# EDGAR Filing Document

**Accession Number:** 0001097519
**File Stem:** 0001145549-23-002143
**Filing Date:** 2023-1
**Character Count:** 202701
**Document Hash:** d8b8d29e7e337462b3f312fd0142b0dc
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-002143.hdr.sgml**: 20230124

**ACCESSION NUMBER**: 0001145549-23-002143

**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:** 23546546

**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 Mid Cap Index Fund (Series ID: S000010826)

| Class ID   | Class Name                                        | Ticker Symbol   |
|:---|:---|:---|
| C000030054 | Columbia Mid Cap Index Fund Class A               | NTIAX           |
| C000030055 | Columbia Mid Cap Index Fund Institutional Class   | NMPAX           |
| C000122594 | Columbia Mid Cap Index Fund Institutional 2 Class | CPXRX           |
| C000173200 | Columbia Mid Cap Index Fund Institutional 3 Class | CMDYX           |

## Nport-Ex

![](img3d6599b01.jpg)

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

![](imgb3a672152.jpg)

Columbia Mid Cap Index Fund

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

------

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

Investments in securities

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks 99.7%** | &nbsp;&nbsp;**Common Stocks 99.7%** | &nbsp;&nbsp;**Common Stocks 99.7%** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;**Communication Services 2.1%** | &nbsp;&nbsp;**Communication Services 2.1%** | &nbsp;&nbsp;**Communication Services 2.1%** |
| &nbsp;&nbsp;**Diversified Telecommunication Services 0.6%** | &nbsp;&nbsp;**Diversified Telecommunication Services 0.6%** | &nbsp;&nbsp;**Diversified Telecommunication Services 0.6%** |
| &nbsp;&nbsp;Frontier Communications Parent, Inc.<sup>(a)</sup> | &nbsp;&nbsp;270007 | &nbsp;&nbsp;&nbsp;&nbsp;6958081 |
| &nbsp;&nbsp;Iridium Communications, Inc.<sup>(a)</sup> | &nbsp;&nbsp;153783 | &nbsp;&nbsp;&nbsp;&nbsp;8165877 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;15123958 |
| &nbsp;&nbsp;**Entertainment 0.2%** | &nbsp;&nbsp;**Entertainment 0.2%** | &nbsp;&nbsp;**Entertainment 0.2%** |
| &nbsp;&nbsp;World Wrestling Entertainment, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;52377 | &nbsp;&nbsp;&nbsp;&nbsp;4183875 |
| &nbsp;&nbsp;**Interactive Media & Services 0.3%** | &nbsp;&nbsp;**Interactive Media & Services 0.3%** | &nbsp;&nbsp;**Interactive Media & Services 0.3%** |
| &nbsp;&nbsp;TripAdvisor, Inc.<sup>(a)</sup> | &nbsp;&nbsp;126172 | &nbsp;&nbsp;&nbsp;&nbsp;2572647 |
| &nbsp;&nbsp;Ziff Davis, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;57155 | &nbsp;&nbsp;&nbsp;&nbsp;5273120 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;7845767 |
| &nbsp;&nbsp;**Media 1.0%** | &nbsp;&nbsp;**Media 1.0%** | &nbsp;&nbsp;**Media 1.0%** |
| &nbsp;&nbsp;Cable One, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5910 | &nbsp;&nbsp;&nbsp;&nbsp;4280554 |
| &nbsp;&nbsp;John Wiley & Sons, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;52056 | &nbsp;&nbsp;&nbsp;&nbsp;2467975 |
| &nbsp;&nbsp;New York Times Co. (The), Class A | &nbsp;&nbsp;200406 | &nbsp;&nbsp;&nbsp;&nbsp;7344880 |
| &nbsp;&nbsp;Nexstar Media Group, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;46768 | &nbsp;&nbsp;&nbsp;&nbsp;8865342 |
| &nbsp;&nbsp;TEGNA, Inc. | &nbsp;&nbsp;270219 | &nbsp;&nbsp;&nbsp;&nbsp;5334123 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;28292874 |
| &nbsp;&nbsp;**Total Communication Services** | &nbsp;&nbsp;**Total Communication Services** | &nbsp;&nbsp;**55446474** |
| &nbsp;&nbsp;**Consumer Discretionary 14.2%** | &nbsp;&nbsp;**Consumer Discretionary 14.2%** | &nbsp;&nbsp;**Consumer Discretionary 14.2%** |
| &nbsp;&nbsp;**Auto Components 1.5%** | &nbsp;&nbsp;**Auto Components 1.5%** | &nbsp;&nbsp;**Auto Components 1.5%** |
| &nbsp;&nbsp;Adient PLC<sup>(a)</sup> | &nbsp;&nbsp;114829 | &nbsp;&nbsp;&nbsp;&nbsp;4471441 |
| &nbsp;&nbsp;Dana, Inc. | &nbsp;&nbsp;154522 | &nbsp;&nbsp;&nbsp;&nbsp;2721133 |
| &nbsp;&nbsp;Fox Factory Holding Corp.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;51186 | &nbsp;&nbsp;&nbsp;&nbsp;5430835 |
| &nbsp;&nbsp;Gentex Corp. | &nbsp;&nbsp;284776 | &nbsp;&nbsp;&nbsp;&nbsp;8230026 |
| &nbsp;&nbsp;Goodyear Tire & Rubber Co. (The)<sup>(a)</sup> | &nbsp;&nbsp;342514 | &nbsp;&nbsp;&nbsp;&nbsp;3843007 |
| &nbsp;&nbsp;Lear Corp. | &nbsp;&nbsp;&nbsp;&nbsp;71909 | &nbsp;&nbsp;10372154 |
| &nbsp;&nbsp;Visteon Corp.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;34060 | &nbsp;&nbsp;&nbsp;&nbsp;5000008 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;40068604 |
| &nbsp;&nbsp;**Automobiles 0.5%** | &nbsp;&nbsp;**Automobiles 0.5%** | &nbsp;&nbsp;**Automobiles 0.5%** |
| &nbsp;&nbsp;Harley-Davidson, Inc. | &nbsp;&nbsp;161091 | &nbsp;&nbsp;&nbsp;&nbsp;7592219 |
| &nbsp;&nbsp;Thor Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;66045 | &nbsp;&nbsp;&nbsp;&nbsp;5689116 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;13281335 |

---

---

| | | |
|:---|:---|:---|
| &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;**Diversified Consumer Services 1.1%** | &nbsp;&nbsp;**Diversified Consumer Services 1.1%** | &nbsp;&nbsp;**Diversified Consumer Services 1.1%** |
| &nbsp;&nbsp;Graham Holdings Co., Class B | &nbsp;&nbsp;&nbsp;&nbsp;4697 | &nbsp;&nbsp;&nbsp;&nbsp;3023365 |
| &nbsp;&nbsp;Grand Canyon Education, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;38712 | &nbsp;&nbsp;&nbsp;&nbsp;4377166 |
| &nbsp;&nbsp;H&R Block, Inc. | &nbsp;&nbsp;193291 | &nbsp;&nbsp;&nbsp;&nbsp;8448749 |
| &nbsp;&nbsp;Service Corp. International | &nbsp;&nbsp;190967 | &nbsp;&nbsp;13644592 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;29493872 |
| &nbsp;&nbsp;**Hotels, Restaurants & Leisure 2.9%** | &nbsp;&nbsp;**Hotels, Restaurants & Leisure 2.9%** | &nbsp;&nbsp;**Hotels, Restaurants & Leisure 2.9%** |
| &nbsp;&nbsp;Boyd Gaming Corp. | &nbsp;&nbsp;&nbsp;&nbsp;98345 | &nbsp;&nbsp;&nbsp;&nbsp;6031499 |
| &nbsp;&nbsp;Choice Hotels International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;35130 | &nbsp;&nbsp;&nbsp;&nbsp;4328719 |
| &nbsp;&nbsp;Churchill Downs, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;40179 | &nbsp;&nbsp;&nbsp;&nbsp;8918131 |
| &nbsp;&nbsp;Cracker Barrel Old Country Store, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;27601 | &nbsp;&nbsp;&nbsp;&nbsp;3168595 |
| &nbsp;&nbsp;Light & Wonder, Inc.<sup>(a)</sup> | &nbsp;&nbsp;114247 | &nbsp;&nbsp;&nbsp;&nbsp;7399778 |
| &nbsp;&nbsp;Marriott Vacations Worldwide Corp. | &nbsp;&nbsp;&nbsp;&nbsp;47581 | &nbsp;&nbsp;&nbsp;&nbsp;7088617 |
| &nbsp;&nbsp;Papa John's International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;38957 | &nbsp;&nbsp;&nbsp;&nbsp;3243560 |
| &nbsp;&nbsp;Penn Entertainment, Inc.<sup>(a)</sup> | &nbsp;&nbsp;192042 | &nbsp;&nbsp;&nbsp;&nbsp;6757958 |
| &nbsp;&nbsp;Texas Roadhouse, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;80968 | &nbsp;&nbsp;&nbsp;&nbsp;8041742 |
| &nbsp;&nbsp;Travel + Leisure Co. | &nbsp;&nbsp;101524 | &nbsp;&nbsp;&nbsp;&nbsp;3946238 |
| &nbsp;&nbsp;Wendy's Co. (The) | &nbsp;&nbsp;206188 | &nbsp;&nbsp;&nbsp;&nbsp;4651601 |
| &nbsp;&nbsp;Wingstop, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;36230 | &nbsp;&nbsp;&nbsp;&nbsp;5996427 |
| &nbsp;&nbsp;Wyndham Hotels & Resorts, Inc. | &nbsp;&nbsp;109397 | &nbsp;&nbsp;&nbsp;&nbsp;8020988 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;77593853 |
| &nbsp;&nbsp;**Household Durables 1.3%** | &nbsp;&nbsp;**Household Durables 1.3%** | &nbsp;&nbsp;**Household Durables 1.3%** |
| &nbsp;&nbsp;Helen of Troy Ltd.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;29029 | &nbsp;&nbsp;&nbsp;&nbsp;2860518 |
| &nbsp;&nbsp;KB Home | &nbsp;&nbsp;102322 | &nbsp;&nbsp;&nbsp;&nbsp;3211888 |
| &nbsp;&nbsp;Leggett & Platt, Inc. | &nbsp;&nbsp;160620 | &nbsp;&nbsp;&nbsp;&nbsp;5719678 |
| &nbsp;&nbsp;Taylor Morrison Home Corp., Class A<sup>(a)</sup> | &nbsp;&nbsp;137657 | &nbsp;&nbsp;&nbsp;&nbsp;4183396 |
| &nbsp;&nbsp;Tempur Sealy International, Inc. | &nbsp;&nbsp;208552 | &nbsp;&nbsp;&nbsp;&nbsp;6625697 |
| &nbsp;&nbsp;Toll Brothers, Inc. | &nbsp;&nbsp;129506 | &nbsp;&nbsp;&nbsp;&nbsp;6204632 |
| &nbsp;&nbsp;TopBuild Corp.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;39216 | &nbsp;&nbsp;&nbsp;&nbsp;6042401 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;34848210 |

---

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

------

Portfolio of Investments (continued)<br> Columbia Mid 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;**Leisure Products 1.1%** | &nbsp;&nbsp;**Leisure Products 1.1%** | &nbsp;&nbsp;**Leisure Products 1.1%** |
| &nbsp;&nbsp;Brunswick Corp. | &nbsp;&nbsp;&nbsp;&nbsp;90071 | &nbsp;&nbsp;&nbsp;&nbsp;6683269 |
| &nbsp;&nbsp;Mattel, Inc.<sup>(a)</sup> | &nbsp;&nbsp;427839 | &nbsp;&nbsp;&nbsp;&nbsp;7799505 |
| &nbsp;&nbsp;Polaris, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;67803 | &nbsp;&nbsp;&nbsp;&nbsp;7733610 |
| &nbsp;&nbsp;Topgolf Callaway Brands Corp.<sup>(a)</sup> | &nbsp;&nbsp;167837 | &nbsp;&nbsp;&nbsp;&nbsp;3516185 |
| &nbsp;&nbsp;YETI Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;104371 | &nbsp;&nbsp;&nbsp;&nbsp;4685214 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;30417783 |
| &nbsp;&nbsp;**Multiline Retail 0.8%** | &nbsp;&nbsp;**Multiline Retail 0.8%** | &nbsp;&nbsp;**Multiline Retail 0.8%** |
| &nbsp;&nbsp;Kohl's Corp. | &nbsp;&nbsp;155584 | &nbsp;&nbsp;&nbsp;&nbsp;4991135 |
| &nbsp;&nbsp;Macy's, Inc. | &nbsp;&nbsp;326685 | &nbsp;&nbsp;&nbsp;&nbsp;7677097 |
| &nbsp;&nbsp;Nordstrom, Inc. | &nbsp;&nbsp;136139 | &nbsp;&nbsp;&nbsp;&nbsp;2854835 |
| &nbsp;&nbsp;Ollie's Bargain Outlet Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;70392 | &nbsp;&nbsp;&nbsp;&nbsp;4286873 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;19809940 |
| &nbsp;&nbsp;**Specialty Retail 2.9%** | &nbsp;&nbsp;**Specialty Retail 2.9%** | &nbsp;&nbsp;**Specialty Retail 2.9%** |
| &nbsp;&nbsp;AutoNation, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;46785 | &nbsp;&nbsp;&nbsp;&nbsp;5797129 |
| &nbsp;&nbsp;Dick's Sporting Goods, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;68922 | &nbsp;&nbsp;&nbsp;&nbsp;8241693 |
| &nbsp;&nbsp;Five Below, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;67206 | &nbsp;&nbsp;10810757 |
| &nbsp;&nbsp;Foot Locker, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;97295 | &nbsp;&nbsp;&nbsp;&nbsp;3872341 |
| &nbsp;&nbsp;GameStop Corp., Class A<sup>(a)</sup> | &nbsp;&nbsp;306114 | &nbsp;&nbsp;&nbsp;&nbsp;8023248 |
| &nbsp;&nbsp;Gap, Inc. (The) | &nbsp;&nbsp;258483 | &nbsp;&nbsp;&nbsp;&nbsp;3758343 |
| &nbsp;&nbsp;Lithia Motors, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;33339 | &nbsp;&nbsp;&nbsp;&nbsp;7978356 |
| &nbsp;&nbsp;Murphy U.S.A., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;26020 | &nbsp;&nbsp;&nbsp;&nbsp;7696976 |
| &nbsp;&nbsp;Restoration Hardware Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;24213 | &nbsp;&nbsp;&nbsp;&nbsp;6945015 |
| &nbsp;&nbsp;Victoria's Secret & Co.<sup>(a)</sup> | &nbsp;&nbsp;100620 | &nbsp;&nbsp;&nbsp;&nbsp;4628520 |
| &nbsp;&nbsp;Williams-Sonoma, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;83282 | &nbsp;&nbsp;&nbsp;&nbsp;9735666 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;77488044 |
| &nbsp;&nbsp;**Textiles, Apparel & Luxury Goods 2.1%** | &nbsp;&nbsp;**Textiles, Apparel & Luxury Goods 2.1%** | &nbsp;&nbsp;**Textiles, Apparel & Luxury Goods 2.1%** |
| &nbsp;&nbsp;Capri Holdings Ltd.<sup>(a)</sup> | &nbsp;&nbsp;167177 | &nbsp;&nbsp;&nbsp;&nbsp;9587601 |
| &nbsp;&nbsp;Carter's, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;47230 | &nbsp;&nbsp;&nbsp;&nbsp;3449679 |
| &nbsp;&nbsp;Columbia Sportswear Co. | &nbsp;&nbsp;&nbsp;&nbsp;42865 | &nbsp;&nbsp;&nbsp;&nbsp;3840275 |
| &nbsp;&nbsp;Crocs, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;74667 | &nbsp;&nbsp;&nbsp;&nbsp;7541367 |
| &nbsp;&nbsp;Deckers Outdoor Corp.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;32133 | &nbsp;&nbsp;12817211 |
| &nbsp;&nbsp;Hanesbrands, Inc. | &nbsp;&nbsp;422618 | &nbsp;&nbsp;&nbsp;&nbsp;2839993 |
| &nbsp;&nbsp;PVH Corp. | &nbsp;&nbsp;&nbsp;&nbsp;81099 | &nbsp;&nbsp;&nbsp;&nbsp;5448231 |
| &nbsp;&nbsp;Skechers U.S.A., Inc., Class A<sup>(a)</sup> | &nbsp;&nbsp;163361 | &nbsp;&nbsp;&nbsp;&nbsp;6888933 |

