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Beta Advantage Research Enhanced US Equity Index Constituents (Effective close of business 06/25/21)

Company Name Weight (%) Company 0.83 A. O. Smith Corporation 0.07 0.95 AbbVie, Inc. 0.50 Acceleron Pharma Inc 0.02 Accenture Plc Class A 0.66 Activision Blizzard, Inc. 0.30 Acuity , Inc. 0.05 Adobe Inc. 0.95 Advanced Micro Devices, Inc. 0.37 AECOM 0.06 AES Corporation 0.17 Affiliated Managers Group, Inc. 0.04 Aflac Incorporated 0.23 AGCO Corporation 0.06 Agilent Technologies, Inc. 0.22 AGNC Investment Corp. 0.06 Companies, Inc. Class A 0.01 , Inc. 0.10 Allegion PLC 0.09 Corporation 0.24 Ally Financial Inc 0.12 , Inc 0.05 Alphabet Inc. Class A 3.08 Alphabet Inc. Class C 3.01 Altice USA, Inc. Class A 0.03 Altria Group Inc 0.38 Amdocs Limited 0.04 American Financial Group, Inc. 0.05 American Homes 4 Rent Class A 0.10 AmerisourceBergen Corporation 0.08 AMETEK, Inc. 0.23 Inc. 0.34 Annaly Capital Management, Inc. 0.08 ANSYS, Inc. 0.11 Antero Midstream Corp. 0.07

Components and weightings are subject to change.

Beta Advantage Research Enhanced US Equity Index Constituents 1

Anthem, Inc. 0.45 Apple Inc. 7.49 0.09 Arista Networks, Inc. 0.08 Arrow Electronics, Inc. 0.03 Arthur J. Gallagher & Co. 0.18 Aspen Technology, Inc. 0.03 Athene Holding Ltd. Class A 0.05 Atlassian Corp. Plc Class A 0.13 , Inc. 0.22 Automatic Data Processing, Inc. 0.30 AutoNation, Inc. 0.05 AutoZone, Inc. 0.34 Avantor, Inc. 0.10 Avery Dennison Corporation 0.15 Inc. 0.20 Becton, Dickinson and Company 0.34 , Incorporated Class B 0.03 Inc. Class B 3.34 Inc. 0.14 BioMarin Pharmaceutical Inc. 0.04 BlackRock, Inc. 0.79 Blackstone Group Inc. 0.42 Booz Allen Hamilton Holding Corporation Class A 0.09 Corporation 0.05 Bristol-Myers Squibb Company 0.73 Brixmor Property Group, Inc. 0.06 Broadcom Inc. 0.68 Brookfield Property REIT Inc Class A 0.01 Brookfield Renewable Corporation Class A 0.05 Brown & Brown, Inc. 0.08 Bruker Corporation 0.04 0.08 Cabot Oil & Gas Corporation 0.13 Cadence Systems, Inc. 0.13 Capital One Financial Corporation 0.44 Cardinal Health, Inc. 0.08 Carlisle Companies Incorporated 0.07 CBRE Group, Inc. Class A 0.26 CDW Corp. 0.09

Components and weightings are subject to change.

