# EDGAR Filing Document

**Accession Number:** 0001413032
**File Stem:** 0001145549-23-009165
**Filing Date:** 2023-2
**Character Count:** 63519
**Document Hash:** 990dcb9a9c6433dba9fcfc204a4bc107
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-009165.hdr.sgml**: 20230224

**ACCESSION NUMBER**: 0001145549-23-009165

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230224

**DATE AS OF CHANGE**: 20230224

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Columbia Funds Variable Series Trust II
- **CENTRAL INDEX KEY:** 0001413032
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22127
- **FILM NUMBER:** 23663142

**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:** RiverSource Variable Series Trust
- **DATE OF NAME CHANGE:** 20070920

## Series and Classes Contracts Data

### Variable Portfolio - Partners Small Cap Value Fund (Series ID: S000019853)

| Class ID   | Class Name                                                 | Ticker Symbol   |
|:---|:---|:---|
| C000055690 | Variable Portfolio - Partners Small Cap Value Fund Class 3 |  |
| C000088781 | Variable Portfolio - Partners Small Cap Value Fund Class 1 |  |
| C000088782 | Variable Portfolio - Partners Small Cap Value Fund Class 2 |  |

## 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 Variable Series Trust II

- **b. Investment Company Act file number:** 811-22127

- **c. CIK number of Registrant:** 0001413032

- **d. LEI of Registrant:** 54930017CSZ4UCL7G406

- **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:** Variable Portfolio - Partners Small Cap Value Fund

