VALIC Company I - Asset Allocation Fund - (unaudited)
January 31, 2020
Security Coupon(%) Maturity Date Market Value ($)
3D Systems Corp. 25,646
3M Co. 175,319
8x8, Inc. 32,585
A. Schulman, Inc. CVR 337
A2A SpA 30,160
AAK AB 59,971
Aalberts NV 120,844
AAON, Inc. 31,254
AAR Corp. 25,846
Aareal Bank AG 84,933
ABB, Ltd. 134,832
Abbott Laboratories 64,745
AbbVie, Inc. 18,392
Abercrombie & Fitch Co., Class A 24,524
ABM Industries, Inc. 38,674
Acadia Realty Trust 34,326
Accenture PLC, Class A 414,729
Acciona SA 40,514
Acerinox SA 69,540
Ackermans & van Haaren NV 68,873
Activision Blizzard, Inc. 70,761
Addus HomeCare Corp. 25,000
Adobe, Inc. 321,644
Advance Auto Parts, Inc. 1,318
Advanced Energy Industries, Inc. 41,125
Advanced Micro Devices, Inc. 76,704
AECOM 4,727
Aedifica SA 104,167
Aegion Corp. 25,916
Aerojet Rocketdyne Holdings, Inc. 56,965
AeroVironment, Inc. 26,045
AES Corp. 30,048
AF POYRY AB 42,026
Aflac, Inc. 46,826
Aggreko PLC 62,573
Agree Realty Corp. 42,065
Air France-KLM 42,721
Air Products & Chemicals, Inc. 116,968
AK Steel Holding Corp. 19,243
Akamai Technologies, Inc. 29,872
Alarm.com Holdings, Inc. 28,203
Albany International Corp., Class A 32,792
Alexion Pharmaceuticals, Inc. 5,466
Align Technology, Inc. 16,969
Allegiant Travel Co. 29,575
Allegion PLC 8,794
Allstate Corp. 61,878
Alphabet, Inc., Class A 759,373
Alphabet, Inc., Class C 880,617
Alstria Office REIT-AG 93,184
Alten SA 106,272
Altria Group, Inc. 40,258
Alumina, Ltd. 17,185
Aluminum Corp. of China, Ltd. 5,831
Amazon.com, Inc. 1,715,447
Ambac Financial Group, Inc. 24,859
Ambev SA ADR 219,153
Ambu A/S, Class B 48,062
AMC Networks, Inc., Class A 402
American Assets Trust, Inc. 30,707
American Axle & Manufacturing Holdings, Inc. 21,899
American Equity Investment Life Holding Co. 40,803
American Express Co. 19,610
American Homes 4 Rent, Class A 20,607
American States Water Co. 41,623
American Tower Corp. 247,730
American Woodmark Corp. 29,057
Ameriprise Financial, Inc. 17,203
Ameris Bancorp 41,356
AmerisourceBergen Corp. 18,738
AMETEK, Inc. 38,860
Amgen, Inc. 24,414
AMN Healthcare Services, Inc. 48,918
Amphastar Pharmaceuticals, Inc. 19,496
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Amphenol Corp., Class A 45,756
Amplifon SpA 38,330
ams AG 50,934
Analog Devices, Inc. 195,465
Andersons, Inc. 20,471
Anglo American PLC 132,189
Anixter International, Inc. 44,506
Anthem, Inc. 29,446
Antofagasta PLC 20,774
Aon PLC 5,066
Apache Corp. 26,891
APERAM SA 27,004
Apogee Enterprises, Inc. 23,960
Apollo Commercial Real Estate Finance, Inc. 28,407
Apple, Inc. 2,769,186
Applied Industrial Technologies, Inc. 40,744
Applied Materials, Inc. 105,716
Applus Services SA 64,022
Aptiv PLC 38,156
Archrock, Inc. 20,157
Arconic, Inc. 32,346
Arcosa, Inc. 31,063
Argenx SE 14,429
Argenx SE 59,240
Arista Networks, Inc. 153,881
Asahi Group Holdings, Ltd. 92,931
Asbury Automotive Group, Inc. 31,346
Ascential PLC 61,673
Ashmore Group PLC 61,433
ASM International NV 78,556
ASM Pacific Technology, Ltd. 130,893
ASR Nederland NV 81,481
Associated Banc-Corp. 837
Assura PLC 57,555
Astec Industries, Inc. 26,765
AT&T, Inc. 509,525
Atos SE 141,654
Aurubis AG 86,299
Autodesk, Inc. 187,008
Automatic Data Processing, Inc. 136,255
AutoZone, Inc. 70,883
AvalonBay Communities, Inc. 62,840
Avast PLC 71,612
Avista Corp. 48,816
Axfood AB 57,626
Axos Financial, Inc. 27,353
Azimut Holding SpA 63,788
AZZ, Inc. 24,426
B&G Foods, Inc. 22,339
B&M European Value Retail SA 90,399
B3 SA - Brasil Bolsa Balcao 261,112
Badger Meter, Inc. 26,636
Baidu, Inc. ADR 294,691
Baker Hughes a GE Co., LLC 22,310
Bakkafrost P/F 66,067
Balchem Corp. 54,658
Balfour Beatty PLC 64,339
Ball Corp. 97,010
Banc of California, Inc. 25,919
Banca Generali SpA 17,428
Banco BPM SpA 71,756
Banco Bradesco SA ADR 556,029
Banco BTG Pactual SA 43,782
Banco de Credito e Inversiones SA 3.50 10/12/2027 206,189
Banco do Brasil SA 113,342
Banco Santander Brasil SA ADR 45,658
BancorpSouth Bank 771
Bandai Namco Holdings, Inc. 23,276
Bank of America Corp. 1,537,823
Bank of Hawaii Corp. 193,267
Bank of New York Mellon Corp. 210,466
Banner Corp. 32,425
Banque Cantonale Vaudoise 86,216
Barco NV 21,653
Barnes Group, Inc. 44,788
BAWAG Group AG 105,802
Baxter International, Inc. 9,457
BB Seguridade Participacoes SA 82,837
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BE Semiconductor Industries NV 72,959
Beazley PLC 75,541
Bechtle AG 100,986
Beijer Ref AB 13,076
Belimo Holding AG 42,090
Bellway PLC 130,524
Benchmark Electronics, Inc. 23,577
Berkshire Hathaway, Inc., Class B 114,459
Best Buy Co., Inc. 29,472
BHP Group PLC 225,073
BHP Group, Ltd. 369,078
Big Lots, Inc. 22,460
Big Yellow Group PLC 59,880
BillerudKorsnas AB 45,100
Biogen, Inc. 31,724
BioTelemetry, Inc. 30,771
BJ's Restaurants, Inc. 21,959
Bloomin' Brands, Inc. 30,033
Blucora, Inc. 22,708
BlueScope Steel, Ltd. 23,455
BMW Vehicle Lease Trust 2.92 08/22/2022 391,344
Bodycote PLC 60,687
Boeing Co. 300,765
Boise Cascade Co. 25,847
Boliden AB 31,638
Bolsas y Mercados Espanoles 40,529
Booking Holdings, Inc. 188,547
Boot Barn Holdings, Inc. 24,007
Booz Allen Hamilton Holding Corp. 149,056
BorgWarner, Inc. 3,600
Boston Private Financial Holdings, Inc. 35,568
Boston Properties, Inc. 49,742
Bottomline Technologies, Inc. 36,073
Bovis Homes Group PLC 59,676
BPER Banca 69,219
BR Malls Participacoes SA 61,439
Brady Corp., Class A 39,368
Bravida Holding AB 79,913
Brembo SpA 64,694
Brewin Dolphin Holdings PLC 52,652
BRF SA ADR 44,082
Bristol-Myers Squibb Co. 30,846
Britvic PLC 80,450
Broadcom, Inc. 421,731
Brookline Bancorp, Inc. 24,001
Brooks Automation, Inc. 42,650
Bucher Industries AG 81,138
BUWOG AG 0
Buzzi Unicem SpA 28,663
C.H. Robinson Worldwide, Inc. 22,388
CA Immobilien Anlagen AG 73,751
Cabot Oil & Gas Corp. 19,444
Cadence BanCorp 34,464
Calavo Growers, Inc. 22,753
Caleres, Inc. 19,779
California Water Service Group 38,947
Callaway Golf Co. 35,214
Callon Petroleum Co. 25,449
Cal-Maine Foods, Inc. 20,557
CANCOM SE 43,430
Capcom Co., Ltd. 42,656
Capgemini SE 183,644
Capita PLC 65,124
Capital & Counties Properties PLC 55,205
Capstead Mtg. Corp. 35,272
Cardinal Health, Inc. 5,736
Cardiovascular Systems, Inc. 29,050
Cardtronics PLC, Class A 27,990
CareTrust REIT, Inc. 37,639
Carnival Corp. 31,342
Castellum AB 36,626
Caterpillar, Inc. 149,476
Cathay General Bancorp 829
Cavco Industries, Inc. 31,587
CBRE Group, Inc., Class A 18,193
CDK Global, Inc. 146,063
CDW Corp. 17,741
Celanese Corp. 9,729
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Cembra Money Bank AG 101,431
Centamin PLC 39,963
Centene Corp. 3,392
CenterPoint Energy, Inc. 11,095
Centrais Eletricas Brasileiras SA ADR 101,048
Central Garden & Pet Co., Class A 29,571
Central Japan Railway Co. 58,705
Central Pacific Financial Corp. 43,536
Century Communities, Inc. 23,380
CenturyLink, Inc. 9,289
Cerner Corp. 16,449
Cerved Group SpA 70,339
CEVA, Inc. 19,200
CF Industries Holdings, Inc. 12,285
CGG SA 31,571
Charles Schwab Corp. 15,851
Chart Industries, Inc. 38,836
Charter Communications, Inc., Class A 211,124
Chatham Lodging Trust 32,422
Check Point Software Technologies, Ltd. 178,895
Chefs' Warehouse, Inc. 22,131
Chevron Corp. 1,101,506
Children's Place, Inc. 21,720
China Hongqiao Group, Ltd. 4,164
China Molybdenum Co, Ltd. 7,700
China Zhongwang Holdings, Ltd. 2,507
Chipotle Mexican Grill, Inc. 35,537
Church & Dwight Co., Inc. 26,348
Cia Brasileira de Distribuicao ADR 57,354
Cia Energetica de Minas Gerais ADR 34,320
CIE Automotive SA 48,420
Cie Plastic Omnium SA 58,687
Cielo SA 24,598
Cineworld Group PLC 52,510
Cintas Corp. 106,846
CIRCOR International, Inc. 22,634
Cisco Systems, Inc. 730,463
Citibank Credit Card Issuance Trust 3.21 12/07/2024 209,535
Citigroup, Inc. 785,695
Citizens Financial Group, Inc. 187,556
City Holding Co. 1,060
Cleveland-Cliffs, Inc. 30,937
Clorox Co. 21,237
Close Brothers Group PLC 63,618
Coca-Cola Co. 30,251
Coca-Cola Consolidated, Inc. 21,665
Cogent Communications Holdings, Inc. 43,622
Cognex Corp. 127,476
Cognizant Technology Solutions Corp., Class A 234,103
Cohu, Inc. 20,580
Colgate-Palmolive Co. 31,578
Columbia Banking System, Inc. 37,849
Comcast Corp., Class A 344,052
Comerica, Inc. 153,328
Cometa Energia SA de CV 6.38 04/24/2035 221,539
Comfort Systems USA, Inc. 27,747
Commonwealth of Australia 2.25 05/21/2028 23,712
Commonwealth of Australia 2.75 11/21/2028 83,379
Commonwealth of Australia 3.00 03/21/2047 55,761
Commonwealth of Australia 3.25 04/21/2029 82,938
Community Bank System, Inc. 39,895
CompuGroup Medical SE 16,551
COMSYS Holdings Corp. 49,207
Comtech Telecommunications Corp. 16,305
Concho Resources, Inc. 27,281
Concordia Financial Group, Ltd. 30,308
CONMED Corp. 44,231
ConocoPhillips 437,464
Constellium SE 19,800
ConvaTec Group PLC 83,148
Cooper Cos., Inc. 22,895
Cooper Tire & Rubber Co. 27,046
Corbion NV 82,850
Corcept Therapeutics, Inc. 24,364
Core-Mark Holding Co., Inc. 20,651
Corning, Inc. 35,498
Corteva, Inc. 49,164
CoStar Group, Inc. 45,709
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Costco Wholesale Corp. 27,802
Coty, Inc., Class A 934
Country Garden Holdings Co., Ltd. 7.25 04/08/2026 218,617
Countryside Properties PLC 67,350
Covetrus, Inc. 21,673
Cranswick PLC 73,294
Credit Acceptance Corp. 15,872
Crocs, Inc. 41,322
Crown Castle International Corp. 131,859
CryoLife, Inc. 27,628
CSG Systems International, Inc. 27,152
CSX Corp. 163,902
CTS Corp. 22,539
CTS Eventim AG & Co. KGaA 84,962
Cubic Corp. 36,367
Cullen/Frost Bankers, Inc. 28,264
Cummins, Inc. 65,428
Customers Bancorp, Inc. 31,343
CVB Financial Corp. 34,021
CVS Health Corp. 44,626
CYBG PLC 56,531
D.R. Horton, Inc. 9,058
Daifuku Co., Ltd. 90,409
Dai-ichi Life Holdings, Inc. 88,751
Daiichi Sankyo Co., Ltd. 101,602
Daikin Industries, Ltd. 126,650
Darden Restaurants, Inc. 15,834
Darling Ingredients, Inc. 69,453
Dave & Buster's Entertainment, Inc. 26,849
Dechra Pharmaceuticals PLC 94,800
Deere & Co. 84,047
Delta Air Lines, Inc. 24,191
Derwent London PLC 113,475
Designer Brands, Inc., Class A 21,915
Deutsche Pfandbriefbank AG 98,539
Devon Energy Corp. 21,720
Dfds A/S 43,720
Dialog Semiconductor PLC 42,682
DiamondRock Hospitality Co. 34,116
DiaSorin SpA 59,414
Diebold Nixdorf, Inc. 18,347
Digital Realty Trust, Inc. 52,886
Dime Community Bancshares, Inc. 27,407
Dine Brands Global, Inc. 25,575
Diodes, Inc. 32,688
Direct Line Insurance Group PLC 116,628
Disco Corp. 46,294
Discover Financial Services 9,391
Discovery, Inc., Class C 14,607
Dixons Carphone PLC 46,875
DKSH Holding AG 53,411
Dollar General Corp. 70,415
Dollar Tree, Inc. 40,749
Dometic Group AB 59,687
Domino's Pizza Group PLC 50,991
dormakaba Holding AG 59,739
Dorman Products, Inc. 33,085
Dover Corp. 1,025
Dow, Inc. 102,275
Drax Group PLC 39,357
Dril-Quip, Inc. 27,239
DuPont de Nemours, Inc. 87,927
DXC Technology Co. 134,119
E*TRADE Financial Corp. 5,967
E.W. Scripps Co., Class A 17,518
Eagle Bancorp, Inc. 27,793
East West Bancorp, Inc. 73,436
Easterly Government Properties, Inc. 31,957
easyJet PLC 83,424
Eaton Corp. PLC 70,853
eBay, Inc. 86,618
Echo Global Logistics, Inc. 20,756
Ecolab, Inc. 115,705
Ecopetrol SA 5.88 05/28/2045 36,060
Edwards Lifesciences Corp. 21,766
eHealth, Inc. 34,913
El Paso Electric Co. 37,722
Electrocomponents PLC 94,231
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Electronic Arts, Inc. 63,457
Elekta AB, Series B 57,048
Elia System Operator SA/NV 19,938
Elis SA 87,300
Emergent BioSolutions, Inc. 41,097
Emerson Electric Co. 76,644
Emmi AG 58,146
Employers Holdings, Inc. 29,983
Enanta Pharmaceuticals, Inc. 19,431
Enav SpA 83,745
Encore Capital Group, Inc. 21,117
Encore Wire Corp. 22,919
Endo International PLC 21,903
Energean Oil & Gas PLC 33,899
Enerpac Tool Group Corp. 28,564
Engie Brasil Energia SA 49,831
EnPro Industries, Inc. 26,240
Ensign Group, Inc. 37,290
Entra ASA 71,653
EOG Resources, Inc. 317,159
ePlus, Inc. 21,843
Equatorial Energia SA 51,770
Equinix, Inc. 100,254
Equity Residential 64,802
ESCO Technologies, Inc. 38,192
Essential Properties Realty Trust, Inc. 38,571
Essentra PLC 43,758
Essex Property Trust, Inc. 40,269
Estee Lauder Cos., Inc., Class A 4,294
Euronav NV 56,795
Euronext NV 115,303
Evergy, Inc. 57,367
EVERTEC, Inc. 30,817
Evolution Gaming Group AB 68,666
Evotec SE 55,801
Evraz PLC 11,413
Exelon Corp. 26,175
ExlService Holdings, Inc. 37,213
Expedia Group, Inc. 10,086
Experian PLC 215,285
Exponent, Inc. 56,106
Extra Space Storage, Inc. 8,965
Extreme Networks, Inc. 16,001
Exxon Mobil Corp. 1,423,045
F5 Networks, Inc. 129,203
Fabege AB 52,588
Fabrinet 36,563
Facebook, Inc., Class A 925,555
FactSet Research Systems, Inc. 21,744
Faes Farma SA 34,310
Fancl Corp. 57,861
FANUC Corp. 109,158
FARO Technologies, Inc. 23,092
Fastenal Co. 34,531
Fastighets AB Balder, Class B 53,746
Federal Republic of Germany 2.50 07/04/2044 198,206
Federal Signal Corp. 33,157
FedEx Corp. 62,195
Ferro Corp. 23,188
FGL Holdings 23,189
Fidelity National Financial, Inc. 5,850
Fidelity National Information Services, Inc. 143,660
Fifth Third Bancorp 306,236
First Abu Dhabi Bank PJSC 3.00 03/30/2022 202,864
First BanCorp./Puerto Rico 33,882
First Commonwealth Financial Corp. 41,709
First Financial Bancorp 36,421
First Midwest Bancorp, Inc. 34,217
First Quantum Minerals, Ltd. 26,233
First Republic Bank 168,759
FirstGroup PLC 45,204
Fiserv, Inc. 113,866
Flagstar Bancorp, Inc. 775
FleetCor Technologies, Inc. 92,362
FLIR Systems, Inc. 28,605
Flughafen Zurich AG 97,453
Forbo Holding AG 72,115
Ford Motor Co. 69,546
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FormFactor, Inc. 31,612
Fortescue Metals Group, Ltd. 50,509
Fortinet, Inc. 336,736
Fortive Corp. 39,713
Forward Air Corp. 32,005
Four Corners Property Trust, Inc. 33,470
Fox Corp., Class B 3,633
Fox Factory Holding Corp. 40,808
Franklin Electric Co., Inc. 32,133
Franklin Resources, Inc. 8,045
Franklin Street Properties Corp. 29,146
Freenet AG 85,051
Freeport-McMoRan, Inc. 78,322
Fresh Del Monte Produce, Inc. 20,052
Frontdoor, Inc. 14,648
Fuji Electric Co., Ltd. 90,423
Fuji Oil Holdings, Inc. 77,952
Fujitsu, Ltd. 275,933
Fulton Financial Corp. 824
Future PLC 36,959
G4S PLC 88,539
Galenica AG 115,496
Games Workshop Group PLC 58,665
Gaztransport Et Technigaz SA 45,164
GCP Applied Technologies, Inc. 24,398
General Dynamics Corp. 99,124
General Electric Co. 216,481
General Mills, Inc. 10,653
General Motors Co. 87,248
Genesco, Inc. 18,520
Gentherm, Inc. 34,675
Georg Fischer AG 98,104
Gerdau SA ADR 92,229
Gerresheimer AG 63,118
Gibraltar Industries, Inc. 31,785
G-III Apparel Group, Ltd. 23,156
Gilead Sciences, Inc. 18,138
Glacier Bancorp, Inc. 38,133
Glanbia PLC 25,329
Glanbia PLC 75,444
Glencore PLC 154,612
Global Net Lease, Inc. 32,277
Global Payments, Inc. 93,621
Globo Comunicacao e Participacoes SA 4.88 01/22/2030 204,104
GMS, Inc. 22,578
GN Store Nord A/S 97,277
GoDaddy, Inc., Class A 168,025
Goldman Sachs Group, Inc. 213,737
Government of Canada 2.00 09/01/2023 26,275
Government of Canada 2.25 02/01/2021 29,668
Government of Canada 2.75 06/01/2022 39,701
Government of France 0.75 05/25/2028 83,321
Government of France 1.00 05/25/2027 126,991
Government of France 2.50 05/25/2030 171,419
Government of France 3.25 05/25/2045 66,373
Government of Japan 0.10 06/01/2021 28,702
Government of Japan 0.10 07/01/2021 87,978
Government of Japan 0.10 12/20/2022 186,046
Government of Japan 0.10 09/20/2023 123,964
Government of Japan 0.10 12/20/2023 93,276
Government of Japan 0.50 03/20/2038 32,086
Government of Japan 0.50 12/20/2038 48,547
Government of Japan 0.60 09/20/2037 127,702
Government of Japan 0.60 12/20/2037 37,607
Government of Japan 0.70 03/20/2037 110,633
Government of Japan 0.80 06/20/2022 185,959
Government of Japan 0.80 09/20/2022 185,485
Government of Japan 1.00 03/20/2022 185,324
Government of Japan 2.00 06/20/2025 32,997
Government of Japan 2.10 12/20/2024 35,895
Government of Japan 2.20 03/20/2041 54,207
Government of Japan 2.30 03/20/2039 71,682
Government of Japan 2.90 11/20/2030 38,905
Grainger PLC 66,333
Grand City Properties SA 76,682
Granite Construction, Inc. 24,715
Granite Point Mtg. Trust, Inc. 31,916
Great Portland Estates PLC 78,587
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Great Western Bancorp, Inc. 28,870
Greenbrier Cos., Inc. 19,176
Greencore Group PLC 37,026
Greggs PLC 67,716
GRENKE AG 86,795
Group 1 Automotive, Inc. 30,836
Guess?, Inc. 22,099
Guidewire Software, Inc. 260,550
GVC Holdings PLC 130,323
H.B. Fuller Co. 37,430
Halliburton Co. 32,061
Hammerson PLC 48,263
Hancock Whitney Corp. 715
Hanesbrands, Inc. 2,078
Hanger, Inc. 18,249
Hanmi Financial Corp. 34,801
Hapvida Participacoes e Investimentos SA 35,066
Harmonic Drive Systems, Inc. 76,195
Harsco Corp. 21,560
Hartford Financial Services Group, Inc. 26,735
Hawaiian Holdings, Inc. 24,395
HCA Healthcare, Inc. 2,082
HEICO Corp. 5,020
HEICO Corp., Class A 16,538
Helix Energy Solutions Group, Inc. 24,736
HelloFresh SE 94,692
Helmerich & Payne, Inc. 5,393
Helvetia Holding AG 36,533
Henry Schein, Inc. 35,228
Hera SpA 52,134
Hersha Hospitality Trust 26,433
Hershey Co. 32,586
Hess Corp. 25,457
Hewlett Packard Enterprise Co. 32,610
Hexagon AB, Class B 163,827
Hexpol AB 80,617
Hikari Tsushin, Inc. 49,323
Hillenbrand, Inc. 35,446
Hilton Worldwide Holdings, Inc. 61,446
HIS Co., Ltd. 29,894
Hitachi Metals, Ltd. 17,087
Hitachi, Ltd. 278,769
HMS Holdings Corp. 39,068
HollyFrontier Corp. 24,706
Holmen AB 51,431
Hologic, Inc. 7,600
Home BancShares, Inc. 803
Home Depot, Inc. 537,860
HomeServe PLC 109,715
HomeStreet, Inc. 4,624
Honeywell International, Inc. 602,459
Hope Bancorp, Inc. 32,593
Horace Mann Educators Corp. 29,032
Host Hotels & Resorts, Inc. 28,219
Howden Joinery Group PLC 107,005
Hoya Corp. 96,124
HP, Inc. 50,315
Hub Group, Inc., Class A 32,251
Hufvudstaden AB, Class A 29,601
HUGO BOSS AG 62,915
Huhtamaki Oyj 90,529
Humana, Inc. 8,070
Huntington Ingalls Industries, Inc. 5,481
Hypera SA 34,884
Ichor Holdings, Ltd. 18,966
IDEXX Laboratories, Inc. 21,410
Idorsia, Ltd. 61,450
IG Group Holdings PLC 61,944
IHS Markit, Ltd. 72,867
Illinois Tool Works, Inc. 101,488
Illumina, Inc. 7,832
IMCD NV 113,408
IMI PLC 92,530
IMMOFINANZ AG 59,926
Inchcape PLC 91,893
Incyte Corp. 27,694
Independence Realty Trust, Inc. 32,787
Independent Bank Corp. 32,490
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Indika Energy Capital III Pte, Ltd. 5.88 11/09/2024 187,574
Indutrade AB 91,321
Infrastrutture Wireless Italiane SpA 55,677
Ingenico Group SA 112,396
Ingersoll-Rand PLC 55,957
Inmobiliaria Colonial Socimi SA 80,729
Innophos Holdings, Inc. 24,066
Innospec, Inc. 38,680
Innovative Industrial Properties, Inc. 23,360
Innoviva, Inc. 19,065
Inpex Corp. 38,399
Insight Enterprises, Inc. 37,414
Installed Building Products, Inc. 24,908
Integer Holdings Corp. 45,774
Intel Corp. 559,260
Intercontinental Exchange, Inc. 11,171
Interface, Inc. 19,714
Intermediate Capital Group PLC 123,357
International Bancshares Corp. 630
International Business Machines Corp. 533,382
Interpump Group SpA 55,472
Intrum AB 25,889
Intuit, Inc. 205,799
Inversiones CMPC SA 4.38 04/04/2027 212,850
Invesco Mtg. Capital, Inc. 35,190
Investec PLC 78,825
ION Media Networks, Inc. 14,283
IPG Photonics Corp. 28,343
Iren SpA 55,951
Iridium Communications, Inc. 38,018
iRobot Corp. 23,713
iShares Core S&P Small-Cap ETF 69,454
iShares MSCI Europe Small-Cap ETF 210,873
iShares MSCI India ETF 4,373,332
iShares MSCI South Korea ETF 6,306,910
iShares Russell 1000 Growth ETF 18,890
Italgas SpA 44,282
Itau Unibanco Holding SA ADR 485,176
ITOCHU Corp. 114,328
Itochu Techno-Solutions Corp. 85,672
Itron, Inc. 44,227
IWG PLC 88,642
J&J Snack Foods Corp. 34,992
Jacobs Engineering Group, Inc. 12,306
James River Group Holdings, Ltd. 28,684
Jazz Pharmaceuticals PLC 6,307
JBS SA 75,348
JD Wetherspoon PLC 63,183
JFE Holdings, Inc. 28,165
Jiangxi Copper Co., Ltd. 7,036
John Bean Technologies Corp. 53,783
John Wood Group PLC 90,285
Johnson & Johnson 73,095
Johnson Controls International PLC 78,111
JPMorgan Chase & Co. 1,867,070
Juniper Networks, Inc. 128,808
Jupiter Fund Management PLC 50,029
Jyske Bank A/S 110,587
Kaiser Aluminum Corp. 28,242
Kakao Corp. 231,517
Kaman Corp. 26,601
Kansas City Southern 2,530
Kawasaki Heavy Industries, Ltd. 105,853
KAZ Minerals PLC 33,693
KBC Ancora 85,149
Kellogg Co. 4,570
KEMET Corp. 26,795
Kemira Oyj 22,090
Keyence Corp. 474,678
Keysight Technologies, Inc. 33,476
KH Neochem Co., Ltd. 21,573
Kimberly-Clark Corp. 60,734
Kinder Morgan, Inc. 338,094
Kingdom of Spain 0.35 07/30/2023 24,968
Kingdom of Spain 2.15 10/31/2025 63,913
Kingdom of Spain 3.80 04/30/2024 122,195
Kingdom of Spain 4.65 07/30/2025 151,291
Kingdom of Spain 4.80 01/31/2024 24,011
Page 9 of 142
Kingdom of Spain 5.15 10/31/2028 22,272
Kingdom of Spain 5.90 07/30/2026 72,234
Kingdom of Sweden 3.50 03/30/2039 34,590
Kingsland VIII, Ltd. 3.30 04/20/2031 7,417,935
Kinsale Capital Group, Inc. 34,152
Kite Realty Group Trust 30,375
KLA Corp. 41,435
Knowles Corp. 28,076
Koito Manufacturing Co., Ltd. 64,638
Komatsu, Ltd. 72,509
Konecranes OYJ 56,142
Kontoor Brands, Inc. 29,215
Korian SA 44,701
Korn Ferry 37,087
Kubota Corp. 74,421
Kulicke & Soffa Industries, Inc. 31,042
Kungsleden AB 72,274
Kurita Water Industries, Ltd. 32,011
Kusuri no Aoki Holdings Co., Ltd. 30,531
L3Harris Technologies, Inc. 391,975
Lacto Japan Co., Ltd. 36,892
Lam Research Corp. 90,059
Lancashire Holdings, Ltd. 50,067
Landis+Gyr Group AG 45,539
Las Vegas Sands Corp. 52,117
La-Z-Boy, Inc. 26,596
LCI Industries 42,648
LEG Immobilien AG 94,994
Lehman Brothers Holdings Capital Trust VII 5
Lehman Brothers Holdings, Inc. 5.50 04/04/2016 550
Lehman Brothers Holdings, Inc. 6.75 12/28/2017 7
Lehman Brothers Holdings, Inc. 7.50 05/11/2038 7
Leidos Holdings, Inc. 174,918
LendingTree, Inc. 1,867
Leroy Seafood Group ASA 33,131
Lexington Realty Trust 43,572
LGI Homes, Inc. 24,719
LHC Group, Inc. 65,150
Lifco AB 24,079
Linde PLC 243,756
Lithia Motors, Inc., Class A 48,017
Livent Corp. 30,714
LivePerson, Inc. 41,912
LKQ Corp. 8,825
Localiza Rent a Car SA 194,666
Lockheed Martin Corp. 215,772
Logitech International SA 146,650
LogMeIn, Inc. 176,067
Lojas Renner SA 233,953
LondonMetric Property PLC 69,161
Loomis AB, Series B 60,333
Lowe's Cos., Inc. 161,574
LPL Financial Holdings, Inc. 645
LTC Properties, Inc. 30,650
Lululemon Athletica, Inc. 45,484
Luminex Corp. 28,946
Lundin Mining Corp. 16,865
LyondellBasell Industries NV, Class A 45,392
M&T Bank Corp. 303,842
M/I Homes, Inc. 25,702
Maanshan Iron & Steel Co., Ltd. 2,121
Magazine Luiza SA 133,878
Magellan Health, Inc. 27,966
Man Group PLC 62,502
ManTech International Corp., Class A 36,688
Marathon Oil Corp. 1,262
Marathon Petroleum Corp. 225,085
MarketAxess Holdings, Inc. 19,126
Marks & Spencer Group PLC 92,823
Marriott International, Inc., Class A 67,229
Marshalls PLC 58,300
Martin Marietta Materials, Inc. 27,435
Maruichi Steel Tube, Ltd. 8,278
Marvell Technology Group, Ltd. 39,762
Masco Corp. 7,556
Masmovil Ibercom SA 37,679
Mastercard, Inc., Class A 579,750
Materion Corp. 25,738
Page 10 of 142
Matrix Service Co. 19,858
Matson, Inc. 28,088
Matsuoka Corp. 10,519
Matthews International Corp., Class A 25,079
Maxim Integrated Products, Inc. 101,242
MaxLinear, Inc. 22,881
McDonald's Corp. 298,274
McKesson Corp. 1,569
MDC Holdings, Inc. 30,720
Mediclinic International PLC 43,190
Medifast, Inc. 21,452
Medpace Holdings, Inc. 39,439
Medtronic PLC 33,131
Megmilk Snow Brand Co., Ltd. 18,705
Meiko Electronics Co. 32,262
MercadoLibre, Inc. 46,410
Mercedes-Benz Auto Lease Trust 3.25 10/15/2024 79,572
Merck & Co., Inc. 76,383
Merit Medical Systems, Inc. 35,327
Meritage Homes Corp. 38,886
Meritor, Inc. 29,491
Merlin Properties Socimi SA 103,834
Mesa Laboratories, Inc. 25,457
Methode Electronics, Inc. 23,711
MetLife, Inc. 10,389
Mettler-Toledo International, Inc. 8,329
Micro Focus International PLC 93,700
Microchip Technology, Inc. 271,579
Micron Technology, Inc. 99,013
Microsoft Corp. 2,750,236
MicroStrategy, Inc., Class A 31,166
Minebea Mitsumi, Inc. 108,952
Mitchells & Butlers PLC 41,685
Mitsubishi Corp. 97,546
Mitsubishi Electric Corp. 183,526
Mitsubishi Materials Corp. 15,035
Mitsubishi UFJ Financial Group, Inc. 77,762
Mitsui Fudosan Co., Ltd. 161,201
Mobile Mini, Inc. 31,722
Molson Coors Brewing Co., Class B 3,446
Momenta Pharmaceuticals, Inc. 54,790
Mondelez International, Inc., Class A 11,763
Moneysupermarket.com Group PLC 71,313
Monro, Inc. 33,106
Monster Beverage Corp. 7,393
Moody's Corp. 13,610
Moog, Inc., Class A 43,461
Morgan Stanley 266,212
MorphoSys AG 78,153
Motorola Solutions, Inc. 47,790
MS&AD Insurance Group Holdings, Inc. 129,026
MSCI, Inc. 11,146
MTS Systems Corp. 23,469
Mueller Industries, Inc. 29,170
Murata Manufacturing Co., Ltd. 119,978
Myriad Genetics, Inc. 35,475
Nabors Industries, Ltd. 16,477
National Bank Holdings Corp., Class A 36,577
National Express Group PLC 56,053
National Instruments Corp. 25,261
National Storage Affiliates Trust 34,526
Natura & Co. Holding SA 113,323
Natus Medical, Inc. 22,967
NAVER Corp. 273,147
NBT Bancorp, Inc. 26,415
NEC Corp. 40,277
Neenah, Inc. 24,524
Nemetschek SE 84,804
Neogen Corp. 56,574
NeoGenomics, Inc. 53,308
Netflix, Inc. 253,986
Network International Holdings PLC 66,548
New York Mtg. Trust, Inc. 34,925
Newell Brands, Inc. 3,418
Newmont Goldcorp Corp. 78,855
Newpark Resources, Inc. 20,180
Nexity SA 85,069
NextGen Healthcare, Inc. 19,778
Page 11 of 142
Nibe Industrier AB, Class B 95,910
NIC, Inc. 26,004
Nidec Corp. 101,274
Nihon Unisys, Ltd. 85,617
NIKE, Inc., Class B 220,046
Nippon Steel Corp. 53,794
Nippon Telegraph & Telephone Corp. 152,764
Nitori Holdings Co., Ltd. 77,932
NMI Holdings, Inc., Class A 35,463
Noble Energy, Inc. 23,170
Nomura Research Institute, Ltd. 84,189
Nordic Entertainment Group AB, Class B 70,504
Norfolk Southern Corp. 101,606
Norsk Hydro ASA 20,587
Northern Trust Corp. 223,007
Northfield Bancorp, Inc. 43,125
Northrop Grumman Corp. 146,457
Northwest Bancshares, Inc. 8,822
Northwest Natural Holding Co. 35,736
NortonLifeLock, Inc. 259,730
Norwegian Cruise Line Holdings, Ltd. 11,470
Notre Dame Intermedica Participacoes SA 86,890
NRG Energy, Inc. 21,027
NTT Data Corp. 130,488
Nuance Communications, Inc. 2,743
Nucor Corp. 72,232
NVIDIA Corp. 460,329
NXP Semiconductors NV 387,938
Oasis Petroleum, Inc. 15,685
OBIC Co., Ltd. 82,139
OC Oerlikon Corp. AG 73,600
Occidental Petroleum Corp. 238,320
Oceaneering International, Inc. 25,366
OCI NV 31,881
Office Depot, Inc. 23,956
Office Properties Income Trust 35,187
OFG Bancorp 27,003
Oil States International, Inc. 14,823
Old National Bancorp 38,507
Omnicell, Inc. 56,408
Omnicom Group, Inc. 38,408
Omron Corp. 166,286
ON Semiconductor Corp. 36,577
Onto Innovation, Inc. 33,691
Opus Bank 1,012
Oracle Corp. 293,458
Oracle Corp. Japan 60,686
Orazul Energy Egenor S en C por A 5.63 04/28/2027 207,910
O'Reilly Automotive, Inc. 73,504
Orpea 75,626
Orthofix Medical, Inc. 24,788
OSI Systems, Inc. 23,193
Otsuka Corp. 86,058
Oxford Industries, Inc. 22,277
PACCAR, Inc. 43,784
Pacific Premier Bancorp, Inc. 30,545
Pacira BioSciences, Inc. 32,415
PacWest Bancorp 1,472
Palo Alto Networks, Inc. 313,901
Pan Pacific International Holdings Corp. 104,817
Pandox AB 13,871
Paragon Banking Group PLC 45,061
Parker-Hannifin Corp. 48,335
Patrick Industries, Inc. 23,346
Patterson-UTI Energy, Inc. 2,088
Paychex, Inc. 43,743
PayPal Holdings, Inc. 230,399
PDC Energy, Inc. 38,776
Peab AB 63,656
Pennon Group PLC 136,900
PennyMac Mtg. Investment Trust 31,736
Penta-Ocean Construction Co., Ltd. 43,695
PepsiCo, Inc. 21,871
PeptiDream, Inc. 71,310
Perdoceo Education Corp. 24,145
Perficient, Inc. 31,261
Perspecta, Inc. 74,835
Petra Diamonds US Treasury PLC 7.25 05/01/2022 122,000
Page 12 of 142
Petrobras Distribuidora SA 53,799
Petrobras Global Finance BV 6.75 01/27/2041 36,540
Petroleo Brasileiro SA ADR 238,812
Petroleo Brasileiro SA ADR (Preference Shares) 344,368
Pets at Home Group PLC 40,929
Pfizer, Inc. 40,070
PGT Innovations, Inc. 24,072
Philip Morris International, Inc. 19,683
Phillips 66 257,846
Photronics, Inc. 19,464
Pinnacle Financial Partners, Inc. 117,884
Pinnacle West Capital Corp. 3,810
Pioneer Natural Resources Co. 28,350
Piper Jaffray Cos. 31,818
PKSHA Technology, Inc. 8,928
Plantronics, Inc. 19,731
Playtech PLC 38,952
Plexus Corp. 30,795
PNC Financial Services Group, Inc. 135,626
Polypipe Group PLC 42,662
Pool Corp. 20,176
Portuguese Republic 1.95 06/15/2029 24,578
Portuguese Republic 2.88 10/15/2025 71,510
Portuguese Republic 4.10 04/15/2037 65,059
Portuguese Republic 4.10 02/15/2045 35,119
Portuguese Republic 4.13 04/14/2027 61,839
Power Integrations, Inc. 41,119
PPG Industries, Inc. 62,317
PRA Group, Inc. 29,915
PriceSmart, Inc. 24,259
Primary Health Properties PLC 71,282
ProAssurance Corp. 25,480
Procter & Gamble Co. 39,255
Progress Software Corp. 36,871
Progressive Corp. 9,360
Prologis, Inc. 118,886
ProSiebenSat.1 Media SE 67,483
Prosperity Bancshares, Inc. 219,515
Proto Labs, Inc. 44,816
Provident Financial Services, Inc. 48,654
PTC, Inc. 36,573
Public Storage 80,777
PulteGroup, Inc. 30,898
QEP Resources, Inc. 18,979
QinetiQ PLC 75,772
Qorvo, Inc. 6,669
Quaker Chemical Corp. 34,698
QUALCOMM, Inc. 434,569
Qualys, Inc. 44,928
Quanex Building Products Corp. 24,152
Quilter PLC 86,891
Raia Drogasil SA 127,625
Rambus, Inc. 34,073
Range Resources Corp. 16,224
Rational AG 46,699
Raven Industries, Inc. 25,715
Raymond James Financial, Inc. 823
Raytheon Co. 106,051
RE/MAX Holdings, Inc., Class A 25,839
Realogy Holdings Corp. 23,340
RealPage, Inc. 12,078
Realty Income Corp. 51,751
Recruit Holdings Co., Ltd. 54,754
Redrow PLC 59,256
Redwood Trust, Inc. 33,003
REGENXBIO, Inc. 25,726
Regions Financial Corp. 173,045
Reliance Steel & Aluminum Co. 10,676
Relo Group, Inc. 40,243
Renesas Electronics Corp. 124,946
ReNew Power Synthetic 6.67 03/12/2024 210,067
Renewable Energy Group, Inc. 21,970
Rengo Co., Ltd. 64,585
Renishaw PLC 49,602
Rent-A-Center, Inc. 28,606
Reply SpA 23,085
Republic of Italy 2.50 11/15/2025 65,700
Republic of Italy 3.75 09/01/2024 83,472
Page 13 of 142
Republic of Italy 5.00 03/01/2025 161,609
Republic of Italy 5.75 02/01/2033 23,933
Republic of Italy 6.50 11/01/2027 102,162
Republic of Italy 7.25 11/01/2026 72,019
Republic of Italy 9.00 11/01/2023 23,627
Republic Services, Inc. 50,091
Retail Opportunity Investments Corp. 32,626
Rheinmetall AG 88,119
Ringkjoebing Landbobank A/S 68,029
Rio Tinto PLC 296,179
Rio Tinto, Ltd. 117,631
Rocket Internet SE 55,459
Rockwell Automation, Inc. 223,284
Rockwool International A/S 46,288
Rogers Corp. 34,854
Roper Technologies, Inc. 68,699
Ross Stores, Inc. 77,187
Rotork PLC 93,506
Royal Caribbean Cruises, Ltd. 36,295
Royal Mail PLC 46,901
Royal Unibrew A/S 79,082
RPT Realty 32,796
Rubis SCA 93,013
Rumo SA 65,007
Ruth's Hospitality Group, Inc. 20,582
S&P Global, Inc. 15,274
S&T Bancorp, Inc. 42,890
Saia, Inc. 35,972
Saipem SpA 64,008
salesforce.com, Inc. 1,078,181
Salmar ASA 36,300
Sankyu, Inc. 69,206
Sanmina Corp. 34,706
Santen Pharmaceutical Co., Ltd. 99,106
Saudi Arabian Oil Co. 3.50 04/16/2029 211,948
Savills PLC 56,051
SBA Communications Corp. 54,903
SBM Offshore NV 54,314
Schlumberger, Ltd. 367,102
Schneider Electric SE 258,226
Scholastic Corp. 25,569
Schweitzer-Mauduit International, Inc. 21,929
Scout24 AG 123,584
SCSK Corp. 96,525
SEACOR Holdings, Inc. 24,246
Sealed Air Corp. 2,308
Select Medical Holdings Corp. 39,034
ServiceNow, Inc. 814,120
ServisFirst Bancshares, Inc. 29,400
Seven & i Holdings Co., Ltd. 80,513
SFS Group AG 29,458
Shaftesbury PLC 64,767
Shake Shack, Inc., Class A 35,276
Shenandoah Telecommunications Co. 30,585
Sherwin-Williams Co. 100,258
Shimadzu Corp. 100,765
Shimano, Inc. 61,274
Shin-Etsu Chemical Co., Ltd. 91,059
Shopify, Inc., Class A 387,895
Siegfried Holding AG 71,242
Siemens AG 267,248
SIG Combibloc Group AG 45,813
Signature Aviation PLC 78,548
Signature Bank 851
Signet Jewelers, Ltd. 25,453
Signify NV 75,771
Siltronic AG 54,404
SimCorp A/S 95,942
Simmons First National Corp., Class A 40,886
Simon Property Group, Inc. 147,930
Simpson Manufacturing Co., Inc. 46,295
SINA Corp. 186,262
SkyWest, Inc. 39,005
Sleep Number Corp. 26,001
SM Energy Co. 20,820
Snap-on, Inc. 11,334
Societe BIC SA 37,480
Sofina SA 56,667
Page 14 of 142
SoftBank Group Corp. 80,978
Softcat PLC 55,390
Software AG 26,559
SOITEC 26,491
Sony Corp. 70,288
Sopra Steria Group 104,606
South Jersey Industries, Inc. 43,520
South32, Ltd. 41,658
Southern Co. 6,758
Southern Copper Corp. 3.88 04/23/2025 37,401
Southside Bancshares, Inc. 42,973
Southwest Airlines Co. 6,268
Southwestern Energy Co. 19,025
SpareBank 1 SR Bank ASA 73,611
SPDR S&P 500 Trust ETF 48,581
Spectris PLC 96,796
Spirent Communications PLC 53,426
Splunk, Inc. 198,888
Spok Holdings, Inc. 21,463
SPS Commerce, Inc. 34,553
SPX Corp. 35,036
SPX FLOW, Inc. 31,668
Square, Inc., Class A 38,839
SSAB AB, Class B 59,008
SSP Group PLC 96,732
Stabilus SA 23,628
Stadler Rail AG 24,250
Stamps.com, Inc. 22,719
Standex International Corp. 28,140
Stanley Black & Decker, Inc. 43,019
Starbucks Corp. 212,245
State Street Corp. 89,848
State Street Institutional U.S. Government Money Market Fund, Premier Class 3,327,704
Steel Dynamics, Inc. 31,912
Stepan Co. 31,371
STERIS PLC 8,288
Sterling Bancorp 2,260
Steven Madden, Ltd. 44,652
Stewart Information Services Corp. 26,762
STMicroelectronics NV 135,254
Storebrand ASA 59,863
Strategic Education, Inc. 54,529
Stroeer SE & Co. KGaA 63,175
Subsea 7 SA 83,269
Sul America SA 120,628
Sumitomo Bakelite Co., Ltd. 53,958
Sumitomo Metal Mining Co., Ltd. 79,605
Sumitomo Mitsui Financial Group, Inc. 122,651
Summit Hotel Properties, Inc. 29,821
Sunrise Communications Group AG 79,605
Supernus Pharmaceuticals, Inc. 24,928
Suzano SA 85,220
Suzuki Motor Corp. 113,497
SVB Financial Group 104,063
Svenska Cellulosa AB SCA, Class B 92,194
Sweco AB, Class B 90,735
Swedish Orphan Biovitrum AB 47,635
Sykes Enterprises, Inc. 27,241
Synchrony Financial 5,445
Synopsys, Inc. 37,025
Sysco Corp. 11,910
T. Rowe Price Group, Inc. 52,878
Tabula Rasa HealthCare, Inc. 26,132
Tactile Systems Technology, Inc. 21,689
TAG Immobilien AG 48,882
Takeaway.com NV 75,164
Take-Two Interactive Software, Inc. 14,957
TalkTalk Telecom Group PLC 49,324
Target Corp. 118,049
Tate & Lyle PLC 109,579
TE Connectivity, Ltd. 50,699
Tecan Group AG 104,190
TechnipFMC PLC 17,170
Teck Resources, Ltd., Class B 31,140
Teleflex, Inc. 8,916
Tengizchevroil Finance Co. International, Ltd. 4.00 08/15/2026 210,802
Tennant Co. 28,726
Teradyne, Inc. 86,645
Page 15 of 142
Termocandelaria Power, Ltd. 7.88 01/30/2029 219,250
Terumo Corp. 57,110
Tesla, Inc. 143,125
Texas Instruments, Inc. 502,749
TGS NOPEC Geophysical Co. ASA 84,739
Thermo Fisher Scientific, Inc. 626
THK Co., Ltd. 69,761
Thule Group AB 85,095
thyssenkrupp AG 24,336
Tieto Oyj 53,924
Tivity Health, Inc. 19,351
TiVo Corp. 22,976
TJX Cos., Inc. 126,346
TKH Group NV CVA 80,533
T-Mobile US, Inc. 65,886
Tokyo Century Corp. 45,589
Tokyu Corp. 84,489
Tompkins Financial Corp. 3,702
Tomra Systems ASA 57,431
TopBuild Corp. 54,621
Topcon Corp. 36,911
Topdanmark A/S 33,784
Towa Corp. 32,674
Toyota Motor Corp. 173,457
TP ICAP PLC 58,902
Trainline PLC 71,629
TransDigm Group, Inc. 57,895
Travis Perkins PLC 107,233
Trelleborg AB, Class B 103,587
Trend Micro, Inc. 251,389
Trimble, Inc. 38,608
Trinseo SA 20,822
Tritax Big Box REIT PLC 76,188
Triumph Group, Inc. 19,838
TrueBlue, Inc. 22,721
Truist Financial Corp. 366,147
TrustCo Bank Corp. 40,245
Trustmark Corp. 831
TTM Technologies, Inc. 25,384
Tullow Oil PLC 18,621
Turkcell Iletisim Hizmetleri AS 5.80 04/11/2028 208,000
Twitter, Inc. 37,352
Tyler Technologies, Inc. 215,247
Tyson Foods, Inc., Class A 3,884
U.S. Physical Therapy, Inc. 27,645
UDG Healthcare PLC 57,525
Ultra Clean Holdings, Inc. 19,190
Ultra Electronics Holdings PLC 57,582
Ultrapar Participacoes SA ADR 48,392
UMB Financial Corp. 731
Umpqua Holdings Corp. 11,458
Unifin Financiera SAB de CV 7.38 02/12/2026 210,400
UniFirst Corp. 44,865
Union Pacific Corp. 224,275
Union Tool Co. 8,501
Unipol Gruppo SpA 61,146
UNITE Group PLC 113,131
United Airlines Holdings, Inc. 5,311
United Bankshares, Inc. 755
United Community Banks, Inc. 29,791
United Fire Group, Inc. 25,582
United Internet AG 118,365
United Kingdom Gilt Treasury 3.50 01/22/2045 126,443
United Kingdom Gilt Treasury 4.25 03/07/2036 89,919
United Kingdom Gilt Treasury 4.25 12/07/2046 204,041
United Parcel Service, Inc., Class B 133,541
United States Treasury Bonds 3.38 05/15/2044 25,233
United States Treasury Bonds 3.63 02/15/2044 24,861
United States Treasury Bonds 3.75 11/15/2043 35,946
United States Treasury Notes 1.38 06/30/2023 66,139
United States Treasury Notes 1.50 09/30/2021 150,275
United States Treasury Notes 1.50 01/15/2023 553,051
United States Treasury Notes 1.63 02/15/2026 106,374
United States Treasury Notes 1.88 04/30/2022 64,768
United States Treasury Notes 1.88 07/31/2022 25,338
United States Treasury Notes 2.00 10/31/2022 24,443
United Technologies Corp. 214,786
UnitedHealth Group, Inc. 62,936
Page 16 of 142
Uniti Group, Inc. 22,896
Universal Corp. 22,748
Universal Forest Products, Inc. 46,846
Universal Health Services, Inc., Class B 8,364
Universal Insurance Holdings, Inc. 19,423
US Bancorp 520,811
USANA Health Sciences, Inc. 17,153
Valaris PLC 20,757
Vale SA ADR 415,770
Valero Energy Corp. 49,827
Valley National Bancorp 8,413
Valmet Oyj 45,282
Vanda Pharmaceuticals, Inc. 17,684
Varex Imaging Corp. 25,825
Varta AG 9,561
VAT Group AG 108,094
Vector Group, Ltd. 25,045
Veeva Systems, Inc., Class A 323,568
Ventas, Inc. 42,816
VeriSign, Inc. 41,420
Verisk Analytics, Inc. 50,366
Veritex Holdings, Inc. 37,156
Verizon Communications, Inc. 448,831
Vertex Pharmaceuticals, Inc. 3,179
VF Corp. 49,782
Viad Corp. 31,655
Viavi Solutions, Inc. 49,026
Vicor Corp. 19,319
Victrex PLC 68,969
Virtus Investment Partners, Inc. 25,221
Virtusa Corp. 25,359
Visa, Inc., Class A 724,450
Viscofan SA 95,667
Vistra Energy Corp. 4,864
VMware, Inc., Class A 490,819
voestalpine AG 13,697
Vonage Holdings Corp. 32,367
Vontobel Holding AG 37,649
Wabash National Corp. 20,799
Waddell & Reed Financial, Inc., Class A 29,243
Walker & Dunlop, Inc. 40,818
Wallenstam AB 22,402
Walmart, Inc. 19,349
Walt Disney Co. 410,227
Warehouses De Pauw CVA 66,906
Warrior Met Coal, Inc. 22,330
Washington Federal, Inc. 16,558
Washington Prime Group, Inc. 17,124
Washington Real Estate Investment Trust 38,202
Waste Connections, Inc. 45,266
Waste Management, Inc. 91,275
Watts Water Technologies, Inc., Class A 37,491
WD-40 Co. 35,122
WEG SA 88,343
Weir Group PLC 98,641
Wells Fargo & Co. 736,676
Welltower, Inc. 71,324
Westamerica Bancorporation 23,570
Weyerhaeuser Co. 44,583
WH Smith PLC 83,678
Whirlpool Corp. 6,431
Whitestone REIT 35,029
Wienerberger AG 83,755
Wihlborgs Fastigheter AB 102,580
William Hill PLC 50,428
Williams Cos., Inc. 7,779
Wingstop, Inc. 43,695
Winnebago Industries, Inc. 33,294
Wintrust Financial Corp. 886
Wirecard AG 121,436
Wizz Air Holdings PLC 71,470
Wolverine World Wide, Inc. 40,725
Woodward, Inc. 18,028
Workday, Inc., Class A 489,270
Worldline SA 63,951
W-Scope Corp. 48,928
Xencor, Inc. 29,935
Xenia Hotels & Resorts, Inc. 31,212
Page 17 of 142
Xilinx, Inc. 151,642
Xperi Corp. 18,423
Yamaha Corp. 40,366
Yaskawa Electric Corp. 34,388
Yokogawa Electric Corp. 79,854
Yum! Brands, Inc. 57,116
Yuzhou Properties Co., Ltd. 8.50 02/26/2024 205,810
Zebra Technologies Corp., Class A 96,803
Zenkoku Hosho Co., Ltd. 64,198
Zoetis, Inc. 6,442
Futures Contracts
Description Expiration Month
Unrealized
Appreciation
(Depreciation) ($)
FTSE China A50 Index Long February 2020 (403,388)
MSCI Europe Long March 2020 (7,161)
Nikkei 225 Long March 2020 (98,093)
Russell 1000 E-mini Growth Index Short March 2020 (65,324)
Russell 1000 E-mini Value Index Short March 2020 6,120
Russell 2000 E-mini Index Short March 2020 21,139
S&P 500 E-mini Index Short March 2020 (37,837)
U.S. Treasury 10 Year Notes Short March 2020 (84,995)
U.S. Treasury 5 Year Notes Short March 2020 (22,303)
Forward Foreign Currency Contracts
Description Settlement Date
Unrealized
Appreciation
(Depreciation) ($)
BOUGHT AUD/SOLD USD 3/18/2020 (5,153)
BOUGHT AUD/SOLD USD 3/18/2020 (21,646)
BOUGHT CAD/SOLD USD 3/18/2020 (4,965)
BOUGHT CHF/SOLD USD 3/18/2020 31,781
BOUGHT CNH/SOLD USD 3/18/2020 7,516
BOUGHT EUR/SOLD USD 3/18/2020 (95,844)
BOUGHT GBP/SOLD USD 3/18/2020 21,011
BOUGHT JPY/SOLD USD 3/18/2020 1,407
BOUGHT JPY/SOLD USD 3/18/2020 33,973
SOLD AUD/BOUGHT USD 3/18/2020 4,592
SOLD AUD/BOUGHT USD 3/18/2020 640
SOLD AUD/BOUGHT USD 3/18/2020 9,240
SOLD AUD/BOUGHT USD 3/18/2020 543
SOLD CAD/BOUGHT USD 3/18/2020 671
SOLD EUR/BOUGHT USD 3/18/2020 1,937
SOLD EUR/BOUGHT USD 3/18/2020 1,060
SOLD EUR/BOUGHT USD 3/18/2020 13,085
SOLD GBP/BOUGHT USD 3/18/2020 3,788
SOLD GBP/BOUGHT USD 3/18/2020 (71)
SOLD JPY/BOUGHT USD 3/18/2020 (10,829)
SOLD JPY/BOUGHT USD 3/18/2020 (8,421)
SOLD KRW/BOUGHT USD 3/18/2020 8,185
SOLD SEK/BOUGHT USD 3/18/2020 1,083
VALIC Company I - Blue Chip Growth Fund - (unaudited)
January 31, 2020
Security Coupon(%) Maturity Date Market Value ($)
Abbott Laboratories 368,254
Advanced Micro Devices, Inc. 2,448,700
Agilent Technologies, Inc. 159,423
Air Products & Chemicals, Inc. 91,903
Alexion Pharmaceuticals, Inc. 2,258,240
Alibaba Group Holding, Ltd. ADR 36,326,166
Alphabet, Inc., Class A 11,535,312
Alphabet, Inc., Class C 49,674,556
Amazon.com, Inc. 81,967,828
American Tower Corp. 44,494
Amgen, Inc. 144,970
ANT International Co., Ltd., Class C 1,759,570
Anthem, Inc. 5,908,316
Apple, Inc. 26,115,835
Applied Materials, Inc. 3,478,646
Aptiv PLC 3,207,267
Atlassian Corp. PLC, Class A 1,645,812
Automatic Data Processing, Inc. 822,672
Becton Dickinson and Co. 11,826,136
Page 18 of 142
Boeing Co. 16,113,055
Booking Holdings, Inc. 10,922,892
Broadcom, Inc. 161,430
Canadian Pacific Railway, Ltd. 2,079,963
Centene Corp. 6,205,628
Charles Schwab Corp. 2,624,910
Chipotle Mexican Grill, Inc. 780,084
Chubb, Ltd. 1,704,568
Cigna Corp. 14,257,474
Cintas Corp. 945,708
Citigroup, Inc. 222,560
Concho Resources, Inc. 134,510
Constellation Brands, Inc., Class A 54,042
CoStar Group, Inc. 4,365,891
Coupa Software, Inc. 177,265
Danaher Corp. 10,496,607
DocuSign, Inc. 1,829,283
Dollar General Corp. 9,922,099
Dollar Tree, Inc. 1,429,864
Electronic Arts, Inc. 1,325,581
Equifax, Inc. 1,663,890
Exact Sciences Corp. 1,757,862
Facebook, Inc., Class A 54,193,048
Ferrari NV 943,366
Fidelity National Information Services, Inc. 14,404,070
Fiserv, Inc. 14,053,624
FleetCor Technologies, Inc. 4,519,768
Fortive Corp. 312,083
General Electric Co. 849,090
Global Payments, Inc. 17,369,446
Goldman Sachs Group, Inc. 1,980,458
HCA Healthcare, Inc. 3,863,776
Hilton Worldwide Holdings, Inc. 4,464,860
Honeywell International, Inc. 2,116,229
IAC/InterActiveCorp 5,564,814
IHS Markit, Ltd. 1,097,416
Intercontinental Exchange, Inc. 4,310,763
Intuit, Inc. 17,022,991
Intuitive Surgical, Inc. 11,672,533
JPMorgan Chase & Co. 145,464
Kansas City Southern 1,074,555
KLA Corp. 2,308,427
L3Harris Technologies, Inc. 2,760,649
Lam Research Corp. 2,415,501
Linde PLC 2,734,130
Lululemon Athletica, Inc. 4,342,056
Marriott International, Inc., Class A 3,331,187
Marsh & McLennan Cos., Inc. 3,063,174
Marvell Technology Group, Ltd. 3,408,896
Mastercard, Inc., Class A 29,301,539
Match Group, Inc. 1,284,764
Maxim Integrated Products, Inc. 910,638
Microchip Technology, Inc. 483,501
Microsoft Corp. 45,497,713
Morgan Stanley 3,725,093
Motorola Solutions, Inc. 80,358
Netflix, Inc. 14,664,254
NextEra Energy, Inc. 69,732
NIKE, Inc., Class B 4,453,875
Norfolk Southern Corp. 1,825,377
Northrop Grumman Corp. 4,168,964
NVIDIA Corp. 5,631,053
Paycom Software, Inc. 2,481,648
PayPal Holdings, Inc. 14,096,963
Philip Morris International, Inc. 3,722
Pioneer Natural Resources Co. 612,630
QUALCOMM, Inc. 1,909,067
Restaurant Brands International, Inc. 292,787
Roper Technologies, Inc. 5,868,023
Ross Stores, Inc. 7,476,566
Royal Caribbean Cruises, Ltd. 1,369,953
S&P Global, Inc. 5,367,328
salesforce.com, Inc. 18,092,627
Seattle Genetics, Inc. 422,721
Sempra Energy 1,694,270
ServiceNow, Inc. 19,634,252
Sherwin-Williams Co. 1,921,616
Splunk, Inc. 6,961,082
Page 19 of 142
Spotify Technology SA 2,116,957
State Street Corp. 1,849,305
State Street Institutional U.S. Government Money Market Fund, Premier Class 500,082
Stryker Corp. 14,750,054
Synopsys, Inc. 1,239,084
T. Rowe Price Government Reserve Fund 1,094,698
TD Ameritrade Holding Corp. 4,352,064
Teleflex, Inc. 218,076
Tencent Holdings, Ltd. 19,591,520
Texas Instruments, Inc. 1,167,771
Thermo Fisher Scientific, Inc. 9,422,321
TJX Cos., Inc. 1,239,604
Trip.com Group, Ltd . 1,343,677
Union Pacific Corp. 2,154,117
United Airlines Holdings, Inc. 2,454,637
United Parcel Service, Inc., Class B 69,669
UnitedHealth Group, Inc. 15,460,720
Veeva Systems, Inc., Class A 923,643
Vertex Pharmaceuticals, Inc. 14,415,859
VF Corp. 137,813
Visa, Inc., Class A 33,536,592
VMware, Inc., Class A 3,974,819
Willis Towers Watson PLC 8,512,452
Workday, Inc., Class A 9,633,070
Wynn Resorts, Ltd. 2,123,777
Yum! Brands, Inc. 788,092
Zoetis, Inc. 1,529,994
VALIC Company I - Capital Conservation Fund - (unaudited)
January 31, 2020
Security Coupon(%) Maturity Date Market Value ($)
ABB Finance USA, Inc. 3.38 04/03/2023 273,604
AbbVie, Inc. 4.05 11/21/2039 179,534
AbbVie, Inc. 4.25 11/21/2049 334,745
ACE INA Holdings, Inc. 2.88 11/03/2022 214,199
Adobe, Inc. 2.30 02/01/2030 416,522
