Page 1 of 56 VALIC Company II - Aggressive Growth Lifestyle Fund - (unaudited) March 31, 2016 Security Coupon(%) Maturity Date Market Value ($) VALIC Co. I Blue Chip Growth Fund 18,596,276 VALIC Co. I Capital Conservation Fund 8,427,092 VALIC Co. I Dividend Value Fund 13,277,953 VALIC Co. I Foreign Value Fund 24,792,228 VALIC Co. I Global Real Estate Fund 45,076,639 VALIC Co. I Government Securities Fund 9,590,798 VALIC Co. I Inflation Protected Fund 3,170,996 VALIC Co. I International Equities Index Fund 54,847,293 VALIC Co. I International Growth Fund 26,488,839 VALIC Co. I Mid Cap Index Fund 24,382,911 VALIC Co. I Mid Cap Strategic Growth Fund 6,282,824 VALIC Co. I Nasdaq-100 Index Fund 13,617,794 VALIC Co. I Science & Technology Fund 8,578,231 VALIC Co. I Small Cap Index Fund 26,487,628 VALIC Co. I Small Cap Special Values Fund 10,987,130 VALIC Co. I Stock Index Fund 18,846,165 VALIC Co. I Value Fund 3,162,594 VALIC Co. II Capital Appreciation Fund 16,009,517 VALIC Co. II Core Bond Fund 33,839,289 VALIC Co. II High Yield Bond Fund 31,625,770 VALIC Co. II International Opportunities Fund 17,329,266 VALIC Co. II Large Cap Value Fund 9,079,799 VALIC Co. II Mid Cap Growth Fund 7,295,957 VALIC Co. II Mid Cap Value Fund 30,613,262 VALIC Co. II Small Cap Growth Fund 9,482,945 VALIC Co. II Small Cap Value Fund 19,189,264 VALIC Co. II Strategic Bond Fund 22,268,347 VALIC Company II - Capital Appreciation Fund - (unaudited) March 31, 2016 Security Coupon(%) Maturity Date Market Value ($) AbbVie, Inc. 1,702,176 Alphabet, Inc., Class A 2,168,162 Alphabet, Inc., Class C 2,517,186 Amazon.com, Inc. 2,677,910 Apple, Inc. 5,215,280 Biogen, Inc. 1,160,246 BioMarin Pharmaceutical, Inc. 466,012 BlackRock, Inc. 1,056,448 Boston Scientific Corp. 1,047,510 Bristol-Myers Squibb Co. 1,237,483 Broadcom, Ltd. 1,227,657 Cardinal Health, Inc. 812,944 CBS Corp., Class B 1,152,758 Centene Corp. 841,847 Cerner Corp. 44,275 Charter Communications, Inc., Class A 835,631 Cisco Systems, Inc. 1,462,874 Citrix Systems, Inc. 1,114,736 Coca-Cola Co. 619,631 Cognizant Technology Solutions Corp., Class A 998,184 Comcast Corp., Class A 1,413,086 ConAgra Foods, Inc. 1,522,747 Danaher Corp. 1,462,836 Delphi Automotive PLC 940,526 DENTSPLY SIRONA, Inc. 813,085 Dow Chemical Co. 1,003,264 Eli Lilly & Co. 971,127 Estee Lauder Cos., Inc., Class A 1,440,491 Euro Time Deposit with State Street Bank and Trust Co. 0.01 04/01/2016 1,603,000 Facebook, Inc., Class A 3,188,410 Federated Investors, Inc., Class B 804,569 Hanesbrands, Inc. 1,043,989 Home Depot, Inc. 2,259,103 Honeywell International, Inc. 2,127,830 Intercontinental Exchange, Inc. 1,150,540 Interpublic Group of Cos., Inc. 1,118,147 Intuit, Inc. 1,045,092
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VALIC Company II - Aggressive Growth Lifestyle Fund - (unaudited)March 31, 2016
Security Coupon(%) Maturity Date Market Value ($)VALIC Co. I Blue Chip Growth Fund 18,596,276VALIC Co. I Capital Conservation Fund 8,427,092VALIC Co. I Dividend Value Fund 13,277,953VALIC Co. I Foreign Value Fund 24,792,228VALIC Co. I Global Real Estate Fund 45,076,639VALIC Co. I Government Securities Fund 9,590,798VALIC Co. I Inflation Protected Fund 3,170,996VALIC Co. I International Equities Index Fund 54,847,293VALIC Co. I International Growth Fund 26,488,839VALIC Co. I Mid Cap Index Fund 24,382,911VALIC Co. I Mid Cap Strategic Growth Fund 6,282,824VALIC Co. I Nasdaq-100 Index Fund 13,617,794VALIC Co. I Science & Technology Fund 8,578,231VALIC Co. I Small Cap Index Fund 26,487,628VALIC Co. I Small Cap Special Values Fund 10,987,130VALIC Co. I Stock Index Fund 18,846,165VALIC Co. I Value Fund 3,162,594VALIC Co. II Capital Appreciation Fund 16,009,517VALIC Co. II Core Bond Fund 33,839,289VALIC Co. II High Yield Bond Fund 31,625,770VALIC Co. II International Opportunities Fund 17,329,266VALIC Co. II Large Cap Value Fund 9,079,799VALIC Co. II Mid Cap Growth Fund 7,295,957VALIC Co. II Mid Cap Value Fund 30,613,262VALIC Co. II Small Cap Growth Fund 9,482,945VALIC Co. II Small Cap Value Fund 19,189,264VALIC Co. II Strategic Bond Fund 22,268,347
VALIC Company II - Capital Appreciation Fund - (unaudited)March 31, 2016
Security Coupon(%) Maturity Date Market Value ($)AbbVie, Inc. 1,702,176Alphabet, Inc., Class A 2,168,162Alphabet, Inc., Class C 2,517,186Amazon.com, Inc. 2,677,910Apple, Inc. 5,215,280Biogen, Inc. 1,160,246BioMarin Pharmaceutical, Inc. 466,012BlackRock, Inc. 1,056,448Boston Scientific Corp. 1,047,510Bristol-Myers Squibb Co. 1,237,483Broadcom, Ltd. 1,227,657Cardinal Health, Inc. 812,944CBS Corp., Class B 1,152,758Centene Corp. 841,847Cerner Corp. 44,275Charter Communications, Inc., Class A 835,631Cisco Systems, Inc. 1,462,874Citrix Systems, Inc. 1,114,736Coca-Cola Co. 619,631Cognizant Technology Solutions Corp., Class A 998,184Comcast Corp., Class A 1,413,086ConAgra Foods, Inc. 1,522,747Danaher Corp. 1,462,836Delphi Automotive PLC 940,526DENTSPLY SIRONA, Inc. 813,085Dow Chemical Co. 1,003,264Eli Lilly & Co. 971,127Estee Lauder Cos., Inc., Class A 1,440,491Euro Time Deposit with State Street Bank and Trust Co. 0.01 04/01/2016 1,603,000Facebook, Inc., Class A 3,188,410Federated Investors, Inc., Class B 804,569Hanesbrands, Inc. 1,043,989Home Depot, Inc. 2,259,103Honeywell International, Inc. 2,127,830Intercontinental Exchange, Inc. 1,150,540Interpublic Group of Cos., Inc. 1,118,147Intuit, Inc. 1,045,092
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McDonald's Corp. 2,103,380Medtronic PLC 1,128,600Molson Coors Brewing Co., Class B 1,311,222Mondelez International, Inc., Class A 1,322,877NIKE, Inc., Class B 1,312,385Oracle Corp. 1,945,434PepsiCo, Inc. 2,530,539Priceline Group, Inc. 1,349,541Progressive Corp. 846,558Raytheon Co. 1,281,116Salesforce.com, Inc. 1,389,628Schlumberger, Ltd. 857,786Sherwin-Williams Co. 792,806Splunk, Inc. 697,644Synchrony Financial 957,301Tesla Motors, Inc. 753,646TJX Cos., Inc. 1,556,579Ulta Salon Cosmetics & Fragrance, Inc. 1,297,477Union Pacific Corp. 1,764,578United Technologies Corp. 1,021,621UnitedHealth Group, Inc. 1,491,244Vertex Pharmaceuticals, Inc. 679,163Visa, Inc., Class A 2,483,000Workday, Inc., Class A 843,780
VALIC Company II - Conservative Growth Lifestyle Fund - (unaudited)March 31, 2016
Security Coupon(%) Maturity Date Market Value ($)VALIC Co. I Blue Chip Growth Fund 2,279,163VALIC Co. I Capital Conservation Fund 14,681,042VALIC Co. I Foreign Value Fund 11,642,859VALIC Co. I Global Real Estate Fund 17,756,796VALIC Co. I Government Securities Fund 12,358,326VALIC Co. I Inflation Protected Fund 8,517,523VALIC Co. I International Equities Index Fund 27,199,056VALIC Co. I International Government Bond Fund 4,736VALIC Co. I International Growth Fund 14,933,324VALIC Co. I Mid Cap Index Fund 7,646VALIC Co. I Mid Cap Strategic Growth Fund 952,735VALIC Co. I Nasdaq-100 Index Fund 786,011VALIC Co. I Science & Technology Fund 1,257,751VALIC Co. I Small Cap Index Fund 4,896,943VALIC Co. I Small Cap Special Values Fund 3,384,490VALIC Co. I Value Fund 493,314VALIC Co. II Capital Appreciation Fund 3,387,381VALIC Co. II Core Bond Fund 67,210,675VALIC Co. II High Yield Bond Fund 39,154,689VALIC Co. II International Opportunities Fund 7,307,909VALIC Co. II Large Cap Value Fund 2,426,362VALIC Co. II Mid Cap Growth Fund 904,121VALIC Co. II Mid Cap Value Fund 7,184,312VALIC Co. II Small Cap Growth Fund 692,893VALIC Co. II Small Cap Value Fund 5,766,929VALIC Co. II Strategic Bond Fund 64,150,714
VALIC Company II - Core Bond Fund - (unaudited)March 31, 2016
Security Coupon(%) Maturity Date Market Value ($)21st Century Fox America, Inc. 4.95 10/15/2045 428,722A. Schulman, Inc. 6.88 06/01/2023 545,690Abbey National Treasury Services PLC 2.50 03/14/2019 1,062,026Actavis Funding SCS 3.00 03/12/2020 1,205,060ADS Waste Holdings, Inc. 8.25 10/01/2020 478,333AES Corp. 4.88 05/15/2023 510,125AES Corp. 5.50 03/15/2024 1,118,260Affinia Group, Inc. 7.75 05/01/2021 363,590AIA Group, Ltd. 4.50 03/16/2046 994,446Air Canada 6.75 10/01/2019 621,000Air Canada 8.75 04/01/2020 281,563Aircastle, Ltd. 4.62 12/15/2018 70,210
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Aircastle, Ltd. 5.50 02/15/2022 267,039Aircastle, Ltd. 6.25 12/01/2019 350,859Airgas, Inc. 3.05 08/01/2020 380,647AK Steel Corp. 8.75 12/01/2018 820,800Aleris International, Inc. 9.50 04/01/2021 360,859Allegiant Travel Co. 5.50 07/15/2019 712,058Allied World Assurance Co. Holdings, Ltd. 4.35 10/29/2025 491,988Ally Financial, Inc. 5.75 11/20/2025 1,514,148Altice Financing SA 6.50 01/15/2022 1,061,253Altice Luxembourg SA 7.75 05/15/2022 583,559Altice US Finance I Corp 5.38 07/15/2023 308,063American Express Credit Account Master Trust 1.49 04/15/2020 424,445American Honda Finance Corp. 1.20 07/14/2017 1,453,548AmeriCredit Automobile Receivables Trust 2.40 01/08/2021 1,145,971AmeriCredit Automobile Receivables Trust 3.00 07/08/2019 1,066,075Anadarko Finance Co. 7.50 05/01/2031 737,375Anadarko Petroleum Corp. 5.55 03/15/2026 454,971Anadarko Petroleum Corp. 6.45 09/15/2036 2,004,090Anadarko Petroleum Corp. 6.60 03/15/2046 476,768Anheuser-Busch InBev Finance, Inc. 1.90 02/01/2019 763,753Anheuser-Busch InBev Finance, Inc. 2.65 02/01/2021 1,446,843Anheuser-Busch InBev Finance, Inc. 3.30 02/01/2023 641,447Anheuser-Busch InBev Finance, Inc. 3.65 02/01/2026 914,903Anheuser-Busch InBev Finance, Inc. 4.70 02/01/2036 2,775,248Anheuser-Busch InBev Finance, Inc. 4.90 02/01/2046 1,723,281Anheuser-Busch InBev Worldwide, Inc. 1.38 07/15/2017 2,234,150Apple, Inc. 2.85 05/06/2021 1,666,113Apple, Inc. 2.85 02/23/2023 1,171,312Apple, Inc. 4.50 02/23/2036 1,312,394Applebee's Funding LLC/IHOP Funding LLC 4.28 09/05/2044 568,754ArcelorMittal 7.25 02/25/2022 792,590ArcelorMittal 7.75 03/01/2041 180,405Arizona Public Service Co. 2.20 01/15/2020 585,643Asset Backed Securities Corp. Home Equity Loan Trust 2.01 10/25/2034 938,354Assurant, Inc. 6.75 02/15/2034 2,735,808Assured Guaranty Municipal Holdings, Inc. 6.40 12/15/2066 329,120Astoria Financial Corp. 5.00 06/19/2017 1,650,616AT&T, Inc. 3.00 06/30/2022 2,318,224AT&T, Inc. 4.35 06/15/2045 1,126,798AT&T, Inc. 4.50 05/15/2035 1,564,938AT&T, Inc. 4.75 05/15/2046 978,383AT&T, Inc. 5.80 02/15/2019 636,927Atlas Air, Inc. 7.63 01/02/2018 45,277ATS Automation Tooling Systems, Inc. 6.50 06/15/2023 1,015,376Automatic Data Processing, Inc. 2.25 09/15/2020 562,967Avis Budget Rental Car Funding AESOP LLC 2.46 07/20/2020 950,017Avnet, Inc. 4.62 04/15/2026 533,763B2R Mtg. Trust 2.52 05/15/2048 951,166BA Credit Card Trust 1.36 09/15/2020 1,221,138BAC Capital Trust XIII 4.00 12/29/2049 616,330BAE Systems Holdings, Inc. 3.80 10/07/2024 1,171,986BAE Systems Holdings, Inc. 4.75 10/07/2044 555,061Ball Corp. 4.38 12/15/2020 277,847Bank of America Corp. 2.60 01/15/2019 1,307,746Bank of America Corp. 2.62 10/19/2020 659,564Bank of America Corp. 3.95 04/21/2025 1,072,563Bank of America Corp. 4.25 10/22/2026 1,310,246Bank of America Corp. 6.10 12/29/2049 1,774,970Bank of America Corp. 6.11 01/29/2037 1,932,942Bank of America Corp. 7.25 10/15/2025 85,845Bank of New York Mellon Corp. 4.95 12/29/2049 1,131,584Bank of Nova Scotia/The 4.50 12/16/2025 826,619BankUnited, Inc. 4.88 11/17/2025 2,262,784Baxalta, Inc. 3.60 06/23/2022 965,096Baytex Energy Corp. 5.12 06/01/2021 71,205Baytex Energy Corp. 5.62 06/01/2024 272,363Becton Dickinson and Co. 3.12 11/08/2021 465,900Belden, Inc. 5.25 07/15/2024 281,725Berkshire Hathaway, Inc. 3.12 03/15/2026 563,940Berry Plastics Corp. 5.12 07/15/2023 1,057,875Blackboard, Inc. 7.75 11/15/2019 325,220Boeing Co. 0.95 05/15/2018 1,541,531Boeing Co. 2.20 10/30/2022 851,940BP Capital Markets PLC 1.38 11/06/2017 1,787,207
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BP Capital Markets PLC 3.24 05/06/2022 605,128BP Capital Markets PLC 3.54 11/04/2024 296,280BPCE SA 4.50 03/15/2025 1,435,646Brambles USA, Inc. 4.12 10/23/2025 463,106Building Materials Corp. of America 6.00 10/15/2025 645,075C&S Group Enterprises LLC 5.38 07/15/2022 247,298Cable One, Inc. 5.75 06/15/2022 890,155Caesars Entertainment Resort Properties LLC 8.00 10/01/2020 863,478Caesars Entertainment Resort Properties LLC 11.00 10/01/2021 835,450Calumet Specialty Products Partner LP/Calumet Finance Corp. 6.50 04/15/2021 724,910Canadian Pacific Railway Co. 6.12 09/15/2115 667,986Capital Auto Receivables Asset Trust 1.39 09/20/2018 1,165,631CarMax Auto Owner Trust 2.08 01/15/2020 655,357Carrizo Oil & Gas, Inc. 6.25 04/15/2023 440,625Cascades, Inc. 5.75 07/15/2023 471,875Cash America International, Inc. 5.75 05/15/2018 445,500CCO Holdings LLC 5.88 04/01/2024 408,525CCO Safari II LLC 3.58 07/23/2020 1,331,454CCO Safari II LLC 6.38 10/23/2035 661,271CCOH Safari LLC 5.75 02/15/2026 657,225Cemex Finance LLC 6.00 04/01/2024 708,675Centene Escrow Corp. 5.62 02/15/2021 107,378Centene Escrow Corp. 6.12 02/15/2024 434,683CenturyLink, Inc. 5.62 04/01/2025 186,160CenturyLink, Inc. 6.88 01/15/2028 203,946CenturyLink, Inc. 7.50 04/01/2024 270,675CGGS Commercial Mtg. Trust 2.76 02/10/2033 2,818,462Chase Issuance Trust 0.81 04/15/2021 1,444,645Chevron Corp. 1.36 03/02/2018 1,197,248Chevron Corp. 1.96 03/03/2020 695,210Cimpress NV 7.00 04/01/2022 732,600Cinemark USA, Inc. 4.88 06/01/2023 378,169Cisco Systems, Inc. 1.40 02/28/2018 1,272,629Cisco Systems, Inc. 2.12 03/01/2019 1,257,258Cisco Systems, Inc. 2.20 02/28/2021 1,100,468Citigroup Commercial Mtg. Trust 2.79 03/10/2047 1,514,251Citigroup Commercial Mtg. Trust 2.85 07/10/2047 1,500,316Citigroup, Inc. 3.88 03/26/2025 775,855Citigroup, Inc. 4.40 06/10/2025 2,675,724Citigroup, Inc. 4.45 09/29/2027 979,075Citigroup, Inc. 6.00 10/31/2033 682,144Citizens Financial Group, Inc. 4.15 09/28/2022 1,628,374Clean Harbors, Inc. 5.12 06/01/2021 363,039Clear Channel Worldwide Holdings, Inc. 6.50 11/15/2022 532,448Clearwater Paper Corp. 4.50 02/01/2023 500,719CNO Financial Group, Inc. 5.25 05/30/2025 540,903Coca-Cola Femsa SAB de CV 2.38 11/26/2018 1,943,062Cogent Communications Group, Inc. 5.38 03/01/2022 589,500Columbia Pipeline Group, Inc. 2.45 06/01/2018 242,539COMM Mtg. Trust 3.02 08/10/2055 152,270Commercial Mtg. Trust 2.87 02/10/2048 1,834,983Commercial Mtg. Trust 3.54 02/10/2036 1,876,753Commercial Mtg. Trust 3.96 02/10/2036 776,882Commonwealth Bank of Australia 4.50 12/09/2025 257,092Communications Sales & Leasing, Inc./CSL Capital LLC 6.00 04/15/2023 311,200Communications Sales & Leasing, Inc./CSL Capital LLC 8.25 10/15/2023 351,500Conn's, Inc. 7.25 07/15/2022 737,900ConocoPhillips Co. 1.50 05/15/2018 461,902Consolidated Container Co. LLC/Consolidated Container Capital, Inc. 10.13 07/15/2020 372,280Consolidated Energy Finance SA 6.75 10/15/2019 476,250ConvaTec Finance International SA 8.25 01/15/2019 396,250ConvaTec Healthcare E SA 10.50 12/15/2018 489,250Cooperatieve Centrale Raiffeisen-Boerenleenbank BA 1.70 03/19/2018 379,111Core Industrial Trust 3.04 02/10/2034 2,858,229Corning, Inc. 1.50 05/08/2018 664,081Costco Wholesale Corp. 2.25 02/15/2022 1,326,490Countrywide Home Loan Mtg. Pass Through Trust 5.25 02/25/2026 32,961Credit Acceptance Corp. 7.38 03/15/2023 995,363Credit Agricole SA 4.38 03/17/2025 717,761Credit Agricole SA 6.62 12/31/2049 1,109,857Credit Suisse AG 1.70 04/27/2018 441,077Credit Suisse AG 3.00 10/29/2021 1,209,754Crown Cork & Seal Co., Inc. 7.38 12/15/2026 515,603CSAIL Commercial Mtg. Trust 2.97 04/15/2050 90,168
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CSMC Trust 3.88 11/15/2037 1,607,458CTR Partnership LP/CareTrust Capital Corp. 5.88 06/01/2021 499,485CVS Pass-Through Trust 4.70 01/10/2036 612,426CVS Pass-Through Trust 5.77 01/10/2033 327,127CVS Pass-Through Trust 5.93 01/10/2034 578,652Daimler Finance North America LLC 1.38 08/01/2017 1,465,003Daimler Finance North America LLC 2.45 05/18/2020 1,858,431Daimler Finance North America LLC 2.62 09/15/2016 590,663Danaher Corp. 3.35 09/15/2025 829,670Danaher Corp. 4.38 09/15/2045 480,265DaVita HealthCare Partners, Inc. 5.12 07/15/2024 505,000DB Master Finance LLC 3.98 02/20/2045 643,866DBS Group Holdings, Ltd. 2.25 07/16/2019 1,543,513Dean Foods Co. 6.50 03/15/2023 617,250Dell Equipment Finance Trust 1.30 03/23/2020 1,174,934Denbury Resources, Inc. 5.50 05/01/2022 354,600Deutsche Bank AG 1.88 02/13/2018 1,729,919Deutsche Bank AG 4.50 04/01/2025 455,435Deutsche Bank AG 7.50 12/29/2049 1,029,000Diageo Capital PLC 5.75 10/23/2017 1,389,618Discover Card Execution Note Trust 2.19 04/17/2023 1,580,915Discover Financial Services 3.75 03/04/2025 1,204,019DISH DBS Corp. 5.00 03/15/2023 441,250Dollar General Corp. 4.12 07/15/2017 1,060,164Dominion Gas Holdings LLC 4.80 11/01/2043 546,593Dominion Resources, Inc. 5.25 08/01/2033 1,540,961Dominion Resources, Inc. 5.75 10/01/2054 723,086Domtar Corp. 6.75 02/15/2044 1,287,097Downstream Development Authority of the Quapaw Tribe of Oklahoma 10.50 07/01/2019 665,000Drawbridge Special Opportunities Fund LP/Drawbridge Special Opportunities Finance 5.00 08/01/2021 318,133DuPont Fabros Technology LP 5.62 06/15/2023 356,700Dynegy, Inc. 7.38 11/01/2022 1,091,500Eco Services Operations LLC/Eco Finance Corp. 8.50 11/01/2022 418,600Electricite de France SA 2.35 10/13/2020 3,113,427Electricite de France SA 3.62 10/13/2025 578,432Electricite de France SA 4.95 10/13/2045 1,339,269Electricite de France SA 6.00 01/22/2114 564,854Endo Finance LLC/Endo Finco, Inc. 7.75 01/15/2022 499,805Energy Transfer Partners LP 4.90 03/15/2035 536,015Energy Transfer Partners LP 5.15 03/15/2045 346,702Energy Transfer Partners LP 6.62 10/15/2036 1,738,844EnerSys 5.00 04/30/2023 583,825Enova International, Inc. 9.75 06/01/2021 703,610Entergy Arkansas, Inc. 3.50 04/01/2026 369,709Entergy Arkansas, Inc. 4.95 12/15/2044 861,985Entergy Louisiana LLC 4.95 01/15/2045 3,179,430Entergy Louisiana LLC 564,784EP Energy LLC/Everest Acquisition Finance, Inc. 7.75 09/01/2022 235,755Equinix, Inc. 5.88 01/15/2026 543,068ESH Hospitality, Inc. 5.25 05/01/2025 509,590Euro Time Deposit with State Street Bank and Trust Co. 0.01 04/01/2016 94,132,000EV Energy Partners LP/EV Energy Finance Corp. 8.00 04/15/2019 135,250Everi Payments, Inc. 10.00 01/15/2022 402,220Exelon Corp. 4.95 06/15/2035 532,673Exelon Corp. 5.10 06/15/2045 564,277Exelon Generation Co. LLC 2.95 01/15/2020 790,055Expo Event Transco, Inc. 9.00 06/15/2021 910,115Express Scripts Holding Co. 4.50 02/25/2026 938,043Exxon Mobil Corp. 1.30 03/06/2018 1,305,838Exxon Mobil Corp. 3.04 03/01/2026 437,018Fannie Mae Connecticut Avenue Securities 2.03 01/25/2024 4,678,385Fannie Mae Connecticut Avenue Securities 2.43 10/25/2023 76,484Federal Home Loan Mtg. Corp. 2.12 02/01/2037 447,627Federal Home Loan Mtg. Corp. 2.50 01/01/2028 1,028,479Federal Home Loan Mtg. Corp. 2.50 04/01/2028 2,253,366Federal Home Loan Mtg. Corp. 2.66 11/01/2037 2,970,488Federal Home Loan Mtg. Corp. 3.00 08/01/2027 487,141Federal Home Loan Mtg. Corp. 3.00 10/01/2042 2,135,905Federal Home Loan Mtg. Corp. 3.00 11/01/2042 1,563,697Federal Home Loan Mtg. Corp. 3.00 02/01/2043 2,230,847Federal Home Loan Mtg. Corp. 3.00 02/01/2043 1,865,405Federal Home Loan Mtg. Corp. 3.00 04/01/2043 2,300,978Federal Home Loan Mtg. Corp. 3.00 04/01/2043 1,707,292Federal Home Loan Mtg. Corp. 3.00 05/01/2043 813,390