Beta Advantage Research Enhanced US Equity Index Constituents 2

Celanese Corporation 0.14 Centene Corporation 0.21 CF Industries Holdings, Inc. 0.09 Co. 0.05 Cigna Corporation 0.40 Cimarex Energy Co. 0.13 Cintas Corporation 0.24 Cirrus Logic, Inc. 0.02 Cisco Systems, Inc. 0.81 Citigroup Inc. 0.91 Citizens Financial Group, Inc. 0.12 Clean Harbors, Inc. 0.03 CNA Financial Corporation 0.01 Colgate-Palmolive Company 0.30 Comerica Incorporated 0.06 , Inc. 0.08 Continental Resources, Inc. 0.05 Wholesale Corporation 0.75 Crane Co. 0.03 Corporation 0.03 CubeSmart 0.08 CureVac N.V. 0.01 Curtiss-Wright Corporation 0.04 CVS Health Corporation 0.54 Darden Restaurants, Inc. 0.19 Darling Ingredients Inc. 0.05 Deckers Outdoor Corporation 0.10 Deere & Company 0.68 Dell Technologies Inc Class C 0.10 DENTSPLY SIRONA, Inc. 0.07 Dick's Sporting Goods, Inc. 0.06 Discover 0.23 Dolby Laboratories, Inc. Class A 0.02 0.15 Dow, Inc. 0.41 Dropbox, Inc. Class A 0.03 DTE Energy Company 0.26 Eagle Materials Inc. 0.05 Eastman Chemical Company 0.14 Edison International 0.21

Components and weightings are subject to change.

Beta Advantage Research Enhanced US Equity Index Constituents 3

Electronic Arts Inc. 0.17 Emerson Electric Co. 0.41 Envista Holdings Corp. 0.03 EOG Resources, Inc. 0.96 Evercore Inc Class A 0.03 Everest Re Group, Ltd. 0.06 Evergy, Inc. 0.15 Exact Sciences Corporation 0.05 Exelixis, Inc. 0.02 Expeditors International of , Inc. 0.15 Facebook, Inc. Class A 3.38 Fair Isaac Corporation 0.05 Fidelity National Information Services, Inc. 0.33 First Horizon Corporation 0.06 First Industrial Realty Trust, Inc. 0.06 Foot Locker, Inc. 0.06 Fortinet, Inc. 0.11 Fox Corporation Class A 0.05 Fox Corporation Class B 0.02 Franklin Resources, Inc. 0.06 Gaming and Leisure Properties, Inc. 0.09 Gartner, Inc. 0.07 Genpact Limited 0.03 Genuine Parts Company 0.19 , Inc. 0.21 Global Payments Inc. 0.20 Goldman Sachs Group, Inc. 0.76 Graphic Packaging 0.04 H&R Block, Inc. 0.05 Hanover Group, Inc. 0.03 Hayward Holdings, Inc. 0.01 HCA Healthcare Inc 0.26 Herbalife Nutrition Ltd. 0.02 Hershey Company 0.11 Highwoods Properties, Inc. 0.04 Hill-Rom Holdings, Inc. 0.04 Hilton Worldwide Holdings Inc 0.38 HollyFrontier Corporation 0.10 Hologic, Inc. 0.08 Public Limited Company 0.05

Components and weightings are subject to change.

Beta Advantage Research Enhanced US Equity Index Constituents 4

HP Inc. 0.13 ICU Medical, Inc. 0.02 IDACORP, Inc. 0.05 Incyte Corporation 0.04 Incorporated 0.03 Intel Corporation 0.84 International Paper Company 0.20 Interpublic Group of Companies, Inc. 0.05 Intuit Inc. 0.44 Invesco Ltd. 0.06 Invitation Homes, Inc. 0.19 , Inc. 0.01 Iovance Biotherapeutics Inc 0.01 IQVIA Holdings Inc 0.23 Iron Mountain, Inc. 0.11 ITT, Inc. 0.06 J.M. Smucker Company 0.06 Jacobs Group Inc. 0.13 Janus Henderson Group PLC 0.04 Jefferies Financial Group Inc. 0.04 Johnson & Johnson 2.13 Johnson Controls International plc 0.35 Jones Lang LaSalle Incorporated 0.09 KeyCorp 0.13 Keysight Technologies Inc 0.10 Kimco Realty Corporation 0.08 Kinder Morgan Inc Class P 0.72 Knight-Swift Transportation Holdings Inc. Class A 0.05 Kohl's Corporation 0.09 Kraft Company 0.12 Co. 0.13 L Brands, Inc. 0.16 Laboratory Corporation of America Holdings 0.12 Lam Research Corporation 0.33 Lamar Advertising Company Class A 0.08 Lazard Ltd Class A 0.03 Lennar Corporation Class A 0.28 Lennar Corporation Class B 0.01 Lennox International Inc. 0.08 Life Storage, Inc. 0.07

Components and weightings are subject to change.

