Chuy's Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;71462 | &nbsp;&nbsp;&nbsp;&nbsp;2264631 |
| &nbsp;&nbsp;Dave & Buster's Entertainment, Inc.<sup>(a)</sup> | &nbsp;&nbsp;161434 | &nbsp;&nbsp;&nbsp;&nbsp;6402472 |
| &nbsp;&nbsp;Dine Brands Global, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;59461 | &nbsp;&nbsp;&nbsp;&nbsp;4435196 |
| &nbsp;&nbsp;El Pollo Loco Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;74365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;810578 |
| &nbsp;&nbsp;Golden Entertainment, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;83228 | &nbsp;&nbsp;&nbsp;&nbsp;3687833 |
| &nbsp;&nbsp;Jack in the Box, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;79846 | &nbsp;&nbsp;&nbsp;&nbsp;5772866 |
| &nbsp;&nbsp;Monarch Casino & Resort, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;50135 | &nbsp;&nbsp;&nbsp;&nbsp;4253955 |
| &nbsp;&nbsp;Ruth's Hospitality Group, Inc. | &nbsp;&nbsp;116858 | &nbsp;&nbsp;&nbsp;&nbsp;2046183 |
| &nbsp;&nbsp;Shake Shack, Inc., Class A<sup>(a)</sup> | &nbsp;&nbsp;141480 | &nbsp;&nbsp;&nbsp;&nbsp;7441848 |
| &nbsp;&nbsp;Six Flags Entertainment Corp.<sup>(a)</sup> | &nbsp;&nbsp;280475 | &nbsp;&nbsp;&nbsp;&nbsp;6756643 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;66365053 |

---

2 Columbia Small Cap Index Fund \| Third Quarter Report 2022

------

Portfolio of Investments (continued)<br> Columbia Small Cap Index Fund, November 30, 2022 (Unaudited)

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;**Household Durables 2.3%** | &nbsp;&nbsp;**Household Durables 2.3%** | &nbsp;&nbsp;**Household Durables 2.3%** |
| &nbsp;&nbsp;Cavco Industries, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;31368 | &nbsp;&nbsp;&nbsp;&nbsp;7203034 |
| &nbsp;&nbsp;Century Communities, Inc. | &nbsp;&nbsp;108915 | &nbsp;&nbsp;&nbsp;&nbsp;5245346 |
| &nbsp;&nbsp;Ethan Allen Interiors, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;86417 | &nbsp;&nbsp;&nbsp;&nbsp;2458564 |
| &nbsp;&nbsp;Green Brick Partners, Inc.<sup>(a)</sup> | &nbsp;&nbsp;102999 | &nbsp;&nbsp;&nbsp;&nbsp;2490516 |
| &nbsp;&nbsp;Installed Building Products, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;89382 | &nbsp;&nbsp;&nbsp;&nbsp;7591213 |
| &nbsp;&nbsp;iRobot Corp.<sup>(a)</sup> | &nbsp;&nbsp;103253 | &nbsp;&nbsp;&nbsp;&nbsp;5378449 |
| &nbsp;&nbsp;La-Z-Boy, Inc. | &nbsp;&nbsp;164546 | &nbsp;&nbsp;&nbsp;&nbsp;4480588 |
| &nbsp;&nbsp;LGI Homes, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;77659 | &nbsp;&nbsp;&nbsp;&nbsp;7714645 |
| &nbsp;&nbsp;M/I Homes, Inc.<sup>(a)</sup> | &nbsp;&nbsp;105267 | &nbsp;&nbsp;&nbsp;&nbsp;4755963 |
| &nbsp;&nbsp;MDC Holdings, Inc. | &nbsp;&nbsp;215853 | &nbsp;&nbsp;&nbsp;&nbsp;7000113 |
| &nbsp;&nbsp;Meritage Homes Corp.<sup>(a)</sup> | &nbsp;&nbsp;138658 | &nbsp;&nbsp;11981438 |
| &nbsp;&nbsp;Sonos, Inc.<sup>(a)</sup> | &nbsp;&nbsp;482527 | &nbsp;&nbsp;&nbsp;&nbsp;8458698 |
| &nbsp;&nbsp;Tri Pointe Homes, Inc.<sup>(a)</sup> | &nbsp;&nbsp;385401 | &nbsp;&nbsp;&nbsp;&nbsp;7106794 |
| &nbsp;&nbsp;Tupperware Brands Corp.<sup>(a)</sup> | &nbsp;&nbsp;146675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;679105 |
| &nbsp;&nbsp;Universal Electronics, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;45584 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;996922 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;83541388 |
| &nbsp;&nbsp;**Internet & Direct Marketing Retail 0.1%** | &nbsp;&nbsp;**Internet & Direct Marketing Retail 0.1%** | &nbsp;&nbsp;**Internet & Direct Marketing Retail 0.1%** |
| &nbsp;&nbsp;Liquidity Services, Inc.<sup>(a)</sup> | &nbsp;&nbsp;102547 | &nbsp;&nbsp;&nbsp;&nbsp;1711510 |
| &nbsp;&nbsp;PetMed Express, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;79683 | &nbsp;&nbsp;&nbsp;&nbsp;1577723 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;3289233 |
| &nbsp;&nbsp;**Leisure Products 0.3%** | &nbsp;&nbsp;**Leisure Products 0.3%** | &nbsp;&nbsp;**Leisure Products 0.3%** |
| &nbsp;&nbsp;Sturm Ruger & Co., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;66999 | &nbsp;&nbsp;&nbsp;&nbsp;3680255 |
| &nbsp;&nbsp;Vista Outdoor, Inc.<sup>(a)</sup> | &nbsp;&nbsp;214356 | &nbsp;&nbsp;&nbsp;&nbsp;5995537 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;9675792 |
| &nbsp;&nbsp;**Multiline Retail 0.1%** | &nbsp;&nbsp;**Multiline Retail 0.1%** | &nbsp;&nbsp;**Multiline Retail 0.1%** |
| &nbsp;&nbsp;Big Lots, Inc. | &nbsp;&nbsp;109650 | &nbsp;&nbsp;&nbsp;&nbsp;2138175 |
| &nbsp;&nbsp;**Specialty Retail 4.8%** | &nbsp;&nbsp;**Specialty Retail 4.8%** | &nbsp;&nbsp;**Specialty Retail 4.8%** |
| &nbsp;&nbsp;Aaron's Co., Inc. (The) | &nbsp;&nbsp;116703 | &nbsp;&nbsp;&nbsp;&nbsp;1422610 |
| &nbsp;&nbsp;Abercrombie & Fitch Co., Class A<sup>(a)</sup> | &nbsp;&nbsp;191290 | &nbsp;&nbsp;&nbsp;&nbsp;4587134 |
| &nbsp;&nbsp;Academy Sports & Outdoors, Inc. | &nbsp;&nbsp;322679 | &nbsp;&nbsp;16288836 |
| &nbsp;&nbsp;American Eagle Outfitters, Inc. | &nbsp;&nbsp;597390 | &nbsp;&nbsp;&nbsp;&nbsp;9450710 |
| &nbsp;&nbsp;America's Car-Mart, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;22550 | &nbsp;&nbsp;&nbsp;&nbsp;1640738 |
| &nbsp;&nbsp;Asbury Automotive Group, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;83922 | &nbsp;&nbsp;15745446 |
| &nbsp;&nbsp;Bed Bath & Beyond, Inc.<sup>(a)</sup> | &nbsp;&nbsp;263778 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;896845 |
| &nbsp;&nbsp;Boot Barn Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;113021 | &nbsp;&nbsp;&nbsp;&nbsp;7611964 |
| &nbsp;&nbsp;Buckle, Inc. (The) | &nbsp;&nbsp;112074 | &nbsp;&nbsp;&nbsp;&nbsp;4925652 |
| &nbsp;&nbsp;Caleres, Inc. | &nbsp;&nbsp;139307 | &nbsp;&nbsp;&nbsp;&nbsp;3365657 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Cato Corp. (The), Class A | &nbsp;&nbsp;&nbsp;&nbsp;61521 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;639818 |
| &nbsp;&nbsp;Chico's FAS, Inc.<sup>(a)</sup> | &nbsp;&nbsp;474529 | &nbsp;&nbsp;&nbsp;&nbsp;2785485 |
| &nbsp;&nbsp;Children's Place, Inc. (The)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;49954 | &nbsp;&nbsp;&nbsp;&nbsp;1773367 |
| &nbsp;&nbsp;Conn's, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;48709 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;485142 |
| &nbsp;&nbsp;Designer Brands, Inc. | &nbsp;&nbsp;213707 | &nbsp;&nbsp;&nbsp;&nbsp;3269717 |
| &nbsp;&nbsp;Genesco, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;49456 | &nbsp;&nbsp;&nbsp;&nbsp;2581603 |
| &nbsp;&nbsp;Group 1 Automotive, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;59866 | &nbsp;&nbsp;&nbsp;&nbsp;11574492 |
| &nbsp;&nbsp;Guess?, Inc. | &nbsp;&nbsp;126548 | &nbsp;&nbsp;&nbsp;&nbsp;2627137 |
| &nbsp;&nbsp;Haverty Furniture Companies, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;50797 | &nbsp;&nbsp;&nbsp;&nbsp;1601629 |
| &nbsp;&nbsp;Hibbett, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;49048 | &nbsp;&nbsp;&nbsp;&nbsp;3269540 |
| &nbsp;&nbsp;Leslie's, Inc.<sup>(a)</sup> | &nbsp;&nbsp;562159 | &nbsp;&nbsp;&nbsp;&nbsp;8207521 |
| &nbsp;&nbsp;LL Flooring Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;111243 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;757565 |
| &nbsp;&nbsp;MarineMax, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;81655 | &nbsp;&nbsp;&nbsp;&nbsp;2697065 |
| &nbsp;&nbsp;Monro, Inc. | &nbsp;&nbsp;122088 | &nbsp;&nbsp;&nbsp;&nbsp;5551341 |
| &nbsp;&nbsp;National Vision Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;299131 | &nbsp;&nbsp;&nbsp;&nbsp;12102840 |
| &nbsp;&nbsp;ODP Corp. (The)<sup>(a)</sup> | &nbsp;&nbsp;162235 | &nbsp;&nbsp;&nbsp;&nbsp;7808371 |
| &nbsp;&nbsp;Rent-A-Center, Inc. | &nbsp;&nbsp;202029 | &nbsp;&nbsp;&nbsp;&nbsp;4866879 |
| &nbsp;&nbsp;Sally Beauty Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;405798 | &nbsp;&nbsp;&nbsp;&nbsp;4772185 |
| &nbsp;&nbsp;Shoe Carnival, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;64856 | &nbsp;&nbsp;&nbsp;&nbsp;1712847 |
| &nbsp;&nbsp;Signet Jewelers Ltd. | &nbsp;&nbsp;176376 | &nbsp;&nbsp;&nbsp;&nbsp;11464440 |
| &nbsp;&nbsp;Sleep Number Corp.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;83285 | &nbsp;&nbsp;&nbsp;&nbsp;2436086 |
| &nbsp;&nbsp;Sonic Automotive, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;70228 | &nbsp;&nbsp;&nbsp;&nbsp;3731916 |
| &nbsp;&nbsp;Urban Outfitters, Inc.<sup>(a)</sup> | &nbsp;&nbsp;228395 | &nbsp;&nbsp;&nbsp;&nbsp;6609751 |
| &nbsp;&nbsp;Zumiez, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;59032 | &nbsp;&nbsp;&nbsp;&nbsp;1372494 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;170634823 |
| &nbsp;&nbsp;**Textiles, Apparel & Luxury Goods 0.9%** | &nbsp;&nbsp;**Textiles, Apparel & Luxury Goods 0.9%** | &nbsp;&nbsp;**Textiles, Apparel & Luxury Goods 0.9%** |
| &nbsp;&nbsp;G-III Apparel Group Ltd.<sup>(a)</sup> | &nbsp;&nbsp;164578 | &nbsp;&nbsp;&nbsp;&nbsp;3559822 |
| &nbsp;&nbsp;Kontoor Brands, Inc. | &nbsp;&nbsp;186913 | &nbsp;&nbsp;&nbsp;&nbsp;8121370 |
| &nbsp;&nbsp;Movado Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;60792 | &nbsp;&nbsp;&nbsp;&nbsp;1956895 |
| &nbsp;&nbsp;Oxford Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;56777 | &nbsp;&nbsp;&nbsp;&nbsp;6407852 |
| &nbsp;&nbsp;Steven Madden Ltd. | &nbsp;&nbsp;281586 | &nbsp;&nbsp;&nbsp;&nbsp;9725980 |
| &nbsp;&nbsp;Wolverine World Wide, Inc. | &nbsp;&nbsp;298559 | &nbsp;&nbsp;&nbsp;&nbsp;3343861 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;33115780 |
| &nbsp;&nbsp;**Total Consumer Discretionary** | &nbsp;&nbsp;**Total Consumer Discretionary** | &nbsp;&nbsp;**456080377** |
| &nbsp;&nbsp;**Consumer Staples 5.2%** | &nbsp;&nbsp;**Consumer Staples 5.2%** | &nbsp;&nbsp;**Consumer Staples 5.2%** |
| &nbsp;&nbsp;**Beverages 0.3%** | &nbsp;&nbsp;**Beverages 0.3%** | &nbsp;&nbsp;**Beverages 0.3%** |
| &nbsp;&nbsp;MGP Ingredients, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;58377 | &nbsp;&nbsp;&nbsp;&nbsp;7300628 |
| &nbsp;&nbsp;National Beverage Corp. | &nbsp;&nbsp;&nbsp;&nbsp;88482 | &nbsp;&nbsp;&nbsp;&nbsp;4559477 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;11860105 |

---

Columbia Small Cap Index Fund \| Third Quarter Report 2022<br> 3

------

Portfolio of Investments (continued)<br> Columbia Small Cap Index Fund, November 30, 2022 (Unaudited)

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;**Food & Staples Retailing 0.9%** | &nbsp;&nbsp;**Food & Staples Retailing 0.9%** | &nbsp;&nbsp;**Food & Staples Retailing 0.9%** |
| &nbsp;&nbsp;Andersons, Inc. (The) | &nbsp;&nbsp;120694 | &nbsp;&nbsp;&nbsp;&nbsp;4646719 |
| &nbsp;&nbsp;PriceSmart, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;95006 | &nbsp;&nbsp;&nbsp;&nbsp;6749226 |
| &nbsp;&nbsp;SpartanNash Co. | &nbsp;&nbsp;136986 | &nbsp;&nbsp;&nbsp;&nbsp;4499990 |
| &nbsp;&nbsp;The Chefs' Warehouse<sup>(a)</sup> | &nbsp;&nbsp;129123 | &nbsp;&nbsp;&nbsp;&nbsp;5016429 |
| &nbsp;&nbsp;United Natural Foods, Inc.<sup>(a)</sup> | &nbsp;&nbsp;221037 | &nbsp;&nbsp;10539044 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;31451408 |
| &nbsp;&nbsp;**Food Products 2.1%** | &nbsp;&nbsp;**Food Products 2.1%** | &nbsp;&nbsp;**Food Products 2.1%** |
| &nbsp;&nbsp;B&G Foods, Inc. | &nbsp;&nbsp;271765 | &nbsp;&nbsp;&nbsp;&nbsp;3609039 |
| &nbsp;&nbsp;Calavo Growers, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;67276 | &nbsp;&nbsp;&nbsp;&nbsp;2351969 |
| &nbsp;&nbsp;Cal-Maine Foods, Inc. | &nbsp;&nbsp;143942 | &nbsp;&nbsp;&nbsp;&nbsp;8388940 |
| &nbsp;&nbsp;Fresh Del Monte Produce, Inc. | &nbsp;&nbsp;116082 | &nbsp;&nbsp;&nbsp;&nbsp;3213150 |
| &nbsp;&nbsp;Hain Celestial Group, Inc. (The)<sup>(a)</sup> | &nbsp;&nbsp;340501 | &nbsp;&nbsp;&nbsp;&nbsp;6380989 |
| &nbsp;&nbsp;Hostess Brands, Inc.<sup>(a)</sup> | &nbsp;&nbsp;517583 | &nbsp;&nbsp;13664191 |
| &nbsp;&nbsp;J&J Snack Foods Corp. | &nbsp;&nbsp;&nbsp;&nbsp;56764 | &nbsp;&nbsp;&nbsp;&nbsp;9310431 |
| &nbsp;&nbsp;John B. Sanfilippo & Son, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;33858 | &nbsp;&nbsp;&nbsp;&nbsp;2867434 |
| &nbsp;&nbsp;Seneca Foods Corp., Class A<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;21241 | &nbsp;&nbsp;&nbsp;&nbsp;1365371 |
| &nbsp;&nbsp;Simply Good Foods Co. (The)<sup>(a)</sup> | &nbsp;&nbsp;323507 | &nbsp;&nbsp;12907929 |
| &nbsp;&nbsp;Tootsie Roll Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;67370 | &nbsp;&nbsp;&nbsp;&nbsp;3028282 |
| &nbsp;&nbsp;TreeHouse Foods, Inc.<sup>(a)</sup> | &nbsp;&nbsp;191258 | &nbsp;&nbsp;&nbsp;&nbsp;9453883 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;76541608 |
| &nbsp;&nbsp;**Household Products 0.5%** | &nbsp;&nbsp;**Household Products 0.5%** | &nbsp;&nbsp;**Household Products 0.5%** |
| &nbsp;&nbsp;Central Garden & Pet Co.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;36899 | &nbsp;&nbsp;&nbsp;&nbsp;1514704 |
| &nbsp;&nbsp;Central Garden & Pet Co., Class A<sup>(a)</sup> | &nbsp;&nbsp;157170 | &nbsp;&nbsp;&nbsp;&nbsp;6140632 |
| &nbsp;&nbsp;WD-40 Co. | &nbsp;&nbsp;&nbsp;&nbsp;51672 | &nbsp;&nbsp;&nbsp;&nbsp;8655060 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;16310396 |
| &nbsp;&nbsp;**Personal Products 1.1%** | &nbsp;&nbsp;**Personal Products 1.1%** | &nbsp;&nbsp;**Personal Products 1.1%** |
| &nbsp;&nbsp;Edgewell Personal Care Co. | &nbsp;&nbsp;196519 | &nbsp;&nbsp;&nbsp;&nbsp;8491586 |
| &nbsp;&nbsp;elf Beauty, Inc.<sup>(a)</sup> | &nbsp;&nbsp;188847 | &nbsp;&nbsp;10379031 |
| &nbsp;&nbsp;Inter Parfums, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;67651 | &nbsp;&nbsp;&nbsp;&nbsp;6446464 |
| &nbsp;&nbsp;Medifast, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;41779 | &nbsp;&nbsp;&nbsp;&nbsp;5266243 |
| &nbsp;&nbsp;Nu Skin Enterprises, Inc., Class A | &nbsp;&nbsp;191596 | &nbsp;&nbsp;&nbsp;&nbsp;7991469 |
| &nbsp;&nbsp;Usana Health Sciences, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;42222 | &nbsp;&nbsp;&nbsp;&nbsp;2323899 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;40898692 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;**Tobacco 0.3%** | &nbsp;&nbsp;**Tobacco 0.3%** | &nbsp;&nbsp;**Tobacco 0.3%** |
| &nbsp;&nbsp;Universal Corp. | &nbsp;&nbsp;&nbsp;&nbsp;93288 | &nbsp;&nbsp;&nbsp;&nbsp;5309020 |
| &nbsp;&nbsp;Vector Group Ltd. | &nbsp;&nbsp;498925 | &nbsp;&nbsp;&nbsp;&nbsp;5538068 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;10847088 |
| &nbsp;&nbsp;**Total Consumer Staples** | &nbsp;&nbsp;**Total Consumer Staples** | &nbsp;&nbsp;**187909297** |
| &nbsp;&nbsp;**Energy 4.6%** | &nbsp;&nbsp;**Energy 4.6%** | &nbsp;&nbsp;**Energy 4.6%** |
| &nbsp;&nbsp;**Energy Equipment & Services 2.2%** | &nbsp;&nbsp;**Energy Equipment & Services 2.2%** | &nbsp;&nbsp;**Energy Equipment & Services 2.2%** |
| &nbsp;&nbsp;Archrock, Inc. | &nbsp;&nbsp;507498 | &nbsp;&nbsp;&nbsp;&nbsp;4420308 |
| &nbsp;&nbsp;Bristow Group, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;88982 | &nbsp;&nbsp;&nbsp;&nbsp;2313532 |
| &nbsp;&nbsp;Core Laboratories NV | &nbsp;&nbsp;175660 | &nbsp;&nbsp;&nbsp;&nbsp;3808309 |
| &nbsp;&nbsp;DMC Global Inc<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;70346 | &nbsp;&nbsp;&nbsp;&nbsp;1293663 |
| &nbsp;&nbsp;Dril-Quip, Inc.<sup>(a)</sup> | &nbsp;&nbsp;130343 | &nbsp;&nbsp;&nbsp;&nbsp;3068274 |
| &nbsp;&nbsp;Helix Energy Solutions Group, Inc.<sup>(a)</sup> | &nbsp;&nbsp;540820 | &nbsp;&nbsp;&nbsp;&nbsp;3450432 |
| &nbsp;&nbsp;Helmerich & Payne, Inc. | &nbsp;&nbsp;399249 | &nbsp;&nbsp;&nbsp;&nbsp;20393639 |
| &nbsp;&nbsp;Nabors Industries Ltd.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;33926 | &nbsp;&nbsp;&nbsp;&nbsp;5371504 |
| &nbsp;&nbsp;Oceaneering International, Inc.<sup>(a)</sup> | &nbsp;&nbsp;380176 | &nbsp;&nbsp;&nbsp;&nbsp;5774873 |
| &nbsp;&nbsp;Oil States International, Inc.<sup>(a)</sup> | &nbsp;&nbsp;242298 | &nbsp;&nbsp;&nbsp;&nbsp;1635511 |
| &nbsp;&nbsp;Patterson-UTI Energy, Inc. | &nbsp;&nbsp;822167 | &nbsp;&nbsp;&nbsp;&nbsp;14757898 |
| &nbsp;&nbsp;ProPetro Holding Corp.<sup>(a)</sup> | &nbsp;&nbsp;332356 | &nbsp;&nbsp;&nbsp;&nbsp;3649269 |
| &nbsp;&nbsp;RPC, Inc. | &nbsp;&nbsp;315524 | &nbsp;&nbsp;&nbsp;&nbsp;2921752 |
| &nbsp;&nbsp;US Silica Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;286501 | &nbsp;&nbsp;&nbsp;&nbsp;3750298 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;76609262 |
| &nbsp;&nbsp;**Oil, Gas & Consumable Fuels 2.4%** | &nbsp;&nbsp;**Oil, Gas & Consumable Fuels 2.4%** | &nbsp;&nbsp;**Oil, Gas & Consumable Fuels 2.4%** |
| &nbsp;&nbsp;Callon Petroleum Co.<sup>(a)</sup> | &nbsp;&nbsp;194218 | &nbsp;&nbsp;&nbsp;&nbsp;8141619 |
| &nbsp;&nbsp;Civitas Resources, Inc. | &nbsp;&nbsp;196684 | &nbsp;&nbsp;&nbsp;&nbsp;13248634 |
| &nbsp;&nbsp;CONSOL Energy, Inc. | &nbsp;&nbsp;124283 | &nbsp;&nbsp;&nbsp;&nbsp;9625718 |
| &nbsp;&nbsp;Dorian LPG Ltd. | &nbsp;&nbsp;120234 | &nbsp;&nbsp;&nbsp;&nbsp;2340956 |
| &nbsp;&nbsp;Green Plains, Inc.<sup>(a)</sup> | &nbsp;&nbsp;220279 | &nbsp;&nbsp;&nbsp;&nbsp;7612842 |
| &nbsp;&nbsp;Laredo Petroleum, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;64857 | &nbsp;&nbsp;&nbsp;&nbsp;4139822 |
| &nbsp;&nbsp;Par Pacific Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;209937 | &nbsp;&nbsp;&nbsp;&nbsp;4918824 |
| &nbsp;&nbsp;Ranger Oil Corp. | &nbsp;&nbsp;&nbsp;&nbsp;75117 | &nbsp;&nbsp;&nbsp;&nbsp;3272848 |
| &nbsp;&nbsp;REX American Resources Corp.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;59603 | &nbsp;&nbsp;&nbsp;&nbsp;1758885 |
| &nbsp;&nbsp;SM Energy Co. | &nbsp;&nbsp;464864 | &nbsp;&nbsp;&nbsp;&nbsp;20040287 |
| &nbsp;&nbsp;Talos Energy, Inc.<sup>(a)</sup> | &nbsp;&nbsp;247260 | &nbsp;&nbsp;&nbsp;&nbsp;4858659 |
| &nbsp;&nbsp;World Fuel Services Corp. | &nbsp;&nbsp;234783 | &nbsp;&nbsp;&nbsp;&nbsp;6679576 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;86638670 |
| &nbsp;&nbsp;**Total Energy** | &nbsp;&nbsp;**Total Energy** | &nbsp;&nbsp;**163247932** |

---

4 Columbia Small Cap Index Fund \| Third Quarter Report 2022

------

Portfolio of Investments (continued)<br> Columbia Small Cap Index Fund, November 30, 2022 (Unaudited)