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Federal Home Loan Mtg. Corp. 3.00 08/01/2043 7,463,081Federal Home Loan Mtg. Corp. 3.00 08/01/2043 825,835Federal Home Loan Mtg. Corp. 3.00 07/01/2045 10,307,929Federal Home Loan Mtg. Corp. 3.00 10/01/2045 8,772,529Federal Home Loan Mtg. Corp. 3.00 12/01/2045 2,548,663Federal Home Loan Mtg. Corp. 3.50 02/01/2042 581,991Federal Home Loan Mtg. Corp. 3.50 03/01/2042 740,241Federal Home Loan Mtg. Corp. 3.50 04/01/2042 2,494,771Federal Home Loan Mtg. Corp. 3.50 08/01/2042 6,096,521Federal Home Loan Mtg. Corp. 3.50 08/01/2042 2,132,716Federal Home Loan Mtg. Corp. 3.50 09/01/2043 2,487,551Federal Home Loan Mtg. Corp. 3.50 03/01/2045 3,580,935Federal Home Loan Mtg. Corp. 3.50 03/01/2045 2,876,879Federal Home Loan Mtg. Corp. 3.50 03/01/2045 2,520,590Federal Home Loan Mtg. Corp. 3.50 07/01/2045 3,874,469Federal Home Loan Mtg. Corp. 3.50 08/01/2045 3,475,930Federal Home Loan Mtg. Corp. 3.50 10/01/2045 6,151,600Federal Home Loan Mtg. Corp. 3.50 11/01/2045 6,957,258Federal Home Loan Mtg. Corp. 3.50 02/01/2046 4,251,904Federal Home Loan Mtg. Corp. 4.00 03/01/2023 826,804Federal Home Loan Mtg. Corp. 4.00 09/01/2040 420,954Federal Home Loan Mtg. Corp. 4.00 09/01/2040 2,581,686Federal Home Loan Mtg. Corp. 4.00 10/01/2043 7,969,660Federal Home Loan Mtg. Corp. 4.00 07/01/2044 4,056,040Federal Home Loan Mtg. Corp. 4.00 10/01/2045 4,444,329Federal Home Loan Mtg. Corp. 4.00 11/01/2045 3,934,326Federal Home Loan Mtg. Corp. 4.50 11/01/2018 24,533Federal Home Loan Mtg. Corp. 4.50 02/01/2019 32,132Federal Home Loan Mtg. Corp. 4.50 01/01/2039 47,602Federal Home Loan Mtg. Corp. 4.50 12/01/2039 1,164,798Federal Home Loan Mtg. Corp. 5.00 10/01/2033 3,427Federal Home Loan Mtg. Corp. 5.00 07/01/2040 1,149,334Federal Home Loan Mtg. Corp. 5.00 11/01/2043 5,744,295Federal Home Loan Mtg. Corp. 5.50 11/01/2018 14,584Federal Home Loan Mtg. Corp. 5.50 11/01/2032 21,204Federal Home Loan Mtg. Corp. 5.50 07/01/2034 37,630Federal Home Loan Mtg. Corp. 5.50 02/01/2035 60,362Federal Home Loan Mtg. Corp. 5.50 07/01/2035 2,032Federal Home Loan Mtg. Corp. 5.50 01/01/2036 425,146Federal Home Loan Mtg. Corp. 5.50 05/01/2037 69,687Federal Home Loan Mtg. Corp. 6.00 07/01/2035 105,700Federal Home Loan Mtg. Corp. 6.00 03/01/2040 341,989Federal Home Loan Mtg. Corp. 6.50 12/01/2032 94,085Federal Home Loan Mtg. Corp. 6.50 02/01/2036 26,320Federal Home Loan Mtg. Corp. 6.50 09/01/2036 515Federal Home Loan Mtg. Corp. 6.50 05/01/2037 96,381Federal Home Loan Mtg. Corp. 7.00 11/01/2016 146Federal Home Loan Mtg. Corp. 21,390Federal Home Loan Mtg. Corp. REMIC 6.36 09/15/2039 298,628Federal Home Loan Mtg. Corp. Structured Agency Credit Risk 2.08 08/25/2024 150,905Federal Home Loan Mtg. Corp. Structured Agency Credit Risk 2.63 02/25/2024 1,577,475Federal Home Loan Mtg. Corp. Structured Agency Credit Risk 2.63 09/25/2024 2,754,892Federal National Mtg. Assoc 3.50 11/01/2045 7,241,224Federal National Mtg. Assoc. 2.23 09/01/2035 2,559,977Federal National Mtg. Assoc. 2.35 05/01/2037 730,912Federal National Mtg. Assoc. 2.44 07/01/2039 1,877,925Federal National Mtg. Assoc. 2.46 10/01/2035 2,585,593Federal National Mtg. Assoc. 2.50 02/01/2028 2,181,626Federal National Mtg. Assoc. 2.50 04/01/2028 581,939Federal National Mtg. Assoc. 2.50 02/01/2031 3,836,832Federal National Mtg. Assoc. 2.50 04/18/2031 6,242,527Federal National Mtg. Assoc. 2.51 11/01/2036 1,206,165Federal National Mtg. Assoc. 2.58 10/01/2040 779,825Federal National Mtg. Assoc. 2.62 05/01/2040 2,789,063Federal National Mtg. Assoc. 2.66 08/01/2035 1,582,819Federal National Mtg. Assoc. 2.67 10/01/2040 1,432,505Federal National Mtg. Assoc. 3.00 10/01/2027 333,201Federal National Mtg. Assoc. 3.00 11/01/2027 2,132,409Federal National Mtg. Assoc. 3.00 01/01/2028 3,126,963Federal National Mtg. Assoc. 3.00 10/01/2030 4,023,719Federal National Mtg. Assoc. 3.00 04/18/2031 7,296,050Federal National Mtg. Assoc. 3.00 03/01/2042 3,790,397Federal National Mtg. Assoc. 3.00 12/01/2042 2,788,096Federal National Mtg. Assoc. 3.00 12/01/2042 1,000,501
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Federal National Mtg. Assoc. 3.00 05/01/2043 4,562,035Federal National Mtg. Assoc. 3.00 02/01/2045 3,328,321Federal National Mtg. Assoc. 3.00 06/01/2045 1,984,775Federal National Mtg. Assoc. 3.00 04/13/2046 6,267,523Federal National Mtg. Assoc. 3.50 08/01/2026 2,119,932Federal National Mtg. Assoc. 3.50 09/01/2026 1,953,385Federal National Mtg. Assoc. 3.50 08/01/2027 366,687Federal National Mtg. Assoc. 3.50 10/01/2028 842,325Federal National Mtg. Assoc. 3.50 10/01/2028 3,324,617Federal National Mtg. Assoc. 3.50 12/01/2041 653,920Federal National Mtg. Assoc. 3.50 03/01/2042 881,119Federal National Mtg. Assoc. 3.50 08/01/2042 2,468,962Federal National Mtg. Assoc. 3.50 08/01/2042 3,084,692Federal National Mtg. Assoc. 3.50 09/01/2042 814,077Federal National Mtg. Assoc. 3.50 02/01/2043 3,892,484Federal National Mtg. Assoc. 3.50 03/01/2043 1,662,912Federal National Mtg. Assoc. 3.50 08/01/2043 4,100,996Federal National Mtg. Assoc. 3.50 08/01/2043 3,674,375Federal National Mtg. Assoc. 3.50 07/01/2045 2,747,229Federal National Mtg. Assoc. 3.50 08/01/2045 3,448,286Federal National Mtg. Assoc. 3.50 09/01/2045 798,476Federal National Mtg. Assoc. 3.50 10/01/2045 3,844,865Federal National Mtg. Assoc. 3.50 04/13/2046 10,673,492Federal National Mtg. Assoc. 4.00 11/01/2025 164,487Federal National Mtg. Assoc. 4.00 06/01/2039 714,428Federal National Mtg. Assoc. 4.00 09/01/2040 171,936Federal National Mtg. Assoc. 4.00 09/01/2040 26,468Federal National Mtg. Assoc. 4.00 10/01/2040 456,393Federal National Mtg. Assoc. 4.00 12/01/2040 3,243,740Federal National Mtg. Assoc. 4.00 10/01/2041 1,854,961Federal National Mtg. Assoc. 4.00 11/01/2041 1,593,816Federal National Mtg. Assoc. 4.00 11/01/2041 601,861Federal National Mtg. Assoc. 4.00 10/01/2043 5,447,440Federal National Mtg. Assoc. 4.00 12/01/2043 645,516Federal National Mtg. Assoc. 4.00 10/01/2044 6,462,264Federal National Mtg. Assoc. 4.00 10/01/2044 2,789,493Federal National Mtg. Assoc. 4.00 11/01/2044 2,586,344Federal National Mtg. Assoc. 4.00 02/01/2045 2,310,263Federal National Mtg. Assoc. 4.00 04/13/2046 10,300,806Federal National Mtg. Assoc. 4.50 06/01/2018 3,458Federal National Mtg. Assoc. 4.50 10/01/2024 763,189Federal National Mtg. Assoc. 4.50 03/01/2025 1,150,867Federal National Mtg. Assoc. 4.50 06/01/2039 333,433Federal National Mtg. Assoc. 4.50 01/01/2040 749,288Federal National Mtg. Assoc. 4.50 02/01/2040 1,500,794Federal National Mtg. Assoc. 4.50 05/01/2040 581,566Federal National Mtg. Assoc. 4.50 08/01/2040 714,838Federal National Mtg. Assoc. 4.50 11/01/2040 620,657Federal National Mtg. Assoc. 4.50 12/01/2040 580,212Federal National Mtg. Assoc. 4.50 05/01/2041 1,409,858Federal National Mtg. Assoc. 4.50 07/01/2041 787,429Federal National Mtg. Assoc. 4.50 03/01/2042 5,970,657Federal National Mtg. Assoc. 4.50 12/01/2044 1,607,089Federal National Mtg. Assoc. 4.50 04/13/2046 15,213,076Federal National Mtg. Assoc. 5.00 09/01/2018 2,306Federal National Mtg. Assoc. 5.00 10/01/2018 2,056Federal National Mtg. Assoc. 5.00 03/01/2020 5,230Federal National Mtg. Assoc. 5.00 06/01/2022 140,167Federal National Mtg. Assoc. 5.00 10/01/2024 368,921Federal National Mtg. Assoc. 5.00 09/01/2033 1,141,853Federal National Mtg. Assoc. 5.00 04/01/2040 641,269Federal National Mtg. Assoc. 5.00 05/01/2040 613,848Federal National Mtg. Assoc. 5.00 05/01/2040 549,492Federal National Mtg. Assoc. 5.00 06/01/2040 5,905,160Federal National Mtg. Assoc. 5.00 07/01/2040 913,556Federal National Mtg. Assoc. 5.00 07/01/2040 793,556Federal National Mtg. Assoc. 5.00 07/01/2040 506,977Federal National Mtg. Assoc. 5.00 07/01/2040 170,559Federal National Mtg. Assoc. 5.00 04/13/2046 1,659,375Federal National Mtg. Assoc. 5.50 12/01/2029 293,614Federal National Mtg. Assoc. 5.50 12/01/2033 54,513Federal National Mtg. Assoc. 5.50 07/01/2037 69,425Federal National Mtg. Assoc. 5.50 08/01/2037 2,648,756Federal National Mtg. Assoc. 5.50 06/01/2038 355,635
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Federal National Mtg. Assoc. 5.50 09/01/2039 1,066,550Federal National Mtg. Assoc. 6.00 09/01/2016 972Federal National Mtg. Assoc. 6.00 12/01/2016 523Federal National Mtg. Assoc. 6.00 08/01/2034 52,234Federal National Mtg. Assoc. 6.00 11/01/2035 72,295Federal National Mtg. Assoc. 6.00 06/01/2036 125,354Federal National Mtg. Assoc. 6.00 12/01/2036 224,801Federal National Mtg. Assoc. 6.00 07/01/2038 1,044,841Federal National Mtg. Assoc. 6.00 09/01/2038 213,160Federal National Mtg. Assoc. 6.00 09/01/2038 364,869Federal National Mtg. Assoc. 6.00 11/01/2038 352,063Federal National Mtg. Assoc. 6.50 02/01/2017 1,135FGI Operating Co. LLC/FGI Finance, Inc. 7.88 05/01/2020 270,600Fidelity National Information Services, Inc. 5.00 10/15/2025 489,180Fifth Third Bancorp 4.90 12/29/2049 1,154,318Fifth Third Bank 2.30 03/15/2019 454,062Fifth Third Bank 2.88 10/01/2021 1,449,431Fifth Third Bank 3.85 03/15/2026 688,395First Data Corp. 5.00 01/15/2024 499,624First Data Corp. 5.38 08/15/2023 128,125First Franklin Mtg. Loan Trust 0.59 11/25/2036 1,248,619First Horizon National Corp. 3.50 12/15/2020 2,710,077First Niagara Financial Group, Inc. 6.75 03/19/2020 4,275,745First Niagara Financial Group, Inc. 7.25 12/15/2021 2,571,625First Quantum Minerals, Ltd. 7.25 05/15/2022 297,480First Tennessee Bank NA 2.95 12/01/2019 981,304FirstEnergy Corp. 7.38 11/15/2031 1,051,815Flextronics International, Ltd. 4.75 06/15/2025 322,575Fly Leasing, Ltd. 6.38 10/15/2021 923,813FMG Resources August 2006 Pty, Ltd. 8.25 11/01/2019 568,225FMG Resources August 2006 Pty, Ltd. 9.75 03/01/2022 560,595Ford Credit Auto Owner Trust 1.97 04/15/2020 1,011,939Ford Credit Auto Owner Trust 2.12 07/15/2026 900,852Ford Motor Credit Co. LLC 1.50 01/17/2017 697,125Forest Laboratories LLC 4.88 02/15/2021 1,255,836Frontier Communications Corp. 8.50 04/15/2020 416,863Frontier Communications Corp. 9.25 07/01/2021 180,540Frontier Communications Corp. 10.50 09/15/2022 419,225Frontier Communications Corp. 11.00 09/15/2025 1,052,235GameStop Corp. 5.50 10/01/2019 584,640Garda World Security Corp. 7.25 11/15/2021 275,660Gates Global LLC/Gates Global Co. 6.00 07/15/2022 577,125GCP Applied Technologies, Inc. 9.50 02/01/2023 138,880GE Capital International Funding Co. 0.96 04/15/2016 1,861,102GE Capital International Funding Co. 4.42 11/15/2035 1,059,233General Cable Corp. 5.75 10/01/2022 1,056,230General Electric Capital Corp. 5.88 01/14/2038 422,140General Electric Co. 2.70 10/09/2022 969,310Genesis Energy LP/Genesis Energy Finance Corp. 5.62 06/15/2024 263,760Genesis Energy LP/Genesis Energy Finance Corp. 5.75 02/15/2021 225,000Genesis Energy LP/Genesis Energy Finance Corp. 6.00 05/15/2023 440,000GenOn Energy, Inc. 9.50 10/15/2018 96,360Georgia Power Co. 3.25 04/01/2026 336,093Georgia-Pacific LLC 3.60 03/01/2025 2,340,057Georgia-Pacific LLC 3.73 07/15/2023 3,049,945Georgia-Pacific LLC 5.40 11/01/2020 823,314Gilead Sciences, Inc. 4.75 03/01/2046 206,878Goldcorp, Inc. 5.45 06/09/2044 456,670Golden Nugget Escrow, Inc. 8.50 12/01/2021 465,315Goldman Sachs Group, Inc. 3.62 01/22/2023 1,326,413Goldman Sachs Group, Inc. 4.25 10/21/2025 1,317,756Goldman Sachs Group, Inc. 4.75 10/21/2045 412,862Goldman Sachs Group, Inc. 5.15 05/22/2045 465,274Goldman Sachs Group, Inc. 5.38 12/29/2049 613,332Goldman Sachs Group, Inc. 6.12 02/15/2033 1,496,808Goldman Sachs Group, Inc. 6.75 10/01/2037 2,687,481Goodyear Tire & Rubber Co. 5.12 11/15/2023 319,020Government National Mtg. Assoc. 3.00 02/20/2045 3,453,819Government National Mtg. Assoc. 3.00 05/20/2045 2,552,637Government National Mtg. Assoc. 3.00 04/20/2046 2,782,371Government National Mtg. Assoc. 3.50 03/20/2045 2,763,479Government National Mtg. Assoc. 3.50 04/20/2045 8,168,970Government National Mtg. Assoc. 4.00 03/20/2044 1,583,867Government National Mtg. Assoc. 4.50 05/15/2039 907,645
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Government National Mtg. Assoc. 5.00 05/15/2034 381,876Government National Mtg. Assoc. 5.00 01/15/2040 713,389Government National Mtg. Assoc. 5.50 12/15/2039 927,236Government National Mtg. Assoc. 6.00 10/15/2039 674,737Government National Mtg. Assoc. 7.00 09/15/2028 4,198Government of Canada 0.88 02/14/2017 1,007,479Great Lakes Dredge & Dock Corp. 7.38 02/01/2019 723,890Greatbatch, Ltd. 9.12 11/01/2023 307,288Greystar Real Estate Partners LLC 8.25 12/01/2022 925,120Griffon Corp. 5.25 03/01/2022 440,895Grifols Worldwide Operations, Ltd. 5.25 04/01/2022 1,026,473GS Mtg. Securities Corp. 2.73 05/10/2050 167,953GS Mtg. Securities Trust 2.90 02/10/2048 62,918GS Mtg. Securities Trust 3.00 08/10/2046 3,277,936H&E Equipment Services, Inc. 7.00 09/01/2022 364,385Halcon Resources Corp. 12.00 02/15/2022 51,870Harland Clarke Holdings Corp. 6.88 03/01/2020 284,800Harland Clarke Holdings Corp. 9.25 03/01/2021 645,183Harris Corp. 4.85 04/27/2035 1,095,538Harris Corp. 5.05 04/27/2045 1,065,468HCA, Inc. 3.75 03/15/2019 199,758HCA, Inc. 4.75 05/01/2023 264,550HCA, Inc. 5.25 06/15/2026 525,825HCA, Inc. 5.38 02/01/2025 96,039HCA, Inc. 7.50 11/15/2095 675,500Hess Corp. 5.60 02/15/2041 409,496Hess Corp. 7.88 10/01/2029 501,320Hewlett Packard Enterprise Co. 4.90 10/15/2025 1,010,641Hewlett Packard Enterprise Co. 6.20 10/15/2035 1,366,701Hewlett Packard Enterprise Co. 6.35 10/15/2045 1,025,041Hewlett-Packard Co. 6.00 09/15/2041 962,341Hilcorp Energy I LP/Hilcorp Finance Co. 5.00 12/01/2024 367,330Home Depot, Inc. 2.00 04/01/2021 554,500Home Depot, Inc. 3.00 04/01/2026 589,973HSBC Holdings PLC 3.40 03/08/2021 743,939HSBC Holdings PLC 4.25 08/18/2025 773,503HSBC Holdings PLC 4.30 03/08/2026 808,443Hubbell, Inc. 3.35 03/01/2026 867,828Hughes Satellite Systems Corp. 7.62 06/15/2021 486,140Hyatt Hotels Corp. 4.85 03/15/2026 531,122Hydro-Quebec 1.38 06/19/2017 1,041,139Hyundai Auto Lease Securitization Trust 1.40 11/15/2018 170,132Hyundai Capital America 2.40 10/30/2018 2,252,932IASIS Healthcare LLC/IASIS Capital Corp. 8.38 05/15/2019 1,578,986Indiana Michigan Power Co. 4.55 03/15/2046 230,489Ingersoll-Rand Global Holding Co., Ltd. 5.75 06/15/2043 1,508,017Ingersoll-Rand Luxembourg Finance SA 4.65 11/01/2044 465,482Intel Corp. 1.35 12/15/2017 1,189,586Intelsat Jackson Holdings SA 7.25 04/01/2019 494,125Intelsat Luxembourg SA 7.75 06/01/2021 147,263International Business Machines Corp. 3.45 02/19/2026 714,841International Game Technology PLC 6.25 02/15/2022 559,515International Game Technology PLC 6.50 02/15/2025 919,710Interpublic Group of Cos., Inc. 4.20 04/15/2024 629,747Interval Acquisition Corp. 5.62 04/15/2023 375,938Intesa Sanpaolo SpA 5.02 06/26/2024 1,443,995Invitation Homes Trust 1.44 06/17/2031 1,456,036ION Media Networks, Inc. 77,147iStar Financial, Inc. 5.00 07/01/2019 480,000JB Poindexter & Co., Inc. 9.00 04/01/2022 333,105JBS USA LLC/JBS USA Finance, Inc. 5.88 07/15/2024 1,027,045Jefferies Finance LLC/JFIN Co-Issuer Corp. 6.88 04/15/2022 188,993Jefferies Finance LLC/JFIN Co-Issuer Corp. 7.38 04/01/2020 190,300John Deere Capital Corp. 1.12 06/12/2017 1,730,758John Deere Capital Corp. 1.55 12/15/2017 2,088,772Johnson & Johnson 3.55 03/01/2036 839,118JPMorgan Chase & Co. 2.20 10/22/2019 1,887,803JPMorgan Chase & Co. 3.25 09/23/2022 627,846JPMorgan Chase & Co. 4.12 12/15/2026 1,287,181JPMorgan Chase & Co. 4.95 06/01/2045 628,003JPMorgan Chase & Co. 6.12 12/29/2049 1,800,776Kennedy-Wilson, Inc. 5.88 04/01/2024 977,500KeyBank NA 2.35 03/08/2019 773,951Kimberly-Clark Corp. 1.85 03/01/2020 372,497