Beta Advantage Research Enhanced US Equity Index Constituents 5

LKQ Corporation 0.15 Louisiana-Pacific Corporation 0.05 Lowe's Companies, Inc. 1.49 Lumen Technologies, Inc. 0.07 Lumentum Holdings, Inc. 0.02 LyondellBasell Industries NV 0.23 Manhattan Associates, Inc. 0.03 ManpowerGroup Inc. 0.05 Marathon Oil Corporation 0.20 Marriott Vacations Worldwide Corporation 0.08 MasTec, Inc. 0.04 McAfee Corp. Class A 0.00 McDonald's Corporation 1.93 McKesson Corporation 0.15 MDU Resources Group Inc 0.06 Merck & Co., Inc. 0.96 Mercury General Corporation 0.01 MetLife, Inc. 0.28 Mettler-Toledo International Inc. 0.15 Microsoft Corporation 7.11 Middleby Corporation 0.07 Mirati Therapeutics Inc. 0.02 , Inc. 0.17 Mohawk Industries, Inc. 0.12 Molina Healthcare, Inc. 0.07 , Inc. Class A 0.39 Monolithic Power Systems, Inc. 0.06 Morgan Stanley 0.78 Mosaic Company 0.09 MSC Industrial Direct Co., Inc. Class A 0.03 Natera, Inc. 0.02 National Fuel Gas Company 0.05 NetApp, Inc. 0.07 Neurocrine Biosciences, Inc. 0.02 New York Community Bancorp, Inc. 0.03 New York Times Company Class A 0.03 News Corporation Class A 0.04 News Corporation Class B 0.01 Nexstar Media Group, Inc. Class A 0.02 Nordson Corporation 0.09

Components and weightings are subject to change.

Beta Advantage Research Enhanced US Equity Index Constituents 6

Norfolk Southern Corporation 0.49 NortonLifeLock Inc. 0.05 NOV Inc. 0.13 Novavax, Inc. 0.03 NRG Energy, Inc. 0.09 Corporation 0.25 nVent Electric plc 0.04 Old Dominion Freight Line, Inc. 0.19 Old Republic International Corporation 0.05 Omega Healthcare Investors, Inc. 0.07 Omnicom Group Inc 0.07 ON Semiconductor Corporation 0.06 OneMain Holdings, Inc. 0.03 Oracle Corporation 0.49 O'Reilly Automotive, Inc. 0.41 Organon & Co. 0.04 Oshkosh Corp 0.06 Otis Worldwide Corporation 0.25 Owens Corning 0.07 Packaging Corporation of America 0.11 Palo Alto Networks, Inc. 0.13 Parker-Hannifin Corporation 0.27 Paychex, Inc. 0.12 PayPal Holdings Inc 1.18 , Inc. 0.13 Penske Automotive Group, Inc. 0.03 Pentair plc 0.08 Co. Plc 0.03 Inc. 1.08 Philip Morris International Inc. 0.69 Pinnacle West Capital Corporation 0.09 Playtika Holding Corp. 0.01 Polaris Inc. 0.08 Popular, Inc. 0.04 PPL Corporation 0.22 PRA Health Sciences, Inc. 0.05 Procter & Gamble Company 1.44 Prudential Financial, Inc. 0.25 PTC Inc. 0.05 Public Service Enterprise Group Inc 0.31

Components and weightings are subject to change.

