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VALIC Company I - Asset Allocation Fund - (unaudited)
May 31, 2020
Security Coupon(%) Maturity Date Market Value ($)
3M Co. 125,152
A2A SpA 14,698
AAK AB 40,810
Aalberts NV 53,316
ABB, Ltd. 56,202
Abbott Laboratories 27,052
AbbVie, Inc. 4.05 11/21/2039 88,224
AbbVie, Inc. 4.25 11/21/2049 116,031
AbbVie, Inc. 4.50 05/14/2035 35,428
Accenture PLC, Class A 251,823
Acciona SA 153,196
ACEA SpA 127,737
Ackermans & van Haaren NV 41,731
Activision Blizzard, Inc. 74,067
Adaro Indonesia PT 4.25 10/31/2024 226,875
Adevinta ASA, Class B 7,401
Adobe, Inc. 265,208
Advanced Micro Devices, Inc. 68,756
Aedifica SA 58,146
AEP Texas, Inc. 4.15 05/01/2049 40,923
AEP Transmission Co. LLC 3.80 06/15/2049 51,628
AF POYRY AB 24,839
Aflac, Inc. 9,737
Agricultural Bank of China, Ltd., Class A 136,550
Air Products & Chemicals, Inc. 89,411
Air Products and Chemicals, Inc. 2.70 05/15/2040 37,363
Akamai Technologies, Inc. 18,409
Albemarle Wodgina Pty, Ltd. 3.45 11/15/2029 23,672
Alimentation Couche-Tard, Inc. 3.80 01/25/2050 34,140
ALK-Abello A/S 11,739
Allstate Corp. 7,727
Alphabet, Inc., Class A 570,541
Alphabet, Inc., Class C 591,573
Alstria Office REIT-AG 64,440
Alten SA 48,393
Altria Group, Inc. 13,589
Amazon.com, Inc. 4.80 12/05/2034 32,508
Amazon.com, Inc. 1,499,615
Ambu A/S, Class B 61,528
America Movil SAB de CV 4.38 04/22/2049 236,400
American Express Co. 0.91 05/17/2021 300,445
American Honda Finance Corp. 1.42 10/19/2020 240,000
American Tower Corp. 188,464
American Water Capital Corp. 3.45 05/01/2050 14,286
AMETEK, Inc. 27,513
Amgen, Inc. 3.15 02/21/2040 118,073
Amgen, Inc. 3.38 02/21/2050 37,600
Amgen, Inc. 5.15 11/15/2041 46,287
Amgen, Inc. 4,594
Amorepacific Corp. 46,418
AMOREPACIFIC Group 15,654
Amphenol Corp., Class A 34,762
Amplifon SpA 26,378
ams AG 44,577
Analog Devices, Inc. 120,066
Anheuser-Busch Cos. LLC/Anheuser-Busch InBev Worldwide, Inc. 4.90 02/01/2046 408,688
Anheuser-Busch InBev Worldwide, Inc. 4.60 04/15/2048 71,283
Anhui Conch Cement Co., Ltd., Class A 187,102
Apache Corp. 106,066
Apple, Inc. 2.65 05/11/2050 41,305
Apple, Inc. 1,985,853
Applied Materials, Inc. 80,562
Aptiv PLC 24,866
Arconic Corp. 695
Argenx SE 15,093
Argenx SE 62,617
Arista Networks, Inc. 79,143
Arjo AB, Class B 2,421
Asahi Group Holdings, Ltd. 22,626
ASM International NV 53,079
ASM Pacific Technology, Ltd. 43,823
ASR Nederland NV 43,111
Assurant, Inc. 6.75 02/15/2034 2,336
Page 1 of 151
Assurant, Inc. 1,641
AT&T, Inc. 2.17 07/15/2021 377,089
AT&T, Inc. 4.50 05/15/2035 41,630
AT&T, Inc. 4.50 03/09/2048 39,681
AT&T, Inc. 4.75 05/15/2046 102,424
AT&T, Inc. 4.80 06/15/2044 53,047
AT&T, Inc. 4.85 07/15/2045 162,899
AT&T, Inc. 4.90 08/15/2037 86,879
AT&T, Inc. 5.35 12/15/2043 42,487
AT&T, Inc. 297,182
Athene Holding, Ltd. 6.15 04/03/2030 34,597
Atlantica Yield PLC 132,834
Atlassian Corp. PLC, Class A 1,297
Atos SE 63,505
Aurubis AG 64,069
Autodesk, Inc. 118,234
Automatic Data Processing, Inc. 80,570
AutoNation, Inc. 4.75 06/01/2030 18,750
AutoZone, Inc. 39,027
AvalonBay Communities, Inc. 34,322
Avangrid, Inc. 123,654
Avery Dennison Corp. 2.65 04/30/2030 21,955
Axfood AB 43,596
Azimut Holding SpA 30,276
Baidu, Inc. 3.08 04/07/2025 208,184
Baidu, Inc. ADR 124,770
Baker Hughes a GE Co. LLC/Baker Hughes Co-Obligor, Inc. 4.49 05/01/2030 20,323
Baker Hughes Co. 13,703
Bakkafrost P/F 40,657
Ball Corp. 39,193
Banca Generali SpA 10,437
Banco de Credito e Inversiones SA 3.50 10/12/2027 205,871
Bangkok Bank PCL 4.45 09/19/2028 220,627
Bank of America Corp. 2.02 04/24/2023 288,899
Bank of America Corp. 3.71 04/24/2028 25,415
Bank of America Corp. 4.08 03/20/2051 203,715
Bank of America Corp. 6.11 01/29/2037 173,267
Bank of America Corp. 790,051
Bank of New York Mellon Corp. 126,266
Banque Cantonale Vaudoise 71,104
Baoshan Iron & Steel Co., Ltd., Class A 125,915
Barco NV 18,342
BAWAG Group AG 57,837
Baxalta, Inc. 5.25 06/23/2045 65,886
BE Semiconductor Industries NV 46,189
Bechtle AG 84,390
Becton Dickinson and Co. 4.69 12/15/2044 45,476
Beijer Ref AB 9,102
Belimo Holding AG 52,765
Berkshire Hathaway Energy Co. 4.25 10/15/2050 45,255
Berkshire Hathaway Finance Corp. 4.25 01/15/2049 151,861
Berkshire Hathaway, Inc., Class B 7,794
Best Buy Co., Inc. 4,373
BillerudKorsnas AB 33,170
Biogen, Inc. 3.15 05/01/2050 25,383
Biogen, Inc. 10,748
Black Hills Corp. 3.88 10/15/2049 45,242
Boeing Co. 107,929
Bolsas y Mercados Espanoles 31,385
Booking Holdings, Inc. 109,841
Booz Allen Hamilton Holding Corp. 74,815
Boskalis Westminster NV 8,315
Boston Properties, Inc. 23,043
BP Capital Markets America, Inc. 3.00 02/24/2050 157,389
BPER Banca 34,379
Bravida Holding AB 59,341
Brembo SpA 37,188
Brighthouse Financial, Inc. 4.70 06/22/2047 90,967
Bristol-Myers Squibb Co. 0.59 11/16/2020 233,123
Bristol-Myers Squibb Co. 4.25 10/26/2049 134,385
Bristol-Myers Squibb Co. 4.63 05/15/2044 20,062
Broadcom, Inc. 4.15 11/15/2030 36,649
Broadcom, Inc. 5.00 04/15/2030 24,399
Broadcom, Inc. 247,871
Brooklyn Union Gas Co. 4.49 03/04/2049 7,330
Bucher Industries AG 49,083
Burlington Northern Santa Fe LLC 4.05 06/15/2048 28,921
Page 2 of 151
Burlington Northern Santa Fe LLC 4.45 03/15/2043 149,447
Burlington Stores, Inc. 4,403
BUWOG AG 0
Buzzi Unicem SpA 17,226
C.H. Robinson Worldwide, Inc. 3,002
CA Immobilien Anlagen AG 39,513
Cabot Oil & Gas Corp. 21,229
CACI International, Inc., Class A 13,041
Campbell Soup Co. 3.13 04/24/2050 40,658
Canadian Pacific Railway Co. 6.13 09/15/2115 34,602
CANCOM SE 32,162
Capcom Co., Ltd. 24,730
Capgemini SE 74,649
Cardinal Health, Inc. 4.60 03/15/2043 12,721
Cardinal Health, Inc. 4.90 09/15/2045 58,570
Carnival Corp. 8,814
Carrier Global Corp. 3.38 04/05/2040 78,253
Carrier Global Corp. 3.58 04/05/2050 24,860
Carrier Global Corp. 22,722
Castellum AB 29,973
Caterpillar, Inc. 3.25 09/19/2049 48,778
Caterpillar, Inc. 98,507
Cboe Global Markets, Inc. 7,559
CDK Global, Inc. 52,518
Celltrion Healthcare Co., Ltd. 40,514
Celltrion, Inc. 156,180
Cembra Money Bank AG 60,219
CenterPoint Energy Houston Electric LLC 4.25 02/01/2049 38,368
Central Japan Railway Co. 17,127
Cerner Corp. 2,552
Cerved Group SpA 37,630
CF Industries Holdings, Inc. 5,052
Charter Communications Operating LLC/Charter Communications Operating Capital 3.70 04/01/2051 38,340
Charter Communications Operating LLC/Charter Communications Operating Capital 4.80 03/01/2050 45,660
Charter Communications Operating LLC/Charter Communications Operating Capital 6.38 10/23/2035 82,507
Charter Communications, Inc., Class A 134,368
Check Point Software Technologies, Ltd. 84,227
Chemed Corp. 8,135
Cheniere Corpus Christi Holdings LLC 3.70 11/15/2029 29,840
Chevron Corp. 206,692
China Everbright Bank Co., Ltd., Class A 80,812
China Huadian Overseas Development Management Co., Ltd. 4.00 12/31/2099 202,047
China Minsheng Banking Corp., Ltd., Class A 136,996
China Petroleum & Chemical Corp., Class A 25,445
China Railway Construction Corp., Ltd., Class A 100,368
China Railway Signal & Communication Corp., Ltd. 29,618
China State Construction Engineering Corp., Ltd., Class A 278,375
China Vanke Co., Ltd., Class A 118,500
Chinalco Capital Holdings, Ltd. 4.10 12/31/2099 196,052
Chipotle Mexican Grill, Inc. 30,117
Chubb, Ltd. 3,536
Cigna Corp. 4.80 08/15/2038 22,512
Cigna Corp. 4.90 12/15/2048 89,244
Cimarex Energy Co. 119,968
Cintas Corp. 48,600
Cisco Systems, Inc. 432,532
CITIC Securities Co., Ltd. 136,716
Citigroup, Inc. 4.65 07/23/2048 176,209
Citigroup, Inc. 4.75 05/18/2046 33,628
Citigroup, Inc. 6.00 10/31/2033 71,187
Citigroup, Inc. 423,572
Citizens Financial Group, Inc. 42,416
CJ CheilJedang Corp. 24,044
Clearway Energy, Inc., Class A 61,438
Clearway Energy, Inc., Class C 63,539
Cleveland Electric Illuminating Co. 5.95 12/15/2036 25,397
CNAC HK Finbridge Co., Ltd. 3.38 06/19/2024 204,642
CNH Industrial NV 3.85 11/15/2027 26,515
CNPC HK Overseas Capital, Ltd. 5.95 04/28/2041 282,005
Coca-Cola Co. 2.60 06/01/2050 47,461
Coca-Cola Co. 2.75 06/01/2060 46,849
Cognex Corp. 69,677
Cognizant Technology Solutions Corp., Class A 113,526
Colgate-Palmolive Co. 8,463
Colonial Enterprises, Inc. 3.25 05/15/2030 17,985
Comcast Corp. 1.87 10/01/2021 205,601
Comcast Corp. 3.20 07/15/2036 7,510
Page 3 of 151
Comcast Corp. 3.75 04/01/2040 33,099
Comcast Corp. 3.90 03/01/2038 16,341
Comcast Corp. 3.97 11/01/2047 63,815
Comcast Corp. 4.60 10/15/2038 144,270
Comcast Corp., Class A 229,680
Comerica, Inc. 21,301
Cometa Energia SA de CV 6.38 04/24/2035 187,815
CompuGroup Medical SE 14,536
COMSYS Holdings Corp. 16,723
Conagra Brands, Inc. 5.40 11/01/2048 111,611
Concho Resources, Inc. 123,215
Concordia Financial Group, Ltd. 9,160
ConocoPhillips 164,502
Consolidated Edison Co. of New York, Inc. 3.95 04/01/2050 29,327
Constellation Brands, Inc. 3.75 05/01/2050 33,125
Continental Resources, Inc. 97,485
Conzzeta AG 26,462
Copart, Inc. 1,877
Corbion NV 62,435
CoreLogic, Inc. 11,002
Corning, Inc. 5.45 11/15/2079 150,891
Corning, Inc. 23,930
Corteva, Inc. 35,230
CoStar Group, Inc. 32,840
Costco Wholesale Corp. 1,542
Country Garden Holdings Co., Ltd. 7.25 04/08/2026 214,859
Coway Co, Ltd. 29,869
Credit Acceptance Corp. 740
Crown Castle International Corp. 4.15 07/01/2050 35,008
Crown Castle International Corp. 5.20 02/15/2049 62,994
Crown Castle International Corp. 117,069
CSX Corp. 3.80 04/15/2050 51,182
CSX Corp. 96,776
CTS Eventim AG & Co. KGaA 43,384
Cummins, Inc. 33,920
Curtiss-Wright Corp. 3,009
CVS Health Corp 4.13 04/01/2040 16,175
CVS Health Corp 4.25 04/01/2050 25,838
CVS Health Corp. 1.72 03/09/2021 370,575
CVS Health Corp. 4.78 03/25/2038 34,182
CVS Health Corp. 5.05 03/25/2048 165,454
CVS Health Corp. 15,540
Daelim Industrial Co., Ltd. 27,800
Daifuku Co., Ltd. 62,281
Dai-ichi Life Holdings, Inc. 30,002
Dai-ichi Life Insurance Co., Ltd. 4.00 12/29/2049 211,500
Daiichi Sankyo Co., Ltd. 46,842
Daikin Industries, Ltd. 29,449
Deere & Co. 3.75 04/15/2050 113,768
Deere & Co. 62,369
Dell International LLC/EMC Corp. 6.20 07/15/2030 25,113
Dell International LLC/EMC Corp. 8.10 07/15/2036 70,330
De'Longhi SpA 12,031
DENTSPLY SIRONA, Inc. 3.25 06/01/2030 27,654
Deutsche Telekom AG 3.63 01/21/2050 162,400
Devon Energy Corp. 8,972
DexCom, Inc. 4,540
DH Europe Finance II SARL 3.25 11/15/2039 133,091
Dialog Semiconductor PLC 58,667
Diamondback Energy, Inc. 114,114
DiaSorin SpA 70,954
Digital Realty Trust, Inc. 45,939
Disco Corp. 22,369
Discovery Communications LLC 4.95 05/15/2042 52,487
Discovery, Inc., Class C 744
DKSH Holding AG 39,977
Dollar General Corp. 64,539
Dollar Tree, Inc. 31,318
Dometic Group AB 40,292
Dominion Energy South Carolina, Inc. 5.10 06/01/2065 15,413
Dominion Resources, Inc. 5.25 08/01/2033 22,285
Domino's Pizza, Inc. 1,929
Domtar Corp. 6.75 02/15/2044 87,545
Dongfeng Motor Group Co., Ltd. 20,251
dormakaba Holding AG 43,469
Dow, Inc. 58,132
DTE Electric Co. 2.95 03/01/2050 45,693
Page 4 of 151
DTE Electric Co. 3.95 03/01/2049 91,687
DTE Electric Co. 4.05 05/15/2048 22,194
Duke Energy Carolinas LLC 3.75 06/01/2045 101,790
Duke Energy Indiana LLC 3.25 10/01/2049 80,425
Duke Energy Ohio, Inc. 2.13 06/01/2030 19,511
DuPont de Nemours, Inc. 62,905
DXC Technology Co. 29,358
E.ON SE 127,011
Eaton Corp. PLC 47,544
eBay, Inc. 69,221
Ecolab, Inc. 97,787
Ecopetrol SA 5.88 05/28/2045 31,200
EDP - Energias de Portugal SA 125,796
EDP Renovaveis SA 129,383
Edwards Lifesciences Corp. 25,169
eGuarantee, Inc. 12,168
Electricite de France SA 5.00 09/21/2048 249,560
Electronic Arts, Inc. 46,694
Elekta AB, Series B 36,980
Eli Lilly & Co. 9,177
Elis SA 61,309
E-MART Inc. 23,520
Emera US Finance LP 4.75 06/15/2046 47,423
Emerson Electric Co. 51,867
Emmi AG 32,911
Enav SpA 41,212
Enbridge, Inc. 5.50 07/15/2077 55,309
Enel SpA 137,819
Energy Transfer Operating LP 5.15 02/01/2043 21,760
Energy Transfer Operating LP 6.05 06/01/2041 24,241
Energy Transfer Operating LP 6.13 12/15/2045 26,198
Enersis Chile SA ADR 104,455
Engie SA 134,044
Enstar Group, Ltd. 4.95 06/01/2029 44,246
Entergy Corp. 3.75 06/15/2050 21,806
Entergy Texas, Inc. 4.50 03/30/2039 106,096
Enterprise Products Operating LLC 4.25 02/15/2048 42,326
Enterprise Products Operating LLC 4.85 03/15/2044 11,421
Enterprise Products Operating LLC 4.88 08/16/2077 28,883
Enterprise Products Operating LLC 5.25 08/16/2077 21,624
Entra ASA 55,031
EOG Resources, Inc. 4.38 04/15/2030 18,932
EOG Resources, Inc. 4.95 04/15/2050 65,152
EOG Resources, Inc. 150,871
Equinix, Inc. 84,413
Equinor ASA 2.38 05/22/2030 41,269
Equinor ASA 3.25 11/18/2049 46,416
Equinor ASA 3.70 04/06/2050 30,393
Equity Residential 40,333
ERG SpA 139,995
Essential Utilities, Inc. 3.35 04/15/2050 27,511
Essex Property Trust, Inc. 21,849
Euronav NV 40,041
Euronext NV 86,482
Evergy Kansas Central, Inc. 3.45 04/15/2050 65,658
Evolution Gaming Group AB 92,036
Evotec SE 38,742
Exelon Corp. 4.70 04/15/2050 41,700
Experian PLC 106,138
Exxon Mobil Corp. 228,714
F5 Networks, Inc. 75,358
Fabege AB 26,110
Facebook, Inc., Class A 734,244
Fagron 27,214
Fancl Corp. 19,904
FANUC Corp. 71,424
Fastenal Co. 30,945
Fastighets AB Balder, Class B 32,528
FedEx Corp. 44,390
Fidelity National Financial, Inc. 3,828
Fidelity National Information Services, Inc. 104,123
Fifth Third Bancorp 55,707
First Abu Dhabi Bank PJSC 3.00 03/30/2022 205,000
First Republic Bank 73,880
First Solar, Inc. 124,475
FirstEnergy Corp. 7.38 11/15/2031 85,175
Fiserv, Inc. 4.40 07/01/2049 27,950
Page 5 of 151
Fiserv, Inc. 80,078
FleetCor Technologies, Inc. 39,006
FLIR Systems, Inc. 12,613
Flughafen Zurich AG 54,349
Forbo Holding AG 45,810
Ford Motor Co. 9.63 04/22/2030 19,980
Ford Motor Co. 31,462
Fortinet, Inc. 182,491
Fortive Corp. 25,612
Fortum Oyj 135,272
Freenet AG 45,903
Frontdoor, Inc. 13,512
Fuji Electric Co., Ltd. 21,418
Fuji Oil Holdings, Inc. 21,478
Fujitsu, Ltd. 134,070
Galenica AG 71,053
Gaztransport Et Technigaz SA 28,807
GD Power Development Co., Ltd. 32,754
GE Capital Funding LLC 4.40 05/15/2030 41,463
GE Capital International Funding Co. ULC 4.42 11/15/2035 199,835
General Dynamics Corp. 48,454
General Electric Co. 4.35 05/01/2050 34,181
General Electric Co. 79,103
General Motors Co. 46,325
Georg Fischer AG 59,013
Georgia Power Co. 4.30 03/15/2042 48,602
Georgia-Pacific LLC 2.30 04/30/2030 49,102
Gerresheimer AG 48,047
Getinge AB, Class B 12,925
Glanbia PLC 23,633
Glanbia PLC 39,697
Global Payments, Inc. 63,360
Globo Comunicacao e Participacoes SA 4.88 01/22/2030 172,200
GN Store Nord A/S 74,328
GoDaddy, Inc., Class A 95,481
Goldman Sachs Group, Inc. 2.10 04/26/2022 370,377
Goldman Sachs Group, Inc. 4.02 10/31/2038 65,295
Goldman Sachs Group, Inc. 4.41 04/23/2039 168,198
Goldman Sachs Group, Inc. 6.75 10/01/2037 86,544
Goldman Sachs Group, Inc. 254,062
Grand City Properties SA 48,098
Gree Electric Appliances, Inc. of Zhuhai, Class A 248,192
GRENKE AG 49,048
GS Engineering & Construction Corp. 18,118
GS Holdings Corp. 25,609
Guangdong Haid Group Co., Ltd., Class A 225,848
Guangxi Liuzhou Pharmaceutical Co., Ltd., Class A 46,693
Guardian Life Insurance Co. of America 3.70 01/22/2070 14,347
Guidewire Software, Inc. 116,633
Haitong Securities Co., Ltd. 70,465
Halliburton Co. 2.92 03/01/2030 40,881
Halliburton Co. 15,863
Hana Financial Group, Inc. 74,314
Hangzhou Hikvision Digital Technology Co., Ltd., Class A 89,861
Hankook Tire & Technology Co., Ltd. 18,275
Hanmi Pharm Co., Ltd. 18,032
Hanon Systems 19,033
Han's Laser Technology Industry Group Co., Ltd., Class A 120,436
Hanwha Solutions Corp. 16,028
Harmonic Drive Systems, Inc. 52,028
Hartford Financial Services Group, Inc. 191
HEICO Corp. 4,131
HEICO Corp., Class A 7,807
Helixmith Co., Ltd. 12,923
HelloFresh SE 77,730
Helvetia Holding AG 15,841
Henry Schein, Inc. 15,119
Hera SpA 30,805
Hess Corp. 7.13 03/15/2033 66,355
Hess Corp. 129,118
Hewlett Packard Enterprise Co. 6.20 10/15/2035 5,970
Hewlett Packard Enterprise Co. 16,313
Hexagon AB, Class B 81,468
Hexpol AB 46,887
Highwoods Properties, Inc. 957
Hikari Tsushin, Inc. 21,937
Hilton Worldwide Holdings, Inc. 28,869
Page 6 of 151
Hitachi, Ltd. 96,291
HLB, Inc. 29,944
HollyFrontier Corp. 11,322
Holmen AB 40,022
Home Depot, Inc. 3.35 04/15/2050 60,035
Home Depot, Inc. 4.40 03/15/2045 50,096
Home Depot, Inc. 4.50 12/06/2048 45,019
Home Depot, Inc. 408,998
Honeywell International, Inc. 286,741
Hotel Shilla Co., Ltd. 21,801
Howmet Aerospace, Inc. 5,441
Hoya Corp. 28,159
HP, Inc. 27,706
HSBC Holdings PLC 3.34 05/25/2021 201,693
HSBC Holdings PLC 4.95 03/31/2030 236,241
Huadong Medicine Co., Ltd., Class A 100,663
Hubei Jumpcan Pharmaceutical Co., Ltd. 46,476
Hufvudstaden AB, Class A 20,004
HUGO BOSS AG 41,866
Huhtamaki Oyj 58,310
Humana, Inc. 4.88 04/01/2030 91,398
Humana, Inc. 20,943
Huntington Bancshares, Inc. 37,142
Huntington Ingalls Industries, Inc. 4.20 05/01/2030 38,995
Huntington Ingalls Industries, Inc. 1,399
Huntsman International LLC 4.50 05/01/2029 53,862
Hyundai Engineering & Construction Co., Ltd. 24,082
Hyundai Glovis Co., Ltd. 19,765
Hyundai Heavy Industries Holdings Co., Ltd. 25,659
Hyundai Mobis Co., Ltd. 102,525
Hyundai Motor Co. 120,529
Hyundai Motor Co. (2nd Preference Shares) 16,522
Hyundai Steel Co. 17,354
Iberdrola SA 135,129
IBM Corp. 0.83 05/13/2021 310,971
Idorsia, Ltd. 41,117
IHS Markit, Ltd. 53,762
Illinois Tool Works, Inc. 77,607
Illumina, Inc. 3,631
IMCD NV 87,320
IMMOFINANZ AG 28,863
Indika Energy Capital III Pte, Ltd. 5.88 11/09/2024 169,112
Indra Sistemas SA 35,472
Industrial & Commercial Bank of China, Ltd., Class A 103,180
Industrial Bank Co., Ltd., Class A 191,527
Indutrade AB 68,081
Infrastrutture Wireless Italiane SpA 38,269
Ingenico Group SA 65,774
Ingersoll Rand, Inc. 8,516
Ingersoll-Rand Luxembourg Finance SA 4.50 03/21/2049 82,929
Inmobiliaria Colonial Socimi SA 38,233
Inner Mongolia Yili Industrial Group Co., Ltd., Class A 60,201
Inpex Corp. 10,474
Intel Corp. 3.10 02/15/2060 77,345
Intel Corp. 3.90 03/25/2030 32,318
Intel Corp. 375,189
Inter-American Development Bank 4.38 01/24/2044 82,763
Intercontinental Exchange, Inc. 3.00 06/15/2050 26,342
International Business Machines Corp. 4.70 02/19/2046 132,081
International Business Machines Corp. 269,284
Interpump Group SpA 41,334
Interstate Power & Light Co. 3.50 09/30/2049 33,047
Intertrust NV 56,770
Intuit, Inc. 125,418
ION Media Networks, Inc. 10,572
IPG Photonics Corp. 17,094
Iren SpA 29,250
iShares MSCI Europe Small-Cap ETF 179,400
iShares Russell 1000 Growth ETF 19,722
Italgas SpA 25,365
ITOCHU Corp. 40,780
JCR Pharmaceuticals Co., Ltd. 22,986
Jiangsu Hengrui Medicine Co., Ltd. 79,378
JM AB 17,472
Johnson Controls International PLC 36,875
JPMorgan Chase & Co. 2.96 05/13/2031 17,541
JPMorgan Chase & Co. 3.11 04/22/2051 76,721
Page 7 of 151
JPMorgan Chase & Co. 3.88 07/24/2038 91,544
JPMorgan Chase & Co. 4.49 03/24/2031 10,693
JPMorgan Chase & Co. 5.50 10/15/2040 158,580
JPMorgan Chase & Co. 6.13 12/31/2049 38,523
JPMorgan Chase & Co. 1,235,253
Juniper Networks, Inc. 66,885
K+S AG 50,272
Kakao Corp. 289,989
Kangwon Land, Inc. 28,040
Kansas City Southern 2.88 11/15/2029 34,378
Kansas City Southern 3.50 05/01/2050 63,786
Kansas City Southern 4.70 05/01/2048 90,130
Kansas City Southern 14,299
Kawasaki Heavy Industries, Ltd. 42,827
KB Financial Group, Inc. 106,118
KBC Ancora 47,568
KDDI Corp. 23,296
Kentucky Utilities Co. 3.30 06/01/2050 18,839
Keurig Dr Pepper, Inc. 3.80 05/01/2050 66,538
Keurig Dr Pepper, Inc. 4.50 11/15/2045 95,848
Keurig Dr Pepper, Inc. 4.99 05/25/2038 30,226
KeyCorp 47,246
Keyence Corp. 247,097
Keysight Technologies, Inc. 21,410
Kia Motors Corp. 69,994
Kimberly-Clark Corp. 3.20 07/30/2046 34,669
Kimberly-Clark Corp. 16,973
KLA Corp. 31,673
Koito Manufacturing Co., Ltd. 21,204
Komatsu, Ltd. 20,258
Korea Aerospace Industries, Ltd. 19,024
Korea Development Bank 3.00 01/13/2026 217,368
Korea East-West Power Co., Ltd. 1.75 05/06/2025 206,140
Korea Electric Power Corp. 2.50 06/24/2024 210,763
Korea Electric Power Corp. 43,960
Korea Investment Holdings Co., Ltd. 21,114
Korea National Oil Corp. 3.25 10/01/2025 215,661
Korea Shipbuilding & Offshore Engineering Co., Ltd. 29,888
Korea Zinc Co., Ltd. 28,445
Korian SA 24,702
Kroger Co. 3.95 01/15/2050 21,356
KT&G Corp. 83,861
Kubota Corp. 26,928
Kungsleden AB 48,369
Kurita Water Industries, Ltd. 11,101
Kusuri no Aoki Holdings Co., Ltd. 8,245
Kweichow Moutai Co., Ltd., Class A 210,648
L3Harris Technologies, Inc. 193,068
Laboratory Corp. of America Holdings 4.70 02/01/2045 57,916
Lacto Japan Co., Ltd. 17,844
Lam Research Corp. 56,650
Lao Feng Xiang Co., Ltd., Class A 160,716
Las Vegas Sands Corp. 23,011
LEG Immobilien AG 68,591
Lehman Brothers Holdings Capital Trust VII 0.00 11/30/2056 5
Lehman Brothers Holdings, Inc. 5.50 04/04/2016 493
Lehman Brothers Holdings, Inc. 6.75 12/28/2017 7
Lehman Brothers Holdings, Inc. 7.50 05/11/2038 7
Leidos Holdings, Inc. 90,023
Leidos, Inc. 4.38 05/15/2030 48,959
Leroy Seafood Group ASA 20,196
LG Chem, Ltd. 147,508
LG Corp. 52,247
LG Display Co., Ltd. 19,824
LG Electronics, Inc. 51,528
LG Household & Health Care, Ltd. 111,961
LG Innotek Co., Ltd. 17,094
LG Uplus Corp. 24,563
Liaoning Wellhope Agri-Tech JSC, Ltd., Class A 73,434
Liberty Mutual Group, Inc. 3.95 05/15/2060 14,162
Liberty Mutual Group, Inc. 4.50 06/15/2049 46,163
Lifco AB 17,540
Life Storage, Inc. 1,755
Linde PLC 194,246
Lockheed Martin Corp. 1.85 06/15/2030 28,671
Lockheed Martin Corp. 132,070
Logitech International SA 88,692
Page 8 of 151
LogMeIn, Inc. 85,409
LONGi Green Energy Technology Co., Ltd., Class A 34,139
Loomis AB, Series B 29,407
Lotte Chemical Corp. 29,407
Lowe's Cos., Inc. 4.05 05/03/2047 83,809
Lowe's Cos., Inc. 137,910
LPL Financial Holdings, Inc. 500
Lululemon Athletica, Inc. 42,013
Luxshare Precision Industry Co., Ltd., Class A 76,928
LYB International Finance III LLC 4.20 10/15/2049 31,888
LyondellBasell Industries NV, Class A 28,054
M&T Bank Corp. 56,422
Manulife Financial Corp. 4.06 02/24/2032 50,133
Marathon Oil Corp. 104,984
Marathon Petroleum Corp. 4.50 04/01/2048 45,676
Marathon Petroleum Corp. 26,355
MarketAxess Holdings, Inc. 21,869
Marriott International, Inc., Class A 32,745
Mars, Inc. 3.88 04/01/2039 119,457
Martin Marietta Materials, Inc. 2,497
Marvell Technology Group, Ltd. 26,487
Masmovil Ibercom SA 30,319
Mastercard, Inc. 3.80 11/21/2046 89,652
Mastercard, Inc. 3.85 03/26/2050 21,730
Mastercard, Inc., Class A 385,741
Maxim Integrated Products, Inc. 47,701
McDonald's Corp. 1.32 10/28/2021 54,928
McDonald's Corp. 3.63 09/01/2049 28,329
McDonald's Corp. 4.20 04/01/2050 29,743
McDonald's Corp. 4.45 03/01/2047 31,777
McDonald's Corp. 201,412
Meiko Electronics Co. 9,346
MercadoLibre, Inc. 42,584
Merck & Co., Inc. 10,736
Mettler-Toledo International, Inc. 795
Microchip Technology, Inc. 141,053
Micron Technology, Inc. 64,679
Microsoft Corp. 3.95 08/08/2056 176,792
Microsoft Corp. 2,014,651
Minebea Mitsumi, Inc. 21,103
Mirae Asset Daewoo Co., Ltd. 28,031
Mississippi Power Co. 4.25 03/15/2042 53,514
Mitsubishi Corp. 37,376
Mitsubishi Electric Corp. 87,020
Mitsubishi UFJ Financial Group, Inc. 2.19 02/25/2025 204,968
Mitsubishi UFJ Financial Group, Inc. 3.20 07/18/2029 215,423
Mitsubishi UFJ Financial Group, Inc. 24,760
Mitsui Fudosan Co., Ltd. 50,101
Mitsui Sumitomo Insurance Co., Ltd. 4.95 12/31/2099 223,000
Mizuho Financial Group, Inc. 2.72 07/16/2023 205,210
Mizuho Financial Group, Inc. 2.87 09/13/2030 208,608
Moody's Corp. 2,139
Morgan Stanley 3.62 04/01/2031 25,560
Morgan Stanley 3.97 07/22/2038 90,288
Morgan Stanley 219,983
Morinaga Milk Industry Co., Ltd. 33,646
MorphoSys AG 56,553
Motorola Solutions, Inc. 30,720
MS&AD Insurance Group Holdings, Inc. 44,101
Murata Manufacturing Co., Ltd. 27,947
Murphy Oil Corp. 124,400
Mylan, Inc. 5.20 04/15/2048 55,205
National Instruments Corp. 10,764
NAVER Corp. 405,578
NCC AB, Class B 17,832
NCSoft Corp. 100,396
NEC Corp. 22,464
NEL ASA 19,009
Nemetschek SE 68,385
Net One Systems Co., Ltd. 45,425
Netcompany Group A/S 20,893
Netflix, Inc. 233,370
Netmarble Corp. 21,419
New York Life Insurance Co. 3.75 05/15/2050 34,882
New York Life Insurance Co. 4.45 05/15/2069 90,635
Newcrest Finance Pty, Ltd. 4.20 05/13/2050 17,269
Newmont Corp. 81,273
Page 9 of 151
Nexity SA 58,717
NextEra Energy, Inc. 130,336
NH Investment & Securities Co., Ltd. 19,235
Nibe Industrier AB, Class B 86,315
Nidec Corp. 49,238
Nihon Unisys, Ltd. 34,049
NIKE, Inc., Class B 171,529
Nippon Life Insurance Co. 3.40 01/23/2050 204,144
Nippon Telegraph & Telephone Corp. 81,509
NiSource, Inc. 3.95 03/30/2048 50,698
NiSource, Inc. 5.65 02/01/2045 54,956
Nitori Holdings Co., Ltd. 54,413
Noble Energy, Inc. 4.95 08/15/2047 23,297
Noble Energy, Inc. 5.25 11/15/2043 101,917
Noble Energy, Inc. 110,085
Nomura Research Institute, Ltd. 50,259
Nordic Entertainment Group AB, Class B 49,056
Norfolk Southern Corp. 4.10 05/15/2049 89,001
Norfolk Southern Corp. 62,402
Northern Trust Corp. 67,870
Northrop Grumman Corp. 95,197
Northwestern Mutual Life Insurance Co. 3.63 09/30/2059 80,290
NortonLifeLock, Inc. 102,237
NTT Data Corp. 53,225
Nuance Communications, Inc. 3,318
Nucor Corp. 2.70 06/01/2030 14,245
Nutrien, Ltd. 3.95 05/13/2050 46,973
NVIDIA Corp. 3.50 04/01/2050 26,209
NVIDIA Corp. 3.70 04/01/2060 52,038
NVIDIA Corp. 448,390
NVR, Inc. 16,108
NXP BV/NXP Funding LLC 3.40 05/01/2030 18,557
NXP Semiconductors NV 144,342
OBIC Co., Ltd. 69,399
OC Oerlikon Corp. AG 39,353
Occidental Petroleum Corp. 103,341
Oklahoma Gas & Electric Co. 3.85 08/15/2047 3,269
Omega Healthcare Investors, Inc. 218
Omnicom Group, Inc. 4.20 06/01/2030 31,421
Omron Corp. 92,919
ON Semiconductor Corp. 12,796
ONE Gas, Inc. 4.50 11/01/2048 88,470
ONEOK, Inc. 3.10 03/15/2030 39,650
ONEOK, Inc. 7.15 01/15/2051 21,284
Oracle Corp. 3.85 07/15/2036 88,066
Oracle Corp. 4.00 11/15/2047 56,353
Oracle Corp. 164,698
Oracle Corp. Japan 46,756
Orazul Energy Egenor SCA 5.63 04/28/2027 197,250
O'Reilly Automotive, Inc. 46,731
Orion Corp. 28,510
Orpea 47,862
Orsted A/S 137,747
Otis Worldwide Corp. 29,221
Otsuka Corp. 57,956
Otsuka Holdings Co., Ltd. 18,076
Owens Corning 4.30 07/15/2047 66,685
PACCAR, Inc. 32,498
PacifiCorp 3.30 03/15/2051 38,042
PacifiCorp 4.15 02/15/2050 90,482
Palo Alto Networks, Inc. 164,454
Pan Pacific International Holdings Corp. 42,334
Parker-Hannifin Corp. 4.00 06/14/2049 83,584
Parker-Hannifin Corp. 30,595
Parsley Energy, Inc., Class A 112,331
Paychex, Inc. 26,744
PayPal Holdings, Inc. 223,989
PDC Energy, Inc. 111,971
Peab AB 36,222
PECO Energy Co. 3.00 09/15/2049 37,318
Penske Truck Leasing Co. LP/PTL Finance Corp. 3.35 11/01/2029 67,172
Penta-Ocean Construction Co., Ltd. 18,277
People's United Financial, Inc. 20,621
PepsiCo, Inc. 2.88 10/15/2049 162,044
Perspecta, Inc. 29,021
Pertamina Persero PT 4.30 05/20/2023 207,992
Petrobras Global Finance BV 5.75 02/01/2029 200,710
Page 10 of 151
Petro-Canada 5.95 05/15/2035 25,451
Petronas Capital, Ltd. 4.55 04/21/2050 241,737
Pfizer, Inc. 2.55 05/28/2040 39,513
Pfizer, Inc. 2.63 04/01/2030 9,834
Pfizer, Inc. 7,829
Phillips 66 42,260
Ping An Insurance Group Co of China, Ltd., Class A 106,022
Pioneer Natural Resources Co. 130,988
PNC Bank NA 1.35 01/22/2021 370,413
PNC Financial Services Group, Inc. 202,421
Pool Corp. 23,136
POSCO 108,728
PPG Industries, Inc. 40,668
Progressive Corp. 3.95 03/26/2050 17,595
Progressive Corp. 4.20 03/15/2048 133,288
Progressive Corp. 932
Prologis LP 3.00 04/15/2050 46,192
Prologis, Inc. 92,415
ProSiebenSat.1 Media SE 112,121
Prudential Financial, Inc. 3.00 03/10/2040 29,004
Prudential Financial, Inc. 5.63 06/15/2043 27,954
Prudential Financial, Inc. 5.70 12/14/2036 128,974
Prudential Financial, Inc. 5.70 09/15/2048 21,516
PSA Treasury Pte, Ltd. 2.13 09/05/2029 416,128
PTC, Inc. 16,498
PTTEP Treasury Center Co., Ltd. 3.90 12/06/2059 197,489
Public Service Co. of Colorado 2.70 01/15/2051 75,611
Public Service Co. of Colorado 4.10 06/15/2048 29,410
Public Service Electric & Gas Co. 3.20 08/01/2049 32,090
Public Service Enterprise Group, Inc. 6,074
Public Storage 56,159
Puget Sound Energy, Inc. 4.22 06/15/2048 88,489
PulteGroup, Inc. 9,512
QUALCOMM, Inc. 246,684
Rational AG 24,066
Raytheon Technologies Corp. 127,362
Realty Income Corp. 28,208
Recruit Holdings Co., Ltd. 17,251
Regeneron Pharmaceuticals, Inc. 1,838
Regions Financial Corp. 44,166
Reliance Steel & Aluminum Co. 9,021
RELX Capital, Inc. 3.00 05/22/2030 17,854
Renesas Electronics Corp. 50,448
ReNew Power Synthetic 6.67 03/12/2024 194,614
Rengo Co., Ltd. 31,644
Reply SpA 18,145
Republic Services, Inc. 27,347
ResMed, Inc. 9,488
Rheinmetall AG 59,657
RIB Software SE 5,891
Ringkjoebing Landbobank A/S 82,230
Rocket Internet SE 32,978
Rockwell Automation, Inc. 137,694
ROCKWOOL International A/S, Class B 39,588
Roper Technologies, Inc. 51,194
Ross Stores, Inc. 5.45 04/15/2050 56,251
Ross Stores, Inc. 48,480
Royal Caribbean Cruises, Ltd. 14,005
Royal Unibrew A/S 46,752
Rubis SCA 50,326
RWE AG 133,430
S&P Global, Inc. 31,202
Saab AB, Series B 6,231
Sabine Pass Liquefaction LLC 4.50 05/15/2030 15,354
SAIC Motor Corp., Ltd., Class A 122,333
Saipem SpA 25,711
salesforce.com, Inc. 573,836
Salmar ASA 23,593
Samsung Biologics Co, Ltd. 80,535
Samsung C&T Corp. 69,253
Samsung Electro-Mechanics Co., Ltd. 53,785
Samsung Electronics Co., Ltd. 1,822,455
Samsung Electronics Co., Ltd. (Preference Shares) 260,371
Samsung Engineering Co., Ltd. 17,310
Samsung Fire & Marine Insurance Co., Ltd. 49,629
Samsung Heavy Industries Co., Ltd. 20,461
Samsung Life Insurance Co., Ltd. 32,686
Page 11 of 151
Samsung SDI Co., Ltd. 150,976
Samsung SDS Co., Ltd. 56,613
Samsung Securities Co. Ltd. 20,334
Sankyu, Inc. 24,500
Santen Pharmaceutical Co., Ltd. 44,340
Saudi Arabian Oil Co. 3.50 04/16/2029 212,425
SBA Communications Corp. 53,716
SBM Offshore NV 30,364
Schlumberger, Ltd. 31,768
Schneider Electric SE 126,199
Scout24 AG 96,205
SDIC Power Holdings Co., Ltd., Class A 43,463
ServiceNow, Inc. 508,964
Seven & i Holdings Co., Ltd. 23,962
SFS Group AG 20,089
Shell International Finance BV 3.63 08/21/2042 10,075
Shell International Finance BV 4.00 05/10/2046 156,047
Shenzhen Inovance Technology Co., Ltd., Class A 59,699
Shenzhen Mindray Bio-Medical Electronics Co., Ltd., Class A 50,812
Sherwin-Williams Co. 83,139
Shimadzu Corp. 27,081
Shimano, Inc. 18,389
Shin-Etsu Chemical Co., Ltd. 35,202
Shinhan Financial Group Co., Ltd. 110,502
Shinsegae, Inc. 16,875
Shopify, Inc., Class A 309,940
Siegfried Holding AG 45,329
Siemens AG 115,594
Siemens Financieringsmaatschappij NV 3.30 09/15/2046 275,866
Siemens Gamesa Renewable Energy SA 137,091
SIG Combibloc Group AG 34,038
Signify NV 34,186
Siltronic AG 34,716
SimCorp A/S 66,964
Simon Property Group LP 3.25 09/13/2049 107,033
Simon Property Group, Inc. 37,159
SINA Corp. 73,923
Sinopec Group Overseas Development 2017, Ltd. 4.25 04/12/2047 232,935
Sirius XM Holdings, Inc. 16,517
SK Holdings Co., Ltd. 69,722
SK Hynix, Inc. 333,640
SK Innovation Co., Ltd. 52,651
SK Telecom Co., Ltd. 41,753
Smithfield Foods, Inc. 5.20 04/01/2029 21,016
Societe BIC SA 21,528
Sofina SA 47,978
SoftBank Group Corp. 35,932
Software AG 21,503
S-Oil Corp. 27,317
SOITEC 19,313
Sonoco Products Co 3.13 05/01/2030 39,579
Sony Corp. 31,929
Sopra Steria Group 54,341
Southern California Edison Co. 3.65 02/01/2050 70,565
Southern Copper Corp. 3.88 04/23/2025 37,298
Splunk, Inc. 116,893
Square, Inc., Class A 32,432
SSAB AB, Class B 35,211
SSE PLC 118,918
Stadler Rail AG 15,122
Stanley Black & Decker, Inc. 4.85 11/15/2048 41,182
Stanley Black & Decker, Inc. 5.20 09/01/2040 16,671
Stanley Black & Decker, Inc. 25,090
Starbucks Corp. 131,023
State Grid Overseas Investment 2016, Ltd. 4.25 05/02/2028 231,265
State Street Corp. 89,733
State Street Institutional U.S. Government Money Market Fund, Premier Class 18,596,370
Steel Dynamics, Inc. 3.45 04/15/2030 55,326
STMicroelectronics NV 58,664
Storebrand ASA 72,388
Stroeer SE & Co. KGaA 40,505
Sumitomo Bakelite Co., Ltd. 5,634
Sumitomo Metal Mining Co., Ltd. 11,157
Sumitomo Mitsui Banking Corp. 1.55 10/16/2020 375,533
Sumitomo Mitsui Financial Group, Inc. 2.35 01/15/2025 206,557
Sumitomo Mitsui Financial Group, Inc. 37,663
Sun Hung Kai Properties Capital Market, Ltd. 3.75 02/25/2029 216,961
Page 12 of 151
Sunoco Logistics Partners Operations LP 5.35 05/15/2045 29,539
Sunrise Communications Group AG 49,483
Suzhou Gold Mantis Construction Decoration Co., Ltd., Class A 101,328
Suzuki Motor Corp. 24,365
SVB Financial Group 44,883
Svenska Cellulosa AB SCA, Class B 80,624
Sweco AB, Class B 69,955
Swedish Orphan Biovitrum AB 41,989
SYNNEX Corp. 5,972
Synopsys, Inc. 36,363
Sysco Corp. 6.60 04/01/2050 75,183
T. Rowe Price Group, Inc. 11,969
TAG Immobilien AG 45,877
Take-Two Interactive Software, Inc. 6,672
Target Corp. 3.63 04/15/2046 57,709
Target Corp. 88,567
TE Connectivity, Ltd. 32,500
Teachers Insurance & Annuity Association of America 4.27 05/15/2047 110,721
Tecan Group AG 84,447
TechnipFMC PLC 5,624
Teck Resources, Ltd. 6.13 10/01/2035 30,003
Teck Resources, Ltd. 6.25 07/15/2041 21,186
Telecom Italia Capital SA 7.72 06/04/2038 42,483
Telefonica Emisiones SAU 4.67 03/06/2038 171,478
Telefonica Emisiones SAU 5.21 03/08/2047 182,268
Tengizchevroil Finance Co. International, Ltd. 4.00 08/15/2026 201,366
Teradyne, Inc. 43,228
Termocandelaria Power, Ltd. 7.88 01/30/2029 204,010
Terumo Corp. 19,654
Tesla, Inc. 161,990
Texas Instruments, Inc. 292,575
TGS NOPEC Geophysical Co. ASA 54,480
THK Co., Ltd. 39,063
Three Gorges Finance I Cayman Islands, Ltd. 2.30 10/16/2024 204,404
Thule Group AB 57,949
Time Warner Cable LLC 6.55 05/01/2037 40,872
TJX Cos., Inc. 92,330
TKH Group NV CVA 67,019
T-Mobile US, Inc. 43,017
T-Mobile USA, Inc. 3.88 04/15/2030 77,921
T-Mobile USA, Inc. 4.38 04/15/2040 20,984
Tokyo Century Corp. 13,066
Tokyu Corp. 20,621
Tomra Systems ASA 49,318
Topcon Corp. 5,272
Topdanmark A/S 21,270
Toronto-Dominion Bank 1.20 06/11/2021 143,161
Total Capital International SA 3.46 07/12/2049 45,376
Towa Corp. 7,285
Toyota Motor Corp. 75,292
Toyota Motor Credit Corp. 1.59 04/13/2021 190,019
Trane Technologies PLC 29,769
TransDigm Group, Inc. 25,489
Trend Micro, Inc. 132,016
Trimble, Inc. 4.90 06/15/2028 77,460
Trimble, Inc. 17,448
Truist Financial Corp. 199,568
Tullow Oil PLC 7.00 03/01/2025 112,500
Turkcell Iletisim Hizmetleri AS 5.80 04/11/2028 188,960
Twitter, Inc. 26,634
Tyler Technologies, Inc. 132,860
UniCredit SpA 5.86 06/19/2032 199,426
Union Pacific Corp. 152,874
Union Tool Co. 5,219
Unione di Banche Italiane SpA 29,317
Unipol Gruppo SpA 55,695
United Internet AG 72,317
United Mexican States 4.75 03/08/2044 42,804
United Parcel Service, Inc. 5.30 04/01/2050 45,280
United Parcel Service, Inc., Class B 99,710
United States Treasury Bills 0.25 06/04/2020 55,000
United States Treasury Bills 0.34 06/04/2020 354,997
United States Treasury Bills 0.40 06/04/2020 189,999
United States Treasury Bills 0.92 06/04/2020 309,998
United States Treasury Bills 1.46 06/04/2020 1,229,990
United States Treasury Bills 1.49 06/04/2020 109,999
United States Treasury Bonds 2.38 11/15/2049 236,079
Page 13 of 151
UnitedHealth Group, Inc. 3.13 05/15/2060 29,428
UnitedHealth Group, Inc. 4.25 06/15/2048 94,212
UnitedHealth Group, Inc. 35,667
Universal Health Services, Inc., Class B 8,541
US Bancorp 204,648
Valero Energy Corp. 24,657
Valiant Holding AG 67,431
Valmet Oyj 38,090
VanEck Vectors Gold Miners ETF 3,637,920
VAT Group AG 90,715
Veeva Systems, Inc., Class A 222,810
Ventas, Inc. 20,970
VeriSign, Inc. 26,281
Verisk Analytics, Inc. 36,263
Verizon Communications, Inc. 3.15 03/22/2030 24,400
Verizon Communications, Inc. 4.00 03/22/2050 11,008
Verizon Communications, Inc. 4.27 01/15/2036 25,492
Verizon Communications, Inc. 4.40 11/01/2034 54,080
Verizon Communications, Inc. 5.25 03/16/2037 318,176
Verizon Communications, Inc. 312,721
Vertex Pharmaceuticals, Inc. 22,173
Vestas Wind Systems A/S 138,218
VF Corp. 26,367
Viacom, Inc. 4.38 03/15/2043 33,425
Viacom, Inc. 5.85 09/01/2043 70,526
ViacomCBS, Inc. 4.95 01/15/2031 17,628
ViacomCBS, Inc. 4.95 05/19/2050 40,122
Visa, Inc. 3.65 09/15/2047 47,133
Visa, Inc., Class A 494,543
Viscofan SA 81,001
VMware, Inc. 4.70 05/15/2030 46,973
VMware, Inc., Class A 254,408
Vodafone Group PLC 4.88 06/19/2049 26,106
Vodafone Group PLC 5.25 05/30/2048 83,123
Vontobel Holding AG 23,161
Voya Financial, Inc. 4.70 01/23/2048 30,030
Vulcan Materials Co. 3.50 06/01/2030 28,115
Wacoal Holdings Corp. 14,498
Walgreens Boots Alliance, Inc. 4.10 04/15/2050 95,227
Wallenstam AB 13,874
Walmart, Inc. 1.43 06/23/2021 105,209
Walt Disney Co. 1.83 09/01/2021 344,149
Walt Disney Co. 3.50 05/13/2040 63,771
Walt Disney Co. 3.80 05/13/2060 18,248
Walt Disney Co. 261,579
Wanhua Chemical Group Co., Ltd. 26,103
Warehouses De Pauw CVA 43,841
Waste Connections, Inc. 34,795
Waste Management, Inc. 64,050
Weifu High-Technology Group Co., Ltd., Class A 190,992
Wells Fargo & Co. 2.01 12/07/2020 215,778
Wells Fargo & Co. 3.07 04/30/2041 34,475
Wells Fargo & Co. 5.01 04/04/2051 169,894
Wells Fargo & Co. 5.61 01/15/2044 37,012
Wells Fargo & Co. 412,376
Welltower, Inc. 34,962
Weyerhaeuser Co. 25,036
Wienerberger AG 41,405
Wihlborgs Fastigheter AB 60,486
Williams Cos., Inc. 5.75 06/24/2044 39,643
Williams Partners LP 5.40 03/04/2044 94,723
Willis North America, Inc. 3.88 09/15/2049 65,218
Willis North America, Inc. 5.05 09/15/2048 34,610
Wirecard AG 42,486
Woodward, Inc. 7,338
Woori Financial Group, Inc. 47,486
Workday, Inc., Class A 249,465
Worldline SA 33,422
WPX Energy, Inc. 109,380
W-Scope Corp. 12,052
Wyeth 5.95 04/01/2037 20,346
Xilinx, Inc. 91,398
XPO Logistics, Inc. 5,280
Yamaha Corp. 14,611
Yaskawa Electric Corp. 17,993
Yokogawa Electric Corp. 25,975
Yum! Brands, Inc. 36,789
Page 14 of 151
Yuzhou Properties Co., Ltd. 8.50 02/26/2024 196,000
Zebra Technologies Corp., Class A 52,003
Zenkoku Hosho Co., Ltd. 3,852
Zhejiang Dahua Technology Co., Ltd., Class A 210,176
Zhengzhou Yutong Bus Co., Ltd., Class A 242,413
Zhuzhou CRRC Times Electric Co., Ltd. 64,547
Zions Bancorp NA 22,606
Zoetis, Inc. 4,042
Futures Contracts
Description Expiration Month
Unrealized
Appreciation
(Depreciation) ($)
FTSE China A50 Index Short June 2020 (17,593)
MSCI Europe Long June 2020 52,189
Nasdaq 100 E-Mini Index Long June 2020 311,916
Russell 1000 E-mini Growth Index Short June 2020 (672,762)
Russell 2000 E-mini Index Long June 2020 256,188
U.S. Treasury 10 Year Ultra Bonds Short June 2020 (30,191)
U.S. Treasury Long Bonds Short June 2020 (64,268)
U.S. Treasury Ultra Long Bonds Short June 2020 4,590
Forward Foreign Currency Contracts
Description Settlement Date
Unrealized
Appreciation
(Depreciation) ($)
BOUGHT AUD/SOLD USD 6/17/2020 22,690
BOUGHT CAD/SOLD USD 6/17/2020 (439)
BOUGHT CAD/SOLD USD 6/17/2020 1,427
BOUGHT CAD/SOLD USD 6/17/2020 5,848
BOUGHT CHF/SOLD USD 6/17/2020 (36,357)
BOUGHT CNH/SOLD USD 6/17/2020 (345)
BOUGHT CNH/SOLD USD 6/17/2020 144
BOUGHT CNH/SOLD USD 6/17/2020 (43,743)
BOUGHT EUR/SOLD USD 6/17/2020 24,250
BOUGHT EUR/SOLD USD 6/17/2020 (155,900)
BOUGHT GBP/SOLD USD 6/17/2020 (3,334)
BOUGHT GBP/SOLD USD 6/17/2020 (32,564)
BOUGHT JPY/SOLD USD 6/17/2020 (182,043)
BOUGHT JPY/SOLD USD 6/17/2020 (23,892)
BOUGHT SEK/SOLD USD 6/17/2020 71,261
SOLD CAD/BOUGHT USD 6/17/2020 (7,102)
SOLD CNH/BOUGHT USD 6/17/2020 10,992
SOLD CNH/BOUGHT USD 6/17/2020 (5,072)
SOLD CNH/BOUGHT USD 6/17/2020 42,954
SOLD EUR/BOUGHT USD 6/17/2020 (33,721)
SOLD JPY/BOUGHT USD 6/17/2020 14,720
SOLD KRW/BOUGHT USD 6/17/2020 20,490
SOLD SEK/BOUGHT USD 6/17/2020 (44,029)
VALIC Company I - Blue Chip Growth Fund - (unaudited)
May 31, 2020
Security Coupon(%) Maturity Date Market Value ($)
Abbott Laboratories 113,524
AbbVie, Inc. 189,417
Advanced Micro Devices, Inc. 3,873,600
Agilent Technologies, Inc. 163,323
Air Products & Chemicals, Inc. 93,035
Alexion Pharmaceuticals, Inc. 2,704,225
Alibaba Group Holding, Ltd. ADR 33,769,106
Alphabet, Inc., Class A 10,150,755
Alphabet, Inc., Class C 45,846,898
Amazon.com, Inc. 90,213,821
American Tower Corp. 204,471
Amgen, Inc. 85,219
ANT International Co., Ltd., Class C 1,921,023
Anthem, Inc. 7,543,039
Apple, Inc. 27,601,961
Applied Materials, Inc. 3,246,586
Aptiv PLC 258,601
Atlassian Corp. PLC, Class A 2,858,623
Automatic Data Processing, Inc. 87,894
Page 15 of 151
Becton Dickinson and Co. 6,237,946
Biogen, Inc. 92,127
Boeing Co. 149,788
Booking Holdings, Inc. 7,016,718
Canadian Pacific Railway, Ltd. 1,823,693
Centene Corp. 6,791,619
Charles Schwab Corp. 1,249,991
Chipotle Mexican Grill, Inc. 2,308,993
Chubb, Ltd. 1,074,901
Cigna Corp. 15,806,911
Cintas Corp. 803,390
Citrix Systems, Inc. 681,352
Constellation Brands, Inc., Class A 412,235
CoStar Group, Inc. 4,392,022
Coupa Software, Inc. 318,514
Danaher Corp. 10,783,666
DocuSign, Inc. 3,501,186
Dollar General Corp. 10,578,438
Dollar Tree, Inc. 469,678
Electronic Arts, Inc. 1,271,808
Equifax, Inc. 2,994,420
Etsy, Inc. 64,784
Exact Sciences Corp. 1,618,409
Facebook, Inc., Class A 55,546,135
Ferrari NV 58,542
Fidelity National Information Services, Inc. 13,923,261
Fiserv, Inc. 11,833,960
FleetCor Technologies, Inc. 1,716,038
Fortive Corp. 492,962
General Electric Co. 93,951
Global Payments, Inc. 16,137,766
Goldman Sachs Group, Inc. 3,125,173
HCA Healthcare, Inc. 3,186,903
Hilton Worldwide Holdings, Inc. 2,015,902
Honeywell International, Inc. 482,034
Humana, Inc. 2,053,250
IAC/InterActiveCorp 5,233,552
IHS Markit, Ltd. 163,926
Incyte Corp. 2,838,397
Intercontinental Exchange, Inc. 4,806,776
Intuit, Inc. 16,761,916
Intuitive Surgical, Inc. 11,284,484
JPMorgan Chase & Co. 106,944
Kansas City Southern 1,508,662
KLA Corp. 371,803
L3Harris Technologies, Inc. 2,240,621
Lam Research Corp. 2,293,081
Linde PLC 2,541,390
Lululemon Athletica, Inc. 5,516,046
Marriott International, Inc., Class A 2,582,342
Marsh & McLennan Cos., Inc. 2,993,087
Marvell Technology Group, Ltd. 4,596,191
Mastercard, Inc., Class A 24,253,840
Match Group, Inc. 77,732
Maxim Integrated Products, Inc. 772,624
McDonald's Corp. 968,864
Microsoft Corp. 45,301,233
Morgan Stanley 3,455,556
Motorola Solutions, Inc. 58,192
MSCI, Inc. 1,118,090
Netflix, Inc. 18,457,207
NextEra Energy, Inc. 66,446
NIKE, Inc., Class B 1,327,774
Norfolk Southern Corp. 1,384,778
Northrop Grumman Corp. 1,361,582
NVIDIA Corp. 9,295,489
Paycom Software, Inc. 1,705,209
PayPal Holdings, Inc. 18,161,437
Pioneer Natural Resources Co. 161,857
QUALCOMM, Inc. 1,276,125
Regeneron Pharmaceuticals, Inc. 612,810
Restaurant Brands International, Inc. 179,993
Roper Technologies, Inc. 5,313,543
Ross Stores, Inc. 5,990,092
S&P Global, Inc. 6,402,894
salesforce.com, Inc. 15,675,692
Sea, Ltd. ADR 1,348,620
Page 16 of 151
Seattle Genetics, Inc. 640,631
Sempra Energy 592,520
ServiceNow, Inc. 20,286,411
Sherwin-Williams Co. 1,551,730
Snap, Inc., Class A 888,286
Splunk, Inc. 7,480,989
Spotify Technology SA 2,912,973
State Street Corp. 377,708
State Street Institutional U.S. Government Money Market Fund, Premier Class 500,000
Stryker Corp. 12,237,040
Synopsys, Inc. 4,916,772
T. Rowe Price Government Reserve Fund 1,587,560
TD Ameritrade Holding Corp. 973,791
Teleflex, Inc. 86,724
Tencent Holdings, Ltd. 20,766,240
Texas Instruments, Inc. 1,255,201
Thermo Fisher Scientific, Inc. 9,459,906
TJX Cos., Inc. 1,445,413
Trip.com Group, Ltd . ADR 273,644
Twilio, Inc., Class A 177,840
Union Pacific Corp. 2,425,091
United Airlines Holdings, Inc. 12,646
UnitedHealth Group, Inc. 17,514,547
Veeva Systems, Inc., Class A 1,378,881
Vertex Pharmaceuticals, Inc. 15,973,429
Visa, Inc., Class A 29,197,947
VMware, Inc., Class A 2,948,502
Willis Towers Watson PLC 7,553,764
Wix.com, Ltd. 1,845,339
Workday, Inc., Class A 8,015,341
Wynn Resorts, Ltd. 353,190
Yum! Brands, Inc. 1,413,337
Zoetis, Inc. 2,497,032
VALIC Company I - Capital Conservation Fund - (unaudited)
May 31, 2020
Security Coupon(%) Maturity Date Market Value ($)
ABB Finance USA, Inc. 3.38 04/03/2023 280,062
AbbVie, Inc. 4.05 11/21/2039 202,134
AbbVie, Inc. 4.25 11/21/2049 377,963
Advance Auto Parts, Inc. 3.90 04/15/2030 177,284
AEP Texas, Inc. 4.15 05/01/2049 107,568
African Development Bank 0.75 04/03/2023 314,344
Air Products and Chemicals, Inc. 2.70 05/15/2040 195,118
Albemarle Wodgina Pty, Ltd. 3.45 11/15/2029 114,573
Alimentation Couche-Tard, Inc. 3.80 01/25/2050 173,547
Amazon.com, Inc. 4.80 12/05/2034 159,833
American Express Co. 3.40 02/22/2024 170,987
American Express Co. 4.20 11/06/2025 140,525
American Express Credit Account Master Trust 2.99 12/15/2023 128,088
American Water Capital Corp. 3.45 05/01/2050 115,383
Ameriprise Financial, Inc. 3.00 03/22/2022 199,331
Amgen, Inc. 3.15 02/21/2040 938,255
Amgen, Inc. 3.38 02/21/2050 170,810
Analog Devices, Inc. 2.95 04/01/2025 170,425
Anglo American Capital PLC 5.38 04/01/2025 219,598
Anheuser-Busch Cos. LLC/Anheuser-Busch InBev Worldwide, Inc. 4.90 02/01/2046 575,405
Anheuser-Busch InBev Worldwide, Inc. 4.60 04/15/2048 406,535
Apache Corp. 5.10 09/01/2040 307,058
Appalachian Power Co. 3.70 05/01/2050 253,175
Apple, Inc. 2.05 09/11/2026 178,409
Archer-Daniels-Midland Co. 2.75 03/27/2025 113,153
Arrow Electronics, Inc. 4.00 04/01/2025 133,259
Assurant, Inc. 6.75 02/15/2034 33,875
AT&T, Inc. 4.50 05/15/2035 849,482
AT&T, Inc. 4.50 03/09/2048 212,009
AT&T, Inc. 4.85 07/15/2045 154,869
AT&T, Inc. 4.90 08/15/2037 410,912
Athene Holding, Ltd. 6.15 04/03/2030 179,473
Australia & New Zealand Banking Group, Ltd. 2.95 07/22/2030 200,919
AutoNation, Inc. 4.75 06/01/2030 101,042
Avangrid, Inc. 3.20 04/15/2025 597,016
Avery Dennison Corp. 2.65 04/30/2030 108,776
BA Credit Card Trust 1.74 01/15/2025 102,710
BA Credit Card Trust 3.00 09/15/2023 267,853
Page 17 of 151
BAE Systems Holdings, Inc. 3.85 12/15/2025 386,405
BAE Systems PLC 3.40 04/15/2030 223,624
Baker Hughes a GE Co. LLC/Baker Hughes Co-Obligor, Inc. 4.49 05/01/2030 99,356
Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santander 5.38 04/17/2025 244,758
Banco Santander SA 2.71 06/27/2024 206,874
BANK 3.93 02/15/2052 428,325
Bank of America Corp. 1.49 05/19/2024 485,648
Bank of America Corp. 2.46 10/22/2025 407,839
Bank of America Corp. 3.50 05/17/2022 154,631
Bank of America Corp. 3.71 04/24/2028 291,720
Bank of America Corp. 4.08 03/20/2051 140,942
Bank of America Corp. 4.18 11/25/2027 310,642
Bank of America Corp. 6.11 01/29/2037 319,248
Bank of Montreal 2.05 11/01/2022 539,919
BankUnited, Inc. 4.88 11/17/2025 759,217
Barclays Bank PLC 1.70 05/12/2022 209,607
Baxter International, Inc. 3.75 10/01/2025 565,293
Becton Dickinson and Co. 2.82 05/20/2030 194,922
Benchmark Mtg. Trust 3.57 01/15/2051 193,993
Benchmark Mtg. Trust 3.93 03/15/2052 556,647
Berkshire Hathaway Energy Co. 4.25 10/15/2050 131,993
Biogen, Inc. 3.15 05/01/2050 135,702
Black Hills Corp. 3.88 10/15/2049 111,596
BMW US Capital LLC 3.10 04/12/2021 195,492
BNP Paribas SA 3.05 01/13/2031 408,891
BNP Paribas SA 4.71 01/10/2025 463,513
BP Capital Markets America, Inc. 3.00 02/24/2050 173,031
BP Capital Markets America, Inc. 3.63 04/06/2030 242,304
BP Capital Markets PLC 3.51 03/17/2025 595,518
Braskem Netherlands Finance BV 4.50 01/10/2028 189,668
Braskem Netherlands Finance BV 4.50 01/31/2030 263,250
Brighthouse Financial, Inc. 4.70 06/22/2047 155,694
Brighthouse Financial, Inc. 5.63 05/15/2030 296,033
Bristol-Myers Squibb Co. 3.63 05/15/2024 248,394
Bristol-Myers Squibb Co. 4.63 05/15/2044 201,961
Broadcom, Inc. 4.15 11/15/2030 185,341
Broadcom, Inc. 5.00 04/15/2030 114,232
BX Commercial Mtg. Trust 1.18 04/15/2034 91,974
Campbell Soup Co. 3.13 04/24/2050 196,351
Canadian Imperial Bank of Commerce 2.25 01/28/2025 368,165
Canadian Pacific Railway Co. 6.13 09/15/2115 165,488
Capital One Prime Auto Receivables Trust 1.92 05/15/2024 204,233
Cardinal Health, Inc. 4.60 03/15/2043 278,811
Carlisle Cos., Inc. 2.75 03/01/2030 139,197
CarMax Auto Owner Trust 2.18 08/15/2024 235,999
CarMax Auto Owner Trust 3.36 09/15/2023 257,968
Carrier Global Corp. 3.38 04/05/2040 279,220
Carrier Global Corp. 3.58 04/05/2050 118,972
Caterpillar Financial Services Corp. 1.45 05/15/2025 259,120
Charter Communications Operating LLC/Charter Communications Operating Capital 3.70 04/01/2051 59,426
Charter Communications Operating LLC/Charter Communications Operating Capital 4.80 03/01/2050 210,481
Charter Communications Operating LLC/Charter Communications Operating Capital 5.38 04/01/2038 39,384
Charter Communications Operating LLC/Charter Communications Operating Capital 6.38 10/23/2035 141,441
Chase Mtg. Finance Corp. 3.75 12/25/2045 192,655
Cheniere Corpus Christi Holdings LLC 3.70 11/15/2029 132,292
Chevron Corp. 1.55 05/11/2025 458,941
Chevron Phillips Chemical Co. LLC/Chevron Phillips Chemical Co. LP 3.30 05/01/2023 171,953
Cigna Corp. 4.80 08/15/2038 125,069
Cigna Corp. 4.90 12/15/2048 150,927
Citigroup, Inc. 3.67 07/24/2028 196,196
Citigroup, Inc. 4.41 03/31/2031 270,103
Citigroup, Inc. 4.45 09/29/2027 248,279
Citigroup, Inc. 4.75 05/18/2046 138,114
Citigroup, Inc. 5.88 02/22/2033 194,139
Citigroup, Inc. 6.00 10/31/2033 375,002
Citizens Financial Group, Inc. 2.50 02/06/2030 58,440
Citizens Financial Group, Inc. 3.25 04/30/2030 104,765