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Kimberly-Clark de Mexico SAB de CV 3.25 03/12/2025 1,095,247Kinder Morgan Energy Partners LP 4.70 11/01/2042 376,288Kinder Morgan Energy Partners LP 6.50 04/01/2020 838,263Kinder Morgan, Inc. 5.00 02/15/2021 660,245Kinross Gold Corp. 5.95 03/15/2024 278,908Kohl's Corp. 5.55 07/17/2045 240,739Kookmin Bank 1.62 07/14/2017 1,907,986Kraft Heinz Foods Co. 4.88 02/15/2025 1,587,491Kroger Co. 3.50 02/01/2026 628,468L-3 Communications Corp. 3.95 05/28/2024 96,243Laboratory Corp. of America Holdings 3.20 02/01/2022 316,291Laboratory Corp. of America Holdings 3.60 02/01/2025 1,007,260Laboratory Corp. of America Holdings 4.70 02/01/2045 503,677Land O'Lakes Capital Trust I 7.45 03/15/2028 903,000Landry's, Inc. 9.38 05/01/2020 536,550Laredo Petroleum, Inc. 7.38 05/01/2022 492,150LB-UBS Commercial Mtg. Trust 5.42 02/15/2040 956,165Lee Enterprises, Inc. 9.50 03/15/2022 678,788Legacy Reserves LP/Legacy Reserves Finance Corp. 6.62 12/01/2021 69,160Lehman Brothers Holdings Capital Trust VII 15Lehman Brothers Holdings, Inc. 6.75 12/28/2017 18Lehman Brothers Holdings, Inc. 7.50 05/11/2038 23Lennar Corp. 4.75 04/01/2021 343,238Lincoln Finance, Ltd. 7.38 04/15/2021 287,040LKQ Corp. 4.75 05/15/2023 326,760Lloyds Banking Group PLC 4.58 12/10/2025 1,145,104Lockheed Martin Corp. 4.70 05/15/2046 440,544Louisville Gas & Electric Co. 4.38 10/01/2045 138,507Lubrizol Corp. 6.50 10/01/2034 718,823Masco Corp. 4.45 04/01/2025 1,385,833Massachusetts Mutual Life Insurance Co. 4.50 04/15/2065 682,728MassMutual Global Funding II 2.10 08/02/2018 1,640,969MassMutual Global Funding II 2.50 10/17/2022 481,913Mattamy Group Corp. 6.50 11/15/2020 566,100McClatchy Co. 9.00 12/15/2022 478,778McDonald's Corp. 3.70 01/30/2026 801,770McDonald's Corp. 4.70 12/09/2035 583,509McDonald's Corp. 4.88 12/09/2045 831,367MEG Energy Corp. 6.38 01/30/2023 337,480MEG Energy Corp. 6.50 03/15/2021 286,781Meritage Homes Corp. 7.00 04/01/2022 532,500MetLife Capital Trust IV 7.88 12/15/2067 663,550MetLife, Inc. 4.60 05/13/2046 606,893MetLife, Inc. 6.40 12/15/2066 1,086,716Mexichem SAB de CV 5.88 09/17/2044 880,118Micron Technology, Inc. 5.62 01/15/2026 489,800Microsoft Corp. 1.30 11/03/2018 945,102Mirant Mid Atlantic LLC Pass Through Trust 10.06 12/30/2028 684,227Mitsubishi UFJ Financial Group, Inc. 2.95 03/01/2021 1,741,199Mitsubishi UFJ Financial Group, Inc. 3.85 03/01/2026 2,084,481Mizuho Bank, Ltd. 2.15 10/20/2018 533,327Mizuho Bank, Ltd. 2.45 04/16/2019 596,864Moog, Inc. 5.25 12/01/2022 609,761Morgan Stanley 2.80 06/16/2020 675,075Morgan Stanley 4.10 05/22/2023 2,943,170Morgan Stanley 4.75 03/22/2017 1,309,612Morgan Stanley 5.00 11/24/2025 1,668,780Morgan Stanley Bank of America Merrill Lynch Trust 2.98 07/15/2050 1,042,146Morgan Stanley Bank of America Merrill Lynch Trust 3.10 12/15/2047 1,155,904Multi-Color Corp. 6.12 12/01/2022 482,125Murphy Oil USA, Inc. 6.00 08/15/2023 641,700National Bank of Canada 1.45 11/07/2017 2,514,874National Bank of Canada 2.10 12/14/2018 893,077National CineMedia LLC 6.00 04/15/2022 311,250National Financial Partners Corp. 9.00 07/15/2021 790,080National Rural Utilities Cooperative Finance Corp. 0.95 04/24/2017 587,911National Rural Utilities Cooperative Finance Corp. 1.10 01/27/2017 2,322,084National Rural Utilities Cooperative Finance Corp. 2.00 01/27/2020 1,125,429National Rural Utilities Cooperative Finance Corp. 2.30 11/01/2020 540,597National Rural Utilities Cooperative Finance Corp. 4.75 04/30/2043 786,894NCL Corp., Ltd. 4.62 11/15/2020 437,175Netflix, Inc. 5.88 02/15/2025 537,828New York Life Global Funding 1.65 05/15/2017 1,472,917Newell Rubbermaid, Inc. 4.20 04/01/2026 563,818
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Newell Rubbermaid, Inc. 5.38 04/01/2036 421,383Newfield Exploration Co. 5.38 01/01/2026 463,190Nissan Auto Lease Trust 1.04 10/15/2019 349,942Noble Energy, Inc. 3.90 11/15/2024 980,815Noble Energy, Inc. 5.05 11/15/2044 140,531North American Development Bank 2.30 10/10/2018 1,026,976Northern Oil and Gas, Inc. 8.00 06/01/2020 388,355NOVA Chemicals Corp. 5.00 05/01/2025 413,313NRG Energy, Inc. 6.25 07/15/2022 1,093,680NRP Mtg. Trust 3.25 07/25/2043 1,916,293Oasis Petroleum, Inc. 6.88 03/15/2022 617,900Occidental Petroleum Corp. 4.40 04/15/2046 735,739Ohio State University 4.80 06/01/2111 1,135,503Omega Healthcare Investors, Inc. 4.50 04/01/2027 1,336,925Omega Healthcare Investors, Inc. 4.95 04/01/2024 1,165,148Omega Healthcare Investors, Inc. 5.25 01/15/2026 890,181Omega US Sub LLC 8.75 07/15/2023 622,080Omnicom Group, Inc. 3.60 04/15/2026 964,943OneMain Financial Holdings, Inc. 6.75 12/15/2019 514,514Opal Acquisition, Inc. 8.88 12/15/2021 568,463Oracle Corp. 3.90 05/15/2035 679,434Orbital ATK, Inc. 5.25 10/01/2021 434,713Orbital ATK, Inc. 5.50 10/01/2023 745,500O'Reilly Automotive, Inc. 3.55 03/15/2026 310,706Owens-Brockway Glass Container, Inc. 5.38 01/15/2025 694,750PACCAR Financial Corp. 1.65 02/25/2019 325,223PACCAR Financial Corp. 2.20 09/15/2019 1,651,899Pacific LifeCorp 6.00 02/10/2020 650,106PBF Holding Co LLC/PBF Finance Corp. 7.00 11/15/2023 388,988Penn Virginia Corp. 7.25 04/15/2019 47,125Penske Truck Leasing Co. LP/PTL Finance Corp. 3.38 02/01/2022 416,997Perrigo Finance Unlimited Co. 3.50 12/15/2021 1,011,156Petroleos Mexicanos 5.50 06/27/2044 218,527PF Chang's China Bistro, Inc. 10.25 06/30/2020 1,161,115PH Glatfelter Co. 5.38 10/15/2020 423,550Plantronics, Inc. 5.50 05/31/2023 151,305Port Authority of New York & New Jersey 4.46 10/01/2062 1,056,086Port Authority of New York & New Jersey 4.93 10/01/2051 987,490President and Fellows of Harvard College 3.62 10/01/2037 366,825Pricoa Global Funding I 1.35 08/18/2017 1,423,228Pricoa Global Funding I 1.60 05/29/2018 2,634,299Principal Financial Group, Inc. 1.85 11/15/2017 380,761Prudential Financial, Inc. 5.38 05/15/2045 402,930Prudential Financial, Inc. 5.62 06/15/2043 938,039Quad/Graphics, Inc. 7.00 05/01/2022 672,300Quicken Loans, Inc. 5.75 05/01/2025 824,500Qwest Corp. 1,082,967Rackspace Hosting, Inc. 6.50 01/15/2024 705,600Regal Entertainment Group 5.75 06/15/2023 326,400Regions Financial Corp. 3.20 02/08/2021 1,107,132Regions Financial Corp. 7.38 12/10/2037 2,454,324Rex Energy Corp. 6.25 08/01/2022 52,000Roche Holdings, Inc. 1.35 09/29/2017 2,049,179Roche Holdings, Inc. 2.25 09/30/2019 1,643,633Rose Rock Midstream LP/Rose Rock Finance Corp. 5.62 07/15/2022 323,855Royal Bank of Canada 4.65 01/27/2026 1,451,492Royal Bank of Scotland Group PLC 8.00 12/29/2049 405,238Royal Caribbean Cruises, Ltd. 5.25 11/15/2022 117,105Royal Caribbean Cruises, Ltd. 7.50 10/15/2027 513,023RPM International, Inc. 5.25 06/01/2045 1,675,444Sabine Pass Liquefaction LLC 5.62 04/15/2023 213,750Sabine Pass Liquefaction LLC 6.25 03/15/2022 114,514Sabre GLBL, Inc. 5.38 04/15/2023 732,743Sanchez Energy Corp. 6.12 01/15/2023 347,760Santander Drive Auto Receivables Trust 2.46 06/15/2020 1,006,107Santander Issuances SAU 5.18 11/19/2025 1,932,702Scientific Games International, Inc. 7.00 01/01/2022 263,160Scientific Games International, Inc. 10.00 12/01/2022 405,000Seminole Hard Rock Entertainment, Inc./Seminole Hard Rock International LLC 5.88 05/15/2021 175,438Sensata Technologies UK Financing Co. PLC 6.25 02/15/2026 127,800Shell International Finance BV 1.25 11/10/2017 889,059Shell International Finance BV 2.12 05/11/2020 910,362Shell International Finance BV 2.25 11/10/2020 1,038,642Sierra Timeshare Receivables Funding LLC 2.05 06/20/2031 365,746
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Sierra Timeshare Receivables Funding LLC 2.43 06/20/2032 572,524Sirius XM Radio, Inc. 5.38 04/15/2025 366,300SLM Corp. 5.62 08/01/2033 834,015SM Energy Co. 5.62 06/01/2025 195,208SM Energy Co. 6.50 01/01/2023 128,310Societe Generale SA 7.88 12/29/2049 1,862,141Solvay Finance America LLC 4.45 12/03/2025 1,378,975South Carolina Electric & Gas Co. 5.10 06/01/2065 687,388Southern California Edison Co. 1.12 05/01/2017 1,496,178Southern Co. 1.30 08/15/2017 1,193,636Southern Power Co. 4.15 12/01/2025 1,060,257Southwestern Energy Co. 3.30 01/23/2018 233,600Sprint Corp. 7.25 09/15/2021 2,440,181Standard Industries, Inc. 5.12 02/15/2021 161,753Stanley Black & Decker, Inc. 5.75 12/15/2053 1,907,850Steel Dynamics, Inc. 5.12 10/01/2021 380,770Summit Midstream Holdings LLC/Summit Midstream Finance Corp. 5.50 08/15/2022 132,060SunCoke Energy Partners LP/SunCoke Energy Partners Finance Corp. 7.38 02/01/2020 353,755SunTrust Banks, Inc. 2.90 03/03/2021 759,941SUPERVALU, Inc. 7.75 11/15/2022 601,725Synchrony Credit Card Master Note Trust 1.61 11/15/2020 1,404,353Synchrony Credit Card Master Note Trust 2.04 03/15/2022 352,927Synchrony Financial 4.25 08/15/2024 1,215,160Takeda Pharmaceutical Co., Ltd. 1.62 03/17/2017 1,462,167Talen Energy Supply LLC 6.50 06/01/2025 1,306,420TD Ameritrade Holding Corp. 2.95 04/01/2022 810,413Team Health, Inc. 7.25 12/15/2023 481,500Teck Resources, Ltd. 2.50 02/01/2018 448,000Telecom Italia Capital SA 7.72 06/04/2038 1,390,842Tenet Healthcare Corp. 4.75 06/01/2020 615,000Tennessee Valley Authority 1.75 10/15/2018 575,866TerraForm Power Operating LLC 5.88 02/01/2023 664,200Tesoro Logistics LP/Tesoro Logistics Finance Corp. 5.88 10/01/2020 1,069,559Textron, Inc. 4.00 03/15/2026 1,026,249Textron, Inc. 4.62 09/21/2016 1,136,754Time Warner, Inc. 4.85 07/15/2045 246,180Time, Inc. 5.75 04/15/2022 714,188T-Mobile USA, Inc. 6.50 01/15/2024 462,800T-Mobile USA, Inc. 6.50 01/15/2026 344,865Total System Services, Inc. 3.80 04/01/2021 304,407Total System Services, Inc. 4.80 04/01/2026 238,356Toyota Motor Credit Corp. 2.00 10/24/2018 751,315TPT Acquisition, Inc. 0Trans-Allegheny Interstate Line Co. 3.85 06/01/2025 630,200TransCanada Trust 5.62 05/20/2075 431,519Trinity Industries, Inc. 4.55 10/01/2024 648,321Triumph Group, Inc. 5.25 06/01/2022 355,500Tronox Finance LLC 7.50 03/15/2022 372,750UBS AG 1.80 03/26/2018 1,114,755UBS Group Funding Jersey, Ltd. 4.12 09/24/2025 537,766UBS Group Funding Jersey, Ltd. 4.12 04/15/2026 732,433Union Pacific Corp. 4.38 11/15/2065 799,619United Airlines Pass-Through Trust 4.62 03/03/2024 866,122United Mexican States 3.50 01/21/2021 2,615,445United Mexican States 3.60 01/30/2025 1,002,660United Mexican States 4.75 03/08/2044 1,532,160United Rentals North America, Inc. 4.62 07/15/2023 298,125United Rentals North America, Inc. 5.50 07/15/2025 373,046United States Treasury Bonds 2.50 02/15/2045 7,313,085United States Treasury Bonds 2.75 11/15/2042 181,452United States Treasury Bonds 2.88 05/15/2043 1,369,824United States Treasury Bonds 2.88 08/15/2045 3,664,733United States Treasury Bonds 3.00 05/15/2045 7,386,489United States Treasury Bonds 3.00 11/15/2045 6,834,758United States Treasury Bonds 3.12 11/15/2041 3,811,291United States Treasury Bonds 3.12 02/15/2042 8,927,212United States Treasury Bonds 3.12 02/15/2043 1,882,816United States Treasury Bonds 3.12 08/15/2044 342,938United States Treasury Bonds 3.62 08/15/2043 2,429,062United States Treasury Bonds 3.62 02/15/2044 634,485United States Treasury Bonds 3.75 08/15/2041 187,376United States Treasury Bonds 3.75 11/15/2043 6,210,155United States Treasury Bonds 3.88 08/15/2040 736,998United States Treasury Bonds 4.25 11/15/2040 3,971,016
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United States Treasury Bonds 4.38 05/15/2041 2,566,795United States Treasury Bonds 4.50 02/15/2036 4,953,173United States Treasury Bonds 4.62 02/15/2040 395,492United States Treasury Bonds 5.25 11/15/2028 2,154,181United States Treasury Bonds 8.12 08/15/2019 195,519United States Treasury Notes 0.12 04/15/2018 2,291,437United States Treasury Notes 0.25 04/15/2016 4,000,048United States Treasury Notes 0.50 06/30/2016 4,001,872United States Treasury Notes 0.50 03/31/2017 14,982,420United States Treasury Notes 0.50 04/30/2017 19,970,320United States Treasury Notes 0.62 11/30/2017 9,188,257United States Treasury Notes 0.75 12/31/2017 2,618,922United States Treasury Notes 0.75 01/31/2018 1,173,413United States Treasury Notes 0.88 12/31/2016 5,015,751United States Treasury Notes 0.88 02/28/2017 7,015,036United States Treasury Notes 0.88 01/31/2018 7,787,023United States Treasury Notes 1.00 08/31/2016 1,660,075United States Treasury Notes 1.00 05/31/2018 13,864,694United States Treasury Notes 1.12 02/28/2021 1,556,589United States Treasury Notes 1.25 11/30/2018 19,852,585United States Treasury Notes 1.25 01/31/2020 1,006,875United States Treasury Notes 1.38 06/30/2018 4,053,124United States Treasury Notes 1.38 07/31/2018 4,864,123United States Treasury Notes 1.38 12/31/2018 2,031,169United States Treasury Notes 1.38 01/31/2020 3,847,833United States Treasury Notes 1.38 03/31/2020 3,097,272United States Treasury Notes 1.38 04/30/2020 1,570,087United States Treasury Notes 1.38 09/30/2020 3,850,923United States Treasury Notes 1.38 01/31/2021 503,594United States Treasury Notes 1.50 06/30/2016 158,466United States Treasury Notes 1.50 08/31/2018 7,118,398United States Treasury Notes 1.50 02/28/2023 3,988,908United States Treasury Notes 1.62 12/31/2019 596,364United States Treasury Notes 1.62 02/15/2026 7,758,597United States Treasury Notes 1.75 12/31/2020 1,387,162United States Treasury Notes 2.00 11/15/2021 1,035,253United States Treasury Notes 2.00 07/31/2022 507,356United States Treasury Notes 2.00 02/15/2025 678,188United States Treasury Notes 2.00 08/15/2025 5,024,750United States Treasury Notes 2.12 12/31/2021 491,938United States Treasury Notes 2.25 11/15/2024 15,638,670United States Treasury Notes 2.25 11/15/2025 770,149United States Treasury Notes 2.38 05/31/2018 5,824,785United States Treasury Notes 3.00 02/28/2017 847,735United States Treasury Notes 3.12 05/15/2019 280,043United States Treasury Notes 3.12 05/15/2021 2,401,290United States Treasury Notes 3.38 11/15/2019 1,191,557United States Treasury Notes 3.50 05/15/2020 3,803,333United States Treasury Notes 3.62 08/15/2019 84,883UnitedHealth Group, Inc. 1.40 12/15/2017 948,067UnitedHealth Group, Inc. 2.12 03/15/2021 979,495UnitedHealth Group, Inc. 3.35 07/15/2022 705,305University of Pennsylvania 4.67 09/01/2112 551,885Univision Communications, Inc. 8.50 05/15/2021 413,100USAA Capital Corp. 2.12 06/03/2019 1,647,957Valeant Pharmaceuticals International, Inc. 5.38 03/15/2020 892,425Valeant Pharmaceuticals International, Inc. 5.62 12/01/2021 133,875Valmont Industries, Inc. 5.25 10/01/2054 1,198,643Valspar Corp. 3.95 01/15/2026 478,979Verizon Communications, Inc. 3.00 11/01/2021 1,227,085Verizon Communications, Inc. 4.40 11/01/2034 494,353Verizon Communications, Inc. 4.67 03/15/2055 2,829,120Verizon Communications, Inc. 4.86 08/21/2046 1,595,490Verizon Communications, Inc. 6.40 09/15/2033 79,950Viacom, Inc. 4.85 12/15/2034 462,427Viking Cruises, Ltd. 6.25 05/15/2025 689,263Virgin Media Secured Finance PLC 5.25 01/15/2026 300,000Visa, Inc. 2.20 12/14/2020 1,357,917Visa, Inc. 4.30 12/14/2045 642,183Volkswagen International Finance NV 2.38 03/22/2017 657,803Walt Disney Co. 1.50 09/17/2018 932,614Walt Disney Co. 1.65 01/08/2019 508,673Waterford Gaming LLC/Waterford Gaming Financial Corp. 8.62 09/15/2049 59Weekley Homes LLC/Weekley Finance Corp. 6.00 02/01/2023 596,375
(Depreciation) ($) Markit CDX North American High Yield 5.00 06/21/2021 220,747
Forward Foreign Currency Contracts
Description Settlement Date
Unrealized Appreciation
(Depreciation) ($) SOLD EUR/BOUGHT USD 04/29/2016 (131,822)
VALIC Company II - International Opportunities Fund - (unaudited)March 31, 2016
Security Coupon(%) Maturity Date Market Value ($)51job, Inc. ADR 1,180,559A2A SpA 3,333,263AAK AB 4,221,768Aalberts Industries NV 536,239Abcam PLC 297,696ABC-Mart, Inc. 4,875,214Aberdeen Asset Management PLC 470,210Admiral Group PLC 645,233Advantech Co., Ltd. 736,564AEON Financial Service Co., Ltd. 1,078,495AEON Thana Sinsap Thailand PCL 437,595AEON Thana Sinsap Thailand PCL NVDR 64,608Agnico Eagle Mines, Ltd. 1,193,103Ain Holdings, Inc. 2,799,254Air Water, Inc. 355,271Ajisen China Holdings, Ltd. 307,775Aker Solutions ASA 459,362Alimentation Couche-Tard, Inc., Class B 1,758,589Alsea SAB de CV 440,490Amadeus Fire AG 887,462Amadeus IT Holding SA, Class A 4,735,417Ansell, Ltd. 1,309,819Aristocrat Leisure, Ltd. 6,729,101Asante, Inc. 115,191Ascendas India Trust 1,390,353Ashtead Group PLC 413,214ASM International NV 1,301,294ASM Pacific Technology, Ltd. 639,544Astro Malaysia Holdings Bhd 87,750AUB Group, Ltd. 1,396,019Aurelius AG 5,304,330Autoneum Holding AG 1,607,536B&M European Value Retail SA 1,113,909Babcock International Group PLC 1,100,207Bakkafrost P/F 6,655,642Bancolombia SA ADR 349,354Bank of Yokohama, Ltd. 295,704Beiersdorf AG 1,538,659Bellway PLC 9,874,497Bezeq The Israeli Telecommunication Corp., Ltd. 874,683Bolsa Mexicana de Valores SAB de CV 364,496Booker Group PLC 3,060,169Brasil Insurance Participacoes e Administracao SA 29,801Brembo SpA 4,950,300Brenntag AG 1,845,116BRF SA 552,250Britvic PLC 542,709Brother Industries, Ltd. 932,457Bunzl PLC 10,725,104Burberry Group PLC 634,157Burckhardt Compression Holding AG 514,747
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BUWOG AG 3,310,636Cafe de Coral Holdings, Ltd. 1,209,279Cairn Energy PLC 315,366Calsonic Kansei Corp. 1,100,680Cap Gemini SA 945,598Carlsberg A/S, Class B 895,335Cellnex Telecom SAU 915,428Cerved Information Solutions SpA 1,918,285CETIP SA - Mercados Organizados 481,266Chiba Bank, Ltd. 792,563China Resources Gas Group, Ltd. 2,262,035Chr. Hansen Holding A/S 517,034Christian Dior SE 2,393,688Chroma ATE, Inc. 1,855,568Cineworld Group PLC 635,111City Developments, Ltd. 669,796CJ O Shopping Co., Ltd. 725,965Clicks Group, Ltd. 1,099,474Clinigen Group PLC 1,130,594Cobham PLC 519,512Coca-Cola East Japan Co., Ltd. 210,792Coca-Cola HBC AG 434,504Coca-Cola West Co., Ltd. 576,781Cognizant Technology Solutions Corp., Class A 1,601,045Compass Group PLC 3,269,150Computershare, Ltd. 1,095,037Concentradora Fibra Hotelera Mexicana SA de CV 525,063Copa Holdings SA, Class A 987,998Corbion NV 1,796,320Cosmos Pharmaceutical Corp. 1,130,463Coway Co., Ltd. 284,960Credicorp, Ltd. 1,441,765Croda International PLC 3,914,318CTS Eventim AG & Co. KGaA 5,598,003Cub Elecparts, Inc. 3,404,203Daifuku Co., Ltd. 3,239,623Daikin Industries, Ltd. 306,448Dairy Farm International Holdings, Ltd. 1,266,588Daiseki Co., Ltd. 821,613Daiwa Securities Group, Inc. 916,546Dalata Hotel Group PLC 3,205,442Davide Campari - Milano SpA 792,579DCC PLC 2,653,325Descartes Systems Group, Inc. 4,293,892Detour Gold Corp. 4,583,965Deutsche Bank AG - MOIL, Ltd. 872,874Deutsche Wohnen AG (BR) 1,601,402Dignity PLC 5,255,954DKSH Holding AG 222,369Dollarama, Inc. 4,567,987Domino's Pizza Group PLC 6,198,669Drillisch AG 3,094,135DSV A/S 2,151,577DuluxGroup, Ltd. 843,262E.Sun Financial Holding Co., Ltd. 1,684,982Edenred 376,902Electrocomponents PLC 320,482Elementia SAB de CV 365,986Elementis PLC 799,128Elior Participations SCA 3,746,525ElringKlinger AG 473,280EPAM Systems, Inc. 1,579,719Esprit Holdings, Ltd. 377,558Essentra PLC 543,369Estacio Participacoes SA 282,452Euronext NV 4,005,499Eutelsat Communications SA 1,102,375Exova Group PLC 486,823FamilyMart Co., Ltd. 421,032Federal Home Loan Bank 0.01 04/01/2016 3,191,000Fevertree Drinks PLC 4,243,294Fibra Uno Administracion SA de CV 593,926Fibria Celulose SA 291,574First Pacific Co., Ltd. 984,131