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;**Financials 18.3%** | &nbsp;&nbsp;**Financials 18.3%** | &nbsp;&nbsp;**Financials 18.3%** |
| &nbsp;&nbsp;**Banks 10.6%** | &nbsp;&nbsp;**Banks 10.6%** | &nbsp;&nbsp;**Banks 10.6%** |
| &nbsp;&nbsp;Ameris Bancorp | &nbsp;&nbsp;247226 | &nbsp;&nbsp;13073311 |
| &nbsp;&nbsp;Banc of California, Inc. | &nbsp;&nbsp;211539 | &nbsp;&nbsp;&nbsp;&nbsp;3589817 |
| &nbsp;&nbsp;BancFirst Corp. | &nbsp;&nbsp;&nbsp;&nbsp;65894 | &nbsp;&nbsp;&nbsp;&nbsp;6717234 |
| &nbsp;&nbsp;Bancorp, Inc. (The)<sup>(a)</sup> | &nbsp;&nbsp;214458 | &nbsp;&nbsp;&nbsp;&nbsp;6427306 |
| &nbsp;&nbsp;BankUnited, Inc. | &nbsp;&nbsp;295476 | &nbsp;&nbsp;10849879 |
| &nbsp;&nbsp;Banner Corp. | &nbsp;&nbsp;129649 | &nbsp;&nbsp;&nbsp;&nbsp;9155812 |
| &nbsp;&nbsp;Berkshire Hills Bancorp, Inc. | &nbsp;&nbsp;173623 | &nbsp;&nbsp;&nbsp;&nbsp;5413565 |
| &nbsp;&nbsp;Brookline Bancorp, Inc. | &nbsp;&nbsp;290778 | &nbsp;&nbsp;&nbsp;&nbsp;4134863 |
| &nbsp;&nbsp;Central Pacific Financial Corp. | &nbsp;&nbsp;103834 | &nbsp;&nbsp;&nbsp;&nbsp;2200242 |
| &nbsp;&nbsp;City Holding Co. | &nbsp;&nbsp;&nbsp;&nbsp;56329 | &nbsp;&nbsp;&nbsp;&nbsp;5741052 |
| &nbsp;&nbsp;Columbia Banking System, Inc. | &nbsp;&nbsp;298229 | &nbsp;&nbsp;10157680 |
| &nbsp;&nbsp;Community Bank System, Inc. | &nbsp;&nbsp;203746 | &nbsp;&nbsp;13272014 |
| &nbsp;&nbsp;Customers Bancorp, Inc.<sup>(a)</sup> | &nbsp;&nbsp;115661 | &nbsp;&nbsp;&nbsp;&nbsp;3732380 |
| &nbsp;&nbsp;CVB Financial Corp. | &nbsp;&nbsp;498290 | &nbsp;&nbsp;14290957 |
| &nbsp;&nbsp;Dime Community Bancshares, Inc. | &nbsp;&nbsp;122939 | &nbsp;&nbsp;&nbsp;&nbsp;4385234 |
| &nbsp;&nbsp;Eagle Bancorp, Inc. | &nbsp;&nbsp;121663 | &nbsp;&nbsp;&nbsp;&nbsp;5737627 |
| &nbsp;&nbsp;FB Financial Corp. | &nbsp;&nbsp;133334 | &nbsp;&nbsp;&nbsp;&nbsp;5708029 |
| &nbsp;&nbsp;First BanCorp | &nbsp;&nbsp;712824 | &nbsp;&nbsp;10963233 |
| &nbsp;&nbsp;First BanCorp | &nbsp;&nbsp;135310 | &nbsp;&nbsp;&nbsp;&nbsp;6580125 |
| &nbsp;&nbsp;First Commonwealth Financial Corp. | &nbsp;&nbsp;354084 | &nbsp;&nbsp;&nbsp;&nbsp;5212117 |
| &nbsp;&nbsp;First Financial Bancorp | &nbsp;&nbsp;359752 | &nbsp;&nbsp;&nbsp;&nbsp;9508245 |
| &nbsp;&nbsp;First Hawaiian, Inc. | &nbsp;&nbsp;484222 | &nbsp;&nbsp;12856094 |
| &nbsp;&nbsp;Hanmi Financial Corp. | &nbsp;&nbsp;115596 | &nbsp;&nbsp;&nbsp;&nbsp;3126872 |
| &nbsp;&nbsp;Heritage Financial Corp. | &nbsp;&nbsp;133111 | &nbsp;&nbsp;&nbsp;&nbsp;4379352 |
| &nbsp;&nbsp;Hilltop Holdings, Inc. | &nbsp;&nbsp;173855 | &nbsp;&nbsp;&nbsp;&nbsp;5180879 |
| &nbsp;&nbsp;HomeStreet, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;67424 | &nbsp;&nbsp;&nbsp;&nbsp;1840675 |
| &nbsp;&nbsp;Hope Bancorp, Inc. | &nbsp;&nbsp;453041 | &nbsp;&nbsp;&nbsp;&nbsp;6170418 |
| &nbsp;&nbsp;Independent Bank Corp. | &nbsp;&nbsp;174048 | &nbsp;&nbsp;15754825 |
| &nbsp;&nbsp;Independent Bank Group, Inc. | &nbsp;&nbsp;134253 | &nbsp;&nbsp;&nbsp;&nbsp;8852643 |
| &nbsp;&nbsp;Lakeland Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;96132 | &nbsp;&nbsp;&nbsp;&nbsp;7590583 |
| &nbsp;&nbsp;Meta Financial Group, Inc. | &nbsp;&nbsp;110170 | &nbsp;&nbsp;&nbsp;&nbsp;4795700 |
| &nbsp;&nbsp;National Bank Holdings Corp., Class A | &nbsp;&nbsp;114053 | &nbsp;&nbsp;&nbsp;&nbsp;5304605 |
| &nbsp;&nbsp;NBT Bancorp, Inc. | &nbsp;&nbsp;162441 | &nbsp;&nbsp;&nbsp;&nbsp;7498277 |
| &nbsp;&nbsp;Northwest Bancshares, Inc. | &nbsp;&nbsp;481101 | &nbsp;&nbsp;&nbsp;&nbsp;7356034 |
| &nbsp;&nbsp;OFG Bancorp | &nbsp;&nbsp;180320 | &nbsp;&nbsp;&nbsp;&nbsp;5223870 |
| &nbsp;&nbsp;Pacific Premier Bancorp, Inc. | &nbsp;&nbsp;360082 | &nbsp;&nbsp;13305030 |
| &nbsp;&nbsp;Park National Corp. | &nbsp;&nbsp;&nbsp;&nbsp;54854 | &nbsp;&nbsp;&nbsp;&nbsp;8301056 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Preferred Bank | &nbsp;&nbsp;&nbsp;&nbsp;51669 | &nbsp;&nbsp;&nbsp;&nbsp;3905660 |
| &nbsp;&nbsp;Renasant Corp. | &nbsp;&nbsp;212153 | &nbsp;&nbsp;&nbsp;&nbsp;8649478 |
| &nbsp;&nbsp;S&T Bancorp, Inc. | &nbsp;&nbsp;148438 | &nbsp;&nbsp;&nbsp;&nbsp;5554550 |
| &nbsp;&nbsp;Seacoast Banking Corp. of Florida | &nbsp;&nbsp;232860 | &nbsp;&nbsp;&nbsp;&nbsp;8005727 |
| &nbsp;&nbsp;ServisFirst Bancshares, Inc. | &nbsp;&nbsp;185341 | &nbsp;&nbsp;&nbsp;&nbsp;14052555 |
| &nbsp;&nbsp;Simmons First National Corp., Class A | &nbsp;&nbsp;486569 | &nbsp;&nbsp;&nbsp;&nbsp;11293267 |
| &nbsp;&nbsp;Southside Bancshares, Inc. | &nbsp;&nbsp;115648 | &nbsp;&nbsp;&nbsp;&nbsp;4202648 |
| &nbsp;&nbsp;Stellar Bancorp, Inc. | &nbsp;&nbsp;170284 | &nbsp;&nbsp;&nbsp;&nbsp;5757302 |
| &nbsp;&nbsp;Tompkins Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;47805 | &nbsp;&nbsp;&nbsp;&nbsp;3993630 |
| &nbsp;&nbsp;Triumph Financial, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;87203 | &nbsp;&nbsp;&nbsp;&nbsp;5211251 |
| &nbsp;&nbsp;Trustmark Corp. | &nbsp;&nbsp;232068 | &nbsp;&nbsp;&nbsp;&nbsp;8489047 |
| &nbsp;&nbsp;United Community Banks, Inc. | &nbsp;&nbsp;402180 | &nbsp;&nbsp;&nbsp;&nbsp;15672955 |
| &nbsp;&nbsp;Veritex Holdings, Inc. | &nbsp;&nbsp;204675 | &nbsp;&nbsp;&nbsp;&nbsp;6684686 |
| &nbsp;&nbsp;Westamerica BanCorp | &nbsp;&nbsp;102044 | &nbsp;&nbsp;&nbsp;&nbsp;6301217 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;382161608 |
| &nbsp;&nbsp;**Capital Markets 1.0%** | &nbsp;&nbsp;**Capital Markets 1.0%** | &nbsp;&nbsp;**Capital Markets 1.0%** |
| &nbsp;&nbsp;B Riley Financial, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;60073 | &nbsp;&nbsp;&nbsp;&nbsp;2638406 |
| &nbsp;&nbsp;Blucora, Inc.<sup>(a)</sup> | &nbsp;&nbsp;181048 | &nbsp;&nbsp;&nbsp;&nbsp;4535252 |
| &nbsp;&nbsp;BrightSphere Investment Group, Inc. | &nbsp;&nbsp;122549 | &nbsp;&nbsp;&nbsp;&nbsp;2495098 |
| &nbsp;&nbsp;Donnelley Financial Solutions, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;96905 | &nbsp;&nbsp;&nbsp;&nbsp;3699833 |
| &nbsp;&nbsp;Piper Sandler Companies | &nbsp;&nbsp;&nbsp;&nbsp;51983 | &nbsp;&nbsp;&nbsp;&nbsp;7467878 |
| &nbsp;&nbsp;StoneX Group, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;65307 | &nbsp;&nbsp;&nbsp;&nbsp;6626701 |
| &nbsp;&nbsp;Virtus Investment Partners, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;25931 | &nbsp;&nbsp;&nbsp;&nbsp;5029058 |
| &nbsp;&nbsp;WisdomTree, Inc. | &nbsp;&nbsp;422435 | &nbsp;&nbsp;&nbsp;&nbsp;2352963 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;34845189 |
| &nbsp;&nbsp;**Consumer Finance 0.9%** | &nbsp;&nbsp;**Consumer Finance 0.9%** | &nbsp;&nbsp;**Consumer Finance 0.9%** |
| &nbsp;&nbsp;Bread Financial Holdings, Inc. | &nbsp;&nbsp;189011 | &nbsp;&nbsp;&nbsp;&nbsp;7755121 |
| &nbsp;&nbsp;Encore Capital Group, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;90554 | &nbsp;&nbsp;&nbsp;&nbsp;4563922 |
| &nbsp;&nbsp;Enova International, Inc.<sup>(a)</sup> | &nbsp;&nbsp;121382 | &nbsp;&nbsp;&nbsp;&nbsp;4896550 |
| &nbsp;&nbsp;Ezcorp, Inc., Class A<sup>(a)</sup> | &nbsp;&nbsp;203568 | &nbsp;&nbsp;&nbsp;&nbsp;2039751 |
| &nbsp;&nbsp;Green Dot Corp., Class A<sup>(a)</sup> | &nbsp;&nbsp;181395 | &nbsp;&nbsp;&nbsp;&nbsp;3696830 |
| &nbsp;&nbsp;LendingTree, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;41211 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;987004 |
| &nbsp;&nbsp;PRA Group, Inc.<sup>(a)</sup> | &nbsp;&nbsp;147793 | &nbsp;&nbsp;&nbsp;&nbsp;5081123 |
| &nbsp;&nbsp;PROG Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;191373 | &nbsp;&nbsp;&nbsp;&nbsp;3768134 |
| &nbsp;&nbsp;World Acceptance Corp.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;13816 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;979693 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;33768128 |

---

Columbia Small Cap Index Fund \| Third Quarter Report 2022<br> 5

------

Portfolio of Investments (continued)<br> Columbia Small Cap Index Fund, November 30, 2022 (Unaudited)

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;**Insurance 3.0%** | &nbsp;&nbsp;**Insurance 3.0%** | &nbsp;&nbsp;**Insurance 3.0%** |
| &nbsp;&nbsp;Ambac Financial Group, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;170495 | &nbsp;&nbsp;&nbsp;&nbsp;2772249 |
| &nbsp;&nbsp;American Equity Investment Life Holding Co. | &nbsp;&nbsp;&nbsp;&nbsp;269175 | &nbsp;&nbsp;&nbsp;&nbsp;10904279 |
| &nbsp;&nbsp;AMERISAFE, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73123 | &nbsp;&nbsp;&nbsp;&nbsp;4341313 |
| &nbsp;&nbsp;Assured Guaranty Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;234741 | &nbsp;&nbsp;&nbsp;&nbsp;15626708 |
| &nbsp;&nbsp;Employers Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;103538 | &nbsp;&nbsp;&nbsp;&nbsp;4811411 |
| &nbsp;&nbsp;Genworth Financial, Inc., Class A<sup>(a)</sup> | &nbsp;&nbsp;1910039 | &nbsp;&nbsp;&nbsp;&nbsp;9607496 |
| &nbsp;&nbsp;HCI Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27095 | &nbsp;&nbsp;&nbsp;&nbsp;1013895 |
| &nbsp;&nbsp;Horace Mann Educators Corp. | &nbsp;&nbsp;&nbsp;&nbsp;155077 | &nbsp;&nbsp;&nbsp;&nbsp;5984421 |
| &nbsp;&nbsp;James River Group Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;142007 | &nbsp;&nbsp;&nbsp;&nbsp;3411008 |
| &nbsp;&nbsp;Mercury General Corp. | &nbsp;&nbsp;&nbsp;&nbsp;100781 | &nbsp;&nbsp;&nbsp;&nbsp;3656335 |
| &nbsp;&nbsp;Mr. Cooper Group, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;271689 | &nbsp;&nbsp;&nbsp;&nbsp;12269475 |
| &nbsp;&nbsp;Palomar Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95730 | &nbsp;&nbsp;&nbsp;&nbsp;6006100 |
| &nbsp;&nbsp;ProAssurance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;204622 | &nbsp;&nbsp;&nbsp;&nbsp;4090394 |
| &nbsp;&nbsp;Safety Insurance Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55893 | &nbsp;&nbsp;&nbsp;&nbsp;5127624 |
| &nbsp;&nbsp;SiriusPoint Ltd.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;322146 | &nbsp;&nbsp;&nbsp;&nbsp;2100392 |
| &nbsp;&nbsp;Stewart Information Services Corp. | &nbsp;&nbsp;&nbsp;&nbsp;102795 | &nbsp;&nbsp;&nbsp;&nbsp;4549707 |
| &nbsp;&nbsp;Trupanion, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;132874 | &nbsp;&nbsp;&nbsp;&nbsp;6945324 |
| &nbsp;&nbsp;United Fire Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82139 | &nbsp;&nbsp;&nbsp;&nbsp;2509346 |
| &nbsp;&nbsp;Universal Insurance Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;104825 | &nbsp;&nbsp;&nbsp;&nbsp;1152027 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;106879504 |
| &nbsp;&nbsp;**Mortgage Real Estate Investment Trusts (REITS) 1.3%** | &nbsp;&nbsp;**Mortgage Real Estate Investment Trusts (REITS) 1.3%** | &nbsp;&nbsp;**Mortgage Real Estate Investment Trusts (REITS) 1.3%** |
| &nbsp;&nbsp;Apollo Commercial Real Estate Finance, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;490476 | &nbsp;&nbsp;&nbsp;&nbsp;6062283 |
| &nbsp;&nbsp;ARMOUR Residential REIT, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;434684 | &nbsp;&nbsp;&nbsp;&nbsp;2555942 |
| &nbsp;&nbsp;Ellington Financial, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;215987 | &nbsp;&nbsp;&nbsp;&nbsp;2946063 |
| &nbsp;&nbsp;Franklin BSP Realty Trust, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;317674 | &nbsp;&nbsp;&nbsp;&nbsp;4638040 |
| &nbsp;&nbsp;Granite Point Mortgage Trust, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;198510 | &nbsp;&nbsp;&nbsp;&nbsp;1272449 |
| &nbsp;&nbsp;Invesco Mortgage Capital, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;125224 | &nbsp;&nbsp;&nbsp;&nbsp;1644191 |
| &nbsp;&nbsp;KKR Real Estate Finance Trust, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;220584 | &nbsp;&nbsp;&nbsp;&nbsp;3650665 |
| &nbsp;&nbsp;New York Mortgage Trust, Inc. | &nbsp;&nbsp;1432287 | &nbsp;&nbsp;&nbsp;&nbsp;4024727 |
| &nbsp;&nbsp;PennyMac Mortgage Investment Trust | &nbsp;&nbsp;&nbsp;&nbsp;343436 | &nbsp;&nbsp;&nbsp;&nbsp;5244268 |
| &nbsp;&nbsp;Ready Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;386086 | &nbsp;&nbsp;&nbsp;&nbsp;5173552 |
| &nbsp;&nbsp;Redwood Trust, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;442765 | &nbsp;&nbsp;&nbsp;&nbsp;3497844 |
| &nbsp;&nbsp;Two Harbors Investment Corp. | &nbsp;&nbsp;&nbsp;&nbsp;326521 | &nbsp;&nbsp;&nbsp;&nbsp;5354944 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;46064968 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;**Thrifts & Mortgage Finance 1.5%** | &nbsp;&nbsp;**Thrifts & Mortgage Finance 1.5%** | &nbsp;&nbsp;**Thrifts & Mortgage Finance 1.5%** |
| &nbsp;&nbsp;Axos Financial, Inc.<sup>(a)</sup> | &nbsp;&nbsp;201738 | &nbsp;&nbsp;&nbsp;&nbsp;8091711 |
| &nbsp;&nbsp;Capitol Federal Financial, Inc. | &nbsp;&nbsp;489664 | &nbsp;&nbsp;&nbsp;&nbsp;4098488 |
| &nbsp;&nbsp;NMI Holdings, Inc., Class A<sup>(a)</sup> | &nbsp;&nbsp;321185 | &nbsp;&nbsp;&nbsp;&nbsp;6915113 |
| &nbsp;&nbsp;Northfield Bancorp, Inc. | &nbsp;&nbsp;161535 | &nbsp;&nbsp;&nbsp;&nbsp;2576483 |
| &nbsp;&nbsp;Provident Financial Services, Inc. | &nbsp;&nbsp;284544 | &nbsp;&nbsp;&nbsp;&nbsp;6410776 |
| &nbsp;&nbsp;TrustCo Bank Corp. | &nbsp;&nbsp;&nbsp;&nbsp;72528 | &nbsp;&nbsp;&nbsp;&nbsp;2816988 |
| &nbsp;&nbsp;Walker & Dunlop, Inc. | &nbsp;&nbsp;116479 | &nbsp;&nbsp;&nbsp;&nbsp;10402740 |
| &nbsp;&nbsp;WSFS Financial Corp. | &nbsp;&nbsp;240835 | &nbsp;&nbsp;&nbsp;&nbsp;11682906 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;52995205 |
| &nbsp;&nbsp;**Total Financials** | &nbsp;&nbsp;**Total Financials** | &nbsp;&nbsp;**656714602** |
| &nbsp;&nbsp;**Health Care 10.7%** | &nbsp;&nbsp;**Health Care 10.7%** | &nbsp;&nbsp;**Health Care 10.7%** |
| &nbsp;&nbsp;**Biotechnology 2.5%** | &nbsp;&nbsp;**Biotechnology 2.5%** | &nbsp;&nbsp;**Biotechnology 2.5%** |
| &nbsp;&nbsp;Anika Therapeutics, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;55362 | &nbsp;&nbsp;&nbsp;&nbsp;1746117 |
| &nbsp;&nbsp;Arcus Biosciences, Inc.<sup>(a)</sup> | &nbsp;&nbsp;197009 | &nbsp;&nbsp;&nbsp;&nbsp;6928807 |
| &nbsp;&nbsp;Avid Bioservices, Inc.<sup>(a)</sup> | &nbsp;&nbsp;234472 | &nbsp;&nbsp;&nbsp;&nbsp;3671831 |
| &nbsp;&nbsp;Catalyst Pharmaceuticals, Inc.<sup>(a)</sup> | &nbsp;&nbsp;358692 | &nbsp;&nbsp;&nbsp;&nbsp;6015265 |
| &nbsp;&nbsp;Coherus Biosciences, Inc.<sup>(a)</sup> | &nbsp;&nbsp;244622 | &nbsp;&nbsp;&nbsp;&nbsp;1678107 |
| &nbsp;&nbsp;Cytokinetics, Inc.<sup>(a)</sup> | &nbsp;&nbsp;356984 | &nbsp;&nbsp;&nbsp;&nbsp;15171820 |
| &nbsp;&nbsp;Dynavax Technologies Corp.<sup>(a)</sup> | &nbsp;&nbsp;446006 | &nbsp;&nbsp;&nbsp;&nbsp;5534934 |
| &nbsp;&nbsp;Eagle Pharmaceuticals, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;40300 | &nbsp;&nbsp;&nbsp;&nbsp;1463696 |
| &nbsp;&nbsp;Emergent BioSolutions, Inc.<sup>(a)</sup> | &nbsp;&nbsp;168274 | &nbsp;&nbsp;&nbsp;&nbsp;2069770 |
| &nbsp;&nbsp;Enanta Pharmaceuticals, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;73872 | &nbsp;&nbsp;&nbsp;&nbsp;3234855 |
| &nbsp;&nbsp;Ironwood Pharmaceuticals, Inc.<sup>(a)</sup> | &nbsp;&nbsp;505502 | &nbsp;&nbsp;&nbsp;&nbsp;6121629 |
| &nbsp;&nbsp;iTeos Therapeutics, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;93079 | &nbsp;&nbsp;&nbsp;&nbsp;1875542 |
| &nbsp;&nbsp;Myriad Genetics, Inc.<sup>(a)</sup> | &nbsp;&nbsp;305760 | &nbsp;&nbsp;&nbsp;&nbsp;6194698 |
| &nbsp;&nbsp;OmniAb, Inc.<sup>(a),(b),(c),(d)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;23460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 |
| &nbsp;&nbsp;OmniAb, Inc.<sup>(a),(b),(c),(d)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;23460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 |
| &nbsp;&nbsp;Organogenesis Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;268009 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;734345 |
| &nbsp;&nbsp;REGENXBIO, Inc.<sup>(a)</sup> | &nbsp;&nbsp;142614 | &nbsp;&nbsp;&nbsp;&nbsp;3408475 |
| &nbsp;&nbsp;uniQure NV<sup>(a)</sup> | &nbsp;&nbsp;155929 | &nbsp;&nbsp;&nbsp;&nbsp;4125881 |
| &nbsp;&nbsp;Vanda Pharmaceuticals, Inc.<sup>(a)</sup> | &nbsp;&nbsp;214474 | &nbsp;&nbsp;&nbsp;&nbsp;2339911 |
| &nbsp;&nbsp;Vericel Corp.<sup>(a)</sup> | &nbsp;&nbsp;178894 | &nbsp;&nbsp;&nbsp;&nbsp;4084150 |
| &nbsp;&nbsp;Vir Biotechnology, Inc.<sup>(a)</sup> | &nbsp;&nbsp;286681 | &nbsp;&nbsp;&nbsp;&nbsp;8090138 |
| &nbsp;&nbsp;Xencor, Inc.<sup>(a)</sup> | &nbsp;&nbsp;226369 | &nbsp;&nbsp;&nbsp;&nbsp;6727687 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;91217658 |

---

6 Columbia Small Cap Index Fund \| Third Quarter Report 2022

------

Portfolio of Investments (continued)<br> Columbia Small Cap Index Fund, November 30, 2022 (Unaudited)

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;**Health Care Equipment & Supplies 2.5%** | &nbsp;&nbsp;**Health Care Equipment & Supplies 2.5%** | &nbsp;&nbsp;**Health Care Equipment & Supplies 2.5%** |
| &nbsp;&nbsp;Angiodynamics, Inc.<sup>(a)</sup> | &nbsp;&nbsp;147770 | &nbsp;&nbsp;&nbsp;&nbsp;1913622 |
| &nbsp;&nbsp;Artivion, Inc.<sup>(a)</sup> | &nbsp;&nbsp;152874 | &nbsp;&nbsp;&nbsp;&nbsp;1955258 |
| &nbsp;&nbsp;Avanos Medical, Inc.<sup>(a)</sup> | &nbsp;&nbsp;176274 | &nbsp;&nbsp;&nbsp;&nbsp;4741771 |
| &nbsp;&nbsp;Cardiovascular Systems, Inc.<sup>(a)</sup> | &nbsp;&nbsp;154653 | &nbsp;&nbsp;&nbsp;&nbsp;2166689 |
| &nbsp;&nbsp;CONMED Corp. | &nbsp;&nbsp;115524 | &nbsp;&nbsp;&nbsp;&nbsp;9571163 |
| &nbsp;&nbsp;Cutera, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;67546 | &nbsp;&nbsp;&nbsp;&nbsp;3213839 |
| &nbsp;&nbsp;Embecta Corp. | &nbsp;&nbsp;219164 | &nbsp;&nbsp;&nbsp;&nbsp;7214879 |
| &nbsp;&nbsp;Glaukos Corp.<sup>(a)</sup> | &nbsp;&nbsp;180483 | &nbsp;&nbsp;&nbsp;&nbsp;8405093 |
| &nbsp;&nbsp;Heska Corp.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;38563 | &nbsp;&nbsp;&nbsp;&nbsp;2481529 |
| &nbsp;&nbsp;Inogen, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;86706 | &nbsp;&nbsp;&nbsp;&nbsp;1935278 |
| &nbsp;&nbsp;Integer Holdings Corp.<sup>(a)</sup> | &nbsp;&nbsp;125599 | &nbsp;&nbsp;&nbsp;&nbsp;9334518 |
| &nbsp;&nbsp;LeMaitre Vascular, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;73288 | &nbsp;&nbsp;&nbsp;&nbsp;3433543 |
| &nbsp;&nbsp;Meridian Bioscience, Inc.<sup>(a)</sup> | &nbsp;&nbsp;165888 | &nbsp;&nbsp;&nbsp;&nbsp;5308416 |
| &nbsp;&nbsp;Merit Medical Systems, Inc.<sup>(a)</sup> | &nbsp;&nbsp;215243 | &nbsp;&nbsp;15497496 |
| &nbsp;&nbsp;Mesa Laboratories, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;18952 | &nbsp;&nbsp;&nbsp;&nbsp;3206110 |
| &nbsp;&nbsp;OraSure Technologies, Inc.<sup>(a)</sup> | &nbsp;&nbsp;275364 | &nbsp;&nbsp;&nbsp;&nbsp;1387835 |
| &nbsp;&nbsp;Orthofix Medical, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;75853 | &nbsp;&nbsp;&nbsp;&nbsp;1364595 |
| &nbsp;&nbsp;SurModics, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;53106 | &nbsp;&nbsp;&nbsp;&nbsp;1918720 |
| &nbsp;&nbsp;Varex Imaging Corp.<sup>(a)</sup> | &nbsp;&nbsp;151297 | &nbsp;&nbsp;&nbsp;&nbsp;3213548 |
| &nbsp;&nbsp;Zimvie, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;79126 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;707386 |
| &nbsp;&nbsp;Zynex, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;84470 | &nbsp;&nbsp;&nbsp;&nbsp;1158924 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;90130212 |
| &nbsp;&nbsp;**Health Care Providers & Services 3.1%** | &nbsp;&nbsp;**Health Care Providers & Services 3.1%** | &nbsp;&nbsp;**Health Care Providers & Services 3.1%** |
| &nbsp;&nbsp;AdaptHealth Corp.<sup>(a)</sup> | &nbsp;&nbsp;290710 | &nbsp;&nbsp;&nbsp;&nbsp;6485740 |
| &nbsp;&nbsp;Addus HomeCare Corp.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;60974 | &nbsp;&nbsp;&nbsp;&nbsp;6724213 |
| &nbsp;&nbsp;AMN Healthcare Services, Inc.<sup>(a)</sup> | &nbsp;&nbsp;164087 | &nbsp;&nbsp;20297562 |
| &nbsp;&nbsp;Apollo Medical Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;148772 | &nbsp;&nbsp;&nbsp;&nbsp;4234051 |
| &nbsp;&nbsp;Community Health Systems, Inc.<sup>(a)</sup> | &nbsp;&nbsp;475061 | &nbsp;&nbsp;&nbsp;&nbsp;1629459 |
| &nbsp;&nbsp;Corvel Corp.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;34979 | &nbsp;&nbsp;&nbsp;&nbsp;5350738 |
| &nbsp;&nbsp;Cross Country Healthcare, Inc.<sup>(a)</sup> | &nbsp;&nbsp;137720 | &nbsp;&nbsp;&nbsp;&nbsp;4927622 |
| &nbsp;&nbsp;Enhabit, Inc.<sup>(a)</sup> | &nbsp;&nbsp;188146 | &nbsp;&nbsp;&nbsp;&nbsp;2692369 |
| &nbsp;&nbsp;Ensign Group, Inc. (The) | &nbsp;&nbsp;209654 | &nbsp;&nbsp;19917130 |
| &nbsp;&nbsp;Fulgent Genetics, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;76893 | &nbsp;&nbsp;&nbsp;&nbsp;2788909 |
| &nbsp;&nbsp;Joint Corp. (The)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;54964 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;819513 |
| &nbsp;&nbsp;ModivCare, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;47952 | &nbsp;&nbsp;&nbsp;&nbsp;3692304 |
| &nbsp;&nbsp;Owens & Minor, Inc. | &nbsp;&nbsp;289125 | &nbsp;&nbsp;&nbsp;&nbsp;5958866 |
| &nbsp;&nbsp;Pediatrix Medical Group, Inc.<sup>(a)</sup> | &nbsp;&nbsp;319862 | &nbsp;&nbsp;&nbsp;&nbsp;5111395 |
| &nbsp;&nbsp;Pennant Group, Inc. (The)<sup>(a)</sup> | &nbsp;&nbsp;106452 | &nbsp;&nbsp;&nbsp;&nbsp;1100714 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;RadNet, Inc.<sup>(a)</sup> | &nbsp;&nbsp;184717 | &nbsp;&nbsp;&nbsp;&nbsp;3651855 |
| &nbsp;&nbsp;Select Medical Holdings Corp. | &nbsp;&nbsp;391518 | &nbsp;&nbsp;&nbsp;&nbsp;9623512 |
| &nbsp;&nbsp;U.S. Physical Therapy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;49310 | &nbsp;&nbsp;&nbsp;&nbsp;4260877 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;109266829 |
| &nbsp;&nbsp;**Health Care Technology 0.6%** | &nbsp;&nbsp;**Health Care Technology 0.6%** | &nbsp;&nbsp;**Health Care Technology 0.6%** |
| &nbsp;&nbsp;Allscripts Healthcare Solutions, Inc.<sup>(a)</sup> | &nbsp;&nbsp;420116 | &nbsp;&nbsp;&nbsp;&nbsp;7956997 |
| &nbsp;&nbsp;Computer Programs & Systems, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;55984 | &nbsp;&nbsp;&nbsp;&nbsp;1657126 |
| &nbsp;&nbsp;HealthStream, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;91575 | &nbsp;&nbsp;&nbsp;&nbsp;2326005 |
| &nbsp;&nbsp;NextGen Healthcare, Inc.<sup>(a)</sup> | &nbsp;&nbsp;208916 | &nbsp;&nbsp;&nbsp;&nbsp;4345453 |
| &nbsp;&nbsp;OptimizeRx Corp.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;68341 | &nbsp;&nbsp;&nbsp;&nbsp;1441312 |
| &nbsp;&nbsp;Simulations Plus, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;60619 | &nbsp;&nbsp;&nbsp;&nbsp;2460525 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;20187418 |
| &nbsp;&nbsp;**Life Sciences Tools & Services 0.2%** | &nbsp;&nbsp;**Life Sciences Tools & Services 0.2%** | &nbsp;&nbsp;**Life Sciences Tools & Services 0.2%** |
| &nbsp;&nbsp;BioLife Solutions, Inc.<sup>(a)</sup> | &nbsp;&nbsp;129243 | &nbsp;&nbsp;&nbsp;&nbsp;2736075 |
| &nbsp;&nbsp;NeoGenomics, Inc.<sup>(a)</sup> | &nbsp;&nbsp;477006 | &nbsp;&nbsp;&nbsp;&nbsp;5347237 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;8083312 |
| &nbsp;&nbsp;**Pharmaceuticals 1.8%** | &nbsp;&nbsp;**Pharmaceuticals 1.8%** | &nbsp;&nbsp;**Pharmaceuticals 1.8%** |
| &nbsp;&nbsp;Amphastar Pharmaceuticals, Inc.<sup>(a)</sup> | &nbsp;&nbsp;144971 | &nbsp;&nbsp;&nbsp;&nbsp;4275195 |
| &nbsp;&nbsp;ANI Pharmaceuticals, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;45750 | &nbsp;&nbsp;&nbsp;&nbsp;1919212 |
| &nbsp;&nbsp;Cara Therapeutics, Inc.<sup>(a)</sup> | &nbsp;&nbsp;171128 | &nbsp;&nbsp;&nbsp;&nbsp;2019310 |
| &nbsp;&nbsp;Collegium Pharmaceutical, Inc.<sup>(a)</sup> | &nbsp;&nbsp;129402 | &nbsp;&nbsp;&nbsp;&nbsp;2830022 |
| &nbsp;&nbsp;Corcept Therapeutics, Inc.<sup>(a)</sup> | &nbsp;&nbsp;361457 | &nbsp;&nbsp;&nbsp;&nbsp;9137633 |
| &nbsp;&nbsp;Harmony Biosciences Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;112166 | &nbsp;&nbsp;&nbsp;&nbsp;6704162 |
| &nbsp;&nbsp;Innoviva, Inc.<sup>(a)</sup> | &nbsp;&nbsp;237886 | &nbsp;&nbsp;&nbsp;&nbsp;3123443 |
| &nbsp;&nbsp;Ligand Pharmaceuticals, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;60818 | &nbsp;&nbsp;&nbsp;&nbsp;4433632 |
| &nbsp;&nbsp;Nektar Therapeutics<sup>(a)</sup> | &nbsp;&nbsp;710621 | &nbsp;&nbsp;&nbsp;&nbsp;1989739 |
| &nbsp;&nbsp;Pacira Pharmaceuticals, Inc.<sup>(a)</sup> | &nbsp;&nbsp;173760 | &nbsp;&nbsp;&nbsp;&nbsp;8383920 |
| &nbsp;&nbsp;Phibro Animal Health Corp., Class A | &nbsp;&nbsp;&nbsp;&nbsp;77120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;949347 |
| &nbsp;&nbsp;Prestige Consumer Healthcare, Inc.<sup>(a)</sup> | &nbsp;&nbsp;188696 | &nbsp;&nbsp;&nbsp;&nbsp;11597256 |
| &nbsp;&nbsp;Supernus Pharmaceuticals, Inc.<sup>(a)</sup> | &nbsp;&nbsp;202848 | &nbsp;&nbsp;&nbsp;&nbsp;7448579 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;64811450 |
| &nbsp;&nbsp;**Total Health Care** | &nbsp;&nbsp;**Total Health Care** | &nbsp;&nbsp;**383696879** |
| &nbsp;&nbsp;**Industrials 16.8%** | &nbsp;&nbsp;**Industrials 16.8%** | &nbsp;&nbsp;**Industrials 16.8%** |
| &nbsp;&nbsp;**Aerospace & Defense 1.3%** | &nbsp;&nbsp;**Aerospace & Defense 1.3%** | &nbsp;&nbsp;**Aerospace & Defense 1.3%** |
| &nbsp;&nbsp;AAR Corp.<sup>(a)</sup> | &nbsp;&nbsp;127540 | &nbsp;&nbsp;&nbsp;&nbsp;5938263 |
| &nbsp;&nbsp;Aerojet Rocketdyne Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;286712 | &nbsp;&nbsp;&nbsp;&nbsp;14909024 |
| &nbsp;&nbsp;Aerovironment, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;94763 | &nbsp;&nbsp;&nbsp;&nbsp;8717248 |
| &nbsp;&nbsp;Kaman Corp. | &nbsp;&nbsp;106211 | &nbsp;&nbsp;&nbsp;&nbsp;2163518 |

