# EDGAR Filing Document

**Accession Number:** 0001097519
**File Stem:** 0001145549-23-002164
**Filing Date:** 2023-1
**Character Count:** 254785
**Document Hash:** 3793f781d16d633950fa459d049bf448
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-002164.hdr.sgml**: 20230124

**ACCESSION NUMBER**: 0001145549-23-002164

**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:** 23546570

**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 Large Cap Index Fund (Series ID: S000010825)

| Class ID   | Class Name                                          | Ticker Symbol   |
|:---|:---|:---|
| C000030051 | Columbia Large Cap Index Fund Class A               | NEIAX           |
| C000030053 | Columbia Large Cap Index Fund Institutional Class   | NINDX           |
| C000122593 | Columbia Large Cap Index Fund Institutional 2 Class | CLXRX           |
| C000173199 | Columbia Large Cap Index Fund Institutional 3 Class | CLPYX           |

## Nport-Ex

![](img296d24101.jpg)

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

![](img4931159e2.jpg)

Columbia Large Cap Index Fund

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

------

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

Investments in securities

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks 98.7%** | &nbsp;&nbsp;**Common Stocks 98.7%** | &nbsp;&nbsp;**Common Stocks 98.7%** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;**Communication Services 7.4%** | &nbsp;&nbsp;**Communication Services 7.4%** | &nbsp;&nbsp;**Communication Services 7.4%** |
| &nbsp;&nbsp;**Diversified Telecommunication Services 0.9%** | &nbsp;&nbsp;**Diversified Telecommunication Services 0.9%** | &nbsp;&nbsp;**Diversified Telecommunication Services 0.9%** |
| &nbsp;&nbsp;AT&T, Inc. | &nbsp;&nbsp;608100 | &nbsp;&nbsp;&nbsp;&nbsp;11724168 |
| &nbsp;&nbsp;Lumen Technologies, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;81283 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;444618 |
| &nbsp;&nbsp;Verizon Communications, Inc. | &nbsp;&nbsp;358385 | &nbsp;&nbsp;&nbsp;&nbsp;13969847 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;26138633 |
| &nbsp;&nbsp;**Entertainment 1.3%** | &nbsp;&nbsp;**Entertainment 1.3%** | &nbsp;&nbsp;**Entertainment 1.3%** |
| &nbsp;&nbsp;Activision Blizzard, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;60750 | &nbsp;&nbsp;&nbsp;&nbsp;4492462 |
| &nbsp;&nbsp;Electronic Arts, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;22541 | &nbsp;&nbsp;&nbsp;&nbsp;2947912 |
| &nbsp;&nbsp;Live Nation Entertainment, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;12125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;882215 |
| &nbsp;&nbsp;Netflix, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;37949 | &nbsp;&nbsp;&nbsp;&nbsp;11594558 |
| &nbsp;&nbsp;Take-Two Interactive Software, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;13371 | &nbsp;&nbsp;&nbsp;&nbsp;1413181 |
| &nbsp;&nbsp;Walt Disney Co. (The)<sup>(a)</sup> | &nbsp;&nbsp;155571 | &nbsp;&nbsp;&nbsp;&nbsp;15225734 |
| &nbsp;&nbsp;Warner Bros Discovery, Inc.<sup>(a)</sup> | &nbsp;&nbsp;188515 | &nbsp;&nbsp;&nbsp;&nbsp;2149071 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;38705133 |
| &nbsp;&nbsp;**Interactive Media & Services 4.1%** | &nbsp;&nbsp;**Interactive Media & Services 4.1%** | &nbsp;&nbsp;**Interactive Media & Services 4.1%** |
| &nbsp;&nbsp;Alphabet, Inc., Class A<sup>(a)</sup> | &nbsp;&nbsp;511671 | &nbsp;&nbsp;&nbsp;&nbsp;51673654 |
| &nbsp;&nbsp;Alphabet, Inc., Class C<sup>(a)</sup> | &nbsp;&nbsp;457552 | &nbsp;&nbsp;&nbsp;&nbsp;46418651 |
| &nbsp;&nbsp;Match Group, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;24149 | &nbsp;&nbsp;&nbsp;&nbsp;1220974 |
| &nbsp;&nbsp;Meta Platforms, Inc., Class A<sup>(a)</sup> | &nbsp;&nbsp;194622 | &nbsp;&nbsp;&nbsp;&nbsp;22984858 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;122298137 |
| &nbsp;&nbsp;**Media 0.8%** | &nbsp;&nbsp;**Media 0.8%** | &nbsp;&nbsp;**Media 0.8%** |
| &nbsp;&nbsp;Charter Communications, Inc., Class A<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;9460 | &nbsp;&nbsp;&nbsp;&nbsp;3701603 |
| &nbsp;&nbsp;Comcast Corp., Class A | &nbsp;&nbsp;375800 | &nbsp;&nbsp;&nbsp;&nbsp;13769312 |
| &nbsp;&nbsp;DISH Network Corp., Class A<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;21420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;343791 |
| &nbsp;&nbsp;Fox Corp., Class A | &nbsp;&nbsp;&nbsp;&nbsp;26153 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;848665 |
| &nbsp;&nbsp;Fox Corp., Class B | &nbsp;&nbsp;&nbsp;&nbsp;12009 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;366515 |
| &nbsp;&nbsp;Interpublic Group of Companies, Inc. (The) | &nbsp;&nbsp;&nbsp;&nbsp;33369 | &nbsp;&nbsp;&nbsp;&nbsp;1146559 |
| &nbsp;&nbsp;News Corp., Class A | &nbsp;&nbsp;&nbsp;&nbsp;32905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;630131 |
| &nbsp;&nbsp;News Corp., Class B | &nbsp;&nbsp;&nbsp;&nbsp;10194 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198273 |
| &nbsp;&nbsp;Omnicom Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;17480 | &nbsp;&nbsp;&nbsp;&nbsp;1394205 |
| &nbsp;&nbsp;Paramount Global, Class B | &nbsp;&nbsp;&nbsp;&nbsp;43092 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;865287 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;23264341 |
| &nbsp;&nbsp;**Wireless Telecommunication Services 0.3%** | &nbsp;&nbsp;**Wireless Telecommunication Services 0.3%** | &nbsp;&nbsp;**Wireless Telecommunication Services 0.3%** |
| &nbsp;&nbsp;T-Mobile US, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;51367 | &nbsp;&nbsp;&nbsp;&nbsp;7780046 |
| &nbsp;&nbsp;**Total Communication Services** | &nbsp;&nbsp;**Total Communication Services** | &nbsp;&nbsp;**218186290** |

---

---

| | | |
|:---|:---|:---|
| &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;**Consumer Discretionary 10.3%** | &nbsp;&nbsp;**Consumer Discretionary 10.3%** | &nbsp;&nbsp;**Consumer Discretionary 10.3%** |
| &nbsp;&nbsp;**Auto Components 0.1%** | &nbsp;&nbsp;**Auto Components 0.1%** | &nbsp;&nbsp;**Auto Components 0.1%** |
| &nbsp;&nbsp;Aptiv PLC<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;23120 | &nbsp;&nbsp;&nbsp;&nbsp;2466211 |
| &nbsp;&nbsp;BorgWarner, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;20210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;859127 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;3325338 |
| &nbsp;&nbsp;**Automobiles 1.8%** | &nbsp;&nbsp;**Automobiles 1.8%** | &nbsp;&nbsp;**Automobiles 1.8%** |
| &nbsp;&nbsp;Ford Motor Co. | &nbsp;&nbsp;337023 | &nbsp;&nbsp;&nbsp;&nbsp;4684619 |
| &nbsp;&nbsp;General Motors Co. | &nbsp;&nbsp;124423 | &nbsp;&nbsp;&nbsp;&nbsp;5046597 |
| &nbsp;&nbsp;Tesla, Inc.<sup>(a)</sup> | &nbsp;&nbsp;227287 | &nbsp;&nbsp;44252779 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;53983995 |
| &nbsp;&nbsp;**Distributors 0.2%** | &nbsp;&nbsp;**Distributors 0.2%** | &nbsp;&nbsp;**Distributors 0.2%** |
| &nbsp;&nbsp;Genuine Parts Co. | &nbsp;&nbsp;&nbsp;&nbsp;12069 | &nbsp;&nbsp;&nbsp;&nbsp;2212610 |
| &nbsp;&nbsp;LKQ Corp. | &nbsp;&nbsp;&nbsp;&nbsp;22244 | &nbsp;&nbsp;&nbsp;&nbsp;1208517 |
| &nbsp;&nbsp;Pool Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3379 | &nbsp;&nbsp;&nbsp;&nbsp;1113076 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;4534203 |
| &nbsp;&nbsp;**Hotels, Restaurants & Leisure 2.0%** | &nbsp;&nbsp;**Hotels, Restaurants & Leisure 2.0%** | &nbsp;&nbsp;**Hotels, Restaurants & Leisure 2.0%** |
| &nbsp;&nbsp;Booking Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3388 | &nbsp;&nbsp;&nbsp;&nbsp;7045177 |
| &nbsp;&nbsp;Caesars Entertainment, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;18297 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;929671 |
| &nbsp;&nbsp;Carnival Corp.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;84233 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;836434 |
| &nbsp;&nbsp;Chipotle Mexican Grill, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2369 | &nbsp;&nbsp;&nbsp;&nbsp;3854268 |
| &nbsp;&nbsp;Darden Restaurants, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;10460 | &nbsp;&nbsp;&nbsp;&nbsp;1537515 |
| &nbsp;&nbsp;Domino's Pizza, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3062 | &nbsp;&nbsp;&nbsp;&nbsp;1190291 |
| &nbsp;&nbsp;Expedia Group, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;12974 | &nbsp;&nbsp;&nbsp;&nbsp;1386142 |
| &nbsp;&nbsp;Hilton Worldwide Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;23406 | &nbsp;&nbsp;&nbsp;&nbsp;3338164 |
| &nbsp;&nbsp;Las Vegas Sands Corp.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;28040 | &nbsp;&nbsp;&nbsp;&nbsp;1313394 |
| &nbsp;&nbsp;Marriott International, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;23541 | &nbsp;&nbsp;&nbsp;&nbsp;3892504 |
| &nbsp;&nbsp;McDonald's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;62783 | &nbsp;&nbsp;17126574 |
| &nbsp;&nbsp;MGM Resorts International | &nbsp;&nbsp;&nbsp;&nbsp;27843 | &nbsp;&nbsp;&nbsp;&nbsp;1026293 |
| &nbsp;&nbsp;Norwegian Cruise Line Holdings Ltd.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;35959 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;591166 |
| &nbsp;&nbsp;Royal Caribbean Cruises Ltd.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;18718 | &nbsp;&nbsp;&nbsp;&nbsp;1121770 |
| &nbsp;&nbsp;Starbucks Corp. | &nbsp;&nbsp;&nbsp;&nbsp;97914 | &nbsp;&nbsp;10006811 |
| &nbsp;&nbsp;Wynn Resorts Ltd.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;8832 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;738885 |
| &nbsp;&nbsp;Yum! Brands, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;24282 | &nbsp;&nbsp;&nbsp;&nbsp;3124122 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;59059181 |

---

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

------

Portfolio of Investments (continued)<br> Columbia Large 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 0.3%** | &nbsp;&nbsp;**Household Durables 0.3%** | &nbsp;&nbsp;**Household Durables 0.3%** |
| &nbsp;&nbsp;D.R. Horton, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;26984 | &nbsp;&nbsp;&nbsp;&nbsp;2320624 |
| &nbsp;&nbsp;Garmin Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;13166 | &nbsp;&nbsp;&nbsp;&nbsp;1224306 |
| &nbsp;&nbsp;Lennar Corp., Class A | &nbsp;&nbsp;&nbsp;&nbsp;21759 | &nbsp;&nbsp;&nbsp;&nbsp;1911093 |
| &nbsp;&nbsp;Mohawk Industries, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;455985 |
| &nbsp;&nbsp;Newell Brands, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;32118 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;416570 |
| &nbsp;&nbsp;NVR, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;263 | &nbsp;&nbsp;&nbsp;&nbsp;1220060 |
| &nbsp;&nbsp;PulteGroup, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;19755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;884629 |
| &nbsp;&nbsp;Whirlpool Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4651 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;681511 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;9114778 |
| &nbsp;&nbsp;**Internet & Direct Marketing Retail 2.6%** | &nbsp;&nbsp;**Internet & Direct Marketing Retail 2.6%** | &nbsp;&nbsp;**Internet & Direct Marketing Retail 2.6%** |
| &nbsp;&nbsp;Amazon.com, Inc.<sup>(a)</sup> | &nbsp;&nbsp;756343 | &nbsp;&nbsp;73017353 |
| &nbsp;&nbsp;eBay, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;46881 | &nbsp;&nbsp;&nbsp;&nbsp;2130273 |
| &nbsp;&nbsp;Etsy, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10804 | &nbsp;&nbsp;&nbsp;&nbsp;1427100 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;76574726 |
| &nbsp;&nbsp;**Leisure Products 0.0%** | &nbsp;&nbsp;**Leisure Products 0.0%** | &nbsp;&nbsp;**Leisure Products 0.0%** |
| &nbsp;&nbsp;Hasbro, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;11077 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;695857 |
| &nbsp;&nbsp;**Multiline Retail 0.5%** | &nbsp;&nbsp;**Multiline Retail 0.5%** | &nbsp;&nbsp;**Multiline Retail 0.5%** |
| &nbsp;&nbsp;Dollar General Corp. | &nbsp;&nbsp;&nbsp;&nbsp;19371 | &nbsp;&nbsp;&nbsp;&nbsp;4952777 |
| &nbsp;&nbsp;Dollar Tree, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;18013 | &nbsp;&nbsp;&nbsp;&nbsp;2707174 |
| &nbsp;&nbsp;Target Corp. | &nbsp;&nbsp;&nbsp;&nbsp;39570 | &nbsp;&nbsp;&nbsp;&nbsp;6610960 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;14270911 |
| &nbsp;&nbsp;**Specialty Retail 2.3%** | &nbsp;&nbsp;**Specialty Retail 2.3%** | &nbsp;&nbsp;**Specialty Retail 2.3%** |
| &nbsp;&nbsp;Advance Auto Parts, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;781373 |
| &nbsp;&nbsp;AutoZone, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1663 | &nbsp;&nbsp;&nbsp;&nbsp;4288877 |
| &nbsp;&nbsp;Bath & Body Works, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;19482 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;827985 |
| &nbsp;&nbsp;Best Buy Co., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;17101 | &nbsp;&nbsp;&nbsp;&nbsp;1458715 |
| &nbsp;&nbsp;CarMax, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;13583 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;942117 |
| &nbsp;&nbsp;Home Depot, Inc. (The) | &nbsp;&nbsp;&nbsp;&nbsp;87704 | &nbsp;&nbsp;28415219 |
| &nbsp;&nbsp;Lowe's Companies, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;54540 | &nbsp;&nbsp;11592477 |
| &nbsp;&nbsp;O'Reilly Automotive, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5440 | &nbsp;&nbsp;&nbsp;&nbsp;4703098 |
| &nbsp;&nbsp;Ross Stores, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;29861 | &nbsp;&nbsp;&nbsp;&nbsp;3513744 |
| &nbsp;&nbsp;TJX Companies, Inc. (The) | &nbsp;&nbsp;&nbsp;&nbsp;99982 | &nbsp;&nbsp;&nbsp;&nbsp;8003559 |
| &nbsp;&nbsp;Tractor Supply Co. | &nbsp;&nbsp;&nbsp;&nbsp;9472 | &nbsp;&nbsp;&nbsp;&nbsp;2143608 |
| &nbsp;&nbsp;Ulta Beauty, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4422 | &nbsp;&nbsp;&nbsp;&nbsp;2055523 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;68726295 |

---

---

| | | |
|:---|:---|:---|
| &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;**Textiles, Apparel & Luxury Goods 0.5%** | &nbsp;&nbsp;**Textiles, Apparel & Luxury Goods 0.5%** | &nbsp;&nbsp;**Textiles, Apparel & Luxury Goods 0.5%** |
| &nbsp;&nbsp;NIKE, Inc., Class B | &nbsp;&nbsp;107834 | &nbsp;&nbsp;&nbsp;&nbsp;11828311 |
| &nbsp;&nbsp;Ralph Lauren Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3661 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;414132 |
| &nbsp;&nbsp;Tapestry, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;21488 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;811602 |
| &nbsp;&nbsp;VF Corp. | &nbsp;&nbsp;&nbsp;&nbsp;28180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;924868 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;13978913 |
| &nbsp;&nbsp;**Total Consumer Discretionary** | &nbsp;&nbsp;**Total Consumer Discretionary** | &nbsp;&nbsp;**304264197** |
| &nbsp;&nbsp;**Consumer Staples 6.9%** | &nbsp;&nbsp;**Consumer Staples 6.9%** | &nbsp;&nbsp;**Consumer Staples 6.9%** |
| &nbsp;&nbsp;**Beverages 1.8%** | &nbsp;&nbsp;**Beverages 1.8%** | &nbsp;&nbsp;**Beverages 1.8%** |
| &nbsp;&nbsp;Brown-Forman Corp., Class B | &nbsp;&nbsp;&nbsp;&nbsp;15603 | &nbsp;&nbsp;&nbsp;&nbsp;1139331 |
| &nbsp;&nbsp;Coca-Cola Co. (The) | &nbsp;&nbsp;332140 | &nbsp;&nbsp;&nbsp;&nbsp;21127425 |
| &nbsp;&nbsp;Constellation Brands, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;13708 | &nbsp;&nbsp;&nbsp;&nbsp;3527754 |
| &nbsp;&nbsp;Keurig Dr. Pepper, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;72505 | &nbsp;&nbsp;&nbsp;&nbsp;2803768 |
| &nbsp;&nbsp;Molson Coors Beverage Co., Class B | &nbsp;&nbsp;&nbsp;&nbsp;16060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;885067 |
| &nbsp;&nbsp;Monster Beverage Corp.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;32822 | &nbsp;&nbsp;&nbsp;&nbsp;3376071 |
| &nbsp;&nbsp;PepsiCo, Inc. | &nbsp;&nbsp;117770 | &nbsp;&nbsp;&nbsp;&nbsp;21847513 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;54706929 |
| &nbsp;&nbsp;**Food & Staples Retailing 1.6%** | &nbsp;&nbsp;**Food & Staples Retailing 1.6%** | &nbsp;&nbsp;**Food & Staples Retailing 1.6%** |
| &nbsp;&nbsp;Costco Wholesale Corp. | &nbsp;&nbsp;&nbsp;&nbsp;37800 | &nbsp;&nbsp;&nbsp;&nbsp;20383650 |
| &nbsp;&nbsp;Kroger Co. (The) | &nbsp;&nbsp;&nbsp;&nbsp;55567 | &nbsp;&nbsp;&nbsp;&nbsp;2733341 |
| &nbsp;&nbsp;Sysco Corp. | &nbsp;&nbsp;&nbsp;&nbsp;43476 | &nbsp;&nbsp;&nbsp;&nbsp;3761109 |
| &nbsp;&nbsp;Walgreens Boots Alliance, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;61214 | &nbsp;&nbsp;&nbsp;&nbsp;2540381 |
| &nbsp;&nbsp;Walmart, Inc. | &nbsp;&nbsp;121637 | &nbsp;&nbsp;&nbsp;&nbsp;18539911 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;47958392 |
| &nbsp;&nbsp;**Food Products 1.1%** | &nbsp;&nbsp;**Food Products 1.1%** | &nbsp;&nbsp;**Food Products 1.1%** |
| &nbsp;&nbsp;Archer-Daniels-Midland Co. | &nbsp;&nbsp;&nbsp;&nbsp;47836 | &nbsp;&nbsp;&nbsp;&nbsp;4664010 |
| &nbsp;&nbsp;Campbell Soup Co. | &nbsp;&nbsp;&nbsp;&nbsp;17185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;922319 |
| &nbsp;&nbsp;ConAgra Foods, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;40969 | &nbsp;&nbsp;&nbsp;&nbsp;1556003 |
| &nbsp;&nbsp;General Mills, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;50835 | &nbsp;&nbsp;&nbsp;&nbsp;4336225 |
| &nbsp;&nbsp;Hershey Co. (The) | &nbsp;&nbsp;&nbsp;&nbsp;12533 | &nbsp;&nbsp;&nbsp;&nbsp;2947386 |
| &nbsp;&nbsp;Hormel Foods Corp. | &nbsp;&nbsp;&nbsp;&nbsp;24697 | &nbsp;&nbsp;&nbsp;&nbsp;1160759 |
| &nbsp;&nbsp;JM Smucker Co. (The) | &nbsp;&nbsp;&nbsp;&nbsp;9093 | &nbsp;&nbsp;&nbsp;&nbsp;1400413 |
| &nbsp;&nbsp;Kellogg Co. | &nbsp;&nbsp;&nbsp;&nbsp;21768 | &nbsp;&nbsp;&nbsp;&nbsp;1587976 |
| &nbsp;&nbsp;Kraft Heinz Co. (The) | &nbsp;&nbsp;&nbsp;&nbsp;67973 | &nbsp;&nbsp;&nbsp;&nbsp;2674738 |
| &nbsp;&nbsp;Lamb Weston Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;12265 | &nbsp;&nbsp;&nbsp;&nbsp;1065828 |
| &nbsp;&nbsp;McCormick & Co., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;21374 | &nbsp;&nbsp;&nbsp;&nbsp;1820637 |