Citizens Financial Group, Inc. 4.15 09/28/2022 354,746
Citizens Financial Group, Inc. 4.30 12/03/2025 147,400
CMS Energy Corp. 4.75 06/01/2050 163,730
CNH Industrial Capital LLC 4.20 01/15/2024 281,078
CNH Industrial NV 3.85 11/15/2027 76,598
Coca-Cola Co. 2.75 06/01/2060 248,886
Coca-Cola Co. 2.95 03/25/2025 261,442
Colonial Enterprises, Inc. 3.25 05/15/2030 93,098
Columbia Property Trust Operating Partnership LP 4.15 04/01/2025 290,746
Comcast Corp. 3.30 02/01/2027 267,472
Page 18 of 151
Comcast Corp. 3.75 04/01/2040 114,133
Comcast Corp. 3.90 03/01/2038 82,872
Comcast Corp. 4.60 10/15/2038 320,877
COMM Mtg. Trust 3.83 02/10/2036 129,820
Conagra Brands, Inc. 4.60 11/01/2025 216,227
Conagra Brands, Inc. 5.40 11/01/2048 10,630
Conagra Brands, Inc. 7.00 10/01/2028 282,647
Consolidated Edison Co. of New York, Inc. 3.95 04/01/2050 63,346
Constellation Brands, Inc. 3.75 05/01/2050 163,553
Corning, Inc. 5.45 11/15/2079 475,535
Credit Suisse AG 2.10 11/12/2021 355,893
Credit Suisse Group AG 2.59 09/11/2025 261,946
Credit Suisse Group AG 4.19 04/01/2031 277,150
Crown Castle International Corp. 4.15 07/01/2050 113,191
CSAIL Commercial Mtg. Trust 2.99 06/15/2050 1,797,892
CVS Health Corp 4.25 04/01/2050 136,235
CVS Health Corp. 4.78 03/25/2038 470,001
CVS Health Corp. 5.05 03/25/2048 152,628
Daimler Finance North America LLC 2.00 07/06/2021 255,871
Danske Bank A/S 3.24 12/20/2025 204,313
Danske Bank A/S 3.88 09/12/2023 248,688
Darden Restaurants, Inc. 4.55 02/15/2048 189,575
DBS Group Holdings, Ltd. 2.85 04/16/2022 237,736
Dell International LLC/EMC Corp. 6.20 07/15/2030 118,716
Dell International LLC/EMC Corp. 8.10 07/15/2036 306,785
DENTSPLY SIRONA, Inc. 3.25 06/01/2030 141,344
Deutsche Bank AG 4.25 02/04/2021 183,785
Deutsche Telekom AG 3.63 01/21/2050 162,400
DH Europe Finance II SARL 3.25 11/15/2039 235,636
Diageo Capital PLC 2.13 04/29/2032 235,774
Diamondback Energy, Inc. 4.75 05/31/2025 136,142
Discover Bank 2.70 02/06/2030 235,717
Discovery Communications LLC 5.30 05/15/2049 210,122
Dominion Energy South Carolina, Inc. 5.10 06/01/2065 344,695
Dominion Resources, Inc. 5.25 08/01/2033 306,124
Dominion Resources, Inc. 5.75 10/01/2054 117,438
Domtar Corp. 6.75 02/15/2044 374,152
DTE Electric Co. 3.95 03/01/2049 448,786
Duke Energy Ohio, Inc. 2.13 06/01/2030 104,743
Ecolab, Inc. 2.38 08/10/2022 252,309
Electricite de France SA 5.00 09/21/2048 499,120
Emera US Finance LP 4.75 06/15/2046 231,470
Enable Midstream Partners LP 4.95 05/15/2028 134,894
Enel Finance International NV 4.75 05/25/2047 302,160
Energy Transfer Operating LP 4.90 03/15/2035 246,564
Energy Transfer Operating LP 5.50 06/01/2027 123,363
Energy Transfer Operating LP 6.13 12/15/2045 124,701
Engie Energia Chile SA 3.40 01/28/2030 210,643
EnLink Midstream Partners LP 5.05 04/01/2045 16,282
Enstar Group, Ltd. 4.95 06/01/2029 403,362
Entergy Corp. 3.75 06/15/2050 113,394
Entergy Louisiana LLC 180,332
Entergy Texas, Inc. 4.50 03/30/2039 495,908
Enterprise Products Operating LLC 4.25 02/15/2048 188,840
Enterprise Products Operating LLC 5.25 08/16/2077 106,319
EOG Resources, Inc. 4.38 04/15/2030 162,102
EOG Resources, Inc. 4.95 04/15/2050 183,728
Equinor ASA 1.75 01/22/2026 134,842
Equinor ASA 3.70 04/06/2050 155,341
Essential Utilities, Inc. 3.35 04/15/2050 132,459
European Bank for Reconstruction & Development 1.50 02/13/2025 396,805
Exelon Corp. 4.70 04/15/2050 198,391
Exelon Generation Co. LLC 3.25 06/01/2025 204,967
Federal Home Loan Bank 2.13 09/14/2029 1,085,719
Federal Home Loan Bank 5.50 07/15/2036 390,233
Federal Home Loan Mtg. Corp. 2.50 01/01/2028 156,353
Federal Home Loan Mtg. Corp. 2.50 04/01/2028 766,627
Federal Home Loan Mtg. Corp. 2.50 03/01/2031 520,083
Federal Home Loan Mtg. Corp. 2.50 10/01/2032 695,080
Federal Home Loan Mtg. Corp. 3.00 08/01/2027 109,505
Federal Home Loan Mtg. Corp. 3.00 10/01/2042 415,029
Federal Home Loan Mtg. Corp. 3.00 11/01/2042 531,597
Federal Home Loan Mtg. Corp. 3.00 04/01/2043 562,819
Federal Home Loan Mtg. Corp. 3.00 05/01/2043 774,020
Federal Home Loan Mtg. Corp. 3.00 08/01/2043 545,810
Federal Home Loan Mtg. Corp. 3.00 10/01/2045 346,563
Federal Home Loan Mtg. Corp. 3.00 08/01/2046 2,068,891
Page 19 of 151
Federal Home Loan Mtg. Corp. 3.00 08/01/2049 1,013,932
Federal Home Loan Mtg. Corp. 3.00 10/01/2049 1,862,763
Federal Home Loan Mtg. Corp. 3.00 01/01/2050 4,462,539
Federal Home Loan Mtg. Corp. 3.36 02/01/2037 17,824
Federal Home Loan Mtg. Corp. 3.50 01/01/2032 1,176,687
Federal Home Loan Mtg. Corp. 3.50 11/01/2041 444,027
Federal Home Loan Mtg. Corp. 3.50 03/01/2042 161,288
Federal Home Loan Mtg. Corp. 3.50 04/01/2042 922,585
Federal Home Loan Mtg. Corp. 3.50 06/01/2042 1,055,679
Federal Home Loan Mtg. Corp. 3.50 08/01/2042 216,816
Federal Home Loan Mtg. Corp. 3.50 03/01/2045 313,175
Federal Home Loan Mtg. Corp. 3.50 03/01/2045 408,876
Federal Home Loan Mtg. Corp. 3.50 07/01/2045 948,078
Federal Home Loan Mtg. Corp. 3.50 08/01/2045 548,474
Federal Home Loan Mtg. Corp. 3.50 11/01/2045 342,435
Federal Home Loan Mtg. Corp. 3.50 12/01/2046 680,849
Federal Home Loan Mtg. Corp. 3.50 11/01/2047 5,159,404
Federal Home Loan Mtg. Corp. 4.00 09/01/2040 225,661
Federal Home Loan Mtg. Corp. 4.00 10/01/2045 583,857
Federal Home Loan Mtg. Corp. 4.00 12/01/2048 1,158,831
Federal Home Loan Mtg. Corp. 4.00 07/01/2049 633,609
Federal Home Loan Mtg. Corp. 4.00 01/01/2050 2,053,983
Federal Home Loan Mtg. Corp. 4.01 11/01/2037 247,100
Federal Home Loan Mtg. Corp. 4.50 04/01/2044 122,977
Federal Home Loan Mtg. Corp. 5.00 10/01/2033 355
Federal Home Loan Mtg. Corp. 5.00 06/01/2039 303,313
Federal Home Loan Mtg. Corp. 5.00 11/01/2043 406,011
Federal Home Loan Mtg. Corp. 5.50 02/01/2035 71,440
Federal Home Loan Mtg. Corp. 6.00 10/01/2033 88,931
Federal Home Loan Mtg. Corp. 6.00 03/01/2040 503
Federal Home Loan Mtg. Corp. 6.50 02/01/2035 1,956
Federal Home Loan Mtg. Corp. 6.75 09/15/2029 755,760
Federal Home Loan Mtg. Corp. 6.75 03/15/2031 394,173
Federal Home Loan Mtg. Corp. REMIC 3.00 09/15/2045 585,460
Federal Home Loan Mtg. Corp. REMIC 3.50 11/15/2045 103,631
Federal Home Loan Mtg. Corp. REMIC 6.62 09/15/2039 21,399
Federal Home Loan Mtg. Corp. Structured Agency Credit Risk 2.34 10/25/2027 81,825
Federal Home Loan Mtg. Corp. Structured Agency Credit Risk 2.69 02/25/2024 165,348
Federal Home Loan Mtg. Corp. Structured Agency Credit Risk 2.69 09/25/2024 245,358
Federal National Mtg. Assoc. 2.50 04/01/2028 223,747
Federal National Mtg. Assoc. 2.50 01/01/2032 571,806
Federal National Mtg. Assoc. 2.50 04/01/2035 1,835,946
Federal National Mtg. Assoc. 3.00 10/01/2027 60,540
Federal National Mtg. Assoc. 3.00 12/01/2027 622,659
Federal National Mtg. Assoc. 3.00 01/01/2028 531,749
Federal National Mtg. Assoc. 3.00 03/01/2030 1,298,994
Federal National Mtg. Assoc. 3.00 10/01/2030 383,088
Federal National Mtg. Assoc. 3.00 02/01/2033 239,259
Federal National Mtg. Assoc. 3.00 07/01/2034 60,374
Federal National Mtg. Assoc. 3.00 11/01/2039 1,149,244
Federal National Mtg. Assoc. 3.00 03/01/2042 589,690
Federal National Mtg. Assoc. 3.00 12/01/2042 260,184
Federal National Mtg. Assoc. 3.00 12/01/2042 286,880
Federal National Mtg. Assoc. 3.00 02/01/2045 477,915
Federal National Mtg. Assoc. 3.00 09/01/2046 83,201
Federal National Mtg. Assoc. 3.00 01/01/2047 434,934
Federal National Mtg. Assoc. 3.00 04/01/2048 2,025,635
Federal National Mtg. Assoc. 3.37 09/01/2035 215,767
Federal National Mtg. Assoc. 3.50 08/01/2026 87,111
Federal National Mtg. Assoc. 3.50 09/01/2026 28,089
Federal National Mtg. Assoc. 3.50 08/01/2027 23,520
Federal National Mtg. Assoc. 3.50 10/01/2028 300,759
Federal National Mtg. Assoc. 3.50 03/01/2033 1,065,087
Federal National Mtg. Assoc. 3.50 08/01/2033 603,952
Federal National Mtg. Assoc. 3.50 12/01/2041 413,181
Federal National Mtg. Assoc. 3.50 08/01/2042 116,612
Federal National Mtg. Assoc. 3.50 08/01/2042 121,651
Federal National Mtg. Assoc. 3.50 08/01/2042 374,906
Federal National Mtg. Assoc. 3.50 08/01/2042 552,927
Federal National Mtg. Assoc. 3.50 07/01/2045 364,124
Federal National Mtg. Assoc. 3.50 08/01/2045 417,313
Federal National Mtg. Assoc. 3.50 09/01/2045 347,780
Federal National Mtg. Assoc. 3.50 10/01/2045 611,868
Federal National Mtg. Assoc. 3.50 11/01/2045 237,100
Federal National Mtg. Assoc. 3.50 12/01/2045 2,000,476
Federal National Mtg. Assoc. 3.50 02/01/2046 578,273
Federal National Mtg. Assoc. 3.50 03/01/2046 313,843
Page 20 of 151
Federal National Mtg. Assoc. 3.50 07/01/2046 1,358,501
Federal National Mtg. Assoc. 3.50 01/01/2047 2,097,169
Federal National Mtg. Assoc. 3.50 12/01/2047 2,162,804
Federal National Mtg. Assoc. 3.50 04/01/2048 2,282,457
Federal National Mtg. Assoc. 3.50 08/01/2049 238,468
Federal National Mtg. Assoc. 3.72 07/01/2039 175,004
Federal National Mtg. Assoc. 3.73 05/01/2040 229,202
Federal National Mtg. Assoc. 3.76 10/01/2040 103,319
Federal National Mtg. Assoc. 3.82 05/01/2037 40,346
Federal National Mtg. Assoc. 4.00 07/01/2040 111,788
Federal National Mtg. Assoc. 4.00 10/01/2040 61,659
Federal National Mtg. Assoc. 4.00 12/01/2040 764,557
Federal National Mtg. Assoc. 4.00 10/01/2041 402,474
Federal National Mtg. Assoc. 4.00 11/01/2041 112,881
Federal National Mtg. Assoc. 4.00 11/01/2041 291,162
Federal National Mtg. Assoc. 4.00 01/01/2043 492,608
Federal National Mtg. Assoc. 4.00 02/01/2045 223,155
Federal National Mtg. Assoc. 4.00 02/01/2045 652,744
Federal National Mtg. Assoc. 4.00 06/01/2046 231,674
Federal National Mtg. Assoc. 4.00 01/01/2047 515,561
Federal National Mtg. Assoc. 4.00 05/01/2047 643,887
Federal National Mtg. Assoc. 4.00 06/01/2047 1,732,581
Federal National Mtg. Assoc. 4.00 07/01/2047 1,497,867
Federal National Mtg. Assoc. 4.00 08/01/2047 1,617,919
Federal National Mtg. Assoc. 4.00 12/01/2048 809,420
Federal National Mtg. Assoc. 4.00 01/01/2049 1,614,065
Federal National Mtg. Assoc. 4.00 03/01/2049 545,052
Federal National Mtg. Assoc. 4.07 10/01/2040 41,980
Federal National Mtg. Assoc. 4.27 10/01/2035 167,877
Federal National Mtg. Assoc. 4.27 08/01/2035 130,653
Federal National Mtg. Assoc. 4.35 11/01/2036 76,817
Federal National Mtg. Assoc. 4.50 11/01/2022 10,458
Federal National Mtg. Assoc. 4.50 10/01/2024 113,826
Federal National Mtg. Assoc. 4.50 08/01/2045 1,916,183
Federal National Mtg. Assoc. 4.50 06/01/2048 1,238,136
Federal National Mtg. Assoc. 4.50 10/01/2048 891,558
Federal National Mtg. Assoc. 4.50 11/01/2048 392,755
Federal National Mtg. Assoc. 4.50 12/01/2048 2,339,611
Federal National Mtg. Assoc. 5.00 10/01/2033 1,953
Federal National Mtg. Assoc. 5.00 03/01/2034 34,478
Federal National Mtg. Assoc. 5.00 05/01/2040 76,828
Federal National Mtg. Assoc. 5.00 06/01/2040 45,127
Federal National Mtg. Assoc. 5.00 02/01/2045 260,650
Federal National Mtg. Assoc. 5.50 12/01/2029 48,766
Federal National Mtg. Assoc. 5.50 04/01/2033 45,528
Federal National Mtg. Assoc. 5.50 12/01/2033 39,763
Federal National Mtg. Assoc. 5.50 07/01/2037 189,291
Federal National Mtg. Assoc. 5.50 08/01/2037 178,094
Federal National Mtg. Assoc. 5.50 06/01/2038 21,352
Federal National Mtg. Assoc. 6.00 12/01/2020 10
Federal National Mtg. Assoc. 6.00 12/01/2036 273,936
Federal National Mtg. Assoc. 6.00 11/01/2038 75,798
Federal National Mtg. Assoc. 6.00 06/01/2040 58,879
Federal National Mtg. Assoc. 6.50 10/01/2037 16,412
Federal National Mtg. Assoc. REMIC 3.00 12/25/2047 249,432
Federal National Mtg. Assoc. REMIC 3.00 05/25/2048 744,638
Federal National Mtg. Assoc. REMIC 3.00 05/25/2048 1,169,890
First Horizon Bank 5.75 05/01/2030 254,278
First Niagara Financial Group, Inc. 7.25 12/15/2021 334,671
FirstEnergy Corp. 7.38 11/15/2031 669,652
Fiserv, Inc. 4.40 07/01/2049 136,105
Ford Credit Auto Owner Trust 1.73 03/15/2022 125,326
GATX Corp. 4.00 06/30/2030 172,927
GATX Corp. 4.35 02/15/2024 334,260
GE Capital Funding LLC 3.45 05/15/2025 390,599
GE Capital International Funding Co. ULC 4.42 11/15/2035 444,632
General Electric Co. 4.35 05/01/2050 83,989
General Motors Co. 6.80 10/01/2027 218,105
Georgia-Pacific LLC 2.30 04/30/2030 261,880
Georgia-Pacific LLC 3.73 07/15/2023 306,495
Georgia-Pacific LLC 5.40 11/01/2020 226,403
GlaxoSmithKline Capital PLC 3.13 05/14/2021 6,159
GlaxoSmithKline Capital, Inc. 3.38 05/15/2023 194,871
GM Financial Consumer Automobile Receivables Trust 2.13 03/16/2023 202,126
GM Financial Consumer Automobile Receivables Trust 2.18 04/16/2024 76,753
Goldman Sachs Group, Inc. 2.35 11/15/2021 416,738
Goldman Sachs Group, Inc. 3.80 03/15/2030 249,586
Page 21 of 151
Goldman Sachs Group, Inc. 4.25 10/21/2025 254,967
Goldman Sachs Group, Inc. 6.75 10/01/2037 600,225
Government National Mtg. Assoc. 2.50 05/20/2050 3,159,718
Government National Mtg. Assoc. 3.00 02/20/2045 411,364
Government National Mtg. Assoc. 3.00 05/20/2045 316,265
Government National Mtg. Assoc. 3.00 07/20/2045 53,713
Government National Mtg. Assoc. 3.00 11/20/2045 1,094,829
Government National Mtg. Assoc. 3.00 12/20/2045 503,668
Government National Mtg. Assoc. 3.00 01/20/2046 1,590,191
Government National Mtg. Assoc. 3.00 04/20/2046 2,093,166
Government National Mtg. Assoc. 3.00 09/20/2047 1,660,643
Government National Mtg. Assoc. 3.00 05/20/2050 2,120,061
Government National Mtg. Assoc. 3.50 03/20/2045 267,521
Government National Mtg. Assoc. 3.50 04/20/2045 505,196
Government National Mtg. Assoc. 3.50 07/20/2045 113,604
Government National Mtg. Assoc. 3.50 07/20/2046 155,904
Government National Mtg. Assoc. 3.50 03/20/2047 458,087
Government National Mtg. Assoc. 4.00 07/20/2045 163,090
Government National Mtg. Assoc. 4.00 05/20/2048 2,204,788
Government National Mtg. Assoc. REMIC 1.00 10/16/2043 206,830
Halliburton Co. 2.92 03/01/2030 184,896
Hanwha Energy USA Holdings Corp. 2.38 07/30/2022 365,068
HCA, Inc. 5.25 06/15/2026 178,597
Hewlett Packard Enterprise Co. 4.65 10/01/2024 233,547
Hewlett Packard Enterprise Co. 6.20 10/15/2035 226,874
Home Depot, Inc. 3.35 04/15/2050 120,071
Honda Auto Receivables Owner Trust 1.09 10/15/2026 100,972
Honda Auto Receivables Owner Trust 2.83 03/20/2023 23,661
HSBC Holdings PLC 1.00 06/04/2026 224,874
HSBC Holdings PLC 3.40 03/08/2021 346,959
HSBC Holdings PLC 4.95 03/31/2030 236,241
Humana, Inc. 4.88 04/01/2030 447,108
Huntington Ingalls Industries, Inc. 4.20 05/01/2030 216,637
Huntsman International LLC 4.50 05/01/2029 251,016
Hyundai Capital America 3.40 06/20/2024 164,828
IBM Credit LLC 3.00 02/06/2023 668,557
Illinois Tool Works, Inc. 3.50 03/01/2024 197,185
ILPT Trust 4.15 02/11/2041 450,961
ING Groep NV 4.63 01/06/2026 253,406
Intel Corp. 3.90 03/25/2030 201,088
Intercontinental Exchange, Inc. 3.00 06/15/2050 140,827
International Bank for Reconstruction & Development 3.13 11/20/2025 267,449
International Finance Corp. 0.50 03/20/2023 457,084
Interpublic Group of Cos., Inc. 4.20 04/15/2024 95,271
Interstate Power & Light Co. 3.50 09/30/2049 147,110
ITC Holdings Corp. 2.95 05/14/2030 175,573
Jackson Park Trust 2.77 10/14/2039 207,942
JB Hunt Transport Services, Inc. 3.88 03/01/2026 151,885
John Deere Capital Corp. 2.95 04/01/2022 367,353
John Deere Capital Corp. 3.45 01/10/2024 277,142
John Deere Capital Corp. 3.65 10/12/2023 123,618
JP Morgan Mtg. Trust 3.00 12/25/2048 475,563
JPMorgan Chase & Co. 2.01 03/13/2026 136,442
JPMorgan Chase & Co. 2.96 05/13/2031 94,928
JPMorgan Chase & Co. 3.11 04/22/2051 97,920
JPMorgan Chase & Co. 3.21 04/01/2023 634,731
JPMorgan Chase & Co. 3.51 01/23/2029 370,211
JPMorgan Chase & Co. 3.88 07/24/2038 147,614
JPMorgan Chase & Co. 6.13 12/31/2049 228,094
Kansas City Southern 2.88 11/15/2029 163,558
Kansas City Southern 4.70 05/01/2048 128,937
Kentucky Utilities Co. 3.30 06/01/2050 106,752
Keurig Dr Pepper, Inc. 3.80 05/01/2050 171,253
Keurig Dr Pepper, Inc. 4.42 05/25/2025 352,037
Kimberly-Clark Corp. 3.10 03/26/2030 4,572
Kirby Corp. 4.20 03/01/2028 169,668
Kohl's Corp. 5.55 07/17/2045 180,268
Kohl's Corp. 9.50 05/15/2025 115,085
Kommunalbanken AS 1.75 09/15/2020 395,436
Kraft Heinz Foods Co. 3.95 07/15/2025 102,793
Kraft Heinz Foods Co. 4.88 02/15/2025 136,238
Kroger Co. 3.95 01/15/2050 107,904
Laboratory Corp. of America Holdings 3.25 09/01/2024 289,440
Lear Corp. 5.25 05/15/2049 115,246
Lehman Brothers Holdings Capital Trust VII 0.00 11/30/2056 8
Lehman Brothers Holdings, Inc. 5.50 04/04/2016 997
Lehman Brothers Holdings, Inc. 6.75 12/28/2017 9
Page 22 of 151
Lehman Brothers Holdings, Inc. 7.50 05/11/2038 11
Leidos, Inc. 3.63 05/15/2025 156,648
Leidos, Inc. 4.38 05/15/2030 249,247
Liberty Mutual Group, Inc. 3.95 05/15/2060 68,788
Lockheed Martin Corp. 1.85 06/15/2030 157,691
Lockheed Martin Corp. 2.80 06/15/2050 4,183
Lowe's Cos, Inc. 5.13 04/15/2050 337,044
Lowe's Cos., Inc. 4.05 05/03/2047 37,886
Lubrizol Corp. 6.50 10/01/2034 224,028
LYB International Finance III LLC 4.20 10/15/2049 113,733
Manulife Financial Corp. 4.06 02/24/2032 239,176
Marathon Oil Corp. 6.60 10/01/2037 98,392
Marathon Oil Corp. 6.80 03/15/2032 141,727
Marsh & McLennan Cos., Inc. 3.50 12/29/2020 120,983
Martin Marietta Materials, Inc. 3.50 12/15/2027 206,486
MassMutual Global Funding II 2.75 06/22/2024 213,350
Mastercard, Inc. 2.00 03/03/2025 271,598
McDonald's Corp. 3.63 09/01/2049 139,464
McDonald's Corp. 4.20 04/01/2050 161,799
McDonald's Corp. 4.45 03/01/2047 251,775
Mercedes-Benz Auto Lease Trust 3.25 10/15/2024 31,670
Mississippi Power Co. 4.25 03/15/2042 255,559
Mitsubishi UFJ Financial Group, Inc. 2.19 02/25/2025 309,502
Mizuho Financial Group, Inc. 2.56 09/13/2025 550,016
Morgan Stanley 3.62 04/01/2031 126,691
Morgan Stanley 3.63 01/20/2027 670,983
Morgan Stanley 5.00 11/24/2025 62,199
Morgan Stanley Bank of America Merrill Lynch Trust 2.98 07/15/2050 23,849
Morgan Stanley Capital Barclays Bank Trust 2.20 09/13/2031 33,814
MSDB Trust 3.32 07/11/2039 829,084
MTRO Commercial Mtg. Trust 1.08 12/15/2033 235,622
Mylan, Inc. 4.55 04/15/2028 202,206
National Australia Bank, Ltd. 3.93 08/02/2034 212,120
National Bank of Canada 2.15 10/07/2022 395,375
National Rural Utilities Cooperative Finance Corp. 2.85 01/27/2025 634,628
National Rural Utilities Cooperative Finance Corp. 4.75 04/30/2043 155,650
NatWest Markets PLC 3.63 09/29/2022 327,430
Nestle Holdings, Inc. 3.50 09/24/2025 332,373
New York Community Bancorp, Inc. 5.90 11/06/2028 439,775
New York Life Global Funding 1.95 09/28/2020 9,044
Newcrest Finance Pty, Ltd. 4.20 05/13/2050 85,264
NiSource, Inc. 5.65 02/01/2045 175,590
Nissan Motor Acceptance Corp. 2.65 07/13/2022 110,830
Noble Energy, Inc. 4.95 08/15/2047 107,855
Noble Energy, Inc. 5.25 11/15/2043 185,224
Norfolk Southern Corp. 4.10 05/15/2049 234,530
Northrop Grumman Corp. 5.25 05/01/2050 428,285
NSTAR Electric Co. 3.95 04/01/2030 251,185
Nucor Corp. 2.70 06/01/2030 74,280
Nutrien, Ltd. 3.95 05/13/2050 257,808
NVIDIA Corp. 3.50 04/01/2050 139,024
NXP BV/NXP Funding LLC 3.40 05/01/2030 92,784
Occidental Petroleum Corp. 6.45 09/15/2036 46,860
Omnicom Group, Inc. 2.45 04/30/2030 369,045
Omnicom Group, Inc. 4.20 06/01/2030 159,272
One Bryant Park Trust 2.52 09/15/2054 275,770
ONEOK, Inc. 3.10 03/15/2030 184,732
ONEOK, Inc. 7.15 01/15/2051 108,783
Oracle Corp. 2.95 11/15/2024 580,284
Owens Corning 4.30 07/15/2047 346,761
PECO Energy Co. 3.00 09/15/2049 172,729
Penske Truck Leasing Co. LP/PTL Finance Corp. 3.35 11/01/2029 38,098
Penske Truck Leasing Co. LP/PTL Finance Corp. 3.40 11/15/2026 522,637
Penske Truck Leasing Co. LP/PTL Finance Corp. 4.20 04/01/2027 139,643
PepsiCo, Inc. 2.25 03/19/2025 269,083
PepsiCo, Inc. 2.88 10/15/2049 202,029
Petro-Canada 5.95 05/15/2035 119,158
Pfizer, Inc. 2.55 05/28/2040 203,644
Prologis LP 3.00 04/15/2050 194,811
Prudential Financial, Inc. 1.50 03/10/2026 530,660
Prudential Financial, Inc. 3.91 12/07/2047 59,604
Prudential Financial, Inc. 5.63 06/15/2043 225,702
Prudential Financial, Inc. 5.70 09/15/2048 153,839
Public Service Co. of Colorado 2.70 01/15/2051 388,137
Public Service Co. of Colorado 3.70 06/15/2028 250,548
Public Service Co. of Colorado 4.10 06/15/2048 189,937
Regions Financial Corp. 2.25 05/18/2025 227,133
Page 23 of 151
Regions Financial Corp. 7.38 12/10/2037 434,088
RELX Capital, Inc. 3.00 05/22/2030 92,419
Republic of Italy 4.00 10/17/2049 197,069
Ross Stores, Inc. 5.45 04/15/2050 286,257
Royal Bank of Scotland Group PLC 2.36 05/22/2024 417,993
Royal Bank of Scotland Group PLC 3.75 11/01/2029 404,559
Sabine Pass Liquefaction LLC 4.50 05/15/2030 77,866
Sabra Health Care LP/Sabra Capital Corp. 3.90 10/15/2029 158,712
Sabra Health Care LP/Sabra Capital Corp. 4.80 06/01/2024 121,815
Santander Holdings USA, Inc. 3.45 06/02/2025 121,153
Schlumberger Holdings Corp. 4.00 12/21/2025 202,190
Shinhan Bank Co., Ltd. 4.00 04/23/2029 211,368
Shire Acquisitions Investments Ireland DAC 3.20 09/23/2026 438,627
Siemens Financieringsmaatschappij NV 3.25 05/27/2025 276,073
SK Telecom Co., Ltd. 3.75 04/16/2023 212,838
Smithfield Foods, Inc. 2.65 10/03/2021 90,796
Smithfield Foods, Inc. 4.25 02/01/2027 162,354
Smithfield Foods, Inc. 5.20 04/01/2029 176,535
Sonoco Products Co 3.13 05/01/2030 340,988
Southern California Edison Co. 3.65 02/01/2050 122,171
Standard Chartered PLC 4.64 04/01/2031 223,041
Stanley Black & Decker, Inc. 3.40 03/01/2026 172,841
Stanley Black & Decker, Inc. 4.00 03/15/2060 346,986
State Street Institutional U.S. Government Money Market Fund, Premier Class 14,535,182
Steel Dynamics, Inc. 3.45 04/15/2030 200,557
SunTrust Bank 3.20 04/01/2024 454,845
SunTrust Bank 3.50 08/02/2022 4,119
Synchrony Financial 4.50 07/23/2025 867,061
Synovus Bank 2.29 02/10/2023 246,945
Sysco Corp. 2.40 02/15/2030 185,807
Sysco Corp. 5.95 04/01/2030 218,136
Sysco Corp. 6.60 04/01/2050 121,848
Teck Resources, Ltd. 6.13 10/01/2035 219,333
Teck Resources, Ltd. 6.25 07/15/2041 103,913
Telecom Italia Capital SA 7.72 06/04/2038 190,567
Telefonica Emisiones SAU 4.67 03/06/2038 242,355
Time Warner Cable LLC 6.55 05/01/2037 286,103
TJX Cos, Inc. 3.75 04/15/2027 246,292
T-Mobile USA, Inc. 3.88 04/15/2030 397,178
T-Mobile USA, Inc. 4.38 04/15/2040 109,338
Toll Brothers Finance Corp. 4.35 02/15/2028 139,740
Total Capital International SA 3.46 07/12/2049 100,476
Toyota Auto Loan Extended Note Trust 2.56 11/25/2031 103,535
Toyota Auto Receivables Owner Trust 3.13 02/15/2024 235,221
Transcontinental Gas Pipe Line Co. LLC 3.25 05/15/2030 168,233
Trimble, Inc. 4.75 12/01/2024 23,520
Trimble, Inc. 4.90 06/15/2028 363,297
Truist Bank 2.25 03/11/2030 246,701
UBS AG 1.75 04/21/2022 220,504
UBS Group Funding Switzerland AG 3.49 05/23/2023 208,270
UniCredit SpA 6.57 01/14/2022 392,873
UniCredit SpA 7.30 04/02/2034 218,330
Union Electric Co 2.95 06/15/2027 245,461
United Mexican States 4.50 04/22/2029 246,470
United Mexican States 4.75 03/08/2044 216,110
United Parcel Service, Inc. 3.90 04/01/2025 181,848
United Parcel Service, Inc. 5.30 04/01/2050 243,378
United States Treasury Bonds 2.38 11/15/2049 6,674,484
United States Treasury Bonds 2.75 11/15/2042 518,998
United States Treasury Bonds 2.88 11/15/2046 510,855
United States Treasury Bonds 3.00 11/15/2045 2,331,178
United States Treasury Bonds 3.00 05/15/2047 1,964,151
United States Treasury Bonds 3.13 11/15/2041 3,113,548
United States Treasury Bonds 3.13 02/15/2042 530,961
United States Treasury Bonds 3.88 08/15/2040 248,778
United States Treasury Bonds 4.25 05/15/2039 396,260
United States Treasury Bonds 4.38 11/15/2039 165,211
United States Treasury Bonds 4.38 05/15/2040 303,660
United States Treasury Bonds 4.75 02/15/2037 901,871
United States Treasury Bonds 5.00 05/15/2037 251,506
United States Treasury Bonds 5.25 11/15/2028 491,382
United States Treasury Notes 0.63 03/31/2027 605,672
United States Treasury Notes 1.38 10/15/2022 3,084,961
United States Treasury Notes 1.50 11/30/2024 1,582,266
United States Treasury Notes 1.50 02/15/2030 1,113,969
United States Treasury Notes 1.63 08/15/2022 2,369,454
United States Treasury Notes 1.63 08/31/2022 1,983,433
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United States Treasury Notes 1.63 12/15/2022 414,703
United States Treasury Notes 1.63 02/15/2026 5,175,084
United States Treasury Notes 1.63 11/30/2026 1,719,250
United States Treasury Notes 1.63 08/15/2029 982,266
United States Treasury Notes 1.75 09/30/2022 5,325,022
United States Treasury Notes 1.75 11/15/2029 3,865,586
United States Treasury Notes 2.00 02/15/2025 1,866,104
United States Treasury Notes 2.00 11/15/2026 421,605
United States Treasury Notes 2.25 04/30/2024 180,040
United States Treasury Notes 2.25 11/15/2024 647,917
United States Treasury Notes 2.25 08/15/2027 647,618
United States Treasury Notes 2.38 05/15/2029 577,422
United States Treasury Notes 2.50 02/28/2021 2,442,361
United States Treasury Notes 2.50 01/15/2022 2,491,225
United States Treasury Notes 2.63 02/15/2029 200,598
UnitedHealth Group, Inc. 1.25 01/15/2026 297,300
UnitedHealth Group, Inc. 3.13 05/15/2060 160,803
UnitedHealth Group, Inc. 3.75 07/15/2025 164,738
Unum Group 4.50 03/15/2025 97,612
Valero Energy Corp. 2.85 04/15/2025 221,706
Verizon Communications, Inc. 3.15 03/22/2030 131,984
Verizon Communications, Inc. 4.00 03/22/2050 55,041
Verizon Communications, Inc. 4.27 01/15/2036 128,673
Verizon Communications, Inc. 4.40 11/01/2034 98,328
Verizon Communications, Inc. 5.25 03/16/2037 433,633
Verizon Owner Trust 3.20 09/20/2022 101,527
Viacom, Inc. 4.38 03/15/2043 551,995
ViacomCBS, Inc. 4.95 01/15/2031 87,036
ViacomCBS, Inc. 4.95 05/19/2050 223,242
VMware, Inc. 4.70 05/15/2030 237,049
Vodafone Group PLC 4.88 06/19/2049 133,015
Vodafone Group PLC 5.25 05/30/2048 176,636
Volkswagen Group of America Finance LLC 3.35 05/13/2025 470,805
Voya Financial, Inc. 4.70 01/23/2048 136,500
Vulcan Materials Co. 3.50 06/01/2030 142,656
Walgreens Boots Alliance, Inc. 4.10 04/15/2050 308,031
Walmart, Inc. 2.55 04/11/2023 308,695
Walt Disney Co. 3.50 05/13/2040 347,444
Wells Fargo & Co. 1.00 06/02/2028 412,551
Wells Fargo & Co. 3.07 04/30/2041 375,169
Wells Fargo & Co. 4.30 07/22/2027 970,511
Wells Fargo & Co. 5.01 04/04/2051 249,613
Wells Fargo & Co. 5.61 01/15/2044 178,449
Wells Fargo & Co. 5.95 12/15/2036 85,821
Williams Cos., Inc. 5.75 06/24/2044 399,925
Willis North America, Inc. 3.88 09/15/2049 146,472
Willis North America, Inc. 5.05 09/15/2048 159,453
World Financial Network Credit Card Master Trust 2.71 07/15/2026 97,040
Yara International ASA 3.15 06/04/2030 103,377
Zions Bancorp NA 3.25 10/29/2029 378,282
VALIC Company I - Core Equity Fund - (unaudited)
May 31, 2020
Security Coupon(%) Maturity Date Market Value ($)
AES Corp. 2,184,164
Alibaba Group Holding, Ltd. ADR 3,395,804
Ally Financial, Inc. 1,852,285
Alphabet, Inc., Class A 6,099,628
Alphabet, Inc., Class C 6,108,633
Altria Group, Inc. 4,425,615
Amazon.com, Inc. 8,223,460
Anthem, Inc. 4,346,063
Apple, Inc. 13,642,487
Assured Guaranty, Ltd. 527,935
BAE Systems PLC 2,866,716
Bank of America Corp. 3,650,683
Berkshire Hathaway, Inc., Class B 2,915,462
Biogen, Inc. 3,419,754
Booking Holdings, Inc. 1,365,637
BP PLC ADR 2,157,227
CDK Global, Inc. 2,591,983
Chevron Corp. 2,980,709
Cisco Systems, Inc. 5,816,108
Cognizant Technology Solutions Corp., Class A 3,844,832
Comcast Corp., Class A 5,850,583
Page 25 of 151
ConocoPhillips 2,519,285
Corteva, Inc. 4,439,814
D.R. Horton, Inc. 1,623,110
Dollar General Corp. 4,010,028
Dollar Tree, Inc. 5,160,979
E*TRADE Financial Corp. 1,626,233
Facebook, Inc., Class A 8,231,091
Fidelity National Financial, Inc. 352,974
Fixed Income Clearing Corp. Repurchase Agreement 0.00 06/01/2020 3,725,000
Fortive Corp. 2,898,867
Fox Corp., Class A 2,543,974
General Motors Co. 2,562,120
Hubbell, Inc. 2,855,447
JPMorgan Chase & Co. 4,198,829
Koninklijke Philips NV 3,202,930
Laboratory Corp. of America Holdings 5,077,267
Lowe's Cos., Inc. 3,500,549
Microsoft Corp. 13,919,304
Norfolk Southern Corp. 1,907,703
Novo Nordisk A/S ADR 2,358,740
O'Reilly Automotive, Inc. 2,937,787
Otis Worldwide Corp. 2,499,559
Pfizer, Inc. 4,784,787
Quanta Services, Inc. 4,552,250
Raymond James Financial, Inc. 1,622,676
Robert Half International, Inc. 2,355,858
Ross Stores, Inc. 1,331,358
Sanofi ADR 4,209,267
Skechers U.S.A., Inc., Class A 1,275,288
Sony Corp. ADR 287,729
Taiwan Semiconductor Manufacturing Co., Ltd. ADR 3,666,440
Unilever NV 4,297,644
United Rentals, Inc. 698,200
UnitedHealth Group, Inc. 6,148,825
US Bancorp 2,221,398
Verizon Communications, Inc. 4,043,856
Visa, Inc., Class A 6,915,401
Walmart, Inc. 3,866,330
VALIC Company I - Dividend Value Fund - (unaudited)
May 31, 2020
Security Coupon(%) Maturity Date Market Value ($)
3M Co. 12,178,854
AbbVie, Inc. 14,420,657
Alcon, Inc. 6,689,226
Allstate Corp. 4,531,342
Altria Group, Inc. 23,224,285
American Express Co. 2,829,283
Amgen, Inc. 11,180,877
Anthem, Inc. 14,669,913
Arthur J. Gallagher & Co. 8,909,837
AstraZeneca PLC 10,872,402
BAE Systems PLC 8,763,010
Bank of America Corp. 21,768,179
Bayer AG 11,217,107
Berkshire Hathaway, Inc., Class B 6,718,924
BP PLC 3,552,189
Bristol-Myers Squibb Co. 15,443,831
British American Tobacco PLC 1,629,333
Broadcom, Inc. 7,490,591
Cardinal Health, Inc. 15,427,065
Caterpillar, Inc. 12,543,854
Charles Schwab Corp. 7,898,620
Chevron Corp. 9,665,455
Cisco Systems, Inc. 19,718,003
Citigroup, Inc. 19,130,559
CME Group, Inc. 4,132,238
Cognizant Technology Solutions Corp., Class A 12,026,283
Comcast Corp., Class A 12,365,456
Conagra Brands, Inc. 2,269,943
ConocoPhillips 5,715,812
Constellation Brands, Inc., Class A 11,151,239
Constellation Software, Inc. 835,509
Corteva, Inc. 3,547,159
CRH PLC 1,306,480
Page 26 of 151
CVS Health Corp. 10,119,353
Dollar General Corp. 7,490,914
Dow, Inc. 12,545,811
DuPont de Nemours, Inc. 6,037,783
Edison International 5,199,102
Emerson Electric Co. 12,611,309
Enterprise Products Partners LP 9,623,822
Equinor ASA 8,224,737
Equitable Holdings, Inc. 5,069,348
Exxon Mobil Corp. 8,131,718
FedEx Corp. 2,663,946
Ferguson PLC 6,392,675
Fidelity National Financial, Inc. 1,187,956
FirstEnergy Corp. 13,358,344
Fixed Income Clearing Corp. Repurchase Agreement 0.00 06/01/2020 5,382,000
Fox Corp., Class A 5,774,785
Fox Corp., Class B 864,551
General Electric Co. 7,154,428
General Motors Co. 8,589,210
Gilead Sciences, Inc. 15,330,019
H&R Block, Inc. 8,696,979
Hanesbrands, Inc. 8,931,947
Hartford Financial Services Group, Inc. 4,237,286
Henkel AG & Co. KGaA (Preference Shares) 7,673,136
HP, Inc. 10,277,804
International Business Machines Corp. 11,429,224
Interpublic Group of Cos., Inc. 10,615,968
JPMorgan Chase & Co. 21,600,582
Koninklijke Philips NV 13,504,199
Kraft Heinz Co. 14,496,986
Lear Corp. 392,385
Lockheed Martin Corp. 4,112,803
Lowe's Cos., Inc. 8,689,392
LyondellBasell Industries NV, Class A 10,498,403
Marathon Petroleum Corp. 8,761,175
McKesson Corp. 5,312,748
Medtronic PLC 15,326,528
MetLife, Inc. 12,512,431
Microsoft Corp. 10,256,686
Morgan Stanley 11,187,816
Motorola Solutions, Inc. 4,614,753
Nestle SA 6,938,117
NetApp, Inc. 11,337,033
Newell Brands, Inc. 3,390,465
NiSource, Inc. 1,181,491
Nucor Corp. 11,561,618
NXP Semiconductors NV 3,341,397
Omnicom Group, Inc. 8,895,157
Paychex, Inc. 10,385,841
Pentair PLC 1,715,076
PepsiCo, Inc. 2,402,761
Pfizer, Inc. 18,398,033
Philip Morris International, Inc. 12,528,054
Pioneer Natural Resources Co. 9,292,454
PPL Corp. 341,147
Prudential Financial, Inc. 4,645,884
Public Service Enterprise Group, Inc. 7,624,253
Quest Diagnostics, Inc. 1,358,328
Raymond James Financial, Inc. 7,909,005
Ross Stores, Inc. 1,789,106
Samsung Electronics Co., Ltd. GDR 8,763,846
Sanofi 15,274,462
Siemens AG 9,061,644
Sony Corp. 4,910,650
Steel Dynamics, Inc. 12,288,037
Unilever NV 13,784,124
Union Pacific Corp. 5,065,905
UnitedHealth Group, Inc. 9,700,327
US Bancorp 1,794,393
Verizon Communications, Inc. 38,716,237
Visa, Inc., Class A 8,051,112
Wells Fargo & Co. 12,838,982
Williams Cos., Inc. 9,267,232
Willis Towers Watson PLC 9,293,632
VALIC Company I - Dynamic Allocation Fund - (unaudited)
Page 27 of 151
May 31, 2020
Security Coupon(%) Maturity Date Market Value ($)
AB Government Money Market Portfolio, Class AB 5,675,635
Over the Counter Purchased Put Options 1,472,660
United States Treasury Bonds 6.13 11/15/2027 446,585
United States Treasury Bonds 6.38 08/15/2027 367,963
United States Treasury Notes 1.50 02/15/2030 721,376
United States Treasury Notes 1.63 08/15/2029 3,039,130
United States Treasury Notes 1.75 11/15/2029 2,929,451
United States Treasury Notes 2.25 08/15/2027 3,046,388
United States Treasury Notes 2.25 11/15/2027 4,339,071
United States Treasury Notes 2.38 05/15/2027 948,435
United States Treasury Notes 2.38 05/15/2029 6,749,946
United States Treasury Notes 2.63 02/15/2029 923,453
United States Treasury Notes 2.75 02/15/2028 2,798,851
United States Treasury Notes 2.88 05/15/2028 2,825,671
United States Treasury Notes 3.13 11/15/2028 3,068,538
VALIC Co. I Blue Chip Growth Fund 7,207,773
VALIC Co. I Capital Conservation Fund 12,649,254
VALIC Co. I Dividend Value Fund 7,152,364
VALIC Co. I Emerging Economies Fund 1,115,760
VALIC Co. I Global Real Estate Fund 1,262,751
VALIC Co. I Government Securities Fund 8,708,171
VALIC Co. I Growth Fund 7,785,478
VALIC Co. I Inflation Protected Fund 2,674,986
VALIC Co. I International Equities Index Fund 4,629,005
VALIC Co. I International Government Bond Fund 715,475
VALIC Co. I International Growth Fund 5,402,806
VALIC Co. I International Socially Responsible Fund 705,278
VALIC Co. I International Value Fund 4,068,856
VALIC Co. I Large Cap Core Fund 7,602,607
VALIC Co. I Large Capital Growth Fund 6,027,507
VALIC Co. I Mid Cap Index Fund 3,079,507
VALIC Co. I Small Cap Aggressive Growth Fund 781,944
VALIC Co. I Small Cap Index Fund 1,345,697
VALIC Co. I Small Cap Special Values Fund 1,233,483
VALIC Co. I Stock Index Fund 22,279,503
VALIC Co. I Systematic Core Fund 3,444,090
VALIC Co. I Systematic Value Fund 6,470,770
VALIC Co. I Value Fund 7,200,509
VALIC Co. II Capital Appreciation Fund 5,730,049
VALIC Co. II Core Bond Fund 9,742,565
VALIC Co. II High Yield Bond Fund 1,419,911
VALIC Co. II International Opportunities Fund 101,434
VALIC Co. II Large Cap Value Fund 3,405,084
VALIC Co. II Mid Cap Growth Fund 2,175,431
VALIC Co. II Mid Cap Value Fund 1,915,781
VALIC Co. II Small Cap Growth Fund 458,902
VALIC Co. II Small Cap Value Fund 324,233
VALIC Co. II Strategic Bond Fund 2,538,235
VALIC Co. II U.S. Socially Responsible Fund 1,480,902
Futures Contracts
Description Expiration Month
Unrealized
Appreciation
(Depreciation) ($)
S&P 500 E-Mini Index Long June 2020 (436,075)
Over the Counter Purchased Put Options
Description Strike Price ($) Expiration Month
Unrealized
Appreciation
(Depreciation) ($)
Put - S&P 500 Index 2,300 October 2020 (787,386)
Put - S&P 500 Index 2,200 November 2020 (403,607)
Put - S&P 500 Index 2,500 December 2020 (41,305)
VALIC Company I - Emerging Economies Fund - (unaudited)
May 31, 2020
Security Coupon(%) Maturity Date Market Value ($)
Absa Group, Ltd. 2,978,957
Alibaba Group Holding, Ltd. ADR 57,938,337
Anhui Conch Cement Co., Ltd. 8,226,238
Arca Continental SAB de CV 2,189,602
Atacadao SA 1,932,436
Page 28 of 151
Banco do Brasil SA 6,867,253
Banco Macro SA ADR 642,230
Beijing Enterprises Holdings, Ltd. 1,650,423
BIM Birlesik Magazalar AS 4,314,847
Catcher Technology Co., Ltd. 2,813,331
CD Projekt SA 3,515,645
Charoen Pokphand Foods PCL 2,620,115
Cheil Worldwide, Inc. 1,347,117
China Construction Bank Corp. 17,272,693
China Lesso Group Holdings, Ltd. 1,923,418
China Merchants Bank Co., Ltd. 10,746,012
China Resources Cement Holdings, Ltd. 4,380,639
China Vanke Co., Ltd. 7,573,191
Chipbond Technology Corp. 1,650,290
Cia de Saneamento Basico do Estado de Sao Paulo 3,622,857
Cia Paranaense de Energia, Class B (Preference Shares) 4,237,505
Clicks Group, Ltd. 2,192,578
Construtora Tenda SA 1,488,930
Country Garden Holdings Co., Ltd. 7,672,607
Cyrela Brazil Realty SA Empreendimentos e Participacoes 1,156,286
Daelim Industrial Co., Ltd. 2,581,842
Dongfeng Motor Group Co., Ltd. 1,366,935
Doosan Bobcat, Inc. 1,389,110
Ecopetrol SA ADR 1,905,946
Elite Material Co., Ltd. 3,528,859
E-MART Inc. 1,976,100
Eregli Demir ve Celik Fabrikalari TAS 4,770,291
Exxaro Resources, Ltd. 1,806,084
F&F Co., Ltd. 1,402,642
Fibra Uno Administracion SA de CV 1,139,535
FLEXium Interconnect, Inc. 2,064,766
Ford Otomotiv Sanayi AS 1,175,768
Foschini Group, Ltd. 1,776,655
Geely Automobile Holdings, Ltd. 2,817,407
Globalwafers Co., Ltd. 4,280,788
Greendland Holdings Corp., Ltd., Class A 3,131,658
Grupo Aeroportuario del Centro Norte SAB de CV 1,796,818
Grupo Financiero Banorte SAB de CV, Class O 7,382,210
GS Engineering & Construction Corp. 1,513,717
GS Holdings Corp. 1,434,359
Hana Financial Group, Inc. 7,505,611
Hang Zhou Great Star Industrial Co., Ltd., Class A 2,050,157
Hangzhou Robam Appliances Co., Ltd. 4,258,019
HDFC Bank, Ltd. ADR 6,833,642
Housing Development Finance Corp., Ltd. 10,612,450
Hypera SA 2,529,713
Hyundai Glovis Co., Ltd. 2,730,640
Hyundai Mobis Co., Ltd. 7,288,760
Impala Platinum Holdings, Ltd. 2,381,679
Industrial & Commercial Bank of China, Ltd. 12,892,502
Industrial Bank of Korea 2,700,427
Infosys, Ltd. ADR 4,698,639
Inter RAO UES PJSC 2,273,609
International Games System Co., Ltd. 1,886,435
IRB Brasil Resseguros S/A 1,274,198
Itau Unibanco Holding SA ADR 6,218,609
ITC, Ltd. 4,286,107
ITEQ Corp. 2,390,843
JD.com, Inc. ADR 12,706,972
KEPCO Plant Service & Engineering Co., Ltd. 1,867,814
Kia Motors Corp. 6,769,418
Kimberly-Clark de Mexico SAB de CV, Class A 2,183,715
KOC Holding AS 1,603,270
Kotak Mahindra Bank, Ltd. 3,576,281
KT&G Corp. 6,946,123
Lenovo Group, Ltd. 1,771,472
LG Household & Health Care, Ltd. 3,921,945
Lite-On Technology Corp. 2,043,473
Livzon Pharmaceutical Group, Inc. 4,341,393
Lukoil PJSC ADR 11,817,443
Magnitogorsk Iron & Steel Works PJSC 1,159,272
Midea Group Co., Ltd. 4,206,585
Migros Ticaret AS 2,744,246
Minerva SA 2,160,647
MMC Norilsk Nickel PJSC ADR 7,876,768
Nanya Technology Corp. 3,908,370
Naspers, Ltd., Class N 5,996,914
Page 29 of 151
Netcare, Ltd. 1,446,086
NetEase, Inc. ADR 11,572,387
Nine Dragons Paper Holdings, Ltd. 2,907,644
NongShim Co., Ltd. 2,003,432
Novatek Microelectronics Corp. 2,720,647
OPAP SA 1,848,543
Petrobras Distribuidora SA 2,256,277
Ping An Insurance Group Co. of China, Ltd. 10,985,578
Polski Koncern Naftowy Orlen SA 3,733,310
Poly Developments and Holdings Group Co., Ltd., Class A 4,317,413
Polyus PJSC GDR 365,315
Polyus PJSC GDR 7,996,919
Postal Savings Bank of China Co., Ltd. 5,778,933
Pou Chen Corp. 1,796,681
Powertech Technology, Inc. 2,364,749
Qualicorp Consultoria e Corretora de Seguros SA 2,419,006
Radiant Opto-Electronics Corp. 2,364,792
Raia Drogasil SA 2,307,873
Richter Gedeon Nyrt 3,449,573
RusHydro PJSC 2,301,300
Samsung Electronics Co., Ltd. 32,178,088
Sany Heavy Industry Co., Ltd., Class A 1,969,163
Sberbank of Russia PJSC ADR 9,300,846
Severstal PJSC GDR 3,315,713
Shandong Weigao Group Medical Polymer Co., Ltd. 3,150,329
Shanghai Construction Group Co., Ltd., Class A 1,808,118
Shinhan Financial Group Co., Ltd. 6,748,918
Silicon Motion Technology Corp. ADR 2,417,915
Simplo Technology Co., Ltd. 2,143,010
SK Hynix, Inc. 14,019,937
Smiles Fidelidade SA 417,017
Suofeiya Home Collection Co., Ltd., Class A 4,548,981
Surgutneftegas OJSC (Preference Shares) 2,920,643
Taiwan Semiconductor Manufacturing Co., Ltd. ADR 35,109,151
Tatneft PJSC ADR 4,713,551
Telkom SA SOC, Ltd. 908,615
Tencent Holdings, Ltd. 45,999,141
Tingyi Cayman Islands Holding Corp. 3,925,128
United Microelectronics Corp. 2,007,084
Vale SA ADR 9,729,168
Vipshop Holdings, Ltd. ADR 4,313,568
Weichai Power Co., Ltd. 3,891,922
Woolworths Holdings, Ltd. 1,970,842
X5 Retail Group NV GDR 3,403,323
Xiamen C & D, Inc., Class A 2,206,069
Yangtze Optical Fibre and Cable Joint Stock Ltd., Co. 1,968,086
Yanzhou Coal Mining Co., Ltd. 1,724,560
YDUQS Part 3,743,234
YiChang HEC ChangJiang Pharmaceutical Co., Ltd. 1,915,472
Yum China Holdings, Inc. 8,963,732
Zhen Ding Technology Holding, Ltd. 2,289,169
Zhuzhou Kibing Group Co., Ltd., Class A 2,195,947
VALIC Company I - Global Real Estate Fund - (unaudited)
May 31, 2020
Security Coupon(%) Maturity Date Market Value ($)
Activia Properties, Inc. 3,567,503
Aedas Homes SA 869,831
Agree Realty Corp. 2,909,954
Alexandria Real Estate Equities, Inc. 203,372
Allied Properties Real Estate Investment Trust 2,828,572
Alstria Office REIT-AG 2,515,767
American Assets Trust, Inc. 930,056
American Homes 4 Rent, Class A 1,592,215
American Tower Corp. 25,592,134
Americold Realty Trust 1,178,394
Apartment Investment & Management Co., Class A 3,944,979
Apple Hospitality REIT, Inc. 1,937,899
Ascendas India Trust 3,840,994
Ascendas Real Estate Investment Trust 1,174,798
AvalonBay Communities, Inc. 2,439,060
BGP Holdings PLC 0
Big Yellow Group PLC 3,342,053
Boston Properties, Inc. 2,113,388
Canadian Apartment Properties REIT 3,578,056
Page 30 of 151
CapitaLand, Ltd. 1,282,586
CareTrust REIT, Inc. 893,253
Castellum AB 5,050,525
Cellnex Telecom SA 973,330
Centuria Industrial REIT 3,154,688
CK Asset Holdings, Ltd. 7,431,743
CoreSite Realty Corp. 2,137,418
Crown Castle International Corp. 17,858,329
CubeSmart 1,295,215
CyrusOne, Inc. 2,725,527
Dalata Hotel Group PLC 983,812
Derwent London PLC 4,437,147
Deutsche Wohnen AG 3,898,648
DiamondRock Hospitality Co. 1,463,866
Digital Realty Trust, Inc. 5,081,880
Duke Realty Corp. 2,352,019
Elite Commercial REIT 1,693,262
Entra ASA 3,076,761
Equinix, Inc. 8,344,352
Equity LifeStyle Properties, Inc. 2,561,465
Equity Residential 3,203,866
ESCON Japan Reit Investment Corp. 1,703,771
Essential Properties Realty Trust, Inc. 1,335,833
Extra Space Storage, Inc. 1,899,009
Federal Realty Investment Trust 1,964,747
Gaming and Leisure Properties, Inc. 3,712,670
Gecina SA 5,178,086
GLP J-REIT 4,388,416
Goodman Group 8,155,336
Healthcare Realty Trust, Inc. 1,866,161
Healthcare Trust of America, Inc., Class A 1,747,232
Healthpeak Properties, Inc. 5,093,630
Hibernia REIT PLC 1,336,308
Hudson Pacific Properties, Inc. 857,407
Ingenia Communities Group 3,391,399
Instone Real Estate Group AG 1,122,090
Invitation Homes, Inc. 6,786,189
Japan Rental Housing Investments, Inc. 2,674,846
Keppel DC REIT 2,971,044
Kilroy Realty Corp. 1,251,442
Kimco Realty Corp. 2,175,494
Klepierre SA 943,993
Kyoritsu Maintenance Co., Ltd. 1,532,807
Link REIT 6,962,646
Merlin Properties Socimi SA 1,903,306
Mid-America Apartment Communities, Inc. 3,147,887
Mirvac Group 1,043,466
Mitsubishi Estate Co., Ltd. 10,310,684
Mitsui Fudosan Co., Ltd. 4,541,868
Mitsui Fudosan Logistics Park, Inc. 2,761,261
National Retail Properties, Inc. 3,476,599
Nippon Prologis REIT, Inc. 5,274,316
Omega Healthcare Investors, Inc. 419,767
Pebblebrook Hotel Trust 1,775,513
Prologis, Inc. 7,686,641
PSP Swiss Property AG 4,622,534
QTS Realty Trust, Inc., Class A 1,895,075
Regency Centers Corp. 1,572,704
Retail Opportunity Investments Corp. 534,357
Rexford Industrial Realty, Inc. 854,506
RLJ Lodging Trust 1,771,103
Sankei Real Estate, Inc. 3,918,123
SBA Communications Corp. 682,290
Segro PLC 5,205,003
STAG Industrial, Inc. 2,200,393
State Street Institutional U.S. Government Money Market Fund, Administration Class 4,307,473
Sumitomo Realty & Development Co., Ltd. 6,634,794
Summit Industrial Income REIT 4,596,141
Sun Communities, Inc. 2,312,886
Sun Hung Kai Properties, Ltd. 5,766,695
Sunstone Hotel Investors, Inc. 1,229,061
Swire Properties, Ltd. 2,234,764
Tritax Big Box REIT PLC 1,528,866
Tritax EuroBox PLC 748,448
Tritax EuroBox PLC 1,617,714
UDR, Inc. 6,372,024
Unibail-Rodamco-Westfield 67,246
Page 31 of 151
Unibail-Rodamco-Westfield 704,055
UNITE Group PLC 4,106,891
Ventas, Inc. 6,343,145
VEREIT, Inc. 4,124,034
VICI Properties, Inc. 1,693,775
Vonovia SE 15,606,720
Warehouses De Pauw CVA 2,402,044
Weyerhaeuser Co. 4,522,075
VALIC Company I - Global Strategy Fund - (unaudited)
May 31, 2020
Security Coupon(%) Maturity Date Market Value ($)
AbbVie, Inc. 1,788,531
ABC-Mart, Inc. 30,411
Abu Dhabi Commercial Bank PJSC 45,514
Accenture PLC, Class A 1,895,228
Accton Technology Corp. 32,222
Adaro Energy Tbk PT 19,838
adidas AG 387,842
Admiral Group PLC 129,566
Advanced Info Service PCL 143,191
Advantech Co., Ltd. 49,527
Advantest Corp. 123,654
Aena SME SA 118,360
AGL Energy, Ltd. 127,526
Agricultural Bank of China, Ltd. 207,271
Agricultural Bank of China, Ltd., Class A 23,663
AIB Group PLC 11,503
Air Canada 11,548
Air Products & Chemicals, Inc. 604,125
Airports of Thailand PCL 138,969
Aldar Properties PJSC 32,732
Algonquin Power & Utilities Corp. 64,414
Alrosa PJSC 213,739
Altria Group, Inc. 1,507,330
Alumina, Ltd. 59,427
AMBEV SA 91,209
Amcor PLC 263,418
American Electric Power Co., Inc. 690,525
American Tower Corp. 1,445,752
Amgen, Inc. 1,975,420
Anglo American PLC 375,738
AngloGold Ashanti, Ltd. 92,026
Anhui Conch Cement Co., Ltd. 180,962
Anhui Conch Cement Co., Ltd., Class A 28,662
ANTA Sports Products, Ltd. 179,516
Apple, Inc. 2,003,022
Applied Materials, Inc. 971,914
Aristocrat Leisure, Ltd. 81,519
Aroundtown SA 79,891
Asian Paints, Ltd. 52,421
Assicurazioni Generali SpA 180,321
Astellas Pharma, Inc. 622,185
ASX, Ltd. 134,594
AT&T, Inc. 1,564,602
Aurizon Holdings, Ltd. 121,722
Australia & New Zealand Banking Group, Ltd. 411,535
Auto Trader Group PLC 114,650
Azrieli Group, Ltd. 25,543
Bajaj Auto, Ltd. 53,738
Banco de Sabadell SA 27,412
Bandai Namco Holdings, Inc. 206,080
Bank of China, Ltd. 549,463
Bank of Communications Co., Ltd. 98,949
Bank of Communications Co., Ltd., Class A 19,108
Barratt Developments PLC 142,835
BCE, Inc. 112,228
Bendigo & Adelaide Bank, Ltd. 32,682
Berkeley Group Holdings PLC 128,606
Best Buy Co., Inc. 327,978
Bharat Petroleum Corp., Ltd. 57,011
Bharti Infratel, Ltd. 21,689
BHP Group PLC 669,875
BHP Group, Ltd. 1,389,328
BIM Birlesik Magazalar AS 80,902
Page 32 of 151
Biogen, Inc. 1,136,233
BlueScope Steel, Ltd. 71,873
BNK Financial Group, Inc. 22,895
Boliden AB 102,573
Booking Holdings, Inc. 491,826
Boral, Ltd. 20,329
BorgWarner, Inc. 80,375
Brambles, Ltd. 217,697
Bridgestone Corp. 358,849
Bristol-Myers Squibb Co. 1,821,460
Britannia Industries, Ltd. 40,088
British American Tobacco PLC 772,628
British Land Co. PLC 83,914
Broadcom, Inc. 1,368,969
Broadridge Financial Solutions, Inc. 205,870
BT Group PLC 240,890
Bumrungrad Hospital PCL 27,539
Burberry Group PLC 144,329
Burlington Stores, Inc. 209,670
C.H. Robinson Worldwide, Inc. 178,486
Cabot Oil & Gas Corp. 109,120
Cadence Design Systems, Inc. 292,128
Campbell Soup Co. 152,940
Canadian Apartment Properties REIT 20,455
Canadian Imperial Bank of Commerce 442,460
Canadian National Railway Co. 1,025,050
Canon, Inc. 324,039
CapitaLand Mall Trust 60,613
Capitec Bank Holdings, Ltd. 33,646
Capri Holdings, Ltd. 42,112
Carnival Corp. 110,180
Catcher Technology Co., Ltd. 72,696
Celanese Corp. 134,865
Centrica PLC 32,872
CGI, Inc. 172,529
Charoen Pokphand Indonesia Tbk PT 35,837
Check Point Software Technologies, Ltd. 219,340
Chicony Electronics Co., Ltd. 28,663
China Cinda Asset Management Co., Ltd. 28,334
China CITIC Bank Corp., Ltd. 81,555
China Conch Venture Holdings, Ltd. 128,728
China Construction Bank Corp. 940,064
China Development Financial Holding Corp. 58,199
China Everbright Bank Co., Ltd. 22,750
China Medical System Holdings, Ltd. 28,643
China Minsheng Banking Corp., Ltd. 91,232
China Minsheng Banking Corp., Ltd., Class A 19,605
China Mobile, Ltd. 811,576
China Petroleum & Chemical Corp. 187,741
China Resources Cement Holdings, Ltd. 53,053
China Shenhua Energy Co., Ltd. 128,687
China Telecom Corp., Ltd. 57,297
China Yangtze Power Co., Ltd. 32,901
Chongqing Rural Commercial Bank Co., Ltd. 17,669
Chunghwa Telecom Co., Ltd. 239,276
Church & Dwight Co., Inc. 187,675
CI Financial Corp. 50,969
Cia Cervecerias Unidas SA 19,055
Cia de Saneamento Basico do Estado de Sao Paulo 58,022
Cie Generale des Etablissements Michelin SCA 277,954
Cielo SA 17,322
CIMIC Group, Ltd. 30,908
Cisco Systems, Inc. 2,018,004
Citrix Systems, Inc. 236,992
Clicks Group, Ltd. 56,728
Clorox Co. 536,250
CNOOC, Ltd. 253,348
Coal India, Ltd. 48,842
Coca-Cola Amatil, Ltd. 55,350
Cochlear, Ltd. 166,376
Cognizant Technology Solutions Corp., Class A 450,500
Coles Group, Ltd. 131,810
Coloplast A/S, Class B 464,991
Colruyt SA 64,239
ComfortDelGro Corp., Ltd. 43,276
Commercial International Bank Egypt SAE 68,902
Commonwealth Bank of Australia 934,524
Page 33 of 151
Compass Group PLC 409,018
Constellation Software, Inc. 341,024
Copart, Inc. 294,987
Cosan SA 30,850
Country Garden Services Holdings Co., Ltd. 65,880
Covestro AG 132,206
Covivio 42,139
Coway Co, Ltd. 61,302
Crown Resorts, Ltd. 47,431
CSL, Ltd. 1,547,190
Cummins, Inc. 457,920
D.R. Horton, Inc. 243,320
Dabur India, Ltd. 56,974
Daelim Industrial Co., Ltd. 29,370
Daito Trust Construction Co., Ltd. 116,299
Daiwa House Industry Co., Ltd. 186,410
Dali Foods Group Co., Ltd. 24,477
Darden Restaurants, Inc. 176,778
DB Insurance Co., Ltd. 30,944
Delta Air Lines, Inc. 73,109
Deutsche Lufthansa AG 41,911