---

---

| | | |
|:---|:---|:---|
| &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;Under Armour, Inc., Class A<sup>(a)</sup> | &nbsp;&nbsp;228529 | &nbsp;&nbsp;&nbsp;&nbsp;2285290 |
| &nbsp;&nbsp;Under Armour, Inc., Class C<sup>(a)</sup> | &nbsp;&nbsp;241748 | &nbsp;&nbsp;&nbsp;&nbsp;2108043 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;56806623 |
| &nbsp;&nbsp;**Total Consumer Discretionary** | &nbsp;&nbsp;**Total Consumer Discretionary** | &nbsp;&nbsp;**379808264** |
| &nbsp;&nbsp;**Consumer Staples 4.0%** | &nbsp;&nbsp;**Consumer Staples 4.0%** | &nbsp;&nbsp;**Consumer Staples 4.0%** |
| &nbsp;&nbsp;**Beverages 0.5%** | &nbsp;&nbsp;**Beverages 0.5%** | &nbsp;&nbsp;**Beverages 0.5%** |
| &nbsp;&nbsp;Boston Beer Co., Inc. (The), Class A<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;11518 | &nbsp;&nbsp;&nbsp;&nbsp;4427174 |
| &nbsp;&nbsp;Celsius Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;48554 | &nbsp;&nbsp;&nbsp;&nbsp;5406002 |
| &nbsp;&nbsp;Coca-Cola Bottling Co. Consolidated | &nbsp;&nbsp;&nbsp;&nbsp;5575 | &nbsp;&nbsp;&nbsp;&nbsp;2741785 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;12574961 |
| &nbsp;&nbsp;**Food & Staples Retailing 1.6%** | &nbsp;&nbsp;**Food & Staples Retailing 1.6%** | &nbsp;&nbsp;**Food & Staples Retailing 1.6%** |
| &nbsp;&nbsp;BJ's Wholesale Club Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;163724 | &nbsp;&nbsp;&nbsp;&nbsp;12318594 |
| &nbsp;&nbsp;Casey's General Stores, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;45115 | &nbsp;&nbsp;&nbsp;&nbsp;10963847 |
| &nbsp;&nbsp;Grocery Outlet Holding Corp.<sup>(a)</sup> | &nbsp;&nbsp;106830 | &nbsp;&nbsp;&nbsp;&nbsp;3233744 |
| &nbsp;&nbsp;Performance Food Group, Inc.<sup>(a)</sup> | &nbsp;&nbsp;187729 | &nbsp;&nbsp;&nbsp;&nbsp;11447715 |
| &nbsp;&nbsp;Sprouts Farmers Market, Inc.<sup>(a)</sup> | &nbsp;&nbsp;130143 | &nbsp;&nbsp;&nbsp;&nbsp;4467809 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;42431709 |
| &nbsp;&nbsp;**Food Products 1.5%** | &nbsp;&nbsp;**Food Products 1.5%** | &nbsp;&nbsp;**Food Products 1.5%** |
| &nbsp;&nbsp;Darling Ingredients, Inc.<sup>(a)</sup> | &nbsp;&nbsp;194233 | &nbsp;&nbsp;&nbsp;&nbsp;13951757 |
| &nbsp;&nbsp;Flowers Foods, Inc. | &nbsp;&nbsp;233700 | &nbsp;&nbsp;&nbsp;&nbsp;7022685 |
| &nbsp;&nbsp;Ingredion, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;79355 | &nbsp;&nbsp;&nbsp;&nbsp;7774409 |
| &nbsp;&nbsp;Lancaster Colony Corp. | &nbsp;&nbsp;&nbsp;&nbsp;24000 | &nbsp;&nbsp;&nbsp;&nbsp;4971360 |
| &nbsp;&nbsp;Pilgrim's Pride Corp.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;55008 | &nbsp;&nbsp;&nbsp;&nbsp;1439009 |
| &nbsp;&nbsp;Post Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;65862 | &nbsp;&nbsp;&nbsp;&nbsp;6165342 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;41324562 |
| &nbsp;&nbsp;**Household Products 0.1%** | &nbsp;&nbsp;**Household Products 0.1%** | &nbsp;&nbsp;**Household Products 0.1%** |
| &nbsp;&nbsp;Energizer Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;80259 | &nbsp;&nbsp;&nbsp;&nbsp;2736029 |
| &nbsp;&nbsp;**Personal Products 0.3%** | &nbsp;&nbsp;**Personal Products 0.3%** | &nbsp;&nbsp;**Personal Products 0.3%** |
| &nbsp;&nbsp;BellRing Brands, Inc.<sup>(a)</sup> | &nbsp;&nbsp;164042 | &nbsp;&nbsp;&nbsp;&nbsp;4086286 |
| &nbsp;&nbsp;Coty, Inc., Class A<sup>(a)</sup> | &nbsp;&nbsp;437043 | &nbsp;&nbsp;&nbsp;&nbsp;3439529 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;7525815 |
| &nbsp;&nbsp;**Total Consumer Staples** | &nbsp;&nbsp;**Total Consumer Staples** | &nbsp;&nbsp;**106593076** |
| &nbsp;&nbsp;**Energy 4.2%** | &nbsp;&nbsp;**Energy 4.2%** | &nbsp;&nbsp;**Energy 4.2%** |
| &nbsp;&nbsp;**Energy Equipment & Services 0.7%** | &nbsp;&nbsp;**Energy Equipment & Services 0.7%** | &nbsp;&nbsp;**Energy Equipment & Services 0.7%** |
| &nbsp;&nbsp;ChampionX Corp. | &nbsp;&nbsp;245780 | &nbsp;&nbsp;&nbsp;&nbsp;7579855 |
| &nbsp;&nbsp;NOV, Inc. | &nbsp;&nbsp;475739 | &nbsp;&nbsp;&nbsp;&nbsp;10685098 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;18264953 |

---

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

------

Portfolio of Investments (continued)<br> Columbia Mid 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;**Oil, Gas & Consumable Fuels 3.5%** | &nbsp;&nbsp;**Oil, Gas & Consumable Fuels 3.5%** | &nbsp;&nbsp;**Oil, Gas & Consumable Fuels 3.5%** |
| &nbsp;&nbsp;Antero Midstream Corp. | &nbsp;&nbsp;&nbsp;&nbsp;405636 | &nbsp;&nbsp;&nbsp;&nbsp;4595856 |
| &nbsp;&nbsp;Antero Resources Corp.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;341093 | &nbsp;&nbsp;&nbsp;&nbsp;12466949 |
| &nbsp;&nbsp;CNX Resources Corp.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;229453 | &nbsp;&nbsp;&nbsp;&nbsp;3985599 |
| &nbsp;&nbsp;DT Midstream, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;117158 | &nbsp;&nbsp;&nbsp;&nbsp;7068142 |
| &nbsp;&nbsp;Equitrans Midstream Corp. | &nbsp;&nbsp;&nbsp;&nbsp;524159 | &nbsp;&nbsp;&nbsp;&nbsp;4397694 |
| &nbsp;&nbsp;HF Sinclair Corp. | &nbsp;&nbsp;&nbsp;&nbsp;175961 | &nbsp;&nbsp;&nbsp;&nbsp;10969409 |
| &nbsp;&nbsp;Matador Resources Co. | &nbsp;&nbsp;&nbsp;&nbsp;135905 | &nbsp;&nbsp;&nbsp;&nbsp;9018656 |
| &nbsp;&nbsp;Murphy Oil Corp. | &nbsp;&nbsp;&nbsp;&nbsp;176979 | &nbsp;&nbsp;&nbsp;&nbsp;8353409 |
| &nbsp;&nbsp;PBF Energy, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;137161 | &nbsp;&nbsp;&nbsp;&nbsp;5454893 |
| &nbsp;&nbsp;PDC Energy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;116641 | &nbsp;&nbsp;&nbsp;&nbsp;8668759 |
| &nbsp;&nbsp;Range Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp;300103 | &nbsp;&nbsp;&nbsp;&nbsp;8663973 |
| &nbsp;&nbsp;Southwestern Energy Co.<sup>(a)</sup> | &nbsp;&nbsp;1349583 | &nbsp;&nbsp;&nbsp;&nbsp;9339114 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;92982453 |
| &nbsp;&nbsp;**Total Energy** | &nbsp;&nbsp;**Total Energy** | &nbsp;&nbsp;**111247406** |
| &nbsp;&nbsp;**Financials 15.1%** | &nbsp;&nbsp;**Financials 15.1%** | &nbsp;&nbsp;**Financials 15.1%** |
| &nbsp;&nbsp;**Banks 7.3%** | &nbsp;&nbsp;**Banks 7.3%** | &nbsp;&nbsp;**Banks 7.3%** |
| &nbsp;&nbsp;Associated Banc-Corp. | &nbsp;&nbsp;&nbsp;&nbsp;182041 | &nbsp;&nbsp;&nbsp;&nbsp;4478209 |
| &nbsp;&nbsp;Bank of Hawaii Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48667 | &nbsp;&nbsp;&nbsp;&nbsp;3925967 |
| &nbsp;&nbsp;Bank OZK | &nbsp;&nbsp;&nbsp;&nbsp;134690 | &nbsp;&nbsp;&nbsp;&nbsp;6215943 |
| &nbsp;&nbsp;Cadence Bank | &nbsp;&nbsp;&nbsp;&nbsp;220987 | &nbsp;&nbsp;&nbsp;&nbsp;6373265 |
| &nbsp;&nbsp;Cathay General Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90136 | &nbsp;&nbsp;&nbsp;&nbsp;4188620 |
| &nbsp;&nbsp;Commerce Bancshares, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;132128 | &nbsp;&nbsp;&nbsp;&nbsp;9899030 |
| &nbsp;&nbsp;Cullen/Frost Bankers, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77668 | &nbsp;&nbsp;&nbsp;&nbsp;11267297 |
| &nbsp;&nbsp;East West Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;170672 | &nbsp;&nbsp;&nbsp;&nbsp;11982881 |
| &nbsp;&nbsp;First Financial Bankshares, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;157102 | &nbsp;&nbsp;&nbsp;&nbsp;5804919 |
| &nbsp;&nbsp;First Horizon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;649910 | &nbsp;&nbsp;&nbsp;&nbsp;16150263 |
| &nbsp;&nbsp;FNB Corp. | &nbsp;&nbsp;&nbsp;&nbsp;424791 | &nbsp;&nbsp;&nbsp;&nbsp;5989553 |
| &nbsp;&nbsp;Fulton Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;202693 | &nbsp;&nbsp;&nbsp;&nbsp;3768063 |
| &nbsp;&nbsp;Glacier Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;134152 | &nbsp;&nbsp;&nbsp;&nbsp;7767401 |
| &nbsp;&nbsp;Hancock Whitney Corp. | &nbsp;&nbsp;&nbsp;&nbsp;103814 | &nbsp;&nbsp;&nbsp;&nbsp;5693160 |
| &nbsp;&nbsp;Home Bancshares, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;230977 | &nbsp;&nbsp;&nbsp;&nbsp;5878365 |
| &nbsp;&nbsp;International Bancshares Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64076 | &nbsp;&nbsp;&nbsp;&nbsp;3375524 |
| &nbsp;&nbsp;Old National Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;354735 | &nbsp;&nbsp;&nbsp;&nbsp;6778986 |
| &nbsp;&nbsp;PacWest Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;142638 | &nbsp;&nbsp;&nbsp;&nbsp;3725704 |
| &nbsp;&nbsp;Pinnacle Financial Partners, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92552 | &nbsp;&nbsp;&nbsp;&nbsp;7764187 |
| &nbsp;&nbsp;Prosperity Bancshares, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;110472 | &nbsp;&nbsp;&nbsp;&nbsp;8348369 |
| &nbsp;&nbsp;Synovus Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;176064 | &nbsp;&nbsp;&nbsp;&nbsp;7417576 |
| &nbsp;&nbsp;Texas Capital Bancshares, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60417 | &nbsp;&nbsp;&nbsp;&nbsp;3624416 |

---

---

| | | |
|:---|:---|:---|
| &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;UMB Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;52655 | &nbsp;&nbsp;&nbsp;&nbsp;4503056 |
| &nbsp;&nbsp;Umpqua Holdings Corp. | &nbsp;&nbsp;262879 | &nbsp;&nbsp;&nbsp;&nbsp;5328557 |
| &nbsp;&nbsp;United Bankshares, Inc. | &nbsp;&nbsp;162997 | &nbsp;&nbsp;&nbsp;&nbsp;6990941 |
| &nbsp;&nbsp;Valley National Bancorp | &nbsp;&nbsp;508986 | &nbsp;&nbsp;&nbsp;&nbsp;6443763 |
| &nbsp;&nbsp;Washington Federal, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;79117 | &nbsp;&nbsp;&nbsp;&nbsp;2790457 |
| &nbsp;&nbsp;Webster Financial Corp. | &nbsp;&nbsp;212960 | &nbsp;&nbsp;&nbsp;&nbsp;11572246 |
| &nbsp;&nbsp;Wintrust Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;73560 | &nbsp;&nbsp;&nbsp;&nbsp;6725591 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;194772309 |
| &nbsp;&nbsp;**Capital Markets 2.1%** | &nbsp;&nbsp;**Capital Markets 2.1%** | &nbsp;&nbsp;**Capital Markets 2.1%** |
| &nbsp;&nbsp;Affiliated Managers Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;46297 | &nbsp;&nbsp;&nbsp;&nbsp;7426965 |
| &nbsp;&nbsp;Evercore, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;43616 | &nbsp;&nbsp;&nbsp;&nbsp;5023691 |
| &nbsp;&nbsp;Federated Hermes, Inc., Class B | &nbsp;&nbsp;102555 | &nbsp;&nbsp;&nbsp;&nbsp;3892988 |
| &nbsp;&nbsp;Interactive Brokers Group, Inc., Class A | &nbsp;&nbsp;124559 | &nbsp;&nbsp;&nbsp;&nbsp;10002087 |
| &nbsp;&nbsp;Janus Henderson Group PLC | &nbsp;&nbsp;160508 | &nbsp;&nbsp;&nbsp;&nbsp;4059247 |
| &nbsp;&nbsp;Jefferies Financial Group, Inc. | &nbsp;&nbsp;225227 | &nbsp;&nbsp;&nbsp;&nbsp;8556374 |
| &nbsp;&nbsp;SEI Investments Co. | &nbsp;&nbsp;124713 | &nbsp;&nbsp;&nbsp;&nbsp;7767125 |
| &nbsp;&nbsp;Stifel Financial Corp. | &nbsp;&nbsp;128555 | &nbsp;&nbsp;&nbsp;&nbsp;8259659 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;54988136 |
| &nbsp;&nbsp;**Consumer Finance 0.4%** | &nbsp;&nbsp;**Consumer Finance 0.4%** | &nbsp;&nbsp;**Consumer Finance 0.4%** |
| &nbsp;&nbsp;FirstCash Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;46143 | &nbsp;&nbsp;&nbsp;&nbsp;4330982 |
| &nbsp;&nbsp;Navient Corp. | &nbsp;&nbsp;134032 | &nbsp;&nbsp;&nbsp;&nbsp;2220910 |
| &nbsp;&nbsp;SLM Corp. | &nbsp;&nbsp;304461 | &nbsp;&nbsp;&nbsp;&nbsp;5315889 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;11867781 |
| &nbsp;&nbsp;**Diversified Financial Services 0.3%** | &nbsp;&nbsp;**Diversified Financial Services 0.3%** | &nbsp;&nbsp;**Diversified Financial Services 0.3%** |
| &nbsp;&nbsp;Voya Financial, Inc. | &nbsp;&nbsp;118594 | &nbsp;&nbsp;&nbsp;&nbsp;7824832 |
| &nbsp;&nbsp;**Insurance 3.9%** | &nbsp;&nbsp;**Insurance 3.9%** | &nbsp;&nbsp;**Insurance 3.9%** |
| &nbsp;&nbsp;American Financial Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;84577 | &nbsp;&nbsp;&nbsp;&nbsp;12028541 |
| &nbsp;&nbsp;Brighthouse Financial, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;86980 | &nbsp;&nbsp;&nbsp;&nbsp;4848265 |
| &nbsp;&nbsp;CNO Financial Group, Inc. | &nbsp;&nbsp;138552 | &nbsp;&nbsp;&nbsp;&nbsp;3253201 |
| &nbsp;&nbsp;First American Financial Corp. | &nbsp;&nbsp;126155 | &nbsp;&nbsp;&nbsp;&nbsp;6894371 |
| &nbsp;&nbsp;Hanover Insurance Group, Inc. (The) | &nbsp;&nbsp;&nbsp;&nbsp;43158 | &nbsp;&nbsp;&nbsp;&nbsp;6357173 |
| &nbsp;&nbsp;Kemper Corp. | &nbsp;&nbsp;&nbsp;&nbsp;77334 | &nbsp;&nbsp;&nbsp;&nbsp;4401851 |
| &nbsp;&nbsp;Kinsale Capital Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;26076 | &nbsp;&nbsp;&nbsp;&nbsp;8036884 |
| &nbsp;&nbsp;Old Republic International Corp. | &nbsp;&nbsp;347975 | &nbsp;&nbsp;&nbsp;&nbsp;8525388 |
| &nbsp;&nbsp;Primerica, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;45361 | &nbsp;&nbsp;&nbsp;&nbsp;6760150 |
| &nbsp;&nbsp;Reinsurance Group of America, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;81155 | &nbsp;&nbsp;&nbsp;&nbsp;11718782 |
| &nbsp;&nbsp;RenaissanceRe Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;52933 | &nbsp;&nbsp;&nbsp;&nbsp;9999573 |
| &nbsp;&nbsp;RLI Corp. | &nbsp;&nbsp;&nbsp;&nbsp;48904 | &nbsp;&nbsp;&nbsp;&nbsp;6360943 |

---

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

------

Portfolio of Investments (continued)<br> Columbia Mid 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;Selective Insurance Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;73068 | &nbsp;&nbsp;&nbsp;&nbsp;7023296 |
| &nbsp;&nbsp;Unum Group | &nbsp;&nbsp;227694 | &nbsp;&nbsp;&nbsp;&nbsp;9604133 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;105812551 |
| &nbsp;&nbsp;**Mortgage Real Estate Investment Trusts (REITS) 0.4%** | &nbsp;&nbsp;**Mortgage Real Estate Investment Trusts (REITS) 0.4%** | &nbsp;&nbsp;**Mortgage Real Estate Investment Trusts (REITS) 0.4%** |
| &nbsp;&nbsp;Annaly Capital Management, Inc. | &nbsp;&nbsp;522095 | &nbsp;&nbsp;&nbsp;&nbsp;11313799 |
| &nbsp;&nbsp;**Thrifts & Mortgage Finance 0.7%** | &nbsp;&nbsp;**Thrifts & Mortgage Finance 0.7%** | &nbsp;&nbsp;**Thrifts & Mortgage Finance 0.7%** |
| &nbsp;&nbsp;Essent Group Ltd. | &nbsp;&nbsp;130436 | &nbsp;&nbsp;&nbsp;&nbsp;5229179 |
| &nbsp;&nbsp;MGIC Investment Corp. | &nbsp;&nbsp;367509 | &nbsp;&nbsp;&nbsp;&nbsp;5045899 |
| &nbsp;&nbsp;New York Community Bancorp, Inc. | &nbsp;&nbsp;820097 | &nbsp;&nbsp;&nbsp;&nbsp;7667907 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;17942985 |
| &nbsp;&nbsp;**Total Financials** | &nbsp;&nbsp;**Total Financials** | &nbsp;&nbsp;**404522393** |
| &nbsp;&nbsp;**Health Care 9.7%** | &nbsp;&nbsp;**Health Care 9.7%** | &nbsp;&nbsp;**Health Care 9.7%** |
| &nbsp;&nbsp;**Biotechnology 1.9%** | &nbsp;&nbsp;**Biotechnology 1.9%** | &nbsp;&nbsp;**Biotechnology 1.9%** |
| &nbsp;&nbsp;Arrowhead Pharmaceuticals, Inc.<sup>(a)</sup> | &nbsp;&nbsp;128198 | &nbsp;&nbsp;&nbsp;&nbsp;4127976 |
| &nbsp;&nbsp;Exelixis, Inc.<sup>(a)</sup> | &nbsp;&nbsp;389784 | &nbsp;&nbsp;&nbsp;&nbsp;6657511 |
| &nbsp;&nbsp;Halozyme Therapeutics, Inc.<sup>(a)</sup> | &nbsp;&nbsp;166870 | &nbsp;&nbsp;&nbsp;&nbsp;9554976 |
| &nbsp;&nbsp;Neurocrine Biosciences, Inc.<sup>(a)</sup> | &nbsp;&nbsp;115832 | &nbsp;&nbsp;&nbsp;&nbsp;14717614 |
| &nbsp;&nbsp;United Therapeutics Corp.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;55126 | &nbsp;&nbsp;&nbsp;&nbsp;15429216 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;50487293 |
| &nbsp;&nbsp;**Health Care Equipment & Supplies 3.5%** | &nbsp;&nbsp;**Health Care Equipment & Supplies 3.5%** | &nbsp;&nbsp;**Health Care Equipment & Supplies 3.5%** |
| &nbsp;&nbsp;Enovis Corp.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;57692 | &nbsp;&nbsp;&nbsp;&nbsp;3122868 |
| &nbsp;&nbsp;Envista Holdings Corp.<sup>(a)</sup> | &nbsp;&nbsp;197889 | &nbsp;&nbsp;&nbsp;&nbsp;6751973 |
| &nbsp;&nbsp;Globus Medical, Inc., Class A<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;93303 | &nbsp;&nbsp;&nbsp;&nbsp;6894159 |
| &nbsp;&nbsp;Haemonetics Corp.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;62152 | &nbsp;&nbsp;&nbsp;&nbsp;5302187 |
| &nbsp;&nbsp;ICU Medical, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;24314 | &nbsp;&nbsp;&nbsp;&nbsp;3871518 |
| &nbsp;&nbsp;Inari Medical, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;58197 | &nbsp;&nbsp;&nbsp;&nbsp;4282135 |
| &nbsp;&nbsp;Integra LifeSciences Holdings Corp.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;87988 | &nbsp;&nbsp;&nbsp;&nbsp;4834061 |
| &nbsp;&nbsp;Lantheus Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;83256 | &nbsp;&nbsp;&nbsp;&nbsp;5168532 |
| &nbsp;&nbsp;LivaNova PLC<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;64852 | &nbsp;&nbsp;&nbsp;&nbsp;3590855 |
| &nbsp;&nbsp;Masimo Corp.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;58532 | &nbsp;&nbsp;&nbsp;&nbsp;8483628 |
| &nbsp;&nbsp;Neogen Corp.<sup>(a)</sup> | &nbsp;&nbsp;261737 | &nbsp;&nbsp;&nbsp;&nbsp;4334365 |
| &nbsp;&nbsp;NuVasive, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;63053 | &nbsp;&nbsp;&nbsp;&nbsp;2448979 |
| &nbsp;&nbsp;Omnicell, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;53640 | &nbsp;&nbsp;&nbsp;&nbsp;2768360 |
| &nbsp;&nbsp;Penumbra, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;45888 | &nbsp;&nbsp;&nbsp;&nbsp;9613995 |
| &nbsp;&nbsp;QuidelOrtho Corp.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;65682 | &nbsp;&nbsp;&nbsp;&nbsp;5754400 |
| &nbsp;&nbsp;Shockwave Medical, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;43513 | &nbsp;&nbsp;&nbsp;&nbsp;11034897 |