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Fisher & Paykel Healthcare Corp., Ltd. 2,197,808Fluidra SA 136,440Ford Otomotiv Sanayi AS 244,366Foxtons Group PLC 362,253FUCHS PETROLUB SE 1,723,874Fuji Seal International, Inc. 2,027,882Fujikura, Ltd. 2,170,954GAEC Educacao SA 179,721GEA Group AG 2,341,433Geberit AG 1,636,664Genomma Lab Internacional SAB de CV, Class B 431,305Gerresheimer AG 1,625,967Gerry Weber International AG 260,445GKN PLC 634,755Glanbia PLC 2,439,607Global Brands Group Holding, Ltd. 610,482Globant SA 525,145Glory, Ltd. 112,155Glow Energy PCL 1,688,846Gran Tierra Energy, Inc. 993,385Grand City Properties SA 6,195,716Greencore Group PLC 5,052,971Grupo Financiero Inbursa SAB de CV, Class O 304,554Grupo Lala SAB de CV 358,673Gurunavi, Inc. 7,405,406Halma PLC 5,560,878Hargreaves Lansdown PLC 774,290Haseko Corp. 1,299,932Havas SA 1,125,652Heian Ceremony Service Co., Ltd. 6,774Hengan International Group Co., Ltd. 217,052Henkel AG & Co. KGaA 1,862,003Hibernia REIT PLC 3,324,277Hirose Electric Co., Ltd. 573,388Hisamitsu Pharmaceutical Co., Inc. 201,120Hiscox, Ltd. 3,097,382Hogy Medical Co., Ltd. 171,736Huhtamaki Oyj 6,630,282Ichigo, Inc. 5,847,154ICON PLC 2,335,610IG Group Holdings PLC 1,383,935Iluka Resources, Ltd. 873,412IMCD Group NV 521,170IMI PLC 519,987Inari Amertron Bhd 2,727,901Inchcape PLC 1,154,272Infineon Technologies AG 1,300,243Infrastrutture Wireless Italiane SpA 441,090Intertek Group PLC 2,198,293Iren SpA 2,404,728Irish Continental Group PLC 1,759,027Iriso Electronics Co., Ltd. 473,491iShares MSCI EAFE Small-Cap ETF 2,953,140Japan Exchange Group, Inc. 173,097Japan Pure Chemical Co., Ltd. 47,035Jardine Lloyd Thompson Group PLC 1,094,472Jeol, Ltd. 319,072JGC Corp. 435,080John Wood Group PLC 439,262Jollibee Foods Corp. 557,480Julius Baer Group, Ltd. 415,556Just Eat PLC 879,482Jyske Bank A/S 1,808,448Kakaku.com, Inc. 336,123Kansai Paint Co., Ltd. 1,044,205Kerry Group PLC, Class A 1,526,611Keyence Corp. 327,282Kingspan Group PLC 4,188,090Kintetsu World Express, Inc. 229,960Kobayashi Pharmaceutical Co., Ltd. 2,106,891Koito Manufacturing Co., Ltd. 2,025,590Konica Minolta, Inc. 586,112Koninklijke Vopak NV 363,043Krones AG 3,982,209
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Kroton Educacional SA 316,363KUKA AG 5,301,915KYORIN Holdings, Inc. 457,204Lawson, Inc. 1,590,297LEG Immobilien AG 1,441,559Legrand SA 851,297Leroey Seafood Group ASA 3,670,524LG Household & Health Care, Ltd. 1,693,166Linx SA 417,316Localiza Rent a Car SA 366,808Lonza Group AG 623,016Lookers PLC 1,392,837LSL Property Services PLC 166,684Mando Corp. 3,016,142Marine Harvest ASA 1,313,906Matsumotokiyoshi Holdings Co., Ltd. 3,516,887Mayr-Melnhof Karton AG 977,794Meggitt PLC 880,091Meitec Corp. 307,681Mellanox Technologies, Ltd. 5,347,811Merrill Lynch - Bajaj Electricals, Ltd. 426,075Merrill Lynch - CESC, Ltd. 1,144,373Merrill Lynch - Shriram Transport Finance Co., Ltd. 1,376,546Merrill Lynch Int'l & Co. - Dabur India, Ltd. 1,208,301Merrill Lynch Int'l & Co. - Federal Bank Ltd. 860,217Micro Focus International PLC 5,091,364Midland Holdings, Ltd. 902,195Milbon Co., Ltd. 610,467Minor International PCL 695,901Minor International PCL 7,264Miraca Holdings, Inc. 1,536,941Mitie Group PLC 538,323Mitsubishi Pencil Co., Ltd. 145,915Mobistar SA 3,144,502Moncler SpA 2,362,922MonotaRO Co., Ltd. 365,574MTU Aero Engines AG 954,340Nakanishi, Inc. 924,364NEC Corp. 266,542Neopost SA 225,218NetEnt AB 6,506,505Next Co. Ltd. 5,660,450Next PLC 3,284,403NGK Spark Plug Co., Ltd. 644,985Nihon Kohden Corp. 810,474Nippon Television Holdings, Inc. 630,303Nitori Holdings Co., Ltd. 998,525Nomura Research Institute, Ltd. 1,717,446Nordex SE 4,550,807OBIC Business Consultants Co., Ltd. 905,598OBIC Co., Ltd. 5,746,724Odontoprev SA 456,279Omron Corp. 193,478Orica, Ltd. 1,338,162Osstem Implant Co., Ltd. 6,582,695Pacific Basin Shipping, Ltd. 171,241Paddy Power PLC 2,714,163Park24 Co., Ltd. 128,749Paysafe Group PLC 4,791,890Peace Mark Holdings, Ltd. 0Pfeiffer Vacuum Technology AG 500,470Playtech PLC 1,392,582Poundland Group PLC 189,385Precious Shipping PCL 151,663Precious Shipping PCL 1,801Premier Farnell PLC 231,617PriceSmart, Inc. 329,777Prologis Property Mexico SA de CV 57,888Promotora y Operadora de Infraestructura SAB de CV 449,341Proto Corp. 438,100PT Semen Indonesia Persero Tbk 209,869PTT Global Chemical PCL 1,527,118Public Bank Bhd 1,457,057PZ Cussons PLC 112,139
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Qualicorp SA 328,102Rakuten, Inc. 72,338Rathbone Brothers PLC 1,694,525Redrow PLC 1,606,662Rightmove PLC 3,135,791Rotork PLC 320,427RPC Group PLC 3,380,355S Foods, Inc. 287,638S&T Motiv Co., Ltd. 2,858,381Saab AB, Series B 436,551Salmar ASA 3,754,226Samsonite International SA 609,332Samsung Fire & Marine Insurance Co., Ltd. 1,517,047Santen Pharmaceutical Co., Ltd. 1,773,555Schroders PLC 2,845,778SEB SA 259,950Security Bank Corp. 1,852,275Segro PLC 1,966,153Seoul Semiconductor Co., Ltd. 517,563Seria Co., Ltd. 1,381,590SES SA FDR 972,429Shangri-La Asia, Ltd. 679,949Shenguan Holdings Group, Ltd. 91,371Shimamura Co., Ltd. 411,969Shimano, Inc. 360,496Shimizu Corp. 8,146,022Shizuoka Bank, Ltd. 461,753SIG PLC 192,133Sika AG (BR) 2,066,176Siliconware Precision Industries Co., Ltd. 657,594Singapore Technologies Engineering, Ltd. 68,777SK Kaken Co., Ltd. 331,601Smith & Nephew PLC 890,442Smiths Group PLC 330,964Societe BIC SA 475,510Sodexo SA 2,559,713Sonic Healthcare, Ltd. 607,762Sonova Holding AG 1,289,748Sony Financial Holdings, Inc. 700,186Spectris PLC 1,570,818Spirax-Sarco Engineering PLC 929,738Stagecoach Group PLC 1,615,815Stanley Electric Co., Ltd. 1,304,780Stantec, Inc. 469,483Star Entertainment Group, Ltd. 10,360,133Start Today Co., Ltd. 8,519,685State Street Bank and Trust Co. Joint Repurchase Agreement 0.01 04/01/2016 1,835,000Stella International Holdings, Ltd. 1,114,319Storebrand ASA 429,659Stroeer SE 3,980,171Sugi Holdings Co., Ltd. 4,612,875Sundrug Co., Ltd. 1,309,254Sunny Optical Technology Group Co., Ltd. 6,671,673Super Group, Ltd. 1,660,932Swedish Match AB 1,260,463Sydbank A/S 1,437,366Symrise AG 3,793,458TAG Immobilien AG 205,123Taiko Pharmaceutical Co., Ltd. 91,033Tate & Lyle PLC 258,949TDC A/S 832,923Tecan Group AG 1,723,480Technip SA 816,552TechnoPro Holdings, Inc. 3,433,631Techtronic Industries Co., Ltd. 1,652,272Teleperformance 4,877,652Temenos Group AG 5,931,046Temp Holdings Co., Ltd. 4,880,992Terumo Corp. 821,018Tikkurila Oyj 169,223Tingyi Cayman Islands Holding Corp. 149,247TK Corp. 558,639Tofas Turk Otomobil Fabrikasi AS 308,559TORC Oil & Gas, Ltd. 470,042
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Toshiba Plant Systems & Services Corp. 220,552TOTVS SA 299,524Travis Perkins PLC 647,925Tsumura & Co. 216,074U-Blox AG 2,649,335Ultrapar Participacoes SA 551,232Unicharm Corp. 1,592,846Unione di Banche Italiane SpA 473,047USS Co., Ltd. 1,161,443Venture Corp., Ltd. 856,332Victrex PLC 722,603Virbac SA 1,761,433Viscofan SA 3,306,217Vocus Communications, Ltd. 4,574,742Voltronic Power Technology Corp. 204,791VTech Holdings, Ltd. 791,298Want Want China Holdings, Ltd. 549,995Welcia Holdings Co., Ltd. 161,216Whitbread PLC 2,469,078Wienerberger AG 3,235,180William Demant Holding A/S 387,548Wizz Air Holdings PLC 2,541,913Woolworths Holdings, Ltd. 791,185XL Axiata Tbk PT 185,068XL Group PLC 498,971XXL ASA 339,836Yamato Holdings Co., Ltd. 1,848,791Ypsomed Holding AG 3,124,656Yuanta Financial Holding Co., Ltd. 916,458Zojirushi Corp. 157,633Zoopla Property Group PLC 1,308,125
VALIC Company II - Large Cap Value Fund - (unaudited)March 31, 2016
Security Coupon(%) Maturity Date Market Value ($)Accenture PLC, Class A 333,275Agilent Technologies, Inc. 667,647Allstate Corp. 696,404Alphabet, Inc., Class A 2,447,383American Express Co. 463,938AmerisourceBergen Corp. 441,318Anadarko Petroleum Corp. 559,213Analog Devices, Inc. 500,096Apple, Inc. 2,111,572Applied Materials, Inc. 2,951,031AT&T, Inc. 3,975,716AvalonBay Communities, Inc. 474,549Berkshire Hathaway, Inc., Class B 1,560,680BNP Paribas SA NY 0.34 04/01/2016 2,700,000Boston Scientific Corp. 1,503,013Bristol-Myers Squibb Co. 1,031,023California Resources Corp. 1Capital One Financial Corp. 1,975,543Carnival Corp. 1,977,609CBS Corp., Class B 1,478,726CF Industries Holdings, Inc. 1,587,622Charles Schwab Corp. 1,696,975Chubb, Ltd. 2,587,342Cimarex Energy Co. 727,580Cisco Systems, Inc. 5,826,272CIT Group, Inc. 682,257Citigroup, Inc. 3,356,700Citrix Systems, Inc. 1,045,271Coca-Cola Co. 2,315,139Coca-Cola Enterprises, Inc. 604,466Communications Sales & Leasing, Inc. 1,349,885ConAgra Foods, Inc. 3,167,083CSX Corp. 852,814CVS Health Corp. 1,773,887Delta Air Lines, Inc. 1,351,357Discover Financial Services 409,448Dow Chemical Co. 1,371,287
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E*TRADE Financial Corp. 1,525,654Eli Lilly & Co. 1,163,970Emerson Electric Co. 832,503EOG Resources, Inc. 4,935,295Euro Time Deposit with State Street Bank and Trust Co. 0.01 04/01/2016 781,000Express Scripts Holding Co. 699,539Exxon Mobil Corp. 394,378Fifth Third Bancorp 992,354FNF Group 680,610General Electric Co. 687,681General Mills, Inc. 454,726Goldman Sachs Group, Inc. 2,714,341Hartford Financial Services Group, Inc. 1,778,596Honeywell International, Inc. 2,985,012Interpublic Group of Cos., Inc. 1,459,230Invesco, Ltd. 710,787iShares Russell 1000 Value ETF 602,445Johnson & Johnson 1,816,245JPMorgan Chase & Co. 6,953,139Kellogg Co. 1,524,340Laboratory Corp. of America Holdings 745,181Marsh & McLennan Cos., Inc. 1,026,925McKesson Corp. 434,954Mead Johnson Nutrition Co. 629,798Merck & Co., Inc. 3,714,017MetLife, Inc. 711,125Microchip Technology, Inc. 2,673,654Micron Technology, Inc. 519,228Microsoft Corp. 997,619Molson Coors Brewing Co., Class B 2,816,631Mondelez International, Inc., Class A 922,840Morgan Stanley 2,239,145Mosaic Co. 508,788Newmont Mining Corp. 349,660Northrop Grumman Corp. 2,122,280Novartis AG ADR 832,553Occidental Petroleum Corp. 7,610,169Omnicom Group, Inc. 3,158,662Oracle Corp. 4,463,158Packaging Corp. of America 1,236,811PepsiCo, Inc. 2,931,748Pfizer, Inc. 5,785,283Phillips 66 2,807,854Pioneer Natural Resources Co. 1,767,694PNC Financial Services Group, Inc. 2,483,398PPL Corp. 1,176,934Procter & Gamble Co. 2,030,094Prudential Financial, Inc. 4,565,315QUALCOMM, Inc. 429,934Raymond James Financial, Inc. 849,172Raytheon Co. 4,086,032Republic Services, Inc. 684,969Royal Dutch Shell PLC ADR 251,213Schlumberger, Ltd. 3,333,869Staples, Inc. 762,956State Street Corp. 417,189Synchrony Financial 1,750,983Target Corp. 451,059Texas Instruments, Inc. 1,945,734Thermo Fisher Scientific, Inc. 318,578Time Warner, Inc. 2,725,704Unilever PLC ADR 632,520Union Pacific Corp. 726,689United Technologies Corp. 2,588,586UnitedHealth Group, Inc. 2,806,669US Bancorp 3,267,333Verizon Communications, Inc. 1,798,052Viacom, Inc., Class B 732,596Vodafone Group PLC ADR 955,186Voya Financial, Inc. 2,062,555Vulcan Materials Co. 2,822,520Wal-Mart Stores, Inc. 849,618Walt Disney Co. 867,671Wells Fargo & Co. 1,419,705
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Weyerhaeuser Co. 799,904XL Group PLC 630,384
VALIC Company II - Mid Cap Growth Fund - (unaudited)March 31, 2016
Security Coupon(%) Maturity Date Market Value ($)Acuity Brands, Inc. 1,449,540Align Technology, Inc. 1,823,792Allegion PLC 2,320,318Alliance Data Systems Corp. 2,516,800Aramark 2,308,133Ball Corp. 1,270,388BioMarin Pharmaceutical, Inc. 1,500,311Boston Scientific Corp. 1,413,007Broadcom, Ltd. 1,543,455Broadridge Financial Solutions, Inc. 2,082,315Burlington Stores, Inc. 655,758Carlisle Cos., Inc. 1,826,820CBRE Group, Inc., Class A 2,316,263Cinemark Holdings, Inc. 1,553,947Columbia Sportswear Co. 626,078Constellation Brands, Inc., Class A 3,706,238CoStar Group, Inc. 2,856,609Ctrip.com International, Ltd. ADR 657,261Dave & Buster's Entertainment, Inc. 1,806,566Delphi Automotive PLC 2,481,662Delta Air Lines, Inc. 703,913Diamondback Energy, Inc. 818,108Dollar General Corp. 2,393,376Dr Pepper Snapple Group, Inc. 2,812,259Edwards Lifesciences Corp. 2,501,636Electronic Arts, Inc. 3,004,700EPAM Systems, Inc. 1,664,992Euronet Worldwide, Inc. 1,111,650Fidelity National Information Services, Inc. 1,556,160FLIR Systems, Inc. 1,605,324Harris Corp. 1,630,311HD Supply Holdings, Inc. 1,832,739Incyte Corp. 1,384,177Intercontinental Exchange, Inc. 2,083,340Intuitive Surgical, Inc. 2,518,400J.B. Hunt Transport Services, Inc. 1,687,327KAR Auction Services, Inc. 2,649,166LinkedIn Corp., Class A 679,239Lithia Motors, Inc., Class A 1,233,100Masco Corp. 2,017,203McGraw Hill Financial, Inc. 3,747,383Michaels Cos., Inc. 1,786,444Monster Beverage Corp. 2,268,794NXP Semiconductors NV 946,898Old Dominion Freight Line, Inc. 1,356,894Orbital ATK, Inc. 1,861,385O'Reilly Automotive, Inc. 3,970,807Palo Alto Networks, Inc. 1,825,537Paycom Software, Inc. 2,435,859Raymond James Financial, Inc. 1,264,046SBA Communications Corp., Class A 1,626,761SEI Investments Co. 2,041,431ServiceMaster Global Holdings, Inc. 2,977,248ServiceNow, Inc. 2,292,415Sherwin-Williams Co. 2,949,181Spirit Airlines, Inc. 1,419,728State Street Bank and Trust Co. Joint Repurchase Agreement 0.01 04/01/2016 5,918,000Tableau Software, Inc., Class A 1,013,039Teleflex, Inc. 803,577Tractor Supply Co. 1,703,362TransUnion 1,233,339Tyler Technologies, Inc. 1,707,941Ulta Salon Cosmetics & Fragrance, Inc. 1,608,042Under Armour, Inc., Class A 705,786Vail Resorts, Inc. 2,264,878Vantiv, Inc., Class A 1,983,862
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VCA, Inc. 2,410,865Verisk Analytics, Inc. 2,076,322Vulcan Materials Co. 2,062,838WEX, Inc. 1,729,720Zayo Group Holdings, Inc. 2,642,887
VALIC Company II - Mid Cap Value Fund - (unaudited)March 31, 2016
Security Coupon(%) Maturity Date Market Value ($)Activision Blizzard, Inc. 7,842,420Alleghany Corp. 5,553,470Alliance Data Systems Corp. 2,721,840Alliant Energy Corp. 10,117,827Allstate Corp. 4,855,086Ally Financial, Inc. 2,298,180Almirall SA 1,998,461Amdocs, Ltd. 7,889,523Ameren Corp. 3,523,884American Assets Trust, Inc. 6,375,943American Electric Power Co., Inc. 6,347,043American Homes 4 Rent, Class A 2,184,437Anadarko Petroleum Corp. 982,161Aon PLC 8,467,553Argo Group International Holdings, Ltd. 5,930,338ARRIS International PLC 1,301,466Arrow Electronics, Inc. 16,020,313Avery Dennison Corp. 3,261,031Avnet, Inc. 4,428,095BankUnited, Inc. 6,605,695BB&T Corp. 5,511,375Becton Dickinson and Co. 3,688,163Bemis Co., Inc. 5,276,278Berry Plastics Group, Inc. 1,984,310Best Buy Co., Inc. 2,153,562Blackstone Mortgage Trust, Inc., Class A 3,216,727Bloomin' Brands, Inc. 2,252,145Booz Allen Hamilton Holding Corp. 6,057,877Boston Properties, Inc. 6,297,195Boston Scientific Corp. 4,274,403Bristow Group, Inc. 1,046,049Broadcom, Ltd. 4,283,358Brookdale Senior Living, Inc. 2,084,345Bruker Corp. 1,475,852Brunswick Corp. 4,990,688Cabot Corp. 6,291,309Cardinal Health, Inc. 6,691,054CBS Corp., Class B 1,989,245Celanese Corp., Series A 5,404,274CF Industries Holdings, Inc. 2,306,217Charles Schwab Corp. 2,239,975Cimarex Energy Co. 3,966,962CIT Group, Inc. 1,244,955CNO Financial Group, Inc. 3,690,015Cobalt International Energy, Inc. 1,335,208Coca-Cola Enterprises, Inc. 2,961,339Comerica, Inc. 7,971,105Constellation Brands, Inc., Class A 3,556,356Crown Holdings, Inc. 3,177,033Curtiss-Wright Corp. 3,681,270D.R. Horton, Inc. 3,761,247DaVita HealthCare Partners, Inc. 2,647,991Delta Air Lines, Inc. 1,414,641Diamondback Energy, Inc. 14,855,529Discover Financial Services 6,151,849Douglas Emmett, Inc. 3,405,019DSW, Inc., Class A 7,058,233East West Bancorp, Inc. 3,099,729eBay, Inc. 1,692,772Edison International 6,802,016Endo International PLC 1,553,880Energen Corp. 7,368,824Envision Healthcare Holdings, Inc. 4,929,028