AEP Texas, Inc. 4.15 05/01/2049 98,136
AEP Transmission Co. LLC 3.15 09/15/2049 99,129
Albemarle Wodgina Pty, Ltd. 3.45 11/15/2029 114,013
Amazon.com, Inc. 4.80 12/05/2034 137,628
American Express Co. 3.40 02/22/2024 163,089
American Express Co. 4.20 11/06/2025 133,429
American Express Credit Account Master Trust 2.99 12/15/2023 127,332
Ameriprise Financial, Inc. 3.00 03/22/2022 191,702
Amgen, Inc. 4.66 06/15/2051 240,712
Anheuser-Busch Cos. LLC/Anheuser-Busch InBev Worldwide, Inc. 4.90 02/01/2046 254,778
Anheuser-Busch InBev Worldwide, Inc. 4.60 04/15/2048 402,604
Anheuser-Busch InBev Worldwide, Inc. 5.55 01/23/2049 316,530
Apache Corp. 4.75 04/15/2043 189,668
Apache Corp. 5.10 09/01/2040 221,458
Apple, Inc. 2.05 09/11/2026 164,610
Apple, Inc. 2.85 05/06/2021 184,990
Arrow Electronics, Inc. 4.00 04/01/2025 130,928
Assurant, Inc. 6.75 02/15/2034 34,013
AT&T, Inc. 4.50 05/15/2035 794,099
AT&T, Inc. 4.50 03/09/2048 84,511
AT&T, Inc. 4.80 06/15/2044 238,552
AT&T, Inc. 4.85 07/15/2045 155,150
AT&T, Inc. 4.90 08/15/2037 406,589
Australia & New Zealand Banking Group, Ltd. 2.95 07/22/2030 202,750
BA Credit Card Trust 1.74 01/15/2025 100,605
BA Credit Card Trust 3.00 09/15/2023 266,476
BAE Systems Holdings, Inc. 3.85 12/15/2025 373,301
Banco Santander SA 3.31 06/27/2029 213,206
BANK 3.18 08/15/2061 86,590
BANK 3.93 02/15/2052 427,763
Bank of America Corp. 2.46 10/22/2025 391,267
Bank of America Corp. 3.71 04/24/2028 263,029
Bank of America Corp. 4.18 11/25/2027 280,460
Bank of America Corp. 6.11 01/29/2037 322,769
Bank of Montreal 2.05 11/01/2022 516,846
BankUnited, Inc. 4.88 11/17/2025 771,028
Benchmark Mtg. Trust 3.57 01/15/2051 193,787
Benchmark Mtg. Trust 3.93 03/15/2052 554,680
Black Hills Corp. 3.88 10/15/2049 114,623
BMW US Capital LLC 3.10 04/12/2021 179,957
Page 20 of 142
BNP Paribas SA 3.05 01/13/2031 410,043
BNP Paribas SA 4.71 01/10/2025 464,197
BP Capital Markets PLC 3.51 03/17/2025 567,665
Braskem Netherlands Finance BV 4.50 01/10/2028 212,617
Braskem Netherlands Finance BV 4.50 01/31/2030 301,560
Brighthouse Financial, Inc. 4.70 06/22/2047 169,873
Bristol-Myers Squibb Co. 3.63 05/15/2024 236,270
Bristol-Myers Squibb Co. 4.63 05/15/2044 184,998
BX Commercial Mtg. Trust 2.68 04/15/2034 100,031
Cameron LNG LLC 3.70 01/15/2039 226,662
Canadian Imperial Bank of Commerce 2.25 01/28/2025 331,047
Canadian Natural Resources, Ltd. 3.85 06/01/2027 202,847
Canadian Pacific Railway Co. 6.13 09/15/2115 165,930
Capital One Prime Auto Receivables Trust 1.92 05/15/2024 201,464
Cardinal Health, Inc. 4.60 03/15/2043 256,966
CarMax Auto Owner Trust 2.18 08/15/2024 232,944
CarMax Auto Owner Trust 3.36 09/15/2023 256,246
Caterpillar Financial Services Corp. 1.95 11/18/2022 138,139
Caterpillar Financial Services Corp. 2.55 11/29/2022 154,776
Caterpillar Financial Services Corp. 3.45 05/15/2023 231,426
Cenovus Energy, Inc. 4.25 04/15/2027 226,255
CenterPoint Energy, Inc. 2.95 03/01/2030 337,696
Charter Communications Operating LLC/Charter Communications Operating Capital 4.80 03/01/2050 102,732
Charter Communications Operating LLC/Charter Communications Operating Capital 5.38 04/01/2038 36,238
Charter Communications Operating LLC/Charter Communications Operating Capital 6.38 10/23/2035 129,256
Chase Mtg. Finance Corp. 3.75 12/25/2045 225,418
Cheniere Corpus Christi Holdings LLC 3.70 11/15/2029 134,772
Chevron Corp. 2.90 03/03/2024 572,357
Chevron Phillips Chemical Co. LLC/Chevron Phillips Chemical Co. LP 3.30 05/01/2023 166,925
Cigna Corp. 4.80 08/15/2038 226,994
Cimarex Energy Co. 4.38 03/15/2029 570,313
Citigroup, Inc. 3.67 07/24/2028 333,218
Citigroup, Inc. 4.45 09/29/2027 229,007
Citigroup, Inc. 4.75 05/18/2046 290,407
Citigroup, Inc. 5.88 02/22/2033 196,768
Citigroup, Inc. 6.00 10/31/2033 138,857
Citizens Financial Group, Inc. 4.15 09/28/2022 357,426
Citizens Financial Group, Inc. 4.30 12/03/2025 135,216
CNH Industrial Capital LLC 4.20 01/15/2024 287,678
CNH Industrial NV 3.85 11/15/2027 82,601
Columbia Property Trust Operating Partnership LP 4.15 04/01/2025 294,036
Comcast Corp. 2.35 01/15/2027 306,590
Comcast Corp. 2.65 02/01/2030 105,184
Comcast Corp. 3.90 03/01/2038 73,024
Comcast Corp. 4.60 10/15/2038 289,901
COMM Mtg. Trust 3.96 02/10/2036 135,323
Conagra Brands, Inc. 5.40 11/01/2048 141,852
Conagra Brands, Inc. 7.00 10/01/2028 248,549
Consolidated Edison Co. of New York, Inc. 4.45 06/15/2020 225,364
Corning, Inc. 5.45 11/15/2079 436,170
Credit Suisse AG 2.10 11/12/2021 351,323
CSAIL Commercial Mtg. Trust 2.99 06/15/2050 1,802,370
CVS Health Corp. 4.78 03/25/2038 731,340
Daimler Finance North America LLC 2.00 07/06/2021 257,257
Danske Bank A/S 3.24 12/20/2025 206,990
Danske Bank A/S 3.88 09/12/2023 251,391
Darden Restaurants, Inc. 4.55 02/15/2048 347,900
DBS Group Holdings, Ltd. 2.85 04/16/2022 235,250
Dell International LLC/EMC Corp. 8.10 07/15/2036 230,898
Deutsche Bank AG 4.25 02/04/2021 185,421
Deutsche Telekom AG 3.63 01/21/2050 309,981
DH Europe Finance II SARL 3.25 11/15/2039 221,931
Discover Card Execution Note Trust 3.04 07/15/2024 133,847
Discovery Communications LLC 5.30 05/15/2049 216,234
Dominion Energy South Carolina, Inc. 5.10 06/01/2065 321,272
Dominion Resources, Inc. 5.25 08/01/2033 296,292
Dominion Resources, Inc. 5.75 10/01/2054 117,562
Domtar Corp. 6.75 02/15/2044 431,670
DTE Electric Co. 3.95 03/01/2049 406,776
Duke Energy Progress LLC 2.80 05/15/2022 149,325
Duke Realty LP 2.88 11/15/2029 61,675
Ecolab, Inc. 2.38 08/10/2022 225,412
Electricite de France SA 5.00 09/21/2048 501,587
Emera US Finance LP 4.75 06/15/2046 227,480
Enable Midstream Partners LP 4.15 09/15/2029 123,775
Enable Midstream Partners LP 4.95 05/15/2028 163,992
Enel Finance International NV 4.75 05/25/2047 299,139
Energy Transfer Operating LP 4.90 03/15/2035 259,818
Page 21 of 142
Energy Transfer Operating LP 5.50 06/01/2027 171,111
Energy Transfer Partners LP 6.13 12/15/2045 124,844
Engie Energia Chile SA 3.40 01/28/2030 211,299
EnLink Midstream Partners LP 4.85 07/15/2026 121,695
EnLink Midstream Partners LP 5.05 04/01/2045 21,000
Enstar Group, Ltd. 4.95 06/01/2029 399,580
Entergy Louisiana LLC 179,770
Entergy Texas, Inc. 4.50 03/30/2039 482,083
Enterprise Products Operating LLC 3.70 01/31/2051 178,487
Enterprise Products Operating LLC 5.25 08/16/2077 110,531
Federal Home Loan Bank 5.50 07/15/2036 366,426
Federal Home Loan Mtg. Corp. 2.50 01/01/2028 165,930
Federal Home Loan Mtg. Corp. 2.50 04/01/2028 387,055
Federal Home Loan Mtg. Corp. 2.50 03/01/2031 541,383
Federal Home Loan Mtg. Corp. 2.50 10/01/2032 732,026
Federal Home Loan Mtg. Corp. 3.00 08/01/2027 111,664
Federal Home Loan Mtg. Corp. 3.00 10/01/2042 418,566
Federal Home Loan Mtg. Corp. 3.00 11/01/2042 543,717
Federal Home Loan Mtg. Corp. 3.00 04/01/2043 578,752
Federal Home Loan Mtg. Corp. 3.00 05/01/2043 773,755
Federal Home Loan Mtg. Corp. 3.00 08/01/2043 555,973
Federal Home Loan Mtg. Corp. 3.00 10/01/2045 367,008
Federal Home Loan Mtg. Corp. 3.00 08/01/2046 2,194,132
Federal Home Loan Mtg. Corp. 3.00 08/01/2049 1,173,720
Federal Home Loan Mtg. Corp. 3.00 01/01/2050 4,587,943
Federal Home Loan Mtg. Corp. 3.50 01/01/2032 1,238,496
Federal Home Loan Mtg. Corp. 3.50 11/01/2041 484,394
Federal Home Loan Mtg. Corp. 3.50 03/01/2042 167,266
Federal Home Loan Mtg. Corp. 3.50 04/01/2042 936,284
Federal Home Loan Mtg. Corp. 3.50 06/01/2042 1,077,116
Federal Home Loan Mtg. Corp. 3.50 08/01/2042 221,005
Federal Home Loan Mtg. Corp. 3.50 03/01/2045 452,116
Federal Home Loan Mtg. Corp. 3.50 03/01/2045 330,321
Federal Home Loan Mtg. Corp. 3.50 07/01/2045 987,234
Federal Home Loan Mtg. Corp. 3.50 08/01/2045 576,295
Federal Home Loan Mtg. Corp. 3.50 11/01/2045 369,364
Federal Home Loan Mtg. Corp. 3.50 12/01/2046 716,425
Federal Home Loan Mtg. Corp. 3.50 11/01/2047 5,481,470
Federal Home Loan Mtg. Corp. 3.76 02/01/2037 21,921
Federal Home Loan Mtg. Corp. 4.00 09/01/2040 240,356
Federal Home Loan Mtg. Corp. 4.00 10/01/2045 641,766
Federal Home Loan Mtg. Corp. 4.00 12/01/2048 1,450,414
Federal Home Loan Mtg. Corp. 4.50 04/01/2044 133,416
Federal Home Loan Mtg. Corp. 4.50 03/01/2046 171,176
Federal Home Loan Mtg. Corp. 4.73 11/01/2037 269,433
Federal Home Loan Mtg. Corp. 5.00 10/01/2033 359
Federal Home Loan Mtg. Corp. 5.00 06/01/2039 334,971
Federal Home Loan Mtg. Corp. 5.00 11/01/2043 414,886
Federal Home Loan Mtg. Corp. 5.50 02/01/2035 70,872
Federal Home Loan Mtg. Corp. 6.00 10/01/2033 99,610
Federal Home Loan Mtg. Corp. 6.00 03/01/2040 524
Federal Home Loan Mtg. Corp. 6.50 02/01/2035 1,929
Federal Home Loan Mtg. Corp. 6.75 09/15/2029 721,091
Federal Home Loan Mtg. Corp. 6.75 03/15/2031 373,931
Federal Home Loan Mtg. Corp. REMIC 3.00 09/15/2045 654,181
Federal Home Loan Mtg. Corp. REMIC 3.50 11/15/2045 103,129
Federal Home Loan Mtg. Corp. REMIC 5.12 09/15/2039 20,373
Federal Home Loan Mtg. Corp. Structured Agency Credit Risk 2.86 08/25/2029 88,082
Federal Home Loan Mtg. Corp. Structured Agency Credit Risk 3.51 10/25/2027 127,976
Federal Home Loan Mtg. Corp. Structured Agency Credit Risk 3.86 02/25/2024 229,908
Federal Home Loan Mtg. Corp. Structured Agency Credit Risk 3.86 09/25/2024 297,467
Federal Home Loan Mtg. Corp. Structured Agency Credit Risk 4.41 09/25/2028 31,352
Federal Home Loan Mtg. Corp. Structured Agency Credit Risk 4.46 05/25/2028 6,545
Federal National Mtg. Assoc. 2.50 04/01/2028 236,009
Federal National Mtg. Assoc. 2.50 01/01/2032 593,209
Federal National Mtg. Assoc. 3.00 10/01/2027 64,499
Federal National Mtg. Assoc. 3.00 12/01/2027 637,299
Federal National Mtg. Assoc. 3.00 01/01/2028 542,724
Federal National Mtg. Assoc. 3.00 03/01/2030 1,361,234
Federal National Mtg. Assoc. 3.00 10/01/2030 403,605
Federal National Mtg. Assoc. 3.00 02/01/2033 255,117
Federal National Mtg. Assoc. 3.00 07/01/2034 71,825
Federal National Mtg. Assoc. 3.00 11/01/2039 1,217,443
Federal National Mtg. Assoc. 3.00 03/01/2042 610,753
Federal National Mtg. Assoc. 3.00 12/01/2042 305,905
Federal National Mtg. Assoc. 3.00 12/01/2042 264,515
Federal National Mtg. Assoc. 3.00 02/01/2045 505,297
Federal National Mtg. Assoc. 3.00 09/01/2046 86,623
Page 22 of 142
Federal National Mtg. Assoc. 3.00 01/01/2047 449,214
Federal National Mtg. Assoc. 3.00 04/01/2048 992,770
Federal National Mtg. Assoc. 3.50 08/01/2026 94,135
Federal National Mtg. Assoc. 3.50 09/01/2026 30,307
Federal National Mtg. Assoc. 3.50 08/01/2027 38,923
Federal National Mtg. Assoc. 3.50 10/01/2028 322,137
Federal National Mtg. Assoc. 3.50 03/01/2033 1,193,605
Federal National Mtg. Assoc. 3.50 08/01/2033 705,804
Federal National Mtg. Assoc. 3.50 12/01/2041 406,828
Federal National Mtg. Assoc. 3.50 08/01/2042 121,439
Federal National Mtg. Assoc. 3.50 08/01/2042 116,441
Federal National Mtg. Assoc. 3.50 08/01/2042 388,633
Federal National Mtg. Assoc. 3.50 08/01/2042 576,380
Federal National Mtg. Assoc. 3.50 07/01/2045 382,217
Federal National Mtg. Assoc. 3.50 08/01/2045 443,048
Federal National Mtg. Assoc. 3.50 09/01/2045 387,409
Federal National Mtg. Assoc. 3.50 10/01/2045 631,124
Federal National Mtg. Assoc. 3.50 11/01/2045 263,175
Federal National Mtg. Assoc. 3.50 12/01/2045 2,140,487
Federal National Mtg. Assoc. 3.50 02/01/2046 621,423
Federal National Mtg. Assoc. 3.50 03/01/2046 333,738
Federal National Mtg. Assoc. 3.50 07/01/2046 1,420,925
Federal National Mtg. Assoc. 3.50 01/01/2047 2,221,274
Federal National Mtg. Assoc. 3.50 04/01/2048 2,393,134
Federal National Mtg. Assoc. 3.50 08/01/2049 288,495
Federal National Mtg. Assoc. 3.79 10/01/2040 118,030
Federal National Mtg. Assoc. 3.83 09/01/2035 238,753
Federal National Mtg. Assoc. 3.98 05/01/2040 244,614
Federal National Mtg. Assoc. 4.00 07/01/2040 110,496
Federal National Mtg. Assoc. 4.00 10/01/2040 62,349
Federal National Mtg. Assoc. 4.00 12/01/2040 785,886
Federal National Mtg. Assoc. 4.00 10/01/2041 425,742
Federal National Mtg. Assoc. 4.00 11/01/2041 299,843
Federal National Mtg. Assoc. 4.00 11/01/2041 115,637
Federal National Mtg. Assoc. 4.00 01/01/2043 508,808
Federal National Mtg. Assoc. 4.00 02/01/2045 702,326
Federal National Mtg. Assoc. 4.00 02/01/2045 229,278
Federal National Mtg. Assoc. 4.00 06/01/2046 266,222
Federal National Mtg. Assoc. 4.00 01/01/2047 542,908
Federal National Mtg. Assoc. 4.00 05/01/2047 727,822
Federal National Mtg. Assoc. 4.00 06/01/2047 1,870,565
Federal National Mtg. Assoc. 4.00 07/01/2047 1,723,714
Federal National Mtg. Assoc. 4.00 08/01/2047 1,800,679
Federal National Mtg. Assoc. 4.00 12/01/2048 991,101
Federal National Mtg. Assoc. 4.00 01/01/2049 1,956,739
Federal National Mtg. Assoc. 4.00 03/01/2049 1,387,018
Federal National Mtg. Assoc. 4.07 10/01/2040 45,118
Federal National Mtg. Assoc. 4.18 05/01/2037 42,213
Federal National Mtg. Assoc. 4.38 10/01/2035 206,366
Federal National Mtg. Assoc. 4.42 07/01/2039 192,350
Federal National Mtg. Assoc. 4.50 11/01/2022 16,484
Federal National Mtg. Assoc. 4.50 10/01/2024 125,488
Federal National Mtg. Assoc. 4.50 08/01/2045 1,966,852
Federal National Mtg. Assoc. 4.50 06/01/2048 1,408,954
Federal National Mtg. Assoc. 4.50 10/01/2048 1,041,996
Federal National Mtg. Assoc. 4.50 11/01/2048 457,593
Federal National Mtg. Assoc. 4.50 12/01/2048 2,810,595
Federal National Mtg. Assoc. 4.54 08/01/2035 147,102
Federal National Mtg. Assoc. 4.68 11/01/2036 82,880
Federal National Mtg. Assoc. 5.00 10/01/2033 2,072
Federal National Mtg. Assoc. 5.00 03/01/2034 35,220
Federal National Mtg. Assoc. 5.00 05/01/2040 77,669
Federal National Mtg. Assoc. 5.00 06/01/2040 46,988
Federal National Mtg. Assoc. 5.00 02/01/2045 267,413
Federal National Mtg. Assoc. 5.50 12/01/2029 50,940
Federal National Mtg. Assoc. 5.50 04/01/2033 47,878
Federal National Mtg. Assoc. 5.50 12/01/2033 40,002
Federal National Mtg. Assoc. 5.50 07/01/2037 212,399
Federal National Mtg. Assoc. 5.50 08/01/2037 176,443
Federal National Mtg. Assoc. 5.50 06/01/2038 21,538
Federal National Mtg. Assoc. 6.00 12/01/2020 33
Federal National Mtg. Assoc. 6.00 12/01/2036 285,276
Federal National Mtg. Assoc. 6.00 11/01/2038 80,065
Federal National Mtg. Assoc. 6.00 06/01/2040 61,750
Federal National Mtg. Assoc. 6.50 10/01/2037 18,467
Federal National Mtg. Assoc. REMIC 3.00 12/25/2047 255,910
Federal National Mtg. Assoc. REMIC 3.00 05/25/2048 791,554
Federal National Mtg. Assoc. REMIC 3.00 05/25/2048 1,216,089
Page 23 of 142
First Niagara Financial Group, Inc. 7.25 12/15/2021 334,089
FirstEnergy Corp. 7.38 11/15/2031 644,037
Fiserv, Inc. 4.40 07/01/2049 241,516
Ford Credit Auto Owner Trust 1.73 03/15/2022 124,910
Ford Motor Credit Co. LLC 3.10 05/04/2023 323,286
Ford Motor Credit Co. LLC 4.39 01/08/2026 206,086
Fox Corp. 5.48 01/25/2039 173,338
GATX Corp. 4.35 02/15/2024 303,504
GE Capital International Funding Co. ULC 3.37 11/15/2025 716,049
General Dynamics Corp. 2.88 05/11/2020 238,738
General Motors Financial Co., Inc. 3.70 05/09/2023 255,627
Georgia Power Co. 2.00 09/08/2020 135,263
Georgia-Pacific LLC 3.73 07/15/2023 296,650
Georgia-Pacific LLC 5.40 11/01/2020 222,705
GlaxoSmithKline Capital PLC 3.13 05/14/2021 241,511
GlaxoSmithKline Capital, Inc. 3.38 05/15/2023 173,682
GM Financial Consumer Automobile Receivables Trust 2.13 03/16/2023 201,337
GM Financial Consumer Automobile Receivables Trust 2.18 04/16/2024 75,908
Goldman Sachs Group, Inc. 2.35 11/15/2021 379,734
Goldman Sachs Group, Inc. 4.25 10/21/2025 247,496
Goldman Sachs Group, Inc. 6.75 10/01/2037 560,057
Government National Mtg. Assoc. 3.00 02/20/2045 437,419
Government National Mtg. Assoc. 3.00 05/20/2045 337,987
Government National Mtg. Assoc. 3.00 07/20/2045 56,899
Government National Mtg. Assoc. 3.00 11/20/2045 1,153,754
Government National Mtg. Assoc. 3.00 12/20/2045 535,924
Government National Mtg. Assoc. 3.00 09/20/2047 1,783,002
Government National Mtg. Assoc. 3.50 03/20/2045 286,744
Government National Mtg. Assoc. 3.50 04/20/2045 543,288
Government National Mtg. Assoc. 3.50 07/20/2045 120,548
Government National Mtg. Assoc. 3.50 03/20/2047 459,268
Government National Mtg. Assoc. 4.00 07/20/2045 172,064
Government National Mtg. Assoc. 4.00 05/20/2048 2,544,920
Government National Mtg. Assoc. REMIC 1.00 10/16/2043 202,055
GS Mtg. Securities Trust 2.90 02/10/2048 46,358
Hanwha Energy USA Holdings Corp. 2.38 07/30/2022 360,653
HCA, Inc. 5.25 06/15/2026 163,415
HCA, Inc. 5.25 06/15/2049 120,827
Hewlett Packard Enterprise Co. 6.20 10/15/2035 222,542
Home Depot, Inc. 3.13 12/15/2049 316,274
Honda Auto Receivables Owner Trust 2.83 03/20/2023 23,425
HSBC Holdings PLC 3.40 03/08/2021 346,056
Humana, Inc. 3.95 08/15/2049 127,923
Huntsman International LLC 4.50 05/01/2029 262,561
Hyundai Capital America 3.40 06/20/2024 334,653
Hyundai Capital America 3.50 11/02/2026 221,284
IBM Credit LLC 3.00 02/06/2023 651,463
Illinois Tool Works, Inc. 3.50 03/01/2024 175,701
ILPT Trust 4.15 02/11/2041 472,014
ING Groep NV 4.63 01/06/2026 248,796
International Bank for Reconstruction & Development 3.13 11/20/2025 250,577
International Business Machines Corp. 2.50 01/27/2022 184,020
Interpublic Group of Cos., Inc. 4.20 04/15/2024 95,641
Interstate Power & Light Co. 3.50 09/30/2049 142,342
Jabil, Inc. 3.60 01/15/2030 147,912
Jackson Park Trust 2.77 10/14/2039 206,730
JB Hunt Transport Services, Inc. 3.88 03/01/2026 134,717
John Deere Capital Corp. 2.35 01/08/2021 155,990
John Deere Capital Corp. 2.95 04/01/2022 353,442
John Deere Capital Corp. 3.45 01/10/2024 246,862
John Deere Capital Corp. 3.65 10/12/2023 116,623
JP Morgan Mtg. Trust 3.00 12/25/2048 645,076
JPMorgan Chase & Co. 3.21 04/01/2023 574,400
JPMorgan Chase & Co. 3.51 01/23/2029 335,147
JPMorgan Chase & Co. 3.88 07/24/2038 134,756
JPMorgan Chase & Co. 6.13 12/31/2049 225,313
Kansas City Southern 2.88 11/15/2029 147,277
Kansas City Southern 4.70 05/01/2048 116,976
Keurig Dr Pepper, Inc. 4.42 05/25/2025 313,180
Kirby Corp. 4.20 03/01/2028 175,304
Kohl's Corp. 5.55 07/17/2045 247,224
Kommunalbanken AS 1.75 09/15/2020 394,503
Kraft Heinz Foods Co. 3.95 07/15/2025 162,117
Kraft Heinz Foods Co. 4.88 02/15/2025 136,490
Kreditanstalt fuer Wiederaufbau 1.63 03/15/2021 387,643
Kroger Co. 3.88 10/15/2046 136,905
L3Harris Technologies, Inc. 2.90 12/15/2029 128,232
Laboratory Corp. of America Holdings 2.95 12/01/2029 40,838
Page 24 of 142
Laboratory Corp. of America Holdings 3.25 09/01/2024 258,749
Laboratory Corp. of America Holdings 4.70 02/01/2045 112,189
Lear Corp. 5.25 05/15/2049 206,842
Lehman Brothers Holdings Capital Trust VII 8
Lehman Brothers Holdings, Inc. 5.50 04/04/2016 1,113
Lehman Brothers Holdings, Inc. 6.75 12/28/2017 9
Lehman Brothers Holdings, Inc. 7.50 05/11/2038 11
Lowe's Cos., Inc. 4.05 05/03/2047 153,794
Lubrizol Corp. 6.50 10/01/2034 201,984
LYB International Finance III LLC 4.20 10/15/2049 261,341
Manulife Financial Corp. 4.06 02/24/2032 222,269
Marathon Oil Corp. 6.60 10/01/2037 131,915
Marathon Oil Corp. 6.80 03/15/2032 180,480
Marsh & McLennan Cos., Inc. 3.50 12/29/2020 117,843
Martin Marietta Materials, Inc. 3.50 12/15/2027 201,849
MassMutual Global Funding II 2.75 06/22/2024 208,468
Mastercard, Inc. 2.00 03/03/2025 253,679
McDonald's Corp. 4.45 03/01/2047 226,604
Mercedes-Benz Auto Lease Trust 3.25 10/15/2024 31,625
Mississippi Power Co. 4.25 03/15/2042 242,837
Mitsubishi UFJ Financial Group, Inc. 3.41 03/07/2024 369,209
Mizuho Financial Group, Inc. 2.56 09/13/2025 544,347
Morgan Stanley 3.63 01/20/2027 598,890
Morgan Stanley 5.50 07/24/2020 222,859
Morgan Stanley Bank of America Merrill Lynch Trust 2.98 07/15/2050 161,968
Morgan Stanley Capital Barclays Bank Trust 2.20 09/13/2031 34,043
MPLX LP 5.50 02/15/2049 207,013
MSDB Trust 3.43 07/11/2039 842,417
MTRO Commercial Mtg. Trust 2.58 12/15/2033 250,000
Mylan, Inc. 4.55 04/15/2028 194,301
National Australia Bank, Ltd. 3.93 08/02/2034 212,651
National Bank of Canada 2.15 10/07/2022 389,952
National Rural Utilities Cooperative Finance Corp. 2.85 01/27/2025 611,233
National Rural Utilities Cooperative Finance Corp. 4.75 04/30/2043 158,901
NatWest Markets PLC 3.63 09/29/2022 327,971
Nestle Holdings, Inc. 3.50 09/24/2025 323,102
New York Community Bancorp, Inc. 5.90 11/06/2028 474,241
New York Life Global Funding 1.95 09/28/2020 380,740
NiSource, Inc. 2.95 09/01/2029 221,173
NiSource, Inc. 5.65 02/01/2045 170,006
Nissan Auto Receivables Owner Trust 1.18 01/15/2021 6,796
Nissan Motor Acceptance Corp. 2.65 07/13/2022 117,130
Noble Energy, Inc. 4.20 10/15/2049 177,848
Noble Energy, Inc. 4.95 08/15/2047 215,796
Nomura Holdings, Inc. 3.10 01/16/2030 204,537
Norfolk Southern Corp. 4.10 05/15/2049 223,208
NXP BV/NXP Funding LLC/NXP USA, Inc. 4.30 06/18/2029 245,617
Occidental Petroleum Corp. 6.45 09/15/2036 393,166
One Bryant Park Trust 2.52 09/15/2054 275,613
Oracle Corp. 2.95 11/15/2024 514,725
Owens Corning 4.30 07/15/2047 346,338
PACCAR Financial Corp. 2.00 09/26/2022 133,276
PECO Energy Co. 3.00 09/15/2049 149,071
Penske Truck Leasing Co. LP/PTL Finance Corp. 3.35 11/01/2029 39,310
Penske Truck Leasing Co. LP/PTL Finance Corp. 3.95 03/10/2025 278,790
Penske Truck Leasing Co. LP/PTL Finance Corp. 4.20 04/01/2027 141,239
PepsiCo, Inc. 2.88 10/15/2049 177,994
Petro-Canada 5.95 05/15/2035 135,460
Petroleos Mexicanos 7.69 01/23/2050 174,677
Prudential Financial, Inc. 3.70 03/13/2051 53,801
Prudential Financial, Inc. 5.63 06/15/2043 215,213
Prudential Financial, Inc. 5.70 09/15/2048 161,777
Public Service Co. of Colorado 3.70 06/15/2028 239,840
Public Service Co. of Colorado 4.10 06/15/2048 186,575
QUALCOMM, Inc. 4.30 05/20/2047 99,955
QVC, Inc. 4.75 02/15/2027 200,836
QVC, Inc. 4.85 04/01/2024 429,984
Regions Financial Corp. 7.38 12/10/2037 428,822
Republic of Italy 2.88 10/17/2029 212,684
Republic of Italy 4.00 10/17/2049 202,869
Roche Holdings, Inc. 1.75 01/28/2022 204,565
Rockies Express Pipeline LLC 3.60 05/15/2025 206,453
Royal Bank of Scotland Group PLC 3.75 11/01/2029 415,537
Sabra Health Care LP/Sabra Capital Corp. 3.90 10/15/2029 193,640
Sabra Health Care LP/Sabra Capital Corp. 4.80 06/01/2024 134,078
Schlumberger Holdings Corp. 4.00 12/21/2025 200,910
Shinhan Bank Co., Ltd. 4.00 04/23/2029 217,298
Shire Acquisitions Investments Ireland DAC 3.20 09/23/2026 407,211
Page 25 of 142
Siemens Financieringsmaatschappij NV 3.25 05/27/2025 545,068
SK Telecom Co., Ltd. 3.75 04/16/2023 209,295
Smithfield Foods, Inc. 2.65 10/03/2021 83,830
Smithfield Foods, Inc. 4.25 02/01/2027 167,797
Smithfield Foods, Inc. 5.20 04/01/2029 90,253
Stanley Black & Decker, Inc. 3.40 03/01/2026 166,359
State Street Institutional U.S. Government Money Market Fund, Premier Class 10,703,662
Steel Dynamics, Inc. 3.45 04/15/2030 104,114
SunTrust Bank 3.20 04/01/2024 433,543
SunTrust Bank 3.50 08/02/2022 176,368
Synchrony Financial 2.85 07/25/2022 80,533
Synchrony Financial 4.50 07/23/2025 631,545
Teck Resources, Ltd. 6.13 10/01/2035 247,621
Telecom Italia Capital SA 7.72 06/04/2038 203,951
Telefonica Emisiones SAU 4.67 03/06/2038 413,189
Time Warner Cable LLC 6.55 05/01/2037 281,822
Toll Brothers Finance Corp. 4.35 02/15/2028 144,193
Total Capital International SA 3.46 07/12/2049 221,783
Toyota Auto Loan Extended Note Trust 2.56 11/25/2031 103,589
Toyota Auto Receivables Owner Trust 3.13 02/15/2024 232,466
Toyota Motor Credit Corp. 3.45 09/20/2023 259,081
Trimble, Inc. 4.75 12/01/2024 24,188
Trimble, Inc. 4.90 06/15/2028 366,655
UBS Group Funding Switzerland AG 3.49 05/23/2023 206,899
UniCredit SpA 6.57 01/14/2022 405,657
UniCredit SpA 7.30 04/02/2034 236,309
United Mexican States 4.50 04/22/2029 255,246
United Mexican States 4.75 03/08/2044 217,550
United States Treasury Bills 2.39 04/23/2020 191,349
United States Treasury Bonds 2.25 08/15/2049 1,754,908
United States Treasury Bonds 2.38 11/15/2049 5,406,641
United States Treasury Bonds 2.75 11/15/2042 462,777
United States Treasury Bonds 2.88 11/15/2046 451,995
United States Treasury Bonds 2.88 05/15/2049 540,792
United States Treasury Bonds 3.00 11/15/2045 2,068,451
United States Treasury Bonds 3.00 05/15/2047 1,738,713
United States Treasury Bonds 3.13 11/15/2041 2,785,550
United States Treasury Bonds 3.13 02/15/2042 474,351
United States Treasury Bonds 3.88 08/15/2040 223,663
United States Treasury Bonds 4.25 05/15/2039 357,050
United States Treasury Bonds 4.38 11/15/2039 149,149
United States Treasury Bonds 4.38 05/15/2040 273,345
United States Treasury Bonds 4.75 02/15/2037 815,090
United States Treasury Bonds 5.00 05/15/2037 227,599
United States Treasury Bonds 5.25 11/15/2028 464,210
United States Treasury Notes 1.63 11/30/2026 1,620,500
United States Treasury Notes 1.50 11/30/2024 1,512,422
United States Treasury Notes 1.63 08/15/2022 2,314,027
United States Treasury Notes 1.63 08/31/2022 1,935,933
United States Treasury Notes 1.63 12/15/2022 403,547
United States Treasury Notes 1.63 02/15/2026 4,902,323
United States Treasury Notes 1.63 08/15/2029 908,754
United States Treasury Notes 1.75 09/30/2022 5,195,594
United States Treasury Notes 1.75 12/31/2024 204,000
United States Treasury Notes 1.75 11/15/2029 5,490,992
United States Treasury Notes 2.00 02/15/2025 1,784,247
United States Treasury Notes 2.00 11/15/2026 398,145
United States Treasury Notes 2.25 04/30/2024 173,354
United States Treasury Notes 2.25 11/15/2024 621,260
United States Treasury Notes 2.25 08/15/2027 609,030
United States Treasury Notes 2.38 05/15/2029 537,441
United States Treasury Notes 2.50 02/28/2021 2,426,323
United States Treasury Notes 2.50 01/15/2022 2,453,709
United States Treasury Notes 2.63 02/15/2029 187,212
UnitedHealth Group, Inc. 2.38 10/15/2022 743,214
UnitedHealth Group, Inc. 3.50 08/15/2039 144,067
UnitedHealth Group, Inc. 3.75 07/15/2025 144,389
Unum Group 4.50 12/15/2049 195,917
USAA Capital Corp. 2.63 06/01/2021 268,621
Verizon Communications, Inc. 4.27 01/15/2036 113,651
Verizon Communications, Inc. 4.40 11/01/2034 87,398
Verizon Communications, Inc. 5.25 03/16/2037 383,287
Verizon Owner Trust 3.20 09/20/2022 101,687
Viacom, Inc. 4.38 03/15/2043 439,964
ViacomCBS, Inc. 3.70 06/01/2028 270,611
Vodafone Group PLC 4.88 06/19/2049 117,229
Vodafone Group PLC 5.25 05/30/2048 156,247
Volkswagen Group of America Finance LLC 2.50 09/24/2021 201,895
Page 26 of 142
Voya Financial, Inc. 4.70 01/23/2048 148,920
Walmart, Inc. 2.55 04/11/2023 294,349
Walmart, Inc. 3.05 07/08/2026 265,362
Washington Gas Light Co. 3.65 09/15/2049 207,524
Waste Connections, Inc. 2.60 02/01/2030 194,352
WEA Finance LLC 2.88 01/15/2027 137,071
Wells Fargo & Co. 4.30 07/22/2027 943,061
Wells Fargo Bank NA 2.08 09/09/2022 583,470
Wells Fargo Capital X 5.95 12/01/2086 92,757
Willis North America, Inc. 3.88 09/15/2049 140,348
Willis North America, Inc. 5.05 09/15/2048 155,367
World Financial Network Credit Card Master Trust 2.71 07/15/2026 100,701
Zions Bancorp NA 3.25 10/29/2029 401,916
VALIC Company I - Core Equity Fund - (unaudited)
January 31, 2020
Security Coupon(%) Maturity Date Market Value ($)
AES Corp. 4,289,502
Alibaba Group Holding, Ltd. ADR 3,083,562
Ally Financial, Inc. 3,599,179
Alphabet, Inc., Class A 6,842,957
Alphabet, Inc., Class C 7,178,321
Altria Group, Inc. 5,346,222
Amazon.com, Inc. 1,325,755
Anthem, Inc. 3,016,764
Apple, Inc. 14,190,724
Assured Guaranty, Ltd. 1,994,865
BAE Systems PLC 4,004,833
Bank of America Corp. 6,190,622
Biogen, Inc. 3,155,224
BP PLC ADR 3,604,871
CDK Global, Inc. 2,642,344
CDW Corp. 2,198,996
Chevron Corp. 3,739,722
Cisco Systems, Inc. 5,953,345
Cognizant Technology Solutions Corp., Class A 4,605,587
Comcast Corp., Class A 6,667,327
ConocoPhillips 2,955,157
Corteva, Inc. 4,804,190
D.R. Horton, Inc. 5,276,200
Delta Air Lines, Inc. 3,347,020
DISH Network Corp., Class A 2,658,226
Dollar General Corp. 4,793,602
Dollar Tree, Inc. 4,894,466
E*TRADE Financial Corp. 2,461,774
Fixed Income Clearing Corp. Repurchase Agreement 0.25 02/03/2020 1,252,000
Fortive Corp. 3,729,866
Fox Corp., Class A 2,655,150
General Motors Co. 2,334,863
Hubbell, Inc. 3,531,336
Humana, Inc. 3,760,844
JPMorgan Chase & Co. 8,179,716
KAR Auction Services, Inc. 685,925
Koninklijke Philips NV 2,549,122
Laboratory Corp. of America Holdings 5,590,875
Lowe's Cos., Inc. 5,075,852
Marathon Oil Corp. 2,078,015
Microsoft Corp. 16,163,509
Molson Coors Brewing Co., Class B 2,458,303
Norfolk Southern Corp. 2,344,445
Novartis AG ADR 2,248,582
Novo Nordisk A/S ADR 3,247,349
O'Reilly Automotive, Inc. 4,294,101
Packaging Corp. of America 1,929,075
Pfizer, Inc. 4,956,607
Quanta Services, Inc. 3,936,533
Raymond James Financial, Inc. 1,281,300
Regions Financial Corp. 1,461,494
Sony Corp. ADR 3,259,931
Taiwan Semiconductor Manufacturing Co., Ltd. ADR 4,157,048
Truist Financial Corp. 1,678,552
Unilever NV 3,652,641
UnitedHealth Group, Inc. 5,642,167
US Bancorp 3,920,930
Verizon Communications, Inc. 6,904,313
Walmart, Inc. 6,025,036
Page 27 of 142
VALIC Company I - Dividend Value Fund - (unaudited)
January 31, 2020
Security Coupon(%) Maturity Date Market Value ($)
3M Co. 12,371,672
AbbVie, Inc. 12,628,425
Alcon, Inc. 5,440,698
Altria Group, Inc. 24,863,371
Anthem, Inc. 13,231,901
Arthur J. Gallagher & Co. 8,323,966
AstraZeneca PLC 10,856,512
BAE Systems PLC 12,350,429
Baker Hughes a GE Co., LLC 4,023,237
Bank of America Corp. 20,383,950
Bayer AG 8,561,454
BCE, Inc. 734,789
Berkshire Hathaway, Inc., Class B 7,374,770
BP PLC 14,691,457
Bristol-Myers Squibb Co. 22,653,817
Cardinal Health, Inc. 14,469,129
Caterpillar, Inc. 13,737,765
Charles Schwab Corp. 5,715,432
Chevron Corp. 11,311,306
Cisco Systems, Inc. 23,056,621
Citigroup, Inc. 23,758,890
Cognizant Technology Solutions Corp., Class A 12,186,447
Comcast Corp., Class A 13,708,895
Conagra Brands, Inc. 4,207,736
ConocoPhillips 4,411,489
Constellation Brands, Inc., Class A 6,424,796
Constellation Software, Inc. 3,034,579
Corteva, Inc. 3,818,163
CRH PLC 2,248,455
CVS Health Corp. 9,495,614
Dollar General Corp. 8,735,779
DuPont de Nemours, Inc. 3,213,490
Enterprise Products Partners LP 9,089,131
Equinor ASA 2,440,532
Equitable Holdings, Inc. 6,231,797
Exxon Mobil Corp. 11,127,556
FedEx Corp. 6,303,990
Ferguson PLC 4,999,032
FirstEnergy Corp. 11,724,872
Fixed Income Clearing Corp. Repurchase Agreement 0.25 02/03/2020 4,833,000
Foot Locker, Inc. 12,363,070
Fortive Corp. 1,894,230
Fox Corp., Class A 6,964,366
Gap, Inc. 13,517,194
General Electric Co. 8,401,683
General Motors Co. 8,299,285
Gilead Sciences, Inc. 12,468,791
H&R Block, Inc. 11,888,283
Hanesbrands, Inc. 12,485,342
Hartford Financial Services Group, Inc. 4,902,634
Henkel AG & Co. KGaA (Preference Shares) 3,589,648
HP, Inc. 14,496,875
Humana, Inc. 9,790,300
International Business Machines Corp. 13,173,717
Interpublic Group of Cos., Inc. 14,107,460
Johnson & Johnson 19,898,857
JPMorgan Chase & Co. 43,752,127
Kellogg Co. 4,765,287
Koninklijke Philips NV 14,708,181
Kraft Heinz Co. 13,915,581
Lockheed Martin Corp. 5,200,802
Lowe's Cos., Inc. 6,687,520
LyondellBasell Industries NV, Class A 12,841,061
Macy's, Inc. 13,469,281
Marathon Oil Corp. 4,815,047
Marathon Petroleum Corp. 10,463,237
McKesson Corp. 2,151,414
Medtronic PLC 18,577,528
MetLife, Inc. 17,170,381
Microsoft Corp. 12,821,894
Morgan Stanley 12,056,277
Motorola Solutions, Inc. 7,352,580
Page 28 of 142
Nestle SA 8,684,254
NetApp, Inc. 13,614,490
Newell Brands, Inc. 6,373,362
NextEra Energy, Inc. 5,009,708
Northrop Grumman Corp. 3,837,095
NXP Semiconductors NV 3,430,294
Omnicom Group, Inc. 12,246,611
Oracle Corp. 3,054,216
Pentair PLC 4,058,130
PepsiCo, Inc. 3,138,784
Pfizer, Inc. 19,179,643
Philip Morris International, Inc. 14,146,249
Progressive Corp. 2,005,147
Prudential Financial, Inc. 4,759,888
Public Service Enterprise Group, Inc. 2,140,258
Quest Diagnostics, Inc. 2,591,227
Raymond James Financial, Inc. 5,107,280
Raytheon Co. 879,341
Samsung Electronics Co., Ltd. GDR 9,283,451
Sanofi 7,520,696
Siemens AG 8,205,311
Six Flags Entertainment Corp. 11,968,435
Sony Corp. 10,170,721
State Street Corp. 4,593,010
Steel Dynamics, Inc. 13,846,751
Tapestry, Inc. 14,956,908
TOTAL SA ADR 3,709,361
Travelers Cos., Inc. 4,690,805
Unilever NV 9,662,766
Union Pacific Corp. 3,267,238
UnitedHealth Group, Inc. 4,627,291
Verizon Communications, Inc. 41,213,497
Wells Fargo & Co. 22,423,660
Williams Cos., Inc. 9,873,868
Willis Towers Watson PLC 10,810,442
VALIC Company I - Dynamic Allocation Fund - (unaudited)
January 31, 2020
Security Coupon(%) Maturity Date Market Value ($)
AB Government Money Market Portfolio, Class AB 6,452,190
Over the Counter Put Options - Purchased 2,470,318
United States Treasury Bonds 6.13 11/15/2027 425,489
United States Treasury Bonds 6.38 08/15/2027 351,552
United States Treasury Notes 1.63 08/15/2029 4,174,311
United States Treasury Notes 1.75 11/15/2029 434,257
United States Treasury Notes 2.25 08/15/2027 2,864,873
United States Treasury Notes 2.25 11/15/2027 2,749,613
United States Treasury Notes 2.38 05/15/2027 3,232,190
United States Treasury Notes 2.38 05/15/2029 3,087,816
United States Treasury Notes 2.63 02/15/2029 937,372
United States Treasury Notes 2.75 02/15/2028 2,629,252
United States Treasury Notes 2.88 05/15/2028 2,650,951
United States Treasury Notes 2.88 08/15/2028 3,213,181
United States Treasury Notes 3.13 11/15/2028 2,873,333
VALIC Co. I Blue Chip Growth Fund 6,438,631
VALIC Co. I Capital Conservation Fund 13,359,910
VALIC Co. I Dividend Value Fund 7,241,872
VALIC Co. I Emerging Economies Fund 1,299,263
VALIC Co. I Global Real Estate Fund 1,594,077
VALIC Co. I Government Securities Fund 9,363,466
VALIC Co. I Growth & Income Fund 3,528,311
VALIC Co. I Growth Fund 7,336,771
VALIC Co. I Inflation Protected Fund 3,023,745
VALIC Co. I International Equities Index Fund 5,422,091
VALIC Co. I International Government Bond Fund 749,979
VALIC Co. I International Growth Fund 5,669,639
VALIC Co. I International Value Fund 4,987,521
VALIC Co. I Large Cap Core Fund 7,147,724
VALIC Co. I Large Capital Growth Fund 6,397,810
VALIC Co. I Mid Cap Index Fund 4,345,459
VALIC Co. I Small Cap Aggressive Growth Fund 812,666
VALIC Co. I Small Cap Index Fund 1,596,249
VALIC Co. I Small Cap Special Values Fund 1,599,269
VALIC Co. I Stock Index Fund 24,144,870
VALIC Co. I Systematic Value Fund 7,284,023
VALIC Co. I Value Fund 7,989,252
Page 29 of 142
VALIC Co. II Capital Appreciation Fund 5,933,083
VALIC Co. II Core Bond Fund 10,582,135
VALIC Co. II High Yield Bond Fund 1,545,328
VALIC Co. II International Opportunities Fund 111,119
VALIC Co. II Large Cap Value Fund 3,146,772
VALIC Co. II Mid Cap Growth Fund 2,392,419
VALIC Co. II Mid Cap Value Fund 2,385,906
VALIC Co. II Small Cap Growth Fund 463,682
VALIC Co. II Small Cap Value Fund 423,094
VALIC Co. II Strategic Bond Fund 2,655,057
VALIC Co. II U.S. Socially Responsible Fund 812,569
Futures Contracts
Description Expiration Month
Unrealized
Appreciation
(Depreciation) ($)
S&P 500 E-Mini Index Long March 2020 (5,996,425)
Over the Counter Purchased Put Options
Description Strike Price ($) Expiration Month
Unrealized
Appreciation
(Depreciation) ($)
Put - S&P 500 Index 2,800 June 2020 (261,043)
Put - S&P 500 Index 2,875 September 2020 107,400
Put - S&P 500 Index 2,900 June 2020 9,737
Put - S&P 500 Index 2,975 July 2020 216,971
VALIC Company I - Emerging Economies Fund - (unaudited)
January 31, 2020
Security Coupon(%) Maturity Date Market Value ($)
Absa Group, Ltd. 3,205,761
Alibaba Group Holding, Ltd. ADR 50,659,173
Alrosa PJSC 4,685,173
AngloGold Ashanti, Ltd. 2,300,983
Anhui Conch Cement Co., Ltd. 8,118,829
Anhui Expressway Co., Ltd., Class A 585,699
ANTA Sports Products, Ltd. 6,712,120
Banco do Brasil SA 9,226,941
Banco do Estado do Rio Grande do Sul SA, Class B (Preference Shares) 1,642,815
Banco Macro SA ADR 1,147,794
Banco Santander Chile ADR 1,906,986
Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand 2,455,831
Bank Rakyat Indonesia Persero Tbk PT 7,939,544
Baoshan Iron & Steel Co., Ltd., Class A 2,269,515
Beijing Enterprises Holdings, Ltd. 2,183,897
Capitec Bank Holdings, Ltd. 2,513,202
Catcher Technology Co., Ltd. 3,094,663
CD Projekt SA 1,921,018
Chailease Holding Co., Ltd. 2,384,648
Cheil Worldwide, Inc. 1,791,928
China Construction Bank Corp. 16,756,326
China Lesso Group Holdings, Ltd. 2,053,970
China Life Insurance Co., Ltd. 2,606,983
China Merchants Bank Co., Ltd. 11,126,312
China Petroleum & Chemical Corp. 7,067,321
China Resources Cement Holdings, Ltd. 3,925,099
China Vanke Co., Ltd. 8,209,723
China Yangtze Power Co., Ltd. 2,284,630
Chipbond Technology Corp. 1,618,399
Cia de Saneamento Basico do Estado de Sao Paulo 5,069,099
Cia Paranaense de Energia, Class B (Preference Shares) 2,956,807
Country Garden Holdings Co., Ltd. 7,860,423
Cyrela Brazil Realty SA Empreendimentos e Participacoes 2,702,911
Daelim Industrial Co., Ltd. 2,346,874
Daqin Railway Co., Ltd., Class A 2,314,206
Delta Electronics, Inc. 2,833,911
Dongfeng Motor Group Co., Ltd. 1,633,071
Doosan Bobcat, Inc. 1,876,511
E.Sun Financial Holding Co., Ltd. 3,070,250
Elite Material Co., Ltd. 2,725,783
E-Mart Co., Ltd. 2,000,965
Eregli Demir ve Celik Fabrikalari TAS 6,310,271
Exxaro Resources, Ltd. 2,069,050
F&F Co., Ltd. 1,486,099
Page 30 of 142
Fibra Uno Administracion SA de CV 2,440,940
FLEXium Interconnect, Inc. 2,451,653
Ford Otomotiv Sanayi AS 1,620,821
Fubon Financial Holding Co., Ltd. 7,987,286
Geely Automobile Holdings, Ltd. 4,441,342
Globalwafers Co., Ltd. 4,660,595
Graphite India, Ltd. 659,778
Greendland Holdings Corp., Ltd., Class A 3,840,654
Grupo Aeroportuario del Centro Norte SAB de CV 3,105,001
Grupo Financiero Banorte SAB de CV, Class O 10,858,221
GS Engineering & Construction Corp. 1,534,616
GS Holdings Corp. 1,815,680
Hana Financial Group, Inc. 8,652,139
Hangzhou Robam Appliances Co., Ltd. 4,146,743
HDFC Bank, Ltd. ADR 5,598,089
HEG, Ltd. 355,842
HLA Corp., Ltd., Class A 2,249,148
Housing Development Finance Corp., Ltd. 16,523,835
Hyundai Glovis Co., Ltd. 3,703,339
Hyundai Marine & Fire Insurance Co., Ltd. 1,838,749
Hyundai Mobis Co., Ltd. 8,782,948
Industrial & Commercial Bank of China, Ltd. 13,359,833
Industrial Bank Co., Ltd., Class A 2,161,804
Industrial Bank of Korea 3,654,319
Infosys, Ltd. ADR 8,979,506
Inter Rao UES PJSC 2,945,627
IRB Brasil Resseguros S/A 9,707,947
ITC, Ltd. 5,482,939
ITEQ Corp. 2,309,801
JD.com, Inc. ADR 8,476,632
KEPCO Plant Service & Engineering Co., Ltd. 2,375,309
Kia Motors Corp. 8,392,683
KOC Holding AS 2,185,186
Krung Thai Bank PCL 3,116,024
KT&G Corp. 8,222,213
Kunlun Energy Co., Ltd. 2,520,614
Lenovo Group, Ltd. 2,139,313
LG Household & Health Care, Ltd. 3,745,652
Lotte Chemical Corp. 2,289,566
Lukoil PJSC ADR 14,380,006
Magnit PJSC 2,086,413
Magnitogorsk Iron & Steel Works PJSC 1,423,554
Midea Group Co., Ltd. 3,893,213
MMC Norilsk Nickel PJSC ADR 6,130,432
Nanya Technology Corp. 4,224,751
NetEase, Inc. ADR 10,396,473
Nine Dragons Paper Holdings, Ltd. 2,189,947
Novatek Microelectronics Corp. 2,839,579
Oil & Natural Gas Corp., Ltd. 2,876,956
OPAP SA 2,460,119
OTP Bank PLC 10,564,254
Petrobras Distribuidora SA 3,741,424
Ping An Bank Co., Ltd., Class A 2,551,510
Ping An Insurance Group Co. of China, Ltd. 16,307,922
Polski Koncern Naftowy Orlen SA 4,355,837
Postal Savings Bank of China Co., Ltd. 5,665,128
Pou Chen Corp. 2,123,287
Powertech Technology, Inc. 2,605,966
Powszechna Kasa Oszczednosci Bank Polski SA 4,532,062
Qualicorp Consultoria e Corretora de Seguros SA 2,812,980
Radiant Opto-Electronics Corp. 2,392,594
RusHydro PJSC 1,398,233
Samsung Electronics Co., Ltd. 43,067,619
Samsung SDS Co., Ltd. 2,281,258
Sany Heavy Industry Co., Ltd., Class A 1,676,929
Sberbank of Russia PJSC ADR 14,605,231
SDIC Power Holdings Co., Ltd., Class A 3,766,993
Severstal PJSC GDR 3,563,183
Shin Zu Shing Co., Ltd. 2,816,028
Shinhan Financial Group Co., Ltd. 9,085,652
Silicon Motion Technology Corp. ADR 2,461,815
SK Hynix, Inc. 4,120,065
Smiles Fidelidade SA 1,655,136
SPAR Group, Ltd. 2,866,424
Surgutneftegas OJSC (Preference Shares) 3,253,202
Taiwan Semiconductor Manufacturing Co., Ltd. ADR 41,453,807
Tatneft PJSC ADR 5,861,649
Tekfen Holding AS 1,475,932
Page 31 of 142
Tencent Holdings, Ltd. 47,421,355
Unimicron Technology Corp. 3,131,418
Vale SA ADR 10,384,733
Vipshop Holdings, Ltd. ADR 3,013,713
Weichai Power Co., Ltd. 3,941,633
Woori Financial Group, Inc. 3,923,186
X5 Retail Group NV GDR 4,257,411
Xiamen C & D, Inc., Class A 2,197,847
Yanzhou Coal Mining Co., Ltd. 1,674,929
Yapi Ve Kredi Bankasi AS 4,074,283
YDUQS Part 8,631,955
YiChang HEC ChangJiang Pharmaceutical Co., Ltd. 2,213,296
Yuanta Financial Holding Co., Ltd. 4,720,363
Yum China Holdings, Inc. 9,860,661
Zhen Ding Technology Holding, Ltd. 2,250,900
VALIC Company I - Global Real Estate Fund - (unaudited)
January 31, 2020
Security Coupon(%) Maturity Date Market Value ($)
Activia Properties, Inc. 5,344,129
Aedas Homes SAU 1,361,320
Agree Realty Corp. 3,599,386
Alexandria Real Estate Equities, Inc. 3,337,603
Allied Properties Real Estate Investment Trust 2,885,760
Alstria Office REIT-AG 3,893,235
American Assets Trust, Inc. 1,242,285
American Homes 4 Rent, Class A 3,829,152
American Tower Corp. 16,178,233
Americold Realty Trust 3,169,172
Ascendas India Trust 4,992,331
Ascendas Real Estate Investment Trust 3,488,820
AvalonBay Communities, Inc. 10,865,487
BGP Holdings PLC 0
Big Yellow Group PLC 6,735,604
Boston Properties, Inc. 12,232,916
Camden Property Trust 2,585,890
Canadian Apartment Properties REIT 5,676,680
CapitaLand, Ltd. 3,891,373
CareTrust REIT, Inc. 1,109,089
Castellum AB 7,486,300
Centuria Industrial REIT 3,567,836
Chartwell Retirement Residences 5,633,915
CK Asset Holdings, Ltd. 11,705,979
Crown Castle International Corp. 17,922,512
CyrusOne, Inc. 1,821,606
Dalata Hotel Group PLC 1,304,967
Derwent London PLC 7,469,379
Dexus 1,855,466
Digital Realty Trust, Inc. 2,321,559
EastGroup Properties, Inc. 1,417,713
Elite Commercial REIT 1,932,007
Empire State Realty Trust, Inc., Class A 2,333,337
Entra ASA 4,364,537
EPR Properties 3,221,071
Equinix, Inc. 9,016,972
Equity Residential 160,012
ESCON Japan Reit Investment Corp. 2,378,608
Essential Properties Realty Trust, Inc. 1,558,170
Essex Property Trust, Inc. 1,855,772
Extra Space Storage, Inc. 1,260,202
Federal Realty Investment Trust 2,556,784
Four Corners Property Trust, Inc. 911,668
Gaming and Leisure Properties, Inc. 2,779,681
Gecina SA 7,659,106
GLP J-REIT 2,927,161
Goodman Group 8,952,714
Healthpeak Properties, Inc. REIT 7,670,153
Hibernia REIT PLC 2,178,362
Hudson Pacific Properties, Inc. 5,833,188
Instone Real Estate Group AG 1,522,626
Invincible Investment Corp. 6,803,109
Invitation Homes, Inc. 5,257,221
Iron Mountain, Inc. 1,307,895
Japan Hotel REIT Investment Corp. 1,738,867
Japan Rental Housing Investments, Inc. 3,282,974
Klepierre SA 5,377,582
Page 32 of 142
Kyoritsu Maintenance Co., Ltd. 2,186,267
Lamar Advertising Co., Class A 2,282,569
Link REIT 9,396,913
Macerich Co. 2,230,197
Medical Properties Trust, Inc. 2,451,318
Merlin Properties Socimi SA 6,370,440
Mid-America Apartment Communities, Inc. 3,505,578
Mirvac Group 6,722,715
Mitsubishi Estate Co., Ltd. 15,646,860
Mitsui Fudosan Co., Ltd. 7,066,401
Mitsui Fudosan Logistics Park, Inc. 3,846,981
Nippon Prologis REIT, Inc. 2,247,161
Omega Healthcare Investors, Inc. 3,151,116
Park Hotels & Resorts, Inc. 2,172,323
Pebblebrook Hotel Trust 3,219,065
PotlatchDeltic Corp. 607,676
Prologis, Inc. 10,848,941
PSP Swiss Property AG 6,970,801
Public Storage 3,989,417
QTS Realty Trust, Inc., Class A 2,663,577
Rayonier, Inc. 1,296,770
Realty Income Corp. 2,125,381
Regency Centers Corp. 2,228,043
Retail Opportunity Investments Corp. 1,519,751
Rexford Industrial Realty, Inc. 2,479,906
RLJ Lodging Trust 1,357,439
Sankei Real Estate, Inc. 5,622,452
SBA Communications Corp. 10,928,232
Scentre Group 1,266,161
Simon Property Group, Inc. 7,355,206
STAG Industrial, Inc. 3,050,388
State Street Institutional U.S. Government Money Market Fund, Administration Class 2,849,143
Sumitomo Realty & Development Co., Ltd. 11,929,126
Summit Industrial Income REIT 3,842,515
Sun Communities, Inc. 5,393,936
Sun Hung Kai Properties, Ltd. 11,248,497
Sunstone Hotel Investors, Inc. 1,266,428
Terreno Realty Corp. 2,085,123
Tritax Big Box REIT PLC 4,349,267
Tritax EuroBox PLC 800,997
Tritax EuroBox PLC 1,816,908
UDR, Inc. 5,846,888
Unibail-Rodamco-Westfield 982,923
Unibail-Rodamco-Westfield 2,024,764
UNITE Group PLC 8,500,557
Ventas, Inc. 8,040,341
VEREIT, Inc. 7,626,796
VICI Properties, Inc. 6,131,760
Vonovia SE 22,967,194
Vornado Realty Trust 3,482,390
Warehouses De Pauw CVA 2,216,593
Welltower, Inc. 3,134,028
Weyerhaeuser Co. 4,271,920
VALIC Company I - Global Strategy Fund - (unaudited)
January 31, 2020
Security Coupon(%) Maturity Date Market Value ($)
AbbVie, Inc. 1,369,238
ABC-Mart, Inc. 32,178
Abu Dhabi Commercial Bank PJSC 69,303
Accenture PLC, Class A 1,764,806
Accton Technology Corp. 15,990
Adaro Energy Tbk PT 20,075
adidas AG 410,556
Admiral Group PLC 116,950
Advanced Info Service PCL 137,212
Advantech Co., Ltd. 28,603
Advantest Corp. 115,965
Aena SME SA 134,004
AGL Energy, Ltd. 102,059
Agricultural Bank of China, Ltd. 145,758
AIB Group PLC 26,149
Air Canada 30,147
Air Products & Chemicals, Inc. 549,033
Airports of Thailand PCL 140,688
Aldar Properties PJSC 36,275
Page 33 of 142
Algonquin Power & Utilities Corp. 61,236
Alrosa PJSC 249,799
Altria Group, Inc. 1,644,538
Alumina, Ltd. 58,579
AMBEV SA 142,547
Amcor PLC 238,275
American Electric Power Co., Inc. 729,540
American Tower Corp. 1,158,700
Amgen, Inc. 1,706,795
Anglo American PLC 408,385
AngloGold Ashanti, Ltd. 67,311
Anhui Conch Cement Co., Ltd. 111,479
ANTA Sports Products, Ltd. 95,024