- **b. EDGAR series identifier (if any):** S000019853

- **c. LEI of Series:** 549300G22MN0LFFJ7036

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

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-31

**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:** $594394881.09

**Total Liabilities:** $211386.45

**Net Assets:** $594183494.64

**Cash Not Reported:** $0.14

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000055690 | 12.29%               | 5.42%                | -5.99%               |
| Class ID C000088781 | 12.26%               | 5.46%                | -5.98%               |
| Class ID C000088782 | 12.22%               | 5.42%                | -5.97%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-6350359.98             | $73277958.45                               |
| Month 2  | $5012667.16              | $27562584.32                               |
| Month 3  | $-541793.95              | $-37817296.23                              |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ABM IND INC                           | ABM Industries Inc                      | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |     87257 | NS      | $3875955.94   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| ANI PHARMACEUTICALS INC               | ANI Pharmaceuticals Inc                 | CUSIP: 00182C103<br>LEI: 5493000T6CXTND40YH31 | Long             | EC               | CORP              | US        |     52162 | NS      | $2098477.26   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN AIRLINES GROUP INC           | AMERICAN AIRLINES ESCROW                | CUSIP: 001ESC102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    185100 | NS      | $0.19         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| AZZ                                   | AZZ Inc                                 | CUSIP: 002474104<br>LEI: 549300HD1X2NFLWPYC83 | Long             | EC               | CORP              | US        |    103212 | NS      | $4149122.40   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| AEROJET ROCKETDYNE HOLDINGS INC       | Aerojet Rocketdyne Holdings Inc         | CUSIP: 007800105<br>LEI: 549300VULNLWHE8QWI76 | Long             | EC               | CORP              | US        |      9672 | NS      | $540954.96    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCED ENERGY INDUSTRIES INC        | Advanced Energy Industries Inc          | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Long             | EC               | CORP              | US        |     30496 | NS      | $2615946.88   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINOOK THERAPEUTICS INC              | ADURO BIOTECH CVR                       | CUSIP: 007CVR012<br>LEI: 549300X0O3003W5QYQ48 | Long             | EC               | CORP              | US        |      4550 | NS      | $4868.50      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| ALAMOS GOLD INC                       | Alamos Gold Inc                         | CUSIP: 011532108<br>LEI: 549300TDOX73YGYXE959 | Long             | EC               | CORP              | CA        |    389171 | NS      | $3934518.81   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBANY INTL CORP.                     | Albany International Corp               | CUSIP: 012348108<br>LEI: L73WCPNCZIRSQGZTW097 | Long             | EC               | CORP              | US        |     45813 | NS      | $4516703.67   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLETE INC.                           | ALLETE Inc                              | CUSIP: 018522300<br>LEI: 549300NNLSIMY6Z8OT86 | Long             | EC               | CORP              | US        |     58252 | NS      | $3757836.52   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EAGLE OUTFITTERS INC         | American Eagle Outfitters Inc           | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |     95520 | NS      | $1333459.20   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERIS BANCORP                        | Ameris Bancorp                          | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |     84125 | NS      | $3965652.50   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| ANGIODYNAMICS                         | AngioDynamics Inc                       | CUSIP: 03475V101<br>LEI: 549300W3VKC5ZKMO8C28 | Long             | EC               | CORP              | US        |     66893 | NS      | $921116.61    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| APOGEE ENTERPRISES, INC.              | Apogee Enterprises Inc                  | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |    102597 | NS      | $4561462.62   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| ARMSTRONG WORLD INDUSTRIES INC        | Armstrong World Industries Inc          | CUSIP: 04247X102<br>LEI: KXMRXXOJ88Q45Y45MG74 | Long             | EC               | CORP              | US        |     41297 | NS      | $2832561.23   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| ASTEC INDUSTRIES INC                  | Astec Industries Inc                    | CUSIP: 046224101<br>LEI: 5493002DO2QKHLKB2A48 | Long             | EC               | CORP              | US        |    103556 | NS      | $4210586.96   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| UNION BANKSHARES CORP                 | Atlantic Union Bankshares Corp          | CUSIP: 04911A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     98734 | NS      | $3469512.76   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| AVISTA CORP                           | Avista Corp                             | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |     45899 | NS      | $2035161.66   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| BANC OF CALIFORNIA INC                | Banc of California Inc                  | CUSIP: 05990K106<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EC               | CORP              | US        |    192920 | NS      | $3073215.60   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| BELDEN INC                            | Belden Inc                              | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |    153616 | NS      | $11044990.40  | 1.86%             |  |  |  | No            |                  1 | On Loan: No      |