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EQT Corp. 3,067,460Equifax, Inc. 6,577,161Equity LifeStyle Properties, Inc. 7,441,734Equity Residential 7,109,843Essex Property Trust, Inc. 3,212,769EverBank Financial Corp. 2,937,269Expedia, Inc. 3,392,448Extra Space Storage, Inc. 6,352,757Fidelity National Information Services, Inc. 5,807,426Fifth Third Bancorp 6,517,612FirstEnergy Corp. 3,055,723Flextronics International, Ltd. 3,314,848Fluor Corp. 2,504,837Forest City Realty Trust, Inc. 4,319,274Generac Holdings, Inc. 5,352,654General Growth Properties, Inc. 2,539,834Genesee & Wyoming, Inc., Class A 5,580,864Global Brands Group Holding, Ltd. 4,838,581Goodyear Tire & Rubber Co. 4,070,721Graphic Packaging Holding Co. 7,512,675Great Plains Energy, Inc. 8,431,956Hanover Insurance Group, Inc. 6,654,357Harley-Davidson, Inc. 2,129,784Harris Corp. 10,413,697Hertz Global Holdings, Inc. 3,014,739HollyFrontier Corp. 1,161,251Hubbell, Inc. 11,329,955Huntington Bancshares, Inc. 5,524,776Huntington Ingalls Industries, Inc. 7,729,031IAC/InterActiveCorp 2,539,542IBERIABANK Corp. 2,675,422ICON PLC 5,737,415Ingersoll-Rand PLC 4,636,922Ingredion, Inc. 8,122,020Interpublic Group of Cos., Inc. 5,546,740Jabil Circuit, Inc. 3,446,208KapStone Paper and Packaging Corp. 1,599,938Kilroy Realty Corp. 1,681,379Kimco Realty Corp. 5,512,809Knight Transportation, Inc. 2,376,198Kosmos Energy, Ltd. 587,162Laboratory Corp. of America Holdings 3,380,723LaSalle Hotel Properties 4,128,086Lear Corp. 5,506,806Lennar Corp., Class A 7,749,158Loews Corp. 3,073,541Louisiana-Pacific Corp. 7,564,010Macerich Co. 3,401,298ManpowerGroup, Inc. 5,754,603Marathon Petroleum Corp. 3,674,165Markit Ltd 5,467,302Marsh & McLennan Cos., Inc. 4,641,073Masco Corp. 7,487,647Methanex Corp. 8,115,536Microsemi Corp. 13,280,698Millicom International Cellular SA SDR 3,133,241Moody's Corp. 1,941,918Moog, Inc., Class A 4,922,888Mosaic Co. 1,962,117MSCI, Inc. 6,444,367Navient Corp. 2,375,147NetEase, Inc. ADR 2,815,891Newell Rubbermaid, Inc. 10,624,064Newfield Exploration Co. 6,785,594Norwegian Cruise Line Holdings, Ltd. 8,613,353Omnicom Group, Inc. 5,041,241ON Semiconductor Corp. 1,040,601Ono Pharmaceutical Co., Ltd. 5,299,737Orbital ATK, Inc. 984,596Packaging Corp. of America 3,477,832Parker-Hannifin Corp. 2,017,657Parsley Energy, Inc., Class A 3,995,770Performance Sports Group Ltd 1,306,026PG&E Corp. 5,771,580
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PolyOne Corp. 1,770,593Portland General Electric Co. 5,251,025PPG Industries, Inc. 2,429,479Provident Financial Services, Inc. 3,663,132PS Business Parks, Inc. 6,478,272PulteGroup, Inc. 3,721,756QEP Resources, Inc. 5,461,431Qorvo, Inc. 5,748,857Quebecor, Inc., Class B 4,825,987Raymond James Financial, Inc. 7,331,226Regency Centers Corp. 6,663,746Reinsurance Group of America, Inc. 14,740,880Rexel SA 499,136Robert Half International, Inc. 7,993,035RSP Permian, Inc. 2,413,805Ryder System, Inc. 2,660,579Samsonite International SA 888,156Sanwa Holdings Corp. 4,625,532Seagate Technology PLC 1,597,447SEI Investments Co. 4,084,584Sensata Technologies Holding NV 3,962,845Silicon Motion Technology Corp. ADR 5,862,367SL Green Realty Corp. 6,258,351SLM Corp. 1,488,335Solar Cayman, Ltd. 25,963South State Corp. 3,322,425Sovran Self Storage, Inc. 3,223,220SSgA Money Market Fund 8,985,841St. Jude Medical, Inc. 3,175,700Stanley Black & Decker, Inc. 5,551,826Starz, Class A 447,215State Street Bank and Trust Co. Joint Repurchase Agreement 0.01 04/01/2016 6,337,000State Street Corp. 2,190,755Steel Dynamics, Inc. 2,440,962STORE Capital Corp. 4,865,388SunTrust Banks, Inc. 5,208,725Synaptics, Inc. 4,359,386TD Ameritrade Holding Corp. 6,312,621TE Connectivity, Ltd. 2,997,052Tenneco, Inc. 4,646,769Textron, Inc. 2,655,746Timken Co. 1,887,095Toll Brothers, Inc. 1,545,498Torchmark Corp. 2,698,955Total System Services, Inc. 3,558,413Trican Well Service, Ltd. 267,618UGI Corp. 10,801,668Unum Group 13,059,711Valspar Corp. 3,800,387Verint Systems, Inc. 5,937,034WABCO Holdings, Inc. 2,201,483WESCO International, Inc. 4,865,247Westar Energy, Inc. 5,488,801Western Digital Corp. 3,070,364Western Refining, Inc. 1,665,053WestRock Co. 2,110,899Willis Towers Watson PLC 1,915,884WR Berkley Corp. 3,318,329XL Group PLC 10,283,355Zimmer Biomet Holdings, Inc. 4,939,955Zions Bancorporation 8,424,257
VALIC Company II - Moderate Growth Lifestyle Fund - (unaudited)March 31, 2016
Security Coupon(%) Maturity Date Market Value ($)VALIC Co. I Blue Chip Growth Fund 22,912,873VALIC Co. I Capital Conservation Fund 27,270,805VALIC Co. I Dividend Value Fund 12,711,422VALIC Co. I Foreign Value Fund 29,344,441VALIC Co. I Global Real Estate Fund 67,541,620VALIC Co. I Government Securities Fund 15,314,311VALIC Co. I Inflation Protected Fund 4,974,040
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VALIC Co. I International Equities Index Fund 75,859,892VALIC Co. I International Government Bond Fund 6,151VALIC Co. I International Growth Fund 38,359,301VALIC Co. I Mid Cap Index Fund 30,307,539VALIC Co. I Mid Cap Strategic Growth Fund 7,822,574VALIC Co. I Nasdaq-100 Index Fund 11,830,480VALIC Co. I Science & Technology Fund 9,424,799VALIC Co. I Small Cap Index Fund 38,171,792VALIC Co. I Small Cap Special Values Fund 12,270,830VALIC Co. I Stock Index Fund 14,272,975VALIC Co. I Value Fund 2,536,127VALIC Co. II Capital Appreciation Fund 18,695,875VALIC Co. II Core Bond Fund 107,573,137VALIC Co. II High Yield Bond Fund 66,105,772VALIC Co. II International Opportunities Fund 18,450,907VALIC Co. II Large Cap Value Fund 9,979,934VALIC Co. II Mid Cap Growth Fund 8,800,868VALIC Co. II Mid Cap Value Fund 42,600,391VALIC Co. II Small Cap Growth Fund 7,531,417VALIC Co. II Small Cap Value Fund 21,934,029VALIC Co. II Strategic Bond Fund 87,131,817
VALIC Company II - Money Market II Fund - (unaudited)March 31, 2016
Security Coupon(%) Maturity Date Market Value ($)BNP Paribas SA NY 0.35 04/04/2016 7,299,787Federal Farm Credit Bank 0.01 05/20/2016 3,500,098Federal Farm Credit Bank 0.32 08/03/2016 1,997,796Federal Farm Credit Bank 0.41 05/06/2016 349,969Federal Farm Credit Bank 0.42 12/19/2016 249,993Federal Farm Credit Bank 0.42 11/06/2016 3,299,800Federal Farm Credit Bank 0.44 09/19/2016 3,098,830Federal Farm Credit Bank 0.44 10/19/2016 3,249,922Federal Farm Credit Bank 0.45 05/20/2016 3,000,125Federal Farm Credit Bank 0.45 03/29/2017 5,347,284Federal Farm Credit Bank 0.47 01/03/2017 649,805Federal Farm Credit Bank 0.48 02/13/2017 1,549,403Federal Farm Credit Bank 0.52 02/16/2017 3,150,281Federal Farm Credit Bank 0.53 07/27/2016 4,300,139Federal Farm Credit Bank 0.53 09/19/2016 2,900,142Federal Farm Credit Bank 0.53 10/20/2016 5,500,392Federal Home Loan Bank 0.18 04/07/2016 4,999,854Federal Home Loan Bank 0.20 04/27/2016 3,149,534Federal Home Loan Bank 0.35 06/09/2016 1,349,094Federal Home Loan Bank 0.36 05/24/2016 4,247,716Federal Home Loan Bank 0.37 04/20/2016 2,999,414Federal Home Loan Bank 0.37 07/22/2016 3,000,022Federal Home Loan Bank 0.39 08/19/2016 3,000,056Federal Home Loan Bank 0.41 06/22/2016 3,500,000Federal Home Loan Bank 0.41 09/02/2016 3,000,013Federal Home Loan Bank 0.41 06/24/2016 3,000,136Federal Home Loan Bank 0.44 06/02/2016 2,749,903Federal Home Loan Bank 0.46 08/26/2016 3,000,000Federal Home Loan Bank 0.47 09/26/2016 2,999,928Federal Home Loan Bank 0.48 10/26/2016 3,249,922Federal Home Loan Bank 0.50 06/30/2016 3,000,000Federal Home Loan Bank 0.51 09/07/2016 3,192,792Federal Home Loan Bank 0.55 08/30/2016 1,995,386Federal Home Loan Bank 0.59 09/19/2016 1,499,961Federal Home Loan Bank Discount Notes 0.32 06/02/2016 999,449Federal Home Loan Mtg. Corp. 0.40 05/27/2016 1,000,008Federal Home Loan Mtg. Corp. 0.44 01/13/2017 1,899,231Federal Home Loan Mtg. Corp. 0.46 08/04/2016 2,346,247Federal Home Loan Mtg. Corp. 0.49 09/20/2016 3,242,392Federal National Mtg. Assoc. 0.39 07/19/2016 2,746,669Federal National Mtg. Assoc. 0.44 07/25/2016 600,001Federal National Mtg. Assoc. 0.46 08/15/2016 1,500,000Federal National Mtg. Assoc. 0.46 08/12/2016 2,250,075Federal National Mtg. Assoc. 0.46 08/16/2016 1,320,000Federal National Mtg. Assoc. 0.62 08/26/2016 400,465Royal Bank of Canada NY 0.77 06/03/2016 3,800,000State Street Bank and Trust Co. Joint Repurchase Agreement 0.01 04/01/2016 13,718,000
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United States Treasury Bills 0.07 04/07/2016 7,999,913United States Treasury Bills 0.07 04/14/2016 5,999,843United States Treasury Bills 0.28 05/12/2016 999,687United States Treasury Bills 0.30 05/19/2016 4,348,231United States Treasury Bills 0.30 06/09/2016 3,248,100United States Treasury Bills 0.32 06/02/2016 6,396,528United States Treasury Notes 3.00 09/30/2016 3,087,228
VALIC Company II - Small Cap Growth Fund - (unaudited)March 31, 2016
Security Coupon(%) Maturity Date Market Value ($)2U, Inc. 1,015,147Acadia Healthcare Co., Inc. 1,236,944ACADIA Pharmaceuticals, Inc. 665,168Acceleron Pharma, Inc. 466,681Acuity Brands, Inc. 1,213,077Advanced Drainage Systems, Inc. 378,309AmTrust Financial Services, Inc. 471,430Anacor Pharmaceuticals, Inc. 213,853Arrowhead Research Corp. 249,170Atlassian Corp PLC, Class A 570,654Axovant Sciences, Ltd. 264,958Bellicum Pharmaceuticals, Inc. 378,301Benefitfocus, Inc. 646,757BofI Holding, Inc. 498,332Boyd Gaming Corp. 1,507,436Burlington Stores, Inc. 1,409,993Caesarstone Sdot-Yam, Ltd. 899,077Carlisle Cos., Inc. 1,353,698Casey's General Stores, Inc. 975,685Cavium, Inc. 1,307,173Ciena Corp. 769,435Coherus Biosciences, Inc. 816,718Cornerstone OnDemand, Inc. 928,898CoStar Group, Inc. 1,037,758CubeSmart 708,458Delek US Holdings, Inc. 316,108Demandware, Inc. 868,489Diamondback Energy, Inc. 380,497Eagle Materials, Inc. 1,087,616Envestnet, Inc. 1,174,795Euro Time Deposit with State Street Bank and Trust Co. 0.01 04/01/2016 1,489,000Evercore Partners, Inc., Class A 885,029Evolent Health, Inc. 634,593Exact Sciences Corp. 265,846FibroGen, Inc. 426,311Financial Engines, Inc. 1,129,374Fleetmatics Group PLC 689,017Fortinet, Inc. 437,335Fortune Brands Home & Security, Inc. 1,071,261Freshpet, Inc. 484,755GenMark Diagnostics, Inc. 506,336G-III Apparel Group, Ltd. 837,486GoDaddy, Inc., Class A 1,165,400Graco, Inc. 1,034,135GrubHub, Inc. 828,888Guidewire Software, Inc. 1,275,595Halozyme Therapeutics, Inc. 713,546HEICO Corp. 1,230,741Hexcel Corp. 1,071,420Highwoods Properties, Inc. 645,387Horizon Pharma PLC 576,106HubSpot, Inc. 644,747Ignyta, Inc. 297,731Imperva, Inc. 961,874Infoblox, Inc. 521,550Inphi Corp. 1,165,600Insmed, Inc. 512,628Instructure, Inc. 404,439Insulet Corp. 659,619Intrexon Corp. 396,039John Bean Technologies Corp. 902,447
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K2M Group Holdings, Inc. 653,751Kate Spade & Co. 648,004Kite Pharma, Inc. 675,474La Quinta Holdings, Inc. 296,775Lennox International, Inc. 1,373,530Lithia Motors, Inc., Class A 1,384,617M/A-COM Technology Solutions Holdings, Inc. 1,202,386Marketo, Inc. 516,374Masonite International Corp. 915,756Middleby Corp. 1,060,013MKS Instruments, Inc. 962,823Monolithic Power Systems, Inc. 1,313,911Monro Muffler Brake, Inc. 764,014Nektar Therapeutics 566,610Neurocrine Biosciences, Inc. 423,264Nevro Corp. 830,285Nimble Storage, Inc. 403,078Novadaq Technologies, Inc. 1,069,919Old Dominion Freight Line, Inc. 1,113,154Ollie's Bargain Outlet Holdings, Inc. 1,061,496PennantPark Investment Corp. 522,669Penske Automotive Group, Inc. 692,812Pool Corp. 1,450,781Portola Pharmaceuticals, Inc. 524,708PrivateBancorp, Inc. 1,101,991Proofpoint, Inc. 1,080,064RE/MAX Holdings, Inc., Class A 945,205REGENXBIO, Inc. 165,845Revance Therapeutics, Inc. 418,150RingCentral, Inc. 707,317RSP Permian, Inc. 507,619Ruckus Wireless, Inc. 412,530Rush Enterprises, Inc., Class A 598,381Sage Therapeutics, Inc. 432,073Sagent Pharmaceuticals, Inc. 364,540Shopify, Inc. 930,930Signature Bank 623,021Snyder's-Lance, Inc. 381,412SolarCity Corp. 233,510Spark Therapeutics, Inc. 280,876Sprouts Farmers Market, Inc. 1,110,780Surgical Care Affiliates, Inc. 1,330,735Syneron Medical, Ltd. 607,439Tableau Software, Inc., Class A 331,090Tailored Brands, Inc. 452,691Texas Capital Bancshares, Inc. 636,033Texas Roadhouse, Inc. 435,800TherapeuticsMD, Inc. 715,853Trex Co., Inc. 1,460,954TRI Pointe Group, Inc. 565,605Tyler Technologies, Inc. 371,683Ultragenyx Pharmaceutical, Inc. 371,187Unilife Corp. 257,494Vail Resorts, Inc. 1,555,600Veeva Systems, Inc., Class A 1,381,857Versartis, Inc. 210,565Vitamin Shoppe, Inc. 463,100Watsco, Inc. 1,144,077Wayfair, Inc., Class A 1,066,929WellCare Health Plans, Inc. 1,398,392WisdomTree Investments, Inc. 315,125Wolverine World Wide, Inc. 458,640XPO Logistics, Inc. 529,575Zendesk, Inc. 954,868
VALIC Company II - Small Cap Value Fund - (unaudited)March 31, 2016
Security Coupon(%) Maturity Date Market Value ($)1st Source Corp. 615,149AAR Corp. 2,071,030Abercrombie & Fitch Co., Class A 832,656ACADIA Pharmaceuticals, Inc. 178,944
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ACCO Brands Corp. 2,333,004Actuant Corp., Class A 2,153,304Adams Resources & Energy, Inc. 31,984Addus HomeCare Corp. 189,090Advanced Energy Industries, Inc. 1,635,130Affymetrix, Inc. 253,581AG Mtg. Investment Trust, Inc. 218,269AGCO Corp. 842,912AGL Resources, Inc. 987,457Alaska Air Group, Inc. 1,222,098Alexander & Baldwin, Inc. 1,342,488Alliance HealthCare Services, Inc. 163,932Alon USA Energy, Inc. 169,248Alpha & Omega Semiconductor, Ltd. 420,675AMERCO 285,848American Assets Trust, Inc. 163,672American Equity Investment Life Holding Co. 231,806American National Bankshares, Inc. 27,863American States Water Co. 1,133,568Amkor Technology, Inc. 786,315AMN Healthcare Services, Inc. 4,288,636Amphastar Pharmaceuticals, Inc. 182,400Amsurg Corp. 2,639,348Apartment Investment & Management Co., Class A 1,467,004Applied Genetic Technologies Corp. 18,174Approach Resources, Inc. 61,712ArcBest Corp. 829,488Arch Capital Group, Ltd. 435,559Archrock, Inc. 56,800Ardelyx, Inc. 47,397Argan, Inc. 1,170,828Argo Group International Holdings, Ltd. 1,264,187Arlington Asset Investment Corp., Class A 97,734ARMOUR Residential REIT, Inc. 1,586,761Armstrong World Industries, Inc. 4,176,072Artisan Partners Asset Management, Inc., Class A 2,266,740Ascena Retail Group, Inc. 4,510,600Ascent Capital Group, Inc., Class A 610,172Ashford Hospitality Trust, Inc. 746,332Aspen Technology, Inc. 382,978Atlantic Power Corp. 966,534Atlas Air Worldwide Holdings, Inc. 1,580,898Atwood Oceanics, Inc. 199,906Avalanche Biotechnologies, Inc. 7,238Avid Technology, Inc. 1,940,120Avista Corp. 2,511,232BancFirst Corp. 652,423BancorpSouth, Inc. 1,423,508Bank of Hawaii Corp. 1,999,238BankFinancial Corp. 50,826Banner Corp. 462,440Barrett Business Services, Inc. 991,875Bazaarvoice, Inc. 291,690BBCN Bancorp, Inc. 960,312Beacon Roofing Supply, Inc. 1,783,935Benchmark Electronics, Inc. 2,033,494Beneficial Bancorp, Inc. 1,435,506Benefitfocus, Inc. 246,790Bill Barrett Corp. 2,188,818Bio-Rad Laboratories, Inc., Class A 1,818,376Black Box Corp. 500,815Blucora, Inc. 226,524Bob Evans Farms, Inc. 994,497Bravo Brio Restaurant Group, Inc. 55,800Briggs & Stratton Corp. 1,148,160Brookline Bancorp, Inc. 147,534California Water Service Group 530,659Capital Bank Financial Corp., Class A 1,280,275Capstead Mtg. Corp. 1,916,682Cara Therapeutics, Inc. 46,028Carpenter Technology Corp. 393,645Cascade Bancorp 85,085Cash America International, Inc. 1,078,056Cathay General Bancorp 1,044,244
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CBL & Associates Properties, Inc. 768,026Cedar Realty Trust, Inc. 354,270Centene Corp. 1,379,168Central European Media Enterprises, Ltd., Class A 68,595Central Garden & Pet Co., Class A 1,685,363Central Pacific Financial Corp. 1,885,282Century Bancorp, Inc., Class A 59,065Charter Financial Corp. 630,450Chesapeake Utilities Corp. 346,335Children's Place, Inc. 3,388,882Cincinnati Bell, Inc. 996,525Citizens & Northern Corp. 67,592City Holding Co. 1,237,502Cliffs Natural Resources, Inc. 365,400CNO Financial Group, Inc. 2,964,326CoBiz Financial, Inc. 174,782Coherent, Inc. 895,106Cohu, Inc. 879,120Columbia Banking System, Inc. 292,408Comfort Systems USA, Inc. 797,427Community Bank System, Inc. 927,739Community Trust Bancorp, Inc. 774,144Comtech Telecommunications Corp. 626,316Convergys Corp. 1,846,705Cooper Tire & Rubber Co. 2,961,600CoreLogic, Inc. 3,072,303CoreSite Realty Corp. 2,527,361Cowen Group, Inc., Class A 492,252Cross Country Healthcare, Inc. 1,025,766CSS Industries, Inc. 494,361CubeSmart 2,499,498Customers Bancorp, Inc. 708,900Cypress Semiconductor Corp. 1,289,665CyrusOne, Inc. 63,910CYS Investments, Inc. 2,945,052Dana Holding Corp. 914,441Darling Ingredients, Inc. 2,133,540DCT Industrial Trust, Inc. 3,361,265Dean Foods Co. 313,492Diamondback Energy, Inc. 3,043,285DiamondRock Hospitality Co. 575,160Dicerna Pharmaceuticals, Inc. 16,616DigitalGlobe, Inc. 1,709,240Dillard's, Inc., Class A 1,013,825Domtar Corp. 912,870Douglas Dynamics, Inc. 1,454,785DSW, Inc., Class A 3,262,902DuPont Fabros Technology, Inc. 502,572DXP Enterprises, Inc. 516,264EarthLink Holdings Corp. 628,803East West Bancorp, Inc. 70,579Education Realty Trust, Inc. 169,146El Paso Electric Co. 2,436,228EMCOR Group, Inc. 2,653,463Encana Corp. 2,924,966Encore Capital Group, Inc. 2,474,952Endurance International Group Holdings, Inc. 2,716,772Endurance Specialty Holdings, Ltd. 3,485,889EnerNOC, Inc. 327,624Ennis, Inc. 291,295Entercom Communications Corp., Class A 341,099Epizyme, Inc. 27,876EPR Properties 892,708Equity Commonwealth 2,172,940Eros International PLC 94,382Essendant, Inc. 5,089,003Essent Group, Ltd. 3,192,800EVERTEC, Inc. 4,358,265Fair Isaac Corp. 1,211,548FCB Financial Holdings, Inc. 468,966Federal Signal Corp. 473,382FelCor Lodging Trust, Inc. 1,028,804Financial Institutions, Inc. 360,468First BanCorp 667,220