Apple, Inc. 1,764,207
Applied Materials, Inc. 881,448
Aristocrat Leisure, Ltd. 75,567
Aroundtown SA 120,763
Asian Paints, Ltd. 44,329
Assicurazioni Generali SpA 221,509
Astellas Pharma, Inc. 545,717
ASX, Ltd. 85,860
AT&T, Inc. 1,700,424
Aurizon Holdings, Ltd. 77,465
Australia & New Zealand Banking Group, Ltd. 364,075
Auto Trader Group PLC 106,932
Azrieli Group, Ltd. 31,078
Bajaj Auto, Ltd. 49,668
Banco de Sabadell SA 71,663
Bandai Namco Holdings, Inc. 192,025
Bank of China, Ltd. 430,728
Bank of Communications Co., Ltd. 75,851
Barratt Developments PLC 216,341
BCE, Inc. 122,515
Bendigo & Adelaide Bank, Ltd. 34,140
Berkeley Group Holdings PLC 154,184
Best Buy Co., Inc. 330,291
Bharat Petroleum Corp., Ltd. 60,385
Bharti Infratel, Ltd. 18,430
BHP Group PLC 656,536
BHP Group, Ltd. 947,262
BIM Birlesik Magazalar AS 60,554
Biogen, Inc. 914,090
BlueScope Steel, Ltd. 61,345
BNK Financial Group, Inc. 21,660
Boliden AB 98,247
Booking Holdings, Inc. 549,165
Boral, Ltd. 21,575
BorgWarner, Inc. 75,438
Brambles, Ltd. 147,089
Bridgestone Corp. 332,163
Bristol-Myers Squibb Co. 1,693,355
Britannia Industries, Ltd. 26,964
British American Tobacco PLC 757,853
British Land Co. PLC 107,065
Broadcom, Inc. 1,281,672
Broadridge Financial Solutions, Inc. 190,640
BT Group PLC 312,411
Bumrungrad Hospital PCL 27,259
Burberry Group PLC 175,103
Burlington Stores, Inc. 195,723
C.H. Robinson Worldwide, Inc. 144,440
Cabot Oil & Gas Corp. 67,632
Cadence Design Systems, Inc. 209,119
Campbell Soup Co. 130,653
Canadian Apartment Properties REIT 21,384
Canadian Imperial Bank of Commerce 497,440
Canadian National Railway Co. 981,211
Canon, Inc. 363,636
CapitaLand Mall Trust 67,385
Capitec Bank Holdings, Ltd. 54,373
Capri Holdings, Ltd. 74,900
Carnival Corp. 265,533
Catcher Technology Co., Ltd. 71,233
Celanese Corp. 144,900
Centrica PLC 70,390
CGI, Inc. 191,420
Charoen Pokphand Indonesia Tbk PT 37,848
Check Point Software Technologies, Ltd. 205,758
Page 34 of 142
Chicony Electronics Co., Ltd. 25,420
China Cinda Asset Management Co. Ltd. 22,182
China CITIC Bank Corp., Ltd. 71,322
China Conch Venture Holdings, Ltd. 93,025
China Construction Bank Corp. 672,104
China Development Financial Holding Corp. 51,271
China Everbright Bank Co., Ltd. 12,826
China Medical System Holdings, Ltd. 22,658
China Minsheng Banking Corp., Ltd. 66,620
China Mobile, Ltd. 826,897
China Petroleum & Chemical Corp. 154,073
China Resources Cement Holdings, Ltd. 26,884
China Shenhua Energy Co., Ltd. 90,503
China Telecom Corp., Ltd. 58,246
Chongqing Rural Commercial Bank Co., Ltd. 9,599
Chunghwa Telecom Co., Ltd. 206,495
Church & Dwight Co., Inc. 178,128
CI Financial Corp. 64,835
Cia Cervecerias Unidas SA 20,075
Cia de Saneamento Basico do Estado de Sao Paulo 69,794
Cie Generale des Etablissements Michelin SCA 279,838
Cielo SA 32,357
CIMIC Group, Ltd. 23,382
Cisco Systems, Inc. 1,742,263
Citrix Systems, Inc. 181,830
Clicks Group, Ltd. 60,944
Clorox Co. 377,544
CNOOC, Ltd. 248,441
Coal India, Ltd. 50,250
Coca-Cola Amatil, Ltd. 44,163
Cochlear, Ltd. 122,045
Cognizant Technology Solutions Corp., Class A 454,212
Coles Group, Ltd. 88,072
Coloplast A/S, Class B 306,498
Colruyt SA 46,579
ComfortDelGro Corp., Ltd. 58,372
Commercial International Bank Egypt SAE 82,391
Commonwealth Bank of Australia 795,075
Compass Group PLC 604,790
Constellation Software, Inc. 315,336
Copart, Inc. 314,526
Cosan SA 39,081
Country Garden Services Holdings Co., Ltd. 29,108
Covestro AG 132,326
Covivio 74,753
Crown Resorts, Ltd. 38,019
CSL, Ltd. 1,028,075
Cummins, Inc. 383,928
D.R. Horton, Inc. 230,880
Dabur India, Ltd. 47,720
Daelim Industrial Co., Ltd. 18,289
Daito Trust Construction Co., Ltd. 141,328
Daiwa House Industry Co., Ltd. 204,500
Dali Foods Group Co., Ltd. 18,888
Darden Restaurants, Inc. 244,503
DB Insurance Co., Ltd. 21,475
Delta Air Lines, Inc. 144,924
Deutsche Lufthansa AG 55,801
Dexus 103,709
DiGi.Com Bhd 62,814
Direct Line Insurance Group PLC 104,048
Dollar General Corp. 613,640
Dominion Energy, Inc. 694,575
Dongfeng Motor Group Co., Ltd. 28,440
Dow, Inc. 350,132
Dubai Islamic Bank PJSC 41,457
easyJet PLC 32,188
Eclat Textile Co., Ltd. 25,619
Ecopetrol SA 67,113
Eicher Motors, Ltd. 50,245
Electricity Generating PCL 29,249
Eli Lilly & Co. 1,815,320
Elisa Oyj 150,579
Emirates Telecommunications Group Co. PJSC 126,023
Empire Co., Ltd., Class A 41,756
EMS-Chemie Holding AG 86,555
Enagas SA 82,097
Endesa SA 146,521
Page 35 of 142
Enel Americas SA 57,267
Enel Chile SA 41,288
Enel SpA 804,883
Engie Brasil Energia SA 44,969
Equinor ASA 139,304
Equity LifeStyle Properties, Inc. 130,950
Eregli Demir ve Celik Fabrikalari TAS 48,090
Erie Indemnity Co., Class A 33,300
Estee Lauder Cos., Inc., Class A 644,028
Evraz PLC 42,026
Expeditors International of Washington, Inc. 182,600
Extra Space Storage, Inc. 177,088
Exxaro Resources, Ltd. 40,975
F5 Networks, Inc. 122,120
Facebook, Inc., Class A 1,675,853
FactSet Research Systems, Inc. 114,444
Far EasTone Telecommunications Co., Ltd. 54,254
Fastenal Co. 324,384
Federal Home Loan Bank 1.52 02/03/2020 15,565,000
Federative Republic of Brazil 10.00 01/01/2021 903,129
Federative Republic of Brazil 10.00 01/01/2023 2,940,238
Federative Republic of Brazil 10.00 01/01/2025 4,093,590
Federative Republic of Brazil 10.00 01/01/2027 3,472,178
Federative Republic of Brazil zero coupon 07/01/2021 2,370,296
Feng TAY Enterprise Co., Ltd. 29,954
Ferguson PLC 145,918
Ferrari NV 143,247
Fibra Uno Administracion SA de CV 84,299
First Capital Real Estate Investment Trust 40,936
Fisher & Paykel Healthcare Corp., Ltd. 148,830
Fixed Income Clearing Corp. Repurchase Agreement 0.25 02/03/2020 927,000
Flight Centre Travel Group, Ltd. 19,320
Ford Otomotiv Sanayi AS 17,674
Formosa Chemicals & Fibre Corp. 133,929
Formosa Petrochemical Corp. 53,332
Formosa Plastics Corp. 190,598
Fortescue Metals Group, Ltd. 206,149
Fox Corp., Class A 129,780
Fox Corp., Class B 61,761
Franco-Nevada Corp. 159,137
Fuyao Glass Industry Group Co., Ltd. 13,662
GAIL India, Ltd. 29,247
Galaxy Entertainment Group, Ltd. 137,041
Gap, Inc. 76,604
Garmin, Ltd. 203,595
Geberit AG 229,444
General Mills, Inc. 464,758
General Motors Co. 697,851
Gildan Activewear, Inc. 91,439
Gilead Sciences, Inc. 1,298,760
GlaxoSmithKline PLC 1,825,718
Globalwafers Co., Ltd. 25,964
Globe Telecom, Inc. 19,649
Goodman Group 153,396
Government of Japan -0.31 03/10/2020 692,247
Government of Japan -0.26 05/20/2020 55,396
Government of Japan -0.25 05/11/2020 600,101
Government of Japan -0.24 09/23/2020 646,677
Government of Japan -0.22 02/25/2020 4,113,613
Government of Japan -0.21 02/03/2020 2,417,075
Government of Japan -0.16 07/10/2020 848,685
Government of Japan (0.14)-(0.16) 04/06/2020 2,814,499
Government of Japan (0.18)-(0.19) 02/10/2020 5,935,283
Government of Japan (0.26)-(0.30) 04/10/2020 718,637
GPT Group 94,361
Great-West Lifeco, Inc. 69,958
Grupo Aeroportuario del Pacifico SAB de CV, Class B 70,579
Guangdong Investment, Ltd. 72,806
Guangzhou Automobile Group Co., Ltd. 38,153
Gudang Garam Tbk PT 27,177
H&R Real Estate Investment Trust 40,407
Haci Omer Sabanci Holding AS 19,640
Hana Financial Group, Inc. 119,030
Hanesbrands, Inc. 66,048
Hanjaya Mandala Sampoerna Tbk PT 29,236
Hankook Tire & Technology Co., Ltd. 21,291
Hapvida Participacoes e Investimentos SA 25,248
Hargreaves Lansdown PLC 111,904
Page 36 of 142
Hartalega Holdings Bhd 30,001
Harvey Norman Holdings, Ltd. 25,567
HCL Technologies, Ltd. 115,350
HDFC Asset Management Co., Ltd. 15,218
HDFC Life Insurance Co., Ltd. 26,127
Healthpeak Properties, Inc. REIT 183,549
Hennes & Mauritz AB, Class B 303,034
Hermes International 380,025
Hero MotoCorp, Ltd. 36,859
Hershey Co. 434,476
Hindustan Petroleum Corp., Ltd. 29,489
Hindustan Unilever, Ltd. 277,255
HKT Trust & HKT, Ltd. 76,108
HollyFrontier Corp. 98,824
Home Depot, Inc. 1,687,940
Home Product Center PCL 35,949
Hormel Foods Corp. 222,122
Hoya Corp. 624,808
Hydro One, Ltd. 73,175
Hypera SA 44,020
Hyundai Marine & Fire Insurance Co., Ltd. 14,824
Iberdrola SA 747,604
ICA Gruppen AB 28,283
ICICI Lombard General Insurance Co., Ltd. 21,508
IDEXX Laboratories, Inc. 162,606
IGM Financial, Inc. 26,026
Iida Group Holdings Co., Ltd. 33,706
Illinois Tool Works, Inc. 647,426
Imperial Brands PLC 480,082
Indian Oil Corp., Ltd. 47,762
Indofood CBP Sukses Makmur Tbk PT 26,803
Industria de Diseno Textil SA 612,907
Industrial & Commercial Bank of China, Ltd. 391,292
Industrial Bank of Korea 35,153
Infosys, Ltd. 512,105
Ingredion, Inc. 79,200
Intel Corp. 1,719,717
Inter Pipeline, Ltd. 93,305
Inter RAO UES PJSC 176,977
International Business Machines Corp. 1,854,117
Intertek Group PLC 175,437
Intesa Sanpaolo SpA 508,802
Intouch Holdings PCL 59,281
Intuit, Inc. 1,233,672
Invesco, Ltd. 48,440
IRB Brasil Resseguros S/A 94,211
Israel Chemicals, Ltd. 35,206
Itau Unibanco Holding SA 400,038
Itausa - Investimentos Itau SA 250,438
ITC, Ltd. 151,812
ITOCHU Corp. 541,310
ITV PLC 129,639
Jack Henry & Associates, Inc. 149,540
Japan Airlines Co., Ltd. 59,368
Japan Post Bank Co., Ltd. 49,638
Japan Tobacco, Inc. 408,398
Jardine Matheson Holdings, Ltd. 172,676
Jazz Pharmaceuticals PLC 57,340
JB Hunt Transport Services, Inc. 129,516
Jeronimo Martins SGPS SA 60,915
Jiangsu Expressway Co., Ltd. 9,899
Johnson & Johnson 1,801,327
JUMBO SA 29,622
Kakaku.com, Inc. 70,832
Kangwon Land, Inc. 32,978
Kao Corp. 519,385
KB Financial Group, Inc. 201,195
KDDI Corp. 1,001,159
Kellogg Co. 211,451
Kerry Properties, Ltd. 27,797
Keyera Corp. 41,747
Kia Motors Corp. 77,958
Kimberly-Clark Corp. 744,848
Kimberly-Clark de Mexico SAB de CV, Class A 50,271
Kimco Realty Corp. 99,060
Kingboard Holdings, Ltd. 15,846
Kingboard Laminates Holdings, Ltd. 13,269
Kingdom of Norway 1.18 03/18/2020 39,731
Page 37 of 142
Kingdom of Norway 1.18 06/17/2020 49,556
Kingdom of Norway 1.75 03/13/2025 473,565
Kingdom of Norway 2.00 05/24/2023 1,482,110
Kingdom of Norway 3.00 03/14/2024 1,302,988
Kingdom of Norway 3.75 05/25/2021 1,558,821
Kingdom of Norway 1.18-1.19 09/16/2020 148,187
Kingdom of Norway 1.18-1.27 03/18/2020 594,122
Kingdom of Norway 1.25-1.26 06/17/2020 196,925
Kingfisher PLC 81,867
Kirkland Lake Gold, Ltd. 135,326
KLA Corp. 430,924
Kohl's Corp. 119,700
Koninklijke Ahold Delhaize NV 434,328
Korea Zinc Co., Ltd. 31,053
Kroger Co. 306,204
KT&G Corp. 124,964
Kumba Iron Ore, Ltd. 33,395
Lam Research Corp. 626,241
Lamb Weston Holdings, Inc. 100,441
Land & Houses PCL 24,026
Land Securities Group PLC 121,334
Largan Precision Co., Ltd. 155,706
Las Vegas Sands Corp. 352,674
Lear Corp. 123,180
Lee & Man Paper Manufacturing, Ltd. 12,431
Leggett & Platt, Inc. 90,421
LG Corp. 64,792
LG Household & Health Care, Ltd. 13,978
Lite-On Technology Corp. 51,034
Localiza Rent a Car SA 52,596
Lockheed Martin Corp. 1,712,480
Lojas Renner SA 115,367
Longfor Group Holdings, Ltd. 84,282
Lotte Chemical Corp. 37,202
Lowe's Cos., Inc. 1,383,256
Lululemon Athletica, Inc. 406,963
LyondellBasell Industries NV, Class A 451,588
M&G PLC 68,606
Magellan Financial Group, Ltd. 44,671
Magna International, Inc. 299,102
Magnitogorsk Iron & Steel Works PJSC 87,941
Manila Electric Co. 19,234
Mapletree Commercial Trust 26,264
Marico, Ltd. 24,416
MarketAxess Holdings, Inc. 141,672
Marks & Spencer Group PLC 65,875
Marubeni Corp. 155,028
Mastercard, Inc., Class A 1,769,264
Match Group, Inc. 31,288
Maxim Integrated Products, Inc. 252,504
Medibank Private, Ltd. 65,301
Medical Properties Trust, Inc. 81,955
Merck & Co., Inc. 1,751,520
Meridian Energy, Ltd. 46,479
Metro, Inc., Class A 167,141
Mettler-Toledo International, Inc. 151,436
Micro Focus International PLC 36,425
Microsoft Corp. 1,855,507
Mirvac Group 70,293
Mitsubishi Chemical Holdings Corp. 122,383
Mitsubishi Gas Chemical Co., Inc. 36,179
MMC Norilsk Nickel OJSC 951,272
Mobile TeleSystems PJSC ADR 353,593
MOL Hungarian Oil & Gas PLC 57,876
Moncler SpA 121,037
Mondi PLC 147,104
Moneta Money Bank AS 30,810
Monster Beverage Corp. 293,040
Moody's Corp. 513,580
Moscow Exchange MICEX-RTS PJSC 87,694
Motor Oil Hellas Corinth Refineries SA 16,870
Mowi ASA 179,405
Mr. Price Group, Ltd. 55,743
Nan Ya Plastics Corp. 164,581
Nanya Technology Corp. 60,679
National Australia Bank, Ltd. 551,654
NCSoft Corp. 87,785
Nestle India, Ltd. 67,951
Page 38 of 142
Nestle Malaysia Bhd 45,706
Nestle SA 1,795,337
NetApp, Inc. 144,180
Newcrest Mining, Ltd. 94,159
Nexon Co., Ltd. 73,945
Next PLC 256,610
Nien Made Enterprise Co., Ltd. 16,237
NIKE, Inc., Class B 1,733,400
Nine Dragons Paper Holdings, Ltd. 17,919
Nippon Building Fund, Inc. 72,745
Nippon Telegraph & Telephone Corp. 595,778
Nokian Renkaat Oyj 56,411
Nordstrom, Inc. 66,348
Novatek Microelectronics Corp. 63,573
Novo Nordisk A/S, Class B 1,839,973
Novolipetsk Steel PJSC 255,053
NTT DOCOMO, Inc. 769,872
Nucor Corp. 161,466
NVR, Inc. 229,018
NWS Holdings, Ltd. 24,401
Obayashi Corp. 50,275
Occidental Petroleum Corp. 333,648
OGE Energy Corp. 96,285
Oil & Natural Gas Corp., Ltd. 47,425
Old Dominion Freight Line, Inc. 176,607
Omnicom Group, Inc. 248,523
OMV AG 109,506
OPAP SA 19,554
Oracle Corp. Japan 52,017
O'Reilly Automotive, Inc. 527,930
Oriental Land Co., Ltd. 182,779
Orion Oyj, Class B 80,708
Orkla ASA 58,326
PACCAR, Inc. 296,840
Packaging Corp. of America 95,750
Page Industries, Ltd. 20,810
Pandora A/S 126,565
Partners Group Holding AG 307,231
Paychex, Inc. 437,427
Pembina Pipeline Corp. 137,863
PepsiCo, Inc. 1,803,654
Persimmon PLC 297,929
Petrobras Distribuidora SA 58,507
Petronas Chemicals Group Bhd 64,934
Petronas Gas Bhd 35,840
Petronet LNG, Ltd. 25,732
Peugeot SA 202,360
Pfizer, Inc. 1,768,900
Philip Morris International, Inc. 1,720,160
Phillips 66 502,535
Phison Electronics Corp. 20,722
PhosAgro PJSC 91,584
Pidilite Industries, Ltd. 36,253
Polymetal International PLC 187,759
Polyus PJSC 178,443
Porsche Automobil Holding SE 163,849
Porto Seguro SA 18,530
Postal Savings Bank of China Co., Ltd. 27,925
Poste Italiane SpA 87,655
Power Assets Holdings, Ltd. 93,662
Power Corp. of Canada 104,794
Power Financial Corp. 77,868
Powertech Technology, Inc. 38,842
Powszechny Zaklad Ubezpieczen SA 66,300
PPL Corp. 267,806
President Chain Store Corp. 88,225
Procter & Gamble Co. 1,782,066
Promotora y Operadora de Infraestructura SAB de CV 25,955
Proximus SADP 77,338
PTT Exploration & Production PCL 74,177
PTT Global Chemical PCL 55,103
PTT PCL 210,843
Public Service Enterprise Group, Inc. 414,400
Public Storage 693,656
PulteGroup, Inc. 169,670
Qantas Airways, Ltd. 23,448
Quebecor, Inc., Class B 52,111
Ralph Lauren Corp. 79,450
Page 39 of 142
Ratch Group PCL 18,884
REA Group, Ltd. 53,836
Recordati SpA 53,926
Red Electrica Corp. SA 117,111
Regeneron Pharmaceuticals, Inc. 270,352
RELX PLC 871,047
Renault SA 83,214
Repsol SA 271,817
Republic of Argentina 4.00 03/06/2020 118
Republic of Argentina 4.50 02/13/2020 294,130
Republic of Argentina 15.50 10/17/2026 357,721
Republic of Argentina 16.00 10/17/2023 218,332
Republic of Argentina 18.20 10/03/2021 264,061
Republic of Argentina 24.23 04/03/2022 22,279
Republic of Argentina 27.93 06/21/2020 88
Republic of Argentina 36.56 08/28/2020 70,726
Republic of Argentina 37.41 05/28/2020 52,284
Republic of Argentina 37.41 05/28/2020 69,175
Republic of Argentina 37.42 02/28/2020 92,724
Republic of Argentina 72.61 06/21/2020 9,075
Republic of Argentina zero coupon 02/26/2020 23,365
Republic of Argentina zero coupon 02/28/2020 1,788
Republic of Argentina zero coupon 03/11/2020 12,325
Republic of Argentina zero coupon 03/30/2020 201,875
Republic of Argentina zero coupon 04/08/2020 36,603
Republic of Argentina zero coupon 04/28/2020 143,449
Republic of Argentina zero coupon 04/30/2020 129,125
Republic of Argentina zero coupon 05/13/2020 23,771
Republic of Argentina zero coupon 05/28/2020 11,833
Republic of Argentina zero coupon 07/29/2020 30,582
Republic of Argentina zero coupon 08/27/2020 33,316
Republic of Argentina zero coupon 10/29/2020 17,261
Republic of Argentina zero coupon 10/31/2020 58,593
Republic of Colombia 4.38 03/21/2023 18,310
Republic of Colombia 6.00 04/28/2028 739,094
Republic of Colombia 7.50 08/26/2026 779,678
Republic of Colombia 7.75 04/14/2021 98,972
Republic of Colombia 10.00 07/24/2024 442,666
Republic of Ghana 18.75 01/24/2022 250,210
Republic of Ghana 19.00 11/02/2026 730,433
Republic of Ghana 19.75 03/25/2024 251,522
Republic of Ghana 19.75 03/15/2032 711,199
Republic of Ghana 21.50 03/09/2020 9,198
Republic of Ghana 24.50 06/21/2021 9,620
Republic of Ghana 24.75 03/01/2021 9,722
Republic of Ghana 24.75 07/19/2021 9,794
Republic of India 6.79 05/15/2027 5,334,091
Republic of India 6.84 12/19/2022 571,766
Republic of India 7.16 05/20/2023 2,155,162
Republic of India 7.68 12/15/2023 1,873,954
Republic of India 8.08 08/02/2022 2,083,393
Republic of India 8.20 02/15/2022 877,497
Republic of Indonesia 5.63 05/15/2023 6,364
Republic of Indonesia 7.00 05/15/2022 22,217
Republic of Indonesia 8.25 07/15/2021 344,705
Republic of Indonesia 8.38 03/15/2024 6,835,562
Republic of Indonesia 9.00 03/15/2029 190,765
Republic of Indonesia 10.25 07/15/2022 9,341
Republic of Indonesia 10.50 08/15/2030 23,994
Republic of Indonesia 11.00 11/15/2020 1,019,052
Republic of Indonesia 12.80 06/15/2021 569,552
Republic of Indonesia 12.90 06/15/2022 919,925
Republic of South Korea 1.18 08/02/2021 147,351
Republic of South Korea 1.38 09/10/2021 1,235,134
Republic of South Korea 1.38 09/10/2024 1,907,794
Republic of South Korea 1.72 05/09/2020 520,797
Republic of South Korea 1.75 06/10/2020 82,355
Republic of South Korea 1.88 03/10/2022 218,044
Republic of South Korea 1.88 03/10/2024 2,469,124
Republic of South Korea 2.00 03/10/2021 6,633,137
Republic of South Korea 2.00 12/10/2021 272,691
Republic of South Korea 2.05 10/05/2020 337,332
Republic of South Korea 2.14 06/02/2020 716,062
Republic of South Korea 2.16 02/02/2020 82,225
Republic of South Korea 2.25 09/10/2023 641,318
Republic of South Korea 3.00 09/10/2024 520,234
Republic of South Korea 4.25 06/10/2021 1,220,689
Rio Tinto PLC 1,091,378
Page 40 of 142
Rio Tinto, Ltd. 374,452
RioCan Real Estate Investment Trust 51,307
RMB Holdings, Ltd. 54,810
Robert Half International, Inc. 122,157
Roche Holding AG 1,847,719
Rockwell Automation, Inc. 249,158
Rogers Communications, Inc., Class B 260,354
Rollins, Inc. 83,490
Ross Stores, Inc. 796,549
Royal Dutch Shell PLC, Class A 858,100
Royal Dutch Shell PLC, Class B 733,948
Rural Electrification Corp., Ltd. 18,205
S&P Global, Inc. 998,682
S-1 Corp. 15,608
Samsung Electronics Co., Ltd. 1,636,942
Samsung Electronics Co., Ltd. 206,586
Sands China, Ltd. 181,656
Saputo, Inc. 98,316
SATS, Ltd. 36,294
SBI Life Insurance Co., Ltd. 33,285
Scentre Group 109,743
Seagate Technology PLC 296,348
Sekisui House, Ltd. 163,815
Severstal PJSC 258,649
Shanghai Commercial & Savings Bank, Ltd. 54,174
Shaw Communications, Inc., Class B 64,484
Shenzhou International Group Holdings, Ltd. 113,534
Shinhan Financial Group Co., Ltd. 144,284
Shionogi & Co., Ltd. 231,846
Showa Denko KK 33,596
Siam Cement Group PCL 115,177
Simon Property Group, Inc. 772,270
Singapore Exchange, Ltd. 124,092
Singapore Technologies Engineering, Ltd. 70,655
Singapore Telecommunications, Ltd. 325,820
Sino Land Co., Ltd. 21,764
Sinopec Shanghai Petrochemical Co., Ltd. 12,766
SK Hynix, Inc. 746,050
SK Telecom Co., Ltd. 54,436
Skanska AB, Class B 55,434
Skyworks Solutions, Inc. 350,765
SmartCentres Real Estate Investment Trust 23,734
Smith & Nephew PLC 158,787
Snam SpA 113,014
Snap-on, Inc. 111,741
Societe Generale SA 344,331
Softbank Corp. 190,882
Sonic Healthcare, Ltd. 92,415
South32, Ltd. 102,021
Southwest Airlines Co. 115,458
Spark New Zealand, Ltd. 117,839
SSE PLC 295,811
Starbucks Corp. 1,730,532
Steel Dynamics, Inc. 74,700
Subaru Corp. 254,361
Swedbank AB, Class A 91,863
Swisscom AG 220,132
Sysco Corp. 607,836
T. Rowe Price Group, Inc. 213,648
Taiwan Business Bank 24,410
Taiwan Cement Corp. 51,142
Taiwan Mobile Co., Ltd. 91,528
Taiwan Semiconductor Manufacturing Co., Ltd. 1,742,810
Tapestry, Inc. 113,388
Target Corp. 896,994
Tata Consultancy Services, Ltd. 362,218
Tatneft PJSC 867,400
Taylor Wimpey PLC 202,473
TE Connectivity, Ltd. 368,720
Tech Mahindra, Ltd. 62,106
Teck Resources, Ltd., Class B 90,449
Telefonica Brasil SA 112,329
Telekomunikasi Indonesia Persero Tbk PT 236,214
Telenor ASA 213,577
Telia Co AB 152,051
Telstra Corp., Ltd. 143,802
TELUS Corp. 124,341
Texas Instruments, Inc. 1,701,165
Page 41 of 142
Thomson Reuters Corp. 160,783
Tiger Brands, Ltd. 31,461
Tim Participacoes SA 39,112
TJX Cos., Inc. 1,334,304
Tokyo Electron, Ltd. 527,030
Tosoh Corp. 63,177
Tractor Supply Co. 176,605
Tryg A/S 39,611
TUI AG 68,962
Tupras Turkiye Petrol Rafinerileri AS 43,544
Turkcell Iletisim Hizmetleri AS 39,612
Turkiye Garanti Bankasi AS 57,005
Turkiye Is Bankasi, Class C 29,751
Tyson Foods, Inc., Class A 371,835
Ulta Beauty, Inc. 241,119
Unilever Indonesia Tbk PT 90,430
Unilever NV 1,274,063
Unilever PLC 1,012,499
United Mexican States 2.50 12/10/2020 140,709
United Mexican States 6.50 06/10/2021 1,106,097
United Mexican States 6.50 06/09/2022 3,987,422
United Mexican States 7.25 12/09/2021 4,786,558
United Mexican States 8.00 06/11/2020 906,255
United Mexican States 8.00 12/07/2023 1,973,813
United Mexican States 8.16 04/02/2020 1,317,510
United Mexican States 10.00 12/05/2024 413,263
United Parcel Service, Inc., Class B 942,032
United States Treasury Notes 1.13 09/30/2021 758,756
United States Treasury Notes 1.50 08/31/2021 2,378,525
United States Treasury Notes 1.50 09/30/2021 2,845,214
United States Treasury Notes 1.75 12/31/2024 11,410,740
United States Treasury Notes 2.13 12/31/2021 874,459
United Tractors Tbk PT 40,240
Vale SA 271,152
Valero Energy Corp. 497,429
Vanguard International Semiconductor Corp. 34,482
Ventas, Inc. 243,012
Venture Corp., Ltd. 48,446
Verizon Communications, Inc. 1,717,816
VF Corp. 389,959
ViacomCBS, Inc., Class B 225,258
Vitasoy International Holdings, Ltd. 7,191
Vodacom Group, Ltd. 83,563
Walgreens Boots Alliance, Inc. 518,670
Wal-Mart de Mexico SAB de CV 242,573
Walsin Technology Corp. 27,253
Walt Disney Co. 1,632,058
Waste Management, Inc. 523,310
Waters Corp. 89,516
WEC Energy Group, Inc. 459,494
Wesfarmers, Ltd. 435,672
West Fraser Timber Co., Ltd. 32,051
Western Union Co. 102,220
Westpac Banking Corp. 453,290
Wharf Holdings, Ltd. 9,875
Wheaton Precious Metals Corp. 94,206
Woodside Petroleum, Ltd. 225,175
Woolworths Group, Ltd. 423,989
Woongjin Coway Co., Ltd. 58,368
Woori Financial Group, Inc. 29,284
WPG Holdings, Ltd. 25,053
WW Grainger, Inc. 181,602
Wynn Macau, Ltd. 34,840
X5 Retail Group NV GDR 51,286
Xilinx, Inc. 202,752
Yageo Corp. 62,088
Yangzijiang Shipbuilding Holdings, Ltd. 29,392
Yuanta Financial Holding Co., Ltd. 67,387
Yue Yuen Industrial Holdings, Ltd. 17,981
Zhen Ding Technology Holding, Ltd. 23,325
ZOZO, Inc. 43,367
Forward Foreign Currency Contracts
Description Settlement Date
Unrealized
Appreciation
(Depreciation) ($)
BOUGHT BRL/SOLD EUR 04/01/2020 (32,992)
Page 42 of 142
BOUGHT BRL/SOLD USD 02/04/2020 (3,475)
BOUGHT CHF/SOLD EUR 02/10/2020 25,506
BOUGHT CHF/SOLD EUR 02/12/2020 24,763
BOUGHT CHF/SOLD EUR 05/08/2020 25,549
BOUGHT CHF/SOLD EUR 05/12/2020 24,814
BOUGHT CHF/SOLD EUR 08/10/2020 25,709
BOUGHT CHF/SOLD EUR 08/12/2020 24,926
BOUGHT CHF/SOLD EUR 11/09/2020 25,859
BOUGHT CHF/SOLD EUR 11/12/2020 25,114
BOUGHT EUR/SOLD USD 02/12/2020 (738)
BOUGHT EUR/SOLD USD 02/28/2020 (778)
BOUGHT EUR/SOLD USD 03/09/2020 (2,766)
BOUGHT EUR/SOLD USD 03/10/2020 (763)
BOUGHT EUR/SOLD USD 03/23/2020 (822)
BOUGHT EUR/SOLD USD 03/31/2020 (4,663)
BOUGHT EUR/SOLD USD 04/23/2020 (830)
BOUGHT EUR/SOLD USD 04/29/2020 (408)
BOUGHT EUR/SOLD USD 07/23/2020 (10,137)
BOUGHT INR/SOLD USD 02/03/2020 (1,379)
BOUGHT JPY/SOLD AUD 02/21/2020 (23,366)
BOUGHT JPY/SOLD AUD 03/06/2020 (43,665)
BOUGHT JPY/SOLD AUD 03/12/2020 19,346
BOUGHT JPY/SOLD AUD 06/12/2020 61,936
BOUGHT JPY/SOLD EUR 02/25/2020 (21,552)
BOUGHT JPY/SOLD EUR 03/25/2020 (19,679)
BOUGHT JPY/SOLD EUR 05/22/2020 (23,109)
BOUGHT JPY/SOLD EUR 08/24/2020 (21,544)
BOUGHT JPY/SOLD USD 02/26/2020 (49,357)
BOUGHT JPY/SOLD USD 02/27/2020 (64,533)
BOUGHT JPY/SOLD USD 02/28/2020 (77,630)
BOUGHT JPY/SOLD USD 03/06/2020 (17,848)
BOUGHT JPY/SOLD USD 03/23/2020 (76,133)
BOUGHT JPY/SOLD USD 03/24/2020 (12,305)
BOUGHT JPY/SOLD USD 05/26/2020 (3,383)
BOUGHT JPY/SOLD USD 06/08/2020 (18,706)
BOUGHT JPY/SOLD USD 06/22/2020 (15,751)
BOUGHT JPY/SOLD USD 06/24/2020 (63,331)
BOUGHT JPY/SOLD USD 08/31/2020 (49,855)
BOUGHT NOK/SOLD USD 02/26/2020 (18,917)
BOUGHT NOK/SOLD USD 03/23/2020 (16,306)
BOUGHT NOK/SOLD USD 03/24/2020 (9,739)
BOUGHT NOK/SOLD USD 06/15/2020 (5,651)
BOUGHT NOK/SOLD USD 06/16/2020 (12,788)
BOUGHT NOK/SOLD USD 06/19/2020 (24,158)
BOUGHT NOK/SOLD USD 09/21/2020 (20,213)
BOUGHT SEK/SOLD EUR 02/13/2020 (228)
BOUGHT SEK/SOLD EUR 03/13/2020 (271)
BOUGHT SEK/SOLD EUR 04/15/2020 18,658
BOUGHT SEK/SOLD EUR 05/13/2020 (4,959)
BOUGHT SEK/SOLD EUR 06/15/2020 (22,140)
SOLD AUD/BOUGHT JPY 03/12/2020 41,263
SOLD AUD/BOUGHT JPY 03/13/2020 15,584
SOLD AUD/BOUGHT JPY 05/21/2020 12,831
SOLD AUD/BOUGHT JPY 06/12/2020 35,311
SOLD AUD/BOUGHT JPY 07/14/2020 53,131
SOLD AUD/BOUGHT JPY 08/21/2020 (25,249)
SOLD BRL/BOUGHT USD 02/04/2020 24,242
SOLD BRL/BOUGHT USD 03/03/2020 29,116
SOLD BRL/BOUGHT USD 05/05/2020 25,558
SOLD BRL/BOUGHT USD 06/02/2020 3,449
SOLD EUR/BOUGHT USD 02/12/2020 382
SOLD EUR/BOUGHT USD 02/28/2020 1,229
SOLD EUR/BOUGHT USD 03/09/2020 1,778
SOLD EUR/BOUGHT USD 03/10/2020 336
SOLD EUR/BOUGHT USD 03/23/2020 1,366
SOLD EUR/BOUGHT USD 03/31/2020 (4,642)
SOLD EUR/BOUGHT USD 04/08/2020 (985)
SOLD EUR/BOUGHT USD 04/09/2020 (200)
SOLD EUR/BOUGHT USD 04/14/2020 (380)
SOLD EUR/BOUGHT USD 04/23/2020 2,371
SOLD EUR/BOUGHT USD 04/27/2020 752
SOLD EUR/BOUGHT USD 04/29/2020 27,515
SOLD EUR/BOUGHT USD 04/30/2020 19,714
SOLD EUR/BOUGHT USD 05/04/2020 13,442
SOLD EUR/BOUGHT USD 05/14/2020 (1,018)
SOLD EUR/BOUGHT USD 05/26/2020 5,924
SOLD EUR/BOUGHT USD 05/27/2020 (496)
SOLD EUR/BOUGHT USD 05/29/2020 (785)
Page 43 of 142
SOLD EUR/BOUGHT USD 06/04/2020 7,458
SOLD EUR/BOUGHT USD 06/05/2020 13,948
SOLD EUR/BOUGHT USD 07/23/2020 25,476
SOLD EUR/BOUGHT USD 10/13/2020 (818)
SOLD EUR/BOUGHT USD 10/15/2020 1,641
SOLD EUR/BOUGHT USD 10/16/2020 3,680
SOLD EUR/BOUGHT USD 10/26/2020 1,636
SOLD INR/BOUGHT USD 02/03/2020 (7,172)
SOLD INR/BOUGHT USD 02/05/2020 (7,907)
SOLD INR/BOUGHT USD 02/06/2020 (1,737)
SOLD INR/BOUGHT USD 02/13/2020 (1,149)
SOLD INR/BOUGHT USD 02/14/2020 (4,478)
SOLD INR/BOUGHT USD 02/18/2020 (12,496)
SOLD INR/BOUGHT USD 02/20/2020 (14,480)
SOLD INR/BOUGHT USD 02/27/2020 (20,213)
SOLD INR/BOUGHT USD 02/28/2020 (22,230)
SOLD INR/BOUGHT USD 03/03/2020 (47,251)
SOLD INR/BOUGHT USD 3/16/2020 (5,754)
SOLD INR/BOUGHT USD 4/7/2020 (958)
SOLD INR/BOUGHT USD 4/16/2020 (2,674)
SOLD INR/BOUGHT USD 4/29/2020 (7,987)
SOLD INR/BOUGHT USD 4/30/2020 629
SOLD INR/BOUGHT USD 5/18/2020 (8,978)
SOLD JPY/BOUGHT USD 2/26/2020 46,132
SOLD JPY/BOUGHT USD 3/6/2020 12,168
SOLD JPY/BOUGHT USD 3/23/2020 69,121
SOLD JPY/BOUGHT USD 3/24/2020 13,405
SOLD JPY/BOUGHT USD 6/8/2020 12,355
SOLD JPY/BOUGHT USD 6/22/2020 26,272
SOLD KRW/BOUGHT USD 2/10/2020 (9,497)
SOLD KRW/BOUGHT USD 2/12/2020 64,105
SOLD KRW/BOUGHT USD 2/21/2020 24,610
SOLD KRW/BOUGHT USD 2/26/2020 (6,240)
SOLD KRW/BOUGHT USD 2/28/2020 (7,400)
SOLD KRW/BOUGHT USD 3/6/2020 (7,131)
SOLD KRW/BOUGHT USD 3/18/2020 15,359
SOLD KRW/BOUGHT USD 3/20/2020 5,117
SOLD KRW/BOUGHT USD 4/28/2020 4,791
SOLD KRW/BOUGHT USD 4/29/2020 77,258
SOLD KRW/BOUGHT USD 5/15/2020 25,914
SOLD KRW/BOUGHT USD 5/29/2020 34,460
SOLD KRW/BOUGHT USD 7/17/2020 46,711
SOLD KRW/BOUGHT USD 7/29/2020 20,451
SOLD MXN/BOUGHT USD 4/6/2020 (271,004)
SOLD MXN/BOUGHT USD 4/8/2020 (15,987)
SOLD MXN/BOUGHT USD 6/17/2020 (56,573)
SOLD MXN/BOUGHT USD 10/7/2020 (191,479)
SOLD MXN/BOUGHT USD 10/8/2020 (15,919)
SOLD MXN/BOUGHT USD 10/9/2020 (12,249)
SOLD MXN/BOUGHT USD 10/13/2020 (41,909)
SOLD MXN/BOUGHT USD 10/15/2020 (57,359)
SOLD MXN/BOUGHT USD 10/16/2020 (42,988)
SOLD NOK/BOUGHT USD 2/26/2020 622
SOLD NOK/BOUGHT USD 3/23/2020 4,792
SOLD NOK/BOUGHT USD 3/24/2020 329
Centrally Clear Interest Rate Swap
Payment Received by Portfolio
Payment Made by
the Portfolio Maturity Date
Unrealized
Appreciation
(Depreciation) ($)
3 Months LIBOR 2.70% 03/08/2047 (2,571,027)
3 Months LIBOR 2.98% 02/20/2048 (304,583)
3 Months LIBOR 3.00% 02/22/2048 (309,852)
3 Months LIBOR 3.02% 02/23/2048 (313,814)
3 Months LIBOR 2.00% 11/12/2049 909,056
VALIC Company I - Government Securities Fund - (unaudited)
January 31, 2020
Security Coupon(%) Maturity Date Market Value ($)
Allergan Funding SCS 3.45 03/15/2022 129,703
American Airlines Pass-Through Trust 3.00 04/15/2030 682,342
American Airlines Pass-Through Trust 3.35 04/15/2031 318,542
American Express Co. 3.63 12/05/2024 111,974
AT&T, Inc. 3.60 07/15/2025 538,249
AT&T, Inc. 3.95 01/15/2025 185,751
Page 44 of 142
BBCMS Trust 2.47 03/10/2036 313,709
Boston Properties LP 2.75 10/01/2026 247,976
Citigroup, Inc. 3.40 05/01/2026 428,833
Citigroup, Inc. 4.50 01/14/2022 170,258
COMM Mtg. Trust 1.80 08/15/2045 26,043
COMM Mtg. Trust 2.24 11/13/2039 599,100
CVS Health Corp. 4.30 03/25/2028 487,558
DBUBS Mtg. Trust 3.53 07/10/2044 48,951
Eleven Madison Mtg. Trust 3.67 09/10/2035 430,162
Enterprise Products Operating LLC 3.70 02/15/2026 137,638
Federal Farm Credit Bank 3.33 04/28/2037 573,790
Federal Farm Credit Bank 3.35 10/21/2025 1,100,225
Federal Home Loan Mtg. Corp. 3.00 07/15/2042 801,878
Federal Home Loan Mtg. Corp. 3.50 06/01/2033 1,150,392
Federal Home Loan Mtg. Corp. 3.96 12/01/2035 7,001
Federal Home Loan Mtg. Corp. 4.50 09/01/2039 405,491
Federal Home Loan Mtg. Corp. 4.50 11/01/2039 212,373
Federal Home Loan Mtg. Corp. 4.50 02/01/2040 300,099
Federal Home Loan Mtg. Corp. 4.50 04/01/2040 29,063
Federal Home Loan Mtg. Corp. 4.50 06/01/2040 9,056
Federal Home Loan Mtg. Corp. 4.50 06/01/2040 54,616
Federal Home Loan Mtg. Corp. 4.50 08/01/2040 323,893
Federal Home Loan Mtg. Corp. 4.50 08/01/2040 3,692
Federal Home Loan Mtg. Corp. 4.50 03/01/2041 13,248
Federal Home Loan Mtg. Corp. 4.50 03/01/2041 981,686
Federal Home Loan Mtg. Corp. 4.50 04/01/2041 148,721
Federal Home Loan Mtg. Corp. 4.50 06/01/2041 266,503
Federal Home Loan Mtg. Corp. 5.00 10/01/2034 22,799
Federal Home Loan Mtg. Corp. 5.50 12/01/2036 14,311
Federal Home Loan Mtg. Corp. 6.00 11/01/2033 61,426
Federal Home Loan Mtg. Corp. 6.50 02/01/2032 21,510
Federal Home Loan Mtg. Corp. 8.00 02/01/2030 445
Federal Home Loan Mtg. Corp. 8.00 08/01/2030 170
Federal Home Loan Mtg. Corp. 8.00 06/01/2031 1,486
Federal Home Loan Mtg. Corp. Multifamily Structured Pass Through Certs. 2.81 09/25/2024 613,883
Federal Home Loan Mtg. Corp. Multifamily Structured Pass Through Certs. 3.01 07/25/2025 457,593
Federal Home Loan Mtg. Corp. Multifamily Structured Pass Through Certs. 3.28 06/25/2025 1,076,695
Federal Home Loan Mtg. Corp. REMIC 2.00 01/15/2033 950,196
Federal Home Loan Mtg. Corp. REMIC 2.00 03/15/2033 273,217
Federal Home Loan Mtg. Corp. REMIC 2.50 02/15/2045 693,413
Federal Home Loan Mtg. Corp. REMIC 3.00 04/15/2031 195,838
Federal Home Loan Mtg. Corp. REMIC 3.00 08/15/2032 1,850,462
Federal Home Loan Mtg. Corp. REMIC 3.00 01/15/2033 233,317
Federal Home Loan Mtg. Corp. REMIC 3.00 01/15/2038 1,070,206
Federal Home Loan Mtg. Corp. REMIC 3.00 01/15/2040 861,496
Federal Home Loan Mtg. Corp. REMIC 3.00 09/15/2045 1,255,741
Federal Home Loan Mtg. Corp. REMIC 3.50 06/15/2027 1,063,829
Federal Home Loan Mtg. Corp. REMIC 4.00 02/15/2026 1,070,427
Federal Home Loan Mtg. Corp. REMIC 4.50 08/15/2026 506,548
Federal Home Loan Mtg. Corp. REMIC 4.50 09/15/2026 1,621,964
Federal Home Loan Mtg. Corp. REMIC 4.50 07/15/2040 785,162
Federal Home Loan Mtg. Corp. REMIC 4.82 05/15/2042 68,481
Federal National Mtg. Assoc. 2.63 12/01/2026 2,007,759
Federal National Mtg. Assoc. 2.81 04/01/2025 840,112
Federal National Mtg. Assoc. 2.94 01/01/2026 1,665,114
Federal National Mtg. Assoc. 3.00 03/01/2043 961,598
Federal National Mtg. Assoc. 3.12 07/01/2029 3,839,822
Federal National Mtg. Assoc. 3.30 02/01/2030 3,274,418
Federal National Mtg. Assoc. 3.50 07/01/2049 1,704,179
Federal National Mtg. Assoc. 3.53 01/01/2036 8,902
Federal National Mtg. Assoc. 3.64 07/01/2028 1,677,160
Federal National Mtg. Assoc. 3.69 05/01/2030 1,692,287
Federal National Mtg. Assoc. 3.98 11/01/2034 8,731
Federal National Mtg. Assoc. 4.00 09/01/2040 93,419
Federal National Mtg. Assoc. 4.00 10/01/2040 65,654
Federal National Mtg. Assoc. 4.00 12/01/2040 129,220
Federal National Mtg. Assoc. 4.00 01/01/2041 268,485
Federal National Mtg. Assoc. 4.00 02/01/2041 710,646
Federal National Mtg. Assoc. 4.00 02/01/2041 179,401
Federal National Mtg. Assoc. 4.00 03/01/2041 1,349,276
Federal National Mtg. Assoc. 4.00 03/01/2041 107,972
Federal National Mtg. Assoc. 4.00 06/01/2042 417,633
Federal National Mtg. Assoc. 4.00 06/01/2042 386,750
Federal National Mtg. Assoc. 4.00 03/01/2043 2,238,483
Federal National Mtg. Assoc. 4.33 02/01/2035 886
Federal National Mtg. Assoc. 5.00 12/01/2036 12,050
Federal National Mtg. Assoc. 5.50 12/01/2033 17,752
Federal National Mtg. Assoc. 5.50 10/01/2034 7,927
Page 45 of 142
Federal National Mtg. Assoc. 6.00 08/25/2037 31,885
Federal National Mtg. Assoc. 6.50 07/01/2032 4,876
Federal National Mtg. Assoc. 7.00 09/01/2031 2,654
Federal National Mtg. Assoc. 7.00 09/01/2031 3,374
Federal National Mtg. Assoc. 7.00 09/01/2031 8,107
Federal National Mtg. Assoc. Grantor Trust 2.90 06/25/2027 1,187,717
Federal National Mtg. Assoc. REMIC 0.00 05/18/2032 180,104
Federal National Mtg. Assoc. REMIC 2.00 03/25/2033 702,336
Federal National Mtg. Assoc. REMIC 2.00 04/25/2040 177,877
Federal National Mtg. Assoc. REMIC 2.25 05/25/2042 1,299,587
Federal National Mtg. Assoc. REMIC 2.50 01/25/2042 1,587,592
Federal National Mtg. Assoc. REMIC 2.50 09/25/2042 538,769
Federal National Mtg. Assoc. REMIC 2.80 06/25/2025 539,694
Federal National Mtg. Assoc. REMIC 2.85 04/25/2034 1,064,975
Federal National Mtg. Assoc. REMIC 2.94 01/25/2026 1,308,533
Federal National Mtg. Assoc. REMIC 3.00 11/25/2030 1,973,405
Federal National Mtg. Assoc. REMIC 3.00 10/25/2033 3,064,272
Federal National Mtg. Assoc. REMIC 3.00 04/25/2045 700,834
Federal National Mtg. Assoc. REMIC 3.00 07/25/2045 506,493
Federal National Mtg. Assoc. REMIC 3.00 07/25/2045 502,968
Federal National Mtg. Assoc. REMIC 3.00 11/25/2045 2,127,447
Federal National Mtg. Assoc. REMIC 3.02 08/25/2024 1,332,104
Federal National Mtg. Assoc. REMIC 3.15 03/25/2028 1,512,564
Federal National Mtg. Assoc. REMIC 3.50 05/25/2036 894,274
Federal National Mtg. Assoc. REMIC 4.00 01/25/2029 1,434,109
Federal National Mtg. Assoc. REMIC 4.00 04/25/2031 2,113,034
Federal National Mtg. Assoc. REMIC 4.35 11/25/2034 59,110
Federal National Mtg. Assoc. REMIC 4.50 10/25/2025 1,049,936
Federal National Mtg. Assoc. REMIC 4.50 12/25/2040 297,979
Federal National Mtg. Assoc. REMIC 5.50 08/25/2035 60,596
Federal National Mtg. Assoc. REMIC 3.00 01/25/2046 899,379
Fixed Income Clearing Corp. Repurchase Agreement 0.25 02/03/2020 5,735,000
Gilead Sciences, Inc. 3.50 02/01/2025 154,346
Government National Mtg. Assoc. 3.50 09/15/2048 950,266
Government National Mtg. Assoc. 3.50 10/15/2048 1,120,048
Government National Mtg. Assoc. 3.50 02/15/2049 1,078,833
Government National Mtg. Assoc. 4.00 01/20/2050 1,048,390
Government National Mtg. Assoc. 4.50 03/15/2038 19,027
Government National Mtg. Assoc. 4.50 03/15/2039 4,967
Government National Mtg. Assoc. 4.50 05/15/2039 24,147
Government National Mtg. Assoc. 4.50 05/15/2039 7,551
Government National Mtg. Assoc. 4.50 05/15/2039 32,375
Government National Mtg. Assoc. 4.50 05/15/2039 8,976
Government National Mtg. Assoc. 4.50 05/15/2039 16,208
Government National Mtg. Assoc. 4.50 05/15/2039 17,755
Government National Mtg. Assoc. 4.50 05/15/2039 35,283
Government National Mtg. Assoc. 4.50 06/15/2039 38,083
Government National Mtg. Assoc. 4.50 06/15/2039 17,752
Government National Mtg. Assoc. 4.50 06/15/2039 27,214
Government National Mtg. Assoc. 4.50 06/15/2039 35,512
Government National Mtg. Assoc. 4.50 07/15/2039 37,262
Government National Mtg. Assoc. 4.50 07/15/2039 24,865
Government National Mtg. Assoc. 4.50 07/15/2039 156,273
Government National Mtg. Assoc. 4.50 09/15/2039 3,286
Government National Mtg. Assoc. 4.50 12/15/2039 66,111
Government National Mtg. Assoc. 4.50 04/15/2040 95,594
Government National Mtg. Assoc. 4.50 06/15/2040 244,448
Government National Mtg. Assoc. 4.50 08/15/2040 46,057
Government National Mtg. Assoc. 5.00 09/15/2035 1,472
Government National Mtg. Assoc. 5.00 02/15/2036 60,961
Government National Mtg. Assoc. 5.00 05/15/2036 6,326
Government National Mtg. Assoc. 6.00 01/15/2032 6,830
Government National Mtg. Assoc. 7.50 02/15/2029 2,505
Government National Mtg. Assoc. 7.50 07/15/2030 119
Government National Mtg. Assoc. 7.50 01/15/2031 4,926
Government National Mtg. Assoc. REMIC 4.00 04/20/2044 513,926
Government National Mtg. Assoc. REMIC 4.50 03/16/2034 259,191
Government National Mtg. Assoc. REMIC 4.50 02/20/2038 882,389
Government National Mtg. Assoc. REMIC 5.00 03/20/2035 470,290
GS Mtg. Securities Trust 3.43 08/10/2050 1,200,555
Israel Government AID 0.00 02/15/2024 2,466,261
Johnson Controls International PLC 5.00 03/30/2020 200,923
Magellan Midstream Partners LP 3.20 03/15/2025 141,828
Medtronic, Inc. 3.15 03/15/2022 102,136
Mitsubishi UFJ Financial Group, Inc. 2.76 09/13/2026 225,199
Mizuho Financial Group, Inc. 2.95 02/28/2022 371,312
Morgan Stanley 2.50 04/21/2021 322,097
New York Life Global Funding 2.00 04/13/2021 154,739
Page 46 of 142
Noble Energy, Inc. 3.90 11/15/2024 123,640
Norfolk Southern Corp. 2.90 02/15/2023 91,818
Norfolk Southern Corp. 5.59 05/17/2025 22,288
Progress Residential Trust 2.77 08/17/2034 301,982
Progress Residential Trust 3.07 11/12/2032 691,818
Resolution Funding Corp. 0.00 07/15/2020 1,984,408
San Diego Gas & Electric Co. 6.00 06/01/2026 242,824
Sofi Professional Loan Program Trust 3.34 08/25/2047 1,034,530
Tricon American Homes Trust 2.59 11/17/2033 548,716
UBS Commercial Mortgage Trust 4.26 12/15/2051 1,618,521
UBS-BAMLL Trust 3.66 06/10/2030 223,375
United States Treasury Bonds 0.00 08/15/2024 1,914,685
United States Treasury Bonds 2.88 08/15/2045 1,169,219
United States Treasury Bonds 3.00 02/15/2048 907,705
United States Treasury Bonds 3.13 02/15/2043 1,208,945
United States Treasury Bonds 3.75 08/15/2041 5,283,125
United States Treasury Bonds 3.75 11/15/2043 1,331,328
United States Treasury Bonds 3.88 08/15/2040 2,008,945
United States Treasury Notes 1.75 05/15/2023 8,112,812
United States Treasury Notes 2.00 02/15/2022 3,039,727
United States Treasury Notes 2.50 08/15/2023 3,123,164
United States Treasury Notes 2.63 08/15/2020 6,786,650
United States Treasury Notes 2.75 02/15/2024 2,640,332
United States Treasury Notes 2.88 08/15/2028 5,556,445
Walt Disney Co. 2.00 09/01/2029 494,538
WF-RBS Commercial Mtg. Trust 4.38 03/15/2044 306,448
VALIC Company I - Growth & Income Fund - (unaudited)
January 31, 2020
Security Coupon(%) Maturity Date Market Value ($)
AbbVie, Inc. 1,165,716
Accenture PLC, Class A 1,255,475
Advanced Micro Devices, Inc. 846,376
Alexion Pharmaceuticals, Inc. 346,772
Allergan PLC 264,096
Allstate Corp. 177,691
Alphabet, Inc., Class A 2,374,116
Alphabet, Inc., Class C 2,135,568
Altice USA, Inc., Class A 202,437
Altria Group, Inc. 434,852
Amazon.com, Inc. 4,780,754
American Express Co. 1,037,402
Ameriprise Financial, Inc. 290,460
Amgen, Inc. 111,266
Analog Devices, Inc. 1,067,209
Anthem, Inc. 753,660
Apple, Inc. 6,962,737
Arch Capital Group, Ltd. 94,547
Arthur J. Gallagher & Co. 204,832
AT&T, Inc. 43,075
Automatic Data Processing, Inc. 1,205,386
AutoZone, Inc. 761,731
AvalonBay Communities, Inc. 423,196
Avery Dennison Corp. 280,066
Bank of America Corp. 1,267,829
Baxter International, Inc. 682,533
Becton Dickinson and Co. 80,077
Berkshire Hathaway, Inc., Class B 2,319,260
Best Buy Co., Inc. 687,937
Biogen, Inc. 491,458
BlackRock, Inc. 317,465
Booking Holdings, Inc. 137,291
Boston Scientific Corp. 341,994
Bristol-Myers Squibb Co. 1,303,443
Capital One Financial Corp. 831,434
Caterpillar, Inc. 167,603
Celanese Corp. 350,451
Charles Schwab Corp. 500,139
Charter Communications, Inc., Class A 1,383,171
Chevron Corp. 1,566,494
Chubb, Ltd. 164,149
Cigna Corp. 577,140
Cintas Corp. 84,249
Cisco Systems, Inc. 265,753
Citigroup, Inc. 1,746,626
Citizens Financial Group, Inc. 143,901
Page 47 of 142
CMS Energy Corp. 691,677
Coca-Cola Co. 1,345,302
Comcast Corp., Class A 1,696,503
Conagra Brands, Inc. 78,448
Constellation Brands, Inc., Class A 649,447
Costco Wholesale Corp. 340,655
Crown Holdings, Inc. 325,732
CSX Corp. 391,166
Cummins, Inc. 557,975
DaVita, Inc. 177,471
Delta Air Lines, Inc. 261,253
Diamondback Energy, Inc. 360,245
Discovery, Inc., Class A 310,917
Discovery, Inc., Class C 322,188
Dow, Inc. 301,344
DuPont de Nemours, Inc. 265,675
Eastman Chemical Co. 500,672
Eaton Corp. PLC 1,311,999
Edison International 330,773
Edwards Lifesciences Corp. 219,200
Electronic Arts, Inc. 421,859
Eli Lilly & Co. 974,548
Emerson Electric Co. 607,422
Entergy Corp. 947,865
EOG Resources, Inc. 797,927
Equinix, Inc. 587,961
Equity Residential 544,756
Everest Re Group, Ltd. 177,005
Expedia Group, Inc. 538,997
Exxon Mobil Corp. 240,529
Facebook, Inc., Class A 2,170,129
Federal Realty Investment Trust 51,008
Fifth Third Bancorp 147,257
FirstEnergy Corp. 111,992
Fiserv, Inc. 469,814
Freeport-McMoRan, Inc. 69,730
General Dynamics Corp. 664,918
General Mills, Inc. 726,015
General Motors Co. 357,173
Goldman Sachs Group, Inc. 71,325
H&R Block, Inc. 44,962
Hartford Financial Services Group, Inc. 784,986
Hasbro, Inc. 152,805
Hilton Worldwide Holdings, Inc. 473,350
Home Depot, Inc. 1,213,036
Honeywell International, Inc. 1,172,873
HP, Inc. 341,824
Illumina, Inc. 207,110
Ingersoll-Rand PLC 508,139
Intel Corp. 226,568
Intuit, Inc. 1,017,499
Intuitive Surgical, Inc. 214,956
Johnson & Johnson 1,271,945
Kansas City Southern 766,865
KeyCorp 634,325
Kimberly-Clark Corp. 64,744
Leidos Holdings, Inc. 409,616
Lennar Corp., Class A 486,817
Linde PLC 378,431
Lowe's Cos., Inc. 976,067
Lyft, Inc., Class A 81,666
LyondellBasell Industries NV, Class A 192,236
Magna International, Inc. 225,773
Marathon Petroleum Corp. 662,993
MarketAxess Holdings, Inc. 102,004
Masco Corp. 374,648
Mastercard, Inc., Class A 2,682,647
McKesson Corp. 438,383
Medtronic PLC 1,599,421
Merck & Co., Inc. 1,512,801
MetLife, Inc. 772,245
Microsoft Corp. 7,656,264
Mid-America Apartment Communities, Inc. 203,345
Mondelez International, Inc., Class A 1,024,922
Morgan Stanley 1,130,541
Motorola Solutions, Inc. 85,845
Netflix, Inc. 947,962
Newmont Goldcorp Corp. 102,512
Page 48 of 142
NextEra Energy, Inc. 1,436,211
NIKE, Inc., Class B 962,615
Norfolk Southern Corp. 1,133,703
Northrop Grumman Corp. 494,432
NVIDIA Corp. 1,007,665
NXP Semiconductors NV 620,853
ONEOK, Inc. 710,441
O'Reilly Automotive, Inc. 272,493
Packaging Corp. of America 93,452
Parker-Hannifin Corp. 625,621
PayPal Holdings, Inc. 1,603,799
PepsiCo, Inc. 154,802
Pfizer, Inc. 313,598
Philip Morris International, Inc. 1,241,492
Phillips 66 57,289
Pioneer Natural Resources Co. 606,555
Principal Financial Group, Inc. 105,053
Procter & Gamble Co. 1,365,461
Prologis, Inc. 765,238
Ralph Lauren Corp. 144,826
Regeneron Pharmaceuticals, Inc. 318,002
Regions Financial Corp. 239,342
RenaissanceRe Holdings, Ltd. 77,860
Ross Stores, Inc. 394,123
Royal Caribbean Cruises, Ltd. 118,953
S&P Global, Inc. 1,011,019
salesforce.com, Inc. 1,356,386
Sempra Energy 306,501
Snap-on, Inc. 182,936
Southern Co. 625,293
Southwest Airlines Co. 186,822
Stanley Black & Decker, Inc. 455,524
State Street Corp. 694,737
Synchrony Financial 119,301
Target Corp. 275,189
Teradyne, Inc. 446,884
Texas Instruments, Inc. 1,495,698
Thermo Fisher Scientific, Inc. 1,273,431
TJX Cos., Inc. 577,706
T-Mobile US, Inc. 156,083
Travelers Cos., Inc. 33,695
Truist Financial Corp. 113,402
Union Pacific Corp. 346,101
United Airlines Holdings, Inc. 86,170
United Technologies Corp. 968,490
UnitedHealth Group, Inc. 1,743,135
Ventas, Inc. 222,125
Verisk Analytics, Inc. 68,237
Verizon Communications, Inc. 1,601,135
Vertex Pharmaceuticals, Inc. 577,161
ViacomCBS, Inc., Class B 90,956
VICI Properties, Inc. 116,553
Visa, Inc., Class A 772,402
Voya Financial, Inc. 135,886
Walmart, Inc. 350,454
Walt Disney Co. 72,198
Waste Management, Inc. 219,669
Wells Fargo & Co. 845,530
WestRock Co. 168,129
Xcel Energy, Inc. 250,606
Yum! Brands, Inc. 854,093
Zimmer Biomet Holdings, Inc. 984,866
Futures Contracts
Description Expiration Month
Unrealized
Appreciation
(Depreciation) ($)
S&P 500 E-Mini Index Long March 2020 (34,014)
VALIC Company I - Growth Fund - (unaudited)
January 31, 2020
Security Coupon(%) Maturity Date Market Value ($)
Abbott Laboratories 2,038,727
AbbVie, Inc. 1,449,286
ABIOMED, Inc. 109,539
Page 49 of 142
Accenture PLC, Class A 1,873,978
Adaptive Biotechnologies Corp. 9,746,010
Adobe, Inc. 31,332,222
Advanced Micro Devices, Inc. 1,194,599
Adyen NV 14,909,331
Agilent Technologies, Inc. 332,304
Air Products & Chemicals, Inc. 1,200,950
Akamai Technologies, Inc. 247,844
Alexandria Real Estate Equities, Inc. 246,595
Alexion Pharmaceuticals, Inc. 291,113
Alibaba Group Holding, Ltd. ADR 26,116,695
Align Technology, Inc. 18,655,690
Allegion PLC 274,288
Alphabet, Inc., Class A 44,088,073
Alphabet, Inc., Class C 9,782,883
Altria Group, Inc. 790,329