Dexus 117,105
DiGi.Com Bhd 73,163
Direct Line Insurance Group PLC 86,981
Dollar General Corp. 861,795
Dominion Energy, Inc. 790,593
Dongfeng Motor Group Co., Ltd. 36,705
Dow, Inc. 335,820
Dubai Islamic Bank PJSC 29,912
easyJet PLC 17,078
Eclat Textile Co., Ltd. 41,245
Ecopetrol SA 44,608
Eicher Motors, Ltd. 52,418
Electricity Generating PCL 29,500
Eli Lilly & Co. 2,263,660
Elisa Oyj 179,055
Emirates Telecommunications Group Co. PJSC 137,985
Empire Co., Ltd., Class A 47,526
EMS-Chemie Holding AG 112,053
Enagas SA 78,239
Endesa SA 144,771
Enel Americas SA 48,199
Enel Chile SA 37,738
Enel SpA 809,901
Engie Brasil Energia SA 33,379
Equinor ASA 127,451
Equity LifeStyle Properties, Inc. 112,140
Eregli Demir ve Celik Fabrikalari TAS 41,423
Erie Indemnity Co., Class A 36,048
Estee Lauder Cos., Inc., Class A 730,639
Evraz PLC 37,056
Expeditors International of Washington, Inc. 206,199
Extra Space Storage, Inc. 164,475
Exxaro Resources, Ltd. 41,435
F5 Networks, Inc. 159,412
Facebook, Inc., Class A 2,048,319
FactSet Research Systems, Inc. 92,253
Far EasTone Telecommunications Co., Ltd. 58,213
Fastenal Co. 437,356
Federal Home Loan Bank 0.00 06/01/2020 8,550,000
Federal Republic of Brazil 3.20-3.44 07/01/2020 2,286,977
Federative Republic of Brazil 10.00 01/01/2021 1,087,488
Federative Republic of Brazil 3.42-3.73 10/01/2020 2,831,692
Federative Republic of Brazil zero coupon 07/01/2021 1,971,389
Feng TAY Enterprise Co., Ltd. 36,232
Ferguson PLC 146,599
Ferrari NV 163,957
Fibra Uno Administracion SA de CV 45,029
First Capital Real Estate Investment Trust 27,571
Fisher & Paykel Healthcare Corp., Ltd. 210,828
Fixed Income Clearing Corp. Repurchase Agreement 0.00 06/01/2020 5,890,000
Flight Centre Travel Group, Ltd. 9,759
Ford Otomotiv Sanayi AS 14,856
Formosa Chemicals & Fibre Corp. 134,479
Formosa Petrochemical Corp. 58,492
Formosa Plastics Corp. 199,303
Fortescue Metals Group, Ltd. 380,217
Page 34 of 151
Foshan Haitian Flavouring & Food Co., Ltd., Class A 34,763
Fox Corp., Class A 113,763
Fox Corp., Class B 54,682
Franco-Nevada Corp. 182,473
Fuyao Glass Industry Group Co., Ltd. 18,495
GAIL India, Ltd. 30,246
Galaxy Entertainment Group, Ltd. 211,472
Gap, Inc. 45,390
Garmin, Ltd. 198,374
Geberit AG 241,888
General Mills, Inc. 649,312
General Motors Co. 618,532
Gildan Activewear, Inc. 52,715
Gilead Sciences, Inc. 1,825,114
GlaxoSmithKline PLC 1,834,901
Globalwafers Co., Ltd. 24,117
Globe Telecom, Inc. 27,723
Goodman Group 251,466
Government of Japan -0.49 06/15/2020 6,298,285
Government of Japan -0.27 09/10/2020 693,845
Government of Japan -0.23 09/23/2020 649,373
Government of Japan -0.22 10/12/2020 714,406
Government of Japan -0.19 11/10/2020 1,445,856
Government of Japan -0.18 08/11/2020 5,954,521
Government of Japan -0.17 07/06/2020 2,819,289
Government of Japan -0.16 07/10/2020 852,290
Government of Japan -0.13 08/24/2020 125,215
Government of Japan (0.15)-(0.16) 08/11/2020 1,634,247
GPT Group 92,591
Great-West Lifeco, Inc. 50,479
Grupo Aeroportuario del Pacifico SAB de CV, Class B 44,597
Guangdong Investment, Ltd. 98,770
Guangzhou Automobile Group Co., Ltd. 44,573
Gudang Garam Tbk PT 26,049
H&R Real Estate Investment Trust 19,726
Haci Omer Sabanci Holding AS 17,056
Hana Financial Group, Inc. 148,700
Hanesbrands, Inc. 54,230
Hanjaya Mandala Sampoerna Tbk PT 29,977
Hankook Tire & Technology Co., Ltd. 24,449
Hapvida Participacoes e Investimentos SA 21,589
Hargreaves Lansdown PLC 128,068
Hartalega Holdings Bhd 68,727
Harvey Norman Holdings, Ltd. 29,889
HCL Technologies, Ltd. 147,181
HDFC Asset Management Co., Ltd. 17,668
HDFC Life Insurance Co., Ltd. 30,675
Healthpeak Properties, Inc. 147,840
Hennes & Mauritz AB, Class B 238,597
Hermes International 482,713
Hero MotoCorp, Ltd. 44,553
Hershey Co. 420,608
Hindustan Petroleum Corp., Ltd. 34,913
Hindustan Unilever, Ltd. 420,912
HKT Trust & HKT, Ltd. 101,301
HollyFrontier Corp. 78,625
Home Depot, Inc. 2,062,384
Home Product Center PCL 40,234
Hormel Foods Corp. 263,682
Hoya Corp. 675,811
Hydro One, Ltd. 81,386
Hypera SA 37,435
Hyundai Marine & Fire Insurance Co., Ltd. 22,927
Iberdrola SA 840,694
ICA Gruppen AB 35,089
ICICI Lombard General Insurance Co., Ltd. 27,350
ICL, Ltd. 33,558
IDEXX Laboratories, Inc. 185,328
IGM Financial, Inc. 26,125
Iida Group Holdings Co., Ltd. 35,677
Illinois Tool Works, Inc. 724,332
Imperial Brands PLC 387,187
Indian Oil Corp., Ltd. 37,964
Indofood CBP Sukses Makmur Tbk PT 20,780
Industria de Diseno Textil SA 580,207
Industrial & Commercial Bank of China, Ltd. 514,506
Industrial Bank of Korea 38,008
Page 35 of 151
Infosys, Ltd. 616,130
Ingredion, Inc. 75,807
Intel Corp. 1,875,314
Inter Pipeline, Ltd. 59,531
Inter RAO UES PJSC 156,272
International Business Machines Corp. 1,748,600
Intertek Group PLC 179,653
Intesa Sanpaolo SpA 404,571
Intouch Holdings PCL 64,547
Intuit, Inc. 1,422,568
Invesco, Ltd. 26,301
IRB Brasil Resseguros S/A 16,176
Itau Unibanco Holding SA 257,761
Itausa - Investimentos Itau SA 158,229
ITC, Ltd. 160,733
ITOCHU Corp. 570,915
ITV PLC 82,478
Jack Henry & Associates, Inc. 198,946
Japan Airlines Co., Ltd. 47,228
Japan Post Bank Co., Ltd. 50,410
Japan Tobacco, Inc. 438,529
Jardine Matheson Holdings, Ltd. 132,766
Jazz Pharmaceuticals PLC 47,728
JB Hunt Transport Services, Inc. 143,604
Jeronimo Martins SGPS SA 69,183
Jiangsu Expressway Co., Ltd. 25,973
Johnson & Johnson 2,067,625
JUMBO SA 30,650
Kakaku.com, Inc. 70,244
Kangwon Land, Inc. 40,757
Kao Corp. 594,053
KB Financial Group, Inc. 215,322
KDDI Corp. 1,115,278
Kellogg Co. 228,585
Kerry Properties, Ltd. 36,897
Keyera Corp. 30,111
Kia Motors Corp. 90,615
Kimberly-Clark Corp. 806,208
Kimberly-Clark de Mexico SAB de CV, Class A 43,122
Kimco Realty Corp. 66,660
Kingboard Holdings, Ltd. 25,454
Kingboard Laminates Holdings, Ltd. 16,670
Kingdom of Norway 1.50 02/19/2026 276,722
Kingdom of Norway 1.75 03/13/2025 468,374
Kingdom of Norway 2.00 05/24/2023 1,443,369
Kingdom of Norway 3.00 03/14/2024 1,374,011
Kingdom of Norway 3.75 05/25/2021 1,700,533
Kingdom of Norway 1.15-1.16 09/16/2020 141,162
Kingdom of Norway 1.16-1.23 06/17/2020 234,303
Kingfisher PLC 83,031
Kirkland Lake Gold, Ltd. 146,414
KLA Corp. 527,880
Kohl's Corp. 61,504
Koninklijke Ahold Delhaize NV 511,768
Korea Zinc Co., Ltd. 43,738
Kroger Co. 430,584
KT&G Corp. 152,116
Kumba Iron Ore, Ltd. 44,882
Kweichow Moutai Co., Ltd., Class A 114,899
Lam Research Corp. 602,074
Lamb Weston Holdings, Inc. 66,066
Land & Houses PCL 21,016
Land Securities Group PLC 84,305
Largan Precision Co., Ltd. 255,590
Las Vegas Sands Corp. 297,228
Lear Corp. 95,445
Lee & Man Paper Manufacturing, Ltd. 14,646
Leggett & Platt, Inc. 64,239
LG Corp. 80,671
LG Household & Health Care, Ltd. 20,238
Lite-On Technology Corp. 57,743
Localiza Rent a Car SA 34,613
Lockheed Martin Corp. 1,631,448
Lojas Renner SA 70,796
Longfor Group Holdings, Ltd. 153,156
Lotte Chemical Corp. 51,957
Lowe's Cos., Inc. 1,759,725
Page 36 of 151
Lululemon Athletica, Inc. 540,171
LyondellBasell Industries NV, Class A 427,192
M&G PLC 43,646
Magellan Financial Group, Ltd. 59,897
Magna International, Inc. 282,530
Magnitogorsk Iron & Steel Works PJSC 81,868
Manila Electric Co. 24,728
Mapletree Commercial Trust 25,169
Marico, Ltd. 38,187
MarketAxess Holdings, Inc. 254,295
Marks & Spencer Group PLC 39,357
Marubeni Corp. 120,116
Mastercard, Inc., Class A 1,835,429
Match Group, Inc. 44,520
Maxim Integrated Products, Inc. 265,328
Medibank Private, Ltd. 117,279
Medical Properties Trust, Inc. 75,936
Merck & Co., Inc. 1,848,488
Meridian Energy, Ltd. 46,475
Metro, Inc., Class A 187,668
Mettler-Toledo International, Inc. 159,000
Micro Focus International PLC 15,749
Microsoft Corp. 2,217,325
Mirvac Group 91,786
Mitsubishi Chemical Holdings Corp. 114,909
Mitsubishi Gas Chemical Co., Inc. 41,754
MMC Norilsk Nickel OJSC 1,057,414
Mobile TeleSystems PJSC ADR 352,044
MOL Hungarian Oil & Gas PLC 49,370
Moncler SpA 119,393
Mondi PLC 153,397
Moneta Money Bank AS 21,648
Monster Beverage Corp. 352,359
Moody's Corp. 534,820
Moscow Exchange MICEX-RTS PJSC 94,496
Motor Oil Hellas Corinth Refineries SA 15,382
Mowi ASA 161,950
Mr. Price Group, Ltd. 43,089
Nan Ya Plastics Corp. 172,067
Nanya Technology Corp. 53,895
National Australia Bank, Ltd. 575,620
NCSoft Corp. 152,833
Nestle India, Ltd. 105,991
Nestle Malaysia Bhd 47,910
Nestle SA 1,967,904
NetApp, Inc. 133,620
Newcrest Mining, Ltd. 139,880
Nexon Co., Ltd. 131,354
Next PLC 194,734
Nien Made Enterprise Co., Ltd. 25,726
NIKE, Inc., Class B 1,981,458
Nine Dragons Paper Holdings, Ltd. 24,537
Nippon Building Fund, Inc. 62,755
Nippon Telegraph & Telephone Corp. 604,524
Nokian Renkaat Oyj 55,672
Nordstrom, Inc. 32,260
Novatek Microelectronics Corp. 68,358
Novo Nordisk A/S, Class B 2,202,547
Novolipetsk Steel PJSC 262,292
NTT DOCOMO, Inc. 836,863
Nucor Corp. 160,588
NVR, Inc. 225,513
NWS Holdings, Ltd. 22,045
Obayashi Corp. 47,248
Occidental Petroleum Corp. 125,615
OGE Energy Corp. 72,036
Oil & Natural Gas Corp., Ltd. 46,032
Old Dominion Freight Line, Inc. 196,754
Omnicom Group, Inc. 208,202
OMV AG 83,103
OPAP SA 17,024
Oracle Corp. Japan 58,445
O'Reilly Automotive, Inc. 625,860
Oriental Land Co., Ltd. 232,068
Orion Oyj, Class B 104,141
Orkla ASA 61,614
PACCAR, Inc. 332,370
Page 37 of 151
Packaging Corp. of America 91,269
Page Industries, Ltd. 22,407
Pandora A/S 139,405
Partners Group Holding AG 318,256
Paychex, Inc. 411,996
Pembina Pipeline Corp. 104,935
PepsiCo, Inc. 1,894,320
Persimmon PLC 238,842
Petrobras Distribuidora SA 40,958
Petronas Chemicals Group Bhd 71,568
Petronas Gas Bhd 46,885
Petronet LNG, Ltd. 33,927
Peugeot SA 159,053
Pfizer, Inc. 2,050,803
Philip Morris International, Inc. 1,694,616
Phillips 66 485,212
Phison Electronics Corp. 36,712
PhosAgro PJSC 113,505
Pidilite Industries, Ltd. 38,716
Polymetal International PLC 218,774
Polymetal International PLC 34,888
Polyus PJSC 276,426
Porsche Automobil Holding SE 148,907
Porto Seguro SA 12,409
Postal Savings Bank of China Co., Ltd. 40,926
Poste Italiane SpA 76,918
Power Assets Holdings, Ltd. 100,862
Power Corp. of Canada 134,198
Powertech Technology, Inc. 38,819
Powszechny Zaklad Ubezpieczen SA 54,466
PPL Corp. 237,490
President Chain Store Corp. 98,453
Procter & Gamble Co. 1,843,128
Promotora y Operadora de Infraestructura SAB de CV 21,040
Proximus SADP 64,932
PTT Exploration & Production PCL 55,982
PTT Global Chemical PCL 55,288
PTT PCL 191,339
Public Service Enterprise Group, Inc. 398,112
Public Storage 709,590
PulteGroup, Inc. 146,071
Qantas Airways, Ltd. 22,336
Quebecor, Inc., Class B 52,764
Ralph Lauren Corp. 45,306
Ratch Group PCL 22,006
REA Group, Ltd. 70,481
REC, Ltd. 13,860
Recordati SpA 65,452
Red Electrica Corp. SA 117,788
Regeneron Pharmaceuticals, Inc. 428,967
RELX PLC 868,148
Renault SA 55,135
Repsol SA 210,494
Republic of Argentina 1.10 04/17/2021 120,512
Republic of Argentina 1.20 03/18/2022 533,912
Republic of Argentina 1.40 03/25/2023 281,140
Republic of Argentina 1.50 03/25/2024 259,856
Republic of Argentina 15.50 10/17/2026 297,408
Republic of Argentina 16.00 10/17/2023 202,876
Republic of Argentina 18.20 10/03/2021 268,874
Republic of Argentina 24.23 04/03/2022 22,845
Republic of Argentina 12/04/2020 124,895
Republic of Colombia 4.38 03/21/2023 16,902
Republic of Colombia 6.00 04/28/2028 683,210
Republic of Colombia 7.50 08/26/2026 731,178
Republic of Colombia 7.75 04/14/2021 90,490
Republic of Colombia 10.00 07/24/2024 417,290
Republic of Ghana 18.75 01/24/2022 243,817
Republic of Ghana 19.00 11/02/2026 683,798
Republic of Ghana 19.75 03/25/2024 243,986
Republic of Ghana 19.75 03/15/2032 675,639
Republic of Ghana 24.50 06/21/2021 9,117
Republic of Ghana 24.75 03/01/2021 9,006
Republic of Ghana 24.75 07/19/2021 9,168
Republic of India 6.79 05/15/2027 1,629,522
Republic of India 6.84 12/19/2022 559,096
Republic of India 7.16 05/20/2023 1,345,306
Page 38 of 151
Republic of Indonesia 5.63 05/15/2023 5,807
Republic of Indonesia 7.00 05/15/2022 20,441
Republic of Indonesia 8.25 07/15/2021 318,949
Republic of Indonesia 8.38 03/15/2024 3,039,354
Republic of Indonesia 10.25 07/15/2022 8,563
Republic of Indonesia 11.00 11/15/2020 935,013
Republic of Indonesia 12.80 06/15/2021 520,264
Republic of Indonesia 12.90 06/15/2022 837,355
Republic of South Korea 1.18 08/02/2021 142,884
Republic of South Korea 1.38 09/10/2021 1,197,861
Republic of South Korea 1.38 09/10/2024 1,941,388
Republic of South Korea 1.38 12/10/2029 7,898,920
Republic of South Korea 1.88 03/10/2022 211,495
Republic of South Korea 1.88 03/10/2024 2,406,653
Republic of South Korea 2.00 12/10/2021 264,131
Republic of South Korea 2.25 09/10/2023 624,641
Republic of South Korea 3.00 09/10/2024 505,185
Republic of South Korea 4.25 06/10/2021 1,172,179
Rio Tinto PLC 1,236,946
Rio Tinto, Ltd. 562,111
RioCan Real Estate Investment Trust 29,610
RMB Holdings, Ltd. 39,363
Robert Half International, Inc. 116,702
Roche Holding AG 2,131,688
Rockwell Automation, Inc. 281,008
Rogers Communications, Inc., Class B 238,871
Rollins, Inc. 100,320
Ross Stores, Inc. 785,376
Royal Dutch Shell PLC, Class A 582,494
Royal Dutch Shell PLC, Class B 484,708
S&P Global, Inc. 1,235,076
S-1 Corp. 22,389
Samsung Electronics Co., Ltd. 1,602,177
Samsung Electronics Co., Ltd. 259,052
Sands China, Ltd. 202,913
Saputo, Inc. 93,368
SATS, Ltd. 24,225
SBI Life Insurance Co., Ltd. 32,989
Scentre Group 114,142
Seagate Technology PLC 312,936
Sekisui House, Ltd. 165,870
Severstal PJSC 274,212
Shanghai Commercial & Savings Bank, Ltd. 51,400
Shaw Communications, Inc., Class B 60,739
Shenzhou International Group Holdings, Ltd. 139,431
Shinhan Financial Group Co., Ltd. 154,322
Shionogi & Co., Ltd. 259,983
Showa Denko KK 38,296
Siam Cement PCL 125,080
Simon Property Group, Inc. 380,820
Singapore Exchange, Ltd. 132,489
Singapore Technologies Engineering, Ltd. 61,647
Singapore Telecommunications, Ltd. 236,507
Singapore Telecommunications, Ltd. 37,485
Sino Land Co., Ltd. 30,380
Sinopec Shanghai Petrochemical Co., Ltd. 17,388
SK Hynix, Inc. 904,783
SK Telecom Co., Ltd. 70,928
Skanska AB, Class B 54,864
Skyworks Solutions, Inc. 391,182
SmartCentres Real Estate Investment Trust 16,058
Smith & Nephew PLC 153,185
Snam SpA 111,924
Snap-on, Inc. 77,814
Societe Generale SA 179,524
Softbank Corp. 201,570
Sonic Healthcare, Ltd. 140,053
South32, Ltd. 109,314
Southwest Airlines Co. 77,040
Spark New Zealand, Ltd. 122,902
SSE PLC 259,848
Starbucks Corp. 1,778,172
Steel Dynamics, Inc. 71,712
Subaru Corp. 258,543
Swedbank AB, Class A 85,816
Swisscom AG 238,621
Sysco Corp. 468,860
Page 39 of 151
T. Rowe Price Group, Inc. 205,530
Taiwan Business Bank 24,393
Taiwan Cement Corp. 58,175
Taiwan Mobile Co., Ltd. 103,873
Taiwan Semiconductor Manufacturing Co., Ltd. 1,771,699
Tapestry, Inc. 68,000
Target Corp. 1,113,203
Tata Consultancy Services, Ltd. 501,102
Tatneft PJSC 639,895
Taylor Wimpey PLC 144,077
TE Connectivity, Ltd. 357,500
Tech Mahindra, Ltd. 56,129
Teck Resources, Ltd., Class B 77,900
Telefonica Brasil SA 82,155
Telekomunikasi Indonesia Persero Tbk PT 210,147
Telenor ASA 204,302
Telia Co AB 139,328
Telstra Corp., Ltd. 188,199
TELUS Corp. 119,784
Texas Instruments, Inc. 1,864,218
Thomson Reuters Corp. 147,354
Tiger Brands, Ltd. 24,884
Tim Participacoes SA 29,352
TJX Cos., Inc. 1,361,208
Tokyo Electron, Ltd. 519,759
Tosoh Corp. 70,988
Tractor Supply Co. 268,444
Tryg A/S 42,471
TUI AG 42,536
Tupras Turkiye Petrol Rafinerileri AS 33,756
Turkcell Iletisim Hizmetleri AS 39,805
Turkiye Garanti Bankasi AS 38,007
Turkiye Is Bankasi, Class C 20,733
Tyson Foods, Inc., Class A 307,200
Ulta Beauty, Inc. 219,609
Unilever Indonesia Tbk PT 94,455
Unilever NV 1,292,420
Unilever PLC 1,036,534
United Mexican States 2.50 12/10/2020 121,295
United Mexican States 5.36 10/22/2020 223,321
United Mexican States 5.46 09/24/2020 400,314
United Mexican States 5.73 07/16/2020 161,726
United Mexican States 5.75 07/23/2020 96,939
United Mexican States 6.50 06/10/2021 957,716
United Mexican States 6.50 06/09/2022 3,497,399
United Mexican States 7.25 12/09/2021 4,156,039
United Mexican States 8.00 06/11/2020 769,060
United Mexican States 8.00 12/07/2023 1,745,684
United Mexican States 10.00 12/05/2024 364,562
United Mexican States 5.67-5.68 08/13/2020 256,082
United Parcel Service, Inc., Class B 1,036,984
United States Treasury Notes 1.50 10/31/2024 1,095,819
United States Treasury Notes 1.63 02/15/2026 1,294,038
United States Treasury Notes 1.63 10/31/2026 1,299,474
United States Treasury Notes 2.13 05/31/2026 605,537
United States Treasury Notes 2.63 12/31/2025 2,503,026
United Tractors Tbk PT 35,773
Vale SA 263,197
Valero Energy Corp. 446,488
Vanguard International Semiconductor Corp. 39,214
Ventas, Inc. 164,265
Venture Corp., Ltd. 51,211
Verizon Communications, Inc. 1,847,636
VF Corp. 297,330
ViacomCBS, Inc., Class B 157,624
Vitasoy International Holdings, Ltd. 29,744
Vodacom Group, Ltd. 87,848
Walgreens Boots Alliance, Inc. 506,692
Wal-Mart de Mexico SAB de CV 236,772
Walsin Technology Corp. 31,158
Walt Disney Co. 1,548,360
Waste Management, Inc. 512,400
Waters Corp. 79,940
WEC Energy Group, Inc. 476,996
Wesfarmers, Ltd. 636,759
West Fraser Timber Co., Ltd. 24,356
Western Union Co. 84,084
Page 40 of 151
Westpac Banking Corp. 510,232
Wharf Holdings, Ltd. 19,741
Wheaton Precious Metals Corp. 150,793
Woodside Petroleum, Ltd. 230,048
Woolworths Group, Ltd. 582,216
Woori Financial Group, Inc. 37,234
WPG Holdings, Ltd. 30,101
Wuliangye Yibin Co., Ltd., Class A 39,477
WW Grainger, Inc. 185,772
Wynn Macau, Ltd. 39,409
X5 Retail Group NV GDR 47,939
Xilinx, Inc. 229,875
Yageo Corp. 86,427
Yangzijiang Shipbuilding Holdings, Ltd. 33,543
Yuanta Financial Holding Co., Ltd. 65,590
Yue Yuen Industrial Holdings, Ltd. 18,816
Zhen Ding Technology Holding, Ltd. 31,905
ZOZO, Inc. 57,157
Forward Foreign Currency Contracts
Description Settlement Date
Unrealized
Appreciation
(Depreciation) ($)
BOUGHT BRL/SOLD EUR 07/02/2020 (45,671)
BOUGHT BRL/SOLD USD 06/02/2020 (7,866)
BOUGHT CHF/SOLD EUR 08/10/2020 27,375
BOUGHT CHF/SOLD EUR 08/12/2020 23,647
BOUGHT CHF/SOLD EUR 08/13/2020 (11,337)
BOUGHT CHF/SOLD EUR 11/09/2020 25,104
BOUGHT CHF/SOLD EUR 11/12/2020 24,373
BOUGHT EUR/SOLD SEK 06/15/2020 (53,868)
BOUGHT EUR/SOLD USD 07/23/2020 (23,455)
BOUGHT INR/SOLD USD 06/03/2020 3,844
BOUGHT JPY/SOLD AUD 06/15/2020 (116,830)
BOUGHT JPY/SOLD AUD 09/14/2020 (73,377)
BOUGHT JPY/SOLD EUR 06/25/2020 (1,734)
BOUGHT JPY/SOLD EUR 08/24/2020 (32,699)
BOUGHT JPY/SOLD EUR 08/25/2020 14,486
BOUGHT JPY/SOLD EUR 11/24/2020 (16,895)
BOUGHT JPY/SOLD USD 06/08/2020 (20,344)
BOUGHT JPY/SOLD USD 06/22/2020 (17,896)
BOUGHT JPY/SOLD USD 06/24/2020 (68,913)
BOUGHT JPY/SOLD USD 08/26/2020 32,323
BOUGHT JPY/SOLD USD 08/27/2020 18,262
BOUGHT JPY/SOLD USD 08/31/2020 (21,120)
BOUGHT JPY/SOLD USD 09/09/2020 (6,521)
BOUGHT JPY/SOLD USD 09/24/2020 11,613
BOUGHT JPY/SOLD USD 10/30/2020 (15,733)
BOUGHT JPY/SOLD USD 11/16/2020 (1,131)
BOUGHT NOK/SOLD USD 06/15/2020 (68,967)
BOUGHT NOK/SOLD USD 06/16/2020 (75,709)
BOUGHT NOK/SOLD USD 06/19/2020 (88,585)
BOUGHT NOK/SOLD USD 06/30/2020 106,671
BOUGHT NOK/SOLD USD 09/21/2020 (75,886)
BOUGHT SEK/SOLD EUR 06/15/2020 28,310
BOUGHT SEK/SOLD EUR 06/16/2020 43,719
BOUGHT SEK/SOLD EUR 07/15/2020 51,655
BOUGHT SEK/SOLD EUR 08/13/2020 30,429
SOLD AUD/BOUGHT JPY 06/09/2020 (45,195)
SOLD AUD/BOUGHT JPY 06/12/2020 118,038
SOLD AUD/BOUGHT JPY 06/16/2020 (50,997)
SOLD AUD/BOUGHT JPY 07/14/2020 59,393
SOLD AUD/BOUGHT JPY 08/21/2020 (3,606)
SOLD AUD/BOUGHT JPY 09/14/2020 (64,275)
SOLD AUD/BOUGHT JPY 11/24/2020 20,494
SOLD BRL/BOUGHT USD 06/02/2020 97,726
SOLD BRL/BOUGHT USD 06/25/2020 10,051
SOLD BRL/BOUGHT USD 07/02/2020 96,210
SOLD BRL/BOUGHT USD 08/04/2020 62,550
SOLD BRL/BOUGHT USD 09/02/2020 (54,870)
SOLD BRL/BOUGHT USD 10/02/2020 23,145
SOLD BRL/BOUGHT USD 11/04/2020 (19,066)
SOLD EUR/BOUGHT USD 06/04/2020 22,391
SOLD EUR/BOUGHT USD 06/05/2020 41,014
SOLD EUR/BOUGHT USD 06/15/2020 (4,196)
SOLD EUR/BOUGHT USD 06/30/2020 (582)
SOLD EUR/BOUGHT USD 07/23/2020 40,680
Page 41 of 151
SOLD EUR/BOUGHT USD 08/05/2020 (27,643)
SOLD EUR/BOUGHT USD 08/14/2020 (48,833)
SOLD EUR/BOUGHT USD 08/26/2020 (41,375)
SOLD EUR/BOUGHT USD 08/28/2020 (1,488)
SOLD EUR/BOUGHT USD 08/31/2020 (3,985)
SOLD EUR/BOUGHT USD 10/08/2020 (1,653)
SOLD EUR/BOUGHT USD 10/09/2020 (4,319)
SOLD EUR/BOUGHT USD 10/13/2020 5,453
SOLD EUR/BOUGHT USD 10/15/2020 9,327
SOLD EUR/BOUGHT USD 10/16/2020 10,827
SOLD EUR/BOUGHT USD 10/26/2020 3,311
SOLD EUR/BOUGHT USD 10/27/2020 (2,087)
SOLD EUR/BOUGHT USD 10/30/2020 (4,829)
SOLD EUR/BOUGHT USD 11/27/2020 (2,772)
SOLD INR/BOUGHT USD 06/03/2020 68,093
SOLD INR/BOUGHT USD 08/26/2020 (3,804)
SOLD INR/BOUGHT USD 08/27/2020 26,647
SOLD INR/BOUGHT USD 08/28/2020 28,748
SOLD INR/BOUGHT USD 09/03/2020 (8,922)
SOLD JPY/BOUGHT USD 06/08/2020 13,868
SOLD JPY/BOUGHT USD 06/22/2020 28,418
SOLD JPY/BOUGHT USD 06/24/2020 3,492
SOLD JPY/BOUGHT USD 08/26/2020 3,291
SOLD KRW/BOUGHT USD 06/22/2020 14,916
SOLD KRW/BOUGHT USD 07/06/2020 21,936
SOLD KRW/BOUGHT USD 07/17/2020 103,758
SOLD KRW/BOUGHT USD 07/28/2020 1,125
SOLD KRW/BOUGHT USD 07/29/2020 87,115
SOLD KRW/BOUGHT USD 08/07/2020 33,247
SOLD KRW/BOUGHT USD 08/11/2020 38,512
SOLD KRW/BOUGHT USD 08/26/2020 31,547
SOLD KRW/BOUGHT USD 08/31/2020 22,277
SOLD KRW/BOUGHT USD 10/20/2020 16,205
SOLD KRW/BOUGHT USD 11/16/2020 9,406
SOLD KRW/BOUGHT USD 11/23/2020 8,748
SOLD KRW/BOUGHT USD 11/27/2020 3,550
SOLD MXN/BOUGHT USD 06/17/2020 87,116
SOLD MXN/BOUGHT USD 10/06/2020 (305,267)
SOLD MXN/BOUGHT USD 10/07/2020 218,644
SOLD MXN/BOUGHT USD 10/08/2020 (4,601)
SOLD MXN/BOUGHT USD 10/09/2020 19,477
SOLD MXN/BOUGHT USD 10/13/2020 63,765
SOLD MXN/BOUGHT USD 10/15/2020 98,122
SOLD MXN/BOUGHT USD 10/16/2020 99,344
SOLD MXN/BOUGHT USD 10/27/2020 (86,087)
SOLD MXN/BOUGHT USD 10/29/2020 (150,667)
SOLD NOK/BOUGHT USD 6/15/2020 (70,474)
SOLD NOK/BOUGHT USD 6/19/2020 (71,106)
VALIC Company I - Government Securities Fund - (unaudited)
May 31, 2020
Security Coupon(%) Maturity Date Market Value ($)
AbbVie, Inc. 3.45 03/15/2022 130,986
American Airlines Pass-Through Trust 3.00 04/15/2030 554,768
American Airlines Pass-Through Trust 3.35 04/15/2031 255,454
American Express Co. 3.63 12/05/2024 114,201
AT&T, Inc. 3.60 07/15/2025 543,467
AT&T, Inc. 3.95 01/15/2025 187,370
BANK 2.40 03/15/2063 515,474
BBCMS Trust 2.47 03/10/2036 287,489
Boston Properties LP 2.75 10/01/2026 247,770
Citigroup Commercial Mtg. Trust 2.72 02/15/2053 1,329,493
Citigroup, Inc. 3.40 05/01/2026 433,811
Citigroup, Inc. 4.50 01/14/2022 171,163
COMM Mtg. Trust 1.63 08/15/2045 20,991
COMM Mtg. Trust 2.24 02/10/2037 566,499
CVS Health Corp. 4.30 03/25/2028 502,936
DBUBS Mtg. Trust 3.53 07/10/2044 32,799
Eleven Madison Mtg. Trust 3.55 09/10/2035 424,006
Enterprise Products Operating LLC 3.70 02/15/2026 139,840
Federal Farm Credit Bank 3.33 04/28/2037 616,439
Federal Farm Credit Bank 3.35 10/21/2025 1,142,780
Federal Home Loan Mtg. Corp. 2.50 05/01/2050 832,038
Federal Home Loan Mtg. Corp. 3.00 07/15/2042 778,961
Federal Home Loan Mtg. Corp. 3.50 06/01/2033 1,121,567
Page 42 of 151
Federal Home Loan Mtg. Corp. 3.96 12/01/2035 5,421
Federal Home Loan Mtg. Corp. 4.50 09/01/2039 376,115
Federal Home Loan Mtg. Corp. 4.50 11/01/2039 198,769
Federal Home Loan Mtg. Corp. 4.50 02/01/2040 280,120
Federal Home Loan Mtg. Corp. 4.50 04/01/2040 27,353
Federal Home Loan Mtg. Corp. 4.50 06/01/2040 8,547
Federal Home Loan Mtg. Corp. 4.50 06/01/2040 54,931
Federal Home Loan Mtg. Corp. 4.50 08/01/2040 3,702
Federal Home Loan Mtg. Corp. 4.50 08/01/2040 302,781
Federal Home Loan Mtg. Corp. 4.50 03/01/2041 12,912
Federal Home Loan Mtg. Corp. 4.50 03/01/2041 989,228
Federal Home Loan Mtg. Corp. 4.50 04/01/2041 137,339
Federal Home Loan Mtg. Corp. 4.50 06/01/2041 255,206
Federal Home Loan Mtg. Corp. 5.00 10/01/2034 22,827
Federal Home Loan Mtg. Corp. 5.50 12/01/2036 10,852
Federal Home Loan Mtg. Corp. 6.00 11/01/2033 60,618
Federal Home Loan Mtg. Corp. 6.50 02/01/2032 21,139
Federal Home Loan Mtg. Corp. 8.00 02/01/2030 344
Federal Home Loan Mtg. Corp. 8.00 08/01/2030 169
Federal Home Loan Mtg. Corp. 8.00 06/01/2031 1,488
Federal Home Loan Mtg. Corp. Multifamily Structured Pass Through Certs. 2.81 09/25/2024 634,378
Federal Home Loan Mtg. Corp. Multifamily Structured Pass Through Certs. 3.01 07/25/2025 473,282
Federal Home Loan Mtg. Corp. Multifamily Structured Pass Through Certs. 3.28 06/25/2025 1,111,693
Federal Home Loan Mtg. Corp. REMIC 2.00 01/15/2033 893,985
Federal Home Loan Mtg. Corp. REMIC 2.00 03/15/2033 266,328
Federal Home Loan Mtg. Corp. REMIC 2.50 02/15/2045 672,603
Federal Home Loan Mtg. Corp. REMIC 3.00 04/15/2031 182,641
Federal Home Loan Mtg. Corp. REMIC 3.00 08/15/2032 1,964,694
Federal Home Loan Mtg. Corp. REMIC 3.00 01/15/2033 216,481
Federal Home Loan Mtg. Corp. REMIC 3.00 01/15/2038 1,142,433
Federal Home Loan Mtg. Corp. REMIC 3.00 01/15/2040 891,928
Federal Home Loan Mtg. Corp. REMIC 3.00 09/15/2045 1,212,362
Federal Home Loan Mtg. Corp. REMIC 3.50 06/15/2027 1,098,178
Federal Home Loan Mtg. Corp. REMIC 4.00 02/15/2026 1,082,477
Federal Home Loan Mtg. Corp. REMIC 4.50 08/15/2026 516,283
Federal Home Loan Mtg. Corp. REMIC 4.50 09/15/2026 1,657,474
Federal Home Loan Mtg. Corp. REMIC 4.50 07/15/2040 711,013
Federal Home Loan Mtg. Corp. REMIC 6.32 05/15/2042 67,539
Federal National Mtg. Assoc. 2.55 09/01/2034 759,603
Federal National Mtg. Assoc. 2.64 12/01/2026 2,058,682
Federal National Mtg. Assoc. 2.81 04/01/2025 863,403
Federal National Mtg. Assoc. 2.94 01/01/2026 1,703,747
Federal National Mtg. Assoc. 3.00 03/01/2043 967,075
Federal National Mtg. Assoc. 3.00 02/01/2050 1,040,176
Federal National Mtg. Assoc. 3.12 07/01/2029 3,993,939
Federal National Mtg. Assoc. 3.30 02/01/2030 3,325,213
Federal National Mtg. Assoc. 3.37 02/01/2035 856
Federal National Mtg. Assoc. 3.37 01/01/2036 8,621
Federal National Mtg. Assoc. 3.50 07/01/2049 1,368,014
Federal National Mtg. Assoc. 3.64 07/01/2028 1,730,272
Federal National Mtg. Assoc. 3.69 05/01/2030 1,741,339
Federal National Mtg. Assoc. 3.98 11/01/2034 8,191
Federal National Mtg. Assoc. 4.00 09/01/2040 87,461
Federal National Mtg. Assoc. 4.00 10/01/2040 67,502
Federal National Mtg. Assoc. 4.00 12/01/2040 123,436
Federal National Mtg. Assoc. 4.00 01/01/2041 257,715
Federal National Mtg. Assoc. 4.00 02/01/2041 166,983
Federal National Mtg. Assoc. 4.00 02/01/2041 679,374
Federal National Mtg. Assoc. 4.00 03/01/2041 102,361
Federal National Mtg. Assoc. 4.00 03/01/2041 1,295,888
Federal National Mtg. Assoc. 4.00 06/01/2042 317,802
Federal National Mtg. Assoc. 4.00 06/01/2042 373,364
Federal National Mtg. Assoc. 4.00 03/01/2043 2,159,558
Federal National Mtg. Assoc. 5.00 12/01/2036 10,051
Federal National Mtg. Assoc. 5.50 12/01/2033 15,020
Federal National Mtg. Assoc. 5.50 10/01/2034 7,982
Federal National Mtg. Assoc. 6.00 08/25/2037 30,090
Federal National Mtg. Assoc. 6.50 07/01/2032 4,608
Federal National Mtg. Assoc. 7.00 09/01/2031 2,652
Federal National Mtg. Assoc. 7.00 09/01/2031 3,386
Federal National Mtg. Assoc. 7.00 09/01/2031 7,959
Federal National Mtg. Assoc. Grantor Trust 2.90 06/25/2027 1,213,205
Federal National Mtg. Assoc. REMIC 0.00 05/18/2032 166,355
Federal National Mtg. Assoc. REMIC 1.82 02/25/2030 834,313
Federal National Mtg. Assoc. REMIC 2.00 03/25/2033 668,554
Federal National Mtg. Assoc. REMIC 2.00 04/25/2040 139,696
Federal National Mtg. Assoc. REMIC 2.00 03/25/2050 1,534,835
Page 43 of 151
Federal National Mtg. Assoc. REMIC 2.25 05/25/2042 1,249,720
Federal National Mtg. Assoc. REMIC 2.50 01/25/2042 1,488,335
Federal National Mtg. Assoc. REMIC 2.50 09/25/2042 502,825
Federal National Mtg. Assoc. REMIC 2.71 06/25/2025 554,432
Federal National Mtg. Assoc. REMIC 2.85 04/25/2034 1,098,007
Federal National Mtg. Assoc. REMIC 2.94 01/25/2026 1,327,752
Federal National Mtg. Assoc. REMIC 3.00 11/25/2030 1,757,817
Federal National Mtg. Assoc. REMIC 3.00 10/25/2033 3,229,474
Federal National Mtg. Assoc. REMIC 3.00 04/25/2045 671,315
Federal National Mtg. Assoc. REMIC 3.00 07/25/2045 483,030
Federal National Mtg. Assoc. REMIC 3.00 07/25/2045 487,415
Federal National Mtg. Assoc. REMIC 3.00 11/25/2045 2,172,720
Federal National Mtg. Assoc. REMIC 3.02 08/25/2024 1,307,609
Federal National Mtg. Assoc. REMIC 3.05 03/25/2028 1,574,729
Federal National Mtg. Assoc. REMIC 3.50 05/25/2036 950,565
Federal National Mtg. Assoc. REMIC 4.00 01/25/2029 1,445,919
Federal National Mtg. Assoc. REMIC 4.00 04/25/2031 2,148,812
Federal National Mtg. Assoc. REMIC 4.35 11/25/2034 27,131
Federal National Mtg. Assoc. REMIC 4.50 10/25/2025 1,067,220
Federal National Mtg. Assoc. REMIC 4.50 12/25/2040 307,114
Federal National Mtg. Assoc. REMIC 5.50 08/25/2035 57,589
Federal National Mtg. Assoc., REMIC 3.00 01/25/2046 837,476
Fixed Income Clearing Corp. Repurchase Agreement 0.00 06/01/2020 3,432,000
Gilead Sciences, Inc. 3.50 02/01/2025 160,476
Government National Mtg. Assoc. 3.50 09/15/2048 963,512
Government National Mtg. Assoc. 3.50 10/15/2048 1,136,210
Government National Mtg. Assoc. 3.50 02/15/2049 1,093,217
Government National Mtg. Assoc. 4.00 01/20/2050 1,042,085
Government National Mtg. Assoc. 4.50 03/15/2038 19,187
Government National Mtg. Assoc. 4.50 03/15/2039 4,751
Government National Mtg. Assoc. 4.50 05/15/2039 7,577
Government National Mtg. Assoc. 4.50 05/15/2039 7,851
Government National Mtg. Assoc. 4.50 05/15/2039 16,106
Government National Mtg. Assoc. 4.50 05/15/2039 16,292
Government National Mtg. Assoc. 4.50 05/15/2039 23,313
Government National Mtg. Assoc. 4.50 05/15/2039 31,348
Government National Mtg. Assoc. 4.50 05/15/2039 35,361
Government National Mtg. Assoc. 4.50 06/15/2039 17,799
Government National Mtg. Assoc. 4.50 06/15/2039 27,608
Government National Mtg. Assoc. 4.50 06/15/2039 32,335
Government National Mtg. Assoc. 4.50 06/15/2039 34,465
Government National Mtg. Assoc. 4.50 07/15/2039 25,186
Government National Mtg. Assoc. 4.50 07/15/2039 34,028
Government National Mtg. Assoc. 4.50 07/15/2039 137,882
Government National Mtg. Assoc. 4.50 09/15/2039 3,177
Government National Mtg. Assoc. 4.50 12/15/2039 66,844
Government National Mtg. Assoc. 4.50 04/15/2040 94,813
Government National Mtg. Assoc. 4.50 06/15/2040 229,842
Government National Mtg. Assoc. 4.50 08/15/2040 41,784
Government National Mtg. Assoc. 5.00 09/15/2035 1,414
Government National Mtg. Assoc. 5.00 02/15/2036 51,136
Government National Mtg. Assoc. 5.00 05/15/2036 6,404
Government National Mtg. Assoc. 6.00 01/15/2032 6,798
Government National Mtg. Assoc. 7.50 02/15/2029 2,414
Government National Mtg. Assoc. 7.50 07/15/2030 117
Government National Mtg. Assoc. 7.50 01/15/2031 4,890
Government National Mtg. Assoc. REMIC 4.00 04/20/2044 524,933
Government National Mtg. Assoc. REMIC 4.50 03/16/2034 248,783
Government National Mtg. Assoc. REMIC 4.50 02/20/2038 854,369
Government National Mtg. Assoc. REMIC 5.00 03/20/2035 452,996
GS Mtg. Securities Trust 3.43 08/10/2050 1,210,615
Israel Government AID 0.00 02/15/2024 2,557,845
Magellan Midstream Partners LP 3.20 03/15/2025 140,141
Medtronic, Inc. 3.15 03/15/2022 103,701
Mitsubishi UFJ Financial Group, Inc. 2.76 09/13/2026 229,995
Mizuho Financial Group, Inc. 2.95 02/28/2022 375,307
Morgan Stanley 2.50 04/21/2021 324,425
New York Life Global Funding 2.00 04/13/2021 156,246
Noble Energy, Inc. 3.90 11/15/2024 114,639
Norfolk Southern Corp. 2.90 02/15/2023 93,659
Norfolk Southern Corp. 5.59 05/17/2025 22,444
Progress Residential Trust 2.77 08/17/2034 302,766
Resolution Funding Corp. 0.00 07/15/2020 1,999,347
San Diego Gas & Electric Co. 6.00 06/01/2026 248,521
Sofi Professional Loan Program Trust 3.34 08/25/2047 1,028,140
Tennessee Valley Authority 0.75 05/15/2025 505,065
Tricon American Homes Trust 2.59 11/17/2033 542,751
Page 44 of 151
UBS Commercial Mtg. Trust 4.26 12/15/2051 1,626,635
UBS-BAMLL Trust 3.66 06/10/2030 220,966
United States Treasury Bonds 0.00 08/15/2024 2,010,092
United States Treasury Bonds 2.88 08/15/2045 1,318,320
United States Treasury Bonds 3.00 02/15/2048 1,027,090
United States Treasury Bonds 3.13 02/15/2043 1,354,961
United States Treasury Bonds 3.75 08/15/2041 5,883,125
United States Treasury Bonds 3.75 11/15/2043 1,488,398
United States Treasury Bonds 3.88 08/15/2040 2,234,531
United States Treasury Notes 0.63 03/31/2027 5,047,266
United States Treasury Notes 1.75 05/15/2023 8,366,250
United States Treasury Notes 2.50 08/15/2023 3,219,844
United States Treasury Notes 2.75 02/15/2024 2,732,031
United States Treasury Notes 2.88 08/15/2028 5,930,469
Walt Disney Co. 2.00 09/01/2029 506,622
Wells Fargo & Co. 2.16 02/11/2026 911,485
WF-RBS Commercial Mtg. Trust 4.38 03/15/2044 299,899
VALIC Company I - Growth Fund - (unaudited)
May 31, 2020
Security Coupon(%) Maturity Date Market Value ($)
Abbott Laboratories 2,057,771
AbbVie, Inc. 1,831,437
ABIOMED, Inc. 122,026
Accenture PLC, Class A 1,706,108
Adaptive Biotechnologies Corp. 13,259,510
Adobe, Inc. 30,584,313
Advanced Micro Devices, Inc. 1,330,851
Adyen NV 20,443,282
Agilent Technologies, Inc. 328,674
Air Products & Chemicals, Inc. 1,126,572
Akamai Technologies, Inc. 260,268
Alexandria Real Estate Equities, Inc. 215,208
Alexion Pharmaceuticals, Inc. 325,409
Alibaba Group Holding, Ltd. ADR 26,907,816
Align Technology, Inc. 372,360
Allegion PLC 195,911
Alphabet, Inc., Class A 41,494,670
Alphabet, Inc., Class C 9,030,774
Altria Group, Inc. 601,682
Amazon.com, Inc. 137,146,403
American Express Co. 809,426
American Tower Corp. 2,418,537
American Water Works Co., Inc. 242,824
Ameriprise Financial, Inc. 243,862
AMETEK, Inc. 443,326
Amgen, Inc. 1,702,996
Amphenol Corp., Class A 605,431
Analog Devices, Inc. 15,212,219
ANSYS, Inc. 512,513
Aon PLC 614,484
Apache Corp. 53,205
Apple, Inc. 48,461,687
Applied Materials, Inc. 1,097,532
Arista Networks, Inc. 267,779
Arthur J. Gallagher & Co. 189,691
ASML Holding NV 26,836,942
AstraZeneca PLC ADR 17,517,482
Autodesk, Inc. 979,109
Automatic Data Processing, Inc. 831,331
AutoZone, Inc. 577,374
Avery Dennison Corp. 138,891
Ball Corp. 8,278,345
Baxter International, Inc. 437,359
BlackRock, Inc. 869,084
Boeing Co. 725,750
Booking Holdings, Inc. 1,450,887
Boston Properties, Inc. 115,041
Boston Scientific Corp. 13,035,395
Bristol-Myers Squibb Co. 1,628,385
Broadcom, Inc. 2,443,464
Broadridge Financial Solutions, Inc. 205,507
Brown-Forman Corp., Class B 254,028
Cabot Oil & Gas Corp. 107,830
Cadence Design Systems, Inc. 541,715
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Campbell Soup Co. 80,141
CarMax, Inc. 306,238
Carrier Global Corp. 186,154
Caterpillar, Inc. 828,296
Cboe Global Markets, Inc. 249,649
CBRE Group, Inc., Class A 311,334
CDW Corp. 337,055
Celanese Corp. 229,810
Cerner Corp. 305,159
Charles Schwab Corp. 633,812
Charter Communications, Inc., Class A 1,803,904
Chipotle Mexican Grill, Inc. 543,115
Church & Dwight Co., Inc. 210,421
Cincinnati Financial Corp. 87,128
Cintas Corp. 439,385
Citrix Systems, Inc. 187,224
CME Group, Inc. 21,825,630
Coca-Cola Co. 1,522,702
Colgate-Palmolive Co. 589,996
Comcast Corp., Class A 2,129,173
ConocoPhillips 978,829
Cooper Cos., Inc. 189,237
Copart, Inc. 25,766,131
Corning, Inc. 174,230
CoStar Group, Inc. 25,816,181
Costco Wholesale Corp. 1,700,287
Coty, Inc., Class A 10,665
Crown Castle International Corp. 878,016
CSX Corp. 588,602
Cummins, Inc. 346,323
D.R. Horton, Inc. 392,243
Danaher Corp. 1,419,017
Darden Restaurants, Inc. 97,535
Deere & Co. 597,679
DENTSPLY SIRONA, Inc. 115,974
DexCom, Inc. 729,382
Discover Financial Services 195,266
Dollar General Corp. 1,031,090
Domino's Pizza, Inc. 315,231
Dover Corp. 176,314
Dow, Inc. 605,325
Duke Realty Corp. 158,125
eBay, Inc. 736,564
Ecolab, Inc. 575,029
Edwards Lifesciences Corp. 991,240
Electronic Arts, Inc. 402,063
Eli Lilly & Co. 1,503,193
Emerson Electric Co. 424,455
EOG Resources, Inc. 313,567
Equifax, Inc. 236,022
Equinix, Inc. 1,301,080
Essex Property Trust, Inc. 169,696
Estee Lauder Cos., Inc., Class A 929,294
Expeditors International of Washington, Inc. 142,965
Extra Space Storage, Inc. 153,639
Facebook, Inc., Class A 36,624,394
Fair Isaac Corp. 18,693,026
Fastenal Co. 350,339
Federal Realty Investment Trust 49,864
Ferrari NV 17,782,203
First Republic Bank 188,973
Fiserv, Inc. 1,289,568
Fixed Income Clearing Corp. Repurchase Agreement 0.00 06/01/2020 2,466,000
FleetCor Technologies, Inc. 447,355
FLIR Systems, Inc. 62,878
FMC Corp. 269,742
Fortinet, Inc. 417,878
Fortune Brands Home & Security, Inc. 179,344
Freeport-McMoRan, Inc. 153,074
Garmin, Ltd. 275,560
Gartner, Inc. 230,256
Global Payments, Inc. 558,932
Healthpeak Properties, Inc. 121,204
Hershey Co. 285,199
Hess Corp. 259,993
Hilton Worldwide Holdings, Inc. 473,322
Hologic, Inc. 162,286
Page 46 of 151
Home Depot, Inc. 4,070,102
Honeywell International, Inc. 1,013,803
Howmet Aerospace Inc Common Stock 53,576
Humana, Inc. 20,593,276
Huntington Ingalls Industries, Inc. 102,144
IDEX Corp. 146,302
IDEXX Laboratories, Inc. 560,308
IHS Markit, Ltd. 430,027
Illinois Tool Works, Inc. 650,692
Illumina, Inc. 677,451
Incyte Corp. 385,322
Ingersoll Rand, Inc. 150,616
Intel Corp. 3,299,986
Intercontinental Exchange, Inc. 629,888
Intuit, Inc. 26,844,148
Intuitive Surgical, Inc. 32,483,420
IPG Photonics Corp. 58,430
IQVIA Holdings, Inc. 393,686
Jack Henry & Associates, Inc. 153,008
JB Hunt Transport Services, Inc. 127,329
Johnson & Johnson 3,477,329
JPMorgan Chase & Co. 3,098,350
Kansas City Southern 315,490
Keysight Technologies, Inc. 429,060
Kimberly-Clark Corp. 502,395
KLA Corp. 587,179
L3Harris Technologies, Inc. 932,429
Lam Research Corp. 839,620
Lamb Weston Holdings, Inc. 102,042
Las Vegas Sands Corp. 195,308
Leggett & Platt, Inc. 56,194
Leidos Holdings, Inc. 148,248
Linde PLC 1,632,074
Live Nation Entertainment, Inc. 98,123
LKQ Corp. 92,540
Lockheed Martin Corp. 2,039,310
Lonza Group AG 19,193,105
Lowe's Cos., Inc. 24,721,920
MarketAxess Holdings, Inc. 407,381
Marriott International, Inc., Class A 507,902
Marsh & McLennan Cos., Inc. 689,539
Martin Marietta Materials, Inc. 254,135
Masco Corp. 280,273
Mastercard, Inc., Class A 50,134,292
Match Group, Inc. 7,232,808
Maxim Integrated Products, Inc. 145,181
McCormick & Co., Inc. 233,488
McDonald's Corp. 1,305,731
MercadoLibre, Inc. 20,999,627
Merck & Co., Inc. 2,390,523
Mettler-Toledo International, Inc. 258,375
MGM Resorts International 114,144
Microchip Technology, Inc. 485,285
Micron Technology, Inc. 1,121,765
Microsoft Corp. 97,321,326
Mid-America Apartment Communities, Inc. 126,251
Monster Beverage Corp. 388,961
Moody's Corp. 918,286
Motorola Solutions, Inc. 490,301
MSCI, Inc. 589,299
Nasdaq, Inc. 135,044
National Oilwell Varco, Inc. 31,549
NetApp, Inc. 98,879
Netflix, Inc. 34,117,753
NextEra Energy, Inc. 1,399,958
NIKE, Inc., Class B 25,777,290
Norfolk Southern Corp. 531,126
Northrop Grumman Corp. 1,111,188
NortonLifeLock, Inc. 171,283
NRG Energy, Inc. 191,822
NVIDIA Corp. 4,595,024
NVR, Inc. 273,837
Old Dominion Freight Line, Inc. 346,628
Oracle Corp. 1,478,137
O'Reilly Automotive, Inc. 667,584
Otis Worldwide Corp. 239,400
PACCAR, Inc. 540,286
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Parker-Hannifin Corp. 269,055
Paychex, Inc. 326,272
Paycom Software, Inc. 308,525
PayPal Holdings, Inc. 3,849,363
PepsiCo, Inc. 1,862,222
PerkinElmer, Inc. 134,529
Philip Morris International, Inc. 1,062,106
Phillips 66 367,744
Pioneer Natural Resources Co. 198,955
PPG Industries, Inc. 259,360
Procter & Gamble Co. 3,545,993
Progressive Corp. 585,863
Prologis, Inc. 814,442
Public Storage 283,431
PulteGroup, Inc. 182,996
Qorvo, Inc. 257,241
QUALCOMM, Inc. 1,953,171
Quanta Services, Inc. 50,040
Raytheon Technologies Corp. 1,061,612
Realty Income Corp. 180,366
Regeneron Pharmaceuticals, Inc. 875,705
Republic Services, Inc. 175,022
ResMed, Inc. 489,054
Roche Holding AG 12,094,492
Rockwell Automation, Inc. 300,895
Rollins, Inc. 58,478
Roper Technologies, Inc. 866,360
Ross Stores, Inc. 741,744
S&P Global, Inc. 39,826,326
salesforce.com, Inc. 22,304,428
SBA Communications Corp. 23,619,121
Seagate Technology PLC 155,619
Sempra Energy 338,890
ServiceNow, Inc. 36,486,368
Sherwin-Williams Co. 13,413,290
Simon Property Group, Inc. 149,847
Skyworks Solutions, Inc. 247,749
Snap, Inc., Class A 15,725,295
SPDR Portfolio S&P 500 Growth ETF 7,421,700
Starbucks Corp. 1,947,956
STERIS PLC 160,582
Stryker Corp. 879,611
SVB Financial Group 150,110
Synchrony Financial 243,157
Synopsys, Inc. 575,294
Sysco Corp. 267,802
T. Rowe Price Group, Inc. 442,252
Take-Two Interactive Software, Inc. 325,855
Target Corp. 839,061
TE Connectivity, Ltd. 287,381
Teleflex, Inc. 355,240
Texas Instruments, Inc. 1,455,277
Thermo Fisher Scientific, Inc. 2,961,131
Tiffany & Co. 292,521
TJX Cos., Inc. 16,643,722
Tractor Supply Co. 149,841
Trane Technologies PLC 283,350
TransDigm Group, Inc. 447,335
TransUnion 17,688,242
Tyson Foods, Inc., Class A 184,136
UDR, Inc. 107,723
Ulta Beauty, Inc. 162,511
Union Pacific Corp. 1,546,236
United Parcel Service, Inc., Class B 664,966
United Rentals, Inc. 220,696
United States Treasury Bills 0.14 11/12/2020 99,924
Varian Medical Systems, Inc. 128,188
VeriSign, Inc. 253,395
Verisk Analytics, Inc. 412,705
Vertex Pharmaceuticals, Inc. 1,566,214
VF Corp. 205,887
Visa, Inc., Class A 57,053,228
Vulcan Materials Co. 303,188
Walt Disney Co. 2,727,460
Waste Management, Inc. 511,012
Waters Corp. 168,873
West Pharmaceutical Services, Inc. 338,103
Page 48 of 151
Western Union Co. 177,517
Willis Towers Watson PLC 264,785
Wynn Resorts, Ltd. 170,224
Xerox Holdings Corp. 62,440
Xilinx, Inc. 303,251
Xylem, Inc. 149,066
Yum! Brands, Inc. 574,003
Zebra Technologies Corp., Class A 297,905
Zoetis, Inc. 18,869,921
Futures Contracts
Description Type Expiration Month
Unrealized
Appreciation
(Depreciation) ($)
S&P 500 E-mini LONG June 2020 90,994
VALIC Company I - Health Sciences Fund - (unaudited)
May 31, 2020
Security Coupon(%) Maturity Date Market Value ($)
10X Genomics, Inc., Class A 1,296,797
AbbVie, Inc. 17,290,832
Abcam PLC 911,194
Acadia Healthcare Co., Inc. 1,004,497
ACADIA Pharmaceuticals, Inc. 8,573,526
Acceleron Pharma, Inc. 7,662,685
Acerta Pharma BV, Class B 1,074,823
Adaptive Biotechnologies Corp. 1,192,037
ADC Therapeutics SA 447,982
Adverum Biotechnologies, Inc. 1,557,462
Agilent Technologies, Inc. 12,303,374
Agios Pharmaceuticals, Inc. 1,905,532
Aimmune Therapeutics, Inc. 978,794
Akero Therapeutics, Inc. 251,556
Alcon, Inc. 5,224,804
Alector, Inc. 1,021,646
Alexion Pharmaceuticals, Inc. 12,309,174
Alignment Healthcare Partners, Class A1 1,062,886
Alkermes PLC 1,234,166
Allakos, Inc. 466,960
Allogene Therapeutics, Inc. 2,499,456
Alnylam Pharmaceuticals, Inc. 9,754,049
Amarin Corp. PLC ADR 1,021,125
Amedisys, Inc. 2,302,680
Amgen, Inc. 18,031,450
Anthem, Inc. 10,793,543
Apellis Pharmaceuticals, Inc. 1,860,294
Applied Therapeutics, Inc. 81,936
Aprea Therapeutics, Inc. 201,450
Arcturus Therapeutics Holdings, Inc. 585,190
Arcutis Biotherapeutics, Inc. 500,566
Ardelyx, Inc. 527,108
Argenx SE ADR 10,054,686
Arvinas, Inc. 159,696
Ascendis Pharma A/S ADR 9,093,707
Assembly Biosciences, Inc. 401,475
Astellas Pharma, Inc. 2,718,058
AstraZeneca PLC ADR 14,624,828
Atea Pharmaceuticals, Inc. 315,114
AtriCure, Inc. 1,837,147
Avantor, Inc. 4,628,547
Avrobio, Inc. 332,477
Axsome Therapeutics, Inc. 1,599,413
Bayer AG 2,709,826
Beam Therapeutics, Inc. 176,883
Becton Dickinson and Co. 25,446,630
BeiGene, Ltd. ADR 2,497,005
BELLUS Health, Inc. 440,916
Biogen, Inc. 11,684,160
BioMarin Pharmaceutical, Inc. 4,981,319
Bluebird Bio, Inc. 1,840,561
Blueprint Medicines Corp. 2,148,252
Bristol-Myers Squibb Co. 8,740,798
Bristol-Myers Squibb Co. CVR 636,645
Bruker Corp. 4,086,627
Cara Therapeutics, Inc. 810,640
Page 49 of 151
Cardinal Health, Inc. 1,214,118
CareDx, Inc. 240,739
Catalent, Inc. 3,388,173
Centene Corp. 17,620,248
ChemoCentryx, Inc. 204,826
Chugai Pharmaceutical Co., Ltd. 6,670,393
Cigna Corp. 15,478,373
Color Genomics, Inc. 3.00 06/30/2021 543,971
Compugen, Ltd. 183,141
Constellation Pharmaceuticals, Inc. 412,148
Cooper Cos., Inc. 4,715,078
Cortexyme, Inc. 129,052
CRISPR Therapeutics AG 1,160,309
Cyclerion Therapeutics, Inc. 96,714
Daiichi Sankyo Co., Ltd. 6,014,509
Danaher Corp. 17,444,067
Deciphera Pharmaceuticals, Inc. 1,662,334
Denali Therapeutics, Inc. 1,239,576
DermTech, Inc. 210,081
DexCom, Inc. 9,621,937
DiaSorin SpA 4,815,187
Dicerna Pharmaceuticals, Inc. 1,183,481
Doximity, Inc. 751,506
Eisai Co., Ltd. 2,994,502
Elanco Animal Health, Inc. 151,435
Elanco Animal Health, Inc. 1,378,547
Eli Lilly & Co. 17,564,931
Enanta Pharmaceuticals, Inc. 1,197,657
Envista Holdings Corp. 2,963,004
Epizyme, Inc. 789,750
Esperion Therapeutics, Inc. 360,145
Evotec SE 1,986,649
Exact Sciences Corp. 6,530,487
Exelixis, Inc. 6,936,418
Fate Therapeutics, Inc. 913,423
FibroGen, Inc. 1,300,582
Freenome Holdings, Inc. 319,017
G1 Therapeutics, Inc. 344,695
Galapagos NV 1,493,582
General Electric Co. 2,202,264
Generation Bio 478,836
GenMark Diagnostics, Inc. 873,697
Ginkgo Bioworks 1,309,957
Global Blood Therapeutics, Inc. 3,622,835
Gritstone Oncology, Inc. 113,696
Guardant Health, Inc. 1,918,257
GW Pharmaceuticals PLC ADR 1,633,803
Halozyme Therapeutics, Inc. 415,017
HCA Healthcare, Inc. 9,463,429
Hologic, Inc. 8,467,280
Homology Medicines, Inc. 606,553
Horizon Therapeutics PLC 1,805,988
HTG Molecular Diagnostics, Inc. 48,549
Humana, Inc. 17,788,126
ICU Medical, Inc. 2,138,729
IGM Biosciences, Inc. 1,013,354
Immunomedics, Inc. 2,753,272
Inari Medical, Inc. 447,480
Incyte Corp. 14,355,552
Insitro,Inc. 324,177
Insmed, Inc. 2,135,212
Insulet Corp. 3,658,258
Intercept Pharmaceuticals, Inc. 875,719
Intra-Cellular Therapies, Inc. 730,424
Intuitive Surgical, Inc. 29,328,637
Ionis Pharmaceuticals, Inc. 4,259,987
Iovance Biotherapeutics, Inc. 4,542,436
Ipsen SA 2,241,725
iRhythm Technologies, Inc. 2,290,909
JAND, Inc. (dba Warby Parker) 57,466
JAND, Inc. (dba Warby Parker) 679,939
JAND, Inc. (dba Warby Parker) 1,467,129
JAND, Inc. (dba Warby Parker), Class A 703,603
Kadmon Holdings, Inc. 514,392
Kardium, Inc. 388,902
Karuna Therapeutics, Inc. 2,357,575
Karyopharm Therapeutics, Inc. 693,819
Page 50 of 151
Kodiak Sciences, Inc. 4,492,204
Krystal Biotech, Inc. 969,850
Lantheus Holdings, Inc. 802,766
Livongo Health, Inc. 683,202
Lonza Group AG 2,598,440
McKesson Corp. 1,316,961
Merck & Co., Inc. 10,969,202
Mersana Therapeutics, Inc. 190,176
Mettler-Toledo International, Inc. 2,286,420
Milestone Pharmaceuticals, Inc. 76,226
Minerva Neurosciences, Inc. 100,433
Mirati Therapeutics, Inc. 2,320,054
Moderna, Inc. 1,739,097
Molina Healthcare, Inc. 6,595,309
Momenta Pharmaceuticals, Inc. 1,512,079
MorphoSys AG 1,044,219
MyoKardia, Inc. 4,681,711
Nektar Therapeutics 827,399
Neurocrine Biosciences, Inc. 8,678,805
Nevro Corp. 4,640,794
Novartis AG 3,256,928
Novo Nordisk A/S, Class B 1,646,026
Novocure, Ltd. 1,608,206
Odonate Therapeutics, Inc. 779,278
Option Care Health, Inc. 448,233
Orchard Therapeutics PLC ADR 312,085
Outset Medical, Inc 704,422
Outset Medical, Inc. 195,767
Outset Medical, Inc. 335,247
Outset Medical, Inc. 496,950
Passage Bio, Inc. 220,278
Pennant Group, Inc. 958,195
Penumbra, Inc. 3,611,682
Perrigo Co. PLC 40,530
PhaseBio Pharmaceuticals, Inc. 227,935
Phreesia, Inc. 508,086
PPD, Inc. 1,287,880
PRA Health Sciences, Inc. 2,339,100
Principia Biopharma, Inc. 1,434,075
Progenics Pharmaceuticals, Inc. 229,230
Protagonist Therapeutics, Inc. 595,940
PTC Therapeutics, Inc. 977,182
Puma Biotechnology, Inc. 415,547
Quanterix Corp. 1,211,008
Quidel Corp. 7,167,300
Radius Health, Inc. 456,545
RAPT Therapeutics, Inc. 479,978
Reata Pharmaceuticals, Inc., Class A 1,758,808
RefleXion Medical, Inc. 305,509
Reflexion Medical, Inc. 127,808
Regeneron Pharmaceuticals, Inc. 18,414,328
REGENXBIO, Inc. 597,551
Repligen Corp. 481,970
REVOLUTION Medicines, Inc. 229,356
Roche Holding AG 14,065,114
Rocket Pharmaceuticals, Inc. 653,309
Sage Therapeutics, Inc. 1,757,245
Sanofi 4,190,188
Sarepta Therapeutics, Inc. 5,098,456
Sartorius AG (Preference Shares) 4,915,671
Scholar Rock Holding Corp. 240,635
Schrodinger, Inc. 1,017,988
Seattle Genetics, Inc. 12,870,468
Seer, Inc. 535,061
Seer, Inc. 457,024
Selectquote, Inc. 1,133,576
Shockwave Medical, Inc. 2,546,947
State Street Institutional U.S. Government Money Market Fund, Premier Class 500,000
Stoke Therapeutics, Inc. 637,535
Stryker Corp. 17,272,781
T. Rowe Price Government Reserve Fund 6,230,686
Tandem Diabetes Care, Inc. 1,746,150
Teladoc Health, Inc. 1,879,848
Teleflex, Inc. 6,198,012
Tempus Labs, Inc. 189,045
Tempus Labs, Inc. 297,502
Tempus Labs, Inc. 1,107,549
Page 51 of 151
Tempus Labs, Inc. 1,646,950
Thermo Fisher Scientific, Inc. 30,145,922
Translate Bio, Inc. 696,959
Tricida, Inc. 1,220,357
Turning Point Therapeutics, Inc. 1,526,062
Ultragenyx Pharmaceutical, Inc. 5,094,246
uniQure NV 779,056
United Therapeutics Corp. 1,073,345
UnitedHealth Group, Inc. 47,485,875
Veeva Systems, Inc., Class A 4,661,931
Verily Life Sciences LLC 637,210