---

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

------

Portfolio of Investments (continued)<br> Columbia Large 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;Mondelez International, Inc., Class A | &nbsp;&nbsp;116958 | &nbsp;&nbsp;&nbsp;&nbsp;7907530 |
| &nbsp;&nbsp;Tyson Foods, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;24715 | &nbsp;&nbsp;&nbsp;&nbsp;1638110 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;33681934 |
| &nbsp;&nbsp;**Household Products 1.5%** | &nbsp;&nbsp;**Household Products 1.5%** | &nbsp;&nbsp;**Household Products 1.5%** |
| &nbsp;&nbsp;Church & Dwight Co., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;20729 | &nbsp;&nbsp;&nbsp;&nbsp;1697083 |
| &nbsp;&nbsp;Clorox Co. (The) | &nbsp;&nbsp;&nbsp;&nbsp;10510 | &nbsp;&nbsp;&nbsp;&nbsp;1562312 |
| &nbsp;&nbsp;Colgate-Palmolive Co. | &nbsp;&nbsp;&nbsp;&nbsp;71180 | &nbsp;&nbsp;&nbsp;&nbsp;5515026 |
| &nbsp;&nbsp;Kimberly-Clark Corp. | &nbsp;&nbsp;&nbsp;&nbsp;28811 | &nbsp;&nbsp;&nbsp;&nbsp;3907636 |
| &nbsp;&nbsp;Procter & Gamble Co. (The) | &nbsp;&nbsp;203914 | &nbsp;&nbsp;&nbsp;&nbsp;30415812 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;43097869 |
| &nbsp;&nbsp;**Personal Products 0.2%** | &nbsp;&nbsp;**Personal Products 0.2%** | &nbsp;&nbsp;**Personal Products 0.2%** |
| &nbsp;&nbsp;Estee Lauder Companies, Inc. (The), Class A | &nbsp;&nbsp;&nbsp;&nbsp;19781 | &nbsp;&nbsp;&nbsp;&nbsp;4664162 |
| &nbsp;&nbsp;**Tobacco 0.7%** | &nbsp;&nbsp;**Tobacco 0.7%** | &nbsp;&nbsp;**Tobacco 0.7%** |
| &nbsp;&nbsp;Altria Group, Inc. | &nbsp;&nbsp;153674 | &nbsp;&nbsp;&nbsp;&nbsp;7158135 |
| &nbsp;&nbsp;Philip Morris International, Inc. | &nbsp;&nbsp;132284 | &nbsp;&nbsp;&nbsp;&nbsp;13184746 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;20342881 |
| &nbsp;&nbsp;**Total Consumer Staples** | &nbsp;&nbsp;**Total Consumer Staples** | &nbsp;&nbsp;**204452167** |
| &nbsp;&nbsp;**Energy 5.1%** | &nbsp;&nbsp;**Energy 5.1%** | &nbsp;&nbsp;**Energy 5.1%** |
| &nbsp;&nbsp;**Energy Equipment & Services 0.4%** | &nbsp;&nbsp;**Energy Equipment & Services 0.4%** | &nbsp;&nbsp;**Energy Equipment & Services 0.4%** |
| &nbsp;&nbsp;Baker Hughes Co. | &nbsp;&nbsp;&nbsp;&nbsp;86338 | &nbsp;&nbsp;&nbsp;&nbsp;2505529 |
| &nbsp;&nbsp;Halliburton Co. | &nbsp;&nbsp;&nbsp;&nbsp;77394 | &nbsp;&nbsp;&nbsp;&nbsp;2932459 |
| &nbsp;&nbsp;Schlumberger Ltd. | &nbsp;&nbsp;120697 | &nbsp;&nbsp;&nbsp;&nbsp;6221930 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;11659918 |
| &nbsp;&nbsp;**Oil, Gas & Consumable Fuels 4.7%** | &nbsp;&nbsp;**Oil, Gas & Consumable Fuels 4.7%** | &nbsp;&nbsp;**Oil, Gas & Consumable Fuels 4.7%** |
| &nbsp;&nbsp;APA Corp. | &nbsp;&nbsp;&nbsp;&nbsp;27865 | &nbsp;&nbsp;&nbsp;&nbsp;1305475 |
| &nbsp;&nbsp;Chevron Corp. | &nbsp;&nbsp;153676 | &nbsp;&nbsp;&nbsp;&nbsp;28170348 |
| &nbsp;&nbsp;ConocoPhillips Co. | &nbsp;&nbsp;108635 | &nbsp;&nbsp;&nbsp;&nbsp;13417509 |
| &nbsp;&nbsp;Coterra Energy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;67892 | &nbsp;&nbsp;&nbsp;&nbsp;1894866 |
| &nbsp;&nbsp;Devon Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;55878 | &nbsp;&nbsp;&nbsp;&nbsp;3828761 |
| &nbsp;&nbsp;Diamondback Energy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;15169 | &nbsp;&nbsp;&nbsp;&nbsp;2245315 |
| &nbsp;&nbsp;EOG Resources, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;50010 | &nbsp;&nbsp;&nbsp;&nbsp;7097919 |
| &nbsp;&nbsp;EQT Corp. | &nbsp;&nbsp;&nbsp;&nbsp;31570 | &nbsp;&nbsp;&nbsp;&nbsp;1338884 |
| &nbsp;&nbsp;Exxon Mobil Corp.<sup>(b)</sup> | &nbsp;&nbsp;355647 | &nbsp;&nbsp;&nbsp;&nbsp;39597737 |
| &nbsp;&nbsp;Hess Corp. | &nbsp;&nbsp;&nbsp;&nbsp;23779 | &nbsp;&nbsp;&nbsp;&nbsp;3422036 |
| &nbsp;&nbsp;Kinder Morgan, Inc. | &nbsp;&nbsp;169190 | &nbsp;&nbsp;&nbsp;&nbsp;3234913 |
| &nbsp;&nbsp;Marathon Oil Corp. | &nbsp;&nbsp;&nbsp;&nbsp;57822 | &nbsp;&nbsp;&nbsp;&nbsp;1771088 |
| &nbsp;&nbsp;Marathon Petroleum Corp. | &nbsp;&nbsp;&nbsp;&nbsp;42550 | &nbsp;&nbsp;&nbsp;&nbsp;5183015 |
| &nbsp;&nbsp;Occidental Petroleum Corp. | &nbsp;&nbsp;&nbsp;&nbsp;63591 | &nbsp;&nbsp;&nbsp;&nbsp;4418939 |

---

---

| | | |
|:---|:---|:---|
| &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;ONEOK, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;38133 | &nbsp;&nbsp;&nbsp;&nbsp;2551860 |
| &nbsp;&nbsp;Phillips 66 | &nbsp;&nbsp;&nbsp;&nbsp;41051 | &nbsp;&nbsp;&nbsp;&nbsp;4451570 |
| &nbsp;&nbsp;Pioneer Natural Resources Co. | &nbsp;&nbsp;&nbsp;&nbsp;20367 | &nbsp;&nbsp;&nbsp;&nbsp;4806408 |
| &nbsp;&nbsp;Targa Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp;19333 | &nbsp;&nbsp;&nbsp;&nbsp;1438182 |
| &nbsp;&nbsp;Valero Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;33620 | &nbsp;&nbsp;&nbsp;&nbsp;4492304 |
| &nbsp;&nbsp;Williams Companies, Inc. (The) | &nbsp;&nbsp;103984 | &nbsp;&nbsp;&nbsp;&nbsp;3608245 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;138275374 |
| &nbsp;&nbsp;**Total Energy** | &nbsp;&nbsp;**Total Energy** | &nbsp;&nbsp;**149935292** |
| &nbsp;&nbsp;**Financials 11.5%** | &nbsp;&nbsp;**Financials 11.5%** | &nbsp;&nbsp;**Financials 11.5%** |
| &nbsp;&nbsp;**Banks 3.9%** | &nbsp;&nbsp;**Banks 3.9%** | &nbsp;&nbsp;**Banks 3.9%** |
| &nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;596551 | &nbsp;&nbsp;&nbsp;&nbsp;22579455 |
| &nbsp;&nbsp;Citigroup, Inc. | &nbsp;&nbsp;165270 | &nbsp;&nbsp;&nbsp;&nbsp;8000721 |
| &nbsp;&nbsp;Citizens Financial Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;42296 | &nbsp;&nbsp;&nbsp;&nbsp;1792504 |
| &nbsp;&nbsp;Comerica, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;11164 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800905 |
| &nbsp;&nbsp;Fifth Third Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;58556 | &nbsp;&nbsp;&nbsp;&nbsp;2129096 |
| &nbsp;&nbsp;First Republic Bank | &nbsp;&nbsp;&nbsp;&nbsp;15592 | &nbsp;&nbsp;&nbsp;&nbsp;1989695 |
| &nbsp;&nbsp;Huntington Bancshares, Inc. | &nbsp;&nbsp;123070 | &nbsp;&nbsp;&nbsp;&nbsp;1905124 |
| &nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;250252 | &nbsp;&nbsp;&nbsp;&nbsp;34579821 |
| &nbsp;&nbsp;KeyCorp | &nbsp;&nbsp;&nbsp;&nbsp;79589 | &nbsp;&nbsp;&nbsp;&nbsp;1497069 |
| &nbsp;&nbsp;M&T Bank Corp. | &nbsp;&nbsp;&nbsp;&nbsp;14986 | &nbsp;&nbsp;&nbsp;&nbsp;2547920 |
| &nbsp;&nbsp;PNC Financial Services Group, Inc. (The) | &nbsp;&nbsp;&nbsp;&nbsp;34998 | &nbsp;&nbsp;&nbsp;&nbsp;5888763 |
| &nbsp;&nbsp;Regions Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;79737 | &nbsp;&nbsp;&nbsp;&nbsp;1850696 |
| &nbsp;&nbsp;Signature Bank | &nbsp;&nbsp;&nbsp;&nbsp;5370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;749115 |
| &nbsp;&nbsp;SVB Financial Group<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5042 | &nbsp;&nbsp;&nbsp;&nbsp;1168635 |
| &nbsp;&nbsp;Truist Financial Corp. | &nbsp;&nbsp;113188 | &nbsp;&nbsp;&nbsp;&nbsp;5298330 |
| &nbsp;&nbsp;U.S. Bancorp | &nbsp;&nbsp;115379 | &nbsp;&nbsp;&nbsp;&nbsp;5237053 |
| &nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;323682 | &nbsp;&nbsp;&nbsp;&nbsp;15520552 |
| &nbsp;&nbsp;Zions Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;12841 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;665421 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;114200875 |
| &nbsp;&nbsp;**Capital Markets 3.1%** | &nbsp;&nbsp;**Capital Markets 3.1%** | &nbsp;&nbsp;**Capital Markets 3.1%** |
| &nbsp;&nbsp;Ameriprise Financial, Inc.<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;9230 | &nbsp;&nbsp;&nbsp;&nbsp;3063899 |
| &nbsp;&nbsp;Bank of New York Mellon Corp. (The) | &nbsp;&nbsp;&nbsp;&nbsp;62753 | &nbsp;&nbsp;&nbsp;&nbsp;2880363 |
| &nbsp;&nbsp;BlackRock, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;12866 | &nbsp;&nbsp;&nbsp;&nbsp;9212056 |
| &nbsp;&nbsp;Cboe Global Markets, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;9051 | &nbsp;&nbsp;&nbsp;&nbsp;1148029 |
| &nbsp;&nbsp;Charles Schwab Corp. (The) | &nbsp;&nbsp;130303 | &nbsp;&nbsp;&nbsp;&nbsp;10755210 |
| &nbsp;&nbsp;CME Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;30672 | &nbsp;&nbsp;&nbsp;&nbsp;5413608 |
| &nbsp;&nbsp;Factset Research Systems, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3241 | &nbsp;&nbsp;&nbsp;&nbsp;1495041 |
| &nbsp;&nbsp;Franklin Resources, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;24241 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;649901 |
| &nbsp;&nbsp;Goldman Sachs Group, Inc. (The) | &nbsp;&nbsp;&nbsp;&nbsp;29130 | &nbsp;&nbsp;&nbsp;&nbsp;11248549 |

---

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

------

Portfolio of Investments (continued)<br> Columbia Large 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;Intercontinental Exchange, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;47656 | &nbsp;&nbsp;&nbsp;&nbsp;5161621 |
| &nbsp;&nbsp;Invesco Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;38819 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;741831 |
| &nbsp;&nbsp;MarketAxess Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3212 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;860559 |
| &nbsp;&nbsp;Moody's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;13467 | &nbsp;&nbsp;&nbsp;&nbsp;4016802 |
| &nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;114275 | &nbsp;&nbsp;10635574 |
| &nbsp;&nbsp;MSCI, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6870 | &nbsp;&nbsp;&nbsp;&nbsp;3488792 |
| &nbsp;&nbsp;Nasdaq, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;28924 | &nbsp;&nbsp;&nbsp;&nbsp;1980137 |
| &nbsp;&nbsp;Northern Trust Corp. | &nbsp;&nbsp;&nbsp;&nbsp;17783 | &nbsp;&nbsp;&nbsp;&nbsp;1655775 |
| &nbsp;&nbsp;Raymond James Financial, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;16576 | &nbsp;&nbsp;&nbsp;&nbsp;1937734 |
| &nbsp;&nbsp;S&P Global, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;29074 | &nbsp;&nbsp;10257309 |
| &nbsp;&nbsp;State Street Corp. | &nbsp;&nbsp;&nbsp;&nbsp;31371 | &nbsp;&nbsp;&nbsp;&nbsp;2499328 |
| &nbsp;&nbsp;T. Rowe Price Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;19260 | &nbsp;&nbsp;&nbsp;&nbsp;2405767 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;91507885 |
| &nbsp;&nbsp;**Consumer Finance 0.5%** | &nbsp;&nbsp;**Consumer Finance 0.5%** | &nbsp;&nbsp;**Consumer Finance 0.5%** |
| &nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp;51184 | &nbsp;&nbsp;&nbsp;&nbsp;8066087 |
| &nbsp;&nbsp;Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;32753 | &nbsp;&nbsp;&nbsp;&nbsp;3381420 |
| &nbsp;&nbsp;Discover Financial Services | &nbsp;&nbsp;&nbsp;&nbsp;23311 | &nbsp;&nbsp;&nbsp;&nbsp;2525980 |
| &nbsp;&nbsp;Synchrony Financial | &nbsp;&nbsp;&nbsp;&nbsp;41111 | &nbsp;&nbsp;&nbsp;&nbsp;1544951 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;15518438 |
| &nbsp;&nbsp;**Diversified Financial Services 1.7%** | &nbsp;&nbsp;**Diversified Financial Services 1.7%** | &nbsp;&nbsp;**Diversified Financial Services 1.7%** |
| &nbsp;&nbsp;Berkshire Hathaway, Inc., Class B<sup>(a)</sup> | &nbsp;&nbsp;154016 | &nbsp;&nbsp;49069497 |
| &nbsp;&nbsp;**Insurance 2.3%** | &nbsp;&nbsp;**Insurance 2.3%** | &nbsp;&nbsp;**Insurance 2.3%** |
| &nbsp;&nbsp;Aflac, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;49072 | &nbsp;&nbsp;&nbsp;&nbsp;3529749 |
| &nbsp;&nbsp;Allstate Corp. (The) | &nbsp;&nbsp;&nbsp;&nbsp;23066 | &nbsp;&nbsp;&nbsp;&nbsp;3088537 |
| &nbsp;&nbsp;American International Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;64890 | &nbsp;&nbsp;&nbsp;&nbsp;4095208 |
| &nbsp;&nbsp;Aon PLC, Class A | &nbsp;&nbsp;&nbsp;&nbsp;17999 | &nbsp;&nbsp;&nbsp;&nbsp;5548732 |
| &nbsp;&nbsp;Arch Capital Group Ltd.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;31500 | &nbsp;&nbsp;&nbsp;&nbsp;1887165 |
| &nbsp;&nbsp;Arthur J Gallagher & Co. | &nbsp;&nbsp;&nbsp;&nbsp;17949 | &nbsp;&nbsp;&nbsp;&nbsp;3573825 |
| &nbsp;&nbsp;Assurant, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4541 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;582247 |
| &nbsp;&nbsp;Brown & Brown, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;20006 | &nbsp;&nbsp;&nbsp;&nbsp;1192158 |
| &nbsp;&nbsp;Chubb Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;35640 | &nbsp;&nbsp;&nbsp;&nbsp;7826188 |
| &nbsp;&nbsp;Cincinnati Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;13585 | &nbsp;&nbsp;&nbsp;&nbsp;1507392 |
| &nbsp;&nbsp;Everest Re Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3363 | &nbsp;&nbsp;&nbsp;&nbsp;1136492 |
| &nbsp;&nbsp;Globe Life, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7733 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;927651 |
| &nbsp;&nbsp;Hartford Financial Services Group, Inc. (The) | &nbsp;&nbsp;&nbsp;&nbsp;27575 | &nbsp;&nbsp;&nbsp;&nbsp;2105903 |
| &nbsp;&nbsp;Lincoln National Corp. | &nbsp;&nbsp;&nbsp;&nbsp;13219 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;514748 |
| &nbsp;&nbsp;Loews Corp. | &nbsp;&nbsp;&nbsp;&nbsp;17066 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;992388 |
| &nbsp;&nbsp;Marsh & McLennan Companies, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;42584 | &nbsp;&nbsp;&nbsp;&nbsp;7374697 |