Beta Advantage Research Enhanced US Equity Index Constituents 7

Public Storage 0.39 PulteGroup, Inc. 0.16 Qorvo, Inc. 0.07 Qualcomm Inc 0.55 Quanta Services, Inc. 0.09 Quidel Corporation 0.02 Qurate Retail, Inc. Class A 0.05 Raymond James Financial, Inc. 0.10 Regeneron Pharmaceuticals, Inc. 0.13 Regions Financial Corporation 0.12 Reinsurance Group of America, Incorporated 0.05 Reliance Steel & Aluminum Co. 0.08 Republic Services, Inc. 0.17 Robert Half International Inc. 0.07 Roku, Inc. Class A 0.17 Rollins, Inc. 0.06 Ross Stores, Inc. 0.46 Ryder System, Inc. 0.03 SAGE Therapeutics, Inc. 0.01 salesforce.com, inc. 0.78 Santander Consumer USA Holdings, Inc. 0.01 , Inc. 0.02 SBA Communications Corp. Class A 0.31 Schneider National, Inc. Class B 0.01 Seagen, Inc. 0.05 Corporation 0.08 SEI Investments Company 0.04 Service Corporation International 0.10 ServiceNow, Inc. 0.38 Simon Property Group, Inc. 0.37 Skyworks Solutions, Inc. 0.10 SL Green Realty Corp. 0.05 SLM Corp 0.04 Snap-on Incorporated 0.08 SolarWinds Corp. 0.00 Sonoco Products Company 0.06 Southern Company 0.67 Southern Copper Corporation 0.04 Spectrum Brands Holdings, Inc. 0.02 SS&C Technologies Holdings, Inc. 0.06

Components and weightings are subject to change.

Beta Advantage Research Enhanced US Equity Index Constituents 8

Starbucks Corporation 1.45 Syneos Health, Inc. Class A 0.04 SYNNEX Corporation 0.02 Synopsys, Inc. 0.15 Synovus Financial Corp. 0.04 T. Rowe Price Group 0.28 Take-Two Interactive Software, Inc. 0.08 Tapestry, Inc. 0.13 Targa Resources Corp. 0.21 Target Corporation 1.27 Tempur Sealy International Inc 0.08 Teradata Corporation 0.02 Terminix Global Holdings Inc 0.07 Textron Inc. 0.11 Thermo Fisher Scientific Inc. 0.94 TJX Companies Inc 0.86 , Inc. 0.07 TopBuild Corp. 0.07 Toro Company 0.08 Trade Desk, Inc. Class A 0.10 Trane Technologies plc 0.32 Travel + Leisure Co. 0.06 Travelers Companies, Inc. 0.24 Tyson Foods, Inc. Class A 0.09 Ubiquiti Inc. 0.01 UGI Corporation 0.10 Pharmaceutical, Inc. 0.02 Umpqua Holdings Corporation 0.03 Union Pacific Corporation 1.07 United Parcel Service, Inc. Class B 1.06 United Rentals, Inc. 0.16 United Therapeutics Corporation 0.02 Unum Group 0.04 Vail Resorts, Inc. 0.14 Ventas, Inc. 0.19 VEREIT, Inc. 0.09 VeriSign, Inc. 0.08 Incorporated 0.12 Inc 0.15 VMware, Inc. Class A 0.05

Components and weightings are subject to change.

Beta Advantage Research Enhanced US Equity Index Constituents 9

Vontier Corp 0.02 Voya Financial, Inc. 0.05 Inc. 0.87 Waters Corporation 0.10 Wayfair, Inc. Class A 0.26 Weingarten Realty Investors 0.03 Wendy's Company 0.05 Western Union Company 0.03 Westlake Chemical Corporation 0.03 WestRock Company 0.12 Weyerhaeuser Company 0.22 Whirlpool Corporation 0.14 Williams-Sonoma, Inc. 0.13 Corporation 0.03 Woodward, Inc. 0.05 Xilinx, Inc. 0.12 XPO Logistics, Inc. 0.10 Corporation Class A 0.10 , N.A. 0.05 Zoom Video Communications, Inc. Class A 0.29

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Components and weightings are subject to change.

Beta Advantage Research Enhanced US Equity Index Constituents 10

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Components and weightings are subject to change.

Beta Advantage Research Enhanced US Equity Index Constituents 11