---

---

| | | |
|:---|:---|:---|
| &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;STAAR Surgical Co.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;58181 | &nbsp;&nbsp;&nbsp;&nbsp;3322717 |
| &nbsp;&nbsp;Tandem Diabetes Care, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;77781 | &nbsp;&nbsp;&nbsp;&nbsp;3270691 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;94850320 |
| &nbsp;&nbsp;**Health Care Providers & Services 2.3%** | &nbsp;&nbsp;**Health Care Providers & Services 2.3%** | &nbsp;&nbsp;**Health Care Providers & Services 2.3%** |
| &nbsp;&nbsp;Acadia Healthcare Co., Inc.<sup>(a)</sup> | &nbsp;&nbsp;110021 | &nbsp;&nbsp;&nbsp;&nbsp;9798470 |
| &nbsp;&nbsp;Amedisys, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;39293 | &nbsp;&nbsp;&nbsp;&nbsp;3579199 |
| &nbsp;&nbsp;Chemed Corp. | &nbsp;&nbsp;&nbsp;&nbsp;18052 | &nbsp;&nbsp;&nbsp;&nbsp;9387040 |
| &nbsp;&nbsp;Encompass Health Corp. | &nbsp;&nbsp;120845 | &nbsp;&nbsp;&nbsp;&nbsp;7067016 |
| &nbsp;&nbsp;HealthEquity, Inc.<sup>(a)</sup> | &nbsp;&nbsp;102182 | &nbsp;&nbsp;&nbsp;&nbsp;6486513 |
| &nbsp;&nbsp;LHC Group, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;37579 | &nbsp;&nbsp;&nbsp;&nbsp;6140784 |
| &nbsp;&nbsp;Option Care Health, Inc.<sup>(a)</sup> | &nbsp;&nbsp;187220 | &nbsp;&nbsp;&nbsp;&nbsp;5637194 |
| &nbsp;&nbsp;Patterson Companies, Inc. | &nbsp;&nbsp;104919 | &nbsp;&nbsp;&nbsp;&nbsp;2983896 |
| &nbsp;&nbsp;Progyny, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;90334 | &nbsp;&nbsp;&nbsp;&nbsp;3308935 |
| &nbsp;&nbsp;R1 RCM, Inc.<sup>(a)</sup> | &nbsp;&nbsp;166294 | &nbsp;&nbsp;&nbsp;&nbsp;1504961 |
| &nbsp;&nbsp;Tenet Healthcare Corp.<sup>(a)</sup> | &nbsp;&nbsp;130669 | &nbsp;&nbsp;&nbsp;&nbsp;6034295 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;61928303 |
| &nbsp;&nbsp;**Life Sciences Tools & Services 1.4%** | &nbsp;&nbsp;**Life Sciences Tools & Services 1.4%** | &nbsp;&nbsp;**Life Sciences Tools & Services 1.4%** |
| &nbsp;&nbsp;Azenta, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;90860 | &nbsp;&nbsp;&nbsp;&nbsp;5470681 |
| &nbsp;&nbsp;Bruker Corp. | &nbsp;&nbsp;122003 | &nbsp;&nbsp;&nbsp;&nbsp;8224222 |
| &nbsp;&nbsp;Medpace Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;30411 | &nbsp;&nbsp;&nbsp;&nbsp;6382965 |
| &nbsp;&nbsp;Repligen Corp.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;62503 | &nbsp;&nbsp;&nbsp;&nbsp;11178036 |
| &nbsp;&nbsp;Sotera Health Co.<sup>(a)</sup> | &nbsp;&nbsp;119922 | &nbsp;&nbsp;&nbsp;&nbsp;1000149 |
| &nbsp;&nbsp;Syneos Health, Inc.<sup>(a)</sup> | &nbsp;&nbsp;124327 | &nbsp;&nbsp;&nbsp;&nbsp;4386257 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;36642310 |
| &nbsp;&nbsp;**Pharmaceuticals 0.6%** | &nbsp;&nbsp;**Pharmaceuticals 0.6%** | &nbsp;&nbsp;**Pharmaceuticals 0.6%** |
| &nbsp;&nbsp;Jazz Pharmaceuticals PLC<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;75916 | &nbsp;&nbsp;&nbsp;&nbsp;11911980 |
| &nbsp;&nbsp;Perrigo Co. PLC | &nbsp;&nbsp;163041 | &nbsp;&nbsp;&nbsp;&nbsp;5254811 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;17166791 |
| &nbsp;&nbsp;**Total Health Care** | &nbsp;&nbsp;**Total Health Care** | &nbsp;&nbsp;**261075017** |
| &nbsp;&nbsp;**Industrials 19.2%** | &nbsp;&nbsp;**Industrials 19.2%** | &nbsp;&nbsp;**Industrials 19.2%** |
| &nbsp;&nbsp;**Aerospace & Defense 1.5%** | &nbsp;&nbsp;**Aerospace & Defense 1.5%** | &nbsp;&nbsp;**Aerospace & Defense 1.5%** |
| &nbsp;&nbsp;Axon Enterprise, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;81781 | &nbsp;&nbsp;&nbsp;&nbsp;15050157 |
| &nbsp;&nbsp;Curtiss-Wright Corp. | &nbsp;&nbsp;&nbsp;&nbsp;46502 | &nbsp;&nbsp;&nbsp;&nbsp;8214578 |
| &nbsp;&nbsp;Hexcel Corp. | &nbsp;&nbsp;101859 | &nbsp;&nbsp;&nbsp;&nbsp;6106447 |
| &nbsp;&nbsp;Mercury Systems, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;69850 | &nbsp;&nbsp;&nbsp;&nbsp;3549777 |
| &nbsp;&nbsp;Woodward, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;72867 | &nbsp;&nbsp;&nbsp;&nbsp;6980659 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;39901618 |

---

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

------

Portfolio of Investments (continued)<br> Columbia Mid 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;**Air Freight & Logistics 0.3%** | &nbsp;&nbsp;**Air Freight & Logistics 0.3%** | &nbsp;&nbsp;**Air Freight & Logistics 0.3%** |
| &nbsp;&nbsp;GXO Logistics, Inc.<sup>(a)</sup> | &nbsp;&nbsp;143659 | &nbsp;&nbsp;&nbsp;&nbsp;6731861 |
| &nbsp;&nbsp;**Airlines 0.1%** | &nbsp;&nbsp;**Airlines 0.1%** | &nbsp;&nbsp;**Airlines 0.1%** |
| &nbsp;&nbsp;JetBlue Airways Corp.<sup>(a)</sup> | &nbsp;&nbsp;392233 | &nbsp;&nbsp;&nbsp;&nbsp;3122175 |
| &nbsp;&nbsp;**Building Products 2.2%** | &nbsp;&nbsp;**Building Products 2.2%** | &nbsp;&nbsp;**Building Products 2.2%** |
| &nbsp;&nbsp;Builders FirstSource, Inc.<sup>(a)</sup> | &nbsp;&nbsp;189029 | &nbsp;&nbsp;12084624 |
| &nbsp;&nbsp;Carlisle Companies, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;62645 | &nbsp;&nbsp;16482526 |
| &nbsp;&nbsp;Lennox International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;39050 | &nbsp;&nbsp;10169791 |
| &nbsp;&nbsp;Owens Corning | &nbsp;&nbsp;116559 | &nbsp;&nbsp;10355102 |
| &nbsp;&nbsp;Simpson Manufacturing Co., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;52280 | &nbsp;&nbsp;&nbsp;&nbsp;4864654 |
| &nbsp;&nbsp;Trex Company, Inc.<sup>(a)</sup> | &nbsp;&nbsp;133544 | &nbsp;&nbsp;&nbsp;&nbsp;6128334 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;60085031 |
| &nbsp;&nbsp;**Commercial Services & Supplies 1.4%** | &nbsp;&nbsp;**Commercial Services & Supplies 1.4%** | &nbsp;&nbsp;**Commercial Services & Supplies 1.4%** |
| &nbsp;&nbsp;Brink's Co. (The) | &nbsp;&nbsp;&nbsp;&nbsp;57218 | &nbsp;&nbsp;&nbsp;&nbsp;3418776 |
| &nbsp;&nbsp;Clean Harbors, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;60940 | &nbsp;&nbsp;&nbsp;&nbsp;7312800 |
| &nbsp;&nbsp;IAA, Inc.<sup>(a)</sup> | &nbsp;&nbsp;161986 | &nbsp;&nbsp;&nbsp;&nbsp;6053417 |
| &nbsp;&nbsp;MSA Safety, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;44544 | &nbsp;&nbsp;&nbsp;&nbsp;6281149 |
| &nbsp;&nbsp;Stericycle, Inc.<sup>(a)</sup> | &nbsp;&nbsp;111643 | &nbsp;&nbsp;&nbsp;&nbsp;5819950 |
| &nbsp;&nbsp;Tetra Tech, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;64577 | &nbsp;&nbsp;&nbsp;&nbsp;9982958 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;38869050 |
| &nbsp;&nbsp;**Construction & Engineering 2.1%** | &nbsp;&nbsp;**Construction & Engineering 2.1%** | &nbsp;&nbsp;**Construction & Engineering 2.1%** |
| &nbsp;&nbsp;AECOM | &nbsp;&nbsp;169136 | &nbsp;&nbsp;14376560 |
| &nbsp;&nbsp;Dycom Industries, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;35792 | &nbsp;&nbsp;&nbsp;&nbsp;3262083 |
| &nbsp;&nbsp;EMCOR Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;59767 | &nbsp;&nbsp;&nbsp;&nbsp;9257908 |
| &nbsp;&nbsp;Fluor Corp.<sup>(a)</sup> | &nbsp;&nbsp;172083 | &nbsp;&nbsp;&nbsp;&nbsp;5783710 |
| &nbsp;&nbsp;MasTec, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;71400 | &nbsp;&nbsp;&nbsp;&nbsp;6485262 |
| &nbsp;&nbsp;MDU Resources Group, Inc. | &nbsp;&nbsp;246287 | &nbsp;&nbsp;&nbsp;&nbsp;7755577 |
| &nbsp;&nbsp;Valmont Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;25859 | &nbsp;&nbsp;&nbsp;&nbsp;8757409 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;55678509 |
| &nbsp;&nbsp;**Electrical Equipment 2.2%** | &nbsp;&nbsp;**Electrical Equipment 2.2%** | &nbsp;&nbsp;**Electrical Equipment 2.2%** |
| &nbsp;&nbsp;Acuity Brands, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;39620 | &nbsp;&nbsp;&nbsp;&nbsp;7460050 |
| &nbsp;&nbsp;EnerSys | &nbsp;&nbsp;&nbsp;&nbsp;49243 | &nbsp;&nbsp;&nbsp;&nbsp;3721786 |
| &nbsp;&nbsp;Hubbell, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;65012 | &nbsp;&nbsp;16516949 |
| &nbsp;&nbsp;nVent Electric PLC | &nbsp;&nbsp;201640 | &nbsp;&nbsp;&nbsp;&nbsp;8067616 |
| &nbsp;&nbsp;Regal Rexnord Corp. | &nbsp;&nbsp;&nbsp;&nbsp;80514 | &nbsp;&nbsp;10556190 |
| &nbsp;&nbsp;SunPower Corp.<sup>(a)</sup> | &nbsp;&nbsp;103317 | &nbsp;&nbsp;&nbsp;&nbsp;2505437 |

---

---

| | | |
|:---|:---|:---|
| &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;Sunrun, Inc.<sup>(a)</sup> | &nbsp;&nbsp;256888 | &nbsp;&nbsp;&nbsp;&nbsp;8369411 |
| &nbsp;&nbsp;Vicor Corp.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;26931 | &nbsp;&nbsp;&nbsp;&nbsp;1454005 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;58651444 |
| &nbsp;&nbsp;**Machinery 4.5%** | &nbsp;&nbsp;**Machinery 4.5%** | &nbsp;&nbsp;**Machinery 4.5%** |
| &nbsp;&nbsp;AGCO Corp. | &nbsp;&nbsp;&nbsp;&nbsp;74989 | &nbsp;&nbsp;&nbsp;&nbsp;9952540 |
| &nbsp;&nbsp;Chart Industries, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;43436 | &nbsp;&nbsp;&nbsp;&nbsp;6210914 |
| &nbsp;&nbsp;Crane Holdings Co. | &nbsp;&nbsp;&nbsp;&nbsp;57751 | &nbsp;&nbsp;&nbsp;&nbsp;6118141 |
| &nbsp;&nbsp;Donaldson Co., Inc. | &nbsp;&nbsp;149646 | &nbsp;&nbsp;&nbsp;&nbsp;9116434 |
| &nbsp;&nbsp;Esab Corp. | &nbsp;&nbsp;&nbsp;&nbsp;62541 | &nbsp;&nbsp;&nbsp;&nbsp;2960691 |
| &nbsp;&nbsp;Flowserve Corp. | &nbsp;&nbsp;158288 | &nbsp;&nbsp;&nbsp;&nbsp;4963912 |
| &nbsp;&nbsp;Graco, Inc. | &nbsp;&nbsp;204823 | &nbsp;&nbsp;&nbsp;&nbsp;14331465 |
| &nbsp;&nbsp;ITT, Inc. | &nbsp;&nbsp;100161 | &nbsp;&nbsp;&nbsp;&nbsp;8465608 |
| &nbsp;&nbsp;Kennametal, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;98513 | &nbsp;&nbsp;&nbsp;&nbsp;2602713 |
| &nbsp;&nbsp;Lincoln Electric Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;70148 | &nbsp;&nbsp;&nbsp;&nbsp;10373486 |
| &nbsp;&nbsp;Middleby Corp. (The)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;65261 | &nbsp;&nbsp;&nbsp;&nbsp;9409984 |
| &nbsp;&nbsp;Oshkosh Corp. | &nbsp;&nbsp;&nbsp;&nbsp;79175 | &nbsp;&nbsp;&nbsp;&nbsp;7289642 |
| &nbsp;&nbsp;Terex Corp. | &nbsp;&nbsp;&nbsp;&nbsp;82115 | &nbsp;&nbsp;&nbsp;&nbsp;3769900 |
| &nbsp;&nbsp;Timken Co. (The) | &nbsp;&nbsp;&nbsp;&nbsp;80949 | &nbsp;&nbsp;&nbsp;&nbsp;6150505 |
| &nbsp;&nbsp;Toro Co. (The) | &nbsp;&nbsp;126650 | &nbsp;&nbsp;&nbsp;&nbsp;14056884 |
| &nbsp;&nbsp;Watts Water Technologies, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;33069 | &nbsp;&nbsp;&nbsp;&nbsp;5239783 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;121012602 |
| &nbsp;&nbsp;**Marine 0.2%** | &nbsp;&nbsp;**Marine 0.2%** | &nbsp;&nbsp;**Marine 0.2%** |
| &nbsp;&nbsp;Kirby Corp.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;72547 | &nbsp;&nbsp;&nbsp;&nbsp;5063055 |
| &nbsp;&nbsp;**Professional Services 1.8%** | &nbsp;&nbsp;**Professional Services 1.8%** | &nbsp;&nbsp;**Professional Services 1.8%** |
| &nbsp;&nbsp;ASGN, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;60799 | &nbsp;&nbsp;&nbsp;&nbsp;5508389 |
| &nbsp;&nbsp;CACI International, Inc., Class A<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;28361 | &nbsp;&nbsp;&nbsp;&nbsp;8857140 |
| &nbsp;&nbsp;FTI Consulting, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;41833 | &nbsp;&nbsp;&nbsp;&nbsp;7229579 |
| &nbsp;&nbsp;Insperity, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;43292 | &nbsp;&nbsp;&nbsp;&nbsp;5132267 |
| &nbsp;&nbsp;KBR, Inc. | &nbsp;&nbsp;168402 | &nbsp;&nbsp;&nbsp;&nbsp;8701331 |
| &nbsp;&nbsp;ManpowerGroup, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;62667 | &nbsp;&nbsp;&nbsp;&nbsp;5484616 |
| &nbsp;&nbsp;Science Applications International Corp. | &nbsp;&nbsp;&nbsp;&nbsp;67441 | &nbsp;&nbsp;&nbsp;&nbsp;7425929 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;48339251 |
| &nbsp;&nbsp;**Road & Rail 1.9%** | &nbsp;&nbsp;**Road & Rail 1.9%** | &nbsp;&nbsp;**Road & Rail 1.9%** |
| &nbsp;&nbsp;Avis Budget Group, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;34929 | &nbsp;&nbsp;&nbsp;&nbsp;7810124 |
| &nbsp;&nbsp;Knight-Swift Transportation Holdings, Inc. | &nbsp;&nbsp;194588 | &nbsp;&nbsp;&nbsp;&nbsp;10786013 |
| &nbsp;&nbsp;Landstar System, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;44118 | &nbsp;&nbsp;&nbsp;&nbsp;7631532 |
| &nbsp;&nbsp;RXO, Inc.<sup>(a)</sup> | &nbsp;&nbsp;139330 | &nbsp;&nbsp;&nbsp;&nbsp;2647270 |
| &nbsp;&nbsp;Ryder System, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;62004 | &nbsp;&nbsp;&nbsp;&nbsp;5796754 |