---

---

| | | |
|:---|:---|:---|
| &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;MetLife, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;57174 | &nbsp;&nbsp;&nbsp;&nbsp;4385246 |
| &nbsp;&nbsp;Principal Financial Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;19780 | &nbsp;&nbsp;&nbsp;&nbsp;1773870 |
| &nbsp;&nbsp;Progressive Corp. (The) | &nbsp;&nbsp;&nbsp;&nbsp;49914 | &nbsp;&nbsp;&nbsp;&nbsp;6596135 |
| &nbsp;&nbsp;Prudential Financial, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;31745 | &nbsp;&nbsp;&nbsp;&nbsp;3429412 |
| &nbsp;&nbsp;Travelers Companies, Inc. (The) | &nbsp;&nbsp;&nbsp;&nbsp;20251 | &nbsp;&nbsp;&nbsp;&nbsp;3843842 |
| &nbsp;&nbsp;Willis Towers Watson PLC | &nbsp;&nbsp;&nbsp;&nbsp;9384 | &nbsp;&nbsp;&nbsp;&nbsp;2309965 |
| &nbsp;&nbsp;WR Berkley Corp. | &nbsp;&nbsp;&nbsp;&nbsp;17431 | &nbsp;&nbsp;&nbsp;&nbsp;1329637 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;69551187 |
| &nbsp;&nbsp;**Total Financials** | &nbsp;&nbsp;**Total Financials** | &nbsp;&nbsp;**339847882** |
| &nbsp;&nbsp;**Health Care 15.0%** | &nbsp;&nbsp;**Health Care 15.0%** | &nbsp;&nbsp;**Health Care 15.0%** |
| &nbsp;&nbsp;**Biotechnology 2.4%** | &nbsp;&nbsp;**Biotechnology 2.4%** | &nbsp;&nbsp;**Biotechnology 2.4%** |
| &nbsp;&nbsp;AbbVie, Inc. | &nbsp;&nbsp;150881 | &nbsp;&nbsp;&nbsp;&nbsp;24319000 |
| &nbsp;&nbsp;Amgen, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;45649 | &nbsp;&nbsp;&nbsp;&nbsp;13073874 |
| &nbsp;&nbsp;Biogen, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;12383 | &nbsp;&nbsp;&nbsp;&nbsp;3778920 |
| &nbsp;&nbsp;Gilead Sciences, Inc. | &nbsp;&nbsp;106957 | &nbsp;&nbsp;&nbsp;&nbsp;9394033 |
| &nbsp;&nbsp;Incyte Corp.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;15754 | &nbsp;&nbsp;&nbsp;&nbsp;1255121 |
| &nbsp;&nbsp;Moderna, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;28710 | &nbsp;&nbsp;&nbsp;&nbsp;5050376 |
| &nbsp;&nbsp;Regeneron Pharmaceuticals, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;9147 | &nbsp;&nbsp;&nbsp;&nbsp;6875800 |
| &nbsp;&nbsp;Vertex Pharmaceuticals, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;21885 | &nbsp;&nbsp;&nbsp;&nbsp;6924414 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;70671538 |
| &nbsp;&nbsp;**Health Care Equipment & Supplies 2.7%** | &nbsp;&nbsp;**Health Care Equipment & Supplies 2.7%** | &nbsp;&nbsp;**Health Care Equipment & Supplies 2.7%** |
| &nbsp;&nbsp;Abbott Laboratories | &nbsp;&nbsp;149441 | &nbsp;&nbsp;&nbsp;&nbsp;16076863 |
| &nbsp;&nbsp;ABIOMED, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3879 | &nbsp;&nbsp;&nbsp;&nbsp;1465447 |
| &nbsp;&nbsp;Align Technology, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6199 | &nbsp;&nbsp;&nbsp;&nbsp;1219095 |
| &nbsp;&nbsp;Baxter International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;42976 | &nbsp;&nbsp;&nbsp;&nbsp;2429433 |
| &nbsp;&nbsp;Becton Dickinson and Co. | &nbsp;&nbsp;&nbsp;&nbsp;24337 | &nbsp;&nbsp;&nbsp;&nbsp;6068188 |
| &nbsp;&nbsp;Boston Scientific Corp.<sup>(a)</sup> | &nbsp;&nbsp;122167 | &nbsp;&nbsp;&nbsp;&nbsp;5530500 |
| &nbsp;&nbsp;Cooper Companies, Inc. (The) | &nbsp;&nbsp;&nbsp;&nbsp;4210 | &nbsp;&nbsp;&nbsp;&nbsp;1331834 |
| &nbsp;&nbsp;Dentsply Sirona, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;18386 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;556360 |
| &nbsp;&nbsp;DexCom, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;33501 | &nbsp;&nbsp;&nbsp;&nbsp;3895496 |
| &nbsp;&nbsp;Edwards Lifesciences Corp.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;52903 | &nbsp;&nbsp;&nbsp;&nbsp;4086757 |
| &nbsp;&nbsp;Hologic, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;21304 | &nbsp;&nbsp;&nbsp;&nbsp;1622513 |
| &nbsp;&nbsp;IDEXX Laboratories, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;7105 | &nbsp;&nbsp;&nbsp;&nbsp;3025806 |
| &nbsp;&nbsp;Intuitive Surgical, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;30474 | &nbsp;&nbsp;&nbsp;&nbsp;8239865 |
| &nbsp;&nbsp;Medtronic PLC | &nbsp;&nbsp;113386 | &nbsp;&nbsp;&nbsp;&nbsp;8962030 |
| &nbsp;&nbsp;ResMed, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;12495 | &nbsp;&nbsp;&nbsp;&nbsp;2876349 |
| &nbsp;&nbsp;STERIS PLC | &nbsp;&nbsp;&nbsp;&nbsp;8535 | &nbsp;&nbsp;&nbsp;&nbsp;1585291 |
| &nbsp;&nbsp;Stryker Corp. | &nbsp;&nbsp;&nbsp;&nbsp;28733 | &nbsp;&nbsp;&nbsp;&nbsp;6720361 |

---

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

------

Portfolio of Investments (continued)<br> Columbia Large 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;Teleflex, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4003 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;937182 |
| &nbsp;&nbsp;Zimmer Biomet Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;17905 | &nbsp;&nbsp;&nbsp;&nbsp;2150391 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;78779761 |
| &nbsp;&nbsp;**Health Care Providers & Services 3.5%** | &nbsp;&nbsp;**Health Care Providers & Services 3.5%** | &nbsp;&nbsp;**Health Care Providers & Services 3.5%** |
| &nbsp;&nbsp;AmerisourceBergen Corp. | &nbsp;&nbsp;&nbsp;&nbsp;13820 | &nbsp;&nbsp;&nbsp;&nbsp;2358936 |
| &nbsp;&nbsp;Cardinal Health, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;23248 | &nbsp;&nbsp;&nbsp;&nbsp;1863792 |
| &nbsp;&nbsp;Centene Corp.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;48776 | &nbsp;&nbsp;&nbsp;&nbsp;4245951 |
| &nbsp;&nbsp;Cigna Corp. | &nbsp;&nbsp;&nbsp;&nbsp;26037 | &nbsp;&nbsp;&nbsp;&nbsp;8563309 |
| &nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;112031 | &nbsp;&nbsp;&nbsp;&nbsp;11413718 |
| &nbsp;&nbsp;DaVita, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4753 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350439 |
| &nbsp;&nbsp;Elevance Health, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;20481 | &nbsp;&nbsp;&nbsp;&nbsp;10914734 |
| &nbsp;&nbsp;HCA Healthcare, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;18370 | &nbsp;&nbsp;&nbsp;&nbsp;4412841 |
| &nbsp;&nbsp;Henry Schein, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;11615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;939886 |
| &nbsp;&nbsp;Humana, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;10800 | &nbsp;&nbsp;&nbsp;&nbsp;5938920 |
| &nbsp;&nbsp;Laboratory Corp. of America Holdings | &nbsp;&nbsp;&nbsp;&nbsp;7714 | &nbsp;&nbsp;&nbsp;&nbsp;1856760 |
| &nbsp;&nbsp;McKesson Corp. | &nbsp;&nbsp;&nbsp;&nbsp;12265 | &nbsp;&nbsp;&nbsp;&nbsp;4681305 |
| &nbsp;&nbsp;Molina Healthcare, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4958 | &nbsp;&nbsp;&nbsp;&nbsp;1669706 |
| &nbsp;&nbsp;Quest Diagnostics, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;9951 | &nbsp;&nbsp;&nbsp;&nbsp;1510860 |
| &nbsp;&nbsp;UnitedHealth Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;79821 | &nbsp;&nbsp;&nbsp;&nbsp;43722751 |
| &nbsp;&nbsp;Universal Health Services, Inc., Class B | &nbsp;&nbsp;&nbsp;&nbsp;5608 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;733807 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;105177715 |
| &nbsp;&nbsp;**Life Sciences Tools & Services 1.8%** | &nbsp;&nbsp;**Life Sciences Tools & Services 1.8%** | &nbsp;&nbsp;**Life Sciences Tools & Services 1.8%** |
| &nbsp;&nbsp;Agilent Technologies, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;25490 | &nbsp;&nbsp;&nbsp;&nbsp;3950440 |
| &nbsp;&nbsp;Bio-Rad Laboratories, Inc., Class A<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1829 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;758505 |
| &nbsp;&nbsp;Bio-Techne Corp. | &nbsp;&nbsp;&nbsp;&nbsp;13392 | &nbsp;&nbsp;&nbsp;&nbsp;1138186 |
| &nbsp;&nbsp;Charles River Laboratories International, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;991994 |
| &nbsp;&nbsp;Danaher Corp. | &nbsp;&nbsp;&nbsp;&nbsp;55869 | &nbsp;&nbsp;&nbsp;&nbsp;15275143 |
| &nbsp;&nbsp;Illumina, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;13406 | &nbsp;&nbsp;&nbsp;&nbsp;2923580 |
| &nbsp;&nbsp;IQVIA Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;15916 | &nbsp;&nbsp;&nbsp;&nbsp;3470006 |
| &nbsp;&nbsp;Mettler-Toledo International, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1921 | &nbsp;&nbsp;&nbsp;&nbsp;2823025 |
| &nbsp;&nbsp;PerkinElmer, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;10771 | &nbsp;&nbsp;&nbsp;&nbsp;1505032 |
| &nbsp;&nbsp;Thermo Fisher Scientific, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;33433 | &nbsp;&nbsp;&nbsp;&nbsp;18729835 |
| &nbsp;&nbsp;Waters Corp.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5110 | &nbsp;&nbsp;&nbsp;&nbsp;1771126 |
| &nbsp;&nbsp;West Pharmaceutical Services, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6319 | &nbsp;&nbsp;&nbsp;&nbsp;1482817 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;54819689 |

---

---

| | | |
|:---|:---|:---|
| &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;**Pharmaceuticals 4.6%** | &nbsp;&nbsp;**Pharmaceuticals 4.6%** | &nbsp;&nbsp;**Pharmaceuticals 4.6%** |
| &nbsp;&nbsp;Bristol-Myers Squibb Co. | &nbsp;&nbsp;182213 | &nbsp;&nbsp;&nbsp;&nbsp;14628060 |
| &nbsp;&nbsp;Catalent, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;15293 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;766638 |
| &nbsp;&nbsp;Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;&nbsp;67299 | &nbsp;&nbsp;&nbsp;&nbsp;24973313 |
| &nbsp;&nbsp;Johnson & Johnson | &nbsp;&nbsp;224362 | &nbsp;&nbsp;&nbsp;&nbsp;39936436 |
| &nbsp;&nbsp;Merck & Co., Inc. | &nbsp;&nbsp;216179 | &nbsp;&nbsp;&nbsp;&nbsp;23805631 |
| &nbsp;&nbsp;Organon & Co. | &nbsp;&nbsp;&nbsp;&nbsp;21703 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;564712 |
| &nbsp;&nbsp;Pfizer, Inc. | &nbsp;&nbsp;478933 | &nbsp;&nbsp;&nbsp;&nbsp;24008911 |
| &nbsp;&nbsp;Viatris, Inc. | &nbsp;&nbsp;103476 | &nbsp;&nbsp;&nbsp;&nbsp;1141340 |
| &nbsp;&nbsp;Zoetis, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;39949 | &nbsp;&nbsp;&nbsp;&nbsp;6157739 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;135982780 |
| &nbsp;&nbsp;**Total Health Care** | &nbsp;&nbsp;**Total Health Care** | &nbsp;&nbsp;**445431483** |
| &nbsp;&nbsp;**Industrials 8.3%** | &nbsp;&nbsp;**Industrials 8.3%** | &nbsp;&nbsp;**Industrials 8.3%** |
| &nbsp;&nbsp;**Aerospace & Defense 1.7%** | &nbsp;&nbsp;**Aerospace & Defense 1.7%** | &nbsp;&nbsp;**Aerospace & Defense 1.7%** |
| &nbsp;&nbsp;Boeing Co. (The)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;47633 | &nbsp;&nbsp;&nbsp;&nbsp;8520591 |
| &nbsp;&nbsp;General Dynamics Corp. | &nbsp;&nbsp;&nbsp;&nbsp;19190 | &nbsp;&nbsp;&nbsp;&nbsp;4843364 |
| &nbsp;&nbsp;Howmet Aerospace, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;31549 | &nbsp;&nbsp;&nbsp;&nbsp;1188451 |
| &nbsp;&nbsp;Huntington Ingalls Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3409 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;790752 |
| &nbsp;&nbsp;L3Harris Technologies, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;16329 | &nbsp;&nbsp;&nbsp;&nbsp;3707989 |
| &nbsp;&nbsp;Lockheed Martin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;20138 | &nbsp;&nbsp;&nbsp;&nbsp;9770756 |
| &nbsp;&nbsp;Northrop Grumman Corp. | &nbsp;&nbsp;&nbsp;&nbsp;12410 | &nbsp;&nbsp;&nbsp;&nbsp;6618129 |
| &nbsp;&nbsp;Raytheon Technologies Corp. | &nbsp;&nbsp;125999 | &nbsp;&nbsp;&nbsp;&nbsp;12438621 |
| &nbsp;&nbsp;Textron, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;18051 | &nbsp;&nbsp;&nbsp;&nbsp;1288480 |
| &nbsp;&nbsp;TransDigm Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4397 | &nbsp;&nbsp;&nbsp;&nbsp;2763515 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;51930648 |
| &nbsp;&nbsp;**Air Freight & Logistics 0.6%** | &nbsp;&nbsp;**Air Freight & Logistics 0.6%** | &nbsp;&nbsp;**Air Freight & Logistics 0.6%** |
| &nbsp;&nbsp;CH Robinson Worldwide, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;10572 | &nbsp;&nbsp;&nbsp;&nbsp;1059526 |
| &nbsp;&nbsp;Expeditors International of Washington, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;13960 | &nbsp;&nbsp;&nbsp;&nbsp;1620197 |
| &nbsp;&nbsp;FedEx Corp. | &nbsp;&nbsp;&nbsp;&nbsp;20400 | &nbsp;&nbsp;&nbsp;&nbsp;3717288 |
| &nbsp;&nbsp;United Parcel Service, Inc., Class B | &nbsp;&nbsp;&nbsp;&nbsp;62453 | &nbsp;&nbsp;&nbsp;&nbsp;11849208 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;18246219 |
| &nbsp;&nbsp;**Airlines 0.2%** | &nbsp;&nbsp;**Airlines 0.2%** | &nbsp;&nbsp;**Airlines 0.2%** |
| &nbsp;&nbsp;Alaska Air Group, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10818 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;513206 |
| &nbsp;&nbsp;American Airlines Group, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;55455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800216 |
| &nbsp;&nbsp;Delta Air Lines, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;54717 | &nbsp;&nbsp;&nbsp;&nbsp;1935340 |
| &nbsp;&nbsp;Southwest Airlines Co.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;50634 | &nbsp;&nbsp;&nbsp;&nbsp;2020803 |
| &nbsp;&nbsp;United Airlines Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;27883 | &nbsp;&nbsp;&nbsp;&nbsp;1231592 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;6501157 |

---

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

------

Portfolio of Investments (continued)<br> Columbia Large 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;**Building Products 0.5%** | &nbsp;&nbsp;**Building Products 0.5%** | &nbsp;&nbsp;**Building Products 0.5%** |
| &nbsp;&nbsp;Allegion PLC | &nbsp;&nbsp;&nbsp;&nbsp;7496 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;851921 |
| &nbsp;&nbsp;AO Smith Corp. | &nbsp;&nbsp;10964 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;665953 |
| &nbsp;&nbsp;Carrier Global Corp. | &nbsp;&nbsp;71817 | &nbsp;&nbsp;&nbsp;&nbsp;3182930 |
| &nbsp;&nbsp;Fortune Brands Home & Security, Inc. | &nbsp;&nbsp;11035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;721027 |
| &nbsp;&nbsp;Johnson Controls International PLC | &nbsp;&nbsp;58780 | &nbsp;&nbsp;&nbsp;&nbsp;3905343 |
| &nbsp;&nbsp;Masco Corp. | &nbsp;&nbsp;19245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;977261 |
| &nbsp;&nbsp;Trane Technologies PLC | &nbsp;&nbsp;19774 | &nbsp;&nbsp;&nbsp;&nbsp;3528077 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;13832512 |
| &nbsp;&nbsp;**Commercial Services & Supplies 0.5%** | &nbsp;&nbsp;**Commercial Services & Supplies 0.5%** | &nbsp;&nbsp;**Commercial Services & Supplies 0.5%** |
| &nbsp;&nbsp;Cintas Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7340 | &nbsp;&nbsp;&nbsp;&nbsp;3389465 |
| &nbsp;&nbsp;Copart, Inc.<sup>(a)</sup> | &nbsp;&nbsp;36507 | &nbsp;&nbsp;&nbsp;&nbsp;2429906 |
| &nbsp;&nbsp;Republic Services, Inc. | &nbsp;&nbsp;17524 | &nbsp;&nbsp;&nbsp;&nbsp;2440918 |
| &nbsp;&nbsp;Rollins, Inc. | &nbsp;&nbsp;19750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;798690 |
| &nbsp;&nbsp;Waste Management, Inc. | &nbsp;&nbsp;32098 | &nbsp;&nbsp;&nbsp;&nbsp;5383477 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;14442456 |
| &nbsp;&nbsp;**Construction & Engineering 0.1%** | &nbsp;&nbsp;**Construction & Engineering 0.1%** | &nbsp;&nbsp;**Construction & Engineering 0.1%** |
| &nbsp;&nbsp;Jacobs Solutions, Inc. | &nbsp;&nbsp;10889 | &nbsp;&nbsp;&nbsp;&nbsp;1377894 |
| &nbsp;&nbsp;Quanta Services, Inc. | &nbsp;&nbsp;12205 | &nbsp;&nbsp;&nbsp;&nbsp;1829286 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;3207180 |
| &nbsp;&nbsp;**Electrical Equipment 0.6%** | &nbsp;&nbsp;**Electrical Equipment 0.6%** | &nbsp;&nbsp;**Electrical Equipment 0.6%** |
| &nbsp;&nbsp;AMETEK, Inc. | &nbsp;&nbsp;19591 | &nbsp;&nbsp;&nbsp;&nbsp;2790150 |
| &nbsp;&nbsp;Eaton Corp. PLC | &nbsp;&nbsp;33989 | &nbsp;&nbsp;&nbsp;&nbsp;5555502 |
| &nbsp;&nbsp;Emerson Electric Co. | &nbsp;&nbsp;50459 | &nbsp;&nbsp;&nbsp;&nbsp;4832458 |
| &nbsp;&nbsp;Generac Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5447 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;574768 |
| &nbsp;&nbsp;Rockwell Automation, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;9851 | &nbsp;&nbsp;&nbsp;&nbsp;2602831 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;16355709 |
| &nbsp;&nbsp;**Industrial Conglomerates 0.9%** | &nbsp;&nbsp;**Industrial Conglomerates 0.9%** | &nbsp;&nbsp;**Industrial Conglomerates 0.9%** |
| &nbsp;&nbsp;3M Co. | &nbsp;&nbsp;47243 | &nbsp;&nbsp;&nbsp;&nbsp;5951201 |
| &nbsp;&nbsp;General Electric Co. | &nbsp;&nbsp;93575 | &nbsp;&nbsp;&nbsp;&nbsp;8044643 |
| &nbsp;&nbsp;Honeywell International, Inc. | &nbsp;&nbsp;57490 | &nbsp;&nbsp;12621929 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;26617773 |
| &nbsp;&nbsp;**Machinery 1.8%** | &nbsp;&nbsp;**Machinery 1.8%** | &nbsp;&nbsp;**Machinery 1.8%** |
| &nbsp;&nbsp;Caterpillar, Inc. | &nbsp;&nbsp;45049 | &nbsp;&nbsp;10650034 |
| &nbsp;&nbsp;Cummins, Inc. | &nbsp;&nbsp;12032 | &nbsp;&nbsp;&nbsp;&nbsp;3021957 |
| &nbsp;&nbsp;Deere & Co. | &nbsp;&nbsp;23734 | &nbsp;&nbsp;10466694 |
| &nbsp;&nbsp;Dover Corp. | &nbsp;&nbsp;12250 | &nbsp;&nbsp;&nbsp;&nbsp;1738887 |
| &nbsp;&nbsp;Fortive Corp. | &nbsp;&nbsp;30354 | &nbsp;&nbsp;&nbsp;&nbsp;2050413 |