Amazon.com, Inc. 127,067,610
American Express Co. 1,193,246
American Tower Corp. 2,342,660
American Water Works Co., Inc. 280,981
Ameriprise Financial, Inc. 310,805
AMETEK, Inc. 506,832
Amgen, Inc. 1,728,616
Amphenol Corp., Class A 673,113
Analog Devices, Inc. 11,169,697
ANSYS, Inc. 536,041
Aon PLC 741,582
Apache Corp. 146,008
Apple, Inc. 53,006,373
Applied Materials, Inc. 1,222,603
Arconic, Inc. 132,379
Arista Networks, Inc. 276,495
Arthur J. Gallagher & Co. 222,679
ASML Holding NV 24,514,528
Autodesk, Inc. 23,952,511
Automatic Data Processing, Inc. 1,049,592
AutoZone, Inc. 574,472
Avery Dennison Corp. 177,699
Ball Corp. 15,192,591
Baxter International, Inc. 467,870
BlackRock, Inc. 724,052
Boeing Co. 1,708,792
Booking Holdings, Inc. 1,748,175
Boston Properties, Inc. 206,997
Boston Scientific Corp. 785,858
Bristol-Myers Squibb Co. 1,852,367
Broadcom, Inc. 2,762,613
Broadridge Financial Solutions, Inc. 218,164
Brown-Forman Corp., Class B 281,247
Cabot Oil & Gas Corp. 82,638
Cadence Design Systems, Inc. 461,792
Campbell Soup Co. 82,069
CarMax, Inc. 364,191
Caterpillar, Inc. 977,375
Cboe Global Markets, Inc. 311,870
CBRE Group, Inc., Class A 466,422
CDW Corp. 427,746
Celanese Corp. 285,453
Centene Corp. 243,703
Cerner Corp. 324,456
Charles Schwab Corp. 867,636
Charter Communications, Inc., Class A 1,851,472
Chipotle Mexican Grill, Inc. 506,188
Church & Dwight Co., Inc. 224,516
Cimarex Energy Co. 55,082
Cincinnati Financial Corp. 167,395
Cintas Corp. 533,670
Citrix Systems, Inc. 176,133
CME Group, Inc. 25,810,254
Coca-Cola Co. 2,055,797
Colgate-Palmolive Co. 649,412
Comcast Corp., Class A 2,506,057
ConocoPhillips 1,488,365
Constellation Brands, Inc., Class A 13,038,834
Cooper Cos., Inc. 223,397
Copart, Inc. 23,443,551
Corning, Inc. 220,193
CoStar Group, Inc. 28,788,370
Page 50 of 142
Costco Wholesale Corp. 1,817,538
Coty, Inc., Class A 32,524
Coupa Software, Inc. 11,153,836
Crown Castle International Corp. 824,570
CSX Corp. 677,441
Cummins, Inc. 352,414
D.R. Horton, Inc. 453,117
Danaher Corp. 1,502,204
Darden Restaurants, Inc. 149,845
Deere & Co. 672,379
DENTSPLY SIRONA, Inc. 150,640
Discover Financial Services 333,277
Dollar General Corp. 891,466
Dover Corp. 222,691
Dow, Inc. 779,643
Duke Realty Corp. 179,698
eBay, Inc. 585,756
Ecolab, Inc. 572,445
Edwards Lifesciences Corp. 1,046,534
Electronic Arts, Inc. 381,066
Eli Lilly & Co. 1,481,022
Emerson Electric Co. 537,726
EOG Resources, Inc. 484,049
Equifax, Inc. 248,534
Equinix, Inc. 1,148,204
Essex Property Trust, Inc. 233,559
Estee Lauder Cos., Inc., Class A 991,218
Expeditors International of Washington, Inc. 147,541
Extra Space Storage, Inc. 189,706
Facebook, Inc., Class A 49,003,759
Fair Isaac Corp. 19,804,339
Fastenal Co. 319,605
Federal Realty Investment Trust 84,138
Ferrari NV 20,385,859
First Republic Bank 209,009
Fiserv, Inc. 1,545,963
Fixed Income Clearing Corp. Repurchase Agreement 0.25 02/03/2020 3,397,000
FleetCor Technologies, Inc. 624,471
FLIR Systems, Inc. 75,712
FMC Corp. 282,755
Fortinet, Inc. 373,766
Fortune Brands Home & Security, Inc. 218,154
Freeport-McMoRan, Inc. 202,164
Garmin, Ltd. 319,741
Gartner, Inc. 328,313
Global Payments, Inc. 656,907
Healthpeak Properties, Inc. REIT 191,071
Hershey Co. 351,926
Hess Corp. 334,385
Hilton Worldwide Holdings, Inc. 694,232
Hologic, Inc. 176,830
Home Depot, Inc. 4,032,124
Honeywell International, Inc. 1,299,496
Huntington Ingalls Industries, Inc. 143,811
IAC/InterActiveCorp 26,327,694
IDEX Corp. 162,212
IDEXX Laboratories, Inc. 530,638
IHS Markit, Ltd. 526,864
Illinois Tool Works, Inc. 712,519
Illumina, Inc. 584,201
Incyte Corp. 298,126
Ingersoll-Rand PLC 451,650
Intel Corp. 3,617,799
Intercontinental Exchange, Inc. 697,183
Intuit, Inc. 26,432,544
Intuitive Surgical, Inc. 23,454,222
IPG Photonics Corp. 51,834
IQVIA Holdings, Inc. 17,870,362
iShares S&P 500 Growth ETF 10,336,644
Jack Henry & Associates, Inc. 136,530
JB Hunt Transport Services, Inc. 123,904
Johnson & Johnson 3,755,692
JPMorgan Chase & Co. 4,548,022
Kansas City Southern 381,577
Keysight Technologies, Inc. 398,183
Kimberly-Clark Corp. 549,039
KLA Corp. 596,830
L3Harris Technologies, Inc. 1,116,610
Page 51 of 142
Lam Research Corp. 987,373
Lamb Weston Holdings, Inc. 167,371
Las Vegas Sands Corp. 287,168
Leggett & Platt, Inc. 94,371
Leidos Holdings, Inc. 152,614
Linde PLC 1,768,044
Live Nation Entertainment, Inc. 146,817
LKQ Corp. 118,875
Lockheed Martin Corp. 2,425,300
Lonza Group AG 14,264,360
Lowe's Cos., Inc. 15,585,227
MarketAxess Holdings, Inc. 306,366
Marriott International, Inc., Class A 867,392
Marsh & McLennan Cos., Inc. 785,928
Martin Marietta Materials, Inc. 376,443
Masco Corp. 308,120
Mastercard, Inc., Class A 55,876,517
Maxim Integrated Products, Inc. 163,346
McCormick & Co., Inc. 235,089
McDonald's Corp. 1,618,255
MercadoLibre, Inc. 18,792,735
Merck & Co., Inc. 2,730,662
Mettler-Toledo International, Inc. 265,013
MGM Resorts International 222,700
Microchip Technology, Inc. 531,656
Micron Technology, Inc. 1,341,425
Microsoft Corp. 93,867,375
Mid-America Apartment Communities, Inc. 160,673
Monster Beverage Corp. 388,744
Moody's Corp. 951,664
Motorola Solutions, Inc. 692,070
MSCI, Inc. 552,451
Nasdaq, Inc. 143,362
National Oilwell Varco, Inc. 56,265
NetApp, Inc. 127,946
Netflix, Inc. 34,473,111
NextEra Energy, Inc. 1,585,598
NIKE, Inc., Class B 19,048,044
Norfolk Southern Corp. 669,187
Northrop Grumman Corp. 1,339,837
NortonLifeLock, Inc. 230,600
Novartis AG ADR 15,039,565
NRG Energy, Inc. 211,822
NVIDIA Corp. 3,302,454
NVR, Inc. 324,442
Old Dominion Freight Line, Inc. 286,103
Oracle Corp. 1,556,034
O'Reilly Automotive, Inc. 700,929
PACCAR, Inc. 585,814
Parker-Hannifin Corp. 315,648
Paychex, Inc. 417,871
Paycom Software, Inc. 356,339
PayPal Holdings, Inc. 3,052,138
PepsiCo, Inc. 2,169,640
PerkinElmer, Inc. 133,634
Philip Morris International, Inc. 1,292,105
Phillips 66 463,337
Pioneer Natural Resources Co. 316,440
PPG Industries, Inc. 329,920
Procter & Gamble Co. 4,113,955
Progressive Corp. 656,736
Prologis, Inc. 763,381
Public Storage 337,654
PulteGroup, Inc. 259,595
Qorvo, Inc. 280,635
QUALCOMM, Inc. 2,223,264
Quanta Services, Inc. 57,237
Raytheon Co. 842,665
Realty Income Corp. 262,438
Regeneron Pharmaceuticals, Inc. 412,625
Republic Services, Inc. 210,156
ResMed, Inc. 521,581
Rockwell Automation, Inc. 288,065
Rollins, Inc. 57,305
Roper Technologies, Inc. 906,443
Ross Stores, Inc. 926,241
S&P Global, Inc. 34,976,781
salesforce.com, Inc. 36,957,519
Page 52 of 142
SBA Communications Corp. 21,148,463
Seagate Technology PLC 180,430
Sempra Energy 465,053
ServiceNow, Inc. 35,529,709
Sherwin-Williams Co. 13,901,913
Simon Property Group, Inc. 373,086
Skyworks Solutions, Inc. 255,153
Starbucks Corp. 2,286,508
STERIS PLC 157,471
Stryker Corp. 1,021,895
SVB Financial Group 181,209
Synchrony Financial 439,771
Synopsys, Inc. 506,254
Sysco Corp. 430,414
T. Rowe Price Group, Inc. 527,043
Take-Two Interactive Software, Inc. 321,945
Target Corp. 819,697
TE Connectivity, Ltd. 351,851
Teleflex, Inc. 392,315
Texas Instruments, Inc. 1,595,838
Thermo Fisher Scientific, Inc. 2,866,315
Tiffany & Co. 330,225
TJX Cos., Inc. 1,634,050
Tractor Supply Co. 123,159
TransDigm Group, Inc. 731,409
TransUnion 18,056,097
Tyson Foods, Inc., Class A 267,225
UDR, Inc. 150,581
Ulta Beauty, Inc. 192,359
Union Pacific Corp. 10,548,819
United Parcel Service, Inc., Class B 745,033
United Rentals, Inc. 232,708
United States Treasury Bills 1.55 05/14/2020 99,573
United Technologies Corp. 1,474,063
Varian Medical Systems, Inc. 160,250
VeriSign, Inc. 259,967
Verisk Analytics, Inc. 419,173
Vertex Pharmaceuticals, Inc. 1,332,556
VF Corp. 328,644
Visa, Inc., Class A 57,147,964
Vulcan Materials Co. 427,864
Walt Disney Co. 3,470,613
Waste Management, Inc. 628,702
Waters Corp. 204,096
Western Union Co. 257,406
Willis Towers Watson PLC 297,708
Wynn Resorts, Ltd. 278,309
Xerox Holdings Corp. 150,924
Xilinx, Inc. 300,664
Xylem, Inc. 198,026
Yum! Brands, Inc. 730,130
Zebra Technologies Corp., Class A 294,234
Zoetis, Inc. 20,514,804
Futures Contracts
Description Type Expiration Month
Unrealized
Appreciation
(Depreciation) ($)
S&P 500 E-mini LONG March 2020 (14,890)
VALIC Company I - Health Sciences Fund - (unaudited)
January 31, 2020
Security Coupon(%) Maturity Date Market Value ($)
10X Genomics, Inc., Class A 861,990
AbbVie, Inc. 14,980,598
Abcam PLC 1,139,200
ABIOMED, Inc. 1,272,174
Acadia Healthcare Co., Inc. 1,128,084
ACADIA Pharmaceuticals, Inc. 8,434,330
Acceleron Pharma, Inc. 6,128,013
Acerta Pharma BV, Class B 879,401
Adaptive Biotechnologies Corp. 921,134
Adverum Biotechnologies, Inc. 515,708
Agilent Technologies, Inc. 12,789,039
Agios Pharmaceuticals, Inc. 1,638,741
Page 53 of 142
Aimmune Therapeutics, Inc. 2,320,304
Akero Therapeutics, Inc. 244,332
Alcon, Inc. 6,007,070
Alector, Inc. 635,439
Alexion Pharmaceuticals, Inc. 9,895,467
Alkermes PLC 1,092,269
Allakos, Inc. 518,685
Allogene Therapeutics, Inc. 1,122,902
Alnylam Pharmaceuticals, Inc. 7,416,352
Amarin Corp. PLC ADR 3,608,940
Amedisys, Inc. 2,574,989
Amgen, Inc. 17,374,741
Anthem, Inc. 8,340,934
Apellis Pharmaceuticals, Inc. 1,053,156
Applied Therapeutics, Inc. 94,446
Ardelyx, Inc. 509,130
Argenx SE ADR 6,703,713
Arvinas, Inc. 77,536
Ascendis Pharma A/S ADR 9,484,560
Assembly Biosciences, Inc. 361,718
Astellas Pharma, Inc. 2,983,724
AstraZeneca PLC ADR 11,598,100
AtriCure, Inc. 1,435,410
Autolus Therapeutics PLC ADR 142,076
Avantor, Inc. 4,672,781
Avrobio, Inc. 280,056
Axsome Therapeutics, Inc. 2,550,511
Bayer AG 3,275,810
Becton Dickinson and Co. 33,212,575
Becton Dickinson and Co. 1,750,906
BeiGene, Ltd. ADR 2,557,210
BioCryst Pharmaceuticals, Inc. 81,510
Biogen, Inc. 8,750,799
BioMarin Pharmaceutical, Inc. 5,423,409
Bluebird Bio, Inc. 2,746,038
Blueprint Medicines Corp. 2,543,013
Boston Scientific Corp. 1,323,092
Bristol-Myers Squibb Co. 14,180,306
Bristol-Myers Squibb Co. CVR 912,139
Bruker Corp. 4,305,028
Calithera Biosciences, Inc. 74,400
Cara Therapeutics, Inc. 1,177,457
Catalent, Inc. 2,706,058
Centene Corp. 16,679,824
ChemoCentryx, Inc. 101,808
Chugai Pharmaceutical Co., Ltd. 5,966,835
Cigna Corp. 14,955,044
Color Genomics, Inc. 3.00 06/30/2021 543,971
Constellation Pharmaceuticals, Inc. 660,800
Cooper Cos., Inc. 5,715,013
Cortexyme, Inc. 131,572
CRISPR Therapeutics AG 912,606
Cyclerion Therapeutics, Inc. 79,704
Daiichi Sankyo Co., Ltd. 5,411,997
Danaher Corp. 17,421,417
Deciphera Pharmaceuticals, Inc. 2,021,822
Denali Therapeutics, Inc. 602,484
DexCom, Inc. 7,230,686
DiaSorin SpA 2,226,379
Dicerna Pharmaceuticals, Inc. 1,553,280
Doximity, Inc. 751,506
Eisai Co., Ltd. 2,974,190
Elanco Animal Health, Inc. 1,989,589
Elanco Animal Health, Inc. 288,974
Eli Lilly & Co. 17,153,517
Enanta Pharmaceuticals, Inc. 1,502,906
Envista Holdings Corp. 4,688,861
Epizyme, Inc. 753,480
Evotec SE 1,454,115
Exact Sciences Corp. 7,093,198
Exagen, Inc. 246,148
Exelixis, Inc. 3,275,396
Fate Therapeutics, Inc. 871,522
FibroGen, Inc. 1,841,107
Forty Seven, Inc. 594,676
Freenome Holdings, Inc. 431,108
G1 Therapeutics, Inc. 472,616
Galapagos NV 3,080,680
Page 54 of 142
General Electric Co. 3,513,390
Generation Bio 478,836
GenMark Diagnostics, Inc. 496,230
Gingko Bioworks 1,309,957
Global Blood Therapeutics, Inc. 4,726,390
Gritstone Oncology, Inc. 155,936
Guardant Health, Inc. 1,986,317
GW Pharmaceuticals PLC ADR 1,433,727
HCA Healthcare, Inc. 14,550,682
Hologic, Inc. 9,818,779
Homology Medicines, Inc. 708,898
HTG Molecular Diagnostics, Inc. 50,941
Humana, Inc. 12,110,356
ICU Medical, Inc. 2,155,701
IGM Biosciences, Inc. 708,454
Illumina, Inc. 2,992,072
Immunomedics, Inc. 1,485,117
Incyte Corp. 6,410,504
Insmed, Inc. 1,096,302
Insulet Corp. 3,958,416
Intercept Pharmaceuticals, Inc. 1,369,424
Intra-Cellular Therapies, Inc. 793,742
Intuitive Surgical, Inc. 33,390,317
Ionis Pharmaceuticals, Inc. 2,199,306
Iovance Biotherapeutics, Inc. 3,275,196
Ipsen SA 1,478,109
iRhythm Technologies, Inc. 1,475,319
JAND, Inc. (dba Warby Parker) 53,542
JAND, Inc. (dba Warby Parker) 655,557
JAND, Inc. (dba Warby Parker) 1,366,945
Kadmon Holdings, Inc. 531,770
KalVista Pharmaceuticals, Inc. 74,970
Kardium, Inc. 525,544
Karuna Therapeutics, Inc. 2,478,859
Karyopharm Therapeutics, Inc. 74,290
Kodiak Sciences, Inc. 4,278,992
Krystal Biotech, Inc. 1,105,717
Lantheus Holdings, Inc. 1,023,775
Lonza Group AG 2,169,752
MEI Pharma, Inc. 78,776
Menlo Therapeutics, Inc. 134,320
Merck & Co., Inc. 16,395,252
Mettler-Toledo International, Inc. 2,556,240
Milestone Pharmaceuticals, Inc. 747,980
Minerva Neurosciences, Inc. 385,199
Mirati Therapeutics, Inc. 2,517,202
Moderna, Inc. 99,740
Molina Healthcare, Inc. 4,450,653
Momenta Pharmaceuticals, Inc. 1,393,918
MorphoSys AG 1,265,846
MyoKardia, Inc. 3,014,069
Nektar Therapeutics 758,386
Neurocrine Biosciences, Inc. 8,363,085
Nevro Corp. 4,910,892
Novartis AG 5,706,884
Novocure, Ltd. 2,447,873
NuVasive, Inc. 416,911
Odonate Therapeutics, Inc. 690,814
Option Care Health, Inc. 493,069
Orchard Therapeutics PLC ADR 655,279
Otsuka Holdings Co., Ltd. 398,102
Outset Medical, Inc 704,422
Outset Medical, Inc. 496,950
Outset Medical, Inc. 335,247
Outset Medical, Inc. 195,767
Pennant Group, Inc. 991,082
Penumbra, Inc. 3,758,002
Perrigo Co. PLC 42,210
PhaseBio Pharmaceuticals, Inc. 188,871
Phreesia, Inc. 537,199
PRA Health Sciences, Inc. 2,411,178
Principia Biopharma, Inc. 1,029,097
Progenics Pharmaceuticals, Inc. 425,038
PTC Therapeutics, Inc. 3,341,372
Puma Biotechnology, Inc. 255,450
Quanterix Corp. 1,366,154
Quidel Corp. 3,851,981
Radius Health, Inc. 633,249
Page 55 of 142
RAPT Therapeutics, Inc. 563,900
Rapt Theraputics 454,962
Reata Pharmaceuticals, Inc., Class A 5,382,890
RefleXion Medical, Inc. 271,140
Regeneron Pharmaceuticals, Inc. 8,728,990
REGENXBIO, Inc. 882,223
Relmada Therapeutics, Inc. 282,997
Rhythm Pharmaceuticals, Inc. 219,724
Roche Holding AG 9,556,647
Rocket Pharmaceuticals, Inc. 920,207
Sage Therapeutics, Inc. 3,804,141
Sarepta Therapeutics, Inc. 4,845,157
Sartorius AG (Preference Shares) 3,417,900
Scholar Rock Holding Corp. 160,729
Seattle Genetics, Inc. 8,907,165
Seer, Inc. 463,720
Shockwave Medical, Inc. 2,808,058
SI-BONE, Inc. 389,458
Silk Road Medical, Inc. 227,860
State Street Institutional U.S. Government Money Market Fund, Premier Class 2,242,826
Stoke Therapeutics, Inc. 644,450
Stryker Corp. 20,806,204
T. Rowe Price Government Reserve Fund 871,246
Tandem Diabetes Care, Inc. 882,064
Teleflex, Inc. 7,200,235
Tempus Labs, Inc. 981,344
Tempus Labs, Inc. 261,239
Tempus Labs, Inc. 1,459,961
Thermo Fisher Scientific, Inc. 29,763,072
Translate Bio, Inc. 60,228
Tricida, Inc. 2,720,662
Turning Point Therapeutics, Inc. 1,132,794
Ultragenyx Pharmaceutical, Inc. 2,672,588
uniQure NV 270,532
United Therapeutics Corp. 439,515
UnitedHealth Group, Inc. 41,296,064
Veeva Systems, Inc., Class A 1,905,930
Verily Life Sciences LLC 861,094
Vertex Pharmaceuticals, Inc. 34,394,215
WaVe Life Sciences, Ltd. 95,623
West Pharmaceutical Services, Inc. 5,165,064
Wuxi Biologics Cayman, Inc. 999,682
X4 Pharmaceuticals, Inc. 68,890
Xencor, Inc. 2,093,725
Zai Lab, Ltd. ADR 601,886
Zealand Pharma A/S 687,543
Zeneca, Inc. CVR 14,213
Zimmer Biomet Holdings, Inc. 2,713,965
Zogenix, Inc. 1,878,801
Zymeworks, Inc. 1,637,242
VALIC Company I - Inflation Protected Fund - (unaudited)
January 31, 2020
Security Coupon(%) Maturity Date Market Value ($)
AbbVie, Inc. 4.05 11/21/2039 557,098
Albemarle Wodgina Pty, Ltd. 3.45 11/15/2029 943,200
Apache Corp. 4.25 01/15/2030 3,681,366
BAC Capital Trust XIV 4.00 09/29/2049 2,955,535
Banco Santander SA 240,591
BANK 3.18 08/15/2061 3,788,324
Bank of America Corp. 2.86 11/19/2024 2,007,500
Bank of America Corp. 3.86 02/18/2020 1,596,944
Bank of America Corp. 4.18 11/25/2027 2,897,712
Bank of America Corp. 4.24 04/24/2038 3,227,390
Barclays Bank PLC 2.76 05/22/2023 9,844,100
BBVA Bancomer SA 5.13 01/18/2033 1,219,425
Benchmark Mtg. Trust 4.03 04/10/2051 6,807,418
Benchmark Mtg. Trust 4.23 01/15/2052 5,986,744
Benchmark Mtg. Trust 4.51 05/15/2053 7,098,908
BNP Paribas SA 3.19 12/21/2020 426,151
CAMB Commercial Mtg. Trust 2.75 12/15/2037 751,646
Cenovus Energy, Inc. 4.25 04/15/2027 2,510,147
Chase Issuance Trust 1.49 07/15/2022 1,498,855
Cheniere Corpus Christi Holdings LLC 3.70 11/15/2029 601,290
Cimarex Energy Co. 4.38 03/15/2029 2,128,033
Citigroup, Inc. 2.83 03/27/2025 1,988,200
Page 56 of 142
Citigroup, Inc. 3.29 09/29/2024 2,011,800
Citigroup, Inc. 4.65 07/23/2048 3,780,137
Citigroup, Inc. 4.79 03/30/2020 3,938,000
CNH Industrial NV 3.85 11/15/2027 1,474,107
Commonwealth of Australia 0.75 11/21/2027 16,488,023
Commonwealth of Australia 3.72 09/20/2025 13,055,041
Corestates Capital II 2.48 01/15/2027 638,092
Credit Agricole SA 4.00 01/10/2033 2,743,605
CSAIL Commercial Mtg. Trust 3.00 09/15/2052 3,186,166
CVS Health Corp. 4.78 03/25/2038 2,115,870
Danske Bank A/S 3.24 12/20/2025 698,591
Dow Chemical Co. 4.80 05/15/2049 2,246,016
DowDuPont, Inc. 5.32 11/15/2038 1,489,114
Enable Midstream Partners LP 4.95 05/15/2028 914,848
Enbridge, Inc. 5.50 07/15/2077 2,770,125
Energy Transfer Operating LP 5.80 06/15/2038 1,335,986
Energy Transfer Operating LP 6.25 12/31/2099 2,426,300
EnLink Midstream LLC 5.38 06/01/2029 474,220
EnLink Midstream Partners LP 4.85 07/15/2026 1,188,585
EnLink Midstream Partners LP 6.00 12/31/2099 331,313
Enterprise Products Operating LLC 3.70 01/31/2051 820,640
Enterprise Products Operating LLC 5.25 08/16/2077 1,062,957
Federal Home Loan Mtg. Corp. REMIC 2.13 12/15/2038 284,059
Federal Home Loan Mtg. Corp. REMIC 2.13 01/15/2041 1,050,896
Federal Home Loan Mtg. Corp. REMIC 2.18 02/15/2042 333,342
Federal Home Loan Mtg. Corp. REMIC 2.38 08/15/2037 340,712
Federal National Mtg. Assoc. REMIC 2.06 09/25/2042 582,641
Federal National Mtg. Assoc. REMIC 2.11 05/25/2040 567,805
Genworth Holdings, Inc. 3.91 11/15/2066 508,000
Glencore Funding LLC 4.00 04/16/2025 431,656
Goldman Sachs Group, Inc. 3.69 08/30/2023 4,107,468
Goldman Sachs Group, Inc. 5.00 05/10/2066 2,845,239
Government National Mtg. Assoc. 2.22 02/16/2040 298,574
Government of Canada 4.00 12/01/2031 19,929,677
Government of Canada 4.25 12/01/2021 30,656,957
Government of Canada 4.25 12/01/2026 11,373,209
Government of New Zealand 2.17 09/20/2025 26,295,799
Hartford Financial Services Group, Inc. 4.03 02/12/2067 3,688,300
Jackson Park Trust 2.77 10/14/2039 3,100,946
JPMorgan Chase & Co. 3.30 12/20/2023 2,030,000
JPMorgan Chase & Co. 4.05 02/25/2021 1,006,200
JPMorgan Chase & Co. 4.13 04/28/2020 4,905,500
Kingdom of Spain 0.30 11/30/2021 10,180,144
Kingdom of Spain 1.00 11/30/2030 12,912,617
Lehman Brothers Holdings, Inc. 0.00 04/14/2011 4,880
Lehman Brothers Holdings, Inc. 0.00 06/10/2014 7,225
Lehman Brothers Holdings, Inc. 0.00 11/12/2014 12,200
Masco Corp. 3.50 11/15/2027 3,193,381
Morgan Stanley 3.31 08/24/2023 475,605
Morgan Stanley 3.36 09/26/2028 1,484,368
Morgan Stanley 3.76 02/11/2020 1,995,000
Morgan Stanley 3.76 04/25/2023 3,961,913
Morgan Stanley 3.76 06/09/2023 681,430
MPLX LP 4.25 12/01/2027 1,360,588
MPLX LP 6.88 12/31/2099 1,280,533
Newcrest Finance Pty, Ltd. 5.75 11/15/2041 2,302,991
Noble Energy, Inc. 3.85 01/15/2028 505,010
One Bryant Park Trust 2.52 09/15/2054 2,082,409
Penske Truck Leasing Co. LP/PTL Finance Corp. 3.35 11/01/2029 1,446,178
Petroleos Mexicanos 7.69 01/23/2050 1,100,797
Prudential Financial, Inc. 5.70 09/15/2048 9,678,889
Royal Bank of Scotland Group PLC 3.75 11/01/2029 2,835,001
Royal Bank of Scotland Group PLC 4.27 03/22/2025 1,226,822
Royal Bank of Scotland Group PLC 8.63 12/29/2049 395,280
SLM Corp. 3.91 12/15/2020 2,004,394
Societe Generale SA 3.60 05/03/2023 10,055,000
State Street Institutional U.S. Government Money Market Fund, Premier Class 3,347,530
Steel Dynamics, Inc. 3.45 04/15/2030 396,872
Store Master Funding I-VII 3.96 10/20/2048 1,746,955
Teck Resources, Ltd. 6.13 10/01/2035 1,384,047
UniCredit SpA 5.86 06/19/2032 790,450
UniCredit SpA 6.57 01/14/2022 1,614,022
UniCredit SpA 7.30 04/02/2034 978,318
United Kingdom Gilt Treasury 0.13 03/22/2024 2,948,015
United Mexican States 2.50 12/10/2020 4
United States Treasury Bonds 0.63 02/15/2043 7,049,667
United States Treasury Bonds 0.75 02/15/2042 3,561,442
United States Treasury Bonds 0.75 02/15/2045 9,517,733
Page 57 of 142
United States Treasury Bonds 0.88 02/15/2047 4,792,475
United States Treasury Bonds 1.00 02/15/2046 8,841,100
United States Treasury Bonds 1.00 02/15/2048 6,592,175
United States Treasury Bonds 1.00 02/15/2049 6,141,450
United States Treasury Bonds 1.38 02/15/2044 5,932,588
United States Treasury Bonds 1.75 01/15/2028 16,082,419
United States Treasury Bonds 2.00 01/15/2026 5,137,847
United States Treasury Bonds 2.13 02/15/2040 3,935,459
United States Treasury Bonds 2.13 02/15/2041 6,814,969
United States Treasury Bonds 2.38 01/15/2025 4,615,697
United States Treasury Bonds 2.38 01/15/2027 6,002,330
United States Treasury Bonds 2.50 01/15/2029 12,569,651
United States Treasury Bonds 3.63 04/15/2028 25,522,006
United States Treasury Bonds 3.88 04/15/2029 25,087,161
United States Treasury Notes 0.13 04/15/2020 6,803,918
United States Treasury Notes 0.13 04/15/2021 2,598,750
United States Treasury Notes 0.13 01/15/2022 5,695,514
United States Treasury Notes 0.13 04/15/2022 11,021,147
United States Treasury Notes 0.13 07/15/2022 2,594,091
United States Treasury Notes 0.13 01/15/2023 12,231,012
United States Treasury Notes 0.13 07/15/2024 20,315,458
United States Treasury Notes 0.13 10/15/2024 10,213,215
United States Treasury Notes 0.13 07/15/2026 7,004,732
United States Treasury Notes 0.25 01/15/2025 7,884,382
United States Treasury Notes 0.25 07/15/2029 10,447,315
United States Treasury Notes 0.38 07/15/2023 11,290,287
United States Treasury Notes 0.38 07/15/2025 7,811,040
United States Treasury Notes 0.38 01/15/2027 9,650,010
United States Treasury Notes 0.38 07/15/2027 16,308,441
United States Treasury Notes 0.50 01/15/2028 11,503,328
United States Treasury Notes 0.63 04/15/2023 13,444,987
United States Treasury Notes 0.63 01/15/2024 8,528,975
United States Treasury Notes 0.63 01/15/2026 6,420,294
United States Treasury Notes 0.75 07/15/2028 11,271,912
United States Treasury Notes 1.13 01/15/2021 4,501,075
United States Treasury Notes 1.25 07/15/2020 8,907,047
United States Treasury Notes 1.75 11/15/2029 4,083,281
WEC Energy Group, Inc. 4.02 05/15/2067 761,866
Wells Fargo & Co. 3.26 03/31/2021 1,905,600
Zions Bancorp NA 3.25 10/29/2029 1,619,813
VALIC Company I - International Equities Index Fund - (unaudited)
January 31, 2020
Security Coupon(%) Maturity Date Market Value ($)
3i Group PLC 1,006,672
a2 Milk Co., Ltd. 498,543
ABB, Ltd. 3,050,409
ABC-Mart, Inc. 148,017
ABN AMRO Group NV CVA 523,077
Accor SA 512,065
Acom Co., Ltd. 132,904
ACS Actividades de Construccion y Servicios SA 617,509
Adecco Group AG 649,046
adidas AG 4,060,929
Admiral Group PLC 400,178
Advantest Corp. 748,499
Adyen NV 678,115
Aegon NV 514,802
Aena SME SA 888,609
Aeon Co., Ltd. 949,784
AEON Financial Service Co., Ltd. 124,714
Aeon Mall Co., Ltd. 121,440
AerCap Holdings NV 495,054
Aeroports de Paris 401,186
AGC, Inc. 432,597
Ageas 700,141
AGL Energy, Ltd. 615,404
AIA Group, Ltd. 8,476,769
AIB Group PLC 170,118
Air Liquide SA 4,860,170
Air Water, Inc. 147,363
Airbus SE 6,123,918
Aisin Seiki Co., Ltd. 380,936
Ajinomoto Co., Inc. 514,240
Aker BP ASA 217,491
Akzo Nobel NV 1,528,861
Page 58 of 142
Alcon, Inc. 1,745,490
Alfa Laval AB 557,293
Alfresa Holdings Corp. 270,322
Allianz SE 7,236,970
Alps Alpine Co., Ltd. 264,056
Alstom SA 722,527
Altice Europe NV 308,831
Alumina, Ltd. 251,237
Amada Holdings Co., Ltd. 245,773
Amadeus IT Group SA 2,402,771
AMP, Ltd. 287,007
Amundi SA 351,057
ANA Holdings, Inc. 256,092
ANDRITZ AG 204,089
Anglo American PLC 1,932,582
Anheuser-Busch InBev SA NV 4,088,961
Antofagasta PLC 303,948
Aozora Bank, Ltd. 225,714
AP Moller - Maersk A/S, Series A 301,891
AP Moller - Maersk A/S, Series B 557,274
APA Group 625,641
ArcelorMittal 697,538
Aristocrat Leisure, Ltd. 965,878
Arkema SA 449,997
Aroundtown SA 618,233
Asahi Group Holdings, Ltd. 1,198,816
Asahi Intecc Co., Ltd. 390,467
Asahi Kasei Corp. 916,628
Ascendas Real Estate Investment Trust 471,870
Ashtead Group PLC 1,058,174
ASM Pacific Technology, Ltd. 292,823
ASML Holding NV 8,491,060
Assa Abloy AB, Class B 1,696,398
Assicurazioni Generali SpA 1,523,719
Associated British Foods PLC 881,469
Astellas Pharma, Inc. 2,379,538
AstraZeneca PLC 9,123,193
ASX, Ltd. 775,786
Atlantia SpA 866,305
Atlas Copco AB, Class A 1,694,878
Atlas Copco AB, Class B 863,716
Atos SE 580,060
Auckland International Airport, Ltd. 384,867
Aurizon Holdings, Ltd. 503,437
AusNet Services 153,587
Australia & New Zealand Banking Group, Ltd. 3,422,685
Auto Trader Group PLC 484,646
AVEVA Group PLC 298,008
Aviva PLC 1,470,266
AXA SA 3,661,379
Azrieli Group, Ltd. 222,859
BAE Systems PLC 1,905,979
Baloise Holding AG 627,598
Banco Bilbao Vizcaya Argentaria SA 2,451,204
Banco de Sabadell SA 366,158
Banco Espirito Santo SA 0
Banco Santander SA 4,672,026
Bandai Namco Holdings, Inc. 826,290
Bank Hapoalim B.M. 692,827
Bank Leumi Le-Israel B.M. 757,762
Bank of East Asia, Ltd. 200,068
Bank of Ireland Group PLC 335,986
Bank of Kyoto, Ltd. 150,745
Bankia SA 158,702
Bankinter SA 310,840
Barclays PLC 2,713,239
Barratt Developments PLC 771,588
Barry Callebaut AG 476,763
BASF SE 4,432,235
Bayer AG 5,355,976
Bayerische Motoren Werke AG 1,683,031
Bayerische Motoren Werke AG (Preference Shares) 223,169
Beiersdorf AG 814,519
BeiGene, Ltd. ADR 390,803
Bendigo & Adelaide Bank, Ltd. 240,901
Benesse Holdings, Inc. 139,862
Berkeley Group Holdings PLC 589,858
BGP Holdings PLC 0
Page 59 of 142
BHP Group PLC 3,290,347
BHP Group, Ltd. 5,395,792
BioMerieux 292,278
BlueScope Steel, Ltd. 342,477
BNP Paribas SA 4,254,206
BOC Hong Kong Holdings, Ltd. 869,397
Boliden AB 463,122
Bollore SA 255,115
Boral, Ltd. 272,039
Bouygues SA 626,413
BP PLC 8,732,431
Brambles, Ltd. 936,277
Brenntag AG 571,346
Bridgestone Corp. 1,434,660
British American Tobacco PLC 7,212,110
British Land Co. PLC 461,336
Brother Industries, Ltd. 307,435
BT Group PLC 1,273,215
Budweiser Brewing Co. APAC, Ltd. 283,190
Bunzl PLC 623,674
Burberry Group PLC 751,647
Bureau Veritas SA 576,823
CaixaBank SA 745,737
Calbee, Inc. 186,190
Caltex Australia, Ltd. 401,911
Canon, Inc. 1,876,149
Capgemini SE 1,402,643
CapitaLand Commercial Trust 287,757
CapitaLand Mall Trust 337,292
CapitaLand, Ltd. 481,024
Carl Zeiss Meditec AG 351,024
Carlsberg A/S, Class B 1,113,410
Carnival PLC 465,492
Carrefour SA 730,145
Casino Guichard Perrachon SA 157,045
Casio Computer Co., Ltd. 255,435
Cellnex Telecom SA 885,912
Central Japan Railway Co. 2,015,543
Centrica PLC 465,499
Challenger, Ltd. 229,282
Check Point Software Technologies, Ltd. 990,268
Chiba Bank, Ltd. 209,819
Chocoladefabriken Lindt & Spruengli AG 653,344
Chocoladefabriken Lindt & Spruengli AG (Participation Certificate) 637,932
Chr. Hansen Holding A/S 559,457
Chubu Electric Power Co., Inc. 622,294
Chugai Pharmaceutical Co., Ltd. 1,627,319
Chugoku Electric Power Co., Inc. 261,347
Cie de Saint-Gobain 1,321,544
Cie Financiere Richemont SA 2,707,819
Cie Generale des Etablissements Michelin SCA 1,413,731
CIMIC Group, Ltd. 132,604
City Developments, Ltd. 246,009
CK Asset Holdings, Ltd. 1,174,162
CK Hutchison Holdings, Ltd. 1,695,706
CK Infrastructure Holdings, Ltd. 327,036
Clariant AG 318,456
CLP Holdings, Ltd. 1,215,393
CNH Industrial NV 687,724
CNP Assurances 220,184
Coca-Cola Amatil, Ltd. 284,225
Coca-Cola Bottlers Japan Holdings, Inc. 231,841
Coca-Cola European Partners PLC 865,592
Coca-Cola HBC AG 523,468
Cochlear, Ltd. 651,592
Coles Group, Ltd. 874,276
Coloplast A/S, Class B 1,065,367
Colruyt SA 196,524
ComfortDelGro Corp., Ltd. 243,113
Commerzbank AG 410,221
Commonwealth Bank of Australia 7,056,428
Compass Group PLC 2,794,718
Computershare, Ltd. 412,986
Concordia Financial Group, Ltd. 281,749
Continental AG 894,829
Covestro AG 523,087
Covivio 405,140
Credit Agricole SA 1,111,018
Page 60 of 142
Credit Saison Co., Ltd. 179,748
Credit Suisse Group AG 2,297,049
CRH PLC 2,135,053
Croda International PLC 601,142
Crown Resorts, Ltd. 205,242
CSL, Ltd. 6,591,909
CyberAgent, Inc. 285,417
CyberArk Software, Ltd. 371,009
Dai Nippon Printing Co., Ltd. 478,513
Daicel Corp. 166,981
Daifuku Co., Ltd. 433,420
Dai-ichi Life Holdings, Inc. 1,134,539
Daiichi Sankyo Co., Ltd. 2,729,706
Daikin Industries, Ltd. 2,490,786
Daimler AG 2,997,606
Dairy Farm International Holdings, Ltd. 123,029
Daito Trust Construction Co., Ltd. 600,646
Daiwa House Industry Co., Ltd. 1,267,899
Daiwa House REIT Investment Corp. 354,931
Daiwa Securities Group, Inc. 551,171
Danone SA 3,517,208
Danske Bank A/S 768,068
Dassault Aviation SA 217,491
Dassault Systemes SE 1,622,924
Davide Campari-Milano SpA 399,708
DBS Group Holdings, Ltd. 2,342,883
DCC PLC 565,940
Delivery Hero SE 621,909
Demant A/S 255,051
Denso Corp. 1,250,024
Dentsu, Inc. 510,064
Deutsche Bank AG 1,281,743
Deutsche Boerse AG 2,204,049
Deutsche Lufthansa AG 259,430
Deutsche Post AG 2,463,996
Deutsche Telekom AG 3,840,840
Deutsche Wohnen SE 1,084,458
Dexus 654,554
Diageo PLC 6,657,013
Direct Line Insurance Group PLC 437,686
Disco Corp. 439,791
DNB ASA 1,176,762
DSV A/S 1,681,825
Dufry AG 249,856
E.ON SE 1,814,532
East Japan Railway Co. 1,902,387
easyJet PLC 208,577
Edenred 934,722
EDP - Energias de Portugal SA 913,401
Eiffage SA 647,272
Eisai Co., Ltd. 1,330,950
Elbit Systems, Ltd. 264,418
Electric Power Development Co., Ltd. 234,151
Electricite de France SA 535,200
Electrolux AB, Series B 381,056
Elisa Oyj 608,632
EMS-Chemie Holding AG 381,628
Enagas SA 434,627
Endesa SA 619,887
Enel SpA 5,041,023
Engie SA 2,236,375
Eni SpA 2,537,889
Epiroc AB, Class A 542,313
Epiroc AB, Class B 313,964
Equinor ASA 1,295,583
Erste Group Bank AG 785,892
EssilorLuxottica SA 2,992,641
Essity AB, Class B 1,366,913
Eurazeo SE 201,526
Eurofins Scientific SE 442,861
Eutelsat Communications SA 186,241
Evonik Industries AG 364,888
Evraz PLC 166,940
EXOR NV 568,945
Experian PLC 2,253,456
FamilyMart Co., Ltd. 391,899
FANUC Corp. 2,510,644
Fast Retailing Co., Ltd. 2,196,054
Page 61 of 142
Faurecia SA 257,829
Ferguson PLC 1,460,344
Ferrari NV 1,448,016
Ferrovial SA 1,127,022
Fiat Chrysler Automobiles NV 1,002,783
FinecoBank Banca Fineco SpA 506,998
Fisher & Paykel Healthcare Corp., Ltd. 612,251
Fixed Income Clearing Corp. Repurchase Agreement 0.25 02/03/2020 191,327,000
Fletcher Building, Ltd. 215,877
Flight Centre Travel Group, Ltd. 103,421
Flutter Entertainment PLC 632,620
Fortescue Metals Group, Ltd. 738,407
Fortum Oyj 765,473
Fraport AG Frankfurt Airport Services Worldwide 220,979
Fresenius Medical Care AG & Co. KGaA 1,172,743
Fresenius SE & Co. KGaA 1,522,488
Fuchs Petrolub SE (Preference Shares) 219,631
Fuji Electric Co., Ltd. 262,519
FUJIFILM Holdings Corp. 1,266,167
Fujitsu, Ltd. 1,485,795
Fukuoka Financial Group, Inc. 209,717
G4S PLC 284,459
Galapagos NV 690,088
Galaxy Entertainment Group, Ltd. 1,004,965
Galp Energia SGPS SA 539,006
GEA Group AG 327,518
Geberit AG 1,389,848
Gecina SA 615,717
Genmab A/S 1,068,702
Genting Singapore, Ltd. 269,637
Getlink SE 553,285
Givaudan SA 2,168,236
Gjensidige Forsikring ASA 309,063
GlaxoSmithKline PLC 8,331,207
Glencore PLC 2,260,801
GMO Payment Gateway, Inc. 188,564
Goodman Group 1,147,882
GPT Group 549,893
Grifols SA 712,690
Groupe Bruxelles Lambert SA 576,588
GVC Holdings PLC 479,901
H. Lundbeck A/S 210,194
Hakuhodo DY Holdings, Inc. 235,133
Halma PLC 750,672
Hamamatsu Photonics KK 424,767
Hang Lung Properties, Ltd. 300,045
Hang Seng Bank, Ltd. 1,099,003
Hankyu Hanshin Holdings, Inc. 662,256
Hannover Rueck SE 835,447
Hargreaves Lansdown PLC 458,721
Harvey Norman Holdings, Ltd. 111,462
HeidelbergCement AG 719,374
Heineken Holding NV 806,427
Heineken NV 2,006,623
Henderson Land Development Co., Ltd. 462,467
Henkel AG & Co. KGaA 685,771
Henkel AG & Co. KGaA (Preference Shares) 1,292,640
Hennes & Mauritz AB, Class B 1,255,304
Hermes International 1,688,750
Hexagon AB, Class B 1,017,845
Hikari Tsushin, Inc. 369,921
Hino Motors, Ltd. 189,677
Hirose Electric Co., Ltd. 290,288
Hisamitsu Pharmaceutical Co., Inc. 186,371
Hitachi Chemical Co., Ltd. 309,904
Hitachi Construction Machinery Co., Ltd. 204,712
Hitachi High-Technologies Corp. 352,087
Hitachi Metals, Ltd. 237,670
Hitachi, Ltd. 2,627,298
HK Electric Investments & HK Electric Investments, Ltd. 188,108
HKT Trust & HKT, Ltd. 401,432
HOCHTIEF AG 203,529
Honda Motor Co., Ltd. 2,962,532
Hong Kong & China Gas Co., Ltd. 1,382,721
Hong Kong Exchanges & Clearing, Ltd. 2,800,464
Hongkong Land Holdings, Ltd. 438,239
Hoshizaki Corp. 358,275
Hoya Corp. 2,604,969
Page 62 of 142
HSBC Holdings PLC 10,453,250
Hulic Co., Ltd. 261,936
Husqvarna AB, Class B 224,379
Iberdrola SA 4,701,512
Iberdrola SA 87,142
ICA Gruppen AB 282,744
ICADE 236,966
Idemitsu Kosan Co., Ltd. 348,749
IHI Corp. 248,424
Iida Group Holdings Co., Ltd. 176,957
Iliad SA 249,611
Imperial Brands PLC 1,741,552
Incitec Pivot, Ltd. 246,802
Industria de Diseno Textil SA 2,610,829
Industrivarden AB, Class C 280,272
Infineon Technologies AG 1,927,754
Informa PLC 914,240
ING Groep NV 3,007,998
Ingenico Group SA 501,936
Inpex Corp. 681,812
Insurance Australia Group, Ltd. 766,606
InterContinental Hotels Group PLC 758,075
Intertek Group PLC 872,927
Intesa Sanpaolo SpA 2,631,252
Investor AB, Class B 1,775,981
Ipsen SA 200,200
Isetan Mitsukoshi Holdings, Ltd. 186,378
iShares MSCI EAFE ETF 61,696,964
Israel Chemicals, Ltd. 210,691
Israel Discount Bank, Ltd., Class A 376,740
ISS A/S 271,929
Isuzu Motors, Ltd. 383,558
ITOCHU Corp. 2,235,238
Itochu Techno-Solutions Corp. 200,886
ITV PLC 459,664
J Sainsbury PLC 337,500
J. Front Retailing Co., Ltd. 197,250
James Hardie Industries PLC CDI 658,437
Japan Airlines Co., Ltd. 231,818
Japan Airport Terminal Co., Ltd. 165,146
Japan Exchange Group, Inc. 649,731
Japan Post Bank Co., Ltd. 264,738
Japan Post Holdings Co., Ltd. 1,017,563
Japan Post Insurance Co., Ltd. 270,029
Japan Prime Realty Investment Corp. 259,192
Japan Real Estate Investment Corp. 684,589
Japan Retail Fund Investment Corp. 397,837
Japan Tobacco, Inc. 1,807,109
Jardine Cycle & Carriage, Ltd. 148,496
Jardine Matheson Holdings, Ltd. 879,313
Jardine Strategic Holdings, Ltd. 480,476
JCDecaux SA 161,942
JD Sports Fashion PLC 339,103
Jeronimo Martins SGPS SA 307,649
JFE Holdings, Inc. 410,739
JGC Corp. 225,971
Johnson Matthey PLC 472,881
JSR Corp. 242,710
JTEKT Corp. 154,996
Julius Baer Group, Ltd. 795,785
JXTG Holdings, Inc. 960,197
Kajima Corp. 405,657
Kakaku.com, Inc. 254,470
Kamigumi Co., Ltd. 162,120
Kansai Electric Power Co., Inc. 561,477
Kansai Paint Co., Ltd. 301,813
Kao Corp. 2,740,755
Kawasaki Heavy Industries, Ltd. 197,985
KBC Group NV 1,299,395
KDDI Corp. 3,742,427
Keihan Holdings Co., Ltd. 307,615
Keikyu Corp. 288,809
Keio Corp. 416,213
Keisei Electric Railway Co., Ltd. 332,365
Keppel Corp., Ltd. 504,316
Kering SA 3,310,065
Kerry Group PLC, Class A 1,449,740
Kerry Properties, Ltd. 129,254
Page 63 of 142
Keyence Corp. 4,407,723
Kikkoman Corp. 497,703
Kingfisher PLC 406,321
Kingspan Group PLC 673,911
Kinnevik AB, Class B 415,814
Kintetsu Group Holdings Co., Ltd. 642,334
KION Group AG 290,765
Kirin Holdings Co., Ltd. 1,276,212
Klepierre SA 479,592
Knorr-Bremse AG 375,995
Kobayashi Pharmaceutical Co., Ltd. 282,958
Koito Manufacturing Co., Ltd. 318,882
Komatsu, Ltd. 1,443,584
Konami Holdings Corp. 258,368
Kone Oyj, Class B 1,560,961
Konica Minolta, Inc. 199,378
Koninklijke Ahold Delhaize NV 2,068,224
Koninklijke DSM NV 1,577,752
Koninklijke KPN NV 713,365
Koninklijke Philips NV 2,947,441
Koninklijke Vopak NV 267,854
Kose Corp. 317,804
Kubota Corp. 1,155,083
Kuehne & Nagel International AG 621,568
Kuraray Co., Ltd. 272,485
Kurita Water Industries, Ltd. 203,703
Kyocera Corp. 1,496,222
Kyowa Kirin Co., Ltd. 406,405
Kyushu Electric Power Co., Inc. 220,705
Kyushu Railway Co. 373,234
L E Lundbergforetagen AB, Class B 234,283
LafargeHolcim, Ltd. 1,784,500
Land Securities Group PLC 617,468
LANXESS AG 355,889
Lawson, Inc. 207,469
Legal & General Group PLC 1,707,276
Legrand SA 1,522,308
LendLease Group 479,267
Leonardo SpA 356,503
LINE Corp. 212,677
Link REIT 1,512,379
Lion Corp. 305,187
LIXIL Group Corp. 313,454
Lloyds Banking Group PLC 3,712,087
London Stock Exchange Group PLC 2,322,408
Lonza Group AG 2,177,975
L'Oreal SA 5,036,248
Lundin Petroleum AB 401,737
LVMH Moet Hennessy Louis Vuitton SE 8,638,621
M&G PLC 576,029
M3, Inc. 920,205
Macquarie Group, Ltd. 2,190,549
Magellan Financial Group, Ltd. 397,176
Makita Corp. 603,269
Mapfre SA 196,130
Mapletree Commercial Trust 246,157
Marks & Spencer Group PLC 320,745
Marubeni Corp. 798,823
Marui Group Co., Ltd. 310,763
Maruichi Steel Tube, Ltd. 110,378
Mazda Motor Corp. 336,318
McDonald's Holdings Co. Japan, Ltd. 223,613
Mebuki Financial Group, Inc. 139,071
Medibank Private, Ltd. 398,439
Mediobanca Banca di Credito Finanziario SpA 440,704
Medipal Holdings Corp. 275,989
Meggitt PLC 494,309
MEIJI Holdings Co., Ltd. 568,623
Melco Resorts & Entertainment, Ltd. ADR 301,501
Melrose Industries PLC 1,068,288
Mercari, Inc. 94,853
Merck KGaA 1,182,377
Mercury NZ, Ltd. 163,173
Meridian Energy, Ltd. 313,002
METRO AG 179,121
Metso Oyj 265,597
Micro Focus International PLC 325,923
Millicom International Cellular SA SDR 324,632
Page 64 of 142
Minebea Mitsumi, Inc. 501,959
Mirvac Group 626,171
MISUMI Group, Inc. 500,981
Mitsubishi Chemical Holdings Corp. 655,827
Mitsubishi Corp. 2,466,883
Mitsubishi Electric Corp. 1,791,103
Mitsubishi Estate Co., Ltd. 1,647,347
Mitsubishi Gas Chemical Co., Inc. 171,851
Mitsubishi Heavy Industries, Ltd. 826,573
Mitsubishi Materials Corp. 197,963
Mitsubishi Motors Corp. 175,967
Mitsubishi Tanabe Pharma Corp. 293,749
Mitsubishi UFJ Financial Group, Inc. 4,475,916
Mitsubishi UFJ Lease & Finance Co., Ltd. 180,085
Mitsui & Co., Ltd. 2,097,202
Mitsui Chemicals, Inc. 286,557
Mitsui Fudosan Co., Ltd. 1,678,072
Mitsui OSK Lines, Ltd. 196,498
Mizrahi Tefahot Bank, Ltd. 272,724
Mizuho Financial Group, Inc. 2,530,239
Moncler SpA 554,621
Mondi PLC 706,982
MonotaRO Co., Ltd. 215,717
Mowi ASA 746,139
MS&AD Insurance Group Holdings, Inc. 1,118,228
MTR Corp., Ltd. 613,270
MTU Aero Engines AG 1,126,400
Muenchener Rueckversicherungs-Gesellschaft AG 3,028,969
Murata Manufacturing Co., Ltd. 2,336,708
Nabtesco Corp. 228,329
Nagoya Railroad Co., Ltd. 390,382
National Australia Bank, Ltd. 3,492,074
National Grid PLC 3,296,304
Natixis SA 284,508
Naturgy Energy Group SA 553,960
NEC Corp. 787,640
Neste Oyj 1,197,317
Nestle SA 23,367,537
New World Development Co., Ltd. 543,652
Newcrest Mining, Ltd. 1,100,415
Nexon Co., Ltd. 471,905
Next PLC 858,930
NGK Insulators, Ltd. 310,839
NGK Spark Plug Co., Ltd. 193,389
NH Foods, Ltd. 259,805
NICE, Ltd. 760,918
Nidec Corp. 2,012,818
Nikon Corp. 274,667
Nintendo Co., Ltd. 2,963,085
Nippon Building Fund, Inc. 767,867
Nippon Express Co., Ltd. 291,292
Nippon Paint Holdings Co., Ltd. 497,197
Nippon Prologis REIT, Inc. 407,011
Nippon Shinyaku Co., Ltd. 285,984
Nippon Steel Corp. 793,115
Nippon Telegraph & Telephone Corp. 2,332,190
Nippon Yusen KK 173,249
Nissan Chemical Corp. 364,953
Nissan Motor Co., Ltd. 896,302
Nisshin Seifun Group, Inc. 240,252
Nissin Foods Holdings Co., Ltd. 338,841
Nitori Holdings Co., Ltd. 888,429
Nitto Denko Corp. 623,359
NMC Health PLC 113,661
NN Group NV 756,551
Nokia Oyj 1,563,654
Nokian Renkaat Oyj 239,916
Nomura Holdings, Inc. 1,209,966
Nomura Real Estate Holdings, Inc. 219,312
Nomura Real Estate Master Fund, Inc. 511,868
Nomura Research Institute, Ltd. 536,152
Nordea Bank Abp 1,814,478
Norsk Hydro ASA 301,059
Novartis AG 14,454,033
Novo Nordisk A/S, Class B 7,682,823
Novozymes A/S, Class B 792,747
NSK, Ltd. 210,707
NTT Data Corp. 629,992
Page 65 of 142
NTT DOCOMO, Inc. 2,716,018
NWS Holdings, Ltd. 142,554
NXP Semiconductors NV 2,515,253
Obayashi Corp. 504,936
OBIC Co., Ltd. 629,732
Ocado Group PLC 529,800
Odakyu Electric Railway Co., Ltd. 465,103
Oil Search, Ltd. 465,822
Oji Holdings Corp. 309,515
Olympus Corp. 1,334,419
Omron Corp. 785,557
OMV AG 521,871
Ono Pharmaceutical Co., Ltd. 624,280
Oracle Corp. Japan 234,076
Orange SA 2,013,011
Orica, Ltd. 407,397
Oriental Land Co., Ltd. 1,853,902
Origin Energy, Ltd. 676,620
Orion Oyj, Class B 351,406
ORIX Corp. 1,592,057
Orix JREIT, Inc. 392,524
Orkla ASA 519,044
Orsted A/S 1,466,790
Osaka Gas Co., Ltd. 449,426
Otsuka Corp. 289,469
Otsuka Holdings Co., Ltd. 1,229,694
Oversea-Chinese Banking Corp., Ltd. 1,808,315
Pan Pacific International Holdings Corp. 507,961
Panasonic Corp. 1,561,188
Pandora A/S 367,603
Pargesa Holding SA 220,295
Park24 Co., Ltd. 210,974
Partners Group Holding AG 1,218,837
PCCW, Ltd. 178,346
Pearson PLC 417,167
PeptiDream, Inc. 318,516
Pernod Ricard SA 2,619,442
Persimmon PLC 917,229
Persol Holdings Co., Ltd. 226,988
Peugeot SA 868,218
Pigeon Corp. 287,271
Pirelli & C SpA 137,445
Pola Orbis Holdings, Inc. 142,399
Porsche Automobil Holding SE (Preference Shares) 738,610
Poste Italiane SpA 425,121
Power Assets Holdings, Ltd. 709,672
Prosus NV 2,498,372
Proximus SADP 307,506
Prudential PLC 3,291,061
Prysmian SpA 380,214
Publicis Groupe SA 683,156
Puma SE 474,012
Qantas Airways, Ltd. 220,781
QBE Insurance Group, Ltd. 844,720
QIAGEN NV 540,141
Raiffeisen Bank International AG 240,096
Rakuten, Inc. 474,642
Ramsay Health Care, Ltd. 598,544
Randstad NV 486,508
REA Group, Ltd. 280,560
Reckitt Benckiser Group PLC 4,178,707
Recordati SpA 318,544
Recruit Holdings Co., Ltd. 3,773,471
Red Electrica Corp. SA 615,290
RELX PLC 3,671,803
Remy Cointreau SA 170,640
Renault SA 531,388
Renesas Electronics Corp. 345,661
Rentokil Initial PLC 812,784
Repsol SA 1,453,006
Resona Holdings, Inc. 610,531
Ricoh Co., Ltd. 539,640
Rinnai Corp. 171,397
Rio Tinto PLC 4,331,293
Rio Tinto, Ltd. 1,719,719
Roche Holding AG 16,818,285
Rohm Co., Ltd. 482,667
Rolls-Royce Holdings PLC 1,086,486
Page 66 of 142
Royal Bank of Scotland Group PLC 982,798
Royal Dutch Shell PLC, Class A 8,004,553
Royal Dutch Shell PLC, Class B 6,996,243
RSA Insurance Group PLC 532,283
RWE AG 1,444,862
Ryman Healthcare, Ltd. 299,713
Ryohin Keikaku Co., Ltd. 283,289
Safran SA 3,763,970
Sage Group PLC 752,026
Sampo Oyj, Class A 1,428,487
Sands China, Ltd. 832,913
Sandvik AB 1,467,161
Sankyo Co., Ltd. 107,362
Sanofi 7,729,979
Santen Pharmaceutical Co., Ltd. 478,702
Santos, Ltd. 719,008
SAP SE 9,147,841
Sartorius AG (Preference Shares) 590,299
Sartorius Stedim Biotech 354,371
SATS, Ltd. 158,375
SBI Holdings, Inc. 389,659
Scentre Group 964,734
Schibsted ASA, Class B 198,055
Schindler Holding AG 747,966
Schindler Holding AG 356,334
Schneider Electric SE 3,942,051
Schroders PLC 374,717
SCOR SE 480,403
SEB SA 207,128
Secom Co., Ltd. 1,311,904
Securitas AB, Class B 350,019
SEEK, Ltd. 354,914
Sega Sammy Holdings, Inc. 170,052
Segro PLC 937,496
Seibu Holdings, Inc. 222,256
Seiko Epson Corp. 291,273
Sekisui Chemical Co., Ltd. 428,079
Sekisui House, Ltd. 952,711
Sembcorp Industries, Ltd. 107,657
SES SA FDR 318,662
Seven & i Holdings Co., Ltd. 2,055,008
Seven Bank, Ltd. 125,439
Severn Trent PLC 577,957
SG Holdings Co., Ltd. 216,979
SGS SA 1,089,071
Sharp Corp. 205,216
Shimadzu Corp. 442,247
Shimamura Co., Ltd. 120,180
Shimano, Inc. 811,878
Shimizu Corp. 430,543
Shin-Etsu Chemical Co., Ltd. 2,948,023
Shinsei Bank, Ltd. 210,198
Shionogi & Co., Ltd. 1,141,394
Shiseido Co., Ltd. 1,841,742
Shizuoka Bank, Ltd. 225,753
Showa Denko KK 230,373
Siemens AG 6,738,418
Siemens Gamesa Renewable Energy SA 270,147
Siemens Healthineers AG 503,339
Sika AG 1,633,828
Singapore Airlines, Ltd. 239,176
Singapore Exchange, Ltd. 360,309
Singapore Press Holdings, Ltd. 168,228
Singapore Technologies Engineering, Ltd. 329,525
Singapore Telecommunications, Ltd. 1,404,376
Sino Land Co., Ltd. 296,538
SJM Holdings, Ltd. 156,954
Skandinaviska Enskilda Banken AB, Class A 1,143,365
Skanska AB, Class B 559,033
SKF AB, Class B 493,808
SMC Corp. 1,774,002
Smith & Nephew PLC 1,497,065
Smiths Group PLC 630,395
Smurfit Kappa Group PLC 556,488
Snam SpA 777,391
Societe Generale SA 1,865,211
Sodexo SA 658,832
Softbank Corp. 1,636,915
Page 67 of 142
SoftBank Group Corp. 4,514,518
Sohgo Security Services Co., Ltd. 265,449
Solvay SA 543,118
Sompo Holdings, Inc. 891,654
Sonic Healthcare, Ltd. 667,812
Sonova Holding AG 991,339
Sony Corp. 6,361,093
Sony Financial Holdings, Inc. 248,004
South32, Ltd. 609,011
Spark New Zealand, Ltd. 392,236
Spirax-Sarco Engineering PLC 616,126
Square Enix Holdings Co., Ltd. 321,968
SSE PLC 1,451,557
St James's Place PLC 569,070
Standard Chartered PLC 1,614,100
Standard Life Aberdeen PLC 682,369
Stanley Electric Co., Ltd. 238,364
STMicroelectronics NV 1,359,184
Stockland 550,181
Stora Enso Oyj, Class R 538,934
Straumann Holding AG 700,616
Subaru Corp. 1,092,255
Suez 398,969
SUMCO Corp. 272,696
Sumitomo Chemical Co., Ltd. 450,329
Sumitomo Corp. 1,259,731
Sumitomo Dainippon Pharma Co., Ltd. 193,441
Sumitomo Electric Industries, Ltd. 708,576
Sumitomo Heavy Industries, Ltd. 205,192
Sumitomo Metal Mining Co., Ltd. 469,103
Sumitomo Mitsui Financial Group, Inc. 3,315,078
Sumitomo Mitsui Trust Holdings, Inc. 866,440
Sumitomo Realty & Development Co., Ltd. 873,672
Sumitomo Rubber Industries, Ltd. 133,436
Sun Hung Kai Properties, Ltd. 1,573,257
Suncorp Group, Ltd. 761,357
Sundrug Co., Ltd. 171,749
Suntec Real Estate Investment Trust 186,471
Suntory Beverage & Food, Ltd. 419,221
Suzuken Co., Ltd. 195,149
Suzuki Motor Corp. 1,189,447
Svenska Handelsbanken AB, Class A 1,073,364