Vertex Pharmaceuticals, Inc. 36,861,184
WaVe Life Sciences, Ltd. 402,802
West Pharmaceutical Services, Inc. 6,874,393
Wuxi Biologics Cayman, Inc. 1,026,739
Xencor, Inc. 1,660,392
Zai Lab, Ltd. ADR 595,498
Zealand Pharma A/S 482,373
Zeneca, Inc. CVR 14,213
Zentalis Pharmaceuticals, Inc. 995,679
Zimmer Biomet Holdings, Inc. 2,015,123
Zogenix, Inc. 800,055
Zymeworks, Inc. 1,087,068
VALIC Company I - Inflation Protected Fund - (unaudited)
May 31, 2020
Security Coupon(%) Maturity Date Market Value ($)
Air Products and Chemicals, Inc. 2.70 05/15/2040 3,632,514
Albemarle Wodgina Pty, Ltd. 3.45 11/15/2029 861,663
Apache Corp. 4.25 01/15/2030 1,583,328
BAC Capital Trust XIV 4.00 09/29/2049 2,770,648
Banco Santander SA 207,060
Bank of America Corp. 2.59 04/29/2031 7,180,913
Bank of America Corp. 3.43 11/19/2024 2,015,000
Bank of America Corp. 4.18 11/25/2027 2,931,478
Bank of America Corp. 4.24 04/24/2038 3,199,959
Barclays Bank PLC 3.33 05/22/2023 9,427,600
BBVA Bancomer SA 5.13 01/18/2033 1,041,950
BNP Paribas SA 2.68 12/21/2020 416,454
BP Capital Markets America, Inc. 3.00 02/24/2050 3,090,110
CAMB Commercial Mtg. Trust 1.25 12/15/2037 722,118
Cenovus Energy, Inc. 4.25 04/15/2027 2,138,789
Cheniere Corpus Christi Holdings LLC 3.70 11/15/2029 576,910
Citigroup, Inc. 0.45 03/27/2025 1,985,000
Citigroup, Inc. 1.33 09/29/2024 2,024,400
Citigroup, Inc. 4.65 07/23/2048 3,601,115
CNH Industrial NV 3.85 11/15/2027 1,366,979
Commonwealth of Australia 0.75 11/21/2027 15,914,376
Commonwealth of Australia 3.74 09/20/2025 12,554,499
Constellation Brands, Inc. 2.88 05/01/2030 3,099,546
Corestates Capital II 1.87 01/15/2027 587,752
Credit Agricole SA 4.00 01/10/2033 2,747,667
Danske Bank A/S 3.24 12/20/2025 689,556
Dow Chemical Co. 4.80 05/15/2049 2,238,044
DowDuPont, Inc. 5.32 11/15/2038 1,559,048
Enable Midstream Partners LP 4.95 05/15/2028 752,523
Enbridge, Inc. 5.50 07/15/2077 2,461,233
Energy Transfer Operating LP 5.80 06/15/2038 1,196,801
Energy Transfer Operating LP 6.25 12/31/2099 1,941,040
EnLink Midstream LLC 5.38 06/01/2029 405,676
EnLink Midstream Partners LP 6.00 12/31/2099 133,000
Enterprise Products Operating LLC 5.25 08/16/2077 927,139
Federal Home Loan Bank 1.75 03/08/2030 5,356,801
Federal Home Loan Bank 3.25 11/16/2028 7,146,393
Federal Home Loan Mtg. Corp. REMIC 0.63 12/15/2038 230,149
Federal Home Loan Mtg. Corp. REMIC 0.63 01/15/2041 955,058
Federal Home Loan Mtg. Corp. REMIC 0.68 02/15/2042 312,950
Federal Home Loan Mtg. Corp. REMIC 0.88 08/15/2037 323,922
Federal National Mtg. Assoc. REMIC 0.57 09/25/2042 541,959
Federal National Mtg. Assoc. REMIC 0.62 05/25/2040 507,265
General Mills, Inc. 2.88 04/15/2030 664,344
Genworth Holdings, Inc. 2.39 11/15/2066 248,000
Georgia-Pacific LLC 2.30 04/30/2030 3,109,820
Glencore Funding LLC 4.00 04/16/2025 961,777
Goldman Sachs Group, Inc. 3.73 08/30/2023 4,070,544
Page 52 of 151
Goldman Sachs Group, Inc. 5.00 05/10/2066 2,561,958
Government National Mtg. Assoc. REMIC 0.73 02/16/2040 281,712
Government of Canada 4.00 12/01/2031 27,228,368
Government of Canada 4.25 12/01/2021 28,800,215
Government of Canada 4.25 12/01/2026 10,832,944
Government of New Zealand 2.19 09/20/2025 37,891,523
Hartford Financial Services Group, Inc. 2.52 02/12/2067 3,036,860
Huntsman International LLC 4.50 05/01/2029 1,829,266
Jackson Park Trust 2.77 10/14/2039 3,119,127
JPMorgan Chase & Co. 2.79 12/20/2023 2,008,600
JPMorgan Chase & Co. 2.96 05/13/2031 3,108,900
JPMorgan Chase & Co. 4.33 02/25/2021 1,000,900
Kingdom of Spain 0.30 11/30/2021 2,933,053
Kingdom of Spain 1.00 11/30/2030 12,016,436
Lehman Brothers Holdings, Inc. 0.00 04/14/2011 4,080
Lehman Brothers Holdings, Inc. 0.00 06/10/2014 6,474
Lehman Brothers Holdings, Inc. 0.00 11/12/2014 10,200
Martin Marietta Materials, Inc. 3.50 12/15/2027 2,139,751
Masco Corp. 3.50 11/15/2027 3,019,084
Morgan Stanley 2.33 06/09/2023 660,680
Morgan Stanley 3.88 08/24/2023 456,300
Morgan Stanley 4.09 09/26/2028 1,435,298
Morgan Stanley 4.33 04/25/2023 3,811,950
Morgan Stanley 5.00 11/24/2025 2,695,297
MPLX LP 4.25 12/01/2027 1,335,065
MPLX LP 6.88 12/31/2099 1,085,459
Newcrest Finance Pty, Ltd. 4.20 05/13/2050 874,226
Newcrest Finance Pty, Ltd. 5.75 11/15/2041 2,221,601
Newmont Corp. 2.25 10/01/2030 4,229,122
Noble Energy, Inc. 3.85 01/15/2028 434,922
Nucor Corp. 2.70 06/01/2030 608,484
Nutrien, Ltd. 2.95 05/13/2030 2,176,754
One Bryant Park Trust 2.52 09/15/2054 2,083,597
Penske Truck Leasing Co. LP/PTL Finance Corp. 3.35 11/01/2029 1,401,592
Prudential Financial, Inc. 5.70 09/15/2048 9,010,901
Republic of Italy 0.55 05/21/2026 11,173,611
Royal Bank of Scotland Group PLC 3.75 11/01/2029 2,760,103
Royal Bank of Scotland Group PLC 8.63 12/29/2049 380,040
SLM Corp. 4.49 12/15/2020 1,923,714
Smithfield Foods, Inc. 5.20 04/01/2029 2,846,622
Societe Generale SA 3.60 05/03/2023 9,620,000
State Street Institutional U.S. Government Money Market Fund, Premier Class 4,005,313
Steel Dynamics, Inc. 3.45 04/15/2030 2,356,294
Store Master Funding I-VII 3.96 10/20/2048 1,644,196
Teck Resources, Ltd. 6.13 10/01/2035 4,300,794
T-Mobile USA, Inc. 4.38 04/15/2040 801,811
Truist Bank 2.25 03/11/2030 1,605,532
UniCredit SpA 5.86 06/19/2032 735,882
UniCredit SpA 7.30 04/02/2034 903,887
United Kingdom Gilt Treasury 0.13 03/22/2024 9,123,308
United Kingdom Gilt Treasury 1.25 11/22/2032 5,368,572
United Mexican States 2.50 12/10/2020 3
United States Treasury Bonds 0.25 02/15/2050 3,840,639
United States Treasury Bonds 0.63 02/15/2043 7,565,170
United States Treasury Bonds 0.75 02/15/2042 3,795,757
United States Treasury Bonds 0.75 02/15/2045 10,296,763
United States Treasury Bonds 0.88 02/15/2047 5,210,708
United States Treasury Bonds 1.00 02/15/2046 9,569,377
United States Treasury Bonds 1.00 02/15/2048 7,182,946
United States Treasury Bonds 1.00 02/15/2049 6,714,554
United States Treasury Bonds 1.38 02/15/2044 6,355,708
United States Treasury Bonds 1.75 01/15/2028 16,490,641
United States Treasury Bonds 2.00 01/15/2026 5,205,893
United States Treasury Bonds 2.13 02/15/2040 4,136,117
United States Treasury Bonds 2.13 02/15/2041 7,193,467
United States Treasury Bonds 2.38 01/15/2025 4,650,281
United States Treasury Bonds 2.38 01/15/2027 6,111,942
United States Treasury Bonds 2.50 01/15/2029 12,871,154
United States Treasury Bonds 3.63 04/15/2028 23,857,190
United States Treasury Bonds 3.88 04/15/2029 25,547,281
United States Treasury Notes 0.13 04/15/2021 6,386,971
United States Treasury Notes 0.13 01/15/2022 5,715,985
United States Treasury Notes 0.13 04/15/2022 11,060,683
United States Treasury Notes 0.13 07/15/2022 2,608,806
United States Treasury Notes 0.13 01/15/2023 12,310,623
United States Treasury Notes 0.13 07/15/2024 9,407,573
United States Treasury Notes 0.13 10/15/2024 10,356,658
Page 53 of 151
United States Treasury Notes 0.13 04/15/2025 9,284,131
United States Treasury Notes 0.13 07/15/2026 7,158,470
United States Treasury Notes 0.13 01/15/2030 4,995,304
United States Treasury Notes 0.25 01/15/2025 7,989,095
United States Treasury Notes 0.25 07/15/2029 10,811,331
United States Treasury Notes 0.38 07/15/2023 11,384,111
United States Treasury Notes 0.38 07/15/2025 7,933,071
United States Treasury Notes 0.38 01/15/2027 9,880,749
United States Treasury Notes 0.38 07/15/2027 16,744,604
United States Treasury Notes 0.50 04/15/2024 9,526,770
United States Treasury Notes 0.50 01/15/2028 11,833,278
United States Treasury Notes 0.63 07/15/2021 5,538,112
United States Treasury Notes 0.63 04/15/2023 13,527,259
United States Treasury Notes 0.63 01/15/2024 8,598,601
United States Treasury Notes 0.63 01/15/2026 6,532,521
United States Treasury Notes 0.75 07/15/2028 11,598,974
United States Treasury Notes 1.13 01/15/2021 6,488,565
United States Treasury Notes 1.25 07/15/2020 12,946,281
WEC Energy Group, Inc. 2.50 05/15/2067 660,328
Wells Fargo & Co. 3.84 03/31/2021 1,939,600
Zions Bancorp NA 3.25 10/29/2029 3,430,261
VALIC Company I - International Equities Index Fund - (unaudited)
May 31, 2020
Security Coupon(%) Maturity Date Market Value ($)
3i Group PLC 907,394
a2 Milk Co., Ltd. 791,664
ABB, Ltd. 3,311,832
ABC-Mart, Inc. 182,464
ABN AMRO Group NV CVA 310,013
Accor SA 453,185
Acom Co., Ltd. 148,009
ACS Actividades de Construccion y Servicios SA 604,428
Adecco Group AG 673,292
adidas AG 4,304,548
Admiral Group PLC 502,275
Advantest Corp. 900,199
Adyen NV 1,252,462
Aegon NV 437,716
Aena SME SA 879,043
Aeon Co., Ltd. 1,316,952
AEON Financial Service Co., Ltd. 110,533
Aeon Mall Co., Ltd. 132,329
AerCap Holdings NV 355,768
Aeroports de Paris 282,215
AGC, Inc. 467,808
Ageas 556,530
AGL Energy, Ltd. 652,075
AIA Group, Ltd. 8,969,693
AIB Group PLC 82,647
Air Liquide SA 5,857,726
Air Water, Inc. 238,383
Airbus SE 3,374,351
Aisin Seiki Co., Ltd. 463,914
Ajinomoto Co., Inc. 682,286
Aker BP ASA 158,974
Akzo Nobel NV 1,510,947
Alcon, Inc. 2,443,741
Alfa Laval AB 579,815
Alfresa Holdings Corp. 345,098
Allianz SE 6,888,488
Alps Alpine Co., Ltd. 230,088
Alstom SA 732,729
Altice Europe NV 226,425
Alumina, Ltd. 217,986
Amada Holdings Co., Ltd. 269,676
Amadeus IT Group SA 2,055,037
AMP, Ltd. 340,356
Ampol, Ltd. 406,452
Amundi SA 411,667
ANA Holdings, Inc. 253,606
ANDRITZ AG 248,951
Anglo American PLC 1,982,478
Anheuser-Busch InBev SA NV 3,246,047
Antofagasta PLC 390,906
Page 54 of 151
Aozora Bank, Ltd. 199,092
AP Moller - Maersk A/S, Series A 315,784
AP Moller - Maersk A/S, Series B 584,110
APA Group 825,941
ArcelorMittal 582,572
Aristocrat Leisure, Ltd. 886,506
Arkema SA 548,829
Aroundtown SA 610,406
Asahi Group Holdings, Ltd. 1,244,427
Asahi Intecc Co., Ltd. 545,459
Asahi Kasei Corp. 902,160
Ascendas Real Estate Investment Trust 584,725
Ashtead Group PLC 1,233,724
ASM Pacific Technology, Ltd. 252,893
ASML Holding NV 12,679,983
Assa Abloy AB, Class B 1,854,166
Assicurazioni Generali SpA 1,392,481
Associated British Foods PLC 732,253
Astellas Pharma, Inc. 3,055,815
AstraZeneca PLC 12,693,418
ASX, Ltd. 1,028,307
Atlantia SpA 735,021
Atlas Copco AB, Class A 2,406,392
Atlas Copco AB, Class B 1,257,941
Atos SE 677,715
Auckland International Airport, Ltd. 446,611
Aurizon Holdings, Ltd. 561,971
AusNet Services 195,959
Australia & New Zealand Banking Group, Ltd. 3,034,478
Auto Trader Group PLC 581,285
AVEVA Group PLC 298,251
Aviva PLC 1,096,676
AXA SA 3,218,846
Azrieli Group, Ltd. 202,558
BAE Systems PLC 1,795,567
Baloise Holding AG 633,907
Banco Bilbao Vizcaya Argentaria SA 1,894,252
Banco de Sabadell SA 154,921
Banco Espirito Santo SA 0
Banco Santander SA 3,440,713
Bandai Namco Holdings, Inc. 1,013,689
Bank Hapoalim BM 639,876
Bank Leumi Le-Israel BM 712,825
Bank of East Asia, Ltd. 215,362
Bank of Ireland Group PLC 159,230
Bank of Kyoto, Ltd. 176,204
Bankia SA 99,054
Bankinter SA 260,985
Barclays PLC 2,252,375
Barratt Developments PLC 572,013
Barry Callebaut AG 553,811
BASF SE 4,507,441
Bayer AG 5,971,729
Bayerische Motoren Werke AG 1,754,036
Bayerische Motoren Werke AG (Preference Shares) 237,195
Beiersdorf AG 957,739
BeiGene, Ltd. ADR 584,191
Bendigo & Adelaide Bank, Ltd. 192,177
Benesse Holdings, Inc. 176,116
Berkeley Group Holdings PLC 552,989
BGP Holdings PLC 0
BHP Group PLC 3,769,358
BHP Group, Ltd. 6,269,341
BioMerieux 541,809
BlueScope Steel, Ltd. 335,353
BNP Paribas SA 3,692,041
BOC Hong Kong Holdings, Ltd. 945,880
Boliden AB 542,624
Bollore SA 229,943
Boral, Ltd. 218,649
Bouygues SA 626,114
BP PLC 7,004,304
Brambles, Ltd. 1,090,548
Brenntag AG 737,333
Bridgestone Corp. 1,724,466
British American Tobacco PLC 8,255,064
British Land Co. PLC 404,678
Page 55 of 151
Brother Industries, Ltd. 380,961
BT Group PLC 1,102,321
Budweiser Brewing Co. APAC, Ltd. 339,156
Bunzl PLC 716,689
Burberry Group PLC 690,555
Bureau Veritas SA 545,346
CaixaBank SA 612,543
Calbee, Inc. 211,074
Canon, Inc. 1,866,302
Capgemini SE 1,485,181
CapitaLand Commercial Trust 305,734
CapitaLand Mall Trust 339,145
CapitaLand, Ltd. 480,251
Carl Zeiss Meditec AG 375,509
Carlsberg A/S, Class B 1,260,669
Carnival PLC 188,749
Carrefour SA 838,104
Casino Guichard Perrachon SA 185,588
Casio Computer Co., Ltd. 312,088
Cellnex Telecom SA 1,294,215
Central Japan Railway Co. 2,243,637
Centrica PLC 240,118
Challenger, Ltd. 164,729
Check Point Software Technologies, Ltd. 1,215,582
Chiba Bank, Ltd. 236,473
Chocoladefabriken Lindt & Spruengli AG 695,506
Chocoladefabriken Lindt & Spruengli AG (Participation Certificate) 810,363
Chr. Hansen Holding A/S 931,096
Chubu Electric Power Co., Inc. 790,681
Chugai Pharmaceutical Co., Ltd. 2,995,774
Chugoku Electric Power Co., Inc. 347,437
Cie de Saint-Gobain 1,453,337
Cie Financiere Richemont SA 2,776,932
Cie Generale des Etablissements Michelin SCA 1,576,324
CIMIC Group, Ltd. 147,177
City Developments, Ltd. 226,266
CK Asset Holdings, Ltd. 1,293,453
CK Hutchison Holdings, Ltd. 1,518,395
CK Infrastructure Holdings, Ltd. 300,472
Clariant AG 333,633
CLP Holdings, Ltd. 1,462,315
CNH Industrial NV 561,417
CNP Assurances 165,046
Coca-Cola Amatil, Ltd. 267,327
Coca-Cola Bottlers Japan Holdings, Inc. 224,701
Coca-Cola European Partners PLC 783,104
Coca-Cola HBC AG 459,531
Cochlear, Ltd. 751,265
Coles Group, Ltd. 1,234,580
Coloplast A/S, Class B 1,813,499
Colruyt SA 303,894
ComfortDelGro Corp., Ltd. 201,648
Commerzbank AG 355,666
Commonwealth Bank of Australia 6,762,698
Compass Group PLC 2,122,099
Computershare, Ltd. 382,416
Concordia Financial Group, Ltd. 315,375
Continental AG 979,432
Covestro AG 586,511
Covivio 256,004
Credit Agricole SA 918,936
Credit Saison Co., Ltd. 171,743
Credit Suisse Group AG 2,136,284
CRH PLC 2,353,193
Croda International PLC 754,406
Crown Resorts, Ltd. 217,031
CSL, Ltd. 7,534,728
CyberAgent, Inc. 461,385
CyberArk Software, Ltd. 357,833
Dai Nippon Printing Co., Ltd. 502,846
Daicel Corp. 191,498
Daifuku Co., Ltd. 715,530
Dai-ichi Life Holdings, Inc. 1,280,939
Daiichi Sankyo Co., Ltd. 4,834,091
Daikin Industries, Ltd. 3,327,681
Daimler AG 3,058,048
Dairy Farm International Holdings, Ltd. 130,005
Page 56 of 151
Daito Trust Construction Co., Ltd. 687,222
Daiwa House Industry Co., Ltd. 1,282,500
Daiwa House REIT Investment Corp. 442,812
Daiwa Securities Group, Inc. 577,747
Danone SA 3,851,973
Danske Bank A/S 730,544
Dassault Aviation SA 194,901
Dassault Systemes SE 2,030,822
Davide Campari-Milano SpA 430,171
Davide Campari-Milano SpA 0
DBS Group Holdings, Ltd. 2,260,153
DCC PLC 747,832
Delivery Hero SE 981,945
Demant A/S 284,532
Denso Corp. 1,512,369
Dentsu Group, Inc. 528,503
Deutsche Bank AG 1,492,775
Deutsche Boerse AG 2,849,054
Deutsche Lufthansa AG 220,045
Deutsche Post AG 2,788,652
Deutsche Telekom AG 4,707,571
Deutsche Wohnen SE 1,464,179
Dexus 593,644
Diageo PLC 7,385,309
Direct Line Insurance Group PLC 410,807
Disco Corp. 536,860
DNB ASA 1,179,398
DSV PANALPINA A/S 2,041,396
Dufry AG 109,409
E.ON SE 2,162,440
East Japan Railway Co. 2,157,893
easyJet PLC 122,172
Edenred 926,823
EDP - Energias de Portugal SA 1,096,591
Eiffage SA 652,739
Eisai Co., Ltd. 1,795,134
Elbit Systems, Ltd. 309,636
Electric Power Development Co., Ltd. 252,946
Electricite de France SA 493,029
Electrolux AB, Series B 337,504
Elisa Oyj 812,022
EMS-Chemie Holding AG 552,845
Enagas SA 509,937
Endesa SA 687,465
Enel SpA 5,695,436
Engie SA 1,969,881
Eni SpA 2,099,913
Epiroc AB, Class A 668,414
Epiroc AB, Class B 396,801
Equinor ASA 1,330,659
Erste Group Bank AG 603,928
EssilorLuxottica SA 3,334,054
Essity AB, Class B 1,826,330
Eurazeo SE 174,697
Eurofins Scientific SE 711,881
Eutelsat Communications SA 158,552
Evonik Industries AG 468,606
Evraz PLC 162,564
EXOR NV 534,289
Experian PLC 2,886,407
FamilyMart Co., Ltd. 433,598
FANUC Corp. 3,160,504
Fast Retailing Co., Ltd. 2,981,981
Faurecia SE 267,532
Ferguson PLC 1,628,302
Ferrari NV 1,858,916
Ferrovial SA 1,210,028
Ferrovial SA 15,154
Fiat Chrysler Automobiles NV 885,556
FinecoBank Banca Fineco SpA 650,282
Fisher & Paykel Healthcare Corp., Ltd. 974,358
Fixed Income Clearing Corp. Repurchase Agreement 0.00 06/01/2020 52,247,000
Fletcher Building, Ltd. 165,039
Flight Centre Travel Group, Ltd. 110,291
Flutter Entertainment PLC 1,605,102
Fortescue Metals Group, Ltd. 1,160,699
Fortum Oyj 775,503
Page 57 of 151
Fraport AG Frankfurt Airport Services Worldwide 188,144
Fresenius Medical Care AG & Co. KGaA 1,620,130
Fresenius SE & Co. KGaA 1,814,165
Fuchs Petrolub SE (Preference Shares) 252,301
Fuji Electric Co., Ltd. 307,889
FUJIFILM Holdings Corp. 1,515,406
Fujitsu, Ltd. 1,846,047
Fukuoka Financial Group, Inc. 254,113
G4S PLC 157,794
Galapagos NV 844,225
Galaxy Entertainment Group, Ltd. 1,343,872
Galp Energia SGPS SA 545,052
GEA Group AG 414,391
Geberit AG 1,643,961
Gecina SA 536,838
Genmab A/S 1,824,396
Genting Singapore, Ltd. 307,286
Getlink SE 578,692
Givaudan SA 3,022,519
Gjensidige Forsikring ASA 331,071
GlaxoSmithKline PLC 9,402,085
Glencore PLC 1,811,709
GMO Payment Gateway, Inc. 428,061
Goodman Group 1,518,030
GPT Group 466,658
Grifols SA 850,757
Groupe Bruxelles Lambert SA 595,326
GVC Holdings PLC 521,253
H. Lundbeck A/S 243,934
Hakuhodo DY Holdings, Inc. 263,752
Halma PLC 998,565
Hamamatsu Photonics KK 580,123
Hang Lung Properties, Ltd. 388,055
Hang Seng Bank, Ltd. 1,061,774
Hankyu Hanshin Holdings, Inc. 772,544
Hannover Rueck SE 880,233
Hargreaves Lansdown PLC 687,414
Harvey Norman Holdings, Ltd. 111,021
HeidelbergCement AG 670,293
Heineken Holding NV 865,821
Heineken NV 2,168,017
Henderson Land Development Co., Ltd. 471,362
Henkel AG & Co. KGaA 752,207
Henkel AG & Co. KGaA (Preference Shares) 1,439,868
Hennes & Mauritz AB, Class B 1,109,626
Hermes International 2,401,892
Hexagon AB, Class B 1,321,319
Hikari Tsushin, Inc. 416,812
Hino Motors, Ltd. 176,847
Hirose Electric Co., Ltd. 362,818
Hisamitsu Pharmaceutical Co., Inc. 232,069
Hitachi Construction Machinery Co., Ltd. 255,225
Hitachi Metals, Ltd. 223,968
Hitachi, Ltd. 2,824,540
HK Electric Investments & HK Electric Investments, Ltd. 239,540
HKT Trust & HKT, Ltd. 492,237
HOCHTIEF AG 197,102
Honda Motor Co., Ltd. 3,839,092
Hong Kong & China Gas Co., Ltd. 1,564,007
Hong Kong Exchanges & Clearing, Ltd. 3,813,760
Hongkong Land Holdings, Ltd. 401,107
Hoshizaki Corp. 404,000
Hoya Corp. 3,238,261
HSBC Holdings PLC 8,500,512
Hulic Co., Ltd. 279,558
Husqvarna AB, Class B 280,766
Iberdrola SA 6,046,163
ICA Gruppen AB 387,394
ICADE 194,479
ICL, Ltd. 221,809
Idemitsu Kosan Co., Ltd. 396,998
IHI Corp. 192,980
Iida Group Holdings Co., Ltd. 200,683
Iliad SA 237,462
Imperial Brands PLC 1,565,650
Incitec Pivot, Ltd. 193,848
Industria de Diseno Textil SA 2,774,851
Page 58 of 151
Industrivarden AB, Class C 339,308
Infineon Technologies AG 2,372,356
Informa PLC 771,757
ING Groep NV 2,302,457
Ingenico Group SA 764,311
Inpex Corp. 650,808
Insurance Australia Group, Ltd. 849,113
InterContinental Hotels Group PLC 753,073
Intertek Group PLC 1,003,256
Intesa Sanpaolo SpA 2,349,219
Investor AB, Class B 2,214,565
Ipsen SA 270,216
Isetan Mitsukoshi Holdings, Ltd. 205,023
iShares MSCI EAFE ETF 30,899,484
Israel Discount Bank, Ltd., Class A 339,532
ISS A/S 239,123
Isuzu Motors, Ltd. 470,935
ITOCHU Corp. 2,631,359
Itochu Techno-Solutions Corp. 294,286
ITV PLC 328,359
J Sainsbury PLC 387,199
J. Front Retailing Co., Ltd. 177,732
James Hardie Industries PLC CDI 688,811
Japan Airlines Co., Ltd. 204,657
Japan Airport Terminal Co., Ltd. 202,679
Japan Exchange Group, Inc. 995,933
Japan Post Bank Co., Ltd. 304,942
Japan Post Holdings Co., Ltd. 1,044,282
Japan Post Insurance Co., Ltd. 259,324
Japan Prime Realty Investment Corp. 219,993
Japan Real Estate Investment Corp. 655,426
Japan Retail Fund Investment Corp. 316,014
Japan Tobacco, Inc. 2,166,850
Jardine Cycle & Carriage, Ltd. 138,260
Jardine Matheson Holdings, Ltd. 808,105
Jardine Strategic Holdings, Ltd. 403,367
JCDecaux SA 157,873
JD Sports Fashion PLC 325,428
Jeronimo Martins SGPS SA 392,159
JFE Holdings, Inc. 328,187
JGC Holdings Corp. 216,594
Johnson Matthey PLC 461,984
JSR Corp. 345,477
JTEKT Corp. 151,111
Julius Baer Group, Ltd. 871,349
Just Eat Takeaway.com NV 1,140,145
JXTG Holdings, Inc. 1,074,538
Kajima Corp. 464,343
Kakaku.com, Inc. 300,356
Kamigumi Co., Ltd. 189,726
Kansai Electric Power Co., Inc. 637,926
Kansai Paint Co., Ltd. 333,726
Kao Corp. 3,524,181
Kawasaki Heavy Industries, Ltd. 204,619
KBC Group NV 1,193,419
KDDI Corp. 4,679,510
Keihan Holdings Co., Ltd. 413,487
Keikyu Corp. 336,100
Keio Corp. 558,665
Keisei Electric Railway Co., Ltd. 387,570
Keppel Corp., Ltd. 555,365
Kering SA 3,614,527
Kerry Group PLC, Class A 1,795,926
Kerry Properties, Ltd. 141,636
Keyence Corp. 6,877,522
Kikkoman Corp. 659,898
Kingfisher PLC 462,689
Kingspan Group PLC 866,016
Kinnevik AB, Class B 556,409
Kintetsu Group Holdings Co., Ltd. 766,200
KION Group AG 328,303
Kirin Holdings Co., Ltd. 1,535,303
Klepierre SA 342,303
Knorr-Bremse AG 464,094
Kobayashi Pharmaceutical Co., Ltd. 401,023
Koito Manufacturing Co., Ltd. 402,884
Komatsu, Ltd. 1,703,686
Page 59 of 151
Konami Holdings Corp. 295,488
Kone Oyj, Class B 2,076,297
Konica Minolta, Inc. 152,778
Koninklijke Ahold Delhaize NV 2,544,184
Koninklijke DSM NV 2,119,079
Koninklijke KPN NV 798,287
Koninklijke Philips NV 3,752,920
Koninklijke Vopak NV 351,282
Kose Corp. 385,968
Kubota Corp. 1,272,361
Kuehne & Nagel International AG 710,257
Kuraray Co., Ltd. 306,060
Kurita Water Industries, Ltd. 247,003
Kyocera Corp. 1,582,075
Kyowa Kirin Co., Ltd. 599,876
Kyushu Electric Power Co., Inc. 287,807
Kyushu Railway Co. 414,040
L E Lundbergforetagen AB, Class B 344,318
LafargeHolcim, Ltd. 1,863,102
Land Securities Group PLC 481,645
LANXESS AG 389,471
Lawson, Inc. 254,461
Legal & General Group PLC 1,340,898
Legrand SA 1,658,663
LendLease Group 509,812
Leonardo SpA 230,445
LINE Corp. 274,478
Link REIT 1,436,653
Lion Corp. 464,408
LIXIL Group Corp. 338,294
Lloyds Banking Group PLC 2,340,390
London Stock Exchange Group PLC 2,851,791
Lonza Group AG 3,337,053
L'Oreal SA 6,672,835
Lundin Petroleum AB 409,779
LVMH Moet Hennessy Louis Vuitton SE 10,593,378
M&G PLC 411,101
M3, Inc. 1,616,973
Macquarie Group, Ltd. 2,215,882
Magellan Financial Group, Ltd. 453,368
Makita Corp. 688,529
Mapfre SA 173,068
Mapletree Commercial Trust 278,278
Marks & Spencer Group PLC 215,156
Marubeni Corp. 692,488
Marui Group Co., Ltd. 310,610
Maruichi Steel Tube, Ltd. 130,652
Mazda Motor Corp. 331,097
McDonald's Holdings Co. Japan, Ltd. 319,154
Mebuki Financial Group, Inc. 182,392
Medibank Private, Ltd. 473,138
Mediobanca Banca di Credito Finanziario SpA 368,482
Medipal Holdings Corp. 331,479
Meggitt PLC 243,303
MEIJI Holdings Co., Ltd. 782,810
Melco Resorts & Entertainment, Ltd. ADR 318,708
Melrose Industries PLC 633,003
Mercari, Inc. 208,889
Merck KGaA 1,352,096
Mercury NZ, Ltd. 179,009
Meridian Energy, Ltd. 345,677
METRO AG 153,169
Metso Oyj 311,627
Micro Focus International PLC 153,091
Millicom International Cellular SA SDR 212,212
Minebea Mitsumi, Inc. 580,322
Mirvac Group 554,137
MISUMI Group, Inc. 688,555
Mitsubishi Chemical Holdings Corp. 685,916
Mitsubishi Corp. 2,875,612
Mitsubishi Electric Corp. 2,188,681
Mitsubishi Estate Co., Ltd. 1,714,732
Mitsubishi Gas Chemical Co., Inc. 217,716
Mitsubishi Heavy Industries, Ltd. 756,215
Mitsubishi Materials Corp. 232,471
Mitsubishi Motors Corp. 172,590
Mitsubishi UFJ Financial Group, Inc. 4,619,016
Page 60 of 151
Mitsubishi UFJ Lease & Finance Co., Ltd. 179,924
Mitsui & Co., Ltd. 2,289,120
Mitsui Chemicals, Inc. 349,630
Mitsui Fudosan Co., Ltd. 1,543,503
Mitsui OSK Lines, Ltd. 184,624
Mizrahi Tefahot Bank, Ltd. 253,638
Mizuho Financial Group, Inc. 2,742,675
Moncler SpA 613,697
Mondi PLC 827,595
MonotaRO Co., Ltd. 414,433
Mowi ASA 756,138
MS&AD Insurance Group Holdings, Inc. 1,270,104
MTR Corp., Ltd. 677,807
MTU Aero Engines AG 762,025
Muenchener Rueckversicherungs-Gesellschaft AG 2,981,684
Murata Manufacturing Co., Ltd. 2,923,280
Nabtesco Corp. 320,226
Nagoya Railroad Co., Ltd. 512,959
National Australia Bank, Ltd. 3,410,339
National Grid PLC 3,634,283
Natixis SA 192,005
Naturgy Energy Group SA 499,997
NEC Corp. 916,539
Neste Oyj 1,559,827
Nestle SA 29,321,181
New World Development Co., Ltd. 564,511
Newcrest Mining, Ltd. 1,485,534
Nexon Co., Ltd. 940,325
Next PLC 731,687
NGK Insulators, Ltd. 350,736
NGK Spark Plug Co., Ltd. 230,870
NH Foods, Ltd. 277,325
NICE, Ltd. 1,049,452
Nidec Corp. 2,504,993
Nikon Corp. 268,566
Nintendo Co., Ltd. 4,162,806
Nippon Building Fund, Inc. 765,616
Nippon Express Co., Ltd. 370,588
Nippon Paint Holdings Co., Ltd. 932,483
Nippon Prologis REIT, Inc. 513,329
Nippon Shinyaku Co., Ltd. 353,295
Nippon Steel Corp. 677,892
Nippon Telegraph & Telephone Corp. 2,651,302
Nippon Yusen KK 200,655
Nissan Chemical Corp. 503,841
Nissan Motor Co., Ltd. 786,678
Nisshin Seifun Group, Inc. 280,665
Nissin Foods Holdings Co., Ltd. 476,188
Nitori Holdings Co., Ltd. 1,324,050
Nitto Denko Corp. 785,488
NN Group NV 872,182
Nokia Oyj 2,030,916
Nokian Renkaat Oyj 265,701
Nomura Holdings, Inc. 1,298,967
Nomura Real Estate Holdings, Inc. 211,322
Nomura Real Estate Master Fund, Inc. 458,265
Nomura Research Institute, Ltd. 814,728
Nordea Bank Abp 2,000,899
Norsk Hydro ASA 312,391
Novartis AG 16,947,297
Novo Nordisk A/S, Class B 10,497,940
Novozymes A/S, Class B 1,064,677
NSK, Ltd. 238,799
NTT Data Corp. 664,157
NTT DOCOMO, Inc. 3,320,104
NWS Holdings, Ltd. 112,587
NXP Semiconductors NV 2,444,496
Obayashi Corp. 547,524
OBIC Co., Ltd. 1,023,639
Ocado Group PLC 1,121,647
Odakyu Electric Railway Co., Ltd. 669,165
Oil Search, Ltd. 410,102
Oji Holdings Corp. 392,640
Olympus Corp. 1,842,568
Omron Corp. 1,121,660
OMV AG 444,254
Ono Pharmaceutical Co., Ltd. 963,116
Page 61 of 151
Oracle Corp. Japan 397,425
Orange SA 2,193,694
Orica, Ltd. 421,829
Oriental Land Co., Ltd. 2,639,771
Origin Energy, Ltd. 621,826
Orion Oyj, Class B 510,804
ORIX Corp. 1,601,933
Orix JREIT, Inc. 346,111
Orkla ASA 615,481
Orsted A/S 2,026,652
Osaka Gas Co., Ltd. 681,554
Otsuka Corp. 458,821
Otsuka Holdings Co., Ltd. 1,608,789
Oversea-Chinese Banking Corp., Ltd. 1,828,919
Pan Pacific International Holdings Corp. 812,409
Panasonic Corp. 1,797,214
Pandora A/S 454,415
Pargesa Holding SA 265,917
Park24 Co., Ltd. 206,025
Partners Group Holding AG 1,413,456
PCCW, Ltd. 212,614
Pearson PLC 406,622
PeptiDream, Inc. 386,211
Pernod Ricard SA 3,017,360
Persimmon PLC 825,811
Persol Holdings Co., Ltd. 212,915
Peugeot SA 766,080
Pigeon Corp. 409,487
Pirelli & C SpA 163,695
Pola Orbis Holdings, Inc. 162,205
Porsche Automobil Holding SE (Preference Shares) 753,400
Poste Italiane SpA 418,785
Power Assets Holdings, Ltd. 706,034
Prosus NV 3,692,848
Proximus SADP 289,674
Prudential PLC 3,086,021
Prysmian SpA 469,261
Publicis Groupe SA 560,182
Puma SE 536,021
Qantas Airways, Ltd. 175,132
QBE Insurance Group, Ltd. 769,668
QIAGEN NV 902,050
Raiffeisen Bank International AG 248,793
Rakuten, Inc. 710,065
Ramsay Health Care, Ltd. 752,077
Randstad NV 456,413
REA Group, Ltd. 317,034
Reckitt Benckiser Group PLC 5,774,711
Recordati SpA 433,686
Recruit Holdings Co., Ltd. 4,260,426
Red Electrica Corp. SA 694,559
RELX PLC 4,097,740
Remy Cointreau SA 244,210
Renault SA 395,095
Renesas Electronics Corp. 363,540
Rentokil Initial PLC 1,037,031
Repsol SA 1,206,880
Resona Holdings, Inc. 686,034
Ricoh Co., Ltd. 451,994
Rinnai Corp. 261,078
Rio Tinto PLC 5,491,727
Rio Tinto, Ltd. 2,087,753
Roche Holding AG 22,193,021
Rohm Co., Ltd. 566,304
Rolls-Royce Holdings PLC 533,612
Royal Bank of Scotland Group PLC 603,324
Royal Dutch Shell PLC, Class A 5,960,615
Royal Dutch Shell PLC, Class B 5,185,172
RSA Insurance Group PLC 459,557
RWE AG 1,750,900
Ryman Healthcare, Ltd. 273,360
Ryohin Keikaku Co., Ltd. 329,219
Safran SA 2,857,530
Sage Group PLC 848,703
Sampo Oyj, Class A 1,444,671
Sands China, Ltd. 866,705
Sandvik AB 1,709,720
Page 62 of 151
Sankyo Co., Ltd. 105,660
Sanofi 10,008,176
Santen Pharmaceutical Co., Ltd. 605,974
Santos, Ltd. 568,661
SAP SE 11,135,683
Sartorius AG (Preference Shares) 1,200,446
Sartorius Stedim Biotech 684,686
SATS, Ltd. 116,015
SBI Holdings, Inc. 461,485
Scentre Group 702,236
Schibsted ASA, Class B 214,714
Schindler Holding AG 425,094
Schindler Holding AG 862,598
Schneider Electric SE 5,019,328
Schroders PLC 414,716
SCOR SE 357,208
SEB SA 282,937
Secom Co., Ltd. 1,655,604
Securitas AB, Class B 379,027
SEEK, Ltd. 403,793
Sega Sammy Holdings, Inc. 206,055
Segro PLC 1,038,769
Seibu Holdings, Inc. 237,961
Seiko Epson Corp. 287,740
Sekisui Chemical Co., Ltd. 461,433
Sekisui House, Ltd. 1,079,106
Sembcorp Industries, Ltd. 86,655
SES SA FDR 245,653
Seven & i Holdings Co., Ltd. 2,348,277
Seven Bank, Ltd. 153,106
Severn Trent PLC 655,354
SG Holdings Co., Ltd. 425,091
SGS SA 1,295,509
Sharp Corp. 209,424
Shimadzu Corp. 547,031
Shimamura Co., Ltd. 147,826
Shimano, Inc. 1,232,065
Shimizu Corp. 455,813
Shin-Etsu Chemical Co., Ltd. 3,790,130
Shinsei Bank, Ltd. 226,128
Shionogi & Co., Ltd. 1,441,722
Shiseido Co., Ltd. 2,215,871
Shizuoka Bank, Ltd. 263,169
Showa Denko KK 294,399
Siemens AG 7,598,761
Siemens Gamesa Renewable Energy SA 366,732
Siemens Healthineers AG 705,547
Sika AG 1,995,329
Singapore Airlines, Ltd. 314,329
Singapore Exchange, Ltd. 430,442
Singapore Press Holdings, Ltd. 132,332
Singapore Technologies Engineering, Ltd. 322,061
Singapore Telecommunications, Ltd. 1,313,750
Sino Land Co., Ltd. 324,828
SJM Holdings, Ltd. 202,220
Skandinaviska Enskilda Banken AB, Class A 1,290,304
Skanska AB, Class B 620,939
SKF AB, Class B 638,331
SMC Corp. 2,667,960
Smith & Nephew PLC 1,621,757
Smiths Group PLC 585,166
Smurfit Kappa Group PLC 672,153
Snam SpA 864,384
Societe Generale SA 1,091,764
Sodexo SA 543,095
Softbank Corp. 1,933,301
SoftBank Group Corp. 6,404,936
Sohgo Security Services Co., Ltd. 319,929
Solvay SA 514,724
Sompo Holdings, Inc. 1,089,530
Sonic Healthcare, Ltd. 771,927
Sonova Holding AG 1,094,840
Sony Corp. 7,394,711
Sony Financial Holdings, Inc. 332,851
South32, Ltd. 564,757
Spark New Zealand, Ltd. 459,532
Spirax-Sarco Engineering PLC 820,532
Page 63 of 151
Square Enix Holdings Co., Ltd. 403,099
SSE PLC 1,450,461
St James's Place PLC 554,412
Standard Chartered PLC 1,130,794
Standard Life Aberdeen PLC 685,907
Stanley Electric Co., Ltd. 289,726
STMicroelectronics NV 1,535,954
Stockland 509,892
Stora Enso Oyj, Class R 651,262
Straumann Holding AG 764,934
Subaru Corp. 1,235,263
Suez 353,993
SUMCO Corp. 347,099
Sumitomo Chemical Co., Ltd. 420,981
Sumitomo Corp. 1,304,819
Sumitomo Dainippon Pharma Co., Ltd. 205,214
Sumitomo Electric Industries, Ltd. 799,970
Sumitomo Heavy Industries, Ltd. 233,248
Sumitomo Metal Mining Co., Ltd. 588,544
Sumitomo Mitsui Financial Group, Inc. 3,438,899
Sumitomo Mitsui Trust Holdings, Inc. 857,485
Sumitomo Realty & Development Co., Ltd. 843,218
Sumitomo Rubber Industries, Ltd. 158,822
Sun Hung Kai Properties, Ltd. 1,683,144
Suncorp Group, Ltd. 706,696
Sundrug Co., Ltd. 218,325
Suntec Real Estate Investment Trust 186,489
Suntory Beverage & Food, Ltd. 518,971
Suzuken Co., Ltd. 236,333
Suzuki Motor Corp. 1,169,501
Svenska Handelsbanken AB, Class A 1,344,513
Swatch Group AG 186,994
Swatch Group AG 528,706
Swedbank AB, Class A 1,036,054
Swedish Match AB 1,076,889
Swire Pacific, Ltd., Class A 238,566
Swire Properties, Ltd. 236,973
Swiss Life Holding AG 1,078,669
Swiss Prime Site AG 644,415
Swiss Re AG 1,825,328
Swisscom AG 1,227,492
Sydney Airport 393,703
Symrise AG 1,277,697
Sysmex Corp. 1,215,258
T&D Holdings, Inc. 442,355
Tabcorp Holdings, Ltd. 392,153
Taiheiyo Cement Corp. 260,427
Taisei Corp. 639,407
Taisho Pharmaceutical Holdings Co., Ltd. 196,934
Taiyo Nippon Sanso Corp. 198,617
Takeda Pharmaceutical Co., Ltd. 5,307,202
Taylor Wimpey PLC 532,080
TDK Corp. 1,106,105
Techtronic Industries Co., Ltd. 1,087,892
Teijin, Ltd. 265,411
Tele2 AB, Class B 606,602
Telecom Italia SpA 307,267
Telecom Italia SpA (RSP) 212,085
Telefonaktiebolaget LM Ericsson, Class B 2,552,163
Telefonica Deutschland Holding AG 249,894
Telefonica SA 2,006,378
Telenet Group Holding NV 172,999
Telenor ASA 997,615
Teleperformance 1,268,629
Telia Co AB 855,918
Telstra Corp., Ltd. 814,022
Temenos AG 913,644
Tenaris SA 268,432
Terna Rete Elettrica Nazionale SpA 866,365
Terumo Corp. 2,311,292
Tesco PLC 2,521,998
Teva Pharmaceutical Industries, Ltd. ADR 1,245,244
Thales SA 742,976
THK Co., Ltd. 286,459
thyssenkrupp AG 247,399
Tobu Railway Co., Ltd. 620,663
Toho Co., Ltd. 382,430
Page 64 of 151
Toho Gas Co., Ltd. 329,604
Tohoku Electric Power Co., Inc. 402,991
Tokio Marine Holdings, Inc. 2,518,711
Tokyo Century Corp. 170,557
Tokyo Electric Power Co. Holdings, Inc. 468,165
Tokyo Electron, Ltd. 2,878,664
Tokyo Gas Co., Ltd. 813,794
Tokyu Corp. 720,152
Tokyu Fudosan Holdings Corp. 282,789
Toppan Printing Co., Ltd. 436,675
Toray Industries, Inc. 615,059
Toshiba Corp. 962,964
Tosoh Corp. 328,493
TOTAL SA 8,211,742
TOTO, Ltd. 511,095
Toyo Seikan Group Holdings, Ltd. 137,400
Toyo Suisan Kaisha, Ltd. 422,633
Toyoda Gosei Co., Ltd. 126,281
Toyota Industries Corp. 685,707
Toyota Motor Corp. 13,044,345
Toyota Tsusho Corp. 489,741
TPG Telecom, Ltd. 189,621
Transurban Group 2,373,058
Treasury Wine Estates, Ltd. 422,332
Trend Micro, Inc. 632,579
Tryg A/S 308,722
Tsuruha Holdings, Inc. 488,287
TUI AG 218,867
Ubisoft Entertainment SA 639,166
UBS Group AG 3,784,110
UCB SA 1,153,138
Umicore SA 797,477
Unibail-Rodamco-Westfield 670,204
Unicharm Corp. 1,369,861
UniCredit SpA 1,567,552
Unilever NV 6,914,257
Unilever PLC 5,416,035
Uniper SE 569,326
United Internet AG 376,647
United Overseas Bank, Ltd. 1,588,767
United States Treasury Bills 0.07 02/25/2021 5,991,986
United States Treasury Bills 0.17 12/31/2020 749,229
United States Treasury Bills 0.22 09/10/2020 1,999,088
United States Treasury Bills 0.34 08/13/2020 2,499,322
United States Treasury Bills 1.52 07/16/2020 499,917
United Urban Investment Corp. 286,773
United Utilities Group PLC 706,189
UOL Group, Ltd. 205,411
UPM-Kymmene Oyj 1,406,573
USS Co., Ltd. 348,775
Valeo SA 542,716
Venture Corp., Ltd. 272,965
Veolia Environnement SA 1,076,536
Verbund AG 276,608
Vestas Wind Systems A/S 1,760,590
Vicinity Centres 308,830
Vifor Pharma AG 631,726
Vinci SA 4,340,823
Vitasoy International Holdings, Ltd. 245,386
Vivendi SA 1,716,779
Vodafone Group PLC 4,020,887
voestalpine AG 206,434
Volkswagen AG 464,928
Volkswagen AG (Preference Shares) 2,475,689
Volvo AB, Class B 1,922,507
Vonovia SE 2,704,602
Wartsila Oyj Abp 316,372
Washington H. Soul Pattinson & Co., Ltd. 137,637
Weir Group PLC 283,877
Welcia Holdings Co., Ltd. 360,414
Wendel SA 226,990
Wesfarmers, Ltd. 2,750,255
West Japan Railway Co. 955,616
Westpac Banking Corp. 3,682,035
WH Group, Ltd. 755,056
Wharf Real Estate Investment Co., Ltd. 424,701
Wheelock & Co., Ltd. 501,971
Page 65 of 151
Whitbread PLC 381,894
Whitbread PLC 75,281
Wilmar International, Ltd. 495,863
Wirecard AG 1,126,260
WiseTech Global, Ltd. 177,434
Wix.com, Ltd. 982,921
WM Morrison Supermarkets PLC 506,131
Wolters Kluwer NV 1,985,126
Woodside Petroleum, Ltd. 1,277,764
Woolworths Group, Ltd. 2,688,044
Worldline SA 936,189
Worley, Ltd. 169,631
WPP PLC 872,383
Wynn Macau, Ltd. 241,207
Yakult Honsha Co., Ltd. 661,719
Yamada Denki Co., Ltd. 278,324
Yamaha Corp. 633,140
Yamaha Motor Co., Ltd. 368,618
Yamato Holdings Co., Ltd. 622,521
Yamazaki Baking Co., Ltd. 196,828
Yangzijiang Shipbuilding Holdings, Ltd. 145,284
Yara International ASA 553,639
Yaskawa Electric Corp. 788,113
Yokogawa Electric Corp. 300,153
Yokohama Rubber Co., Ltd. 161,849
Yue Yuen Industrial Holdings, Ltd. 94,805
Z Holdings Corp. 986,844
Zalando SE 851,762
ZOZO, Inc. 182,405
Zurich Insurance Group AG 4,404,697
Futures Contracts
Description Expiration Month
Unrealized
Appreciation
(Depreciation) ($)
mini MSCI EAFE Index Long June 2020 4,449,363
VALIC Company I - International Government Bond Fund - (unaudited)
May 31, 2020
Security Coupon(%) Maturity Date Market Value ($)
Abu Dhabi Government 3.88 04/16/2050 244,831
Adani Green Energy UP, Ltd./Prayatna Developers Pvt, Ltd./Parampujya Solar Energy 6.25 12/10/2024 235,003
Arab Republic of Egypt 5.63 04/16/2030 489,821
Arab Republic of Egypt 5.75 05/29/2024 549,890
Arab Republic of Egypt 6.38 04/11/2031 501,399
Arab Republic of Egypt 6.59 02/21/2028 630,500
Arab Republic of Egypt 6.88 04/30/2040 228,150
Arab Republic of Egypt 7.05 01/15/2032 472,500
Arab Republic of Egypt 7.50 01/31/2027 207,750
Arab Republic of Egypt 7.60 03/01/2029 779,240
Arab Republic of Egypt 8.50 01/31/2047 666,047
Arab Republic of Egypt 8.88 05/29/2050 591,096
Banco de Credito e Inversiones SA 3.50 10/12/2027 524,971
Braskem Netherlands Finance BV 4.50 01/31/2030 175,500
BRF SA 4.88 01/24/2030 278,250
Centrais Eletricas Brasileiras SA 3.63 02/04/2025 186,200
China Minmetals Corp. 3.75 12/31/2099 427,828
Chinalco Capital Holdings, Ltd. 4.25 04/21/2022 441,688
CNAC HK Finbridge Co., Ltd. 3.38 06/19/2024 296,731
CNAC HK Finbridge Co., Ltd. 4.13 07/19/2027 212,178
CNAC HK Finbridge Co., Ltd. 5.13 03/14/2028 470,271
Commonwealth of Australia 2.50 05/21/2030 768,806
Commonwealth of Australia 2.75 04/21/2024 729,148
Commonwealth of Australia 2.75 06/21/2035 806,769
Commonwealth of Australia 3.25 06/21/2039 686,632
CRCC Chengan, Ltd. 3.97 12/31/2099 300,125
Dominican Republic 5.88 01/30/2060 380,250
Dominican Republic 6.60 01/28/2024 515,250
Dominican Republic 6.60 01/28/2024 824,400
Dominican Republic 6.85 01/27/2045 1,280,950
Ecopetrol SA 5.88 05/28/2045 182,002
Emirate of Abu Dhabi 3.13 10/11/2027 1,128,750
Empresa Nacional del Petroleo 5.25 11/06/2029 329,386
Energuate Trust 5.88 05/03/2027 191,276
Equate Petrochemical BV 4.25 11/03/2026 297,305
Page 66 of 151
Federal Republic of Germany 0.50 02/15/2028 1,202,429
Federal Republic of Germany 1.50 02/15/2023 1,175,737
Federal Republic of Germany 2.50 07/04/2044 1,087,631
Federal Republic of Germany 4.75 07/04/2034 95,973
Federal Republic of Nigeria 7.63 11/28/2047 305,250
Globo Comunicacao e Participacoes SA 4.88 01/22/2030 344,400
Government of Canada 1.00 06/01/2027 1,811,352
Government of France 0.50 05/25/2029 1,230,873
Government of France 1.75 06/25/2039 1,109,962
Government of France 1.75 05/25/2066 385,088
Government of France 2.00 05/25/2048 2,231,001
Government of France 5.50 04/25/2029 752,766
Government of France 6.00 10/25/2025 1,497,513
Government of Japan 0.10 06/20/2028 1,410,914
Government of Japan 0.10 12/20/2029 1,872,947
Government of Japan 0.80 06/20/2023 1,432,069
Government of Japan 1.30 06/20/2035 804,857
Government of Japan 1.50 03/20/2034 983,503
Government of Japan 1.80 12/20/2031 588,192
Government of Japan 1.90 09/20/2042 1,469,197
Government of Japan 2.00 09/20/2040 1,040,989
Government of Japan 2.00 09/20/2041 1,234,967
Government of Japan 2.00 03/20/2042 1,611,195
Government of Japan 2.10 12/20/2027 649,082
Government of Japan 2.10 09/20/2029 1,420,706
Government of Japan 2.20 03/20/2051 453,417
Government of Japan 2.30 12/20/2036 1,598,188
Government of Malaysia 3.89 08/15/2029 499,892
Government of Romania 4.63 04/03/2049 621,229
Government of Ukraine 4.38 01/27/2030 904,738
Government of Ukraine 7.75 09/01/2022 373,245
Government of Ukraine 7.75 09/01/2023 685,644
Government of Ukraine 7.75 09/01/2024 462,377
Government of Ukraine 9.75 11/01/2028 750,837
Grupo Aval, Ltd. 4.38 02/04/2030 331,920
Huarong Finance 2019 Co., Ltd. 3.75 05/29/2024 303,660
Huarong Finance II Co., Ltd. 4.63 06/03/2026 210,797
Islamic Republic of Pakistan 6.88 12/05/2027 948,680
Islamic Republic of Pakistan 8.25 04/15/2024 550,000
Kingdom of Bahrain 5.63 09/30/2031 395,459
Kingdom of Bahrain 6.00 09/19/2044 179,570
Kingdom of Bahrain 7.00 01/26/2026 745,886
Kingdom of Bahrain 7.00 10/12/2028 1,044,250
Kingdom of Bahrain 7.38 05/14/2030 540,702
Kingdom of Bahrain 7.50 09/20/2047 966,925
Kingdom of Saudi Arabia 3.25 10/22/2030 1,030,860
Kingdom of Saudi Arabia 4.50 04/22/2060 552,330
Kingdom of Spain 1.30 10/31/2026 1,192,869
Kingdom of Spain 1.40 04/30/2028 1,204,624
Kingdom of Spain 5.15 10/31/2044 810,978
Lamar Funding, Ltd. 3.96 05/07/2025 246,413
MEGlobal Canada ULC 5.88 05/18/2030 249,394
Mexico City Airport Trust 4.25 10/31/2026 549,300
Millicom International Cellular SA 6.63 10/15/2026 211,422
Oriental Republic of Uruguay 4.98 04/20/2055 425,691
Pertamina Persero PT 6.50 05/27/2041 355,421
Perusahaan Listrik Negara PT 4.13 05/15/2027 207,500
Petkim Petrokimya Holding AS 5.88 01/26/2023 287,910
Petroleos Mexicanos 5.35 02/12/2028 521,376
Petroleos Mexicanos 6.38 01/23/2045 370,500
Petroleos Mexicanos 6.63 06/15/2035 392,441
Petroleos Mexicanos 6.75 09/21/2047 382,500
Philippine National Bank 3.28 09/27/2024 300,017
PT Pelabuhan Indonesia II 4.25 05/05/2025 404,000
Republic of Angola 8.00 11/26/2029 1,108,010
Republic of Angola 9.13 11/26/2049 520,260
Republic of Angola 9.50 11/12/2025 274,803
Republic of Armenia 3.95 09/26/2029 258,437
Republic of Cameroon 9.50 11/19/2025 821,156
Republic of Chile 3.50 01/25/2050 374,500
Republic of Colombia 3.00 01/30/2030 470,000
Republic of Colombia 5.00 06/15/2045 453,604
Republic of Colombia 7.38 09/18/2037 410,250
Republic of Croatia 6.38 03/24/2021 434,280
Republic of El Salvador 6.38 01/18/2027 345,454
Republic of El Salvador 7.65 06/15/2035 731,259
Republic of Georgia 6.88 04/12/2021 276,750
Page 67 of 151
Republic of Ghana 6.38 02/11/2027 535,500
Republic of Ghana 8.75 03/11/2061 271,610
Republic of Ghana 8.95 03/26/2051 850,150
Republic of Guatemala 4.90 06/01/2030 421,000
Republic of Guatemala 5.38 04/24/2032 541,000
Republic of Honduras 6.25 01/19/2027 1,105,136
Republic of Indonesia 3.38 07/30/2025 593,877
Republic of Indonesia 7.75 01/17/2038 444,942
Republic of Ireland 1.00 05/15/2026 711,600
Republic of Italy 0.35 02/01/2025 865,706
Republic of Italy 1.25 12/01/2026 557,778
Republic of Italy 1.35 04/01/2030 1,096,712
Republic of Italy 1.50 06/01/2025 910,682
Republic of Italy 2.00 02/01/2028 582,437
Republic of Italy 2.25 09/01/2036 1,737,636
Republic of Italy 2.70 03/01/2047 595,431
Republic of Italy 3.00 08/01/2029 238,920
Republic of Italy 3.85 09/01/2049 792,331
Republic of Italy 4.50 03/01/2024 947,095
Republic of Italy 4.75 09/01/2028 209,993
Republic of Italy 6.00 05/01/2031 954,884
Republic of Italy 6.50 11/01/2027 1,132,811
Republic of Italy 9.00 11/01/2023 758,192
Republic of Ivory Coast 5.75 12/31/2032 1,514,299
Republic of Ivory Coast 6.13 06/15/2033 1,277,856
Republic of Ivory Coast 6.38 03/03/2028 539,110
Republic of Ivory Coast 6.63 03/22/2048 485,925
Republic of Kenya 6.88 06/24/2024 1,057,650
Republic of Kenya 7.00 05/22/2027 400,134
Republic of Kenya 8.25 02/28/2048 373,760
Republic of Panama 3.87 07/23/2060 546,250
Republic of Panama 4.50 05/15/2047 710,256
Republic of Panama 4.50 04/01/2056 235,802
Republic of Panama 6.70 01/26/2036 695,630
Republic of Panama 7.13 01/29/2026 462,041
Republic of Panama 9.38 04/01/2029 204,751
Republic of Paraguay 4.95 04/28/2031 698,750
Republic of Paraguay 5.40 03/30/2050 496,580
Republic of Philippines 2.95 05/05/2045 726,934
Republic of Philippines 3.75 01/14/2029 455,976
Republic of Philippines 5.50 03/30/2026 415,678
Republic of Philippines 7.75 01/14/2031 743,145
Republic of Poland 2.75 04/25/2028 561,349
Republic of Serbia 3.13 05/15/2027 1,163,111
Republic of South Africa 4.30 10/12/2028 502,523
Republic of South Africa 5.38 07/24/2044 286,125
Republic of South Africa 8.25 03/31/2032 512,017
Republic of South Africa 9.00 01/31/2040 457,978
Republic of Sri Lanka 5.75 04/18/2023 432,000
Republic of Sri Lanka 6.20 05/11/2027 388,790
Republic of Sri Lanka 6.25 07/27/2021 175,000
Republic of Sri Lanka 7.55 03/28/2030 388,783
Republic of Sri Lanka 7.55 03/28/2030 431,981
Republic of Sri Lanka 7.55 03/28/2030 458,980
Republic of the Philippines 0.70 02/03/2029 1,024,021
Republic of Turkey 5.13 02/17/2028 619,500
Republic of Turkey 5.75 05/11/2047 776,900
Republic of Turkey 6.88 03/17/2036 869,336
Republic of Turkey 7.63 04/26/2029 610,500
Saka Energi Indonesia PT 4.45 05/05/2024 340,011
Southern Copper Corp. 3.88 04/23/2025 319,694
SPIC Luxembourg Latin America Renewable Energy Investment Co. SARL 4.65 10/30/2023 393,203
State of Qatar 3.40 04/16/2025 512,515
State of Qatar 4.40 04/16/2050 1,046,109
State of Qatar 4.82 03/14/2049 490,123
State of Qatar 5.10 04/23/2048 547,529
State Street Institutional U.S. Government Money Market Fund, Premier Class 4,627,197
Stillwater Mining Co. 7.13 06/27/2025 308,438
Sultanate of Oman 4.75 06/15/2026 512,864
Sultanate of Oman 6.00 08/01/2029 392,243
Sultanate of Oman 6.75 01/17/2048 767,893
Termocandelaria Power, Ltd. 7.88 01/30/2029 561,028
Tullow Oil PLC 7.00 03/01/2025 168,750
United Kingdom Gilt Treasury 1.63 10/22/2028 559,247
United Kingdom Gilt Treasury 1.75 07/22/2057 702,947
United Kingdom Gilt Treasury 2.25 09/07/2023 398,214
United Kingdom Gilt Treasury 3.25 01/22/2044 783,139
Page 68 of 151
United Kingdom Gilt Treasury 3.75 09/07/2021 905,228
United Kingdom Gilt Treasury 3.75 07/22/2052 479,795
United Kingdom Gilt Treasury 4.25 12/07/2055 544,778
United Mexican States 4.50 01/31/2050 824,000
United Mexican States 5.00 04/27/2051 408,120
United Mexican States 6.50 06/10/2021 1,005,237
United Mexican States 7.50 06/03/2027 811,089
United Mexican States 8.50 05/31/2029 522,582
United Mexican States 10.00 12/05/2024 532,986
United States Treasury Bonds 2.00 02/15/2050 687,656
United States Treasury Bonds 2.50 02/15/2045 616,641
United States Treasury Bonds 2.88 05/15/2049 541,063
United States Treasury Bonds 3.00 02/15/2048 958,617
United States Treasury Bonds 3.00 02/15/2049 828,094
United States Treasury Bonds 3.13 08/15/2044 1,227,727
United States Treasury Bonds 3.38 05/15/2044 990,063
United States Treasury Bonds 3.38 11/15/2048 1,396,129
United States Treasury Bonds 3.75 11/15/2043 744,199
United States Treasury Notes 1.38 06/30/2023 1,036,172
United States Treasury Notes 1.50 11/30/2024 1,054,844
United States Treasury Notes 1.50 02/15/2030 2,163,047
United States Treasury Notes 1.75 05/15/2023 2,091,563
United States Treasury Notes 1.88 10/31/2022 2,081,875
United States Treasury Notes 2.00 11/30/2022 2,613,184
United States Treasury Notes 2.00 02/15/2025 1,119,663
United States Treasury Notes 2.00 08/15/2025 2,170,625
United States Treasury Notes 2.13 12/31/2022 2,204,918
United States Treasury Notes 2.13 03/31/2024 1,607,930
United States Treasury Notes 2.13 05/15/2025 544,238
United States Treasury Notes 2.25 11/15/2024 1,630,664
United States Treasury Notes 2.25 11/15/2025 1,101,406
United States Treasury Notes 2.25 11/15/2027 676,430
United States Treasury Notes 2.38 08/15/2024 2,230,896
United States Treasury Notes 2.50 08/15/2023 2,146,563
United States Treasury Notes 2.50 05/15/2024 1,850,543
United States Treasury Notes 2.75 11/15/2023 1,630,957
United States Treasury Notes 2.75 02/15/2024 1,311,375
United States Treasury Notes 3.13 11/15/2028 1,210,898
Yingde Gases Investment, Ltd. 6.25 01/19/2023 408,370
VALIC Company I - International Growth Fund - (unaudited)
May 31, 2020
Security Coupon(%) Maturity Date Market Value ($)
adidas AG 6,959,390
Adyen NV 10,563,042
AIA Group, Ltd. 10,426,742
Alibaba Group Holding, Ltd. ADR 10,490,616
ASML Holding NV 21,804,596
Brookfield Asset Management, Inc., Class A 10,342,026
Brookfield Infrastructure Corp., Class A 1,529,373
Brookfield Infrastructure Partners LP 12,895,522
Calbee, Inc. 8,813,075
Canada Goose Holdings, Inc. 11,395,639
Chocoladefabriken Lindt & Spruengli AG 8,606,883
Chr. Hansen Holding A/S 14,125,052
Constellation Software, Inc. 4,473,099
Dassault Systemes SE 7,767,305
Davide Campari-Milano SpA 7,261,498
Davide Campari-Milano SpA 0
Diageo PLC 5,464,355
DSV PANALPINA A/S 30,182,587
EPAM Systems, Inc. 30,263,658
Foshan Haitian Flavouring & Food Co., Ltd., Class A 17,775,794
HDFC Bank, Ltd. 20,203,444
Hermes International 28,876,894
Keyence Corp. 28,127,829
Kotak Mahindra Bank, Ltd. 5,528,705
Kuehne & Nagel International AG 5,906,952
Moncler SpA 25,786,884
Over the Counter Purchased Call Options 06/16/2020 6,215
Over the Counter Purchased Call Options 09/21/2020 161,697
Pernod Ricard SA 7,014,949
Pigeon Corp. 15,755,483
Rightmove PLC 18,468,432
Straumann Holding AG 7,803,135
Page 69 of 151
Taiwan Semiconductor Manufacturing Co., Ltd. ADR 8,729,286
TAL Education Group ADR 17,603,607
Vitrolife AB 12,834,907
Over the Counter Options Purchased
Description Exercise Price ($) Expiration Date
Unrealized
Appreciation
(Depreciation) ($)
Call option to sell Chinese Yuan in exchange for U.S. Dollars 7.85 06/16/2020 (472,447)
Call option to sell Chinese Yuan in exchange for U.S. Dollars 8.09 09/21/2020 (312,327)
VALIC Company I - International Socially Responsible Fund - (unaudited)
May 31, 2020
Security Coupon(%) Maturity Date Market Value ($)
3i Group PLC 762,598
a2 Milk Co., Ltd. 339,553
ABB, Ltd. 2,148,968
ABN AMRO Group NV CVA 325,669
Accor SA 174,477
Adecco Group AG 314,832
Admiral Group PLC 432,244
Adyen NV 148,664
Aegon NV 429,565
Aena SME SA 650,767
Aeon Co., Ltd. 823,372
AerCap Holdings NV 299,832
Aeroports de Paris 236,555
Ageas 87,794
AGL Energy, Ltd. 278,250