---

Columbia Small Cap Index Fund \| Third Quarter Report 2022<br> 7

------

Portfolio of Investments (continued)<br> Columbia Small Cap Index Fund, November 30, 2022 (Unaudited)

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Moog, Inc., Class A | &nbsp;&nbsp;109817 | &nbsp;&nbsp;&nbsp;&nbsp;9557374 |
| &nbsp;&nbsp;National Presto Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;19259 | &nbsp;&nbsp;&nbsp;&nbsp;1331182 |
| &nbsp;&nbsp;Park Aerospace Corp. | &nbsp;&nbsp;&nbsp;&nbsp;73696 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;974998 |
| &nbsp;&nbsp;Triumph Group, Inc.<sup>(a)</sup> | &nbsp;&nbsp;246360 | &nbsp;&nbsp;&nbsp;&nbsp;2820822 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;46412429 |
| &nbsp;&nbsp;**Air Freight & Logistics 0.9%** | &nbsp;&nbsp;**Air Freight & Logistics 0.9%** | &nbsp;&nbsp;**Air Freight & Logistics 0.9%** |
| &nbsp;&nbsp;Atlas Air Worldwide Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;97729 | &nbsp;&nbsp;&nbsp;&nbsp;9848151 |
| &nbsp;&nbsp;Forward Air Corp. | &nbsp;&nbsp;101816 | &nbsp;&nbsp;11441064 |
| &nbsp;&nbsp;HUB Group, Inc., Class A<sup>(a)</sup> | &nbsp;&nbsp;128879 | &nbsp;&nbsp;10845168 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;32134383 |
| &nbsp;&nbsp;**Airlines 0.4%** | &nbsp;&nbsp;**Airlines 0.4%** | &nbsp;&nbsp;**Airlines 0.4%** |
| &nbsp;&nbsp;Allegiant Travel Co.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;58599 | &nbsp;&nbsp;&nbsp;&nbsp;4840863 |
| &nbsp;&nbsp;Hawaiian Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;194850 | &nbsp;&nbsp;&nbsp;&nbsp;2708415 |
| &nbsp;&nbsp;Skywest, Inc.<sup>(a)</sup> | &nbsp;&nbsp;191825 | &nbsp;&nbsp;&nbsp;&nbsp;3539171 |
| &nbsp;&nbsp;Sun Country Airlines Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;123467 | &nbsp;&nbsp;&nbsp;&nbsp;2494034 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;13582483 |
| &nbsp;&nbsp;**Building Products 2.0%** | &nbsp;&nbsp;**Building Products 2.0%** | &nbsp;&nbsp;**Building Products 2.0%** |
| &nbsp;&nbsp;AAON, Inc. | &nbsp;&nbsp;159243 | &nbsp;&nbsp;12621600 |
| &nbsp;&nbsp;American Woodmark Corp.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;62923 | &nbsp;&nbsp;&nbsp;&nbsp;3410427 |
| &nbsp;&nbsp;Apogee Enterprises, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;84017 | &nbsp;&nbsp;&nbsp;&nbsp;4053820 |
| &nbsp;&nbsp;Gibraltar Industries, Inc.<sup>(a)</sup> | &nbsp;&nbsp;119930 | &nbsp;&nbsp;&nbsp;&nbsp;6069657 |
| &nbsp;&nbsp;Griffon Corp. | &nbsp;&nbsp;179596 | &nbsp;&nbsp;&nbsp;&nbsp;6341535 |
| &nbsp;&nbsp;Insteel Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;73965 | &nbsp;&nbsp;&nbsp;&nbsp;2181228 |
| &nbsp;&nbsp;PGT, Inc.<sup>(a)</sup> | &nbsp;&nbsp;227313 | &nbsp;&nbsp;&nbsp;&nbsp;4498524 |
| &nbsp;&nbsp;Quanex Building Products Corp. | &nbsp;&nbsp;126338 | &nbsp;&nbsp;&nbsp;&nbsp;3003054 |
| &nbsp;&nbsp;Resideo Technologies, Inc.<sup>(a)</sup> | &nbsp;&nbsp;552430 | &nbsp;&nbsp;&nbsp;&nbsp;8949366 |
| &nbsp;&nbsp;UFP Industries, Inc. | &nbsp;&nbsp;233668 | &nbsp;&nbsp;19128063 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;70257274 |
| &nbsp;&nbsp;**Commercial Services & Supplies 2.2%** | &nbsp;&nbsp;**Commercial Services & Supplies 2.2%** | &nbsp;&nbsp;**Commercial Services & Supplies 2.2%** |
| &nbsp;&nbsp;ABM Industries, Inc. | &nbsp;&nbsp;253253 | &nbsp;&nbsp;11948476 |
| &nbsp;&nbsp;Brady Corp., Class A | &nbsp;&nbsp;177032 | &nbsp;&nbsp;&nbsp;&nbsp;8479833 |
| &nbsp;&nbsp;CoreCivic, Inc.<sup>(a)</sup> | &nbsp;&nbsp;445999 | &nbsp;&nbsp;&nbsp;&nbsp;5922867 |
| &nbsp;&nbsp;Deluxe Corp. | &nbsp;&nbsp;163374 | &nbsp;&nbsp;&nbsp;&nbsp;3159653 |
| &nbsp;&nbsp;GEO Group, Inc. (The)<sup>(a)</sup> | &nbsp;&nbsp;470537 | &nbsp;&nbsp;&nbsp;&nbsp;5561747 |
| &nbsp;&nbsp;Harsco Corp.<sup>(a)</sup> | &nbsp;&nbsp;301198 | &nbsp;&nbsp;&nbsp;&nbsp;2252961 |
| &nbsp;&nbsp;Healthcare Services Group, Inc. | &nbsp;&nbsp;280805 | &nbsp;&nbsp;&nbsp;&nbsp;3917230 |
| &nbsp;&nbsp;HNI Corp. | &nbsp;&nbsp;156730 | &nbsp;&nbsp;&nbsp;&nbsp;4545170 |
| &nbsp;&nbsp;Interface, Inc. | &nbsp;&nbsp;222819 | &nbsp;&nbsp;&nbsp;&nbsp;2413130 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;KAR Auction Services, Inc.<sup>(a)</sup> | &nbsp;&nbsp;439215 | &nbsp;&nbsp;&nbsp;&nbsp;6034814 |
| &nbsp;&nbsp;Matthews International Corp., Class A | &nbsp;&nbsp;116055 | &nbsp;&nbsp;&nbsp;&nbsp;3674301 |
| &nbsp;&nbsp;MillerKnoll, Inc. | &nbsp;&nbsp;287589 | &nbsp;&nbsp;&nbsp;&nbsp;5863940 |
| &nbsp;&nbsp;Pitney Bowes, Inc. | &nbsp;&nbsp;613171 | &nbsp;&nbsp;&nbsp;&nbsp;2342313 |
| &nbsp;&nbsp;Unifirst Corp. | &nbsp;&nbsp;&nbsp;&nbsp;57231 | &nbsp;&nbsp;11089079 |
| &nbsp;&nbsp;Viad Corp.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;78193 | &nbsp;&nbsp;&nbsp;&nbsp;2315295 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;79520809 |
| &nbsp;&nbsp;**Construction & Engineering 1.3%** | &nbsp;&nbsp;**Construction & Engineering 1.3%** | &nbsp;&nbsp;**Construction & Engineering 1.3%** |
| &nbsp;&nbsp;Arcosa, Inc. | &nbsp;&nbsp;183365 | &nbsp;&nbsp;11203601 |
| &nbsp;&nbsp;Comfort Systems U.S.A., Inc. | &nbsp;&nbsp;135659 | &nbsp;&nbsp;17196135 |
| &nbsp;&nbsp;Granite Construction, Inc. | &nbsp;&nbsp;167166 | &nbsp;&nbsp;&nbsp;&nbsp;6021319 |
| &nbsp;&nbsp;MYR Group, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;63162 | &nbsp;&nbsp;&nbsp;&nbsp;6033866 |
| &nbsp;&nbsp;NV5 Global, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;47168 | &nbsp;&nbsp;&nbsp;&nbsp;6816248 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;47271169 |
| &nbsp;&nbsp;**Electrical Equipment 0.4%** | &nbsp;&nbsp;**Electrical Equipment 0.4%** | &nbsp;&nbsp;**Electrical Equipment 0.4%** |
| &nbsp;&nbsp;AZZ, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;93997 | &nbsp;&nbsp;&nbsp;&nbsp;3913095 |
| &nbsp;&nbsp;Encore Wire Corp. | &nbsp;&nbsp;&nbsp;&nbsp;72524 | &nbsp;&nbsp;10596482 |
| &nbsp;&nbsp;Powell Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;34401 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;905434 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;15415011 |
| &nbsp;&nbsp;**Machinery 4.9%** | &nbsp;&nbsp;**Machinery 4.9%** | &nbsp;&nbsp;**Machinery 4.9%** |
| &nbsp;&nbsp;3D Systems Corp.<sup>(a)</sup> | &nbsp;&nbsp;494012 | &nbsp;&nbsp;&nbsp;&nbsp;5009282 |
| &nbsp;&nbsp;Alamo Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;39022 | &nbsp;&nbsp;&nbsp;&nbsp;5872811 |
| &nbsp;&nbsp;Albany International Corp., Class A | &nbsp;&nbsp;117928 | &nbsp;&nbsp;11954361 |
| &nbsp;&nbsp;Astec Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;86702 | &nbsp;&nbsp;&nbsp;&nbsp;3835696 |
| &nbsp;&nbsp;Barnes Group, Inc. | &nbsp;&nbsp;191559 | &nbsp;&nbsp;&nbsp;&nbsp;8158498 |
| &nbsp;&nbsp;CIRCOR International, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;77207 | &nbsp;&nbsp;&nbsp;&nbsp;2127053 |
| &nbsp;&nbsp;Enerpac Tool Group Corp. | &nbsp;&nbsp;220469 | &nbsp;&nbsp;&nbsp;&nbsp;5520544 |
| &nbsp;&nbsp;EnPro Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;78879 | &nbsp;&nbsp;&nbsp;&nbsp;9370825 |
| &nbsp;&nbsp;ESCO Technologies, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;98032 | &nbsp;&nbsp;&nbsp;&nbsp;9215988 |
| &nbsp;&nbsp;Federal Signal Corp. | &nbsp;&nbsp;229891 | &nbsp;&nbsp;11170404 |
| &nbsp;&nbsp;Franklin Electric Co., Inc. | &nbsp;&nbsp;147449 | &nbsp;&nbsp;12282502 |
| &nbsp;&nbsp;Greenbrier Companies, Inc. (The) | &nbsp;&nbsp;123570 | &nbsp;&nbsp;&nbsp;&nbsp;4743852 |
| &nbsp;&nbsp;Hillenbrand, Inc. | &nbsp;&nbsp;263374 | &nbsp;&nbsp;13168700 |
| &nbsp;&nbsp;John Bean Technologies Corp. | &nbsp;&nbsp;120817 | &nbsp;&nbsp;11098250 |
| &nbsp;&nbsp;Lindsay Corp. | &nbsp;&nbsp;&nbsp;&nbsp;41631 | &nbsp;&nbsp;&nbsp;&nbsp;7347455 |
| &nbsp;&nbsp;Mueller Industries, Inc. | &nbsp;&nbsp;214940 | &nbsp;&nbsp;14781424 |
| &nbsp;&nbsp;Proto Labs, Inc.<sup>(a)</sup> | &nbsp;&nbsp;104289 | &nbsp;&nbsp;&nbsp;&nbsp;2765744 |
| &nbsp;&nbsp;SPX Technologies, Inc.<sup>(a)</sup> | &nbsp;&nbsp;171443 | &nbsp;&nbsp;11469537 |

---

8 Columbia Small Cap Index Fund \| Third Quarter Report 2022

------

Portfolio of Investments (continued)<br> Columbia Small Cap Index Fund, November 30, 2022 (Unaudited)

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Standex International Corp. | &nbsp;&nbsp;&nbsp;&nbsp;45370 | &nbsp;&nbsp;&nbsp;&nbsp;4766118 |
| &nbsp;&nbsp;Tennant Co. | &nbsp;&nbsp;&nbsp;&nbsp;70491 | &nbsp;&nbsp;&nbsp;&nbsp;4478293 |
| &nbsp;&nbsp;Titan International, Inc.<sup>(a)</sup> | &nbsp;&nbsp;192902 | &nbsp;&nbsp;&nbsp;&nbsp;2764286 |
| &nbsp;&nbsp;Trinity Industries, Inc. | &nbsp;&nbsp;310966 | &nbsp;&nbsp;&nbsp;&nbsp;9524888 |
| &nbsp;&nbsp;Wabash National Corp. | &nbsp;&nbsp;184097 | &nbsp;&nbsp;&nbsp;&nbsp;4615312 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;176041823 |
| &nbsp;&nbsp;**Marine 0.3%** | &nbsp;&nbsp;**Marine 0.3%** | &nbsp;&nbsp;**Marine 0.3%** |
| &nbsp;&nbsp;Matson, Inc. | &nbsp;&nbsp;147812 | &nbsp;&nbsp;&nbsp;&nbsp;9424493 |
| &nbsp;&nbsp;**Professional Services 1.2%** | &nbsp;&nbsp;**Professional Services 1.2%** | &nbsp;&nbsp;**Professional Services 1.2%** |
| &nbsp;&nbsp;Exponent, Inc. | &nbsp;&nbsp;193830 | &nbsp;&nbsp;&nbsp;&nbsp;20043960 |
| &nbsp;&nbsp;Forrester Research, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;42462 | &nbsp;&nbsp;&nbsp;&nbsp;1493813 |
| &nbsp;&nbsp;Heidrick & Struggles International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;74841 | &nbsp;&nbsp;&nbsp;&nbsp;2222778 |
| &nbsp;&nbsp;Kelly Services, Inc., Class A | &nbsp;&nbsp;131158 | &nbsp;&nbsp;&nbsp;&nbsp;2228375 |
| &nbsp;&nbsp;Korn/Ferry International | &nbsp;&nbsp;207068 | &nbsp;&nbsp;&nbsp;&nbsp;11809088 |
| &nbsp;&nbsp;Resources Connection, Inc. | &nbsp;&nbsp;120526 | &nbsp;&nbsp;&nbsp;&nbsp;2326152 |
| &nbsp;&nbsp;TrueBlue, Inc.<sup>(a)</sup> | &nbsp;&nbsp;123942 | &nbsp;&nbsp;&nbsp;&nbsp;2674668 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;42798834 |
| &nbsp;&nbsp;**Road & Rail 0.4%** | &nbsp;&nbsp;**Road & Rail 0.4%** | &nbsp;&nbsp;**Road & Rail 0.4%** |
| &nbsp;&nbsp;ArcBest Corp. | &nbsp;&nbsp;&nbsp;&nbsp;93011 | &nbsp;&nbsp;&nbsp;&nbsp;7698520 |
| &nbsp;&nbsp;Heartland Express, Inc. | &nbsp;&nbsp;176597 | &nbsp;&nbsp;&nbsp;&nbsp;2956234 |
| &nbsp;&nbsp;Marten Transport Ltd. | &nbsp;&nbsp;218123 | &nbsp;&nbsp;&nbsp;&nbsp;4648201 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;15302955 |
| &nbsp;&nbsp;**Trading Companies & Distributors 1.5%** | &nbsp;&nbsp;**Trading Companies & Distributors 1.5%** | &nbsp;&nbsp;**Trading Companies & Distributors 1.5%** |
| &nbsp;&nbsp;Applied Industrial Technologies, Inc. | &nbsp;&nbsp;145776 | &nbsp;&nbsp;&nbsp;&nbsp;19313862 |
| &nbsp;&nbsp;Boise Cascade Co. | &nbsp;&nbsp;149583 | &nbsp;&nbsp;&nbsp;&nbsp;11075126 |
| &nbsp;&nbsp;DXP Enterprises, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;60031 | &nbsp;&nbsp;&nbsp;&nbsp;1550601 |
| &nbsp;&nbsp;GMS, Inc.<sup>(a)</sup> | &nbsp;&nbsp;161713 | &nbsp;&nbsp;&nbsp;&nbsp;7940108 |
| &nbsp;&nbsp;NOW, Inc.<sup>(a)</sup> | &nbsp;&nbsp;420336 | &nbsp;&nbsp;&nbsp;&nbsp;5245793 |
| &nbsp;&nbsp;Veritiv Corp. | &nbsp;&nbsp;&nbsp;&nbsp;52954 | &nbsp;&nbsp;&nbsp;&nbsp;7124431 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;52249921 |
| &nbsp;&nbsp;**Total Industrials** | &nbsp;&nbsp;**Total Industrials** | &nbsp;&nbsp;**600411584** |
| &nbsp;&nbsp;**Information Technology 12.7%** | &nbsp;&nbsp;**Information Technology 12.7%** | &nbsp;&nbsp;**Information Technology 12.7%** |
| &nbsp;&nbsp;**Communications Equipment 1.7%** | &nbsp;&nbsp;**Communications Equipment 1.7%** | &nbsp;&nbsp;**Communications Equipment 1.7%** |
| &nbsp;&nbsp;ADTRAN Holdings, Inc. | &nbsp;&nbsp;267148 | &nbsp;&nbsp;&nbsp;&nbsp;5415090 |
| &nbsp;&nbsp;Clearfield, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;43363 | &nbsp;&nbsp;&nbsp;&nbsp;5707438 |
| &nbsp;&nbsp;Comtech Telecommunications Corp. | &nbsp;&nbsp;104315 | &nbsp;&nbsp;&nbsp;&nbsp;1217356 |
| &nbsp;&nbsp;Digi International, Inc.<sup>(a)</sup> | &nbsp;&nbsp;133039 | &nbsp;&nbsp;&nbsp;&nbsp;5650166 |
| &nbsp;&nbsp;Extreme Networks, Inc.<sup>(a)</sup> | &nbsp;&nbsp;490152 | &nbsp;&nbsp;&nbsp;&nbsp;10278488 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Harmonic, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;398377 | &nbsp;&nbsp;&nbsp;&nbsp;6111103 |
| &nbsp;&nbsp;InterDigital, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;112456 | &nbsp;&nbsp;&nbsp;&nbsp;5641918 |
| &nbsp;&nbsp;NETGEAR, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;108956 | &nbsp;&nbsp;&nbsp;&nbsp;2149702 |
| &nbsp;&nbsp;Netscout Systems, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;257507 | &nbsp;&nbsp;&nbsp;&nbsp;9599861 |
| &nbsp;&nbsp;Viavi Solutions, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;863912 | &nbsp;&nbsp;&nbsp;&nbsp;9788123 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;61559245 |
| &nbsp;&nbsp;**Electronic Equipment, Instruments & Components 4.1%** | &nbsp;&nbsp;**Electronic Equipment, Instruments & Components 4.1%** | &nbsp;&nbsp;**Electronic Equipment, Instruments & Components 4.1%** |
| &nbsp;&nbsp;Advanced Energy Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;141662 | &nbsp;&nbsp;&nbsp;&nbsp;13123568 |
| &nbsp;&nbsp;Arlo Technologies, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;332292 | &nbsp;&nbsp;&nbsp;&nbsp;1269355 |
| &nbsp;&nbsp;Badger Meter, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;110985 | &nbsp;&nbsp;&nbsp;&nbsp;12854283 |
| &nbsp;&nbsp;Benchmark Electronics, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;133323 | &nbsp;&nbsp;&nbsp;&nbsp;3849035 |
| &nbsp;&nbsp;CTS Corp. | &nbsp;&nbsp;&nbsp;&nbsp;120829 | &nbsp;&nbsp;&nbsp;&nbsp;5135232 |
| &nbsp;&nbsp;ePlus, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;101972 | &nbsp;&nbsp;&nbsp;&nbsp;5063929 |
| &nbsp;&nbsp;Fabrinet<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;139485 | &nbsp;&nbsp;&nbsp;&nbsp;18608694 |
| &nbsp;&nbsp;FARO Technologies, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69312 | &nbsp;&nbsp;&nbsp;&nbsp;2073815 |
| &nbsp;&nbsp;Insight Enterprises, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;115777 | &nbsp;&nbsp;&nbsp;&nbsp;12030388 |
| &nbsp;&nbsp;Itron, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;171162 | &nbsp;&nbsp;&nbsp;&nbsp;9102395 |
| &nbsp;&nbsp;Knowles Corp.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;347493 | &nbsp;&nbsp;&nbsp;&nbsp;5420891 |
| &nbsp;&nbsp;Methode Electronics, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;139348 | &nbsp;&nbsp;&nbsp;&nbsp;6365417 |
| &nbsp;&nbsp;OSI Systems, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60105 | &nbsp;&nbsp;&nbsp;&nbsp;5318090 |
| &nbsp;&nbsp;PC Connection, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42840 | &nbsp;&nbsp;&nbsp;&nbsp;2379762 |
| &nbsp;&nbsp;Plexus Corp.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;105081 | &nbsp;&nbsp;&nbsp;&nbsp;11582028 |
| &nbsp;&nbsp;Rogers Corp.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71022 | &nbsp;&nbsp;&nbsp;&nbsp;7744239 |
| &nbsp;&nbsp;Sanmina Corp.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;219187 | &nbsp;&nbsp;&nbsp;&nbsp;14486069 |
| &nbsp;&nbsp;Scansource, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95677 | &nbsp;&nbsp;&nbsp;&nbsp;2856915 |
| &nbsp;&nbsp;TTM Technologies, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;387509 | &nbsp;&nbsp;&nbsp;&nbsp;6227270 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;145491375 |
| &nbsp;&nbsp;**IT Services 1.1%** | &nbsp;&nbsp;**IT Services 1.1%** | &nbsp;&nbsp;**IT Services 1.1%** |
| &nbsp;&nbsp;CSG Systems International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;121652 | &nbsp;&nbsp;&nbsp;&nbsp;7522960 |
| &nbsp;&nbsp;EVERTEC, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;250170 | &nbsp;&nbsp;&nbsp;&nbsp;8448241 |
| &nbsp;&nbsp;Payoneer Global, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;748787 | &nbsp;&nbsp;&nbsp;&nbsp;4043450 |
| &nbsp;&nbsp;Perficient, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;131211 | &nbsp;&nbsp;&nbsp;&nbsp;9322541 |
| &nbsp;&nbsp;Sabre Corp.<sup>(a)</sup> | &nbsp;&nbsp;1248072 | &nbsp;&nbsp;&nbsp;&nbsp;7625720 |
| &nbsp;&nbsp;TTEC Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71605 | &nbsp;&nbsp;&nbsp;&nbsp;3433460 |
| &nbsp;&nbsp;Unisys Corp.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;257038 | &nbsp;&nbsp;&nbsp;&nbsp;1105263 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;41501635 |

---

Columbia Small Cap Index Fund \| Third Quarter Report 2022<br> 9

------

Portfolio of Investments (continued)<br> Columbia Small Cap Index Fund, November 30, 2022 (Unaudited)