Swatch Group AG 182,372
Swatch Group AG 516,609
Swedbank AB, Class A 988,008
Swedish Match AB 684,666
Swire Pacific, Ltd., Class A 310,914
Swire Properties, Ltd. 257,160
Swiss Life Holding AG 1,201,044
Swiss Prime Site AG 659,939
Swiss Re AG 2,368,363
Swisscom AG 1,011,180
Sydney Airport 434,643
Symrise AG 942,699
Sysmex Corp. 851,140
T&D Holdings, Inc. 418,701
Tabcorp Holdings, Ltd. 445,545
Taiheiyo Cement Corp. 230,418
Taisei Corp. 571,717
Taisho Pharmaceutical Holdings Co., Ltd. 169,540
Taiyo Nippon Sanso Corp. 201,590
Takeda Pharmaceutical Co., Ltd. 4,087,314
Taylor Wimpey PLC 665,948
TDK Corp. 975,240
Techtronic Industries Co., Ltd. 772,839
Teijin, Ltd. 226,879
Tele2 AB, Class B 535,635
Telecom Italia SpA 349,020
Telecom Italia SpA (RSP) 225,210
Telefonaktiebolaget LM Ericsson, Class B 1,719,503
Telefonica Deutschland Holding AG 192,045
Telefonica SA 2,249,494
Telenet Group Holding NV 152,622
Telenor ASA 928,891
Teleperformance 1,047,312
Telia Co AB 831,931
Telstra Corp., Ltd. 746,479
Temenos AG 747,964
Page 68 of 142
Tenaris SA 347,586
Terna Rete Elettrica Nazionale SpA 698,906
Terumo Corp. 1,638,344
Tesco PLC 2,277,409
Teva Pharmaceutical Industries, Ltd. ADR 808,590
Thales SA 835,628
THK Co., Ltd. 214,265
thyssenkrupp AG 356,084
Tobu Railway Co., Ltd. 480,683
Toho Co., Ltd. 298,515
Toho Gas Co., Ltd. 204,124
Tohoku Electric Power Co., Inc. 284,088
Tokio Marine Holdings, Inc. 2,463,278
Tokyo Century Corp. 152,774
Tokyo Electric Power Co. Holdings, Inc. 429,424
Tokyo Electron, Ltd. 2,459,473
Tokyo Gas Co., Ltd. 585,268
Tokyu Corp. 626,629
Tokyu Fudosan Holdings Corp. 307,119
Toppan Printing Co., Ltd. 395,824
Toray Industries, Inc. 654,188
Toshiba Corp. 1,119,612
Tosoh Corp. 259,727
TOTAL SA 8,318,719
TOTO, Ltd. 408,661
Toyo Seikan Group Holdings, Ltd. 171,854
Toyo Suisan Kaisha, Ltd. 263,969
Toyoda Gosei Co., Ltd. 103,840
Toyota Industries Corp. 561,231
Toyota Motor Corp. 11,274,708
Toyota Tsusho Corp. 518,249
TPG Telecom, Ltd. 130,550
Transurban Group 1,996,958
Treasury Wine Estates, Ltd. 437,053
Trend Micro, Inc. 471,354
Tryg A/S 260,714
Tsuruha Holdings, Inc. 318,896
TUI AG 320,665
Ubisoft Entertainment SA 458,343
UBS Group AG 3,409,196
UCB SA 828,463
Umicore SA 645,920
Unibail-Rodamco-Westfield 1,335,145
Unicharm Corp. 981,236
UniCredit SpA 1,911,078
Unilever NV 6,070,673
Unilever PLC 4,714,882
Uniper SE 469,813
United Internet AG 284,029
United Overseas Bank, Ltd. 1,662,158
United States Treasury Bills 1.53 05/28/2020 8,160,158
United States Treasury Bills 1.53 04/02/2020 149,629
United States Treasury Bills 1.53 07/16/2020 496,598
United States Treasury Bills 1.54 03/26/2020 2,694,096
United Urban Investment Corp. 378,286
United Utilities Group PLC 651,154
UOL Group, Ltd. 191,654
UPM-Kymmene Oyj 1,200,278
USS Co., Ltd. 283,834
Valeo SA 510,740
Venture Corp., Ltd. 231,028
Veolia Environnement SA 1,130,240
Verbund AG 255,696
Vestas Wind Systems A/S 1,340,234
Vicinity Centres 383,109
Vifor Pharma AG 596,318
Vinci SA 4,024,014
Vitasoy International Holdings, Ltd. 186,965
Vivendi SA 1,663,885
Vodafone Group PLC 3,746,126
voestalpine AG 200,471
Volkswagen AG 424,236
Volkswagen AG (Preference Shares) 2,376,534
Volvo AB, Class B 1,805,086
Vonovia SE 2,093,479
Wartsila Oyj Abp 387,269
Washington H. Soul Pattinson & Co., Ltd. 120,427
Weir Group PLC 327,592
Page 69 of 142
Welcia Holdings Co., Ltd. 187,818
Wendel SA 257,547
Wesfarmers, Ltd. 2,395,201
West Japan Railway Co. 977,629
Westpac Banking Corp. 4,114,806
WH Group, Ltd. 644,258
Wharf Real Estate Investment Co., Ltd. 442,009
Wheelock & Co., Ltd. 353,430
Whitbread PLC 560,280
Wilmar International, Ltd. 385,197
Wirecard AG 1,234,922
WiseTech Global, Ltd. 166,114
Wix.com, Ltd. 480,723
WM Morrison Supermarkets PLC 409,384
Wolters Kluwer NV 1,495,593
Woodside Petroleum, Ltd. 1,523,885
Woolworths Group, Ltd. 2,454,954
Worldline SA 504,337
Worley, Ltd. 239,444
WPP PLC 1,117,366
Wynn Macau, Ltd. 229,778
Yakult Honsha Co., Ltd. 427,665
Yamada Denki Co., Ltd. 224,887
Yamaha Corp. 514,664
Yamaha Motor Co., Ltd. 365,800
Yamato Holdings Co., Ltd. 351,062
Yamazaki Baking Co., Ltd. 163,821
Yangzijiang Shipbuilding Holdings, Ltd. 114,597
Yara International ASA 458,835
Yaskawa Electric Corp. 588,042
Yokogawa Electric Corp. 281,223
Yokohama Rubber Co., Ltd. 141,853
Yue Yuen Industrial Holdings, Ltd. 142,462
Z Holdings Corp. 740,657
Zalando SE 473,811
ZOZO, Inc. 129,985
Zurich Insurance Group AG 4,423,026
Futures Contracts
Description Expiration Month
Unrealized
Appreciation
(Depreciation) ($)
mini MSCI EAFE Index Long March 2020 (5,996,425)
VALIC Company I - International Government Bond Fund - (unaudited)
January 31, 2020
Security Coupon(%) Maturity Date Market Value ($)
Adani Green Energy UP, Ltd./Prayatna Developers Pvt, Ltd./Parampujya Solar Energy 6.25 12/10/2024 248,681
Arab Republic of Egypt 5.63 04/16/2030 580,856
Arab Republic of Egypt 6.38 04/11/2031 602,081
Arab Republic of Egypt 6.59 02/21/2028 692,013
Arab Republic of Egypt 7.60 03/01/2029 861,861
Arab Republic of Egypt 8.50 01/31/2047 785,233
Azure Orbit IV International Finance, Ltd. 3.75 01/25/2023 206,493
Banco de Credito e Inversiones SA 3.50 10/12/2027 525,782
Banco do Brasil SA 4.75 03/20/2024 498,788
BRF SA 4.88 01/24/2030 307,050
CBQ Finance, Ltd. 3.25 06/13/2021 201,600
China Minmetals Corp. 3.75 12/31/2099 434,520
Chinalco Capital Holdings, Ltd. 4.25 04/21/2022 447,657
CNAC HK Finbridge Co., Ltd. 4.13 07/19/2027 215,349
CNAC HK Finbridge Co., Ltd. 5.13 03/14/2028 480,136
Commonwealth of Australia 1.75 11/21/2020 674,752
Commonwealth of Australia 2.75 04/21/2024 727,172
Commonwealth of Australia 2.75 06/21/2035 817,033
Commonwealth of Australia 3.25 06/21/2039 708,260
CRCC Chengan, Ltd. 3.97 12/31/2099 305,409
Dominican Republic 5.88 01/30/2060 299,850
Dominican Republic 6.60 01/28/2024 444,600
Dominican Republic 6.85 01/27/2045 1,428,750
Ecopetrol SA 5.88 05/28/2045 210,350
Emirate of Abu Dhabi 2.50 10/11/2022 741,191
Emirate of Abu Dhabi 2.50 09/30/2029 608,340
Emirate of Abu Dhabi 3.13 10/11/2027 1,325,000
Empresa Nacional del Petroleo 5.25 11/06/2029 340,821
Page 70 of 142
Energuate Trust 5.88 05/03/2027 209,500
Equate Petrochemical BV 3.00 03/03/2022 302,064
Export-Import Bank of India 3.38 08/05/2026 577,028
Federal Republic of Germany 0.50 02/15/2028 1,205,770
Federal Republic of Germany 1.50 02/15/2023 1,184,305
Federal Republic of Germany 2.50 07/04/2044 1,081,121
Federal Republic of Germany 4.75 07/04/2034 97,012
Federal Republic of Nigeria 6.50 11/28/2027 483,395
Federal Republic of Nigeria 7.63 11/28/2047 359,973
Federative Republic of Brazil 4.75 01/14/2050 504,700
Globo Comunicacao e Participacoes SA 4.88 01/22/2030 204,104
Government of Canada 1.00 06/01/2027 1,776,588
Government of France 0.50 05/25/2029 1,243,998
Government of France 1.75 06/25/2039 1,696,202
Government of France 1.75 05/25/2066 384,891
Government of France 2.00 05/25/2048 1,207,477
Government of France 5.50 04/25/2029 768,918
Government of France 6.00 10/25/2025 1,526,702
Government of Japan 0.10 06/20/2028 1,409,741
Government of Japan 0.80 06/20/2023 1,429,842
Government of Japan 1.30 06/20/2035 816,801
Government of Japan 1.50 03/20/2034 995,835
Government of Japan 1.60 06/20/2030 1,350,664
Government of Japan 1.70 12/20/2032 2,239,343
Government of Japan 1.80 12/20/2031 592,966
Government of Japan 1.90 09/20/2042 1,500,988
Government of Japan 2.00 09/20/2040 1,059,513
Government of Japan 2.00 09/20/2041 1,257,819
Government of Japan 2.00 03/20/2042 1,642,591
Government of Japan 2.10 12/20/2027 652,173
Government of Japan 2.10 09/20/2029 1,428,998
Government of Japan 2.10 12/20/2030 681,958
Government of Japan 2.20 03/20/2051 467,120
Government of Japan 2.30 12/20/2036 1,626,131
Government of Mongolia 5.63 05/01/2023 612,600
Government of Romania 3.38 01/28/2050 1,175,592
Government of Romania 6.13 01/22/2044 466,423
Government of Ukraine 7.75 09/01/2023 607,420
Government of Ukraine 7.75 09/01/2024 512,279
Government of Ukraine 7.75 09/01/2027 226,444
Government of Ukraine 9.75 11/01/2028 871,500
GTL Trade Finance, Inc. 7.25 04/16/2044 260,250
Huarong Finance II Co., Ltd. 4.63 06/03/2026 215,037
Kazakhstan Temir Zholy Finance BV 6.95 07/10/2042 565,408
Kingdom of Bahrain 5.63 09/30/2031 447,302
Kingdom of Bahrain 7.00 10/12/2028 707,274
Kingdom of Bahrain 7.50 09/20/2047 671,688
Kingdom of Belgium 1.45 06/22/2037 1,331,955
Kingdom of Saudi Arabia 2.75 02/03/2032 914,550
Kingdom of Saudi Arabia 4.38 04/16/2029 935,584
Kingdom of Spain 1.30 10/31/2026 1,208,553
Kingdom of Spain 2.75 10/31/2024 1,265,735
Kingdom of Spain 4.65 07/30/2025 1,961,177
Kingdom of Spain 5.15 10/31/2044 847,846
Kingdom of Spain 6.00 01/31/2029 674,879
Mexico City Airport Trust 4.25 10/31/2026 644,883
Millicom International Cellular SA 6.63 10/15/2026 220,250
Ooredoo International Finance, Ltd. 3.25 02/21/2023 459,641
Oriental Republic of Uruguay 5.10 06/18/2050 631,250
Pertamina Persero PT 6.50 05/27/2041 384,751
Perusahaan Listrik Negara PT 4.13 05/15/2027 212,750
Petkim Petrokimya Holding AS 5.88 01/26/2023 308,225
Petra Diamonds US Treasury PLC 7.25 05/01/2022 183,000
Petrobras Global Finance BV 6.75 01/27/2041 548,100
Petroleos Mexicanos 5.35 02/12/2028 645,792
Petroleos Mexicanos 6.38 01/23/2045 497,775
Petroleos Mexicanos 6.75 09/21/2047 506,000
Philippine National Bank 3.28 09/27/2024 307,031
PT Pelabuhan Indonesia II 4.25 05/05/2025 424,500
Republic of Chile 3.24 02/06/2028 449,400
Republic of Colombia 3.88 04/25/2027 644,700
Republic of Colombia 5.00 06/15/2045 486,000
Republic of Colombia 7.38 09/18/2037 440,250
Republic of Ecuador 10.75 03/28/2022 801,900
Republic of Ecuador 10.75 01/31/2029 871,200
Republic of Ghana 8.95 03/26/2051 388,146
Republic of Ghana 10.75 10/14/2030 475,295
Republic of Guatemala 4.88 02/13/2028 1,078,500
Page 71 of 142
Republic of Guatemala 4.90 06/01/2030 430,400
Republic of Honduras 6.25 01/19/2027 887,200
Republic of Indonesia 0.90 02/14/2027 1,107,663
Republic of Indonesia 2.85 02/14/2030 496,051
Republic of Indonesia 3.50 02/14/2050 615,687
Republic of Indonesia 3.70 01/08/2022 566,819
Republic of Indonesia 4.13 01/15/2025 756,054
Republic of Indonesia 4.35 01/08/2027 221,019
Republic of Indonesia 7.75 01/17/2038 461,124
Republic of Ireland 1.00 05/15/2026 721,649
Republic of Italy 0.65 10/15/2023 792,500
Republic of Italy 1.25 12/01/2026 581,192
Republic of Italy 1.50 06/01/2025 940,092
Republic of Italy 2.00 02/01/2028 611,371
Republic of Italy 2.25 09/01/2036 1,858,549
Republic of Italy 2.70 03/01/2047 654,490
Republic of Italy 3.00 08/01/2029 252,168
Republic of Italy 3.85 09/01/2049 871,045
Republic of Italy 4.50 03/01/2024 976,788
Republic of Italy 4.75 09/01/2028 221,603
Republic of Italy 6.00 05/01/2031 1,015,023
Republic of Italy 6.50 11/01/2027 1,197,208
Republic of Italy 9.00 11/01/2023 786,947
Republic of Ivory Coast 5.75 12/31/2032 1,303,310
Republic of Ivory Coast 5.88 10/17/2031 586,953
Republic of Ivory Coast 6.13 06/15/2033 614,856
Republic of Ivory Coast 6.63 03/22/2048 563,536
Republic of Kenya 6.88 06/24/2024 650,172
Republic of Panama 3.87 07/23/2060 566,250
Republic of Panama 4.50 05/15/2047 744,000
Republic of Panama 6.70 01/26/2036 719,750
Republic of Peru 5.63 11/18/2050 489,600
Republic of Poland 2.25 04/25/2022 706,896
Republic of South Africa 5.38 07/24/2044 338,489
Republic of South Africa 6.75 03/31/2021 267,049
Republic of South Africa 8.00 01/31/2030 311,746
Republic of South Africa 9.00 01/31/2040 578,032
Republic of Sri Lanka 5.75 04/18/2023 720,720
Republic of Sri Lanka 7.55 03/28/2030 713,385
Republic of Sri Lanka 7.55 03/28/2030 842,190
Republic of the Philippines 0.70 02/03/2029 1,107,386
Republic of the Philippines 7.75 01/14/2031 751,360
Republic of Turkey 5.75 05/11/2047 964,800
Republic of Turkey 6.88 03/17/2036 1,054,500
Saka Energi Indonesia PT 4.45 05/05/2024 406,145
Southern Copper Corp. 3.88 04/23/2025 320,581
SPIC Luxembourg Latin America Renewable Energy Investment Co. SARL 4.65 10/30/2023 393,236
State of Kuwait 2.75 03/20/2022 814,000
State of Qatar 2.38 06/02/2021 753,375
State of Qatar 4.50 04/23/2028 1,041,631
State of Qatar 5.10 04/23/2048 951,998
State Street Institutional U.S. Government Money Market Fund, Premier Class 4,649,153
Stillwater Mining Co. 7.13 06/27/2025 319,500
Sultanate of Oman 4.75 06/15/2026 202,076
Sultanate of Oman 6.00 08/01/2029 491,235
Sultanate of Oman 6.75 01/17/2048 498,280
Termocandelaria Power, Ltd. 7.88 01/30/2029 602,938
Unifin Financiera SAB de CV SOFOM ENR 7.25 09/27/2023 306,675
United Kingdom Gilt Treasury 0.88 10/22/2029 1,228,125
United Kingdom Gilt Treasury 1.50 01/22/2021 1,131,954
United Kingdom Gilt Treasury 1.63 10/22/2028 580,983
United Kingdom Gilt Treasury 1.75 07/22/2057 661,907
United Kingdom Gilt Treasury 2.00 09/07/2025 1,296,071
United Kingdom Gilt Treasury 2.25 09/07/2023 422,039
United Kingdom Gilt Treasury 3.25 01/22/2044 777,700
United Kingdom Gilt Treasury 3.75 09/07/2021 971,730
United Kingdom Gilt Treasury 3.75 07/22/2052 466,458
United Kingdom Gilt Treasury 4.25 12/07/2055 526,414
United Mexican States 4.60 02/10/2048 795,557
United Mexican States 8.50 05/31/2029 596,920
United Mexican States 10.00 12/05/2024 1,812,559
United States Treasury Bonds 3.00 02/15/2048 847,191
United States Treasury Bonds 3.00 02/15/2049 1,461,375
United States Treasury Bonds 3.13 08/15/2044 1,213,828
United States Treasury Bonds 3.38 05/15/2044 883,148
United States Treasury Bonds 3.38 11/15/2048 1,234,258
United States Treasury Bonds 3.75 11/15/2043 665,664
United States Treasury Notes 1.75 05/15/2023 2,028,203
Page 72 of 142
United States Treasury Notes 1.88 10/31/2022 2,030,000
United States Treasury Notes 2.00 01/15/2021 2,008,984
United States Treasury Notes 2.00 11/30/2022 2,547,559
United States Treasury Notes 2.00 02/15/2025 2,579,883
United States Treasury Notes 2.00 08/15/2025 2,067,109
United States Treasury Notes 2.13 12/31/2022 2,148,727
United States Treasury Notes 2.13 03/31/2024 1,548,574
United States Treasury Notes 2.13 05/15/2025 1,558,828
United States Treasury Notes 2.25 11/15/2024 1,563,574
United States Treasury Notes 2.25 11/15/2025 2,095,859
United States Treasury Notes 2.25 02/15/2027 1,054,609
United States Treasury Notes 2.25 11/15/2027 635,039
United States Treasury Notes 2.38 08/15/2024 2,144,252
United States Treasury Notes 2.38 05/15/2029 1,612,324
United States Treasury Notes 2.50 08/15/2023 2,082,109
United States Treasury Notes 2.50 05/15/2024 2,831,520
United States Treasury Notes 2.75 11/30/2020 807,781
United States Treasury Notes 2.75 11/15/2023 1,579,219
United States Treasury Notes 2.75 02/15/2024 1,267,359
United States Treasury Notes 3.13 11/15/2028 1,133,867
United States Treasury Notes 3.63 02/15/2021 2,043,047
VALIC Company I - International Growth Fund - (unaudited)
January 31, 2020
Security Coupon(%) Maturity Date Market Value ($)
AIA Group, Ltd. 12,965,750
ASML Holding NV 19,188,460
Booking Holdings, Inc. 15,422,384
Brookfield Asset Management, Inc., Class A 13,836,031
Brookfield Infrastructure Partners LP 17,737,392
Calbee, Inc. 11,305,336
Chocoladefabriken Lindt & Spruengli AG 18,293,623
Chr. Hansen Holding A/S 11,151,252
Constellation Software, Inc. 12,663,874
Diageo PLC 6,354,211
DSV A/S 35,229,349
EPAM Systems, Inc. 30,777,911
Foshan Haitian Flavouring & Food Co., Ltd., Class A 14,343,452
Haidilao International Holding, Ltd. 3,238,517
HDFC Bank, Ltd. 19,192,171
Hermes International 28,070,871
Keyence Corp. 26,446,339
Kotak Mahindra Bank, Ltd. 8,272,168
Kuehne & Nagel International AG 9,812,071
Moncler SpA 30,626,802
Over the Counter Purchased Call Options 06/16/2020 87,940
Over the Counter Purchased Call Options 09/21/2020 137,016
Pernod Ricard SA 8,002,626
Pigeon Corp. 14,545,698
Rational AG 5,206,158
Reckitt Benckiser Group PLC 12,735,894
Remy Cointreau SA 5,372,448
Rightmove PLC 22,734,569
Taiwan Semiconductor Manufacturing Co., Ltd. ADR 9,618,635
TAL Education Group ADR 15,996,044
Vitrolife AB 13,473,527
Over the Counter Options Purchased
Description Exercise Price ($) Expiration Date
Unrealized
Appreciation
(Depreciation) ($)
Call option to sell Chinese Yuan in exchange for U.S. Dollars 7.85 06/16/2020 (390,722)
Call option to sell Chinese Yuan in exchange for U.S. Dollars 8.09 09/21/2020 (337,007)
VALIC Company I - International Socially Responsible Fund - (unaudited)
January 31, 2020
Security Coupon(%) Maturity Date Market Value ($)
3i Group PLC 1,082,454
ABB, Ltd. 2,532,373
ABN AMRO Group NV CVA 703,017
Accor SA 533,105
Adecco Group AG 388,298
Admiral Group PLC 603,227
Page 73 of 142
Aegon NV 649,307
Aena SME SA 841,596
Aeon Co., Ltd. 537,190
AerCap Holdings NV 526,473
Aeroports de Paris 430,059
Ageas 141,307
AGL Energy, Ltd. 330,426
AIA Group, Ltd. 3,283,048
Air Liquide SA 3,270,485
Ajinomoto Co., Inc. 453,257
Akzo Nobel NV 1,443,919
Alcon, Inc. 1,368,106
Amadeus IT Group SA 1,369,521
Amcor PLC CDI 629,104
Antofagasta PLC 831,781
Aozora Bank, Ltd. 61,803
APA Group 561,602
Arkema SA 321,965
Aroundtown SA 415,814
Ashtead Group PLC 1,018,274
ASML Holding NV 3,659,940
Assa Abloy AB, Class B 763,653
Assicurazioni Generali SpA 2,089,033
Astellas Pharma, Inc. 1,644,237
ASX, Ltd. 518,430
Atlas Copco AB, Class B 1,164,548
Atos SE 346,376
Auckland International Airport, Ltd. 160,343
Aurizon Holdings, Ltd. 427,523
Auto Trader Group PLC 491,589
Aviva PLC 2,031,784
AXA SA 3,075,358
Baloise Holding AG 574,439
Banco de Sabadell SA 230,538
Banco Espirito Santo SA 0
Bank Hapoalim B.M. 498,379
Bank Leumi Le-Israel B.M. 534,795
Bankia SA 233,038
Bankinter SA 188,410
Barratt Developments PLC 715,638
Beiersdorf AG 894,721
Berkeley Group Holdings PLC 649,587
BGP Holdings PLC 0
BOC Hong Kong Holdings, Ltd. 418,170
Boliden AB 635,548
Bouygues SA 847,611
Brambles, Ltd. 602,367
Brenntag AG 125,094
Bridgestone Corp. 936,416
British Land Co. PLC 1,051,971
BT Group PLC 965,094
Bunzl PLC 691,765
Burberry Group PLC 887,636
Bureau Veritas SA 323,583
CaixaBank SA 505,800
Caltex Australia, Ltd. 532,118
Canon, Inc. 1,088,272
Capgemini SE 918,344
CapitaLand, Ltd. 691,653
Carrefour SA 529,942
Casino Guichard Perrachon SA 157,289
Central Japan Railway Co. 1,271,944
Centrica PLC 478,803
Check Point Software Technologies, Ltd. 613,159
Chiba Bank, Ltd. 42,611
Chr. Hansen Holding A/S 192,227
Chubu Electric Power Co., Inc. 379,083
Chugai Pharmaceutical Co., Ltd. 1,443,094
Cie de Saint-Gobain 1,052,280
Cie Generale des Etablissements Michelin SCA 969,083
City Developments, Ltd. 205,642
CK Asset Holdings, Ltd. 663,124
CNH Industrial NV 651,439
CNP Assurances 446,788
Coca-Cola Amatil, Ltd. 515,369
Coca-Cola European Partners PLC 369,112
Coca-Cola HBC AG 904,119
Coles Group, Ltd. 511,507
Page 74 of 142
ComfortDelGro Corp., Ltd. 25,873
Commerzbank AG 258,949
Compass Group PLC 1,990,867
Computershare, Ltd. 194,807
Concordia Financial Group, Ltd. 92,420
Continental AG 650,879
Covestro AG 224,845
Covivio 544,068
CRH PLC 1,198,284
Croda International PLC 898,226
CSL, Ltd. 3,344,516
Dai Nippon Printing Co., Ltd. 157,660
Dai-ichi Life Holdings, Inc. 520,675
Daiichi Sankyo Co., Ltd. 1,415,654
Daikin Industries, Ltd. 1,041,345
Daiwa House Industry Co., Ltd. 575,746
Danone SA 3,132,013
Dassault Systemes SE 949,353
DBS Group Holdings, Ltd. 1,544,798
DCC PLC 645,471
Demant A/S 84,627
Denso Corp. 860,406
Dentsu, Inc. 248,408
Deutsche Boerse AG 1,083,921
Deutsche Wohnen SE 729,429
Dexus 237,252
Direct Line Insurance Group PLC 755,015
DSV A/S 565,322
East Japan Railway Co. 1,406,881
Edenred 526,423
EDP - Energias de Portugal SA 973,717
Eiffage SA 1,190,652
Eisai Co., Ltd. 773,289
Elisa Oyj 290,509
EMS-Chemie Holding AG 357,366
Enagas SA 797,342
Epiroc AB, Class A 264,041
Equinor ASA 2,503,565
Erste Group Bank AG 452,681
EssilorLuxottica SA 1,976,886
Essity AB, Class B 1,206,640
Eurazeo SE 361,739
Eutelsat Communications SA 168,392
Evraz PLC 312,930
EXOR NV 592,916
Experian PLC 1,800,943
FANUC Corp. 1,037,005
Ferguson PLC 1,303,043
Ferrari NV 801,037
Fixed Income Clearing Corp. Repurchase Agreement 0.25 02/03/2020 22,613,000
Fletcher Building, Ltd. 49,893
Fortescue Metals Group, Ltd. 571,707
Fraport AG Frankfurt Airport Services Worldwide 108,324
Fresnillo PLC 291,915
FUJIFILM Holdings Corp. 598,462
Galp Energia SGPS SA 945,713
Geberit AG 1,075,484
Gecina SA 714,648
Genmab A/S 468,222
Getlink SE 463,369
Givaudan SA 1,828,315
Goodman Group 502,936
GPT Group 245,664
Grifols SA 646,614
Groupe Bruxelles Lambert SA 1,271,850
Halma PLC 555,464
Hang Lung Properties, Ltd. 179,193
Hang Seng Bank, Ltd. 444,450
Hankyu Hanshin Holdings, Inc. 373,789
Hannover Rueck SE 319,648
Hargreaves Lansdown PLC 390,939
HeidelbergCement AG 528,537
Henderson Land Development Co., Ltd. 477,125
Henkel AG & Co. KGaA 389,973
Henkel AG & Co. KGaA (Preference Shares) 1,523,586
Hennes & Mauritz AB, Class B 602,905
Hermes International 2,516,259
Hexagon AB, Class B 299,860
Page 75 of 142
Hisamitsu Pharmaceutical Co., Inc. 287,112
Hitachi Metals, Ltd. 528,156
Hitachi, Ltd. 985,237
Hong Kong & China Gas Co., Ltd. 956,839
Hong Kong Exchanges & Clearing, Ltd. 978,515
Hongkong Land Holdings, Ltd. 290,927
Hoya Corp. 1,028,530
ICADE 105,244
Idemitsu Kosan Co., Ltd. 232,067
Iliad SA 94,807
Industrivarden AB, Class C 70,634
Infineon Technologies AG 500,636
Informa PLC 1,182,251
Inpex Corp. 589,093
Insurance Australia Group, Ltd. 290,647
InterContinental Hotels Group PLC 1,039,734
Intertek Group PLC 977,186
Investec PLC 445,447
Investor AB, Class B 2,336,892
Ipsen SA 243,479
Isuzu Motors, Ltd. 189,822
ITV PLC 606,467
J Sainsbury PLC 659,166
Jardine Cycle & Carriage, Ltd. 226,986
Jardine Matheson Holdings, Ltd. 484,608
Jardine Strategic Holdings, Ltd. 268,269
JFE Holdings, Inc. 680,654
John Wood Group PLC 432,519
Johnson Matthey PLC 568,557
Julius Baer Group, Ltd. 677,260
JXTG Holdings, Inc. 667,017
Kajima Corp. 285,227
Kao Corp. 1,382,363
KBC Group NV 901,382
KDDI Corp. 1,534,514
Keikyu Corp. 7,359
Keio Corp. 114,031
Keppel Corp., Ltd. 590,561
Kerry Group PLC, Class A 1,280,088
Keyence Corp. 1,559,656
Kingfisher PLC 466,836
Kintetsu Group Holdings Co., Ltd. 405,408
Klepierre SA 457,727
Komatsu, Ltd. 641,593
Kone Oyj, Class B 955,366
Koninklijke DSM NV 956,506
Koninklijke KPN NV 503,759
Koninklijke Vopak NV 887,651
Kubota Corp. 497,693
Kuehne & Nagel International AG 562,017
Kyocera Corp. 406,867
Kyowa Kirin Co., Ltd. 589,639
Land Securities Group PLC 1,385,036
LANXESS AG 85,765
Legal & General Group PLC 1,883,802
Legrand SA 1,156,030
Link REIT 509,167
LIXIL Group Corp. 49,755
London Stock Exchange Group PLC 1,932,885
Lonza Group AG 1,626,594
L'Oreal SA 3,920,444
Macquarie Group, Ltd. 1,539,194
Marks & Spencer Group PLC 479,103
Marubeni Corp. 611,498
Mazda Motor Corp. 339,648
Mediobanca Banca di Credito Finanziario SpA 561,074
MEIJI Holdings Co., Ltd. 484,382
Melrose Industries PLC 703,279
Merck KGaA 1,541,733
Metso Oyj 139,965
Micro Focus International PLC 209,751
Mitsubishi Chemical Holdings Corp. 429,059
Mitsubishi Corp. 1,399,013
Mitsubishi Electric Corp. 793,439
Mitsubishi Estate Co., Ltd. 820,735
Mitsubishi Tanabe Pharma Corp. 730,701
Mitsui & Co., Ltd. 1,623,640
Mitsui Fudosan Co., Ltd. 980,417
Page 76 of 142
Mondi PLC 579,183
Mowi ASA 685,876
MS&AD Insurance Group Holdings, Inc. 433,396
MTR Corp., Ltd. 431,249
Muenchener Rueckversicherungs-Gesellschaft AG 2,004,460
Murata Manufacturing Co., Ltd. 839,844
National Grid PLC 2,967,917
Natixis SA 562,461
Neste Oyj 925,512
New World Development Co., Ltd. 405,245
Newcrest Mining, Ltd. 845,519
Next PLC 877,784
NGK Spark Plug Co., Ltd. 22,649
NICE, Ltd. 388,466
Nidec Corp. 835,509
Nikon Corp. 13,251
Nintendo Co., Ltd. 1,185,234
Nippon Steel Corp. 1,542,091
Nippon Telegraph & Telephone Corp. 1,273,030
Nisshin Seifun Group, Inc. 279,442
Nitori Holdings Co., Ltd. 311,730
NN Group NV 983,175
Nokia Oyj 763,098
Nokian Renkaat Oyj 166,185
Nordea Bank Abp 1,174,087
Novo Nordisk A/S, Class B 4,262,809
Novozymes A/S, Class B 223,606
NTT DOCOMO, Inc. 1,219,203
NXP Semiconductors NV 1,135,524
Oil Search, Ltd. 752,077
OMV AG 765,543
Ono Pharmaceutical Co., Ltd. 813,176
Oriental Land Co., Ltd. 705,005
Origin Energy, Ltd. 666,930
Orion Oyj, Class B 532,076
ORIX Corp. 993,768
Orkla ASA 766,407
Orsted A/S 805,835
Osaka Gas Co., Ltd. 472,992
Otsuka Holdings Co., Ltd. 1,313,738
Oversea-Chinese Banking Corp., Ltd. 1,237,433
Panasonic Corp. 652,193
Pandora A/S 192,510
Pargesa Holding SA 881,420
Partners Group Holding AG 1,095,027
Pearson PLC 493,345
Persimmon PLC 819,053
Poste Italiane SpA 510,522
Power Assets Holdings, Ltd. 317,011
Proximus SADP 65,827
Publicis Groupe SA 511,112
QBE Insurance Group, Ltd. 334,815
QIAGEN NV 654,540
Rakuten, Inc. 210,177
Ramsay Health Care, Ltd. 488,663
Recordati SpA 565,516
Recruit Holdings Co., Ltd. 1,185,039
Red Electrica Corp. SA 673,766
RELX PLC 2,513,558
Rentokil Initial PLC 972,607
Repsol SA 2,270,138
Resona Holdings, Inc. 402,508
RSA Insurance Group PLC 609,946
Ryohin Keikaku Co., Ltd. 83,615
Sage Group PLC 784,390
Sampo Oyj, Class A 1,150,827
Sandvik AB 662,395
Santen Pharmaceutical Co., Ltd. 516,101
Santos, Ltd. 626,125
SAP SE 4,369,905
Sartorius Stedim Biotech 473,636
Scentre Group 708,034
Schindler Holding AG 934,958
Schindler Holding AG 53,537
Schneider Electric SE 2,380,267
Schroders PLC 748,629
SCOR SE 251,191
Secom Co., Ltd. 572,307
Page 77 of 142
Segro PLC 1,646,621
Sekisui House, Ltd. 237,100
SES SA FDR 123,837
SGS SA 993,742
Shimano, Inc. 275,732
Shin-Etsu Chemical Co., Ltd. 1,263,438
Shionogi & Co., Ltd. 968,996
Shiseido Co., Ltd. 827,169
Shizuoka Bank, Ltd. 31,452
Siemens Healthineers AG 650,109
Sika AG 1,126,362
Singapore Telecommunications, Ltd. 970,995
Skandinaviska Enskilda Banken AB, Class A 749,992
SMC Corp. 649,025
Smith & Nephew PLC 1,377,723
Smiths Group PLC 1,041,850
Snam SpA 1,527,186
Societe BIC SA 75,568
Sodexo SA 446,724
Softbank Corp. 744,302
SoftBank Group Corp. 1,886,785
Solvay SA 374,752
Sonic Healthcare, Ltd. 725,245
Sonova Holding AG 581,753
Sony Corp. 2,502,264
Spark New Zealand, Ltd. 78,836
Spirax-Sarco Engineering PLC 613,420
SSE PLC 1,680,284
St James's Place PLC 879,202
STMicroelectronics NV 432,066
Stockland 278,894
Stora Enso Oyj, Class R 392,745
Straumann Holding AG 432,397
Suez 544,389
Sumitomo Chemical Co., Ltd. 190,328
Sumitomo Corp. 948,153
Sumitomo Dainippon Pharma Co., Ltd. 145,509
Sumitomo Electric Industries, Ltd. 569,769
Sumitomo Metal Mining Co., Ltd. 517,435
Sumitomo Mitsui Financial Group, Inc. 2,403,957
Sumitomo Mitsui Trust Holdings, Inc. 770,984
Sumitomo Realty & Development Co., Ltd. 645,117
Sun Hung Kai Properties, Ltd. 1,018,805
Suncorp Group, Ltd. 516,862
Suntory Beverage & Food, Ltd. 359,937
Svenska Handelsbanken AB, Class A 943,032
Swatch Group AG 1,001,840
Swire Pacific, Ltd., Class A 271,502
Swire Properties, Ltd. 167,525
Swiss Life Holding AG 1,498,163
Swiss Prime Site AG 2,049,697
Swiss Re AG 2,367,459
Swisscom AG 1,568,920
Sydney Airport 448,485
Symrise AG 391,770
Sysmex Corp. 336,164
Taisho Pharmaceutical Holdings Co., Ltd. 402,657
Taylor Wimpey PLC 582,852
Telefonaktiebolaget LM Ericsson, Class B 733,273
Telefonica Deutschland Holding AG 78,720
Telefonica SA 1,671,030
Telenor ASA 666,913
Teleperformance 532,578
Telstra Corp., Ltd. 489,194
Temenos AG 393,216
Tenaris SA 585,496
Terna Rete Elettrica Nazionale SpA 988,818
Terumo Corp. 681,751
Tobu Railway Co., Ltd. 141,377
Tohoku Electric Power Co., Inc. 167,276
Tokio Marine Holdings, Inc. 1,017,794
Tokyo Electron, Ltd. 658,787
Tokyo Gas Co., Ltd. 545,812
Tokyu Corp. 325,636
Toppan Printing Co., Ltd. 161,114
Toray Industries, Inc. 279,323
TOTO, Ltd. 32,369
Toyota Industries Corp. 480,285
Page 78 of 142
Toyota Motor Corp. 6,494,232
Toyota Tsusho Corp. 178,470
Transurban Group 1,384,621
TUI AG 353,612
UCB SA 1,363,850
Umicore SA 229,741
Unibail-Rodamco-Westfield 991,082
Unicharm Corp. 721,397
United Overseas Bank, Ltd. 1,228,067
United States Treasury Bills 1.54 03/26/2020 2,344,862
United Utilities Group PLC 1,187,681
UPM-Kymmene Oyj 845,946
Veolia Environnement SA 1,105,763
Vestas Wind Systems A/S 531,706
Vicinity Centres 280,204
Vifor Pharma AG 860,571
voestalpine AG 578,730
Volvo AB, Class B 1,034,579
Vonovia SE 1,245,449
Weir Group PLC 280,276
Wendel SA 269,442
West Japan Railway Co. 632,087
WH Group, Ltd. 318,813
Wharf Real Estate Investment Co., Ltd. 251,842
Wheelock & Co., Ltd. 444,835
Whitbread PLC 837,268
Wirecard AG 490,626
WM Morrison Supermarkets PLC 873,586
Wolters Kluwer NV 842,554
Woodside Petroleum, Ltd. 1,650,147
Worldline SA 226,863
WPP PLC 897,082
Yakult Honsha Co., Ltd. 316,975
Yamazaki Baking Co., Ltd. 165,726
Yara International ASA 307,311
Z Holdings Corp. 320,061
Zurich Insurance Group AG 4,595,940
Futures Contracts
Description Type Expiration Month
Unrealized
Appreciation
(Depreciation) ($)
MSCI EAFE Long March 2020 (1,036,725)
VALIC Company I - International Value Fund - (unaudited)
January 31, 2020
Security Coupon(%) Maturity Date Market Value ($)
Alibaba Group Holding, Ltd. ADR 12,391,475
Alps Alpine Co., Ltd. 8,489,669
Berry Global Group, Inc. 17,489,964
BP PLC 16,584,347
Check Point Software Technologies, Ltd. 20,122,332
China Mobile, Ltd. 7,577,161
Cie de Saint-Gobain 19,032,211
CIMB Group Holdings Bhd 15,407,089
Cosan, Ltd., Class A 4,464,013
Daiwa Securities Group, Inc. 20,938,436
DNB ASA 20,901,808
Eni SpA 17,967,281
Fresnillo PLC 6,105,458
Gentex Corp. 13,350,089
Greencore Group PLC 12,859,201
Hana Financial Group, Inc. 3,901,609
Hitachi, Ltd. 23,187,430
Hollysys Automation Technologies, Ltd. 13,558,140
Home Capital Group, Inc. 8,198,613
John Wood Group PLC 23,463,351
Keppel Corp., Ltd. 17,201,794
Kingfisher PLC 7,945,750
Koninklijke Philips NV 9,493,387
LafargeHolcim, Ltd. 23,209,092
Lundin Mining Corp. 16,009,092
Man Group PLC 4,357,202
Melrose Industries PLC 17,900,975
METRO AG 5,098,972
Page 79 of 142
Midea Group Co., Ltd. 20,807,377
Mitsubishi UFJ Financial Group, Inc. 19,779,672
Mobile TeleSystems PJSC ADR 11,728,812
Muenchener Rueckversicherungs-Gesellschaft AG 7,445,981
NN Group NV 17,019,993
Novartis AG 12,898,522
OCI NV 11,961,960
Orange SA 10,157,464
Origin Energy, Ltd. 3,814,079
Prysmian SpA 18,463,172
Rheinmetall AG 3,249,455
Samsung Electronics Co., Ltd. 15,079,732
SAP SE 9,487,823
Sensata Technologies Holding PLC 8,611,507
Shanghai Pharmaceuticals Holding Co., Ltd. 11,303,704
Siam Commercial Bank PCL 9,877,658
Siemens AG 7,533,847
SK Telecom Co., Ltd. 10,763,941
Smiths Group PLC 25,591,581
State Street Institutional U.S. Government Money Market Fund, Premier Class 27,279,130
Takeda Pharmaceutical Co., Ltd. 20,252,351
Xinyi Glass Holdings, Ltd. 16,570,592
Zee Telefilms, Ltd. 11,321,602
Forward Foreign Currency Contracts
Description Settlement Date
Unrealized
Appreciation
(Depreciation) ($)
BOUGHT GBP/SOLD USD 03/09/2020 48,293
BOUGHT GBP/SOLD USD 03/09/2020 (122,339)
BOUGHT GBP/SOLD USD 03/09/2020 (430,177)
SOLD EUR/BOUGHT USD 03/09/2020 32,990
SOLD EUR/BOUGHT USD 03/09/2020 54,605
SOLD GBP/BOUGHT USD 03/09/2020 (52,291)
VALIC Company I - Large Cap Core Fund - (unaudited)
January 31, 2020
Security Coupon(%) Maturity Date Market Value ($)
Abbott Laboratories 1,498,459
Activision Blizzard, Inc. 2,475,985
Adobe, Inc. 2,521,185
Air Products & Chemicals, Inc. 1,470,454
Alexion Pharmaceuticals, Inc. 1,065,461
Allergan PLC 1,579,908
Alphabet, Inc., Class A 3,584,816
Alphabet, Inc., Class C 4,407,389
Amazon.com, Inc. 6,096,465
American Electric Power Co., Inc. 1,680,548
American Tower Corp. 2,154,023
Anthem, Inc. 1,437,552
Aon PLC 1,613,772
Apple, Inc. 9,931,557
Aramark 1,041,792
AT&T, Inc. 2,410,313
Autodesk, Inc. 931,101
Becton Dickinson and Co. 2,362,420
Berkshire Hathaway, Inc., Class B 7,541,072
BlackRock, Inc. 2,867,202
Boeing Co. 572,886
Canadian Natural Resources, Ltd. 1,321,547
Capri Holdings, Ltd. 265,356
Caterpillar, Inc. 743,441
CDK Global, Inc. 849,486
Chevron Corp. 2,953,314
Cigna Corp. 1,907,255
Cisco Systems, Inc. 2,093,934
Citigroup, Inc. 5,252,304
Colgate-Palmolive Co. 946,597
Comcast Corp., Class A 4,513,485
Conagra Brands, Inc. 1,339,614
Corning, Inc. 1,526,268
Corteva, Inc. 1,199,399
D.R. Horton, Inc. 639,064
DENTSPLY SIRONA, Inc. 1,818,600
DuPont de Nemours, Inc. 699,784
Page 80 of 142
DXC Technology Co. 707,449
eBay, Inc. 2,484,950
Elanco Animal Health, Inc. 930,399
Electronic Arts, Inc. 1,700,819
Emerson Electric Co. 1,825,491
EOG Resources, Inc. 1,445,659
Facebook, Inc., Class A 4,887,232
Fidelity National Information Services, Inc. 3,675,541
Fiserv, Inc. 2,530,189
Fixed Income Clearing Corp. Repurchase Agreement 0.25 02/03/2020 2,640,000
Honeywell International, Inc. 3,662,044
Intel Corp. 1,304,811
International Business Machines Corp. 2,045,278
Johnson & Johnson 3,826,406
JPMorgan Chase & Co. 5,848,988
L3Harris Technologies, Inc. 971,639
Lam Research Corp. 2,069,577
Lowe's Cos., Inc. 3,337,832
Lyft, Inc., Class A 835,173
Marathon Petroleum Corp. 441,723
Marvell Technology Group, Ltd. 744,519
Mastercard, Inc., Class A 4,687,602
McDonald's Corp. 1,574,819
Medtronic PLC 5,443,458
Microsoft Corp. 11,560,319
Mohawk Industries, Inc. 491,166
Mondelez International, Inc., Class A 1,967,560
Morgan Stanley 3,355,876
Newmont Goldcorp Corp. 2,055,637
Northrop Grumman Corp. 3,088,330
NVIDIA Corp. 1,145,503
NXP Semiconductors NV 2,086,847
Palo Alto Networks, Inc. 1,307,725
Pfizer, Inc. 1,899,985
Philip Morris International, Inc. 3,778,977
Schlumberger, Ltd. 537,333
Sherwin-Williams Co. 1,101,726
Spirit AeroSystems Holdings, Inc., Class A 588,860
Sysco Corp. 756,017
T-Mobile US, Inc. 974,433
Uber Technologies, Inc. 751,566
Valero Energy Corp. 396,679
Verizon Communications, Inc. 1,459,728
VALIC Company I - Large Capital Growth Fund - (unaudited)
January 31, 2020
Security Coupon(%) Maturity Date Market Value ($)
Abbott Laboratories 9,873,136
Accenture PLC, Class A 20,334,259
adidas AG 2,611,795
Alibaba Group Holding, Ltd. ADR 10,064,652
Alphabet, Inc., Class A 36,338,166
Amphenol Corp., Class A 8,656,377
Analog Devices, Inc. 7,740,009
Aon PLC 16,315,900
Apple, Inc. 20,331,402
Becton Dickinson and Co. 11,792,013
Blackstone Group, Inc., Class A 8,478,470
Canadian Pacific Railway, Ltd. 144,601
Charles Schwab Corp. 8,991,798
Church & Dwight Co., Inc. 8,358,137
Cigna Corp. 4,894,917
Cognizant Technology Solutions Corp., Class A 8,572,822
Colgate-Palmolive Co. 10,586,028
Comcast Corp., Class A 12,718,764
Danaher Corp. 6,916,767
Dollarama, Inc. 5,586,881
Ecolab, Inc. 7,220,770
Electronic Arts, Inc. 8,559,675
Eli Lilly & Co. 3,506,360
Equifax, Inc. 8,359,773
Estee Lauder Cos., Inc., Class A 4,695,745
Fidelity National Information Services, Inc. 12,480,319
Fiserv, Inc. 9,585,349
Fortive Corp. 9,838,609
L'Oreal SA 3,263,628
Page 81 of 142
LVMH Moet Hennessy Louis Vuitton SE 8,355,502
Marriott International, Inc., Class A 16,219,928
Marsh & McLennan Cos., Inc. 7,014,741
Mastercard, Inc., Class A 8,158,203
Mettler-Toledo International, Inc. 6,343,654
Microsoft Corp. 31,938,893
Moody's Corp. 8,554,702
Nestle SA 4,847,842
NIKE, Inc., Class B 10,215,215
Nordson Corp. 8,915,977
PepsiCo, Inc. 9,416,210
PPG Industries, Inc. 8,464,419
Roche Holding AG 5,948,041
Sherwin-Williams Co. 10,724,285
Starbucks Corp. 5,795,161
Stryker Corp. 7,462,362
Taiwan Semiconductor Manufacturing Co., Ltd. ADR 6,465,410
TE Connectivity, Ltd. 7,766,902
Texas Instruments, Inc. 11,074,222
Thermo Fisher Scientific, Inc. 13,118,590
TJX Cos., Inc. 10,412,235
Union Pacific Corp. 11,193,476
United Technologies Corp. 8,141,140
Verisk Analytics, Inc. 6,316,346
VF Corp. 5,345,176
Visa, Inc., Class A 19,245,373
Walt Disney Co. 1,934,404
Waters Corp. 10,083,977
Zoetis, Inc. 3,720,570
VALIC Company I - Mid Cap Index Fund - (unaudited)
January 31, 2020
Security Coupon(%) Maturity Date Market Value ($)
Aaron's, Inc. 7,057,310
Acadia Healthcare Co., Inc. 5,038,273
ACI Worldwide, Inc. 7,050,640
Acuity Brands, Inc. 8,268,698
Adient PLC 3,962,297
Adtalem Global Education, Inc. 3,299,018
AECOM 13,413,438
Affiliated Managers Group, Inc. 6,965,635
AGCO Corp. 7,783,997
Alexander & Baldwin, Inc. 2,628,752
Alleghany Corp. 20,325,972
Allegheny Technologies, Inc. 3,850,683
ALLETE, Inc. 7,636,416
Allscripts Healthcare Solutions, Inc. 2,466,424
AMC Networks, Inc., Class A 2,855,154
Amedisys, Inc. 10,078,638
American Campus Communities, Inc. 11,158,749
American Eagle Outfitters, Inc. 4,049,179
American Financial Group, Inc. 14,415,980
Antero Midstream Corp. 2,650,319
Apergy Corp. 3,546,415
AptarGroup, Inc. 13,073,422
Aqua America, Inc. 19,848,196
Arcosa, Inc. 44
Arrow Electronics, Inc. 10,950,700
Arrowhead Pharmaceuticals, Inc. 7,427,835
ASGN, Inc. 6,327,661
Ashland Global Holdings, Inc. 7,888,561
Associated Banc-Corp. 5,622,412
AutoNation, Inc. 4,424,115
Avanos Medical, Inc. 2,336,934
Avis Budget Group, Inc. 3,301,058
Avnet, Inc. 6,522,551
Axon Enterprise, Inc. 8,069,735
BancorpSouth Bank 4,853,529
Bank of Hawaii Corp. 6,388,749
Bank OZK 5,817,091
Bed Bath & Beyond, Inc. 3,193,126
Belden, Inc. 3,370,511
Bio-Rad Laboratories, Inc., Class A 13,806,995
Bio-Techne Corp. 14,167,936
BJ's Wholesale Club Holdings, Inc. 4,438,291
Black Hills Corp. 9,033,830
Page 82 of 142
Blackbaud, Inc. 6,821,133
Boston Beer Co., Inc., Class A 5,815,052
Boyd Gaming Corp. 4,229,894
Brighthouse Financial, Inc. 7,525,088
Brinker International, Inc. 2,824,541
Brink's Co. 7,456,456
Brixmor Property Group, Inc. 10,525,367
Brown & Brown, Inc. 18,589,453
Brunswick Corp. 9,076,986
Cable One, Inc. 15,162,459
Cabot Corp. 4,019,948
Cabot Microelectronics Corp. 7,497,694
CACI International, Inc., Class A 11,857,220
Caesars Entertainment Corp. 13,508,106
Camden Property Trust 19,274,662
Cantel Medical Corp. 4,315,755
Carlisle Cos., Inc. 15,675,650
Carpenter Technology Corp. 3,357,474
Carter's, Inc. 8,290,431
Casey's General Stores, Inc. 10,475,686
Catalent, Inc. 15,826,977
Cathay General Bancorp 4,834,276
CDK Global, Inc. 11,537,442
Ceridian HCM Holding, Inc. 13,077,501
Charles River Laboratories International, Inc. 13,366,069
Cheesecake Factory, Inc. 2,791,718
Chemed Corp. 13,237,315
Chemours Co. 4,014,963
Chesapeake Energy Corp. 1,062,423
Choice Hotels International, Inc. 5,635,348
Churchill Downs, Inc. 9,061,722
Ciena Corp. 11,138,781
Cinemark Holdings, Inc. 5,947,197
Cirrus Logic, Inc. 7,860,044
CIT Group, Inc. 7,665,704
Clean Harbors, Inc. 7,474,045
CNO Financial Group, Inc. 4,706,855
CNX Resources Corp. 2,388,387
Cognex Corp. 15,421,738
Coherent, Inc. 6,047,547
Colfax Corp. 5,204,489
Columbia Sportswear Co. 4,828,145
Commerce Bancshares, Inc. 12,423,323
Commercial Metals Co. 4,316,815
CommVault Systems, Inc. 3,351,964
Compass Minerals International, Inc. 3,472,821
Core Laboratories NV 2,759,953
CoreCivic, Inc. 3,363,121
CoreLogic, Inc. 6,546,503
CoreSite Realty Corp. 7,836,616
Corporate Office Properties Trust 5,906,219
Cousins Properties, Inc. 10,635,087
Cracker Barrel Old Country Store, Inc. 6,514,359
Crane Co. 7,713,791
Cree, Inc. 8,865,457
Cullen/Frost Bankers, Inc. 8,987,239
Curtiss-Wright Corp. 10,991,454
Cypress Semiconductor Corp. 15,254,460
CyrusOne, Inc. 12,195,314
Dana, Inc. 3,926,715
Deckers Outdoor Corp. 9,455,772
Delphi Technologies PLC 2,337,617
Deluxe Corp. 3,592,828
Dick's Sporting Goods, Inc. 4,980,033
Dillard's, Inc., Class A 1,059,685
Diversified Healthcare Trust 3,251,579
Domino's Pizza, Inc. 20,402,081
Domtar Corp. 3,530,713
Donaldson Co., Inc. 11,618,081
Douglas Emmett, Inc. 12,110,572
Dunkin' Brands Group, Inc. 11,453,460
Dycom Industries, Inc. 2,255,921
Eagle Materials, Inc. 6,719,776
East West Bancorp, Inc. 11,818,606
EastGroup Properties, Inc. 9,253,168
Eaton Vance Corp. 9,164,457
Edgewell Personal Care Co. 2,477,971
Eldorado Resorts, Inc. 6,914,035
Page 83 of 142
EMCOR Group, Inc. 8,169,013
Encompass Health Corp. 13,446,896
Energizer Holdings, Inc. 5,269,153
EnerSys 5,387,285
EPR Properties 9,913,721
EQT Corp. 2,738,254
Equitrans Midstream Corp. 3,489,033
Etsy, Inc. 10,239,313
Evercore, Inc., Class A 5,302,104
Exelixis, Inc. 9,252,671
FactSet Research Systems, Inc. 19,220,870
Fair Isaac Corp. 20,632,437
Federated Investors, Inc., Class B 6,162,506
First American Financial Corp. 12,326,954
First Financial Bankshares, Inc. 8,061,795
First Horizon National Corp. 8,814,880
First Industrial Realty Trust, Inc. 9,597,380
First Solar, Inc. 6,661,817
FirstCash, Inc. 6,571,540
Five Below, Inc. 11,159,756
Fixed Income Clearing Corp. Repurchase Agreement 0.25 02/03/2020 143,689,000
Flowers Foods, Inc. 7,336,843
Fluor Corp. 4,439,797
FNB Corp. 6,713,343
Foot Locker, Inc. 7,195,619
FTI Consulting, Inc. 7,998,877
Fulton Financial Corp. 4,785,704
GATX Corp. 4,730,947
Gentex Corp. 13,333,269
Genworth Financial, Inc., Class A 3,653,490
GEO Group, Inc. 3,392,450
Globus Medical, Inc., Class A 7,124,562
Goodyear Tire & Rubber Co. 5,406,199
Graco, Inc. 15,693,919
Graham Holdings Co., Class B 4,229,543
Grand Canyon Education, Inc. 6,683,546
Green Dot Corp., Class A 2,523,080
Greif, Inc., Class A 1,879,085
GrubHub, Inc. 8,767,210
Haemonetics Corp. 9,636,319
Hain Celestial Group, Inc. 3,443,461
Hancock Whitney Corp. 6,136,174
Hanover Insurance Group, Inc. 9,664,846
Hawaiian Electric Industries, Inc. 9,436,304
Healthcare Realty Trust, Inc. 8,538,070
Healthcare Services Group, Inc. 3,359,334
HealthEquity, Inc. 8,289,737
Helen of Troy, Ltd. 8,422,556
Herman Miller, Inc. 4,041,244
Highwoods Properties, Inc. 9,203,904
Hill-Rom Holdings, Inc. 12,587,012
HNI Corp. 2,727,173
Home BancShares, Inc. 5,252,283
Hubbell, Inc. 13,791,330
ICU Medical, Inc. 6,211,096
IDACORP, Inc. 10,010,265
II-VI, Inc. 5,195,897
Ingevity Corp. 4,829,411
Ingredion, Inc. 10,401,864
Insperity, Inc. 5,815,871
Integra LifeSciences Holdings Corp. 6,944,837
Interactive Brokers Group, Inc., Class A 6,386,407
InterDigital, Inc. 3,045,380
International Bancshares Corp. 4,002,016
ITT, Inc. 10,415,445
j2 Global, Inc. 7,856,781
Jabil, Inc. 9,564,840
Jack in the Box, Inc. 3,423,281
Janus Henderson Group PLC 6,962,087
JBG SMITH Properties 8,473,734
Jefferies Financial Group, Inc. 9,650,704
JetBlue Airways Corp. 10,135,510
John Wiley & Sons, Inc., Class A 3,378,543
Jones Lang LaSalle, Inc. 15,494,377
KAR Auction Services, Inc. 4,792,287
KB Home 5,695,359
KBR, Inc. 6,824,426
Kemper Corp. 8,254,369
Page 84 of 142
Kennametal, Inc. 4,590,087
Kilroy Realty Corp. 14,257,692
Kirby Corp. 7,778,488
Knight-Swift Transportation Holdings, Inc. 8,065,901
Lamar Advertising Co., Class A 14,133,014
Lancaster Colony Corp. 5,418,317
Landstar System, Inc. 7,737,770
Lear Corp. 12,000,688
Legg Mason, Inc. 5,655,609
LendingTree, Inc. 4,225,474
Lennox International, Inc. 14,463,165
Liberty Property Trust 17,499,899
Life Storage, Inc. 9,347,763
Ligand Pharmaceuticals, Inc. 2,730,452
Lincoln Electric Holdings, Inc. 9,654,805
Littelfuse, Inc. 7,629,244
LivaNova PLC 5,824,349
LiveRamp Holdings, Inc. 4,822,885
LogMeIn, Inc. 7,429,957
Louisiana-Pacific Corp. 6,379,753
Lumentum Holdings, Inc. 10,356,168
Macerich Co. 4,352,257
Mack-Cali Realty Corp. 3,520,671
Manhattan Associates, Inc. 9,668,432
ManpowerGroup, Inc. 9,550,641
Marriott Vacations Worldwide Corp. 7,965,419
Masimo Corp. 14,817,975
MasTec, Inc. 6,165,506
Matador Resources Co. 2,847,696
Mattel, Inc. 8,980,523
MAXIMUS, Inc. 8,127,266
MDU Resources Group, Inc. 10,504,769
Medical Properties Trust, Inc. 20,291,704
MEDNAX, Inc. 3,443,105
Mercury General Corp. 2,357,400
Mercury Systems, Inc. 7,546,521
Meredith Corp. 2,138,628
Minerals Technologies, Inc. 3,340,308
MKS Instruments, Inc. 10,115,969
Molina Healthcare, Inc. 13,650,654
Monolithic Power Systems, Inc. 12,242,592
MSA Safety, Inc. 8,555,953
MSC Industrial Direct Co., Inc., Class A 5,428,583
Murphy Oil Corp. 5,542,872
Murphy USA, Inc. 5,230,287
National Fuel Gas Co. 6,600,944
National Instruments Corp. 9,320,128
National Retail Properties, Inc. 17,017,112
Navient Corp. 4,952,127
NCR Corp. 7,617,685
Nektar Therapeutics 6,194,979
NetScout Systems, Inc. 2,997,735
New Jersey Resources Corp. 6,986,551
New York Community Bancorp, Inc. 9,151,309
New York Times Co., Class A 8,146,897
NewMarket Corp. 5,747,592
Nordson Corp. 15,296,521
NorthWestern Corp. 6,874,499
NOW, Inc. 1,928,186
Nu Skin Enterprises, Inc., Class A 3,204,998
NuVasive, Inc. 7,110,078
nVent Electric PLC 6,860,324
OGE Energy Corp. 16,249,378
O-I Glass, Inc. 3,477,290
Old Republic International Corp. 11,392,486
Olin Corp. 4,203,600
Ollie's Bargain Outlet Holdings, Inc. 5,135,333
Omega Healthcare Investors, Inc. 16,228,274
ONE Gas, Inc. 8,823,276
Oshkosh Corp. 10,367,132
Owens Corning 11,650,495
PacWest Bancorp 7,436,033
Papa John's International, Inc. 2,528,104
Park Hotels & Resorts, Inc. 9,298,699
Patterson Cos., Inc. 3,356,987
Patterson-UTI Energy, Inc. 2,734,758
PBF Energy, Inc., Class A 4,923,610
Pebblebrook Hotel Trust 5,486,009
Page 85 of 142
Penn National Gaming, Inc. 5,754,386
Penumbra, Inc. 9,978,235
Perspecta, Inc. 6,833,698
Pilgrim's Pride Corp. 2,417,153
Pinnacle Financial Partners, Inc. 7,525,543
PNM Resources, Inc. 7,647,732
Polaris, Inc. 9,349,863
PolyOne Corp. 4,518,287
Pool Corp. 15,545,081
Post Holdings, Inc. 12,305,066
PotlatchDeltic Corp. 5,117,516
PRA Health Sciences, Inc. 11,344,491
Prestige Consumer Healthcare, Inc. 3,607,204
Primerica, Inc. 8,681,675
Prosperity Bancshares, Inc. 11,733,088
PS Business Parks, Inc. 5,941,678
PTC, Inc. 15,296,407
Rayonier, Inc. 6,955,288
Regal Beloit Corp. 5,687,252
Reinsurance Group of America, Inc. 15,967,943
Reliance Steel & Aluminum Co. 13,547,892