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First Bancorp 101,790First Busey Corp. 483,860First Citizens BancShares, Inc., Class A 386,648First Commonwealth Financial Corp. 1,925,278First Community Bancshares, Inc. 164,672First Financial Bancorp 350,838First Financial Bankshares, Inc. 401,105First Industrial Realty Trust, Inc. 509,785First Interstate BancSystem, Inc. 444,454First Potomac Realty Trust 789,126Five Star Quality Care, Inc. 36,869Flushing Financial Corp. 564,282FNB Corp. 1,407,110Forestar Group, Inc. 1,371,808FormFactor, Inc. 593,959Forum Energy Technologies, Inc. 2,576,508Fox Chase Bancorp, Inc. 92,736Franklin Street Properties Corp. 306,629Fresh Del Monte Produce, Inc. 778,295Frontline, Ltd. 63,779FTI Consulting, Inc. 2,492,802Fulton Financial Corp. 706,464Gastar Exploration, Inc. 73,260General Cable Corp. 407,814Geospace Technologies Corp. 235,694Getty Realty Corp. 516,492Gibraltar Industries, Inc. 1,254,968Glacier Bancorp, Inc. 2,969,056Gladstone Commercial Corp. 212,940Global Indemnity PLC 65,373Government Properties Income Trust 1,479,765Gramercy Property Trust 730,080Graphic Packaging Holding Co. 1,448,324Great Southern Bancorp, Inc. 245,058Great Western Bancorp, Inc. 722,655Guaranty Bancorp 72,662Guess?, Inc. 732,030Gulfmark Offshore, Inc., Class A 505,940Haemonetics Corp. 1,927,398Halcon Resources Corp. 70,775Hallmark Financial Services, Inc. 150,650Halyard Health, Inc. 203,983Hancock Holding Co. 4,121,802Harte-Hanks, Inc. 115,115Hatteras Financial Corp. 554,840HealthSouth Corp. 3,066,431Heartland Financial USA, Inc. 296,816Helix Energy Solutions Group, Inc. 739,424Heritage Financial Corp. 76,236Highwoods Properties, Inc. 497,224Horace Mann Educators Corp. 1,327,177Hospitality Properties Trust 755,366Houghton Mifflin Harcourt Co. 317,046Hudson Pacific Properties, Inc. 2,982,230Huntsman Corp. 1,985,823Hurco Cos., Inc. 379,385Hyster-Yale Materials Handling, Inc. 823,176Idera Pharmaceuticals, Inc. 624,096IDEX Corp. 2,842,784Immune Design Corp. 33,800Inogen, Inc. 323,856Insight Enterprises, Inc. 1,503,600Insmed, Inc. 101,360Integra LifeSciences Holdings Corp. 2,418,224Intelsat SA 94,500InterDigital, Inc. 1,163,085Interval Leisure Group, Inc. 2,105,857INTL. FCStone, Inc. 5,346Intrepid Potash, Inc. 25,419Investment Technology Group, Inc. 645,320Investors Bancorp, Inc. 1,891,500Isle of Capri Casinos, Inc. 1,524,320IXYS Corp. 415,140J&J Snack Foods Corp. 2,057,320
Page 35 of 56
Jabil Circuit, Inc. 2,052,255Jack in the Box, Inc. 210,771Jones Energy, Inc., Class A 137,529K12, Inc. 716,036Kadant, Inc. 1,061,260KAR Auction Services, Inc. 5,955,561Karyopharm Therapeutics, Inc. 9,812KCG Holdings, Inc., Class A 824,550Kearny Financial Corp. 43,558Kemper Corp. 204,033Key Energy Services, Inc. 168,151Kirby Corp. 3,330,842Kite Realty Group Trust 601,307Korn/Ferry International 2,346,373Laclede Group, Inc. 2,154,450Ladder Capital Corp., Class A 1,605,552Lakeland Bancorp, Inc. 111,376Lakeland Financial Corp. 227,984Landstar System, Inc. 3,053,469LaSalle Hotel Properties 358,845Leggett & Platt, Inc. 822,703Liberty TripAdvisor Holdings, Inc., Class A 1,196,640LSI Industries, Inc. 91,603LTC Properties, Inc. 797,129Mack-Cali Realty Corp. 3,931,245MacroGenics, Inc. 50,625Magellan Health, Inc. 760,816Maiden Holdings, Ltd. 210,922MainSource Financial Group, Inc. 630,591Marlin Business Services Corp. 82,998Matson, Inc. 939,978MBIA, Inc. 998,280Medicines Co. 590,922Meridian Bancorp, Inc. 817,104Meridian Bioscience, Inc. 492,579MGIC Investment Corp. 141,128Mid-America Apartment Communities, Inc. 263,395Minerals Technologies, Inc. 179,646Monogram Residential Trust, Inc. 410,176Monster Worldwide, Inc. 222,006Moog, Inc., Class A 703,472Movado Group, Inc. 1,128,730MRC Global, Inc. 299,592Mueller Water Products, Inc., Class A 520,083Myers Industries, Inc. 125,488MyoKardia, Inc. 256,312NACCO Industries, Inc., Class A 350,201NantKwest, Inc. 114,258National Penn Bancshares, Inc. 89,376National Presto Industries, Inc. 234,472Nautilus, Inc. 571,872Navigators Group, Inc. 536,768Nelnet, Inc., Class A 637,794NETGEAR, Inc. 1,154,582North Atlantic Drilling, Ltd. 41,371Northfield Bancorp, Inc. 1,734,420Northwest Natural Gas Co. 1,373,175NorthWestern Corp. 2,378,487Oasis Petroleum, Inc. 1,915,368OceanFirst Financial Corp. 177,154OFG Bancorp 703,893Olin Corp. 691,326Oppenheimer Holdings, Inc., Class A 157,800Oritani Financial Corp. 273,217Ormat Technologies, Inc. 853,668Orthofix International NV 140,794Owens & Minor, Inc. 921,576P.A.M. Transportation Services, Inc. 276,646Pacific Continental Corp. 225,820PacWest Bancorp 1,032,770Parker Drilling Co. 117,024Parkway Properties, Inc. 3,797,550Party City Holdco, Inc. 4,395,440Pebblebrook Hotel Trust 665,703
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Pennsylvania Real Estate Investment Trust 1,168,538PennyMac Mortgage Investment Trust 2,449,744Piedmont Natural Gas Co., Inc. 488,213Pier 1 Imports, Inc. 4,189,877Pinnacle Foods, Inc. 822,112Pioneer Energy Services Corp. 514,008PNM Resources, Inc. 856,488Polycom, Inc. 1,363,645Portland General Electric Co. 2,697,167Post Holdings, Inc. 1,746,758Potlatch Corp. 1,360,800Preferred Bank 96,800Primerica, Inc. 2,039,474ProAssurance Corp. 1,587,828PS Business Parks, Inc. 1,507,650Quad/Graphics, Inc. 1,053,316Quidel Corp. 919,958Radius Health, Inc. 248,376RAIT Financial Trust 257,794Rayonier Advanced Materials, Inc. 1,025,050Regis Corp. 1,862,294Republic Bancorp, Inc., Class A 90,405Resources Connection, Inc. 3,156,268Revance Therapeutics, Inc. 80,316REX American Resources Corp. 2,673,654Rex Energy Corp. 125,463RLJ Lodging Trust 343,200Rockwell Medical, Inc. 215,537Rovi Corp. 1,917,685RPX Corp. 298,390RSP Permian, Inc. 3,181,797Ruby Tuesday, Inc. 61,332Ruth's Hospitality Group, Inc. 897,893S&T Bancorp, Inc. 99,949Saga Communications, Inc., Class A 62,734Sage Therapeutics, Inc. 28,854Sanderson Farms, Inc. 81,162Sanmina Corp. 254,842Saul Centers, Inc. 111,342Schnitzer Steel Industries, Inc., Class A 656,464Schweitzer-Mauduit International, Inc. 1,227,720SEACOR Holdings, Inc. 1,176,120SeaWorld Entertainment, Inc. 3,925,584Selective Insurance Group, Inc. 2,159,990Seneca Foods Corp., Class A 55,584Seres Therapeutics, Inc. 377,152Sierra Bancorp 54,813Silgan Holdings, Inc. 2,275,676Silver Bay Realty Trust Corp. 170,775Simmons First National Corp., Class A 45,971Smart & Final Stores, Inc. 168,480Snyder's-Lance, Inc. 3,747,285Southside Bancshares, Inc. 82,955Southwest Bancorp, Inc. 327,789Southwest Gas Corp. 1,767,414Spark Energy, Inc., Class A 70,200SpartanNash Co. 321,286Speedway Motorsports, Inc. 144,759Spok Holdings, Inc. 108,562St. Joe Co. 998,130State Bank Financial Corp. 203,528State Street Bank and Trust Co. Joint Repurchase Agreement 0.01 04/01/2016 28,632,000STERIS PLC 2,859,763Sterling Bancorp 3,205,913Stifel Financial Corp. 2,554,184Stock Yards Bancorp, Inc. 88,619Stone Energy Corp. 217,819Stoneridge, Inc. 401,856Suffolk Bancorp 78,749Sunstone Hotel Investors, Inc. 1,125,208Surgical Care Affiliates, Inc. 1,374,516SurModics, Inc. 535,731Sykes Enterprises, Inc. 669,996Take-Two Interactive Software, Inc. 3,265,989
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Taubman Centers, Inc. 170,952TCF Financial Corp. 478,630Tech Data Corp. 3,370,203Territorial Bancorp, Inc. 72,968Tetra Tech, Inc. 2,931,306Time, Inc. 603,704Titan Machinery, Inc. 287,844Tompkins Financial Corp. 451,072TreeHouse Foods, Inc. 3,647,838TriNet Group, Inc. 170,765Triple-S Management Corp., Class B 305,778TriState Capital Holdings, Inc. 57,960Trustmark Corp. 591,871Ultra Clean Holdings, Inc. 71,288Ultragenyx Pharmaceutical, Inc. 139,282UMB Financial Corp. 1,727,540Umpqua Holdings Corp. 1,673,452Union Bankshares Corp. 1,771,365Unisys Corp. 644,490Unit Corp. 418,475United Financial Bancorp, Inc. 217,807United Fire Group, Inc. 135,842Unitil Corp. 390,908Universal Corp. 2,658,708Urstadt Biddle Properties, Inc., Class A 291,205USA Truck, Inc. 616,068Valley National Bancorp 128,943Verastem, Inc. 10,428Vishay Intertechnology, Inc. 1,412,697VOXX International Corp. 70,626VSE Corp. 787,524Wabash National Corp. 435,600Walker & Dunlop, Inc. 1,009,632Washington Real Estate Investment Trust 1,273,556Washington Trust Bancorp, Inc. 253,030Waterstone Financial, Inc. 87,552Watts Water Technologies, Inc., Class A 201,776Webster Financial Corp. 4,338,982WesBanco, Inc. 23,144West Bancorporation, Inc. 129,068West Corp. 1,449,070Westamerica Bancorporation 2,996,834Westar Energy, Inc. 3,177,471Western Alliance Bancorp 94,532WEX, Inc. 4,846,634Wilshire Bancorp, Inc. 1,142,270Wincor Nixdorf AG ADR 3,299,360Windstream Holdings, Inc. 123,648Worthington Industries, Inc. 1,487,614WP GLIMCHER, Inc. 9,993WSFS Financial Corp. 441,426Xcerra Corp. 1,084,276Zafgen, Inc. 17,368Zebra Technologies Corp., Class A 3,555,018Zions Bancorporation 4,227,066
Futures Contracts
Description Type Expiration Month
Unrealized Appreciation
(Depreciation) ($)Russell 2000 Mini Index Long June 2016 535,909
VALIC Company II - Socially Responsible Fund - (unaudited)March 31, 2016
Security Coupon(%) Maturity Date Market Value ($)3M Co. 7,886,765Abbott Laboratories 5,812,362AbbVie, Inc. 9,804,705Accenture PLC, Class A 3,330,098Adobe Systems, Inc. 1,987,434AES Corp. 580,938
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Aetna, Inc. 1,668,173Aflac, Inc. 2,235,914Agilent Technologies, Inc. 436,676AGL Resources, Inc. 1,762,232Air Products & Chemicals, Inc. 2,823,092Airgas, Inc. 737,803Akamai Technologies, Inc. 189,049Alexion Pharmaceuticals, Inc. 1,215,669Allergan PLC 5,726,729Alliance Data Systems Corp. 877,360Allstate Corp. 2,527,925Alphabet, Inc., Class A 10,906,418Alphabet, Inc., Class C 19,940,077Amazon.com, Inc. 10,874,298American Express Co. 3,545,359American Tower Corp. 3,571,075Ameriprise Financial, Inc. 1,147,956AmerisourceBergen Corp. 1,780,074AMETEK, Inc. 162,285Amgen, Inc. 6,660,340Anadarko Petroleum Corp. 1,349,319Analog Devices, Inc. 2,214,890Anthem, Inc. 1,502,482Aon PLC 111,239Apache Corp. 1,866,885Applied Materials, Inc. 1,373,587Archer-Daniels-Midland Co. 1,287,662AT&T, Inc. 2,345,421Autodesk, Inc. 288,401Automatic Data Processing, Inc. 3,956,121AvalonBay Communities, Inc. 740,639Baker Hughes, Inc. 823,697Bank of New York Mellon Corp. 4,287,343Baxalta, Inc. 1,290,295Baxter International, Inc. 1,312,013BB&T Corp. 2,169,404Becton Dickinson and Co. 1,106,616Berkshire Hathaway, Inc., Class B 13,308,628Best Buy Co., Inc. 235,709Biogen, Inc. 2,791,672BlackRock, Inc. 3,334,861BorgWarner, Inc. 715,008Boston Properties, Inc. 528,780Boston Scientific Corp. 182,890Bristol-Myers Squibb Co. 5,665,070Broadcom, Ltd. 2,320,745CA, Inc. 859,133Cabot Oil & Gas Corp. 259,939Campbell Soup Co. 113,419Capital One Financial Corp. 2,557,886Cardinal Health, Inc. 1,714,394CarMax, Inc. 188,099Caterpillar, Inc. 3,645,600CBRE Group, Inc., Class A 77,872CBS Corp., Class B 1,660,743Celgene Corp. 3,755,577CenterPoint Energy, Inc. 468,231CenturyLink, Inc. 1,491,733Cerner Corp. 505,397CF Industries Holdings, Inc. 357,433Charles Schwab Corp. 1,760,665Chesapeake Energy Corp. 145,057Chipotle Mexican Grill, Inc. 341,453Chubb, Ltd. 3,332,387Cigna Corp. 1,573,045Cincinnati Financial Corp. 393,729Cisco Systems, Inc. 8,692,090Citrix Systems, Inc. 279,588CME Group, Inc. 2,341,315CMS Energy Corp. 2,489,615Coca-Cola Enterprises, Inc. 908,906Cognizant Technology Solutions Corp., Class A 1,512,449Colgate-Palmolive Co. 6,384,287Columbia Pipeline Group, Inc. 924,810
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Comcast Corp., Class A 9,083,390Comerica, Inc. 1,157,004ConAgra Foods, Inc. 571,671Corning, Inc. 1,578,365Costco Wholesale Corp. 5,859,455Crown Castle International Corp. 3,984,277CSX Corp. 734,725Cummins, Inc. 1,119,189CVS Health Corp. 6,990,468Danaher Corp. 5,823,455Darden Restaurants, Inc. 444,807DaVita HealthCare Partners, Inc. 265,636Deere & Co. 2,316,321Delphi Automotive PLC 2,220,367Delta Air Lines, Inc. 1,363,819Devon Energy Corp. 942,043Discover Financial Services 1,632,953Dr Pepper Snapple Group, Inc. 1,421,152Eastman Chemical Co. 1,412,747Eaton Corp. PLC 2,609,816eBay, Inc. 1,511,817Ecolab, Inc. 2,469,945Edwards Lifesciences Corp. 371,893Electronic Arts, Inc. 702,617EMC Corp. 4,090,349Emerson Electric Co. 3,507,021Endo International PLC 179,372Ensco PLC, Class A 507,715EOG Resources, Inc. 2,242,504EQT Corp. 529,471Equity Residential 2,329,682Eversource Energy 4,355,839Expedia, Inc. 299,740Express Scripts Holding Co. 2,688,527Facebook, Inc., Class A 10,511,805Fastenal Co. 739,116FedEx Corp. 1,699,122Fidelity National Information Services, Inc. 1,767,552Fifth Third Bancorp 2,596,964Fiserv, Inc. 1,707,034Ford Motor Co. 4,606,106Franklin Resources, Inc. 800,955Frontier Communications Corp. 620,300Gap, Inc. 466,637Garmin, Ltd. 615,744General Growth Properties, Inc. 566,029General Mills, Inc. 5,136,861Gilead Sciences, Inc. 6,325,939Goldman Sachs Group, Inc. 4,081,323Goodyear Tire & Rubber Co. 160,514H&R Block, Inc. 62,219Harley-Davidson, Inc. 676,581Harman International Industries, Inc. 189,833Hartford Financial Services Group, Inc. 931,784HCA Holdings, Inc. 1,267,844HCP, Inc. 1,457,727Hewlett Packard Enterprise Co. 1,892,004Home Depot, Inc. 10,483,595Host Hotels & Resorts, Inc. 807,328HP, Inc. 1,314,692Humana, Inc. 1,418,777Huntington Bancshares, Inc. 408,264Illinois Tool Works, Inc. 2,727,055Intel Corp. 8,737,832Intercontinental Exchange, Inc. 1,555,216International Flavors & Fragrances, Inc. 916,872International Paper Co. 1,286,070Interpublic Group of Cos., Inc. 280,082Intuit, Inc. 1,998,968Intuitive Surgical, Inc. 534,333Invesco, Ltd. 420,811Johnson & Johnson 19,102,602Johnson Controls, Inc. 1,697,923Juniper Networks, Inc. 348,314
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Kellogg Co. 753,864KeyCorp 570,967Kimberly-Clark Corp. 4,542,403Kinder Morgan, Inc. 2,164,400KLA-Tencor Corp. 1,262,744Kohl's Corp. 155,677Kraft Heinz Co. 3,054,648Kroger Co. 4,023,135L Brands, Inc. 1,025,621Level 3 Communications, Inc. 572,947Loews Corp. 2,114,439Lowe's Cos., Inc. 3,352,619LyondellBasell Industries NV, Class A 1,471,976M&T Bank Corp. 1,548,117Macerich Co. 332,491Macy's, Inc. 1,038,275Marathon Oil Corp. 1,205,860Marathon Petroleum Corp. 726,125Marriott International, Inc., Class A 492,494Marsh & McLennan Cos., Inc. 624,192Masco Corp. 379,853MasterCard, Inc., Class A 5,400,203Mattel, Inc. 443,986McDonald's Corp. 13,677,252McGraw Hill Financial, Inc. 1,588,431McKesson Corp. 2,004,309Mead Johnson Nutrition Co. 353,475MetLife, Inc. 3,728,265Microchip Technology, Inc. 360,681Micron Technology, Inc. 410,654Microsoft Corp. 21,975,686Mondelez International, Inc., Class A 4,836,827Monster Beverage Corp. 719,718Moody's Corp. 905,057Mosaic Co. 663,471Motorola Solutions, Inc. 477,137Murphy Oil Corp. 1,053,118Mylan NV 571,774National Oilwell Varco, Inc. 1,046,826NetApp, Inc. 191,740Netflix, Inc. 1,575,058Newell Rubbermaid, Inc. 982,884News Corp., Class A 144,544Nielsen Holdings PLC 1,202,965NIKE, Inc., Class B 3,731,721NiSource, Inc. 868,068Noble Energy, Inc. 242,674Norfolk Southern Corp. 871,211Northern Trust Corp. 1,227,477Nucor Corp. 1,970,282NVIDIA Corp. 531,992Omnicom Group, Inc. 2,236,557ONEOK, Inc. 772,209Oracle Corp. 7,313,399PACCAR, Inc. 1,983,606Parker-Hannifin Corp. 812,217Paychex, Inc. 227,922PayPal Holdings, Inc. 2,445,773Pentair PLC 393,331People's United Financial, Inc. 540,457PepsiCo, Inc. 12,185,794Perrigo Co. PLC 712,058Phillips 66 3,639,118Pioneer Natural Resources Co. 908,899Pitney Bowes, Inc. 300,871PNC Financial Services Group, Inc. 4,792,328PPG Industries, Inc. 2,585,007Priceline Group, Inc. 2,969,764Principal Financial Group, Inc. 455,332Procter & Gamble Co. 11,545,377Prologis, Inc. 940,901Prudential Financial, Inc. 2,666,362Public Storage 1,483,138QUALCOMM, Inc. 4,796,983
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Red Hat, Inc. 97,608Regeneron Pharmaceuticals, Inc. 1,244,239Regions Financial Corp. 585,689Republic Services, Inc. 2,045,519Rockwell Automation, Inc. 1,511,169Roper Technologies, Inc. 1,125,315Royal Caribbean Cruises, Ltd. 450,921Salesforce.com, Inc. 2,269,460SanDisk Corp. 715,228Schlumberger, Ltd. 4,930,704Seagate Technology PLC 674,290Sempra Energy 3,223,989Sherwin-Williams Co. 1,325,708Simon Property Group, Inc. 5,576,061Southwest Airlines Co. 221,222Spectra Energy Corp. 3,826,193St. Jude Medical, Inc. 343,915Stanley Black & Decker, Inc. 1,458,421Staples, Inc. 339,206Starbucks Corp. 4,705,853Starwood Hotels & Resorts Worldwide, Inc. 742,944State Street Bank and Trust Co. Joint Repurchase Agreement 0.01 04/01/2016 12,917,000State Street Corp. 1,017,019Stryker Corp. 1,343,700SunTrust Banks, Inc. 1,663,793Symantec Corp. 838,771Sysco Corp. 2,758,285T. Rowe Price Group, Inc. 551,317Target Corp. 3,725,721TE Connectivity, Ltd. 1,464,718TECO Energy, Inc. 560,814Teradata Corp. 87,248Texas Instruments, Inc. 4,964,763Thermo Fisher Scientific, Inc. 3,527,432Tiffany & Co. 135,753Time Warner Cable, Inc. 3,987,430Time Warner, Inc. 3,593,256TJX Cos., Inc. 3,121,934Travelers Cos., Inc. 2,369,213Twenty-First Century Fox, Inc., Class A 2,515,417Union Pacific Corp. 4,232,140United Parcel Service, Inc., Class B 5,991,856United Rentals, Inc. 142,166United States Treasury Bills 0.20 04/07/2016 4,999,900United States Treasury Bills 0.30 04/07/2016 4,999,900United States Treasury Bills 0.30 06/16/2016 3,198,714UnitedHealth Group, Inc. 7,557,665US Bancorp 7,690,100Valero Energy Corp. 1,943,827Ventas, Inc. 672,539Vertex Pharmaceuticals, Inc. 744,344VF Corp. 960,326Viacom, Inc., Class B 1,330,248Visa, Inc., Class A 8,019,922Vornado Realty Trust 1,205,682Vulcan Materials Co. 202,378Walgreens Boots Alliance, Inc. 3,891,214Walt Disney Co. 9,966,652Waste Management, Inc. 1,509,161WEC Energy Group, Inc. 2,303,504Welltower, Inc. 1,210,330Western Digital Corp. 632,071Western Union Co. 1,706,741Weyerhaeuser Co. 631,682Whirlpool Corp. 784,659Whole Foods Market, Inc. 415,070Williams Cos., Inc. 882,114WW Grainger, Inc. 462,658Xerox Corp. 1,563,795XL Group PLC 170,494Yahoo!, Inc. 1,472,731Yum! Brands, Inc. 2,381,917Zoetis, Inc. 1,474,150
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Futures Contracts
Description Type Expiration Month
Unrealized Appreciation
(Depreciation) ($)S&P 500 E-Mini Index Long June 2016 570,146
VALIC Company II - Strategic Bond Fund - (unaudited)March 31, 2016