| BERKSHIRE HILLS BANCORP INC.          | Berkshire Hills Bancorp Inc             | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Long             | EC               | CORP              | US        |    108047 | NS      | $3230605.30   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOCRYST PHARMACEUTICALS INC          | BioCryst Pharmaceuticals Inc            | CUSIP: 09058V103<br>LEI: 549300Z0INP1Z5NP6J59 | Long             | EC               | CORP              | US        |    216006 | NS      | $2479748.88   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| BLOOMIN BRANDS INC                    | Bloomin' Brands Inc                     | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |    168137 | NS      | $3382916.44   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| BLUEPRINT MEDICINES CORP              | Blueprint Medicines Corp                | CUSIP: 09627Y109<br>LEI: 5299004CC60O9T5HVM83 | Long             | EC               | CORP              | US        |     16699 | NS      | $731583.19    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BRADY CORPORATION                     | Brady Corp                              | CUSIP: 104674106<br>LEI: 549300G2LEQOFQC8GY34 | Long             | EC               | CORP              | US        |     72750 | NS      | $3426525.00   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| BRANDYWINE                            | Brandywine Realty Trust                 | CUSIP: 105368203<br>LEI: 5UZ46ZCYUFYYAC0DS831 | Long             | EC               | CORP              | US        |    170715 | NS      | $1049897.25   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Brightsphere Investment Group Inc     | Brightsphere Investment Group Inc       | CUSIP: 10948W103<br>LEI: 5493004FTLQNQTBOP608 | Long             | EC               | CORP              | US        |    127883 | NS      | $2631832.14   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| CBIZ INC                              | CBIZ Inc                                | CUSIP: 124805102<br>LEI: 529900D5X8CFM8O1N813 | Long             | EC               | CORP              | US        |     87110 | NS      | $4081103.50   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| CSG SYST INTL INC.                    | CSG Systems International Inc           | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |     71299 | NS      | $4078302.80   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| CARETRUST REIT INC                    | CareTrust REIT Inc                      | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               | CORP              | US        |    136156 | NS      | $2529778.48   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter's Inc                          | Carter's Inc                            | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               | CORP              | US        |     74821 | NS      | $5582394.81   | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTRAL GARDEN & PET CO               | Central Garden & Pet Co                 | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |     82848 | NS      | $2965958.40   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| CIRCOR International Inc              | CIRCOR International Inc                | CUSIP: 17273K109<br>LEI: 5493007701O01N3FQM69 | Long             | EC               | CORP              | US        |    155851 | NS      | $3734189.96   | 0.63%             |  |  |  | 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        |  12307405 | NS      | $12303712.69  | 2.07%             |  |  |  | No            |                  1 | On Loan: No      |
| COLUMBUS MCKINNON CORP                | Columbus McKinnon Corp/NY               | CUSIP: 199333105<br>LEI: 549300W3HQB0HO1F3G69 | Long             | EC               | CORP              | US        |     54848 | NS      | $1780914.56   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Bank System Inc             | Community Bank System Inc               | CUSIP: 203607106<br>LEI: 5299008N6YHE6GCP1E80 | Long             | EC               | CORP              | US        |     37485 | NS      | $2359680.75   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| COMPASS MINERALS INTERNATIONAL I      | Compass Minerals International Inc      | CUSIP: 20451N101<br>LEI: 2549008X9G8XP7YJGC47 | Long             | EC               | CORP              | US        |    154751 | NS      | $6344791.00   | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| COMPASS DIVERSIFIED HOLDINGS          | Compass Diversified Holdings            | CUSIP: 20451Q104<br>LEI: 5299001SM1LBYANJRR58 | Long             | EC               | CORP              | US        |    158485 | NS      | $2889181.55   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| CONDUENT INC                          | Conduent Inc                            | CUSIP: 206787103<br>LEI: 549300SFJ2D2CYY6CQ11 | Long             | EC               | CORP              | US        |   1185286 | NS      | $4800408.30   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| CONNECTONE BANCORP INC                | ConnectOne Bancorp Inc                  | CUSIP: 20786W107<br>LEI: 549300E2M5ZYAZKUK134 | Long             | EC               | CORP              | US        |    111079 | NS      | $2689222.59   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| COTY INC                              | Coty Inc                                | CUSIP: 222070203<br>LEI: 549300BO9IWPF3S48F93 | Long             | EC               | CORP              | US        |    763936 | NS      | $6539292.16   | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| COUSINS PROPERTIES INC                | Cousins Properties Inc                  | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               | CORP              | US        |     77079 | NS      | $1949327.78   | 0.33%             |  |  |  | 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        |     23260 | NS      | $2203652.40   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| DELUXE CORP                           | Deluxe Corp                             | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               | CORP              | US        |    137532 | NS      | $2335293.36   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| DESIGNER BRANDS INC                   | Designer Brands Inc                     | CUSIP: 250565108<br>LEI: 549300X8J6FI8PPRK859 | Long             | EC               | CORP              | US        |    204556 | NS      | $2000557.68   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| DESKTOP METAL INC                     | Desktop Metal Inc                       | CUSIP: 25058X105<br>LEI: 254900C3ZY0EFO5PGJ27 | Long             | EC               | CORP              | US        |    177679 | NS      | $241643.