RenaissanceRe Holdings, Ltd. 14,811,745
Repligen Corp. 8,327,451
Resideo Technologies, Inc. 2,213,580
RH 6,038,094
RLI Corp. 6,570,970
Royal Gold, Inc. 13,391,881
RPM International, Inc. 16,386,052
Ryder System, Inc. 4,502,430
Sabra Health Care REIT, Inc. 7,373,146
Sabre Corp. 10,444,811
Sally Beauty Holdings, Inc. 3,161,333
Sanderson Farms, Inc. 4,806,345
Science Applications International Corp. 7,624,404
Scientific Games Corp. 2,378,604
Scotts Miracle-Gro Co. 8,609,966
SEI Investments Co. 14,582,869
Selective Insurance Group, Inc. 6,967,446
Semtech Corp. 5,652,012
Sensient Technologies Corp. 4,476,709
Service Corp. International 15,517,052
Service Properties Trust 6,287,441
Signature Bank 13,562,556
Silgan Holdings, Inc. 4,236,368
Silicon Laboratories, Inc. 7,549,225
Six Flags Entertainment Corp. 5,306,590
Skechers U.S.A., Inc., Class A 8,864,758
SLM Corp. 8,161,947
SolarEdge Technologies, Inc. 8,422,223
Sonoco Products Co. 10,126,294
Southwest Gas Holdings, Inc. 7,302,799
Spire, Inc. 7,610,049
Spirit Realty Capital, Inc. 9,319,206
Sprouts Farmers Market, Inc. 3,269,171
Steel Dynamics, Inc. 11,397,666
Stericycle, Inc. 10,112,666
Sterling Bancorp 7,154,260
Stifel Financial Corp. 7,830,919
Synaptics, Inc. 3,951,182
Syneos Health, Inc. 6,765,554
SYNNEX Corp. 9,965,696
Synovus Financial Corp. 9,085,974
Taubman Centers, Inc. 2,863,585
TCF Financial Corp. 11,483,248
Tech Data Corp. 9,027,197
TEGNA, Inc. 6,489,921
Teledyne Technologies, Inc. 23,571,194
Telephone & Data Systems, Inc. 3,927,178
Tempur Sealy International, Inc. 7,370,096
Tenet Healthcare Corp. 5,819,893
Teradata Corp. 4,847,944
Teradyne, Inc. 19,578,507
Terex Corp. 2,944,022
Tetra Tech, Inc. 8,272,898
Texas Capital Bancshares, Inc. 4,896,441
Texas Roadhouse, Inc. 7,219,500
Thor Industries, Inc. 7,868,978
Timken Co. 6,304,756
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Toll Brothers, Inc. 10,146,596
Tootsie Roll Industries, Inc. 1,013,238
Toro Co. 15,102,495
Transocean, Ltd. 4,643,348
TreeHouse Foods, Inc. 4,438,726
Trex Co., Inc. 10,146,522
TRI Pointe Group, Inc. 4,008,334
Trimble, Inc. 18,754,764
Trinity Industries, Inc. 3,532,683
TripAdvisor, Inc. 5,082,176
Trustmark Corp. 3,638,333
Tyler Technologies, Inc. 22,341,365
UGI Corp. 15,390,172
UMB Financial Corp. 5,083,193
Umpqua Holdings Corp. 6,589,040
United Bankshares, Inc. 6,165,631
United States Steel Corp. 2,730,478
United States Treasury Bills 1.51 02/04/2020 2,699,897
United States Treasury Bills 1.52 07/16/2020 3,476,183
United States Treasury Bills 1.52 04/02/2020 498,763
United States Treasury Bills 1.53 02/11/2020 809,742
United States Treasury Bills 1.54 03/26/2020 399,125
United States Treasury Bills 1.54 07/02/2020 347,811
United Therapeutics Corp. 7,587,885
Universal Display Corp. 13,224,553
Urban Edge Properties 3,749,519
Urban Outfitters, Inc. 3,197,210
Valley National Bancorp 7,302,176
Valmont Industries, Inc. 5,414,049
Valvoline, Inc. 7,031,171
ViaSat, Inc. 6,498,983
Vishay Intertechnology, Inc. 4,754,272
Visteon Corp. 3,951,473
Washington Federal, Inc. 4,716,072
Watsco, Inc. 10,052,924
Webster Financial Corp. 7,309,444
Weingarten Realty Investors 6,231,503
Wendy's Co. 7,060,736
Werner Enterprises, Inc. 2,890,414
West Pharmaceutical Services, Inc. 20,429,138
WEX, Inc. 16,625,400
Williams-Sonoma, Inc. 9,629,623
Wintrust Financial Corp. 6,394,001
Woodward, Inc. 11,611,576
World Fuel Services Corp. 4,529,079
World Wrestling Entertainment, Inc., Class A 4,106,898
Worthington Industries, Inc. 2,403,463
WPX Energy, Inc. 8,816,961
WW International, Inc. 2,712,308
Wyndham Destinations, Inc. 7,793,287
Wyndham Hotels & Resorts, Inc. 9,632,516
XPO Logistics, Inc. 14,530,684
Yelp, Inc. 3,687,158
Futures Contracts
Description Type Expiration Month
Unrealized
Appreciation
(Depreciation) ($)
S&P Mid Cap 400 E-Mini Index Long March 2020 (2,275,857)
VALIC Company I - Mid Cap Strategic Growth Fund - (unaudited)
January 31, 2020
Security Coupon(%) Maturity Date Market Value ($)
Advanced Micro Devices, Inc. 3,280,130
Agilent Technologies, Inc. 1,792,708
Airbnb, Inc., Series D 3,629,691
Amdocs, Ltd. 3,390,428
AMETEK, Inc. 2,679,688
Aon PLC 4,432,531
Aramark 2,029,734
Arthur J. Gallagher & Co. 2,593,482
Atlassian Corp. PLC, Class A 4,571,259
Belden, Inc. 1,315,952
Booz Allen Hamilton Holding Corp. 2,381,781
Boston Scientific Corp. 4,232,931
Page 87 of 142
Bristol-Myers Squibb Co. 1,056,490
Bristol-Myers Squibb Co. CVR 58,405
Broadridge Financial Solutions, Inc. 2,939,431
Carlisle Cos., Inc. 1,784,147
CarMax, Inc. 2,586,892
Catalent, Inc. 4,983,683
Cboe Global Markets, Inc. 1,466,564
CBRE Group, Inc., Class A 1,695,725
Ceridian HCM Holding, Inc. 2,217,023
Chipotle Mexican Grill, Inc. 2,426,928
Cimpress PLC 2,619,777
Clarivate Analytics PLC 1,444,766
Clean Harbors, Inc. 2,192,396
Constellation Software, Inc. 5,445,844
Cooper Cos., Inc. 6,075,431
CoStar Group, Inc. 2,367,089
Crown Castle International Corp. 4,317,789
Crown Holdings, Inc. 2,801,295
DENTSPLY SIRONA, Inc. 1,390,088
DexCom, Inc. 5,651,847
Dolby Laboratories, Inc., Class A 2,113,206
Dollar Tree, Inc. 1,938,004
Dunkin' Brands Group, Inc. 2,706,599
E*TRADE Financial Corp. 1,392,012
Edenred 1,802,708
Edwards Lifesciences Corp. 1,785,703
Elanco Animal Health, Inc. 3,528,069
Entegris, Inc. 1,600,937
EPAM Systems, Inc. 3,760,888
Equifax, Inc. 1,938,807
Euronet Worldwide, Inc. 1,078,573
Ferguson PLC 1,333,966
Fidelity National Information Services, Inc. 6,784,918
Flex, Ltd. 2,272,320
Floor & Decor Holdings, Inc., Class A 1,452,229
FMC Corp. 1,716,223
Freshpet, Inc. 2,175,962
Frontdoor, Inc. 1,123,814
Gildan Activewear, Inc. 2,425,056
Global Payments, Inc. 4,590,925
GoDaddy, Inc., Class A 3,413,932
Grocery Outlet Holding Corp. 2,050,343
Haemonetics Corp. 1,719,314
HEICO Corp., Class A 1,919,635
Horizon Therapeutics PLC 1,275,095
ICU Medical, Inc. 1,168,173
IDEXX Laboratories, Inc. 2,379,468
IHS Markit, Ltd. 1,544,473
Ingersoll-Rand PLC 1,251,429
Intact Financial Corp. 3,505,924
Intuit, Inc. 1,020,583
IPG Photonics Corp. 503,658
IQVIA Holdings, Inc. 2,953,010
James River Group Holdings, Ltd. 2,256,068
Kansas City Southern 1,875,833
Keysight Technologies, Inc. 1,830,973
KLA Corp. 3,283,641
L3Harris Technologies, Inc. 5,695,485
Lam Research Corp. 5,978,812
Lamar Advertising Co., Class A 4,339,053
Lamb Weston Holdings, Inc. 2,180,939
Liberty Media Corp. - Liberty Formula One, Series C 1,233,010
LPL Financial Holdings, Inc. 4,522,846
Lululemon Athletica, Inc. 2,983,996
Microchip Technology, Inc. 4,605,833
Middleby Corp. 1,316,871
Monolithic Power Systems, Inc. 1,588,800
MSCI, Inc. 1,101,759
National Instruments Corp. 2,681,192
Neurocrine Biosciences, Inc. 1,412,429
NICE, Ltd., ADR 4,939,496
Norwegian Cruise Line Holdings, Ltd. 1,732,893
ON Semiconductor Corp. 3,525,953
Parker-Hannifin Corp. 1,167,291
PerkinElmer, Inc. 3,632,429
PRA Health Sciences, Inc. 1,428,471
Repay Holdings Corp. 1,093,401
Rexnord Corp. 2,232,542
Page 88 of 142
Ritchie Bros. Auctioneers, Inc. 2,307,450
Royal Caribbean Cruises, Ltd. 1,662,887
Ryanair Holdings PLC ADR 1,675,730
Sage Therapeutics, Inc. 284,739
Sanderson Farms, Inc. 1,242,652
Sarepta Therapeutics, Inc. 865,409
Sealed Air Corp. 2,066,455
Sensata Technologies Holding PLC 4,282,946
ServiceMaster Global Holdings, Inc. 1,902,935
Southwest Airlines Co. 1,683,927
Splunk, Inc. 3,170,875
SS&C Technologies Holdings, Inc. 4,315,933
STERIS PLC 3,332,359
SVB Financial Group 1,035,101
Synchrony Financial 1,093,157
Take-Two Interactive Software, Inc. 3,598,357
TD Ameritrade Holding Corp. 4,110,723
TE Connectivity, Ltd. 5,092,392
Teledyne Technologies, Inc. 2,823,009
Teleflex, Inc. 1,809,997
Terreno Realty Corp. 1,298,657
Trade Desk, Inc., Class A 1,784,933
Tradeweb Markets, Inc. 1,316,130
Trimble, Inc. 1,275,685
United Rentals, Inc. 1,661,660
Varian Medical Systems, Inc. 1,254,587
Verisk Analytics, Inc. 6,574,511
VF Corp. 1,447,412
Visteon Corp. 917,336
Wabtec Corp. 2,409,092
Waste Connections, Inc. 2,652,474
Waters Corp. 2,288,253
Wayfair, Inc., Class A 635,380
WEX, Inc. 7,379,401
Williams-Sonoma, Inc. 1,127,167
Willis Towers Watson PLC 2,172,272
Wix.com, Ltd. 1,210,439
Workday, Inc., Class A 1,672,563
WR Berkley Corp. 3,386,130
Xilinx, Inc. 961,298
XPO Logistics, Inc. 1,668,406
Zynga, Inc., Class A 2,389,440
VALIC Company I - Nasdaq-100 Index Fund - (unaudited)
January 31, 2020
Security Coupon(%) Maturity Date Market Value ($)
Activision Blizzard, Inc. 2,908,737
Adobe, Inc. 11,005,079
Advanced Micro Devices, Inc. 3,388,700
Alexion Pharmaceuticals, Inc. 1,423,961
Align Technology, Inc. 1,311,981
Alphabet, Inc., Class A 24,999,145
Alphabet, Inc., Class C 25,008,669
Amazon.com, Inc. 50,547,430
American Airlines Group, Inc. 761,209
Amgen, Inc. 8,311,227
Analog Devices, Inc. 2,616,989
ANSYS, Inc. 1,495,373
Apple, Inc. 69,799,457
Applied Materials, Inc. 3,468,208
ASML Holding NV 1,345,765
Autodesk, Inc. 2,798,616
Automatic Data Processing, Inc. 4,801,319
Baidu, Inc. ADR 2,211,848
Biogen, Inc. 3,140,706
BioMarin Pharmaceutical, Inc. 971,022
Booking Holdings, Inc. 4,960,791
Broadcom, Inc. 7,837,119
Cadence Design Systems, Inc. 1,309,950
CDW Corp. 1,213,446
Cerner Corp. 1,460,735
Charter Communications, Inc., Class A 7,195,799
Check Point Software Technologies, Ltd. 1,126,639
Cintas Corp. 1,869,378
Cisco Systems, Inc. 12,625,982
Citrix Systems, Inc. 1,022,006
Page 89 of 142
Cognizant Technology Solutions Corp., Class A 2,175,982
Comcast Corp., Class A 12,694,448
Copart, Inc. 1,526,973
CoStar Group, Inc. 1,548,892
Costco Wholesale Corp. 8,738,483
CSX Corp. 3,866,697
Dollar Tree, Inc. 1,334,087
eBay, Inc. 1,767,605
Electronic Arts, Inc. 2,040,120
Exelon Corp. 2,995,172
Expedia Group, Inc. 978,544
Facebook, Inc., Class A 24,661,085
Fastenal Co. 1,295,164
Fiserv, Inc. 5,220,975
Fixed Income Clearing Corp. Repurchase Agreement 0.25 02/03/2020 149,000
Fox Corp., Class A 851,060
Fox Corp., Class B 626,075
Gilead Sciences, Inc. 5,176,649
IDEXX Laboratories, Inc. 1,505,190
Illumina, Inc. 2,760,596
Incyte Corp. 1,018,961
Intel Corp. 18,004,734
Intuit, Inc. 4,725,244
Intuitive Surgical, Inc. 4,188,834
JD.com, Inc. ADR 2,261,852
KLA Corp. 1,693,200
Kraft Heinz Co. 2,308,610
Lam Research Corp. 2,801,087
Liberty Global PLC, Class A 241,151
Liberty Global PLC, Class C 553,388
Lululemon Athletica, Inc. 1,908,656
Marriott International, Inc., Class A 2,964,650
Maxim Integrated Products, Inc. 1,053,302
MercadoLibre, Inc. 2,133,534
Microchip Technology, Inc. 1,508,211
Micron Technology, Inc. 3,805,173
Microsoft Corp. 65,912,375
Mondelez International, Inc., Class A 5,348,906
Monster Beverage Corp. 2,318,413
NetApp, Inc. 789,038
NetEase, Inc. ADR 1,514,949
Netflix, Inc. 9,791,584
NVIDIA Corp. 9,368,066
NXP Semiconductors NV 2,295,785
O'Reilly Automotive, Inc. 1,989,078
PACCAR, Inc. 1,661,785
Paychex, Inc. 1,987,634
PayPal Holdings, Inc. 8,658,032
PepsiCo, Inc. 12,821,566
QUALCOMM, Inc. 6,306,627
Regeneron Pharmaceuticals, Inc. 2,361,863
Ross Stores, Inc. 2,627,490
Seattle Genetics, Inc. 1,202,695
Sirius XM Holdings, Inc. 2,024,883
Skyworks Solutions, Inc. 1,248,158
Splunk, Inc. 1,521,393
Starbucks Corp. 6,486,187
Synopsys, Inc. 1,435,272
Take-Two Interactive Software, Inc. 914,608
Tesla, Inc. 7,592,152
Texas Instruments, Inc. 7,301,738
T-Mobile US, Inc. 4,386,492
Trip.com Group, Ltd . 1,087,890
Ulta Beauty, Inc. 1,020,737
United Airlines Holdings, Inc. 1,225,448
United States Treasury Bills 1.58 06/25/2020 1,192,844
VeriSign, Inc. 1,582,072
Verisk Analytics, Inc. 1,723,644
Vertex Pharmaceuticals, Inc. 3,780,155
Walgreens Boots Alliance, Inc. 2,938,418
Western Digital Corp. 1,261,203
Willis Towers Watson PLC 1,758,778
Workday, Inc., Class A 1,960,401
Xcel Energy, Inc. 2,402,069
Xilinx, Inc. 1,375,419
Futures Contracts
Page 90 of 142
Description Expiration Month
Unrealized
Appreciation
(Depreciation) ($)
Nasdaq 100 E-Mini Index Long March 2020 94,719
VALIC Company I - Science & Technology Fund - (unaudited)
January 31, 2020
Security Coupon(%) Maturity Date Market Value ($)
58.com, Inc. ADR 13,763,169
Activision Blizzard, Inc. 7,169,648
Adobe, Inc. 7,686,455
Advanced Micro Devices, Inc. 30,383,526
Adyen NV 1,364,499
Airbnb, Inc., Series E 3,324,317
Akamai Technologies, Inc. 7,027,388
Alibaba Group Holding, Ltd. ADR 23,509,735
Alphabet, Inc., Class A 27,919,151
Alphabet, Inc., Class C 78,753,569
Alteryx, Inc., Class A 16,585,772
Amazon.com, Inc. 80,483,384
Apple, Inc. 35,536,391
Applied Materials, Inc. 10,521,996
ASML Holding NV 623,065
Atlassian Corp. PLC, Class A 9,252,915
Autodesk, Inc. 2,663,381
AVEVA Group PLC 1,285,423
BE Semiconductor Industries NV 4,836,762
Bloom Energy Corp. Class A 981,454
Boeing Co. 7,893,096
Booking Holdings, Inc. 24,838,733
CDW Corp. 1,927,399
Cisco Systems, Inc. 769,308
Cognex Corp. 1,086,680
Cree, Inc. 1,583,449
Crowdstrike Holdings, Inc., Class A 13,229,345
Datadog, Inc., Class A 38,816
DocuSign, Inc. 640,249
DXC Technology Co. 3,957,264
Dynatrace, Inc. 210,716
Electronic Arts, Inc. 6,923,176
EPAM Systems, Inc. 4,808,051
Equifax, Inc. 5,785,540
Equinix, Inc. 866,903
Facebook, Inc., Class A 72,834,187
Fidelity National Information Services, Inc. 2,649,809
Fiserv, Inc. 4,119,918
Fixed Income Clearing Corp. Repurchase Agreement 0.25 02/03/2020 245,000
FleetCor Technologies, Inc. 12,844,677
Flex, Ltd. 9,289,489
FormFactor, Inc. 4,224,391
Fortinet, Inc. 8,561,673
Genpact, Ltd. 9,495,561
Global Payments, Inc. 38,500,914
GM Cruise Holdings, LLC 1,637,025
GoDaddy, Inc., Class A 2,145,007
GrubHub, Inc. 399,898
Guidewire Software, Inc. 8,692,988
HubSpot, Inc. 1,172,491
Intuit, Inc. 3,262,782
Intuitive Surgical, Inc. 7,095,212
JAND, Inc. (dba Warby Parker) 1,115,165
JAND, Inc. (dba Warby Parker), Class A 903,995
KLA Corp. 16,861,227
L3Harris Technologies, Inc. 4,594,147
Lam Research Corp. 12,043,211
Lattice Semiconductor Corp. 5,254,723
Lumentum Holdings, Inc. 7,645,345
Lyft, Inc., Class A 354,201
Mail.ru Group, Ltd. GDR 12,841,618
Marvell Technology Group, Ltd. 16,323,136
Mastercard, Inc., Class A 23,275,300
Match Group, Inc. 1,951,120
Maxim Integrated Products, Inc. 7,931,632
MercadoLibre, Inc. 3,013,335
Mesosphere, Inc. 1,326,913
Page 91 of 142
Micron Technology, Inc. 29,825,219
Microsoft Corp. 97,686,486
MongoDB, Inc. 24,479,959
Naspers, Ltd., Class N 7,458,328
NAVER Corp. 13,678,879
NetApp, Inc. 4,035,705
Netflix, Inc. 7,041,561
New Relic, Inc. 674,952
News Corp., Class A 2,196,661
Nexon Co., Ltd. 3,705,328
NortonLifeLock, Inc. 14,147,163
NVIDIA Corp. 26,560,310
NXP Semiconductors NV 6,676,008
Okta, Inc. 22,960,005
Palo Alto Networks, Inc. 1,233,769
Paycom Software, Inc. 27,420,620
PayPal Holdings, Inc. 20,141,902
Proofpoint, Inc. 1,067,833
Prosus NV 3,287,514
Pure Storage, Inc., Class A 20,620,891
QUALCOMM, Inc. 9,290,259
Rapid7, Inc. 708,997
Renesas Electronics Corp. 9,672,812
RingCentral, Inc., Class A 19,555,798
salesforce.com, Inc. 51,281,068
Samsung Electronics Co., Ltd. 34,907,102
ServiceNow, Inc. 13,173,382
Shopify, Inc., Class A 5,403,984
SK Hynix, Inc. 4,853,240
Slack Technologies, Inc., Class A 3,720,102
Snap, Inc., Class A 2,003,052
Splunk, Inc. 12,547,026
Square, Inc., Class A 5,035,973
State Street Institutional U.S. Government Money Market Fund, Premier Class 500,000
STMicroelectronics NV 1,979,287
STMicroelectronics NV 5,751,582
SVMK, Inc. 3,365,926
Synopsys, Inc. 5,203,563
T. Rowe Price Government Reserve Fund 1,369,063
T. Rowe Price Government Reserve Fund 67,846,686
Taiwan Semiconductor Manufacturing Co., Ltd. ADR 13,160,551
Take-Two Interactive Software, Inc. 2,420,509
Telefonaktiebolaget LM Ericsson ADR 1,090,614
Tencent Holdings, Ltd. 7,662,867
Teradyne, Inc. 9,124,437
Tesla, Inc. 4,957,343
Tokyo Electron, Ltd. 5,626,264
Trade Desk, Inc., Class A 713,327
TransUnion 4,003,897
Trip.com Group, Ltd . 26,749,607
Twilio, Inc., Class A 26,002,603
Uber Technologies, Inc. 4,657,205
Veeva Systems, Inc., Class A 4,236,296
VeriSign, Inc. 3,286,114
Verisk Analytics, Inc. 1,885,464
Viavi Solutions, Inc. 640,704
Visa, Inc., Class A 29,352,651
Western Digital Corp. 8,501,245
WEX, Inc. 11,103,918
Workday, Inc., Class A 26,225,953
Xiaoju Kuaizhi, Inc., Series A-17 597,484
Yandex NV, Class A 642,351
Zalando SE 17,384,260
Zendesk, Inc. 1,623,456
Zscaler, Inc. 11,259,226
Zynga, Inc., Class A 573,796
VALIC Company I - Small Cap Aggressive Growth Fund - (unaudited)
January 31, 2020
Security Coupon(%) Maturity Date Market Value ($)
Aaron's, Inc. 1,413,955
ACI Worldwide, Inc. 3,247,602
Advanced Energy Industries, Inc. 3,129,815
Aimmune Therapeutics, Inc. 2,318,504
Albany International Corp., Class A 2,174,731
Amicus Therapeutics, Inc. 1,442,043
Page 92 of 142
Apellis Pharmaceuticals, Inc. 2,299,282
Arco Platform, Ltd., Class A 2,821,546
Arena Pharmaceuticals, Inc. 1,314,958
Armstrong World Industries, Inc. 1,396,594
Ascendis Pharma A/S ADR 2,180,514
Assembly Biosciences, Inc. 629,877
Avaya Holdings Corp. 1,065,784
Axon Enterprise, Inc. 2,479,427
Azul SA ADR 2,485,850
Bandwidth, Inc., Class A 2,656,033
BellRing Brands, Inc., Class A 996,955
BJ's Wholesale Club Holdings, Inc. 1,181,542
Bluebird Bio, Inc. 2,116,407
Blueprint Medicines Corp. 1,271,665
Boot Barn Holdings, Inc. 474,681
Cabot Microelectronics Corp. 2,383,454
Cardlytics, Inc. 881,160
Celyad SA ADR 304,085
Cornerstone OnDemand, Inc. 3,129,336
CryoPort, Inc. 1,064,212
CytomX Therapeutics, Inc. 701,709
Dine Brands Global, Inc. 2,052,820
eHealth, Inc. 1,765,636
Eldorado Resorts, Inc. 2,624,342
Envestnet, Inc. 1,718,577
Epizyme, Inc. 1,939,165
Equillium, Inc. 283,888
ESCO Technologies, Inc. 1,827,078
Essent Group, Ltd. 2,849,102
Everbridge, Inc. 3,167,868
Evo Payments, Inc., Class A 2,667,365
Evoqua Water Technologies Corp. 678,780
Fate Therapeutics, Inc. 2,557,302
FirstCash, Inc. 2,296,008
Five9, Inc. 360,085
Fixed Income Clearing Corp. Repurchase Agreement 0.25 02/03/2020 4,519,000
Freshpet, Inc. 506,184
Frontdoor, Inc. 1,373,631
FTI Consulting, Inc. 1,787,693
Generac Holdings, Inc. 1,911,236
Gossamer Bio, Inc. 662,672
GW Pharmaceuticals PLC ADR 1,927,040
Hanger, Inc. 1,714,253
Health Catalyst, Inc. 1,300,123
HealthEquity, Inc. 1,695,760
Hostess Brands, Inc. 2,338,032
Immunomedics, Inc. 1,366,566
Ingevity Corp. 558,283
Inphi Corp. 569,700
Inspire Medical Systems, Inc. 2,100,384
Invitae Corp. 1,737,061
Iovance Biotherapeutics, Inc. 1,909,163
iRhythm Technologies, Inc. 1,953,220
Itron, Inc. 2,690,393
Kura Oncology, Inc. 850,211
Lattice Semiconductor Corp. 1,498,230
LendingTree, Inc. 1,879,648
LHC Group, Inc. 3,390,145
Littelfuse, Inc. 1,295,335
LiveRamp Holdings, Inc. 1,782,230
MACOM Technology Solutions Holdings, Inc. 1,340,856
Masimo Corp. 2,144,442
Mercury Systems, Inc. 3,055,418
Mirati Therapeutics, Inc. 1,340,655
Monolithic Power Systems, Inc. 738,599
Monro, Inc. 1,404,480
Myovant Sciences, Ltd. 1,133,348
Nevro Corp. 2,397,696
Newpark Resources, Inc. 932,000
Nomad Foods, Ltd. 1,310,691
Planet Fitness, Inc., Class A 2,373,610
Q2 Holdings, Inc. 1,499,668
QuinStreet, Inc. 688,688
Regis Corp. 940,357
Sage Therapeutics, Inc. 913,338
Silicon Laboratories, Inc. 2,430,223
Silk Road Medical, Inc. 1,537,216
Simply Good Foods Co. 1,278,970
Page 93 of 142
Simpson Manufacturing Co., Inc. 1,415,393
SiteOne Landscape Supply, Inc. 3,138,841
Skyline Champion Corp. 840,363
SPX Corp. 1,015,258
Steven Madden, Ltd. 1,065,297
Strategic Education, Inc. 3,380,501
Trex Co., Inc. 1,783,056
Varonis Systems, Inc. 4,313,510
Walker & Dunlop, Inc. 65,043
Watts Water Technologies, Inc., Class A 2,815,810
Western Alliance Bancorp 1,902,674
Wix.com, Ltd. 3,839,788
WNS Holdings, Ltd. ADR 2,743,078
VALIC Company I - Small Cap Fund - (unaudited)
January 31, 2020
Security Coupon(%) Maturity Date Market Value ($)
1st Constitution Bancorp 128,960
1stdibs.com, Inc., Series D 55,677
A Place For Rover, Inc. 45,844
A Place For Rover, Inc. 3,206
Aaron's, Inc. 855,674
Acacia Research Corp. 100,000
Acadia Healthcare Co., Inc. 374,957
ACADIA Pharmaceuticals, Inc. 85,871
Acadia Realty Trust 210,970
Acceleron Pharma, Inc. 308,652
AcelRx Pharmaceuticals, Inc. 54,570
Aclaris Therapeutics, Inc. 53,444
Acme United Corp. 109,269
Acorda Therapeutics, Inc. 47,920
Acushnet Holdings Corp. 1,283,118
Adamas Pharmaceuticals, Inc. 69,390
Adams Resources & Energy, Inc. 117,183
Adaptive Biotechnologies Corp. 105,056
ADT, Inc. 99,349
Aduro Biotech, Inc. 68,880
Advanced Disposal Services, Inc. 854,525
Aeglea BioTherapeutics, Inc. 181,500
Aerojet Rocketdyne Holdings, Inc. 445,459
Agios Pharmaceuticals, Inc. 142,925
AgroFresh Solutions, Inc. 144,612
Aimmune Therapeutics, Inc. 253,834
Alacer Gold Corp. 154,330
Alaska Communications Systems Group, Inc. 157,080
Alexander & Baldwin, Inc. 191,843
Alico, Inc. 102,931
Alimera Sciences, Inc. 50,372
Allbirds, Inc. 73,062
Allbirds, Inc., Series A 23,839
Allbirds, Inc., Series B 4,188
Allbirds, Inc., Series C 40,075
Allbirds, Inc., Series SEED 12,821
Allena Pharmaceuticals, Inc. 77,010
Allogene Therapeutics, Inc. 36,403
Alpha Pro Tech, Ltd. 201,600
Alphatec Holdings, Inc. 139,200
Altimmune, Inc. 25,950
Altra Industrial Motion Corp. 1,435,867
Altus Midstream Co., Class A 62,400
AMCON Distributing Co. 37,095
Amedisys, Inc. 681,604
American Campus Communities, Inc. 614,658
American Superconductor Corp. 65,940
AmeriServ Financial, Inc. 90,200
Ampco-Pittsburgh Corp. 56,550
Amplify Energy Corp. 80,850
API Group Corp. 323,078
Applied Genetic Technologies Corp. 125,600
Applied Industrial Technologies, Inc. 1,617,414
Applied Optoelectronics, Inc. 56,500
AptarGroup, Inc. 3,908,050
ARC Document Solutions, Inc. 131,840
Arcturus Therapeutics Holdings, Inc. 51,500
Argenx SE ADR 452,782
Ascendis Pharma A/S ADR 936,919
Page 94 of 142
Aspen Aerogels, Inc. 117,434
Aspen Group, Inc. 126,730
Aspen Technology, Inc. 1,615,748
AssetMark Financial Holdings, Inc. 429,098
Assurant, Inc. 786,363
Asta Funding, Inc. 135,564
Atlantic Capital Bancshares, Inc. 173,755
Atlanticus Holdings Corp. 103,779
AtriCure, Inc. 221,730
Avanos Medical, Inc. 338,742
Aware, Inc. 125,640
Axis Capital Holdings, Ltd. 568,613
AXT, Inc. 106,080
AZZ, Inc. 420,852
Babcock & Wilcox Enterprises, Inc. 84,200
Ballantyne Strong, Inc. 48,370
Bank of Commerce Holdings 81,748
Bank of Princeton 62,556
BankFinancial Corp. 115,971
BankUnited, Inc. 2,120,613
Barnes Group, Inc. 221,095
Bassett Furniture Industries, Inc. 79,495
BBQ Holdings, Inc. 33,990
BCB Bancorp, Inc. 112,832
Bel Fuse, Inc., Class B 103,920
Belden, Inc. 78,832
BellRing Brands, Inc., Class A 135,358
Big 5 Sporting Goods Corp. 130,550
Bill.com Holdings, Inc. 311,028
BJ's Wholesale Club Holdings, Inc. 1,443,500
Blackbaud, Inc. 1,348,373
Bloom Energy Corp. Class A 82,835
Blue Apron Holdings, Inc., Class A 11,580
BlueLinx Holdings, Inc. 64,515
Blueprint Medicines Corp. 307,923
Bombardier, Inc., Class B 123,613
Booz Allen Hamilton Holding Corp. 819,420
Boston Beer Co., Inc., Class A 868,498
Brady Corp., Class A 2,164,192
Bridge Bancorp, Inc. 291,360
Bright Horizons Family Solutions, Inc. 559,302
BrightView Holdings, Inc. 530,501
Brink's Co. 1,010,448
Bruker Corp. 662,403
Brunswick Corp. 2,723,416
BSQUARE Corp. 21,900
Build-A-Bear Workshop, Inc. 33,440
Burlington Stores, Inc. 1,098,224
BWX Technologies, Inc. 799,517
C&F Financial Corp. 150,150
Cable One, Inc. 1,349,592
Cabot Microelectronics Corp. 2,274,176
Cadence BanCorp 901,914
California Water Service Group 346,896
Calithera Biosciences, Inc. 51,600
Cal-Maine Foods, Inc. 426,531
Calyxt, Inc. 111,400
Capital Bancorp, Inc. 108,960
Capital Senior Living Corp. 47,430
Capitol Federal Financial, Inc. 263,165
Cara Therapeutics, Inc. 69,971
Carter's, Inc. 1,457,190
Casey's General Stores, Inc. 403,276
Castlight Health, Inc., Class B 78,740
Catabasis Pharmaceuticals, Inc. 53,000
Catalent, Inc. 4,124,006
Cavco Industries, Inc. 313,628
cbdMD, Inc. 19,344
Cboe Global Markets, Inc. 1,169,974
CCA Industries, Inc. 9,887
CEL-SCI Corp. 69,112
CenterState Bank Corp. 398,522
Centrus Energy Corp, Class A 60,672
Ceridian HCM Holding, Inc. 813,079
Chaparral Energy, Inc., Class A 67,568
Chart Industries, Inc. 479,850
Checkr, Inc. 56,196
Checkr, Inc. 90,679
Page 95 of 142
Checkr, Inc., Series D 123,527
Chegg, Inc. 217,694
Chemung Financial Corp. 218,185
Chesapeake Utilities Corp. 509,913
Chiasma, Inc. 212,400
Chimerix, Inc. 94,545
Chuy's Holdings, Inc. 212,849
Cimarex Energy Co. 824,298
Cinemark Holdings, Inc. 1,831,676
Citi Trends, Inc. 144,398
Citizens Holding Co. 96,975
Clarivate Analytics PLC 728,824
Clearfield, Inc. 127,200
Codorus Valley Bancorp, Inc. 79,461
Collectors Universe, Inc. 176,832
Collier Creek Holdings 145,734
Colliers International Group, Inc. 116,278
Colony Bankcorp, Inc. 115,125
Columbia Banking System, Inc. 246,480
Commerce Bancshares, Inc. 2,006,796
Communications Systems, Inc. 184,500
Community Healthcare Trust, Inc. 113,208
Computer Modelling Group, Ltd. 90,361
Computer Task Group, Inc. 116,816
Conformis, Inc. 49,775
Consolidated Communications Holdings, Inc. 5
Consolidated-Tomoka Land Co. 196,726
Constellium SE 287,408
Consumer Portfolio Services, Inc. 86,485
Container Store Group, Inc. 80,800
Contango Oil & Gas Co. 156,400
Contura Energy, Inc. 40,530
Convoy, Inc., Series C 163,753
Convoy, Inc., Series D 103,703
Conyers Park II Acquisition Corp. 152,995
Core Laboratories NV 745,669
Core Molding Technologies, Inc. 23,700
CoreLogic, Inc. 1,454,799
CorMedix, Inc. 74,930
Cornerstone OnDemand, Inc. 1,332,232
Corvus Pharmaceuticals, Inc. 130,945
Cott Corp. 1,272,694
Coupa Software, Inc. 571,599
CPI Aerostructures, Inc. 52,800
CRISPR Therapeutics AG 33,923
Cross Country Healthcare, Inc. 126,631
CrossFirst Bankshares, Inc. 109,541
CrossFirst Bankshares, Inc. 66,860
Crown Holdings, Inc. 1,611,115
CSS Industries, Inc. 42,075
CTS Corp. 408,259
CubeSmart 2,325,940
Cubic Corp. 641,735
Cullen/Frost Bankers, Inc. 1,385,368
Culp, Inc. 82,095
Cumberland Pharmaceuticals, Inc. 135,108
Curis, Inc. 81,311
Cushman & Wakefield PLC 1,748,097
CyberOptics Corp. 150,549
Dawson Geophysical Co. 47,825
Delta Apparel, Inc. 137,940
Denny's Corp. 368,460
Descartes Systems Group, Inc. 972,019
DHI Group, Inc. 70,000
Diamondback Energy, Inc. 372,000
Dixie Group, Inc. 14,000
Douglas Dynamics, Inc. 1,350,859
Dril-Quip, Inc. 171,780
Drive Shack, Inc. 74,844
Dunkin' Brands Group, Inc. 531,012
E.W. Scripps Co., Class A 490,699
Earthstone Energy, Inc., Class A 92,000
East West Bancorp, Inc. 297,960
Eastern Co. 115,980
EastGroup Properties, Inc. 3,610,754
Eastman Kodak Co. 3,069
Eaton Vance Corp. 1,138,535
Educational Development Corp. 91,200
Page 96 of 142
Elanco Animal Health, Inc. CVR 0
Electromed, Inc. 135,386
Element Solutions, Inc. 240,400
Elevate Credit, Inc. 156,870
Eloxx Pharmaceuticals, Inc. 64,727
EMCORE Corp. 108,514
Emmis Communications Corp. 104,328
Enanta Pharmaceuticals, Inc. 25,770
Encompass Health Corp. 2,872,372
Encore Capital Group, Inc. 411,881
Enerpac Tool Group Corp. 203,368
Entegris, Inc. 1,030,024
Envestnet, Inc. 1,104,338
Envista Holdings Corp. 694,921
Enzo Biochem, Inc. 94,125
Equity Bancshares, Inc., Class A 190,706
Era Group, Inc. 149,100
ERO Copper Corp. 325,575
Escalade, Inc. 45,760
ESCO Technologies, Inc. 800,786
ESSA Bancorp, Inc. 152,550
Essent Group, Ltd. 297,660
Euronet Worldwide, Inc. 693,616
Evans Bancorp, Inc. 113,216
Evelo Biosciences, Inc. 79,245
Everspin Technologies, Inc. 47,800
Evo Payments, Inc., Class A 108,069
Evolution Petroleum Corp. 116,424
EyePoint Pharmaceuticals, Inc. 140,250
FactSet Research Systems, Inc. 1,290,070
Farmers Business Network, Inc., Series C 193,156
FB Financial Corp. 388,906
Federal Signal Corp. 125,424
FedNat Holding Co. 118,028
Fiesta Restaurant Group, Inc. 122,328
First Acceptance Corp. 1,765
First Bancshares, Inc. 259,768
First Bank 107,000
First Business Financial Services, Inc. 163,670
First Financial Bancorp 1,501,947
First Financial Northwest, Inc. 146,300
First Hawaiian, Inc. 1,946,962
First Horizon National Corp. 1,339,200
First Industrial Realty Trust, Inc. 281,820
First Internet Bancorp 132,550
First Northwest Bancorp 102,635
FirstService Corp. 976,709
Five Below, Inc. 181,152
Five Prime Therapeutics, Inc. 98,176
Five9, Inc. 576,996
Fixed Income Clearing Corp. Repurchase Agreement 0.25 02/03/2020 5,625,000
Flotek Industries, Inc. 85,000
Focus Financial Partners, Inc. Class A 1,211,021
Fortune Brands Home & Security, Inc. 1,774,092
Forty Seven, Inc. 34,105
Franco-Nevada Corp. 466,044
Franklin Covey Co. 95,400
FreightCar America, Inc. 56,350
Frequency Electronics, Inc. 92,500
Friedman Industries, Inc. 58,696
Fuel Tech, Inc. 61,883
G1 Therapeutics, Inc. 55,660
Gaia, Inc. 79,524
Gardner Denver Holdings, Inc. 441,375
Gates Industrial Corp. PLC 1,314,587
GCP Applied Technologies, Inc. 1,414,614
Gencor Industries, Inc. 96,967
Generac Holdings, Inc. 1,606,681
Generation Bio 41,930
Genesis Healthcare, Inc. 150,000
Genie Energy, Ltd., Class B 90,375
Gentherm, Inc. 394,471
Geospace Technologies Corp. 119,349
Gibraltar Industries, Inc. 619,075
Global Blood Therapeutics, Inc. 612,400
Gold Resource Corp. 204,050
Goldfield Corp. 107,100
Goodrich Petroleum Corp. 60,390
Page 97 of 142
GP Strategies Corp. 106,480
Graco, Inc. 467,720
Graham Corp. 106,024
Grasshopper Bancorp, Inc. 52,080
Grasshopper Bancorp, Inc. 3,764
Great Elm Capital Group, Inc. 120,000
Greenlane Holdings, Inc., Class A 24,400
Grocery Outlet Holding Corp. 32,740
GrubHub, Inc. 693,012
GSI Technology, Inc. 160,578
Guidewire Software, Inc. 1,730,025
Gulf Island Fabrication, Inc. 46,410
Habit Restaurants, Inc., Class A 139,100
Hanger, Inc. 517,208
Hanover Insurance Group, Inc. 637,468
Harvard Bioscience, Inc. 133,650
Hawaiian Holdings, Inc. 284,376
Hawthorn Bancshares, Inc. 73,801
Haynes International, Inc. 208,984
HealthEquity, Inc. 1,129,164
Helios Technologies, Inc. 225,271
Heritage Commerce Corp. 236,396
Heritage Financial Corp. 247,488
Heritage-Crystal Clean, Inc. 252,315
Hi-Crush Partners LP 31,950
HMS Holdings Corp. 355,160
Home BancShares, Inc. 695,872
Homology Medicines, Inc. 73,712
Hope Bancorp, Inc. 147,393
Horizon Global Corp. 117,950
Hornbeck Offshore Services, Inc. 7,725
Houston Wire & Cable Co. 58,661
Hurco Cos., Inc. 93,900
Huron Consulting Group, Inc. 114,454
IAA, Inc. 1,935,628
IBERIABANK Corp. 1,191,717
Iconix Brand Group, Inc. 43,960
ICU Medical, Inc. 1,858,822
IGM Biosciences, Inc. 68,898
Immunomedics, Inc. 144,846
Independence Contract Drilling, Inc. 21,845
Independent Bank Corp./Massachusetts 194,507
Independent Bank Group, Inc. 500,251
Infinity Pharmaceuticals, Inc. 132,000
Information Services Group, Inc. 73,980
InfuSystem Holdings, Inc. 214,500
Innodata, Inc. 59,964
Inphi Corp. 360,658
Insmed, Inc. 309,990
Interfor Corp. 194,789
Internap Corp. 100,000
Intevac, Inc. 36,600
Investors Bancorp, Inc. 319,044
Iovance Biotherapeutics, Inc. 32,610
iRhythm Technologies, Inc. 500,165
IRIDEX Corp. 21,384
J Alexander's Holdings, Inc. 124,540
J. Jill, Inc. 42,245
J2 Acquisition Ltd-API Group Corp. 6,924
JAKKS Pacific, Inc. 30,600
JAND, Inc. (dba Warby Parker) 99,982
JAND, Inc. (dba Warby Parker), Class A 81,039
JBG SMITH Properties 767,693
JMP Group LLC 49,226
John Bean Technologies Corp. 984,934
Kala Pharmaceuticals, Inc. 112,644
Kaleido Biosciences, Inc. 111,540
KalVista Pharmaceuticals, Inc. 120,870
KAR Auction Services, Inc. 889,335
Key Tronic Corp. 55,871
Kinsale Capital Group, Inc. 2,268,523
KLX Energy Services Holdings, Inc. 56,560
Knight-Swift Transportation Holdings, Inc. 2,216,494
Kodiak Sciences, Inc. 154,019
Kosmos Energy, Ltd. 58,070
Kratos Defense & Security Solutions, Inc. 49,518
Krystal Biotech, Inc. 55,030
Kura Sushi USA, Inc., Class A 101,340
Page 98 of 142
KVH Industries, Inc. 85,994
L.S. Starrett Co., Class A 45,040
Lake Shore Bancorp, Inc. 152,500
Lakeland Industries, Inc. 139,400
Landstar System, Inc. 1,883,525
Lattice Semiconductor Corp. 910,005
Lazard, Ltd., Class A 1,639,839
LCI Industries 2,367,566
Leaf Group, Ltd. 115,170
Lee Enterprises, Inc. 178,717
Libbey, Inc. 53,200
Liberty Oilfield Services, Inc., Class A 243,529
Lifetime Brands, Inc. 54,160
Lifeway Foods, Inc. 15,075
Lincoln Educational Services Corp. 47,200
Lincoln Electric Holdings, Inc. 2,405,809
Lineage Cell Therapeutics, Inc. 6,913
Littelfuse, Inc. 389,202
Live Oak Bancshares, Inc. 189,011
LogicBio Therapeutics, Inc. 49,350
Lonestar Resources US, Inc., Class A 54,600
Lovesac Co. 90,800
LSB Industries, Inc. 52,850
LSI Industries, Inc. 266,000
Luby's, Inc. 60,500
Lundin Mining Corp. 200,302
Magnolia Oil & Gas Corp., Class A 345,056
Malibu Boats, Inc., Class A 89,288
Malvern Bancorp, Inc. 76,000
Mammoth Energy Services, Inc. 42,600
Manning & Napier, Inc. 15,960
Marchex, Inc., Class B 136,400
Marin Software, Inc. 19,407
Marinus Pharmaceuticals, Inc. 180,264
Marlin Business Services Corp. 147,750
Matson, Inc. 597,766
Maui Land & Pineapple Co., Inc. 104,500
Medallia, Inc. 305,002
Medallion Financial Corp. 117,819
Mediaco Holding, Inc., Class A 25,310
Menlo Therapeutics, Inc. 89,240
Meridian Bancorp, Inc. 380,668
Meridian Corp. 138,414
Meritor, Inc. 396,571
Merrimack Pharmaceuticals, Inc. 15,350
Mesa Air Group, Inc. 39,284
Michaels Cos., Inc. 166,634
Micron Solutions, Inc. 16,769
Mid Penn Bancorp, Inc. 112,800
Middlesex Water Co. 305,547
Millendo Therapeutics, Inc. 26,464
Minerals Technologies, Inc. 395,149
Mitcham Industries, Inc. 63,616
MKS Instruments, Inc. 199,158
Moelis & Co., Class A 1,398,852
Molina Healthcare, Inc. 2,899,387
Momenta Pharmaceuticals, Inc. 276,822
Monarch Casino & Resort, Inc. 706,214
MoneyGram International, Inc. 96,820
Monolithic Power Systems, Inc. 213,449
Monro, Inc. 772,778
Morningstar, Inc. 1,633,852
MSA Safety, Inc. 2,730,984
Mueller Water Products, Inc., Class A 377,448
Mustang Bio, Inc. 100,925
MyoKardia, Inc. 363,824
NantHealth, Inc. 51,137
NantKwest, Inc. 34,128
National CineMedia, Inc. 93,025
National Instruments Corp. 745,187
National Retail Properties, Inc. 2,339,400
National Vision Holdings, Inc. 632,790
Natural Gas Services Group, Inc. 77,848
Natural Grocers by Vitamin Cottage, Inc. 126,700
nCino, Inc. 93,155
NCS Multistage Holdings, Inc. 35,190
Neon Therapeutics, Inc. 31,050
Neos Therapeutics, Inc. 23,850
Page 99 of 142
Neuronetics, Inc. 52,635
Nevro Corp. 330,813
New Fortress Energy LLC 93,235
New Home Co., Inc. 54,810
NextEra Energy Partners LP 334,943
NexTier Oilfield Solutions, Inc. 172,525
NII Holdings, Inc. 6,510
Nine Energy Service, Inc. 96,800
nLight, Inc. 901,657
Nomad Foods, Ltd. 343,524
Northeast Bank 130,455
Northern Star Resources, Ltd. 518,658
Northrim BanCorp, Inc. 135,468
NorthWestern Corp. 2,418,474
Novanta, Inc. 789,442
Novavax, Inc. 108,966
NuVasive, Inc. 350,896
Nuverra Environmental Solutions, Inc. 18,711
Odonate Therapeutics, Inc. 33,843
Ohio Valley Banc Corp. 132,200
Oil-Dri Corp. of America 173,460
Ollie's Bargain Outlet Holdings, Inc. 696,203
Olympic Steel, Inc. 80,850
Oncocyte Corp. 130,500
ONE Gas, Inc. 954,450
OneSpaWorld Holdings, Ltd. 229,653
Orchard Therapeutics PLC ADR 150,220
Origin Bancorp, Inc. 359,342
Orion Group Holdings, Inc. 69,552
Osisko Gold Royalties, Ltd. 90,088
Otonomy, Inc. 112,000
Outfront Media, Inc. 1,424,070
Overseas Shipholding Group, Inc., Class A 62,300
Ovid therapeutics, Inc. 216,720
P.A.M. Transportation Services, Inc. 72,477
Pacific Mercantile Bancorp 110,880
Pacific Premier Bancorp, Inc. 262,240
PagerDuty, Inc. 96,195
Palatin Technologies, Inc. 65,210
Panhandle Oil and Gas, Inc., Class A 36,150
Papa John's International, Inc. 647,800
Paramount Group, Inc. 195,814
Parsley Energy, Inc., Class A 171,525
Parsons Corp. 202,169
Patriot Transportation Holding, Inc. 60,000
Patterson-UTI Energy, Inc. 1,024,022
Paycom Software, Inc. 704,088
Paylocity Holding Corp. 42,567
PC-Tel, Inc. 170,660
PDF Solutions, Inc. 207,086
Pennant Group, Inc. 164,419
Penns Woods Bancorp, Inc. 151,440
PennyMac Financial Services, Inc. 554,863
Penumbra, Inc. 87,730
Peoples Bancorp of North Carolina, Inc. 165,468
Performance Food Group Co. 4,817,972
Performant Financial Corp. 48,475
Pfenex, Inc. 150,080
PGT Innovations, Inc. 248,140
PhaseBio Pharmaceuticals, Inc. 119,520
PICO Holdings, Inc. 99,500
Pinnacle Financial Partners, Inc. 682,615
Pixelworks, Inc. 88,000
Planet Fitness, Inc., Class A 827,694
Plex Systems, Inc., Series B 146,728
PNM Resources, Inc. 1,189,698
PolyOne Corp. 235,578
Pool Corp. 4,500,255
Portland General Electric Co. 2,494,994
Portman Ridge Finance Corp. 38,243
Post Holdings, Inc. 731,990
Potbelly Corp. 43,100
Power Integrations, Inc. 1,273,226
PQ Group Holdings, Inc. 1,473,894
PRA Group, Inc. 473,824
Premier Financial Bancorp, Inc. 100,164
Premier, Inc., Class A 1,307,109
Prestige Consumer Healthcare, Inc. 1,137,181
Page 100 of 142
PRGX Global, Inc. 104,940
Principia Biopharma, Inc. 170,007
Proofpoint, Inc. 614,050
ProSight Global, Inc. 50,312
Prosperity Bancshares, Inc. 470,340
Protalix BioTherapeutics, Inc. 32,194
Providence Service Corp. 56,744
Provident Financial Holdings, Inc. 75,142
PS Business Parks, Inc. 930,963
PTC Therapeutics, Inc. 180,250
Q2 Holdings, Inc. 2,309,663
Quaker Chemical Corp. 2,351,175
Quidel Corp. 784,819
Quintana Energy Services, Inc. 35,850
Radian Group, Inc. 372,248
Radius Health, Inc. 338,662
Ranger Energy Services, Inc. 35,000
RBC Bearings, Inc. 2,241,366
RCM Technologies, Inc. 54,600
Reata Pharmaceuticals, Inc., Class A 467,554
Red Lion Hotels Corp. 91,080
Red Robin Gourmet Burgers, Inc. 257,668
Regency Centers Corp. 231,719
Regional Management Corp. 30,305
Rentokil Initial PLC 582,228
Retractable Technologies, Inc. 48,000
REV Group, Inc. 83,650
Rexford Industrial Realty, Inc. 626,470
RGC Resources, Inc. 11,875
RH 177,855
Richardson Electronics, Ltd. 79,050
RigNet, Inc. 52,416
Rivian Automotive, Inc. Series D 131,012
RLI Corp. 2,109,560
RLJ Lodging Trust 1,245,391
Rockwell Medical, Inc. 89,977
Rocky Brands, Inc. 182,137
Rocky Mountain Chocolate Factory, Inc. 53,950
Roofoods, Ltd. 6,686
Roofoods, Ltd. 240,186
RTW RetailWinds, Inc. 13,030
Ryman Hospitality Properties, Inc. 109,179
Safety Insurance Group, Inc. 275,411
Saga Communications, Inc., Class A 49,209
Sage Therapeutics, Inc. 177,697
SailPoint Technologies Holding, Inc. 835,949
Salem Media Group, Inc. 13,800
Sanderson Farms, Inc. 495,684
SandRidge Energy, Inc. 63,750
SB One Bancorp 143,400
Schneider National, Inc., Class B 266,973
Scholar Rock Holding Corp. 27,136
scPharmaceuticals, Inc. 70,150
SeaChange International, Inc. 108,780
Seacoast Banking Corp. of Florida 527,362
Seattle Genetics, Inc. 270,975
Seismic Software Holdings, Inc., Series E 82,718
Select Bancorp, Inc. 122,960
Selecta Biosciences, Inc. 252,000
Selective Insurance Group, Inc. 814,875
Semtech Corp. 154,208
Seneca Foods Corp., Class A 197,750
ServiceMaster Global Holdings, Inc. 749,732
ServiceSource International, Inc. 133,000
ServiceTitan, Inc. 5,081
ServiceTitan, Inc., Series A-1 106
ServiceTitan, Inc., Series D 51,657
Sesen Bio, Inc. 47,495
Seven Generations Energy, Ltd., Class A 133,964
Shenandoah Telecommunications Co. 18,198
Shiloh Industries, Inc. 46,104
Shore Bancshares, Inc. 130,000
Signature Bank 227,024
SilverBow Resources, Inc. 53,200
Silvercrest Asset Management Group, Inc., Class A 118,800
Simply Good Foods Co. 271,184
Simpson Manufacturing Co., Inc. 419,054
SiteOne Landscape Supply, Inc. 1,103,180
Page 101 of 142
SJW Group 511,250
Skyline Champion Corp. 356,558
SLM Corp. 224,952
Smart Sand, Inc. 30,450
Sonim Technologies, Inc. 60,669
SORL Auto Parts, Inc. 70,074
Sound Bank 0
Sound Bank (Non-Voting Shares) 30,560
Sound Bank (Voting Shares) 15,010
South State Corp. 305,162
Southern First Bancshares, Inc. 89,815
Southwest Gas Holdings, Inc. 863,608
Spero Therapeutics, Inc. 79,206
Spok Holdings, Inc. 104,076
Sportsman's Warehouse Holdings, Inc. 106,920
SPX Corp. 215,908
SS&C Technologies Holdings, Inc. 920,891
State Auto Financial Corp. 194,541
State Street Institutional U.S. Government Money Market Fund, Premier Class 609,976
Steel Connect, Inc. 100,100
Stella-Jones, Inc. 317,026
Sterling Bancorp, Inc. 121,553
StoneCo, Ltd., Class A 358,032
Stoneridge, Inc. 231,238
Strategic Education, Inc. 81,145
Strattec Security Corp. 32,993
Stratus Properties, Inc. 89,250
Superior Drilling Products, Inc. 40,746
Sutro Biopharma, Inc. 86,016
Synacor, Inc. 66,000
Synalloy Corp. 101,357
Syndax Pharmaceuticals, Inc. 121,940
Syneos Health, Inc. 1,593,826
Synlogic, Inc. 143,112
Sypris Solutions, Inc. 22,824
T. Rowe Price Government Reserve Fund 941,582
T2 Biosystems, Inc. 22,253
Tabula Rasa HealthCare, Inc. 87,105
Tandy Leather Factory, Inc. 83,700
Team, Inc. 190,400
Teledyne Technologies, Inc. 1,160,891
Teligent, Inc. 10,243
Tempur Sealy International, Inc. 531,396
Tetra Tech, Inc. 111,280
TETRA Technologies, Inc. 76,500
Tetraphase Pharmaceuticals, Inc. 23,300
Texas Capital Bancshares, Inc. 222,588
TherapeuticsMD, Inc. 225,065
Thermon Group Holdings, Inc. 97,170
Thor Industries, Inc. 773,475
Tilly's, Inc., Class A 93,228
Timberland Bancorp, Inc. 109,824
Titan International, Inc. 115,544
Toast, Inc. 198,063
Toast, Inc. 303
Toast, Inc., Series B 2,698
Tocagen, Inc. 6,643
Toro Co. 5,279,880
Towne Bank 297,360
Townsquare Media, Inc., Class A 106,150
TransAct Technologies, Inc. 78,900
TravelCenters of America, Inc. 67,360
Travelzoo 111,650
Trecora Resources 14,217
TreeHouse Foods, Inc. 575,340
Trevena, Inc. 48,455
Trevi Therapeutics, Inc. 74,700
TRI Pointe Group, Inc. 436,044
Tricida, Inc. 146,223
Trinity Place Holdings, Inc. 33,000
Tucows, Inc., Class A 108,812
Tuesday Morning Corp. 53,760
Turning Point Therapeutics, Inc. 121,329
Twin Disc, Inc. 48,750
Tyler Technologies, Inc. 1,491,517
U.S. Physical Therapy, Inc. 377,308
Ultragenyx Pharmaceutical, Inc. 296,014
Ultralife Corp. 85,485
Page 102 of 142
United Bancshares, Inc. 142,500
United Security Bancshares 117,416
United-Guardian, Inc. 58,800
Unity Bancorp, Inc. 175,360
Universal Technical Institute, Inc. 284,530
Uranium Energy Corp. 83,405
US Auto Parts Network, Inc. 51,000
US Ecology, Inc. 685,063
USA Truck, Inc. 22,760
VAALCO Energy, Inc. 67,200
Valmont Industries, Inc. 404,587
Valvoline, Inc. 1,163,279
Venture Global LNG, Inc., Series B 20,800
Venture Global LNG, Inc., Series C 306,800
Visteon Corp. 313,653
VIVUS, Inc. 51,092
VolitionRX, Ltd. 140,826
Volt Information Sciences, Inc. 36,270
VOXX International Corp. 86,000
Vroom, Inc. 159,433
Vroom, Inc. 52,183
Waste Connections, Inc. 409,318
Webster Financial Corp. 350,581
Welbilt, Inc. 972,415
Wendy's Co. 862,618
West Fraser Timber Co., Ltd. 492,781
West Pharmaceutical Services, Inc. 2,000,839
Western Alliance Bancorp 2,815,073
Willis Lease Finance Corp. 136,390
WillScot Corp. 2,112,444
Wintrust Financial Corp. 1,763,614
Wireless Telecom Group, Inc. 69,692
Woodward, Inc. 2,041,589
Xencor, Inc. 278,070
XOMA Corp. 168,035
XPO Logistics, Inc. 89
YRC Worldwide, Inc. 49,720
ZAGG, Inc. 105,840
Zendesk, Inc. 648,000
Zovio, Inc. 39,750
Zynga, Inc., Class A 477,386
VALIC Company I - Small Cap Index Fund - (unaudited)
January 31, 2020
Security Coupon(%) Maturity Date Market Value ($)
1-800-flowers.com, Inc., Class A 193,551
1st Constitution Bancorp 91,683
1st Source Corp. 342,033
22nd Century Group, Inc. 55,084
3D Systems Corp. 643,414
89bio, Inc. 40,320
8x8, Inc. 896,646
A. Schulman, Inc. CVR 2,862
A10 Networks, Inc. 172,136
AAON, Inc. 1,106,274
AAR Corp. 729,183
Aaron's, Inc. 2,060,504
Abeona Therapeutics, Inc. 37,331
Abercrombie & Fitch Co., Class A 527,610
ABM Industries, Inc. 1,304,579
Abraxas Petroleum Corp. 18,840
Acacia Communications, Inc. 1,335,354
Acacia Research Corp. 63,220
ACADIA Pharmaceuticals, Inc. 2,309,251
Acadia Realty Trust 1,090,690
Accelerate Diagnostics, Inc. 235,368
Acceleron Pharma, Inc. 2,100,014
ACCO Brands Corp. 427,792
Accuray, Inc. 175,556
AcelRx Pharmaceuticals, Inc. 68,422
Acer Therapeutics, Inc. 9,796
ACI Worldwide, Inc. 2,038,131
Aclaris Therapeutics, Inc. 19,625
ACNB Corp. 112,624
Acorda Therapeutics, Inc. 46,792
Acushnet Holdings Corp. 559,783
Page 103 of 142
Adamas Pharmaceuticals, Inc. 60,313
Addus HomeCare Corp. 603,493
Adesto Technologies Corp. 98,718
Adient PLC 1,158,261
ADMA Biologics, Inc. 102,370
Adtalem Global Education, Inc. 955,340
ADTRAN, Inc. 221,580
Aduro Biotech, Inc. 56,524
Advanced Disposal Services, Inc. 1,229,991
Advanced Drainage Systems, Inc. 926,512
Advanced Emissions Solutions, Inc. 96,280
Advanced Energy Industries, Inc. 1,367,747
AdvanSix, Inc. 268,314
Adverum Biotechnologies, Inc. 273,656
Aegion Corp. 327,064
Aeglea BioTherapeutics, Inc. 97,567
Aerie Pharmaceuticals, Inc. 444,047
Aerojet Rocketdyne Holdings, Inc. 1,954,239
AeroVironment, Inc. 728,514
Affimed NV 98,968
AG Mortgage Investment Trust, Inc. 264,964
Agenus, Inc. 205,580
AgeX Therapeutics, Inc. 14,967
Agilysys, Inc. 345,410
Agree Realty Corp. 1,617,613
Aimmune Therapeutics, Inc. 717,721
Air Transport Services Group, Inc. 629,876
Aircastle, Ltd. 863,638
Airgain, Inc. 43,376
AK Steel Holding Corp. 446,562
Akcea Therapeutics, Inc. 111,668
Akebia Therapeutics, Inc. 437,814
Akero Therapeutics, Inc. 62,021
Akorn, Inc. 73,391
Akoustis Technologies, Inc. 96,050
Alamo Group, Inc. 623,672
Alarm.com Holdings, Inc. 829,179
Albany International Corp., Class A 1,097,761
Albireo Pharma, Inc. 126,870
Alder Biopharmaceuticals, Inc. CVR 33,212
Aldeyra Therapeutics, Inc. 62,900
Alector, Inc. 434,746
Alerus Financial Corp. 32,367
Alexander & Baldwin, Inc. 770,609
Alexander's, Inc. 353,335
Alico, Inc. 74,643
Allakos, Inc. 722,217
Allegheny Technologies, Inc. 1,114,678
Allegiance Bancshares, Inc. 362,700
Allegiant Travel Co. 1,122,171