AIA Group, Ltd. 2,714,877
Air Liquide SA 3,072,363
Ajinomoto Co., Inc. 469,071
Akzo Nobel NV 981,771
Alcon, Inc. 1,497,068
Allianz SE 1,768,256
Amadeus IT Group SA 915,514
Ampol, Ltd. 420,601
Antofagasta PLC 836,125
Aozora Bank, Ltd. 42,795
APA Group 579,484
Arkema SA 306,382
Aroundtown SA 241,383
Ashtead Group PLC 939,557
ASML Holding NV 4,080,444
Assa Abloy AB, Class B 534,234
Assicurazioni Generali SpA 1,492,173
Astellas Pharma, Inc. 1,649,678
ASX, Ltd. 537,092
Atlas Copco AB, Class B 1,325,793
Atos SE 316,312
Auckland International Airport, Ltd. 115,976
Aurizon Holdings, Ltd. 378,094
Auto Trader Group PLC 462,490
Aviva PLC 1,184,458
AXA SA 2,112,432
Baloise Holding AG 453,484
Banco de Sabadell SA 77,390
Banco Espirito Santo SA 0
Bank Hapoalim BM 359,768
Bank Leumi Le-Israel BM 396,781
Bankia SA 113,685
Bankinter SA 123,645
Barratt Developments PLC 259,908
Beiersdorf AG 822,321
BeiGene, Ltd. ADR 52,476
Berkeley Group Holdings PLC 273,471
BGP Holdings PLC 0
BlueScope Steel, Ltd. 199,999
BOC Hong Kong Holdings, Ltd. 355,056
Boliden AB 582,018
Bouygues SA 649,558
Brambles, Ltd. 489,105
Brenntag AG 126,175
Bridgestone Corp. 880,508
British Land Co. PLC 502,808
Page 70 of 151
BT Group PLC 653,075
Bunzl PLC 621,257
Burberry Group PLC 641,913
Bureau Veritas SA 239,114
CaixaBank SA 324,726
Canon, Inc. 847,014
Capgemini SE 759,943
CapitaLand, Ltd. 407,535
Carrefour SA 475,448
Casino Guichard Perrachon SA 145,266
Cellnex Telecom SA 159,478
Central Japan Railway Co. 1,267,398
Centrica PLC 193,021
Check Point Software Technologies, Ltd. 474,103
Chiba Bank, Ltd. 37,588
Chr. Hansen Holding A/S 250,090
Chubu Electric Power Co., Inc. 375,809
Chugai Pharmaceutical Co., Ltd. 1,697,113
Cie de Saint-Gobain 771,044
Cie Generale des Etablissements Michelin SCA 844,300
City Developments, Ltd. 113,955
CK Asset Holdings, Ltd. 570,617
CK Hutchison Holdings, Ltd. 389,161
CK Infrastructure Holdings, Ltd. 40,063
CNH Industrial NV 415,415
CNP Assurances 229,426
Coca-Cola Amatil, Ltd. 378,868
Coca-Cola European Partners PLC 328,518
Coca-Cola HBC AG 619,995
Coles Group, Ltd. 480,208
Colruyt SA 263,972
ComfortDelGro Corp., Ltd. 16,778
Commerzbank AG 267,943
Compass Group PLC 994,637
Computershare, Ltd. 141,532
Concordia Financial Group, Ltd. 80,807
Continental AG 556,782
Covestro AG 197,049
Covivio 119,433
CRH PLC 899,519
Croda International PLC 878,414
CSL, Ltd. 2,737,364
Dai Nippon Printing Co., Ltd. 129,693
Dai-ichi Life Holdings, Inc. 459,155
Daiichi Sankyo Co., Ltd. 1,957,994
Daikin Industries, Ltd. 1,089,595
Dairy Farm International Holdings, Ltd. 116,356
Danone SA 2,680,903
Dassault Systemes SE 928,580
DBS Group Holdings, Ltd. 1,164,656
DCC PLC 666,243
Delivery Hero SE 113,001
Demant A/S 73,796
Denso Corp. 813,762
Dentsu Group, Inc. 201,207
Deutsche Boerse AG 1,095,131
Deutsche Wohnen SE 769,728
Dexus 168,182
Direct Line Insurance Group PLC 371,695
DSV PANALPINA A/S 551,210
East Japan Railway Co. 1,279,042
Edenred 407,966
EDP - Energias de Portugal SA 913,702
Eiffage SA 548,447
Eisai Co., Ltd. 815,257
Elisa Oyj 302,963
EMS-Chemie Holding AG 404,430
Enagas SA 666,280
Epiroc AB, Class A 254,398
Equinor ASA 1,396,968
Erste Group Bank AG 271,898
EssilorLuxottica SA 1,719,777
Essity AB, Class B 1,260,108
Eurazeo SE 245,054
Eutelsat Communications SA 112,053
Evonik Industries AG 99,251
Evraz PLC 373,406
Page 71 of 151
EXOR NV 435,216
FamilyMart Co., Ltd. 185,828
FANUC Corp. 1,017,789
Ferguson PLC 1,148,302
Ferrari NV 803,187
Ferrovial SA 105,644
Ferrovial SA 1,462
FinecoBank Banca Fineco SpA 152,994
Fisher & Paykel Healthcare Corp., Ltd. 73,482
Fixed Income Clearing Corp. Repurchase Agreement 0.00 06/01/2020 18,103,000
Fletcher Building, Ltd. 30,587
Fortescue Metals Group, Ltd. 650,391
Fraport AG Frankfurt Airport Services Worldwide 72,088
FUJIFILM Holdings Corp. 559,037
Galapagos NV 148,149
Galp Energia SGPS SA 747,468
Geberit AG 994,374
Gecina SA 202,023
Genmab A/S 623,844
Getlink SE 378,800
Givaudan SA 1,993,423
Goodman Group 519,861
GPT Group 162,949
Grifols SA 603,309
Groupe Bruxelles Lambert SA 1,026,293
H. Lundbeck A/S 144,353
Halma PLC 577,525
Hang Lung Properties, Ltd. 181,374
Hang Seng Bank, Ltd. 335,618
Hankyu Hanshin Holdings, Inc. 340,067
Hannover Rueck SE 263,300
Hargreaves Lansdown PLC 392,486
HeidelbergCement AG 384,969
Henderson Land Development Co., Ltd. 382,543
Henkel AG & Co. KGaA 334,305
Henkel AG & Co. KGaA (Preference Shares) 1,326,458
Hennes & Mauritz AB, Class B 416,542
Hermes International 2,692,020
Hexagon AB, Class B 303,684
Hisamitsu Pharmaceutical Co., Inc. 287,563
Hitachi Metals, Ltd. 392,521
Hitachi, Ltd. 828,104
Hong Kong & China Gas Co., Ltd. 845,842
Hong Kong Exchanges & Clearing, Ltd. 1,039,162
Hongkong Land Holdings, Ltd. 207,912
Hoya Corp. 1,004,330
Idemitsu Kosan Co., Ltd. 206,539
Iliad SA 126,847
Industrivarden AB, Class C 66,839
Infineon Technologies AG 481,316
Informa PLC 650,049
ING Groep NV 826,419
Inpex Corp. 480,425
Insurance Australia Group, Ltd. 251,621
InterContinental Hotels Group PLC 485,380
Intertek Group PLC 877,772
Investor AB, Class B 1,557,590
Ipsen SA 284,231
Isetan Mitsukoshi Holdings, Ltd. 194,973
Isuzu Motors, Ltd. 181,995
ITV PLC 338,614
J Sainsbury PLC 590,940
J. Front Retailing Co., Ltd. 44,220
Jardine Cycle & Carriage, Ltd. 166,223
Jardine Matheson Holdings, Ltd. 350,020
Jardine Strategic Holdings, Ltd. 176,064
Jeronimo Martins SGPS SA 273,566
JFE Holdings, Inc. 694,638
Johnson Matthey PLC 434,151
Julius Baer Group, Ltd. 579,616
Just Eat Takeaway.com NV 218,316
JXTG Holdings, Inc. 601,541
Kajima Corp. 255,446
Kao Corp. 1,388,800
KBC Group NV 647,050
KDDI Corp. 1,499,656
Keikyu Corp. 6,689
Page 72 of 151
Keio Corp. 118,865
Keppel Corp., Ltd. 508,385
Kerry Group PLC, Class A 1,239,233
Keyence Corp. 1,894,407
Kingfisher PLC 415,505
Kintetsu Group Holdings Co., Ltd. 378,189
Klepierre SA 255,359
Knorr-Bremse AG 79,616
Kobayashi Pharmaceutical Co., Ltd. 35,639
Komatsu, Ltd. 591,529
Kone Oyj, Class B 970,147
Koninklijke DSM NV 1,004,031
Koninklijke KPN NV 440,615
Koninklijke Vopak NV 715,467
Kose Corp. 162,961
Kubota Corp. 432,199
Kuehne & Nagel International AG 857,685
Kyocera Corp. 335,920
Kyowa Kirin Co., Ltd. 681,307
Land Securities Group PLC 466,264
LANXESS AG 73,370
Lawson, Inc. 143,826
Legal & General Group PLC 723,158
Legrand SA 894,677
Link REIT 380,246
Lion Corp. 96,084
LIXIL Group Corp. 41,937
London Stock Exchange Group PLC 1,628,059
Lonza Group AG 1,947,969
L'Oreal SA 3,917,623
M&G PLC 33,070
M3, Inc. 48,388
Macquarie Group, Ltd. 1,168,876
Marks & Spencer Group PLC 251,196
Marubeni Corp. 414,326
Maruichi Steel Tube, Ltd. 184,449
Mazda Motor Corp. 261,291
Mediobanca Banca di Credito Finanziario SpA 366,670
MEIJI Holdings Co., Ltd. 617,216
Melrose Industries PLC 325,712
Merck KGaA 1,408,084
Meridian Energy, Ltd. 127,359
Metso Oyj 128,367
Micro Focus International PLC 98,599
Mitsubishi Chemical Holdings Corp. 351,208
Mitsubishi Corp. 1,273,118
Mitsubishi Electric Corp. 758,127
Mitsubishi Estate Co., Ltd. 598,644
Mitsui & Co., Ltd. 1,385,320
Mitsui Fudosan Co., Ltd. 714,906
Moncler SpA 184,524
Mondi PLC 529,922
Mowi ASA 543,261
MS&AD Insurance Group Holdings, Inc. 385,147
MTR Corp., Ltd. 371,467
Muenchener Rueckversicherungs-Gesellschaft AG 1,542,266
Murata Manufacturing Co., Ltd. 821,649
National Grid PLC 2,238,368
Natixis SA 279,107
Neste Oyj 890,155
New World Development Co., Ltd. 328,792
Newcrest Mining, Ltd. 838,533
Nexon Co., Ltd. 41,700
Next PLC 584,384
NGK Spark Plug Co., Ltd. 20,988
NH Foods, Ltd. 88,744
NICE, Ltd. 418,741
Nidec Corp. 812,430
Nikon Corp. 10,117
Nintendo Co., Ltd. 1,293,299
Nippon Express Co., Ltd. 123,529
Nippon Paint Holdings Co., Ltd. 62,629
Nippon Shinyaku Co., Ltd. 129,254
Nippon Steel Corp. 1,054,191
Nippon Telegraph & Telephone Corp. 1,132,068
Nisshin Seifun Group, Inc. 255,717
Nissin Foods Holdings Co., Ltd. 167,084
Page 73 of 151
Nitori Holdings Co., Ltd. 362,753
NN Group NV 876,770
Nokia Oyj 774,051
Nokian Renkaat Oyj 49,787
Nordea Bank Abp 1,011,959
Novo Nordisk A/S, Class B 4,552,700
Novozymes A/S, Class B 234,720
NTT DOCOMO, Inc. 1,165,045
NXP Semiconductors NV 860,191
Ocado Group PLC 366,433
Odakyu Electric Railway Co., Ltd. 142,328
Oil Search, Ltd. 404,892
OMV AG 509,357
Ono Pharmaceutical Co., Ltd. 1,008,843
Oriental Land Co., Ltd. 783,229
Origin Energy, Ltd. 479,063
Orion Oyj, Class B 601,887
ORIX Corp. 781,042
Orkla ASA 615,364
Orsted A/S 870,281
Osaka Gas Co., Ltd. 561,633
Otsuka Holdings Co., Ltd. 1,342,164
Oversea-Chinese Banking Corp., Ltd. 959,453
Pan Pacific International Holdings Corp. 76,604
Panasonic Corp. 587,050
Pandora A/S 185,990
Pargesa Holding SA 831,663
Partners Group Holding AG 992,161
Pearson PLC 375,826
Persimmon PLC 398,612
Pigeon Corp. 226,193
Poste Italiane SpA 393,090
Power Assets Holdings, Ltd. 246,552
Prosus NV 1,789,392
Proximus SADP 48,464
Prudential PLC 853,359
Publicis Groupe SA 327,501
Puma SE 119,786
QBE Insurance Group, Ltd. 215,388
QIAGEN NV 788,257
Rakuten, Inc. 245,757
Ramsay Health Care, Ltd. 433,905
Recordati SpA 690,297
Recruit Holdings Co., Ltd. 1,045,414
Red Electrica Corp. SA 594,475
RELX PLC 2,106,415
Rentokil Initial PLC 793,639
Repsol SA 1,542,683
Resona Holdings, Inc. 353,466
RSA Insurance Group PLC 411,559
Ryohin Keikaku Co., Ltd. 75,717
Sage Group PLC 691,558
Sampo Oyj, Class A 652,524
Sandvik AB 603,324
Santen Pharmaceutical Co., Ltd. 509,905
Santos, Ltd. 387,025
SAP SE 4,157,765
Sartorius AG (Preference Shares) 232,596
Sartorius Stedim Biotech 715,153
Scentre Group 407,664
Schindler Holding AG 843,035
Schindler Holding AG 49,916
Schneider Electric SE 2,084,528
Schroders PLC 647,570
SCOR SE 145,998
Secom Co., Ltd. 563,425
Segro PLC 706,714
Sekisui House, Ltd. 209,720
SES SA FDR 103,437
SG Holdings Co., Ltd. 75,047
SGS SA 810,282
Shimano, Inc. 331,003
Shin-Etsu Chemical Co., Ltd. 1,302,490
Shionogi & Co., Ltd. 963,118
Shiseido Co., Ltd. 781,354
Shizuoka Bank, Ltd. 28,675
Siemens Healthineers AG 712,266
Page 74 of 151
Sika AG 1,075,162
Singapore Telecommunications, Ltd. 709,920
Skandinaviska Enskilda Banken AB, Class A 661,535
SMC Corp. 755,083
Smith & Nephew PLC 1,166,010
Smiths Group PLC 755,832
Snam SpA 1,327,244
Sodexo SA 257,987
Softbank Corp. 687,114
SoftBank Group Corp. 1,953,820
Solvay SA 277,629
Sonic Healthcare, Ltd. 654,001
Sonova Holding AG 509,504
Sony Corp. 2,158,387
Spark New Zealand, Ltd. 72,158
Spirax-Sarco Engineering PLC 638,042
SSE PLC 1,115,118
St James's Place PLC 666,736
STMicroelectronics NV 381,628
Stockland 202,023
Stora Enso Oyj, Class R 370,958
Straumann Holding AG 368,633
Suez 377,544
Sumitomo Chemical Co., Ltd. 139,085
Sumitomo Corp. 766,973
Sumitomo Dainippon Pharma Co., Ltd. 188,231
Sumitomo Electric Industries, Ltd. 502,605
Sumitomo Metal Mining Co., Ltd. 538,337
Sumitomo Mitsui Financial Group, Inc. 1,987,434
Sumitomo Mitsui Trust Holdings, Inc. 618,803
Sumitomo Realty & Development Co., Ltd. 307,886
Sun Hung Kai Properties, Ltd. 850,248
Suncorp Group, Ltd. 374,979
Suntory Beverage & Food, Ltd. 347,343
Svenska Handelsbanken AB, Class A 753,932
Swatch Group AG 801,087
Swire Pacific, Ltd., Class A 162,540
Swire Properties, Ltd. 120,714
Swiss Life Holding AG 1,051,499
Swiss Prime Site AG 474,057
Swiss Re AG 1,266,443
Swisscom AG 1,489,038
Sydney Airport 317,524
Symrise AG 415,022
Sysmex Corp. 375,771
Taisho Pharmaceutical Holdings Co., Ltd. 438,338
Taylor Wimpey PLC 255,638
Telefonaktiebolaget LM Ericsson, Class B 850,669
Telefonica Deutschland Holding AG 329,873
Telefonica SA 1,164,938
Telenor ASA 559,827
Telstra Corp., Ltd. 416,954
Temenos AG 374,880
Tenaris SA 557,933
Terna Rete Elettrica Nazionale SpA 958,051
Terumo Corp. 750,777
Tobu Railway Co., Ltd. 141,866
Toho Gas Co., Ltd. 29,517
Tohoku Electric Power Co., Inc. 185,438
Tokio Marine Holdings, Inc. 815,005
Tokyo Electron, Ltd. 599,722
Tokyo Gas Co., Ltd. 594,237
Tokyu Corp. 293,454
Toppan Printing Co., Ltd. 138,709
Toray Industries, Inc. 205,020
TOTO, Ltd. 31,696
Toyo Suisan Kaisha, Ltd. 109,572
Toyota Industries Corp. 455,432
Toyota Motor Corp. 5,571,610
Toyota Tsusho Corp. 131,951
Transurban Group 1,137,276
TUI AG 188,270
Ubisoft Entertainment SA 80,080
UCB SA 1,136,701
Umicore SA 221,709
Unibail-Rodamco-Westfield 388,806
Unicharm Corp. 785,437
Page 75 of 151
United Internet AG 207,059
United Overseas Bank, Ltd. 916,969
United States Treasury Bills 0.07 02/25/2021 699,065
United States Treasury Bills 0.11 12/31/2020 599,383
United States Treasury Bills 0.15 03/25/2021 898,534
United States Treasury Bills 0.17 12/31/2020 499,486
United States Treasury Bills 0.17 05/20/2021 499,093
United States Treasury Bills 0.22 09/10/2020 299,863
United States Treasury Bills 0.34 08/13/2020 249,932
United Utilities Group PLC 1,006,774
UPM-Kymmene Oyj 774,830
Veolia Environnement SA 821,122
Vestas Wind Systems A/S 545,910
Vicinity Centres 177,060
Vifor Pharma AG 712,599
Vitasoy International Holdings, Ltd. 66,923
voestalpine AG 465,776
Volvo AB, Class B 861,242
Vonovia SE 1,257,655
Washington H. Soul Pattinson & Co., Ltd. 36,718
Weir Group PLC 189,828
Welcia Holdings Co., Ltd. 58,672
Wendel SA 185,569
West Japan Railway Co. 484,265
WH Group, Ltd. 367,770
Wharf Real Estate Investment Co., Ltd. 189,185
Wheelock & Co., Ltd. 495,187
Whitbread PLC 322,383
Whitbread PLC 63,550
Wirecard AG 349,696
Wix.com, Ltd. 68,255
WM Morrison Supermarkets PLC 842,745
Wolters Kluwer NV 895,560
Woodside Petroleum, Ltd. 1,255,173
Worldline SA 241,389
Worley, Ltd. 81,026
WPP PLC 547,422
Yakult Honsha Co., Ltd. 386,003
Yamazaki Baking Co., Ltd. 155,673
Yara International ASA 80,436
Z Holdings Corp. 333,310
Zalando SE 285,424
Zurich Insurance Group AG 3,577,401
Futures Contracts
Description Type Expiration Month
Unrealized
Appreciation
(Depreciation) ($)
MSCI EAFE Index Long June 2020 4,620,016
VALIC Company I - International Value Fund - (unaudited)
May 31, 2020
Security Coupon(%) Maturity Date Market Value ($)
Advance Auto Parts, Inc. 8,059,105
Alibaba Group Holding, Ltd. 14,139,621
Alps Alpine Co., Ltd. 5,454,938
Berry Global Group, Inc. 18,269,613
Check Point Software Technologies, Ltd. 15,976,835
China Mobile, Ltd. 4,563,795
Cie de Saint-Gobain 13,553,657
CIMB Group Holdings Bhd 2,498,911
Coway Co, Ltd. 13,449,068
Daiwa Securities Group, Inc. 13,268,270
DNB ASA 17,219,302
Fresnillo PLC 6,433,444
Gentex Corp. 15,961,696
Greencore Group PLC 9,282,520
Hana Financial Group, Inc. 16,140,547
Hitachi, Ltd. 13,419,774
Hollysys Automation Technologies, Ltd. 8,470,331
Home Capital Group, Inc. 4,490,790
John Wood Group PLC 9,619,006
Keppel Corp., Ltd. 12,062,825
Kingfisher PLC 6,694,976
Koninklijke Philips NV 17,320,078
Page 76 of 151
LafargeHolcim, Ltd. 11,869,919
LONGi Green Energy Technology Co., Ltd., Class A 1,736,514
Lundin Mining Corp. 13,743,919
Man Group PLC 3,595,886
Melrose Industries PLC 7,848,456
METRO AG 3,226,158
Midea Group Co., Ltd. 15,208,169
Mitsubishi UFJ Financial Group, Inc. 13,563,638
Mobile TeleSystems PJSC ADR 10,898,153
Muenchener Rueckversicherungs-Gesellschaft AG 16,976,502
NN Group NV 17,385,093
Novartis AG 15,724,367
OCI NV 7,454,759
Oppein Home Group, Inc., Class A 8,396,240
Orange SA 17,532,879
Prysmian SpA 15,446,526
Qantas Airways, Ltd. 9,549,720
Rheinmetall AG 13,881,818
Samsung Electronics Co., Ltd. 14,856,946
Sanofi 16,587,644
SAP SE 11,609,693
Sensata Technologies Holding PLC 3,432,525
Shanghai Pharmaceuticals Holding Co., Ltd. 9,113,735
Siam Commercial Bank PCL 3,860,516
Siemens AG 6,286,402
SK Telecom Co., Ltd. 12,104,845
Smiths Group PLC 17,575,925
State Street Institutional U.S. Government Money Market Fund, Premier Class 15,692,216
Takeda Pharmaceutical Co., Ltd. 17,599,819
Tech Mahindra, Ltd. 10,226,197
Xinyi Glass Holdings, Ltd. 13,261,630
Forward Foreign Currency Contracts
Description Settlement Date
Unrealized
Appreciation
(Depreciation) ($)
SOLD EUR/BOUGHT USD 06/09/2020 333,546
VALIC Company I - Large Cap Core Fund - (unaudited)
May 31, 2020
Security Coupon(%) Maturity Date Market Value ($)
Abbott Laboratories 1,968,261
Activision Blizzard, Inc. 1,737,165
Adobe, Inc. 2,737,128
Air Products & Chemicals, Inc. 1,454,733
Alexion Pharmaceuticals, Inc. 1,258,950
Alphabet, Inc., Class A 3,500,656
Alphabet, Inc., Class C 3,683,756
Amazon.com, Inc. 9,195,523
American Electric Power Co., Inc. 1,342,261
American Express Co. 552,357
American Tower Corp. 2,096,340
Anthem, Inc. 1,564,371
Aon PLC 1,407,602
Apple, Inc. 9,928,630
Autodesk, Inc. 484,926
Automatic Data Processing, Inc. 1,513,974
AutoZone, Inc. 1,056,031
Becton Dickinson and Co. 1,423,305
Berkshire Hathaway, Inc., Class B 5,971,222
BlackRock, Inc. 2,679,148
Canadian Natural Resources, Ltd. 1,383,437
Carrier Global Corp. 1,240,543
Charles Schwab Corp. 829,162
Chevron Corp. 2,924,313
Cigna Corp. 1,916,766
Cisco Systems, Inc. 1,661,267
Citigroup, Inc. 920,639
Colgate-Palmolive Co. 906,295
Comcast Corp., Class A 4,469,573
Conagra Brands, Inc. 1,964,870
Corteva, Inc. 1,664,490
DENTSPLY SIRONA, Inc. 665,236
Dollar Tree, Inc. 1,776,341
eBay, Inc. 2,113,967
Page 77 of 151
EOG Resources, Inc. 1,288,522
Facebook, Inc., Class A 3,895,182
Fidelity National Information Services, Inc. 3,493,657
FirstEnergy Corp. 616,362
Fiserv, Inc. 2,273,347
Fixed Income Clearing Corp. Repurchase Agreement 0.00 06/01/2020 1,531,000
Honeywell International, Inc. 782,631
Intel Corp. 2,757,278
International Business Machines Corp. 1,739,857
Intuit, Inc. 910,153
Johnson & Johnson 4,877,215
JPMorgan Chase & Co. 4,608,407
Lam Research Corp. 1,821,274
Lowe's Cos., Inc. 3,727,358
Lyft, Inc., Class A 629,264
Marvell Technology Group, Ltd. 1,002,413
Mastercard, Inc., Class A 3,820,400
McDonald's Corp. 1,345,230
Medtronic PLC 3,620,745
Merck & Co., Inc. 2,449,448
Microsoft Corp. 10,732,036
Mondelez International, Inc., Class A 2,141,611
Morgan Stanley 1,425,008
Newmont Corp. 2,200,226
Northrop Grumman Corp. 2,534,112
NVIDIA Corp. 1,434,281
NXP Semiconductors NV 438,697
Palo Alto Networks, Inc. 1,005,779
PayPal Holdings, Inc. 1,375,714
Pfizer, Inc. 2,333,027
Philip Morris International, Inc. 3,454,522
PNC Financial Services Group, Inc. 468,704
Principal Financial Group, Inc. 414,702
Quest Diagnostics, Inc. 2,026,728
Raytheon Technologies Corp. 1,003,931
Sherwin-Williams Co. 551,093
Stanley Black & Decker, Inc. 1,572,516
Stryker Corp. 1,408,277
TE Connectivity, Ltd. 1,348,344
T-Mobile US, Inc. 1,581,632
Uber Technologies, Inc. 1,119,019
Union Pacific Corp. 2,611,598
Verizon Communications, Inc. 1,622,592
Walt Disney Co. 1,786,479
Western Digital Corp. 995,885
VALIC Company I - Large Capital Growth Fund - (unaudited)
May 31, 2020
Security Coupon(%) Maturity Date Market Value ($)
Abbott Laboratories 5,283,627
Accenture PLC, Class A 21,294,298
adidas AG 8,313,559
Agilent Technologies, Inc. 8,706,734
Alibaba Group Holding, Ltd. ADR 8,459,231
Alphabet, Inc., Class A 34,835,970
Amphenol Corp., Class A 10,837,508
Analog Devices, Inc. 5,588,540
Aon PLC 13,979,314
Apple, Inc. 20,011,144
Becton Dickinson and Co. 10,945,913
Blackstone Group, Inc., Class A 4,308,678
Boston Scientific Corp. 11,252,068
Canadian Pacific Railway, Ltd. 3,919,755
Charles Schwab Corp. 8,313,057
Church & Dwight Co., Inc. 10,508,749
Cigna Corp. 6,798,858
Cognizant Technology Solutions Corp., Class A 7,092,619
Colgate-Palmolive Co. 13,103,086
Comcast Corp., Class A 13,748,922
Danaher Corp. 6,863,999
Dollarama, Inc. 7,084,741
Ecolab, Inc. 2,683,823
Electronic Arts, Inc. 12,000,584
Equifax, Inc. 6,318,840
Estee Lauder Cos., Inc., Class A 6,720,694
Page 78 of 151
Fidelity National Information Services, Inc. 11,556,070
Fiserv, Inc. 9,741,802
Fortive Corp. 7,671,833
LVMH Moet Hennessy Louis Vuitton SE 7,673,782
Marsh & McLennan Cos., Inc. 8,486,310
Mastercard, Inc., Class A 6,366,832
Mettler-Toledo International, Inc. 3,310,380
Microsoft Corp. 43,315,352
Moody's Corp. 7,446,566
NIKE, Inc., Class B 10,019,474
Nordson Corp. 4,809,706
Otis Worldwide Corp. 5,865,157
PepsiCo, Inc. 12,388,064
PRA Health Sciences, Inc. 4,738,023
Roche Holding AG 5,455,747
Ross Stores, Inc. 4,638,179
Sherwin-Williams Co. 7,556,741
Starbucks Corp. 6,924,498
Stryker Corp. 10,438,085
Taiwan Semiconductor Manufacturing Co., Ltd. ADR 3,569,001
TE Connectivity, Ltd. 6,559,475
Tencent Holdings, Ltd. 4,802,460
Texas Instruments, Inc. 8,179,167
Thermo Fisher Scientific, Inc. 12,520,207
TJX Cos., Inc. 3,267,585
Union Pacific Corp. 8,977,950
Verisk Analytics, Inc. 2,828,153
VF Corp. 3,462,829
Visa, Inc., Class A 18,094,453
VALIC Company I - Mid Cap Index Fund - (unaudited)
May 31, 2020
Security Coupon(%) Maturity Date Market Value ($)
Aaron's, Inc. 4,267,534
Acadia Healthcare Co., Inc. 4,362,911
ACI Worldwide, Inc. 5,489,358
Acuity Brands, Inc. 5,877,239
Adient PLC 2,549,391
Adtalem Global Education, Inc. 3,110,676
AECOM 10,485,889
Affiliated Managers Group, Inc. 5,651,708
AGCO Corp. 5,960,698
Alleghany Corp. 12,715,131
Allegheny Technologies, Inc. 1,884,324
ALLETE, Inc. 5,224,621
Allscripts Healthcare Solutions, Inc. 1,766,788
AMC Networks, Inc., Class A 2,145,269
Amedisys, Inc. 10,665,497
American Campus Communities, Inc. 7,641,469
American Eagle Outfitters, Inc. 2,504,884
American Financial Group, Inc. 7,762,948
Antero Midstream Corp. 2,444,459
Apergy Corp. 1,209,639
AptarGroup, Inc. 12,260,363
Arcosa, Inc. 38
Arrow Electronics, Inc. 9,687,503
Arrowhead Pharmaceuticals, Inc. 5,556,822
ASGN, Inc. 5,599,085
Ashland Global Holdings, Inc. 6,964,358
Associated Banc-Corp 3,843,615
AutoNation, Inc. 4,002,364
Avanos Medical, Inc. 2,398,089
Avis Budget Group, Inc. 2,107,227
Avnet, Inc. 4,735,184
Axon Enterprise, Inc. 7,760,909
BancorpSouth Bank 3,672,596
Bank of Hawaii Corp. 4,460,771
Bank OZK 4,680,934
Bed Bath & Beyond, Inc. 1,584,249
Belden, Inc. 2,264,579
Bio-Rad Laboratories, Inc., Class A 18,278,578
Bio-Techne Corp. 17,376,176
BJ's Wholesale Club Holdings, Inc. 7,572,312
Black Hills Corp. 6,529,473
Blackbaud, Inc. 4,963,505
Page 79 of 151
Boston Beer Co., Inc., Class A 8,961,136
Boyd Gaming Corp. 2,946,314
Brighthouse Financial, Inc. 5,589,223
Brinker International, Inc. 1,695,464
Brink's Co. 3,453,853
Brixmor Property Group, Inc. 5,723,060
Brown & Brown, Inc. 16,185,766
Brunswick Corp. 7,726,210
Cable One, Inc. 16,327,259
Cabot Corp. 3,504,203
Cabot Microelectronics Corp. 7,258,935
CACI International, Inc., Class A 10,812,881
Caesars Entertainment Corp. 10,945,528
Camden Property Trust 15,266,642
Cantel Medical Corp. 2,714,581
Carlisle Cos., Inc. 11,695,579
Carpenter Technology Corp. 1,920,126
Carter's, Inc. 6,530,019
Casey's General Stores, Inc. 10,116,020
Catalent, Inc. 20,711,236
Cathay General Bancorp 3,544,896
CDK Global, Inc. 8,216,498
Ceridian HCM Holding, Inc. 11,950,804
Charles River Laboratories International, Inc. 15,107,430
Cheesecake Factory, Inc. 1,518,657
Chemed Corp. 13,189,171
Chemours Co. 3,690,583
Choice Hotels International, Inc. 4,420,916
Churchill Downs, Inc. 8,097,779
Ciena Corp. 14,718,446
Cimarex Energy Co. 4,606,674
Cinemark Holdings, Inc. 2,758,741
Cirrus Logic, Inc. 7,212,920
CIT Group, Inc. 2,958,453
Clean Harbors, Inc. 5,250,254
CNO Financial Group, Inc. 3,734,257
CNX Resources Corp. 3,273,619
Cognex Corp. 16,695,348
Coherent, Inc. 6,038,413
Colfax Corp. 4,039,293
Columbia Sportswear Co. 3,652,489
Commerce Bancshares, Inc. 11,379,884
Commercial Metals Co. 3,505,548
CommVault Systems, Inc. 2,929,587
Compass Minerals International, Inc. 2,810,821
CoreCivic, Inc. 2,466,800
CoreLogic, Inc. 6,785,408
CoreSite Realty Corp. 8,662,633
Corporate Office Properties Trust 4,817,662
Cousins Properties, Inc. 7,863,682
Cracker Barrel Old Country Store, Inc. 4,437,860
Crane Co. 4,891,046
Cree, Inc. 9,771,413
Cullen/Frost Bankers, Inc. 7,447,035
Curtiss-Wright Corp. 7,372,050
CyrusOne, Inc. 14,489,089
Dana, Inc. 3,132,280
Darling Ingredients, Inc. 6,570,413
Deckers Outdoor Corp. 8,792,105
Delphi Technologies PLC 1,908,752
Deluxe Corp. 1,691,192
Dick's Sporting Goods, Inc. 3,948,462
Dillard's, Inc., Class A 509,330
Diversified Healthcare Trust 1,466,382
Domtar Corp. 2,011,644
Donaldson Co., Inc. 10,339,735
Douglas Emmett, Inc. 8,332,192
Dunkin' Brands Group, Inc. 9,110,161
Dycom Industries, Inc. 2,285,062
Eagle Materials, Inc. 4,785,290
East West Bancorp, Inc. 8,763,048
EastGroup Properties, Inc. 7,687,961
Eaton Vance Corp. 7,022,756
Edgewell Personal Care Co. 2,839,129
Eldorado Resorts, Inc. 3,988,434
EMCOR Group, Inc. 6,144,078
Encompass Health Corp. 12,435,286
Page 80 of 151
Energizer Holdings, Inc. 4,860,588
EnerSys 4,608,620
Enphase Energy, Inc. 7,970,110
EPR Properties 4,264,633
EQT Corp. 5,871,668
Equitrans Midstream Corp. 2,838,668
Essential Utilities, Inc. 16,262,354
Etsy, Inc. 16,520,649
Evercore, Inc., Class A 3,708,738
Exelixis, Inc. 12,927,012
FactSet Research Systems, Inc. 20,090,243
Fair Isaac Corp. 20,078,545
Federated Hermes, Inc. 3,662,288
First American Financial Corp. 9,765,523
First Financial Bankshares, Inc. 7,166,451
First Horizon National Corp. 5,009,506
First Industrial Realty Trust, Inc. 8,279,848
First Solar, Inc. 6,091,789
FirstCash, Inc. 5,126,909
Five Below, Inc. 10,031,330
Fixed Income Clearing Corp. Repurchase Agreement 0.00 06/01/2020 59,545,000
Flowers Foods, Inc. 7,817,726
Fluor Corp. 2,802,027
FNB Corp. 4,145,465
Foot Locker, Inc. 5,104,972
FTI Consulting, Inc. 7,804,724
Fulton Financial Corp. 3,167,711
GATX Corp. 3,791,629
Generac Holdings, Inc. 11,981,776
Gentex Corp. 11,516,127
Genworth Financial, Inc., Class A 2,643,084
GEO Group, Inc. 2,501,496
Globus Medical, Inc., Class A 7,242,710
Goodyear Tire & Rubber Co. 3,047,189
Graco, Inc. 13,843,694
Graham Holdings Co., Class B 2,682,784
Grand Canyon Education, Inc. 8,103,093
Greif, Inc., Class A 1,536,236
GrubHub, Inc. 8,933,883
Haemonetics Corp. 9,571,116
Hain Celestial Group, Inc. 4,354,345
Hancock Whitney Corp. 3,246,481
Hanover Insurance Group, Inc. 6,806,138
Hawaiian Electric Industries, Inc. 7,403,683
Healthcare Realty Trust, Inc. 7,069,013
Healthcare Services Group, Inc. 3,052,551
HealthEquity, Inc. 7,562,571
Helen of Troy, Ltd. 7,882,048
Herman Miller, Inc. 2,340,766
Highwoods Properties, Inc. 6,835,864
Hill-Rom Holdings, Inc. 11,686,763
HNI Corp. 1,877,980
Home BancShares, Inc. 3,865,588
Hubbell, Inc. 11,463,409
ICU Medical, Inc. 6,608,021
IDACORP, Inc. 8,089,754
II-VI, Inc. 7,137,247
Ingevity Corp. 3,792,819
Ingredion, Inc. 9,682,407
Insperity, Inc. 3,355,862
Integra LifeSciences Holdings Corp. 6,394,262
Interactive Brokers Group, Inc., Class A 5,596,256
InterDigital, Inc. 2,946,612
International Bancshares Corp. 3,040,448
ITT, Inc. 8,712,585
j2 Global, Inc. 6,241,058
Jabil, Inc. 7,156,296
Jack in the Box, Inc. 2,729,255
Janus Henderson Group PLC 5,776,571
JBG SMITH Properties 6,041,790
Jefferies Financial Group, Inc. 6,033,515
JetBlue Airways Corp. 5,005,404
John Wiley & Sons, Inc., Class A 3,028,025
Jones Lang LaSalle, Inc. 9,085,952
KAR Auction Services, Inc. 3,181,625
KB Home 4,879,366
KBR, Inc. 5,721,730
Page 81 of 151
Kemper Corp. 6,838,641
Kennametal, Inc. 3,957,388
Kilroy Realty Corp. 9,591,819
Kirby Corp. 5,292,814
Knight-Swift Transportation Holdings, Inc. 8,802,346
Lamar Advertising Co., Class A 9,818,367
Lancaster Colony Corp. 5,228,689
Landstar System, Inc. 7,899,286
Lear Corp. 10,047,601
Legg Mason, Inc. 7,000,467
LendingTree, Inc. 3,433,564
Lennox International, Inc. 12,909,735
LHC Group, Inc. 8,288,010
Life Storage, Inc. 7,829,594
Ligand Pharmaceuticals, Inc. 2,886,416
Lincoln Electric Holdings, Inc. 8,651,186
Littelfuse, Inc. 6,814,668
LivaNova PLC 4,457,482
LiveRamp Holdings, Inc. 5,877,919
LogMeIn, Inc. 7,135,675
Louisiana-Pacific Corp. 4,774,532
Lumentum Holdings, Inc. 9,745,694
Macerich Co. 1,291,959
Mack-Cali Realty Corp. 2,371,422
Manhattan Associates, Inc. 9,725,945
ManpowerGroup, Inc. 7,019,024
Marriott Vacations Worldwide Corp. 5,787,208
Masimo Corp. 20,288,609
MasTec, Inc. 4,064,749
Matador Resources Co. 1,480,020
Mattel, Inc. 5,497,992
MAXIMUS, Inc. 7,933,435
MDU Resources Group, Inc. 7,507,483
Medical Properties Trust, Inc. 16,107,580
MEDNAX, Inc. 2,254,040
Mercury General Corp. 1,878,781
Mercury Systems, Inc. 8,543,736
Minerals Technologies, Inc. 2,959,192
MKS Instruments, Inc. 9,913,692
Molina Healthcare, Inc. 20,060,198
Monolithic Power Systems, Inc. 14,589,371
MSA Safety, Inc. 7,298,277
MSC Industrial Direct Co., Inc., Class A 5,377,733
Murphy Oil Corp. 3,073,253
Murphy USA, Inc. 5,779,922
National Fuel Gas Co. 6,238,043
National Instruments Corp. 7,863,529
National Retail Properties, Inc. 9,276,341
Navient Corp. 2,179,384
NCR Corp. 3,965,513
Nektar Therapeutics 6,572,822
NetScout Systems, Inc. 3,114,851
New Jersey Resources Corp. 5,774,887
New York Community Bancorp, Inc. 8,086,883
New York Times Co., Class A 9,709,817
NewMarket Corp. 5,544,957
Nordson Corp. 16,592,693
NorthWestern Corp. 5,221,843
NOW, Inc. 1,395,594
Nu Skin Enterprises, Inc., Class A 3,555,821
NuVasive, Inc. 5,433,335
nVent Electric PLC 4,911,285
OGE Energy Corp. 10,794,595
O-I Glass, Inc. 2,052,566
Old Republic International Corp. 7,659,585
Olin Corp. 3,307,215
Ollie's Bargain Outlet Holdings, Inc. 8,610,658
Omega Healthcare Investors, Inc. 11,715,086
ONE Gas, Inc. 7,624,476
Oshkosh Corp. 8,415,724
Owens Corning 9,833,460
PacWest Bancorp 3,571,399
Papa John's International, Inc. 2,956,159
Park Hotels & Resorts, Inc. 4,051,592
Patterson Cos., Inc. 2,920,539
Patterson-UTI Energy, Inc. 1,235,980
Paylocity Holding Corp. 8,025,339
Page 82 of 151
PBF Energy, Inc., Class A 1,862,652
Pebblebrook Hotel Trust 3,072,407
Penn National Gaming, Inc. 7,115,078
Penumbra, Inc. 9,535,688
Perspecta, Inc. 5,248,881
Physicians Realty Trust 5,858,899
Pilgrim's Pride Corp. 1,865,199
Pinnacle Financial Partners, Inc. 4,938,092
PNM Resources, Inc. 5,598,259
Polaris, Inc. 8,647,184
PolyOne Corp. 3,850,440
Pool Corp. 18,544,894
Post Holdings, Inc. 9,962,798
PotlatchDeltic Corp. 3,933,935
PRA Health Sciences, Inc. 11,270,943
Prestige Consumer Healthcare, Inc. 3,649,836
Primerica, Inc. 8,092,532
Prosperity Bancshares, Inc. 10,628,556
PS Business Parks, Inc. 4,608,575
PTC, Inc. 13,669,423
Rayonier, Inc. 5,662,071
Regal Beloit Corp. 5,606,934
Reinsurance Group of America, Inc. 9,782,941
Reliance Steel & Aluminum Co. 11,132,399
RenaissanceRe Holdings, Ltd. 12,763,403
Repligen Corp. 10,565,219
Resideo Technologies, Inc. 1,492,929
RH 6,100,899
RLI Corp. 5,424,947
Royal Gold, Inc. 15,042,809
RPM International, Inc. 16,696,729
Ryder System, Inc. 3,143,561
Sabra Health Care REIT, Inc. 4,757,195
Sabre Corp. 3,286,808
Sally Beauty Holdings, Inc. 2,611,716
Sanderson Farms, Inc. 4,481,683
Science Applications International Corp. 7,437,531
Scientific Games Corp. 1,464,825
Scotts Miracle-Gro Co. 9,725,983
SEI Investments Co. 11,782,657
Selective Insurance Group, Inc. 5,364,376
Semtech Corp. 6,065,711
Sensient Technologies Corp. 3,651,894
Service Corp. International 12,408,936
Service Properties Trust 1,912,552
Signature Bank 9,566,102
Silgan Holdings, Inc. 4,464,273
Silicon Laboratories, Inc. 6,994,341
Six Flags Entertainment Corp. 3,110,182
Skechers U.S.A., Inc., Class A 7,221,390
SLM Corp. 5,509,690
SolarEdge Technologies, Inc. 11,876,604
Sonoco Products Co. 8,929,143
Southwest Gas Holdings, Inc. 7,143,325
Spire, Inc. 6,400,188
Spirit Realty Capital, Inc. 4,881,715
Sprouts Farmers Market, Inc. 5,111,618
Steel Dynamics, Inc. 9,852,591
Stericycle, Inc. 8,602,827
Sterling Bancorp 4,278,850
Stifel Financial Corp. 5,616,564
STORE Capital Corp. 7,115,012
Synaptics, Inc. 3,671,355
Syneos Health, Inc. 6,539,775
SYNNEX Corp. 7,502,934
Synovus Financial Corp. 4,841,925
Taubman Centers, Inc. 4,357,484
Taylor Morrison Home Corp., Class A 4,401,963
TCF Financial Corp. 7,638,611
Tech Data Corp. 8,309,278
TEGNA, Inc. 4,376,904
Teledyne Technologies, Inc. 23,491,743
Telephone & Data Systems, Inc. 3,450,373
Tempur Sealy International, Inc. 5,102,878
Tenet Healthcare Corp. 3,892,472
Teradata Corp. 4,147,074
Teradyne, Inc. 19,337,147
Page 83 of 151
Terex Corp. 1,775,433
Tetra Tech, Inc. 7,415,653
Texas Capital Bancshares, Inc. 2,318,486
Texas Roadhouse, Inc. 5,824,570
Thor Industries, Inc. 8,192,362
Timken Co. 4,965,311
Toll Brothers, Inc. 6,715,117
Tootsie Roll Industries, Inc. 1,059,802
Toro Co. 13,044,401
Transocean, Ltd. 1,317,059
TreeHouse Foods, Inc. 5,101,590
Trex Co., Inc. 12,065,093
TRI Pointe Group, Inc. 3,432,991
Trimble, Inc. 16,780,485
Trinity Industries, Inc. 3,374,670
TripAdvisor, Inc. 3,487,887
Trustmark Corp. 2,632,126
Tyler Technologies, Inc. 25,192,308
UGI Corp. 11,458,165
UMB Financial Corp. 3,814,258
Umpqua Holdings Corp. 4,318,632
United Bankshares, Inc. 6,354,940
United States Cash Management Bills 0.01 09/15/2020 149,936
United States Steel Corp. 2,353,831
United States Treasury Bills 0.15 03/25/2021 399,348
United States Treasury Bills 0.16 04/22/2021 3,494,194
United States Treasury Bills 0.21 09/10/2020 1,999,088
United States Treasury Bills 0.34 08/13/2020 899,756
United States Treasury Bills 1.52 07/16/2020 3,499,420
United States Treasury Bills 1.54 07/02/2020 349,958
United Therapeutics Corp. 8,911,358
Universal Display Corp. 10,702,093
Urban Edge Properties 1,933,240
Urban Outfitters, Inc. 2,057,465
Valley National Bancorp 5,381,632
Valmont Industries, Inc. 4,225,182
Valvoline, Inc. 5,952,245
ViaSat, Inc. 4,170,474
Vishay Intertechnology, Inc. 3,705,182
Visteon Corp. 3,466,728
Washington Federal, Inc. 3,488,333
Watsco, Inc. 10,000,677
Webster Financial Corp. 4,484,333
Weingarten Realty Investors 3,723,528
Wendy's Co. 6,736,614
Werner Enterprises, Inc. 3,524,691
WEX, Inc. 11,037,143
Williams-Sonoma, Inc. 11,119,269
Wintrust Financial Corp. 4,162,463
Woodward, Inc. 6,658,226
World Fuel Services Corp. 2,868,793
World Wrestling Entertainment, Inc., Class A 3,780,675
Worthington Industries, Inc. 1,901,416
WPX Energy, Inc. 4,068,378
WW International, Inc. 1,911,498
Wyndham Destinations, Inc. 4,966,206
Wyndham Hotels & Resorts, Inc. 7,525,860
XPO Logistics, Inc. 12,524,328
Yelp, Inc. 2,391,226
Futures Contracts
Description Type Expiration Month
Unrealized
Appreciation
(Depreciation) ($)
S&P Mid Cap 400 E-Mini Index Long March 2019 3,508,249
VALIC Company I - Mid Cap Strategic Growth Fund - (unaudited)
May 31, 2020
Security Coupon(%) Maturity Date Market Value ($)
Advanced Micro Devices, Inc. 2,348,908
Agilent Technologies, Inc. 1,333,911
Airbnb, Inc., Series D 2,192,524
Align Technology, Inc. 2,618,309
Alliant Energy Corp. 1,135,626
Amdocs, Ltd. 2,933,816
Page 84 of 151
AMETEK, Inc. 2,232,955
Aon PLC 3,963,619
Aramark 1,190,526
Ascendis Pharma A/S ADR 89,767
Atlassian Corp. PLC, Class A 5,371,291
Belden, Inc. 276,235
Booz Allen Hamilton Holding Corp. 2,576,647
Boston Scientific Corp. 3,840,675
Bristol-Myers Squibb Co. 1,002,281
Broadridge Financial Solutions, Inc. 3,588,677
Carlisle Cos., Inc. 974,222
CarMax, Inc. 2,695,651
Catalent, Inc. 5,977,437
Cboe Global Markets, Inc. 1,445,620
CBRE Group, Inc., Class A 1,449,405
Ceridian HCM Holding, Inc. 2,004,461
Chipotle Mexican Grill, Inc. 3,157,297
Cimpress PLC 1,973,757
Clarivate Analytics PLC 1,552,285
Clean Harbors, Inc. 2,278,200
Constellation Software, Inc. 5,889,486
Cooper Cos., Inc. 5,371,226
CoStar Group, Inc. 2,380,900
Credit Agricole Corporate and Investment Bank NY 0.00 06/01/2020 5,599,960
Crown Castle International Corp. 4,735,949
Crown Holdings, Inc. 2,590,047
DENTSPLY SIRONA, Inc. 1,406,020
DexCom, Inc. 4,018,031
Discover Financial Services 1,202,953
Dolby Laboratories, Inc., Class A 1,850,807
Dollar Tree, Inc. 2,096,669
Dunkin' Brands Group, Inc. 2,281,181
Dynatrace, Inc. 159,612
Edenred 1,397,060
Edwards Lifesciences Corp. 1,828,547
Elanco Animal Health, Inc. 2,528,649
Entegris, Inc. 1,782,328
EPAM Systems, Inc. 3,660,257
Equifax, Inc. 2,544,336
Euronet Worldwide, Inc. 763,713
Ferguson PLC 1,175,553
Fidelity National Information Services, Inc. 6,526,259
Flex, Ltd. 1,677,888
Floor & Decor Holdings, Inc., Class A 1,695,252
FMC Corp. 1,951,372
Freshpet, Inc. 2,355,148
Frontdoor, Inc. 1,204,840
Gildan Activewear, Inc. 1,216,902
Global Payments, Inc. 4,216,041
GoDaddy, Inc., Class A 3,923,914
Grocery Outlet Holding Corp. 2,075,716
Haemonetics Corp. 1,904,045
Horizon Therapeutics PLC 2,495,155
Hyatt Hotels Corp., Class A 1,237,872
IAA, Inc. 2,005,105
ICU Medical, Inc. 1,277,967
IDEXX Laboratories, Inc. 2,305,789
IHS Markit, Ltd. 1,285,705
Immunomedics, Inc. 613,689
Ingersoll Rand, Inc. 945,292
Intact Financial Corp. 3,089,415
IPG Photonics Corp. 966,588
IQVIA Holdings, Inc. 2,844,020
James River Group Holdings, Ltd. 2,079,479
Kansas City Southern 1,866,448
Keysight Technologies, Inc. 1,733,324
KLA Corp. 3,486,120
L3Harris Technologies, Inc. 2,936,901
Lam Research Corp. 4,976,963
Lamar Advertising Co., Class A 3,099,658
Lamb Weston Holdings, Inc. 1,740,839
Liberty Media Corp. - Liberty Formula One, Series C 929,417
LPL Financial Holdings, Inc. 3,504,678
Lululemon Athletica, Inc. 3,373,068
Mercury Systems, Inc. 1,184,781
Microchip Technology, Inc. 4,536,849
Middleby Corp. 799,562
Page 85 of 151
Molina Healthcare, Inc. 1,591,548
Monolithic Power Systems, Inc. 2,202,795
MSCI, Inc. 1,063,830
National Instruments Corp. 2,326,143
Neurocrine Biosciences, Inc. 1,405,172
NICE, Ltd., ADR 5,336,262
ON Semiconductor Corp. 2,195,446
PerkinElmer, Inc. 3,946,261
PRA Health Sciences, Inc. 1,459,350
Repay Holdings Corp. 2,540,621
Rexnord Corp. 2,058,178
Ritchie Bros. Auctioneers, Inc. 2,364,835
Royal Caribbean Cruises, Ltd. 1,454,072
Ryanair Holdings PLC ADR 1,388,606
Sarepta Therapeutics, Inc. 1,136,391
Sealed Air Corp. 1,868,541
Sensata Technologies Holding PLC 3,230,104
ServiceMaster Global Holdings, Inc. 1,736,659
Slack Technologies, Inc., Class A 1,432,844
Splunk, Inc. 3,653,243
Square, Inc., Class A 1,950,785
SS&C Technologies Holdings, Inc. 4,134,050
STERIS PLC 3,522,674
SVB Financial Group 1,060,436
Take-Two Interactive Software, Inc. 2,996,421
TD Ameritrade Holding Corp. 2,512,632
TE Connectivity, Ltd. 5,279,544
Teledyne Technologies, Inc. 2,809,267
Teleflex, Inc. 1,767,854
Terreno Realty Corp. 1,221,137
Trade Desk, Inc., Class A 1,832,284
Tradeweb Markets, Inc. 2,672,040
Trimble, Inc. 1,389,034
United Rentals, Inc. 1,602,929
Varian Medical Systems, Inc. 1,083,406
Verisk Analytics, Inc. 3,427,007
VF Corp. 1,232,517
Visteon Corp. 827,568
Waste Connections, Inc. 2,255,173
Waters Corp. 2,043,466
Wayfair, Inc., Class A 2,243,702
Westinghouse Air Brake Technologies Corp. 1,991,920
WEX, Inc. 3,438,862
Williams-Sonoma, Inc. 450,582
Willis Towers Watson PLC 2,289,118
Wix.com, Ltd. 2,131,700
WR Berkley Corp. 2,668,655
Xilinx, Inc. 1,808,197
XPO Logistics, Inc. 1,838,480
Zscaler, Inc. 2,101,578
Zynga, Inc., Class A 3,493,214
VALIC Company I - Nasdaq-100 Index Fund - (unaudited)
May 31, 2020
Security Coupon(%) Maturity Date Market Value ($)
Activision Blizzard, Inc. 3,305,969
Adobe, Inc. 11,155,343
Advanced Micro Devices, Inc. 3,757,284
Alexion Pharmaceuticals, Inc. 1,584,958
Align Technology, Inc. 1,154,905
Alphabet, Inc., Class A 23,088,273
Alphabet, Inc., Class C 22,805,563
Amazon.com, Inc. 56,909,663
Amgen, Inc. 8,089,115
Analog Devices, Inc. 2,483,319
ANSYS, Inc. 1,451,790
Apple, Inc. 65,115,702
Applied Materials, Inc. 3,080,349
ASML Holding NV 1,454,787
Autodesk, Inc. 2,758,292
Automatic Data Processing, Inc. 3,776,366
Baidu, Inc. ADR 1,759,034
Biogen, Inc. 3,191,586
BioMarin Pharmaceutical, Inc. 1,144,667
Booking Holdings, Inc. 4,019,858
Page 86 of 151
Broadcom, Inc. 6,947,081
Cadence Design Systems, Inc. 1,527,099
CDW Corp. 945,508
Cerner Corp. 1,357,763
Charter Communications, Inc., Class A 6,820,128
Check Point Software Technologies, Ltd. 952,594
Cintas Corp. 1,536,112
Cisco Systems, Inc. 12,108,693
Citrix Systems, Inc. 1,082,165
Cognizant Technology Solutions Corp., Class A 1,736,174
Comcast Corp., Class A 10,743,044
Copart, Inc. 1,247,348
CoStar Group, Inc. 1,437,078
Costco Wholesale Corp. 8,136,205
CSX Corp. 3,307,282
DexCom, Inc. 2,068,977
Dollar Tree, Inc. 1,383,001
eBay, Inc. 1,905,667
Electronic Arts, Inc. 2,125,332
Exelon Corp. 2,228,684
Expedia Group, Inc. 638,145
Facebook, Inc., Class A 25,346,710
Fastenal Co. 1,415,053
Fiserv, Inc. 4,329,310
Fixed Income Clearing Corp. Repurchase Agreement 0.00 06/01/2020 38,345,000
Fox Corp., Class A 600,552
Fox Corp., Class B 450,263
Gilead Sciences, Inc. 5,872,196
IDEXX Laboratories, Inc. 1,573,744
Illumina, Inc. 3,186,490
Incyte Corp. 1,319,021
Intel Corp. 16,070,497
Intuit, Inc. 4,515,347
Intuitive Surgical, Inc. 4,016,708
JD.com, Inc. ADR 3,006,840
KLA Corp. 1,647,162
Kraft Heinz Co. 2,222,086
Lam Research Corp. 2,378,192
Liberty Global PLC, Class A 230,263
Liberty Global PLC, Class C 540,609
Lululemon Athletica, Inc. 2,209,900
Marriott International, Inc., Class A 1,713,183
Maxim Integrated Products, Inc. 927,783
MercadoLibre, Inc. 2,527,757
Microchip Technology, Inc. 1,373,278
Micron Technology, Inc. 3,177,774
Microsoft Corp. 65,240,482
Mondelez International, Inc., Class A 4,459,283
Monster Beverage Corp. 2,305,219
NetApp, Inc. 588,195
NetEase, Inc. ADR 1,667,912
Netflix, Inc. 10,996,926
NVIDIA Corp. 12,972,786
NXP Semiconductors NV 1,605,158
O'Reilly Automotive, Inc. 1,865,897
PACCAR, Inc. 1,527,573
Paychex, Inc. 1,546,720
PayPal Holdings, Inc. 10,856,125
PepsiCo, Inc. 10,914,309
QUALCOMM, Inc. 5,519,979
Regeneron Pharmaceuticals, Inc. 3,958,140
Ross Stores, Inc. 2,077,659
Seattle Genetics, Inc. 1,616,905
Sirius XM Holdings, Inc. 1,533,849
Skyworks Solutions, Inc. 1,204,366
Splunk, Inc. 1,730,728
Starbucks Corp. 5,465,461
Synopsys, Inc. 1,622,763
Take-Two Interactive Software, Inc. 922,143
Tesla, Inc. 9,179,155
Texas Instruments, Inc. 6,621,655
T-Mobile US, Inc. 7,381,451
Trip.com Group, Ltd . ADR 829,675
Ulta Beauty, Inc. 832,806
United Airlines Holdings, Inc. 486,270
United States Treasury Bills 0.11 12/31/2020 149,846
United States Treasury Bills 0.15 04/22/2021 3,494,194
Page 87 of 151
United States Treasury Bills 0.21 09/10/2020 249,886
United States Treasury Bills 0.34 08/13/2020 99,973
United States Treasury Bills 1.57 06/25/2020 1,199,906
VeriSign, Inc. 1,522,339
Verisk Analytics, Inc. 1,681,385
Vertex Pharmaceuticals, Inc. 4,457,621
Walgreens Boots Alliance, Inc. 2,271,225
Western Digital Corp. 791,960
Workday, Inc., Class A 1,828,981
Xcel Energy, Inc. 2,037,195
Xilinx, Inc. 1,366,193
Zoom Video Communications, Inc., Class A 1,795,518
Futures Contracts
Description Expiration Month
Unrealized
Appreciation
(Depreciation) ($)
Nasdaq 100 E-Mini Index Long June 2020 4,378,988
VALIC Company I - Science & Technology Fund - (unaudited)
May 31, 2020
Security Coupon(%) Maturity Date Market Value ($)
58.com, Inc. ADR 17,723,228
Activision Blizzard, Inc. 7,596,769
Adobe, Inc. 7,622,979
Advanced Micro Devices, Inc. 31,189,743
Adyen NV 2,072,088
Airbnb, Inc., Series E 2,008,062
Akamai Technologies, Inc. 749,593
Alibaba Group Holding, Ltd. ADR 23,989,009
Alphabet, Inc., Class A 21,712,094
Alphabet, Inc., Class C 61,470,709
Alteryx, Inc., Class A 9,142,349
Amazon.com, Inc. 95,831,272
Amphenol Corp., Class A 1,064,091
Apple, Inc. 32,909,969
Applied Materials, Inc. 10,802,347
ASML Holding NV 4,382,483
Atlassian Corp. PLC, Class A 11,453,393
Autodesk, Inc. 1,387,456
Baidu, Inc. ADR 4,297,907
BE Semiconductor Industries NV 4,370,717
Bloom Energy Corp. Class A 966,852
Boeing Co. 5,524,360
Booking Holdings, Inc. 35,342,616
Cisco Systems, Inc. 766,076
Citrix Systems, Inc. 7,248,697
Cognex Corp. 1,437,224
Cree, Inc. 2,252,234
Crowdstrike Holdings, Inc., Class A 18,678,943
Datadog, Inc., Class A 2,209,726
DocuSign, Inc. 1,484,039
DXC Technology Co. 767,269
Elastic NV 1,482,120
Electronic Arts, Inc. 1,341,850
EPAM Systems, Inc. 2,436,712
Equifax, Inc. 4,606,186
Equinix, Inc. 729,023
Etsy, Inc. 6,444,955
Expedia Group, Inc. 655,313
F5 Networks, Inc. 667,357
Facebook, Inc., Class A 103,886,463
Fidelity National Information Services, Inc. 6,346,613
Fiserv, Inc. 6,672,057
Fixed Income Clearing Corp. Repurchase Agreement 0.00 06/01/2020 3,874,000
FleetCor Technologies, Inc. 10,024,645
Flex, Ltd. 7,226,901
FormFactor, Inc. 4,201,024
Fortinet, Inc. 1,047,062
Genpact, Ltd. 7,781,557
Global Payments, Inc. 37,263,201
Globalwafers Co., Ltd. 3,243,752
GM Cruise Holdings, LLC Class F 1,637,025
GrubHub, Inc. 404,556
Guidewire Software, Inc. 8,237,789
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HubSpot, Inc. 4,692,592
Intel Corp. 3,564,355
Intuit, Inc. 4,825,409
Intuitive Surgical, Inc. 8,459,158
Invesco QQQ Trust ETF, Series 1 1,996,395
IPG Photonics Corp. 1,397,823
iShares S&P GSTI Technology Index Fund 1,981,929
JAND, Inc. (dba Warby Parker) 1,196,896
JAND, Inc. (dba Warby Parker), Class A 970,250
JD.com, Inc. ADR 1,447,080
KLA Corp. 16,138,171
Koh Young Technology, Inc. 1,908,670
Lam Research Corp. 11,063,110
Lattice Semiconductor Corp. 7,135,700
Lumentum Holdings, Inc. 7,351,063
Mail.Ru Group, Ltd. GDR 13,364,795
Marvell Technology Group, Ltd. 18,013,938
Mastercard, Inc., Class A 14,086,165
Match Group, Inc. 4,368,213
Maxim Integrated Products, Inc. 10,142,913
Mesosphere, Inc. 981,915
Microchip Technology, Inc. 2,569,975
Micron Technology, Inc. 36,847,868
Microsoft Corp. 97,488,450
MongoDB, Inc. 30,977,401
Motorola Solutions, Inc. 644,847
Naspers, Ltd., Class N 8,072,103
NAVER Corp. 9,129,354
NetApp, Inc. 2,393,580
NetEase, Inc. ADR 3,128,293
Netflix, Inc. 13,009,531
News Corp., Class A 2,340,020
Nexon Co., Ltd. 3,509,018
NVIDIA Corp. 28,876,617
Okta, Inc. 21,879,535
Palo Alto Networks, Inc. 1,365,742
Paycom Software, Inc. 11,853,532
PayPal Holdings, Inc. 41,486,101
Proofpoint, Inc. 3,429,384
Pure Storage, Inc., Class A 24,659,213
Qorvo, Inc. 2,199,540
QUALCOMM, Inc. 14,716,440
RingCentral, Inc., Class A 14,927,428
Roper Technologies, Inc. 815,166
salesforce.com, Inc. 43,330,616
Samsung Electronics Co., Ltd. 27,379,933
Samsung SDI Co., Ltd. 3,934,383
ServiceNow, Inc. 13,617,119
Shopify, Inc., Class A 3,523,770
SK Hynix, Inc. 6,414,956
Skyworks Solutions, Inc. 4,322,561
Slack Technologies, Inc., Class A 8,024,207
Splunk, Inc. 16,628,034
Square, Inc., Class A 11,768,681
State Street Institutional U.S. Government Money Market Fund, Premier Class 502,505
STMicroelectronics NV 994,541
STMicroelectronics NV 4,546,308
SVMK, Inc. 4,011,805
Synopsys, Inc. 3,700,152
T. Rowe Price Government Reserve Fund 34,301,475
Taiwan Semiconductor Manufacturing Co., Ltd. ADR 4,737,815
Take-Two Interactive Software, Inc. 6,538,203
TeamViewer AG 4,529,010
Technology Select Sector SPDR Fund 4,869,599
Telefonaktiebolaget LM Ericsson ADR 1,400,979
Tencent Holdings, Ltd. 4,267,899
Tencent Music Entertainment Group ADR 2,258,817
Teradyne, Inc. 5,708,294
Tesla, Inc. 3,699,050
Tokyo Electron, Ltd. 7,040,933
Tongcheng-Elong Holdings, Ltd. 3,472,468
Trainline PLC 2,479,890
Trip.com Group, Ltd . ADR 24,075,927
Twilio, Inc., Class A 31,836,324
Uber Technologies, Inc. 4,515,339
Veeva Systems, Inc., Class A 11,425,014
Verisk Analytics, Inc. 2,825,908
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Visa, Inc., Class A 24,107,649
Waymo LLC 1,808,277
WEX, Inc. 6,879,501
Wix.com, Ltd. 5,640,734
Workday, Inc., Class A 20,122,454
Xiaoju Kuaizhi, Inc., Series A-17 442,139
Zalando SE 31,787,699
Zoom Video Communications, Inc., Class A 9,192,966
Zscaler, Inc. 14,227,464
Zynga, Inc., Class A 6,156,578
VALIC Company I - Small Cap Aggressive Growth Fund - (unaudited)
May 31, 2020
Security Coupon(%) Maturity Date Market Value ($)
ACI Worldwide, Inc. 2,432,280
Advanced Drainage Systems, Inc. 475,325
Advanced Energy Industries, Inc. 2,995,321
Aimmune Therapeutics, Inc. 1,459,189
Amicus Therapeutics, Inc. 2,253,447
Apellis Pharmaceuticals, Inc. 1,701,345
Arco Platform, Ltd., Class A 2,090,264
Arena Pharmaceuticals, Inc. 1,993,330
Armstrong World Industries, Inc. 881,309
Ascendis Pharma A/S ADR 1,657,131
Assembly Biosciences, Inc. 700,471
AssetMark Financial Holdings, Inc. 704,880
Avaya Holdings Corp. 2,205,476
Axon Enterprise, Inc. 1,662,005
Bandwidth, Inc., Class A 5,447,169
BellRing Brands, Inc., Class A 2,994,731
Bill.com Holdings, Inc. 326,612
BJ's Wholesale Club Holdings, Inc. 842,400
Bluebird Bio, Inc. 1,845,143
Blueprint Medicines Corp. 1,509,424
Cabot Microelectronics Corp. 2,032,386
Cardlytics, Inc. 504,547
Celyad SA ADR 319,911
Constellation Pharmaceuticals, Inc. 958,599
Cornerstone OnDemand, Inc. 827,883
CryoPort, Inc. 1,228,254
CytomX Therapeutics, Inc. 839,308
Denny's Corp. 171,026
e.l.f. Beauty, Inc. 1,723,256
eHealth, Inc. 1,512,872
Eldorado Resorts, Inc. 1,559,885
Envestnet, Inc. 2,109,321
Epizyme, Inc. 1,628,816
Equillium, Inc. 213,762
ESCO Technologies, Inc. 997,103
Essent Group, Ltd. 1,074,786
Everbridge, Inc. 5,119,100
EverQuote, Inc., Class A 867,573
Evo Payments, Inc., Class A 1,800,425
Evoqua Water Technologies Corp. 1,510,255
Fate Therapeutics, Inc. 2,850,273
FirstCash, Inc. 1,343,073
Five9, Inc. 1,378,566
Fixed Income Clearing Corp. Repurchase Agreement 0.00 06/01/2020 3,847,000
Frontdoor, Inc. 1,475,408
FTI Consulting, Inc. 2,651,325
Generac Holdings, Inc. 1,912,731