---

---

| | | |
|:---|:---|:---|
| &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;IDEX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6441 | &nbsp;&nbsp;&nbsp;&nbsp;1529673 |
| &nbsp;&nbsp;Illinois Tool Works, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;24044 | &nbsp;&nbsp;&nbsp;&nbsp;5469289 |
| &nbsp;&nbsp;Ingersoll Rand, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;34406 | &nbsp;&nbsp;&nbsp;&nbsp;1856892 |
| &nbsp;&nbsp;Nordson Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4613 | &nbsp;&nbsp;&nbsp;&nbsp;1090928 |
| &nbsp;&nbsp;Otis Worldwide Corp. | &nbsp;&nbsp;&nbsp;&nbsp;35861 | &nbsp;&nbsp;&nbsp;&nbsp;2800385 |
| &nbsp;&nbsp;PACCAR, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;29673 | &nbsp;&nbsp;&nbsp;&nbsp;3142667 |
| &nbsp;&nbsp;Parker-Hannifin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;10955 | &nbsp;&nbsp;&nbsp;&nbsp;3274888 |
| &nbsp;&nbsp;Pentair PLC | &nbsp;&nbsp;&nbsp;&nbsp;14034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;642336 |
| &nbsp;&nbsp;Snap-On, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4546 | &nbsp;&nbsp;&nbsp;&nbsp;1093768 |
| &nbsp;&nbsp;Stanley Black & Decker, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;12614 | &nbsp;&nbsp;&nbsp;&nbsp;1030816 |
| &nbsp;&nbsp;Westinghouse Air Brake Technologies Corp. | &nbsp;&nbsp;&nbsp;&nbsp;15520 | &nbsp;&nbsp;&nbsp;&nbsp;1568917 |
| &nbsp;&nbsp;Xylem, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;15376 | &nbsp;&nbsp;&nbsp;&nbsp;1727494 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;53156038 |
| &nbsp;&nbsp;**Professional Services 0.3%** | &nbsp;&nbsp;**Professional Services 0.3%** | &nbsp;&nbsp;**Professional Services 0.3%** |
| &nbsp;&nbsp;CoStar Group, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;33788 | &nbsp;&nbsp;&nbsp;&nbsp;2738179 |
| &nbsp;&nbsp;Equifax, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;10445 | &nbsp;&nbsp;&nbsp;&nbsp;2061530 |
| &nbsp;&nbsp;Leidos Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;11652 | &nbsp;&nbsp;&nbsp;&nbsp;1273913 |
| &nbsp;&nbsp;Robert Half International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;9350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;736593 |
| &nbsp;&nbsp;Verisk Analytics, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;13394 | &nbsp;&nbsp;&nbsp;&nbsp;2460612 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;9270827 |
| &nbsp;&nbsp;**Road & Rail 0.9%** | &nbsp;&nbsp;**Road & Rail 0.9%** | &nbsp;&nbsp;**Road & Rail 0.9%** |
| &nbsp;&nbsp;CSX Corp. | &nbsp;&nbsp;182724 | &nbsp;&nbsp;&nbsp;&nbsp;5973248 |
| &nbsp;&nbsp;JB Hunt Transport Services, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7087 | &nbsp;&nbsp;&nbsp;&nbsp;1303228 |
| &nbsp;&nbsp;Norfolk Southern Corp. | &nbsp;&nbsp;&nbsp;&nbsp;20043 | &nbsp;&nbsp;&nbsp;&nbsp;5141029 |
| &nbsp;&nbsp;Old Dominion Freight Line, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7821 | &nbsp;&nbsp;&nbsp;&nbsp;2366713 |
| &nbsp;&nbsp;Union Pacific Corp. | &nbsp;&nbsp;&nbsp;&nbsp;53290 | &nbsp;&nbsp;&nbsp;&nbsp;11586845 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;26371063 |
| &nbsp;&nbsp;**Trading Companies & Distributors 0.2%** | &nbsp;&nbsp;**Trading Companies & Distributors 0.2%** | &nbsp;&nbsp;**Trading Companies & Distributors 0.2%** |
| &nbsp;&nbsp;Fastenal Co. | &nbsp;&nbsp;&nbsp;&nbsp;49040 | &nbsp;&nbsp;&nbsp;&nbsp;2526050 |
| &nbsp;&nbsp;United Rentals, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5972 | &nbsp;&nbsp;&nbsp;&nbsp;2108295 |
| &nbsp;&nbsp;W.W. Grainger, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3864 | &nbsp;&nbsp;&nbsp;&nbsp;2330224 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;6964569 |
| &nbsp;&nbsp;**Total Industrials** | &nbsp;&nbsp;**Total Industrials** | &nbsp;&nbsp;**246896151** |

---

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

------

Portfolio of Investments (continued)<br> Columbia Large 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;**Information Technology 26.0%** | &nbsp;&nbsp;**Information Technology 26.0%** | &nbsp;&nbsp;**Information Technology 26.0%** |
| &nbsp;&nbsp;**Communications Equipment 0.9%** | &nbsp;&nbsp;**Communications Equipment 0.9%** | &nbsp;&nbsp;**Communications Equipment 0.9%** |
| &nbsp;&nbsp;Arista Networks, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;21032 | &nbsp;&nbsp;&nbsp;&nbsp;2929758 |
| &nbsp;&nbsp;Cisco Systems, Inc. | &nbsp;&nbsp;353371 | &nbsp;&nbsp;17569606 |
| &nbsp;&nbsp;F5, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5083 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;785883 |
| &nbsp;&nbsp;Juniper Networks, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;27530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;915097 |
| &nbsp;&nbsp;Motorola Solutions, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;14241 | &nbsp;&nbsp;&nbsp;&nbsp;3876400 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;26076744 |
| &nbsp;&nbsp;**Electronic Equipment, Instruments & Components 0.6%** | &nbsp;&nbsp;**Electronic Equipment, Instruments & Components 0.6%** | &nbsp;&nbsp;**Electronic Equipment, Instruments & Components 0.6%** |
| &nbsp;&nbsp;Amphenol Corp., Class A | &nbsp;&nbsp;&nbsp;&nbsp;50760 | &nbsp;&nbsp;&nbsp;&nbsp;4082627 |
| &nbsp;&nbsp;CDW Corp. | &nbsp;&nbsp;&nbsp;&nbsp;11541 | &nbsp;&nbsp;&nbsp;&nbsp;2177094 |
| &nbsp;&nbsp;Corning, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;64922 | &nbsp;&nbsp;&nbsp;&nbsp;2215788 |
| &nbsp;&nbsp;Keysight Technologies, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;15356 | &nbsp;&nbsp;&nbsp;&nbsp;2777747 |
| &nbsp;&nbsp;TE Connectivity Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;27294 | &nbsp;&nbsp;&nbsp;&nbsp;3442319 |
| &nbsp;&nbsp;Teledyne Technologies, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3999 | &nbsp;&nbsp;&nbsp;&nbsp;1679980 |
| &nbsp;&nbsp;Trimble Navigation Ltd.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;21134 | &nbsp;&nbsp;&nbsp;&nbsp;1262756 |
| &nbsp;&nbsp;Zebra Technologies Corp., Class A<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4420 | &nbsp;&nbsp;&nbsp;&nbsp;1194638 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;18832949 |
| &nbsp;&nbsp;**IT Services 4.4%** | &nbsp;&nbsp;**IT Services 4.4%** | &nbsp;&nbsp;**IT Services 4.4%** |
| &nbsp;&nbsp;Accenture PLC, Class A | &nbsp;&nbsp;&nbsp;&nbsp;53979 | &nbsp;&nbsp;16243900 |
| &nbsp;&nbsp;Akamai Technologies, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;13565 | &nbsp;&nbsp;&nbsp;&nbsp;1286776 |
| &nbsp;&nbsp;Automatic Data Processing, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;35458 | &nbsp;&nbsp;&nbsp;&nbsp;9365876 |
| &nbsp;&nbsp;Broadridge Financial Solutions, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;10004 | &nbsp;&nbsp;&nbsp;&nbsp;1491696 |
| &nbsp;&nbsp;Cognizant Technology Solutions Corp., Class A | &nbsp;&nbsp;&nbsp;&nbsp;44185 | &nbsp;&nbsp;&nbsp;&nbsp;2748749 |
| &nbsp;&nbsp;DXC Technology Co.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;19617 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;582036 |
| &nbsp;&nbsp;EPAM Systems, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4895 | &nbsp;&nbsp;&nbsp;&nbsp;1804199 |
| &nbsp;&nbsp;Fidelity National Information Services, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;51882 | &nbsp;&nbsp;&nbsp;&nbsp;3765596 |
| &nbsp;&nbsp;Fiserv, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;54579 | &nbsp;&nbsp;&nbsp;&nbsp;5695864 |
| &nbsp;&nbsp;FleetCor Technologies, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6401 | &nbsp;&nbsp;&nbsp;&nbsp;1255876 |
| &nbsp;&nbsp;Gartner, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6750 | &nbsp;&nbsp;&nbsp;&nbsp;2364998 |
| &nbsp;&nbsp;Global Payments, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;23652 | &nbsp;&nbsp;&nbsp;&nbsp;2454605 |
| &nbsp;&nbsp;International Business Machines Corp. | &nbsp;&nbsp;&nbsp;&nbsp;77073 | &nbsp;&nbsp;11476170 |
| &nbsp;&nbsp;Jack Henry & Associates, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6218 | &nbsp;&nbsp;&nbsp;&nbsp;1177378 |
| &nbsp;&nbsp;MasterCard, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;72810 | &nbsp;&nbsp;25949484 |
| &nbsp;&nbsp;Paychex, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;27334 | &nbsp;&nbsp;&nbsp;&nbsp;3390236 |
| &nbsp;&nbsp;PayPal Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;98688 | &nbsp;&nbsp;&nbsp;&nbsp;7738126 |

---

---

| | | |
|:---|:---|:---|
| &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;VeriSign, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;7965 | &nbsp;&nbsp;&nbsp;&nbsp;1591487 |
| &nbsp;&nbsp;Visa, Inc., Class A | &nbsp;&nbsp;139525 | &nbsp;&nbsp;&nbsp;&nbsp;30276925 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;130659977 |
| &nbsp;&nbsp;**Semiconductors & Semiconductor Equipment 5.2%** | &nbsp;&nbsp;**Semiconductors & Semiconductor Equipment 5.2%** | &nbsp;&nbsp;**Semiconductors & Semiconductor Equipment 5.2%** |
| &nbsp;&nbsp;Advanced Micro Devices, Inc.<sup>(a)</sup> | &nbsp;&nbsp;137759 | &nbsp;&nbsp;&nbsp;&nbsp;10694231 |
| &nbsp;&nbsp;Analog Devices, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;44358 | &nbsp;&nbsp;&nbsp;&nbsp;7625584 |
| &nbsp;&nbsp;Applied Materials, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;74237 | &nbsp;&nbsp;&nbsp;&nbsp;8136375 |
| &nbsp;&nbsp;Broadcom, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;34460 | &nbsp;&nbsp;&nbsp;&nbsp;18988494 |
| &nbsp;&nbsp;Enphase Energy, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;11559 | &nbsp;&nbsp;&nbsp;&nbsp;3705700 |
| &nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;350387 | &nbsp;&nbsp;&nbsp;&nbsp;10536137 |
| &nbsp;&nbsp;KLA Corp. | &nbsp;&nbsp;&nbsp;&nbsp;12101 | &nbsp;&nbsp;&nbsp;&nbsp;4757508 |
| &nbsp;&nbsp;Lam Research Corp. | &nbsp;&nbsp;&nbsp;&nbsp;11689 | &nbsp;&nbsp;&nbsp;&nbsp;5521650 |
| &nbsp;&nbsp;Microchip Technology, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;47146 | &nbsp;&nbsp;&nbsp;&nbsp;3733492 |
| &nbsp;&nbsp;Micron Technology, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;94137 | &nbsp;&nbsp;&nbsp;&nbsp;5426998 |
| &nbsp;&nbsp;Monolithic Power Systems, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3793 | &nbsp;&nbsp;&nbsp;&nbsp;1448774 |
| &nbsp;&nbsp;NVIDIA Corp. | &nbsp;&nbsp;213681 | &nbsp;&nbsp;&nbsp;&nbsp;36161236 |
| &nbsp;&nbsp;NXP Semiconductors NV | &nbsp;&nbsp;&nbsp;&nbsp;22409 | &nbsp;&nbsp;&nbsp;&nbsp;3940398 |
| &nbsp;&nbsp;ON Semiconductor Corp.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;36970 | &nbsp;&nbsp;&nbsp;&nbsp;2780144 |
| &nbsp;&nbsp;Qorvo, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;8807 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;874095 |
| &nbsp;&nbsp;QUALCOMM, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;95832 | &nbsp;&nbsp;&nbsp;&nbsp;12121790 |
| &nbsp;&nbsp;Skyworks Solutions, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;13692 | &nbsp;&nbsp;&nbsp;&nbsp;1309229 |
| &nbsp;&nbsp;SolarEdge Technologies, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4748 | &nbsp;&nbsp;&nbsp;&nbsp;1418987 |
| &nbsp;&nbsp;Teradyne, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;13379 | &nbsp;&nbsp;&nbsp;&nbsp;1250267 |
| &nbsp;&nbsp;Texas Instruments, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;77972 | &nbsp;&nbsp;&nbsp;&nbsp;14070827 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;154501916 |
| &nbsp;&nbsp;**Software 8.2%** | &nbsp;&nbsp;**Software 8.2%** | &nbsp;&nbsp;**Software 8.2%** |
| &nbsp;&nbsp;Adobe, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;39937 | &nbsp;&nbsp;&nbsp;&nbsp;13775469 |
| &nbsp;&nbsp;ANSYS, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;7430 | &nbsp;&nbsp;&nbsp;&nbsp;1889449 |
| &nbsp;&nbsp;Autodesk, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;18541 | &nbsp;&nbsp;&nbsp;&nbsp;3744355 |
| &nbsp;&nbsp;Cadence Design Systems, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;23371 | &nbsp;&nbsp;&nbsp;&nbsp;4020747 |
| &nbsp;&nbsp;Ceridian HCM Holding, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;13061 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;893895 |
| &nbsp;&nbsp;Fortinet, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;55850 | &nbsp;&nbsp;&nbsp;&nbsp;2968986 |
| &nbsp;&nbsp;Gen Digital, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;50525 | &nbsp;&nbsp;&nbsp;&nbsp;1160054 |
| &nbsp;&nbsp;Intuit, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;24071 | &nbsp;&nbsp;&nbsp;&nbsp;9811099 |
| &nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;636423 | &nbsp;&nbsp;162376964 |
| &nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;129625 | &nbsp;&nbsp;&nbsp;&nbsp;10762764 |
| &nbsp;&nbsp;Paycom Software, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4148 | &nbsp;&nbsp;&nbsp;&nbsp;1406587 |
| &nbsp;&nbsp;PTC, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;9022 | &nbsp;&nbsp;&nbsp;&nbsp;1147689 |
| &nbsp;&nbsp;Roper Technologies, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;9046 | &nbsp;&nbsp;&nbsp;&nbsp;3970199 |

---

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

------

Portfolio of Investments (continued)<br> Columbia Large 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;Salesforce, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84909 | &nbsp;&nbsp;&nbsp;&nbsp;13606667 |
| &nbsp;&nbsp;ServiceNow, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17238 | &nbsp;&nbsp;&nbsp;&nbsp;7176179 |
| &nbsp;&nbsp;Synopsys, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13054 | &nbsp;&nbsp;&nbsp;&nbsp;4432355 |
| &nbsp;&nbsp;Tyler Technologies, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3548 | &nbsp;&nbsp;&nbsp;&nbsp;1216042 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;244359500 |
| &nbsp;&nbsp;**Technology Hardware, Storage & Peripherals 6.7%** | &nbsp;&nbsp;**Technology Hardware, Storage & Peripherals 6.7%** | &nbsp;&nbsp;**Technology Hardware, Storage & Peripherals 6.7%** |
| &nbsp;&nbsp;Apple, Inc. | &nbsp;&nbsp;1289121 | &nbsp;&nbsp;190828582 |
| &nbsp;&nbsp;Hewlett Packard Enterprise Co. | &nbsp;&nbsp;&nbsp;&nbsp;110879 | &nbsp;&nbsp;&nbsp;&nbsp;1860550 |
| &nbsp;&nbsp;HP, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77659 | &nbsp;&nbsp;&nbsp;&nbsp;2332876 |
| &nbsp;&nbsp;NetApp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18751 | &nbsp;&nbsp;&nbsp;&nbsp;1267755 |
| &nbsp;&nbsp;Seagate Technology Holdings PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16666 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;882798 |
| &nbsp;&nbsp;Western Digital Corp.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26724 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;982107 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;198154668 |
| &nbsp;&nbsp;**Total Information Technology** | &nbsp;&nbsp;**Total Information Technology** | &nbsp;&nbsp;**772585754** |
| &nbsp;&nbsp;**Materials 2.6%** | &nbsp;&nbsp;**Materials 2.6%** | &nbsp;&nbsp;**Materials 2.6%** |
| &nbsp;&nbsp;**Chemicals 1.8%** | &nbsp;&nbsp;**Chemicals 1.8%** | &nbsp;&nbsp;**Chemicals 1.8%** |
| &nbsp;&nbsp;Air Products & Chemicals, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18927 | &nbsp;&nbsp;&nbsp;&nbsp;5870398 |
| &nbsp;&nbsp;Albemarle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9995 | &nbsp;&nbsp;&nbsp;&nbsp;2778510 |
| &nbsp;&nbsp;Celanese Corp., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8506 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;912694 |
| &nbsp;&nbsp;CF Industries Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17004 | &nbsp;&nbsp;&nbsp;&nbsp;1839663 |
| &nbsp;&nbsp;Corteva, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61322 | &nbsp;&nbsp;&nbsp;&nbsp;4118386 |
| &nbsp;&nbsp;Dow, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61285 | &nbsp;&nbsp;&nbsp;&nbsp;3123696 |
| &nbsp;&nbsp;DuPont de Nemours, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42745 | &nbsp;&nbsp;&nbsp;&nbsp;3013950 |
| &nbsp;&nbsp;Eastman Chemical Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;907778 |
| &nbsp;&nbsp;Ecolab, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21158 | &nbsp;&nbsp;&nbsp;&nbsp;3170103 |
| &nbsp;&nbsp;FMC Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10749 | &nbsp;&nbsp;&nbsp;&nbsp;1404249 |
| &nbsp;&nbsp;International Flavors & Fragrances, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21756 | &nbsp;&nbsp;&nbsp;&nbsp;2302220 |
| &nbsp;&nbsp;Linde PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42528 | &nbsp;&nbsp;&nbsp;&nbsp;14309821 |
| &nbsp;&nbsp;LyondellBasell Industries NV, Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21713 | &nbsp;&nbsp;&nbsp;&nbsp;1845822 |
| &nbsp;&nbsp;Mosaic Co. (The) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29464 | &nbsp;&nbsp;&nbsp;&nbsp;1511503 |
| &nbsp;&nbsp;PPG Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20054 | &nbsp;&nbsp;&nbsp;&nbsp;2711702 |
| &nbsp;&nbsp;Sherwin-Williams Co. (The) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20127 | &nbsp;&nbsp;&nbsp;&nbsp;5015246 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;54835741 |
| &nbsp;&nbsp;**Construction Materials 0.1%** | &nbsp;&nbsp;**Construction Materials 0.1%** | &nbsp;&nbsp;**Construction Materials 0.1%** |
| &nbsp;&nbsp;Martin Marietta Materials, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5323 | &nbsp;&nbsp;&nbsp;&nbsp;1950773 |
| &nbsp;&nbsp;Vulcan Materials Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11341 | &nbsp;&nbsp;&nbsp;&nbsp;2079146 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;4029919 |