Security Coupon(%) Maturity Date Market Value ($)21st Century Fox America, Inc. 4.95 10/15/2045 235,2093M Co. 0.05 05/15/2020 564,443A. Schulman, Inc. 6.88 06/01/2023 1,077,590ABB Finance BV 2.62 03/26/2019 487,305Abbey National Treasury Services PLC 1.12 01/14/2022 1,867,107Abbey National Treasury Services PLC 2.50 03/14/2019 552,213Abbey National Treasury Services PLC 3.88 10/15/2029 226,248ABN AMRO Bank NV 2.50 11/29/2023 606,106ABN AMRO Bank NV 4.12 03/28/2022 821,765ABN Amro Bank NV 5.75 12/29/2049 544,058Actavis Funding SCS 3.00 03/12/2020 672,448ADS Waste Holdings, Inc. 8.25 10/01/2020 1,936,790AES Corp. 4.88 05/15/2023 1,371,563AES Corp. 5.50 03/15/2024 1,764,388Affinia Group, Inc. 7.75 05/01/2021 1,133,000AIA Group, Ltd. 4.50 03/16/2046 518,317Air Canada 6.75 10/01/2019 990,495Air Canada 8.75 04/01/2020 515,313Aircastle, Ltd. 4.62 12/15/2018 338,660Aircastle, Ltd. 6.25 12/01/2019 1,244,843Airgas, Inc. 3.05 08/01/2020 206,695AK Steel Corp. 8.75 12/01/2018 1,996,800Aleris International, Inc. 9.50 04/01/2021 887,876Alibaba Group Holding, Ltd. 3.60 11/28/2024 504,233Allegiant Travel Co. 5.50 07/15/2019 1,323,420Allied World Assurance Co. Holdings, Ltd. 4.35 10/29/2025 279,561Ally Financial, Inc. 5.12 09/30/2024 1,762,790Ally Financial, Inc. 5.75 11/20/2025 1,351,883Alpek SAB de CV 5.38 08/08/2023 729,750Altice Financing SA 6.50 01/15/2022 2,681,113Altice Luxembourg SA 7.75 05/15/2022 1,251,750Altice US Finance I Corp 5.38 07/15/2023 718,813America Movil Sab De Cv 2.12 03/10/2028 829,836America Movil SAB de CV 5.00 10/27/2026 514,477American Energy-Marcellus LLC 8.50 07/09/2021 11,450American Express Credit Account Master Trust 1.49 04/15/2020 100,579American Honda Finance Corp. 1.20 07/14/2017 899,577American Honda Finance Corp. 2.62 10/14/2022 429,197AmeriCredit Automobile Receivables Trust 3.00 07/08/2019 116,761Amgen, Inc. 2.00 02/25/2026 224,441Amgen, Inc. 2.12 09/13/2019 692,311Anadarko Finance Co. 7.50 05/01/2031 697,312Anadarko Petroleum Corp. 5.55 03/15/2026 237,069Anadarko Petroleum Corp. 6.45 09/15/2036 1,150,330Anadarko Petroleum Corp. 6.60 03/15/2046 248,083Anadolu Efes Biracilik Ve Malt Sanayii AS 3.38 11/01/2022 438,430Anheuser-Busch InBev Finance, Inc. 1.90 02/01/2019 399,626Anheuser-Busch InBev Finance, Inc. 2.65 02/01/2021 758,359Anheuser-Busch InBev Finance, Inc. 3.30 02/01/2023 335,798Anheuser-Busch InBev Finance, Inc. 3.65 02/01/2026 479,536Anheuser-Busch InBev Finance, Inc. 4.70 02/01/2036 1,453,547Anheuser-Busch InBev Worldwide, Inc. 1.38 07/15/2017 1,652,989Apple, Inc. 2.85 05/06/2021 916,414Apple, Inc. 2.85 02/23/2023 602,241Apple, Inc. 3.05 07/31/2029 408,563Apple, Inc. 4.50 02/23/2036 677,122Applebee's Funding LLC/IHOP Funding LLC 4.28 09/05/2044 86,658Arab Republic of Egypt 6.88 04/30/2040 382,590Arcelik AS 5.00 04/03/2023 521,422ArcelorMittal 7.25 02/25/2022 2,450,992Arizona Public Service Co. 2.20 01/15/2020 356,039
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Asset Backed Securities Corp. Home Equity Loan Trust 2.01 10/25/2034 137,053Assurant, Inc. 6.75 02/15/2034 1,509,823Assured Guaranty Municipal Holdings, Inc. 6.40 12/15/2066 1,247,800Astoria Financial Corp. 5.00 06/19/2017 824,276AT&T, Inc. 1.45 06/01/2022 641,274AT&T, Inc. 3.00 06/30/2022 1,292,524AT&T, Inc. 4.35 06/15/2045 642,183AT&T, Inc. 4.50 05/15/2035 868,752AT&T, Inc. 4.75 05/15/2046 534,550AT&T, Inc. 5.80 02/15/2019 345,187Atlas Air, Inc. 7.63 01/02/2018 57,434ATS Automation Tooling Systems, Inc. 6.50 06/15/2023 1,032,865Automatic Data Processing, Inc. 2.25 09/15/2020 303,611Avnet, Inc. 4.62 04/15/2026 276,990B2R Mtg. Trust 2.52 05/15/2048 102,752BA Credit Card Trust 1.36 09/15/2020 134,456BAE Systems Holdings, Inc. 3.80 10/07/2024 667,509BAE Systems Holdings, Inc. 4.75 10/07/2044 306,744BAE Systems PLC 4.12 06/08/2022 391,291Ball Corp. 4.38 12/15/2020 703,463Banco de Credito del Peru/Panama 5.38 09/16/2020 490,500Bank of America Corp. 2.50 07/27/2020 980,442Bank of America Corp. 2.60 01/15/2019 767,767Bank of America Corp. 2.62 10/19/2020 364,522Bank of America Corp. 3.95 04/21/2025 599,958Bank of America Corp. 4.25 10/22/2026 799,748Bank of America Corp. 6.10 12/29/2049 1,017,505Bank of America Corp. 6.11 01/29/2037 860,107Bank of America Corp. 7.00 07/31/2028 392,909Bank of America Corp. 7.25 10/15/2025 56,086Bank of China, Ltd. 5.00 11/13/2024 286,013Bank of New York Mellon Corp. 4.95 12/29/2049 627,215Bank of Nova Scotia/The 4.50 12/16/2025 417,303Bank of Scotland PLC 6.38 08/16/2019 438,530BankUnited, Inc. 4.88 11/17/2025 1,191,572Baxalta, Inc. 3.60 06/23/2022 526,231Baytex Energy Corp. 5.12 06/01/2021 704,295Becton Dickinson and Co. 3.12 11/08/2021 435,942Belden, Inc. 5.25 07/15/2024 1,031,400Berkshire Hathaway, Inc. 3.12 03/15/2026 293,249Berry Plastics Corp. 5.12 07/15/2023 1,078,025Bharti Airtel International Netherlands BV 5.35 05/20/2024 322,916Blackboard, Inc. 7.75 11/15/2019 884,695BMW Finance NV 3.38 12/14/2018 762,237BNP Paribas SA 2.88 09/26/2023 910,977BNP Paribas SA 2.88 03/20/2026 463,324Boeing Co. 0.95 05/15/2018 585,921Boeing Co. 2.20 10/30/2022 462,255BP Capital Markets PLC 1.38 11/06/2017 1,335,670BP Capital Markets PLC 2.97 02/27/2026 1,039,993BP Capital Markets PLC 3.24 05/06/2022 421,943BP Capital Markets PLC 3.54 11/04/2024 263,587BP Capital Markets PLC 4.32 12/10/2018 230,601BPCE SA 1.38 05/22/2019 823,726BPCE SA 2.88 01/16/2024 908,860BPCE SA 4.50 03/15/2025 732,675Brambles USA, Inc. 4.12 10/23/2025 252,320Braskem Finance, Ltd. 5.75 04/15/2021 333,445BRF SA 7.75 05/22/2018 230,834Bristow Group, Inc. 6.25 10/15/2022 481,620British Telecom PLC 6.62 06/23/2017 381,324British Telecommunications PLC 1.12 06/10/2019 467,242British Telecommunications PLC 8.62 03/26/2020 452,345Building Materials Corp. of America 6.00 10/15/2025 556,245C&S Group Enterprises LLC 5.38 07/15/2022 1,202,378Cable One, Inc. 5.75 06/15/2022 1,844,255Caesars Entertainment Resort Properties LLC 8.00 10/01/2020 1,190,464Caesars Entertainment Resort Properties LLC 11.00 10/01/2021 1,261,700Caesars Growth Properties Holdings LLC 5.25 05/08/2021 580,357Calumet Specialty Products Partner LP/Calumet Finance Corp. 6.50 04/15/2021 1,220,490Canadian Pacific Railway Co. 6.12 09/15/2115 380,634CarMax Auto Owner Trust 2.08 01/15/2020 54,278Carrefour SA 4.00 04/09/2020 914,388Carrizo Oil & Gas, Inc. 6.25 04/15/2023 1,410,000
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CSMC Trust 3.88 11/15/2037 1,018,057CTR Partnership LP/CareTrust Capital Corp. 5.88 06/01/2021 1,834,125CVS Pass-Through Trust 4.70 01/10/2036 379,214CVS Pass-Through Trust 5.77 01/10/2033 252,355CVS Pass-Through Trust 5.93 01/10/2034 549,918Daimler AG 2.75 12/04/2020 597,015Daimler Finance North America LLC 2.45 05/18/2020 1,004,503Daimler Finance North America LLC 2.62 09/15/2016 346,147Danaher Corp. 3.35 09/15/2025 455,255Danaher Corp. 4.38 09/15/2045 264,704Danske Bank A/S 3.88 10/04/2023 634,765DaVita HealthCare Partners, Inc. 5.12 07/15/2024 1,338,250DB Master Finance LLC 3.98 02/20/2045 65,839DBS Group Holdings, Ltd. 2.25 07/16/2019 1,007,473Dean Foods Co. 6.50 03/15/2023 925,875Dell Equipment Finance Trust 1.30 03/23/2020 133,538Denbury Resources, Inc. 5.50 05/01/2022 521,100Deutsche Bank AG 1.88 02/13/2018 945,941Deutsche Bank AG 4.50 04/01/2025 267,699Deutsche Bank AG 7.50 12/29/2049 686,000Diageo Capital PLC 5.75 10/23/2017 877,710Discover Card Execution Note Trust 2.19 04/17/2023 177,802Discover Financial Services 3.75 03/04/2025 699,830DISH DBS Corp. 5.00 03/15/2023 882,500Dollar General Corp. 4.12 07/15/2017 661,699Dominican Republic 5.88 04/18/2024 399,750Dominican Republic 5.88 04/18/2024 507,375Dominican Republic 6.60 01/28/2024 328,313Dominican Republic 6.88 01/29/2026 425,000Dominican Republic 7.45 04/30/2044 630,000Dominican Republic 7.50 05/06/2021 348,800Dominican Republic 8.62 04/20/2027 675,000Dominion Gas Holdings LLC 4.80 11/01/2043 312,339Dominion Resources, Inc. 5.25 08/01/2033 951,615Dominion Resources, Inc. 5.75 10/01/2054 443,058Domtar Corp. 6.75 02/15/2044 819,062Downstream Development Authority of the Quapaw Tribe of Oklahoma 10.50 07/01/2019 1,871,500DP World, Ltd. 6.85 07/02/2037 305,838Drawbridge Special Opportunities Fund LP/Drawbridge Special Opportunities Finance 5.00 08/01/2021 1,525,738DuPont Fabros Technology LP 5.62 06/15/2023 926,600Dynegy, Inc. 7.38 11/01/2022 1,914,750Eco Services Operations LLC/Eco Finance Corp. 8.50 11/01/2022 1,366,200Ecopetrol SA 4.12 01/16/2025 545,600EDP Finance BV 6.62 08/09/2017 758,160Electricite de France SA 2.35 10/13/2020 1,705,213Electricite de France SA 3.62 10/13/2025 315,230Electricite de France SA 4.95 10/13/2045 733,041Electricite de France SA 6.00 01/22/2114 341,778Empresa de Telecomunicaciones de Bogota 7.00 01/17/2023 164,631Empresa Nacional de Telecomunicaciones SA 4.88 10/30/2024 344,645Empresas Publicas de Medellin ESP 8.38 02/01/2021 93,278Endo Finance LLC/Endo Finco, Inc. 7.75 01/15/2022 1,290,313Enel Finance International NV 5.00 09/14/2022 1,014,413Enel Finance International NV 5.62 08/14/2024 299,669Enel SpA 6.50 01/10/2074 399,701Energy Transfer Equity LP 7.50 10/15/2020 1,063,563Energy Transfer Partners LP 4.90 03/15/2035 340,453Energy Transfer Partners LP 5.15 03/15/2045 197,449Energy Transfer Partners LP 6.62 10/15/2036 962,148EnerSys 5.00 04/30/2023 1,571,020Engie SA 3.88 07/29/2049 237,537Enova International, Inc. 9.75 06/01/2021 1,876,530Entergy Arkansas, Inc. 3.50 04/01/2026 182,717Entergy Arkansas, Inc. 4.95 12/15/2044 549,086Entergy Louisiana LLC 4.95 01/15/2045 1,769,306Entergy Louisiana LLC 359,857EP Energy LLC/Everest Acquisition Finance, Inc. 7.75 09/01/2022 566,370ESH Hospitality, Inc. 5.25 05/01/2025 1,240,910Euro Time Deposit with State Street Bank and Trust Co. 0.01 04/01/2016 54,753,000European Investment Bank 2.62 03/15/2035 709,576EV Energy Partners LP/EV Energy Finance Corp. 8.00 04/15/2019 337,500Everi Payments, Inc. 10.00 01/15/2022 970,060Exelon Corp. 4.95 06/15/2035 296,760Exelon Corp. 5.10 06/15/2045 309,267
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Exelon Generation Co. LLC 2.95 01/15/2020 480,071Expo Event Transco, Inc. 9.00 06/15/2021 2,385,590Express Scripts Holding Co. 4.50 02/25/2026 481,446Exxon Mobil Corp. 1.30 03/06/2018 760,400Exxon Mobil Corp. 3.04 03/01/2026 227,208Fannie Mae Connecticut Avenue Securities 2.03 01/25/2024 501,724FCE Bank PLC 1.53 11/09/2020 695,024Federal Home Loan Mtg. Corp. 2.12 02/01/2037 49,081Federal Home Loan Mtg. Corp. 2.50 01/01/2028 319,362Federal Home Loan Mtg. Corp. 2.50 04/01/2028 725,739Federal Home Loan Mtg. Corp. 2.66 11/01/2037 318,438Federal Home Loan Mtg. Corp. 3.00 04/01/2043 616,810Federal Home Loan Mtg. Corp. 3.00 08/01/2043 839,424Federal Home Loan Mtg. Corp. 3.00 07/01/2045 1,973,986Federal Home Loan Mtg. Corp. 3.00 10/01/2045 595,535Federal Home Loan Mtg. Corp. 3.00 12/01/2045 304,864Federal Home Loan Mtg. Corp. 3.50 02/01/2042 581,991Federal Home Loan Mtg. Corp. 3.50 03/01/2042 427,230Federal Home Loan Mtg. Corp. 3.50 04/01/2042 794,740Federal Home Loan Mtg. Corp. 3.50 08/01/2042 761,956Federal Home Loan Mtg. Corp. 3.50 09/01/2043 87,072Federal Home Loan Mtg. Corp. 3.50 03/01/2045 388,644Federal Home Loan Mtg. Corp. 3.50 03/01/2045 312,958Federal Home Loan Mtg. Corp. 3.50 03/01/2045 272,126Federal Home Loan Mtg. Corp. 3.50 07/01/2045 317,863Federal Home Loan Mtg. Corp. 3.50 08/01/2045 384,532Federal Home Loan Mtg. Corp. 3.50 10/01/2045 205,053Federal Home Loan Mtg. Corp. 3.50 11/01/2045 284,033Federal Home Loan Mtg. Corp. 3.50 02/01/2046 2,678,208Federal Home Loan Mtg. Corp. 4.00 09/01/2040 168,471Federal Home Loan Mtg. Corp. 4.00 09/01/2040 1,626,164Federal Home Loan Mtg. Corp. 4.00 10/01/2043 46,880Federal Home Loan Mtg. Corp. 4.00 07/01/2044 401,525Federal Home Loan Mtg. Corp. 4.00 10/01/2045 706,157Federal Home Loan Mtg. Corp. 4.00 11/01/2045 624,962Federal Home Loan Mtg. Corp. 4.50 02/01/2020 18,131Federal Home Loan Mtg. Corp. 4.50 08/01/2020 7,933Federal Home Loan Mtg. Corp. 4.50 03/01/2023 62,213Federal Home Loan Mtg. Corp. 4.50 01/01/2039 23,801Federal Home Loan Mtg. Corp. 4.50 12/01/2039 34,259Federal Home Loan Mtg. Corp. 5.00 05/01/2034 127,949Federal Home Loan Mtg. Corp. 5.00 11/01/2043 93,561Federal Home Loan Mtg. Corp. 5.50 06/01/2022 43,126Federal Home Loan Mtg. Corp. 5.50 07/01/2035 34,372Federal Home Loan Mtg. Corp. 6.00 03/01/2040 109,588Federal Home Loan Mtg. Corp. 6.50 02/01/2036 19,486Federal Home Loan Mtg. Corp. 15,810Federal Home Loan Mtg. Corp. REMIC 6.36 09/15/2039 49,633Federal Home Loan Mtg. Corp. Structured Agency Credit Risk 2.08 08/25/2024 69,382Federal Home Loan Mtg. Corp. Structured Agency Credit Risk 2.63 02/25/2024 166,733Federal Home Loan Mtg. Corp. Structured Agency Credit Risk 2.63 09/25/2024 296,225Federal National Mtg. Assoc 3.50 11/01/2045 649,907Federal National Mtg. Assoc. 2.23 09/01/2035 268,606Federal National Mtg. Assoc. 2.35 05/01/2037 80,295Federal National Mtg. Assoc. 2.44 07/01/2039 218,116Federal National Mtg. Assoc. 2.46 10/01/2035 270,513Federal National Mtg. Assoc. 2.50 02/01/2031 603,683Federal National Mtg. Assoc. 2.50 04/18/2031 1,793,405Federal National Mtg. Assoc. 2.51 11/01/2036 141,685Federal National Mtg. Assoc. 2.58 10/01/2040 85,382Federal National Mtg. Assoc. 2.62 05/01/2040 298,997Federal National Mtg. Assoc. 2.66 08/01/2035 179,772Federal National Mtg. Assoc. 2.67 10/01/2040 157,658Federal National Mtg. Assoc. 3.00 10/01/2027 391,675Federal National Mtg. Assoc. 3.00 12/01/2027 353,155Federal National Mtg. Assoc. 3.00 10/01/2030 614,159Federal National Mtg. Assoc. 3.00 04/18/2031 2,283,345Federal National Mtg. Assoc. 3.00 03/01/2042 619,991Federal National Mtg. Assoc. 3.00 12/01/2042 229,362Federal National Mtg. Assoc. 3.00 05/01/2043 494,977Federal National Mtg. Assoc. 3.00 02/01/2045 346,023Federal National Mtg. Assoc. 3.00 06/01/2045 396,955Federal National Mtg. Assoc. 3.00 04/13/2046 5,545,373Federal National Mtg. Assoc. 3.50 09/01/2026 390,677
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Federal National Mtg. Assoc. 3.50 08/01/2027 157,583Federal National Mtg. Assoc. 3.50 10/01/2028 382,875Federal National Mtg. Assoc. 3.50 06/01/2042 324,966Federal National Mtg. Assoc. 3.50 07/01/2042 137,919Federal National Mtg. Assoc. 3.50 08/01/2042 144,593Federal National Mtg. Assoc. 3.50 08/01/2042 390,038Federal National Mtg. Assoc. 3.50 08/01/2042 224,891Federal National Mtg. Assoc. 3.50 08/01/2042 343,548Federal National Mtg. Assoc. 3.50 09/01/2042 814,077Federal National Mtg. Assoc. 3.50 07/01/2045 277,662Federal National Mtg. Assoc. 3.50 08/01/2045 541,224Federal National Mtg. Assoc. 3.50 10/01/2045 610,345Federal National Mtg. Assoc. 3.50 04/13/2046 7,732,515Federal National Mtg. Assoc. 4.00 11/01/2025 213,619Federal National Mtg. Assoc. 4.00 06/01/2039 476,285Federal National Mtg. Assoc. 4.00 09/01/2040 282,311Federal National Mtg. Assoc. 4.00 09/01/2040 153,651Federal National Mtg. Assoc. 4.00 12/01/2040 57,666Federal National Mtg. Assoc. 4.00 11/01/2041 165,388Federal National Mtg. Assoc. 4.00 11/01/2041 347,642Federal National Mtg. Assoc. 4.00 01/01/2042 403,671Federal National Mtg. Assoc. 4.00 10/01/2043 23,417Federal National Mtg. Assoc. 4.00 12/01/2043 434,984Federal National Mtg. Assoc. 4.00 10/01/2044 468,472Federal National Mtg. Assoc. 4.00 10/01/2044 310,511Federal National Mtg. Assoc. 4.00 11/01/2044 242,470Federal National Mtg. Assoc. 4.00 02/01/2045 289,742Federal National Mtg. Assoc. 4.00 04/13/2046 5,715,072Federal National Mtg. Assoc. 4.50 06/01/2019 16,814Federal National Mtg. Assoc. 4.50 11/01/2040 116,629Federal National Mtg. Assoc. 4.50 05/01/2041 146,346Federal National Mtg. Assoc. 4.50 07/01/2041 90,692Federal National Mtg. Assoc. 4.50 03/01/2042 500,431Federal National Mtg. Assoc. 4.50 12/01/2044 26,918Federal National Mtg. Assoc. 4.50 04/13/2046 5,089,161Federal National Mtg. Assoc. 5.00 01/01/2023 77,044Federal National Mtg. Assoc. 5.00 04/01/2023 50,099Federal National Mtg. Assoc. 5.00 03/01/2037 14,087Federal National Mtg. Assoc. 5.00 05/01/2040 321,703Federal National Mtg. Assoc. 5.00 05/01/2040 183,164Federal National Mtg. Assoc. 5.00 06/01/2040 129,414Federal National Mtg. Assoc. 5.00 07/01/2040 43,809Federal National Mtg. Assoc. 5.00 07/01/2040 148,416Federal National Mtg. Assoc. 5.00 04/13/2046 221,250Federal National Mtg. Assoc. 5.50 08/01/2037 453,527Federal National Mtg. Assoc. 5.50 06/01/2038 66,336Federal National Mtg. Assoc. 6.00 02/01/2032 4,107Federal National Mtg. Assoc. 6.00 10/01/2034 161Federal National Mtg. Assoc. 6.00 09/01/2038 125,170Federal National Mtg. Assoc. 6.00 11/01/2038 38,268Federal National Mtg. Assoc. 6.00 06/01/2040 32,049Federal National Mtg. Assoc. 6.50 11/01/2037 69,940Federal Republic of Germany 0.50 02/15/2025 414,575Federal Republic of Germany 1.75 02/15/2024 1,826,371Federal Republic of Germany 2.50 08/15/2046 550,214Federal Republic of Germany 6.25 01/04/2030 2,190,305Federative Republic of Brazil 7.12 01/20/2037 3,030Ferreycorp SAA 4.88 04/26/2020 491,250FGI Operating Co. LLC/FGI Finance, Inc. 7.88 05/01/2020 702,000Fibria Overseas Finance, Ltd. 5.25 05/12/2024 242,500Fidelity National Information Services, Inc. 5.00 10/15/2025 268,887Fifth Third Bancorp 4.90 12/29/2049 696,255Fifth Third Bank 2.30 03/15/2019 238,130Fifth Third Bank 3.85 03/15/2026 355,466First Franklin Mtg. Loan Trust 0.59 11/25/2036 142,816First Horizon National Corp. 3.50 12/15/2020 1,467,958First Niagara Financial Group, Inc. 6.75 03/19/2020 2,362,584First Niagara Financial Group, Inc. 7.25 12/15/2021 1,580,211First Quantum Minerals, Ltd. 7.25 05/15/2022 749,730First Tennessee Bank NA 2.95 12/01/2019 675,586FirstEnergy Corp. 7.38 11/15/2031 659,510Flextronics International, Ltd. 4.75 06/15/2025 187,680Fly Leasing, Ltd. 6.38 10/15/2021 2,439,813FMG Resources August 2006 Pty, Ltd. 8.25 11/01/2019 1,375,200