Gossamer Bio, Inc. 759,011
GW Pharmaceuticals PLC ADR 1,320,790
Hanger, Inc. 900,007
Health Catalyst, Inc. 1,354,829
HealthEquity, Inc. 1,593,868
Hostess Brands, Inc. 2,617,739
Immunomedics, Inc. 2,476,255
Inspire Medical Systems, Inc. 1,979,791
Iovance Biotherapeutics, Inc. 2,325,498
iRhythm Technologies, Inc. 2,837,997
Itron, Inc. 1,430,768
Krystal Biotech, Inc. 360,384
Kura Oncology, Inc. 1,456,752
Lattice Semiconductor Corp. 2,954,805
Page 90 of 151
LendingTree, Inc. 689,053
LHC Group, Inc. 3,747,481
LiveRamp Holdings, Inc. 2,237,579
MACOM Technology Solutions Holdings, Inc. 2,064,703
Masimo Corp. 1,719,760
Mercury Systems, Inc. 2,663,524
Mirati Therapeutics, Inc. 1,533,477
Myovant Sciences, Ltd. 1,095,150
Nevro Corp. 2,269,592
Ollie's Bargain Outlet Holdings, Inc. 1,009,608
ORIC Pharmaceuticals, Inc. 709,829
Planet Fitness, Inc., Class A 1,902,707
PRA Group, Inc. 1,716,918
Q2 Holdings, Inc. 1,630,093
Repay Holdings Corp. 323,942
Sage Therapeutics, Inc. 623,671
Silicon Laboratories, Inc. 1,788,906
Silk Road Medical, Inc. 1,498,271
Simpson Manufacturing Co., Inc. 1,973,559
SiteOne Landscape Supply, Inc. 2,405,795
Skyline Champion Corp. 727,564
Strategic Education, Inc. 3,199,222
Teladoc Health, Inc. 1,636,164
Trex Co., Inc. 1,930,328
Twist Bioscience Corp. 873,609
Varonis Systems, Inc. 3,399,229
Walker & Dunlop, Inc. 933,930
Watts Water Technologies, Inc., Class A 2,237,836
Western Alliance Bancorp 1,375,689
Wingstop, Inc. 1,134,135
Wix.com, Ltd. 5,400,396
WNS Holdings, Ltd. ADR 1,515,459
VALIC Company I - Small Cap Fund - (unaudited)
May 31, 2020
Security Coupon(%) Maturity Date Market Value ($)
1st Constitution Bancorp 82,176
1stdibs.com, Inc., Series D 41,201
A Place For Rover, Inc. 33,924
A Place For Rover, Inc. 2,373
A.H. Belo Corp., Class A 23,250
Aaron's, Inc. 543,131
Acacia Research Corp. 103,600
ACADIA Pharmaceuticals, Inc. 146,556
Acadia Realty Trust 92,667
Acceleron Pharma, Inc. 385,437
AcelRx Pharmaceuticals, Inc. 44,619
Aclaris Therapeutics, Inc. 98,700
Acme United Corp. 97,752
Acorda Therapeutics, Inc. 17,648
Acushnet Holdings Corp. 1,282,559
Adamas Pharmaceuticals, Inc. 37,260
Adams Resources & Energy, Inc. 86,943
Adaptive Biotechnologies Corp. 135,953
ADDvantage Technologies Group, Inc. 46,000
ADT, Inc. 113,450
Aduro Biotech, Inc. 106,602
Advaxis, Inc. 48,020
Aeglea BioTherapeutics, Inc. 111,887
Aerojet Rocketdyne Holdings, Inc. 291,822
Agios Pharmaceuticals, Inc. 156,927
AgroFresh Solutions, Inc. 164,388
Aimmune Therapeutics, Inc. 140,770
Alaska Communications Systems Group, Inc. 200,970
Alcoa Corp. 163,938
Alico, Inc. 91,777
Alignment Healthcare Partners, Class A1 92,489
Alimera Sciences, Inc. 37,798
ALJ Regional Holdings, Inc. 26,000
Allbirds, Inc. 54,066
Allbirds, Inc., Series A 17,641
Allbirds, Inc., Series B 3,099
Allbirds, Inc., Series C 29,655
Allbirds, Inc., Series SEED 9,488
Allena Pharmaceuticals, Inc. 50,736
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Allogene Therapeutics, Inc. 80,716
Alpha Pro Tech, Ltd. 149,400
Altimmune, Inc. 139,200
Altra Industrial Motion Corp. 1,194,678
Altus Midstream Co., Class A 20,700
Amarin Corp. PLC ADR 47,334
AMCON Distributing Co. 27,685
Amedisys, Inc. 734,015
American Campus Communities, Inc. 452,200
American Superconductor Corp. 76,125
AmeriServ Financial, Inc. 65,340
Ampco-Pittsburgh Corp. 64,155
Ampio Pharmaceuticals, Inc. 53,060
Amplify Energy Corp. 28,050
Apellis Pharmaceuticals, Inc. 57,273
API Group Corp. 288,467
Api Group Corp. J2 Acquisition, Ltd. 0
Applied Genetic Technologies Corp. 96,000
Applied Industrial Technologies, Inc. 1,289,282
Applied Optoelectronics, Inc. 44,150
AptarGroup, Inc. 3,556,237
ARC Document Solutions, Inc. 105,060
Arcutis Biotherapeutics, Inc. 44,185
Argenx SE ADR 782,901
Ark Restaurants Corp. 102,000
Arlington Asset Investment Corp., Class A 72,000
Ascendis Pharma A/S ADR 994,424
Aspen Aerogels, Inc. 88,040
Aspen Technology, Inc. 1,585,868
AssetMark Financial Holdings, Inc. 533,466
Assurant, Inc. 607,581
Asta Funding, Inc. 165,000
AstroNova, Inc. 45,010
Atlantic American Corp. 3,540
Atlantic Capital Bancshares, Inc. 104,971
Atlanticus Holdings Corp. 107,793
AtriCure, Inc. 347,148
Avalara, Inc. 64,236
Avanos Medical, Inc. 344,216
Aware, Inc. 77,745
Axis Capital Holdings, Ltd. 437,341
Axonics Modulation Technologies, Inc. 89,878
AZZ, Inc. 335,596
Babcock & Wilcox Enterprises, Inc. 118,250
Ballantyne Strong, Inc. 23,240
Bank of Commerce Holdings 58,293
Bank of Princeton 42,353
BankFinancial Corp. 84,444
BankUnited, Inc. 1,413,738
Barnes & Noble Education, Inc. 83,700
Barnwell Industries, Inc. 8,702
Bassett Furniture Industries, Inc. 41,600
BBQ Holdings, Inc. 24,585
Beasley Broadcast Group, Inc., Class A 30,812
Bel Fuse, Inc., Class B 56,220
Belden, Inc. 54,464
Bellicum Pharmaceuticals, Inc. 29,757
BellRing Brands, Inc., Class A 125,600
Big 5 Sporting Goods Corp. 176,700
Bill.com Holdings, Inc. 977,119
BJ’s Restaurant, Inc. 252,168
BJ's Wholesale Club Holdings, Inc. 2,423,196
Blackbaud, Inc. 231,568
Blue Apron Holdings, Inc., Class A 28,260
BlueLinx Holdings, Inc. 72,450
Blueprint Medicines Corp. 355,208
Booz Allen Hamilton Holding Corp. 654,032
Boston Beer Co., Inc., Class A 1,342,363
Bowl America, Inc., Class A 25,590
Brady Corp., Class A 1,762,451
Bridge Bancorp, Inc. 168,270
Briggs & Stratton Corp. 41,000
Bright Horizons Family Solutions, Inc. 1,212,332
BrightView Holdings, Inc. 97,637
Brink's Co. 449,200
Bruker Corp. 592,503
Brunswick Corp. 2,066,066
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Build-A-Bear Workshop, Inc. 23,835
Burlington Stores, Inc. 1,142,702
BWX Technologies, Inc. 530,156
C&F Financial Corp. 108,120
Cable One, Inc. 1,117,039
Cabot Microelectronics Corp. 2,235,045
Cadence BanCorp 132,864
California Water Service Group 310,200
Cal-Maine Foods, Inc. 550,361
Calyxt, Inc. 86,800
Canterbury Park Holding Corp. 35,200
Capital Bancorp, Inc. 91,040
Capital Senior Living Corp. 15,510
Capitol Federal Financial, Inc. 216,526
Cara Therapeutics, Inc. 68,971
Carrols Restaurant Group, Inc. 171,600
Carter's, Inc. 1,180,232
Casey's General Stores, Inc. 949,435
Castlight Health, Inc., Class B 50,019
Catabasis Pharmaceuticals, Inc. 77,625
Catalent, Inc. 4,691,783
Cavco Industries, Inc. 266,266
cbdMD, Inc. 27,342
Cboe Global Markets, Inc. 842,737
CenterState Bank Corp. 299,647
Centrus Energy Corp, Class A 82,080
Ceridian HCM Holding, Inc. 784,705
Chaparral Energy, Inc., Class A 29,916
Chart Industries, Inc. 247,471
Checkr, Inc. 41,585
Checkr, Inc. 67,102
Checkr, Inc., Series D 91,410
Chemed Corp. 821,602
Chemung Financial Corp. 65,832
Chesapeake Utilities Corp. 487,836
Chimerix, Inc. 178,776
China XD Plastics Co., Ltd 18,122
Chuy's Holdings, Inc. 215,385
Cinemark Holdings, Inc. 571,982
Citi Trends, Inc. 100,688
Citizens Holding Co. 101,250
Clarivate Analytics PLC 823,742
Clearside Biomedical, Inc. 93,000
Codorus Valley Bancorp, Inc. 48,296
Collier Creek Holdings 142,481
Colony Bankcorp, Inc. 95,400
Columbia Banking System, Inc. 155,149
Commerce Bancshares, Inc. 1,883,222
Communications Systems, Inc. 154,200
Community Healthcare Trust, Inc. 101,976
Computer Modelling Group, Ltd. 49,446
Computer Task Group, Inc. 81,144
Conformis, Inc. 49,435
Consolidated Communications Holdings, Inc. 6
Constellium SE 234,806
Consumer Portfolio Services, Inc. 63,455
Container Store Group, Inc. 99,750
Contango Oil & Gas Co. 110,000
Contura Energy, Inc. 65,280
Convoy, Inc., Series C 121,177
Convoy, Inc., Series D 76,740
Conyers Park II Acquisition Corp. 154,570
Core Molding Technologies, Inc. 35,625
CoreLogic, Inc. 1,382,526
CorMedix, Inc. 52,156
Corvus Pharmaceuticals, Inc. 69,000
Coupa Software, Inc. 317,831
Covia Holdings Corp. 25,100
CPI Aerostructures, Inc. 76,720
CRISPR Therapeutics AG 42,171
Cross Country Healthcare, Inc. 77,641
CrossFirst Bankshares, Inc. 189,579
Crown Holdings, Inc. 1,423,953
CTO Realty Growth, Inc. 129,518
CTS Corp. 348,461
CubeSmart 2,112,956
Cubic Corp. 413,295
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Cullen/Frost Bankers, Inc. 1,180,422
Culp, Inc. 88,665
Cumberland Pharmaceuticals, Inc. 92,018
Cumulus Media, Inc., Class A 74,965
Curis, Inc. 42,846
Cushman & Wakefield PLC 1,110,198
Cyclerion Therapeutics, Inc. 79,600
Cymabay Therapeutics, Inc. 148,200
Darden Restaurants, Inc. 92,155
Dawson Geophysical Co. 26,304
Delta Apparel, Inc. 67,705
Denbury Resources, Inc. 63,900
Denny's Corp. 195,210
Descartes Systems Group, Inc. 822,926
Destination XL Group, Inc. 17,096
Devon Energy Corp. 162,150
DHI Group, Inc. 66,750
Diamondback Energy, Inc. 519,476
DIRTT Environmental Solutions 102,180
Dixie Group, Inc. 10,400
Douglas Dynamics, Inc. 882,989
Douglas Emmett, Inc. 79,272
Dril-Quip, Inc. 127,638
Drive Shack, Inc. 107,690
Dunkin' Brands Group, Inc. 783,621
E.W. Scripps Co., Class A 303,988
Earthstone Energy, Inc., Class A 99,532
East West Bancorp, Inc. 363,480
Eastern Co. 78,339
EastGroup Properties, Inc. 3,022,965
Eastman Kodak Co. 89,032
Eaton Vance Corp. 1,017,547
Educational Development Corp. 132,160
Elanco Animal Health, Inc. CVR 0
Electromed, Inc. 118,244
Element Solutions, Inc. 360,895
Elevate Credit, Inc. 45,900
Eloxx Pharmaceuticals, Inc. 57,291
eMagin Corp. 21,016
EMCORE Corp. 77,871
Emerson Radio Corp. 7,350
Enanta Pharmaceuticals, Inc. 25,745
Encompass Health Corp. 2,731,419
Encore Capital Group, Inc. 347,310
Enerpac Tool Group Corp. 214,800
Enservco Corp. 20,669
Entasis Therapeutics Holdings, Inc. 27,700
Entegris, Inc. 1,131,732
Envela Corp. 53,850
Envestnet, Inc. 1,172,797
Envista Holdings Corp. 708,951
Enzo Biochem, Inc. 106,875
Equillium, Inc. 51,750
Equity Bancshares, Inc., Class A 122,325
Era Group, Inc. 95,190
ERO Copper Corp. 284,077
Escalade, Inc. 52,416
ESCO Technologies, Inc. 705,902
ESSA Bancorp, Inc. 129,150
Essent Group, Ltd. 234,655
Euronet Worldwide, Inc. 397,866
Evans Bancorp, Inc. 70,876
Evelo Biosciences, Inc. 58,995
Everspin Technologies, Inc. 58,900
Evo Payments, Inc., Class A 86,346
Evolution Petroleum Corp. 56,364
Express, Inc. 25,141
Extraction Oil & Gas, Inc. 55,100
EyePoint Pharmaceuticals, Inc. 64,500
FactSet Research Systems, Inc. 1,475,740
Farmers Business Network, Inc., Series C 142,935
FB Financial Corp. 315,335
Federal Signal Corp. 186,496
Fiesta Restaurant Group, Inc. 178,747
First Bancshares, Inc. 191,642
First Financial Bancorp 830,319
First Financial Northwest, Inc. 97,700
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First Hawaiian, Inc. 1,259,906
First Horizon National Corp. 1,077,401
First Industrial Realty Trust, Inc. 250,008
First Internet Bancorp 80,400
First Northwest Bancorp 88,140
First Western Financial, Inc. 64,900
FirstService Corp. 936,660
Five Below, Inc. 167,440
Five Prime Therapeutics, Inc. 121,900
Five9, Inc. 713,145
Fixed Income Clearing Corp. Repurchase Agreement 0.00 06/01/2020 6,371,000
Flanigan's Enterprises, Inc. 722
Flexsteel Industries, Inc. 92,349
Flotek Industries, Inc. 49,000
Focus Financial Partners, Inc., Class A 1,221,842
Fortune Brands Home & Security, Inc. 1,433,170
Forum Energy Technologies, Inc. 29,000
Francesca's Holdings Corp. 45,966
Franco-Nevada Corp. 491,274
Franklin Covey Co. 63,900
FreightCar America, Inc. 42,000
Frequency Electronics, Inc. 81,000
Friedman Industries, Inc. 44,600
Fuel Tech, Inc. 55,755
G1 Therapeutics, Inc. 48,789
Gaia, Inc. 73,602
Gates Industrial Corp. PLC 817,367
GCP Applied Technologies, Inc. 1,124,940
Generac Holdings, Inc. 1,594,499
General Moly, Inc. 23,050
Generation Bio 41,930
Genesis Healthcare, Inc. 86,210
Gentherm, Inc. 356,329
Geospace Technologies Corp. 70,132
Gibraltar Industries, Inc. 499,734
Global Blood Therapeutics, Inc. 670,113
GlobalSCAPE, Inc. 115,290
Golden Minerals Co. 28,968
Goldfield Corp. 121,275
Goodrich Petroleum Corp. 72,360
GP Strategies Corp. 88,705
Graco, Inc. 424,248
Graham Corp. 66,352
Gran Tierra Energy, Inc. 51,213
Grasshopper Bancorp, Inc. 38,539
Grasshopper Bancorp, Inc. 2,785
Great Elm Capital Group, Inc. 96,000
Greenlane Holdings, Inc., Class A 34,400
Grocery Outlet Holding Corp. 36,810
GSI Technology, Inc. 149,094
Guidewire Software, Inc. 1,505,669
Gulf Island Fabrication, Inc. 27,209
Halliburton Co. 353,992
Hallmark Financial Services, Inc. 34,950
Hamilton Beach Brands Holding Co., Class A 84,040
Hanger, Inc. 401,552
Hanover Insurance Group, Inc. 471,645
Harvard Bioscience, Inc. 118,800
Haul Hub, Inc. 23,391
Hawthorn Bancshares, Inc. 63,907
Haynes International, Inc. 177,960
HealthEquity, Inc. 1,108,829
Helios Technologies, Inc. 296,068
Heritage Commerce Corp. 190,071
Heritage Financial Corp. 182,400
Heritage-Crystal Clean, Inc. 150,944
Hi-Crush Partners LP 22,653
HighPoint Resources Corp. 39,600
Hill International, Inc. 44,100
HMS Holdings Corp. 449,856
Home BancShares, Inc. 596,164
Homology Medicines, Inc. 67,070
Horizon Global Corp. 56,700
Houston Wire & Cable Co. 35,816
IAA, Inc. 1,707,937
IBERIABANK Corp. 695,100
Iconix Brand Group, Inc. 30,458
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ICU Medical, Inc. 2,193,225
IEC Electronics Corp. 97,047
IGM Biosciences, Inc. 131,309
Immunomedics, Inc. 262,002
Inari Medical, Inc. 32,428
Independence Contract Drilling, Inc. 43,190
Independent Bank Group, Inc. 62,388
Infinity Pharmaceuticals, Inc. 90,000
Information Services Group, Inc. 47,128
Ingersoll Rand, Inc. 568,907
Innodata, Inc. 71,536
Inphi Corp. 169,403
Insmed, Inc. 417,594
Intellicheck, Inc. 152,272
Intersect ENT, Inc. 46,830
Intevac, Inc. 31,781
Intrepid Potash, Inc. 98,400
IntriCon Corp. 100,394
Inuvo, Inc. 42,840
Investors Bancorp, Inc. 229,152
Iovance Biotherapeutics, Inc. 48,135
iRhythm Technologies, Inc. 688,802
IRIDEX Corp. 14,580
J Alexander's Holdings, Inc. 55,120
J. Jill, Inc. 21,762
JAKKS Pacific, Inc. 18,000
JAND, Inc. (dba Warby Parker) 107,310
JAND, Inc. (dba Warby Parker) 106,042
JAND, Inc. (dba Warby Parker), Class A 86,978
JBG SMITH Properties 580,686
JMP Group LLC 46,944
John Bean Technologies Corp. 724,317
KalVista Pharmaceuticals, Inc. 7,875
KAR Auction Services, Inc. 342,018
Key Tronic Corp. 39,399
Kinsale Capital Group, Inc. 2,174,249
Kirkland's, Inc. 50,850
KLX Energy Services Holdings, Inc. 20,720
Knight-Swift Transportation Holdings, Inc. 2,225,469
Kodiak Sciences, Inc. 330,932
Kosmos Energy, Ltd. 20,682
Kratos Defense & Security Solutions, Inc. 170,660
Krystal Biotech, Inc. 82,153
Kura Sushi USA, Inc., Class A 65,655
L.S. Starrett Co., Class A 26,000
Lake Shore Bancorp, Inc. 111,600
Landstar System, Inc. 1,780,754
Laredo Petroleum, Inc. 84,850
Lattice Semiconductor Corp. 1,221,739
Lazard, Ltd., Class A 1,284,741
LCI Industries 2,090,193
Leaf Group, Ltd. 171,990
Lee Enterprises, Inc. 94,017
LGL Group, Inc. 43,000
Libbey, Inc. 31,828
Liberty Oilfield Services, Inc., Class A 192,837
Lifetime Brands, Inc. 45,520
Lifeway Foods, Inc. 15,879
Lincoln Educational Services Corp. 78,000
Lincoln Electric Holdings, Inc. 2,181,367
Lineage Cell Therapeutics, Inc. 5,918
Littelfuse, Inc. 422,474
Live Oak Bancshares, Inc. 163,753
LogicBio Therapeutics, Inc. 113,190
Lonestar Resources US, Inc., Class A 17,505
Lovesac Co. 146,480
LSB Industries, Inc. 83,700
LSI Industries, Inc. 122,800
Luby's, Inc. 32,640
Lundin Mining Corp. 175,882
Magnolia Oil & Gas Corp., Class A 257,631
Malvern Bancorp, Inc. 45,144
Mammoth Energy Services, Inc. 37,800
Manning & Napier, Inc. 26,796
Marchex, Inc., Class B 62,000
Marin Software, Inc. 20,357
Marinus Pharmaceuticals, Inc. 73,152
Page 96 of 151
Marker Therapeutics, Inc. 81,720
Marlin Business Services Corp. 56,175
Matson, Inc. 482,833
Mayville Engineering Co., Inc. 61,200
Medallia, Inc. 990,422
Medallion Financial Corp. 39,843
Menlo Therapeutics, Inc. 46,366
Meridian Bancorp, Inc. 243,763
Meridian Corp. 104,811
Meritor, Inc. 517,652
Merrimack Pharmaceuticals, Inc. 16,950
Mesa Air Group, Inc. 79,950
MGE Energy, Inc. 128,584
Michaels Cos., Inc. 130,468
Middlesex Water Co. 324,507
Minerals Technologies, Inc. 379,687
Mitcham Industries, Inc. 34,272
MKS Instruments, Inc. 147,882
Moelis & Co., Class A 1,376,375
Molina Healthcare, Inc. 4,083,209
Momenta Pharmaceuticals, Inc. 322,324
Monarch Casino & Resort, Inc. 528,082
MoneyGram International, Inc. 114,680
Monolithic Power Systems, Inc. 963,592
Monro, Inc. 728,698
Montage Resources Corp., Class A 15,912
Morningstar, Inc. 1,673,334
MSA Safety, Inc. 2,245,587
Mueller Water Products, Inc., Class A 307,286
Mustang Bio, Inc. 102,575
MyoKardia, Inc. 590,725
NanoViricides, Inc. 45,120
National CineMedia, Inc. 89,942
National Instruments Corp. 658,124
National Retail Properties, Inc. 1,417,855
National Vision Holdings, Inc. 567,013
Natural Gas Services Group, Inc. 65,104
Natural Grocers by Vitamin Cottage, Inc. 129,600
nCino, Inc. 93,155
NCS Multistage Holdings, Inc. 49,131
Neos Therapeutics, Inc. 28,392
Network-1 Technologies, Inc. 44,400
Neuronetics, Inc. 53,985
Nevro Corp. 370,394
New Fortress Energy LLC 77,020
New Home Co., Inc. 32,445
Newpark Resources, Inc. 80,800
NextEra Energy Partners LP 311,771
NexTier Oilfield Solutions, Inc. 159,500
NII Holdings, Inc. 6,510
Nine Energy Service, Inc. 40,600
nLight, Inc. 1,106,416
Nomad Foods, Ltd. 360,547
Nordson Corp. 1,094,125
Northeast Bank 111,540
Northern Star Resources, Ltd. 599,984
Northrim BanCorp, Inc. 83,052
NorthWestern Corp. 1,889,031
Novan, Inc. 46,345
Novanta, Inc. 1,374,568
Novavax, Inc. 82,872
NuVasive, Inc. 287,850
Nuverra Environmental Solutions, Inc. 9,261
Odonate Therapeutics, Inc. 37,865
Ohio Valley Banc Corp. 100,200
Oil-Dri Corp. of America 173,607
Ollie's Bargain Outlet Holdings, Inc. 1,344,224
Olympic Steel, Inc. 97,064
On Deck Capital, Inc. 41,135
Oncocyte Corp. 138,000
ONE Gas, Inc. 864,891
OneSpaWorld Holdings, Ltd. 110,788
Orchard Therapeutics PLC ADR 110,894
Origin Bancorp, Inc. 230,941
Orion Group Holdings, Inc. 81,793
Otonomy, Inc. 89,600
Outfront Media, Inc. 733,000
Page 97 of 151
Overseas Shipholding Group, Inc., Class A 77,350
P.A.M. Transportation Services, Inc. 47,359
Pacific Mercantile Bancorp 60,800
Pacific Premier Bancorp, Inc. 324,300
Palatin Technologies, Inc. 98,846
Panhandle Oil and Gas, Inc., Class A 41,800
Papa John's International, Inc. 973,625
Paramount Group, Inc. 74,995
Parsley Energy, Inc., Class A 94,215
Parsons Corp. 200,982
Party City Holdco, Inc. 258,000
Patriot Transportation Holding, Inc. 42,025
Paycom Software, Inc. 526,989
PDF Solutions, Inc. 236,110
PEDEVCO Corp. 53,200
Penn Virginia Corp. 173,844
Pennant Group, Inc. 158,752
PennyMac Financial Services, Inc. 522,337
Penumbra, Inc. 236,388
Peoples Bancorp of North Carolina, Inc. 105,875
Performance Food Group Co. 2,380,645
Performant Financial Corp. 30,000
PGT Innovations, Inc. 217,882
PhaseBio Pharmaceuticals, Inc. 144,240
PICO Holdings, Inc. 83,800
Pinnacle Financial Partners, Inc. 460,586
Pixelworks, Inc. 78,980
Planet Fitness, Inc., Class A 908,181
PlayAGS, Inc. 234,450
Plex Systems, Inc., Series B 108,579
PNM Resources, Inc. 911,837
Pool Corp. 4,303,782
Popular, Inc. 157,960
Portland General Electric Co. 1,911,206
Portman Ridge Finance Corp. 21,710
Post Holdings, Inc. 565,890
Potbelly Corp. 63,000
Power Integrations, Inc. 1,449,290
Powerfleet, Inc. 117,500
PQ Group Holdings, Inc. 1,030,468
PRA Group, Inc. 400,569
Premier, Inc., Class A 1,254,145
Prestige Consumer Healthcare, Inc. 728,794
PRGX Global, Inc. 104,410
Primo Water Corp. 1,104,462
Principia Biopharma, Inc. 206,301
Professional Holding Corp., Class A 49,488
Proofpoint, Inc. 592,977
ProSight Global, Inc. 13,432
Prosperity Bancshares, Inc. 431,574
Protalix BioTherapeutics, Inc. 29,061
Proteostasis Therapeutics, Inc. 79,255
Providence Service Corp. 265,650
Provident Financial Holdings, Inc. 43,938
Prudential Bancorp, Inc. 61,100
PS Business Parks, Inc. 755,868
PTC Therapeutics, Inc. 116,633
Q2 Holdings, Inc. 1,976,684
QEP Resources, Inc. 123,772
Quad/Graphics, Inc. 85,500
Quaker Chemical Corp. 2,487,918
Quidel Corp. 1,359,575
Quintana Energy Services, Inc. 10,680
RA Medical Systems, Inc. 18,060
Radian Group, Inc. 222,526
Radius Health, Inc. 228,969
Ramaco Resources, Inc. 81,300
Ranger Energy Services, Inc. 18,300
Rayonier Advanced Materials, Inc. 84,630
RBC Bearings, Inc. 2,082,886
RCM Technologies, Inc. 27,400
RealNetworks, Inc. 92,500
RealPage, Inc. 766,434
Reata Pharmaceuticals, Inc., Class A 310,549
Red Lion Hotels Corp. 88,000
Red Robin Gourmet Burgers, Inc. 112,460
Regency Centers Corp. 146,984
Page 98 of 151
Regional Management Corp. 17,446
Rentokil Initial PLC 526,406
Retractable Technologies, Inc. 163,200
Rexford Industrial Realty, Inc. 525,360
Reynolds Consumer Products, Inc. 102,073
RGC Resources, Inc. 12,382
RH 401,680
Richardson Electronics, Ltd. 62,400
RigNet, Inc. 12,352
Ring Energy, Inc. 148,750
Rivian Automotive, Inc., Series D 131,012
RLI Corp. 2,045,933
RLJ Lodging Trust 703,060
Rockwell Medical, Inc. 96,300
Rocky Brands, Inc. 139,186
Rocky Mountain Chocolate Factory, Inc. 27,885
Roofoods, Ltd. 6,686
Roofoods, Ltd. 240,186
RTW RetailWinds, Inc. 28,369
Rush Enterprises, Inc., Class A 183,128
Ryman Hospitality Properties, Inc. 365,521
Safeguard Scientifics, Inc. 89,253
Safety Insurance Group, Inc. 225,518
Saia, Inc. 238,568
Salem Media Group, Inc. 40,491
Sanderson Farms, Inc. 475,272
SandRidge Energy, Inc. 86,900
Savara, Inc. 63,440
SB One Bancorp 101,940
Scholar Rock Holding Corp. 57,187
scPharmaceuticals, Inc. 95,795
SCYNEXIS, Inc. 75,420
Seacoast Banking Corp. of Florida 431,172
SEACOR Marine Holdings, Inc. 23,250
Seattle Genetics, Inc. 408,746
Seismic Software Holdings, Inc., Series E 61,211
Selecta Biosciences, Inc. 128,450
Selective Insurance Group, Inc. 687,095
SelectQuote Inc. 116,184
Selectquote, Inc. 391,637
Semtech Corp. 202,084
ServiceMaster Global Holdings, Inc. 125,020
ServiceSource International, Inc. 88,550
ServiceTitan, Inc. 6,455
ServiceTitan, Inc., Series A-1 135
ServiceTitan, Inc., Series D 65,634
Sesen Bio, Inc. 76,399
Seven Generations Energy, Ltd., Class A 56,237
Shiloh Industries, Inc. 63,189
Shore Bancshares, Inc. 80,000
Sientra, Inc. 168,392
Sierra Oncology, Inc. 105,075
Signature Bank 1,533,256
SilverBow Resources, Inc. 37,800
Silvercrest Asset Management Group, Inc., Class A 112,700
Simply Good Foods Co. 73,178
SiteOne Landscape Supply, Inc. 1,099,564
SJW Group 450,563
Skyline Champion Corp. 308,066
SLM Corp. 163,728
Smart Sand, Inc. 15,900
Sonim Technologies, Inc. 15,687
Sound Bank 0
Sound Bank (Non-Voting Shares) 16,044
Sound Bank (Voting Shares) 7,880
South State Corp. 222,687
Southwest Gas Holdings, Inc. 914,210
Spok Holdings, Inc. 49,296
SPX Corp. 191,904
SS&C Technologies Holdings, Inc. 846,135
State Auto Financial Corp. 128,832
State Street Institutional U.S. Government Money Market Fund, Premier Class 747,943
Steel Connect, Inc. 37,109
Stella-Jones, Inc. 99,757
Sterling Bancorp, Inc. 42,137
Steven Madden, Ltd. 49,392
StoneCo, Ltd., Class A 245,267
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StoneMor, Inc. 48,003
Stoneridge, Inc. 174,930
Strategic Education, Inc. 148,766
Strattec Security Corp. 19,350
Superior Drilling Products, Inc. 42,398
Superior Energy Services, Inc. 49,210
Superior Group of Cos., Inc. 95,095
Surface Oncology, Inc. 148,190
Synacor, Inc. 48,400
Syneos Health, Inc. 1,584,215
Synlogic, Inc. 134,034
Synthetic Biologics, Inc. 13,874
Sypris Solutions, Inc. 16,776
T. Rowe Price Government Reserve Fund 1,105,280
T2 Biosystems, Inc. 20,983
Tabula Rasa HealthCare, Inc. 85,488
Tailored Brands, Inc. 38,700
Tandy Leather Factory, Inc. 52,350
Team, Inc. 69,020
Tela Bio, Inc. 119,625
Teledyne Technologies, Inc. 1,107,395
Tempur Sealy International, Inc. 358,765
Tetra Tech, Inc. 181,470
TETRA Technologies, Inc. 24,750
Tetraphase Pharmaceuticals, Inc. 21,600
TherapeuticsMD, Inc. 113,033
Thermon Group Holdings, Inc. 65,723
Thor Industries, Inc. 1,025,694
Tilly's, Inc., Class A 56,156
Titan International, Inc. 68,142
Toast, Inc. 258,984
Toast, Inc. 396
Toast, Inc. 21,384
Toast, Inc., Series B 3,528
Tocagen, Inc. 16,093
Tonix Pharmaceuticals Holding Corp. 32,500
Toro Co. 4,098,323
Town Sports International Holdings, Inc. 62,250
Towne Bank 185,564
Townsquare Media, Inc., Class A 49,170
TransAct Technologies, Inc. 30,750
TransEnterix, Inc. 31,748
TravelCenters of America, Inc. 78,996
Travelzoo 67,320
Trecora Resources 13,419
TreeHouse Foods, Inc. 701,043
Trevena, Inc. 71,500
Trevi Therapeutics, Inc. 40,800
TRI Pointe Group, Inc. 279,483
Tricida, Inc. 154,364
Trinity Place Holdings, Inc. 17,200
Tuesday Morning Corp. 17,598
Tupperware Brands Corp. 92,055
Turning Point Therapeutics, Inc. 195,216
Twin Disc, Inc. 68,625
Tyler Technologies, Inc. 1,622,090
U.S. Physical Therapy, Inc. 320,359
Ultragenyx Pharmaceutical, Inc. 454,095
Ultralife Corp. 102,705
United Bancshares, Inc. 93,000
United Security Bancshares 73,897
United-Guardian, Inc. 55,160
Unity Bancorp, Inc. 114,480
Universal Stainless & Alloy Products, Inc. 58,800
Unum Therapeutics, Inc. 16,836
Upwork, Inc. 79,616
Uranium Energy Corp. 105,525
US Auto Parts Network, Inc. 195,160
USA Truck, Inc. 25,640
VAALCO Energy, Inc. 29,757
Valmont Industries, Inc. 73,872
Venture Global LNG, Inc., Series B 15,392
Venture Global LNG, Inc., Series C 227,032
Vince Holding Corp. 62,400
Visteon Corp. 282,960
VIVUS, Inc. 26,992
VolitionRX, Ltd. 90,552
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Volt Information Sciences, Inc. 12,523
VOXX International Corp. 95,400
Vroom, Inc. 159,433
Vroom, Inc. 52,183
Webster Financial Corp. 272,444
Welbilt, Inc. 395,449
Wendy's Co. 983,636
West Fraser Timber Co., Ltd. 173,195
West Pharmaceutical Services, Inc. 2,497,854
Western Alliance Bancorp 2,122,590
WEX, Inc. 1,318,652
WidePoint Corp. 39,900
WillScot Corp. 1,521,400
Wintrust Financial Corp. 1,034,855
Wireless Telecom Group, Inc. 53,732
Woodward, Inc. 1,455,473
Xencor, Inc. 256,913
Xeris Pharmaceuticals, Inc. 154,200
XPO Logistics, Inc. 79
Xtant Medical Holdings, Inc. 61,500
YRC Worldwide, Inc. 44,400
ZAGG, Inc. 59,700
Zendesk, Inc. 137,200
Zentalis Pharmaceuticals, Inc. 65,797
Zovio, Inc. 70,000
Zynerba Pharmaceuticals, Inc. 113,090
Zynga, Inc., Class A 612,135
VALIC Company I - Small Cap Index Fund - (unaudited)
May 31, 2020
Security Coupon(%) Maturity Date Market Value ($)
1-800-flowers.com, Inc., Class A 264,617
1Life Healthcare, Inc. 300,132
1st Constitution Bancorp 54,801
1st Source Corp. 235,177
22nd Century Group, Inc. 46,179
3D Systems Corp. 408,460
89bio, Inc. 36,476
8x8, Inc. 677,768
A10 Networks, Inc. 163,397
AAON, Inc. 1,071,970
AAR Corp. 324,011
Aaron's, Inc. 1,201,827
Abeona Therapeutics, Inc. 87,123
Abercrombie & Fitch Co., Class A 351,517
ABM Industries, Inc. 985,972
Abraxas Petroleum Corp. 14,987
Acacia Communications, Inc. 1,233,428
Acacia Research Corp. 61,437
ACADIA Pharmaceuticals, Inc. 2,694,395
Acadia Realty Trust 483,522
Accelerate Diagnostics, Inc. 109,736
Acceleron Pharma, Inc. 2,144,512
ACCO Brands Corp. 287,488
Accuray, Inc. 90,342
AcelRx Pharmaceuticals, Inc. 52,477
Acer Therapeutics, Inc. 7,423
ACI Worldwide, Inc. 1,530,580
Aclaris Therapeutics, Inc. 20,933
ACNB Corp. 95,907
Acorda Therapeutics, Inc. 16,165
Acushnet Holdings Corp. 566,636
Adamas Pharmaceuticals, Inc. 30,379
Addus HomeCare Corp. 593,859
Adesto Technologies Corp. 157,429
Adient PLC 718,826
ADMA Biologics, Inc. 111,390
Adtalem Global Education, Inc. 851,490
ADTRAN, Inc. 261,824
Aduro Biotech, Inc. 103,201
Advanced Disposal Services, Inc. 1,091,799
Advanced Drainage Systems, Inc. 927,016
Advanced Emissions Solutions, Inc. 39,962
Advanced Energy Industries, Inc. 1,225,930
AdvanSix, Inc. 159,189
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Adverum Biotechnologies, Inc. 628,493
Aegion Corp. 220,332
Aeglea BioTherapeutics, Inc. 111,059
Aerie Pharmaceuticals, Inc. 285,356
Aerojet Rocketdyne Holdings, Inc. 1,543,695
AeroVironment, Inc. 726,645
Affimed NV 116,578
AG Mortgage Investment Trust, Inc. 38,575
Agenus, Inc. 192,326
AgeX Therapeutics, Inc. 11,916
Agilysys, Inc. 191,723
Agree Realty Corp. 1,254,396
Aimmune Therapeutics, Inc. 360,155
Air Transport Services Group, Inc. 606,890
Airgain, Inc. 38,883
Akcea Therapeutics, Inc. 90,383
Akebia Therapeutics, Inc. 662,095
Akero Therapeutics, Inc. 102,519
Akorn, Inc. 4,050
Akoustis Technologies, Inc. 107,739
Alamo Group, Inc. 485,294
Alarm.com Holdings, Inc. 966,371
Albany International Corp., Class A 889,968
Albireo Pharma, Inc. 164,520
Alder Biopharmaceuticals, Inc. CVR 33,212
Aldeyra Therapeutics, Inc. 54,361
Alector, Inc. 544,161
Alerus Financial Corp. 26,089
Alexander & Baldwin, Inc. 377,294
Alexander's, Inc. 266,856
Alico, Inc. 80,482
Allakos, Inc. 609,895
Allegheny Technologies, Inc. 526,130
Allegiance Bancshares, Inc. 231,105
Allegiant Travel Co. 667,429
ALLETE, Inc. 1,467,369
Allied Motion Technologies, Inc. 123,299
Allogene Therapeutics, Inc. 900,062
Allscripts Healthcare Solutions, Inc. 492,751
Alpha & Omega Semiconductor, Ltd. 102,559
Alphatec Holdings, Inc. 83,802
Altair Engineering, Inc., Class A 753,382
Altisource Portfolio Solutions SA 38,734
Altra Industrial Motion Corp. 961,062
Altus Midstream Co., Class A 16,748
AMAG Pharmaceuticals, Inc. 125,072
Amalgamated Bank, Class A 74,960
Ambac Financial Group, Inc. 292,221
Ambarella, Inc. 884,747
AMC Entertainment Holdings, Inc., Class A 127,516
Amedisys, Inc. 2,902,836
Amerant Bancorp, Inc. 121,546
Ameresco, Inc., Class A 232,305
American Assets Trust, Inc. 609,604
American Axle & Manufacturing Holdings, Inc. 383,741
American Eagle Outfitters, Inc. 693,989
American Equity Investment Life Holding Co. 942,257
American Finance Trust, Inc. 377,134
American National Bankshares, Inc. 128,128
American Outdoor Brands Corp. 308,112
American Public Education, Inc. 228,905
American Realty Investors, Inc. 9,012
American Renal Associates Holdings, Inc. 54,713
American Software, Inc., Class A 277,882
American States Water Co. 1,449,117
American Superconductor Corp. 74,559
American Vanguard Corp. 184,857
American Woodmark Corp. 509,611
America's Car-Mart, Inc. 235,686
Ameris Bancorp 713,477
AMERISAFE, Inc. 565,187
Ames National Corp. 85,968
Amicus Therapeutics, Inc. 1,537,930
Amkor Technology, Inc. 500,730
AMN Healthcare Services, Inc. 984,215
Amneal Pharmaceuticals, Inc. 277,410
Amphastar Pharmaceuticals, Inc. 322,248
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Amplify Energy Corp. 6,926
Amyris, Inc. 107,223
AnaptysBio, Inc. 225,850
Anavex Life Sciences Corp. 97,596
Andersons, Inc. 196,603
AngioDynamics, Inc. 181,442
ANI Pharmaceuticals, Inc. 136,788
Anika Therapeutics, Inc. 216,369
Anixter International, Inc. 1,405,788
Antares Pharma, Inc. 223,648
Anterix, Inc. 277,648
Anworth Mtg. Asset Corp. 68,703
Apellis Pharmaceuticals, Inc. 928,901
Apogee Enterprises, Inc. 260,355
Apollo Commercial Real Estate Finance, Inc. 612,007
Apollo Medical Holdings, Inc. 76,977
Appfolio, Inc., Class A 1,200,079
Appian Corp. 934,771
Applied Industrial Technologies, Inc. 1,071,898
Applied Optoelectronics, Inc. 80,865
Applied Therapeutics, Inc. 178,529
Aprea Therapeutics, Inc. 83,588
Apyx Medical Corp. 71,235
ArcBest Corp. 274,770
Arch Resources, Inc., Class A 239,454
Archrock, Inc. 394,265
Arcosa, Inc. 895,430
Arcus Biosciences, Inc. 490,377
Arcutis Biotherapeutics, Inc. 168,186
Ardelyx, Inc. 220,530
Ardmore Shipping Corp. 93,954
Arena Pharmaceuticals, Inc. 1,454,383
Ares Commercial Real Estate Corp. 112,055
Ares Management Corp., Class A 1,300,908
Argan, Inc. 262,370
Argo Group International Holdings, Ltd. 482,907
Arlington Asset Investment Corp., Class A 41,726
Arlo Technologies, Inc. 79,942
Armada Hoffler Properties, Inc. 232,231
ARMOUR Residential REIT, Inc. 222,341
Armstrong Flooring, Inc. 29,169
Arrow Financial Corp. 179,800
Arrowhead Pharmaceuticals, Inc. 1,555,129
Artesian Resources Corp., Class A 135,314
Artisan Partners Asset Management, Inc., Class A 698,554
Arvinas, Inc. 340,053
Asbury Automotive Group, Inc. 672,421
Ascena Retail Group, Inc. 6,301
ASGN, Inc. 1,516,654
Ashford Hospitality Trust, Inc. 29,932
Assembly Biosciences, Inc. 266,838
Assertio Holdings, Inc. 30,656
AssetMark Financial Holdings, Inc. 177,208
Associated Capital Group, Inc., Class A 38,049
Astec Industries, Inc. 457,212
Astronics Corp. 100,567
AstroNova, Inc. 21,412
At Home Group, Inc. 108,864
Atara Biotherapeutics, Inc. 285,269
Athenex, Inc. 357,612
Athersys, Inc. 187,768
Atkore International Group, Inc. 613,938
Atlantic Capital Bancshares, Inc. 117,614
Atlantic Power Corp. 108,158
Atlantic Union Bankshares Corp. 891,182
Atlas Air Worldwide Holdings, Inc. 437,511
ATN International, Inc. 316,721
Atreca, Inc., Class A 153,356
AtriCure, Inc. 875,305
Atrion Corp. 442,973
Avalon GloboCare Corp. 16,604
Avanos Medical, Inc. 662,365
Avaya Holdings Corp. 671,527
Avid Bioservices, Inc. 157,709
Avid Technology, Inc. 96,397
Avis Budget Group, Inc. 596,855
Avista Corp. 1,256,848
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Avrobio, Inc. 228,365
Axcelis Technologies, Inc. 417,303
Axcella Health, Inc. 22,548
AxoGen, Inc. 158,527
Axon Enterprise, Inc. 2,135,160
Axonics Modulation Technologies, Inc. 328,086
Axos Financial, Inc. 607,348
Axsome Therapeutics, Inc. 1,001,510
AXT, Inc. 98,161
AZZ, Inc. 396,320
B&G Foods, Inc. 709,975
B. Riley Financial, Inc. 190,108
Badger Meter, Inc. 843,321
Balchem Corp. 1,561,786
Banc of California, Inc. 239,049
BancFirst Corp. 342,051
Banco Latinoamericano de Comercio Exterior SA, Class E 175,442
Bancorp, Inc. 212,934
BancorpSouth Bank 1,062,883
Bandwidth, Inc., Class A 858,533
Bank First Corp. 173,520
Bank of Commerce Holdings 63,711
Bank of Marin Bancorp 214,485
Bank of N.T. Butterfield & Son, Ltd. 623,380
Bank of Princeton 55,858
Bank7 Corp. 18,268
BankFinancial Corp. 60,981
Bankwell Financial Group, Inc. 46,892
Banner Corp. 635,403
Bar Harbor Bankshares 144,942
Barnes & Noble Education, Inc. 31,098
Barnes Group, Inc. 858,059
Barrett Business Services, Inc. 177,197
Bassett Furniture Industries, Inc. 29,427
Baudax Bio, Inc. 16,681
Baycom Corp. 66,440
BBX Capital Corp. 55,443
BCB Bancorp, Inc. 68,847
Beacon Roofing Supply, Inc. 643,985
Beam Therapeutics, Inc. 151,205
Beazer Homes USA, Inc. 137,902
Bed Bath & Beyond, Inc. 427,120
Bel Fuse, Inc., Class B 44,564
Belden, Inc. 640,122
BellRing Brands, Inc., Class A 384,833
Benchmark Electronics, Inc. 376,970
Benefitfocus, Inc. 181,746
Benefytt Technologies, Inc. 92,281
Berkshire Hills Bancorp, Inc. 234,989
Berry Corp. 128,010
Beyondspring, Inc. 105,213
BG Staffing, Inc. 49,935
Big Lots, Inc. 727,028
Biglari Holdings, Inc., Class B 27,883
BioCryst Pharmaceuticals, Inc. 333,062
BioDelivery Sciences International, Inc. 192,357
Biohaven Pharmaceutical Holding Co., Ltd. 1,287,694
BioLife Solutions, Inc. 57,542
BioSig Technologies, Inc. 72,920
BioSpecifics Technologies Corp. 183,863
BioTelemetry, Inc. 754,408
Bioxcel Therapeutics, Inc. 155,697
BJ's Restaurants, Inc. 200,172
BJ's Wholesale Club Holdings, Inc. 1,935,540
Black Diamond Therapeutics, Inc. 227,037
Black Hills Corp. 1,816,187
Blackbaud, Inc. 1,380,031
Blackline, Inc. 1,547,818
Blackstone Mtg. Trust, Inc., Class A 1,458,452
Bloom Energy Corp. Class A 213,269
Bloomin' Brands, Inc. 478,490
Blucora, Inc. 284,772
Blue Bird Corp. 106,190
Bluegreen Vacations Corp. 15,042
BlueLinx Holdings, Inc. 29,732
Blueprint Medicines Corp. 1,680,417
Bluerock Residential Growth REIT, Inc. 72,903
Page 104 of 151
BMC Stock Holdings, Inc. 839,952
Boingo Wireless, Inc. 286,864
Boise Cascade Co. 636,871
Bonanza Creek Energy, Inc. 154,077
Boot Barn Holdings, Inc. 294,147
Boston Beer Co., Inc., Class A 2,273,603
Boston Omaha Corp., Class A 82,449
Boston Private Financial Holdings, Inc. 274,560
Bottomline Technologies, Inc. 1,055,921
Box, Inc., Class A 1,409,129
Boyd Gaming Corp. 830,271
Brady Corp., Class A 1,192,710
Braemar Hotels & Resorts, Inc. 49,205
Bridge Bancorp, Inc. 167,333
Bridgebio Pharma, Inc. 1,058,666
Bridgewater Bancshares, Inc. 112,234
Bridgford Foods Corp. 13,144
Briggs & Stratton Corp. 32,534
Brigham Minerals, Inc., Class A 180,121
Brightcove, Inc. 150,386
BrightSphere Investment Group, Inc. 264,503
BrightView Holdings, Inc. 205,815
Brinker International, Inc. 474,484
Brink's Co. 964,646
Brookdale Senior Living, Inc. 325,524
Brookline Bancorp, Inc. 351,428
Brooks Automation, Inc. 1,395,113
BRP Group, Inc., Class A 105,574
BRT Apartments Corp. 53,557
Bryn Mawr Bank Corp. 266,175
Buckle, Inc. 196,008
Builders FirstSource, Inc. 1,143,010
Business First Bancshares, Inc. 87,128
Byline Bancorp, Inc. 136,384
C&F Financial Corp. 58,637
Cabaletta Bio, Inc. 27,394
Cabot Microelectronics Corp. 2,024,274
Cactus, Inc., Class A 432,906
Cadence BanCorp 488,332
Cadiz, Inc. 70,151
Caesarstone, Ltd. 121,025
CAI International, Inc. 148,844
CalAmp Corp. 123,146
Calavo Growers, Inc. 456,905
Caleres, Inc. 136,158
California Resources Corp. 30,978
California Water Service Group 1,088,755
Calithera Biosciences, Inc. 156,238
Calix, Inc. 317,419
Callaway Golf Co. 690,028
Callon Petroleum Co. 123,847
Cal-Maine Foods, Inc. 676,421
Calyxt, Inc. 19,500
Cambium Networks Corp. 11,655
Cambridge Bancorp 133,922
Camden National Corp. 242,628
Camping World Holdings, Inc., Class A 336,021
Cannae Holdings, Inc. 1,311,258
Capital Bancorp, Inc. 44,166
Capital City Bank Group, Inc. 131,705
Capitol Federal Financial, Inc. 746,202
Capstar Financial Holdings, Inc. 81,043
Capstead Mtg. Corp. 227,993
Cara Therapeutics, Inc. 304,466
Cardiovascular Systems, Inc. 644,223
Cardlytics, Inc. 469,685
Cardtronics PLC, Class A 428,623
CareDx, Inc. 636,426
CareTrust REIT, Inc. 857,241
Cargurus, Inc. 938,579
Carpenter Technology Corp. 530,429
Carriage Services, Inc. 148,150
Carrols Restaurant Group, Inc. 72,166
Cars.com, Inc. 199,427
Carter Bank & Trust 77,039
Casa Systems, Inc. 66,351
Casella Waste Systems, Inc., Class A 1,125,791
Page 105 of 151
CASI Pharmaceuticals, Inc. 64,141
Casper Sleep, Inc. 22,938
Cass Information Systems, Inc. 273,707
Castle Biosciences, Inc. 175,471
Castlight Health, Inc., Class B 38,686
Catalyst Pharmaceuticals, Inc. 200,316
Catasys, Inc. 68,780
CatchMark Timber Trust, Inc., Class A 185,448
Cathay General Bancorp 1,004,861
Cato Corp., Class A 103,645
Cavco Industries, Inc. 789,479
cbdMD, Inc. 22,647
CBIZ, Inc. 559,976
CBL & Associates Properties, Inc. 24,539
CBTX, Inc. 177,103
CECO Environmental Corp. 78,609
Cedar Realty Trust, Inc. 30,764
Celcuity, Inc. 27,585
Cellular Biomedicine Group, Inc. 80,279
CEL-SCI Corp. 211,161
Celsius Holdings, Inc. 134,906
CenterState Bank Corp. 917,964
Centogene NV 15,911
Central European Media Enterprises, Ltd., Class A 170,912
Central Garden & Pet Co. 175,011
Central Garden & Pet Co., Class A 667,385
Central Pacific Financial Corp. 214,037
Central Valley Community Bancorp 80,782
Century Aluminum Co. 144,220
Century Bancorp, Inc., Class A 102,996
Century Casinos, Inc. 71,832
Century Communities, Inc. 407,061
Cerecor, Inc. 35,465
Cerus Corp. 470,537
CEVA, Inc. 360,660
ChannelAdvisor Corp. 179,453
Chaparral Energy, Inc., Class A 7,463
Charah Solutions, Inc. 8,297
Chart Industries, Inc. 681,223
Chase Corp. 351,366
Chatham Lodging Trust 149,270
Checkpoint Therapeutics, Inc. 35,981
Cheesecake Factory, Inc. 430,524
Chefs' Warehouse, Inc. 174,211
Chegg, Inc. 3,485,164
ChemoCentryx, Inc. 1,224,716
Chemung Financial Corp. 43,778
Cherry Hill Mtg. Investment Corp. 69,385
Chesapeake Utilities Corp. 695,618
Chiasma, Inc. 103,156
Chico's FAS, Inc. 75,935
Children's Place, Inc. 294,270
Chimerix, Inc. 72,063
ChromaDex Corp. 95,070
Churchill Downs, Inc. 2,247,032
Chuy's Holdings, Inc. 127,792
CIM Commercial Trust Corp. 56,598
Cimpress PLC 812,522
Cincinnati Bell, Inc. 352,032
CIRCOR International, Inc. 151,265
Cirrus Logic, Inc. 2,034,948
Citi Trends, Inc. 85,309
Citizens & Northern Corp. 110,841
Citizens, Inc. 144,917
City Holding Co. 482,191
City Office REIT, Inc. 238,561
Civista Bancshares, Inc. 112,639
Clarus Corp. 118,833
Clean Energy Fuels Corp. 135,288
Clear Channel Outdoor Holdings, Inc. 22,739
Clearfield, Inc. 74,627
Clearwater Paper Corp. 223,127
Clearway Energy, Inc., Class A 340,811
Clearway Energy, Inc., Class C 836,151
Cleveland-Cliffs, Inc. 993,016
Clipper Realty, Inc. 51,239
Cloudera, Inc. 1,221,083
Page 106 of 151
Clovis Oncology, Inc. 167,865
CNB Financial Corp. 123,951
CNO Financial Group, Inc. 1,024,934
CNX Resources Corp. 915,459
Coastal Financial Corp. 47,485
Coca-Cola Consolidated, Inc. 551,126
Coda Octopus Group, Inc. 16,027
Codexis, Inc. 316,375
Codorus Valley Bancorp, Inc. 60,195
Coeur Mining, Inc. 660,008
Cogent Communications Holdings, Inc. 1,564,528
Cohen & Steers, Inc. 697,461
Coherus Biosciences, Inc. 561,977
Cohu, Inc. 292,134
Collectors Universe, Inc. 96,188
Collegium Pharmaceutical, Inc. 341,444
Colony Bankcorp, Inc. 45,525
Colony Credit Real Estate, Inc. 192,971
Columbia Banking System, Inc. 846,242
Columbia Financial, Inc. 354,150
Columbus McKinnon Corp. 337,673
Comfort Systems USA, Inc. 648,499
Commercial Metals Co. 975,083
Commercial Vehicle Group, Inc. 37,024
Community Bank System, Inc. 1,456,028
Community Bankers Trust Corp. 59,278
Community Financial Corp. 55,885
Community Health Systems, Inc. 130,763
Community Healthcare Trust, Inc. 336,739
Community Trust Bancorp, Inc. 244,757
CommVault Systems, Inc. 813,974
Compass Minerals International, Inc. 792,127
Computer Programs & Systems, Inc. 135,374
CompX International, Inc. 11,186
comScore, Inc. 88,820
Comstock Resources, Inc. 40,002
Comtech Telecommunications Corp. 203,604
Concert Pharmaceuticals, Inc. 137,009
Concrete Pumping Holdings, Inc. 42,531
Conduent, Inc. 199,309
Conformis, Inc. 30,794
CONMED Corp. 963,653
ConnectOne Bancorp, Inc. 239,823
Conn's, Inc. 62,792
CONSOL Energy, Inc. 84,655
Consolidated Communications Holdings, Inc. 205,834
Consolidated Water Co., Ltd. 103,069
Constellation Pharmaceuticals, Inc. 323,607
Construction Partners, Inc., Class A 159,318
Container Store Group, Inc. 21,845
Contura Energy, Inc. 33,542
Cooper Tire & Rubber Co. 623,412
Cooper-Standard Holdings, Inc. 84,759
Corbus Pharmaceuticals Holdings, Inc. 236,639
Corcept Therapeutics, Inc. 698,378
CoreCivic, Inc. 690,702
Core-Mark Holding Co., Inc. 610,803
CorEnergy Infrastructure Trust, Inc. 62,010
CorePoint Lodging, Inc. 76,313
CorMedix, Inc. 54,088
Cornerstone Building Brands, Inc. 120,086
Cornerstone OnDemand, Inc. 1,061,020
Cortexyme, Inc. 252,711
CorVel Corp. 289,279
Costamare, Inc. 114,489
Covanta Holding Corp. 511,767
Covenant Transportation Group, Inc., Class A 76,570
Covia Holdings Corp. 10,062
Cowen, Inc., Class A 177,713
CRA International, Inc. 146,696
Cracker Barrel Old Country Store, Inc. 1,240,887
Craft Brew Alliance, Inc. 84,435
Crawford & Co., Class A 47,227
Crinetics Pharmaceuticals, Inc. 86,929
Crocs, Inc. 952,670
Cross Country Healthcare, Inc. 104,507
CrossFirst Bankshares, Inc. 222,146
Page 107 of 151
CryoLife, Inc. 399,275
CryoPort, Inc. 373,071
CSG Systems International, Inc. 750,498
CSW Industrials, Inc. 512,584
CTO Realty Growth, Inc. 98,475
CTS Corp. 334,184
Cubic Corp. 620,911
Cue Biopharma, Inc. 266,226
Culp, Inc. 40,956
Cumulus Media, Inc., Class A 35,838
Curo Group Holdings Corp. 50,108
Cushman & Wakefield PLC 556,514
Customers Bancorp, Inc. 151,523
Cutera, Inc. 89,720
CVB Financial Corp. 1,255,390
CVR Energy, Inc. 290,843
Cyclerion Therapeutics, Inc. 45,280
Cymabay Therapeutics, Inc. 122,965
Cytokinetics, Inc. 555,525
CytomX Therapeutics, Inc. 192,209
CytoSorbents Corp. 150,618
Daily Journal Corp. 152,935
Daktronics, Inc. 74,861
Dana, Inc. 879,908
Darling Ingredients, Inc. 1,844,777
DASAN Zhone Solutions, Inc. 27,871
Daseke, Inc. 60,916
Dave & Buster's Entertainment, Inc. 196,135
Deciphera Pharmaceuticals, Inc. 591,850
Deckers Outdoor Corp. 2,471,274
Del Taco Restaurants, Inc. 84,821
Delek US Holdings, Inc. 701,452
Delta Apparel, Inc. 36,647
Deluxe Corp. 474,392
Denali Therapeutics, Inc. 699,117
Denbury Resources, Inc. 49,449
Denny's Corp. 302,706
Designer Brands, Inc., Class A 181,184
DHI Group, Inc. 64,432
DHT Holdings, Inc. 316,650
Diamond Hill Investment Group, Inc. 158,909
Diamond S Shipping, Inc. 142,481
DiamondRock Hospitality Co. 581,353
Dicerna Pharmaceuticals, Inc. 555,277
Diebold Nixdorf, Inc. 177,249
Digi International, Inc. 153,271
Digimarc Corp. 97,089
Digital Turbine, Inc. 242,721
Dillard's, Inc., Class A 142,487
Dime Community Bancshares, Inc. 214,964
Dine Brands Global, Inc. 349,412
Diodes, Inc. 973,627
Diversified Healthcare Trust 408,424
DLB Oil & Gas, Inc. 0
DMC Global, Inc. 194,226
Domo, Inc., Class B 217,929
Donegal Group, Inc., Class A 70,908
Donnelley Financial Solutions, Inc. 122,429
Dorian LPG, Ltd. 107,435
Dorman Products, Inc. 908,051
Douglas Dynamics, Inc. 394,486
Dril-Quip, Inc. 529,971
Drive Shack, Inc. 51,832
DSP Group, Inc. 191,553
Ducommun, Inc. 166,506
Duluth Holdings, Inc., Class B 23,490
DXP Enterprises, Inc. 138,149
Dycom Industries, Inc. 616,807
Dynavax Technologies Corp. 245,742
Dynex Capital, Inc. 138,605
e.l.f. Beauty, Inc. 216,684
E.W. Scripps Co., Class A 228,559
Eagle Bancorp, Inc. 505,269
Eagle Bulk Shipping, Inc. 37,749
Eagle Pharmaceuticals, Inc. 224,878
Earthstone Energy, Inc., Class A 28,396
Easterly Government Properties, Inc. 898,910
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Eastern Co. 48,721
EastGroup Properties, Inc. 2,153,183
Ebix, Inc. 251,216
Echo Global Logistics, Inc. 267,382
Edgewell Personal Care Co. 792,441
Editas Medicine, Inc. 674,639
eGain Corp. 103,288
eHealth, Inc. 1,432,272
Eidos Therapeutics, Inc. 265,532
Eiger BioPharmaceuticals, Inc. 136,319
El Paso Electric Co. 1,329,629
El Pollo Loco Holdings, Inc. 130,725
Eldorado Resorts, Inc. 1,125,713
ElectroCore, Inc. 5,813
Elevate Credit, Inc. 17,927
Ellington Financial, Inc. 195,830
Eloxx Pharmaceuticals, Inc. 41,090
EMCOR Group, Inc. 1,709,559
Emerald Holding, Inc. 26,438
Emergent BioSolutions, Inc. 1,835,528
Employers Holdings, Inc. 454,687
Enanta Pharmaceuticals, Inc. 472,060
Encore Capital Group, Inc. 473,024
Encore Wire Corp. 473,773
Endo International PLC 418,138
Endurance International Group Holdings, Inc. 124,949
Energous Corp. 26,866
Energy Fuels, Inc. 81,120
Energy Recovery, Inc. 139,152
Enerpac Tool Group Corp. 474,278
EnerSys 1,301,765
Ennis, Inc. 218,655
Enochian Biosciences, Inc. 23,554
Enova International, Inc. 219,665
Enphase Energy, Inc. 2,575,140
EnPro Industries, Inc. 446,878
Ensign Group, Inc. 1,065,894
Enstar Group, Ltd. 788,896
Entercom Communications Corp., Class A 95,928
Enterprise Bancorp, Inc. 99,533
Enterprise Financial Services Corp. 343,952
Entravision Communications Corp., Class A 43,239
Envestnet, Inc. 1,688,909
Enzo Biochem, Inc. 60,597
Epizyme, Inc. 656,633
ePlus, Inc. 474,103
Equity Bancshares, Inc., Class A 116,829
Era Group, Inc. 47,059
Eros International PLC 113,570
Escalade, Inc. 51,247
ESCO Technologies, Inc. 1,017,012
Esperion Therapeutics, Inc. 516,745
Esquire Financial Holdings, Inc. 53,446
ESSA Bancorp, Inc. 64,733
Essent Group, Ltd. 1,534,280
Essential Properties Realty Trust, Inc. 601,947
Ethan Allen Interiors, Inc. 127,498
Evans Bancorp, Inc. 60,293
Evelo Biosciences, Inc. 28,943
Eventbrite, Inc., Class A 151,755
Everbridge, Inc. 2,343,085
Everi Holdings, Inc. 240,346
EverQuote, Inc., Class A 228,459
EVERTEC, Inc. 851,032
EVI Industries, Inc. 43,606
Evo Payments, Inc., Class A 426,284
Evofem Biosciences, Inc. 71,575
Evolent Health, Inc., Class A 316,918
Evolus, Inc. 40,682
Evolution Petroleum Corp. 31,952
Evoqua Water Technologies Corp. 688,145
Exagen, Inc. 18,498
Exantas Capital Corp. 29,392
Exela Technologies, Inc. 7,017
ExlService Holdings, Inc. 988,140
eXp World Holdings, Inc. 106,259
Exponent, Inc. 1,851,026
Page 109 of 151
Express, Inc. 59,123
Exterran Corp. 89,700
Extraction Oil & Gas, Inc. 11,829
Extreme Networks, Inc. 185,506
EyePoint Pharmaceuticals, Inc. 26,136
EZCORP, Inc., Class A 126,441
Fabrinet 1,123,298
Falcon Minerals Corp. 46,292
Farmer Brothers Co. 39,768
Farmers & Merchants Bancorp, Inc. 105,564
Farmers National Banc Corp. 144,983
Farmland Partners, Inc. 92,419
FARO Technologies, Inc. 467,237
Fate Therapeutics, Inc. 947,929
FB Financial Corp. 193,578
FBL Financial Group, Inc., Class A 166,623
Federal Agricultural Mtg. Corp., Class C 278,773
Federal Signal Corp. 838,999
Federated Hermes, Inc. 1,028,779
FedNat Holding Co. 67,813
Ferro Corp. 472,723
Ferroglobe Representation & Warranty Trust 0
FGL Holdings 585,968
FibroGen, Inc. 1,265,704
Fidelity D&D Bancorp, Inc. 51,135
Fiesta Restaurant Group, Inc. 93,945
Financial Institutions, Inc. 131,914
First Bancorp, Inc. 101,772
First Bancorp/North Carolina 358,930
First BanCorp/Puerto Rico 565,844
First Bancshares, Inc. 190,180
First Bank 59,775
First Busey Corp. 443,290
First Business Financial Services, Inc. 65,819
First Capital, Inc. 95,985
First Choice Bancorp 68,283
First Commonwealth Financial Corp. 385,752
First Community Bankshares, Inc. 184,359
First Defiance Financial Corp. 295,425
First Financial Bancorp 624,258
First Financial Bankshares, Inc. 1,915,460
First Financial Corp. 221,481