---

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

------

Portfolio of Investments (continued)<br> Columbia Mid 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;Saia, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;31989 | &nbsp;&nbsp;&nbsp;&nbsp;7792200 |
| &nbsp;&nbsp;Werner Enterprises, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;71432 | &nbsp;&nbsp;&nbsp;&nbsp;3141579 |
| &nbsp;&nbsp;XPO Logistics, Inc.<sup>(a)</sup> | &nbsp;&nbsp;139330 | &nbsp;&nbsp;&nbsp;&nbsp;5380925 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;50986397 |
| &nbsp;&nbsp;**Trading Companies & Distributors 1.0%** | &nbsp;&nbsp;**Trading Companies & Distributors 1.0%** | &nbsp;&nbsp;**Trading Companies & Distributors 1.0%** |
| &nbsp;&nbsp;GATX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;42753 | &nbsp;&nbsp;&nbsp;&nbsp;4820401 |
| &nbsp;&nbsp;MSC Industrial Direct Co., Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;57325 | &nbsp;&nbsp;&nbsp;&nbsp;4920205 |
| &nbsp;&nbsp;Univar, Inc.<sup>(a)</sup> | &nbsp;&nbsp;202011 | &nbsp;&nbsp;&nbsp;&nbsp;6692624 |
| &nbsp;&nbsp;Watsco, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;40218 | &nbsp;&nbsp;&nbsp;&nbsp;10817838 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;27251068 |
| &nbsp;&nbsp;**Total Industrials** | &nbsp;&nbsp;**Total Industrials** | &nbsp;&nbsp;**515692061** |
| &nbsp;&nbsp;**Information Technology 12.5%** | &nbsp;&nbsp;**Information Technology 12.5%** | &nbsp;&nbsp;**Information Technology 12.5%** |
| &nbsp;&nbsp;**Communications Equipment 0.8%** | &nbsp;&nbsp;**Communications Equipment 0.8%** | &nbsp;&nbsp;**Communications Equipment 0.8%** |
| &nbsp;&nbsp;Calix, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;68744 | &nbsp;&nbsp;&nbsp;&nbsp;4901447 |
| &nbsp;&nbsp;Ciena Corp.<sup>(a)</sup> | &nbsp;&nbsp;181314 | &nbsp;&nbsp;&nbsp;&nbsp;8151877 |
| &nbsp;&nbsp;Lumentum Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;83569 | &nbsp;&nbsp;&nbsp;&nbsp;4591281 |
| &nbsp;&nbsp;Viasat, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;91505 | &nbsp;&nbsp;&nbsp;&nbsp;3119406 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;20764011 |
| &nbsp;&nbsp;**Electronic Equipment, Instruments & Components 3.1%** | &nbsp;&nbsp;**Electronic Equipment, Instruments & Components 3.1%** | &nbsp;&nbsp;**Electronic Equipment, Instruments & Components 3.1%** |
| &nbsp;&nbsp;Arrow Electronics, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;77721 | &nbsp;&nbsp;&nbsp;&nbsp;8451381 |
| &nbsp;&nbsp;Avnet, Inc. | &nbsp;&nbsp;114656 | &nbsp;&nbsp;&nbsp;&nbsp;5179011 |
| &nbsp;&nbsp;Belden, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;52715 | &nbsp;&nbsp;&nbsp;&nbsp;4240395 |
| &nbsp;&nbsp;Cognex Corp. | &nbsp;&nbsp;210008 | &nbsp;&nbsp;&nbsp;&nbsp;10454198 |
| &nbsp;&nbsp;Coherent Corp.<sup>(a)</sup> | &nbsp;&nbsp;156997 | &nbsp;&nbsp;&nbsp;&nbsp;5757080 |
| &nbsp;&nbsp;IPG Photonics Corp.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;40134 | &nbsp;&nbsp;&nbsp;&nbsp;3653398 |
| &nbsp;&nbsp;Jabil, Inc. | &nbsp;&nbsp;166598 | &nbsp;&nbsp;&nbsp;&nbsp;12026710 |
| &nbsp;&nbsp;Littelfuse, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;29982 | &nbsp;&nbsp;&nbsp;&nbsp;7390563 |
| &nbsp;&nbsp;National Instruments Corp. | &nbsp;&nbsp;160253 | &nbsp;&nbsp;&nbsp;&nbsp;6573578 |
| &nbsp;&nbsp;Novanta, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;43169 | &nbsp;&nbsp;&nbsp;&nbsp;6809910 |
| &nbsp;&nbsp;TD SYNNEX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;51078 | &nbsp;&nbsp;&nbsp;&nbsp;5225279 |
| &nbsp;&nbsp;Vishay Intertechnology, Inc. | &nbsp;&nbsp;158272 | &nbsp;&nbsp;&nbsp;&nbsp;3646587 |
| &nbsp;&nbsp;Vontier Corp. | &nbsp;&nbsp;191292 | &nbsp;&nbsp;&nbsp;&nbsp;3755062 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;83163152 |
| &nbsp;&nbsp;**IT Services 2.0%** | &nbsp;&nbsp;**IT Services 2.0%** | &nbsp;&nbsp;**IT Services 2.0%** |
| &nbsp;&nbsp;Concentrix Corp. | &nbsp;&nbsp;&nbsp;&nbsp;51688 | &nbsp;&nbsp;&nbsp;&nbsp;6325578 |
| &nbsp;&nbsp;Euronet Worldwide, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;57047 | &nbsp;&nbsp;&nbsp;&nbsp;5302519 |
| &nbsp;&nbsp;ExlService Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;40044 | &nbsp;&nbsp;&nbsp;&nbsp;7496237 |
| &nbsp;&nbsp;Genpact Ltd. | &nbsp;&nbsp;204447 | &nbsp;&nbsp;&nbsp;&nbsp;9427051 |

---

---

| | | |
|:---|:---|:---|
| &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;Kyndryl Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;247178 | &nbsp;&nbsp;&nbsp;&nbsp;2894454 |
| &nbsp;&nbsp;MAXIMUS, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;73336 | &nbsp;&nbsp;&nbsp;&nbsp;5155521 |
| &nbsp;&nbsp;Western Union Co. (The) | &nbsp;&nbsp;467202 | &nbsp;&nbsp;&nbsp;&nbsp;6849181 |
| &nbsp;&nbsp;WEX, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;53501 | &nbsp;&nbsp;&nbsp;&nbsp;9049159 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;52499700 |
| &nbsp;&nbsp;**Semiconductors & Semiconductor Equipment 3.4%** | &nbsp;&nbsp;**Semiconductors & Semiconductor Equipment 3.4%** | &nbsp;&nbsp;**Semiconductors & Semiconductor Equipment 3.4%** |
| &nbsp;&nbsp;Amkor Technology, Inc. | &nbsp;&nbsp;121579 | &nbsp;&nbsp;&nbsp;&nbsp;3406644 |
| &nbsp;&nbsp;Cirrus Logic, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;67751 | &nbsp;&nbsp;&nbsp;&nbsp;5061677 |
| &nbsp;&nbsp;First Solar, Inc.<sup>(a)</sup> | &nbsp;&nbsp;120064 | &nbsp;&nbsp;&nbsp;&nbsp;20714642 |
| &nbsp;&nbsp;Lattice Semiconductor Corp.<sup>(a)</sup> | &nbsp;&nbsp;166310 | &nbsp;&nbsp;&nbsp;&nbsp;12112357 |
| &nbsp;&nbsp;MACOM Technology Solutions Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;61887 | &nbsp;&nbsp;&nbsp;&nbsp;4251018 |
| &nbsp;&nbsp;MKS Instruments, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;69256 | &nbsp;&nbsp;&nbsp;&nbsp;5807808 |
| &nbsp;&nbsp;Power Integrations, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;69254 | &nbsp;&nbsp;&nbsp;&nbsp;5573562 |
| &nbsp;&nbsp;Semtech Corp.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;76881 | &nbsp;&nbsp;&nbsp;&nbsp;2363322 |
| &nbsp;&nbsp;Silicon Laboratories, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;41449 | &nbsp;&nbsp;&nbsp;&nbsp;6028343 |
| &nbsp;&nbsp;SiTime Corp.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;19335 | &nbsp;&nbsp;&nbsp;&nbsp;2039069 |
| &nbsp;&nbsp;Synaptics, Inc.<sup>(a),(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;47987 | &nbsp;&nbsp;&nbsp;&nbsp;5085182 |
| &nbsp;&nbsp;Universal Display Corp. | &nbsp;&nbsp;&nbsp;&nbsp;52625 | &nbsp;&nbsp;&nbsp;&nbsp;5926627 |
| &nbsp;&nbsp;Wolfspeed, Inc.<sup>(a)</sup> | &nbsp;&nbsp;149739 | &nbsp;&nbsp;&nbsp;&nbsp;13614270 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;91984521 |
| &nbsp;&nbsp;**Software 3.1%** | &nbsp;&nbsp;**Software 3.1%** | &nbsp;&nbsp;**Software 3.1%** |
| &nbsp;&nbsp;ACI Worldwide, Inc.<sup>(a)</sup> | &nbsp;&nbsp;138127 | &nbsp;&nbsp;&nbsp;&nbsp;2886854 |
| &nbsp;&nbsp;Aspen Technology, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;35048 | &nbsp;&nbsp;&nbsp;&nbsp;8078564 |
| &nbsp;&nbsp;Blackbaud, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;53951 | &nbsp;&nbsp;&nbsp;&nbsp;3197676 |
| &nbsp;&nbsp;CommVault Systems, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;54268 | &nbsp;&nbsp;&nbsp;&nbsp;3581688 |
| &nbsp;&nbsp;Dynatrace, Inc.<sup>(a)</sup> | &nbsp;&nbsp;243606 | &nbsp;&nbsp;&nbsp;&nbsp;9439733 |
| &nbsp;&nbsp;Envestnet, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;66851 | &nbsp;&nbsp;&nbsp;&nbsp;3945546 |
| &nbsp;&nbsp;Fair Isaac Corp.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;30585 | &nbsp;&nbsp;&nbsp;&nbsp;18954136 |
| &nbsp;&nbsp;Manhattan Associates, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;75962 | &nbsp;&nbsp;&nbsp;&nbsp;9566654 |
| &nbsp;&nbsp;NCR Corp.<sup>(a)</sup> | &nbsp;&nbsp;165805 | &nbsp;&nbsp;&nbsp;&nbsp;3957765 |
| &nbsp;&nbsp;Paylocity Holding Corp.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;49543 | &nbsp;&nbsp;&nbsp;&nbsp;10791952 |
| &nbsp;&nbsp;Qualys, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;42282 | &nbsp;&nbsp;&nbsp;&nbsp;5214216 |
| &nbsp;&nbsp;Teradata Corp.<sup>(a)</sup> | &nbsp;&nbsp;124505 | &nbsp;&nbsp;&nbsp;&nbsp;4251846 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;83866630 |
| &nbsp;&nbsp;**Technology Hardware, Storage & Peripherals 0.1%** | &nbsp;&nbsp;**Technology Hardware, Storage & Peripherals 0.1%** | &nbsp;&nbsp;**Technology Hardware, Storage & Peripherals 0.1%** |
| &nbsp;&nbsp;Xerox Holdings Corp. | &nbsp;&nbsp;135660 | &nbsp;&nbsp;&nbsp;&nbsp;2212615 |
| &nbsp;&nbsp;**Total Information Technology** | &nbsp;&nbsp;**Total Information Technology** | &nbsp;&nbsp;**334490629** |

---

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

------

Portfolio of Investments (continued)<br> Columbia Mid 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;**Materials 7.2%** | &nbsp;&nbsp;**Materials 7.2%** | &nbsp;&nbsp;**Materials 7.2%** |
| &nbsp;&nbsp;**Chemicals 2.6%** | &nbsp;&nbsp;**Chemicals 2.6%** | &nbsp;&nbsp;**Chemicals 2.6%** |
| &nbsp;&nbsp;Ashland, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;60324 | &nbsp;&nbsp;&nbsp;&nbsp;6748446 |
| &nbsp;&nbsp;Avient Corp. | &nbsp;&nbsp;103529 | &nbsp;&nbsp;&nbsp;&nbsp;3583139 |
| &nbsp;&nbsp;Cabot Corp. | &nbsp;&nbsp;&nbsp;&nbsp;68186 | &nbsp;&nbsp;&nbsp;&nbsp;5019853 |
| &nbsp;&nbsp;Chemours Co. LLC (The) | &nbsp;&nbsp;187894 | &nbsp;&nbsp;&nbsp;&nbsp;5834109 |
| &nbsp;&nbsp;Ingevity Corp.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;43318 | &nbsp;&nbsp;&nbsp;&nbsp;3390500 |
| &nbsp;&nbsp;NewMarket Corp. | &nbsp;&nbsp;&nbsp;&nbsp;8368 | &nbsp;&nbsp;&nbsp;&nbsp;2644455 |
| &nbsp;&nbsp;Olin Corp. | &nbsp;&nbsp;163486 | &nbsp;&nbsp;&nbsp;&nbsp;9315432 |
| &nbsp;&nbsp;RPM International, Inc. | &nbsp;&nbsp;156248 | &nbsp;&nbsp;&nbsp;&nbsp;16190418 |
| &nbsp;&nbsp;Scotts Miracle-Gro Co. (The), Class A | &nbsp;&nbsp;&nbsp;&nbsp;48986 | &nbsp;&nbsp;&nbsp;&nbsp;2739787 |
| &nbsp;&nbsp;Sensient Technologies Corp. | &nbsp;&nbsp;&nbsp;&nbsp;50914 | &nbsp;&nbsp;&nbsp;&nbsp;3803785 |
| &nbsp;&nbsp;Valvoline, Inc. | &nbsp;&nbsp;214396 | &nbsp;&nbsp;&nbsp;&nbsp;7070780 |
| &nbsp;&nbsp;Westlake Corp. | &nbsp;&nbsp;&nbsp;&nbsp;41844 | &nbsp;&nbsp;&nbsp;&nbsp;4504507 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;70845211 |
| &nbsp;&nbsp;**Construction Materials 0.2%** | &nbsp;&nbsp;**Construction Materials 0.2%** | &nbsp;&nbsp;**Construction Materials 0.2%** |
| &nbsp;&nbsp;Eagle Materials, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;45642 | &nbsp;&nbsp;&nbsp;&nbsp;6222830 |
| &nbsp;&nbsp;**Containers & Packaging 0.9%** | &nbsp;&nbsp;**Containers & Packaging 0.9%** | &nbsp;&nbsp;**Containers & Packaging 0.9%** |
| &nbsp;&nbsp;AptarGroup, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;79132 | &nbsp;&nbsp;&nbsp;&nbsp;8399071 |
| &nbsp;&nbsp;Greif, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;32250 | &nbsp;&nbsp;&nbsp;&nbsp;2267498 |
| &nbsp;&nbsp;Silgan Holdings, Inc. | &nbsp;&nbsp;101450 | &nbsp;&nbsp;&nbsp;&nbsp;5366705 |
| &nbsp;&nbsp;Sonoco Products Co. | &nbsp;&nbsp;118093 | &nbsp;&nbsp;&nbsp;&nbsp;7247367 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;23280641 |
| &nbsp;&nbsp;**Metals & Mining 3.3%** | &nbsp;&nbsp;**Metals & Mining 3.3%** | &nbsp;&nbsp;**Metals & Mining 3.3%** |
| &nbsp;&nbsp;Alcoa Corp. | &nbsp;&nbsp;217915 | &nbsp;&nbsp;&nbsp;&nbsp;10924079 |
| &nbsp;&nbsp;Cleveland-Cliffs, Inc.<sup>(a)</sup> | &nbsp;&nbsp;626521 | &nbsp;&nbsp;&nbsp;&nbsp;9698545 |
| &nbsp;&nbsp;Commercial Metals Co. | &nbsp;&nbsp;145930 | &nbsp;&nbsp;&nbsp;&nbsp;7182675 |
| &nbsp;&nbsp;MP Materials Corp.<sup>(a)</sup> | &nbsp;&nbsp;111805 | &nbsp;&nbsp;&nbsp;&nbsp;3717516 |
| &nbsp;&nbsp;Reliance Steel & Aluminum Co. | &nbsp;&nbsp;&nbsp;&nbsp;73025 | &nbsp;&nbsp;&nbsp;&nbsp;15429452 |
| &nbsp;&nbsp;Royal Gold, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;79498 | &nbsp;&nbsp;&nbsp;&nbsp;8930010 |
| &nbsp;&nbsp;Steel Dynamics, Inc. | &nbsp;&nbsp;210109 | &nbsp;&nbsp;&nbsp;&nbsp;21836629 |
| &nbsp;&nbsp;United States Steel Corp. | &nbsp;&nbsp;287315 | &nbsp;&nbsp;&nbsp;&nbsp;7553511 |
| &nbsp;&nbsp;Worthington Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;36588 | &nbsp;&nbsp;&nbsp;&nbsp;2076003 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;87348420 |
| &nbsp;&nbsp;**Paper & Forest Products 0.2%** | &nbsp;&nbsp;**Paper & Forest Products 0.2%** | &nbsp;&nbsp;**Paper & Forest Products 0.2%** |
| &nbsp;&nbsp;Louisiana-Pacific Corp. | &nbsp;&nbsp;&nbsp;&nbsp;89469 | &nbsp;&nbsp;&nbsp;&nbsp;5708122 |
| &nbsp;&nbsp;**Total Materials** | &nbsp;&nbsp;**Total Materials** | &nbsp;&nbsp;**193405224** |