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DigitalBridge Group Inc               | DigitalBridge Group Inc                 | CUSIP: 25401T603<br>LEI: 549300XG87L902AGBO89 | Long             | EC               | CORP              | US        |     86528 | NS      | $946616.32    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Dime Community Bancshares Inc         | Bridge Bancorp Inc                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    111489 | NS      | $3548694.87   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| DRIL-QUIP INC                         | Dril-Quip Inc                           | CUSIP: 262037104<br>LEI: 5299007REICYIJNMW197 | Long             | EC               | CORP              | US        |    227425 | NS      | $6179137.25   | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EL POLLO LOCO HOLDINGS INC            | El Pollo Loco Holdings Inc              | CUSIP: 268603107<br>LEI: 549300EZCBNF4G707K90 | Long             | EC               | CORP              | US        |    150648 | NS      | $1500454.08   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| EARTHSTONE ENERGY INC                 | Earthstone Energy Inc                   | CUSIP: 27032D304<br>LEI: 54930081UTV7CK45XG14 | Long             | EC               | CORP              | US        |    173089 | NS      | $2463056.47   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTERN BANKSHARES INC                | Eastern Bankshares Inc                  | CUSIP: 27627N105<br>LEI: 549300J245MBQU3DO403 | Long             | EC               | CORP              | US        |    198565 | NS      | $3425246.25   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| EDGEWELL PERSONAL CARE CO             | Edgewell Personal Care Co               | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               | CORP              | US        |     64813 | NS      | $2497893.02   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| EHEALTH                               | eHealth Inc                             | CUSIP: 28238P109<br>LEI: 5299003O8Y5OKXUZQ421 | Long             | EC               | CORP              | US        |     47994 | NS      | $232290.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ELEMENT SOLUTIONS INC                 | Element Solutions Inc                   | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |    151710 | NS      | $2759604.90   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| EMPIRE STATE REALTY TRUST INC         | Empire State Realty Trust Inc           | CUSIP: 292104106<br>LEI: 549300VOKY1DUEQSB456 | Long             | EC               | CORP              | US        |    577189 | NS      | $3890253.86   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERSYS                               | EnerSys                                 | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |     56975 | NS      | $4207034.00   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERPRISE FINANCIAL SERVICES CO      | Enterprise Financial Services Corp      | CUSIP: 293712105<br>LEI: 5493001XTU5DLD632129 | Long             | EC               | CORP              | US        |    133565 | NS      | $6539342.40   | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AAR CORP                              | AAR Corp                                | CUSIP: 000361105<br>LEI: MP76T5YQX3YK5VVAQ802 | Long             | EC               | CORP              | US        |     73385 | NS      | $3294986.50   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITY COMMONWEALTH                   | Equity Commonwealth                     | CUSIP: 294628102<br>LEI: 549300YPGVU9PR4L0606 | Long             | EC               | CORP              | US        |    524016 | NS      | $13084679.52  | 2.20%             |  |  |  | No            |                  1 | On Loan: No      |
| FARO TECH INC.                        | FARO Technologies Inc                   | CUSIP: 311642102<br>LEI: 529900MFEFNOFP3YR823 | Long             | EC               | CORP              | US        |     93347 | NS      | $2745335.27   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL SIGNAL CORP                   | Federal Signal Corp                     | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |     71172 | NS      | $3307362.84   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST BANCORP/NC                      | First Bancorp/Southern Pines NC         | CUSIP: 318910106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     78033 | NS      | $3342933.72   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST MERCHANTS CORP                  | First Merchants Corp                    | CUSIP: 320817109<br>LEI: TZTBT0OTGQ2FEK6XMX94 | Long             | EC               | CORP              | US        |     87958 | NS      | $3615953.38   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| FOUR CORNERS PROPERTY TRUST INC       | Four Corners Property Trust Inc         | CUSIP: 35086T109<br>LEI: 549300SVTPZPBDVNER42 | Long             | EC               | CORP              | US        |    117542 | NS      | $3047864.06   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| GILDAN ACTIVEWEAR INC.                | Gildan Activewear Inc                   | CUSIP: 375916103<br>LEI: 549300SB3IBI34M00Z45 | Long             | EC               | CORP              | CA        |     87541 | NS      | $2398623.40   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| GLACIER BANCORP INC                   | Glacier Bancorp Inc                     | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Long             | EC               | CORP              | US        |     73116 | NS      | $3613392.72   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| GLATFELTER CORP                       | Glatfelter Corp                         | CUSIP: 377320106<br>LEI: 549300LDQLQBT38QDY28 | Long             | EC               | CORP              | US        |    212411 | NS      | $590502.58    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAFTECH INTERNATIONAL LTD.           | GrafTech International Ltd              | CUSIP: 384313508<br>LEI: 549300GY32W00XP57351 | Long             | EC               | CORP              | US        |    326023 | NS      | $1551869.48   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| GRANITE CONSTRUCTION INC.             | Granite Construction Inc                | CUSIP: 387328107<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | EC               | CORP              | US        |    110691 | NS      | $3881933.37   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| GREAT LAKES DREDGE & DOCK CORP        | Great Lakes Dredge & Dock Corp          | CUSIP: 390607109<br>LEI: 549300H65E3MZ1CX0P05 | Long             | EC               | CORP              | US        |    259973 | NS      | $1546839.35   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| GREEN DOT CORP                        | Green Dot Corp                          | CUSIP: 39304D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     76867 | NS      | $1216035.94   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| GREIF INC                             | Greif Inc                               | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |     48538 | NS      | $3254958.28   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| HAIN CELESTIAL GROUP INC              | Hain Celestial Group Inc/The            | CUSIP: 405217100<br>LEI: 5493000S8QXWHLIXDP75 | Long             | EC               | CORP              | US        |    302349 | NS      | $4892006.82   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| HANCOCK HOLDING CO                    | Hancock Whitney Corp                    | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |     79688 | NS      | $3856102.32   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| HARLEY-DAVIDSON INC                   | Harley-Davidson Inc                     | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |     30065 | NS      | $1250704.