---

---

| | | |
|:---|:---|:---|
| &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;**Containers & Packaging 0.3%** | &nbsp;&nbsp;**Containers & Packaging 0.3%** | &nbsp;&nbsp;**Containers & Packaging 0.3%** |
| &nbsp;&nbsp;Amcor PLC | &nbsp;&nbsp;128239 | &nbsp;&nbsp;&nbsp;&nbsp;1583752 |
| &nbsp;&nbsp;Avery Dennison Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6934 | &nbsp;&nbsp;&nbsp;&nbsp;1340550 |
| &nbsp;&nbsp;Ball Corp. | &nbsp;&nbsp;&nbsp;&nbsp;26822 | &nbsp;&nbsp;&nbsp;&nbsp;1504178 |
| &nbsp;&nbsp;International Paper Co. | &nbsp;&nbsp;&nbsp;&nbsp;30893 | &nbsp;&nbsp;&nbsp;&nbsp;1146748 |
| &nbsp;&nbsp;Packaging Corp. of America | &nbsp;&nbsp;&nbsp;&nbsp;7999 | &nbsp;&nbsp;&nbsp;&nbsp;1086984 |
| &nbsp;&nbsp;Sealed Air Corp. | &nbsp;&nbsp;&nbsp;&nbsp;12393 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;659679 |
| &nbsp;&nbsp;WestRock Co. | &nbsp;&nbsp;&nbsp;&nbsp;21701 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;822902 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;8144793 |
| &nbsp;&nbsp;**Metals & Mining 0.4%** | &nbsp;&nbsp;**Metals & Mining 0.4%** | &nbsp;&nbsp;**Metals & Mining 0.4%** |
| &nbsp;&nbsp;Freeport-McMoRan, Inc. | &nbsp;&nbsp;122030 | &nbsp;&nbsp;&nbsp;&nbsp;4856794 |
| &nbsp;&nbsp;Newmont Corp. | &nbsp;&nbsp;&nbsp;&nbsp;67729 | &nbsp;&nbsp;&nbsp;&nbsp;3215096 |
| &nbsp;&nbsp;Nucor Corp. | &nbsp;&nbsp;&nbsp;&nbsp;22340 | &nbsp;&nbsp;&nbsp;&nbsp;3349883 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;11421773 |
| &nbsp;&nbsp;**Total Materials** | &nbsp;&nbsp;**Total Materials** | &nbsp;&nbsp;**78432226** |
| &nbsp;&nbsp;**Real Estate 2.6%** | &nbsp;&nbsp;**Real Estate 2.6%** | &nbsp;&nbsp;**Real Estate 2.6%** |
| &nbsp;&nbsp;**Equity Real Estate Investment Trusts (REITS) 2.5%** | &nbsp;&nbsp;**Equity Real Estate Investment Trusts (REITS) 2.5%** | &nbsp;&nbsp;**Equity Real Estate Investment Trusts (REITS) 2.5%** |
| &nbsp;&nbsp;Alexandria Real Estate Equities, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;12671 | &nbsp;&nbsp;&nbsp;&nbsp;1971734 |
| &nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp;39731 | &nbsp;&nbsp;&nbsp;&nbsp;8790484 |
| &nbsp;&nbsp;AvalonBay Communities, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;11933 | &nbsp;&nbsp;&nbsp;&nbsp;2087082 |
| &nbsp;&nbsp;Boston Properties, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;12171 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;877286 |
| &nbsp;&nbsp;Camden Property Trust | &nbsp;&nbsp;&nbsp;&nbsp;9091 | &nbsp;&nbsp;&nbsp;&nbsp;1093920 |
| &nbsp;&nbsp;Crown Castle, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;36954 | &nbsp;&nbsp;&nbsp;&nbsp;5226404 |
| &nbsp;&nbsp;Digital Realty Trust, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;24526 | &nbsp;&nbsp;&nbsp;&nbsp;2758194 |
| &nbsp;&nbsp;Equinix, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7772 | &nbsp;&nbsp;&nbsp;&nbsp;5367732 |
| &nbsp;&nbsp;Equity Residential | &nbsp;&nbsp;&nbsp;&nbsp;28887 | &nbsp;&nbsp;&nbsp;&nbsp;1873611 |
| &nbsp;&nbsp;Essex Property Trust, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5557 | &nbsp;&nbsp;&nbsp;&nbsp;1224652 |
| &nbsp;&nbsp;Extra Space Storage, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;11427 | &nbsp;&nbsp;&nbsp;&nbsp;1836204 |
| &nbsp;&nbsp;Federal Realty Investment Trust | &nbsp;&nbsp;&nbsp;&nbsp;6214 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;690375 |
| &nbsp;&nbsp;Healthpeak Properties, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;46045 | &nbsp;&nbsp;&nbsp;&nbsp;1209142 |
| &nbsp;&nbsp;Host Hotels & Resorts, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;61006 | &nbsp;&nbsp;&nbsp;&nbsp;1155454 |
| &nbsp;&nbsp;Invitation Homes, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;49481 | &nbsp;&nbsp;&nbsp;&nbsp;1614565 |
| &nbsp;&nbsp;Iron Mountain, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;24806 | &nbsp;&nbsp;&nbsp;&nbsp;1347710 |
| &nbsp;&nbsp;Kimco Realty Corp. | &nbsp;&nbsp;&nbsp;&nbsp;52778 | &nbsp;&nbsp;&nbsp;&nbsp;1209672 |
| &nbsp;&nbsp;Mid-America Apartment Communities, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;9851 | &nbsp;&nbsp;&nbsp;&nbsp;1624233 |
| &nbsp;&nbsp;Prologis, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;78786 | &nbsp;&nbsp;&nbsp;&nbsp;9280203 |
| &nbsp;&nbsp;Public Storage | &nbsp;&nbsp;&nbsp;&nbsp;13482 | &nbsp;&nbsp;&nbsp;&nbsp;4017097 |
| &nbsp;&nbsp;Realty Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp;52701 | &nbsp;&nbsp;&nbsp;&nbsp;3323852 |

---

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

------

Portfolio of Investments (continued)<br> Columbia Large 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;Regency Centers Corp. | &nbsp;&nbsp;&nbsp;&nbsp;13142 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;873023 |
| &nbsp;&nbsp;SBA Communications Corp. | &nbsp;&nbsp;&nbsp;&nbsp;9206 | &nbsp;&nbsp;&nbsp;&nbsp;2755356 |
| &nbsp;&nbsp;Simon Property Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;27935 | &nbsp;&nbsp;&nbsp;&nbsp;3336556 |
| &nbsp;&nbsp;UDR, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;26064 | &nbsp;&nbsp;&nbsp;&nbsp;1080874 |
| &nbsp;&nbsp;Ventas, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;34110 | &nbsp;&nbsp;&nbsp;&nbsp;1587138 |
| &nbsp;&nbsp;VICI Properties, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;82186 | &nbsp;&nbsp;&nbsp;&nbsp;2810761 |
| &nbsp;&nbsp;Vornado Realty Trust | &nbsp;&nbsp;&nbsp;&nbsp;13747 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;347662 |
| &nbsp;&nbsp;Welltower, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;39542 | &nbsp;&nbsp;&nbsp;&nbsp;2808668 |
| &nbsp;&nbsp;Weyerhaeuser Co. | &nbsp;&nbsp;&nbsp;&nbsp;63175 | &nbsp;&nbsp;&nbsp;&nbsp;2066454 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;76246098 |
| &nbsp;&nbsp;**Real Estate Management & Development 0.1%** | &nbsp;&nbsp;**Real Estate Management & Development 0.1%** | &nbsp;&nbsp;**Real Estate Management & Development 0.1%** |
| &nbsp;&nbsp;CBRE Group, Inc., Class A<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;27407 | &nbsp;&nbsp;&nbsp;&nbsp;2181597 |
| &nbsp;&nbsp;**Total Real Estate** | &nbsp;&nbsp;**Total Real Estate** | &nbsp;&nbsp;**78427695** |
| &nbsp;&nbsp;**Utilities 3.0%** | &nbsp;&nbsp;**Utilities 3.0%** | &nbsp;&nbsp;**Utilities 3.0%** |
| &nbsp;&nbsp;**Electric Utilities 1.9%** | &nbsp;&nbsp;**Electric Utilities 1.9%** | &nbsp;&nbsp;**Electric Utilities 1.9%** |
| &nbsp;&nbsp;Alliant Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;21413 | &nbsp;&nbsp;&nbsp;&nbsp;1205552 |
| &nbsp;&nbsp;American Electric Power Co., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;43840 | &nbsp;&nbsp;&nbsp;&nbsp;4243712 |
| &nbsp;&nbsp;Constellation Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;27891 | &nbsp;&nbsp;&nbsp;&nbsp;2680883 |
| &nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;65706 | &nbsp;&nbsp;&nbsp;&nbsp;6566000 |
| &nbsp;&nbsp;Edison International | &nbsp;&nbsp;&nbsp;&nbsp;32550 | &nbsp;&nbsp;&nbsp;&nbsp;2169783 |
| &nbsp;&nbsp;Entergy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;17359 | &nbsp;&nbsp;&nbsp;&nbsp;2018331 |
| &nbsp;&nbsp;Evergy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;19586 | &nbsp;&nbsp;&nbsp;&nbsp;1159687 |
| &nbsp;&nbsp;Eversource Energy | &nbsp;&nbsp;&nbsp;&nbsp;29564 | &nbsp;&nbsp;&nbsp;&nbsp;2449673 |
| &nbsp;&nbsp;Exelon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;84632 | &nbsp;&nbsp;&nbsp;&nbsp;3501226 |
| &nbsp;&nbsp;FirstEnergy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;46322 | &nbsp;&nbsp;&nbsp;&nbsp;1910319 |
| &nbsp;&nbsp;NextEra Energy, Inc. | &nbsp;&nbsp;167665 | &nbsp;&nbsp;14201225 |
| &nbsp;&nbsp;NRG Energy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;20066 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;851802 |
| &nbsp;&nbsp;PG&E Corp.<sup>(a)</sup> | &nbsp;&nbsp;137391 | &nbsp;&nbsp;&nbsp;&nbsp;2157039 |
| &nbsp;&nbsp;Pinnacle West Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;9647 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;755553 |
| &nbsp;&nbsp;PPL Corp. | &nbsp;&nbsp;&nbsp;&nbsp;62823 | &nbsp;&nbsp;&nbsp;&nbsp;1854535 |
| &nbsp;&nbsp;Southern Co. (The) | &nbsp;&nbsp;&nbsp;&nbsp;90712 | &nbsp;&nbsp;&nbsp;&nbsp;6135760 |
| &nbsp;&nbsp;Xcel Energy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;46678 | &nbsp;&nbsp;&nbsp;&nbsp;3277729 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;57138809 |

---

---

| | | |
|:---|:---|:---|
| &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;**Gas Utilities 0.1%** | &nbsp;&nbsp;**Gas Utilities 0.1%** | &nbsp;&nbsp;**Gas Utilities 0.1%** |
| &nbsp;&nbsp;Atmos Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11938 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1434948 |
| &nbsp;&nbsp;**Independent Power and Renewable Electricity Producers 0.1%** | &nbsp;&nbsp;**Independent Power and Renewable Electricity Producers 0.1%** | &nbsp;&nbsp;**Independent Power and Renewable Electricity Producers 0.1%** |
| &nbsp;&nbsp;AES Corp. (The) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56998 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1648382 |
| &nbsp;&nbsp;**Multi-Utilities 0.8%** | &nbsp;&nbsp;**Multi-Utilities 0.8%** | &nbsp;&nbsp;**Multi-Utilities 0.8%** |
| &nbsp;&nbsp;Ameren Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1969327 |
| &nbsp;&nbsp;CenterPoint Energy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53719 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1671198 |
| &nbsp;&nbsp;CMS Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24764 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1512338 |
| &nbsp;&nbsp;Consolidated Edison, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30258 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2966494 |
| &nbsp;&nbsp;Dominion Energy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4341377 |
| &nbsp;&nbsp;DTE Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16533 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1917993 |
| &nbsp;&nbsp;NiSource, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34642 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;967897 |
| &nbsp;&nbsp;Public Service Enterprise Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2577614 |
| &nbsp;&nbsp;Sempra Energy | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26822 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4457548 |
| &nbsp;&nbsp;WEC Energy Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26918 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2668651 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25050437 |
| &nbsp;&nbsp;**Water Utilities 0.1%** | &nbsp;&nbsp;**Water Utilities 0.1%** | &nbsp;&nbsp;**Water Utilities 0.1%** |
| &nbsp;&nbsp;American Water Works Co., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15513 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2354253 |
| &nbsp;&nbsp;**Total Utilities** | &nbsp;&nbsp;**Total Utilities** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**87626829** |
| &nbsp;&nbsp;Total Common Stocks<br> (Cost $822,647,016) | &nbsp;&nbsp;Total Common Stocks<br> (Cost $822,647,016) | &nbsp;&nbsp;**2926085966** |
| &nbsp;&nbsp;**Money Market Funds 1.2%** | &nbsp;&nbsp;**Money Market Funds 1.2%** | &nbsp;&nbsp;**Money Market Funds 1.2%** |
|  | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Columbia Short-Term Cash Fund, 3.989%<sup>(c),(d)</sup> | &nbsp;&nbsp;35939796 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35925420 |
| &nbsp;&nbsp;Total Money Market Funds<br> (Cost $35,925,202) | &nbsp;&nbsp;Total Money Market Funds<br> (Cost $35,925,202) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**35925420** |
| &nbsp;&nbsp;**Total Investments in Securities<br> (Cost: $858,572,218)** | &nbsp;&nbsp;**Total Investments in Securities<br> (Cost: $858,572,218)** | &nbsp;&nbsp;**2962011386** |
| &nbsp;&nbsp;**Other Assets & Liabilities, Net** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**3483625** |
| &nbsp;&nbsp;**Net Assets** | &nbsp;&nbsp;**Net Assets** | &nbsp;&nbsp;**2965495011** |

---

At November 30, 2022, securities and/or cash totaling $3,674,220 were pledged as collateral.

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

------

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

#### 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;S&P 500 Index E-mini | 207 | &nbsp;&nbsp;&nbsp;&nbsp;12/2022 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;42240938 | &nbsp;&nbsp;&nbsp;&nbsp;2149690 | &nbsp;&nbsp;&nbsp;&nbsp;— |

---

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

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

(c) 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;Ameriprise Financial, Inc. | &nbsp;&nbsp;Ameriprise Financial, Inc. | &nbsp;&nbsp;Ameriprise Financial, Inc. | &nbsp;&nbsp;Ameriprise Financial, Inc. | &nbsp;&nbsp;Ameriprise Financial, Inc. | &nbsp;&nbsp;Ameriprise Financial, Inc. | &nbsp;&nbsp;Ameriprise Financial, Inc. | &nbsp;&nbsp;Ameriprise Financial, Inc. | &nbsp;&nbsp;Ameriprise Financial, Inc. |
|  | &nbsp;&nbsp;&nbsp;3106724 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(158172) | &nbsp;&nbsp;(19293) | &nbsp;&nbsp;&nbsp;&nbsp;3063899 | &nbsp;&nbsp;314613 | &nbsp;&nbsp;&nbsp;&nbsp;37150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9230 |
| &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% |
|  | 48487871 | &nbsp;&nbsp;601903675 | &nbsp;&nbsp;(614468704) | &nbsp;&nbsp;&nbsp;&nbsp;2578 | &nbsp;&nbsp;35925420 | &nbsp;&nbsp;&nbsp;&nbsp;(8228) | &nbsp;&nbsp;535823 | &nbsp;&nbsp;35939796 |
| &nbsp;&nbsp;Total | 51594595 |  |  | &nbsp;&nbsp;(16715) | &nbsp;&nbsp;38989319 | &nbsp;&nbsp;306385 | &nbsp;&nbsp;572973 |  |

---

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

#### Currency Legend
USD US Dollar

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

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

------

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

3QT175_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 Large Cap Index Fund