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;**Semiconductors & Semiconductor Equipment 3.4%** | &nbsp;&nbsp;**Semiconductors & Semiconductor Equipment 3.4%** | &nbsp;&nbsp;**Semiconductors & Semiconductor Equipment 3.4%** |
| &nbsp;&nbsp;Alpha & Omega Semiconductor Ltd.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;84068 | &nbsp;&nbsp;&nbsp;&nbsp;2949105 |
| &nbsp;&nbsp;Axcelis Technologies, Inc.<sup>(a)</sup> | &nbsp;&nbsp;125262 | &nbsp;&nbsp;&nbsp;&nbsp;10003423 |
| &nbsp;&nbsp;Ceva, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;88093 | &nbsp;&nbsp;&nbsp;&nbsp;2393487 |
| &nbsp;&nbsp;Cohu, Inc.<sup>(a)</sup> | &nbsp;&nbsp;182872 | &nbsp;&nbsp;&nbsp;&nbsp;6550475 |
| &nbsp;&nbsp;Diodes, Inc.<sup>(a)</sup> | &nbsp;&nbsp;172459 | &nbsp;&nbsp;&nbsp;&nbsp;15905893 |
| &nbsp;&nbsp;Formfactor, Inc.<sup>(a)</sup> | &nbsp;&nbsp;292480 | &nbsp;&nbsp;&nbsp;&nbsp;6747514 |
| &nbsp;&nbsp;Ichor Holdings Ltd.<sup>(a)</sup> | &nbsp;&nbsp;108979 | &nbsp;&nbsp;&nbsp;&nbsp;3245395 |
| &nbsp;&nbsp;Kulicke & Soffa Industries, Inc. | &nbsp;&nbsp;220188 | &nbsp;&nbsp;&nbsp;&nbsp;10558015 |
| &nbsp;&nbsp;MaxLinear, Inc., Class A<sup>(a)</sup> | &nbsp;&nbsp;273272 | &nbsp;&nbsp;&nbsp;&nbsp;10001755 |
| &nbsp;&nbsp;Onto Innovation, Inc.<sup>(a)</sup> | &nbsp;&nbsp;188385 | &nbsp;&nbsp;&nbsp;&nbsp;15061381 |
| &nbsp;&nbsp;PDF Solutions, Inc.<sup>(a)</sup> | &nbsp;&nbsp;111667 | &nbsp;&nbsp;&nbsp;&nbsp;3502994 |
| &nbsp;&nbsp;Photronics, Inc.<sup>(a)</sup> | &nbsp;&nbsp;233585 | &nbsp;&nbsp;&nbsp;&nbsp;4391398 |
| &nbsp;&nbsp;Rambus, Inc.<sup>(a)</sup> | &nbsp;&nbsp;419115 | &nbsp;&nbsp;&nbsp;&nbsp;16085634 |
| &nbsp;&nbsp;SMART Global Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;189565 | &nbsp;&nbsp;&nbsp;&nbsp;3205544 |
| &nbsp;&nbsp;Ultra Clean Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;172270 | &nbsp;&nbsp;&nbsp;&nbsp;6137980 |
| &nbsp;&nbsp;Veeco Instruments, Inc.<sup>(a)</sup> | &nbsp;&nbsp;194998 | &nbsp;&nbsp;&nbsp;&nbsp;3876560 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;120616553 |
| &nbsp;&nbsp;**Software 2.2%** | &nbsp;&nbsp;**Software 2.2%** | &nbsp;&nbsp;**Software 2.2%** |
| &nbsp;&nbsp;8x8, Inc.<sup>(a)</sup> | &nbsp;&nbsp;454895 | &nbsp;&nbsp;&nbsp;&nbsp;1946951 |
| &nbsp;&nbsp;A10 Networks, Inc. | &nbsp;&nbsp;251288 | &nbsp;&nbsp;&nbsp;&nbsp;4701599 |
| &nbsp;&nbsp;Adeia, Inc. | &nbsp;&nbsp;395097 | &nbsp;&nbsp;&nbsp;&nbsp;4365822 |
| &nbsp;&nbsp;Agilysys, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;74989 | &nbsp;&nbsp;&nbsp;&nbsp;4979270 |
| &nbsp;&nbsp;Alarm.com Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;188609 | &nbsp;&nbsp;&nbsp;&nbsp;9411589 |
| &nbsp;&nbsp;Cerence, Inc.<sup>(a)</sup> | &nbsp;&nbsp;149336 | &nbsp;&nbsp;&nbsp;&nbsp;3062881 |
| &nbsp;&nbsp;Consensus Cloud Solutions, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;66912 | &nbsp;&nbsp;&nbsp;&nbsp;3799932 |
| &nbsp;&nbsp;Digital Turbine, Inc.<sup>(a)</sup> | &nbsp;&nbsp;341070 | &nbsp;&nbsp;&nbsp;&nbsp;6227938 |
| &nbsp;&nbsp;Ebix, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;89063 | &nbsp;&nbsp;&nbsp;&nbsp;1691306 |
| &nbsp;&nbsp;LivePerson, Inc.<sup>(a)</sup> | &nbsp;&nbsp;263296 | &nbsp;&nbsp;&nbsp;&nbsp;3091095 |
| &nbsp;&nbsp;LiveRamp Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;254596 | &nbsp;&nbsp;&nbsp;&nbsp;5590928 |
| &nbsp;&nbsp;OneSpan, Inc.<sup>(a)</sup> | &nbsp;&nbsp;133625 | &nbsp;&nbsp;&nbsp;&nbsp;1679666 |
| &nbsp;&nbsp;Progress Software Corp. | &nbsp;&nbsp;164803 | &nbsp;&nbsp;&nbsp;&nbsp;8787296 |
| &nbsp;&nbsp;SPS Commerce, Inc.<sup>(a)</sup> | &nbsp;&nbsp;136565 | &nbsp;&nbsp;&nbsp;&nbsp;19427737 |
| &nbsp;&nbsp;Xperi, Inc.<sup>(a)</sup> | &nbsp;&nbsp;158039 | &nbsp;&nbsp;&nbsp;&nbsp;1692598 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;80456608 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;**Technology Hardware, Storage & Peripherals 0.2%** | &nbsp;&nbsp;**Technology Hardware, Storage & Peripherals 0.2%** | &nbsp;&nbsp;**Technology Hardware, Storage & Peripherals 0.2%** |
| &nbsp;&nbsp;Avid Technology, Inc.<sup>(a)</sup> | &nbsp;&nbsp;128640 | &nbsp;&nbsp;&nbsp;&nbsp;3612211 |
| &nbsp;&nbsp;Corsair Gaming, Inc.<sup>(a)</sup> | &nbsp;&nbsp;145293 | &nbsp;&nbsp;&nbsp;&nbsp;2451093 |
| &nbsp;&nbsp;Diebold, Inc.<sup>(a)</sup> | &nbsp;&nbsp;281807 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;605885 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;6669189 |
| &nbsp;&nbsp;**Total Information Technology** | &nbsp;&nbsp;**Total Information Technology** | &nbsp;&nbsp;**456294605** |
| &nbsp;&nbsp;**Materials 5.7%** | &nbsp;&nbsp;**Materials 5.7%** | &nbsp;&nbsp;**Materials 5.7%** |
| &nbsp;&nbsp;**Chemicals 3.1%** | &nbsp;&nbsp;**Chemicals 3.1%** | &nbsp;&nbsp;**Chemicals 3.1%** |
| &nbsp;&nbsp;AdvanSix, Inc. | &nbsp;&nbsp;106200 | &nbsp;&nbsp;&nbsp;&nbsp;4371192 |
| &nbsp;&nbsp;American Vanguard Corp. | &nbsp;&nbsp;110033 | &nbsp;&nbsp;&nbsp;&nbsp;2530759 |
| &nbsp;&nbsp;Balchem Corp. | &nbsp;&nbsp;121800 | &nbsp;&nbsp;&nbsp;&nbsp;17149440 |
| &nbsp;&nbsp;FutureFuel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;97907 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;865498 |
| &nbsp;&nbsp;Hawkins, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;71691 | &nbsp;&nbsp;&nbsp;&nbsp;2982346 |
| &nbsp;&nbsp;HB Fuller Co. | &nbsp;&nbsp;201589 | &nbsp;&nbsp;&nbsp;&nbsp;16189613 |
| &nbsp;&nbsp;Innospec, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;94005 | &nbsp;&nbsp;&nbsp;&nbsp;10424214 |
| &nbsp;&nbsp;Koppers Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;79239 | &nbsp;&nbsp;&nbsp;&nbsp;2360530 |
| &nbsp;&nbsp;Livent Corp.<sup>(a),(e)</sup> | &nbsp;&nbsp;679679 | &nbsp;&nbsp;&nbsp;&nbsp;19024215 |
| &nbsp;&nbsp;Mativ Holdings, Inc. | &nbsp;&nbsp;207322 | &nbsp;&nbsp;&nbsp;&nbsp;4306078 |
| &nbsp;&nbsp;Minerals Technologies, Inc. | &nbsp;&nbsp;123597 | &nbsp;&nbsp;&nbsp;&nbsp;7451663 |
| &nbsp;&nbsp;Quaker Chemical Corp. | &nbsp;&nbsp;&nbsp;&nbsp;51669 | &nbsp;&nbsp;&nbsp;&nbsp;10167942 |
| &nbsp;&nbsp;Rayonier Advanced Materials, Inc.<sup>(a)</sup> | &nbsp;&nbsp;242571 | &nbsp;&nbsp;&nbsp;&nbsp;1877500 |
| &nbsp;&nbsp;Stepan Co. | &nbsp;&nbsp;&nbsp;&nbsp;80349 | &nbsp;&nbsp;&nbsp;&nbsp;8964538 |
| &nbsp;&nbsp;Tredegar Corp. | &nbsp;&nbsp;&nbsp;&nbsp;95354 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;985960 |
| &nbsp;&nbsp;Trinseo PLC | &nbsp;&nbsp;132614 | &nbsp;&nbsp;&nbsp;&nbsp;3268935 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;112920423 |
| &nbsp;&nbsp;**Containers & Packaging 0.4%** | &nbsp;&nbsp;**Containers & Packaging 0.4%** | &nbsp;&nbsp;**Containers & Packaging 0.4%** |
| &nbsp;&nbsp;Myers Industries, Inc. | &nbsp;&nbsp;138283 | &nbsp;&nbsp;&nbsp;&nbsp;3227526 |
| &nbsp;&nbsp;O-I Glass, Inc.<sup>(a)</sup> | &nbsp;&nbsp;590459 | &nbsp;&nbsp;&nbsp;&nbsp;9689432 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;12916958 |
| &nbsp;&nbsp;**Metals & Mining 1.9%** | &nbsp;&nbsp;**Metals & Mining 1.9%** | &nbsp;&nbsp;**Metals & Mining 1.9%** |
| &nbsp;&nbsp;Arconic Corp.<sup>(a)</sup> | &nbsp;&nbsp;389291 | &nbsp;&nbsp;&nbsp;&nbsp;9276804 |
| &nbsp;&nbsp;ATI, Inc.<sup>(a)</sup> | &nbsp;&nbsp;492575 | &nbsp;&nbsp;&nbsp;&nbsp;15028463 |
| &nbsp;&nbsp;Carpenter Technology Corp. | &nbsp;&nbsp;183069 | &nbsp;&nbsp;&nbsp;&nbsp;7516813 |
| &nbsp;&nbsp;Century Aluminum Co.<sup>(a)</sup> | &nbsp;&nbsp;193995 | &nbsp;&nbsp;&nbsp;&nbsp;1747895 |
| &nbsp;&nbsp;Compass Minerals International, Inc. | &nbsp;&nbsp;129535 | &nbsp;&nbsp;&nbsp;&nbsp;5744877 |
| &nbsp;&nbsp;Haynes International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;47255 | &nbsp;&nbsp;&nbsp;&nbsp;2360860 |
| &nbsp;&nbsp;Kaiser Aluminum Corp. | &nbsp;&nbsp;&nbsp;&nbsp;60447 | &nbsp;&nbsp;&nbsp;&nbsp;5464409 |
| &nbsp;&nbsp;Materion Corp. | &nbsp;&nbsp;&nbsp;&nbsp;77825 | &nbsp;&nbsp;&nbsp;&nbsp;6269582 |

---

10 Columbia Small Cap Index Fund \| Third Quarter Report 2022

------

Portfolio of Investments (continued)<br> Columbia Small Cap Index Fund, November 30, 2022 (Unaudited)

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Olympic Steel, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36289 | &nbsp;&nbsp;&nbsp;&nbsp;1273381 |
| &nbsp;&nbsp;SunCoke Energy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;316210 | &nbsp;&nbsp;&nbsp;&nbsp;2675137 |
| &nbsp;&nbsp;TimkenSteel Corp.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;156000 | &nbsp;&nbsp;&nbsp;&nbsp;2917200 |
| &nbsp;&nbsp;Warrior Met Coal, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;195867 | &nbsp;&nbsp;&nbsp;&nbsp;7211823 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;67487244 |
| &nbsp;&nbsp;**Paper & Forest Products 0.3%** | &nbsp;&nbsp;**Paper & Forest Products 0.3%** | &nbsp;&nbsp;**Paper & Forest Products 0.3%** |
| &nbsp;&nbsp;Clearwater Paper Corp.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63480 | &nbsp;&nbsp;&nbsp;&nbsp;2477624 |
| &nbsp;&nbsp;Mercer International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;153048 | &nbsp;&nbsp;&nbsp;&nbsp;2112062 |
| &nbsp;&nbsp;Sylvamo Corp. | &nbsp;&nbsp;&nbsp;&nbsp;125494 | &nbsp;&nbsp;&nbsp;&nbsp;6787971 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;11377657 |
| &nbsp;&nbsp;**Total Materials** | &nbsp;&nbsp;**Total Materials** | &nbsp;&nbsp;**204702282** |
| &nbsp;&nbsp;**Real Estate 7.6%** | &nbsp;&nbsp;**Real Estate 7.6%** | &nbsp;&nbsp;**Real Estate 7.6%** |
| &nbsp;&nbsp;**Equity Real Estate Investment Trusts (REITS) 7.2%** | &nbsp;&nbsp;**Equity Real Estate Investment Trusts (REITS) 7.2%** | &nbsp;&nbsp;**Equity Real Estate Investment Trusts (REITS) 7.2%** |
| &nbsp;&nbsp;Acadia Realty Trust | &nbsp;&nbsp;&nbsp;&nbsp;359972 | &nbsp;&nbsp;&nbsp;&nbsp;5536369 |
| &nbsp;&nbsp;Agree Realty Corp. | &nbsp;&nbsp;&nbsp;&nbsp;302719 | &nbsp;&nbsp;&nbsp;&nbsp;21175194 |
| &nbsp;&nbsp;Alexander & Baldwin, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;275671 | &nbsp;&nbsp;&nbsp;&nbsp;5444502 |
| &nbsp;&nbsp;American Assets Trust, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;197384 | &nbsp;&nbsp;&nbsp;&nbsp;5781377 |
| &nbsp;&nbsp;Armada Hoffler Properties, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;256738 | &nbsp;&nbsp;&nbsp;&nbsp;3119367 |
| &nbsp;&nbsp;Brandywine Realty Trust | &nbsp;&nbsp;&nbsp;&nbsp;650576 | &nbsp;&nbsp;&nbsp;&nbsp;4495480 |
| &nbsp;&nbsp;CareTrust REIT, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;367924 | &nbsp;&nbsp;&nbsp;&nbsp;7284895 |
| &nbsp;&nbsp;Centerspace | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58289 | &nbsp;&nbsp;&nbsp;&nbsp;3759641 |
| &nbsp;&nbsp;Chatham Lodging Trust<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;185071 | &nbsp;&nbsp;&nbsp;&nbsp;2474399 |
| &nbsp;&nbsp;Community Healthcare Trust, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88511 | &nbsp;&nbsp;&nbsp;&nbsp;3120898 |
| &nbsp;&nbsp;DiamondRock Hospitality Co. | &nbsp;&nbsp;&nbsp;&nbsp;799798 | &nbsp;&nbsp;&nbsp;&nbsp;7526099 |
| &nbsp;&nbsp;Diversified Healthcare Trust | &nbsp;&nbsp;&nbsp;&nbsp;906730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;897663 |
| &nbsp;&nbsp;Easterly Government Properties, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;344369 | &nbsp;&nbsp;&nbsp;&nbsp;5454805 |
| &nbsp;&nbsp;Elme Communities | &nbsp;&nbsp;&nbsp;&nbsp;331419 | &nbsp;&nbsp;&nbsp;&nbsp;6548840 |
| &nbsp;&nbsp;Essential Properties Realty Trust, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;535499 | &nbsp;&nbsp;&nbsp;&nbsp;12428932 |
| &nbsp;&nbsp;Four Corners Property Trust, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;308888 | &nbsp;&nbsp;&nbsp;&nbsp;8383220 |
| &nbsp;&nbsp;Franklin Street Properties Corp. | &nbsp;&nbsp;&nbsp;&nbsp;348400 | &nbsp;&nbsp;&nbsp;&nbsp;1017328 |
| &nbsp;&nbsp;Getty Realty Corp. | &nbsp;&nbsp;&nbsp;&nbsp;161262 | &nbsp;&nbsp;&nbsp;&nbsp;5324871 |
| &nbsp;&nbsp;Global Net Lease, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;393174 | &nbsp;&nbsp;&nbsp;&nbsp;5319644 |
| &nbsp;&nbsp;Hersha Hospitality Trust | &nbsp;&nbsp;&nbsp;&nbsp;124616 | &nbsp;&nbsp;&nbsp;&nbsp;1200052 |
| &nbsp;&nbsp;Hudson Pacific Properties, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;488809 | &nbsp;&nbsp;&nbsp;&nbsp;5650632 |
| &nbsp;&nbsp;Industrial Logistics Properties Trust | &nbsp;&nbsp;&nbsp;&nbsp;248092 | &nbsp;&nbsp;&nbsp;&nbsp;1009735 |
| &nbsp;&nbsp;Innovative Industrial Properties, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;106071 | &nbsp;&nbsp;&nbsp;&nbsp;12856866 |
| &nbsp;&nbsp;iStar, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;323741 | &nbsp;&nbsp;&nbsp;&nbsp;2599640 |
| &nbsp;&nbsp;LTC Properties, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;153591 | &nbsp;&nbsp;&nbsp;&nbsp;6034591 |
| &nbsp;&nbsp;LXP Industrial Trust | &nbsp;&nbsp;1061333 | &nbsp;&nbsp;&nbsp;&nbsp;11419943 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;NexPoint Residential Trust, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;86557 | &nbsp;&nbsp;&nbsp;&nbsp;4162526 |
| &nbsp;&nbsp;Office Properties Income Trust | &nbsp;&nbsp;183736 | &nbsp;&nbsp;&nbsp;&nbsp;2809324 |
| &nbsp;&nbsp;Orion Office REIT, Inc. | &nbsp;&nbsp;214754 | &nbsp;&nbsp;&nbsp;&nbsp;1995065 |
| &nbsp;&nbsp;Outfront Media, Inc. | &nbsp;&nbsp;553621 | &nbsp;&nbsp;&nbsp;&nbsp;10125728 |
| &nbsp;&nbsp;Retail Opportunity Investments Corp. | &nbsp;&nbsp;472251 | &nbsp;&nbsp;&nbsp;&nbsp;7201828 |
| &nbsp;&nbsp;RPT Realty | &nbsp;&nbsp;322971 | &nbsp;&nbsp;&nbsp;&nbsp;3617275 |
| &nbsp;&nbsp;Safehold, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;90809 | &nbsp;&nbsp;&nbsp;&nbsp;2680663 |
| &nbsp;&nbsp;Saul Centers, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;48899 | &nbsp;&nbsp;&nbsp;&nbsp;2107547 |
| &nbsp;&nbsp;Service Properties Trust | &nbsp;&nbsp;626186 | &nbsp;&nbsp;&nbsp;&nbsp;4915560 |
| &nbsp;&nbsp;SITE Centers Corp. | &nbsp;&nbsp;706114 | &nbsp;&nbsp;&nbsp;&nbsp;9596089 |
| &nbsp;&nbsp;Summit Hotel Properties, Inc. | &nbsp;&nbsp;405350 | &nbsp;&nbsp;&nbsp;&nbsp;3465743 |
| &nbsp;&nbsp;Sunstone Hotel Investors, Inc. | &nbsp;&nbsp;805081 | &nbsp;&nbsp;&nbsp;&nbsp;8847840 |
| &nbsp;&nbsp;Tanger Factory Outlet Centers, Inc. | &nbsp;&nbsp;395764 | &nbsp;&nbsp;&nbsp;&nbsp;7697610 |
| &nbsp;&nbsp;Uniti Group, Inc. | &nbsp;&nbsp;899631 | &nbsp;&nbsp;&nbsp;&nbsp;6855188 |
| &nbsp;&nbsp;Universal Health Realty Income Trust | &nbsp;&nbsp;&nbsp;&nbsp;48145 | &nbsp;&nbsp;&nbsp;&nbsp;2527131 |
| &nbsp;&nbsp;Urban Edge Properties | &nbsp;&nbsp;445332 | &nbsp;&nbsp;&nbsp;&nbsp;7005072 |
| &nbsp;&nbsp;Urstadt Biddle Properties, Inc., Class A | &nbsp;&nbsp;114371 | &nbsp;&nbsp;&nbsp;&nbsp;2187917 |
| &nbsp;&nbsp;Veris Residential, Inc.<sup>(a)</sup> | &nbsp;&nbsp;300468 | &nbsp;&nbsp;&nbsp;&nbsp;4825516 |
| &nbsp;&nbsp;Whitestone REIT | &nbsp;&nbsp;175974 | &nbsp;&nbsp;&nbsp;&nbsp;1712227 |
| &nbsp;&nbsp;Xenia Hotels & Resorts, Inc. | &nbsp;&nbsp;433615 | &nbsp;&nbsp;&nbsp;&nbsp;6686343 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;256887175 |
| &nbsp;&nbsp;**Real Estate Management & Development 0.4%** | &nbsp;&nbsp;**Real Estate Management & Development 0.4%** | &nbsp;&nbsp;**Real Estate Management & Development 0.4%** |
| &nbsp;&nbsp;Anywhere Real Estate, Inc.<sup>(a)</sup> | &nbsp;&nbsp;433702 | &nbsp;&nbsp;&nbsp;&nbsp;3274450 |
| &nbsp;&nbsp;Douglas Elliman, Inc. | &nbsp;&nbsp;255798 | &nbsp;&nbsp;&nbsp;&nbsp;1053888 |
| &nbsp;&nbsp;Marcus & Millichap, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;95470 | &nbsp;&nbsp;&nbsp;&nbsp;3555303 |
| &nbsp;&nbsp;RE/MAX Holdings, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;71178 | &nbsp;&nbsp;&nbsp;&nbsp;1480502 |
| &nbsp;&nbsp;St. Joe Co. (The) | &nbsp;&nbsp;129556 | &nbsp;&nbsp;&nbsp;&nbsp;4978837 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;14342980 |
| &nbsp;&nbsp;**Total Real Estate** | &nbsp;&nbsp;**Total Real Estate** | &nbsp;&nbsp;**271230155** |
| &nbsp;&nbsp;**Utilities 2.2%** | &nbsp;&nbsp;**Utilities 2.2%** | &nbsp;&nbsp;**Utilities 2.2%** |
| &nbsp;&nbsp;**Gas Utilities 0.9%** | &nbsp;&nbsp;**Gas Utilities 0.9%** | &nbsp;&nbsp;**Gas Utilities 0.9%** |
| &nbsp;&nbsp;Chesapeake Utilities Corp. | &nbsp;&nbsp;&nbsp;&nbsp;67261 | &nbsp;&nbsp;&nbsp;&nbsp;8053160 |
| &nbsp;&nbsp;Northwest Natural Holding Co. | &nbsp;&nbsp;132022 | &nbsp;&nbsp;&nbsp;&nbsp;6615622 |
| &nbsp;&nbsp;South Jersey Industries, Inc. | &nbsp;&nbsp;464375 | &nbsp;&nbsp;&nbsp;&nbsp;16113812 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;30782594 |

---

Columbia Small Cap Index Fund \| Third Quarter Report 2022<br> 11

------

Portfolio of Investments (continued)<br> Columbia Small Cap Index Fund, November 30, 2022 (Unaudited)

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;**Multi-Utilities 0.4%** | &nbsp;&nbsp;**Multi-Utilities 0.4%** | &nbsp;&nbsp;**Multi-Utilities 0.4%** |
| &nbsp;&nbsp;Avista Corp. | &nbsp;&nbsp;276721 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11423043 |
| &nbsp;&nbsp;Unitil Corp. | &nbsp;&nbsp;&nbsp;&nbsp;60803 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3333220 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14756263 |
| &nbsp;&nbsp;**Water Utilities 0.9%** | &nbsp;&nbsp;**Water Utilities 0.9%** | &nbsp;&nbsp;**Water Utilities 0.9%** |
| &nbsp;&nbsp;American States Water Co. | &nbsp;&nbsp;140137 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13732025 |
| &nbsp;&nbsp;California Water Service Group | &nbsp;&nbsp;206112 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13382852 |
| &nbsp;&nbsp;Middlesex Water Co. | &nbsp;&nbsp;&nbsp;&nbsp;66775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6240124 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33355001 |
| &nbsp;&nbsp;**Total Utilities** | &nbsp;&nbsp;**Total Utilities** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**78893858** |
| &nbsp;&nbsp;Total Common Stocks<br> (Cost $2,404,439,608) | &nbsp;&nbsp;Total Common Stocks<br> (Cost $2,404,439,608) | &nbsp;&nbsp;**3528345767** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Exchange-Traded Equity Funds 1.0%** | &nbsp;&nbsp;**Exchange-Traded Equity Funds 1.0%** | &nbsp;&nbsp;**Exchange-Traded Equity Funds 1.0%** |
|  | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;**U.S. Small Cap 1.0%** | &nbsp;&nbsp;**U.S. Small Cap 1.0%** | &nbsp;&nbsp;**U.S. Small Cap 1.0%** |
| &nbsp;&nbsp;iShares Core S&P Small-Cap ETF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360249 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36687758 |
| &nbsp;&nbsp;Total Exchange-Traded Equity Funds<br> (Cost $36,413,226) | &nbsp;&nbsp;Total Exchange-Traded Equity Funds<br> (Cost $36,413,226) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**36687758** |
| &nbsp;&nbsp;**Money Market Funds 0.4%** | &nbsp;&nbsp;**Money Market Funds 0.4%** | &nbsp;&nbsp;**Money Market Funds 0.4%** |
| &nbsp;&nbsp;Columbia Short-Term Cash Fund, 3.989%<sup>(f),(g)</sup> | &nbsp;&nbsp;13245687 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13240389 |
| &nbsp;&nbsp;Total Money Market Funds<br> (Cost $13,236,726) | &nbsp;&nbsp;Total Money Market Funds<br> (Cost $13,236,726) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**13240389** |
| &nbsp;&nbsp;**Total Investments in Securities<br> (Cost: $2,454,089,560)** | &nbsp;&nbsp;**Total Investments in Securities<br> (Cost: $2,454,089,560)** | &nbsp;&nbsp;**3578273914** |
| &nbsp;&nbsp;**Other Assets & Liabilities, Net** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**6566649** |
| &nbsp;&nbsp;**Net Assets** | &nbsp;&nbsp;**Net Assets** | &nbsp;&nbsp;**3584840563** |

---

At November 30, 2022, securities and/or cash totaling $2,715,030 were pledged as collateral.

#### Investments in derivatives<br>

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;**Long futures contracts** | &nbsp;&nbsp;**Long futures contracts** | &nbsp;&nbsp;**Long futures contracts** | &nbsp;&nbsp;**Long futures contracts** | &nbsp;&nbsp;**Long futures contracts** | &nbsp;&nbsp;**Long futures contracts** | &nbsp;&nbsp;**Long futures contracts** |
| &nbsp;&nbsp;**Description** | **Number of<br> contracts** | &nbsp;&nbsp;&nbsp;&nbsp;**Expiration<br> date** | &nbsp;&nbsp;&nbsp;&nbsp;**Trading<br> currency** | &nbsp;&nbsp;&nbsp;&nbsp;**Notional<br> amount** | &nbsp;&nbsp;&nbsp;&nbsp;**Value/Unrealized<br> appreciation ($)** | &nbsp;&nbsp;&nbsp;&nbsp;**Value/Unrealized<br> depreciation ($)** |
| &nbsp;&nbsp;Russell 2000 Index E-mini | 251 | &nbsp;&nbsp;&nbsp;&nbsp;12/2022 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;23688125 | &nbsp;&nbsp;&nbsp;&nbsp;1871909 | &nbsp;&nbsp;&nbsp;&nbsp;— |

---

#### Notes to Portfolio of Investments
(a) Non-income producing investment.

(b) Represents fair value as determined in good faith under procedures approved by the Board of Trustees. At November 30, 2022, the total value of these securities amounted to $0, which
represents less than 0.01% of total net assets.

(c) Denotes a restricted security, which is subject to legal or contractual restrictions on resale under federal securities laws. Disposal of a restricted investment may involve
time-consuming negotiations and expenses, and prompt sale at an acceptable price may be difficult to achieve. Private placement securities are generally considered to be restricted, although certain of those
securities may be traded between qualified institutional investors under the provisions of Section 4(a)(2) and Rule 144A. The Fund will not incur any registration costs upon such a trade. These securities are valued
at fair value determined in good faith under consistently applied procedures established by the Fund's Board of Trustees. At November 30, 2022, the total market value of these securities amounted to $0, which
represents less than 0.01% of total net assets. Additional information on these securities is as follows:

---

| | | | | |
|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;**Security** | **Acquisition<br> Dates** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Cost ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;OmniAb, Inc. | 09/03/2021 | &nbsp;&nbsp;23460 | &nbsp;&nbsp;— | &nbsp;&nbsp;— |
| &nbsp;&nbsp;OmniAb, Inc. | 09/03/2021 | &nbsp;&nbsp;23460 | &nbsp;&nbsp;— | &nbsp;&nbsp;— |

---

(d) Valuation based on significant unobservable inputs.

(e) This security or a portion of this security has been pledged as collateral in connection with derivative contracts.

(f) The rate shown is the seven-day current annualized yield at November 30, 2022.

12 Columbia Small Cap Index Fund \| Third Quarter Report 2022

------

Portfolio of Investments (continued)<br> Columbia Small Cap Index Fund, November 30, 2022 (Unaudited)

#### Notes to Portfolio of Investments (continued)<br>
**(g)** **As defined in the Investment Company Act of 1940, as amended, an affiliated company is one in which the Fund owns 5% or more of the company's outstanding voting securities, or a company which is under common ownership or control with the Fund. The value of the holdings and transactions in these affiliated companies during the period ended November 30, 2022 are as follows:** 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;**Affiliated issuers** | **Beginning<br> of period($)** | &nbsp;&nbsp;**Purchases($)** | &nbsp;&nbsp;**Sales($)** | &nbsp;&nbsp;**Net change in<br> unrealized<br> appreciation<br> (depreciation)($)** | &nbsp;&nbsp;**End of<br> period($)** | &nbsp;&nbsp;**Realized gain<br> (loss)($)** | &nbsp;&nbsp;**Dividends($)** | &nbsp;&nbsp;**End of<br> period shares** |
| &nbsp;&nbsp;Columbia Short-Term Cash Fund, 3.989% | &nbsp;&nbsp;Columbia Short-Term Cash Fund, 3.989% | &nbsp;&nbsp;Columbia Short-Term Cash Fund, 3.989% | &nbsp;&nbsp;Columbia Short-Term Cash Fund, 3.989% | &nbsp;&nbsp;Columbia Short-Term Cash Fund, 3.989% | &nbsp;&nbsp;Columbia Short-Term Cash Fund, 3.989% | &nbsp;&nbsp;Columbia Short-Term Cash Fund, 3.989% | &nbsp;&nbsp;Columbia Short-Term Cash Fund, 3.989% | &nbsp;&nbsp;Columbia Short-Term Cash Fund, 3.989% |
|  | 28841820 | &nbsp;&nbsp;423975843 | &nbsp;&nbsp;(439579072) | &nbsp;&nbsp;1798 | &nbsp;&nbsp;13240389 | &nbsp;&nbsp;(6103) | &nbsp;&nbsp;334272 | &nbsp;&nbsp;13245687 |

---

#### Currency Legend
USD US Dollar

Investments are valued using policies described in the Notes to Financial Statements in the most recent shareholder report.