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Helmerich & Payne Inc                 | Helmerich & Payne Inc                   | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |     66941 | NS      | $3318265.37   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| HILLENBRAND                           | Hillenbrand Inc                         | CUSIP: 431571108<br>LEI: U246OE781574J2BUD366 | Long             | EC               | CORP              | US        |     79974 | NS      | $3412490.58   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| HUB GRP INC                           | Hub Group Inc                           | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44495 | NS      | $3536907.55   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| HURON CONSUL                          | Huron Consulting Group Inc              | CUSIP: 447462102<br>LEI: 549300NGVB9H6TKTLE36 | Long             | EC               | CORP              | US        |     14993 | NS      | $1088491.80   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ICU MEDICAL INC.                      | ICU Medical Inc                         | CUSIP: 44930G107<br>LEI: 5493003NRW7LS2QZRH60 | Long             | EC               | CORP              | US        |     45032 | NS      | $7091639.36   | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| IMMUNOGEN INC                         | ImmunoGen Inc                           | CUSIP: 45253H101<br>LEI: 54930084U0R1OP766Y02 | Long             | EC               | CORP              | US        |    284237 | NS      | $1409815.52   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEGER HOLDINGS CORP                 | Integer Holdings Corp                   | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Long             | EC               | CORP              | US        |     58806 | NS      | $4025858.76   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| KAR AUCTION SERVICES INC              | KAR Auction Services Inc                | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Long             | EC               | CORP              | US        |    165638 | NS      | $2161575.90   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR INC                               | KBR Inc                                 | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |     87982 | NS      | $4645449.60   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| KAISER ALUMINUM CORPORATION           | Kaiser Aluminum Corp                    | CUSIP: 483007704<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45198 | NS      | $3433240.08   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| KITE REALTY GRP                       | Kite Realty Group Trust                 | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    207721 | NS      | $4372527.05   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| KNOWLES CORP                          | Knowles Corp                            | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Long             | EC               | CORP              | US        |    238563 | NS      | $3917204.46   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| KULICKE & SOFFA IND INC.              | Kulicke & Soffa Industries Inc          | CUSIP: 501242101<br>LEI: 529900H6BEIRBF429744 | Long             | EC               | CORP              | US        |     75692 | NS      | $3350127.92   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| LA-Z-BOY INC                          | La-Z-Boy Inc                            | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               | CORP              | US        |    129177 | NS      | $2947819.14   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| LAKELAND FINL CORP                    | Lakeland Financial Corp                 | CUSIP: 511656100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18594 | NS      | $1356804.18   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| LANTHEUS HOLDINGS INC                 | Lantheus Holdings Inc                   | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |     57497 | NS      | $2930047.12   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC INVESTMENT CORPORATION           | MGIC Investment Corp                    | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |    250003 | NS      | $3250039.00   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| UMH PROPERTIES INC                    | UMH Properties Inc                      | CUSIP: 903002103<br>LEI: 529900OM5K3PJ11F0Q09 | Long             | EC               | CORP              | US        |    186011 | NS      | $2994777.10   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Umpqua Holdings Corp                  | Umpqua Holdings Corp                    | CUSIP: 904214103<br>LEI: 5299002ENJ7CY215BW86 | Long             | EC               | CORP              | US        |    143050 | NS      | $2553442.50   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| United Community Banks Inc/GA         | United Community Banks Inc/GA           | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |    114908 | NS      | $3883890.40   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL ELECTRONICS INC.            | Universal Electronics Inc               | CUSIP: 913483103<br>LEI: 549300ZW9EULAR7T6F89 | Long             | EC               | CORP              | US        |     56625 | NS      | $1178366.25   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| URBAN OUTFITTERS INC                  | Urban Outfitters Inc                    | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |    162520 | NS      | $3876102.00   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| VERINT SYSTEMS INC                    | Verint Systems Inc                      | CUSIP: 92343X100<br>LEI: 549300KEQJS5FRVUCO94 | Long             | EC               | CORP              | US        |     67554 | NS      | $2450859.12   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| VERITEX HOLDINGS INC                  | Veritex Holdings Inc                    | CUSIP: 923451108<br>LEI: 549300F3SMOML02SC814 | Long             | EC               | CORP              | US        |     99407 | NS      | $2791348.56   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| WASHINGTON FEDERAL INC                | Washington Federal Inc                  | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     99642 | NS      | $3342989.10   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| ELME COMMUNITIES                      | Washington Real Estate Investment Trust | CUSIP: 939653101<br>LEI: 549300DI34BGS8LVKW95 | Long             | EC               | CORP              | US        |    176640 | NS      | $3144192.00   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| WERNER ENTERPRISES INC                | Werner Enterprises Inc                  | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |     79080 | NS      | $3183760.80   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| WESBANCO INC                          | WesBanco Inc                            | CUSIP: 950810101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     85032 | NS      | $3144483.36   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHN WILEY & SONS INC                 | John Wiley & Sons Inc                   | CUSIP: 968223206<br>LEI: 5493003XM719UN7E8P64 | Long             | EC               | CORP              | US        |     76813 | NS      | $3077128.78   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| WINNEBAGO IND INC                     | Winnebago Industries Inc                | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |     52866 | NS      | $2786038.20   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| ADIENT PLC                            | Adient PLC                              | CUSIP: G0084W101<br>LEI: 5493002QLDY8O75RTR78 | Long             | EC               | CORP              | IE        |     80514 | NS      | $2793030.66   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| ALKERMES PLC                          | Alkermes PLC                            | CUSIP: G01767105<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     64977 | NS      | $1697849.01   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| ARGO GROUP INTERNATIONAL HOLDINGS LTD | Argo Group International Holdings Ltd   | CUSIP: G0464B107<br>LEI: 549300M4T8Y5TTWI6O03 | Long             | EC               | CORP              | BM        |     85335 | NS      | $2205909.75   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| ORION ENGINEERED CARBONS SA           | Orion Engineered Carbons SA             | CUSIP: L72967109<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |    206407 | NS      | $3676108.67   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| AUDIOCODES                            | AudioCodes Ltd                          | CUSIP: M15342104<br>LEI: 529900TA48138NEVR854 | Long             | EC               | CORP              | IL        |    148829 | NS      | $2662550.81   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| COGNYTE SOFTWARE LTD                  | Cognyte Software Ltd                    | CUSIP: M25133105<br>LEI: 2549006L803IRJC67B33 | Long             | EC               | CORP              | IL        |    293771 | NS      | $913627.81    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPRO GROUP HOLDINGS NV               | Expro Group Holdings NV                 | CUSIP: N3144W105<br>LEI: 724500LJYA8QIT73H017 | Long             | EC               | CORP              | NL        |    198595 | NS      | $3600527.35   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| STEVEN MADDEN LTD                     | Steven Madden Ltd                       | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |    152111 | NS      | $4861467.56   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| MARTEN TRANSPORT, LTD.                | Marten Transport Ltd                    | CUSIP: 573075108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    160432 | NS      | $3173344.96   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| MATERION CORP                         | Materion Corp                           | CUSIP: 576690101<br>LEI: 549300CJ5RI351SUYT02 | Long             | EC               | CORP              | US        |     38557 | NS      | $3374123.07   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| MAXIMUS INC                           | MAXIMUS Inc                             | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |     46602 | NS      | $3417324.66   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| PEDIATRIX MEDICAL GROUP INC           | MEDNAX Inc                              | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    109715 | NS      | $1630364.90   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCURY SYSTEMS INC                   | Mercury Systems Inc                     | CUSIP: 589378108<br>LEI: 549300P3B84SGK7HH679 | Long             | EC               | CORP              | US        |     88076 | NS      | $3940520.24   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| METHODE ELECTRONICS INC.              | Methode Electronics Inc                 | CUSIP: 591520200<br>LEI: 529900VM413LGLUS3F07 | Long             | EC               | CORP              | US        |    100486 | NS      | $4458563.82   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| MILLERKNOLL INC                       | Herman Miller Inc                       | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | EC               | CORP              | US        |    119343 | NS      | $2507396.43   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| MINERALS TECH INC.                    | Minerals Technologies Inc               | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |     52032 | NS      | $3159383.04   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Modine Manufacturing Co               | Modine Manufacturing Co                 | CUSIP: 607828100<br>LEI: Z35SZFYJR8GZZRSIUU09 | Long             | EC               | CORP              | US        |    195678 | NS      | $3886165.08   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| MODIVCARE INC                         | ModivCare Inc                           | CUSIP: 60783X104<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | EC               | CORP              | US        |     27432 | NS      | $2461473.36   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| MUELLER WATER PRODUCTS INC            | Mueller Water Products Inc              | CUSIP: 624758108<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | EC               | CORP              | US        |    155710 | NS      | $1675439.60   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Myers Industries Inc                  | Myers Industries Inc                    | CUSIP: 628464109<br>LEI: 549300I2H9XMVTCW4Q51 | Long             | EC               | CORP              | US        |    139614 | NS      | $3103619.22   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR CORP                              | NCR Corp                                | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EC               | CORP              | US        |     76167 | NS      | $1783069.47   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL BANK HOLDINGS CORP           | National Bank Holdings Corp             | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     98199 | NS      | $4131231.93   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| NeoGenomics Inc                       | NeoGenomics Inc                         | CUSIP: 64049M209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    134019 | NS      | $1238335.56   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| NETSCOUT SYST