- **b. EDGAR series identifier (if any):** S000010825

- **c. LEI of Series:** ORPPOX410PHMRVFIOW55

**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:** $2968256174.00

**Total Liabilities:** $305710.57

**Net Assets:** $2967950463.43

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000030051 | -9.24%               | 8.12%                | 5.56%                |
| Class ID C000030053 | -9.21%               | 8.15%                | 5.57%                |
| Class ID C000122593 | -9.23%               | 8.17%                | 5.57%                |
| Class ID C000173199 | -9.24%               | 8.16%                | 5.57%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $28822670.25             | $-308679504.02                             |
| Month 2  | $46766976.94             | $173062932.18                              |
| Month 3  | $29366075.84             | $119461420.59                              |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| T ROWE PRICE GROUP INC                       | T Rowe Price Group Inc                       | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |     19260 | NS      | $2405766.60   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PRINCIPAL FINANCIAL GROUP INC                | Principal Financial Group Inc                | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |     19780 | NS      | $1773870.40   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PROCTER & GAMBLE CO                          | Procter & Gamble Co/The                      | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |    203914 | NS      | $30415812.24  | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LAMB WESTON HOLDINGS INC                     | Lamb Weston Holdings Inc                     | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |     12265 | NS      | $1065828.50   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LAS VEGAS SANDS                              | Las Vegas Sands Corp                         | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |     28040 | NS      | $1313393.60   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ESTEE LAUDER COMPANIES INC. (THE)            | Estee Lauder Cos Inc/The                     | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |     19781 | NS      | $4664161.99   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| LEIDOS HOLDINGS INC                          | Leidos Holdings Inc                          | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |     11652 | NS      | $1273913.16   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PROGRESSIVE CORP                             | Progressive Corp/The                         | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |     49914 | NS      | $6596135.10   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| PROLOGIS INC                                 | Prologis Inc                                 | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |     78786 | NS      | $9280202.94   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                     | Prudential Financial Inc                     | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |     31745 | NS      | $3429412.35   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED | Public Service Enterprise Group Inc          | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |     42570 | NS      | $2577613.50   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| LENNAR CORP                                  | Lennar Corp                                  | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |     21759 | NS      | $1911092.97   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ELI LILLY AND COMPANY                        | Eli Lilly & Co                               | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |     67299 | NS      | $24973312.92  | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Sto                                   | Public Storage                               | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               | CORP              | US        |     13482 | NS      | $4017096.72   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PULTE GROUP INC                              | PulteGroup Inc                               | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19755 | NS      | $884628.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LINCOLN NATIONAL CORPORATION                 | Lincoln National Corp                        | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |     13219 | NS      | $514747.86    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC                | Live Nation Entertainment Inc                | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |     12125 | NS      | $882215.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LOCKHEED MARTIN CORPORATION                  | Lockheed Martin Corp                         | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |     20138 | NS      | $9770756.22   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| LOEWS CORPORATION                            | Loews Corp                                   | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |     17066 | NS      | $992387.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| QORVO INC                                    | Qorvo Inc                                    | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |      8807 | NS      | $874094.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM INC                                 | QUALCOMM Inc                                 | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |     95832 | NS      | $12121789.68  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| QUANTA SERV INC.                             | Quanta Services Inc                          | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |     12205 | NS      | $1829285.40   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| QUEST DIAGNOSTICS INC                        | Quest Diagnostics Inc                        | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |      9951 | NS      | $1510860.33   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| RALPH LAUREN CORP                            | Ralph Lauren Corp                            | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |      3661 | NS      | $414132.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RAYMOND JAMES FINANCIAL INC.                 | Raymond James Financial Inc                  | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |     16576 | NS      | $1937734.40   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| LOWES COMPANIES INC                          | Lowe's Cos Inc                               | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |     54540 | NS      | $11592477.00  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                       | Lumen Technologies Inc                       | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |     81283 | NS      | $444618.01    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T BK CORP                                  | M&T Bank Corp                                | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |     14986 | NS      | $2547919.72   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MGM RESORTS INTERNATIONAL                    | MGM Resorts International                    | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |     27843 | NS      | $1026292.98   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RAYTHEON TECHNOLOGIES CORPORATION            | Raytheon Technologies Corp                   | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |    125999 | NS      | $12438621.28  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| REALTY INCOME CORP                           | Realty Income Corp                           | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |     52701 | NS      | $3323852.07   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI INC                                     | MSCI Inc                                     | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |      6870 | NS      | $3488792.10   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MARATHON OIL CORP                            | Marathon Oil Corp                            | CUSIP: 565849106<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | EC               | CORP              | US        |     57822 | NS      | $1771087.86   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENCY CENTERS CORP                         | Regency Centers Corp                         | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |     13142 | NS      | $873023.06    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENERON PHARMACEUTICALS INC.               | Regeneron Pharmaceuticals Inc                | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |      9147 | NS      | $6875799.90   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| MARATHON PETROLEUM CORP                      | Marathon Petroleum Corp                      | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |     42550 | NS      | $5183015.50   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MARKETAXESS HOLDINGS INC                     | MarketAxess Holdings Inc                     | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |      3212 | NS      | $860559.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| REGIONS FINANCIAL CORPORATION                | Regions Financial Corp                       | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |     79737 | NS      | $1850695.77   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC SERVICES INC                        | Republic Services Inc                        | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |     17524 | NS      | $2440917.96   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| RESMED INC                                   | ResMed Inc                                   | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |     12495 | NS      | $2876349.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Robert Half International Inc                | Robert Half International Inc                | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |      9350 | NS      | $736593.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC               | Marsh & McLennan Cos Inc                     | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |     42584 | NS      | $7374697.12   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC                   | Marriott International Inc/MD                | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |     23541 | NS      | $3892504.35   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MARTIN MARIETTA MATERIALS INC                | Martin Marietta Materials Inc                | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |      5323 | NS      | $1950773.04   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MASCO CORPORATION                            | Masco Corp                                   | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |     19245 | NS      | $977261.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTERCARD INC                               | Mastercard Inc                               | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |     72810 | NS      | $25949484.00  | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| EXTRA SPACE STORAGE INC                      | Extra Space Storage Inc                      | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11427 | NS      | $1836204.63   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EXXON MOBIL CORP                             | Exxon Mobil Corp                             | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |    355647 | NS      | $39597736.98  | 1.33%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC CORP                                     | FMC Corp                                     | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |     10749 | NS      | $1404249.36   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS INC                           | Meta Platforms Inc                           | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |    194622 | NS      | $22984858.20  | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| FactSet Research Systems Inc                 | FactSet Research Systems Inc                 | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |      3241 | NS      | $1495040.89   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FASTENAL CO                                  | Fastenal Co                                  | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |     49040 | NS      | $2526050.40   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL RLTY INVEST TR                       | FEDERAL REALTY INVESTMENT TRUST              | CUSIP: 313745101<br>LEI: 549300LI6XZ51GOCJ427 | Long             | EC               | CORP              | US        |      6214 | NS      | $690375.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDEX CORP                                   | FedEx Corp                                   | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |     20400 | NS      | $3717288.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| F5 INC                                       | F5 Inc                                       | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |      5083 | NS      | $785882.63    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SE             | Fidelity National Information Services Inc   | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |     51882 | NS      | $3765595.56   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| FIFTH THIRD BANCORP                          | Fifth Third Bancorp                          | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |     58556 | NS      | $2129096.16   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST REPUBLIC BANK                          | First Republic Bank/CA                       | CUSIP: 33616C100<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EC               | CORP              | US        |     15592 | NS      | $1989695.12   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FISERV INC                                   | Fiserv Inc                                   | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |     54579 | NS      | $5695864.44   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRSTENERGY CORP                             | FirstEnergy Corp                             | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |     46322 | NS      | $1910319.28   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FLEETCOR TECHNOLOGIES INC                    | FleetCor Technologies Inc                    | CUSIP: 339041105<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |      6401 | NS      | $1255876.20   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR COMPANY                           | Ford Motor Co                                | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |    337023 | NS      | $4684619.70   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTINET INC                                 | Fortinet Inc                                 | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |     55850 | NS      | $2968986.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTIVE CORP                                 | Fortive Corp                                 | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |     30354 | NS      | $2050412.70   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTUNE BRANDS HOME & SECURITY INC           | Fortune Brands Home & Security Inc           | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |     11035 | NS      | $721026.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FOX CORP                                     | Fox Corp                                     | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |     26153 | NS      | $848664.85    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FOX CORP                                     | Fox Corp                                     | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |     12009 | NS      | $366514.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FRANKLIN RESOURCES INC                       | Franklin Resources Inc                       | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |     24241 | NS      | $649901.21    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FREEPORT-MCMORAN INC                         | Freeport-McMoRan Inc                         | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |    122030 | NS      | $4856794.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                      | Arthur J Gallagher & Co                      | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |     17949 | NS      | $3573825.39   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| GARTNER INC                                  | Gartner Inc                                  | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |      6750 | NS      | $2364997.50   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAC HOLDINGS INC                         | Generac Holdings Inc                         | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |      5447 | NS      | $574767.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL DYNAMICS CORP                        | General Dynamics Corp                        | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |     19190 | NS      | $4843364.10   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSDIGM GROUP INC                          | TransDigm Group Inc                          | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4397 | NS      | $2763514.50   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TRAVELERS COMPANIES INC                      | Travelers Cos Inc/The                        | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |     20251 | NS      | $3843842.31   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| TRIMBLE INC                                  | Trimble Inc                                  | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |     21134 | NS      | $1262756.50   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUIST FINANCIAL CORP                        | Truist Financial Corp                        | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |    113188 | NS      | $5298330.28   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| TYLER TECHNOLOGIES INC                       | Tyler Technologies Inc                       | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |      3548 | NS      | $1216041.52   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DUPONT DE NEMOURS INC                        | DowDuPont Inc                                | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |     42745 | NS      | $3013949.95   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG RESOURCES INC                            | EOG Resources Inc                            | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |     50010 | NS      | $7097919.30   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT CORP                                     | EQT Corp                                     | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |     31570 | NS      | $1338883.70   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTMAN CHEMICAL COMPANY                     | Eastman Chemical Co                          | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |     10480 | NS      | $907777.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EBAY INC                                     | eBay Inc                                     | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |     46881 | NS      | $2130272.64   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ECOLAB INC                                   | Ecolab Inc                                   | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |     21158 | NS      | $3170103.14   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| EDISON INTL                                  | Edison International                         | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |     32550 | NS      | $2169783.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EDWARDS LIFESCIENCES CORP                    | Edwards Lifesciences Corp                    | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |     52903 | NS      | $4086756.75   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ELECTRONIC ARTS INC                          | Electronic Arts Inc                          | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |     22541 | NS      | $2947911.98   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| EMERSON ELECTRIC CO                          | Emerson Electric Co                          | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |     50459 | NS      | $4832458.43   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ENPHASE ENERGY INC                           | Enphase Energy Inc                           | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |     11559 | NS      | $3705699.81   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERGY CORP                                 | Entergy Corp                                 | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |     17359 | NS      | $2018330.93   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EPAM SYSTEMS INC                             | EPAM Systems Inc                             | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |      4895 | NS      | $1804199.10   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUIFAX INC                                  | Equifax Inc                                  | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |     10445 | NS      | $2061529.65   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUINIX INC                                  | Equinix Inc                                  | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |      7772 | NS      | $5367731.80   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITY RESIDENTIAL                           | Equity Residential                           | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |     28887 | NS      | $1873610.82   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSEX PROPERTY TRUST INC                     | Essex Property Trust Inc                     | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |      5557 | NS      | $1224651.66   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ETSY INC                                     | Etsy Inc                                     | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |     10804 | NS      | $1427100.36   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERGY INC                                   | Evergy Inc                                   | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |     19586 | NS      | $1159687.06   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TYSON FOODS INC                              | Tyson Foods Inc                              | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |     24715 | NS      | $1638110.20   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR INC                                      | UDR Inc                                      | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |     26064 | NS      | $1080874.08   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERSOURCE ENERGY                            | Eversource Energy                            | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |     29564 | NS      | $2449673.04   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| EXELON CORPORATION                           | Exelon Corp                                  | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |     84632 | NS      | $3501225.84   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| US BANCORP                                   | US Bancorp                                   | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |    115379 | NS      | $5237052.81   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ULTA BEAUTY INC                              | Ulta Beauty Inc                              | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |      4422 | NS      | $2055522.48   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPEDIA GROUP INC                            | Expedia Group Inc                            | CUSIP: 30212P303<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | EC               | CORP              | US        |     12974 | NS      | $1386142.16   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPEDITORS INTL OF WASHINGTON INC            | Expeditors International of Washington Inc   | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |     13960 | NS      | $1620197.60   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UNION PACIFIC CORPORATION                    | Union Pacific Corp                           | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |     53290 | NS      | $11586844.70  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED AIRLINES HOLDINGS INC                 | United Airlines Holdings Inc                 | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |     27883 | NS      | $1231592.11   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED PARCEL SERVICE INC                    | United Parcel Service Inc                    | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |     62453 | NS      | $11849207.69  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED RENTALS INC                           | United Rentals Inc                           | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |      5972 | NS      | $2108295.16   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INC                       | UnitedHealth Group Inc                       | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     79821 | NS      | $43722750.96  | 1.47%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL HEALTH SERVICES INC                | Universal Health Services Inc                | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |      5608 | NS      | $733806.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VF CORPORATION                               | VF Corp                                      | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |     28180 | NS      | $924867.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VALERO ENERGY CORP                           | Valero Energy Corp                           | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |     33620 | NS      | $4492304.40   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTAS INC                                   | Ventas Inc                                   | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |     34110 | NS      | $1587138.30   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| VERISIGN INC                                 | VeriSign Inc                                 | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |      7965 | NS      | $1591486.65   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                   | Verizon Communications Inc                   | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |    358385 | NS      | $13969847.30  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| VERISK ANALYTICS INC                         | Verisk Analytics Inc                         | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |     13394 | NS      | $2460611.74   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| VERTEX PHARM INC                             | Vertex Pharmaceuticals Inc                   | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |     21885 | NS      | $6924414.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| PARAMOUNT GLOBAL                             | Paramount Global                             | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |     43092 | NS      | $865287.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VIATRIS INC                                  | Viatris Inc                                  | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |    103476 | NS      | $1141340.28   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI PROPERTIES INC                          | VICI Properties Inc                          | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |     82186 | NS      | $2810761.20   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| VISA INC                                     | Visa Inc                                     | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |    139525 | NS      | $30276925.00  | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VORNADO REALTY TRUST                         | Vornado Realty Trust                         | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13747 | NS      | $347661.63    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK INC                                    | ONEOK Inc                                    | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |     38133 | NS      | $2551860.36   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORPORATION                           | Oracle Corp                                  | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |    129625 | NS      | $10762763.75  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| ORGANON & CO                                 | Organon & Co                                 | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |     21703 | NS      | $564712.06    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OTIS WORLDWIDE CORP                          | Otis Worldwide Corp                          | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |     35861 | NS      | $2800385.49   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E CORP                                    | PG&E Corp                                    | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |    137391 | NS      | $2157038.70   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC (THE)       | PNC Financial Services Group Inc/The         | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |     34998 | NS      | $5888763.48   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG INDUSTRIES INC                           | PPG Industries Inc                           | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |     20054 | NS      | $2711701.88   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL CORP                                     | PPL Corp                                     | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |     62823 | NS      | $1854534.96   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC INC                                      | PTC Inc                                      | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |      9022 | NS      | $1147688.62   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR INC                                   | PACCAR Inc                                   | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |     29673 | NS      | $3142667.43   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PACKAGING CORP OF AMERICA                    | Packaging Corp of America                    | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |      7999 | NS      | $1086984.11   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL ELECTRIC CO                          | General Electric Co                          | CUSIP: 000000000<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |     93575 | NS      | $8044642.75   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MILLS INC                            | General Mills Inc                            | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |     50835 | NS      | $4336225.50   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS CO                            | General Motors Co                            | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |    124423 | NS      | $5046596.88   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| GENUINE PARTS CO                             | Genuine Parts Co                             | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |     12069 | NS      | $2212609.77   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PARKER HANNIFIN CORPORATION                  | Parker-Hannifin Corp                         | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |     10955 | NS      | $3274887.70   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYCHEX INC                                  | Paychex Inc                                  | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |     27334 | NS      | $3390236.02   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| GILEAD SCIENCES INC                          | Gilead Sciences Inc                          | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |    106957 | NS      | $9394033.31   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL PAYMENTS INC.                         | Global Payments Inc                          | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |     23652 | NS      | $2454604.56   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYCOM SOFTWARE INC                          | Paycom Software Inc                          | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |      4148 | NS      | $1406586.80   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYPAL HOLDINGS INC                          | PayPal Holdings Inc                          | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |     98688 | NS      | $7738126.08   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBE LIFE INC                               | Globe Life Inc                               | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |      7733 | NS      | $927650.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                  | Goldman Sachs Group Inc/The                  | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |     29130 | NS      | $11248549.50  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| WW GRAINGER INC                              | WW Grainger Inc                              | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |      3864 | NS      | $2330223.84   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA HEALTHCARE INC                           | HCA Healthcare Inc                           | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |     18370 | NS      | $4412841.40   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| VULCAN MATERIALS COMPANY                     | Vulcan Materials Co                          | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |     11341 | NS      | $2079145.53   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC ENERGY GROUP INC                         | WEC Energy Group Inc                         | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |     26918 | NS      | $2668650.52   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HP Inc                                       | HP Inc                                       | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |     77659 | NS      | $2332876.36   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HALLIBURTON COMPANY                          | Halliburton Co                               | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |     77394 | NS      | $2932458.66   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| WABTEC CORP                                  | Westinghouse Air Brake Technologies Corp     | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |     15520 | NS      | $1568916.80   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WALMART INC                                  | Walmart Inc                                  | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |    121637 | NS      | $18539911.54  | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| HARTFORD FINANCIAL SERVICES GROUP INC        | Hartford Financial Services Group Inc/The    | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |     27575 | NS      | $2105902.75   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HASBRO INC                                   | Hasbro Inc                                   | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |     11077 | NS      | $695857.14    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WALGREENS BOOTS ALLIANCE INC                 | Walgreens Boots Alliance Inc                 | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |     61214 | NS      | $2540381.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| WARNER BROS DISCOVERY INC                    | Warner Bros Discovery Inc                    | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |    188515 | NS      | $2149071.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHPEAK PROPERTIES INC                    | Healthpeak Properties Inc                    | CUSIP: 42250P103<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | EC               | CORP              | US        |     46045 | NS      | $1209141.70   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack Henry & Associates Inc                  | Jack Henry & Associates Inc                  | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |      6218 | NS      | $1177378.30   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PEPSICO INC                                  | PepsiCo Inc                                  | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |    117770 | NS      | $21847512.70  | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| PERKINELMER INC                              | PerkinElmer Inc                              | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |     10771 | NS      | $1505031.83   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HERSHEY COMPANY THE                          | Hershey Co/The                               | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |     12533 | NS      | $2947385.61   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| HESS CORPORATION                             | Hess Corp                                    | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |     23779 | NS      | $3422035.89   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| WASTE MANAGEMENT INC                         | Waste Management Inc                         | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |     32098 | NS      | $5383476.56   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| WATERS CORP                                  | Waters Corp                                  | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |      5110 | NS      | $1771126.