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NCL Corp., Ltd. 4.62 11/15/2020 1,150,725Nestle Finance International, Ltd. 2.25 11/30/2023 200,448Netflix, Inc. 5.88 02/15/2025 1,374,565New York Life Global Funding 1.65 05/15/2017 805,879Newell Rubbermaid, Inc. 4.20 04/01/2026 292,892Newell Rubbermaid, Inc. 5.38 04/01/2036 219,248Newfield Exploration Co. 5.38 01/01/2026 1,445,080Nissan Auto Lease Trust 1.04 10/15/2019 294,951Noble Energy, Inc. 3.90 11/15/2024 604,302Noble Energy, Inc. 5.05 11/15/2044 111,573Nordea Bank AB 2.12 11/13/2019 220,339North American Development Bank 2.30 10/10/2018 728,722Northern Oil and Gas, Inc. 8.00 06/01/2020 753,940NOVA Chemicals Corp. 5.00 05/01/2025 1,458,750Novatek OAO via Novatek Finance, Ltd. 6.60 02/03/2021 364,070NRG Energy, Inc. 6.25 07/15/2022 2,132,490NRG REMA LLC 9.24 07/02/2017 153,571Oasis Petroleum, Inc. 6.88 03/15/2022 1,502,200Occidental Petroleum Corp. 4.40 04/15/2046 381,457Ohio State University 4.80 06/01/2111 524,244Oi SA 9.75 09/15/2016 48,826Omega Healthcare Investors, Inc. 4.50 04/01/2027 754,114Omega Healthcare Investors, Inc. 4.95 04/01/2024 688,497Omega Healthcare Investors, Inc. 5.25 01/15/2026 490,466Omega US Sub LLC 8.75 07/15/2023 1,448,640Omnicom Group, Inc. 3.60 04/15/2026 500,910OneMain Financial Holdings, Inc. 6.75 12/15/2019 1,899,898Opal Acquisition, Inc. 8.88 12/15/2021 1,501,020Oracle Corp. 3.90 05/15/2035 382,119Orange SA 3.88 01/14/2021 794,360Orange SA 7.25 11/10/2020 275,914Orbital ATK, Inc. 5.25 10/01/2021 1,492,963O'Reilly Automotive, Inc. 3.55 03/15/2026 161,526Oriental Republic of Uruguay 5.10 06/18/2050 1,143,900Oversea-Chinese Banking Corp., Ltd. 4.00 10/15/2024 290,735Owens-Brockway Glass Container, Inc. 5.38 01/15/2025 1,726,950PACCAR Financial Corp. 1.65 02/25/2019 166,627Pacific Drilling SA 5.38 06/01/2020 463,680Pacific LifeCorp 6.00 02/10/2020 340,691PBF Holding Co LLC/PBF Finance Corp. 7.00 11/15/2023 1,034,138Penn Virginia Corp. 7.25 04/15/2019 126,250Penske Truck Leasing Co. LP/PTL Finance Corp. 3.38 02/01/2022 265,091Perrigo Finance Unlimited Co. 3.50 12/15/2021 679,880Pertamina Persero PT 4.88 05/03/2022 609,470Petra Diamonds US Treasury PLC 8.25 05/31/2020 169,500Petroleos de Venezuela SA 5.38 04/12/2027 95,220Petroleos de Venezuela SA 6.00 11/15/2026 832,950Petroleos Mexicanos 5.50 06/27/2044 105,524Petronas Capital, Ltd. 3.50 03/18/2025 509,010PF Chang's China Bistro, Inc. 10.25 06/30/2020 2,833,555PH Glatfelter Co. 5.38 10/15/2020 903,245Plantronics, Inc. 5.50 05/31/2023 365,490Port Authority of New York & New Jersey 4.46 10/01/2062 852,188Port Authority of New York & New Jersey 4.93 10/01/2051 502,347Praxair, Inc. 1.20 02/12/2024 674,361Praxair, Inc. 1.50 03/11/2020 685,802President and Fellows of Harvard College 3.62 10/01/2037 237,417Pricoa Global Funding I 1.35 08/18/2017 780,833Procter & Gamble Co. 1.12 11/02/2023 331,118Prologis LP 1.38 05/13/2021 774,817Prudential Financial, Inc. 5.38 05/15/2045 224,730Prudential Financial, Inc. 5.62 06/15/2043 1,958,576PT Pelabuhan Indonesia II 4.25 05/05/2025 454,594Quad/Graphics, Inc. 7.00 05/01/2022 1,431,750Quicken Loans, Inc. 5.75 05/01/2025 1,867,250Qwest Corp. 691,607Rackspace Hosting, Inc. 6.50 01/15/2024 1,635,620Regal Entertainment Group 5.75 02/01/2025 638,175Regions Financial Corp. 3.20 02/08/2021 576,757Regions Financial Corp. 7.38 12/10/2037 1,205,927Reliance Industries, Ltd. 4.12 01/28/2025 514,466Renault SA 3.62 09/19/2018 969,184Rentpath, Inc. 10.00 12/17/2022 944,038Republic of Angola 9.50 11/12/2025 746,200
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Republic of Armenia 6.00 09/30/2020 741,255Republic of Armenia 7.15 03/26/2025 1,181,280Republic of Colombia 4.50 01/28/2026 409,000Republic of Colombia 6.12 01/18/2041 577,500Republic of Costa Rica 7.16 03/12/2045 416,300Republic of Croatia 6.25 04/27/2017 1,256,706Republic of Croatia 6.75 11/05/2019 1,097,140Republic of El Salvador 7.62 02/01/2041 449,175Republic of Ghana 10.75 10/14/2030 390,380Republic of Hungary 4.00 03/25/2019 518,750Republic of Hungary 5.75 11/22/2023 1,457,920Republic of Hungary 7.62 03/29/2041 835,440Republic of Indonesia 5.95 01/08/2046 930,970Republic of Indonesia 8.50 10/12/2035 758,278Republic of Ivory Coast 5.38 07/23/2024 550,500Republic of Ivory Coast 6.38 03/03/2028 472,500Republic of Lithuania 6.62 02/01/2022 1,207,862Republic of Mozambique 6.30 09/11/2020 1,036,398Republic of Panama 3.75 03/16/2025 1,233,000Republic of Panama 5.20 01/30/2020 1,378,125Republic of Panama 6.70 01/26/2036 1,185,750Republic of Paraguay 6.10 08/11/2044 581,400Republic of Peru 4.12 08/25/2027 394,908Republic of Peru 6.55 03/14/2037 1,245,000Republic of Poland 4.00 01/22/2024 1,270,563Republic of Poland 5.00 03/23/2022 1,897,965Republic of Serbia 7.25 09/28/2021 1,564,500Republic of South Africa 5.38 07/24/2044 395,264Republic of South Africa 5.50 03/09/2020 741,195Republic of South Africa 5.88 09/16/2025 757,295Republic of Sri Lanka 6.85 11/03/2025 1,429,844Republic of the Philippines 4.00 01/15/2021 1,454,712Republic of the Philippines 4.20 01/21/2024 1,241,257Republic of the Philippines 7.75 01/14/2031 395,327Republic of the Philippines 9.50 02/02/2030 1,250,051Republic of Turkey 3.25 03/23/2023 1,630,522Republic of Turkey 4.88 04/16/2043 538,095Republic of Venezuela 7.00 12/01/2018 260,000Republic of Venezuela 7.65 04/21/2025 18,288Republic of Venezuela 9.00 05/07/2023 192,500Republic of Venezuela 9.38 01/13/2034 149,100Republic of Venezuela 11.75 10/21/2026 321,850Republic of Venezuela 11.95 08/05/2031 258,725Republic of Venezuela 12.75 08/23/2022 473,000Republic of Zambia 5.38 09/20/2022 296,400Republic of Zambia 8.50 04/14/2024 993,000Rex Energy Corp. 6.25 08/01/2022 112,600Roche Finance Europe BV 5.38 08/29/2023 399,835Roche Holdings, Inc. 1.35 09/29/2017 1,127,702Rose Rock Midstream LP/Rose Rock Finance Corp. 5.62 07/15/2022 784,035Royal Bank of Canada 4.65 01/27/2026 754,735Royal Bank of Scotland Group PLC 1.62 06/25/2019 1,444,912Royal Bank of Scotland Group PLC 8.00 12/29/2049 233,608Royal Bank of Scotland PLC 10.50 03/16/2022 1,450,680Royal Caribbean Cruises, Ltd. 5.25 11/15/2022 281,685Royal Caribbean Cruises, Ltd. 7.50 10/15/2027 1,246,883RPM International, Inc. 5.25 06/01/2045 981,884Russian Federation 5.88 09/16/2043 412,740Russian Federation 12.75 06/24/2028 829,400Sabine Pass Liquefaction LLC 5.62 04/15/2023 783,750Sabine Pass Liquefaction LLC 6.25 03/15/2022 721,339Sabre GLBL, Inc. 5.38 04/15/2023 1,522,955Sanchez Energy Corp. 6.12 01/15/2023 889,380Santander Drive Auto Receivables Trust 2.46 06/15/2020 193,173Santander Issuances SAU 5.18 11/19/2025 1,159,621Sasol Financing International PLC 4.50 11/14/2022 580,500Sberbank of Russia Via SB Capital SA 6.12 02/07/2022 362,250Scientific Games International, Inc. 7.00 01/01/2022 930,240Scientific Games International, Inc. 10.00 12/01/2022 985,770Seminole Hard Rock Entertainment, Inc./Seminole Hard Rock International LLC 5.88 05/15/2021 601,500Sensata Technologies UK Financing Co. PLC 6.25 02/15/2026 575,100Shell International Finance BV 1.25 11/10/2017 483,576Shell International Finance BV 2.12 05/11/2020 533,904Shell International Finance BV 2.25 11/10/2020 566,993
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Shinhan Bank 3.88 03/24/2026 202,307Siam Commercial Bank PCL 3.50 04/07/2019 207,072Sierra Timeshare Receivables Funding LLC 2.05 06/20/2031 41,617Sierra Timeshare Receivables Funding LLC 2.43 06/20/2032 64,256Sirius XM Radio, Inc. 5.38 04/15/2025 763,125Skandinaviska Enskilda Banken AB 1.88 11/14/2019 841,465Skandinaviska Enskilda Banken AB 2.50 05/28/2026 693,912SLM Corp. 5.62 08/01/2033 808,635SM Energy Co. 5.62 06/01/2025 624,526SM Energy Co. 6.50 01/01/2023 209,385Societe Generale SA 5.00 12/20/2018 898,793Societe Generale SA 6.12 08/20/2018 705,029Societe Generale SA 7.88 12/29/2049 1,035,973Solvay Finance America LLC 4.45 12/03/2025 786,527Solvay SA 4.62 06/27/2018 749,366South Carolina Electric & Gas Co. 5.10 06/01/2065 403,812Southern California Edison Co. 1.12 05/01/2017 895,107Southern Co. 1.30 08/15/2017 766,199Southern Gas Corridor CJSC 6.88 03/24/2026 1,000,950Southern Power Co. 4.15 12/01/2025 548,160Southwestern Energy Co. 3.30 01/23/2018 149,600Sprint Corp. 7.25 09/15/2021 5,559,336SSE PLC 5.00 10/01/2018 233,951Standard Chartered Bank 5.88 09/26/2017 544,089Stanley Black & Decker, Inc. 5.75 12/15/2053 954,450State Grid Overseas Investment 2014, Ltd. 4.12 05/07/2024 327,452Steel Dynamics, Inc. 5.12 10/01/2021 1,226,140Summit Midstream Holdings LLC/Summit Midstream Finance Corp. 5.50 08/15/2022 432,390SunCoke Energy Partners LP/SunCoke Energy Partners Finance Corp. 7.38 02/01/2020 937,555SunEdison Semiconductor, Ltd. 6.50 05/27/2019 902,846SunTrust Banks, Inc. 2.90 03/03/2021 395,697SUPERVALU, Inc. 7.75 11/15/2022 1,651,778Svenska Handelsbanken AB 2.66 01/15/2024 1,237,014Svenska Handelsbanken AB 3.00 11/20/2020 568,383Synchrony Credit Card Master Note Trust 2.04 03/15/2022 100,836Synchrony Financial 4.25 08/15/2024 709,775Talen Energy Supply LLC 6.50 06/01/2025 1,371,160TD Ameritrade Holding Corp. 2.95 04/01/2022 469,509Team Health, Inc. 7.25 12/15/2023 1,275,440Teck Resources, Ltd. 2.50 02/01/2018 256,375Telecom Italia Capital SA 7.72 06/04/2038 763,024Telefonica Emisiones SAU 4.69 11/11/2019 196,993Telefonica Europe BV 5.00 03/31/2049 575,253Tenedora Nemak SA de CV 5.50 02/28/2023 411,000Tenet Healthcare Corp. 4.75 06/01/2020 1,946,475Tenet Healthcare Corp. 6.88 11/15/2031 772,388Tennessee Valley Authority 1.75 10/15/2018 402,596TerraForm Power Operating LLC 5.88 02/01/2023 1,323,540Tesco PLC 3.38 11/02/2018 596,533Tesoro Logistics LP/Tesoro Logistics Finance Corp. 5.88 10/01/2020 776,149Tesoro Logistics LP/Tesoro Logistics Finance Corp. 6.12 10/15/2021 1,077,000Textron, Inc. 4.00 03/15/2026 534,142Textron, Inc. 4.62 09/21/2016 639,424Thai Oil PCL 3.62 01/23/2023 202,085Time Warner, Inc. 4.85 07/15/2045 128,176Time, Inc. 5.75 04/15/2022 1,090,357T-Mobile USA, Inc. 6.50 01/15/2024 735,280Total Capital International SA 2.25 12/17/2020 296,087TOTAL SA 2.25 12/29/2049 321,058Total System Services, Inc. 3.80 04/01/2021 158,374Total System Services, Inc. 4.80 04/01/2026 123,821Toyota Motor Credit Corp. 2.00 10/24/2018 409,253TPT Acquisition, Inc. 0Trans-Allegheny Interstate Line Co. 3.85 06/01/2025 400,849TransCanada Trust 5.62 05/20/2075 252,747Transnet SOC, Ltd. 4.00 07/26/2022 225,820Transportadora de Gas del Peru SA 4.25 04/30/2028 310,400Trinity Industries, Inc. 4.55 10/01/2024 419,698Triumph Group, Inc. 5.25 06/01/2022 860,400Tronox Finance LLC 7.50 03/15/2022 1,188,000Tupy Overseas SA 6.62 07/17/2024 418,500Turkcell Iletisim Hizmetleri AS 5.75 10/15/2025 330,575UBS AG 1.80 03/26/2018 599,018UBS AG London 1.12 06/30/2020 1,178,562
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UBS Group Funding Jersey, Ltd. 4.12 09/24/2025 309,441UBS Group Funding Jersey, Ltd. 4.12 04/15/2026 375,709Union Pacific Corp. 4.38 11/15/2065 416,159United Airlines Pass-Through Trust 4.62 03/03/2024 1,129,724United Airlines Pass-Through Trust 5.38 02/15/2023 1,222,376United Kingdom Gilt Treasury 4.50 09/07/2034 2,165,132United Mexican States 3.60 01/30/2025 1,802,340United Mexican States 4.12 01/21/2026 629,100United Mexican States 4.75 03/08/2044 1,649,865United Mexican States 6.05 01/11/2040 1,055,250United Rentals North America, Inc. 4.62 07/15/2023 819,844United Rentals North America, Inc. 5.50 07/15/2025 994,790United States Treasury Bonds 2.88 08/15/2045 25,245United States Treasury Bonds 3.00 11/15/2044 130,571United States Treasury Bonds 3.00 05/15/2045 1,176,618United States Treasury Bonds 3.00 11/15/2045 1,703,561United States Treasury Bonds 3.12 11/15/2041 661,914United States Treasury Bonds 3.12 08/15/2044 279,881United States Treasury Bonds 3.38 05/15/2044 57,963United States Treasury Bonds 4.50 02/15/2036 3,292,968United States Treasury Bonds 5.25 11/15/2028 91,638United States Treasury Notes 0.12 04/15/2018 1,576,993United States Treasury Notes 0.50 04/30/2017 6,490,354United States Treasury Notes 0.50 07/31/2017 17,456,933United States Treasury Notes 0.62 11/30/2017 13,237,759United States Treasury Notes 0.75 01/15/2017 898,687United States Treasury Notes 0.75 01/31/2018 634,223United States Treasury Notes 1.12 02/28/2021 2,675,978United States Treasury Notes 1.25 11/30/2018 2,968,686United States Treasury Notes 1.38 07/31/2018 57,761United States Treasury Notes 1.38 04/30/2020 956,803United States Treasury Notes 1.38 01/31/2021 312,228United States Treasury Notes 1.50 01/31/2022 191,962United States Treasury Notes 1.62 08/15/2022 192,470United States Treasury Notes 1.62 02/15/2026 3,763,506United States Treasury Notes 1.75 12/31/2020 771,442United States Treasury Notes 2.00 07/31/2022 290,802United States Treasury Notes 2.00 02/15/2025 603,628United States Treasury Notes 2.00 08/15/2025 3,057,657United States Treasury Notes 2.12 12/31/2021 361,934United States Treasury Notes 2.25 11/15/2025 7,582,846United States Treasury Notes 2.38 08/15/2024 721,391United States Treasury Notes 2.75 02/15/2024 189,499United States Treasury Notes 3.62 08/15/2019 56,589United Technologies Corp. 1.88 02/22/2026 241,713UnitedHealth Group, Inc. 1.40 12/15/2017 600,576UnitedHealth Group, Inc. 2.12 03/15/2021 503,366UnitedHealth Group, Inc. 3.35 07/15/2022 385,099University of Pennsylvania 4.67 09/01/2112 557,232Univision Communications, Inc. 8.50 05/15/2021 1,009,800USAA Capital Corp. 2.12 06/03/2019 732,087Valeant Pharmaceuticals International, Inc. 5.38 03/15/2020 2,445,000Valmont Industries, Inc. 5.25 10/01/2054 778,172Valspar Corp. 3.95 01/15/2026 263,232Vencore Inc 10.00 11/23/2019 897,154Venture Holdings Co. LLC 11.00 06/01/2049 0Verizon Communications, Inc. 3.00 11/01/2021 793,813Verizon Communications, Inc. 4.40 11/01/2034 316,426Verizon Communications, Inc. 4.67 03/15/2055 1,272,960Verizon Communications, Inc. 4.75 02/17/2034 870,455Verizon Communications, Inc. 4.86 08/21/2046 748,710Verizon Communications, Inc. 6.40 09/15/2033 62,730Viacom, Inc. 4.85 12/15/2034 255,622Viking Cruises, Ltd. 6.25 05/15/2025 1,610,513Virgin Media Secured Finance PLC 5.25 01/15/2026 850,000Visa, Inc. 2.20 12/14/2020 687,670Visa, Inc. 4.30 12/14/2045 318,356Volkswagen Financial Services NV 2.38 11/13/2018 577,723Volkswagen Financial Services NV 2.62 07/22/2019 579,652Volkswagen International Finance NV 2.38 03/22/2017 414,768Walt Disney Co. 1.50 09/17/2018 509,897Walt Disney Co. 1.65 01/08/2019 256,371Waterford Gaming LLC/Waterford Gaming Financial Corp. 8.62 09/15/2049 3,084Weekley Homes LLC/Weekley Finance Corp. 6.00 02/01/2023 1,808,393
(Depreciation) ($) BOUGHT EUR/SOLD USD 04/01/2016 219,655 BOUGHT GBP/SOLD USD 04/01/2016 (83,453) SOLD EUR/BOUGHT USD 04/01/2016 (1,703,773) SOLD EUR/BOUGHT USD 04/22/2016 (726,213) SOLD EUR/BOUGHT USD 05/06/2016 (219,783) SOLD GBP/BOUGHT USD 04/01/2016 (528,608) SOLD GBP/BOUGHT USD 05/06/2016 90,176
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AUD — Australian DollarBRL — Brazilian RealCAD — Canadian DollarCHF — Switzerland FrancCLP — Chilean PesoCNY — Yuan RenminbiCOP – Colombian PesoCRC – Costa Rican ColonCZK – Czech KorunaDKK — Danish KroneDOP – Dominican PesoEUR — Euro DollarGBP — Pound SterlingHKD — Hong Kong DollarHUF — Hungarian ForintIDR — Indonesian RupiahILS — Israeli ShekelINR — Indian RupeeJPY — Japanese YenKRW — South Korean WonKZT – Kazakhstani TengeMXN — Mexican PesoMYR — Malaysian RinggitNGN – Nigerian NairaNOK — Norwegian KronePHP — Philippine Peso
NVDR — Non-Voting Depositary Receipt
ADR — American Depositary ReceiptCVA — Certification Van Aandelen (Dutch Cert.)CVR — Contingent Value RecoveryFDR — Federal Depositary ReceiptGDR — Global Depositary Receipt
REMIC — Real Estate Mortgage Investment ConduitRSP — Risparmio Savings SharesSDR — Swedish Depositary ReceiptSTIF — Short-Term Index FundTBA — Securities purchased on a forward commitment basis with an approximate principal amount and no definite maturity date. The actual principal amount and maturity date will be determined upon settlement date.TIPS — Treasury Inflation Protected Security
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PLN — Polish ZlotyRON – Romanian LeuRSD – Serbian DinarRUB — Russian RubleSEK — Swedish KronaSGD — Singapore DollarTRY — Turkish LiraUSD — United States DollarUYU – Uruguayan PesoZAR — South African Rand
Holdings subject to change without notice.
A funds’ portfolio holdings are unaudited and may not be representative of current or future investments. A funds’ portfolio holdings should not be reliedupon in making investment decisions and should not be construed as research or investment advice regarding particular securities. An investment in amoney market fund is not insured or guaranteed by the Federal Deposit Insurance Corporation (FDIC) or any other government agency. While a moneymarket fund seeks to preserve the value of your investment at $1 per share, it is possible to lose money while investing in the fund.
To obtain a prospectus for the funds listed above, visit www.valic.com or call 1-800-428-2542. The prospectus contains the investment objectives, risks,fees, charges, expenses and other information regarding the funds, which you should consider carefully before investing. Investors should read theprospectus carefully before investing. The funds are distributed by AIG Capital Services, Inc., 21650 Oxnard Street, Suite 750, Woodland Hills, CA 91367-4997.