---

---

| | | |
|:---|:---|:---|
| &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;**Real Estate 7.6%** | &nbsp;&nbsp;**Real Estate 7.6%** | &nbsp;&nbsp;**Real Estate 7.6%** |
| &nbsp;&nbsp;**Equity Real Estate Investment Trusts (REITS) 7.2%** | &nbsp;&nbsp;**Equity Real Estate Investment Trusts (REITS) 7.2%** | &nbsp;&nbsp;**Equity Real Estate Investment Trusts (REITS) 7.2%** |
| &nbsp;&nbsp;Apartment Income REIT Corp. | &nbsp;&nbsp;186742 | &nbsp;&nbsp;&nbsp;&nbsp;7105533 |
| &nbsp;&nbsp;Brixmor Property Group, Inc. | &nbsp;&nbsp;362941 | &nbsp;&nbsp;&nbsp;&nbsp;8412972 |
| &nbsp;&nbsp;Corporate Office Properties Trust | &nbsp;&nbsp;136160 | &nbsp;&nbsp;&nbsp;&nbsp;3781163 |
| &nbsp;&nbsp;Cousins Properties, Inc. | &nbsp;&nbsp;183408 | &nbsp;&nbsp;&nbsp;&nbsp;4838303 |
| &nbsp;&nbsp;Douglas Emmett, Inc. | &nbsp;&nbsp;212899 | &nbsp;&nbsp;&nbsp;&nbsp;3687411 |
| &nbsp;&nbsp;EastGroup Properties, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;52765 | &nbsp;&nbsp;&nbsp;&nbsp;8191239 |
| &nbsp;&nbsp;EPR Properties | &nbsp;&nbsp;&nbsp;&nbsp;90854 | &nbsp;&nbsp;&nbsp;&nbsp;3780435 |
| &nbsp;&nbsp;First Industrial Realty Trust, Inc. | &nbsp;&nbsp;159957 | &nbsp;&nbsp;&nbsp;&nbsp;8085826 |
| &nbsp;&nbsp;Healthcare Realty Trust, Inc. | &nbsp;&nbsp;460898 | &nbsp;&nbsp;&nbsp;&nbsp;9462236 |
| &nbsp;&nbsp;Highwoods Properties, Inc. | &nbsp;&nbsp;127394 | &nbsp;&nbsp;&nbsp;&nbsp;3796341 |
| &nbsp;&nbsp;Independence Realty Trust, Inc. | &nbsp;&nbsp;268659 | &nbsp;&nbsp;&nbsp;&nbsp;4868101 |
| &nbsp;&nbsp;JBG SMITH Properties | &nbsp;&nbsp;120533 | &nbsp;&nbsp;&nbsp;&nbsp;2484185 |
| &nbsp;&nbsp;Kilroy Realty Corp. | &nbsp;&nbsp;127393 | &nbsp;&nbsp;&nbsp;&nbsp;5505925 |
| &nbsp;&nbsp;Kite Realty Group Trust | &nbsp;&nbsp;265378 | &nbsp;&nbsp;&nbsp;&nbsp;6050618 |
| &nbsp;&nbsp;Lamar Advertising Co., Class A | &nbsp;&nbsp;105509 | &nbsp;&nbsp;&nbsp;&nbsp;10565671 |
| &nbsp;&nbsp;Life Storage, Inc. | &nbsp;&nbsp;102202 | &nbsp;&nbsp;&nbsp;&nbsp;10985693 |
| &nbsp;&nbsp;Macerich Co. (The) | &nbsp;&nbsp;260124 | &nbsp;&nbsp;&nbsp;&nbsp;3303575 |
| &nbsp;&nbsp;Medical Properties Trust, Inc. | &nbsp;&nbsp;725473 | &nbsp;&nbsp;&nbsp;&nbsp;9518206 |
| &nbsp;&nbsp;National Retail Properties, Inc. | &nbsp;&nbsp;214508 | &nbsp;&nbsp;&nbsp;&nbsp;9944591 |
| &nbsp;&nbsp;National Storage Affiliates Trust | &nbsp;&nbsp;103357 | &nbsp;&nbsp;&nbsp;&nbsp;4114642 |
| &nbsp;&nbsp;Omega Healthcare Investors, Inc. | &nbsp;&nbsp;283541 | &nbsp;&nbsp;&nbsp;&nbsp;8585622 |
| &nbsp;&nbsp;Park Hotels & Resorts, Inc. | &nbsp;&nbsp;272317 | &nbsp;&nbsp;&nbsp;&nbsp;3493827 |
| &nbsp;&nbsp;Pebblebrook Hotel Trust | &nbsp;&nbsp;159207 | &nbsp;&nbsp;&nbsp;&nbsp;2650797 |
| &nbsp;&nbsp;Physicians Realty Trust | &nbsp;&nbsp;274107 | &nbsp;&nbsp;&nbsp;&nbsp;4092418 |
| &nbsp;&nbsp;PotlatchDeltic Corp. | &nbsp;&nbsp;&nbsp;&nbsp;97617 | &nbsp;&nbsp;&nbsp;&nbsp;4665116 |
| &nbsp;&nbsp;Rayonier, Inc. | &nbsp;&nbsp;177338 | &nbsp;&nbsp;&nbsp;&nbsp;6362887 |
| &nbsp;&nbsp;Rexford Industrial Realty, Inc. | &nbsp;&nbsp;207186 | &nbsp;&nbsp;&nbsp;&nbsp;11455314 |
| &nbsp;&nbsp;Sabra Health Care REIT, Inc. | &nbsp;&nbsp;279736 | &nbsp;&nbsp;&nbsp;&nbsp;3611392 |
| &nbsp;&nbsp;SL Green Realty Corp. | &nbsp;&nbsp;&nbsp;&nbsp;77878 | &nbsp;&nbsp;&nbsp;&nbsp;3267761 |
| &nbsp;&nbsp;Spirit Realty Capital, Inc. | &nbsp;&nbsp;165129 | &nbsp;&nbsp;&nbsp;&nbsp;6839643 |
| &nbsp;&nbsp;STORE Capital Corp. | &nbsp;&nbsp;321832 | &nbsp;&nbsp;&nbsp;&nbsp;10266441 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;193773884 |
| &nbsp;&nbsp;**Real Estate Management & Development 0.4%** | &nbsp;&nbsp;**Real Estate Management & Development 0.4%** | &nbsp;&nbsp;**Real Estate Management & Development 0.4%** |
| &nbsp;&nbsp;Jones Lang LaSalle, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;58035 | &nbsp;&nbsp;&nbsp;&nbsp;9759746 |
| &nbsp;&nbsp;**Total Real Estate** | &nbsp;&nbsp;**Total Real Estate** | &nbsp;&nbsp;**203533630** |

---

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

------

Portfolio of Investments (continued)<br> Columbia Mid 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;**Utilities 3.9%** | &nbsp;&nbsp;**Utilities 3.9%** | &nbsp;&nbsp;**Utilities 3.9%** |
| &nbsp;&nbsp;**Electric Utilities 1.4%** | &nbsp;&nbsp;**Electric Utilities 1.4%** | &nbsp;&nbsp;**Electric Utilities 1.4%** |
| &nbsp;&nbsp;Allete, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;69122 | &nbsp;&nbsp;&nbsp;&nbsp;4575876 |
| &nbsp;&nbsp;Hawaiian Electric Industries, Inc. | &nbsp;&nbsp;132582 | &nbsp;&nbsp;&nbsp;&nbsp;5446469 |
| &nbsp;&nbsp;IDACORP, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;61234 | &nbsp;&nbsp;&nbsp;&nbsp;6768194 |
| &nbsp;&nbsp;OGE Energy Corp. | &nbsp;&nbsp;242474 | &nbsp;&nbsp;&nbsp;&nbsp;9810498 |
| &nbsp;&nbsp;PNM Resources, Inc. | &nbsp;&nbsp;103958 | &nbsp;&nbsp;&nbsp;&nbsp;5093942 |
| &nbsp;&nbsp;Portland General Electric Co. | &nbsp;&nbsp;108086 | &nbsp;&nbsp;&nbsp;&nbsp;5321074 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;37016053 |
| &nbsp;&nbsp;**Gas Utilities 1.4%** | &nbsp;&nbsp;**Gas Utilities 1.4%** | &nbsp;&nbsp;**Gas Utilities 1.4%** |
| &nbsp;&nbsp;National Fuel Gas Co. | &nbsp;&nbsp;110790 | &nbsp;&nbsp;&nbsp;&nbsp;7337622 |
| &nbsp;&nbsp;New Jersey Resources Corp. | &nbsp;&nbsp;116546 | &nbsp;&nbsp;&nbsp;&nbsp;5798163 |
| &nbsp;&nbsp;ONE Gas, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;65569 | &nbsp;&nbsp;&nbsp;&nbsp;5701225 |
| &nbsp;&nbsp;Southwest Gas Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;74663 | &nbsp;&nbsp;&nbsp;&nbsp;5111429 |
| &nbsp;&nbsp;Spire, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;63576 | &nbsp;&nbsp;&nbsp;&nbsp;4710982 |
| &nbsp;&nbsp;UGI Corp. | &nbsp;&nbsp;253590 | &nbsp;&nbsp;&nbsp;&nbsp;9801253 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;38460674 |
| &nbsp;&nbsp;**Independent Power and Renewable Electricity Producers 0.2%** | &nbsp;&nbsp;**Independent Power and Renewable Electricity Producers 0.2%** | &nbsp;&nbsp;**Independent Power and Renewable Electricity Producers 0.2%** |
| &nbsp;&nbsp;Ormat Technologies, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;58937 | &nbsp;&nbsp;&nbsp;&nbsp;5329673 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;**Multi-Utilities 0.4%** | &nbsp;&nbsp;**Multi-Utilities 0.4%** | &nbsp;&nbsp;**Multi-Utilities 0.4%** |
| &nbsp;&nbsp;Black Hills Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78821 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5645948 |
| &nbsp;&nbsp;NorthWestern Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68006 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3972231 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9618179 |
| &nbsp;&nbsp;**Water Utilities 0.5%** | &nbsp;&nbsp;**Water Utilities 0.5%** | &nbsp;&nbsp;**Water Utilities 0.5%** |
| &nbsp;&nbsp;Essential Utilities, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;288835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13933400 |
| &nbsp;&nbsp;**Total Utilities** | &nbsp;&nbsp;**Total Utilities** | &nbsp;&nbsp;&nbsp;&nbsp;**104357979** |
| &nbsp;&nbsp;Total Common Stocks<br> (Cost $1,722,097,716) | &nbsp;&nbsp;Total Common Stocks<br> (Cost $1,722,097,716) | &nbsp;&nbsp;**2670172153** |
| &nbsp;&nbsp;**Money Market Funds 0.8%** | &nbsp;&nbsp;**Money Market Funds 0.8%** | &nbsp;&nbsp;**Money Market Funds 0.8%** |
|  | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Columbia Short-Term Cash Fund, 3.989%<sup>(c),(d)</sup> | &nbsp;&nbsp;21608169 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21599526 |
| &nbsp;&nbsp;Total Money Market Funds<br> (Cost $21,595,679) | &nbsp;&nbsp;Total Money Market Funds<br> (Cost $21,595,679) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**21599526** |
| &nbsp;&nbsp;**Total Investments in Securities<br> (Cost: $1,743,693,395)** | &nbsp;&nbsp;**Total Investments in Securities<br> (Cost: $1,743,693,395)** | &nbsp;&nbsp;**2691771679** |
| &nbsp;&nbsp;**Other Assets & Liabilities, Net** |  | &nbsp;&nbsp;&nbsp;&nbsp;**(12372158)** |
| &nbsp;&nbsp;**Net Assets** | &nbsp;&nbsp;**Net Assets** | &nbsp;&nbsp;**2679399521** |

---

At November 30, 2022, securities and/or cash totaling $3,073,130 were pledged as collateral.

#### Investments in derivatives<br>

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;**Long futures contracts** | &nbsp;&nbsp;**Long futures contracts** | &nbsp;&nbsp;**Long futures contracts** | &nbsp;&nbsp;**Long futures contracts** | &nbsp;&nbsp;**Long futures contracts** | &nbsp;&nbsp;**Long futures contracts** | &nbsp;&nbsp;**Long futures contracts** |
| &nbsp;&nbsp;**Description** | **Number of<br> contracts** | &nbsp;&nbsp;&nbsp;&nbsp;**Expiration<br> date** | &nbsp;&nbsp;&nbsp;&nbsp;**Trading<br> currency** | &nbsp;&nbsp;&nbsp;&nbsp;**Notional<br> amount** | &nbsp;&nbsp;&nbsp;&nbsp;**Value/Unrealized<br> appreciation ($)** | &nbsp;&nbsp;&nbsp;&nbsp;**Value/Unrealized<br> depreciation ($)** |
| &nbsp;&nbsp;S&P Mid 400 Index E-mini | 50 | &nbsp;&nbsp;&nbsp;&nbsp;12/2022 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;12899000 | &nbsp;&nbsp;&nbsp;&nbsp;1661395 | &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) The rate shown is the seven-day current annualized yield at November 30, 2022.

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

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;**Affiliated issuers** | **Beginning<br> of period($)** | &nbsp;&nbsp;**Purchases($)** | &nbsp;&nbsp;**Sales($)** | &nbsp;&nbsp;**Net change in<br> unrealized<br> appreciation<br> (depreciation)($)** | &nbsp;&nbsp;**End of<br> period($)** | &nbsp;&nbsp;**Realized gain<br> (loss)($)** | &nbsp;&nbsp;**Dividends($)** | &nbsp;&nbsp;**End of<br> period shares** |
| &nbsp;&nbsp;Columbia Short-Term Cash Fund, 3.989% | &nbsp;&nbsp;Columbia Short-Term Cash Fund, 3.989% | &nbsp;&nbsp;Columbia Short-Term Cash Fund, 3.989% | &nbsp;&nbsp;Columbia Short-Term Cash Fund, 3.989% | &nbsp;&nbsp;Columbia Short-Term Cash Fund, 3.989% | &nbsp;&nbsp;Columbia Short-Term Cash Fund, 3.989% | &nbsp;&nbsp;Columbia Short-Term Cash Fund, 3.989% | &nbsp;&nbsp;Columbia Short-Term Cash Fund, 3.989% | &nbsp;&nbsp;Columbia Short-Term Cash Fund, 3.989% |
|  | 38054664 | &nbsp;&nbsp;293957862 | &nbsp;&nbsp;(310416151) | &nbsp;&nbsp;3151 | &nbsp;&nbsp;21599526 | &nbsp;&nbsp;(153) | &nbsp;&nbsp;320779 | &nbsp;&nbsp;21608169 |