Columbia Small Cap Index Fund \| Third Quarter Report 2022<br> 13

------

You may at any time request, free of charge, to receive a paper copy of this report by calling 800.345.6611.

3QT228_02_N01_(01/23)

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** Columbia Funds Series Trust

- **b. Investment Company Act file number:** 811-09645

- **c. CIK number of Registrant:** 0001097519

- **d. LEI of Registrant:** 549300712V4UL3XCAB43

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 290 Congress Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02110

  - **Telephone number:** 800-345-6611

**Item A.2. Information about the Series.**

- **a. Name of Series:** Columbia Small Cap Index Fund

- **b. EDGAR series identifier (if any):** S000010827

- **c. LEI of Series:** MMI1JP58GJXQM4BPNC22

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2023-02-28

- **b. Date as of which information is reported:** 2022-11-30

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $3590412176.50

**Total Liabilities:** $358710.01

**Net Assets:** $3590053466.49

**Cash Not Reported:** $3108.20

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000030056 | -9.91%               | 12.34%               | 4.10%                |
| Class ID C000030057 | -9.89%               | 12.35%               | 4.14%                |
| Class ID C000122595 | -9.89%               | 12.35%               | 4.10%                |
| Class ID C000173201 | -9.88%               | 12.33%               | 4.15%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $7474102.17              | $-358427082.62                             |
| Month 2  | $25904481.34             | $355773580.52                              |
| Month 3  | $4304977.08              | $131665731.46                              |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                       | Title                                      | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| DIODES INC                                 | Diodes Inc                                 | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |    172459 | NS      | $15905893.57  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| DIVERSIFIED HEALTHCARE TRUST               | Senior Housing Properties Trust            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    906730 | NS      | $897662.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DONNELLEY FINANCIAL SOLUTIONS INC          | Donnelley Financial Solutions Inc          | CUSIP: 25787G100<br>LEI: 549300O1NPY4J56QCU04 | Long             | EC               | CORP              | US        |     96905 | NS      | $3699832.90   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DORMAN PRODUCTS INC                        | Dorman Products Inc                        | CUSIP: 258278100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    107268 | NS      | $9615503.52   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| DOUGLAS ELLIMAN INC                        | Douglas Elliman Inc                        | CUSIP: 25961D105<br>LEI: 549300BXICHPOXA1NO93 | Long             | EC               | CORP              | US        |    255798 | NS      | $1053887.76   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DRIL-QUIP INC                              | Dril-Quip Inc                              | CUSIP: 262037104<br>LEI: 5299007REICYIJNMW197 | Long             | EC               | CORP              | US        |    130343 | NS      | $3068274.22   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DYNAVAX TECHNOLOGIES CORP                  | Dynavax Technologies Corp                  | CUSIP: 268158201<br>LEI: 549300T5URIXWDILX594 | Long             | EC               | CORP              | US        |    446006 | NS      | $5534934.46   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ELF BEAUTY INC                             | elf Beauty Inc                             | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               | CORP              | US        |    188847 | NS      | $10379031.12  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| EL POLLO LOCO HOLDINGS INC                 | El Pollo Loco Holdings Inc                 | CUSIP: 268603107<br>LEI: 549300EZCBNF4G707K90 | Long             | EC               | CORP              | US        |     74365 | NS      | $810578.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EAGLE BANCORP INC                          | Eagle Bancorp Inc                          | CUSIP: 268948106<br>LEI: 549300B47NZODRMG3D47 | Long             | EC               | CORP              | US        |    121663 | NS      | $5737627.08   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| EAGLE PHARMACEUTICALS INC                  | Eagle Pharmaceuticals Inc/DE               | CUSIP: 269796108<br>LEI: 549300TN20OLYTJVP152 | Long             | EC               | CORP              | US        |     40300 | NS      | $1463696.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTERLY GOVERNMENT PROPERTIES INC         | Easterly Government Properties Inc         | CUSIP: 27616P103<br>LEI: 549300ERMCEFC6S8HL77 | Long             | EC               | CORP              | US        |    344369 | NS      | $5454804.96   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Ebix                                       | Ebix Inc                                   | CUSIP: 278715206<br>LEI: 549300DHXVZR5SW5QR44 | Long             | EC               | CORP              | US        |     89063 | NS      | $1691306.37   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EDGEWELL PERSONAL CARE CO                  | Edgewell Personal Care Co                  | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               | CORP              | US        |    196519 | NS      | $8491585.99   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| 8X8 INC.                                   | 8x8 Inc                                    | CUSIP: 282914100<br>LEI: 254900XWSOC5U1BRW939 | Long             | EC               | CORP              | US        |    454895 | NS      | $1946950.60   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ELLINGTON FINANCIAL INC                    | Ellington Financial Inc                    | CUSIP: 28852N109<br>LEI: 60GS1D1R1YY5G1W7IT74 | Long             | EC               | CORP              | US        |    215987 | NS      | $2946062.68   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| EMBECTA CORP                               | Embecta Corp                               | CUSIP: 29082K105<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | EC               | CORP              | US        |    219164 | NS      | $7214878.88   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| EMERGENT BIO                               | Emergent BioSolutions Inc                  | CUSIP: 29089Q105<br>LEI: 549300YW6TUOX8BE5103 | Long             | EC               | CORP              | US        |    168274 | NS      | $2069770.20   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EMPLOYERS HOLDINGS INC                     | Employers Holdings Inc                     | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    103538 | NS      | $4811410.86   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ENANTA PHARMACEUTICALS INC                 | Enanta Pharmaceuticals Inc                 | CUSIP: 29251M106<br>LEI: 529900SSN4DODDQSN594 | Long             | EC               | CORP              | US        |     73872 | NS      | $3234854.88   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Capital Group Inc                   | Encore Capital Group Inc                   | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |     90554 | NS      | $4563921.60   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ENCORE WIRE CORP                           | Encore Wire Corp                           | CUSIP: 292562105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     72524 | NS      | $10596481.64  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERPAC TOOL GROUP CORP                    | Enerpac Tool Group Corp                    | CUSIP: 292765104<br>LEI: IZW37BPZKUJE1QXGB081 | Long             | EC               | CORP              | US        |    220469 | NS      | $5520543.76   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| EPLUS, INC.                                | ePlus Inc                                  | CUSIP: 294268107<br>LEI: 529900FFY8AAFJ21NE91 | Long             | EC               | CORP              | US        |    101972 | NS      | $5063929.52   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ESCO TECH INC.                             | ESCO Technologies Inc                      | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               | CORP              | US        |     98032 | NS      | $9215988.32   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSENTIAL PROPERTIES REALTY TRUST INC      | Essential Properties Realty Trust Inc      | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               | CORP              | US        |    535499 | NS      | $12428931.79  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| ETHAN ALLEN INTERIORS INC                  | Ethan Allen Interiors Inc                  | CUSIP: 297602104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     86417 | NS      | $2458563.65   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERTEC INC                                | EVERTEC Inc                                | CUSIP: 30040P103<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |    250170 | NS      | $8448240.90   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPONENT INC.                              | Exponent Inc                               | CUSIP: 30214U102<br>LEI: 529900NY3F5Q2NWPUZ42 | Long             | EC               | CORP              | US        |    193830 | NS      | $20043960.30  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| EXTREME NETWORKS INC                       | Extreme Networks Inc                       | CUSIP: 30226D106<br>LEI: 549300WRECW11X94UB57 | Long             | EC               | CORP              | US        |    490152 | NS      | $10278487.44  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| EZCORP, INC.                               | EZCORP Inc                                 | CUSIP: 302301106<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | EC               | CORP              | US        |    203568 | NS      | $2039751.36   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FB FINANCIAL CORP                          | FB Financial Corp                          | CUSIP: 30257X104<br>LEI: 5493000B2LD2C2A6C435 | Long             | EC               | CORP              | US        |    133334 | NS      | $5708028.54   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| FARO TECH INC.                             | FARO Technologies Inc                      | CUSIP: 311642102<br>LEI: 529900MFEFNOFP3YR823 | Long             | EC               | CORP              | US        |     69312 | NS      | $2073815.04   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL SIGNAL CORP                        | Federal Signal Corp                        | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |    229891 | NS      | $11170403.69  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| First BanCorp/Puerto Rico                  | First BanCorp/Puerto Rico                  | CUSIP: 318672706<br>LEI: 549300WWJ28EP3GZG107 | Long             | EC               | CORP              | PR        |    712824 | NS      | $10963233.12  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST BANCORP/NC                           | First Bancorp/Southern Pines NC            | CUSIP: 318910106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    135310 | NS      | $6580125.30   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| First Commonwealth Financial Corp          | First Commonwealth Financial Corp          | CUSIP: 319829107<br>LEI: 549300ZHLQ42NXDETL24 | Long             | EC               | CORP              | US        |    354084 | NS      | $5212116.48   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST FINANCIAL BANCORP                    | First Financial Bancorp                    | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               | CORP              | US        |    359752 | NS      | $9508245.36   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST HAWAIIAN INC                         | First Hawaiian Inc                         | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |    484222 | NS      | $12856094.10  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| FLAGSTAR BANCORP INC.                      | Flagstar Bancorp Inc                       | CUSIP: 337930705<br>LEI: 549300Q22V2Y3J4R2715 | Long             | EC               | CORP              | US        |    202222 | NS      | $7591413.88   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| FORMFACTOR INC                             | FormFactor Inc                             | CUSIP: 346375108<br>LEI: 549300YCEEO6SZD1ZR61 | Long             | EC               | CORP              | US        |    292480 | NS      | $6747513.60   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Forrester Research Inc                     | Forrester Research Inc                     | CUSIP: 346563109<br>LEI: 549300UUSFXYLJ80Z897 | Long             | EC               | CORP              | US        |     42462 | NS      | $1493813.16   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FORWARD AIR CORP                           | Forward Air Corp                           | CUSIP: 349853101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    101816 | NS      | $11441063.92  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| FOUR CORNERS PROPERTY TRUST INC            | Four Corners Property Trust Inc            | CUSIP: 35086T109<br>LEI: 549300SVTPZPBDVNER42 | Long             | EC               | CORP              | US        |    308888 | NS      | $8383220.32   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| FRANKLIN BSP REALTY TRUST INC              | Franklin BSP Realty Trust Inc              | CUSIP: 35243J101<br>LEI: 549300LH3QNZK9Y1KC93 | Long             | EC               | CORP              | US        |    317674 | NS      | $4638040.40   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| FRANKLIN ELEC CO INC                       | Franklin Electric Co Inc                   | CUSIP: 353514102<br>LEI: RR6AURIKMXUE4Q24G284 | Long             | EC               | CORP              | US        |    147449 | NS      | $12282501.70  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| XENCOR                                     | Xencor Inc                                 | CUSIP: 98401F105<br>LEI: 549300V5IF65437JKG30 | Long             | EC               | CORP              | US        |    226369 | NS      | $6727686.68   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| XPERI INC                                  | Xperi Inc                                  | CUSIP: 98423J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    158039 | NS      | $1692597.69   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN ASSETS TRUST INC                  | American Assets Trust Inc                  | CUSIP: 024013104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    197384 | NS      | $5781377.36   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN AXLE & MANUFACTURING HOLDINGS INC | American Axle & Manufacturing Holdings Inc | CUSIP: 024061103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    434366 | NS      | $4521750.06   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EAGLE OUTFITTERS INC              | American Eagle Outfitters Inc              | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |    597390 | NS      | $9450709.80   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| YELP INC                                   | Yelp Inc                                   | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               | CORP              | US        |    266472 | NS      | $8247308.40   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIMVIE INC                                 | Zimvie Inc                                 | CUSIP: 98888T107<br>LEI: 549300GFKURT1J6XR665 | Long             | EC               | CORP              | US        |     79126 | NS      | $707386.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American Equity Investment Life Holding Co | American Equity Investment Life Holding Co | CUSIP: 025676206<br>LEI: 549300RK5RZQ740FPL83 | Long             | EC               | CORP              | US        |    269175 | NS      | $10904279.25  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN STATES WATER CO                   | American States Water Co                   | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               | CORP              | US        |    140137 | NS      | $13732024.63  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN VANGUARD CORP                     | American Vanguard Corp                     | CUSIP: 030371108<br>LEI: 529900GWI78WZA5M9783 | Long             | EC               | CORP              | US        |    110033 | NS      | $2530759.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN WOODMARK CORP                     | American Woodmark Corp                     | CUSIP: 030506109<br>LEI: 5299007PFSDWMA74RB56 | Long             | EC               | CORP              | US        |     62923 | NS      | $3410426.60   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| America's Car-Mart Inc/TX                  | America's Car-Mart Inc/TX                  | CUSIP: 03062T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22550 | NS      | $1640738.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERISAFE                                  | AMERISAFE Inc                              | CUSIP: 03071H100<br>LEI: 2549002B4EXPBLGMNN22 | Long             | EC               | CORP              | US        |     73123 | NS      | $4341312.51   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERIS BANCORP                             | Ameris Bancorp                             | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |    247226 | NS      | $13073310.88  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| AMPHASTAR PHARMACEUTICALS INC              | Amphastar Pharmaceuticals Inc              | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | EC               | CORP              | US        |    144971 | NS      | $4275194.79   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ZUMIEZ INC                                 | Zumiez Inc                                 | CUSIP: 989817101<br>LEI: 549300J0PDF58P6HZD25 | Long             | EC               | CORP              | US        |     59032 | NS      | $1372494.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ZYNEX INC                                  | Zynex Inc                                  | CUSIP: 98986M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     84470 | NS      | $1158924.28   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ANDERSONS INC                              | Andersons Inc/The                          | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |    120694 | NS      | $4646719.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ANGIODYNAMICS                              | AngioDynamics Inc                          | CUSIP: 03475V101<br>LEI: 549300W3VKC5ZKMO8C28 | Long             | EC               | CORP              | US        |    147770 | NS      | $1913621.50   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ANIKA THERAPEUTICS INC                     | Anika Therapeutics Inc                     | CUSIP: 035255108<br>LEI: 529900R9LS3Z0O6QH455 | Long             | EC               | CORP              | US        |     55362 | NS      | $1746117.48   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| APOGEE ENTERPRISES, INC.                   | Apogee Enterprises Inc                     | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |     84017 | NS      | $4053820.25   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSURED GUARANTY LTD                       | Assured Guaranty Ltd                       | CUSIP: G0585R106<br>LEI: 549300BBOQUJEPH87M14 | Long             | EC               | CORP              | BM        |    234741 | NS      | $15626708.37  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Fabrinet                                   | Fabrinet                                   | CUSIP: G3323L100<br>LEI: 5493004TETZ6IYF7CV44 | Long             | EC               | CORP              | KY        |    139485 | NS      | $18608693.85  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| TRINSEO PLC                                | Trinseo PLC                                | CUSIP: G9059U107<br>LEI: 549300TJ3HIGDA2Z8315 | Long             | EC               | CORP              | IE        |    132614 | NS      | $3268935.10   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| APOLLO COMMERCIAL REAL ESTATE FINANCE INC  | Apollo Commercial Real Estate Finance Inc  | CUSIP: 03762U105<br>LEI: 549300E0AN7M2AQHSY29 | Long             | EC               | CORP              | US        |    490476 | NS      | $6062283.36   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Medical Holdings Inc                | Apollo Medical Holdings Inc                | CUSIP: 03763A207<br>LEI: 5493008O4R82Q4STJ936 | Long             | EC               | CORP              | US        |    148772 | NS      | $4234051.12   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLIED IND TECH INC.                      | Applied Industrial Technologies Inc        | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |    145776 | NS      | $19313862.24  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCBEST CORP                               | ArcBest Corp                               | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |     93011 | NS      | $7698520.47   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCHROCK INC                               | Archrock Inc                               | CUSIP: 03957W106<br>LEI: 549300K3RIHMHDVFTL28 | Long             | EC               | CORP              | US        |    507498 | NS      | $4420307.58   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCOSA INC                                 | Arcosa Inc                                 | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Long             | EC               | CORP              | US        |    183365 | NS      | $11203601.50  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| FRESH DEL MONTE PRODUCE INC                | Fresh Del Monte Produce Inc                | CUSIP: G36738105<br>LEI: 529900I72V9F0FEZR228 | Long             | EC               | CORP              | KY        |    116082 | NS      | $3213149.76   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ICHOR HOLDINGS LTD                         | Ichor Holdings Ltd                         | CUSIP: G4740B105<br>LEI: 529900PS8R2JVLJ2H892 | Long             | EC               | CORP              | KY        |    108979 | NS      | $3245394.62   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| JAMES RIVER GROUP HOLDINGS LTD             | James River Group Holdings Ltd             | CUSIP: G5005R107<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |    142007 | NS      | $3411008.14   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha & Omega Semiconductor Ltd            | Alpha & Omega Semiconductor Ltd            | CUSIP: G6331P104<br>LEI: 5493001FE7J03YOV2V35 | Long             | EC               | CORP              | BM        |     84068 | NS      | $2949105.44   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCONIC CORP                               | Arconic Corp                               | CUSIP: 03966V107<br>LEI: 549300B4YFWH3U74B152 | Long             | EC               | CORP              | US        |    389291 | NS      | $9276804.53   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCUS BIOSCIENCES INC                      | Arcus Biosciences Inc                      | CUSIP: 03969F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    197009 | NS      | $6928806.53   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| NABORS INDUSTRIES LTD                      | Nabors Industries Ltd                      | CUSIP: G6359F137<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     33926 | NS      | $5371503.58   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SIGNET JEWELERS LTD                        | Signet Jewelers Ltd                        | CUSIP: G81276100<br>LEI: 549300N3XPGE91WV7M22 | Long             | EC               | CORP              | BM        |    176376 | NS      | $11464440.00  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| CORE LABORATORIES NV                       | Core Laboratories NV                       | CUSIP: N22717107<br>LEI: 724500MDYY5VBSAF5W50 | Long             | EC               | CORP              | NL        |    175660 | NS      | $3808308.80   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIQURE NV                                 | uniQure NV                                 | CUSIP: N90064101<br>LEI: 724500RPCTZLFYJZ3S98 | Long             | EC               | CORP              | NL        |    155929 | NS      | $4125881.34   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                   | RUSSELL 2000 EMINI CME DEC 22              | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |       198 | NC      | $1959166.67   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DORIAN LPG LTD                             | Dorian LPG Ltd                             | CUSIP: Y2106R110<br>LEI: 549300WP1W2WGMC7F395 | Long             | EC               | CORP              | MH        |    120234 | NS      | $2340955.98   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SIRIUSPOINT LTD                            | Third Point Reinsurance Ltd                | CUSIP: 000000000<br>LEI: 549300OGXFI85N3YZZ51 | Long             | EC               | CORP              | BM        |    322146 | NS      | $2100391.92   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SMART GLOBAL HOLDINGS INC                  | SMART Global Holdings Inc                  | CUSIP: G8232Y101<br>LEI: 529900RDGHQY8XKXPN14 | Long             | EC               | CORP              | KY        |    189565 | NS      | $3205544.15   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ASTEC INDUSTRIES INC                       | Astec Industries Inc                       | CUSIP: 046224101<br>LEI: 5493002DO2QKHLKB2A48 | Long             | EC               | CORP              | US        |     86702 | NS      | $3835696.48   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ATLAS AIR WORLDWIDE HLDGS INC              | Atlas Air Worldwide Holdings Inc           | CUSIP: 049164205<br>LEI: 549300R0A2TUVCYZB465 | Long             | EC               | CORP              | US        |     97729 | NS      | $9848151.33   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| AVANOS MEDICAL INC                         | Avanos Medical Inc                         | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |    176274 | NS      | $4741770.60   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AVID TECHNOLOGY INC                        | Avid Technology Inc                        | CUSIP: 05367P100<br>LEI: 549300PQGW3DXKJTQ914 | Long             | EC               | CORP              | US        |    128640 | NS      | $3612211.20   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AVID BIOSERVICES INC                       | Avid Bioservices Inc                       | CUSIP: 05368M106<br>LEI: 549300GRUS3ZMGP8MX22 | Long             | EC               | CORP              | US        |    234472 | NS      | $3671831.52   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AVISTA CORP                                | Avista Corp                                | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |    276721 | NS      | $11423042.88  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| AXCELIS TECHNOLOGIES CCS CORP              | Axcelis Technologies Inc                   | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |    125262 | NS      | $10003423.32  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| AXOS FINANCIAL INC                         | Axos Financial Inc                         | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               | CORP              | US        |    201738 | NS      | $8091711.18   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| B&G FOODS INC                              | B&G Foods Inc                              | CUSIP: 05508R106<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | EC               | CORP              | US        |    271765 | NS      | $3609039.20   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| B Riley Financial Inc                      | B Riley Financial Inc                      | CUSIP: 05580M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     60073 | NS      | $2638406.16   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BADGER METER INC                           | Badger Meter Inc                           | CUSIP: 056525108<br>LEI: 5493002JENE20OGTUG20 | Long             | EC               | CORP              | US        |    110985 | NS      | $12854282.70  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| BALCHEM CORP                               | Balchem Corp                               | CUSIP: 057665200<br>LEI: 549300VR70OPMHUI3557 | Long             | EC               | CORP              | US        |    121800 | NS      | $17149440.00  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCFIRST CORP                             | BancFirst Corp                             | CUSIP: 05945F103<br>LEI: 549300EJEHGBP4IO2J30 | Long             | EC               | CORP              | US        |     65894 | NS      | $6717234.36   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCORP BNK                                | Bancorp Inc/The                            | CUSIP: 05969A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    214458 | NS      | $6427306.26   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| BANC OF CALIFORNIA INC                     | Banc of California Inc                     | CUSIP: 05990K106<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EC               | CORP              | US        |    211539 | NS      | $3589816.83   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BANKUNITED INC                             | BankUnited Inc                             | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |    295476 | NS      | $10849878.72  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| BANNER CORP                                | Banner Corp                                | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    129649 | NS      | $9155812.38   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| BARNES GROUP INC                           | Barnes Group Inc                           | CUSIP: 067806109<br>LEI: G1MSYD2DQZX30V5DMX12 | Long             | EC               | CORP              | US        |    191559 | NS      | $8158497.81   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| BED BATH & BEYOND INC                      | Bed Bath & Beyond Inc                      | CUSIP: 075896100<br>LEI: 529900ZBUWWUV7BKGX39 | Long             | EC               | CORP              | US        |    263778 | NS      | $896845.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ABERCROMBIE & FITCH CO.                    | Abercrombie & Fitch Co                     | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |    191290 | NS      | $4587134.20   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADEMY SPORTS AND OUTDOORS INC            | Academy Sports & Outdoors Inc              | CUSIP: 00402L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    322679 | NS      | $16288835.92  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA REALTY TRUST                        | Acadia Realty Trust                        | CUSIP: 004239109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    359972 | NS      | $5536369.36   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ADTRAN HOLDINGS INC                        | ADTRAN Holdings Inc                        | CUSIP: 00486H105<br>LEI: 549300VV36J86CRRWF77 | Long             | EC               | CORP              | US        |    267148 | NS      | $5415089.96   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ADAPTHEALTH CORP                           | AdaptHealth Corp                           | CUSIP: 00653Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    290710 | NS      | $6485740.10   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ADDUS HOMECARE CORP                        | Addus HomeCare Corp                        | CUSIP: 006739106<br>LEI: 52990090ZT33AKPDBX62 | Long             | EC               | CORP              | US        |     60974 | NS      | $6724212.72   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ADEIA INC                                  | Adeia Inc                                  | CUSIP: 00676P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    395097 | NS      | $4365821.85   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ADTALEM GLOBAL EDUCATION INC               | Adtalem Global Education Inc               | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |    171409 | NS      | $7130614.40   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANSIX INC                               | AdvanSix Inc                               | CUSIP: 00773T101<br>LEI: 5493009TPRODMCAZLF67 | Long             | EC               | CORP              | US        |    106200 | NS      | $4371192.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AEROJET ROCKETDYNE HOLDINGS INC            | Aerojet Rocketdyne Holdings Inc            | CUSIP: 007800105<br>LEI: 549300VULNLWHE8QWI76 | Long             | EC               | CORP              | US        |    286712 | NS      | $14909024.00  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCED ENERGY INDUSTRIES INC             | Advanced Energy Industries Inc             | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Long             | EC               | CORP              | US        |    141662 | NS      | $13123567.68  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| AeroVironment                              | Aerovironment Inc                          | CUSIP: 008073108<br>LEI: 529900PGHVI29YLZ6221 | Long             | EC               | CORP              | US        |     94763 | NS      | $8717248.37   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| AGILYSYS INC                               | Agilysys Inc                               | CUSIP: 00847J105<br>LEI: 5299001XWB5V3B5IPN93 | Long             | EC               | CORP              | US        |     74989 | NS      | $4979269.60   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AGREE REALTY CORP                          | Agree Realty Corp                          | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    302719 | NS      | $21175194.05  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| ALAMO GROUP INC                            | Alamo Group Inc                            | CUSIP: 011311107<br>LEI: 54930080C93RVZRSDV26 | Long             | EC               | CORP              | US        |     39022 | NS      | $5872811.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ALARM.COM HOLDINGS INC                     | Alarm.com Holdings Inc                     | CUSIP: 011642105<br>LEI: 549300HIH92U1EKIHZ32 | Long             | EC               | CORP              | US        |    188609 | NS      | $9411589.10   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBANY INTL CORP.                          | Albany International Corp                  | CUSIP: 012348108<br>LEI: L73WCPNCZIRSQGZTW097 | Long             | EC               | CORP              | US        |    117928 | NS      | $11954361.36  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| ALEXANDER & BALDWIN INC                    | Alexander & Baldwin Inc                    | CUSIP: 014491104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    275671 | NS      | $5444502.25   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI INC                                    | Allegheny Technologies Inc                 | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |    492575 | NS      | $15028463.25  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLEGIANT TRAVEL CO                        | Allegiant Travel Co                        | CUSIP: 01748X102<br>LEI: 549300JM9OZXOHWL2K18 | Long             | EC               | CORP              | US        |     58599 | NS      | $4840863.39   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BREAD FINANCIAL HOLDINGS INC               | Alliance Data Systems Corp                 | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |    189011 | NS      | $7755121.33   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLSCRIPTS HEALTHCARE SOLUTION INC         | Allscripts Healthcare Solutions Inc        | CUSIP: 01988P108<br>LEI: Y68YJHVB1GU4TAU3C223 | Long             | EC               | CORP              | US        |    420116 | NS      | $7956997.04   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| AMBAC FINL GRP                             | Ambac Financial Group Inc                  | CUSIP: 023139884<br>LEI: 5493000UC0RBBNDHI717 | Long             | EC               | CORP              | US        |    170495 | NS      | $2772248.70   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TECHTARGET INC                             | TechTarget Inc                             | CUSIP: 87874R100<br>LEI: 529900YQA5JL2H2VMB84 | Long             | EC               | CORP              | US        |    102937 | NS      | $4700103.42   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| TELEPHONE AND DATA SYSTEMS INC             | Telephone and Data Systems Inc             | CUSIP: 879433829<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    379710 | NS      | $4002143.40   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TENNANT CO                                 | Tennant Co                                 | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               | CORP              | US        |     70491 | NS      | $4478293.23   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ODP Corp/The                               | ODP Corp/The                               | CUSIP: 88337F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    162235 | NS      | $7808370.55   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| 3D SYSTEMS CORP                            | 3D Systems Corp                            | CUSIP: 88554D205<br>LEI: 5493003HHDOCCW4OP744 | Long             | EC               | CORP              | US        |    494012 | NS      | $5009281.68   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| DEX ONE CORP                               | Thryv Holdings Inc                         | CUSIP: 886029206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    116221 | NS      | $2229118.78   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TIMKENSTEEL CORP                           | TimkenSteel Corp                           | CUSIP: 887399103<br>LEI: 549300QZTZWHDE9HJL14 | Long             | EC               | CORP              | US        |    156000 | NS      | $2917200.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TITAN INTERNATIONAL INC (ILLINOIS)         | Titan International Inc                    | CUSIP: 88830M102<br>LEI: 54930043H7SFLNS88586 | Long             | EC               | CORP              | US        |    192902 | NS      | $2764285.66   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TOMPKINS FINANCIAL CORP                    | Tompkins Financial Corp                    | CUSIP: 890110109<br>LEI: 254900QDQ6V0QJ0Z2348 | Long             | EC               | CORP              | US        |     47805 | NS      | $3993629.70   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TOOTSIE ROLL INDUSTRIES INC.               | Tootsie Roll Industries Inc                | CUSIP: 890516107<br>LEI: 529900SBKOV9XX4M4Q35 | Long             | EC               | CORP              | US        |     67370 | NS      | $3028281.50   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TREDEGAR CORP                              | Tredegar Corp                              | CUSIP: 894650100<br>LEI: 54930003228ERHCH6K87 | Long             | EC               | CORP              | US        |     95354 | NS      | $985960.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TREEHOUSE FOODS INC                        | TreeHouse Foods Inc                        | CUSIP: 89469A104<br>LEI: 5493007M7EVHE470Q576 | Long             | EC               | CORP              | US        |    191258 | NS      | $9453882.94   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| TRINITY IND INC.                           | Trinity Industries Inc                     | CUSIP: 896522109<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | EC               | CORP              | US        |    310966 | NS      | $9524888.58   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| AAON INC                                   | AAON Inc                                   | CUSIP: 000360206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    159243 | NS      | $12621600.18  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| AAR CORP                                   | AAR Corp                                   | CUSIP: 000361105<br>LEI: MP76T5YQX3YK5VVAQ802 | Long             | EC               | CORP              | US        |    127540 | NS      | $5938262.40   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ABM IND INC                                | ABM Industries Inc                         | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |    253253 | NS      | $11948476.54  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC NETWORKS INC                           | AMC Networks Inc                           | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |    106083 | NS      | $2117416.68   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AMN HLTHCARE SERV INC                      | AMN Healthcare Services Inc                | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               | CORP              | US        |    164087 | NS      | $20297561.90  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| ANI PHARMACEUTICALS INC                    | ANI Pharmaceuticals Inc                    | CUSIP: 00182C103<br>LEI: 5493000T6CXTND40YH31 | Long             | EC               | CORP              | US        |     45750 | NS      | $1919212.50   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AURICO GOLD INC                            | A10 Networks Inc                           | CUSIP: 002121101<br>LEI: 549300UQD4IWUML81Q35 | Long             | EC               | CORP              | US        |    251288 | NS      | $4701598.48   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ATN INTERNATIONAL INC                      | ATN International Inc                      | CUSIP: 00215F107<br>LEI: 54930013NP7VEU877V56 | Long             | EC               | CORP              | US        |     40598 | NS      | $1965349.18   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AZZ                                        | AZZ Inc                                    | CUSIP: 002474104<br>LEI: 549300HD1X2NFLWPYC83 | Long             | EC               | CORP              | US        |     93997 | NS      | $3913095.11   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AARON S COMPANY INC                        | Aaron's Co Inc/The                         | CUSIP: 00258W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    116703 | NS      | $1422609.57   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TRIUMPH BANCORP INC                        | Triumph Bancorp Inc                        | CUSIP: 89679E300<br>LEI: 5493003RNRMEVYDZ1Q52 | Long             | EC               | CORP              | US        |     87203 | NS      | $5211251.28   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| TRIUMPH GROUP INC                          | Triumph Group Inc                          | CUSIP: 896818101<br>LEI: 5493007L6S47Q14SL582 | Long             | EC               | CORP              | US        |    246360 | NS      | $2820822.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| VERITIV CORP                               | Veritiv Corp                               | CUSIP: 923454102<br>LEI: 529900VQARHWQROHAS58 | Long             | EC               | CORP              | US        |     52954 | NS      | $7124431.16   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| VERICEL CORP                               | Vericel Corp                               | CUSIP: 92346J108<br>LEI: 54930076YM3PLTDR4B91 | Long             | EC               | CORP              | US        |    178894 | NS      | $4084150.02   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| VIAD CORPORATION                           | Viad Corp                                  | CUSIP: 92552R406<br>LEI: 549300PXU4ZW7LPO5Y40 | Long             | EC               | CORP              | US        |     78193 | NS      | $2315294.73   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| VIAVI SOLUTIONS INC                        | Viavi Solutions Inc                        | CUSIP: 925550105<br>LEI: 5493006K3E3N1QOBF092 | Long             | EC               | CORP              | US        |    863912 | NS      | $9788122.96   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| VIR BIOTECHNOLOGY INC                      | Vir Biotechnology Inc                      | CUSIP: 92764N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    286681 | NS      | $8090137.82   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| VIRTUS INVESTMENT PARTNERS INC             | Virtus Investment Partners Inc             | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |     25931 | NS      | $5029058.14   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTA OUTDOOR INC                          | Vista Outdoor Inc                          | CUSIP: 928377100<br>LEI: 549300QI2D33ESTJLN81 | Long             | EC               | CORP              | US        |    214356 | NS      | $5995537.32   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| WD-40 CO                                   | WD-40 Co                                   | CUSIP: 929236107<br>LEI: 549300UZHTN0CNKBOB19 | Long             | EC               | CORP              | US        |     51672 | NS      | $8655060.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| WSFS Financial Corp                        | WSFS Financial Corp                        | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |    240835 | NS      | $11682905.85  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUEBLUE INC                               | TrueBlue Inc                               | CUSIP: 89785X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    123942 | NS      | $2674668.36   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUPANION INC                              | Trupanion Inc                              | CUSIP: 898202106<br>LEI: 549300J86GFKIDGMQP18 | Long             | EC               | CORP              | US        |    132874 | NS      | $6945323.98   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUSTCO BK CORP NY                         | TrustCo Bank Corp NY                       | CUSIP: 898349204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     72528 | NS      | $2816987.52   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUSTMARK CORP                             | Trustmark Corp                             | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |    232068 | NS      | $8489047.44   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| WABASH NATIONAL CORPORATION                | Wabash National Corp                       | CUSIP: 929566107<br>LEI: 5299004ZAWHQZI5XO485 | Long             | EC               | CORP              | US        |    184097 | NS      | $4615311.79   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Walker & Dunlop Inc                        | Walker & Dunlop Inc                        | CUSIP: 93148P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    116479 | NS      | $10402739.49  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| TTEC HOLDINGS INC                          | TTEC Holdings Inc                          | CUSIP: 89854H102<br>LEI: GTJS1N8S8I28A7L4WG97 | Long             | EC               | CORP              | US        |     71605 | NS      | $3433459.75   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TUPPERWARE BRANDS CORP                     | Tupperware Brands Corp                     | CUSIP: 899896104<br>LEI: G8NWFN4YP7CR6FOP4886 | Long             | EC               | CORP              | US        |    146675 | NS      | $679105.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TWO HARBORS INVESTMENT CORP                | Two Harbors Investment Corp                | CUSIP: 90187B804<br>LEI: 549300ZUIBT6KH4HU823 | Long             | EC               | CORP              | US        |    326521 | NS      | $5354944.40   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP INDUSTRIES INC                         | UFP Industries Inc                         | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |    233668 | NS      | $19128062.48  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| WARRIOR MET COAL INC                       | Warrior Met Coal Inc                       | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |    195867 | NS      | $7211822.94   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ELME COMMUNITIES                           | Washington Real Estate Investment Trust    | CUSIP: 939653101<br>LEI: 549300DI34BGS8LVKW95 | Long             | EC               | CORP              | US        |    331419 | NS      | $6548839.44   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTAMERICA BANCORP                        | Westamerica Bancorporation                 | CUSIP: 957090103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    102044 | NS      | $6301217.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| WHITESTONE REIT                            | Whitestone REIT                            | CUSIP: 966084204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    175974 | NS      | $1712227.02   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WINNEBAGO IND INC                          | Winnebago Industries Inc                   | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |    120408 | NS      | $7054704.72   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| WISDOMTREE INVESTMENTS INC                 | WisdomTree Investments Inc                 | CUSIP: 97717P104<br>LEI: 549300WIU8IS7UFO7871 | Long             | EC               | CORP              | US        |    422435 | NS      | $2352962.95   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WOLVERINE WORLD WIDE INC                   | Wolverine World Wide Inc                   | CUSIP: 978097103<br>LEI: 549300OVC7PK14LQ8D87 | Long             | EC               | CORP              | US        |    298559 | NS      | $3343860.80   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| WORLD ACCEPTANCE CORP                      | World Acceptance Corp                      | CUSIP: 981419104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13816 | NS      | $979692.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WORLD FUEL SERV CORP                       | World Fuel Services Corp                   | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |    234783 | NS      | $6679576.35   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| WW INTERNATIONAL INC                       | WW International Inc                       | CUSIP: 98262P101<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | EC               | CORP              | US        |    202836 | NS      | $837712.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| XPEL INC                                   | XPEL Inc                                   | CUSIP: 98379L100<br>LEI: 549300KWSE3IGXLJNW66 | Long             | EC               | CORP              | US        |     74349 | NS      | $5096623.95   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| XENIA HOTELS & RESORTS INC                 | Xenia Hotels & Resorts Inc                 | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               | CORP              | US        |    433615 | NS      | $6686343.30   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| RE/MAX HOLDINGS INC                        | RE/MAX Holdings Inc                        | CUSIP: 75524W108<br>LEI: 54930033W2KS56JHAN30 | Long             | EC               | CORP              | US        |     71178 | NS      | $1480502.40   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| READY CAPITAL CORP                         | Ready Capital Corp                         | CUSIP: 75574U101<br>LEI: 549300MYWGZUG7ZUYO87 | Long             | EC               | CORP              | US        |    386086 | NS      | $5173552.40   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ANYWHERE REAL ESTATE INC                   | Realogy Holdings Corp                      | CUSIP: 75605Y106<br>LEI: 5493004HBTOTE9DI9P12 | Long             | EC               | CORP              | US        |    433702 | NS      | $3274450.10   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| REDWOOD TRUST INC                          | Redwood Trust Inc                          | CUSIP: 758075402<br>LEI: DRBV4N1ERQLEMIF11G78 | Long             | EC               | CORP              | US        |    442765 | NS      | $3497843.50   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ARLO TECHNOLOGIES INC                      | Arlo Technologies Inc                      | CUSIP: 04206A101<br>LEI: 549300T4EUX2OQ75HV52 | Long             | EC               | CORP              | US        |    332292 | NS      | $1269355.44   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Armada Hoffler Properties Inc              | Armada Hoffler Properties Inc              | CUSIP: 04208T108<br>LEI: 549300WQRSIV6XZT9313 | Long             | EC               | CORP              | US        |    256738 | NS      | $3119366.70   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ARMOUR RESIDENTIAL REIT INC                | ARMOUR Residential REIT Inc                | CUSIP: 042315507<br>LEI: 549300K0WA0EJUX74V72 | Long             | EC               | CORP              | US        |    434684 | NS      | $2555941.92   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP INC.               | Asbury Automotive Group Inc                | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |     83922 | NS      | $15745445.64  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| HELIX ENERGY SOLUTIONS GROUP INC           | Helix Energy Solutions Group Inc           | CUSIP: 42330P107<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | EC               | CORP              | US        |    540820 | NS      | $3450431.60   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Helmerich & Payne Inc                      | Helmerich & Payne Inc                      | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |    399249 | NS      | $20393638.92  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Financial Corp/WA                 | Heritage Financial Corp/WA                 | CUSIP: 42722X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    133111 | NS      | $4379351.90   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| HERSHA HOSPITALITY TRUST                   | Hersha Hospitality Trust                   | CUSIP: 427825500<br>LEI: 549300DNC58BIN1VO064 | Long             | EC               | CORP              | US        |    124616 | NS      | $1200052.08   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Heska Corp                                 | Heska Corp                                 | CUSIP: 42805E306<br>LEI: 529900O1OR2EB7L0HY27 | Long             | EC               | CORP              | US        |     38563 | NS      | $2481529.05   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hibbett Sports Inc                         | Hibbett Sports Inc                         | CUSIP: 428567101<br>LEI: 529900RD6P643J1CZM55 | Long             | EC               | CORP              | US        |     49048 | NS      | $3269539.68   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HILLENBRAND                                | Hillenbrand Inc                            | CUSIP: 431571108<br>LEI: U246OE781574J2BUD366 | Long             | EC               | CORP              | US        |    263374 | NS      | $13168700.00  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| HILLTOP HOLDINGS INC                       | Hilltop Holdings Inc                       | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |    173855 | NS      | $5180879.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| HOMESTREET INC                             | HomeStreet Inc                             | CUSIP: 43785V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     67424 | NS      | $1840675.20   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HOPE BANCORP INC                           | Hope Bancorp Inc                           | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        |    453041 | NS      | $6170418.42   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| HORACE MANN EDUCATORS CORP                 | Horace Mann Educators Corp                 | CUSIP: 440327104<br>LEI: 254900G5YAV3A2YK8T32 | Long             | EC               | CORP              | US        |    155077 | NS      | $5984421.43   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| HOSTESS BRANDS INC                         | Hostess Brands Inc                         | CUSIP: 44109J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    517583 | NS      | $13664191.20  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| HUB GRP INC                                | Hub Group Inc                              | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    128879 | NS      | $10845167.85  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| HUDSON PACIFIC PROPERTIES INC              | Hudson Pacific Properties Inc              | CUSIP: 444097109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    488809 | NS      | $5650632.04   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ISTAR INC                                  | iStar Inc                                  | CUSIP: 45031U101<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | EC               | CORP              | US        |    323741 | NS      | $2599640.23   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| INDEPENDENT BANK CORP                      | Independent Bank Corp/Rockland MA          | CUSIP: 453836108<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |    174048 | NS      | $15754824.96  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| INDEPENDENT BANK GROUP INC                 | Independent Bank Group Inc                 | CUSIP: 45384B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    134253 | NS      | $8852642.82   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| INDUSTRIAL LOGISTICS PROPERTIES TRUST      | Industrial Logistics Properties Trust      | CUSIP: 456237106<br>LEI: 5493004XH9PJW009HR47 | Long             | EC               | CORP              | US        |    248092 | NS      | $1009734.44   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| INSIGHT ENTERPRISES INC                    | Insight Enterprises Inc                    | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |    115777 | NS      | $12030388.07  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| INNOSPEC INC                               | Innospec Inc                               | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               | CORP              | US        |     94005 | NS      | $10424214.45  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| INSTEEL INDUSTRIES INC                     | Insteel Industries Inc                     | CUSIP: 45774W108<br>LEI: 52990026LKY4MOX3L174 | Long             | EC               | CORP              | US        |     73965 | NS      | $2181227.85   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| INOGEN INC                                 | Inogen Inc                                 | CUSIP: 45780L104<br>LEI: 549300J8WJIVTOJ8IH97 | Long             | EC               | CORP              | US        |     86706 | NS      | $1935277.92   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Installed Building Products Inc            | Installed Building Products Inc            | CUSIP: 45780R101<br>LEI: 549300I95Y9P9YM5FI86 | Long             | EC               | CORP              | US        |     89382 | NS      | $7591213.26   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| BENCHMARK ELEC INC                         | Benchmark Electronics Inc                  | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |    133323 | NS      | $3849035.01   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BERKSHIRE HILLS BANCORP INC.               | Berkshire Hills Bancorp Inc                | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Long             | EC               | CORP              | US        |    173623 | NS      | $5413565.14   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| BIG LOTS INC.                              | Big Lots Inc                               | CUSIP: 089302103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    109650 | NS      | $2138175.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BioLife Solutions Inc                      | BioLife Solutions Inc                      | CUSIP: 09062W204<br>LEI: 549300G2IVCMC2TJDW72 | Long             | EC               | CORP              | US        |    129243 | NS      | $2736074.31   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BJS RESTAURANTS INC                        | BJ's Restaurants Inc                       | CUSIP: 09180C106<br>LEI: 5299000EOW66I1OJNQ23 | Long             | EC               | CORP              | US        |     88935 | NS      | $2853034.80   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BLOOMIN BRANDS INC                         | Bloomin' Brands Inc                        | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |    338605 | NS      | $7625384.60   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| BLUCORA INC                                | Blucora Inc                                | CUSIP: 095229100<br>LEI: 5299001IO03J69IP6L77 | Long             | EC               | CORP              | US        |    181048 | NS      | $4535252.40   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BOISE CASCADE CO                           | Boise Cascade Co                           | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |    149583 | NS      | $11075125.32  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| BOOT BARN HOLDINGS INC                     | Boot Barn Holdings Inc                     | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Long             | EC               | CORP              | US        |    113021 | NS      | $7611964.35   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| BRADY CORPORATION                          | Brady Corp                                 | CUSIP: 104674106<br>LEI: 549300G2LEQOFQC8GY34 | Long             | EC               | CORP              | US        |    177032 | NS      | $8479832.80   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| BRANDYWINE                                 | Brandywine Realty Trust                    | CUSIP: 105368203<br>LEI: 5UZ46ZCYUFYYAC0DS831 | Long             | EC               | CORP              | US        |    650576 | NS      | $4495480.16   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Brightsphere Investment Group Inc          | Brightsphere Investment Group Inc          | CUSIP: 10948W103<br>LEI: 5493004FTLQNQTBOP608 | Long             | EC               | CORP              | US        |    122549 | NS      | $2495097.64   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BRINKER INTERNATIONAL INC                  | Brinker International Inc                  | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |    166241 | NS      | $5560761.45   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOW GROUP INC                          | Bristow Group Inc                          | CUSIP: 11040G103<br>LEI: 5493005Q24EN3UC1PV68 | Long             | EC               | CORP              | US        |     88982 | NS      | $2313532.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKLINE BANCORP INC.                     | Brookline Bancorp Inc                      | CUSIP: 11373M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    290778 | NS      | $4134863.16   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Buckle Inc/The                             | Buckle Inc/The                             | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |    112074 | NS      | $4925652.30   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CSG SYST INTL INC.                         | CSG Systems International Inc              | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |    121652 | NS      | $7522959.68   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CTS CORP                                   | CTS Corp                                   | CUSIP: 126501105<br>LEI: 549300YV1HQLBVHOI649 | Long             | EC               | CORP              | US        |    120829 | NS      | $5135232.50   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CHILDRENS PLACE RETAIL STORES, INC.        | Children's Place Inc/The                   | CUSIP: 168905107<br>LEI: 549300BGVK2OO5O7TC19 | Long             | EC               | CORP              | US        |     49954 | NS      | $1773367.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CHUYS HOLDINGS INC                         | Chuy's Holdings Inc                        | CUSIP: 171604101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     71462 | NS      | $2264630.78   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CINEMARK HOLDINGS INC                      | Cinemark Holdings Inc                      | CUSIP: 17243V102<br>LEI: 549300LL2QMPTYIE0K55 | Long             | EC               | CORP              | US        |    406861 | NS      | $5537378.21   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CIRCOR International Inc                   | CIRCOR International Inc                   | CUSIP: 17273K109<br>LEI: 5493007701O01N3FQM69 | Long             | EC               | CORP              | US        |     77207 | NS      | $2127052.85   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| City Holding Co                            | City Holding Co                            | CUSIP: 177835105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     56329 | NS      | $5741051.68   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CIVITAS RESOURCES INC                      | Civitas Resources Inc                      | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Long             | EC               | CORP              | US        |    196684 | NS      | $13248634.24  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEARFIELD INC                             | Clearfield Inc                             | CUSIP: 18482P103<br>LEI: 529900M4S2OQ1ADPR537 | Long             | EC               | CORP              | US        |     43363 | NS      | $5707438.06   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CVB Financial Corp                         | CVB Financial Corp                         | CUSIP: 126600105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    498290 | NS      | $14290957.20  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| CAL-MAINE FOODS INC                        | Cal-Maine Foods Inc                        | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |    143942 | NS      | $8388939.76   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| CALAVO GROWERS INC.                        | Calavo Growers Inc                         | CUSIP: 128246105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     67276 | NS      | $2351968.96   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CALERES INC                                | Caleres Inc                                | CUSIP: 129500104<br>LEI: JFU6RQQJ8Z1CPOLBXQ18 | Long             | EC               | CORP              | US        |    139307 | NS      | $3365657.12   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CALIFORNIA WATER SERVICE GROUP             | California Water Service Group             | CUSIP: 130788102<br>LEI: 529900QABDOBU6UVRQ36 | Long             | EC               | CORP              | US        |    206112 | NS      | $13382852.16  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEARWATER PAPER CORP                      | Clearwater Paper Corp                      | CUSIP: 18538R103<br>LEI: 549300HCVV19GXN4P292 | Long             | EC               | CORP              | US        |     63480 | NS      | $2477624.40   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cogent Communications Holdings Inc         | Cogent Communications Holdings Inc         | CUSIP: 19239V302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    161771 | NS      | $9390806.55   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| MYR GROUP INC                              | MYR Group Inc                              | CUSIP: 55405W104<br>LEI: 529900G1IMMZHOQ17I54 | Long             | EC               | CORP              | US        |     63162 | NS      | $6033865.86   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| COHERUS BIOSCIENCES INC                    | Coherus Biosciences Inc                    | CUSIP: 19249H103<br>LEI: 5493007IL8W5MV932D26 | Long             | EC               | CORP              | US        |    244622 | NS      | $1678106.92   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| COHU INC                                   | Cohu Inc                                   | CUSIP: 192576106<br>LEI: 529900FJPORJ3JJ2XS33 | Long             | EC               | CORP              | US        |    182872 | NS      | $6550475.04   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIS RESIDENTIAL INC                      | Mack-Cali Realty Corp                      | CUSIP: 554489104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    300468 | NS      | $4825516.08   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| STEVEN MADDEN LTD                          | Steven Madden Ltd                          | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |    281586 | NS      | $9725980.44   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| MARCUS & MILLICHAP INC                     | Marcus & Millichap Inc                     | CUSIP: 566324109<br>LEI: 549300B2HE8ULXNB1N48 | Long             | EC               | CORP              | US        |     95470 | NS      | $3555302.80   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| COLLEGIUM PHARMACEUTICAL INC               | Collegium Pharmaceutical Inc               | CUSIP: 19459J104<br>LEI: 54930049FXZMTLW8D496 | Long             | EC               | CORP              | US        |    129402 | NS      | $2830021.74   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Banking System Inc                | Columbia Banking System Inc                | CUSIP: 197236102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    298229 | NS      | $10157679.74  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| COLUMBIA SHORT TERM CASH FUND              | COLUMBIA SHORT TERM CASH FUND              | CUSIP: 19766H239<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |  13245687 | NS      | $13240389.22  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| COMFORT SYST USA INC                       | Comfort Systems USA Inc                    | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |    135659 | NS      | $17196134.84  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Bank System Inc                  | Community Bank System Inc                  | CUSIP: 203607106<br>LEI: 5299008N6YHE6GCP1E80 | Long             | EC               | CORP              | US        |    203746 | NS      | $13272014.44  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMUNITY HEALTH SYSTEMS INC               | Community Health Systems Inc               | CUSIP: 203668108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    475061 | NS      | $1629459.23   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMUNITY HEALTHCARE TRUST INC             | Community Healthcare Trust Inc             | CUSIP: 20369C106<br>LEI: 549300FATSRCMKOV9536 | Long             | EC               | CORP              | US        |     88511 | NS      | $3120897.86   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| COMPASS MINERALS INTERNATIONAL I           | Compass Minerals International Inc         | CUSIP: 20451N101<br>LEI: 2549008X9G8XP7YJGC47 | Long             | EC               | CORP              | US        |    129535 | NS      | $5744877.25   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| COMPUTER PROGRAMS AND SYSTEMS INC.         | Computer Programs & Systems Inc            | CUSIP: 205306103<br>LEI: 5493005Q6CJC78TGL805 | Long             | EC               | CORP              | US        |     55984 | NS      | $1657126.40   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| COMTECH TELECOMMS CORP.                    | Comtech Telecommunications Corp            | CUSIP: 205826209<br>LEI: 529900FTEZ8MGM0Y8F73 | Long             | EC               | CORP              | US        |    104315 | NS      | $1217356.05   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENXBIO INC                              | REGENXBIO Inc                              | CUSIP: 75901B107<br>LEI: 549300EOES47LATSET33 | Long             | EC               | CORP              | US        |    142614 | NS      | $3408474.60   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| RENASANT CORP                              | Renasant Corp                              | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               | CORP              | US        |    212153 | NS      | $8649477.81   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| RENT-A-CENTER INC/TX                       | Rent-A-Center Inc/TX                       | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               | CORP              | US        |    202029 | NS      | $4866878.61   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| FRANKLIN STREET PROPERTIES CORP            | Franklin Street Properties Corp            | CUSIP: 35471R106<br>LEI: 549300STLK2T6QY5WO82 | Long             | EC               | CORP              | US        |    348400 | NS      | $1017328.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FRONTDOOR INC                              | Frontdoor Inc                              | CUSIP: 35905A109<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | EC               | CORP              | US        |    309002 | NS      | $7221376.74   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| FULGENT GENETICS INC                       | Fulgent Genetics Inc                       | CUSIP: 359664109<br>LEI: 549300CL6P01M68QJ404 | Long             | EC               | CORP              | US        |     76893 | NS      | $2788909.11   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CONMED CORP (PRE-MERGER)                   | CONMED Corp                                | CUSIP: 207410101<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | EC               | CORP              | US        |    115524 | NS      | $9571163.40   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Conn's Inc                                 | Conn's Inc                                 | CUSIP: 208242107<br>LEI: 529900K9HOACKOJJT953 | Long             | EC               | CORP              | US        |     48709 | NS      | $485141.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HB FULLER CO                               | HB Fuller Co                               | CUSIP: 359694106<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | EC               | CORP              | US        |    201589 | NS      | $16189612.59  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| FUTUREFUEL CORP                            | FutureFuel Corp                            | CUSIP: 36116M106<br>LEI: 529900WYQZSMWFXLA845 | Long             | EC               | CORP              | US        |     97907 | NS      | $865497.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GEO GROUP INC/ THE                         | GEO Group Inc/The                          | CUSIP: 36162J106<br>LEI: 54930024XOXET7NQVZ63 | Long             | EC               | CORP              | US        |    470537 | NS      | $5561747.34   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| G-III APPAREL GROUP LTD                    | G-III Apparel Group Ltd                    | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |    164578 | NS      | $3559822.14   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GMS INC                                    | GMS Inc                                    | CUSIP: 36251C103<br>LEI: 52990057RENOQO4U0D72 | Long             | EC               | CORP              | US        |    161713 | NS      | $7940108.30   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Gannett Co Inc                             | Gannett Co Inc                             | CUSIP: 36472T109<br>LEI: 549300JQ2PU0RI3ZBA32 | Long             | EC               | CORP              | US        |    536212 | NS      | $1340530.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| RESIDEO TECHNOLOGIES INC                   | Resideo Technologies Inc                   | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |    552430 | NS      | $8949366.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Resources Connection Inc                   | Resources Connection Inc                   | CUSIP: 76122Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    120526 | NS      | $2326151.80   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GENESCO INC.                               | Genesco Inc                                | CUSIP: 371532102<br>LEI: 549300VY2Q511P1K5P56 | Long             | EC               | CORP              | US        |     49456 | NS      | $2581603.20   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GENWORTH FINANCIAL INC                     | Genworth Financial Inc                     | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |   1910039 | NS      | $9607496.17   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| GENTHERM INC                               | Gentherm Inc                               | CUSIP: 37253A103<br>LEI: HKM6YX1U5JS60TCUB219 | Long             | EC               | CORP              | US        |    125758 | NS      | $9003015.22   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Getty Realty Corp                          | Getty Realty Corp                          | CUSIP: 374297109<br>LEI: 2549000P1W5SFJWCNP90 | Long             | EC               | CORP              | US        |    161262 | NS      | $5324871.24   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| RETAIL OPPORTUNITY INVESTMENTS C           | Retail Opportunity Investments Corp        | CUSIP: 76131N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    472251 | NS      | $7201827.75   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| REX AMERICAN RESOURCES CORP                | REX American Resources Corp                | CUSIP: 761624105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     59603 | NS      | $1758884.53   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GIBRALTAR INDUSTRIES INC                   | Gibraltar Industries Inc                   | CUSIP: 374689107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    119930 | NS      | $6069657.30   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| GLAUKOS CORP                               | Glaukos Corp                               | CUSIP: 377322102<br>LEI: 5299004JA1LHE21M6T14 | Long             | EC               | CORP              | US        |    180483 | NS      | $8405093.31   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL NET LEASE INC                       | Global Net Lease Inc                       | CUSIP: 379378201<br>LEI: 549300NUYANCT5SU8Z65 | Long             | EC               | CORP              | US        |    393174 | NS      | $5319644.22   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| GOGO INC                                   | Gogo Inc                                   | CUSIP: 38046C109<br>LEI: 549300VL3DIHSFHYTO04 | Long             | EC               | CORP              | US        |    248866 | NS      | $3904707.54   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDEN ENTERTAINMENT INC                   | Golden Entertainment Inc                   | CUSIP: 381013101<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | EC               | CORP              | US        |     83228 | NS      | $3687832.68   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GRANITE CONSTRUCTION INC.                  | Granite Construction Inc                   | CUSIP: 387328107<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | EC               | CORP              | US        |    167166 | NS      | $6021319.32   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ROGERS CORP                                | Rogers Corp                                | CUSIP: 775133101<br>LEI: PW0CN80KNFR7RUOOKJ84 | Long             | EC               | CORP              | US        |     71022 | NS      | $7744238.88   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| RUTHS HOSPITALITY GROUP INC                | Ruth's Hospitality Group Inc               | CUSIP: 783332109<br>LEI: 529900JQW9JP41OHOD14 | Long             | EC               | CORP              | US        |    116858 | NS      | $2046183.58   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| S&T BANCORP INC                            | S&T Bancorp Inc                            | CUSIP: 783859101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    148438 | NS      | $5554549.96   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SM ENERGY CO                               | SM Energy Co                               | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |    464864 | NS      | $20040287.04  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| SPS COMMERCE INC                           | SPS Commerce Inc                           | CUSIP: 78463M107<br>LEI: 2549006XVF9GCCETDQ72 | Long             | EC               | CORP              | US        |    136565 | NS      | $19427736.90  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| SPX CORP                                   | SPX Technologies Inc                       | CUSIP: 78473E103<br>LEI: P761FCI0CPOG24I8JE10 | Long             | EC               | CORP              | US        |    171443 | NS      | $11469536.70  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| SAFEHOLD INC                               | Safehold Inc                               | CUSIP: 78645L100<br>LEI: 549300MHMP6BIE0XV355 | Long             | EC               | CORP              | US        |     90808 | NS      | $2680663.19   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Safety Insurance Group Inc                 | Safety Insurance Group Inc                 | CUSIP: 78648T100<br>LEI: 254900LDCFLA3J746840 | Long             | EC               | CORP              | US        |     55893 | NS      | $5127623.82   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ST JOE CO                                  | St Joe Co/The                              | CUSIP: 790148100<br>LEI: 529900XVHOT3BF8PWG49 | Long             | EC               | CORP              | US        |    129556 | NS      | $4978837.08   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Sally Beauty                               | Sally Beauty Holdings Inc                  | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |    405798 | NS      | $4772184.48   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHN B SANFILIPPO & SON INC                | John B Sanfilippo & Son Inc                | CUSIP: 800422107<br>LEI: 5299007IBEYVXKYDUX28 | Long             | EC               | CORP              | US        |     33858 | NS      | $2867434.02   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SANMINA CORP                               | Sanmina Corp                               | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |    219187 | NS      | $14486068.83  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTH JERSEY IND INC                       | South Jersey Industries Inc                | CUSIP: 838518108<br>LEI: 549300DJYWYT5VXLFA46 | Long             | EC               | CORP              | US        |    464375 | NS      | $16113812.50  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHSIDE BANCSHARES INC                   | Southside Bancshares Inc                   | CUSIP: 84470P109<br>LEI: 549300TC83207VQA2K65 | Long             | EC               | CORP              | US        |    115648 | NS      | $4202648.32   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SPARTANNASH CO                             | SpartanNash Co                             | CUSIP: 847215100<br>LEI: 549300TV3QCCSQLF5X16 | Long             | EC               | CORP              | US        |    136986 | NS      | $4499990.10   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Motor Products Inc                | Standard Motor Products Inc                | CUSIP: 853666105<br>LEI: THGK1EO5B5HK0JHQVZ90 | Long             | EC               | CORP              | US        |     70627 | NS      | $2712783.07   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Standex International Corp                 | Standex International Corp                 | CUSIP: 854231107<br>LEI: RCX52GR0JW2LRRMH9Z54 | Long             | EC               | CORP              | US        |     45370 | NS      | $4766118.50   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| STEPAN CO                                  | Stepan Co                                  | CUSIP: 858586100<br>LEI: IZU1EW9GB3WC7CYCSR17 | Long             | EC               | CORP              | US        |     80349 | NS      | $8964537.93   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| PHIBRO ANIMAL HEALTH CORP                  | Phibro Animal Health Corp                  | CUSIP: 71742Q106<br>LEI: 549300U24SP4AF2JUX52 | Long             | EC               | CORP              | US        |     77120 | NS      | $949347.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| STELLAR BANCORP INC                        | STELLAR BANCORP INC                        | CUSIP: 000000000<br>LEI: 54930070P8Z0WHFBB536 | Long             | EC               | CORP              | US        |    170284 | NS      | $5757302.04   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Stewart Information Services Corp          | Stewart Information Services Corp          | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |    102795 | NS      | $4549706.70   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| STONEX GROUP INC                           | StoneX Group Inc                           | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |     65307 | NS      | $6626701.29   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| STRATEGIC EDUCATION INC                    | Strategic Education Inc                    | CUSIP: 86272C103<br>LEI: 0PYXF82EO1UCNGL5I740 | Long             | EC               | CORP              | US        |     85013 | NS      | $6954063.40   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| STRIDE INC                                 | Stride Inc                                 | CUSIP: 86333M108<br>LEI: 254900BRWS3AFONWU277 | Long             | EC               | CORP              | US        |    154074 | NS      | $5455760.34   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| STURM RUGER & COMPANY INC                  | Sturm Ruger & Co Inc                       | CUSIP: 864159108<br>LEI: 529900DV1BWFJSHFO847 | Long             | EC               | CORP              | US        |     66999 | NS      | $3680255.07   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PHOTRONICS INC                             | Photronics Inc                             | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               | CORP              | US        |    233585 | NS      | $4391398.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PIPER SANDLER COMPANIES                    | Piper Jaffray Cos                          | CUSIP: 724078100<br>LEI: QUQDBTUSOAKFEVMRMF78 | Long             | EC               | CORP              | US        |     51983 | NS      | $7467877.78   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| PITNEY BOWES INC                           | Pitney Bowes Inc                           | CUSIP: 724479100<br>LEI: 549300N2O26NW4ST6W55 | Long             | EC               | CORP              | US        |    613171 | NS      | $2342313.22   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PLEXUS CORP.                               | Plexus Corp                                | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |    105081 | NS      | $11582027.82  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| POWELL IND INC                             | Powell Industries Inc                      | CUSIP: 739128106<br>LEI: 549300V08RO7MX2UBN26 | Long             | EC               | CORP              | US        |     34401 | NS      | $905434.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Preferred Bank/Los Angeles CA              | Preferred Bank/Los Angeles CA              | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               | CORP              | US        |     51669 | NS      | $3905659.71   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PRESTIGE CONSUMER HEALTHCARE INC           | Prestige Consumer Healthcare Inc           | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    188696 | NS      | $11597256.16  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| PRICESMART INC.                            | PriceSmart Inc                             | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               | CORP              | US        |     95006 | NS      | $6749226.24   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMMIT HOTEL PROPERTIES INC                | Summit Hotel Properties Inc                | CUSIP: 866082100<br>LEI: 254900OBQWJK6X20LS71 | Long             | EC               | CORP              | US        |    405350 | NS      | $3465742.50   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SUN COUNTRY AIRLINES HOLDINGS INC          | Sun Country Airlines Holdings Inc          | CUSIP: 866683105<br>LEI: 549300MOHOJN9GH0NJ48 | Long             | EC               | CORP              | US        |    123467 | NS      | $2494033.40   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PROASSURANCE CORPORATION                   | ProAssurance Corp                          | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               | CORP              | US        |    204622 | NS      | $4090393.78   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PROG HOLDINGS INC                          | Aaron's Holdings Co Inc                    | CUSIP: 000000000<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |    191373 | NS      | $3768134.37   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MONRO INC                                  | Monro Inc                                  | CUSIP: 610236101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    122088 | NS      | $5551341.36   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| MOOG INC                                   | Moog Inc                                   | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |    109817 | NS      | $9557373.51   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorcar Parts                             | Motorcar Parts of America Inc              | CUSIP: 620071100<br>LEI: 549300AG4610OSV3H429 | Long             | EC               | CORP              | US        |     72907 | NS      | $821661.89    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Movado Group Inc                           | Movado Group Inc                           | CUSIP: 624580106<br>LEI: 549300WCGCGPWGHVXM59 | Long             | EC               | CORP              | US        |     60792 | NS      | $1956894.48   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MUELLER IND INC                            | Mueller Industries Inc                     | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |    214940 | NS      | $14781423.80  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| PROGRESS SOFTWARE CORP                     | Progress Software Corp                     | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Long             | EC               | CORP              | US        |    164803 | NS      | $8787295.96   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| PROPETRO HOLDING CORP                      | ProPetro Holding Corp                      | CUSIP: 74347M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    332356 | NS      | $3649268.88   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PROTO LABS INC                             | Proto Labs Inc                             | CUSIP: 743713109<br>LEI: 529900QHG5MGWT2WQQ09 | Long             | EC               | CORP              | US        |    104289 | NS      | $2765744.28   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Provident Financial Services Inc           | Provident Financial Services Inc           | CUSIP: 74386T105<br>LEI: 529900JOSO3SXEDVE477 | Long             | EC               | CORP              | US        |    284544 | NS      | $6410776.32   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| WMI HOLDINGS CORP                          | Mr Cooper Group Inc                        | CUSIP: 62482R107<br>LEI: 549300KD8C6DPXYC2M26 | Long             | EC               | CORP              | US        |    271689 | NS      | $12269475.24  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Myers Industries Inc                       | Myers Industries Inc                       | CUSIP: 628464109<br>LEI: 549300I2H9XMVTCW4Q51 | Long             | EC               | CORP              | US        |    138283 | NS      | $3227525.22   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Myriad Genetics Inc                        | Myriad Genetics Inc                        | CUSIP: 62855J104<br>LEI: 52990044IHUOUMETT163 | Long             | EC               | CORP              | US        |    305760 | NS      | $6194697.60   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| NBT BANCORP INC                            | NBT Bancorp Inc                            | CUSIP: 628778102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    162441 | NS      | $7498276.56   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI HOLDINGS INC                           | NMI Holdings Inc                           | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |    321185 | NS      | $6915113.05   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| NV5 GLOBAL INC                             | NV5 Global Inc                             | CUSIP: 62945V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     47168 | NS      | $6816247.68   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL BANK HOLDINGS CORP                | National Bank Holdings Corp                | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    114053 | NS      | $5304605.03   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL BEVERAGE CORP                     | National Beverage Corp                     | CUSIP: 635017106<br>LEI: 549300O9MZIQJI8TGV17 | Long             | EC               | CORP              | US        |     88482 | NS      | $4559477.46   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNCOKE ENERGY INC                         | SunCoke Energy Inc                         | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |    316210 | NS      | $2675136.60   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNSTONE HOTEL                             | Sunstone Hotel Investors Inc               | CUSIP: 867892101<br>LEI: 529900ZQ2V52V96ATF67 | Long             | EC               | CORP              | US        |    805081 | NS      | $8847840.19   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| SUPERNUS PHARMACEUTICALS INC               | Supernus Pharmaceuticals Inc               | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               | CORP              | US        |    202848 | NS      | $7448578.56   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| SURMODICS, INC.                            | Surmodics Inc                              | CUSIP: 868873100<br>LEI: 549300H76KXCAAGUS878 | Long             | EC               | CORP              | US        |     53106 | NS      | $1918719.78   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| QUAKER CHEMICAL CORP                       | Quaker Chemical Corp                       | CUSIP: 747316107<br>LEI: 549300PJQ1R3WCWCPS54 | Long             | EC               | CORP              | US        |     51669 | NS      | $10167942.51  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanex Building                            | Quanex Building Products Corp              | CUSIP: 747619104<br>LEI: 5493000TL30VL5WOAW87 | Long             | EC               | CORP              | US        |    126338 | NS      | $3003054.26   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL PRESTO IND INC                    | National Presto Industries Inc             | CUSIP: 637215104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19259 | NS      | $1331182.08   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL VISION HOLDINGS INC               | National Vision Holdings Inc               | CUSIP: 63845R107<br>LEI: 549300JHURCBLI5ROA42 | Long             | EC               | CORP              | US        |    299131 | NS      | $12102840.26  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| NEKTAR THERAPEUTICS                        | Nektar Therapeutics                        | CUSIP: 640268108<br>LEI: 5299005I24806IOIYE03 | Long             | EC               | CORP              | US        |    710621 | NS      | $1989738.80   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NeoGenomics Inc                            | NeoGenomics Inc                            | CUSIP: 64049M209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    477006 | NS      | $5347237.26   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SYLVAMO CORP                               | Sylvamo Corp                               | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |    125494 | NS      | $6787970.46   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| TRI POINTE HOMES INC (DELAWARE)            | TRI Pointe Group Inc                       | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    385401 | NS      | $7106794.44   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| NETGEAR Inc                                | NETGEAR Inc                                | CUSIP: 64111Q104<br>LEI: 54930067KX3UNRHDWA78 | Long             | EC               | CORP              | US        |    108956 | NS      | $2149701.88   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NETSCOUT SYST INC                          | NetScout Systems Inc                       | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |    257507 | NS      | $9599860.96   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM TECH INC                               | TTM Technologies Inc                       | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |    387509 | NS      | $6227269.63   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SAILFISH ENERGY HOLDINGS CORP              | Talos Energy Inc                           | CUSIP: 87484T108<br>LEI: 549300OKFHZ84SFJFT95 | Long             | EC               | CORP              | US        |    247260 | NS      | $4858659.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| QUINSTREET INC                             | QuinStreet Inc                             | CUSIP: 74874Q100<br>LEI: 549300TP8MFBFPOS4Y78 | Long             | EC               | CORP              | US        |    195353 | NS      | $2779873.19   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| RPC INC                                    | RPC Inc                                    | CUSIP: 749660106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    315524 | NS      | $2921752.24   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TANGER FACTORY OUTLET CENTERS INC          | Tanger Factory Outlet Centers Inc          | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               | CORP              | US        |    395764 | NS      | $7697609.80   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| KOPPERS HOLDINGS INC                       | Koppers Holdings Inc                       | CUSIP: 50060P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     79239 | NS      | $2360529.81   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| KORN FERRY                                 | Korn/Ferry International                   | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |    207068 | NS      | $11809088.04  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| KULICKE & SOFFA IND INC.                   | Kulicke & Soffa Industries Inc             | CUSIP: 501242101<br>LEI: 529900H6BEIRBF429744 | Long             | EC               | CORP              | US        |    220188 | NS      | $10558014.60  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| LGI HOMES INC                              | LGI Homes Inc                              | CUSIP: 50187T106<br>LEI: 549300W02B4WNV8CV109 | Long             | EC               | CORP              | US        |     77659 | NS      | $7714645.06   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| LCI INDUSTRIES                             | LCI Industries                             | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |     96428 | NS      | $9532872.08   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| LTC PROPERTIES INC                         | LTC Properties Inc                         | CUSIP: 502175102<br>LEI: 549300NRZP8IJG2KY677 | Long             | EC               | CORP              | US        |    153591 | NS      | $6034590.39   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| LA-Z-BOY INC                               | La-Z-Boy Inc                               | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               | CORP              | US        |    164546 | NS      | $4480587.58   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| LAKELAND FINL CORP                         | Lakeland Financial Corp                    | CUSIP: 511656100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     96132 | NS      | $7590582.72   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| LAREDO PETROLEUM INC                       | Laredo Petroleum Inc                       | CUSIP: 516806205<br>LEI: 549300X0PTWU2QSLSL14 | Long             | EC               | CORP              | US        |     64857 | NS      | $4139822.31   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| LeMaitre                                   | LeMaitre Vascular Inc                      | CUSIP: 525558201<br>LEI: 549300FZUBUB7MHY8R17 | Long             | EC               | CORP              | US        |     73288 | NS      | $3433542.80   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| RPT REALTY                                 | RPT Realty                                 | CUSIP: 74971D101<br>LEI: 549300T03GDH1L37S188 | Long             | EC               | CORP              | US        |    322971 | NS      | $3617275.20   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| RADNET INC                                 | RadNet Inc                                 | CUSIP: 750491102<br>LEI: 529900RECG94V2IZJ970 | Long             | EC               | CORP              | US        |    184717 | NS      | $3651855.09   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| RAMBUS INC                                 | Rambus Inc                                 | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |    419115 | NS      | $16085633.70  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| RAYONIER ADVANCED MATERIALS INC            | Rayonier Advanced Materials Inc            | CUSIP: 75508B104<br>LEI: 54930053QJ7OUGZG4F72 | Long             | EC               | CORP              | US        |    242571 | NS      | $1877499.54   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LENDINGTREE INC                            | LendingTree Inc                            | CUSIP: 52603B107<br>LEI: 549300ISY5YHUJZTON08 | Long             | EC               | CORP              | US        |     41211 | NS      | $987003.45    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LESLIES INC                                | Leslie's Inc                               | CUSIP: 527064109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    562159 | NS      | $8207521.40   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| LXP INDUSTRIAL TRUST                       | LXP INDUSTRIAL TRUST                       | CUSIP: 529043101<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               | CORP              | US        |   1061333 | NS      | $11419943.08  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| LIGAND PHARMACEUTICALS INC                 | Ligand Pharmaceuticals Inc                 | CUSIP: 53220K504<br>LEI: 5493008K7TB0IKP37H79 | Long             | EC               | CORP              | US        |     60818 | NS      | $4433632.20   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| LINDSAY CORP                               | Lindsay Corp                               | CUSIP: 535555106<br>LEI: 549300ZFO0QG5H8TPI61 | Long             | EC               | CORP              | US        |     41631 | NS      | $7347455.19   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| LIQUIDITY SERVCS                           | Liquidity Services Inc                     | CUSIP: 53635B107<br>LEI: 5299002AZ4ULSAXN0G81 | Long             | EC               | CORP              | US        |    102547 | NS      | $1711509.43   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVEPERSON                                 | LivePerson Inc                             | CUSIP: 538146101<br>LEI: 549300IN2P1JZ20G7N40 | Long             | EC               | CORP              | US        |    263296 | NS      | $3091095.04   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVENT CORP                                | Livent Corp                                | CUSIP: 53814L108<br>LEI: 254900OOLQ2VNMZTJL47 | Long             | EC               | CORP              | US        |    679679 | NS      | $19024215.21  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVERAMP HOLDINGS INC                      | LiveRamp Holdings Inc                      | CUSIP: 53815P108<br>LEI: 254900GXS75LG1X7RF88 | Long             | EC               | CORP              | US        |    254596 | NS      | $5590928.16   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| LL FLOORING HOLDINGS INC                   | Lumber Liquidators Holdings Inc            | CUSIP: 55003T107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    111243 | NS      | $757564.83    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MDC HOLDINGS INC                           | MDC Holdings Inc                           | CUSIP: 552676108<br>LEI: 5299005FV4VNV75R8R35 | Long             | EC               | CORP              | US        |    215853 | NS      | $7000112.79   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| MGP INGREDIENTS INC                        | MGP Ingredients Inc                        | CUSIP: 55303J106<br>LEI: 2549006OMHFVZ4MS8538 | Long             | EC               | CORP              | US        |     58377 | NS      | $7300627.62   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I HOMES INC                              | M/I Homes Inc                              | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |    105267 | NS      | $4755963.06   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MARCUS CORP                                | Marcus Corp/The                            | CUSIP: 566330106<br>LEI: 549300NL0OKPNEMP6B79 | Long             | EC               | CORP              | US        |     92503 | NS      | $1502248.72   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MARINEMAX INC                              | MarineMax Inc                              | CUSIP: 567908108<br>LEI: 254900TIXTN8WY3FNN63 | Long             | EC               | CORP              | US        |     81655 | NS      | $2697064.65   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MARTEN TRANSPORT, LTD.                     | Marten Transport Ltd                       | CUSIP: 573075108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    218123 | NS      | $4648201.13   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MATERION CORP                              | Materion Corp                              | CUSIP: 576690101<br>LEI: 549300CJ5RI351SUYT02 | Long             | EC               | CORP              | US        |     77825 | NS      | $6269582.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MATSON INC                                 | Matson Inc                                 | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |    147812 | NS      | $9424493.12   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Matthews International Corp                | Matthews International Corp                | CUSIP: 577128101<br>LEI: 549300ZVC5O0ATML6U61 | Long             | EC               | CORP              | US        |    116055 | NS      | $3674301.30   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MAXLINEAR INC                              | MaxLinear Inc                              | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |    273272 | NS      | $10001755.20  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDIFAST INC                               | Medifast Inc                               | CUSIP: 58470H101<br>LEI: 5299000YHQJ21T5KKI80 | Long             | EC               | CORP              | US        |     41779 | NS      | $5266242.95   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PEDIATRIX MEDICAL GROUP INC                | MEDNAX Inc                                 | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    319862 | NS      | $5111394.76   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercer International Inc                   | Mercer International Inc                   | CUSIP: 588056101<br>LEI: 549300Z5IAG39VRTY874 | Long             | EC               | CORP              | US        |    153048 | NS      | $2112062.40   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury General Corp                       | Mercury General Corp                       | CUSIP: 589400100<br>LEI: 5493001Q9EXPCEL4W527 | Long             | EC               | CORP              | US        |    100781 | NS      | $3656334.68   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MERIDIAN BIOSCIENCE INC.                   | Meridian Bioscience Inc                    | CUSIP: 589584101<br>LEI: 549300ELSRZEFFFRX195 | Long             | EC               | CORP              | US        |    165888 | NS      | $5308416.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| MERIT MEDICAL SYST INC                     | Merit Medical Systems Inc                  | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               | CORP              | US        |    215243 | NS      | $15497496.00  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| MERITAGE HOMES CORP                        | Meritage Homes Corp                        | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |    138658 | NS      | $11981437.78  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Mesa Lab                                   | Mesa Laboratories Inc                      | CUSIP: 59064R109<br>LEI: 549300ZCG738WLX8ZW79 | Long             | EC               | CORP              | US        |     18952 | NS      | $3206109.84   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PATHWARD FINANCIAL INC                     | Meta Financial Group Inc                   | CUSIP: 59100U108<br>LEI: 5493004X52BH1NBLW813 | Long             | EC               | CORP              | US        |    110170 | NS      | $4795700.10   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| METHODE ELECTRONICS INC.                   | Methode Electronics Inc                    | CUSIP: 591520200<br>LEI: 529900VM413LGLUS3F07 | Long             | EC               | CORP              | US        |    139348 | NS      | $6365416.64   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Middlesex Water Co                         | Middlesex Water Co                         | CUSIP: 596680108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     66775 | NS      | $6240123.75   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Saul Centers Inc                           | Saul Centers Inc                           | CUSIP: 804395101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     48899 | NS      | $2107546.90   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GRANITE POINT MORTGAGE TRUST I             | Granite Point Mortgage Trust Inc           | CUSIP: 38741L107<br>LEI: 529900VX2HQZ76AYIE02 | Long             | EC               | CORP              | US        |    198510 | NS      | $1272449.10   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GREEN BRICK PARTNERS INC                   | Green Brick Partners Inc                   | CUSIP: 392709101<br>LEI: 549300R7SCIV7FQI6T56 | Long             | EC               | CORP              | US        |    102999 | NS      | $2490515.82   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GREEN DOT CORP                             | Green Dot Corp                             | CUSIP: 39304D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    181395 | NS      | $3696830.10   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GREEN PLAINS INC                           | Green Plains Inc                           | CUSIP: 393222104<br>LEI: VJ5WLTHARBSDR14KIZ98 | Long             | EC               | CORP              | US        |    220279 | NS      | $7612842.24   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| GREENBRIER CO INC                          | Greenbrier Cos Inc/The                     | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Long             | EC               | CORP              | US        |    123570 | NS      | $4743852.30   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| GRIFFON CORP                               | Griffon Corp                               | CUSIP: 398433102<br>LEI: 5493000C2SGNC7ZN3242 | Long             | EC               | CORP              | US        |    179596 | NS      | $6341534.76   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| GROUP 1 AUTO INC                           | Group 1 Automotive Inc                     | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |     59866 | NS      | $11574492.44  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| MILLERKNOLL INC                            | Herman Miller Inc                          | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | EC               | CORP              | US        |    287589 | NS      | $5863939.71   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MINERALS TECH INC.                         | Minerals Technologies Inc                  | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |    123597 | NS      | $7451663.13   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| GUESS ? INC                                | Guess? Inc                                 | CUSIP: 401617105<br>LEI: 549300QVH3ZK2DW0KP86 | Long             | EC               | CORP              | US        |    126548 | NS      | $2627136.48   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HCI GROUP INC                              | HCI Group Inc                              | CUSIP: 40416E103<br>LEI: 549300CZF7EZJH0MPH74 | Long             | EC               | CORP              | US        |     27095 | NS      | $1013894.90   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HNI CORP                                   | HNI Corp                                   | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |    156730 | NS      | $4545170.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| HAIN CELESTIAL GROUP INC                   | Hain Celestial Group Inc/The               | CUSIP: 405217100<br>LEI: 5493000S8QXWHLIXDP75 | Long             | EC               | CORP              | US        |    340501 | NS      | $6380988.74   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ScanSource Inc                             | ScanSource Inc                             | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |     95677 | NS      | $2856915.22   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHOLASTIC CORP                            | Scholastic Corp                            | CUSIP: 807066105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    114596 | NS      | $4712187.52   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanmi Financial Corp                       | Hanmi Financial Corp                       | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |    115596 | NS      | $3126871.80   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HARMONIC INC                               | Harmonic Inc                               | CUSIP: 413160102<br>LEI: 549300LRGRD8XC9BTL66 | Long             | EC               | CORP              | US        |    398377 | NS      | $6111103.18   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| HARMONY BIOSCIENCES HOLDINGS INC           | Harmony Biosciences Holdings Inc           | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    112166 | NS      | $6704161.82   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| HARSCO CORP                                | Harsco Corp                                | CUSIP: 415864107<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | EC               | CORP              | US        |    301198 | NS      | $2252961.04   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ENHABIT INC                                | Enhabit Inc                                | CUSIP: 29332G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    188146 | NS      | $2692369.26   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Haverty Furniture Cos Inc                  | Haverty Furniture Cos Inc                  | CUSIP: 419596101<br>LEI: 529900CVFMMIRXZVPD70 | Long             | EC               | CORP              | US        |     50797 | NS      | $1601629.41   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HAWAIIAN HLDG                              | Hawaiian Holdings Inc                      | CUSIP: 419879101<br>LEI: 529900TQUS2JVPSSPP86 | Long             | EC               | CORP              | US        |    194850 | NS      | $2708415.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HAWKINS                                    | Hawkins Inc                                | CUSIP: 420261109<br>LEI: 549300VL3IJ23OWX1Y34 | Long             | EC               | CORP              | US        |     71691 | NS      | $2982345.60   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Haynes International Inc                   | Haynes International Inc                   | CUSIP: 420877201<br>LEI: 549300I9MS5UZLRFDO40 | Long             | EC               | CORP              | US        |     47255 | NS      | $2360859.80   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MATIV HOLDINGS INC                         | Schweitzer-Mauduit International Inc       | CUSIP: 808541106<br>LEI: 549300Z1FU4IDULG1R21 | Long             | EC               | CORP              | US        |    207322 | NS      | $4306077.94   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| EW Scripps Co/The                          | EW Scripps Co/The                          | CUSIP: 811054402<br>LEI: 549300U1OW41QPKYW028 | Long             | EC               | CORP              | US        |    219556 | NS      | $3288948.88   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHCARE SERV GRP INC.                   | Healthcare Services Group Inc              | CUSIP: 421906108<br>LEI: 529900GVZ1D2FBYMS719 | Long             | EC               | CORP              | US        |    280805 | NS      | $3917229.75   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthStream                               | HealthStream Inc                           | CUSIP: 42222N103<br>LEI: 529900OJ88H8635JNH64 | Long             | EC               | CORP              | US        |     91575 | NS      | $2326005.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Seacoast Banking Corp of Florida           | Seacoast Banking Corp of Florida           | CUSIP: 811707801<br>LEI: 549300V6IC06XYQYPG88 | Long             | EC               | CORP              | US        |    232860 | NS      | $8005726.80   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| SELECT MEDICAL HOLDINGS CORP               | Select Medical Holdings Corp               | CUSIP: 81619Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    391518 | NS      | $9623512.44   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| HEARTLAND EXPRESS INC                      | Heartland Express Inc                      | CUSIP: 422347104<br>LEI: 5299005V45FZIQGLOG39 | Long             | EC               | CORP              | US        |    176597 | NS      | $2956233.78   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Heidrick & Struggles International Inc     | Heidrick & Struggles International Inc     | CUSIP: 422819102<br>LEI: 5493006284N2J367VB57 | Long             | EC               | CORP              | US        |     74841 | NS      | $2222777.70   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SENECA FOODS                               | Seneca Foods Corp                          | CUSIP: 817070501<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21241 | NS      | $1365371.48   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVICE PROPERTIES TRUST                   | Service Properties Trust                   | CUSIP: 81761L102<br>LEI: 529900IS770AG1K9QG27 | Long             | EC               | CORP              | US        |    626186 | NS      | $4915560.10   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MISTER CAR WASH INC                        | Mister Car Wash Inc                        | CUSIP: 60646V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    299630 | NS      | $3068211.20   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MODIVCARE INC                              | ModivCare Inc                              | CUSIP: 60783X104<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | EC               | CORP              | US        |     47952 | NS      | $3692304.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MONARCH CASINO & RESORT INC                | Monarch Casino & Resort Inc                | CUSIP: 609027107<br>LEI: 549300AK5FF7KY11V997 | Long             | EC               | CORP              | US        |     50135 | NS      | $4253954.75   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ENPRO IND INC                              | EnPro Industries Inc                       | CUSIP: 29355X107<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | EC               | CORP              | US        |     78879 | NS      | $9370825.20   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ENOVA INTERNATIONAL INC                    | Enova International Inc                    | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |    121382 | NS      | $4896549.88   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVISFIRST BANCSHARES INC                 | ServisFirst Bancshares Inc                 | CUSIP: 81768T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    185341 | NS      | $14052554.62  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| SHAKE SHACK INC                            | Shake Shack Inc                            | CUSIP: 819047101<br>LEI: 529900J74GJAHYP80N79 | Long             | EC               | CORP              | US        |    141480 | NS      | $7441848.