ALLETE, Inc. 2,223,573
Allied Motion Technologies, Inc. 166,491
Allogene Therapeutics, Inc. 432,728
Allscripts Healthcare Solutions, Inc. 713,152
Alpha & Omega Semiconductor, Ltd. 126,691
Alphatec Holdings, Inc. 139,736
Altair Engineering, Inc., Class A 759,175
Altisource Portfolio Solutions SA 53,977
Altra Industrial Motion Corp. 1,099,276
Altus Midstream Co., Class A 53,822
AMAG Pharmaceuticals, Inc. 153,225
Amalgamated Bank, Class A 122,697
Ambac Financial Group, Inc. 497,476
Ambarella, Inc. 959,369
AMC Entertainment Holdings, Inc., Class A 172,773
Amedisys, Inc. 2,843,960
Amerant Bancorp, Inc. 185,145
Ameresco, Inc., Class A 221,453
American Assets Trust, Inc. 1,131,391
American Axle & Manufacturing Holdings, Inc. 531,642
American Eagle Outfitters, Inc. 1,176,854
American Equity Investment Life Holding Co. 1,223,100
American Finance Trust, Inc. 712,377
American National Bankshares, Inc. 187,380
American Outdoor Brands Corp. 261,763
American Public Education, Inc. 184,992
American Realty Investors, Inc. 18,816
American Renal Associates Holdings, Inc. 85,552
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American Software, Inc., Class A 221,143
American States Water Co. 1,668,293
American Superconductor Corp. 68,848
American Vanguard Corp. 276,782
American Woodmark Corp. 949,240
America's Car-Mart, Inc. 351,955
Ameris Bancorp 1,261,644
AMERISAFE, Inc. 671,611
Ames National Corp. 121,634
Amicus Therapeutics, Inc. 1,161,806
Amkor Technology, Inc. 567,619
AMN Healthcare Services, Inc. 1,593,739
Amneal Pharmaceuticals, Inc. 272,660
Amphastar Pharmaceuticals, Inc. 348,511
Amplify Energy Corp. 36,178
Amyris, Inc. 78,451
AnaptysBio, Inc. 183,213
Anavex Life Sciences Corp. 63,063
Andersons, Inc. 365,811
AngioDynamics, Inc. 260,873
ANI Pharmaceuticals, Inc. 291,090
Anika Therapeutics, Inc. 282,796
Anixter International, Inc. 1,528,221
Antares Pharma, Inc. 304,882
Anterix, Inc. 256,552
Anworth Mtg. Asset Corp. 179,594
Apellis Pharmaceuticals, Inc. 1,031,203
Apogee Enterprises, Inc. 427,693
Apollo Commercial Real Estate Finance, Inc. 1,449,165
Apollo Medical Holdings, Inc. 56,663
Appfolio, Inc., Class A 1,060,984
Appian Corp. 892,945
Applied Industrial Technologies, Inc. 1,272,094
Applied Optoelectronics, Inc. 110,322
Applied Therapeutics, Inc. 172,521
Aprea Therapeutics, Inc. 127,174
Apyx Medical Corp. 129,819
AquaVenture Holdings, Ltd. 194,481
ArcBest Corp. 291,859
Arch Coal, Inc., Class A 399,100
Archrock, Inc. 552,695
Arcosa, Inc. 1,094,144
Arcus Biosciences, Inc. 146,407
Ardelyx, Inc. 171,513
Ardmore Shipping Corp. 105,479
Arena Pharmaceuticals, Inc. 1,185,244
Ares Commercial Real Estate Corp. 226,538
Ares Management Corp., Class A 1,324,448
Argan, Inc. 318,394
Argo Group International Holdings, Ltd. 1,100,374
Arlington Asset Investment Corp., Class A 105,279
Arlo Technologies, Inc. 164,664
Armada Hoffler Properties, Inc. 518,747
ARMOUR Residential REIT, Inc. 583,019
Armstrong Flooring, Inc. 32,186
Arrow Financial Corp. 229,748
Arrowhead Pharmaceuticals, Inc. 2,010,129
Artesian Resources Corp., Class A 154,991
Artisan Partners Asset Management, Inc., Class A 858,580
Arvinas, Inc. 528,020
Asbury Automotive Group, Inc. 956,495
Ascena Retail Group, Inc. 17,688
ASGN, Inc. 1,776,998
Ashford Hospitality Trust, Inc. 113,763
Assembly Biosciences, Inc. 207,577
Assertio Therapeutics, Inc. 35,444
AssetMark Financial Holdings, Inc. 207,539
Associated Capital Group, Inc., Class A 41,269
Astec Industries, Inc. 473,188
Astronics Corp. 295,924
AstroNova, Inc. 43,689
At Home Group, Inc. 138,579
Atara Biotherapeutics, Inc. 349,867
Athenex, Inc. 469,627
Athersys, Inc. 93,552
Atkore International Group, Inc. 954,587
Atlantic Capital Bancshares, Inc. 207,532
Atlantic Power Corp. 131,228
Page 105 of 142
Atlantic Union Bankshares Corp. 1,382,604
Atlas Air Worldwide Holdings, Inc. 266,881
ATN International, Inc. 328,933
Atreca, Inc., Class A 61,444
AtriCure, Inc. 759,250
Atrion Corp. 528,605
Avalon GloboCare Corp. 19,705
Avanos Medical, Inc. 669,167
Avaya Holdings Corp. 727,558
Avid Bioservices, Inc. 190,295
Avid Technology, Inc. 122,343
Avis Budget Group, Inc. 969,338
Avista Corp. 1,739,426
Avrobio, Inc. 230,012
AVX Corp. 490,108
Axcelis Technologies, Inc. 400,117
Axcella Health, Inc. 19,389
AxoGen, Inc. 215,336
Axon Enterprise, Inc. 2,301,765
Axonics Modulation Technologies, Inc. 233,082
Axos Financial, Inc. 836,649
Axsome Therapeutics, Inc. 1,122,235
AXT, Inc. 77,150
AZZ, Inc. 550,615
B&G Foods, Inc. 523,492
B. Riley Financial, Inc. 282,656
Badger Meter, Inc. 867,710
Balchem Corp. 1,786,759
Banc of California, Inc. 371,437
BancFirst Corp. 552,915
Banco Latinoamericano de Comercio Exterior SA, Class E 319,536
Bancorp, Inc. 305,155
BancorpSouth Bank 1,456,270
Bandwidth, Inc., Class A 585,917
Bank First Corp. 186,212
Bank of Commerce Holdings 95,251
Bank of Marin Bancorp 299,388
Bank of N.T. Butterfield & Son, Ltd. 946,604
Bank of Princeton 87,993
Bank7 Corp. 34,725
BankFinancial Corp. 89,285
Bankwell Financial Group, Inc. 92,307
Banner Corp. 929,704
Bar Harbor Bankshares 172,370
Barnes & Noble Education, Inc. 72,522
Barnes Group, Inc. 1,529,472
Barrett Business Services, Inc. 308,542
Bassett Furniture Industries, Inc. 59,939
Baudax Bio, Inc. 33,304
Baycom Corp. 125,462
BBX Capital Corp. 128,118
BCB Bancorp, Inc. 93,992
Beacon Roofing Supply, Inc. 1,155,241
Beazer Homes USA, Inc. 203,033
Bed Bath & Beyond, Inc. 892,520
Bel Fuse, Inc., Class B 87,812
Belden, Inc. 987,765
BellRing Brands, Inc., Class A 442,127
Benchmark Electronics, Inc. 583,743
Benefitfocus, Inc. 281,570
Berkshire Hills Bancorp, Inc. 651,729
Berry Petroleum Corp. 220,474
Beyondspring, Inc. 99,894
BG Staffing, Inc. 102,592
Big Lots, Inc. 541,227
Biglari Holdings, Inc., Class B 52,613
BioCryst Pharmaceuticals, Inc. 216,811
BioDelivery Sciences International, Inc. 225,230
Biohaven Pharmaceutical Holding Co., Ltd. 974,164
BioLife Solutions, Inc. 51,423
BioSig Technologies, Inc. 39,772
BioSpecifics Technologies Corp. 186,161
BioTelemetry, Inc. 833,890
Bioxcel Therapeutics, Inc. 59,072
BJ's Restaurants, Inc. 390,839
BJ's Wholesale Club Holdings, Inc. 1,176,124
Black Hills Corp. 2,605,066
Blackbaud, Inc. 1,966,161
Page 106 of 142
Blackline, Inc. 1,358,525
Blackstone Mtg. Trust, Inc., Class A 2,477,003
Bloom Energy Corp. Class A 223,114
Bloomin' Brands, Inc. 928,544
Blucora, Inc. 563,434
Blue Bird Corp. 153,420
Bluegreen Vacations Corp. 33,764
BlueLinx Holdings, Inc. 53,876
Blueprint Medicines Corp. 1,591,516
Bluerock Residential Growth REIT, Inc. 133,749
BMC Stock Holdings, Inc. 998,594
Boingo Wireless, Inc. 250,911
Boise Cascade Co. 722,226
Bonanza Creek Energy, Inc. 176,789
Boot Barn Holdings, Inc. 603,277
Boston Beer Co., Inc., Class A 1,529,583
Boston Omaha Corp., Class A 108,689
Boston Private Financial Holdings, Inc. 485,708
Bottomline Technologies, Inc. 1,192,439
Box, Inc., Class A 1,106,373
Boyd Gaming Corp. 1,235,790
Brady Corp., Class A 1,359,223
Braemar Hotels & Resorts, Inc. 123,115
Bridge Bancorp, Inc. 254,181
Bridgebio Pharma, Inc. 400,256
Bridgewater Bancshares, Inc. 151,576
Bridgford Foods Corp. 16,944
Briggs & Stratton Corp. 77,613
Brigham Minerals, Inc., Class A 140,571
Brightcove, Inc. 172,906
Brightsphere Investment Group, Inc. 311,012
BrightView Holdings, Inc. 253,227
Brinker International, Inc. 819,520
Brink's Co. 2,159,053
Brookdale Senior Living, Inc. 624,844
Brookline Bancorp, Inc. 612,332
Brooks Automation, Inc. 1,388,435
BRP Group, Inc., Class A 116,614
BRT Apartments Corp. 87,218
Bryn Mawr Bank Corp. 383,379
Buckle, Inc. 362,269
Builders FirstSource, Inc. 1,451,871
Business First Bancshares, Inc. 158,840
Byline Bancorp, Inc. 230,963
C&F Financial Corp. 83,584
Cabaletta Bio, Inc. 54,991
Cabot Microelectronics Corp. 2,167,808
Cactus, Inc., Class A 697,069
Cadence BanCorp 1,008,291
Cadiz, Inc. 61,437
Caesarstone, Ltd. 151,479
CAI International, Inc. 229,459
CalAmp Corp. 164,021
Calavo Growers, Inc. 637,855
Caleres, Inc. 355,282
California Resources Corp. 182,260
California Water Service Group 1,297,969
Calithera Biosciences, Inc. 145,410
Calix, Inc. 219,831
Callaway Golf Co. 1,028,524
Callon Petroleum Co. 592,323
Cal-Maine Foods, Inc. 577,571
Calyxt, Inc. 26,680
Cambium Networks Corp. 15,395
Cambridge Bancorp 159,085
Camden National Corp. 364,469
Camping World Holdings, Inc., Class A 263,335
Cannae Holdings, Inc. 1,411,797
Capital Bancorp, Inc. 55,638
Capital City Bank Group, Inc. 196,788
Capitol Federal Financial, Inc. 894,210
Capstar Financial Holdings, Inc. 112,275
Capstead Mtg. Corp. 394,848
Cara Therapeutics, Inc. 329,293
Cardiovascular Systems, Inc. 805,128
Cardlytics, Inc. 617,064
Cardtronics PLC, Class A 850,050
Care.com, Inc. 169,251
Page 107 of 142
CareDx, Inc. 510,332
CareTrust REIT, Inc. 1,087,996
Cargurus, Inc. 1,372,988
Carolina Financial Corp. 460,507
Carpenter Technology Corp. 961,589
Carriage Services, Inc. 199,727
Carrols Restaurant Group, Inc. 81,420
Cars.com, Inc. 402,125
Carter Bank & Trust 230,217
Casa Systems, Inc. 65,207
Casella Waste Systems, Inc., Class A 1,205,780
CASI Pharmaceuticals, Inc. 73,818
Cass Information Systems, Inc. 390,781
Castle Biosciences, Inc. 59,984
Castlight Health, Inc., Class B 64,923
Catalyst Pharmaceuticals, Inc. 203,642
Catasys, Inc. 63,378
CatchMark Timber Trust, Inc., Class A 258,408
Cathay General Bancorp 1,420,692
Cato Corp., Class A 182,712
Cavco Industries, Inc. 991,289
cbdMD, Inc. 5,497
CBIZ, Inc. 711,612
CBL & Associates Properties, Inc. 73,152
CBTX, Inc. 273,219
CECO Environmental Corp. 119,951
Cedar Realty Trust, Inc. 114,535
Celcuity, Inc. 33,363
Cellular Biomedicine Group, Inc. 105,966
CEL-SCI Corp. 182,299
Celsius Holdings, Inc. 79,834
CenterState Bank Corp. 1,397,299
Centogene NV 9,389
Central European Media Enterprises, Ltd., Class A 203,613
Central Garden & Pet Co. 173,258
Central Garden & Pet Co., Class A 646,567
Central Pacific Financial Corp. 397,482
Central Valley Community Bancorp 108,663
Centric Brands, Inc. 17,076
Century Aluminum Co. 136,461
Century Bancorp, Inc., Class A 125,302
Century Casinos, Inc. 116,612
Century Communities, Inc. 413,155
Cerecor, Inc. 44,908
Cerus Corp. 289,221
CEVA, Inc. 305,089
ChannelAdvisor Corp. 128,354
Chaparral Energy, Inc., Class A 16,435
Charah Solutions, Inc. 9,562
Chart Industries, Inc. 1,183,822
Chase Corp. 345,715
Chatham Lodging Trust 385,451
Checkpoint Therapeutics, Inc. 22,746
Cheesecake Factory, Inc. 820,531
Chefs' Warehouse, Inc. 456,784
Chegg, Inc. 2,507,980
ChemoCentryx, Inc. 887,723
Chemung Financial Corp. 72,358
Cherry Hill Mtg. Investment Corp. 123,756
Chesapeake Utilities Corp. 789,692
Chiasma, Inc. 83,053
Chico's FAS, Inc. 233,260
Children's Place, Inc. 464,591
Chimerix, Inc. 40,628
ChromaDex Corp. 92,923
Churchill Downs, Inc. 2,606,781
Chuy's Holdings, Inc. 209,166
CIM Commercial Trust Corp. 10,736
Cimpress PLC 1,223,935
Cincinnati Bell, Inc. 349,303
CIRCOR International, Inc. 416,463
Cirrus Logic, Inc. 2,299,077
Citi Trends, Inc. 133,335
Citizens & Northern Corp. 157,537
Citizens, Inc. 153,985
City Holding Co. 618,457
City Office REIT, Inc. 370,516
Civista Bancshares, Inc. 173,417
Page 108 of 142
Clarus Corp. 159,069
Clean Energy Fuels Corp. 158,716
Clear Channel Outdoor Holdings, Inc. 68,520
Clearfield, Inc. 73,178
Clearwater Paper Corp. 231,550
Clearway Energy, Inc., Class A 370,475
Clearway Energy, Inc., Class C 802,025
Cleveland-Cliffs, Inc. 969,336
Clipper Realty, Inc. 78,905
Cloudera, Inc. 1,272,688
Clovis Oncology, Inc. 214,388
CNB Financial Corp. 220,458
CNO Financial Group, Inc. 1,366,989
CNX Resources Corp. 692,446
Coastal Financial Corp. 70,951
Coca-Cola Consolidated, Inc. 653,735
Coda Octopus Group, Inc. 14,964
Codexis, Inc. 425,790
Codorus Valley Bancorp, Inc. 105,577
Coeur Mining, Inc. 737,873
Cogent Communications Holdings, Inc. 1,546,061
Cohen & Steers, Inc. 865,640
Coherus Biosciences, Inc. 579,824
Cohu, Inc. 462,612
Collectors Universe, Inc. 113,246
Collegium Pharmaceutical, Inc. 332,058
Colony Bankcorp, Inc. 58,560
Colony Credit Real Estate, Inc. 517,410
Columbia Banking System, Inc. 1,433,216
Columbia Financial, Inc. 449,050
Columbus McKinnon Corp. 414,177
Comfort Systems USA, Inc. 867,030
Commercial Metals Co. 1,244,857
Commercial Vehicle Group, Inc. 77,849
Community Bank System, Inc. 1,731,105
Community Bankers Trust Corp. 97,995
Community Financial Corp. 85,476
Community Health Systems, Inc. 189,854
Community Healthcare Trust, Inc. 464,908
Community Trust Bancorp, Inc. 347,594
CommVault Systems, Inc. 947,131
Compass Minerals International, Inc. 1,014,638
Computer Programs & Systems, Inc. 169,624
CompX International, Inc. 13,695
comScore, Inc. 99,343
Comstock Resources, Inc. 44,002
Comtech Telecommunications Corp. 352,326
Concert Pharmaceuticals, Inc. 118,174
Concrete Pumping Holdings, Inc. 42,121
Conduent, Inc. 380,501
Conformis, Inc. 33,054
CONMED Corp. 1,422,910
ConnectOne Bancorp, Inc. 411,758
Conn's, Inc. 81,214
CONSOL Energy, Inc. 107,747
Consolidated Communications Holdings, Inc. 174,894
Consolidated Water Co., Ltd. 126,785
Consolidated-Tomoka Land Co. 159,475
Constellation Pharmaceuticals, Inc. 262,338
Construction Partners, Inc., Class A 151,674
Container Store Group, Inc. 33,011
Continental Building Products, Inc. 661,270
Contura Energy, Inc. 53,916
Cooper Tire & Rubber Co. 684,210
Cooper-Standard Holdings, Inc. 228,417
Corbus Pharmaceuticals Holdings, Inc. 197,270
Corcept Therapeutics, Inc. 623,060
CoreCivic, Inc. 976,268
Core-Mark Holding Co., Inc. 545,472
CorEnergy Infrastructure Trust, Inc. 301,416
CorePoint Lodging, Inc. 187,978
Corium International, Inc. CVR 2,684
CorMedix, Inc. 82,836
Cornerstone Building Brands, Inc. 202,660
Cornerstone OnDemand, Inc. 1,720,841
Cortexyme, Inc. 274,657
CorVel Corp. 415,911
Costamare, Inc. 210,407
Page 109 of 142
Covanta Holding Corp. 908,088
Covenant Transportation Group, Inc., Class A 82,173
Covia Holdings Corp. 34,189
Cowen, Inc., Class A 232,951
CRA International, Inc. 206,300
Cracker Barrel Old Country Store, Inc. 1,888,380
Craft Brew Alliance, Inc. 97,711
Crawford & Co., Class A 73,093
Crinetics Pharmaceuticals, Inc. 121,813
Crocs, Inc. 1,343,872
Cross Country Healthcare, Inc. 181,715
CrossFirst Bankshares, Inc. 47,352
CryoLife, Inc. 556,941
CryoPort, Inc. 289,927
CSG Systems International, Inc. 841,809
CSW Industrials, Inc. 579,420
CTS Corp. 489,301
Cubic Corp. 1,048,688
Cue Biopharma, Inc. 155,538
Culp, Inc. 71,524
Cumulus Media, Inc., Class A 103,460
Curo Group Holdings Corp. 83,113
Cushman & Wakefield PLC 1,112,473
Customers Bancorp, Inc. 311,442
Cutera, Inc. 202,952
CVB Financial Corp. 1,424,760
CVR Energy, Inc. 526,037
Cyclerion Therapeutics, Inc. 39,780
Cymabay Therapeutics, Inc. 54,487
Cytokinetics, Inc. 351,731
CytomX Therapeutics, Inc. 171,610
CytoSorbents Corp. 77,686
Daily Journal Corp. 160,050
Daktronics, Inc. 111,050
Dana, Inc. 1,143,607
Darling Ingredients, Inc. 2,288,931
DASAN Zhone Solutions, Inc. 35,812
Daseke, Inc. 71,280
Dave & Buster's Entertainment, Inc. 700,068
Deciphera Pharmaceuticals, Inc. 635,068
Deckers Outdoor Corp. 2,755,595
Del Taco Restaurants, Inc. 111,781
Delek US Holdings, Inc. 1,043,947
Delta Apparel, Inc. 79,579
Deluxe Corp. 1,044,831
Denali Therapeutics, Inc. 570,384
Denbury Resources, Inc. 243,778
Denny's Corp. 609,105
Dermira, Inc. 460,049
Designer Brands, Inc., Class A 454,982
DHI Group, Inc. 72,033
DHT Holdings, Inc. 264,576
Diamond Hill Investment Group, Inc. 227,203
Diamond Offshore Drilling, Inc. 154,360
Diamond S Shipping, Inc. 126,667
DiamondRock Hospitality Co. 1,000,507
Dicerna Pharmaceuticals, Inc. 525,099
Diebold Nixdorf, Inc. 454,058
Digi International, Inc. 225,221
Digimarc Corp. 188,518
Digital Turbine, Inc. 251,503
Dillard's, Inc., Class A 311,554
Dime Community Bancshares, Inc. 316,150
Dine Brands Global, Inc. 699,562
Diodes, Inc. 1,089,191
Diplomat Pharmacy, Inc. 119,472
Diversified Healthcare Trust 938,930
DLB Oil & Gas, Inc. 0
DMC Global, Inc. 303,351
Domo, Inc., Class B 217,762
Donegal Group, Inc., Class A 73,991
Donnelley Financial Solutions, Inc. 145,096
Dorian LPG, Ltd. 185,372
Dorman Products, Inc. 966,381
Douglas Dynamics, Inc. 603,417
Dril-Quip, Inc. 760,372
Drive Shack, Inc. 117,343
DSP Group, Inc. 163,861
Page 110 of 142
Ducommun, Inc. 225,647
Duluth Holdings, Inc., Class B 46,602
DXP Enterprises, Inc. 289,633
Dycom Industries, Inc. 631,320
Dynavax Technologies Corp. 216,175
Dynex Capital, Inc. 204,770
e.l.f. Beauty, Inc. 211,335
E.W. Scripps Co., Class A 341,170
Eagle Bancorp, Inc. 734,859
Eagle Bulk Shipping, Inc. 73,892
Eagle Pharmaceuticals, Inc. 251,716
Earthstone Energy, Inc., Class A 50,795
Easterly Government Properties, Inc. 925,427
Eastern Co. 76,895
EastGroup Properties, Inc. 2,652,685
Ebix, Inc. 411,439
Echo Global Logistics, Inc. 266,863
Edgewell Personal Care Co. 717,047
Editas Medicine, Inc. 702,192
eGain Corp. 75,370
eHealth, Inc. 1,231,213
Eidos Therapeutics, Inc. 308,385
Eiger BioPharmaceuticals, Inc. 148,814
El Paso Electric Co. 1,420,017
El Pollo Loco Holdings, Inc. 138,448
Eldorado Resorts, Inc. 2,023,135
ElectroCore, Inc. 8,399
Elevate Credit, Inc. 67,007
Ellington Financial, Inc. 287,405
Eloxx Pharmaceuticals, Inc. 49,491
EMCOR Group, Inc. 2,356,553
Emerald Expositions Events, Inc. 132,419
Emergent BioSolutions, Inc. 1,291,144
Employers Holdings, Inc. 691,655
Enanta Pharmaceuticals, Inc. 454,274
Encore Capital Group, Inc. 538,854
Encore Wire Corp. 568,028
Endo International PLC 654,789
Endurance International Group Holdings, Inc. 173,569
Energous Corp. 23,299
Energy Fuels, Inc. 68,698
Energy Recovery, Inc. 197,084
Enerpac Tool Group Corp. 652,765
EnerSys 1,577,651
Ennis, Inc. 273,162
Enochian Biosciences, Inc. 31,338
Enova International, Inc. 424,191
Enphase Energy, Inc. 1,487,019
EnPro Industries, Inc. 617,594
Ensign Group, Inc. 1,174,748
Enstar Group, Ltd. 1,153,383
Entercom Communications Corp., Class A 243,111
Enterprise Bancorp, Inc. 142,847
Enterprise Financial Services Corp. 543,222
Entravision Communications Corp., Class A 68,223
Envestnet, Inc. 1,955,661
Enzo Biochem, Inc. 56,892
Epizyme, Inc. 834,835
ePlus, Inc. 546,720
Equity Bancshares, Inc., Class A 205,103
Era Group, Inc. 99,539
Eros International PLC 90,334
Escalade, Inc. 47,696
ESCO Technologies, Inc. 1,259,379
Esperion Therapeutics, Inc. 703,148
Esquire Financial Holdings, Inc. 74,484
ESSA Bancorp, Inc. 82,360
Essent Group, Ltd. 2,455,199
Essential Properties Realty Trust, Inc. 1,144,738
Ethan Allen Interiors, Inc. 199,130
Evans Bancorp, Inc. 94,672
Evelo Biosciences, Inc. 41,448
Eventbrite, Inc., Class A 396,943
Everbridge, Inc. 1,547,950
Everi Holdings, Inc. 441,213
EverQuote, Inc., Class A 165,692
EVERTEC, Inc. 1,045,873
EVI Industries, Inc. 62,458
Page 111 of 142
Evo Payments, Inc., Class A 504,821
Evofem Biosciences, Inc. 35,972
Evolent Health, Inc., Class A 383,514
Evolus, Inc. 97,072
Evolution Petroleum Corp. 70,358
Evoqua Water Technologies Corp. 768,006
Exagen, Inc. 35,126
Exantas Capital Corp. 189,257
Exela Technologies, Inc. 8,650
ExlService Holdings, Inc. 1,259,100
eXp World Holdings, Inc. 116,980
Exponent, Inc. 1,934,227
Express, Inc. 135,546
Exterran Corp. 80,433
Extraction Oil & Gas, Inc. 61,747
Extreme Networks, Inc. 362,703
EyePoint Pharmaceuticals, Inc. 60,586
EZCORP, Inc., Class A 162,479
Fabrinet 1,180,676
Falcon Minerals Corp. 109,005
Farmer Brothers Co. 65,147
Farmers & Merchants Bancorp, Inc. 152,263
Farmers National Banc Corp. 208,096
Farmland Partners, Inc. 92,528
FARO Technologies, Inc. 457,191
Fate Therapeutics, Inc. 790,243
FB Financial Corp. 311,617
FBL Financial Group, Inc., Class A 267,502
Federal Agricultural Mtg. Corp., Class C 353,574
Federal Signal Corp. 987,151
Federated Investors, Inc., Class B 1,794,689
FedNat Holding Co. 92,108
Ferro Corp. 573,548
Ferroglobe Representation & Warranty Trust 0
FGL Holdings 722,804
FibroGen, Inc. 1,688,689
Fidelity D&D Bancorp, Inc. 81,580
Fiesta Restaurant Group, Inc. 119,617
Financial Institutions, Inc. 244,909
First Bancorp 534,080
First Bancorp, Inc. 148,866
First BanCorp./Puerto Rico 1,022,286
First Bancshares, Inc. 293,190
First Bank 91,282
First Busey Corp. 672,843
First Business Financial Services, Inc. 106,738
First Capital, Inc. 110,007
First Choice Bancorp 126,106
First Commonwealth Financial Corp. 679,704
First Community Bankshares, Inc. 228,530
First Defiance Financial Corp. 293,253
First Financial Bancorp 1,203,803
First Financial Bankshares, Inc. 2,240,309
First Financial Corp. 280,718
First Financial Northwest, Inc. 59,559
First Foundation, Inc. 331,370
First Guaranty Bancshares, Inc. 47,646
First Industrial Realty Trust, Inc. 2,766,533
First Internet Bancorp 128,759
First Interstate BancSystem, Inc., Class A 748,594
First Merchants Corp. 1,114,670
First Mid Bancshares, Inc. 244,774
First Midwest Bancorp, Inc. 1,091,396
First Northwest Bancorp 71,039
First of Long Island Corp. 263,727
FirstCash, Inc. 1,873,247
Fitbit, Inc., Class A 752,799
Five Prime Therapeutics, Inc. 82,690
Five9, Inc. 2,204,191
Fixed Income Clearing Corp. Repurchase Agreement 0.25 02/03/2020 41,944,000
Flagstar Bancorp, Inc. 627,765
Flexion Therapeutics, Inc. 303,954
Flexsteel Industries, Inc. 62,943
Flotek Industries, Inc. 46,946
Fluent, Inc. 59,357
Fluidigm Corp. 136,370
Flushing Financial Corp. 275,915
FNCB Bancorp, Inc. 68,978
Page 112 of 142
Focus Financial Partners, Inc. Class A 445,051
ForeScout Technologies, Inc. 620,007
Forestar Group, Inc. 125,471
FormFactor, Inc. 981,218
Forrester Research, Inc. 228,487
Forterra, Inc. 123,556
Forty Seven, Inc. 421,055
Forum Energy Technologies, Inc. 45,057
Forward Air Corp. 948,043
Fossil Group, Inc. 161,756
Foundation Building Materials, Inc. 186,359
Four Corners Property Trust, Inc. 1,065,966
Fox Factory Holding Corp. 1,272,301
Franklin Covey Co. 159,127
Franklin Electric Co., Inc. 1,369,849
Franklin Financial Network, Inc. 248,356
Franklin Financial Services Corp. 77,715
Franklin Street Properties Corp. 405,285
Frank's International NV 191,671
Frequency Therapeutics, Inc. 70,630
Fresh Del Monte Produce, Inc. 494,486
Freshpet, Inc. 1,111,781
Front Yard Residential Corp. 272,971
Frontier Communications Corp. 29,729
FRP Holdings, Inc. 169,288
FS Bancorp, Inc. 112,395
FTI Consulting, Inc. 2,296,988
FTS International, Inc. 10,192
Fulcrum Therapeutics, Inc. 40,204
Fulton Financial Corp. 1,357,655
Funko, Inc., Class A 169,027
FutureFuel Corp. 145,362
FVCBankcorp, Inc. 99,416
G1 Therapeutics, Inc. 336,457
Gaia, Inc. 45,650
GAIN Capital Holdings, Inc. 38,822
Galectin Therapeutics, Inc. 54,110
Galera Therapeutics, Inc. 12,807
GAMCO Investors, Inc., Class A 44,006
GameStop Corp., Class A 177,247
Gannett Co, Inc. 368,470
GasLog, Ltd. 134,674
GATX Corp. 1,369,807
GCP Applied Technologies, Inc. 617,449
Genco Shipping & Trading, Ltd. 61,323
Gencor Industries, Inc. 52,306
Generac Holdings, Inc. 3,255,523
General Finance Corp. 57,672
Genesco, Inc. 292,541
Genesis Healthcare, Inc. 64,532
Genie Energy, Ltd., Class B 52,699
GenMark Diagnostics, Inc. 153,523
Gentherm, Inc. 783,040
Genworth Financial, Inc., Class A 1,066,111
GEO Group, Inc. 966,123
Geospace Technologies Corp. 91,121
German American Bancorp, Inc. 434,965
Geron Corp. 124,662
Getty Realty Corp. 540,347
Gibraltar Industries, Inc. 903,996
G-III Apparel Group, Ltd. 616,851
Glacier Bancorp, Inc. 1,890,846
Gladstone Commercial Corp. 335,619
Gladstone Land Corp. 124,957
Glaukos Corp. 1,124,100
Global Blood Therapeutics, Inc. 1,941,811
Global Indemnity, Ltd. 134,665
Global Medical REIT, Inc. 242,886
Global Net Lease, Inc. 959,011
Global Water Resources, Inc. 76,513
Globus Medical, Inc., Class A 2,041,952
Glu Mobile, Inc. 351,015
GlycoMimetics, Inc. 74,344
GMS, Inc. 546,985
GNC Holdings, Inc., Class A 89,891
Gogo, Inc. 148,379
Golar LNG, Ltd. 468,234
Gold Resource Corp. 171,496
Page 113 of 142
Golden Entertainment, Inc. 150,751
Goodrich Petroleum Corp. 31,316
Goosehead Insurance, Inc., Class A 306,349
GoPro, Inc., Class A 258,169
Gorman-Rupp Co. 334,036
Gossamer Bio, Inc. 292,519
GP Strategies Corp. 87,393
Graham Corp. 90,102
Granite Construction, Inc. 653,670
Granite Point Mtg. Trust, Inc. 509,450
Gray Television, Inc. 948,638
Great Ajax Corp. 133,577
Great Lakes Dredge & Dock Corp. 327,763
Great Southern Bancorp, Inc. 323,704
Great Western Bancorp, Inc. 858,664
Green Brick Partners, Inc. 144,759
Green Dot Corp., Class A 747,518
Green Plains, Inc. 219,784
Greenbrier Cos., Inc. 397,389
Greene County Bancorp, Inc. 49,594
Greenhill & Co., Inc. 122,571
Greenlane Holdings, Inc., Class A 12,622
Greenlight Capital Re, Ltd., Class A 139,473
Greif, Inc., Class A 537,101
Greif, Inc., Class B 146,750
Griffin Industrial Realty, Inc. 20,088
Griffon Corp. 389,709
Gritstone Oncology, Inc. 113,417
Group 1 Automotive, Inc. 913,077
Groupon, Inc. 668,353
GSI Technology, Inc. 66,137
GTT Communications, Inc. 205,420
GTY Technology Holdings, Inc. 127,435
Guaranty Bancshares, Inc. 127,786
Guess?, Inc. 503,019
Gulfport Energy Corp. 127,529
GWG Holdings, Inc. 8,163
H&E Equipment Services, Inc. 444,740
H.B. Fuller Co. 1,208,946
Habit Restaurants, Inc., Class A 147,070
Hackett Group, Inc. 194,099
Haemonetics Corp. 2,825,538
Hallador Energy Co. 17,334
Hallmark Financial Services, Inc. 115,412
Halozyme Therapeutics, Inc. 1,395,542
Hamilton Beach Brands Holding Co., Class A 52,424
Hamilton Lane, Inc., Class A 734,909
Hancock Whitney Corp. 1,771,887
Hanger, Inc. 454,618
Hanmi Financial Corp. 261,736
Hannon Armstrong Sustainable Infrastructure Capital, Inc. 1,109,016
HarborOne Bancorp, Inc. 146,925
Harmonic, Inc. 316,723
Harpoon Therapeutics,, Inc.. 50,063
Harsco Corp. 596,969
Haverty Furniture Cos., Inc. 184,451
Hawaiian Holdings, Inc. 661,704
Hawkins, Inc. 209,276
Hawthorn Bancshares, Inc. 66,112
Haynes International, Inc. 171,101
HBT Financial, Inc. 90,290
HCI Group, Inc. 139,362
Health Catalyst, Inc. 137,848
Health Insurance Innovations, Inc., Class A 115,153
Healthcare Realty Trust, Inc. 2,453,522
Healthcare Services Group, Inc. 978,099
HealthEquity, Inc. 2,350,151
HealthStream, Inc. 341,885
Heartland Express, Inc. 440,953
Heartland Financial USA, Inc. 873,582
Hecla Mining Co. 764,196
Heidrick & Struggles International, Inc. 274,765
Helen of Troy, Ltd. 2,438,934
Helios Technologies, Inc. 639,841
Helix Energy Solutions Group, Inc. 607,953
Hemisphere Media Group, Inc. 120,140
Herc Holdings, Inc. 496,766
Heritage Commerce Corp. 326,099
Page 114 of 142
Heritage Financial Corp. 485,334
Heritage Insurance Holdings, Inc. 162,412
Heritage-Crystal Clean, Inc. 218,749
Herman Miller, Inc. 1,169,936
Heron Therapeutics, Inc. 900,610
Hersha Hospitality Trust 228,908
Hertz Global Holdings, Inc. 821,600
Heska Corp. 360,584
HF Foods Group, Inc. 67,234
Hibbett Sports, Inc. 223,441
HighPoint Resources Corp. 66,940
Hillenbrand, Inc. 1,089,031
Hilltop Holdings, Inc. 813,206
Hingham Institution for Savings 149,295
HMS Holdings Corp. 1,232,159
HNI Corp. 791,664
Home Bancorp, Inc. 139,146
Home BancShares, Inc. 1,524,227
HomeStreet, Inc. 369,907
HomeTrust Bancshares, Inc. 213,194
Homology Medicines, Inc. 199,303
Hooker Furniture Corp. 147,125
Hookipa Pharma, Inc. 61,428
Hope Bancorp, Inc. 861,623
Horace Mann Educators Corp. 913,747
Horizon Bancorp 324,373
Hostess Brands, Inc. 823,800
Houghton Mifflin Harcourt Co. 296,043
Houlihan Lokey, Inc. 1,121,101
Howard Bancorp, Inc. 111,778
Hub Group, Inc., Class A 877,801
Hudson, Ltd., Class A 223,514
Hurco Cos., Inc. 102,038
Huron Consulting Group, Inc. 746,546
Hyster-Yale Materials Handling, Inc. 280,586
I3 Verticals, Inc., Class A 240,141
IBERIABANK Corp. 1,949,791
ICF International, Inc. 816,602
Ichor Holdings, Ltd. 377,474
Ideanomics, Inc. 15,002
IDT Corp., Class B 64,668
IES Holdings, Inc. 106,017
IGM Biosciences, Inc. 86,471
II-VI, Inc. 1,545,343
IMAX Corp. 444,463
Immersion Corp. 117,222
ImmunoGen, Inc. 351,984
Immunomedics, Inc. 1,669,462
Impinj, Inc. 277,456
Independence Contract Drilling, Inc. 17,135
Independence Holding Co. 103,330
Independence Realty Trust, Inc. 686,175
Independent Bank Corp. 1,231,732
Independent Bank Corp. 237,639
Independent Bank Group, Inc. 980,272
Industrial Logistics Properties Trust 762,191
Infinera Corp. 675,483
Information Services Group, Inc. 49,478
Ingevity Corp. 1,408,752
Ingles Markets, Inc., Class A 302,961
InnerWorkings, Inc. 94,097
Innophos Holdings, Inc. 321,933
Innospec, Inc. 1,257,816
Innovative Industrial Properties, Inc. 521,069
Innoviva, Inc. 452,970
Inogen, Inc. 415,474
Inovalon Holdings, Inc., Class A 757,319
Inovio Pharmaceuticals, Inc. 215,696
Inphi Corp. 1,754,220
Inseego Corp. 155,162
Insight Enterprises, Inc. 1,182,301
Insmed, Inc. 939,459
Insperity, Inc. 1,686,503
Inspire Medical Systems, Inc. 517,392
Inspired Entertainment, Inc. 26,628
Installed Building Products, Inc. 862,503
Insteel Industries, Inc. 211,956
Instructure, Inc. 867,105
Page 115 of 142
Integer Holdings Corp. 1,425,753
Intellia Therapeutics, Inc. 236,509
Intelligent Systems Corp. 148,660
Intelsat SA 117,437
Inter Parfums, Inc. 624,893
Intercept Pharmaceuticals, Inc. 1,194,214
InterDigital, Inc. 885,326
Interface, Inc. 477,978
International Bancshares Corp. 1,125,934
International Money Express, Inc. 97,981
International Seaways, Inc. 288,312
Intersect ENT, Inc. 407,652
INTL. FCStone, Inc. 390,383
Intra-Cellular Therapies, Inc. 518,988
Intrepid Potash, Inc. 116,549
Intrexon Corp. 173,440
IntriCon Corp. 71,781
Invacare Corp. 132,829
Invesco Mtg. Capital, Inc. 1,290,849
Investar Holding Corp. 104,602
Investors Bancorp, Inc. 1,411,262
Investors Real Estate Trust 441,021
Investors Title Co. 112,985
Invitae Corp. 830,093
Iovance Biotherapeutics, Inc. 1,308,357
iRadimed Corp. 59,517
iRhythm Technologies, Inc. 1,164,568
Iridium Communications, Inc. 1,299,907
iRobot Corp. 663,311
Ironwood Pharmaceuticals, Inc. 953,595
iStar, Inc. 444,415
Iteris, Inc. 104,337
Itron, Inc. 1,440,272
J Alexander's Holdings, Inc. 64,311
J&J Snack Foods Corp. 1,288,079
J. Jill, Inc. 10,303
J.C. Penney Co., Inc. 123,150
j2 Global, Inc. 2,296,614
Jack in the Box, Inc. 1,083,678
James River Group Holdings, Ltd. 653,160
JELD-WEN Holding, Inc. 828,493
Jernigan Capital, Inc. 219,090
John B. Sanfilippo & Son, Inc. 373,533
John Bean Technologies Corp. 1,810,552
Johnson Outdoors, Inc., Class A 199,094
Joint Corp. 112,007
Jounce Therapeutics, Inc. 52,276
K12, Inc. 325,689
Kadant, Inc. 601,757
Kadmon Holdings, Inc. 368,953
Kaiser Aluminum Corp. 810,314
Kala Pharmaceuticals, Inc. 68,159
Kaleido Biosciences, Inc. 50,064
KalVista Pharmaceuticals, Inc. 99,175
Kaman Corp. 877,473
Karuna Therapeutics, Inc. 223,228
Karyopharm Therapeutics, Inc. 494,255
KB Home 1,653,965
KBR, Inc. 1,978,882
Kearny Financial Corp. 502,620
Kelly Services, Inc., Class A 302,169
KEMET Corp. 761,514
Kennametal, Inc. 1,320,125
Kennedy-Wilson Holdings, Inc. 1,359,056
Kezar Life Sciences, Inc. 24,529
Kforce, Inc. 384,987
Kimball Electronics, Inc. 203,933
Kimball International, Inc., Class B 344,050
Kindred Biosciences, Inc. 166,097
Kiniksa Pharmaceuticals, Ltd., Class A 105,412
Kinsale Capital Group, Inc. 1,198,739
Kite Realty Group Trust 732,187
KKR Real Estate Finance Trust, Inc. 273,061
KLX Energy Services Holdings, Inc. 44,084
Knoll, Inc. 623,630
Knowles Corp. 824,497
Kodiak Sciences, Inc. 739,619
Kontoor Brands, Inc. 866,693
Page 116 of 142
Koppers Holdings, Inc. 303,350
Korn Ferry 1,187,764
Kraton Corp. 264,500
Kratos Defense & Security Solutions, Inc. 849,014
Kronos Worldwide, Inc. 126,134
Krystal Biotech, Inc. 281,786
Kura Oncology, Inc. 206,941
Kura Sushi USA, Inc., Class A 38,915
KVH Industries, Inc. 86,755
La Jolla Pharmaceutical Co. 72,877
Ladder Capital Corp. 970,476
Ladenburg Thalmann Financial Services, Inc. 212,953
Lakeland Bancorp, Inc. 406,536
Lakeland Financial Corp. 600,496
Lancaster Colony Corp. 1,501,806
Landec Corp. 148,982
Lands' End, Inc. 63,562
Lannett Co., Inc. 135,832
Lantheus Holdings, Inc. 346,961
Laredo Petroleum, Inc. 159,411
Lattice Semiconductor Corp. 1,205,392
Laureate Education, Inc., Class A 1,264,009
Lawson Products, Inc. 101,287
La-Z-Boy, Inc. 706,099
LB Foster Co., Class A 87,174
LCI Industries 1,353,404
LCNB Corp. 103,447
Leaf Group, Ltd. 31,400
Lee Enterprises, Inc. 58,029
Legacy Housing Corp. 41,599
LeMaitre Vascular, Inc. 303,965
LendingClub Corp. 404,117
Level One Bancorp, Inc. 65,705
Lexicon Pharmaceuticals, Inc. 65,873
Lexington Realty Trust 1,375,082
LGI Homes, Inc. 820,604
LHC Group, Inc. 2,253,732
Liberty Latin America, Ltd., Class A 396,250
Liberty Latin America, Ltd., Class C 985,354
Liberty Media Corp. - Liberty Braves, Series A 149,438
Liberty Media Corp. - Liberty Braves, Series C 539,596
Liberty Oilfield Services, Inc., Class A 231,826
Liberty TripAdvisor Holdings, Inc., Class A 219,703
Lifetime Brands, Inc. 41,250
Lifevantage Corp. 115,741
Ligand Pharmaceuticals, Inc. 772,113
Limelight Networks, Inc. 290,298
Limoneira Co. 156,804
Lindblad Expeditions Holdings, Inc. 194,434
Lindsay Corp. 554,866
Lineage Cell Therapeutics, Inc. 57,215
Liquidia Technologies, Inc. 40,054
Liquidity Services, Inc. 74,852
Lithia Motors, Inc., Class A 1,562,708
LivaNova PLC 1,695,376
Live Oak Bancshares, Inc. 234,669
Livent Corp. 708,996
LivePerson, Inc. 1,308,260
LiveRamp Holdings, Inc. 1,385,624
LiveXLive Media, Inc. 23,485
Livongo Health, Inc. 183,109
LogicBio Therapeutics, Inc. 42,105
Loral Space & Communications, Inc. 212,097
Louisiana-Pacific Corp. 1,862,215
Lovesac Co. 51,200
LSB Industries, Inc. 34,884
LTC Properties, Inc. 933,632
Lumber Liquidators Holdings, Inc. 111,487
Lumentum Holdings, Inc. 3,009,130
Luminex Corp. 489,678
Luther Burbank Corp. 105,688
Luxfer Holdings PLC 224,656
Lydall, Inc. 179,034
M/I Homes, Inc. 618,086
Macatawa Bank Corp. 140,948
Mack-Cali Realty Corp. 977,264
Mackinac Financial Corp. 71,593
MACOM Technology Solutions Holdings, Inc. 670,769
Page 117 of 142
MacroGenics, Inc. 226,459
Madrigal Pharmaceuticals, Inc. 333,242
Magellan Health, Inc. 825,296
Magenta Therapeutics, Inc. 117,232
Magnolia Oil & Gas Corp., Class A 546,104
MainStreet Bancshares, Inc. 80,234
Majesco 27,155
Malibu Boats, Inc., Class A 458,963
Mallinckrodt PLC 198,123
Malvern Bancorp, Inc. 77,600
Mammoth Energy Services, Inc. 9,480
Manitowoc Co, Inc. 260,432
MannKind Corp. 141,577
ManTech International Corp., Class A 1,104,492
Marchex, Inc., Class B 62,874
Marcus & Millichap, Inc. 417,578
Marcus Corp. 334,963
Marine Products Corp. 53,130
MarineMax, Inc. 215,822
Marinus Pharmaceuticals, Inc. 53,631
Marker Therapeutics, Inc. 36,050
Marlin Business Services Corp. 87,310
Marriott Vacations Worldwide Corp. 2,558,226
Marrone Bio Innovations, Inc. 30,648
Marten Transport, Ltd. 418,397
Masonite International Corp. 950,367
MasTec, Inc. 1,780,721
MasterCraft Boat Holdings, Inc. 166,142
Matador Resources Co. 836,835
Materion Corp. 566,240
Matrix Service Co. 277,857
Matson, Inc. 786,350
Matthews International Corp., Class A 591,111
Maui Land & Pineapple Co., Inc. 36,241
Maxar Technologies, Inc. 489,940
MAXIMUS, Inc. 2,344,647
MaxLinear, Inc. 661,549
Mayville Engineering Co., Inc. 24,649
MBIA, Inc. 350,133
McDermott International, Inc. 6,805
McGrath RentCorp 961,552
MDC Holdings, Inc. 1,093,322
MDC Partners, Inc., Class A 65,962
Medallion Financial Corp. 73,020
Media General, Inc. CVR 0
MediciNova, Inc. 124,647
Medifast, Inc. 550,115
Medpace Holdings, Inc. 1,213,013
Meet Group, Inc. 189,204
MEI Pharma, Inc. 82,818
MeiraGTx Holdings PLC 159,259
Menlo Therapeutics, Inc. 36,598
Mercantile Bank Corp. 270,058
Merchants Bancorp 87,143
Mercury Systems, Inc. 2,139,023
Meredith Corp. 614,492
Meridian Bancorp, Inc. 443,346
Meridian Bioscience, Inc. 212,869
Merit Medical Systems, Inc. 1,002,388
Meritage Homes Corp. 1,320,637
Meritor, Inc. 844,915
Mersana Therapeutics, Inc. 124,517
Mesa Air Group, Inc. 91,267
Mesa Laboratories, Inc. 538,789
Meta Financial Group, Inc. 675,059
Methode Electronics, Inc. 614,816
Metrocity Bankshares, Inc. 131,099
Metropolitan Bank Holding Corp. 177,087
MGE Energy, Inc. 1,433,145
MGP Ingredients, Inc. 227,078
Michaels Cos., Inc. 212,488
MicroStrategy, Inc., Class A 646,128
Mid Penn Bancorp, Inc. 84,984
Middlesex Water Co. 544,007
Midland States Bancorp, Inc. 297,674
MidWestOne Financial Group, Inc. 197,145
Millendo Therapeutics, Inc. 38,303
Miller Industries, Inc. 195,311
Page 118 of 142
Minerals Technologies, Inc. 968,981
Minerva Neurosciences, Inc. 123,478
Mirati Therapeutics, Inc. 1,214,752
Mirum Pharmaceuticals, Inc. 21,716
Misonix, Inc. 68,830
Mistras Group, Inc. 102,342
Mitek Systems, Inc. 187,363
MMA Capital Holdings, Inc. 75,780
Mobile Mini, Inc. 940,987
MobileIron, Inc. 241,457
Model N, Inc. 528,296
Modine Manufacturing Co. 178,836
Moelis & Co., Class A 878,148
Molecular Templates, Inc. 130,650
Momenta Pharmaceuticals, Inc. 1,468,673
Monarch Casino & Resort, Inc. 312,632
Monmouth Real Estate Investment Corp. 694,471
Monro, Inc. 1,051,542
Montage Resources Corp., Class A 40,106
Moog, Inc., Class A 1,480,088
Morphic Holding, Inc. 51,034
Motorcar Parts of America, Inc. 190,716
Movado Group, Inc. 139,224
Mr. Cooper Group, Inc. 484,008
MRC Global, Inc. 455,084
MSA Safety, Inc. 2,459,377
MSG Networks, Inc., Class A 335,685
MTS Systems Corp. 467,666
Mueller Industries, Inc. 831,170
Mueller Water Products, Inc., Class A 939,340
Murphy USA, Inc. 1,530,098
Mustang Bio, Inc. 52,477
MutualFirst Financial, Inc. 111,988
MVB Financial Corp. 98,362
Myers Industries, Inc. 294,816
MyoKardia, Inc. 1,552,513
MYR Group, Inc. 237,486
Myriad Genetics, Inc. 1,010,055
Nabors Industries, Ltd. 374,964
NACCO Industries, Inc., Class A 89,283
NanoString Technologies, Inc. 466,509
Napco Security Technologies, Inc. 174,695
Natera, Inc. 1,120,845
Nathan's Famous, Inc. 99,330
National Bank Holdings Corp., Class A 494,020
National Bankshares, Inc. 132,526
National Beverage Corp. 260,292
National CineMedia, Inc. 236,197
National Energy Services Reunited Corp. 80,299
National General Holdings Corp. 757,966
National Health Investors, Inc. 1,846,656
National HealthCare Corp. 526,850
National Presto Industries, Inc. 220,215
National Research Corp. 418,133
National Storage Affiliates Trust 1,041,097
National Vision Holdings, Inc. 1,373,228
National Western Life Group, Inc., Class A 311,752
Natural Gas Services Group, Inc. 69,211
Natural Grocers by Vitamin Cottage, Inc. 42,137
Nature's Sunshine Products, Inc. 42,953
Natus Medical, Inc. 542,224
Navistar International Corp. 932,785
NBT Bancorp, Inc. 828,772
NCS Multistage Holdings, Inc. 9,027
Neenah, Inc. 573,037
Nelnet, Inc., Class A 526,506
Neogen Corp. 1,771,623
NeoGenomics, Inc. 1,578,368
Neon Therapeutics, Inc. 9,805
NeoPhotonics Corp. 154,286
NETGEAR, Inc. 393,619
NetScout Systems, Inc. 948,570
Neuronetics, Inc. 24,873
Nevro Corp. 2,041,896
New Age Beverages Corp. 67,030
New Jersey Resources Corp. 1,884,977
New Senior Investment Group, Inc. 327,729
New York Mtg. Trust, Inc. 858,323
Page 119 of 142
Newmark Group, Inc., Class A 868,238
Newpark Resources, Inc. 228,495
NewStar Financial, Inc. CVR 9,676
NexPoint Residential Trust, Inc. 500,298
NextCure, Inc. 309,168
NextDecade Corp. 31,526
NextGen Healthcare, Inc. 389,314
NexTier Oilfield Solutions, Inc. 421,507
NGM Biopharmaceuticals, Inc. 202,788
NI Holdings, Inc. 75,230
NIC, Inc. 666,420
Nicolet Bankshares, Inc. 339,403
Nine Energy Service, Inc. 39,514
NL Industries, Inc. 14,438
nLight, Inc. 298,251
NMI Holdings, Inc., Class A 1,068,043
NN, Inc. 185,968
Noble Corp. PLC 102,954
Noodles & Co. 104,715
Nordic American Tankers, Ltd. 241,893
Northeast Bank 85,137
Northern Oil and Gas, Inc. 252,891
Northfield Bancorp, Inc. 356,333
Northrim BanCorp, Inc. 124,668
Northwest Bancshares, Inc. 810,812
Northwest Natural Holding Co. 1,140,472
Northwest Pipe Co. 160,868
NorthWestern Corp. 2,003,067
Norwood Financial Corp. 100,810
Novagold Resources, Inc. 1,084,313
Novanta, Inc. 1,569,538
Novavax, Inc. 103,998
Novocure, Ltd. 3,634,990
NOW, Inc. 556,916
NuVasive, Inc. 2,057,253
NV5 Global, Inc. 330,363
NVE Corp. 179,805
Oak Valley Bancorp 65,028
Oasis Petroleum, Inc. 369,122
Oceaneering International, Inc. 631,595
OceanFirst Financial Corp. 653,118
Ocular Therapeutix, Inc. 94,590
Ocwen Financial Corp. 85,090
Odonate Therapeutics, Inc. 175,872
Office Depot, Inc. 619,855
Office Properties Income Trust 834,041
OFG Bancorp 512,086
Ohio Valley Banc Corp. 70,297
Oil States International, Inc. 331,765
Oil-Dri Corp. of America 95,615
Old National Bancorp 1,555,716
Old Second Bancorp, Inc. 183,022
Olympic Steel, Inc. 69,649
Omega Flex, Inc. 156,941
Omeros Corp. 309,379
Omnicell, Inc. 1,729,964
OMNOVA Solutions, Inc. 227,536
On Deck Capital, Inc. 131,857
Oncocyte Corp. 28,817
Oncternal Therapeutics, Inc. CVR 754
ONE Gas, Inc. 2,536,758
One Liberty Properties, Inc. 218,392
OneSpan, Inc. 279,648
OneSpaWorld Holdings, Ltd. 350,153
Onto Innovation, Inc. 938,029
Ooma, Inc. 133,860
OP Bancorp 67,333
OPKO Health, Inc. 287,187
Oportun Financial Corp. 78,353
Oppenheimer Holdings, Inc., Class A 135,078
OptimizeRx Corp. 78,311
Optinose, Inc. 100,232
Option Care Health, Inc. 264,481
Opus Bank 299,484
OraSure Technologies, Inc. 222,731
ORBCOMM, Inc. 134,819
Orchid Island Capital, Inc. 196,475
Organogenesis Holdings, Inc. 25,095
Page 120 of 142
Origin Bancorp, Inc. 345,845
Orion Engineered Carbons SA 486,041
Ormat Technologies, Inc. 1,615,874
Orrstown Financial Services, Inc. 107,110
Orthofix Medical, Inc. 401,539
OrthoPediatrics Corp. 210,681
OSI Systems, Inc. 750,388
Osmotica Pharmaceuticals PLC 26,127
Otter Tail Corp. 1,084,911
Overseas Shipholding Group, Inc., Class A 59,162
Overstock.com, Inc. 112,145
Owens & Minor, Inc. 198,210
Oxford Industries, Inc. 593,092
Oyster Point Pharma, Inc. 91,035
P.A.M. Transportation Services, Inc. 52,288
P.H. Glatfelter Co. 373,579
Pacific Biosciences of California, Inc. 341,424
Pacific Drilling SA 28,213
Pacific Mercantile Bancorp 69,238
Pacific Premier Bancorp, Inc. 890,126
Pacira BioSciences, Inc. 909,781
Palatin Technologies, Inc. 76,482
Palomar Holdings, Inc. 343,790
Pan American Silver Corp. CVR 113,448
Panhandle Oil and Gas, Inc., Class A 56,965
Papa John's International, Inc. 735,901
Par Pacific Holdings, Inc. 366,063
PAR Technology Corp. 202,138
Paratek Pharmaceuticals, Inc. 56,727
Pareteum Corp. 44,045
Park Aerospace Corp. 148,419
Park National Corp. 647,316
Parke Bancorp, Inc. 99,530
Parker Drilling Co. 80,551
Park-Ohio Holdings Corp. 131,477
Parsons Corp. 403,724
Party City Holdco, Inc. 79,796
Patrick Industries, Inc. 601,082
Pattern Energy Group, Inc., Class A 1,220,961
Patterson Cos., Inc. 945,241
Paysign, Inc. 135,636
PC Connection, Inc. 288,125
PCB Bancorp 95,017
PCSB Financial Corp. 165,382
PDC Energy, Inc. 1,109,359
PDF Solutions, Inc. 228,819
PDL BioPharma, Inc. 190,382
PDL Community Bancorp 60,390
Peabody Energy Corp. 222,343
Peapack Gladstone Financial Corp. 278,036
Pebblebrook Hotel Trust 1,584,947
Penn National Gaming, Inc. 1,683,426
Penn Virginia Corp. 148,778
Pennant Group, Inc. 343,068
Penns Woods Bancorp, Inc. 111,151
Pennsylvania Real Estate Investment Trust 140,532
PennyMac Financial Services, Inc. 432,661
PennyMac Mtg. Investment Trust 1,072,104
Peoples Bancorp of North Carolina, Inc. 64,655
Peoples Bancorp, Inc. 300,800
Peoples Financial Services Corp. 164,079
People's Utah Bancorp 210,048
Perdoceo Education Corp. 629,732
Perficient, Inc. 815,627
Performance Food Group Co. 2,738,655
Personalis, Inc. 49,948
Perspecta, Inc. 2,017,363
PetIQ, Inc. 302,201
PetMed Express, Inc. 253,764
Pfenex, Inc. 164,263
PGT Innovations, Inc. 451,841
PhaseBio Pharmaceuticals, Inc. 35,099
Phathom Pharmaceuticals, Inc. 184,436
Phibro Animal Health Corp., Class A 248,491
Photronics, Inc. 428,130
Phreesia, Inc. 157,976
Phunware, Inc. 14,106
Physicians Realty Trust 1,876,466
Page 121 of 142
PICO Holdings, Inc. 91,848
Piedmont Office Realty Trust, Inc., Class A 1,491,952
Pieris Pharmaceuticals, Inc. 87,956
Ping Identity Holding Corp. 171,593
Pioneer Bancorp, Inc. 83,280
Piper Jaffray Cos. 582,698
Pitney Bowes, Inc. 329,191
PJT Partners, Inc., Class A 534,568
Plantronics, Inc. 498,752
PlayAGS, Inc. 140,486
Plexus Corp. 1,056,061
Plug Power, Inc. 486,190
PNM Resources, Inc. 2,215,187
PolarityTE, Inc. 24,391
PolyOne Corp. 1,308,022
Portland General Electric Co. 2,836,934
Portola Pharmaceuticals, Inc. 500,869
Potbelly Corp. 46,018
PotlatchDeltic Corp. 1,461,226
Powell Industries, Inc. 189,058
Power Integrations, Inc. 1,421,001
PQ Group Holdings, Inc. 297,902
PRA Group, Inc. 817,594
Precision BioSciences, Inc. 149,285
Preferred Apartment Communities, Inc., Class A 276,983
Preferred Bank 427,923
Preformed Line Products Co. 86,190
Premier Financial Bancorp, Inc. 113,849
Prestige Consumer Healthcare, Inc. 1,050,666
Prevail Therapeutics, Inc. 72,009
PRGX Global, Inc. 41,560
PriceSmart, Inc. 707,063
PrimeEnergy Resources Corp. 38,452
Primo Water Corp. 271,215
Primoris Services Corp. 485,556
Principia Biopharma, Inc. 497,595
Priority Technology Holdings, Inc. 10,067
ProAssurance Corp. 831,531
Progenics Pharmaceuticals, Inc. 199,166
Progress Software Corp. 1,030,905
Progyny, Inc. 165,660
ProPetro Holding Corp. 399,866
PROS Holdings, Inc. 1,014,120
ProSight Global, Inc. 65,940
Protagonist Therapeutics, Inc. 68,380
Protective Insurance Corp., Class B 73,382
Prothena Corp. PLC 251,298
Proto Labs, Inc. 1,433,993
Providence Service Corp. 388,452
Provident Bancorp, Inc. 52,295
Provident Financial Holdings, Inc. 66,228
Provident Financial Services, Inc. 715,253
Prudential Bancorp, Inc. 79,122