---

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

------

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

#### Currency Legend
USD US Dollar

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

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

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

3QT196_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 Mid Cap Index Fund

- **b. EDGAR series identifier (if any):** S000010826

- **c. LEI of Series:** T7U4HCU80YGSBI8Z3385

**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:** $2683436745.98

**Total Liabilities:** $637650.55

**Net Assets:** $2682799095.43

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000030054 | -9.20%               | 10.45%               | 6.12%                |
| Class ID C000030055 | -9.18%               | 10.43%               | 6.15%                |
| Class ID C000122594 | -9.24%               | 10.49%               | 6.10%                |
| Class ID C000173200 | -9.21%               | 10.47%               | 6.10%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $22748546.84             | $-262392458.68                             |
| Month 2  | $18599421.92             | $221047671.48                              |
| Month 3  | $6914300.55              | $143100891.77                              |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| LATTICE SEMICONDUCTOR CORP               | Lattice Semiconductor Corp               | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |    166310 | NS      | $12112357.30  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| LEAR CORP                                | Lear Corp                                | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |     71909 | NS      | $10372154.16  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| LEGGETT & PLATT INC                      | Leggett & Platt Inc                      | CUSIP: 524660107<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | EC               | CORP              | US        |    160620 | NS      | $5719678.20   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennox International Inc                 | Lennox International Inc                 | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |     39050 | NS      | $10169791.50  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTGROUP PROPERTIES INC                 | EastGroup Properties Inc                 | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |     52765 | NS      | $8191238.60   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR GRP INC                            | EMCOR Group Inc                          | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |     59767 | NS      | $9257908.30   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAND CANYON EDUCATION INC               | Grand Canyon Education Inc               | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |     38712 | NS      | $4377165.84   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| GREIF INC                                | Greif Inc                                | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |     32250 | NS      | $2267497.50   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| LIFE STORAGE INC                         | Life Storage Inc                         | CUSIP: 53223X107<br>LEI: W9EE01AFDDF9DQCQZC68 | Long             | EC               | CORP              | US        |    102202 | NS      | $10985692.98  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| LINCOLN ELECTRIC HOLDINGS INC            | Lincoln Electric Holdings Inc            | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |     70148 | NS      | $10373486.24  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| ASPEN TECHNOLOGY INC                     | Aspen Technology Inc                     | CUSIP: 29109X106<br>LEI: 254900545H80W6GA2J08 | Long             | EC               | CORP              | US        |     35048 | NS      | $8078564.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| ENCOMPASS HEALTH CORP                    | Encompass Health Corp                    | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |    120845 | NS      | $7067015.60   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| GROCERY OUTLET HOLDING CORP              | Grocery Outlet Holding Corp              | CUSIP: 39874R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    106830 | NS      | $3233744.10   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| HF SINCLAIR CORP                         | HF Sinclair Corp                         | CUSIP: 403949100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    175961 | NS      | $10969408.74  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| LITHIA MOTORS INC                        | Lithia Motors Inc                        | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |     33339 | NS      | $7978356.09   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| LITTELFUSE INC                           | Littelfuse Inc                           | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |     29982 | NS      | $7390563.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| New Jersey Resources Corp                | New Jersey Resources Corp                | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |    116546 | NS      | $5798163.50   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK COMMUNITY BANCORP INC           | New York Community Bancorp Inc           | CUSIP: 649445103<br>LEI: 529900HVXOTLY61GL030 | Long             | EC               | CORP              | US        |    564572 | NS      | $5278748.20   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGIZER HOLDINGS INC                   | Energizer Holdings Inc                   | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               | CORP              | US        |     80259 | NS      | $2736029.31   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERSYS                                  | EnerSys                                  | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |     49243 | NS      | $3721785.94   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| HAEMONETICS CORP                         | Haemonetics Corp                         | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |     62152 | NS      | $5302187.12   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| HALOZYME THERAPEUTICS INC                | Halozyme Therapeutics Inc                | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               | CORP              | US        |    166870 | NS      | $9554976.20   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS CAPITAL                            | Texas Capital Bancshares Inc             | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |     60417 | NS      | $3624415.83   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| LOUISIANA PACIFIC CORP                   | Louisiana-Pacific Corp                   | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |     89469 | NS      | $5708122.20   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| LUMENTUM HOLDINGS INC                    | Lumentum Holdings Inc                    | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |     83569 | NS      | $4591280.86   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Webster Financial Corp                   | Webster Financial Corp                   | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |    212960 | NS      | $11572246.40  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| WENDYS CO                                | Wendy's Co/The                           | CUSIP: 95058W100<br>LEI: 529900M0JIUCMWVKHG76 | Long             | EC               | CORP              | US        |    206188 | NS      | $4651601.28   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| WERNER ENTERPRISES INC                   | Werner Enterprises Inc                   | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |     71432 | NS      | $3141579.36   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN UNION CO/THE                     | Western Union Co/The                     | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |    467202 | NS      | $6849181.32   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTLAKE CORP                            | Westlake Chemical Corp                   | CUSIP: 960413102<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | EC               | CORP              | US        |     41844 | NS      | $4504506.60   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| WEX INC                                  | WEX Inc                                  | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               | CORP              | US        |     53501 | NS      | $9049159.14   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHN WILEY & SONS INC                    | John Wiley & Sons Inc                    | CUSIP: 968223206<br>LEI: 5493003XM719UN7E8P64 | Long             | EC               | CORP              | US        |     52056 | NS      | $2467974.96   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIAMS-SONOMA INC                      | Williams-Sonoma Inc                      | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |     83282 | NS      | $9735665.80   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| WINGSTOP INC                             | Wingstop Inc                             | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |     36230 | NS      | $5996427.30   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| WINTRUST FINANCIAL CORPORATION           | Wintrust Financial Corp                  | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |     73560 | NS      | $6725590.80   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| WOLFSPEED INC                            | Wolfspeed Inc                            | CUSIP: 977852102<br>LEI: 549300OGU88P3AW3TO93 | Long             | EC               | CORP              | US        |    149739 | NS      | $13614269.88  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| WOODWARD INC                             | Woodward Inc                             | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |     72867 | NS      | $6980658.60   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| WORLD WRESTLING ENTERTAINMENT INC.       | World Wrestling Entertainment Inc        | CUSIP: 98156Q108<br>LEI: 549300WZVLSCS3L4L698 | Long             | EC               | CORP              | US        |     52377 | NS      | $4183874.76   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| AGCO CORPORATION                         | AGCO Corp                                | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |     74989 | NS      | $9952540.08   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| ASGN INC                                 | ASGN Inc                                 | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |     60799 | NS      | $5508389.40   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| WORTHINGTON IND INC                      | Worthington Industries Inc               | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |     36588 | NS      | $2076003.12   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| WYNDHAM HOTELS & RESORTS INC             | Wyndham Hotels & Resorts Inc             | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Long             | EC               | CORP              | US        |    109397 | NS      | $8020988.04   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                 | Acadia Healthcare Co Inc                 | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               | CORP              | US        |    110021 | NS      | $9798470.26   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| ACI WORLDWIDE INC                        | ACI Worldwide Inc                        | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |    138127 | NS      | $2886854.30   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ACUITY BRANDS INC.                       | Acuity Brands Inc                        | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39620 | NS      | $7460049.80   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| XPO LOGISTICS INC                        | XPO Logistics Inc                        | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |    139330 | NS      | $5380924.60   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| XEROX HOLDINGS CORP                      | Xerox Holdings Corp                      | CUSIP: 98421M106<br>LEI: 5493000Y33XDVO2CXC18 | Long             | EC               | CORP              | US        |    135660 | NS      | $2212614.60   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| YETI HOLDINGS INC                        | YETI Holdings Inc                        | CUSIP: 98585X104<br>LEI: 549300DSQICIGNT5GO63 | Long             | EC               | CORP              | US        |    104371 | NS      | $4685214.19   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                 | S&P MID 400 EMINI DEC 22                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |       101 | NC      | $2021390.30   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK TIMES COMPANY (THE)             | New York Times Co/The                    | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |    200406 | NS      | $7344879.90   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWMARKET                                | NewMarket Corp                           | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |      8368 | NS      | $2644455.36   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ADIENT PLC                               | Adient PLC                               | CUSIP: G0084W101<br>LEI: 5493002QLDY8O75RTR78 | Long             | EC               | CORP              | IE        |    114829 | NS      | $4471441.26   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPRI HOLDINGS LTD                       | Capri Holdings Ltd                       | CUSIP: G1890L107<br>LEI: 549300LPG8W0H1OX3A26 | Long             | EC               | CORP              | VG        |    167177 | NS      | $9587600.95   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSENT GROUP LTD                         | Essent Group Ltd                         | CUSIP: G3198U102<br>LEI: 254900QUO860OUT6ZF83 | Long             | EC               | CORP              | BM        |    130436 | NS      | $5229179.24   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Genpact                                  | Genpact Ltd                              | CUSIP: G3922B107<br>LEI: 529900OSEC6Q0L4L5B35 | Long             | EC               | CORP              | BM        |    204447 | NS      | $9427051.17   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| HELEN OF TROY LTD                        | Helen of Troy Ltd                        | CUSIP: G4388N106<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     29029 | NS      | $2860517.66   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| JANUS HENDERSON GROUP PLC                | Janus Henderson Group PLC                | CUSIP: G4474Y214<br>LEI: 2138009WPYMWJN3RVF44 | Long             | EC               | CORP              | JE        |    160508 | NS      | $4059247.32   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| JAZZ PHARMACEUTICALS PLC                 | Jazz Pharmaceuticals PLC                 | CUSIP: G50871105<br>LEI: 635400GAUMJCLEZRRV50 | Long             | EC               | CORP              | IE        |     75916 | NS      | $11911979.56  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVANOVA PLC                             | LivaNova PLC                             | CUSIP: G5509L101<br>LEI: 2138001K2FX6SHK2B339 | Long             | EC               | CORP              | GB        |     64852 | NS      | $3590855.24   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NORDSTROM INC                            | Nordstrom Inc                            | CUSIP: 655664100<br>LEI: 549300S3IZB5P35KNV16 | Long             | EC               | CORP              | US        |    136139 | NS      | $2854834.83   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHWESTERN CORP                        | NorthWestern Corp                        | CUSIP: 668074305<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | EC               | CORP              | US        |     68006 | NS      | $3972230.46   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVANTA INC                              | Novanta Inc                              | CUSIP: 67000B104<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     43169 | NS      | $6809909.75   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| NU SKIN ENTERPRISES INC.                 | Nu Skin Enterprises Inc                  | CUSIP: 67018T105<br>LEI: 54930050DETB6CP71D38 | Long             | EC               | CORP              | US        |     61018 | NS      | $2545060.78   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NUVASIVE                                 | NuVasive Inc                             | CUSIP: 670704105<br>LEI: 549300C5ZB4NZ6TWM881 | Long             | EC               | CORP              | US        |     63053 | NS      | $2448978.52   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| OGE ENERGY CORPORATION                   | OGE Energy Corp                          | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |    242474 | NS      | $9810498.04   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| NVENT ELECTRIC PLC                       | NVENT ELECTRIC PLC                       | CUSIP: G6700G107<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |    201640 | NS      | $8067616.40   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| OLD NATL BNCP                            | Old National Bancorp/IN                  | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |    354735 | NS      | $6778985.85   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Republic International Corp          | Old Republic International Corp          | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |    347975 | NS      | $8525387.50   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| RENAISSANCERE HOLDINGS LTD               | RenaissanceRe Holdings Ltd               | CUSIP: G7496G103<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EC               | CORP              | BM        |     52933 | NS      | $9999573.03   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| PERRIGO COMPANY PLC                      | Perrigo Co PLC                           | CUSIP: G97822103<br>LEI: 549300IFOQS6R1QLY196 | Long             | EC               | CORP              | IE        |    163041 | NS      | $5254811.43   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| HANCOCK HOLDING CO                       | Hancock Whitney Corp                     | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |    103814 | NS      | $5693159.76   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| HANESBRANDS INC                          | Hanesbrands Inc                          | CUSIP: 410345102<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | EC               | CORP              | US        |    422618 | NS      | $2839992.96   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MDU RESOURCES GROUP INC                  | MDU Resources Group Inc                  | CUSIP: 552690109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    246287 | NS      | $7755577.63   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC INVESTMENT CORPORATION              | MGIC Investment Corp                     | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |    367509 | NS      | $5045898.57   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| OLIN CORP                                | Olin Corp                                | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |    163486 | NS      | $9315432.28   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Ollie's Bargain Outlet Holdings Inc      | Ollie's Bargain Outlet Holdings Inc      | CUSIP: 681116109<br>LEI: 529900YO5DSQCPEFDZ05 | Long             | EC               | CORP              | US        |     70392 | NS      | $4286872.80   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                                    | AECOM                                    | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |    169136 | NS      | $14376560.00  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| AFFILIATED MANAGERS GRP INC.             | Affiliated Managers Group Inc            | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |     46297 | NS      | $7426964.74   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| ALCOA CORP                               | Alcoa Corp                               | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |    217915 | NS      | $10924078.95  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLETE INC.                              | ALLETE Inc                               | CUSIP: 018522300<br>LEI: 549300NNLSIMY6Z8OT86 | Long             | EC               | CORP              | US        |     69122 | NS      | $4575876.40   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| AMEDISYS INC                             | Amedisys Inc                             | CUSIP: 023436108<br>LEI: 5299001RBS9GK9STN379 | Long             | EC               | CORP              | US        |     39293 | NS      | $3579199.37   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN FIN GRP INC                     | American Financial Group Inc/OH          | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |     84577 | NS      | $12028540.94  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| AMKOR TECH INC                           | Amkor Technology Inc                     | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |    121579 | NS      | $3406643.58   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ANNALY CAPITAL MANAGEMENT INC            | Annaly Capital Management Inc            | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               | CORP              | US        |    522095 | NS      | $11313798.65  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| ENVESTNET INC                            | Envestnet Inc                            | CUSIP: 29404K106<br>LEI: 549300HLWZ5OKIDM8737 | Long             | EC               | CORP              | US        |     66851 | NS      | $3945546.02   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ENVISTA HOLDINGS CORP                    | Envista Holdings Corp                    | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               | CORP              | US        |    197889 | NS      | $6751972.68   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ANTERO RESOURCES CORP                    | Antero Resources Corp                    | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |    341093 | NS      | $12466949.15  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| ANTERO MIDSTREAM CORP                    | Antero Midstream Corp                    | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    405636 | NS      | $4595855.88   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| APARTMENT INCOME REIT CORP               | Apartment Income REIT Corp               | CUSIP: 03750L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    186742 | NS      | $7105533.10   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| APTARGROUP INC                           | AptarGroup Inc                           | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |     79132 | NS      | $8399070.48   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITRANS MIDSTREAM CORP                 | Equitrans Midstream Corp                 | CUSIP: 294600101<br>LEI: 549300RH0NLJNZ5SXU64 | Long             | EC               | CORP              | US        |    524159 | NS      | $4397694.01   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ESAB CORP                                | Esab Corp                                | CUSIP: 29605J106<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | EC               | CORP              | US        |     62541 | NS      | $2960690.94   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMTECH CORP                             | Semtech Corp                             | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |     76881 | NS      | $2363321.94   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ARROW ELECTRONICS INC                    | Arrow Electronics Inc                    | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |     77721 | NS      | $8451381.54   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| ARROWHEAD PHARMACEUTICALS INC            | Arrowhead Pharmaceuticals Inc            | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | EC               | CORP              | US        |    128198 | NS      | $4127975.60   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSENTIAL UTILITIES INC                  | ESSENTIAL UTILITIES INC                  | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Long             | EC               | CORP              | US        |    288835 | NS      | $13933400.40  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| EURONET WORLDWIDE INC.                   | Euronet Worldwide Inc                    | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Long             | EC               | CORP              | US        |     57047 | NS      | $5302518.65   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERCORE INC                             | Evercore Inc                             | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |     43616 | NS      | $5023690.88   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| EXELIXIS INC.                            | Exelixis Inc                             | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |    389784 | NS      | $6657510.72   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| SENSIENT TECHNOLOGIES CORP               | Sensient Technologies Corp               | CUSIP: 81725T100<br>LEI: CMMZHMFZQG86EI7WZU92 | Long             | EC               | CORP              | US        |     50914 | NS      | $3803784.94   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVICE CORPORATION INTERNATIONAL        | Service Corp International/US            | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |    190967 | NS      | $13644592.15  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| SHOCKWAVE MEDICAL INC                    | Shockwave Medical Inc                    | CUSIP: 82489T104<br>LEI: 549300LDXO56IC5Y1538 | Long             | EC               | CORP              | US        |     43513 | NS      | $11034896.80  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Silicon Laboratories Inc                 | Silicon Laboratories Inc                 | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |     41449 | NS      | $6028342.56   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| SILGAN HOLDINGS INC                      | Silgan Holdings Inc                      | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |    101450 | NS      | $5366705.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| SIMPSON MFG CO INC                       | Simpson Manufacturing Co Inc             | CUSIP: 829073105<br>LEI: 529900EJUNNL15LZ8056 | Long             | EC               | CORP              | US        |     52280 | NS      | $4864654.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ASHLAND INC                              | Ashland Global Holdings Inc              | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               | CORP              | US        |     60324 | NS      | $6748445.88   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSOCIATED BANC-CORP                     | Associated Banc-Corp                     | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |    182041 | NS      | $4478208.60   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SITIME CORP                              | SiTime Corp                              | CUSIP: 82982T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19335 | NS      | $2039069.10   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Skechers USA Inc                         | Skechers U.S.A. Inc                      | CUSIP: 830566105<br>LEI: 529900D2R54KZPA4XR56 | Long             | EC               | CORP              | US        |    163361 | NS      | $6888933.37   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| EXLSERVICE HOLDINGS INC                  | ExlService Holdings Inc                  | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |     40044 | NS      | $7496236.80   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| FNB Corp/PA                              | FNB Corp/PA                              | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |    424791 | NS      | $5989553.10   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTONATION INC                           | AutoNation Inc                           | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46785 | NS      | $5797129.35   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIENT CORP                              | Avient Corp                              | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |    103529 | NS      | $3583138.69   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIS BUDGET GROUP INC                    | Avis Budget Group Inc                    | CUSIP: 053774105<br>LEI: 529900E95812SYWMCE44 | Long             | EC               | CORP              | US        |     34929 | NS      | $7810124.40   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| AVNET INC                                | Avnet Inc                                | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |    114656 | NS      | $5179011.52   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS INSTRUMENTS INC                      | MKS Instruments Inc                      | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |     69256 | NS      | $5807808.16   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| MP MATERIALS CORP                        | MP Materials Corp                        | CUSIP: 553368101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    111805 | NS      | $3717516.25   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MSA SAFETY INC                           | MSA Safety Inc                           | CUSIP: 553498106<br>LEI: 529900DVA3258XK11O39 | Long             | EC               | CORP              | US        |     44544 | NS      | $6281149.44   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| MSC INDUSTRIAL DIRECT CO INC             | MSC Industrial Direct Co Inc             | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               | CORP              | US        |     57325 | NS      | $4920204.75   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS INC             | Omega Healthcare Investors Inc           | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |    283541 | NS      | $8585621.48   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| OMNICELL INC                             | Omnicell Inc                             | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               | CORP              | US        |     53640 | NS      | $2768360.40   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMVAULT SYSTEMS INC                    | CommVault Systems Inc                    | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |     54268 | NS      | $3581688.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| FTI CONSULTING INC.                      | FTI Consulting Inc                       | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               | CORP              | US        |     41833 | NS      | $7229579.06   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| FAIR ISAAC CORP                          | Fair Isaac Corp                          | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |     30585 | NS      | $18954136.20  | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| ONE GAS INC                              | ONE Gas Inc                              | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |     65569 | NS      | $5701224.55   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| OPTION CARE HEALTH INC                   | Option Care Health Inc                   | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |    187220 | NS      | $5637194.20   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERATED HERMES INC                     | Federated Investors Inc                  | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |    102555 | NS      | $3892987.80   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST AMERICAN FINANCIAL CORP            | First American Financial Corp            | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |    126155 | NS      | $6894370.75   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| AXON ENTERPRISE INC                      | Axon Enterprise Inc                      | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |     81781 | NS      | $15050157.43  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| BJS WHOLESALE CLUB INC                   | BJ's Wholesale Club Holdings Inc         | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |    163724 | NS      | $12318593.76  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST FIN BANKSHARES INC                 | First Financial Bankshares Inc           | CUSIP: 32020R109<br>LEI: 549300XN3GTGOENGNV49 | Long             | EC               | CORP              | US        |    157102 | NS      | $5804918.90   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST HORIZON CORP (TENNESSEE)           | First Horizon Corp                       | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |    649910 | NS      | $16150263.50  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST IND REALTY TRUST INC               | First Industrial Realty Trust Inc        | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    159957 | NS      | $8085826.35   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST SOLAR                              | First Solar Inc                          | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |    120064 | NS      | $20714641.92  | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRSTCASH HOLDINGS INC                   | FirstCash Holdings Inc                   | CUSIP: 33768G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46143 | NS      | $4330981.98   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| FIVE BELOW INC                           | Five Below Inc                           | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |     67206 | NS      | $10810757.16  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| SONOCO PRODUCTS COMPANY                  | Sonoco Products Co                       | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |    118093 | NS      | $7247367.41   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| SOTERA HEALTH CO                         | Sotera Health Co                         | CUSIP: 83601L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    119922 | NS      | $1000149.48   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FLUOR CORP                               | Fluor Corp                               | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |    172083 | NS      | $5783709.63   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| FLOWERS FOODS INC                        | Flowers Foods Inc                        | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |    233700 | NS      | $7022685.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF HAWAII CORP                      | Bank of Hawaii Corp                      | CUSIP: 062540109<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EC               | CORP              | US        |     48667 | NS      | $3925966.89   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| FLOWSERVE CORPORATION                    | Flowserve Corp                           | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |    158288 | NS      | $4963911.68   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| FOOT LOCKER INC                          | Foot Locker Inc                          | CUSIP: 344849104<br>LEI: 549300X383CBNP6MTV94 | Long             | EC               | CORP              | US        |     97295 | NS      | $3872341.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| FOX FACTORY HOLDING CORP                 | Fox Factory Holding Corp                 | CUSIP: 35138V102<br>LEI: 529900GE1HSV0617R721 | Long             | EC               | CORP              | US        |     51186 | NS      | $5430834.60   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| FRONTIER COMMUNICATIONS PARENT INC       | Frontier Communications Parent Inc       | CUSIP: 35909D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    270007 | NS      | $6958080.39   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHWEST GAS HOLDINGS INC               | Southwest Gas Holdings Inc               | CUSIP: 844895102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     74663 | NS      | $5111428.98   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHWESTERN ENERGY CO                   | Southwestern Energy Co                   | CUSIP: 845467109<br>LEI: EFWMP121W54QV9MGOP87 | Long             | EC               | CORP              | US        |   1349583 | NS      | $9339114.36   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| FULTON FINL CORP                         | Fulton Financial Corp                    | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |    202693 | NS      | $3768062.87   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| GATX CORP                                | GATX Corp                                | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Long             | EC               | CORP              | US        |     42753 | NS      | $4820400.75   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ORMAT TECHNOLOGIES INC                   | Ormat Technologies Inc                   | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Long             | EC               | CORP              | US        |     58937 | NS      | $5329672.91   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| OSHKOSH CORP                             | Oshkosh Corp                             | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |     79175 | NS      | $7289642.25   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| CONCENTRIX CORP                          | Concentrix Corp                          | CUSIP: 20602D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51688 | NS      | $6325577.44   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| QUIDELORTHO CORP                         | QuidelOrtho Corp                         | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Long             | EC               | CORP              | US        |     65682 | NS      | $5754400.02   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Corp Office                              | Corporate Office Properties Trust        | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               | CORP              | US        |    136160 | NS      | $3781163.20   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| COTY INC                                 | Coty Inc                                 | CUSIP: 222070203<br>LEI: 549300BO9IWPF3S48F93 | Long             | EC               | CORP              | US        |    437043 | NS      | $3439528.41   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| COUSINS PROPERTIES INC                   | Cousins Properties Inc                   | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               | CORP              | US        |    183408 | NS      | $4838303.04   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CRACKER BARREL OLD COUNTRY STORE INC     | Cracker Barrel Old Country Store Inc     | CUSIP: 22410J106<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | EC               | CORP              | US        |     27601 | NS      | $3168594.80   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC  | MACOM Technology Solutions Holdings Inc  | CUSIP: 55405Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     61887 | NS      | $4251018.03   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Macerich Co/The                          | Macerich Co/The                          | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Long             | EC               | CORP              | US        |    260124 | NS      | $3303574.80   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CRANE HOLDINGS CO                        | Crane Holdings Co                        | CUSIP: 224441105<br>LEI: 549300EXNPSXEWUD3N21 | Long             | EC               | CORP              | US        |     57751 | NS      | $6118140.94   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| CROCS INC                                | Crocs Inc                                | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |     74667 | NS      | $7541367.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| CULLEN/FROST BANKERS INC                 | Cullen/Frost Bankers Inc                 | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |     77668 | NS      | $11267296.76  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| CURTISS-WRIGHT CORPORATION               | Curtiss-Wright Corp                      | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |     46502 | NS      | $8214578.30   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| OWENS CORNING                            | Owens Corning                            | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |    116559 | NS      | $10355101.56  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| PDC ENERGY INC                           | PDC Energy Inc                           | CUSIP: 69327R101<br>LEI: 5493008W8H2T511J5Y59 | Long             | EC               | CORP              | US        |    116641 | NS      | $8668759.12   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| DT MIDSTREAM INC                         | DT Midstream Inc                         | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    117158 | NS      | $7068142.14   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| DANA INC                                 | Dana Inc                                 | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |    154522 | NS      | $2721132.42   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PNM RESOURCES INC                        | PNM Resources Inc                        | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |    103958 | NS      | $5093942.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH CORP                                 | PVH Corp                                 | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |     81099 | NS      | $5448230.82   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| MACYS INC                                | Macy's Inc                               | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |    326685 | NS      | $7677097.50   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| MANHATTAN ASSOC INC                      | Manhattan Associates Inc                 | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |     75962 | NS      | $9566654.28   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| SPIRE INC                                | Spire Inc                                | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |     63576 | NS      | $4710981.60   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| SPIRIT REALTY CAPITAL INC                | Spirit Realty Capital Inc                | CUSIP: 84860W300<br>LEI: 549300LTU6LVPZSHMJ25 | Long             | EC               | CORP              | US        |    165129 | NS      | $6839643.18   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| MANPOWER GROUP INC                       | ManpowerGroup Inc                        | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |     62667 | NS      | $5484615.84   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| MARRIOTT VACATIONS WORLDWIDE CORP        | Marriott Vacations Worldwide Corp        | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Long             | EC               | CORP              | US        |     47581 | NS      | $7088617.38   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| MASIMO CORPORATION                       | Masimo Corp                              | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |     58532 | NS      | $8483628.08   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTEC INC.                              | MasTec Inc                               | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |     71400 | NS      | $6485262.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprouts Farmers Market Inc               | Sprouts Farmers Market Inc               | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |    130143 | NS      | $4467809.19   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| STAAR SURGICAL CO                        | STAAR Surgical Co                        | CUSIP: 852312305<br>LEI: 5299006LRHI7OJ8BY308 | Long             | EC               | CORP              | US        |     58181 | NS      | $3322716.91   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MATADOR RESOURCES CO                     | Matador Resources Co                     | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |    135905 | NS      | $9018655.80   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| MATTEL INC                               | Mattel Inc                               | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |    427839 | NS      | $7799504.97   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| PACWEST BANCORP                          | PacWest Bancorp                          | CUSIP: 695263103<br>LEI: 549300YI8VMFO7G36V04 | Long             | EC               | CORP              | US        |    142638 | NS      | $3725704.56   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PAPA JOHNS INTL INC                      | Papa John's International Inc            | CUSIP: 698813102<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | EC               | CORP              | US        |     38957 | NS      | $3243559.82   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| DARLING INGREDIENTS INC                  | Darling Ingredients Inc                  | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |    194233 | NS      | $13951756.39  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| DECKERS OUTDOOR CORP                     | Deckers Outdoor Corp                     | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |     32133 | NS      | $12817211.04  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| GXO LOGISTICS INC                        | GXO Logistics Inc                        | CUSIP: 36262G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    143659 | NS      | $6731860.74   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| GAMESTOP CORP                            | GameStop Corp                            | CUSIP: 36467W109<br>LEI: 549300505KLOET039L77 | Long             | EC               | CORP              | US        |    306114 | NS      | $8023247.94   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| GAP INC                                  | Gap Inc/The                              | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |    258483 | NS      | $3758342.82   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| GENTEX CORP                              | Gentex Corp                              | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |    284776 | NS      | $8230026.40   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| GLACIER BANCORP INC                      | Glacier Bancorp Inc                      | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Long             | EC               | CORP              | US        |    134152 | NS      | $7767400.80   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBUS MEDICAL INC                       | Globus Medical Inc                       | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Long             | EC               | CORP              | US        |     93303 | NS      | $6894158.67   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| DICKS SPORTING GOODS INC.                | Dick's Sporting Goods Inc                | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |     68922 | NS      | $8241692.76   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| DONALDSON CO INC                         | Donaldson Co Inc                         | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |    149646 | NS      | $9116434.32   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| DOUGLAS EMMETT INC                       | Douglas Emmett Inc                       | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    212899 | NS      | $3687410.68   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| DYCOM INDUSTRIES INC                     | Dycom Industries Inc                     | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |     35792 | NS      | $3262082.88   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| DYNATRACE INC                            | Dynatrace Inc                            | CUSIP: 268150109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    243606 | NS      | $9439732.50   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR PROPERTIES                           | EPR Properties                           | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               | CORP              | US        |     90854 | NS      | $3780434.94   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| EAGLE MATERIALS INC                      | Eagle Materials Inc                      | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Long             | EC               | CORP              | US        |     45642 | NS      | $6222830.28   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| EAST WEST BANCORP INC.                   | East West Bancorp Inc                    | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    170672 | NS      | $11982881.12  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| PARK HOTELS & RESORTS INC                | Park Hotels & Resorts Inc                | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               | CORP              | US        |    272317 | NS      | $3493827.11   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| INSPERITY INC                            | Insperity Inc                            | CUSIP: 45778Q107<br>LEI: 5299000Q0KW7HY5DB751 | Long             | EC               | CORP              | US        |     43292 | NS      | $5132266.60   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| MAXIMUS INC                              | MAXIMUS Inc                              | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |     73336 | NS      | $5155520.80   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDICAL PROP                             | Medical Properties Trust Inc             | CUSIP: 58463J304<br>LEI: 254900U6E39J1MQCCY14 | Long             | EC               | CORP              | US        |    725473 | NS      | $9518205.76   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDPACE HOLDINGS INC                     | Medpace Holdings Inc                     | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |     30411 | NS      | $6382964.79   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCURY SYSTEMS INC                      | Mercury Systems Inc                      | CUSIP: 589378108<br>LEI: 549300P3B84SGK7HH679 | Long             | EC               | CORP              | US        |     69850 | NS      | $3549777.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Middleby Corp/The                        | Middleby Corp/The                        | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |     65261 | NS      | $9409983.59   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| MURPHY OIL CORP                          | Murphy Oil Corp                          | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |    176979 | NS      | $8353408.80   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| MURPHY USA INC                           | Murphy USA Inc                           | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |     26020 | NS      | $7696976.20   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR CORP                                 | NCR Corp                                 | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EC               | CORP              | US        |    165805 | NS      | $3957765.35   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| NOV INC                                  | NOV Inc                                  | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |    475739 | NS      | $10685097.94  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL FUEL GAS CO                     | National Fuel Gas Co                     | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |    110790 | NS      | $7337621.70   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL INSTRUMENTS CORP                | National Instruments Corp                | CUSIP: 636518102<br>LEI: 549300TP4OOPCYWDUP86 | Long             | EC               | CORP              | US        |    160253 | NS      | $6573578.06   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL RETAIL PROPERTIES INC           | National Retail Properties Inc           | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               | CORP              | US        |    214508 | NS      | $9944590.88   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEGRA LIFESCIENCES HLDGS CORP          | Integra LifeSciences Holdings Corp       | CUSIP: 457985208<br>LEI: WB7IJCYY8YFTENS4O147 | Long             | EC               | CORP              | US        |     87988 | NS      | $4834060.72   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERACTIVE BROKERS GROUP INC            | Interactive Brokers Group Inc            | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |    124559 | NS      | $10002087.70  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| GOODYEAR TIRE & RUBBER CO                | Goodyear Tire & Rubber Co/The            | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |    342514 | NS      | $3843007.08   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| GRACO INC.                               | Graco Inc                                | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |    204823 | NS      | $14331465.31  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| STEEL DYNAMICS INC                       | Steel Dynamics Inc                       | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |    210109 | NS      | $21836628.37  | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| STERICYCLE INC                           | Stericycle Inc                           | CUSIP: 858912108<br>LEI: B8PTJH2P0AXSWSMP2136 | Long             | EC               | CORP              | US        |    111643 | NS      | $5819949.59   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL STORAGE AFFILIATES TRUST        | National Storage Affiliates Trust        | CUSIP: 637870106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    103357 | NS      | $4114642.17   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| NAVIENT CORP                             | Navient Corp                             | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |    134032 | NS      | $2220910.24   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| STIFEL FINL CORP                         | Stifel Financial Corp                    | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |    128555 | NS      | $8259658.75   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| STORE CAPITAL CORP                       | STORE Capital Corp                       | CUSIP: 862121100<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | EC               | CORP              | US        |    321832 | NS      | $10266440.80  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| NEOGEN CORP                              | Neogen Corp                              | CUSIP: 640491106<br>LEI: 549300HJT9FC36N4UW43 | Long             | EC               | CORP              | US        |    261737 | NS      | $4334364.72   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| NEUROCRINE BIOSCIENCES INC               | Neurocrine Biosciences Inc               | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |    115832 | NS      | $14717613.92  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAHAM HOLDINGS CO                       | Graham Holdings Co                       | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               | CORP              | US        |      4697 | NS      | $3023364.96   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNPOWER CORP                            | SunPower Corp                            | CUSIP: 867652406<br>LEI: 549300TXO070764WUH65 | Long             | EC               | CORP              | US        |    103317 | NS      | $2505437.25   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNRUN INC                               | Sunrun Inc                               | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Long             | EC               | CORP              | US        |    256888 | NS      | $8369411.04   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNAPTICS INC                            | Synaptics Inc                            | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |     47987 | NS      | $5085182.39   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNOVUS FINANCIAL CORP.                  | Synovus Financial Corp                   | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |    176064 | NS      | $7417576.32   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX CORP                           | SYNNEX Corp                              | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |     51078 | NS      | $5225279.40   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNEOS HEALTH INC                        | Syneos Health Inc                        | CUSIP: 87166B102<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | EC               | CORP              | US        |    124327 | NS      | $4386256.56   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| TANDEM DIABETES CARE INC                 | Tandem Diabetes Care Inc                 | CUSIP: 875372203<br>LEI: 549300JEPFOD0K4D3I05 | Long             | EC               | CORP              | US        |     77781 | NS      | $3270691.05   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TAYLOR MORRISON HOME CORP                | Taylor Morrison Home Corp                | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |    137657 | NS      | $4183396.23   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA INC                                | TEGNA Inc                                | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |    270219 | NS      | $5334123.06   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| TEMPUR SEALY INTERNATIONAL INC           | Tempur Sealy International Inc           | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Long             | EC               | CORP              | US        |    208552 | NS      | $6625697.04   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| TENET HLTHCR CORP                        | Tenet Healthcare Corp                    | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |    130669 | NS      | $6034294.42   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| TERADATA CORP                            | Teradata Corp                            | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |    124505 | NS      | $4251845.75   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| TEREX CORP                               | Terex Corp                               | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |     82115 | NS      | $3769899.65   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| TETRA TECH INC                           | Tetra Tech Inc                           | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |     64577 | NS      | $9982958.43   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanover Insurance Group Inc/The          | Hanover Insurance Group Inc/The          | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |     43158 | NS      | $6357173.40   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| HARLEY-DAVIDSON INC                      | Harley-Davidson Inc                      | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |    161091 | NS      | $7592218.83   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL BANCSHARES CORP            | International Bancshares Corp            | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |     64076 | NS      | $3375523.68   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| IRIDIUM COMMUNICATIONS INC               | Iridium Communications Inc               | CUSIP: 46269C102<br>LEI: 549300U620NVQ4J1CT96 | Long             | EC               | CORP              | US        |    153783 | NS      | $8165877.30   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| JBG SMITH PROPERTIES                     | JBG SMITH Properties                     | CUSIP: 46590V100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    120533 | NS      | $2484185.13   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| JABIL INC                                | Jabil Inc                                | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |    166598 | NS      | $12026709.62  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC            | Jefferies Financial Group Inc            | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |    225227 | NS      | $8556373.73   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| JETBLUE AIRWAYS CORP                     | JetBlue Airways Corp                     | CUSIP: 477143101<br>LEI: 54930070J9H97ZO93T57 | Long             | EC               | CORP              | US        |    392233 | NS      | $3122174.68   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| HAWAIIAN ELEC INDS INC                   | Hawaiian Electric Industries Inc         | CUSIP: 419870100<br>LEI: JJ8FWOCWCV22X7GUPJ23 | Long             | EC               | CORP              | US        |    132582 | NS      | $5446468.56   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHEQUITY INC                         | HealthEquity Inc                         | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Long             | EC               | CORP              | US        |    102182 | NS      | $6486513.36   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHCARE REALTY TRUST INC (TENNESSEE)  | Healthcare Realty Trust Inc              | CUSIP: 42226K105<br>LEI: 549300CB86LH2IOKHH22 | Long             | EC               | CORP              | US        |    460898 | NS      | $9462235.94   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| HEXCEL CORP                              | Hexcel Corp                              | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |    101859 | NS      | $6106447.05   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| HIGHWOODS PROP INC.                      | Highwoods Properties Inc                 | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               | CORP              | US        |    127394 | NS      | $3796341.20   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Home BancShares Inc/AR                   | Home BancShares Inc/AR                   | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    230977 | NS      | $5878364.65   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| HUBBELL INC                              | Hubbell Inc                              | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |     65012 | NS      | $16516948.72  | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| IAA INC                                  | IAA Inc                                  | CUSIP: 449253103<br>LEI: 549300PZCOPC5178W747 | Long             | EC               | CORP              | US        |    161986 | NS      | $6053416.82   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ICU MEDICAL INC.                         | ICU Medical Inc                          | CUSIP: 44930G107<br>LEI: 5493003NRW7LS2QZRH60 | Long             | EC               | CORP              | US        |     24314 | NS      | $3871518.22   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| IPG PHOTONICS CORP                       | IPG Photonics Corp                       | CUSIP: 44980X109<br>LEI: 5493002KZ51CADQ94G15 | Long             | EC               | CORP              | US        |     40134 | NS      | $3653398.02   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT INC                                  | ITT Inc                                  | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |    100161 | NS      | $8465607.72   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP INC                              | IDACORP Inc                              | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |     61234 | NS      | $6768194.02   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| JONES LANG LASALLE INC                   | Jones Lang LaSalle Inc                   | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |     58035 | NS      | $9759745.95   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIFF DAVIS INC                           | J2 GLOBAL INC                            | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |     57155 | NS      | $5273120.30   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| INARI MEDICAL INC                        | Inari Medical Inc                        | CUSIP: 45332Y109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     58197 | NS      | $4282135.26   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| INDEPENDENCE REALTY TRUST INC            | Independence Realty Trust Inc            | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Long             | EC               | CORP              | US        |    268659 | NS      | $4868101.08   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| INGEVITY CORP                            | Ingevity Corp                            | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |     43318 | NS      | $3390499.86   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| INGREDION INC                            | Ingredion Inc                            | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |     79355 | NS      | $7774409.35   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR INC                                  | KBR Inc                                  | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |    168402 | NS      | $8701331.34   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| KB HOME                                  | KB Home                                  | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |    102322 | NS      | $3211887.58   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| KEMPER CORP                              | Kemper Corp                              | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EC               | CORP              | US        |     77334 | NS      | $4401851.28   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| KENNAMETAL INC                           | Kennametal Inc                           | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |     98513 | NS      | $2602713.46   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS ROADHOUSE INC                      | Texas Roadhouse Inc                      | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |     80968 | NS      | $8041741.76   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| THOR INDUSTRIES INC                      | Thor Industries Inc                      | CUSIP: 885160101<br>LEI: 254900XZO1228PDSG060 | Long             | EC               | CORP              | US        |     66045 | NS      | $5689116.30   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| KILROY REALTY CORP                       | Kilroy Realty Corp                       | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               | CORP              | US        |    127393 | NS      | $5505925.46   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| KINSALE CAPITAL GROUP INC                | Kinsale Capital Group Inc                | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Long             | EC               | CORP              | US        |     26076 | NS      | $8036883.96   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| KIRBY CORP                               | Kirby Corp                               | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |     72547 | NS      | $5063055.13   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| KITE REALTY GRP                          | Kite Realty Group Trust                  | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    265378 | NS      | $6050618.40   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson Cos Inc                        | Patterson Cos Inc                        | CUSIP: 703395103<br>LEI: YM48Q2087CUE26GWEK09 | Long             | EC               | CORP              | US        |    104919 | NS      | $2983896.36   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYLOCITY HOLDING CORP                   | Paylocity Holding Corp                   | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |     49543 | NS      | $10791951.69  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| KNIGHT-SWIFT TRANSPORTATION HOLDINGS INC | Knight-Swift Transportation Holdings Inc | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    194588 | NS      | $10786012.84  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| KOHLS CORP                               | Kohl's Corp                              | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |    155584 | NS      | $4991134.72   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| KYNDRYL HOLDINGS INC                     | Kyndryl Holdings Inc                     | CUSIP: 50155Q100<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | EC               | CORP              | US        |    247178 | NS      | $2894454.38   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| LHC GROUP                                | LHC Group Inc                            | CUSIP: 50187A107<br>LEI: 5299009NPLWAMRQYZX73 | Long             | EC               | CORP              | US        |     37579 | NS      | $6140784.39   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Timken Co/The                            | Timken Co/The                            | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |     80949 | NS      | $6150505.02   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| TOLL BROTHERS INC                        | Toll Brothers Inc                        | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |    129506 | NS      | $6204632.46   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| LAMAR ADVERTISING CO (DELAWARE)          | Lamar Advertising Co                     | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               | CORP              | US        |    105509 | NS      | $10565671.26  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| LANCASTER COLONY CORP                    | Lancaster Colony Corp                    | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Long             | EC               | CORP              | US        |     24000 | NS      | $4971360.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| PEBBLEBROOK HOTEL TRUST                  | Pebblebrook Hotel Trust                  | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EC               | CORP              | US        |    159207 | NS      | $2650796.55   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PENN ENTERTAINMENT INC                   | Penn National Gaming Inc                 | CUSIP: 707569109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    192042 | NS      | $6757957.98   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| TOPBUILD CORP                            | TopBuild Corp                            | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |     39216 | NS      | $6042401.28   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Toro Co/The                              | Toro Co/The                              | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |    126650 | NS      | $14056883.50  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| PENUMBRA INC                             | Penumbra Inc                             | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Long             | EC               | CORP              | US        |     45888 | NS      | $9613994.88   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| PERFORMANCE FOOD GROUP CO                | Performance Food Group Co                | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |    187729 | NS      | $11447714.42  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| LANDSTAR SYST INC.                       | Landstar System Inc                      | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |     44118 | NS      | $7631531.64   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| LANTHEUS HOLDINGS INC                    | Lantheus Holdings Inc                    | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |     83256 | NS      | $5168532.48   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| PHYSICIANS REALTY TRUST                  | Physicians Realty Trust                  | CUSIP: 71943U104<br>LEI: 549300ITOVH0OY7PZC34 | Long             | EC               | CORP              | US        |    274107 | NS      | $4092417.51   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PILGRIMS PRIDE CORP                      | Pilgrim's Pride Corp                     | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               | CORP              | US        |     55008 | NS      | $1439009.28   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PINNACEL FINL PARTNERS INC               | Pinnacle Financial Partners Inc          | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |     92552 | NS      | $7764187.28   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| POLARIS INC                              | Polaris Inc                              | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |     67803 | NS      | $7733610.18   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| TRAVEL + LEISURE CO                      | Travel + Leisure Co                      | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |    101524 | NS      | $3946237.88   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Trex Co Inc                              | Trex Co Inc                              | CUSIP: 89531P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    133544 | NS      | $6128334.16   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| TRIPADVISOR INC                          | TripAdvisor Inc                          | CUSIP: 896945201<br>LEI: 549300XVG45PT5BART17 | Long             | EC               | CORP              | US        |    126172 | NS      | $2572647.08   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI CORP                                 | UGI Corp                                 | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |    253590 | NS      | $9801253.50   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| PORTLAND GENERAL ELECTRIC COMP           | Portland General Electric Co             | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |    108086 | NS      | $5321073.78   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| POST HOLDINGS INC                        | Post Holdings Inc                        | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |     65862 | NS      | $6165341.82   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB FINL CORP                            | UMB Financial Corp                       | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |     52655 | NS      | $4503055.60   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Umpqua Holdings Corp                     | Umpqua Holdings Corp                     | CUSIP: 904214103<br>LEI: 5299002ENJ7CY215BW86 | Long             | EC               | CORP              | US        |    262879 | NS      | $5328557.33   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| UNDER ARMOUR INC                         | Under Armour Inc                         | CUSIP: 904311107<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |    228529 | NS      | $2285290.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| UNDER ARMOUR INC                         | Under Armour Inc                         | CUSIP: 904311206<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |    241748 | NS      | $2108042.56   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| United Bankshares Inc/WV                 | United Bankshares Inc/WV                 | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Long             | EC               | CORP              | US        |    162997 | NS      | $6990941.33   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES STEEL CORP                 | United States Steel Corp                 | CUSIP: 912909108<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | EC               | CORP              | US        |    287315 | NS      | $7553511.35   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED THERAPEUTICS CORP                 | United Therapeutics Corp                 | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |     55126 | NS      | $15429216.14  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVAR INC                               | Univar Solutions Inc                     | CUSIP: 91336L107<br>LEI: 549300VSXHFQVR770L55 | Long             | EC               | CORP              | US        |    202011 | NS      | $6692624.43   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| POTLATCHDELTIC CORP                      | PotlatchDeltic Corp                      | CUSIP: 737630103<br>LEI: 54930084YA8UJOTXDM59 | Long             | EC               | CORP              | US        |     97617 | NS      | $4665116.43   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| POWER INTEGRATIONS INC                   | Power Integrations Inc                   | CUSIP: 739276103<br>LEI: 54930085LGXSCIHD5W31 | Long             | EC               | CORP              | US        |     69254 | NS      | $5573561.92   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL DISPLAY CORP                   | Universal Display Corp                   | CUSIP: 91347P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     52625 | NS      | $5926627.50   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| UNUM GROUP                               | Unum Group                               | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |    227694 | NS      | $9604132.92   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OZK                                 | Bank OZK                                 | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               | CORP              | US        |    134690 | NS      | $6215943.50   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| PRIMERICA INC                            | Primerica Inc                            | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               | CORP              | US        |     45361 | NS      | $6760149.83   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| PROGYNY INC                              | Progyny Inc                              | CUSIP: 74340E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     90334 | NS      | $3308934.42   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BELDEN INC                               | Belden Inc                               | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |     52715 | NS      | $4240394.60   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| BELLRING BRANDS INC                      | BellRing Brands Inc                      | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Long             | EC               | CORP              | US        |    164042 | NS      | $4086286.22   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACK HILLS CORP                         | Black Hills Corp                         | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |     78821 | NS      | $5645948.23   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKBAUD INC                            | Blackbaud Inc                            | CUSIP: 09227Q100<br>LEI: 54930056X3HKFMNG3754 | Long             | EC               | CORP              | US        |     53951 | NS      | $3197675.77   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| H&R BLOCK INC                            | H&R Block Inc                            | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |    193291 | NS      | $8448749.61   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| BOSTON BEER CO INC                       | Boston Beer Co Inc/The                   | CUSIP: 100557107<br>LEI: 529900Q02MQ0DCQNRM58 | Long             | EC               | CORP              | US        |     11518 | NS      | $4427173.66   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| BOYD GAMING CORP                         | Boyd Gaming Corp                         | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Long             | EC               | CORP              | US        |     98345 | NS      | $6031498.85   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL INC                | Brighthouse Financial Inc                | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |     86980 | NS      | $4848265.20   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| VALLEY NTL BANCORP                       | Valley National Bancorp                  | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |    508986 | NS      | $6443762.76   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| VALMONT INDUSTRIES INC                   | Valmont Industries Inc                   | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |     25859 | NS      | $8757408.94   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Brink's Co/The                           | Brink's Co/The                           | CUSIP: 109696104<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | EC               | CORP              | US        |     57218 | NS      | $3418775.50   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIXMOR PROPERTY GROUP INC               | Brixmor Property Group Inc               | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |    362941 | NS      | $8412972.38   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| VALVOLINE INC                            | Valvoline Inc                            | CUSIP: 92047W101<br>LEI: 549300CMHPBEY6VPOT75 | Long             | EC               | CORP              | US        |    214396 | NS      | $7070780.08   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| VIASAT INC                               | ViaSat Inc                               | CUSIP: 92552V100<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | EC               | CORP              | US        |     91505 | NS      | $3119405.45   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| VICOR CORP                               | Vicor Corp                               | CUSIP: 925815102<br>LEI: 5299005KMQOTR6B51F09 | Long             | EC               | CORP              | US        |     26931 | NS      | $1454004.69   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| VICTORIAS SECRET & CO                    | Victoria's Secret & Co                   | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Long             | EC               | CORP              | US        |    100620 | NS      | $4628520.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| AZENTA INC                               | Brooks Automation Inc                    | CUSIP: 114340102<br>LEI: 35ZN6X1ANPH25YN32Y17 | Long             | EC               | CORP              | US        |     90860 | NS      | $5470680.60   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| BRUKER CORP                              | Bruker Corp                              | CUSIP: 116794108<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EC               | CORP              | US        |    122003 | NS      | $8224222.23   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| VISHAY INTERTECH INC.                    | Vishay Intertechnology Inc               | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |    158272 | NS      | $3646586.88   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTEON CORP                             | Visteon Corp                             | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |     34060 | NS      | $5000008.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| BRUNSWICK CORPORATION                    | Brunswick Corp/DE                        | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |     90071 | NS      | $6683268.20   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                 | Builders FirstSource Inc                 | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |    189029 | NS      | $12084623.97  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| VONTIER CORP                             | Vontier Corp                             | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |    191292 | NS      | $3755061.96   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| VOYA FINANCIAL INC                       | Voya Financial Inc                       | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |    118594 | NS      | $7824832.12   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO FINANCIAL GROUP INC                  | CNO Financial Group Inc                  | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |    138552 | NS      | $3253200.96   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX RESOURCES CORP                       | CNX Resources Corp                       | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |    229453 | NS      | $3985598.61   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PROPERITY BANCSHARES INC                 | Prosperity Bancshares Inc                | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    110472 | NS      | $8348369.04   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALYS INC COM                           | Qualys Inc                               | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |     42282 | NS      | $5214216.24   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| WASHINGTON FEDERAL INC                   | Washington Federal Inc                   | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     79117 | NS      | $2790456.59   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| WATSCO INC.                              | Watsco Inc                               | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |     40218 | NS      | $10817837.64  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| RLI CORP(PRE-REINCORPORATION)            | RLI Corp                                 | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |     48904 | NS      | $6360943.28   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| RH                                       | RH                                       | CUSIP: 74967X103<br>LEI: 5493008MTS3OGGMHGK69 | Long             | EC               | CORP              | US        |     24213 | NS      | $6945014.79   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| WATTS WATER TECHNOLOGIES INC             | Watts Water Technologies Inc             | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |     33069 | NS      | $5239783.05   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| RPM INTERNATIONAL INC                    | RPM International Inc                    | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |    156248 | NS      | $16190417.76  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| RXO INC                                  | RXO Inc                                  | CUSIP: 74982T103<br>LEI: 549300KL8CA6GP8XPM30 | Long             | EC               | CORP              | US        |    139330 | NS      | $2647270.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CABLE ONE INC                            | Cable One Inc                            | CUSIP: 12685J105<br>LEI: 549300648QS85T0XSH18 | Long             | EC               | CORP              | US        |      5910 | NS      | $4280553.90   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CABOT CORP                               | Cabot Corp                               | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |     68186 | NS      | $5019853.32   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| RANGE RESOURCES CORP                     | Range Resources Corp                     | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |    300103 | NS      | $8663973.61   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| RAYONIER INC                             | Rayonier Inc                             | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               | CORP              | US        |    177338 | NS      | $6362887.44   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| CACI INTL INC                            | CACI International Inc                   | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |     28361 | NS      | $8857140.30   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Bank                             | Cadence Bank                             | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |    220987 | NS      | $6373265.08   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| CALIX INC                                | Calix Inc                                | CUSIP: 13100M509<br>LEI: 5299002RQRZ4SXSCSJ58 | Long             | EC               | CORP              | US        |     68744 | NS      | $4901447.20   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| TOPGOLF CALLAWAY BRANDS CORP             | Callaway Golf Co                         | CUSIP: 131193104<br>LEI: 5493005UB0KFRKBPCU72 | Long             | EC               | CORP              | US        |    167837 | NS      | $3516185.15   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CARLISLE CO INC                          | Carlisle Cos Inc                         | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |     62645 | NS      | $16482525.95  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter's Inc                             | Carter's Inc                             | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               | CORP              | US        |     47230 | NS      | $3449679.20   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| REGAL REXNORD CORP                       | Regal Beloit Corp                        | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |     80514 | NS      | $10556190.54  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| REINSURANCE GROUP OF AMERICA IN          | Reinsurance Group of America Inc         | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |     81155 | NS      | $11718782.00  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| CASEYS GENERAL STORES INC                | Casey's General Stores Inc               | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |     45115 | NS      | $10963847.30  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| CATHAY GENERAL BANCORP INC               | Cathay General Bancorp                   | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |     90136 | NS      | $4188619.92   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| RELIANCE STEEL & ALUMINUM CO             | Reliance Steel & Aluminum Co             | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |     73025 | NS      | $15429452.25  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| REPLIGEN CORP                            | Repligen Corp                            | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |     62503 | NS      | $11178036.52  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| CELSIUS HOLDINGS INC                     | Celsius Holdings Inc                     | CUSIP: 15118V207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     48554 | NS      | $5406002.36   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CHAMPIONX CORP                           | ChampionX Corp                           | CUSIP: 15872M104<br>LEI: 549300EP2909K6DYYP38 | Long             | EC               | CORP              | US        |    245780 | NS      | $7579855.20   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| CHART INDUSTRIES                         | Chart Industries Inc                     | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |     43436 | NS      | $6210913.64   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEMED CORP                              | Chemed Corp                              | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |     18052 | NS      | $9387040.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemours Co/The                          | Chemours Co/The                          | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |    187894 | NS      | $5834108.70   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CHOICE HOTELS INTL INC                   | Choice Hotels International Inc          | CUSIP: 169905106<br>LEI: 5493003CYRY5RFGTIR97 | Long             | EC               | CORP              | US        |     35130 | NS      | $4328718.60   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CHURCHILL DOWNS INC                      | Churchill Downs Inc                      | CUSIP: 171484108<br>LEI: 529900FODTBQC8MIS994 | Long             | EC               | CORP              | US        |     40179 | NS      | $8918130.84   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| CIENA CORP                               | Ciena Corp                               | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |    181314 | NS      | $8151877.44   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| CIRRUS LOGIC, INC.                       | Cirrus Logic Inc                         | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |     67751 | NS      | $5061677.21   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEAN HARBORS INC                        | Clean Harbors Inc                        | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |     60940 | NS      | $7312800.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEVELAND-CLIFFS INC                     | Cleveland-Cliffs Inc                     | CUSIP: 185899101<br>LEI: 549300TM2WLI2BJMDD86 | Long             | EC               | CORP              | US        |    626521 | NS      | $9698545.08   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| COCA-COLA CONSOLIDATED INC               | Coca-Cola Consolidated Inc               | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |      5575 | NS      | $2741785.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| COGNEX CORP                              | Cognex Corp                              | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               | CORP              | US        |    210008 | NS      | $10454198.24  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| COHERENT CORP                            | Coherent Corp                            | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |    156997 | NS      | $5757079.99   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| REXFORD INDUSTRIAL REALTY INC            | Rexford Industrial Realty Inc            | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               | CORP              | US        |    207186 | NS      | $11455313.94  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| R1 RCM Inc                               | R1 RCM Inc                               | CUSIP: 77634L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    166294 | NS      | $1504960.70   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL GOLD INC                           | Royal Gold Inc                           | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |     79498 | NS      | $8930010.34   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| RYDER SYSTEM INC                         | Ryder System Inc                         | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |     62004 | NS      | $5796753.96   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ENOVIS CORP                              | Enovis Corp                              | CUSIP: 194014502<br>LEI: 635400OP2DYYYMOIYL17 | Long             | EC               | CORP              | US        |     57692 | NS      | $3122867.96   | 0.12%             |  |  |  | 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        |  21608169 | NS      | $21599526.05  | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| COLUMBIA SPORTSWEAR CO                   | Columbia Sportswear Co                   | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |     42865 | NS      | $3840275.35   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Commerce Bancshares Inc/MO               | Commerce Bancshares Inc/MO               | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    132128 | NS      | $9899029.76   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMERCIAL METALS COMPANY                | Commercial Metals Co                     | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |    145930 | NS      | $7182674.60   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| SEI Investments Co                       | SEI Investments Co                       | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |    124713 | NS      | $7767125.64   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| SL GREEN REALTY CORP.                    | SL Green Realty Corp                     | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Long             | EC               | CORP              | US        |     77878 | NS      | $3267760.88   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM CORP                                 | SLM Corp                                 | CUSIP: 78442P106<br>LEI: 4K8SLPBF5DXXGPW03H93 | Long             | EC               | CORP              | US        |    304461 | NS      | $5315889.06   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| SABRA HEALTH CARE REIT INC               | Sabra Health Care REIT Inc               | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               | CORP              | US        |    279736 | NS      | $3611391.76   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SABRE CORP                               | Sabre Corp                               | CUSIP: 78573M104<br>LEI: 529900VKCYZW8GZ4WW58 | Long             | EC               | CORP              | US        |    397479 | NS      | $2428596.69   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SCS TRANSPORTATION INC                   | Saia Inc                                 | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |     31989 | NS      | $7792200.51   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| SCIENCE APPLICATIONS INTERNATIONAL CORP  | Science Applications International Corp  | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |     67441 | NS      | $7425928.51   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| LIGHT & WONDER INC                       | Scientific Games Corp                    | CUSIP: 80874P109<br>LEI: 529900JXALYBOHXKFM62 | Long             | EC               | CORP              | US        |    114247 | NS      | $7399778.19   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| SCOTTS MIRACLE-GRO CO/THE                | Scotts Miracle-Gro Co/The                | CUSIP: 810186106<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | EC               | CORP              | US        |     48986 | NS      | $2739786.98   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SELECTIVE INS GRP INC.                   | Selective Insurance Group Inc            | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |     73068 | NS      | $7023296.16   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

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

**Signature:** Martha Skinner

**Name of Signer:** Martha Skinner

**Title:** Assistant Treasurer