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Ensign Group Inc/The                       | Ensign Group Inc/The                       | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               | CORP              | US        |    209654 | NS      | $19917130.00  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| SHENANDOAH TELECOM CO                      | Shenandoah Telecommunications Co           | CUSIP: 82312B106<br>LEI: 549300XH3H4OUKFPHS84 | Long             | EC               | CORP              | US        |    189887 | NS      | $3697099.89   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoe Carnival Inc                          | Shoe Carnival Inc                          | CUSIP: 824889109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     64856 | NS      | $1712846.96   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SHUTTERSTOCK INC                           | Shutterstock Inc                           | CUSIP: 825690100<br>LEI: 529900G2TDIS56V0LO22 | Long             | EC               | CORP              | US        |     91379 | NS      | $4918017.78   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SIMMONS FIRST NTL CORP                     | Simmons First National Corp                | CUSIP: 828730200<br>LEI: 549300IVR5AJKUVOGN05 | Long             | EC               | CORP              | US        |    486569 | NS      | $11293266.49  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| INNOVIVA INC                               | Innoviva Inc                               | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               | CORP              | US        |    237886 | NS      | $3123443.18   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| INNOVATIVE INDUSTRIAL PROPERTIES INC       | Innovative Industrial Properties Inc       | CUSIP: 45781V101<br>LEI: 5493008BQ0545EZXRR30 | Long             | EC               | CORP              | US        |    106071 | NS      | $12856865.91  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MORTGAGE TRUST INC                | New York Mortgage Trust Inc                | CUSIP: 649604501<br>LEI: 549300JFGR0M7ULHWG48 | Long             | EC               | CORP              | US        |   1432287 | NS      | $4024726.47   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXPOINT RESIDENTIAL TRUST INC             | NexPoint Residential Trust Inc             | CUSIP: 65341D102<br>LEI: 549300U2J6XVYBF87166 | Long             | EC               | CORP              | US        |     86557 | NS      | $4162526.13   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SIMPLY GOOD FOODS CO                       | Simply Good Foods Co/The                   | CUSIP: 82900L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    323507 | NS      | $12907929.30  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Simulations Plus                           | Simulations Plus Inc                       | CUSIP: 829214105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     60619 | NS      | $2460525.21   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTGEN HEALTHCARE INC                     | NextGen Healthcare Inc                     | CUSIP: 65343C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    208916 | NS      | $4345452.80   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHFIELD BANCORP INC                     | Northfield Bancorp Inc                     | CUSIP: 66611T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    161535 | NS      | $2576483.25   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SITE CENTERS CORP                          | SITE Centers Corp                          | CUSIP: 82981J109<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               | CORP              | US        |    706114 | NS      | $9596089.26   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| SIX FLAGS ENTERTAINMENT CORP               | Six Flags Entertainment Corp               | CUSIP: 83001A102<br>LEI: 549300JYTDUAA4JQ3717 | Long             | EC               | CORP              | US        |    280475 | NS      | $6756642.75   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEGER HOLDINGS CORP                      | Integer Holdings Corp                      | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Long             | EC               | CORP              | US        |    125599 | NS      | $9334517.68   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| INTER PARFUMS INC                          | Inter Parfums Inc                          | CUSIP: 458334109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     67651 | NS      | $6446463.79   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHWEST BANCSHARES INC                   | Northwest Bancshares Inc                   | CUSIP: 667340103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    481101 | NS      | $7356034.29   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHWEST NATURAL HOLDING CO               | Northwest Natural Holding Co               | CUSIP: 66765N105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    132022 | NS      | $6615622.42   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERFACE INC                              | Interface Inc                              | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |    222819 | NS      | $2413129.77   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| InterDigital Inc                           | InterDigital Inc/PA                        | CUSIP: 45867G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    112456 | NS      | $5641917.52   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| INVESCO MORTGAGE CAPITAL INC               | Invesco Mortgage Capital Inc               | CUSIP: 46131B704<br>LEI: PV3BDP2HFZL2FNXQBL39 | Long             | EC               | CORP              | US        |    125224 | NS      | $1644191.12   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| IROBOT CORP                                | iRobot Corp                                | CUSIP: 462726100<br>LEI: 5493009PRNKOUKBAT390 | Long             | EC               | CORP              | US        |    103253 | NS      | $5378448.77   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SKYWEST INC                                | SkyWest Inc                                | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |    191825 | NS      | $3539171.25   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SLEEP NUMBER CORPORATION                   | Sleep Number Corp                          | CUSIP: 83125X103<br>LEI: 529900W0TZQLBT2DSS66 | Long             | EC               | CORP              | US        |     83285 | NS      | $2436086.25   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NOW INC                                    | NOW Inc                                    | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |    420336 | NS      | $5245793.28   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I GLASS INC                              | O-I Glass Inc                              | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    590459 | NS      | $9689432.19   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| SONIC AUTOMOTIVE INC                       | Sonic Automotive Inc                       | CUSIP: 83545G102<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | EC               | CORP              | US        |     70228 | NS      | $3731915.92   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SONOS INC                                  | Sonos Inc                                  | CUSIP: 83570H108<br>LEI: 549300WEPU6075I77M08 | Long             | EC               | CORP              | US        |    482527 | NS      | $8458698.31   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG BANCORP                                | OFG Bancorp                                | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |    180320 | NS      | $5223870.40   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| OSI SYSTEMS INC (OLD)                      | OSI Systems Inc                            | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               | CORP              | US        |     60105 | NS      | $5318090.40   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Oceaneering International Inc              | Oceaneering International Inc              | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |    380176 | NS      | $5774873.44   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| OFFICE PROPERTIES INCOME TRUST             | Government Properties Income Trust         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    183736 | NS      | $2809323.44   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| IRONWOOD PHARMACEUTICALS INC               | Ironwood Pharmaceuticals Inc               | CUSIP: 46333X108<br>LEI: 549300PC8MR6QHH6P296 | Long             | EC               | CORP              | US        |    505502 | NS      | $6121629.22   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ISHARES CORE S&P SMALL-CAP ETF             | iShares Core S&P Small-Cap ETF             | CUSIP: 464287804<br>LEI: 549300BZQ17QYN750B25 | Long             | EC               | RF                | US        |    360249 | NS      | $36687758.16  | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OUTFRONT MEDIA INC                         | Outfront Media Inc                         | CUSIP: 69007J106<br>LEI: 549300RZWDYU5722I639 | Long             | EC               | CORP              | US        |    553621 | NS      | $10125728.09  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| OWENS & MINOR INC                          | Owens & Minor Inc                          | CUSIP: 690732102<br>LEI: 549300LMT5KQQXCEZ733 | Long             | EC               | CORP              | US        |    289125 | NS      | $5958866.25   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| OIL STATES INTL INC                        | Oil States International Inc               | CUSIP: 678026105<br>LEI: 5493004TF4KQJGMYL777 | Long             | EC               | CORP              | US        |    242298 | NS      | $1635511.50   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| OLYMPIC STEEL INC                          | Olympic Steel Inc                          | CUSIP: 68162K106<br>LEI: 549300GQ061U6N6KWJ49 | Long             | EC               | CORP              | US        |     36289 | NS      | $1273381.01   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| OXFORD IND INC.                            | Oxford Industries Inc                      | CUSIP: 691497309<br>LEI: IDZ20O0XD3GS4UOI2L88 | Long             | EC               | CORP              | US        |     56777 | NS      | $6407852.22   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF ENERGY INC                             | PBF Energy Inc                             | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |    406845 | NS      | $16180225.65  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Omniab Inc/old                             | Omniab Inc/old                             | CUSIP: 68218J202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23460 | NS      | $0.02         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Omniab Inc/old                             | Omniab Inc/old                             | CUSIP: 68218J301<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23460 | NS      | $0.02         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| PC Connection Inc                          | PC Connection Inc                          | CUSIP: 69318J100<br>LEI: 5299005WPRNIXDV2KM73 | Long             | EC               | CORP              | US        |     42840 | NS      | $2379762.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PDF SOLUTIONS INC                          | PDF Solutions Inc                          | CUSIP: 693282105<br>LEI: 549300GMSP6MROFBI160 | Long             | EC               | CORP              | US        |    111667 | NS      | $3502993.79   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ITEOS THERAPEUTICS INC                     | iTeos Therapeutics Inc                     | CUSIP: 46565G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     93079 | NS      | $1875541.85   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ITRON INC                                  | Itron Inc                                  | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |    171162 | NS      | $9102395.16   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| PGT INNOVATIONS INC                        | PGT Innovations Inc                        | CUSIP: 69336V101<br>LEI: 549300LRW9WM59C1S579 | Long             | EC               | CORP              | US        |    227313 | NS      | $4498524.27   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PORTFOLIO RECOVERY ASSOC INC.              | PRA Group Inc                              | CUSIP: 69354N106<br>LEI: 549300Q5HW3JSSB86K27 | Long             | EC               | CORP              | US        |    147793 | NS      | $5081123.34   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ONESPAN INC                                | OneSpan Inc                                | CUSIP: 68287N100<br>LEI: 549300D67QDZG593UX89 | Long             | EC               | CORP              | US        |    133625 | NS      | $1679666.25   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ONTO INNOVATION INC                        | Onto Innovation Inc                        | CUSIP: 683344105<br>LEI: 254900RXZVN73CHOO062 | Long             | EC               | CORP              | US        |    188385 | NS      | $15061380.75  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSENSUS CLOUD SOLUTIONS INC              | Consensus Cloud Solutions Inc              | CUSIP: 20848V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     66912 | NS      | $3799932.48   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIFIC PREMIER BANCORP INC                | Pacific Premier Bancorp Inc                | CUSIP: 69478X105<br>LEI: 549300Q1KIC3KLI0XG98 | Long             | EC               | CORP              | US        |    360082 | NS      | $13305029.90  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIRA BIOSCIENCES INC                     | Pacira BioSciences Inc                     | CUSIP: 695127100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    173760 | NS      | $8383920.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| J&J SNACK FOODS CORP                       | J&J Snack Foods Corp                       | CUSIP: 466032109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     56764 | NS      | $9310431.28   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| JACK IN THE BOX INC.                       | Jack in the Box Inc                        | CUSIP: 466367109<br>LEI: 5493002OJW26P0SUUP68 | Long             | EC               | CORP              | US        |     79846 | NS      | $5772865.80   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| PALOMAR HOLDINGS INC                       | Palomar Holdings Inc                       | CUSIP: 69753M105<br>LEI: 549300DOI1MUW11BLX74 | Long             | EC               | CORP              | US        |     95730 | NS      | $6006100.20   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| PAR PACIFIC HOLDINGS INC                   | Par Pacific Holdings Inc                   | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               | CORP              | US        |    209937 | NS      | $4918823.91   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHN BEAN TECHNOLOGIES CORP                | John Bean Technologies Corp                | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Long             | EC               | CORP              | US        |    120817 | NS      | $11098249.62  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Joint Corp/The                             | Joint Corp/The                             | CUSIP: 47973J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     54964 | NS      | $819513.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OPTIMIZERX CORP                            | OptimizeRx Corp                            | CUSIP: 68401U204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     68341 | NS      | $1441311.69   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ORASURE TECH INC.                          | OraSure Technologies Inc                   | CUSIP: 68554V108<br>LEI: 529900GNNJPNM4XHXQ77 | Long             | EC               | CORP              | US        |    275364 | NS      | $1387834.56   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ORGANOGENESIS HOLDINGS INC                 | Organogenesis Holdings Inc                 | CUSIP: 68621F102<br>LEI: 549300RLC2O821TU6941 | Long             | EC               | CORP              | US        |    268009 | NS      | $734344.66    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ORION OFFICE REIT INC                      | Orion Office REIT Inc                      | CUSIP: 68629Y103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    214754 | NS      | $1995064.66   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| KAR AUCTION SERVICES INC                   | KAR Auction Services Inc                   | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Long             | EC               | CORP              | US        |    439215 | NS      | $6034814.10   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR REAL ESTATE FINANCE TRUST INC          | KKR Real Estate Finance Trust Inc          | CUSIP: 48251K100<br>LEI: 549300K23AYZDZ2REL62 | Long             | EC               | CORP              | US        |    220584 | NS      | $3650665.20   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| KAISER ALUMINUM CORPORATION                | Kaiser Aluminum Corp                       | CUSIP: 483007704<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     60447 | NS      | $5464408.80   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| KAMAN CORPORATION                          | Kaman Corp                                 | CUSIP: 483548103<br>LEI: 5493003YK076OLTEQF95 | Long             | EC               | CORP              | US        |    106211 | NS      | $2163518.07   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ORTHOFIX INTL NV                           | Orthofix Medical Inc                       | CUSIP: 68752M108<br>LEI: N/A                  | Long             | EC               | CORP              | CW        |     75853 | NS      | $1364595.47   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOL ENERGY INC                          | CONSOL Energy Inc                          | CUSIP: 20854L108<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | EC               | CORP              | US        |    124283 | NS      | $9625718.35   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOLIDATED COMMUNICATIONS HOLDINGS INC   | Consolidated Communications Holdings Inc   | CUSIP: 209034107<br>LEI: 529900F6S64KOO8CXH48 | Long             | EC               | CORP              | US        |    280045 | NS      | $1293807.90   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PARK AEROSPACE CORP                        | Park Aerospace Corp                        | CUSIP: 70014A104<br>LEI: 5299004AG0G7IB636095 | Long             | EC               | CORP              | US        |     73696 | NS      | $974998.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Park National Corp                         | Park National Corp                         | CUSIP: 700658107<br>LEI: 5493001T01TDELV5OO63 | Long             | EC               | CORP              | US        |     54854 | NS      | $8301055.82   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| CORCEPT THERAPEUTICS INC                   | Corcept Therapeutics Inc                   | CUSIP: 218352102<br>LEI: 529900EO9LUTFMZ7FF90 | Long             | EC               | CORP              | US        |    361457 | NS      | $9137632.96   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| CORECIVIC INC                              | CoreCivic Inc                              | CUSIP: 21871N101<br>LEI: 529900JFA3K6PTLT8B15 | Long             | EC               | CORP              | US        |    445999 | NS      | $5922866.72   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| PATRICK IND                                | Patrick Industries Inc                     | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |     82363 | NS      | $4606562.59   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PATTERSON-UTI ENERGY INC.                  | Patterson-UTI Energy Inc                   | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |    822167 | NS      | $14757897.65  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| KELLY SERV, INC.                           | Kelly Services Inc                         | CUSIP: 488152208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    131158 | NS      | $2228374.42   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| KNOWLES CORP                               | Knowles Corp                               | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Long             | EC               | CORP              | US        |    347493 | NS      | $5420890.80   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYONEER GLOBAL INC                        | Payoneer Global Inc                        | CUSIP: 70451X104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    748787 | NS      | $4043449.80   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| RANGER OIL CORP                            | Penn Virginia Corp                         | CUSIP: 70788V102<br>LEI: 5493003S4AVU6OSXB118 | Long             | EC               | CORP              | US        |     75117 | NS      | $3272847.69   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CORSAIR GAMING INC                         | Corsair Gaming Inc                         | CUSIP: 22041X102<br>LEI: 549300Y7YT18L8G0H525 | Long             | EC               | CORP              | US        |    145293 | NS      | $2451092.91   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CORVEL CORP                                | CorVel Corp                                | CUSIP: 221006109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34979 | NS      | $5350737.63   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Pennant Group Inc/The                      | Pennant Group Inc/The                      | CUSIP: 70805E109<br>LEI: 5493007H2OYR6BYLDA64 | Long             | EC               | CORP              | US        |    106452 | NS      | $1100713.68   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PENNYMAC MORTGAGE INVESTMENT TRUST         | PennyMac Mortgage Investment Trust         | CUSIP: 70931T103<br>LEI: 549300BSSOQO1ZWDUJ97 | Long             | EC               | CORP              | US        |    343436 | NS      | $5244267.72   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CROSS CNTRY HLTH                           | Cross Country Healthcare Inc               | CUSIP: 227483104<br>LEI: 54930037L0NBIPZ5S663 | Long             | EC               | CORP              | US        |    137720 | NS      | $4927621.60   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ARTIVION INC                               | CryoLife Inc                               | CUSIP: 228903100<br>LEI: 549300YTKV8DMSMG6K81 | Long             | EC               | CORP              | US        |    152874 | NS      | $1955258.46   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PERDOCEO EDUCATION CORP                    | Career Education Corp                      | CUSIP: 000000000<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |    256928 | NS      | $3686916.80   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PERFICIENT INC                             | Perficient Inc                             | CUSIP: 71375U101<br>LEI: 549300HTBXKL2755T650 | Long             | EC               | CORP              | US        |    131211 | NS      | $9322541.55   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| CUSTOMERS BANCORP INC                      | Customers Bancorp Inc                      | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |    115661 | NS      | $3732380.47   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CUTERA INC                                 | Cutera Inc                                 | CUSIP: 232109108<br>LEI: 529900NPKPEWJWR21Z42 | Long             | EC               | CORP              | US        |     67546 | NS      | $3213838.68   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CYTOKINETICS INCORPORATED                  | Cytokinetics Inc                           | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |    356984 | NS      | $15171820.00  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| DMC GLOBAL INC                             | DMC Global Inc                             | CUSIP: 23291C103<br>LEI: 549300CBDXD1Z5MRNG02 | Long             | EC               | CORP              | US        |     70346 | NS      | $1293662.94   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DXP ENTERPRISES                            | DXP Enterprises Inc/TX                     | CUSIP: 233377407<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     60031 | NS      | $1550600.73   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Dave & Buster's Entertainment Inc          | Dave & Buster's Entertainment Inc          | CUSIP: 238337109<br>LEI: 529900WTVU85QZLYHR86 | Long             | EC               | CORP              | US        |    161434 | NS      | $6402472.44   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| PETMED EXPRESS                             | PetMed Express Inc                         | CUSIP: 716382106<br>LEI: 529900PGHW5ASJ1AZL48 | Long             | EC               | CORP              | US        |     79683 | NS      | $1577723.40   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| KONTOOR BRANDS INC                         | Kontoor Brands Inc                         | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |    186913 | NS      | $8121369.85   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| DELUXE CORP                                | Deluxe Corp                                | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               | CORP              | US        |    163374 | NS      | $3159653.16   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DESIGNER BRANDS INC                        | Designer Brands Inc                        | CUSIP: 250565108<br>LEI: 549300X8J6FI8PPRK859 | Long             | EC               | CORP              | US        |    213707 | NS      | $3269717.10   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAMONDROCK HSP                            | DiamondRock Hospitality Co                 | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               | CORP              | US        |    799798 | NS      | $7526099.18   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| DIEBOLD NIXDORF INC                        | Diebold Nixdorf Inc                        | CUSIP: 253651103<br>LEI: 549300XZK6EWDBAZSY16 | Long             | EC               | CORP              | US        |    281807 | NS      | $605885.05    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Digi International Inc                     | Digi International Inc                     | CUSIP: 253798102<br>LEI: 529900KG656HGROI4N27 | Long             | EC               | CORP              | US        |    133039 | NS      | $5650166.33   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| DIGITAL TURBINE INC                        | Digital Turbine Inc                        | CUSIP: 25400W102<br>LEI: 549300D0WZR1VI2QGB24 | Long             | EC               | CORP              | US        |    341070 | NS      | $6227938.20   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Dime Community Bancshares Inc              | Bridge Bancorp Inc                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    122939 | NS      | $4385234.13   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| DINE BRANDS GLOBAL INC                     | Dine Brands Global Inc                     | CUSIP: 254423106<br>LEI: 529900HKM8OWSHLKJY75 | Long             | EC               | CORP              | US        |     59461 | NS      | $4435195.99   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CALLON PETRO CO                            | Callon Petroleum Co                        | CUSIP: 13123X508<br>LEI: 549300EFOWPEB0WLZW21 | Long             | EC               | CORP              | US        |    194218 | NS      | $8141618.56   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITOL FED FINL INC                       | Capitol Federal Financial Inc              | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    489664 | NS      | $4098487.68   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CARA THERAPEUTICS INC                      | Cara Therapeutics Inc                      | CUSIP: 140755109<br>LEI: 549300COVOY41P0GZ881 | Long             | EC               | CORP              | US        |    171128 | NS      | $2019310.40   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CARDIOVASCULAR SYSTEMS INC                 | Cardiovascular Systems Inc                 | CUSIP: 141619106<br>LEI: 549300NUBWKJMNMQ3287 | Long             | EC               | CORP              | US        |    154653 | NS      | $2166688.53   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CARETRUST REIT INC                         | CareTrust REIT Inc                         | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               | CORP              | US        |    367924 | NS      | $7284895.20   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CARPENTER TECH CORP                        | Carpenter Technology Corp                  | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |    183069 | NS      | $7516813.14   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Cars.com Inc                               | Cars.com Inc                               | CUSIP: 14575E105<br>LEI: 5493002G6J07LNGX4M98 | Long             | EC               | CORP              | US        |    239320 | NS      | $3537149.60   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CATALYST PHARMACEUTICALS INC               | Catalyst Pharmaceuticals Inc               | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               | CORP              | US        |    358692 | NS      | $6015264.84   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Cato Corp/The                              | Cato Corp/The                              | CUSIP: 149205106<br>LEI: 529900R4SJUY7GCUU865 | Long             | EC               | CORP              | US        |     61521 | NS      | $639818.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CAVCO INDUSTRIES INC                       | Cavco Industries Inc                       | CUSIP: 149568107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31368 | NS      | $7203033.84   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Centerspace                                | Centerspace                                | CUSIP: 15202L107<br>LEI: 5493002LG2SH9EEHT720 | Long             | EC               | CORP              | US        |     58289 | NS      | $3759640.50   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTRAL GARDEN & PET CO                    | Central Garden & Pet Co                    | CUSIP: 153527106<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |     36899 | NS      | $1514703.95   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTRAL GARDEN & PET CO                    | Central Garden & Pet Co                    | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |    157170 | NS      | $6140631.90   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTRAL PACIFIC FINANCIAL CORP             | Central Pacific Financial Corp             | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |    103834 | NS      | $2200242.46   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTURY ALUMINUM CO.                       | Century Aluminum Co                        | CUSIP: 156431108<br>LEI: 549300U5ODNGEYWKSW73 | Long             | EC               | CORP              | US        |    193995 | NS      | $1747894.95   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTURY COMMUNITIES INC                    | Century Communities Inc                    | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |    108915 | NS      | $5245346.40   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CERENCE INC                                | Cerence Inc                                | CUSIP: 156727109<br>LEI: 5493002WL2W5WMS89568 | Long             | EC               | CORP              | US        |    149336 | NS      | $3062881.36   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CEVA INC.                                  | CEVA Inc                                   | CUSIP: 157210105<br>LEI: 529900G9T7CVU2J2VU73 | Long             | EC               | CORP              | US        |     88093 | NS      | $2393486.81   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CHATHAM LODGING TRUST                      | Chatham Lodging Trust                      | CUSIP: 16208T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    185071 | NS      | $2474399.27   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheesecake Factory Inc/The                 | Cheesecake Factory Inc/The                 | CUSIP: 163072101<br>LEI: 529900872XMLK10SY247 | Long             | EC               | CORP              | US        |    184180 | NS      | $6453667.20   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEFS WAREHOUSE INC                        | Chefs' Warehouse Inc/The                   | CUSIP: 163086101<br>LEI: 549300JYEDC8C547E980 | Long             | EC               | CORP              | US        |    129123 | NS      | $5016428.55   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Chesapeake Utilities Corp                  | Chesapeake Utilities Corp                  | CUSIP: 165303108<br>LEI: 254900WW0FDCKAOCKE74 | Long             | EC               | CORP              | US        |     67261 | NS      | $8053159.53   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Chico's FAS Inc                            | Chico's FAS Inc                            | CUSIP: 168615102<br>LEI: 5299003ESGN5T1MFXY13 | Long             | EC               | CORP              | US        |    474529 | NS      | $2785485.23   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| USANA HLTH SCIENCES INC                    | USANA Health Sciences Inc                  | CUSIP: 90328M107<br>LEI: 549300YTURXE814MAH96 | Long             | EC               | CORP              | US        |     42222 | NS      | $2323898.88   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| US PHYSICAL THERAPY INC                    | US Physical Therapy Inc                    | CUSIP: 90337L108<br>LEI: 529900KL1UXQYFIOMY96 | Long             | EC               | CORP              | US        |     49310 | NS      | $4260877.10   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| US SILICA HOLDINGS INC                     | US Silica Holdings Inc                     | CUSIP: 90346E103<br>LEI: 529900HOXGPM9F75C193 | Long             | EC               | CORP              | US        |    286501 | NS      | $3750298.09   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ULTRA CLEAN HLD                            | Ultra Clean Holdings Inc                   | CUSIP: 90385V107<br>LEI: 5493007L6LS7QX18PE75 | Long             | EC               | CORP              | US        |    172270 | NS      | $6137980.10   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| UniFirst Corp/MA                           | UniFirst Corp/MA                           | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               | CORP              | US        |     57231 | NS      | $11089078.56  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| UNISYS CORP                                | Unisys Corp                                | CUSIP: 909214306<br>LEI: 549300T21W22FIJJOW08 | Long             | EC               | CORP              | US        |    257038 | NS      | $1105263.40   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United Community Banks Inc/GA              | United Community Banks Inc/GA              | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |    402180 | NS      | $15672954.60  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED FIRE GROUP INC                      | United Fire Group Inc                      | CUSIP: 910340108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     82139 | NS      | $2509346.45   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED NATURAL FOODS INC                   | United Natural Foods Inc                   | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |    221037 | NS      | $10539044.16  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITIL CORP                                | Unitil Corp                                | CUSIP: 913259107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     60803 | NS      | $3333220.46   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITI GROUP INC                            | Uniti Group Inc                            | CUSIP: 91325V108<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               | CORP              | US        |    899631 | NS      | $6855188.22   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL CORP                             | Universal Corp/VA                          | CUSIP: 913456109<br>LEI: 549300BZXZ66F6DTIF20 | Long             | EC               | CORP              | US        |     93288 | NS      | $5309020.08   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL ELECTRONICS INC.                 | Universal Electronics Inc                  | CUSIP: 913483103<br>LEI: 549300ZW9EULAR7T6F89 | Long             | EC               | CORP              | US        |     45584 | NS      | $996922.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL HEALTH REALTY INCOME TRUST       | Universal Health Realty Income Trust       | CUSIP: 91359E105<br>LEI: 549300L4MWZL4IH6H172 | Long             | EC               | CORP              | US        |     48145 | NS      | $2527131.05   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Insurance Holdings Inc           | Universal Insurance Holdings Inc           | CUSIP: 91359V107<br>LEI: 529900GGAZ6WVUCWQM46 | Long             | EC               | CORP              | US        |    104825 | NS      | $1152026.75   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| URBAN OUTFITTERS INC                       | Urban Outfitters Inc                       | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |    228395 | NS      | $6609751.30   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| URBAN EDGE PROPERTIES                      | Urban Edge Properties                      | CUSIP: 91704F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    445332 | NS      | $7005072.36   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Urstadt Biddle Properties Inc              | Urstadt Biddle Properties Inc              | CUSIP: 917286205<br>LEI: 549300XXD0YL0AER3Z82 | Long             | EC               | CORP              | US        |    114371 | NS      | $2187917.23   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| VANDA PHARMA                               | Vanda Pharmaceuticals Inc                  | CUSIP: 921659108<br>LEI: 529900AY8VOOQBKJ0O70 | Long             | EC               | CORP              | US        |    214474 | NS      | $2339911.34   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| VAREX IMAGING CORP                         | Varex Imaging Corp                         | CUSIP: 92214X106<br>LEI: 549300CWYWPVCT8E9W67 | Long             | EC               | CORP              | US        |    151297 | NS      | $3213548.28   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| VECTOR GRP LTD                             | Vector Group Ltd                           | CUSIP: 92240M108<br>LEI: 549300TUIF4WWN6NDN50 | Long             | EC               | CORP              | US        |    498925 | NS      | $5538067.50   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| VEECO INSTRUMENTS INC.                     | Veeco Instruments Inc                      | CUSIP: 922417100<br>LEI: 5493004201F72ADDZW04 | Long             | EC               | CORP              | US        |    194998 | NS      | $3876560.24   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| VERITEX HOLDINGS INC                       | Veritex Holdings Inc                       | CUSIP: 923451108<br>LEI: 549300F3SMOML02SC814 | Long             | EC               | CORP              | US        |    204675 | NS      | $6684685.50   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2022-12-27

**Name of Applicant:** Columbia Funds Series Trust

**Signature:** Martha Skinner

**Name of Signer:** Martha Skinner

**Title:** Assistant Treasurer