INC                     | NetScout Systems Inc                    | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |    119510 | NS      | $3885270.10   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| New Jersey Resources Corp             | New Jersey Resources Corp               | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |     75051 | NS      | $3724030.62   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTGEN HEALTHCARE INC                | NextGen Healthcare Inc                  | CUSIP: 65343C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    152235 | NS      | $2858973.30   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHWESTERN CORP                     | NorthWestern Corp                       | CUSIP: 668074305<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | EC               | CORP              | US        |     58736 | NS      | $3485394.24   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| NUVASIVE                              | NuVasive Inc                            | CUSIP: 670704105<br>LEI: 549300C5ZB4NZ6TWM881 | Long             | EC               | CORP              | US        |     46809 | NS      | $1930403.16   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| OGE ENERGY CORPORATION                | OGE Energy Corp                         | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |     88608 | NS      | $3504446.40   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| OLD NATL BNCP                         | Old National Bancorp/IN                 | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |    221735 | NS      | $3986795.30   | 0.67%             |  |  |  | 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        |     68906 | NS      | $3227557.04   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| ONESPAN INC                           | OneSpan Inc                             | CUSIP: 68287N100<br>LEI: 549300D67QDZG593UX89 | Long             | EC               | CORP              | US        |     34048 | NS      | $380997.12    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ORTHOFIX INTL NV                      | Orthofix Medical Inc                    | CUSIP: 68752M108<br>LEI: N/A                  | Long             | EC               | CORP              | CW        |    349234 | NS      | $7169774.02   | 1.21%             |  |  |  | No            |                  1 | On Loan: No      |
| OWENS & MINOR INC                     | Owens & Minor Inc                       | CUSIP: 690732102<br>LEI: 549300LMT5KQQXCEZ733 | Long             | EC               | CORP              | US        |     94175 | NS      | $1839237.75   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| OXFORD IND INC.                       | Oxford Industries Inc                   | CUSIP: 691497309<br>LEI: IDZ20O0XD3GS4UOI2L88 | Long             | EC               | CORP              | US        |     25340 | NS      | $2361181.20   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| PDC ENERGY INC                        | PDC Energy Inc                          | CUSIP: 69327R101<br>LEI: 5493008W8H2T511J5Y59 | Long             | EC               | CORP              | US        |     35876 | NS      | $2277408.48   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| PGT INNOVATIONS INC                   | PGT Innovations Inc                     | CUSIP: 69336V101<br>LEI: 549300LRW9WM59C1S579 | Long             | EC               | CORP              | US        |    151634 | NS      | $2723346.64   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| PNM RESOURCES INC                     | PNM Resources Inc                       | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |     90552 | NS      | $4418032.08   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| PORTFOLIO RECOVERY ASSOC INC.         | PRA Group Inc                           | CUSIP: 69354N106<br>LEI: 549300Q5HW3JSSB86K27 | Long             | EC               | CORP              | US        |    112937 | NS      | $3815011.86   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH CORP                              | PVH Corp                                | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |     24770 | NS      | $1748514.30   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIFIC PREMIER BANCORP INC           | Pacific Premier Bancorp Inc             | CUSIP: 69478X105<br>LEI: 549300Q1KIC3KLI0XG98 | Long             | EC               | CORP              | US        |    178564 | NS      | $5635479.84   | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| PAPA JOHNS INTL INC                   | Papa John's International Inc           | CUSIP: 698813102<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | EC               | CORP              | US        |      9894 | NS      | $814375.14    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PEBBLEBROOK HOTEL TRUST               | Pebblebrook Hotel Trust                 | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EC               | CORP              | US        |    154101 | NS      | $2063412.39   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| PHYSICIANS REALTY TRUST               | Physicians Realty Trust                 | CUSIP: 71943U104<br>LEI: 549300ITOVH0OY7PZC34 | Long             | EC               | CORP              | US        |    143321 | NS      | $2073854.87   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| PLEXUS CORP.                          | Plexus Corp                             | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |     23689 | NS      | $2438308.77   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| PROGRESS SOFTWARE CORP                | Progress Software Corp                  | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Long             | EC               | CORP              | US        |    281380 | NS      | $14195621.00  | 2.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanex Building                       | Quanex Building Products Corp           | CUSIP: 747619104<br>LEI: 5493000TL30VL5WOAW87 | Long             | EC               | CORP              | US        |    147336 | NS      | $3488916.48   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| QUOTIENT TECHNOLOGY INC               | Quotient Technology Inc                 | CUSIP: 749119103<br>LEI: 5493005ZZT58VQ9RKP56 | Long             | EC               | CORP              | US        |    298461 | NS      | $1023721.23   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| REV GROUP INC                         | REV Group Inc                           | CUSIP: 749527107<br>LEI: 549300SRD0SIG5ZZ3X20 | Long             | EC               | CORP              | US        |    309389 | NS      | $3904489.18   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| RANGE RESOURCES CORP                  | Range Resources Corp                    | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |     92130 | NS      | $2305092.60   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| REGAL REXNORD CORP                    | Regal Beloit Corp                       | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |     62502 | NS      | $7498989.96   | 1.26%             |  |  |  | No            |                  1 | On Loan: No      |