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PFIZER INC                                   | Pfizer Inc                                   | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |    478933 | NS      | $24008911.29  | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC              | Philip Morris International Inc              | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |    132284 | NS      | $13184746.28  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE CO                | Hewlett Packard Enterprise Co                | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |    110879 | NS      | $1860549.62   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                        | Wells Fargo & Co                             | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |    323682 | NS      | $15520551.90  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLTOWER INC                                | Welltower Inc                                | CUSIP: 95040Q104<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | EC               | CORP              | US        |     39542 | NS      | $2808668.26   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILLIPS 66                                  | Phillips 66                                  | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |     41051 | NS      | $4451570.44   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PINNACLE WEST CAPITAL CORPORATION            | Pinnacle West Capital Corp                   | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |      9647 | NS      | $755553.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WEST PHARMACEUTICAL SERV INC                 | West Pharmaceutical Services Inc             | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |      6319 | NS      | $1482816.54   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN DIGITAL CORP                         | Western Digital Corp                         | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |     26724 | NS      | $982107.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PIONEER NAT RES CO                           | Pioneer Natural Resources Co                 | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |     20367 | NS      | $4806408.33   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Pool Corp                                    | Pool Corp                                    | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |      3379 | NS      | $1113076.39   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTROCK CO                                  | Westrock Co                                  | CUSIP: 96145D105<br>LEI: 5493004Z9TCQW68YVL89 | Long             | EC               | CORP              | US        |     21701 | NS      | $822901.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WEYERHAEUSER COMPANY                         | Weyerhaeuser Co                              | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |     63175 | NS      | $2066454.25   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WHIRLPOOL CORP                               | Whirlpool Corp                               | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |      4651 | NS      | $681511.03    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIAMS COMPANIES INC                       | Williams Cos Inc/The                         | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |    103984 | NS      | $3608244.80   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| WYNN RESORTS LTD                             | Wynn Resorts Ltd                             | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               | CORP              | US        |      8832 | NS      | $738885.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| XCEL ENERGY INC                              | Xcel Energy Inc                              | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |     46678 | NS      | $3277729.16   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| XYLEM INC                                    | Xylem Inc/NY                                 | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |     15376 | NS      | $1727493.60   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| YUM! BRANDS INC.                             | Yum! Brands Inc                              | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |     24282 | NS      | $3124122.12   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Zebra Technologies Corp                      | Zebra Technologies Corp                      | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |      4420 | NS      | $1194637.60   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS INC                   | Zimmer Biomet Holdings Inc                   | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |     17905 | NS      | $2150390.50   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Zions Bancorp NA                             | Zions Bancorp NA                             | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |     12841 | NS      | $665420.62    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ZOETIS INC                                   | Zoetis Inc                                   | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |     39949 | NS      | $6157738.86   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                     | S&P500 EMINI DEC 22                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |       207 | NC      | $2149690.09   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLEGION PLC                                 | Allegion plc                                 | CUSIP: G0176J109<br>LEI: 984500560CAC2E6FB757 | Long             | EC               | CORP              | IE        |      7496 | NS      | $851920.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AMCOR PLC                                    | Amcor PLC                                    | CUSIP: G0250X107<br>LEI: 549300GSODGFCDQ3DI89 | Long             | EC               | CORP              | JE        |    128239 | NS      | $1583751.65   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AON PLC                                      | Aon PLC                                      | CUSIP: G0403H108<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | IE        |     17999 | NS      | $5548731.72   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCH CAPITAL GRP LTD                         | Arch Capital Group Ltd                       | CUSIP: G0450A105<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |     31500 | NS      | $1887165.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCENTURE PLC                                | Accenture PLC                                | CUSIP: G1151C101<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     53979 | NS      | $16243900.47  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| EATON CORPORATION PLC                        | Eaton Corp PLC                               | CUSIP: G29183103<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |     33989 | NS      | $5555502.05   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| EVEREST RE GRP, LTD.                         | Everest Re Group Ltd                         | CUSIP: G3223R108<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               | CORP              | BM        |      3363 | NS      | $1136492.22   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| INVESCO LTD                                  | Invesco Ltd                                  | CUSIP: G491BT108<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | BM        |     38819 | NS      | $741831.09    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON CONTROLS INTERNATIONAL PLC           | Johnson Controls International plc           | CUSIP: G51502105<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | IE        |     58780 | NS      | $3905343.20   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| LINDE PLC                                    | Linde PLC                                    | CUSIP: G5494J103<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               | CORP              | IE        |     42528 | NS      | $14309821.44  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDTRONIC PLC                                | Medtronic PLC                                | CUSIP: G5960L103<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |    113386 | NS      | $8962029.44   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| APTIV PLC                                    | Aptiv PLC                                    | CUSIP: G6095L109<br>LEI: N/A                  | Long             | EC               | CORP              | JE        |     23120 | NS      | $2466210.40   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NORWEGIAN CRUISE LINE HOLDINGS LTD           | Norwegian Cruise Line Holdings Ltd           | CUSIP: G66721104<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     35959 | NS      | $591165.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SEAGATE TECHNOLOGY PLC                       | Seagate Technology Holdings PLC              | CUSIP: G7997R103<br>LEI: 635400RUXIFEZSRU8X70 | Long             | EC               | CORP              | IE        |     16666 | NS      | $882798.02    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PENTAIR PLC                                  | Pentair PLC                                  | CUSIP: G7S00T104<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               | CORP              | IE        |     14034 | NS      | $642336.18    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| COCA-COLA CO                                 | Coca-Cola Co/The                             | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |    332140 | NS      | $21127425.40  | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions Corp          | Cognizant Technology Solutions Corp          | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |     44185 | NS      | $2748748.85   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS PLC                                   | STERIS PLC                                   | CUSIP: G8473T100<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      8535 | NS      | $1585290.90   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANE TECHNOLOGIES PLC                       | Trane Technologies PLC                       | CUSIP: G8994E103<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |     19774 | NS      | $3528077.08   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| COLGATE-PALMOLIVE CO                         | Colgate-Palmolive Co                         | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |     71180 | NS      | $5515026.40   | 0.19%             |  |  |  | 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        |  35939796 | NS      | $35925419.61  | 1.21%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORPORATION                          | Comcast Corp                                 | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |    375800 | NS      | $13769312.00  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| COMERICA INCORPORATED                        | Comerica Inc                                 | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |     11164 | NS      | $800905.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CONAGRA BRANDS INC                           | Conagra Brands Inc                           | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |     40969 | NS      | $1556002.62   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CONOCOPHILLIPS                               | ConocoPhillips                               | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |    108635 | NS      | $13417508.85  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOLIDATED EDISON INC                      | Consolidated Edison Inc                      | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |     30258 | NS      | $2966494.32   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION BRANDS INC                     | Constellation Brands Inc                     | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |     13708 | NS      | $3527753.80   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION ENERGY CORP                    | Constellation Energy Corp                    | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |     27891 | NS      | $2680882.92   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| COOPER COMPANIES INC                         | Cooper Cos Inc/The                           | CUSIP: 216648402<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |      4210 | NS      | $1331833.50   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| COPART INC.                                  | Copart Inc                                   | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |     36507 | NS      | $2429905.92   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CORNING INC                                  | Corning Inc                                  | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |     64922 | NS      | $2215787.86   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CORTEVA INC                                  | Corteva Inc                                  | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |     61322 | NS      | $4118385.52   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp                        | Costco Wholesale Corp                        | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |     37800 | NS      | $20383650.00  | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| COSTAR GRP INC                               | CoStar Group Inc                             | CUSIP: 22160N109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33788 | NS      | $2738179.52   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWN CASTLE INC                             | Crown Castle International Corp              | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |     36954 | NS      | $5226404.22   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CUMMINS INC                                  | Cummins Inc                                  | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |     12032 | NS      | $3021957.12   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ALEXANDRIA REAL EST EQ INC                   | Alexandria Real Estate Equities Inc          | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |     12671 | NS      | $1971734.31   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ALIGN TECHNOLOGY INC                         | Align Technology Inc                         | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |      6199 | NS      | $1219095.34   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIANT ENERGY CORP                          | Alliant Energy Corp                          | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |     21413 | NS      | $1205551.90   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLSTATE CORP                                | Allstate Corp/The                            | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |     23066 | NS      | $3088537.40   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC                                 | Alphabet Inc                                 | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    457552 | NS      | $46418650.40  | 1.56%             |  |  |  | No            |                  1 | On Loan: No      |
| INTUIT INC.                                  | Intuit Inc                                   | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |     24071 | NS      | $9811098.89   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| INTUITIVE SRGCAL                             | Intuitive Surgical Inc                       | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |     30474 | NS      | $8239864.86   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| INVITATION HOMES INC                         | Invitation Homes Inc                         | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     49481 | NS      | $1614565.03   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA HOLDINGS INC                           | IQVIA Holdings Inc                           | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |     15916 | NS      | $3470006.32   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| IRON MOUNTAIN INC                            | Iron Mountain Inc                            | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |     24806 | NS      | $1347709.98   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                          | JPMorgan Chase & Co                          | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |    250252 | NS      | $34579821.36  | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| JACOBS SOLUTIONS INC                         | Jacobs Solutions Inc                         | CUSIP: 46982L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10889 | NS      | $1377894.06   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON & JOHNSON                            | Johnson & Johnson                            | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |    224362 | NS      | $39936436.00  | 1.35%             |  |  |  | No            |                  1 | On Loan: No      |
| JUNIPER NETWORKS INC                         | Juniper Networks Inc                         | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |     27530 | NS      | $915097.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA CORP                                     | KLA Corp                                     | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |     12101 | NS      | $4757508.15   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| KELLOGG COMPANY                              | Kellogg Co                                   | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |     21768 | NS      | $1587975.60   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| KEURIG DR PEPPER INC                         | Keurig Dr Pepper Inc                         | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |     72505 | NS      | $2803768.35   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| KEYCORP                                      | KeyCorp                                      | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |     79589 | NS      | $1497069.09   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES INC                    | Keysight Technologies Inc                    | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |     15356 | NS      | $2777746.84   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| KIMBERLY-CLARK CORPORATION                   | Kimberly-Clark Corp                          | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |     28811 | NS      | $3907635.93   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC                                 | Alphabet Inc                                 | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    511671 | NS      | $51673654.29  | 1.74%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTRIA GROUP INC                             | Altria Group Inc                             | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |    153674 | NS      | $7158134.92   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| KIMCO REALTY CORP                            | Kimco Realty Corp                            | CUSIP: 49446R109<br>LEI: 549300EA7I6T15IBYS12 | Long             | EC               | CORP              | US        |     52778 | NS      | $1209671.76   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| KINDER MORGAN INC                            | Kinder Morgan Inc                            | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |    169190 | NS      | $3234912.80   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON.COM INC                               | Amazon.com Inc                               | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |    756343 | NS      | $73017353.22  | 2.46%             |  |  |  | No            |                  1 | On Loan: No      |
| AMEREN CORPORATION                           | Ameren Corp                                  | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |     22048 | NS      | $1969327.36   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN AIRLINES GROUP INC                  | American Airlines Group Inc                  | CUSIP: 02376R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55455 | NS      | $800215.65    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN ELECTRIC POWER COMPANY INC.         | American Electric Power Co Inc               | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |     43840 | NS      | $4243712.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| KRAFT HEINZ CO                               | Kraft Heinz Co/The                           | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |     67973 | NS      | $2674737.55   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| KROGER CO                                    | Kroger Co/The                                | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |     55567 | NS      | $2733340.73   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                     | American Express Co                          | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |     51184 | NS      | $8066086.56   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC             | American International Group Inc             | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |     64890 | NS      | $4095207.90   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ CORP                                     | LKQ Corp                                     | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |     22244 | NS      | $1208516.52   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                    | L3Harris Technologies Inc                    | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |     16329 | NS      | $3707989.32   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| LABORATORY CORP OF AMER HLDGS                | Laboratory Corp of America Holdings          | CUSIP: 50540R409<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | EC               | CORP              | US        |      7714 | NS      | $1856759.80   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LAM RSRCH CORP                               | Lam Research Corp                            | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |     11689 | NS      | $5521649.82   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN TOWER CORP                          | American Tower Corp                          | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |     39731 | NS      | $8790483.75   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN WATER WORKS COMPANY INC             | American Water Works Co Inc                  | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |     15513 | NS      | $2354252.88   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERISOURCEBERGEN CORP                       | AmerisourceBergen Corp                       | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |     13820 | NS      | $2358935.80   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERIPRISE FINANCIAL INC                     | Ameriprise Financial Inc                     | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |      9230 | NS      | $3063898.50   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AFLAC INC                                    | Aflac Inc                                    | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |     49072 | NS      | $3529748.96   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK INC                                   | AMETEK Inc                                   | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |     19591 | NS      | $2790150.22   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AMGEN INC                                    | Amgen Inc                                    | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |     45649 | NS      | $13073873.60  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| AES CORP                                     | AES Corp/The                                 | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |     56998 | NS      | $1648382.16   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                                     | AT&T Inc                                     | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |    608100 | NS      | $11724168.00  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBOTT LABORATORIES                          | Abbott Laboratories                          | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |    149441 | NS      | $16076862.78  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC                                   | AbbVie Inc                                   | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |    150881 | NS      | $24318999.58  | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| ABIOMED INC                                  | ABIOMED Inc                                  | CUSIP: 003654100<br>LEI: 5493001EZN4ZTB4Z5887 | Long             | EC               | CORP              | US        |      3879 | NS      | $1465447.41   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ACTIVISION BLIZZARD INC                      | Activision Blizzard Inc                      | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |     60750 | NS      | $4492462.50   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AMPHENOL CORP                                | Amphenol Corp                                | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |     50760 | NS      | $4082626.80   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ANALOG DEVICES INC                           | Analog Devices Inc                           | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |     44358 | NS      | $7625583.78   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ANSYS INC                                    | ANSYS Inc                                    | CUSIP: 03662Q105<br>LEI: 549300VJV8H15Z5FJ571 | Long             | EC               | CORP              | US        |      7430 | NS      | $1889449.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ELEVANCE HEALTH INC                          | Anthem Inc                                   | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |     20481 | NS      | $10914734.52  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| ADOBE INC                                    | Adobe Inc                                    | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |     39937 | NS      | $13775469.41  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCE AUTO PARTS INC                       | Advance Auto Parts Inc                       | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |      5175 | NS      | $781373.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| APA CORP                                     | APA Corp                                     | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | JP        |     27865 | NS      | $1305475.25   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLE INC                                    | Apple Inc                                    | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |   1289121 | NS      | $190828581.63 | 6.43%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCED MICRO DEVICES INC                   | Advanced Micro Devices Inc                   | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |    137759 | NS      | $10694231.17  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| AGILENT TECH INC                             | Agilent Technologies Inc                     | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |     25490 | NS      | $3950440.20   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLIED MAT INC                              | Applied Materials Inc                        | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |     74237 | NS      | $8136375.20   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCHER DANIELS MIDLAND CO                    | Archer-Daniels-Midland Co                    | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |     47836 | NS      | $4664010.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| AIR PRODUCTS AND CHEMICALS INC               | Air Products & Chemicals Inc                 | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |     18927 | NS      | $5870398.32   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| AKAMAI TECH INC                              | Akamai Technologies Inc                      | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |     13565 | NS      | $1286775.90   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ARISTA NETWORKS INC                          | Arista Networks Inc                          | CUSIP: 040413106<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |     21032 | NS      | $2929757.60   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSURANT INC                                 | Assurant Inc                                 | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |      4541 | NS      | $582247.02    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ATMOS ENERGY CORP                            | Atmos Energy Corp                            | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |     11938 | NS      | $1434947.60   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTODESK INC                                 | Autodesk Inc                                 | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |     18541 | NS      | $3744354.95   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOMATIC DATA PROCESSING INC                | Automatic Data Processing Inc                | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |     35458 | NS      | $9365876.12   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOZONE INC                                 | AutoZone Inc                                 | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |      1663 | NS      | $4288877.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AVALONBAY COMMUNITIES INC                    | AvalonBay Communities Inc                    | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |     11933 | NS      | $2087081.70   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AVERY DENNISON CORP                          | Avery Dennison Corp                          | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |      6934 | NS      | $1340550.22   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BAKER HUGHES CO                              | Baker Hughes a GE Co                         | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     86338 | NS      | $2505528.76   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BALL CORP                                    | Ball Corp                                    | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |     26822 | NS      | $1504177.76   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ALASKA AIR GRP INC.                          | Alaska Air Group Inc                         | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |     10818 | NS      | $513205.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBEMARLE CORP                               | Albemarle Corp                               | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |      9995 | NS      | $2778510.05   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                         | Bank of America Corp                         | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |    596551 | NS      | $22579455.35  | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF NEW YORK MELLON CORP/THE             | Bank of New York Mellon Corp/The             | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |     62753 | NS      | $2880362.70   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BATH & BODY WORKS INC                        | Bath & Body Works Inc                        | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |     19482 | NS      | $827985.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BAXTER INTERNATIONAL INC.                    | Baxter International Inc                     | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |     42976 | NS      | $2429433.28   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BECTON DICKINSON AND COMPANY                 | Becton Dickinson and Co                      | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |     24337 | NS      | $6068187.58   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| WR BERKLEY CORP                              | WR Berkley Corp                              | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |     17431 | NS      | $1329636.68   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BERKSHIRE HATHAWAY INC                       | Berkshire Hathaway Inc                       | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |    154016 | NS      | $49069497.60  | 1.65%             |  |  |  | No            |                  1 | On Loan: No      |
| BEST BUY CO INC                              | Best Buy Co Inc                              | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |     17101 | NS      | $1458715.30   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BIO-RAD LABS INC                             | Bio-Rad Laboratories Inc                     | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |      1829 | NS      | $758504.59    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOGEN INC                                   | Biogen Inc                                   | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |     12383 | NS      | $3778920.11   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| TECHNE CORP                                  | Bio-Techne Corp                              | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               | CORP              | US        |     13392 | NS      | $1138186.08   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK INC                                | BlackRock Inc                                | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |     12866 | NS      | $9212056.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO                                    | Boeing Co/The                                | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |     47633 | NS      | $8520591.04   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKWELL AUTOMATION INC                      | Rockwell Automation Inc                      | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |      9851 | NS      | $2602831.22   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ROLLINS INC.                                 | Rollins Inc                                  | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |     19750 | NS      | $798690.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ROPER TECHNOLOGIES INC                       | Roper Technologies Inc                       | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |      9046 | NS      | $3970198.94   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ROSS STORES INC                              | Ross Stores Inc                              | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |     29861 | NS      | $3513743.87   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P GLOBAL INC                               | S&P Global Inc                               | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |     29074 | NS      | $10257308.75  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA COMMUNICATIONS CORP                      | SBA Communications Corp                      | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |      9206 | NS      | $2755355.80   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SVB FINANCIAL GROUP                          | SVB Financial Group                          | CUSIP: 78486Q101<br>LEI: 549300D2KJ20JMXE7542 | Long             | EC               | CORP              | US        |      5042 | NS      | $1168634.76   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SALESFORCE INC                               | salesforce.com Inc                           | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |     84909 | NS      | $13606667.25  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| HENRY SCHEIN INC.                            | Henry Schein Inc                             | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |     11615 | NS      | $939885.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHLUMBERGER NV                              | Schlumberger NV                              | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |    120697 | NS      | $6221930.35   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARLES SCHWAB CORP                          | Charles Schwab Corp/The                      | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |    130303 | NS      | $10755209.62  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| SEALED AIR CORPORATION                       | Sealed Air Corp                              | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |     12393 | NS      | $659679.39    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMPRA ENERGY                                | Sempra Energy                                | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |     26822 | NS      | $4457548.18   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVICENOW INC                               | ServiceNow Inc                               | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |     17238 | NS      | $7176179.40   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| SHERWIN-WILLIAMS COMPANY (THE)               | Sherwin-Williams Co/The                      | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |     20127 | NS      | $5015245.86   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SIGNATURE BANK                               | Signature Bank/New York NY                   | CUSIP: 82669G104<br>LEI: VLP5AP0XK2GM6GKD1007 | Long             | EC               | CORP              | US        |      5370 | NS      | $749115.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SIMON PROP GRP INC                           | Simon Property Group Inc                     | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |     27935 | NS      | $3336556.40   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SKYWORKS SOLUTIONS INC.                      | Skyworks Solutions Inc                       | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |     13692 | NS      | $1309229.04   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| A O SMITH CORP                               | AO Smith Corp                                | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |     10964 | NS      | $665953.