First Financial Northwest, Inc. 36,862
First Foundation, Inc. 280,686
First Guaranty Bancshares, Inc. 29,548
First Industrial Realty Trust, Inc. 2,302,157
First Internet Bancorp 73,260
First Interstate BancSystem, Inc., Class A 569,969
First Merchants Corp. 729,672
First Mid Bancshares, Inc. 178,430
First Midwest Bancorp, Inc. 670,013
First Northwest Bancorp 57,237
First of Long Island Corp. 169,405
FirstCash, Inc. 1,387,167
Fitbit, Inc., Class A 706,650
Five Prime Therapeutics, Inc. 87,095
Five9, Inc. 3,003,565
Fixed Income Clearing Corp. Repurchase Agreement 0.00 06/01/2020 47,199,000
Flagstar Bancorp, Inc. 489,603
Flexion Therapeutics, Inc. 186,012
Flexsteel Industries, Inc. 36,185
Flotek Industries, Inc. 25,385
Fluent, Inc. 40,989
Fluidigm Corp. 145,240
Flushing Financial Corp. 147,715
FNCB Bancorp, Inc. 45,831
Focus Financial Partners, Inc., Class A 411,392
ForeScout Technologies, Inc. 491,144
Forestar Group, Inc. 121,572
FormFactor, Inc. 915,307
Forrester Research, Inc. 162,683
Forterra, Inc. 78,930
Forum Energy Technologies, Inc. 11,563
Forward Air Corp. 675,002
Fossil Group, Inc. 68,765
Foundation Building Materials, Inc. 130,589
Four Corners Property Trust, Inc. 730,561
Page 110 of 151
Fox Factory Holding Corp. 1,307,499
Franklin Covey Co. 99,982
Franklin Electric Co., Inc. 1,129,687
Franklin Financial Network, Inc. 155,827
Franklin Financial Services Corp. 49,900
Franklin Street Properties Corp. 267,117
Frank's International NV 115,580
Frequency Therapeutics, Inc. 51,968
Fresh Del Monte Produce, Inc. 367,924
Freshpet, Inc. 1,280,030
Front Yard Residential Corp. 178,973
FRP Holdings, Inc. 132,690
FS Bancorp, Inc. 81,354
FTI Consulting, Inc. 2,161,775
FTS International, Inc. 4,789
Fulcrum Therapeutics, Inc. 121,232
Fulton Financial Corp. 866,791
Funko, Inc., Class A 59,602
FutureFuel Corp. 162,728
FVCBankcorp, Inc. 65,734
G1 Therapeutics, Inc. 276,645
Gaia, Inc. 39,635
GAIN Capital Holdings, Inc. 58,492
Galectin Therapeutics, Inc. 58,476
Galera Therapeutics, Inc. 8,630
GAMCO Investors, Inc., Class A 32,235
GameStop Corp., Class A 128,373
Gannett Co, Inc. 74,105
GasLog, Ltd. 66,868
GATX Corp. 1,058,926
GCP Applied Technologies, Inc. 524,969
Genco Shipping & Trading, Ltd. 34,503
Gencor Industries, Inc. 52,130
Generac Holdings, Inc. 3,280,128
General Finance Corp. 33,178
Genesco, Inc. 126,472
Genesis Healthcare, Inc. 34,790
Genie Energy, Ltd., Class B 58,875
GenMark Diagnostics, Inc. 253,554
Gentherm, Inc. 648,351
Genworth Financial, Inc., Class A 743,935
GEO Group, Inc. 687,137
Geospace Technologies Corp. 50,227
German American Bancorp, Inc. 369,715
Geron Corp. 143,717
Getty Realty Corp. 428,076
Gibraltar Industries, Inc. 684,532
G-III Apparel Group, Ltd. 219,667
Glacier Bancorp, Inc. 1,724,255
Gladstone Commercial Corp. 280,538
Gladstone Land Corp. 128,470
Glaukos Corp. 730,680
Global Blood Therapeutics, Inc. 1,951,537
Global Indemnity, Ltd. 97,210
Global Medical REIT, Inc. 199,263
Global Net Lease, Inc. 608,832
Global Water Resources, Inc. 63,941
Globus Medical, Inc., Class A 2,002,212
Glu Mobile, Inc. 556,954
GlycoMimetics, Inc. 46,112
GMS, Inc. 398,469
GNC Holdings, Inc., Class A 29,725
Gogo, Inc. 55,039
Golar LNG, Ltd. 362,060
Gold Resource Corp. 114,071
Golden Entertainment, Inc. 100,499
Goodrich Petroleum Corp. 35,199
Goosehead Insurance, Inc., Class A 330,145
GoPro, Inc., Class A 289,495
Gorman-Rupp Co. 260,303
Gossamer Bio, Inc. 251,031
GP Strategies Corp. 48,348
Graham Corp. 52,899
Granite Construction, Inc. 397,778
Granite Point Mtg. Trust, Inc. 128,550
Gray Television, Inc. 611,659
Great Ajax Corp. 70,561
Page 111 of 151
Great Lakes Dredge & Dock Corp. 272,214
Great Southern Bancorp, Inc. 216,388
Great Western Bancorp, Inc. 388,154
Green Brick Partners, Inc. 125,361
Green Dot Corp., Class A 890,014
Green Plains, Inc. 141,349
Greenbrier Cos., Inc. 328,358
Greene County Bancorp, Inc. 35,116
Greenhill & Co., Inc. 73,200
Greenlane Holdings, Inc., Class A 16,694
Greenlight Capital Re, Ltd., Class A 101,736
Greif, Inc., Class A 423,527
Greif, Inc., Class B 111,378
Griffin Industrial Realty, Inc. 18,781
Griffon Corp. 295,394
Gritstone Oncology, Inc. 77,572
Group 1 Automotive, Inc. 534,927
Groupon, Inc. 277,550
GSI Technology, Inc. 58,229
GTT Communications, Inc. 129,925
GTY Technology Holdings, Inc. 71,610
Guaranty Bancshares, Inc. 99,570
Guess?, Inc. 212,100
Gulfport Energy Corp. 116,539
GWG Holdings, Inc. 11,042
H&E Equipment Services, Inc. 263,733
H.B. Fuller Co. 923,232
Hackett Group, Inc. 162,460
Haemonetics Corp. 2,669,282
Hallador Energy Co. 6,892
Hallmark Financial Services, Inc. 14,665
Halozyme Therapeutics, Inc. 1,572,599
Hamilton Beach Brands Holding Co., Class A 29,729
Hamilton Lane, Inc., Class A 776,626
Hancock Whitney Corp. 904,213
Hanger, Inc. 320,474
Hanmi Financial Corp. 131,802
Hannon Armstrong Sustainable Infrastructure Capital, Inc. 885,240
HarborOne Bancorp, Inc. 100,677
Harmonic, Inc. 231,490
Harpoon Therapeutics,, Inc.. 76,878
Harsco Corp. 419,404
Haverty Furniture Cos., Inc. 148,711
Hawaiian Holdings, Inc. 316,320
Hawkins, Inc. 201,587
Hawthorn Bancshares, Inc. 53,702
Haynes International, Inc. 136,660
HBT Financial, Inc. 55,739
HCI Group, Inc. 132,442
Health Catalyst, Inc. 248,005
Healthcare Realty Trust, Inc. 1,959,397
Healthcare Services Group, Inc. 857,269
HealthEquity, Inc. 2,068,063
HealthStream, Inc. 285,935
Heartland Express, Inc. 484,669
Heartland Financial USA, Inc. 536,296
Hecla Mining Co. 829,313
Heidrick & Struggles International, Inc. 201,150
Helen of Troy, Ltd. 2,201,596
Helios Technologies, Inc. 504,894
Helix Energy Solutions Group, Inc. 229,753
Hemisphere Media Group, Inc. 82,173
Herc Holdings, Inc. 331,028
Heritage Commerce Corp. 214,388
Heritage Financial Corp. 335,540
Heritage Insurance Holdings, Inc. 158,405
Heritage-Crystal Clean, Inc. 122,756
Herman Miller, Inc. 653,653
Heron Therapeutics, Inc. 737,892
Hersha Hospitality Trust 83,442
Hertz Global Holdings, Inc. 48,901
Heska Corp. 296,852
HF Foods Group, Inc. 75,860
Hibbett Sports, Inc. 160,684
HighPoint Resources Corp. 12,991
Hillenbrand, Inc. 905,765
Hilltop Holdings, Inc. 629,703
Page 112 of 151
Hingham Institution for Savings 109,816
HMS Holdings Corp. 1,321,639
HNI Corp. 525,828
Home Bancorp, Inc. 87,199
Home BancShares, Inc. 1,082,052
HomeStreet, Inc. 252,063
HomeTrust Bancshares, Inc. 114,972
Homology Medicines, Inc. 170,097
Hooker Furniture Corp. 91,296
Hookipa Pharma, Inc. 52,390
Hope Bancorp, Inc. 551,897
Horace Mann Educators Corp. 727,807
Horizon Bancorp 184,506
Hostess Brands, Inc. 695,303
Houghton Mifflin Harcourt Co. 76,970
Houlihan Lokey, Inc. 1,226,595
Howard Bancorp, Inc. 64,004
Hub Group, Inc., Class A 728,443
Hudson, Ltd., Class A 96,324
Hurco Cos., Inc. 97,187
Huron Consulting Group, Inc. 499,793
Hyster-Yale Materials Handling, Inc. 178,474
I3 Verticals, Inc., Class A 203,578
IBERIABANK Corp. 1,066,781
ICF International, Inc. 573,497
Ichor Holdings, Ltd. 243,812
Ideanomics, Inc. 19,473
IDT Corp., Class B 50,866
IES Holdings, Inc. 93,062
IGM Biosciences, Inc. 154,565
II-VI, Inc. 2,069,266
IMAX Corp. 317,860
Immersion Corp. 101,467
ImmunoGen, Inc. 381,003
Immunomedics, Inc. 3,298,605
Impinj, Inc. 209,049
Independence Contract Drilling, Inc. 7,058
Independence Holding Co. 69,546
Independence Realty Trust, Inc. 433,934
Independent Bank Corp. 144,087
Independent Bank Corp. 1,111,728
Independent Bank Group, Inc. 650,816
Industrial Logistics Properties Trust 585,656
Infinera Corp. 428,146
Information Services Group, Inc. 29,567
Ingevity Corp. 1,067,200
Ingles Markets, Inc., Class A 290,472
InnerWorkings, Inc. 25,311
Innospec, Inc. 902,955
Innovative Industrial Properties, Inc. 641,339
Innoviva, Inc. 429,969
Inogen, Inc. 334,552
Inovalon Holdings, Inc., Class A 659,886
Inovio Pharmaceuticals, Inc. 674,311
Inphi Corp. 2,722,264
Inseego Corp. 232,737
Insight Enterprises, Inc. 863,013
Insmed, Inc. 1,042,138
Insperity, Inc. 924,204
Inspire Medical Systems, Inc. 529,032
Inspired Entertainment, Inc. 11,465
Installed Building Products, Inc. 701,552
Insteel Industries, Inc. 156,873
Integer Holdings Corp. 1,240,038
Intellia Therapeutics, Inc. 326,159
Intelligent Systems Corp. 105,251
Inter Parfums, Inc. 393,650
Intercept Pharmaceuticals, Inc. 875,936
InterDigital, Inc. 826,254
Interface, Inc. 236,727
International Bancshares Corp. 825,089
International Money Express, Inc. 95,818
International Seaways, Inc. 275,539
Intersect ENT, Inc. 165,009
INTL. FCStone, Inc. 391,961
Intra-Cellular Therapies, Inc. 530,164
Intrepid Potash, Inc. 56,501
Page 113 of 151
IntriCon Corp. 55,895
Invacare Corp. 99,810
Invesco Mtg. Capital, Inc. 221,520
Investar Holding Corp. 57,916
Investors Bancorp, Inc. 950,816
Investors Real Estate Trust 397,962
Investors Title Co. 84,739
Invitae Corp. 702,252
Iovance Biotherapeutics, Inc. 1,811,577
iRadimed Corp. 50,894
iRhythm Technologies, Inc. 1,585,823
Iridium Communications, Inc. 1,097,652
iRobot Corp. 985,268
Ironwood Pharmaceuticals, Inc. 732,455
iStar, Inc. 312,937
Iteris, Inc. 93,035
Itron, Inc. 1,064,541
J Alexander's Holdings, Inc. 26,699
J&J Snack Foods Corp. 937,327
J. Jill, Inc. 4,978
j2 Global, Inc. 1,759,636
Jack in the Box, Inc. 745,598
James River Group Holdings, Ltd. 551,782
JELD-WEN Holding, Inc. 443,575
Jernigan Capital, Inc. 129,644
John B. Sanfilippo & Son, Inc. 361,323
John Bean Technologies Corp. 1,234,797
Johnson Outdoors, Inc., Class A 200,234
Joint Corp. 95,057
Jounce Therapeutics, Inc. 42,020
K12, Inc. 466,032
Kadant, Inc. 512,618
Kadmon Holdings, Inc. 343,172
Kaiser Aluminum Corp. 544,583
Kala Pharmaceuticals, Inc. 140,691
Kaleido Biosciences, Inc. 39,515
KalVista Pharmaceuticals, Inc. 68,411
Kaman Corp. 533,440
Karuna Therapeutics, Inc. 474,744
Karyopharm Therapeutics, Inc. 530,811
KB Home 1,383,174
KBR, Inc. 1,600,345
Kearny Financial Corp. 321,401
Kelly Services, Inc., Class A 239,240
KEMET Corp. 741,487
Kennametal, Inc. 1,097,838
Kennedy-Wilson Holdings, Inc. 829,003
Kezar Life Sciences, Inc. 71,254
Kforce, Inc. 294,359
Kimball Electronics, Inc. 167,768
Kimball International, Inc., Class B 192,300
Kindred Biosciences, Inc. 76,564
Kiniksa Pharmaceuticals, Ltd., Class A 140,288
Kinsale Capital Group, Inc. 1,469,906
Kite Realty Group Trust 387,331
KKR Real Estate Finance Trust, Inc. 197,000
KLX Energy Services Holdings, Inc. 15,460
Knoll, Inc. 249,491
Knowles Corp. 589,538
Kodiak Sciences, Inc. 873,204
Kontoor Brands, Inc. 311,640
Koppers Holdings, Inc. 150,257
Korn Ferry 805,219
Kraton Corp. 230,001
Kratos Defense & Security Solutions, Inc. 805,515
Kronos Worldwide, Inc. 106,521
Krystal Biotech, Inc. 259,980
Kura Oncology, Inc. 282,566
Kura Sushi USA, Inc., Class A 23,650
KVH Industries, Inc. 72,675
La Jolla Pharmaceutical Co. 47,101
Ladder Capital Corp. 394,392
Lakeland Bancorp, Inc. 260,650
Lakeland Financial Corp. 506,858
Lancaster Colony Corp. 1,398,021
Landec Corp. 133,140
Lands' End, Inc. 32,135
Page 114 of 151
Lannett Co., Inc. 119,745
Lantheus Holdings, Inc. 255,213
Laredo Petroleum, Inc. 73,767
Lattice Semiconductor Corp. 1,511,847
Laureate Education, Inc., Class A 528,543
Lawson Products, Inc. 62,524
La-Z-Boy, Inc. 555,989
LB Foster Co., Class A 58,925
LCI Industries 1,163,318
LCNB Corp. 87,079
Leaf Group, Ltd. 23,038
Lee Enterprises, Inc. 28,635
Legacy Housing Corp. 36,168
LeMaitre Vascular, Inc. 213,049
LendingClub Corp. 173,035
Level One Bancorp, Inc. 46,630
Lexicon Pharmaceuticals, Inc. 38,194
Lexington Realty Trust 1,132,574
LGI Homes, Inc. 805,253
LHC Group, Inc. 2,357,208
Liberty Latin America, Ltd., Class A 222,162
Liberty Latin America, Ltd., Class C 526,598
Liberty Media Corp. - Liberty Braves, Series A 108,274
Liberty Media Corp. - Liberty Braves, Series C 381,140
Liberty Oilfield Services, Inc., Class A 132,067
Liberty TripAdvisor Holdings, Inc., Class A 83,099
Lifetime Brands, Inc. 32,524
LifeVantage Corp. 103,205
Ligand Pharmaceuticals, Inc. 837,749
Limelight Networks, Inc. 275,178
Limoneira Co. 100,668
Lindblad Expeditions Holdings, Inc. 86,821
Lindsay Corp. 488,666
Lineage Cell Therapeutics, Inc. 45,943
Liquidia Technologies, Inc. 59,755
Liquidity Services, Inc. 73,025
Lithia Motors, Inc., Class A 1,303,216
LivaNova PLC 1,251,506
Live Oak Bancshares, Inc. 170,509
Livent Corp. 476,356
LivePerson, Inc. 1,120,654
LiveRamp Holdings, Inc. 1,628,889
LiveXLive Media, Inc. 46,003
Livongo Health, Inc. 1,486,024
LogicBio Therapeutics, Inc. 27,447
Loral Space & Communications, Inc. 116,464
Louisiana-Pacific Corp. 1,282,094
Lovesac Co. 77,488
LSB Industries, Inc. 11,702
LTC Properties, Inc. 698,359
Lumber Liquidators Holdings, Inc. 136,595
Lumentum Holdings, Inc. 2,643,259
Luminex Corp. 630,928
Luther Burbank Corp. 98,852
Luxfer Holdings PLC 184,836
Lydall, Inc. 88,897
M/I Homes, Inc. 437,282
Macatawa Bank Corp. 92,604
Mack-Cali Realty Corp. 634,926
Mackinac Financial Corp. 46,685
MACOM Technology Solutions Holdings, Inc. 702,945
MacroGenics, Inc. 441,866
Madrigal Pharmaceuticals, Inc. 504,455
Magellan Health, Inc. 792,944
Magenta Therapeutics, Inc. 81,823
Magnolia Oil & Gas Corp., Class A 270,252
MainStreet Bancshares, Inc. 45,397
Majesco 25,695
Malibu Boats, Inc., Class A 463,335
Mallinckrodt PLC 114,179
Malvern Bancorp, Inc. 43,231
Mammoth Energy Services, Inc. 7,890
Manitowoc Co, Inc. 158,071
MannKind Corp. 136,416
ManTech International Corp., Class A 1,003,235
Marchex, Inc., Class B 26,809
Marcus & Millichap, Inc. 305,062
Page 115 of 151
Marcus Corp. 145,287
Marine Products Corp. 40,050
MarineMax, Inc. 193,307
Marinus Pharmaceuticals, Inc. 100,571
Marker Therapeutics, Inc. 29,637
Marlin Business Services Corp. 31,136
Marriott Vacations Worldwide Corp. 1,792,827
Marrone Bio Innovations, Inc. 26,749
Marten Transport, Ltd. 483,753
Masonite International Corp. 787,931
MasTec, Inc. 1,132,375
MasterCraft Boat Holdings, Inc. 131,823
Matador Resources Co. 419,503
Materion Corp. 513,503
Matrix Service Co. 140,362
Matson, Inc. 585,228
Matthews International Corp., Class A 303,296
Maui Land & Pineapple Co., Inc. 34,189
Maxar Technologies, Inc. 433,956
MAXIMUS, Inc. 2,207,629
MaxLinear, Inc. 551,469
Mayville Engineering Co., Inc. 18,593
MBIA, Inc. 256,657
McGrath RentCorp 650,440
MDC Holdings, Inc. 827,249
MDC Partners, Inc., Class A 35,843
Medallion Financial Corp. 23,163
Media General, Inc. CVR 0
MediciNova, Inc. 107,836
Medifast, Inc. 546,496
Medpace Holdings, Inc. 1,234,599
Meet Group, Inc. 205,788
MEI Pharma, Inc. 178,437
MeiraGTx Holdings PLC 122,415
Menlo Therapeutics, Inc. 53,373
Mercantile Bank Corp. 177,326
Merchants Bancorp 70,933
Mercury Systems, Inc. 2,335,877
Meredith Corp. 286,579
Meridian Bancorp, Inc. 266,308
Meridian Bioscience, Inc. 313,714
Merit Medical Systems, Inc. 1,161,507
Meritage Homes Corp. 1,213,331
Meritor, Inc. 697,444
Mersana Therapeutics, Inc. 391,763
Mesa Air Group, Inc. 45,162
Mesa Laboratories, Inc. 508,946
Meta Financial Group, Inc. 295,791
Methode Electronics, Inc. 552,074
Metrocity Bankshares, Inc. 88,469
Metropolitan Bank Holding Corp. 94,640
MGE Energy, Inc. 1,141,842
MGP Ingredients, Inc. 234,588
Michaels Cos., Inc. 147,525
MicroStrategy, Inc., Class A 487,962
Mid Penn Bancorp, Inc. 61,989
Middlesex Water Co. 554,891
Midland States Bancorp, Inc. 158,203
MidWestOne Financial Group, Inc. 109,748
Millendo Therapeutics, Inc. 15,896
Miller Industries, Inc. 157,750
Minerals Technologies, Inc. 818,940
Minerva Neurosciences, Inc. 52,860
Mirati Therapeutics, Inc. 1,421,294
Mirum Pharmaceuticals, Inc. 42,277
Misonix, Inc. 60,916
Mistras Group, Inc. 35,035
Mitek Systems, Inc. 178,697
MMA Capital Holdings, Inc. 57,832
Mobile Mini, Inc. 677,550
MobileIron, Inc. 214,623
Model N, Inc. 515,879
Modine Manufacturing Co. 127,667
Moelis & Co., Class A 769,488
Molecular Templates, Inc. 151,863
Momenta Pharmaceuticals, Inc. 1,720,697
Monarch Casino & Resort, Inc. 219,245
Page 116 of 151
Monmouth Real Estate Investment Corp. 592,213
Monro, Inc. 866,833
Montage Resources Corp., Class A 63,085
Moog, Inc., Class A 811,418
Morphic Holding, Inc. 107,266
Motorcar Parts of America, Inc. 142,507
Movado Group, Inc. 79,632
Mr. Cooper Group, Inc. 408,915
MRC Global, Inc. 224,439
MSA Safety, Inc. 2,023,526
MSG Networks, Inc., Class A 256,291
MTS Systems Corp. 164,513
Mueller Industries, Inc. 715,749
Mueller Water Products, Inc., Class A 706,412
Murphy USA, Inc. 1,630,857
Mustang Bio, Inc. 50,030
MVB Financial Corp. 65,576
Myers Industries, Inc. 232,622
MyoKardia, Inc. 2,439,310
MYR Group, Inc. 223,479
Myriad Genetics, Inc. 497,885
Nabors Industries, Ltd. 125,893
NACCO Industries, Inc., Class A 46,700
NanoString Technologies, Inc. 501,425
Napco Security Technologies, Inc. 126,619
Natera, Inc. 1,316,859
Nathan's Famous, Inc. 79,114
National Bank Holdings Corp., Class A 373,828
National Bankshares, Inc. 93,755
National Beverage Corp. 324,273
National CineMedia, Inc. 82,561
National Energy Services Reunited Corp. 64,922
National General Holdings Corp. 662,978
National Health Investors, Inc. 1,139,154
National HealthCare Corp. 394,975
National Presto Industries, Inc. 215,616
National Research Corp. 328,749
National Storage Affiliates Trust 858,196
National Vision Holdings, Inc. 1,010,999
National Western Life Group, Inc., Class A 215,327
Natural Gas Services Group, Inc. 38,630
Natural Grocers by Vitamin Cottage, Inc. 62,885
Nature's Sunshine Products, Inc. 40,876
Natus Medical, Inc. 347,857
Navistar International Corp. 600,670
NBT Bancorp, Inc. 644,315
NCS Multistage Holdings, Inc. 2,877
Neenah, Inc. 407,817
Nelnet, Inc., Class A 425,176
Neogen Corp. 1,779,360
NeoGenomics, Inc. 1,226,059
NeoPhotonics Corp. 164,461
NETGEAR, Inc. 369,380
NetScout Systems, Inc. 938,238
Neuronetics, Inc. 11,761
Nevro Corp. 1,810,147
New Age Beverages Corp. 54,565
New Jersey Resources Corp. 1,609,760
New Senior Investment Group, Inc. 116,995
New York Mtg. Trust, Inc. 379,117
Newmark Group, Inc., Class A 294,083
Newpark Resources, Inc. 86,591
NewStar Financial, Inc. CVR 9,676
NexPoint Residential Trust, Inc. 309,726
NextCure, Inc. 216,566
NextDecade Corp. 9,132
NextGen Healthcare, Inc. 271,911
NexTier Oilfield Solutions, Inc. 222,645
NGM Biopharmaceuticals, Inc. 232,123
NI Holdings, Inc. 68,924
NIC, Inc. 762,341
Nicolet Bankshares, Inc. 248,800
Nine Energy Service, Inc. 15,546
NL Industries, Inc. 12,614
nLight, Inc. 343,300
NMI Holdings, Inc., Class A 488,715
NN, Inc. 90,352
Page 117 of 151
Noble Corp. PLC 15,542
Noodles & Co. 80,616
Nordic American Tankers, Ltd. 306,789
Northeast Bank 68,297
Northern Oil and Gas, Inc. 111,364
Northfield Bancorp, Inc. 229,923
Northrim BanCorp, Inc. 71,702
Northwest Bancshares, Inc. 549,174
Northwest Natural Holding Co. 934,660
Northwest Pipe Co. 115,665
NorthWestern Corp. 1,467,649
Norwood Financial Corp. 68,107
Novagold Resources, Inc. 1,066,198
Novanta, Inc. 1,666,675
Novavax, Inc. 712,423
Novocure, Ltd. 2,822,418
NOW, Inc. 388,801
NuVasive, Inc. 1,516,394
NV5 Global, Inc. 235,281
NVE Corp. 139,158
Oak Valley Bancorp 45,367
Oasis Petroleum, Inc. 70,880
Oceaneering International, Inc. 306,491
OceanFirst Financial Corp. 439,895
Ocular Therapeutix, Inc. 143,264
Ocwen Financial Corp. 47,968
Odonate Therapeutics, Inc. 151,360
Office Depot, Inc. 646,920
Office Properties Income Trust 581,417
OFG Bancorp 296,108
Ohio Valley Banc Corp. 49,975
Oil States International, Inc. 122,400
Oil-Dri Corp. of America 89,744
Old National Bancorp 1,107,313
Old Second Bancorp, Inc. 107,600
Olympic Steel, Inc. 49,017
Omega Flex, Inc. 142,811
Omeros Corp. 366,777
Omnicell, Inc. 1,335,858
On Deck Capital, Inc. 20,941
Oncocyte Corp. 29,758
Oncternal Therapeutics, Inc. CVR 754
ONE Gas, Inc. 2,114,365
One Liberty Properties, Inc. 118,780
OneSpan, Inc. 320,731
OneSpaWorld Holdings, Ltd. 143,115
OneWater Marine, Inc., Class A 32,568
Onto Innovation, Inc. 720,807
Ooma, Inc. 123,318
OP Bancorp 40,088
OPKO Health, Inc. 423,592
Oportun Financial Corp. 33,717
Oppenheimer Holdings, Inc., Class A 97,428
OptimizeRx Corp. 75,521
Optinose, Inc. 57,629
Option Care Health, Inc. 225,522
Opus Bank 205,561
OraSure Technologies, Inc. 430,907
ORBCOMM, Inc. 96,522
Orchid Island Capital, Inc. 130,208
Organogenesis Holdings, Inc. 23,818
Origin Bancorp, Inc. 192,037
Orion Engineered Carbons SA 321,171
Ormat Technologies, Inc. 1,392,418
Orrstown Financial Services, Inc. 65,715
Orthofix Medical, Inc. 296,735
OrthoPediatrics Corp. 222,854
OSI Systems, Inc. 616,313
Osmotica Pharmaceuticals PLC 25,337
Otter Tail Corp. 815,333
Overseas Shipholding Group, Inc., Class A 68,901
Overstock.com, Inc. 310,618
Owens & Minor, Inc. 235,529
Oxford Industries, Inc. 341,642
Oyster Point Pharma, Inc. 77,127
P.A.M. Transportation Services, Inc. 32,038
P.H. Glatfelter Co. 323,363
Page 118 of 151
Pacific Biosciences of California, Inc. 241,402
Pacific Drilling SA 5,851
Pacific Mercantile Bancorp 35,614
Pacific Premier Bancorp, Inc. 605,771
Pacira BioSciences, Inc. 867,837
Palatin Technologies, Inc. 55,767
Palomar Holdings, Inc. 662,785
Pan American Silver Corp. CVR 111,712
Panhandle Oil and Gas, Inc., Class A 30,894
Papa John's International, Inc. 829,996
Par Pacific Holdings, Inc. 158,552
PAR Technology Corp. 139,356
Paratek Pharmaceuticals, Inc. 70,312
Pareteum Corp. 27,053
Park Aerospace Corp. 109,170
Park National Corp. 478,644
Parke Bancorp, Inc. 66,426
Park-Ohio Holdings Corp. 61,205
Parsons Corp. 376,471
Party City Holdco, Inc. 33,527
Patrick Industries, Inc. 563,723
Patterson Cos., Inc. 793,192
Paysign, Inc. 105,109
PC Connection, Inc. 234,707
PCB Bancorp 52,857
PCSB Financial Corp. 99,799
PDC Energy, Inc. 587,064
PDF Solutions, Inc. 232,357
PDL BioPharma, Inc. 177,499
PDL Community Bancorp 35,939
Peabody Energy Corp. 97,187
Peapack Gladstone Financial Corp. 168,020
Pebblebrook Hotel Trust 856,181
Penn National Gaming, Inc. 1,986,711
Penn Virginia Corp. 57,333
Pennant Group, Inc. 310,698
Penns Woods Bancorp, Inc. 70,925
Pennsylvania Real Estate Investment Trust 37,806
PennyMac Financial Services, Inc. 404,169
PennyMac Mtg. Investment Trust 524,384
Peoples Bancorp of North Carolina, Inc. 38,815
Peoples Bancorp, Inc. 194,837
Peoples Financial Services Corp. 109,759
People's Utah Bancorp 187,137
Perdoceo Education Corp. 540,870
Perficient, Inc. 523,978
Performance Food Group Co. 1,642,333
Personalis, Inc. 107,069
Perspecta, Inc. 1,494,613
PetIQ, Inc. 292,319
PetMed Express, Inc. 340,856
Pfenex, Inc. 105,074
PGT Innovations, Inc. 372,152
PhaseBio Pharmaceuticals, Inc. 39,732
Phathom Pharmaceuticals, Inc. 219,222
Phibro Animal Health Corp., Class A 257,441
Photronics, Inc. 367,589
Phreesia, Inc. 384,590
Phunware, Inc. 19,642
Physicians Realty Trust 1,570,966
PICO Holdings, Inc. 72,571
Piedmont Office Realty Trust, Inc., Class A 1,006,621
Pieris Pharmaceuticals, Inc. 80,276
Ping Identity Holding Corp. 187,893
Pioneer Bancorp, Inc. 50,825
Piper Sandler Cos. 380,801
Pitney Bowes, Inc. 195,679
PJT Partners, Inc., Class A 595,902
Plantronics, Inc. 212,246
PlayAGS, Inc. 66,792
Plexus Corp. 894,520
Plug Power, Inc. 604,501
PNM Resources, Inc. 1,564,059
PolarityTE, Inc. 10,047
PolyOne Corp. 1,100,059
Portland General Electric Co. 2,038,450
Portola Pharmaceuticals, Inc. 659,393
Page 119 of 151
Potbelly Corp. 21,032
PotlatchDeltic Corp. 1,083,465
Powell Industries, Inc. 114,300
Power Integrations, Inc. 1,478,652
PQ Group Holdings, Inc. 229,063
PRA Group, Inc. 740,029
Precigen, Inc. 76,971
Precision BioSciences, Inc. 121,343
Preferred Apartment Communities, Inc., Class A 154,171
Preferred Bank 248,263
Preformed Line Products Co. 73,452
Premier Financial Bancorp, Inc. 83,313
Prestige Consumer Healthcare, Inc. 1,025,418
Prevail Therapeutics, Inc. 112,773
PRGX Global, Inc. 38,785
PriceSmart, Inc. 588,772
PrimeEnergy Resources Corp. 18,838
Primoris Services Corp. 356,382
Principia Biopharma, Inc. 566,385
Priority Technology Holdings, Inc. 5,905
ProAssurance Corp. 354,439
Professional Holding Corp., Class A 23,326
Progenics Pharmaceuticals, Inc. 177,815
Progress Software Corp. 877,448
Progyny, Inc. 142,696
ProPetro Holding Corp. 190,625
PROS Holdings, Inc. 625,654
ProSight Global, Inc. 37,877
Protagonist Therapeutics, Inc. 140,439
Protective Insurance Corp., Class B 61,015
Prothena Corp. PLC 206,484
Proto Labs, Inc. 1,642,171
Providence Service Corp. 452,330
Provident Bancorp, Inc. 35,384
Provident Financial Holdings, Inc. 36,319
Provident Financial Services, Inc. 383,251
Prudential Bancorp, Inc. 51,507
PS Business Parks, Inc. 1,288,958
PTC Therapeutics, Inc. 1,475,864
Pulse Biosciences, Inc. 49,250
Pulse Biosciences, Inc. 2,658
Puma Biotechnology, Inc. 151,322
Pure Cycle Corp. 94,783
Purple Innovation, Inc. 57,489
Pyxus International, Inc. 11,543
Pzena Investment Management, Inc., Class A 34,717
Q2 Holdings, Inc. 1,886,876
QAD, Inc., Class A 252,235
QCR Holdings, Inc. 215,931
QEP Resources, Inc. 98,415
QTS Realty Trust, Inc., Class A 1,902,415
Quad/Graphics, Inc. 44,149
Quaker Chemical Corp. 1,080,285
Qualys, Inc. 1,870,606
Quanex Building Products Corp. 197,148
Quanterix Corp. 177,486
Quidel Corp. 3,017,000
QuinStreet, Inc. 226,061
Quotient Technology, Inc. 251,611
R1 RCM, Inc. 530,627
Radian Group, Inc. 1,548,840
Radiant Logistics, Inc. 75,140
Radius Health, Inc. 274,874
RadNet, Inc. 344,992
Rafael Holdings, Inc., Class B 89,822
Ramaco Resources, Inc. 10,683
Rambus, Inc. 827,008
Rapid7, Inc. 1,161,089
RAPT Therapeutics, Inc. 15,648
Raven Industries, Inc. 370,763
Rayonier Advanced Materials, Inc. 51,028
RBB Bancorp 100,343
RBC Bearings, Inc. 1,643,917
RCI Hospitality Holdings, Inc. 60,322
RE/MAX Holdings, Inc., Class A 240,994
Reading International, Inc., Class A 27,444
Ready Capital Corp. 110,039
Page 120 of 151
Realogy Holdings Corp. 332,282
RealReal, Inc. 335,062
Reata Pharmaceuticals, Inc., Class A 1,586,604
Recro Pharma, Inc. 42,746
Red Lion Hotels Corp. 20,439
Red River Bancshares, Inc. 95,232
Red Robin Gourmet Burgers, Inc. 86,653
Red Rock Resorts, Inc., Class A 464,260
Redfin Corp. 1,293,589
Redwood Trust, Inc. 288,354
REGENXBIO, Inc. 605,723
Regional Management Corp. 65,438
Regis Corp. 118,287
Reliant Bancorp, Inc. 68,866
Renasant Corp. 646,971
Renewable Energy Group, Inc. 504,532
Rent-A-Center, Inc. 605,235
Repligen Corp. 3,298,610
Replimune Group, Inc. 121,525
Republic Bancorp, Inc., Class A 149,641
Republic First Bancorp, Inc. 49,872
Resources Connection, Inc. 161,927
resTORbio, Inc. 16,065
Retail Opportunity Investments Corp. 517,098
Retail Value, Inc. 83,309
Retrophin, Inc. 312,931
REV Group, Inc. 79,825
Revance Therapeutics, Inc. 519,762
Revlon, Inc., Class A 34,058
REVOLUTION Medicines, Inc. 209,050
REX American Resources Corp. 158,472
Rexford Industrial Realty, Inc. 2,178,970
Rexnord Corp. 1,543,468
RGC Resources, Inc. 95,647
RH 1,767,003
Rhythm Pharmaceuticals, Inc. 273,806
Ribbon Communications, Inc. 126,518
Richmond Mutual Bancorp., Inc. 67,254
Rigel Pharmaceuticals, Inc. 158,449
RigNet, Inc. 6,860
Rimini Street, Inc. 45,137
Ring Energy, Inc. 34,529
Rite Aid Corp. 349,022
Riverview Bancorp, Inc. 51,235
RLI Corp. 1,519,901
RLJ Lodging Trust 840,069
RMR Group, Inc., Class A 196,916
Rocket Pharmaceuticals, Inc. 290,314
Rockwell Medical, Inc. 67,502
Rocky Brands, Inc. 69,292
Rogers Corp. 965,354
Rosehill Resources, Inc. 1,707
Rosetta Stone, Inc. 185,819
RPC, Inc. 88,992
RPT Realty 217,160
RR Donnelley & Sons Co. 37,091
RTI Surgical Holdings, Inc. 74,444
RTW RetailWinds, Inc. 6,579
Rubicon Project, Inc. 295,392
Rubius Therapeutics, Inc. 108,586
Rush Enterprises, Inc., Class A 545,638
Rush Enterprises, Inc., Class B 79,407
Ruth's Hospitality Group, Inc. 107,920
Ryerson Holding Corp. 38,907
Ryman Hospitality Properties, Inc. 806,785
S&T Bancorp, Inc. 407,237
Sabra Health Care REIT, Inc. 1,308,393
Safe Bulkers, Inc. 25,011
Safeguard Scientifics, Inc. 59,445
Safehold, Inc. 335,753
Safety Insurance Group, Inc. 542,524
Saga Communications, Inc., Class A 48,650
Saia, Inc. 1,355,175
SailPoint Technologies Holding, Inc. 943,267
Sally Beauty Holdings, Inc. 734,478
Sanderson Farms, Inc. 1,265,676
SandRidge Energy, Inc. 23,465
Page 121 of 151
Sandy Spring Bancorp, Inc. 403,617
Sangamo Therapeutics, Inc. 619,344
Sanmina Corp. 880,206
Satsuma Pharmaceuticals, Inc. 56,409
Saul Centers, Inc. 176,265
Savara, Inc. 40,787
SB One Bancorp 66,176
ScanSource, Inc. 301,248
Schnitzer Steel Industries, Inc., Class A 197,035
Scholar Rock Holding Corp. 155,609
Scholastic Corp. 418,127
Schrodinger, Inc. 454,576
Schweitzer-Mauduit International, Inc. 452,234
Science Applications International Corp. 2,456,052
Scientific Games Corp. 422,807
Scorpio Bulkers, Inc. 45,736
Scorpio Tankers, Inc. 376,957
Sculptor Capital Management, Inc. 101,775
Seacoast Banking Corp. of Florida 529,112
SEACOR Holdings, Inc. 224,638
SEACOR Marine Holdings, Inc. 14,711
Seadrill, Ltd. 13,278
SeaSpine Holdings Corp. 111,378
SeaWorld Entertainment, Inc. 410,432
SecureWorks Corp., Class A 52,911
Select Bancorp, Inc. 56,745
Select Energy Services, Inc., Class A 166,421
Select Interior Concepts, Inc., Class A 32,087
Select Medical Holdings Corp. 855,598
Selective Insurance Group, Inc. 1,479,352
Semtech Corp. 1,688,837
Seneca Foods Corp., Class A 114,808
Senseonics Holdings, Inc. 27,536
Sensient Technologies Corp. 1,023,300
Seres Therapeutics, Inc. 96,492
Seritage Growth Properties, Class A 127,888
ServisFirst Bancshares, Inc. 799,554
SFL Corp., Ltd. 388,626
Shake Shack, Inc., Class A 776,478
SharpSpring, Inc. 51,668
Shenandoah Telecommunications Co. 1,215,554
Shockwave Medical, Inc. 540,399
Shoe Carnival, Inc. 113,654
Shore Bancshares, Inc. 59,590
ShotSpotter, Inc. 91,117
Shutterstock, Inc. 348,826
SI-BONE, Inc. 161,310
Siebert Financial Corp. 28,037
Sientra, Inc. 72,071
Sierra Bancorp 128,451
SIGA Technologies, Inc. 158,987
Signet Jewelers, Ltd. 263,518
Silicon Laboratories, Inc. 1,940,261
Silk Road Medical, Inc. 296,516
SilverBow Resources, Inc. 12,886
Silvercrest Asset Management Group, Inc., Class A 46,996
Silvergate Capital Corp., Class A 22,454
Simmons First National Corp., Class A 787,871
Simply Good Foods Co. 677,130
Simpson Manufacturing Co., Inc. 1,728,255
Simulations Plus, Inc. 291,657
SiteOne Landscape Supply, Inc. 2,093,563
SiTime Corp. 70,381
SJW Group 797,063
Skyline Champion Corp. 602,544
SkyWest, Inc. 761,374
Sleep Number Corp. 419,455
SM Energy Co. 190,066
SMART Global Holdings, Inc. 174,847
Smart Sand, Inc. 11,014
SmartFinancial, Inc. 94,433
Solaris Oilfield Infrastructure, Inc., Class A 103,839
Solid Biosciences, Inc. 27,934
Soliton, Inc. 26,602
Sonic Automotive, Inc., Class A 308,396
Sonim Technologies, Inc. 3,978
Sonos, Inc. 419,196
Page 122 of 151
Sorrento Therapeutics, Inc. 317,105
South Jersey Industries, Inc. 1,266,019
South Plains Financial, Inc. 64,350
South State Corp. 847,744
Southern First Bancshares, Inc. 99,153
Southern Missouri Bancorp, Inc. 91,005
Southern National Bancorp of Virginia, Inc. 95,540
Southside Bancshares, Inc. 435,690
Southwest Gas Holdings, Inc. 1,987,763
Southwestern Energy Co. 788,491
SP Plus Corp. 223,866
Spark Energy, Inc., Class A 46,879
Spartan Motors, Inc. 277,413
SpartanNash Co. 369,901
Spectrum Pharmaceuticals, Inc. 157,931
Spero Therapeutics, Inc. 73,367
Spire, Inc. 1,747,163
Spirit Airlines, Inc. 428,062
Spirit of Texas Bancshares, Inc. 79,729
Spok Holdings, Inc. 87,049
Sportsman's Warehouse Holdings, Inc. 228,382
SpringWorks Therapeutics, Inc. 191,492
Sprout Social, Inc., Class A 126,592
SPS Commerce, Inc. 1,148,973
SPX Corp. 841,619
SPX FLOW, Inc. 697,824
St. Joe Co. 309,713
STAAR Surgical Co. 830,824
STAG Industrial, Inc. 1,940,512
Stamps.com, Inc. 1,576,878
Standard Motor Products, Inc. 431,755
Standex International Corp. 314,656
StarTek, Inc. 33,667
State Auto Financial Corp. 165,362
Steelcase, Inc., Class A 491,745
Stemline Therapeutics, Inc. 263,130
Stepan Co. 958,386
Sterling Bancorp, Inc. 22,455
Sterling Construction Co., Inc. 113,849
Steven Madden, Ltd. 951,972
Stewart Information Services Corp. 348,297
Stifel Financial Corp. 1,528,008
Stitch Fix, Inc., Class A 460,597
Stock Yards Bancorp, Inc. 332,303
Stoke Therapeutics, Inc. 226,674
Stoneridge, Inc. 262,374
Stratasys, Ltd. 442,482
Strategic Education, Inc. 1,743,288
Stratus Properties, Inc. 47,980
Strongbridge Biopharma PLC 59,635
Sturm Ruger & Co., Inc. 502,273
Summit Financial Group, Inc. 89,225
Summit Hotel Properties, Inc. 311,800
Summit Materials, Inc., Class A 832,822
SunCoke Energy, Inc. 116,434
Sunnova Energy International, Inc. 229,710
SunPower Corp. 257,978
Sunrun, Inc. 909,315
Sunstone Hotel Investors, Inc. 957,446
Superior Group of Cos., Inc. 51,361
Supernus Pharmaceuticals, Inc. 573,091
Surgery Partners, Inc. 157,026
Surmodics, Inc. 233,529
Sutro Biopharma, Inc. 52,472
SVMK, Inc. 842,935
Sykes Enterprises, Inc. 502,211
Synalloy Corp. 37,425
Synaptics, Inc. 1,051,189
Synchronoss Technologies, Inc. 51,009
Syndax Pharmaceuticals, Inc. 174,749
Syneos Health, Inc. 1,830,005
Synlogic, Inc. 18,978
Syros Pharmaceuticals, Inc. 163,444
Systemax, Inc. 125,079
Tabula Rasa HealthCare, Inc. 502,135
Tactile Systems Technology, Inc. 428,492
Tailored Brands, Inc. 29,811
Page 123 of 151
Talos Energy, Inc. 117,855
Tandem Diabetes Care, Inc. 2,246,048
Tanger Factory Outlet Centers, Inc. 267,341
Target Hospitality Corp. 37,261
Taylor Morrison Home Corp., Class A 1,217,094
TCR2 Therapeutics, Inc. 57,004
Team, Inc. 70,755
Tech Data Corp. 2,331,475
TechTarget, Inc. 305,112
Teekay Corp. 96,936
Teekay Tankers, Ltd., Class A 199,366
TEGNA, Inc. 1,227,998
Tejon Ranch Co. 145,078
Teladoc Health, Inc. 6,056,592
Telenav, Inc. 80,304
Tellurian, Inc. 45,494
Tenable Holdings, Inc. 567,738
Tenet Healthcare Corp. 1,078,578
Tennant Co. 554,296
Tenneco, Inc., Class A 165,296
Terex Corp. 480,057
TerraForm Power, Inc., Class A 702,723
Terreno Realty Corp. 1,627,586
Territorial Bancorp, Inc. 95,413
TESSCO Technologies, Inc. 16,715
Tetra Tech, Inc. 2,075,070
TETRA Technologies, Inc. 19,269
Texas Roadhouse, Inc. 1,650,126
Textainer Group Holdings, Ltd. 205,375
TG Therapeutics, Inc. 774,348
TherapeuticsMD, Inc. 120,569
Theravance Biopharma, Inc. 596,658
Thermon Group Holdings, Inc. 251,110
Third Point Reinsurance, Ltd. 262,824
Tidewater, Inc. 90,616
Tilly's, Inc., Class A 54,226
Timberland Bancorp, Inc. 64,225
TimkenSteel Corp. 67,869
Tiptree, Inc. 73,096
Titan International, Inc. 29,724
Titan Machinery, Inc. 95,549
Tivity Health, Inc. 243,576
TiVo Corp. 364,870
Tobira Therapeutics, Inc. CVR 0
Tocagen, Inc. 12,369
Tompkins Financial Corp. 445,881
Tootsie Roll Industries, Inc. 287,952
TopBuild Corp. 1,849,491
Towne Bank 605,727
TPG RE Finance Trust, Inc. 177,010
TPI Composites, Inc. 288,757
Transcat, Inc. 84,210
Transcontinental Realty Investors, Inc. 10,322
TransEnterix, Inc. 4,848
Translate Bio, Inc. 345,775
TransMedics Group, Inc. 90,634
Travelzoo 15,502
Trecora Resources 65,715
Tredegar Corp. 192,217
Trex Co., Inc. 3,401,558
TRI Pointe Group, Inc. 955,001
Tribune Publishing Co. 80,161
Tricida, Inc. 282,540
TriCo Bancshares 365,860
TriMas Corp. 510,911
TriNet Group, Inc. 1,136,551
Trinseo SA 389,538
Triple-S Management Corp., Class B 219,537
TriState Capital Holdings, Inc. 195,411
Triton International, Ltd. 795,044
Triumph Bancorp, Inc. 268,381
Triumph Group, Inc. 179,011
Tronox Holdings PLC, Class A 292,060
TrueBlue, Inc. 288,097
TrueCar, Inc. 136,409
Trupanion, Inc. 418,096
TrustCo Bank Corp. 288,679
Page 124 of 151
Trustmark Corp. 737,514
TTEC Holdings, Inc. 353,833
TTM Technologies, Inc. 552,225
Tucows, Inc., Class A 273,198
Tupperware Brands Corp. 75,947
Turning Point Brands, Inc. 95,648
Turning Point Therapeutics, Inc. 924,072
Tutor Perini Corp. 201,810
Twin Disc, Inc. 27,637
Twin River Worldwide Holdings, Inc. 175,749
Twist Bioscience Corp. 478,094
Tyme Technologies, Inc. 44,618
U.S. Physical Therapy, Inc. 448,918
UFP Industries, Inc. 1,312,177
UFP Technologies, Inc. 147,204
Ultra Clean Holdings, Inc. 394,782
Ultragenyx Pharmaceutical, Inc. 1,802,483
UMB Financial Corp. 1,095,187
UMH Properties, Inc. 217,801
Unifi, Inc. 95,396
UniFirst Corp. 1,311,641
Union Bankshares, Inc. 36,770
Unisys Corp. 278,831
United Bankshares, Inc. 1,737,734
United Community Banks, Inc. 742,177
United Fire Group, Inc. 273,827
United Insurance Holdings Corp. 77,890
United Natural Foods, Inc. 503,544
United Security Bancshares 39,778
United States Lime & Minerals, Inc. 71,713
United States Treasury Bills 0.14 06/09/2020 99,998
United States Treasury Bills 0.15 04/22/2021 3,494,194
United States Treasury Bills 0.16 04/22/2021 99,834
United States Treasury Bills 1.57 06/25/2020 2,999,765
Uniti Group, Inc. 735,735
Unitil Corp. 338,828
Unity Bancorp, Inc. 54,378
UNITY Biotechnology, Inc. 112,622
Universal Corp. 514,929
Universal Electronics, Inc. 292,974
Universal Health Realty Income Trust 577,057
Universal Insurance Holdings, Inc. 255,809
Universal Logistics Holdings, Inc. 57,062
Univest Financial Corp. 227,858
Upland Software, Inc. 381,121
Upwork, Inc. 344,103
Uranium Energy Corp. 91,741
Urban Edge Properties 540,872
UroGen Pharma, Ltd. 211,864
Urstadt Biddle Properties, Inc., Class A 181,843
US Concrete, Inc. 160,601
US Ecology, Inc. 391,212
US Silica Holdings, Inc. 104,200
US Well Services, Inc. 4,558
US Xpress Enterprises, Inc. Class A 53,657
USANA Health Sciences, Inc. 511,878
Utah Medical Products, Inc. 166,828
Valhi, Inc. 10,938
Valley National Bancorp 1,490,848
Value Line, Inc. 14,535
Vanda Pharmaceuticals, Inc. 294,055
Vapotherm, Inc. 192,721
Varex Imaging Corp. 340,344
Varonis Systems, Inc. 1,219,857
VBI Vaccines, Inc. 160,867
Vector Group, Ltd. 611,162
Vectrus, Inc. 298,765
Veeco Instruments, Inc. 272,345
Velocity Financial, Inc. 13,708
Vera Bradley, Inc. 50,789
Veracyte, Inc. 566,936
Vericel Corp. 310,090
Verint Systems, Inc. 1,484,211
Veritex Holdings, Inc. 417,799
Veritiv Corp. 77,800
Verra Mobility Corp. 670,725
Verrica Pharmaceuticals, Inc. 71,314
Page 125 of 151
Verso Corp., Class A 241,570
Viad Corp. 177,311
Viavi Solutions, Inc. 1,283,952
Vicor Corp. 523,086
Viela Bio, Inc. 123,441
ViewRay, Inc. 88,876
Viking Therapeutics, Inc. 223,552
Village Super Market, Inc., Class A 95,146
Vince Holding Corp. 9,273
Vir Biotechnology, Inc. 118,639
VirnetX Holding Corp. 196,581
Virtus Investment Partners, Inc. 290,191
Virtusa Corp. 415,718
Vishay Intertechnology, Inc. 1,039,583
Vishay Precision Group, Inc. 118,691
Vista Outdoor, Inc. 270,521
Visteon Corp. 968,904
Vivint Solar, Inc. 159,943
Vocera Communications, Inc. 294,548
Vonage Holdings Corp. 1,050,777
Voyager Therapeutics, Inc. 140,735
VSE Corp. 109,226
W&T Offshore, Inc. 118,403
Wabash National Corp. 242,532
Waddell & Reed Financial, Inc., Class A 427,099
Waitr Holdings, Inc. 68,701
Walker & Dunlop, Inc. 540,554
Warrior Met Coal, Inc. 350,719
Washington Federal, Inc. 965,380
Washington Prime Group, Inc. 57,677
Washington Real Estate Investment Trust 869,612
Washington Trust Bancorp, Inc. 232,933
Waterstone Financial, Inc. 169,443
Watford Holdings, Ltd. 126,874
Watts Water Technologies, Inc., Class A 1,106,111
WaVe Life Sciences, Ltd. 110,443
WD-40 Co. 1,270,431
Weis Markets, Inc. 256,247
Welbilt, Inc. 380,474
Werner Enterprises, Inc. 1,007,920
WesBanco, Inc. 668,797
West Bancorporation, Inc. 135,934
Westamerica Bancorporation 740,848
Western Asset Mtg. Capital Corp. 49,591
Western New England Bancorp, Inc. 60,636
Westwood Holdings Group, Inc. 68,934
Weyco Group, Inc. 54,628
Whitestone REIT 113,554
Whiting Petroleum Corp. 30,685
WideOpenWest, Inc. 77,280
Willdan Group, Inc. 118,362
Willis Lease Finance Corp. 29,617
WillScot Corp. 331,993
Wingstop, Inc. 1,724,617
Winmark Corp. 169,623
Winnebago Industries, Inc. 815,402
WisdomTree Investments, Inc. 192,033
Wolverine World Wide, Inc. 803,405
Workiva, Inc. 788,581
World Acceptance Corp. 175,427
World Fuel Services Corp. 792,122
Worthington Industries, Inc. 557,559
Wrap Technologies, Inc. 25,439
Wright Medical Group NV 1,796,699
WSFS Financial Corp. 676,753
WW International, Inc. 538,204
X4 Pharmaceuticals, Inc. 63,469
XBiotech, Inc. 88,332
Xencor, Inc. 689,549
Xenia Hotels & Resorts, Inc. 491,652
Xeris Pharmaceuticals, Inc. 88,228
Xperi Corp. 326,315
Yelp, Inc. 718,159
YETI Holdings, Inc. 1,084,723
Yext, Inc. 732,230
Y-mAbs Therapeutics, Inc. 434,908
York Water Co. 276,257
Page 126 of 151
Youngevity International, Inc. 6,975
YRC Worldwide, Inc. 23,782
ZAGG, Inc. 40,345
Zeneca, Inc. CVR 2,429
ZIOPHARM Oncology, Inc. 264,112
Zix Corp. 173,074
Zogenix, Inc. 598,680
Zumiez, Inc. 234,342
Zuora, Inc., Class A 511,770
Zynerba Pharmaceuticals, Inc. 57,997
Zynex, Inc. 147,809
Futures Contracts
Description Expiration Month
Unrealized
Appreciation
(Depreciation) ($)
Russell 2000 E-Mini Index Long June 2020 6,969,839
VALIC Company I - Small Cap Special Values Fund - (unaudited)
May 31, 2020
Security Coupon(%) Maturity Date Market Value ($)
A.H. Belo Corp., Class A 198,834
Acadia Realty Trust 871,269
ACCO Brands Corp. 650,879
ACI Worldwide, Inc. 845,465
Air Lease Corp. 491,606
Alamo Group, Inc. 1,302,659
Alcoa Corp. 430,089
ALLETE, Inc. 1,575,432
American Eagle Outfitters, Inc. 721,671
API Group Corp. 1,005,814
Apollo Commercial Real Estate Finance, Inc. 886,569
Apollo Investment Corp. 982,094
Artisan Partners Asset Management, Inc., Class A 1,212,742
Associated Banc-Corp 1,846,280
Atkore International Group, Inc. 2,394,692
Avanos Medical, Inc. 298,853
Badger Meter, Inc. 853,539
Balchem Corp. 177,345
Belden, Inc. 1,010,035
Berry Corp. 421,036
BJ's Wholesale Club Holdings, Inc. 3,840,804
BlackBerry, Ltd. 825,062
Brooks Automation, Inc. 1,796,931
Cabot Microelectronics Corp. 1,519,726
CBIZ, Inc. 265,707
Central Garden & Pet Co. 1,722,522
Central Garden & Pet Co., Class A 1,649,550
CNO Financial Group, Inc. 909,029
Compass Minerals International, Inc. 1,314,880
CSW Industrials, Inc. 3,755,612
CVB Financial Corp. 1,474,624
Delta Apparel, Inc. 423,316
Deluxe Corp. 1,056,709
Denny's Corp. 2,353,820
Dine Brands Global, Inc. 2,265,960
Douglas Dynamics, Inc. 1,799,778
DSP Group, Inc. 759,147
Eagle Materials, Inc. 4,851,449
Edgewell Personal Care Co. 790,707
Element Solutions, Inc. 937,139
Ennis, Inc. 1,223,002
Enstar Group, Ltd. 1,893,208
Euronet Worldwide, Inc. 779,438
Ferro Corp. 519,985
First Citizens BancShares, Inc., Class A 3,801,490
First Hawaiian, Inc. 2,100,550
Forum Energy Technologies, Inc. 65,469
Franchise Group, Inc. 339,337
Franklin Electric Co., Inc. 4,006,221
Gannett Co, Inc. 106,193
GlassBridge Enterprises, Inc. 13,169
Griffon Corp. 850,130
H.B. Fuller Co. 252,694
Hancock Whitney Corp. 1,616,441
Page 127 of 151
Hanger, Inc. 346,013
Hanover Insurance Group, Inc. 2,647,333
Harsco Corp. 801,199
Hawaiian Electric Industries, Inc. 3,526,974
Healthcare Services Group, Inc. 1,705,233
Helen of Troy, Ltd. 2,484,663
Hostess Brands, Inc. 1,694,352
Huntsman Corp. 1,025,166
IBERIABANK Corp. 877,929
IDACORP, Inc. 3,498,456
Ingevity Corp. 926,571
Innospec, Inc. 4,798,390
J&J Snack Foods Corp. 3,488,060
Jack in the Box, Inc. 1,296,904
Kadant, Inc. 1,904,065
Korn Ferry 2,008,356
Littelfuse, Inc. 418,737
Magnolia Oil & Gas Corp., Class A 548,995
MAXIMUS, Inc. 1,612,312
Mayville Engineering Co., Inc. 225,081
Mueller Industries, Inc. 4,162,871
Myers Industries, Inc. 767,917
National Western Life Group, Inc., Class A 430,458
Natus Medical, Inc. 565,153
Neenah, Inc. 3,647,196
NETGEAR, Inc. 889,229
New Mountain Finance Corp. 1,281,978
New York Mtg. Trust, Inc. 518,043
NN, Inc. 188,048
Nomad Foods, Ltd. 4,867,482
Novanta, Inc. 1,616,347
Oil States International, Inc. 104,558
Parsons Corp. 1,820,673
Patterson-UTI Energy, Inc. 731,041
PolyOne Corp. 3,884,736
PQ Group Holdings, Inc. 811,621
Premier, Inc., Class A 843,762
Prestige Consumer Healthcare, Inc. 2,010,830
Primo Water Corp. 1,790,341
ProAssurance Corp. 980,876
Quanex Building Products Corp. 1,365,835
Renasant Corp. 1,921,906
Reynolds Consumer Products, Inc. 229,055
Rogers Corp. 672,403
Schweitzer-Mauduit International, Inc. 1,988,175
ServiceMaster Global Holdings, Inc. 862,177
Silgan Holdings, Inc. 3,179,275
Simpson Manufacturing Co., Inc. 2,592,103
South State Corp. 1,462,287
Spectrum Brands Holdings, Inc. 1,928,716
Steven Madden, Ltd. 825,999
Stewart Information Services Corp. 1,710,572
Sykes Enterprises, Inc. 710,368
Tootsie Roll Industries, Inc. 237,087
TreeHouse Foods, Inc. 656,977
TriMas Corp. 1,663,565
Two Harbors Investment Corp. 1,232,016
UMB Financial Corp. 4,008,301
Verint Systems, Inc. 932,037
Viad Corp. 946,307
Washington Real Estate Investment Trust 1,695,211
Westwood Holdings Group, Inc. 580,161
White Mountains Insurance Group, Ltd. 1,456,656
VALIC Company I - Small-Mid Growth Fund - (unaudited)
May 31, 2020
Security Coupon(%) Maturity Date Market Value ($)
10X Genomics, Inc., Class A 591,169
ACADIA Pharmaceuticals, Inc. 315,617
ADC Therapeutics SA 78,888
Aerojet Rocketdyne Holdings, Inc. 1,437,052
Agios Pharmaceuticals, Inc. 1,823,525
Alector, Inc. 772,701
Allegion PLC 1,619,327
Amarin Corp. PLC ADR 281,658
Page 128 of 151
Americold Realty Trust 549,541
Anaplan, Inc. 1,033,476
Argenx SE ADR 393,424
Ashland Global Holdings, Inc. 1,565,903
Atreca, Inc., Class A 398,195
Avalara, Inc. 1,811,991
Avery Dennison Corp. 989,390
Badger Meter, Inc. 1,465,439
Beam Therapeutics, Inc. 482,333
BellRing Brands, Inc., Class A 733,462
Beyond Meat, Inc. 419,252
Bill.com Holdings, Inc. 684,979
BioSpecifics Technologies Corp. 256,637
Bio-Techne Corp. 1,679,362
Black Knight, Inc. 1,378,558
Bluebird Bio, Inc. 547,791
Booz Allen Hamilton Holding Corp. 2,163,330
Bright Horizons Family Solutions, Inc. 918,647
Brown & Brown, Inc. 569,152
Brunswick Corp. 1,080,781
Burlington Stores, Inc. 1,905,271
Castle Biosciences, Inc. 654,040
Cboe Global Markets, Inc. 900,758
Centogene NV 563,840
Chegg, Inc. 774,678
Choice Hotels International, Inc. 1,373,221
Ciena Corp. 969,813
Cloudflare, Inc., Class A 1,221,114
Colfax Corp. 1,741,628
Columbia Sportswear Co. 534,580
Coupa Software, Inc. 2,058,510
Datadog, Inc., Class A 1,440,652
DexCom, Inc. 1,384,993
DocuSign, Inc. 1,429,400
Domino's Pizza, Inc. 801,004
Dunkin' Brands Group, Inc. 1,288,960
Dynatrace, Inc. 1,390,806
Elanco Animal Health, Inc. 894,082
Elastic NV 756,955
Entegris, Inc. 2,192,865
Equity LifeStyle Properties, Inc. 1,453,584
Evercore, Inc., Class A 557,603
Exelixis, Inc. 1,742,154
First Republic Bank 547,232
Five Below, Inc. 1,079,883
Floor & Decor Holdings, Inc., Class A 1,300,884
Fortune Brands Home & Security, Inc. 763,158
Genmab A/S ADR 1,086,987
Graco, Inc. 629,623
Guardant Health, Inc. 1,335,060
GW Pharmaceuticals PLC ADR 509,167
HEICO Corp., Class A 650,361
Hexcel Corp. 474,596
Houlihan Lokey, Inc. 614,900
HubSpot, Inc. 1,616,115
Huntington Ingalls Industries, Inc. 1,047,823
IDEX Corp. 1,565,013
Immunomedics, Inc. 772,906
Inari Medical, Inc. 94,072
Ingevity Corp. 519,326
Inphi Corp. 980,729
John Bean Technologies Corp. 546,626
Lamb Weston Holdings, Inc. 887,987
Lumentum Holdings, Inc. 994,366
MarketAxess Holdings, Inc. 1,540,011
Marvell Technology Group, Ltd. 703,026
MKS Instruments, Inc. 1,402,238
Moderna, Inc. 1,094,639
Molina Healthcare, Inc. 2,287,258
Momenta Pharmaceuticals, Inc. 961,997
Monolithic Power Systems, Inc. 1,612,558
National Instruments Corp. 885,526
Neogen Corp. 924,293
Neurocrine Biosciences, Inc. 2,197,148
Nevro Corp. 1,391,522
Novanta, Inc. 2,076,591
NuVasive, Inc. 926,332
Page 129 of 151
Okta, Inc. 1,376,296
Old Dominion Freight Line, Inc. 898,907
Paycom Software, Inc. 1,103,912
Peloton Interactive, Inc., Class A 924,130
PerkinElmer, Inc. 2,489,345
Pinnacle Financial Partners, Inc. 439,984
Planet Fitness, Inc., Class A 630,530
PTC Therapeutics, Inc. 561,157
RBC Bearings, Inc. 881,032
Rollins, Inc. 626,248
RPM International, Inc. 2,019,210
Sarepta Therapeutics, Inc. 1,815,820
Seattle Genetics, Inc. 958,195
Silk Road Medical, Inc. 357,442
SiteOne Landscape Supply, Inc. 1,298,151
Standex International Corp. 435,873
State Street Institutional U.S. Government Money Market Fund, Administration Class 3,147,709
Tandem Diabetes Care, Inc. 1,159,943
Teladoc Health, Inc. 878,133
Teledyne Technologies, Inc. 2,133,606
Teleflex, Inc. 1,826,637
Teradyne, Inc. 1,352,397
Terreno Realty Corp. 728,485
Trade Desk, Inc., Class A 744,940
Tradeweb Markets, Inc. 716,194
Tyler Technologies, Inc. 1,481,349
West Pharmaceutical Services, Inc. 3,117,889
Wingstop, Inc. 1,855,225
Xylem, Inc. 852,071
Y-mAbs Therapeutics, Inc. 904,713
Zebra Technologies Corp., Class A 1,623,581
Zendesk, Inc. 1,682,930
VALIC Company I - Stock Index Fund - (unaudited)
May 31, 2020
Security Coupon(%) Maturity Date Market Value ($)
3M Co. 16,965,605
A.O. Smith Corp. 1,227,780
Abbott Laboratories 31,637,690
AbbVie, Inc. 30,812,775
ABIOMED, Inc. 1,906,732
Accenture PLC, Class A 24,147,019
Activision Blizzard, Inc. 10,428,822
Adobe, Inc. 35,293,101
Advance Auto Parts, Inc. 1,819,798
Advanced Micro Devices, Inc. 11,867,419
AES Corp. 1,563,760
Aflac, Inc. 5,048,396
Agilent Technologies, Inc. 5,144,027
Air Products & Chemicals, Inc. 10,045,632
Akamai Technologies, Inc. 3,224,361
Alaska Air Group, Inc. 794,200
