We report the results of the 2dF-VST ATLAS Cold Spot galaxy redshift survey (2CSz) based on imaging from VST ATLAS and spectroscopy from 2dF AAOmega over the core of the CMB Cold Spot. We sparsely surveyed the inner 5 degrees. radius of the Cold Spot to a limit of i(AB) = 19.2, sampling similar to 7000 galaxies at z < 0.4. We have found voids at z = 0.14, 0.26 and 0.30 but they are interspersed with small overdensities, and the scale of these voids is insufficient to explain the Cold Spot through the Lambda CDM ISW effect. Combining with previous data out to z similar to 1, we conclude that the CMB Cold Spot could not have been imprinted by a void confined to the inner core of the Cold Spot. Additionally, we find that our 'control' field GAMA G23 shows a similarity in its galaxy redshift distribution to the Cold Spot. Since the GAMA G23 line of sight shows no evidence of a CMB temperature decrement, we conclude that the Cold Spot may have a primordial origin rather than being due to line-of-sight effects.