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JM SMUCKER CO                                | J M Smucker Co/The                           | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |      9093 | NS      | $1400412.93   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SNAP-ON INC                                  | Snap-on Inc                                  | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |      4546 | NS      | $1093767.60   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SOLAREDGE TECHNOLOGIES INC                   | SolarEdge Technologies Inc                   | CUSIP: 83417M104<br>LEI: 5493000K6Y58XXPDF853 | Long             | EC               | CORP              | US        |      4748 | NS      | $1418987.28   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN COMPANY (THE)                       | Southern Co/The                              | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |     90712 | NS      | $6135759.68   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHWEST AIRLINES CO                        | Southwest Airlines Co                        | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |     50634 | NS      | $2020802.94   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| STANLEY BLACK & DECKER INC                   | Stanley Black & Decker Inc                   | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |     12614 | NS      | $1030816.08   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| STARBUCKS CORP                               | Starbucks Corp                               | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |     97914 | NS      | $10006810.80  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET CORP                            | State Street Corp                            | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |     31371 | NS      | $2499327.57   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| STRYKER CORP                                 | Stryker Corp                                 | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |     28733 | NS      | $6720361.37   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNOPSYS INC                                 | Synopsys Inc                                 | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |     13054 | NS      | $4432355.16   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNCHRONY FINANCIAL                          | Synchrony Financial                          | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |     41111 | NS      | $1544951.38   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SYSCO CORP                                   | Sysco Corp                                   | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |     43476 | NS      | $3761108.76   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX COMPANIES INC                            | TJX Cos Inc/The                              | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |     99982 | NS      | $8003559.10   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE US INC                              | T-Mobile US Inc                              | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |     51367 | NS      | $7780045.82   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOFTWARE INC.           | Take-Two Interactive Software Inc            | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |     13371 | NS      | $1413180.99   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TAPESTRY INC                                 | Tapestry Inc                                 | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |     21488 | NS      | $811601.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGET CORPORATION                           | Target Corp                                  | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |     39570 | NS      | $6610959.90   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGA RESOURCES CORP                         | Targa Resources Corp                         | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |     19333 | NS      | $1438181.87   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TELEDYNE TECHNOLOGIES INC                    | Teledyne Technologies Inc                    | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |      3999 | NS      | $1679979.90   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TELEFLEX INC                                 | Teleflex Inc                                 | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |      4003 | NS      | $937182.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TERADYNE INC                                 | Teradyne Inc                                 | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |     13379 | NS      | $1250267.55   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TESLA INC                                    | Tesla Inc                                    | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |    227287 | NS      | $44252778.90  | 1.49%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS INSTRUMENTS INC                        | Texas Instruments Inc                        | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |     77972 | NS      | $14070827.12  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXTRON INC                                  | Textron Inc                                  | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |     18051 | NS      | $1288480.38   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| THERMO FISHER                                | Thermo Fisher Scientific Inc                 | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |     33433 | NS      | $18729835.26  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M CO                                        | 3M Co                                        | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |     47243 | NS      | $5951200.71   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| TRACTOR SUPPLY CO                            | Tractor Supply Co                            | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |      9472 | NS      | $2143608.32   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| COTERRA ENERGY INC                           | Cabot Oil & Gas Corp                         | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |     67892 | NS      | $1894865.72   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CADENCE DESIGN SYST INC                      | Cadence Design Systems Inc                   | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |     23371 | NS      | $4020746.84   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CAESARS ENTERTAINMENT INC (DELAWARE)         | Caesars Entertainment Inc                    | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |     18297 | NS      | $929670.57    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CAMDEN PROPERTY TRUST                        | Camden Property Trust                        | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |      9091 | NS      | $1093920.03   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CAMPBELL SOUP COMPANY                        | Campbell Soup Co                             | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |     17185 | NS      | $922318.95    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FIN CORP                         | Capital One Financial Corp                   | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |     32753 | NS      | $3381419.72   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CARDINAL HEALTH INC                          | Cardinal Health Inc                          | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |     23248 | NS      | $1863792.16   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CARMAX INC.                                  | CarMax Inc                                   | CUSIP: 143130102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13583 | NS      | $942116.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CARNIVAL CORP                                | Carnival Corp                                | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | PA        |     84233 | NS      | $836433.69    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CARRIER GLOBAL CORP                          | Carrier Global Corp                          | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |     71817 | NS      | $3182929.44   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CATALENT INC                                 | Catalent Inc                                 | CUSIP: 148806102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15293 | NS      | $766638.09    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CATERPILLAR INC                              | Caterpillar Inc                              | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |     45049 | NS      | $10650034.09  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| CELANESE CORP                                | Celanese Corp                                | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |      8506 | NS      | $912693.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTENE CORP                                 | Centene Corp                                 | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |     48776 | NS      | $4245950.80   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTERPOINT ENERGY INC                       | CenterPoint Energy Inc                       | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |     53719 | NS      | $1671198.09   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CERIDIAN HCM HOLDING INC                     | Ceridian HCM Holding Inc                     | CUSIP: 15677J108<br>LEI: 549300T64GVCHFJ8L449 | Long             | EC               | CORP              | US        |     13061 | NS      | $893894.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC | Charles River Laboratories International Inc | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |      4340 | NS      | $991993.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FORMER CHARTER COMMUNICATIONS PARENT INC     | Charter Communications Inc                   | CUSIP: 16119P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9460 | NS      | $3701603.40   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEVRON CORP                                 | Chevron Corp                                 | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    153676 | NS      | $28170347.56  | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| CHIPOTLE MEXICAN GRILL INC                   | Chipotle Mexican Grill Inc                   | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2369 | NS      | $3854268.24   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CHURCH & DWIGHT CO INC                       | Church & Dwight Co Inc                       | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |     20729 | NS      | $1697083.23   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cincinnati Financial Corp                    | Cincinnati Financial Corp                    | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |     13585 | NS      | $1507391.60   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CISCO SYSTEMS INC                            | Cisco Systems Inc                            | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |    353371 | NS      | $17569606.12  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| MATCH GROUP INC                              | Match Group Inc                              | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |     24149 | NS      | $1220973.44   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MCCORMICK & COMPANY INCORPORATED             | McCormick & Co Inc/MD                        | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |     21374 | NS      | $1820637.32   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MCDONALDS CORP                               | McDonald's Corp                              | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |     62783 | NS      | $17126574.57  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| MCKESSON CORP                                | McKesson Corp                                | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |     12265 | NS      | $4681305.20   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCK & CO INC                               | Merck & Co Inc                               | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |    216179 | NS      | $23805631.48  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| METLIFE INC                                  | MetLife Inc                                  | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |     57174 | NS      | $4385245.80   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| METTLER-TOLEDO INTL INC                      | Mettler-Toledo International Inc             | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |      1921 | NS      | $2823024.76   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORP                               | Microsoft Corp                               | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |    636423 | NS      | $162376964.22 | 5.47%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROCHIP TECH INC                           | Microchip Technology Inc                     | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |     47146 | NS      | $3733491.74   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MICRON TECHNOLOGY INC                        | Micron Technology Inc                        | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |     94137 | NS      | $5426998.05   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| MID-AMERICA APARTMENT COMMUNITIE             | Mid-America Apartment Communities Inc        | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |      9851 | NS      | $1624232.88   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MODERNA INC                                  | Moderna Inc                                  | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |     28710 | NS      | $5050376.10   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MOHAWK IND INC                               | Mohawk Industries Inc                        | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |      4500 | NS      | $455985.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MOLINA HEALTHCARE INC                        | Molina Healthcare Inc                        | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |      4958 | NS      | $1669705.66   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MOLSON COORS BEVERAGE CO                     | Molson Coors Beverage Co                     | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |     16060 | NS      | $885066.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MONDELEZ INTERNATIONAL INC                   | Mondelez International Inc                   | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |    116958 | NS      | $7907530.38   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| MONOLITHIC POWER                             | Monolithic Power Systems Inc                 | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |      3793 | NS      | $1448774.28   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MONSTER BEVERAGE CORP                        | Monster Beverage Corp                        | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |     32822 | NS      | $3376070.92   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MOODYS CORP                                  | Moody's Corp                                 | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |     13467 | NS      | $4016802.09   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                               | Morgan Stanley                               | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |    114275 | NS      | $10635574.25  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| MOSAIC CO/THE                                | Mosaic Co/The                                | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |     29464 | NS      | $1511503.20   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                       | Motorola Solutions Inc                       | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |     14241 | NS      | $3876400.20   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG ENERGY INC                               | NRG Energy Inc                               | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |     20066 | NS      | $851801.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NVR INC                                      | NVR Inc                                      | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |       263 | NS      | $1220059.63   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NASDAQ INC                                   | Nasdaq Inc                                   | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |     28924 | NS      | $1980137.04   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NETAPP INC                                   | NetApp Inc                                   | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |     18751 | NS      | $1267755.11   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NETFLIX INC                                  | Netflix Inc                                  | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |     37949 | NS      | $11594557.97  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWELL BRANDS INC                            | Newell Brands Inc                            | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |     32118 | NS      | $416570.46    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWMONT CORPORATION                          | Newmont Corp                                 | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |     67729 | NS      | $3215095.63   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWS CORP                                    | News Corp                                    | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |     32905 | NS      | $630130.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWS CORP                                    | News Corp                                    | CUSIP: 65249B208<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |     10194 | NS      | $198273.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY INC                           | NextEra Energy Inc                           | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    167665 | NS      | $14201225.50  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE INC                                     | NIKE Inc                                     | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |    107834 | NS      | $11828311.46  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| NISOURCE INC.                                | NiSource Inc                                 | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |     34642 | NS      | $967897.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NORDSON CORP                                 | Nordson Corp                                 | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |      4613 | NS      | $1090928.37   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                 | Norfolk Southern Corp                        | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |     20043 | NS      | $5141029.50   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHERN TRUST CORPORATION                   | Northern Trust Corp                          | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |     17783 | NS      | $1655775.13   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHROP GRUMMAN CORP                        | Northrop Grumman Corp                        | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |     12410 | NS      | $6618128.90   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| GEN DIGITAL INC                              | NortonLifeLock Inc                           | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |     50525 | NS      | $1160054.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NUCOR CORP                                   | Nucor Corp                                   | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |     22340 | NS      | $3349883.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA CORP                                  | NVIDIA Corp                                  | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |    213681 | NS      | $36161235.63  | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive Inc                      | O'Reilly Automotive Inc                      | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |      5440 | NS      | $4703097.60   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION             | Occidental Petroleum Corp                    | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |     63591 | NS      | $4418938.59   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| OLD DOMINION FREIGHT LINE INC                | Old Dominion Freight Line Inc                | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |      7821 | NS      | $2366712.81   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| OMNICOM GROUP INC                            | Omnicom Group Inc                            | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |     17480 | NS      | $1394204.80   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ON SEMICONDUCTOR CORP                        | ON Semiconductor Corp                        | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |     36970 | NS      | $2780144.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HILTON WORLDWIDE HOLDINGS INC                | Hilton Worldwide Holdings Inc                | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |     23406 | NS      | $3338163.72   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| HOLOGIC INC                                  | Hologic Inc                                  | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |     21304 | NS      | $1622512.64   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HOME DEPOT INC                               | Home Depot Inc/The                           | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |     87704 | NS      | $28415218.96  | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC                  | Honeywell International Inc                  | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |     57490 | NS      | $12621929.50  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| HORMEL FOODS CORP                            | Hormel Foods Corp                            | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |     24697 | NS      | $1160759.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HOST HOTELS & RESORTS INC                    | Host Hotels & Resorts Inc                    | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |     61006 | NS      | $1155453.64   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HOWMET AEROSPACE INC                         | Arconic Inc                                  | CUSIP: 000000000<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |     31549 | NS      | $1188450.83   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HUMANA INC                                   | Humana Inc                                   | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |     10800 | NS      | $5938920.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| JB HUNT TRANSPORT SERVICES INC               | JB Hunt Transport Services Inc               | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |      7087 | NS      | $1303228.43   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON BANCSHARES INC                    | Huntington Bancshares Inc/OH                 | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |    123070 | NS      | $1905123.60   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON INGALLS INDUSTRIES INC            | Huntington Ingalls Industries Inc            | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |      3409 | NS      | $790751.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEX CORP                                    | IDEX Corp                                    | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |      6441 | NS      | $1529673.09   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX LABS INC.                              | IDEXX Laboratories Inc                       | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |      7105 | NS      | $3025806.35   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ILLINOIS TOOL WORKS INC                      | Illinois Tool Works Inc                      | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |     24044 | NS      | $5469288.68   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ILLUMINA INC                                 | Illumina Inc                                 | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |     13406 | NS      | $2923580.48   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| INCYTE GENOMICS INC                          | Incyte Corp                                  | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |     15754 | NS      | $1255121.18   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| INGERSOLL RAND INC                           | Gardner Denver Holdings Inc                  | CUSIP: 000000000<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |     34406 | NS      | $1856891.82   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEL CORP                                   | Intel Corp                                   | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |    350387 | NS      | $10536137.09  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                | Intercontinental Exchange Inc                | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |     47656 | NS      | $5161621.36   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORP         | International Business Machines Corp         | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |     77073 | NS      | $11476169.70  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL FLAVORS & FRAGRANCES INC       | International Flavors & Fragrances Inc       | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |     21756 | NS      | $2302219.92   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| INTL PAPER CO                                | International Paper Co                       | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |     30893 | NS      | $1146748.16   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERPUBLIC GRP OF CO INC                    | Interpublic Group of Cos Inc/The             | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |     33369 | NS      | $1146558.84   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BOOKING HOLDINGS INC                         | Booking Holdings Inc                         | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |      3388 | NS      | $7045176.60   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| BORGWARNER INC                               | BorgWarner Inc                               | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |     20210 | NS      | $859127.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BOSTON PROPERTIES INC                        | Boston Properties Inc                        | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               | CORP              | US        |     12171 | NS      | $877285.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                       | Boston Scientific Corp                       | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |    122167 | NS      | $5530500.09   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                      | Bristol-Myers Squibb Co                      | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |    182213 | NS      | $14628059.64  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADRIDGE FINANCIAL SOLUTIONS INC           | Broadridge Financial Solutions Inc           | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |     10004 | NS      | $1491696.44   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                                 | Broadcom Inc                                 | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     34460 | NS      | $18988493.80  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN & BROWN INC                            | Brown & Brown Inc                            | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |     20006 | NS      | $1192157.54   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN-FORMAN CORPORATION                     | Brown-Forman Corp                            | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |     15603 | NS      | $1139331.06   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS INC                      | Cboe Global Markets Inc                      | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |      9051 | NS      | $1148028.84   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE GROUP INC                               | CBRE Group Inc                               | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |     27407 | NS      | $2181597.20   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW CORP                                     | CDW Corp/DE                                  | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |     11541 | NS      | $2177094.24   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CF INDUSTRIES HOLDINGS INC                   | CF Industries Holdings Inc                   | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |     17004 | NS      | $1839662.76   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CH ROBINSON WORLDWIDE INC                    | CH Robinson Worldwide Inc                    | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |     10572 | NS      | $1059525.84   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Corp                                   | Cigna Corp                                   | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |     26037 | NS      | $8563308.93   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| CME GROUP INC                                | CME Group Inc                                | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |     30672 | NS      | $5413608.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS ENERGY CORP                              | CMS Energy Corp                              | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |     24764 | NS      | $1512337.48   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX CORP                                     | CSX Corp                                     | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |    182724 | NS      | $5973247.56   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORP                              | CVS Health Corp                              | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |    112031 | NS      | $11413718.28  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| CINTAS CORP                                  | Cintas Corp                                  | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7340 | NS      | $3389465.20   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                | Citigroup Inc                                | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |    165270 | NS      | $8000720.70   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIZENS FINANCIAL GROUP INC                 | Citizens Financial Group Inc                 | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |     42296 | NS      | $1792504.48   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CLOROX COMPANY (THE)                         | Clorox Co/The                                | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |     10510 | NS      | $1562311.50   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| D R HORTON INC                               | DR Horton Inc                                | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |     26984 | NS      | $2320624.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE ENERGY COMPANY                           | DTE Energy Co                                | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |     16533 | NS      | $1917993.33   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DXC TECHNOLOGY CO                            | DXC Technology Co                            | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |     19617 | NS      | $582036.39    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DANAHER CORPORATION                          | Danaher Corp                                 | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |     55869 | NS      | $15275143.29  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| DARDEN RESTAURANTS INC                       | Darden Restaurants Inc                       | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |     10460 | NS      | $1537515.40   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DAVITA INC                                   | DaVita Inc                                   | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |      4753 | NS      | $350438.69    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DEERE & CO                                   | Deere & Co                                   | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |     23734 | NS      | $10466694.00  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| DELTA AIR LINES INC                          | Delta Air Lines Inc                          | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |     54717 | NS      | $1935340.29   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DENTSPLY SIRONA INC                          | DENTSPLY SIRONA Inc                          | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |     18386 | NS      | $556360.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DEVON ENERGY CORPORATION                     | Devon Energy Corp                            | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |     55878 | NS      | $3828760.56   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| DEXCOM                                       | DexCom Inc                                   | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |     33501 | NS      | $3895496.28   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAMONDBACK ENERGY INC                       | Diamondback Energy Inc                       | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |     15169 | NS      | $2245315.38   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DIGITAL REALTY                               | Digital Realty Trust Inc                     | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |     24526 | NS      | $2758193.96   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| WALT DISNEY CO                               | Walt Disney Co/The                           | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |    155571 | NS      | $15225733.77  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| DISCOVER FINANCIAL SERVICES                  | Discover Financial Services                  | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |     23311 | NS      | $2525979.96   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DISH NETWORK CORP                            | DISH Network Corp                            | CUSIP: 25470M109<br>LEI: 529900U350CWHH15G169 | Long             | EC               | CORP              | US        |     21420 | NS      | $343791.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLLAR GENERAL CORP                          | Dollar General Corp                          | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |     19371 | NS      | $4952777.28   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLLAR TREE INC                              | Dollar Tree Inc                              | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |     18013 | NS      | $2707173.77   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINION ENERGY INC                          | Dominion Energy Inc                          | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |     71042 | NS      | $4341376.62   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINOS PIZZA INC                            | Domino's Pizza Inc                           | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |      3062 | NS      | $1190291.26   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DOVER CORP                                   | Dover Corp                                   | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |     12250 | NS      | $1738887.50   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DOW INC                                      | Dow Inc                                      | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |     61285 | NS      | $3123696.45   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CORP                             | Duke Energy Corp                             | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |     65706 | NS      | $6566000.58   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIS TOWERS WATSON PLC                     | Willis Towers Watson PLC                     | CUSIP: G96629103<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | IE        |      9384 | NS      | $2309965.44   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CHUBB LTD                                    | Chubb Ltd                                    | CUSIP: H1467J104<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |     35640 | NS      | $7826187.60   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| GARMIN LTD                                   | Garmin Ltd                                   | CUSIP: H2906T109<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |     13166 | NS      | $1224306.34   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TE CONNECTIVITY LTD                          | TE Connectivity Ltd                          | CUSIP: H84989104<br>LEI: 894500ZRIX9K13RHXR17 | Long             | EC               | CORP              | CH        |     27294 | NS      | $3442319.28   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| LYONDELLBASELL INDUSTRIES NV                 | LyondellBasell Industries NV                 | CUSIP: N53745100<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | NL        |     21713 | NS      | $1845822.13   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP SEMICONDUCTORS NV                        | NXP Semiconductors NV                        | CUSIP: N6596X109<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |     22409 | NS      | $3940398.56   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                  | Royal Caribbean Cruises Ltd                  | CUSIP: V7780T103<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | EC               | CORP              | LR        |     18718 | NS      | $1121769.74   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2022-12-28

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

**Signature:** Martha Skinner

**Name of Signer:** Martha Skinner

**Title:** Assistant Treasurer