Albemarle Corp. 1,530,170
Alexandria Real Estate Equities, Inc. 3,554,160
Alexion Pharmaceuticals, Inc. 5,003,787
Align Technology, Inc. 3,322,011
Allegion PLC 1,747,043
Alliance Data Systems Corp. 358,131
Alliant Energy Corp. 2,237,341
Allstate Corp. 5,975,604
Alphabet, Inc., Class A 81,002,481
Alphabet, Inc., Class C 80,543,934
Altria Group, Inc. 13,757,549
Amazon.com, Inc. 191,826,182
Amcor PLC 3,119,553
Ameren Corp. 3,467,323
American Airlines Group, Inc. 772,013
American Electric Power Co., Inc. 7,941,293
American Express Co. 12,030,063
American International Group, Inc. 4,931,704
American Tower Corp. 21,565,715
American Water Works Co., Inc. 4,329,684
Ameriprise Financial, Inc. 3,346,693
AmerisourceBergen Corp. 2,702,794
AMETEK, Inc. 3,953,618
Page 130 of 151
Amgen, Inc. 25,739,034
Amphenol Corp., Class A 5,399,152
Analog Devices, Inc. 7,845,168
ANSYS, Inc. 4,567,620
Anthem, Inc. 14,064,046
Aon PLC 8,696,327
Apache Corp. 765,184
Apartment Investment & Management Co., Class A 1,035,236
Apple, Inc. 250,430,846
Applied Materials, Inc. 9,787,062
Aptiv PLC 3,627,726
Archer-Daniels-Midland Co. 4,126,921
Arista Networks, Inc. 2,388,062
Arthur J. Gallagher & Co. 3,316,393
Assurant, Inc. 1,173,105
AT&T, Inc. 42,513,724
Atmos Energy Corp. 2,313,269
Autodesk, Inc. 8,729,718
Automatic Data Processing, Inc. 11,953,877
AutoZone, Inc. 5,158,483
AvalonBay Communities, Inc. 4,108,991
Avery Dennison Corp. 1,742,831
Baker Hughes Co. 2,023,416
Ball Corp. 4,396,172
Bank of America Corp. 36,824,679
Bank of New York Mellon Corp. 5,882,636
Baxter International, Inc. 8,666,523
Becton Dickinson and Co. 13,731,777
Berkshire Hathaway, Inc., Class B 68,457,493
Best Buy Co., Inc. 3,353,653
Biogen, Inc. 10,449,966
BlackRock, Inc. 15,198,929
Boeing Co. 14,705,910
Booking Holdings, Inc. 12,941,581
BorgWarner, Inc. 1,251,985
Boston Properties, Inc. 2,331,606
Boston Scientific Corp. 9,985,937
Bristol-Myers Squibb Co. 26,401,256
Broadcom, Inc. 21,789,035
Broadridge Financial Solutions, Inc. 2,618,303
Brown-Forman Corp., Class B 2,265,355
C.H. Robinson Worldwide, Inc. 2,069,302
Cabot Oil & Gas Corp. 1,526,271
Cadence Design Systems, Inc. 4,830,702
Campbell Soup Co. 1,624,121
Capital One Financial Corp. 5,975,885
Cardinal Health, Inc. 3,016,646
CarMax, Inc. 2,730,431
Carnival Corp. 1,382,507
Carrier Global Corp. 3,131,992
Cars.com, Inc. 6
Caterpillar, Inc. 12,520,429
Cboe Global Markets, Inc. 2,225,759
CBRE Group, Inc., Class A 2,776,457
CDW Corp. 3,005,328
Celanese Corp. 2,049,588
Centene Corp. 7,293,860
CenterPoint Energy, Inc. 1,684,050
CenturyLink, Inc. 1,818,973
Cerner Corp. 4,318,159
CF Industries Holdings, Inc. 1,204,317
Charles Schwab Corp. 7,742,483
Charter Communications, Inc., Class A 16,085,536
Chevron Corp. 32,699,762
Chipotle Mexican Grill, Inc. 4,841,858
Chubb, Ltd. 10,422,090
Church & Dwight Co., Inc. 3,474,240
Cigna Corp. 13,895,866
Cincinnati Financial Corp. 1,689,153
Cintas Corp. 3,920,248
Cisco Systems, Inc. 38,257,769
Citigroup, Inc. 19,725,649
Citizens Financial Group, Inc. 1,975,790
Citrix Systems, Inc. 3,212,723
Clorox Co. 4,881,525
CME Group, Inc. 12,340,473
CMS Energy Corp. 3,135,729
Page 131 of 151
Coca-Cola Co. 33,945,743
Cognizant Technology Solutions Corp., Class A 5,473,045
Colgate-Palmolive Co. 11,690,481
Comcast Corp., Class A 33,903,540
Comerica, Inc. 988,175
Conagra Brands, Inc. 3,192,922
Concho Resources, Inc. 2,066,908
ConocoPhillips 8,728,350
Consolidated Edison, Inc. 4,705,737
Constellation Brands, Inc., Class A 5,455,248
Cooper Cos., Inc. 2,963,446
Copart, Inc. 3,448,487
Corning, Inc. 3,305,576
Corteva, Inc. 3,854,506
Costco Wholesale Corp. 25,700,178
Coty, Inc., Class A 202,343
Crown Castle International Corp. 13,498,893
CSX Corp. 10,497,350
Cummins, Inc. 4,900,253
CVS Health Corp. 16,087,272
D.R. Horton, Inc. 3,497,117
Danaher Corp. 19,771,275
Darden Restaurants, Inc. 1,890,525
DaVita, Inc. 1,369,196
Deere & Co. 9,033,038
Delta Air Lines, Inc. 2,736,571
DENTSPLY SIRONA, Inc. 1,951,235
Devon Energy Corp. 788,957
DexCom, Inc. 6,505,797
Diamondback Energy, Inc. 1,293,964
Digital Realty Trust, Inc. 7,116,413
Discover Financial Services 2,808,649
Discovery, Inc., Class A 648,650
Discovery, Inc., Class C 1,239,185
DISH Network Corp., Class A 1,521,985
Dollar General Corp. 9,195,161
Dollar Tree, Inc. 4,368,036
Dominion Energy, Inc. 13,195,677
Domino's Pizza, Inc. 2,813,545
Dover Corp. 2,664,164
Dow, Inc. 5,397,708
DTE Energy Co. 3,897,154
Duke Energy Corp. 11,773,012
Duke Realty Corp. 2,390,119
DuPont de Nemours, Inc. 7,087,336
DXC Technology Co. 686,030
E*TRADE Financial Corp. 1,940,232
Eastman Chemical Co. 1,745,844
Eaton Corp. PLC 6,618,974
eBay, Inc. 6,567,597
Ecolab, Inc. 10,053,546
Edison International 3,929,805
Edwards Lifesciences Corp. 8,839,136
Electronic Arts, Inc. 6,766,264
Eli Lilly & Co. 24,371,053
Emerson Electric Co. 7,009,917
Entergy Corp. 3,823,137
EOG Resources, Inc. 5,592,072
Equifax, Inc. 3,506,543
Equinix, Inc. 11,601,587
Equity Residential 3,986,725
Essex Property Trust, Inc. 3,025,400
Estee Lauder Cos., Inc., Class A 8,287,816
Everest Re Group, Ltd. 1,525,971
Evergy, Inc. 2,651,436
Eversource Energy 5,110,471
Exelon Corp. 7,023,296
Expedia Group, Inc. 2,094,616
Expeditors International of Washington, Inc. 2,452,775
Extra Space Storage, Inc. 2,363,022
Exxon Mobil Corp. 36,282,059
F5 Networks, Inc. 1,661,508
Facebook, Inc., Class A 102,152,370
Fastenal Co. 4,462,682
Federal Realty Investment Trust 1,058,408
FedEx Corp. 5,910,190
Fidelity National Information Services, Inc. 16,091,230
Page 132 of 151
Fifth Third Bancorp 2,595,041
First Republic Bank 3,437,751
FirstEnergy Corp. 4,306,125
Fiserv, Inc. 11,499,556
Fixed Income Clearing Corp. Repurchase Agreement 0.00 06/01/2020 42,750,000
FleetCor Technologies, Inc. 3,989,867
FLIR Systems, Inc. 1,168,860
Flowserve Corp. 644,122
FMC Corp. 2,405,534
Ford Motor Co. 4,193,241
Fortinet, Inc. 3,726,662
Fortive Corp. 3,398,354
Fortune Brands Home & Security, Inc. 1,599,712
Fox Corp., Class A 1,950,190
Fox Corp., Class B 881,244
Franklin Resources, Inc. 992,581
Freeport-McMoRan, Inc. 2,481,770
Gap, Inc. 357,139
Garmin, Ltd. 2,456,862
Gartner, Inc. 2,053,079
General Dynamics Corp. 6,488,858
General Electric Co. 10,821,040
General Mills, Inc. 7,185,362
General Motors Co. 6,136,562
Genuine Parts Co. 2,285,434
Gilead Sciences, Inc. 18,569,538
Global Payments, Inc. 10,173,493
Globe Life, Inc. 1,447,052
Goldman Sachs Group, Inc. 11,808,853
H&R Block, Inc. 625,957
Halliburton Co. 1,945,130
Hanesbrands, Inc. 672,570
Harley-Davidson, Inc. 620,951
Hartford Financial Services Group, Inc. 2,602,610
Hasbro, Inc. 1,764,166
HCA Healthcare, Inc. 5,333,455
Healthpeak Properties, Inc. 2,299,947
Henry Schein, Inc. 1,680,305
Hershey Co. 3,794,834
Hess Corp. 2,318,625
Hewlett Packard Enterprise Co. 2,369,551
Hilton Worldwide Holdings, Inc. 4,220,244
HollyFrontier Corp. 880,663
Hologic, Inc. 2,680,157
Home Depot, Inc. 51,116,809
Honeywell International, Inc. 19,653,579
Hormel Foods Corp. 2,560,596
Host Hotels & Resorts, Inc. 1,614,897
Howmet Aerospace, Inc. 955,520
HP, Inc. 4,231,176
Humana, Inc. 10,255,573
Huntington Bancshares, Inc. 1,731,452
Huntington Ingalls Industries, Inc. 1,541,752
IDEX Corp. 2,286,003
IDEXX Laboratories, Inc. 4,997,061
IHS Markit, Ltd. 5,252,704
Illinois Tool Works, Inc. 9,512,549
Illumina, Inc. 10,064,835
Incyte Corp. 3,435,896
Ingersoll Rand, Inc. 1,840,388
Intel Corp. 51,624,940
Intercontinental Exchange, Inc. 10,212,709
International Business Machines Corp. 20,860,798
International Flavors & Fragrances, Inc. 2,681,914
International Paper Co. 2,517,929
Interpublic Group of Cos., Inc. 1,251,100
Intuit, Inc. 14,252,099
Intuitive Surgical, Inc. 12,641,754
Invesco, Ltd. 559,422
IPG Photonics Corp. 1,041,957
IQVIA Holdings, Inc. 5,088,465
Iron Mountain, Inc. 1,394,930
J.M. Smucker Co. 2,450,634
Jack Henry & Associates, Inc. 2,624,279
Jacobs Engineering Group, Inc. 2,146,963
JB Hunt Transport Services, Inc. 1,924,294
Johnson & Johnson 73,830,278
Page 133 of 151
Johnson Controls International PLC 4,569,527
JPMorgan Chase & Co. 57,559,060
Juniper Networks, Inc. 1,531,340
Kansas City Southern 2,813,670
Kellogg Co. 3,066,827
KeyCorp 2,201,138
Keysight Technologies, Inc. 3,825,099
Kimberly-Clark Corp. 9,143,955
Kimco Realty Corp. 884,667
Kinder Morgan, Inc. 5,804,035
KLA Corp. 5,236,218
Kohl's Corp. 567,490
Kraft Heinz Co. 3,578,732
Kroger Co. 4,933,677
L Brands, Inc. 709,073
L3Harris Technologies, Inc. 8,315,071
Laboratory Corp. of America Holdings 3,210,460
Lam Research Corp. 7,487,611
Lamb Weston Holdings, Inc. 1,654,413
Las Vegas Sands Corp. 3,055,264
Leggett & Platt, Inc. 759,183
Leidos Holdings, Inc. 2,642,358
Lennar Corp., Class A 3,191,200
Lincoln National Corp. 1,418,696
Linde PLC 20,498,054
Live Nation Entertainment, Inc. 1,306,427
LKQ Corp. 1,587,051
Lockheed Martin Corp. 18,183,265
Loews Corp. 1,603,498
Lowe's Cos., Inc. 18,841,832
LyondellBasell Industries NV, Class A 3,087,004
M&T Bank Corp. 2,629,455
Marathon Oil Corp. 805,576
Marathon Petroleum Corp. 4,303,034
MarketAxess Holdings, Inc. 3,637,436
Marriott International, Inc., Class A 4,528,899
Marsh & McLennan Cos., Inc. 10,080,830
Martin Marietta Materials, Inc. 2,264,165
Masco Corp. 2,499,367
Mastercard, Inc., Class A 50,373,499
Maxim Integrated Products, Inc. 2,943,641
McCormick & Co., Inc. 4,081,929
McDonald's Corp. 26,461,912
McKesson Corp. 4,832,612
Medtronic PLC 24,918,855
Merck & Co., Inc. 38,756,901
MetLife, Inc. 5,308,450
Mettler-Toledo International, Inc. 3,651,435
MGM Resorts International 1,668,504
Microchip Technology, Inc. 4,327,525
Micron Technology, Inc. 10,002,458
Microsoft Corp. 263,641,225
Mid-America Apartment Communities, Inc. 2,503,136
Mohawk Industries, Inc. 1,044,865
Molson Coors Beverage Co., Class B 1,344,847
Mondelez International, Inc., Class A 14,152,248
Monster Beverage Corp. 5,177,089
Moody's Corp. 8,188,362
Morgan Stanley 9,707,779
Mosaic Co. 797,203
Motorola Solutions, Inc. 4,372,783
MSCI, Inc. 5,253,379
Mylan NV 1,661,526
Nasdaq, Inc. 2,563,237
National Oilwell Varco, Inc. 907,355
NetApp, Inc. 1,917,046
Netflix, Inc. 34,690,265
Newell Brands, Inc. 944,998
Newmont Corp. 9,040,105
News Corp., Class A 897,643
News Corp., Class B 281,563
NextEra Energy, Inc. 23,556,754
Nielsen Holdings PLC 932,047
NIKE, Inc., Class B 23,164,821
NiSource, Inc. 1,678,728
Noble Energy, Inc. 787,455
Nordstrom, Inc. 325,858
Page 134 of 151
Norfolk Southern Corp. 8,767,054
Northern Trust Corp. 3,157,082
Northrop Grumman Corp. 9,908,177
NortonLifeLock, Inc. 2,463,270
Norwegian Cruise Line Holdings, Ltd. 735,738
NRG Energy, Inc. 1,710,464
Nucor Corp. 2,416,511
NVIDIA Corp. 40,974,633
NVR, Inc. 2,116,598
Occidental Petroleum Corp. 2,181,661
Old Dominion Freight Line, Inc. 3,090,570
Omnicom Group, Inc. 2,249,732
ONEOK, Inc. 2,858,261
Oracle Corp. 21,968,648
O'Reilly Automotive, Inc. 5,953,180
Otis Worldwide Corp. 4,027,830
PACCAR, Inc. 4,817,666
Packaging Corp. of America 1,810,270
Parker-Hannifin Corp. 4,360,133
Paychex, Inc. 4,342,438
Paycom Software, Inc. 2,749,972
PayPal Holdings, Inc. 34,325,104
Pentair PLC 1,240,738
People's United Financial, Inc. 959,006
PepsiCo, Inc. 34,594,098
PerkinElmer, Inc. 2,105,148
Perrigo Co. PLC 1,405,836
Pfizer, Inc. 39,857,605
Philip Morris International, Inc. 21,525,144
Phillips 66 6,558,188
Pinnacle West Capital Corp. 1,651,402
Pioneer Natural Resources Co. 2,861,492
PNC Financial Services Group, Inc. 9,423,467
PPG Industries, Inc. 4,533,872
PPL Corp. 4,045,712
Principal Financial Group, Inc. 1,880,794
Procter & Gamble Co. 54,517,408
Progressive Corp. 8,564,531
Prologis, Inc. 12,738,996
Prudential Financial, Inc. 4,621,500
Public Service Enterprise Group, Inc. 4,867,889
Public Storage 5,743,827
PulteGroup, Inc. 1,631,919
PVH Corp. 635,807
Qorvo, Inc. 2,294,749
QUALCOMM, Inc. 17,416,537
Quanta Services, Inc. 990,980
Quest Diagnostics, Inc. 3,004,549
Ralph Lauren Corp. 708,208
Raymond James Financial, Inc. 1,613,116
Raytheon Technologies Corp. 17,860,814
Realty Income Corp. 3,574,685
Regency Centers Corp. 1,352,164
Regeneron Pharmaceuticals, Inc. 11,657,485
Regions Financial Corp. 2,057,504
Republic Services, Inc. 3,394,728
ResMed, Inc. 4,360,795
Robert Half International, Inc. 1,124,957
Rockwell Automation, Inc. 4,710,343
Rollins, Inc. 1,109,915
Roper Technologies, Inc. 7,727,931
Ross Stores, Inc. 6,614,417
Royal Caribbean Cruises, Ltd. 1,681,522
S&P Global, Inc. 14,980,172
salesforce.com, Inc. 29,238,522
SBA Communications Corp. 6,670,551
Schlumberger, Ltd. 4,822,111
Seagate Technology PLC 2,312,491
Sealed Air Corp. 935,394
Sempra Energy 6,714,892
ServiceNow, Inc. 13,797,506
Sherwin-Williams Co. 9,200,518
Simon Property Group, Inc. 3,339,099
Skyworks Solutions, Inc. 3,808,809
SL Green Realty Corp. 647,469
Snap-on, Inc. 1,341,384
Southern Co. 11,287,190
Page 135 of 151
Southwest Airlines Co. 3,189,007
Stanley Black & Decker, Inc. 3,596,401
Starbucks Corp. 17,370,089
State Street Corp. 4,180,271
STERIS PLC 2,652,415
Stryker Corp. 11,885,117
SVB Financial Group 2,088,444
Synchrony Financial 2,168,142
Synopsys, Inc. 5,128,799
Sysco Corp. 5,307,606
T. Rowe Price Group, Inc. 5,327,821
Take-Two Interactive Software, Inc. 2,906,412
Tapestry, Inc. 707,717
Target Corp. 11,690,344
TE Connectivity, Ltd. 5,125,088
TechnipFMC PLC 586,472
Teleflex, Inc. 3,168,131
Texas Instruments, Inc. 20,932,200
Textron, Inc. 1,333,197
Thermo Fisher Scientific, Inc. 26,406,446
Tiffany & Co. 2,608,471
TJX Cos., Inc. 12,065,895
T-Mobile US, Inc. 7,182,272
Tractor Supply Co. 2,724,219
Trane Technologies PLC 4,076,139
TransDigm Group, Inc. 3,989,485
Travelers Cos., Inc. 5,207,465
Truist Financial Corp. 9,301,956
Twitter, Inc. 4,534,349
Tyson Foods, Inc., Class A 3,420,242
UDR, Inc. 2,043,737
Ulta Beauty, Inc. 2,630,184
Under Armour, Inc., Class A 310,564
Under Armour, Inc., Class C 288,423
Union Pacific Corp. 22,237,562
United Airlines Holdings, Inc. 1,318,104
United Parcel Service, Inc., Class B 13,176,976
United Rentals, Inc. 1,968,627
United States Treasury Bills 0.06 02/25/2021 2,197,062
United States Treasury Bills 0.16 04/22/2021 3,693,862
United States Treasury Bills 0.21 10/08/2020 1,499,127
UnitedHealth Group, Inc. 54,467,854
Universal Health Services, Inc., Class B 1,597,357
Unum Group 589,335
US Bancorp 9,531,431
Valero Energy Corp. 5,160,868
Varian Medical Systems, Inc. 2,080,989
Ventas, Inc. 2,456,775
VeriSign, Inc. 4,267,410
Verisk Analytics, Inc. 5,336,503
Verizon Communications, Inc. 44,753,933
Vertex Pharmaceuticals, Inc. 13,964,620
VF Corp. 3,464,736
ViacomCBS, Inc., Class B 2,113,676
Visa, Inc., Class A 63,029,720
Vornado Realty Trust 1,081,701
Vulcan Materials Co. 2,703,776
Walgreens Boots Alliance, Inc. 6,071,287
Walmart, Inc. 33,189,524
Walt Disney Co. 39,871,326
Waste Management, Inc. 7,857,441
Waters Corp. 2,428,577
WEC Energy Group, Inc. 5,456,743
Wells Fargo & Co. 19,212,455
Welltower, Inc. 3,877,268
West Pharmaceutical Services, Inc. 3,014,622
Western Digital Corp. 2,488,580
Western Union Co. 1,582,901
Westinghouse Air Brake Technologies Corp. 2,097,205
WestRock Co. 1,364,726
Weyerhaeuser Co. 2,837,200
Whirlpool Corp. 1,451,973
Williams Cos., Inc. 4,669,828
Willis Towers Watson PLC 4,919,919
WR Berkley Corp. 1,585,802
WW Grainger, Inc. 2,547,553
Wynn Resorts, Ltd. 1,517,445
Page 136 of 151
Xcel Energy, Inc. 6,431,012
Xerox Holdings Corp. 556,785
Xilinx, Inc. 4,360,545
Xylem, Inc. 2,252,973
Yum! Brands, Inc. 5,118,289
Zebra Technologies Corp., Class A 2,657,363
Zimmer Biomet Holdings, Inc. 4,900,729
Zions Bancorp NA 1,057,797
Zoetis, Inc. 12,520,567
Futures Contracts
Description Expiration Month
Unrealized
Appreciation
(Depreciation) ($)
S&P 500 E-Mini Index Long June 2020 5,587,971
VALIC Company I - Systematic Core Fund - (unaudited)
May 31, 2020
Security Coupon(%) Maturity Date Market Value ($)
2U, Inc. 83,079
3M Co. 188,980
A.O. Smith Corp. 89,775
Abbott Laboratories 450,870
AbbVie, Inc. 564,453
ABIOMED, Inc. 126,056
Acadia Healthcare Co., Inc. 28,782
Accenture PLC, Class A 555,866
Activision Blizzard, Inc. 159,724
Acuity Brands, Inc. 117,595
Adaptive Biotechnologies Corp. 54,915
Adobe, Inc. 689,308
ADT, Inc. 66,814
Advance Auto Parts, Inc. 99,057
Advanced Micro Devices, Inc. 235,859
AECOM 158,259
AES Corp. 29,939
Aflac, Inc. 22,867
AGCO Corp. 95,493
Agilent Technologies, Inc. 110,263
AGNC Investment Corp. 26,889
Air Products & Chemicals, Inc. 127,833
Akamai Technologies, Inc. 99,240
Alaska Air Group, Inc. 122,195
Alexandria Real Estate Equities, Inc. 69,481
Alexion Pharmaceuticals, Inc. 180,929
Align Technology, Inc. 155,969
Alkermes PLC 93,056
Alleghany Corp. 21,550
Allegion PLC 128,912
Alliance Data Systems Corp. 231,465
Alliant Energy Corp. 64,020
Allison Transmission Holdings, Inc. 31,987
Allstate Corp. 140,749
Ally Financial, Inc. 87,619
Alnylam Pharmaceuticals, Inc. 65,471
Alphabet, Inc., Class A 1,548,202
Alphabet, Inc., Class C 1,544,663
Alteryx, Inc., Class A 40,591
Altria Group, Inc. 80,404
Amazon.com, Inc. 3,778,346
AMC Networks, Inc., Class A 175,981
Amdocs, Ltd. 135,104
AMERCO 27,413
Ameren Corp. 70,022
American Electric Power Co., Inc. 111,337
American Express Co. 148,975
American Financial Group, Inc. 22,590
American Homes 4 Rent, Class A 48,208
American National Insurance Co. 95,741
American Tower Corp. 218,412
American Water Works Co., Inc. 80,391
Americold Realty Trust 43,816
Ameriprise Financial, Inc. 95,808
AmerisourceBergen Corp. 154,641
AMETEK, Inc. 63,922
Page 137 of 151
Amgen, Inc. 531,985
Amphenol Corp., Class A 73,096
Analog Devices, Inc. 119,162
Anaplan, Inc. 82,197
ANSYS, Inc. 98,484
Anthem, Inc. 278,522
Aon PLC 252,687
Apergy Corp. 71,880
Apple Hospitality REIT, Inc. 90,706
Apple, Inc. 4,845,724
Applied Materials, Inc. 268,428
AptarGroup, Inc. 36,870
Aptiv PLC 27,277
Aramark 47,379
Arch Capital Group, Ltd. 50,768
Archer-Daniels-Midland Co. 53,855
Arconic Corp. 143,485
Ardagh Group SA 21,166
Arista Networks, Inc. 44,824
Armstrong World Industries, Inc. 35,509
Arrow Electronics, Inc. 202,612
Arthur J. Gallagher & Co. 94,940
Ashland Global Holdings, Inc. 26,528
Aspen Technology, Inc. 118,528
Associated Banc-Corp 25,372
Assurant, Inc. 58,778
AT&T, Inc. 687,592
Athene Holding, Ltd., Class A 88,346
Atlassian Corp. PLC, Class A 129,154
Atmos Energy Corp. 50,054
Autodesk, Inc. 220,057
Automatic Data Processing, Inc. 109,428
AutoNation, Inc. 191,281
AutoZone, Inc. 192,840
Avalara, Inc. 34,259
AvalonBay Communities, Inc. 26,210
Avangrid, Inc. 27,355
Avery Dennison Corp. 49,359
Avnet, Inc. 90,055
Axis Capital Holdings, Ltd. 34,049
Baker Hughes Co. 35,711
Ball Corp. 73,825
Bank of America Corp. 423,378
Bank of Hawaii Corp. 23,159
Bank of New York Mellon Corp. 46,983
BankUnited, Inc. 32,636
Baxter International, Inc. 130,695
Becton Dickinson and Co. 150,627
Berkshire Hathaway, Inc., Class B 1,356,219
Berry Global Group, Inc. 60,045
Best Buy Co., Inc. 177,030
Beyond Meat, Inc. 28,224
Bill.com Holdings, Inc. 56,269
Biogen, Inc. 383,555
BioMarin Pharmaceutical, Inc. 82,896
Bio-Rad Laboratories, Inc., Class A 89,912
Bio-Techne Corp. 80,764
Black Knight, Inc. 95,686
BlackRock, Inc. 115,244
Booking Holdings, Inc. 255,750
Booz Allen Hamilton Holding Corp. 117,167
BorgWarner, Inc. 26,492
Boston Properties, Inc. 21,237
Boston Scientific Corp. 128,254
Brandywine Realty Trust 34,808
Bright Horizons Family Solutions, Inc. 25,844
Bristol-Myers Squibb Co. 449,333
Brixmor Property Group, Inc. 61,213
Broadcom, Inc. 355,932
Broadridge Financial Solutions, Inc. 55,464
Brown & Brown, Inc. 82,410
Brown-Forman Corp., Class A 72,704
Brown-Forman Corp., Class B 119,531
Bruker Corp. 75,524
Bunge, Ltd. 29,070
Burlington Stores, Inc. 137,334
BWX Technologies, Inc. 62,320
Page 138 of 151
C.H. Robinson Worldwide, Inc. 147,413
Cable One, Inc. 84,910
Cabot Corp. 47,293
Cabot Oil & Gas Corp. 21,745
CACI International, Inc., Class A 187,834
Cadence Design Systems, Inc. 208,780
Camden Property Trust 42,122
Campbell Soup Co. 70,352
Capital One Financial Corp. 59,331
Capri Holdings, Ltd. 131,901
Cardinal Health, Inc. 130,490
Carlisle Cos., Inc. 25,051
CarMax, Inc. 58,641
Carrier Global Corp. 127,712
Carter's, Inc. 118,642
Carvana Co. 23,245
Casey's General Stores, Inc. 137,847
Catalent, Inc. 82,394
Caterpillar, Inc. 91,179
Cboe Global Markets, Inc. 54,508
CBRE Group, Inc., Class A 90,731
CDK Global, Inc. 117,301
CDW Corp. 131,650
Celanese Corp. 25,355
Centene Corp. 87,583
CenterPoint Energy, Inc. 26,599
CenturyLink, Inc. 178,051
Cerence, Inc. 301,164
Ceridian HCM Holding, Inc. 36,983
Cerner Corp. 205,286
CF Industries Holdings, Inc. 23,173
Change Healthcare, Inc. 52,191
Charles River Laboratories International, Inc. 146,423
Charles Schwab Corp. 72,610
Charter Communications, Inc., Class A 215,968
Chemed Corp. 154,559
Cheniere Energy, Inc. 23,639
Chevron Corp. 287,204
Chimera Investment Corp. 73,120
Chipotle Mexican Grill, Inc. 66,258
Choice Hotels International, Inc. 37,990
Chubb, Ltd. 118,404
Church & Dwight Co., Inc. 56,077
Ciena Corp. 78,193
Cigna Corp. 366,029
Cincinnati Financial Corp. 45,627
Cinemark Holdings, Inc. 73,181
Cintas Corp. 165,637
Cisco Systems, Inc. 648,296
Citigroup, Inc. 227,285
Citizens Financial Group, Inc. 52,586
Citrix Systems, Inc. 209,738
Clean Harbors, Inc. 26,072
Clorox Co. 211,613
CME Group, Inc. 142,793
CMS Energy Corp. 73,166
CNA Financial Corp. 24,456
Coca-Cola Co. 466,753
Cognex Corp. 26,100
Cognizant Technology Solutions Corp., Class A 184,970
Coherent, Inc. 28,752
Colgate-Palmolive Co. 283,389
Columbia Sportswear Co. 103,672
Comcast Corp., Class A 495,990
Comerica, Inc. 34,387
Commerce Bancshares, Inc. 29,698
CommScope Holding Co., Inc. 84,315
Conagra Brands, Inc. 83,079
ConocoPhillips 25,603
Consolidated Edison, Inc. 88,346
Constellation Brands, Inc., Class A 93,258
Cooper Cos., Inc. 95,728
Copa Holdings SA, Class A 53,597
Copart, Inc. 106,732
CoreLogic, Inc. 30,529
CoreSite Realty Corp. 38,195
Corning, Inc. 33,524
Page 139 of 151
Corporate Office Properties Trust 42,224
Corteva, Inc. 23,623
CoStar Group, Inc. 90,638
Costco Wholesale Corp. 563,575
Coty, Inc., Class A 60,360
Coupa Software, Inc. 51,872
Cousins Properties, Inc. 24,429
Crane Co. 25,241
Credit Acceptance Corp. 61,390
Crown Castle International Corp. 160,625
Crown Holdings, Inc. 37,819
CSX Corp. 45,310
CubeSmart 35,376
Cummins, Inc. 76,150
Curtiss-Wright Corp. 47,241
CVS Health Corp. 440,696
CyrusOne, Inc. 31,297
D.R. Horton, Inc. 51,429
Danaher Corp. 231,088
DaVita, Inc. 158,844
Deere & Co. 88,382
Dell Technologies, Inc., Class C 56,044
Delta Air Lines, Inc. 79,159
DENTSPLY SIRONA, Inc. 89,318
DexCom, Inc. 163,052
Dick's Sporting Goods, Inc. 43,488
Digital Realty Trust, Inc. 92,740
Discover Financial Services 125,331
Discovery, Inc., Class C 119,107
DocuSign, Inc. 150,500
Dolby Laboratories, Inc., Class A 84,293
Dollar General Corp. 217,364
Dollar Tree, Inc. 120,772
Dominion Energy, Inc. 150,723
Domino's Pizza, Inc. 191,762
Domtar Corp. 70,319
Donaldson Co., Inc. 90,724
Douglas Emmett, Inc. 21,814
Dover Corp. 50,959
Dow, Inc. 44,622
Dropbox, Inc., Class A 108,268
DTE Energy Co. 50,988
Duke Energy Corp. 145,828
Duke Realty Corp. 55,134
DuPont de Nemours, Inc. 27,039
DXC Technology Co. 231,296
Dynatrace, Inc. 59,667
Eastman Chemical Co. 36,423
Eaton Corp. PLC 73,014
Eaton Vance Corp. 69,432
eBay, Inc. 172,050
EchoStar Corp., Class A 74,566
Ecolab, Inc. 144,767
Edison International 47,592
Edwards Lifesciences Corp. 253,484
Elanco Animal Health, Inc. 25,050
Elastic NV 31,447
Electronic Arts, Inc. 168,714
Eli Lilly & Co. 476,286
Emerson Electric Co. 83,780
Empire State Realty Trust, Inc., Class A 86,780
Encompass Health Corp. 55,524
Entegris, Inc. 64,970
Entergy Corp. 77,383
Envista Holdings Corp. 54,520
EOG Resources, Inc. 38,584
EPAM Systems, Inc. 71,268
EPR Properties 29,392
EQT Corp. 26,613
Equifax, Inc. 76,012
Equinix, Inc. 147,200
Equity Commonwealth 63,693
Equity LifeStyle Properties, Inc. 59,746
Equity Residential 33,369
Erie Indemnity Co., Class A 56,235
Essential Utilities, Inc. 48,136
Essex Property Trust, Inc. 45,884
Page 140 of 151
Estee Lauder Cos., Inc., Class A 282,975
Etsy, Inc. 37,494
Euronet Worldwide, Inc. 119,076
Evercore, Inc., Class A 69,383
Everest Re Group, Ltd. 51,190
Evergy, Inc. 89,142
Eversource Energy 83,867
Exelixis, Inc. 129,728
Exelon Corp. 101,522
Expedia Group, Inc. 162,139
Expeditors International of Washington, Inc. 42,462
Extended Stay America, Inc. 24,783
Extra Space Storage, Inc. 62,210
Exxon Mobil Corp. 217,574
F5 Networks, Inc. 139,123
Facebook, Inc., Class A 2,005,552
FactSet Research Systems, Inc. 157,138
Fair Isaac Corp. 157,436
Fastenal Co. 167,309
Federal Realty Investment Trust 25,012
FedEx Corp. 23,762
Fidelity National Financial, Inc. 27,115
Fidelity National Information Services, Inc. 230,458
Fifth Third Bancorp 25,265
FireEye, Inc. 25,459
First American Financial Corp. 52,459
First Citizens BancShares, Inc., Class A 33,495
First Hawaiian, Inc. 27,600
First Horizon National Corp. 25,862
First Republic Bank 32,884
First Solar, Inc. 26,993
FirstEnergy Corp. 73,575
Fiserv, Inc. 215,035
FleetCor Technologies, Inc. 64,604
FLIR Systems, Inc. 26,195
Floor & Decor Holdings, Inc., Class A 52,364
Flowers Foods, Inc. 144,630
FMC Corp. 34,640
FNB Corp. 22,697
Foot Locker, Inc. 193,374
Ford Motor Co. 129,868
Fortinet, Inc. 173,443
Fortive Corp. 28,234
Fortune Brands Home & Security, Inc. 30,602
Fox Corp., Class A 110,000
Fox Corp., Class B 101,968
Franklin Resources, Inc. 28,890
Frontdoor, Inc. 136,128
Gaming and Leisure Properties, Inc. 39,479
Gap, Inc. 77,199
Garmin, Ltd. 74,480
Gartner, Inc. 74,115
Gates Industrial Corp. PLC 132,871
GCI Liberty, Inc., Class A 74,794
General Dynamics Corp. 54,914
General Electric Co. 120,973
General Mills, Inc. 151,800
General Motors Co. 26,423
Genpact, Ltd. 103,680
Gentex Corp. 71,097
Genuine Parts Co. 84,411
Gilead Sciences, Inc. 455,150
Global Payments, Inc. 127,079
Globe Life, Inc. 22,567
GoDaddy, Inc., Class A 51,217
Goodyear Tire & Rubber Co. 95,909
Graco, Inc. 98,059
GrafTech International, Ltd. 87,463
Graham Holdings Co., Class B 47,286
Grand Canyon Education, Inc. 29,667
Graphic Packaging Holding Co. 45,219
Grocery Outlet Holding Corp. 49,804
GrubHub, Inc. 29,618
Guardant Health, Inc. 26,394
Guidewire Software, Inc. 43,391
H&R Block, Inc. 66,742
Hain Celestial Group, Inc. 53,075
Page 141 of 151
Halliburton Co. 50,549
Hanesbrands, Inc. 41,718
Hanover Insurance Group, Inc. 48,469
Hartford Financial Services Group, Inc. 36,490
Hawaiian Electric Industries, Inc. 50,509
HCA Healthcare, Inc. 71,409
HD Supply Holdings, Inc. 123,954
Healthcare Trust of America, Inc., Class A 50,981
Healthpeak Properties, Inc. 26,858
HEICO Corp., Class A 54,316
Helmerich & Payne, Inc. 22,868
Henry Schein, Inc. 206,630
Herbalife Nutrition, Ltd. 184,786
Hershey Co. 161,459
Hewlett Packard Enterprise Co. 31,033
Hexcel Corp. 38,723
Highwoods Properties, Inc. 27,746
Hill-Rom Holdings, Inc. 50,123
Hilton Grand Vacations, Inc. 25,783
Hilton Worldwide Holdings, Inc. 64,241
HollyFrontier Corp. 89,349
Hologic, Inc. 55,809
Home Depot, Inc. 1,004,605
Honeywell International, Inc. 97,282
Horizon Therapeutics PLC 200,130
Hormel Foods Corp. 85,941
Host Hotels & Resorts, Inc. 106,051
Howmet Aerospace, Inc. 26,121
HP, Inc. 117,305
Hubbell, Inc. 31,829
HubSpot, Inc. 62,781
Humana, Inc. 312,094
Huntington Bancshares, Inc. 24,652
Huntington Ingalls Industries, Inc. 31,183
Huntsman Corp. 74,506
Hyatt Hotels Corp., Class A 22,697
IAA, Inc. 35,137
ICU Medical, Inc. 33,137
IDACORP, Inc. 39,157
IDEX Corp. 37,611
IDEXX Laboratories, Inc. 249,266
IHS Markit, Ltd. 81,616
Illinois Tool Works, Inc. 211,608
Illumina, Inc. 192,053
Incyte Corp. 179,769
Ingersoll Rand, Inc. 45,261
Ingredion, Inc. 146,644
Insulet Corp. 112,765
Integra LifeSciences Holdings Corp. 43,356
Intel Corp. 1,153,444
Interactive Brokers Group, Inc., Class A 23,716
Intercontinental Exchange, Inc. 140,040
International Business Machines Corp. 403,052
International Flavors & Fragrances, Inc. 37,693
International Game Technology PLC 216,423
International Paper Co. 85,057
Interpublic Group of Cos., Inc. 125,433
Intuit, Inc. 347,513
Intuitive Surgical, Inc. 194,890
Invesco, Ltd. 77,245
Invitation Homes, Inc. 51,627
Ionis Pharmaceuticals, Inc. 31,927
IQVIA Holdings, Inc. 124,251
Iron Mountain, Inc. 23,158
ITT, Inc. 25,850
J.M. Smucker Co. 122,133
Jabil, Inc. 36,502
Jack Henry & Associates, Inc. 123,347
Jacobs Engineering Group, Inc. 55,789
Janus Henderson Group PLC 32,060
Jazz Pharmaceuticals PLC 199,026
JB Hunt Transport Services, Inc. 48,586
JBG SMITH Properties 20,425
Jefferies Financial Group, Inc. 108,937
JetBlue Airways Corp. 128,765
John Wiley & Sons, Inc., Class A 92,299
Johnson & Johnson 1,483,781
Page 142 of 151
Johnson Controls International PLC 44,037
Jones Lang LaSalle, Inc. 90,624
JPMorgan Chase & Co. 967,067
Juniper Networks, Inc. 51,795
Kansas City Southern 59,756
KAR Auction Services, Inc. 83,890
Kellogg Co. 80,070
Kemper Corp. 21,239
Keurig Dr Pepper, Inc. 67,790
KeyCorp 24,482
Keysight Technologies, Inc. 125,323
Kilroy Realty Corp. 20,335
Kimberly-Clark Corp. 243,277
Kinder Morgan, Inc. 49,280
KLA Corp. 99,417
Knight-Swift Transportation Holdings, Inc. 51,763
Kohl's Corp. 268,772
Kosmos Energy, Ltd. 127,757
Kraft Heinz Co. 98,449
Kroger Co. 280,891
L Brands, Inc. 107,890
L3Harris Technologies, Inc. 116,479
Laboratory Corp. of America Holdings 119,042
Lam Research Corp. 145,866
Lamb Weston Holdings, Inc. 52,132
Landstar System, Inc. 137,652
Las Vegas Sands Corp. 45,831
Lazard, Ltd., Class A 89,417
Lear Corp. 38,496
Leidos Holdings, Inc. 158,146
Lennar Corp., Class A 98,429
Lennar Corp., Class B 64,537
Lennox International, Inc. 128,946
Liberty Broadband Corp., Class A 86,740
Liberty Broadband Corp., Class C 104,378
Liberty Media Corp. - Liberty Formula One, Series A 28,510
Liberty Media Corp. - Liberty Formula One, Series C 27,685
Liberty Media Corp. - Liberty SiriusXM, Series A 125,962
Liberty Media Corp. - Liberty SiriusXM, Series C 150,366
Liberty Media Corp.-Liberty SiriusXM 22
Life Storage, Inc. 46,303
Lincoln Electric Holdings, Inc. 91,537
Lincoln National Corp. 78,591
Linde PLC 219,337
Lions Gate Entertainment Corp., Class A 173,196
Lions Gate Entertainment Corp., Class B 172,896
Littelfuse, Inc. 26,973
LKQ Corp. 166,820
Lockheed Martin Corp. 203,154
Loews Corp. 22,171
Lowe's Cos., Inc. 395,743
LPL Financial Holdings, Inc. 119,864
Lululemon Athletica, Inc. 289,292
M&T Bank Corp. 22,400
Macy's, Inc. 293,495
Madison Square Garden Co., Class A 37,368
Madison Square Garden Entertainment Corp. 36,287
Manhattan Associates, Inc. 180,248
ManpowerGroup, Inc. 129,845
Marathon Petroleum Corp. 135,043
Markel Corp. 50,256
MarketAxess Holdings, Inc. 140,371
Marriott International, Inc., Class A 23,984
Marsh & McLennan Cos., Inc. 225,292
Martin Marietta Materials, Inc. 47,446
Marvell Technology Group, Ltd. 59,564
Masco Corp. 117,745
Masimo Corp. 177,260
Mastercard, Inc., Class A 889,732
Match Group, Inc. 106,047
Mattel, Inc. 46,943
Maxim Integrated Products, Inc. 119,628
McCormick & Co., Inc. 65,685
McDonald's Corp. 323,452
McKesson Corp. 242,765
MDU Resources Group, Inc. 50,897
Medallia, Inc. 51,159
Page 143 of 151
Medical Properties Trust, Inc. 38,330
MEDNAX, Inc. 255,562
Medtronic PLC 372,731
Merck & Co., Inc. 795,899
Mercury General Corp. 25,989
Mettler-Toledo International, Inc. 200,340
MFA Financial, Inc. 66,382
MGIC Investment Corp. 41,157
MGM Resorts International 165,203
Microchip Technology, Inc. 150,271
Micron Technology, Inc. 157,959
Microsoft Corp. 5,171,498
Mid-America Apartment Communities, Inc. 70,165
MKS Instruments, Inc. 42,569
Moderna, Inc. 28,475
Mohawk Industries, Inc. 57,970
Molina Healthcare, Inc. 65,409
Molson Coors Beverage Co., Class B 193,254
Mondelez International, Inc., Class A 179,553
MongoDB, Inc. 32,263
Monolithic Power Systems, Inc. 58,101
Monster Beverage Corp. 208,467
Moody's Corp. 274,095
Morgan Stanley 81,019
Morningstar, Inc. 46,303
Motorola Solutions, Inc. 128,428
MSC Industrial Direct Co., Inc., Class A 146,377
MSCI, Inc. 79,582
Mylan NV 293,860
Nasdaq, Inc. 60,415
National Fuel Gas Co. 34,625
National Instruments Corp. 112,985
National Oilwell Varco, Inc. 28,494
Navient Corp. 84,079
NCR Corp. 82,236
NetApp, Inc. 103,867
Netflix, Inc. 411,335
Neurocrine Biosciences, Inc. 84,837
New Relic, Inc. 65,885
New Residential Investment Corp. 80,942
New York Community Bancorp, Inc. 38,733
New York Times Co., Class A 176,613
Newell Brands, Inc. 22,934
NewMarket Corp. 59,314
Newmont Corp. 123,489
News Corp., Class A 51,756
News Corp., Class B 48,586
Nexstar Media Group, Inc., Class A 31,158
NextEra Energy, Inc. 320,217
Nielsen Holdings PLC 47,532
NIKE, Inc., Class B 459,087
NiSource, Inc. 43,800
Nordson Corp. 47,464
Nordstrom, Inc. 83,779
Norfolk Southern Corp. 38,689
Northern Trust Corp. 22,913
Northrop Grumman Corp. 126,035
NortonLifeLock, Inc. 193,083
Norwegian Cruise Line Holdings, Ltd. 185,399
NRG Energy, Inc. 239,877
Nu Skin Enterprises, Inc., Class A 175,155
Nuance Communications, Inc. 126,961
Nucor Corp. 72,856
Nutanix, Inc., Class A 113,250
nVent Electric PLC 23,352
NVIDIA Corp. 726,726
NVR, Inc. 57,989
OGE Energy Corp. 34,797
Okta, Inc. 79,405
Old Dominion Freight Line, Inc. 84,176
Old Republic International Corp. 23,089
Olin Corp. 19,031
Ollie's Bargain Outlet Holdings, Inc. 33,471
Omega Healthcare Investors, Inc. 24,289
Omnicom Group, Inc. 84,322
ON Semiconductor Corp. 93,663
OneMain Holdings, Inc. 113,990
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Oracle Corp. 386,499
O'Reilly Automotive, Inc. 148,955
Oshkosh Corp. 39,645
Otis Worldwide Corp. 26,694
Outfront Media, Inc. 24,416
Owens Corning 146,790
PACCAR, Inc. 47,270
Packaging Corp. of America 31,031
Palo Alto Networks, Inc. 70,346
Paramount Group, Inc. 95,612
Parker-Hannifin Corp. 29,875
Patterson-UTI Energy, Inc. 117,973
Paychex, Inc. 53,054
Paycom Software, Inc. 41,612
Paylocity Holding Corp. 38,351
PayPal Holdings, Inc. 406,901
PBF Energy, Inc., Class A 130,053
Pegasystems, Inc. 175,687
Penske Automotive Group, Inc. 92,761
Pentair PLC 28,103
Penumbra, Inc. 124,660
PepsiCo, Inc. 662,091
PerkinElmer, Inc. 55,962
Perrigo Co. PLC 104,665
Pfizer, Inc. 622,650
PG&E Corp. 53,548
Philip Morris International, Inc. 424,314
Phillips 66 28,643
Pilgrim's Pride Corp. 141,693
Pinnacle West Capital Corp. 32,329
PNC Financial Services Group, Inc. 30,563
Polaris, Inc. 57,295
Pool Corp. 196,654
Popular, Inc. 56,471
Post Holdings, Inc. 110,392
PPD, Inc. 47,098
PPG Industries, Inc. 76,558
PPL Corp. 37,384
PRA Health Sciences, Inc. 56,408
Premier, Inc., Class A 50,619
Primerica, Inc. 33,297
Principal Financial Group, Inc. 70,829
Procter & Gamble Co. 959,818
Progressive Corp. 205,852
Prologis, Inc. 140,727
Proofpoint, Inc. 42,090
Prudential Financial, Inc. 94,244
PTC, Inc. 33,836
Public Service Enterprise Group, Inc. 55,685
Public Storage 86,975
PulteGroup, Inc. 48,543
Pure Storage, Inc., Class A 94,302
PVH Corp. 130,317
QIAGEN NV 70,414
Qorvo, Inc. 169,050
QUALCOMM, Inc. 400,113
Quanta Services, Inc. 62,707
Quest Diagnostics, Inc. 86,581
Qurate Retail, Inc. 174,417
Ralph Lauren Corp. 88,120
Raymond James Financial, Inc. 24,802
Raytheon Technologies Corp. 179,817
RealPage, Inc. 42,930
Realty Income Corp. 40,598
Regal Beloit Corp. 92,425
Regency Centers Corp. 26,401
Regeneron Pharmaceuticals, Inc. 151,977
Regions Financial Corp. 26,364
Reinsurance Group of America, Inc. 44,649
Reliance Steel & Aluminum Co. 164,318
RenaissanceRe Holdings, Ltd. 72,683
Republic Services, Inc. 89,818
ResMed, Inc. 140,718
Retail Properties of America, Inc., Class A 99,517
Reynolds Consumer Products, Inc. 36,428
RingCentral, Inc., Class A 142,610
Robert Half International, Inc. 157,497
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Rockwell Automation, Inc. 95,543
Roku, Inc. 37,562
Rollins, Inc. 147,679
Roper Technologies, Inc. 85,848
Ross Stores, Inc. 178,697
Royal Gold, Inc. 25,574
RPM International, Inc. 104,169
S&P Global, Inc. 387,749
Sabre Corp. 231,286
salesforce.com, Inc. 436,800
Santander Consumer USA Holdings, Inc. 83,212
SBA Communications Corp. 102,406
Schneider National, Inc., Class B 32,654
Scotts Miracle-Gro Co. 41,630
Seaboard Corp. 41,160
Seattle Genetics, Inc. 130,170
SEI Investments Co. 83,987
Sempra Energy 95,869
Sensata Technologies Holding PLC 47,201
Service Corp. International 60,919
Service Properties Trust 227,610
ServiceMaster Global Holdings, Inc. 25,596
ServiceNow, Inc. 329,353
Sherwin-Williams Co. 213,786
Silgan Holdings, Inc. 33,139
Simon Property Group, Inc. 23,830
Sirius XM Holdings, Inc. 115,620
SITE Centers Corp. 110,219
Skechers U.S.A., Inc., Class A 75,606
Skyworks Solutions, Inc. 138,692
Smartsheet, Inc., Class A 25,832
Snap-on, Inc. 56,675
SolarWinds Corp. 29,575
Sonoco Products Co. 24,247
Southern Co. 134,971
Southern Copper Corp. 25,809
Southwest Airlines Co. 84,166
Spirit AeroSystems Holdings, Inc., Class A 145,644
Spirit Realty Capital, Inc. 27,350
Splunk, Inc. 112,247
Spotify Technology SA 117,605
Sprouts Farmers Market, Inc. 200,914
Square, Inc., Class A 120,242
SS&C Technologies Holdings, Inc. 118,627
Starbucks Corp. 153,484
Steel Dynamics, Inc. 66,347
STERIS PLC 86,263
Sterling Bancorp 31,574
STORE Capital Corp. 27,134
Stryker Corp. 187,118
Sun Communities, Inc. 68,321
Switch, Inc., Class A 73,096
Synchrony Financial 149,149
SYNNEX Corp. 193,143
Synopsys, Inc. 169,332
Synovus Financial Corp. 49,568
Sysco Corp. 131,060
T. Rowe Price Group, Inc. 157,775
Take-Two Interactive Software, Inc. 99,268
Tapestry, Inc. 65,661
Target Corp. 333,472
TD Ameritrade Holding Corp. 22,623
Teledyne Technologies, Inc. 66,593
Teleflex, Inc. 74,386
Telephone & Data Systems, Inc. 23,645
Tempur Sealy International, Inc. 106,586
Teradata Corp. 106,922
Teradyne, Inc. 150,795
Tesla, Inc. 187,875
Texas Instruments, Inc. 453,943
Textron, Inc. 101,922
TFS Financial Corp. 66,078
Thermo Fisher Scientific, Inc. 395,981
Timken Co. 91,248
TJX Cos., Inc. 283,796
T-Mobile US, Inc. 140,656
Toll Brothers, Inc. 70,791
Page 146 of 151
Toro Co. 127,784
Tractor Supply Co. 149,597
Trade Desk, Inc., Class A 34,583
Trane Technologies PLC 73,251
TransDigm Group, Inc. 29,737
TransUnion 73,692
Travelers Cos., Inc. 68,146
TreeHouse Foods, Inc. 165,351
Trimble, Inc. 31,257
TripAdvisor, Inc. 118,167
Truist Financial Corp. 29,019
Twilio, Inc., Class A 45,646
Twitter, Inc. 47,229
Two Harbors Investment Corp. 65,422
Tyler Technologies, Inc. 110,341
Tyson Foods, Inc., Class A 118,579
Uber Technologies, Inc. 31,998
Ubiquiti Networks, Inc. 134,435
UDR, Inc. 23,889
UGI Corp. 177,476
Ulta Beauty, Inc. 113,953
Under Armour, Inc., Class A 68,766
Under Armour, Inc., Class C 69,192
Union Pacific Corp. 184,128
United Airlines Holdings, Inc. 130,134
United Parcel Service, Inc., Class B 114,068
United Rentals, Inc. 42,778
United States Cellular Corp. 21,962
United Therapeutics Corp. 55,201
UnitedHealth Group, Inc. 1,113,312
Univar Solutions, Inc. 139,341
Universal Health Services, Inc., Class B 105,661
Unum Group 72,750
Urban Outfitters, Inc. 45,975
US Bancorp 39,472
US Foods Holding Corp. 220,244
Vail Resorts, Inc. 31,138
Valero Energy Corp. 85,966
Valmont Industries, Inc. 38,076
Valvoline, Inc. 36,205
Vanguard Russell 1000 ETF 609,223
Varian Medical Systems, Inc. 39,816
Veeva Systems, Inc., Class A 125,850
VEREIT, Inc. 26,392
VeriSign, Inc. 191,196
Verisk Analytics, Inc. 105,507
Verizon Communications, Inc. 762,752
Vertex Pharmaceuticals, Inc. 323,379
VF Corp. 135,089
ViacomCBS, Inc., Class A 46,999
ViacomCBS, Inc., Class B 55,832
Virtu Financial, Inc., Class A 31,053
Visa, Inc., Class A 1,022,667
Vistra Energy Corp. 344,455
VMware, Inc., Class A 77,197
Vornado Realty Trust 21,219
Voya Financial, Inc. 63,115
Vulcan Materials Co. 23,505
W.R. Grace & Co. 28,501
Walgreens Boots Alliance, Inc. 271,896
Walmart, Inc. 756,270
Walt Disney Co. 307,795
Waste Management, Inc. 115,504
Waters Corp. 149,888
Watsco, Inc. 122,580
Wayfair, Inc., Class A 189,563
WEC Energy Group, Inc. 96,041
Wells Fargo & Co. 165,252
Welltower, Inc. 31,314
Wendy's Co. 25,618
WESCO International, Inc. 222,344
West Pharmaceutical Services, Inc. 103,699
Western Digital Corp. 28,752
Western Union Co. 125,686
Westinghouse Air Brake Technologies Corp. 58,383
Westlake Chemical Corp. 43,693
WestRock Co. 66,418
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WEX, Inc. 120,093
White Mountains Insurance Group, Ltd. 42,116
Williams-Sonoma, Inc. 128,559
Wintrust Financial Corp. 34,820
Workday, Inc., Class A 127,484
World Wrestling Entertainment, Inc., Class A 26,004
WP Carey, Inc. 22,646
WR Berkley Corp. 44,448
WW Grainger, Inc. 165,956
Wyndham Destinations, Inc. 31,100
Xcel Energy, Inc. 108,665
Xerox Holdings Corp. 20,056
Xilinx, Inc. 115,581
XPO Logistics, Inc. 27,032
Xylem, Inc. 24,347
Yum China Holdings, Inc. 71,966
Yum! Brands, Inc. 147,426
Zebra Technologies Corp., Class A 103,221
Zendesk, Inc. 73,659
Zillow Group, Inc., Class A 35,877
Zillow Group, Inc., Class C 35,084
Zimmer Biomet Holdings, Inc. 53,695
Zoetis, Inc. 284,216
Zscaler, Inc. 110,940
Zynga, Inc., Class A 94,428
VALIC Company I - Systematic Value Fund - (unaudited)
May 31, 2020
Security Coupon(%) Maturity Date Market Value ($)
Activision Blizzard, Inc. 687,265
Aflac, Inc. 179,870
Alexion Pharmaceuticals, Inc. 775,034
Ally Financial, Inc. 120,336
Altria Group, Inc. 294,554
AmerisourceBergen Corp. 754,139
Anthem, Inc. 1,467,609
Arthur J. Gallagher & Co. 629,508
Athene Holding, Ltd., Class A 75,894
Berkshire Hathaway, Inc., Class B 711,885
Biogen, Inc. 321,216
Bristol-Myers Squibb Co. 2,299,757
Brown & Brown, Inc. 377,398
Brown-Forman Corp., Class B 502,321
C.H. Robinson Worldwide, Inc. 125,265
Camden Property Trust 110,342
Campbell Soup Co. 107,313
Cboe Global Markets, Inc. 685,283
Centene Corp. 567,498
CenterPoint Energy, Inc. 110,343
Chevron Corp. 568,632
Cigna Corp. 1,300,141
Clorox Co. 153,863
CME Group, Inc. 1,603,045
Coca-Cola Co. 483,371
Colgate-Palmolive Co. 274,637
Conagra Brands, Inc. 625,976
Concho Resources, Inc. 140,989
D.R. Horton, Inc. 150,471
Devon Energy Corp. 83,226
Discovery, Inc., Class A 270,483
Discovery, Inc., Class C 384,904
Eaton Vance Corp. 362,879
Emerson Electric Co. 228,886
EOG Resources, Inc. 242,566
Equifax, Inc. 530,089
Equitable Holdings, Inc. 127,731
Expeditors International of Washington, Inc. 322,587
Exxon Mobil Corp. 616,619
Fidelity National Information Services, Inc. 1,413,151
Fixed Income Clearing Corp. Repurchase Agreement 0.00 06/01/2020 557,000
FLIR Systems, Inc. 80,989
Fox Corp., Class A 477,221
Fox Corp., Class B 330,740
Franklin Resources, Inc. 193,965
Garmin, Ltd. 295,307
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General Mills, Inc. 229,403
Gilead Sciences, Inc. 1,970,033
Globe Life, Inc. 101,820
Harley-Davidson, Inc. 79,043
Hasbro, Inc. 465,980
HD Supply Holdings, Inc. 80,385
Huntington Ingalls Industries, Inc. 131,328
Intel Corp. 751,573
International Business Machines Corp. 381,819
Invesco, Ltd. 77,899
Jazz Pharmaceuticals PLC 422,631
Johnson Controls International PLC 127,336
Jones Lang LaSalle, Inc. 338,227
Kellogg Co. 147,797
Kimberly-Clark Corp. 252,895
L3Harris Technologies, Inc. 1,007,621
Laboratory Corp. of America Holdings 112,906
Lincoln National Corp. 134,083
Marathon Oil Corp. 89,974
Marsh & McLennan Cos., Inc. 778,406
McDonald's Corp. 302,770
Merck & Co., Inc. 506,760
MetLife, Inc. 229,600
Microchip Technology, Inc. 714,965
Micron Technology, Inc. 325,117
Mondelez International, Inc., Class A 306,935
Omnicom Group, Inc. 620,771
Paychex, Inc. 522,874
PepsiCo, Inc. 478,447
Pfizer, Inc. 545,124
Philip Morris International, Inc. 369,441
Procter & Gamble Co. 602,436
Prudential Financial, Inc. 222,199
Public Storage 204,565
Quest Diagnostics, Inc. 163,345
Rockwell Automation, Inc. 138,559
Roper Technologies, Inc. 584,399
Skyworks Solutions, Inc. 168,682
Snap-on, Inc. 114,776
Synchrony Financial 132,099
T. Rowe Price Group, Inc. 793,346
TD Ameritrade Holding Corp. 596,544
Tyson Foods, Inc., Class A 833,065
Unum Group 77,250
Varian Medical Systems, Inc. 73,562
VEREIT, Inc. 106,416
ViacomCBS, Inc., Class B 389,186
VICI Properties, Inc. 140,420
Walmart, Inc. 473,537
Walt Disney Co. 2,141,663
Western Union Co. 429,970
Westinghouse Air Brake Technologies Corp. 489,293
VALIC Company I - Value Fund - (unaudited)
May 31, 2020
Security Coupon(%) Maturity Date Market Value ($)
Amdocs, Ltd. 1,478,924
Analog Devices, Inc. 1,586,496
Anthem, Inc. 2,478,759
Assurant, Inc. 1,309,434
AstraZeneca PLC ADR 1,861,969
Bank of America Corp. 3,193,102
Becton Dickinson and Co. 1,506,273
Biogen, Inc. 871,521
BlackRock, Inc. 2,123,018
Blackstone Group, Inc., Class A 1,464,020
Booking Holdings, Inc. 1,098,411
Celanese Corp. 1,851,517
Centene Corp. 1,310,491
Chubb, Ltd. 1,957,381
Cisco Systems, Inc. 1,893,720
Comcast Corp., Class A 2,398,691
Concho Resources, Inc. 741,145
Corning, Inc. 1,674,062
Crown Castle International Corp. 1,177,230
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Deere & Co. 1,529,719
Dominion Energy, Inc. 1,974,017
Eli Lilly & Co. 1,213,658
Entergy Corp. 1,391,472
Exelon Corp. 1,629,899
FirstEnergy Corp. 1,403,032
Fixed Income Clearing Corp. Repurchase Agreement 0.00 06/01/2020 2,174,000
FMC Corp. 1,646,104
Fortune Brands Home & Security, Inc. 1,183,965
Gaming and Leisure Properties, Inc. 1,670,078
General Dynamics Corp. 1,482,983
Gentex Corp. 1,271,262
Highwoods Properties, Inc. 1,114,920
Home Depot, Inc. 2,308,876
Host Hotels & Resorts, Inc. 1,096,020
Intact Financial Corp. 1,075,119
Intel Corp. 4,070,627
JPMorgan Chase & Co. 4,050,918
Keurig Dr Pepper, Inc. 1,116,800
KLA Corp. 1,107,492
Knight-Swift Transportation Holdings, Inc. 1,133,748
L3Harris Technologies, Inc. 1,527,189
Lennar Corp., Class A 1,836,714
Lockheed Martin Corp. 1,194,065
M&T Bank Corp. 1,109,641
McDonald's Corp. 2,217,208
Medtronic PLC 2,833,288
Merck & Co., Inc. 1,422,044
MetLife, Inc. 1,532,045
Micron Technology, Inc. 1,632,198
Mondelez International, Inc., Class A 1,515,858
nVent Electric PLC 1,247,778
Pfizer, Inc. 3,883,923
Pioneer Natural Resources Co. 982,044
PNC Financial Services Group, Inc. 1,856,799
Progressive Corp. 1,879,079
Raytheon Technologies Corp. 1,828,110
Roche Holding AG 1,701,601
Sealed Air Corp. 1,362,549
Sempra Energy 1,518,373
Sysco Corp. 1,533,448
TJX Cos., Inc. 1,339,787
Trane Technologies PLC 1,214,678
Truist Financial Corp. 1,817,189
Union Pacific Corp. 1,531,628
UnitedHealth Group, Inc. 1,927,262
VF Corp. 1,279,080
Zimmer Biomet Holdings, Inc. 1,317,095
-------------------------------------------------
ULC --- Unlimited Liability Company
AUD — Australian Dollar
BRL — Brazilian Real
CAD — Canadian Dollar
TIPS — Treasury Inflation Protected Security
VRDN — Variable Rate Demand Note
VVPR — Reduced tax rate shares
REMIC — Real Estate Mortgage Investment Conduit
RSP — Risparmio Savings Shares
SDR — Swedish Depositary Receipt
STIF — Short-Term Index Fund
TBA — 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.
TBD — Senior loan purchased on a when-issued or delayed-delivery basis. Certain details associated with this purchase are not known prior to the settlement
date of the transaction. In addition, senior loans typically trade without accrued interest and therefore a coupon rate is not available prior to the settlement.
ADR — American Depositary Receipt
CVA — Certification Van Aandelen (Dutch Cert.)
CVR — Contingent Value Recovery
FDR — Federal Depositary Receipt
GDR — Global Depositary Receipt
NVDR — Non-Voting Depositary Receipt
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CHF — Switzerland Franc
CLP — Chilean Peso
CNY — Yuan Renminbi
COP – Colombian Peso
CRC – Costa Rican Colon
CZK – Czech Koruna
DKK — Danish Krone
DOP – Dominican Peso
EUR — Euro Currency
GBP — Pound Sterling
HKD — Hong Kong Dollar
HUF — Hungarian Forint
IDR — Indonesian Rupiah
ILS — Israeli Shekel
INR — Indian Rupee
JPY — Japanese Yen
KRW — South Korean Won
KZT – Kazakhstani Tenge
MXN — Mexican Peso
MYR — Malaysian Ringgit
NGN – Nigerian Naira
NOK — Norwegian Krone
PHP — Philippine Peso
PLN — Polish Zloty
RON – Romanian Leu
RSD – Serbian Dinar
RUB — Russian Ruble
SEK — Swedish Krona
SGD — Singapore Dollar
TRY — Turkish Lira
USD — United States Dollar
UYU – Uruguayan Peso
ZAR — 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 relied upon in
making investment decisions and should not be construed as research or investment advice regarding particular securities. An investment in a money market fund
is not insured or guaranteed by the Federal Deposit Insurance Corporation (FDIC) or any other government agency. While a money market 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
the prospectus carefully before investing. The funds are distributed by AIG Capital Services, Inc., 21650 Oxnard Street, Suite 750, Woodland Hills,
CA 91367-4997.
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