| SM ENERGY CO                          | SM Energy Co                            | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |    100276 | NS      | $3492613.08   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| SP PLUS CORP                          | SP Plus Corp                            | CUSIP: 78469C103<br>LEI: 0IDE18EMH1CUKQCUYE69 | Long             | EC               | CORP              | US        |    229196 | NS      | $7957685.12   | 1.34%             |  |  |  | No            |                  1 | On Loan: No      |
| SPX CORP                              | SPX Technologies Inc                    | CUSIP: 78473E103<br>LEI: P761FCI0CPOG24I8JE10 | Long             | EC               | CORP              | US        |     96595 | NS      | $6341461.75   | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHNITZER STEEL INDUSTRIES INC        | Schnitzer Steel Industries Inc          | CUSIP: 806882106<br>LEI: 549300F62TK8VRDSM285 | Long             | EC               | CORP              | US        |     22369 | NS      | $685609.85    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Seacoast Banking Corp of Florida      | Seacoast Banking Corp of Florida        | CUSIP: 811707801<br>LEI: 549300V6IC06XYQYPG88 | Long             | EC               | CORP              | US        |    238959 | NS      | $7453131.21   | 1.25%             |  |  |  | No            |                  1 | On Loan: No      |
| SENSIENT TECHNOLOGIES CORP            | Sensient Technologies Corp              | CUSIP: 81725T100<br>LEI: CMMZHMFZQG86EI7WZU92 | Long             | EC               | CORP              | US        |     20732 | NS      | $1511777.44   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| SILGAN HOLDINGS INC                   | Silgan Holdings Inc                     | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |     70987 | NS      | $3679966.08   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| SIMMONS FIRST NTL CORP                | Simmons First National Corp             | CUSIP: 828730200<br>LEI: 549300IVR5AJKUVOGN05 | Long             | EC               | CORP              | US        |    138284 | NS      | $2984168.72   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| South State Corp                      | SouthState Corp                         | CUSIP: 840441109<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |     40412 | NS      | $3085860.32   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| SPECTRUM BRANDS HOLDINGS INC          | Spectrum Brands Holdings Inc            | CUSIP: 84790A105<br>LEI: 549300JM0MJETDD30O20 | Long             | EC               | CORP              | US        |     28879 | NS      | $1759308.68   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| SPIRE INC                             | Spire Inc                               | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |     48848 | NS      | $3363673.28   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprouts Farmers Market Inc            | Sprouts Farmers Market Inc              | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |     54065 | NS      | $1750084.05   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| STAG INDUSTRIAL INC                   | STAG Industrial Inc                     | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               | CORP              | US        |     83232 | NS      | $2689225.92   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Motor Products Inc           | Standard Motor Products Inc             | CUSIP: 853666105<br>LEI: THGK1EO5B5HK0JHQVZ90 | Long             | EC               | CORP              | US        |    100020 | NS      | $3480696.00   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| STERLING INFRASTRUCTURE INC           | Sterling Construction Co Inc            | CUSIP: 859241101<br>LEI: 549300RZIK6K1215XU51 | Long             | EC               | CORP              | US        |    133290 | NS      | $4371912.00   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMMIT MATERIALS INC                  | Summit Materials Inc                    | CUSIP: 86614U100<br>LEI: 549300XNOLX5GIOSO108 | Long             | EC               | CORP              | US        |    104531 | NS      | $2967644.40   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNSTONE HOTEL                        | Sunstone Hotel Investors Inc            | CUSIP: 867892101<br>LEI: 529900ZQ2V52V96ATF67 | Long             | EC               | CORP              | US        |    255764 | NS      | $2470680.24   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| SURMODICS, INC.                       | Surmodics Inc                           | CUSIP: 868873100<br>LEI: 549300H76KXCAAGUS878 | Long             | EC               | CORP              | US        |     41362 | NS      | $1411271.44   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| TRI POINTE HOMES INC (DELAWARE)       | TRI Pointe Group Inc                    | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    162131 | NS      | $3014015.29   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| TAYLOR MORRISON HOME CORP             | Taylor Morrison Home Corp               | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |    112560 | NS      | $3416196.00   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| TENNANT CO                            | Tennant Co                              | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               | CORP              | US        |     15878 | NS      | $977608.46    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| TEREX CORP                            | Terex Corp                              | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |    101239 | NS      | $4324930.08   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| TERRENO REALTY CORP                   | Terreno Realty Corp                     | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42789 | NS      | $2433410.43   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS CAPITAL                         | Texas Capital Bancshares Inc            | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |     67305 | NS      | $4059164.55   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| TREEHOUSE FOODS INC                   | TreeHouse Foods Inc                     | CUSIP: 89469A104<br>LEI: 5493007M7EVHE470Q576 | Long             | EC               | CORP              | US        |     86507 | NS      | $4271715.66   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-24

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

**Signature:** Martha Skinner

**Name of Signer:** Martha Skinner

**Title:** Assistant Treasurer