PS Business Parks, Inc. 1,723,019
PTC Therapeutics, Inc. 1,597,891
Pulse Biosciences, Inc. 80,864
Puma Biotechnology, Inc. 124,188
Pure Cycle Corp. 114,221
Purple Innovation, Inc. 50,066
Pyxus International, Inc. 29,688
Pzena Investment Management, Inc., Class A 74,291
Q2 Holdings, Inc. 1,955,585
QAD, Inc., Class A 302,938
QCR Holdings, Inc. 311,497
QEP Resources, Inc. 389,628
QTS Realty Trust, Inc., Class A 1,681,600
Quad/Graphics, Inc. 70,189
Quaker Chemical Corp. 1,118,975
Qualys, Inc. 1,482,702
Quanex Building Products Corp. 300,336
Quanterix Corp. 185,920
Quidel Corp. 1,396,762
QuinStreet, Inc. 307,901
Quotient Technology, Inc. 388,098
R1 RCM, Inc. 666,438
Ra Pharmaceuticals, Inc. 837,848
Radian Group, Inc. 2,546,397
Radiant Logistics, Inc. 96,972
Page 122 of 142
Radius Health, Inc. 406,461
RadNet, Inc. 487,151
Rafael Holdings, Inc., Class B 109,579
Ramaco Resources, Inc. 12,900
Rambus, Inc. 900,353
Rapid7, Inc. 1,503,383
RAPT Therapeutics, Inc. 35,388
Raven Industries, Inc. 577,871
Rayonier Advanced Materials, Inc. 77,209
RBB Bancorp 164,092
RBC Bearings, Inc. 1,937,655
RCI Hospitality Holdings, Inc. 82,356
RE/MAX Holdings, Inc., Class A 351,372
Reading International, Inc., Class A 85,262
Ready Capital Corp. 265,608
Realogy Holdings Corp. 619,038
RealReal, Inc. 129,897
Reata Pharmaceuticals, Inc., Class A 2,513,460
Recro Pharma, Inc. 166,252
Red Lion Hotels Corp. 34,169
Red River Bancshares, Inc. 133,593
Red Robin Gourmet Burgers, Inc. 219,046
Red Rock Resorts, Inc., Class A 879,051
Redfin Corp. 1,118,791
Redwood Trust, Inc. 1,012,985
REGENXBIO, Inc. 746,409
Regional Management Corp. 121,192
Regis Corp. 186,038
Reliant Bancorp, Inc. 111,487
Renasant Corp. 913,006
Renewable Energy Group, Inc. 496,850
Rent-A-Center, Inc. 738,242
Repligen Corp. 2,695,472
Replimune Group, Inc. 105,958
Republic Bancorp, Inc., Class A 208,578
Republic First Bancorp, Inc. 71,564
Resources Connection, Inc. 239,154
resTORbio, Inc. 10,891
Retail Opportunity Investments Corp. 972,775
Retail Value, Inc. 261,842
Retrophin, Inc. 328,819
REV Group, Inc. 139,510
Revance Therapeutics, Inc. 518,626
Revlon, Inc., Class A 75,778
REX American Resources Corp. 217,008
Rexford Industrial Realty, Inc. 2,741,577
Rexnord Corp. 1,784,845
RGC Resources, Inc. 97,811
RH 1,774,166
Rhythm Pharmaceuticals, Inc. 264,047
Ribbon Communications, Inc. 86,441
Richmond Mutual Bancorp., Inc. 102,668
Rigel Pharmaceuticals, Inc. 195,271
RigNet, Inc. 31,038
Rimini Street, Inc. 52,190
Ring Energy, Inc. 66,815
Rite Aid Corp. 338,639
Riverview Bancorp, Inc. 80,393
RLI Corp. 1,908,658
RLJ Lodging Trust 1,351,604
RMR Group, Inc., Class A 358,747
Roadrunner Transportation Systems, Inc. 18,275
Rocket Pharmaceuticals, Inc. 312,812
Rockwell Medical, Inc. 82,917
Rocky Brands, Inc. 96,646
Rogers Corp. 1,119,332
Rosehill Resources, Inc. 5,746
Rosetta Stone, Inc. 182,836
RPC, Inc. 135,148
RPT Realty 559,716
RR Donnelley & Sons Co. 87,062
RTI Surgical Holdings, Inc. 121,376
RTW RetailWinds, Inc. 6,147
Rubicon Project, Inc. 235,816
Rubius Therapeutics, Inc. 139,994
Rush Enterprises, Inc., Class A 600,925
Rush Enterprises, Inc., Class B 103,802
Ruth's Hospitality Group, Inc. 290,813
Page 123 of 142
Ryerson Holding Corp. 85,198
Ryman Hospitality Properties, Inc. 2,004,837
S&T Bancorp, Inc. 733,794
Sabra Health Care REIT, Inc. 2,133,080
Safe Bulkers, Inc. 33,983
Safeguard Scientifics, Inc. 106,528
Safehold, Inc. 248,584
Safety Insurance Group, Inc. 698,519
Saga Communications, Inc., Class A 59,154
Saia, Inc. 1,160,433
SailPoint Technologies Holding, Inc. 1,105,139
Sally Beauty Holdings, Inc. 951,669
Sanderson Farms, Inc. 1,407,192
SandRidge Energy, Inc. 40,372
Sandy Spring Bancorp, Inc. 628,627
Sangamo Therapeutics, Inc. 432,499
Sanmina Corp. 1,122,774
Satsuma Pharmaceuticals, Inc. 56,164
Saul Centers, Inc. 305,415
Savara, Inc. 46,688
SB One Bancorp 100,500
ScanSource, Inc. 454,582
Schnitzer Steel Industries, Inc., Class A 212,208
Scholar Rock Holding Corp. 110,794
Scholastic Corp. 499,555
Schweitzer-Mauduit International, Inc. 555,751
Science Applications International Corp. 2,610,368
Scientific Games Corp. 711,765
Scorpio Bulkers, Inc. 102,815
Scorpio Tankers, Inc. 528,721
Sculptor Capital Management, Inc. 198,500
Seacoast Banking Corp. of Florida 704,108
SEACOR Holdings, Inc. 335,904
SEACOR Marine Holdings, Inc. 105,621
Seadrill, Ltd. 41,253
SeaSpine Holdings Corp. 120,250
SeaWorld Entertainment, Inc. 834,897
SecureWorks Corp., Class A 65,924
Select Bancorp, Inc. 93,566
Select Energy Services, Inc., Class A 211,848
Select Interior Concepts, Inc., Class A 88,019
Select Medical Holdings Corp. 1,290,757
Selective Insurance Group, Inc. 1,992,071
Semtech Corp. 1,631,472
Seneca Foods Corp., Class A 134,510
Senseonics Holdings, Inc. 51,446
Sensient Technologies Corp. 1,300,459
Seres Therapeutics, Inc. 61,083
Seritage Growth Properties, Class A 636,137
ServisFirst Bancshares, Inc. 898,060
SFL Corp., Ltd. 552,955
Shake Shack, Inc., Class A 1,005,140
SharpSpring, Inc. 64,927
Shenandoah Telecommunications Co. 993,861
Shockwave Medical, Inc. 568,368
Shoe Carnival, Inc. 173,025
Shore Bancshares, Inc. 105,528
ShotSpotter, Inc. 114,686
Shutterstock, Inc. 424,937
SI-BONE, Inc. 177,493
Siebert Financial Corp. 26,772
Sientra, Inc. 120,000
Sierra Bancorp 194,637
SIGA Technologies, Inc. 145,724
Signet Jewelers, Ltd. 647,327
Silicon Laboratories, Inc. 2,171,078
Silk Road Medical, Inc. 384,420
SilverBow Resources, Inc. 19,338
Silvercrest Asset Management Group, Inc., Class A 52,807
Silvergate Capital Corp., Class A 25,895
Simmons First National Corp., Class A 1,174,421
Simply Good Foods Co. 973,652
Simpson Manufacturing Co., Inc. 1,902,402
Simulations Plus, Inc. 199,911
SiteOne Landscape Supply, Inc. 2,026,874
SJW Group 991,839
Skyline Champion Corp. 743,446
SkyWest, Inc. 1,396,298
Page 124 of 142
Sleep Number Corp. 740,162
SM Energy Co. 528,428
SMART Global Holdings, Inc. 209,914
Smart Sand, Inc. 22,488
SmartFinancial, Inc. 141,330
Solaris Oilfield Infrastructure, Inc., Class A 184,180
Solid Biosciences, Inc. 33,818
Soliton, Inc. 34,170
Sonic Automotive, Inc., Class A 395,723
Sonim Technologies, Inc. 16,400
Sonos, Inc. 497,748
Sorrento Therapeutics, Inc. 246,135
South Jersey Industries, Inc. 1,465,772
South Plains Financial, Inc. 113,035
South State Corp. 1,299,887
Southern First Bancshares, Inc. 142,064
Southern Missouri Bancorp, Inc. 142,124
Southern National Bancorp of Virginia, Inc. 157,241
Southside Bancshares, Inc. 577,803
Southwest Gas Holdings, Inc. 2,106,880
Southwestern Energy Co. 438,444
SP Plus Corp. 489,888
Spark Energy, Inc., Class A 57,690
Spartan Motors, Inc. 294,355
SpartanNash Co. 224,331
Spectrum Pharmaceuticals, Inc. 144,886
Spero Therapeutics, Inc. 52,902
Spire, Inc. 2,153,786
Spirit Airlines, Inc. 1,447,225
Spirit of Texas Bancshares, Inc. 146,474
Spok Holdings, Inc. 95,962
Sportsman's Warehouse Holdings, Inc. 141,245
SpringWorks Therapeutics, Inc. 168,827
SPS Commerce, Inc. 1,021,235
SPX Corp. 1,101,229
SPX FLOW, Inc. 940,979
St. Joe Co. 360,364
STAAR Surgical Co. 767,900
STAG Industrial, Inc. 2,216,984
Stamps.com, Inc. 631,973
Standard Motor Products, Inc. 525,490
Standex International Corp. 463,391
StarTek, Inc. 65,046
State Auto Financial Corp. 266,233
Steelcase, Inc., Class A 831,290
Stemline Therapeutics, Inc. 156,548
Stepan Co. 1,037,305
Sterling Bancorp, Inc. 62,276
Sterling Construction Co., Inc. 176,690
Steven Madden, Ltd. 1,663,864
Stewart Information Services Corp. 502,962
Stifel Financial Corp. 2,208,646
Stitch Fix, Inc., Class A 486,350
Stock Yards Bancorp, Inc. 403,283
Stoke Therapeutics, Inc. 131,468
Stoneridge, Inc. 378,645
Stratasys, Ltd. 474,888
Strategic Education, Inc. 1,778,049
Stratus Properties, Inc. 89,696
Strongbridge Biopharma PLC 54,559
Sturm Ruger & Co., Inc. 425,377
Summit Financial Group, Inc. 138,487
Summit Hotel Properties, Inc. 589,811
Summit Materials, Inc., Class A 1,270,020
SunCoke Energy, Inc. 220,365
Sunnova Energy International, Inc. 94,558
SunPower Corp. 275,298
Sunrun, Inc. 988,540
Sunstone Hotel Investors, Inc. 1,462,435
Superior Group of Cos., Inc. 63,069
Supernus Pharmaceuticals, Inc. 579,274
Surgery Partners, Inc. 208,260
Surmodics, Inc. 265,173
Sutro Biopharma, Inc. 57,231
SVMK, Inc. 787,137
Sykes Enterprises, Inc. 659,741
Synalloy Corp. 54,797
Synaptics, Inc. 1,152,470
Page 125 of 142
Synchronoss Technologies, Inc. 109,060
Syndax Pharmaceuticals, Inc. 96,849
Syneos Health, Inc. 1,962,784
Synlogic, Inc. 21,601
Syros Pharmaceuticals, Inc. 125,661
Systemax, Inc. 150,248
Tabula Rasa HealthCare, Inc. 581,861
Tactile Systems Technology, Inc. 529,759
Tailored Brands, Inc. 102,194
Talos Energy, Inc. 226,860
Tandem Diabetes Care, Inc. 2,189,648
Tanger Factory Outlet Centers, Inc. 677,969
Target Hospitality Corp. 91,294
Taylor Morrison Home Corp., Class A 1,399,202
TCR2 Therapeutics, Inc. 88,330
Team, Inc. 208,080
Tech Data Corp. 2,626,041
TechTarget, Inc. 300,414
Teekay Corp. 125,558
Teekay Tankers, Ltd. 199,210
TEGNA, Inc. 1,887,747
Tejon Ranch Co. 173,639
Teladoc Health, Inc. 3,772,932
Telaria, Inc. 230,040
Telenav, Inc. 77,655
Tellurian, Inc. 340,498
Tenable Holdings, Inc. 527,451
Tenet Healthcare Corp. 1,671,889
Tennant Co. 713,667
Tenneco, Inc., Class A 246,864
Terex Corp. 825,269
TerraForm Power, Inc., Class A 737,330
Terreno Realty Corp. 1,940,885
Territorial Bancorp, Inc. 116,120
TESSCO Technologies, Inc. 20,764
Tetra Tech, Inc. 2,399,967
TETRA Technologies, Inc. 95,239
Texas Roadhouse, Inc. 2,120,500
Textainer Group Holdings, Ltd. 256,088
TG Therapeutics, Inc. 628,977
TherapeuticsMD, Inc. 255,929
Theravance Biopharma, Inc. 640,292
Thermon Group Holdings, Inc. 395,790
Third Point Reinsurance, Ltd. 413,450
Tidewater, Inc. 307,410
Tilly's, Inc., Class A 95,965
Timberland Bancorp, Inc. 107,290
TimkenSteel Corp. 131,887
Tiptree, Inc. 87,509
Titan International, Inc. 73,679
Titan Machinery, Inc. 118,791
Tivity Health, Inc. 527,748
TiVo Corp. 464,981
Tobira Therapeutics, Inc. CVR 0
Tocagen, Inc. 5,444
Tompkins Financial Corp. 635,947
Tootsie Roll Industries, Inc. 285,432
TopBuild Corp. 1,968,656
Towne Bank 909,045
TPG RE Finance Trust, Inc. 521,289
TPI Composites, Inc. 307,826
Transcat, Inc. 108,599
Transcontinental Realty Investors, Inc. 17,576
TransEnterix, Inc. 12,313
Translate Bio, Inc. 127,554
TransMedics Group, Inc. 128,086
Travelzoo 27,415
Trecora Resources 74,220
Tredegar Corp. 272,364
Trex Co., Inc. 2,965,767
TRI Pointe Group, Inc. 1,156,021
Tribune Publishing Co. 112,990
Tricida, Inc. 395,370
TriCo Bancshares 500,391
TriMas Corp. 661,652
TriNet Group, Inc. 1,309,926
Trinseo SA 579,512
Triple-S Management Corp., Class B 207,229
Page 126 of 142
TriState Capital Holdings, Inc. 288,456
Triton International, Ltd. 1,043,477
Triumph Bancorp, Inc. 468,150
Triumph Group, Inc. 520,536
Tronox Holdings PLC, Class A 396,689
TrueBlue, Inc. 435,264
TrueCar, Inc. 199,282
Trupanion, Inc. 472,352
TrustCo Bank Corp. 387,381
Trustmark Corp. 1,056,907
TTEC Holdings, Inc. 292,220
TTM Technologies, Inc. 732,192
Tucows, Inc., Class A 292,152
Tupperware Brands Corp. 156,913
Turning Point Brands, Inc. 97,093
Turning Point Therapeutics, Inc. 832,163
Tutor Perini Corp. 230,717
Twin Disc, Inc. 51,675
Twin River Worldwide Holdings, Inc. 238,811
Twist Bioscience Corp. 280,667
Tyme Technologies, Inc. 42,445
U.S. Physical Therapy, Inc. 756,139
UFP Technologies, Inc. 161,853
Ultra Clean Holdings, Inc. 467,149
Ultragenyx Pharmaceutical, Inc. 1,475,026
UMB Financial Corp. 1,513,161
UMH Properties, Inc. 293,959
Unifi, Inc. 159,399
UniFirst Corp. 1,585,964
Union Bankshares, Inc. 67,206
Unisys Corp. 254,072
Unit Corp. 10,909
United Bankshares, Inc. 1,719,699
United Community Banks, Inc. 1,129,950
United Community Financial Corp. 264,320
United Fire Group, Inc. 481,549
United Insurance Holdings Corp. 107,393
United Natural Foods, Inc. 197,194
United Security Bancshares 67,372
United States Lime & Minerals, Inc. 92,532
United States Treasury Bills 1.58 06/25/2020 2,982,110
Uniti Group, Inc. 601,806
Unitil Corp. 462,613
Unity Bancorp, Inc. 88,798
UNITY Biotechnology, Inc. 86,600
Universal Corp. 670,168
Universal Electronics, Inc. 341,955
Universal Forest Products, Inc. 1,465,261
Universal Health Realty Income Trust 812,506
Universal Insurance Holdings, Inc. 371,672
Universal Logistics Holdings, Inc. 69,189
Univest Financial Corp. 367,036
Upland Software, Inc. 459,110
Upwork, Inc. 270,709
Uranium Energy Corp. 75,981
Urban Edge Properties 1,087,566
UroGen Pharma, Ltd. 283,042
Urstadt Biddle Properties, Inc., Class A 344,425
US Concrete, Inc. 292,087
US Ecology, Inc. 668,968
US Silica Holdings, Inc. 193,547
US Well Services, Inc. 13,814
US Xpress Enterprises, Inc. Class A 61,239
USANA Health Sciences, Inc. 397,410
Utah Medical Products, Inc. 164,621
Valhi, Inc. 24,693
Valley National Bancorp 2,097,218
Value Line, Inc. 17,925
Vanda Pharmaceuticals, Inc. 341,024
Vapotherm, Inc. 80,622
Varex Imaging Corp. 534,779
Varonis Systems, Inc. 1,274,309
VBI Vaccines, Inc. 107,772
Vector Group, Ltd. 749,019
Vectrus, Inc. 323,350
Veeco Instruments, Inc. 315,308
Vera Bradley, Inc. 100,715
Veracyte, Inc. 636,143
Page 127 of 142
Vericel Corp. 377,003
Verint Systems, Inc. 1,979,134
Veritex Holdings, Inc. 731,817
Veritiv Corp. 93,731
Verra Mobility Corp. 1,044,052
Verrica Pharmaceuticals, Inc. 96,085
Verso Corp., Class A 301,767
Viad Corp. 670,020
Viavi Solutions, Inc. 1,665,210
Vicor Corp. 457,657
Viela Bio, Inc. 110,377
ViewRay, Inc. 113,019
Viking Therapeutics, Inc. 209,319
Village Super Market, Inc., Class A 94,360
Vince Holding Corp. 23,396
Vir Biotechnology, Inc. 98,558
VirnetX Holding Corp. 119,753
Virtus Investment Partners, Inc. 413,996
Virtusa Corp. 613,690
Vishay Intertechnology, Inc. 1,382,946
Vishay Precision Group, Inc. 185,031
Vista Outdoor, Inc. 220,671
Visteon Corp. 1,145,034
Vivint Solar, Inc. 185,012
Vocera Communications, Inc. 352,392
Vonage Holdings Corp. 1,031,794
Voyager Therapeutics, Inc. 136,772
VSE Corp. 139,342
W&T Offshore, Inc. 200,219
Wabash National Corp. 319,824
Waddell & Reed Financial, Inc., Class A 569,927
Waitr Holdings, Inc. 10,191
Walker & Dunlop, Inc. 944,312
Warrior Met Coal, Inc. 500,827
Washington Federal, Inc. 1,381,624
Washington Prime Group, Inc. 288,915
Washington Real Estate Investment Trust 1,254,463
Washington Trust Bancorp, Inc. 367,612
Waterstone Financial, Inc. 212,031
Watford Holdings, Ltd. 214,545
Watts Water Technologies, Inc., Class A 1,413,888
WaVe Life Sciences, Ltd. 82,119
WD-40 Co. 1,318,762
Weis Markets, Inc. 179,818
Welbilt, Inc. 1,006,684
Werner Enterprises, Inc. 856,921
WesBanco, Inc. 1,102,399
West Bancorporation, Inc. 188,041
Westamerica Bancorporation 848,517
Western Asset Mtg. Capital Corp. 283,298
Western New England Bancorp, Inc. 109,933
Westwood Holdings Group, Inc. 116,392
Weyco Group, Inc. 70,645
Whitestone REIT 257,860
Whiting Petroleum Corp. 212,191
WideOpenWest, Inc. 85,428
Willdan Group, Inc. 170,984
William Lyon Homes, Class A 378,530
Willis Lease Finance Corp. 88,891
WillScot Corp. 500,109
Wingstop, Inc. 1,398,508
Winmark Corp. 254,483
Winnebago Industries, Inc. 875,065
WisdomTree Investments, Inc. 288,250
Wolverine World Wide, Inc. 1,291,245
Workiva, Inc. 858,624
World Acceptance Corp. 243,240
World Fuel Services Corp. 1,296,476
Worthington Industries, Inc. 730,671
Wrap Technologies, Inc. 28,041
Wright Medical Group NV 1,953,615
WSFS Financial Corp. 1,051,859
WW International, Inc. 791,718
X4 Pharmaceuticals, Inc. 50,597
XBiotech, Inc. 218,385
Xencor, Inc. 824,776
Xenia Hotels & Resorts, Inc. 1,088,450
Xeris Pharmaceuticals, Inc. 87,237
Page 128 of 142
Xperi Corp. 407,077
Yelp, Inc. 1,148,042
YETI Holdings, Inc. 770,105
Yext, Inc. 725,337
Y-mAbs Therapeutics, Inc. 400,631
York Water Co. 314,139
Youngevity International, Inc. 6,905
YRC Worldwide, Inc. 38,714
ZAGG, Inc. 108,924
Zeneca, Inc. CVR 2,429
ZIOPHARM Oncology, Inc. 324,845
Zix Corp. 185,328
Zogenix, Inc. 1,103,607
Zumiez, Inc. 319,524
Zuora, Inc., Class A 670,048
Zynerba Pharmaceuticals, Inc. 59,245
Zynex, Inc. 78,052
Futures Contracts
Description Expiration Month
Unrealized
Appreciation
(Depreciation) ($)
Russell 2000 E-Mini Index Long March 2020 (876,722)
VALIC Company I - Small Cap Special Values Fund - (unaudited)
January 31, 2020
Security Coupon(%) Maturity Date Market Value ($)
A. Schulman, Inc. CVR 13,570
A.H. Belo Corp., Class A 374,578
Acadia Realty Trust 1,843,555
ACCO Brands Corp. 908,496
ACI Worldwide, Inc. 1,104,398
Alamo Group, Inc. 1,789,803
Alcoa Corp. 637,515
American Eagle Outfitters, Inc. 527,026
API Group Corp. 1,584,652
Apollo Commercial Real Estate Finance, Inc. 1,882,218
Apollo Investment Corp. 1,679,283
Artisan Partners Asset Management, Inc., Class A 1,706,740
Associated Banc-Corp. 2,626,435
Atkore International Group, Inc. 2,543,897
Avanos Medical, Inc. 658,647
AVX Corp. 1,860,482
Badger Meter, Inc. 1,104,776
Belden, Inc. 1,154,840
Berry Petroleum Corp. 665,841
BJ's Wholesale Club Holdings, Inc. 2,020,953
BlackBerry, Ltd. 594,951
Brooks Automation, Inc. 1,594,410
Cabot Microelectronics Corp. 2,356,098
Callon Petroleum Co. 431,199
Central Garden & Pet Co. 1,731,352
Central Garden & Pet Co., Class A 1,831,545
CNO Financial Group, Inc. 938,638
Compass Minerals International, Inc. 1,476,890
Cott Corp. 2,315,349
CSW Industrials, Inc. 3,982,334
CVB Financial Corp. 1,627,080
Delta Apparel, Inc. 917,627
Deluxe Corp. 1,785,135
Denny's Corp. 4,801,177
Dine Brands Global, Inc. 5,470,493
Douglas Dynamics, Inc. 2,460,802
DSP Group, Inc. 655,645
Eagle Materials, Inc. 6,534,245
Element Solutions, Inc. 938,527
EnerSys 584,315
Ennis, Inc. 1,665,483
Enstar Group, Ltd. 2,288,408
Ferro Corp. 365,803
First Citizens BancShares, Inc., Class A 4,271,457
First Hawaiian, Inc. 3,122,119
Forum Energy Technologies, Inc. 237,081
Franchise Group, Inc. 493,427
Franklin Electric Co., Inc. 4,886,747
Page 129 of 142
Gannett Co, Inc. 581,910
GlassBridge Enterprises, Inc. 30,660
Griffon Corp. 1,000,082
Hancock Whitney Corp. 2,889,376
Hanger, Inc. 302,053
Hanover Insurance Group, Inc. 2,693,302
Harsco Corp. 178,279
Hawaiian Electric Industries, Inc. 4,186,011
Healthcare Services Group, Inc. 1,123,251
Helen of Troy, Ltd. 3,818,432
Hillenbrand, Inc. 1,841,286
Hostess Brands, Inc. 1,988,549
IBERIABANK Corp. 2,267,752
ICU Medical, Inc. 540,841
IDACORP, Inc. 3,678,486
Innospec, Inc. 5,775,657
Invesco Mtg. Capital, Inc. 1,027,817
J&J Snack Foods Corp. 3,047,310
Jack in the Box, Inc. 1,023,755
Jefferies Financial Group, Inc. 1,148,478
Kadant, Inc. 2,076,461
Korn Ferry 2,653,291
Lancaster Colony Corp. 426,061
Littelfuse, Inc. 491,279
Magnolia Oil & Gas Corp., Class A 904,057
MAXIMUS, Inc. 1,300,038
Mayville Engineering Co., Inc. 279,881
Mueller Industries, Inc. 4,829,473
Myers Industries, Inc. 237,280
NCR Corp. 1,030,787
Neenah, Inc. 4,810,475
NETGEAR, Inc. 1,089,319
New Mountain Finance Corp. 1,911,264
New York Mtg. Trust, Inc. 950,043
NexTier Oilfield Solutions, Inc. 166,113
NN, Inc. 472,820
Nomad Foods, Ltd. 4,267,021
Novanta, Inc. 2,322,416
Oil States International, Inc. 511,112
Parsons Corp. 1,908,394
Patterson-UTI Energy, Inc. 1,421,022
Pebblebrook Hotel Trust 2,185,371
PolyOne Corp. 2,671,222
PQ Group Holdings, Inc. 1,046,760
Premier, Inc., Class A 783,751
Prestige Consumer Healthcare, Inc. 2,186,874
ProAssurance Corp. 2,158,639
QEP Resources, Inc. 722,516
Quaker Chemical Corp. 1,510,450
Quanex Building Products Corp. 1,623,453
Renasant Corp. 2,609,064
Rogers Corp. 298,025
Schweitzer-Mauduit International, Inc. 2,305,675
Sensient Technologies Corp. 1,020,709
ServiceMaster Global Holdings, Inc. 694,215
Silgan Holdings, Inc. 3,811,519
Simpson Manufacturing Co., Inc. 2,655,195
Six Flags Entertainment Corp. 777,433
South State Corp. 2,138,024
Spectrum Brands Holdings, Inc. 2,241,588
Steven Madden, Ltd. 1,123,561
Stewart Information Services Corp. 2,375,032
Sykes Enterprises, Inc. 936,724
TETRA Technologies, Inc. 243,815
Tootsie Roll Industries, Inc. 312,993
TreeHouse Foods, Inc. 1,760,585
TriMas Corp. 1,303,078
Two Harbors Investment Corp. 2,120,926
UMB Financial Corp. 4,905,014
Urban Outfitters, Inc. 467,507
Verint Systems, Inc. 1,288,412
Viad Corp. 2,466,815
Washington Real Estate Investment Trust 2,348,446
Wendy's Co. 1,626,659
Westwood Holdings Group, Inc. 1,225,130
White Mountains Insurance Group, Ltd. 2,350,631
WPX Energy, Inc. 1,353,648
Page 130 of 142
VALIC Company I - Small-Mid Growth Fund - (unaudited)
January 31, 2020
Security Coupon(%) Maturity Date Market Value ($)
10X Genomics, Inc., Class A 534,540
ACADIA Pharmaceuticals, Inc. 253,739
Aerojet Rocketdyne Holdings, Inc. 1,706,438
Agios Pharmaceuticals, Inc. 1,450,887
Alector, Inc. 660,222
Allegion PLC 2,100,415
Alteryx, Inc., Class A 1,054,254
Amarin Corp. PLC ADR 761,626
Anaplan, Inc. 1,296,121
Ashland Global Holdings, Inc. 1,609,361
Atreca, Inc., Class A 396,254
Avalara, Inc. 1,002,183
Avery Dennison Corp. 1,465,295
Badger Meter, Inc. 1,414,428
BellRing Brands, Inc., Class A 790,444
Beyond Meat, Inc. 252,089
Bill.com Holdings, Inc. 579,334
BioSpecifics Technologies Corp. 327,480
Bio-Techne Corp. 1,331,630
Black Knight, Inc. 1,477,393
Bluebird Bio, Inc. 686,051
Booz Allen Hamilton Holding Corp. 2,406,519
Bright Horizons Family Solutions, Inc. 2,529,137
Burlington Stores, Inc. 2,553,968
Castle Biosciences, Inc. 524,866
Cboe Global Markets, Inc. 1,347,041
Centogene NV 351,731
Choice Hotels International, Inc. 1,709,212
Cloudflare, Inc., Class A 514,707
Colfax Corp. 1,981,969
Columbia Sportswear Co. 687,213
Cooper Cos., Inc. 1,500,993
Coupa Software, Inc. 1,458,085
DexCom, Inc. 1,706,677
DocuSign, Inc. 1,672,184
Domino's Pizza, Inc. 1,878,991
Dunkin' Brands Group, Inc. 1,575,934
Dynatrace, Inc. 753,006
Elanco Animal Health, Inc. 929,596
Elastic NV 571,593
Entegris, Inc. 2,072,936
Equity LifeStyle Properties, Inc. 1,697,403
Euronet Worldwide, Inc. 989,664
Exelixis, Inc. 1,212,669
First Republic Bank 700,096
Five Below, Inc. 1,168,317
Floor & Decor Holdings, Inc., Class A 1,025,007
Fortune Brands Home & Security, Inc. 860,180
Glacier Bancorp, Inc. 700,037
Glaukos Corp. 610,481
Guardant Health, Inc. 1,123,111
GW Pharmaceuticals PLC ADR 479,218
HEICO Corp., Class A 744,874
Hexcel Corp. 973,321
Hillenbrand, Inc. 692,133
HubSpot, Inc. 1,388,172
Huntington Ingalls Industries, Inc. 1,368,162
IDEX Corp. 1,282,618
Incyte Corp. 763,070
Ingevity Corp. 643,069
John Bean Technologies Corp. 751,835
Keysight Technologies, Inc. 1,165,444
Lamb Weston Holdings, Inc. 1,008,062
Lumentum Holdings, Inc. 1,119,047
MarketAxess Holdings, Inc. 876,241
Marvell Technology Group, Ltd. 1,392,156
MKS Instruments, Inc. 1,212,138
Moderna, Inc. 659,171
Molina Healthcare, Inc. 1,374,190
Monolithic Power Systems, Inc. 1,315,955
MSCI, Inc. 917,990
Neogen Corp. 873,030
Neurocrine Biosciences, Inc. 1,609,787
Page 131 of 142
Nevro Corp. 958,547
Novanta, Inc. 2,043,421
NuVasive, Inc. 242,311
Okta, Inc. 1,543,643
Old Dominion Freight Line, Inc. 687,394
Paycom Software, Inc. 1,591,436
PerkinElmer, Inc. 2,291,377
Planet Fitness, Inc., Class A 1,162,487
RBC Bearings, Inc. 974,115
Rigel Pharmaceuticals, Inc. 252,602
RingCentral, Inc., Class A 1,400,411
Rollins, Inc. 568,567
RPM International, Inc. 1,786,891
Ryman Hospitality Properties, Inc. 982,267
Sarepta Therapeutics, Inc. 1,256,079
SBA Communications Corp. 931,857
Seattle Genetics, Inc. 785,069
Silk Road Medical, Inc. 434,684
SiteOne Landscape Supply, Inc. 936,342
Standex International Corp. 602,115
State Street Institutional U.S. Government Money Market Fund, Administration Class 2,119,770
Stemline Therapeutics, Inc. 500,545
Take-Two Interactive Software, Inc. 1,246,899
Tandem Diabetes Care, Inc. 1,060,758
Teladoc Health, Inc. 829,140
Teledyne Technologies, Inc. 2,081,937
Teleflex, Inc. 2,045,163
Teradyne, Inc. 1,331,612
Terreno Realty Corp. 814,867
Trade Desk, Inc., Class A 860,838
Tyler Technologies, Inc. 1,277,565
Vail Resorts, Inc. 1,275,500
Welbilt, Inc. 898,806
West Pharmaceutical Services, Inc. 2,313,674
Wingstop, Inc. 1,411,310
Xylem, Inc. 1,048,841
Y-mAbs Therapeutics, Inc. 781,731
Zebra Technologies Corp., Class A 1,485,031
Zendesk, Inc. 1,796,342
VALIC Company I - Stock Index Fund - (unaudited)
January 31, 2020
Security Coupon(%) Maturity Date Market Value ($)
3M Co. 17,513,843
A.O. Smith Corp. 1,123,174
Abbott Laboratories 29,563,639
AbbVie, Inc. 22,999,228
ABIOMED, Inc. 1,614,762
Accenture PLC, Class A 25,016,125
Activision Blizzard, Inc. 8,624,280
Adobe, Inc. 32,628,982
Advance Auto Parts, Inc. 1,751,616
Advanced Micro Devices, Inc. 10,047,190
AES Corp. 2,530,939
Aflac, Inc. 7,266,213
Agilent Technologies, Inc. 4,904,477
Air Products & Chemicals, Inc. 10,100,775
Akamai Technologies, Inc. 2,895,810
Alaska Air Group, Inc. 1,527,166
Albemarle Corp. 1,634,019
Alexandria Real Estate Equities, Inc. 3,840,749
Alexion Pharmaceuticals, Inc. 4,221,988
Align Technology, Inc. 3,539,496
Allegion PLC 2,306,552
Allergan PLC 11,761,120
Alliance Data Systems Corp. 808,752
Alliant Energy Corp. 2,738,692
Allstate Corp. 7,371,528
Alphabet, Inc., Class A 82,407,774
Alphabet, Inc., Class C 82,287,512
Altria Group, Inc. 17,044,353
Amazon.com, Inc. 160,587,120
Amcor PLC 3,293,479
Ameren Corp. 3,874,975
American Airlines Group, Inc. 2,008,679
American Electric Power Co., Inc. 9,881,932
Page 132 of 142
American Express Co. 16,727,256
American International Group, Inc. 8,393,118
American Tower Corp. 19,703,925
American Water Works Co., Inc. 4,726,276
Ameriprise Financial, Inc. 4,022,771
AmerisourceBergen Corp. 2,468,919
AMETEK, Inc. 4,262,942
Amgen, Inc. 24,642,231
Amphenol Corp., Class A 5,661,236
Analog Devices, Inc. 7,759,106
ANSYS, Inc. 4,506,693
Anthem, Inc. 12,912,239
Aon PLC 9,898,916
Apache Corp. 1,980,702
Apartment Investment & Management Co., Class A 1,506,452
Apple, Inc. 248,147,785
Applied Materials, Inc. 10,282,903
Aptiv PLC 4,155,134
Archer-Daniels-Midland Co. 4,783,054
Arconic, Inc. 2,227,022
Arista Networks, Inc. 2,325,416
Arthur J. Gallagher & Co. 3,672,519
Assurant, Inc. 1,519,718
AT&T, Inc. 52,752,720
Atmos Energy Corp. 2,681,040
Autodesk, Inc. 8,314,353
Automatic Data Processing, Inc. 14,235,653
AutoZone, Inc. 4,839,109
AvalonBay Communities, Inc. 5,809,242
Avery Dennison Corp. 2,103,646
Baker Hughes a GE Co., LLC 2,702,020
Ball Corp. 4,532,543
Bank of America Corp. 51,018,247
Bank of New York Mellon Corp. 7,213,655
Baxter International, Inc. 8,744,006
Becton Dickinson and Co. 14,286,520
Berkshire Hathaway, Inc., Class B 84,268,303
Best Buy Co., Inc. 3,702,054
Biogen, Inc. 9,312,157
BlackRock, Inc. 11,938,149
Boeing Co. 32,664,368
Booking Holdings, Inc. 14,708,469
BorgWarner, Inc. 1,359,187
Boston Properties, Inc. 3,956,890
Boston Scientific Corp. 11,202,528
Bristol-Myers Squibb Co. 28,326,556
Broadcom, Inc. 23,236,103
Broadridge Financial Solutions, Inc. 2,622,134
Brown-Forman Corp., Class B 2,365,641
C.H. Robinson Worldwide, Inc. 1,874,976
Cabot Oil & Gas Corp. 1,103,303
Cadence Design Systems, Inc. 3,883,989
Campbell Soup Co. 1,569,143
Capital One Financial Corp. 8,922,020
Capri Holdings, Ltd. 872,076
Cardinal Health, Inc. 2,875,185
CarMax, Inc. 3,062,971
Carnival Corp. 3,347,065
Cars.com, Inc. 12
Caterpillar, Inc. 13,934,527
Cboe Global Markets, Inc. 2,622,245
CBRE Group, Inc., Class A 3,922,951
CDW Corp. 3,597,941
Celanese Corp. 2,401,511
Centene Corp. 7,038,740
CenterPoint Energy, Inc. 2,552,910
CenturyLink, Inc. 2,572,861
Cerner Corp. 4,330,846
CF Industries Holdings, Inc. 1,681,207
Charles Schwab Corp. 9,996,449
Charter Communications, Inc., Class A 15,573,994
Chevron Corp. 38,888,392
Chipotle Mexican Grill, Inc. 4,254,925
Chubb, Ltd. 13,222,522
Church & Dwight Co., Inc. 3,496,282
Cigna Corp. 13,790,183
Cimarex Energy Co. 857,742
Cincinnati Financial Corp. 3,060,972
Page 133 of 142
Cintas Corp. 4,489,464
Cisco Systems, Inc. 37,434,980
Citigroup, Inc. 31,183,817
Citizens Financial Group, Inc. 3,110,941
Citrix Systems, Inc. 2,848,306
Clorox Co. 3,789,755
CME Group, Inc. 14,934,997
CMS Energy Corp. 3,732,836
Coca-Cola Co. 43,227,505
Cognizant Technology Solutions Corp., Class A 6,451,652
Colgate-Palmolive Co. 12,137,990
Comcast Corp., Class A 37,637,969
Comerica, Inc. 1,692,358
Conagra Brands, Inc. 3,075,288
Concho Resources, Inc. 2,924,274
ConocoPhillips 12,517,681
Consolidated Edison, Inc. 5,998,422
Constellation Brands, Inc., Class A 6,054,410
Cooper Cos., Inc. 3,301,005
Copart, Inc. 3,984,030
Corning, Inc. 3,940,432
Corteva, Inc. 4,154,676
Costco Wholesale Corp. 25,909,318
Coty, Inc., Class A 582,132
Crown Castle International Corp. 11,958,730
CSX Corp. 11,395,501
Cummins, Inc. 4,704,558
CVS Health Corp. 16,936,689
D.R. Horton, Inc. 3,810,645
Danaher Corp. 19,740,840
Darden Restaurants, Inc. 2,740,064
DaVita, Inc. 1,374,882
Deere & Co. 9,584,892
Delta Air Lines, Inc. 6,158,768
DENTSPLY SIRONA, Inc. 2,390,864
Devon Energy Corp. 1,613,535
Diamondback Energy, Inc. 2,301,341
Digital Realty Trust, Inc. 4,927,594
Discover Financial Services 4,520,797
Discovery, Inc., Class A 888,217
Discovery, Inc., Class C 1,787,999
DISH Network Corp., Class A 1,799,292
Dollar General Corp. 7,497,454
Dollar Tree, Inc. 3,955,503
Dominion Energy, Inc. 13,548,414
Dover Corp. 3,174,707
Dow, Inc. 6,557,420
DTE Energy Co. 4,890,126
Duke Energy Corp. 13,662,733
Duke Realty Corp. 2,561,961
DuPont de Nemours, Inc. 7,278,001
DXC Technology Co. 1,566,615
E*TRADE Financial Corp. 1,848,259
Eastman Chemical Co. 1,860,290
Eaton Corp. PLC 7,496,667
eBay, Inc. 4,926,373
Ecolab, Inc. 9,440,343
Edison International 5,269,396
Edwards Lifesciences Corp. 8,802,535
Electronic Arts, Inc. 6,048,700
Eli Lilly & Co. 22,647,932
Emerson Electric Co. 8,375,839
Entergy Corp. 5,026,563
EOG Resources, Inc. 8,142,151
Equifax, Inc. 3,484,126
Equinix, Inc. 9,653,880
Equity Residential 5,566,942
Essex Property Trust, Inc. 3,929,306
Estee Lauder Cos., Inc., Class A 8,337,235
Everest Re Group, Ltd. 2,164,990
Evergy, Inc. 3,156,856
Eversource Energy 5,744,961
Exelon Corp. 8,880,484
Expedia Group, Inc. 2,909,171
Expeditors International of Washington, Inc. 2,387,751
Extra Space Storage, Inc. 2,751,615
Exxon Mobil Corp. 50,453,491
F5 Networks, Inc. 1,425,140
Page 134 of 142
Facebook, Inc., Class A 93,270,305
Fastenal Co. 3,840,044
Federal Realty Investment Trust 1,685,520
FedEx Corp. 6,664,577
Fidelity National Information Services, Inc. 16,948,576
Fifth Third Bancorp 3,875,630
First Republic Bank 3,586,857
FirstEnergy Corp. 5,267,786
Fiserv, Inc. 13,003,096
Fixed Income Clearing Corp. Repurchase Agreement 0.25 02/03/2020 26,923,000
FleetCor Technologies, Inc. 5,251,101
FLIR Systems, Inc. 1,327,258
Flowserve Corp. 1,172,602
FMC Corp. 2,378,375
Ford Motor Co. 6,592,879
Fortinet, Inc. 3,143,560
Fortive Corp. 4,250,404
Fortune Brands Home & Security, Inc. 1,835,313
Fox Corp., Class A 2,523,331
Fox Corp., Class B 1,132,297
Franklin Resources, Inc. 1,354,587
Freeport-McMoRan, Inc. 3,091,505
Gap, Inc. 711,111
Garmin, Ltd. 2,688,811
Gartner, Inc. 2,760,753
General Dynamics Corp. 7,891,818
General Electric Co. 20,872,089
General Mills, Inc. 6,058,460
General Motors Co. 8,058,810
Genuine Parts Co. 2,609,667
Gilead Sciences, Inc. 15,348,436
Global Payments, Inc. 11,276,097
Globe Life, Inc. 1,993,868
Goldman Sachs Group, Inc. 14,543,881
H&R Block, Inc. 869,513
Halliburton Co. 3,675,007
Hanesbrands, Inc. 955,371
Harley-Davidson, Inc. 989,241
Hartford Financial Services Group, Inc. 4,101,346
Hasbro, Inc. 2,488,480
HCA Healthcare, Inc. 7,048,819
Healthpeak Properties, Inc. REIT 3,419,410
Helmerich & Payne, Inc. 844,129
Henry Schein, Inc. 1,941,902
Hershey Co. 4,417,535
Hess Corp. 2,812,491
Hewlett Packard Enterprise Co. 3,460,114
Hilton Worldwide Holdings, Inc. 5,838,771
HollyFrontier Corp. 1,280,310
Hologic, Inc. 2,754,835
Home Depot, Inc. 47,762,771
Honeywell International, Inc. 23,758,855
Hormel Foods Corp. 2,522,550
Host Hotels & Resorts, Inc. 2,249,495
HP, Inc. 6,064,794
Humana, Inc. 8,547,221
Huntington Bancshares, Inc. 2,690,185
Huntington Ingalls Industries, Inc. 2,049,111
IDEX Corp. 2,392,210
IDEXX Laboratories, Inc. 4,462,722
IHS Markit, Ltd. 6,070,091
Illinois Tool Works, Inc. 9,824,077
Illumina, Inc. 8,185,195
Incyte Corp. 2,507,616
Ingersoll-Rand PLC 6,127,647
Intel Corp. 53,382,573
Intercontinental Exchange, Inc. 10,661,408
International Business Machines Corp. 24,434,819
International Flavors & Fragrances, Inc. 2,687,231
International Paper Co. 3,064,994
Interpublic Group of Cos., Inc. 1,689,516
Intuit, Inc. 14,010,028
Intuitive Surgical, Inc. 12,418,719
Invesco, Ltd. 1,235,999
IPG Photonics Corp. 871,348
IQVIA Holdings, Inc. 5,377,860
Iron Mountain, Inc. 1,742,312
J.M. Smucker Co. 2,268,437
Page 135 of 142
Jack Henry & Associates, Inc. 2,208,556
Jacobs Engineering Group, Inc. 2,406,705
JB Hunt Transport Services, Inc. 1,766,490
Johnson & Johnson 75,210,315
Johnson Controls International PLC 5,841,756
JPMorgan Chase & Co. 79,690,382
Juniper Networks, Inc. 1,473,895
Kansas City Southern 3,209,665
Kellogg Co. 3,260,233
KeyCorp 3,537,500
Keysight Technologies, Inc. 3,348,291
Kimberly-Clark Corp. 9,425,765
Kimco Realty Corp. 1,544,022
Kinder Morgan, Inc. 7,803,481
KLA Corp. 5,020,265
Kohl's Corp. 1,284,809
Kraft Heinz Co. 3,490,860
Kroger Co. 4,135,097
L Brands, Inc. 1,032,473
L3Harris Technologies, Inc. 9,392,139
Laboratory Corp. of America Holdings 3,269,281
Lam Research Corp. 8,304,850
Lamb Weston Holdings, Inc. 2,560,150
Las Vegas Sands Corp. 4,236,660
Leggett & Platt, Inc. 1,202,219
Leidos Holdings, Inc. 2,566,406
Lennar Corp., Class A 3,565,191
Lincoln National Corp. 2,074,108
Linde PLC 20,945,750
Live Nation Entertainment, Inc. 1,843,728
LKQ Corp. 1,922,793
Lockheed Martin Corp. 20,399,062
Loews Corp. 2,526,298
Lowe's Cos., Inc. 17,102,507
LyondellBasell Industries NV, Class A 3,837,019
M&T Bank Corp. 4,268,780
Macy's, Inc. 946,074
Marathon Oil Corp. 1,745,898
Marathon Petroleum Corp. 6,792,989
MarketAxess Holdings, Inc. 2,578,430
Marriott International, Inc., Class A 7,295,585
Marsh & McLennan Cos., Inc. 10,836,438
Martin Marietta Materials, Inc. 3,165,072
Masco Corp. 2,591,503
Mastercard, Inc., Class A 53,838,388
Maxim Integrated Products, Inc. 3,122,994
McCormick & Co., Inc. 3,875,136
McDonald's Corp. 30,931,931
McKesson Corp. 4,932,595
Medtronic PLC 29,702,250
Merck & Co., Inc. 41,756,322
MetLife, Inc. 7,459,035
Mettler-Toledo International, Inc. 3,539,817
MGM Resorts International 3,070,436
Microchip Technology, Inc. 4,471,798
Micron Technology, Inc. 11,281,997
Microsoft Corp. 249,286,344
Mid-America Apartment Communities, Inc. 3,004,350
Mohawk Industries, Inc. 1,502,600
Molson Coors Brewing Co., Class B 2,004,270
Mondelez International, Inc., Class A 15,858,971
Monster Beverage Corp. 4,880,515
Moody's Corp. 8,003,631
Morgan Stanley 12,340,363
Mosaic Co. 1,331,601
Motorola Solutions, Inc. 5,821,353
MSCI, Inc. 4,647,108
Mylan NV 2,122,208
Nasdaq, Inc. 2,565,032
National Oilwell Varco, Inc. 1,526,438
NetApp, Inc. 2,339,454
Netflix, Inc. 29,031,041
Newell Brands, Inc. 1,428,561
Newmont Goldcorp Corp. 7,091,272
News Corp., Class A 1,015,875
News Corp., Class B 326,563
NextEra Energy, Inc. 25,163,597
Nielsen Holdings PLC 1,393,340
Page 136 of 142
NIKE, Inc., Class B 23,033,516
NiSource, Inc. 2,101,674
Noble Energy, Inc. 1,815,143
Nordstrom, Inc. 757,952
Norfolk Southern Corp. 10,421,327
Northern Trust Corp. 3,978,128
Northrop Grumman Corp. 11,269,688
NortonLifeLock, Inc. 3,128,076
Norwegian Cruise Line Holdings, Ltd. 2,199,288
NRG Energy, Inc. 1,781,603
Nucor Corp. 2,764,108
NVIDIA Corp. 27,775,324
NVR, Inc. 2,545,919
Occidental Petroleum Corp. 6,811,146
Old Dominion Freight Line, Inc. 2,405,387
Omnicom Group, Inc. 3,147,581
ONEOK, Inc. 5,936,817
Oracle Corp. 21,812,329
O'Reilly Automotive, Inc. 5,897,790
PACCAR, Inc. 4,927,025
Packaging Corp. of America 1,739,778
Parker-Hannifin Corp. 4,825,715
Paychex, Inc. 5,245,007
Paycom Software, Inc. 2,996,113
PayPal Holdings, Inc. 25,670,237
Pentair PLC 1,385,222
People's United Financial, Inc. 1,314,601
PepsiCo, Inc. 38,014,919
PerkinElmer, Inc. 1,972,321
Perrigo Co. PLC 1,490,284
Pfizer, Inc. 39,560,722
Philip Morris International, Inc. 24,699,347
Phillips 66 7,793,678
Pinnacle West Capital Corp. 2,107,955
Pioneer Natural Resources Co. 4,292,595
PNC Financial Services Group, Inc. 12,494,541
PPG Industries, Inc. 5,439,657
PPL Corp. 5,022,882
Principal Financial Group, Inc. 2,624,732
Procter & Gamble Co. 59,656,466
Progressive Corp. 9,055,355
Prologis, Inc. 11,263,465
Prudential Financial, Inc. 7,026,827
Public Service Enterprise Group, Inc. 5,747,018
Public Storage 6,452,567
PulteGroup, Inc. 2,183,340
PVH Corp. 1,240,691
Qorvo, Inc. 2,360,784
QUALCOMM, Inc. 18,698,758
Quanta Services, Inc. 1,069,343
Quest Diagnostics, Inc. 2,861,484
Ralph Lauren Corp. 1,083,585
Raymond James Financial, Inc. 2,166,891
Raytheon Co. 11,810,569
Realty Income Corp. 4,905,565
Regency Centers Corp. 1,995,517
Regeneron Pharmaceuticals, Inc. 5,181,972
Regions Financial Corp. 2,883,097
Republic Services, Inc. 3,843,157
ResMed, Inc. 4,387,731
Robert Half International, Inc. 1,312,722
Rockwell Automation, Inc. 4,251,019
Rollins, Inc. 1,025,713
Roper Technologies, Inc. 7,623,659
Ross Stores, Inc. 7,790,137
Royal Caribbean Cruises, Ltd. 3,863,289
S&P Global, Inc. 13,780,049
salesforce.com, Inc. 31,041,377
SBA Communications Corp. 5,394,239
Schlumberger, Ltd. 8,905,081
Seagate Technology PLC 2,529,102
Sealed Air Corp. 1,052,966
Sempra Energy 8,692,552
ServiceNow, Inc. 12,244,941
Sherwin-Williams Co. 8,783,732
Simon Property Group, Inc. 7,843,068
Skyworks Solutions, Inc. 3,700,571
SL Green Realty Corp. 1,440,150
Page 137 of 142
Snap-on, Inc. 1,680,585
Southern Co. 14,172,435
Southwest Airlines Co. 4,998,837
Stanley Black & Decker, Inc. 4,649,249
Starbucks Corp. 19,231,131
State Street Corp. 5,278,974
STERIS PLC 2,452,480
Stryker Corp. 13,022,735
SVB Financial Group 2,379,027
Synchrony Financial 3,698,564
Synopsys, Inc. 4,256,696
Sysco Corp. 8,044,956
T. Rowe Price Group, Inc. 5,989,622
Take-Two Interactive Software, Inc. 2,707,804
Tapestry, Inc. 1,364,985
Target Corp. 10,771,901
TE Connectivity, Ltd. 5,918,417
TechnipFMC PLC 1,331,845
Teleflex, Inc. 3,301,609
Texas Instruments, Inc. 21,649,074
Textron, Inc. 2,012,515
Thermo Fisher Scientific, Inc. 24,107,174
Tiffany & Co. 2,777,162
TJX Cos., Inc. 13,743,390
T-Mobile US, Inc. 4,812,139
Tractor Supply Co. 2,112,289
TransDigm Group, Inc. 6,149,114
Travelers Cos., Inc. 6,521,376
Truist Financial Corp. 13,275,562
Twitter, Inc. 4,840,429
Tyson Foods, Inc., Class A 4,682,064
UDR, Inc. 2,695,129
Ulta Beauty, Inc. 2,939,509
Under Armour, Inc., Class A 729,043
Under Armour, Inc., Class C 670,824
Union Pacific Corp. 23,908,971
United Airlines Holdings, Inc. 3,124,620
United Parcel Service, Inc., Class B 13,924,993
United Rentals, Inc. 1,957,600
United States Treasury Bills 1.54 02/20/2020 3,697,424
United Technologies Corp. 23,391,848
UnitedHealth Group, Inc. 49,548,847
Universal Health Services, Inc., Class B 2,114,099
Unum Group 1,056,791
US Bancorp 14,519,906
Valero Energy Corp. 6,645,989
Varian Medical Systems, Inc. 2,452,806
Ventas, Inc. 4,139,883
VeriSign, Inc. 4,128,041
Verisk Analytics, Inc. 5,110,656
Verizon Communications, Inc. 47,189,178
Vertex Pharmaceuticals, Inc. 11,207,642
VF Corp. 5,215,826
ViacomCBS, Inc., Class B 3,540,441
Visa, Inc., Class A 65,381,741
Vornado Realty Trust 1,999,868
Vulcan Materials Co. 3,598,393
Wabtec Corp. 2,581,776
Walgreens Boots Alliance, Inc. 7,318,179
Walmart, Inc. 31,176,657
Walt Disney Co. 47,853,047
Waste Management, Inc. 9,117,886
Waters Corp. 2,768,059
WEC Energy Group, Inc. 6,048,340
Wells Fargo & Co. 34,678,850
Welltower, Inc. 6,613,470
Western Digital Corp. 3,739,330
Western Union Co. 2,164,885
WestRock Co. 1,930,695
Weyerhaeuser Co. 4,140,892
Whirlpool Corp. 1,773,334
Williams Cos., Inc. 4,813,777
Willis Towers Watson PLC 5,214,848
WR Berkley Corp. 2,048,105
WW Grainger, Inc. 2,534,861
Wynn Resorts, Ltd. 2,339,890
Xcel Energy, Inc. 6,964,665
Xerox Holdings Corp. 1,269,458
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Xilinx, Inc. 4,077,934
Xylem, Inc. 2,822,823
Yum! Brands, Inc. 6,141,006
Zebra Technologies Corp., Class A 2,474,096
Zimmer Biomet Holdings, Inc. 5,839,536
Zions Bancorp NA 1,488,524
Zoetis, Inc. 12,270,686
Futures Contracts
Description Expiration Month
Unrealized
Appreciation
(Depreciation) ($)
S&P 500 E-Mini Index Long March 2020 (712,239)
VALIC Company I - Systematic Value Fund - (unaudited)
January 31, 2020
Security Coupon(%) Maturity Date Market Value ($)
Abbott Laboratories 617,474
AbbVie, Inc. 2,382,150
Aflac, Inc. 490,328
Agilent Technologies, Inc. 190,383
AGNC Investment Corp. 260,111
Alexandria Real Estate Equities, Inc. 267,158
Alexion Pharmaceuticals, Inc. 726,342
Alliance Data Systems Corp. 305,595
Ally Financial, Inc. 291,441
AmerisourceBergen Corp. 834,381
Anthem, Inc. 1,296,689
Apache Corp. 235,957
Arrow Electronics, Inc. 190,458
Arthur J. Gallagher & Co. 676,244
Athene Holding, Ltd., Class A 159,038
AvalonBay Communities, Inc. 338,253
Becton Dickinson and Co. 390,480
Biogen, Inc. 539,044
BlackRock, Inc. 1,186,010
Boston Properties, Inc. 289,710
Brown & Brown, Inc. 416,941
Brown-Forman Corp., Class B 405,028
C.H. Robinson Worldwide, Inc. 446,031
Camden Property Trust 201,025
Capital One Financial Corp. 541,315
Cboe Global Markets, Inc. 571,987
Centene Corp. 446,265
CenturyLink, Inc. 299,168
Cigna Corp. 1,217,765
Citigroup, Inc. 1,000,591
CME Group, Inc. 1,346,082
CMS Energy Corp. 284,522
Conagra Brands, Inc. 605,300
Devon Energy Corp. 217,461
Discover Financial Services 371,518
Discovery, Inc., Class A 470,413
Discovery, Inc., Class C 708,385
Eaton Vance Corp. 334,204
Equifax, Inc. 788,474
Equitable Holdings, Inc. 245,508
Equity LifeStyle Properties, Inc. 130,877
Equity Residential 333,151
Essex Property Trust, Inc. 270,111
Federal Realty Investment Trust 179,904
Fidelity National Information Services, Inc. 1,408,012
Fixed Income Clearing Corp. Repurchase Agreement 0.25 02/03/2020 582,000
Ford Motor Co. 459,416
Fox Corp., Class A 541,590
Fox Corp., Class B 374,163
Globe Life, Inc. 204,454
Henry Schein, Inc. 393,510
HollyFrontier Corp. 204,925
Hologic, Inc. 145,681
Honeywell International, Inc. 665,858
International Business Machines Corp. 696,947
International Flavors & Fragrances, Inc. 561,806
Invesco, Ltd. 206,251
Jazz Pharmaceuticals PLC 523,371
Page 139 of 142
Johnson & Johnson 1,278,347
Kimco Realty Corp. 225,381
Knight-Swift Transportation Holdings, Inc. 326,007
L3Harris Technologies, Inc. 1,073,893
Laboratory Corp. of America Holdings 182,591
Lear Corp. 201,769
Leidos Holdings, Inc. 552,585
Lincoln National Corp. 252,896
Marathon Oil Corp. 222,590
Marathon Petroleum Corp. 459,435
Marsh & McLennan Cos., Inc. 795,436
McCormick & Co., Inc. 161,410
Medtronic PLC 781,413
MetLife, Inc. 490,687
Mid-America Apartment Communities, Inc. 240,392
National Retail Properties, Inc. 182,056
Occidental Petroleum Corp. 446,572
Paychex, Inc. 786,254
PepsiCo, Inc. 879,814
Philip Morris International, Inc. 1,642,339
Principal Financial Group, Inc. 298,691
Prologis, Inc. 477,032
Public Storage 365,848
Realty Income Corp. 302,584
Regency Centers Corp. 448,425
Roper Technologies, Inc. 566,002
Sabre Corp. 353,493
Simon Property Group, Inc. 358,040
SL Green Realty Corp. 175,244
Stanley Black & Decker, Inc. 296,672
Sun Communities, Inc. 191,361
Synchrony Financial 336,870
T. Rowe Price Group, Inc. 856,061
TD Ameritrade Holding Corp. 524,369
Tyson Foods, Inc., Class A 710,453
UDR, Inc. 222,973
Unum Group 181,652
VEREIT, Inc. 264,681
ViacomCBS, Inc., Class B 258,740
VICI Properties, Inc. 289,386
WEC Energy Group, Inc. 359,404
Western Union Co. 507,415
Willis Towers Watson PLC 792,971
WP Carey, Inc. 309,562
Zimmer Biomet Holdings, Inc. 339,726
VALIC Company I - Value Fund - (unaudited)
January 31, 2020
Security Coupon(%) Maturity Date Market Value ($)
Amdocs, Ltd. 1,717,447
Analog Devices, Inc. 1,640,104
Anthem, Inc. 2,294,141
Assurant, Inc. 1,514,496
AstraZeneca PLC ADR 1,860,778
Bank of America Corp. 4,198,268
Biogen, Inc. 854,943
BlackRock, Inc. 2,176,901
Blackstone Group, Inc., Class A 724,290
Celanese Corp. 1,647,720
Chubb, Ltd. 1,964,167
Cisco Systems, Inc. 1,391,052
Citigroup, Inc. 2,988,603
Comcast Corp., Class A 2,370,138
Concho Resources, Inc. 1,036,292
Corning, Inc. 1,454,605
Crown Castle International Corp. 1,444,607
Deere & Co. 1,600,072
Dominion Energy, Inc. 2,000,548
Dow, Inc. 1,440,977
Eli Lilly & Co. 1,786,415
Entergy Corp. 1,528,262
Exelon Corp. 1,780,342
Exxon Mobil Corp. 3,626,379
Fixed Income Clearing Corp. Repurchase Agreement 0.25 02/03/2020 1,616,000
FMC Corp. 1,552,573
Fortune Brands Home & Security, Inc. 1,456,858
Page 140 of 142
Gaming and Leisure Properties, Inc. 1,914,773
Gentex Corp. 1,435,509
Highwoods Properties, Inc. 1,464,214
Hilton Worldwide Holdings, Inc. 1,194,316
Home Depot, Inc. 2,309,741
Ingersoll-Rand PLC 1,359,346
Intact Financial Corp. 1,463,817
Intel Corp. 4,465,191
JPMorgan Chase & Co. 5,221,867
KLA Corp. 1,258,795
Koninklijke Philips NV 1,204,858
L3Harris Technologies, Inc. 1,717,521
Lennar Corp., Class A 2,009,381
Lockheed Martin Corp. 1,765,139
M&T Bank Corp. 1,622,848
Medtronic PLC 3,327,327
Merck & Co., Inc. 1,508,101
MetLife, Inc. 1,750,389
Micron Technology, Inc. 1,811,431
Mondelez International, Inc., Class A 1,673,832
NetApp, Inc. 1,190,767
Noble Energy, Inc. 1,429,173
nVent Electric PLC 1,543,676
Pfizer, Inc. 3,356,814
Pioneer Natural Resources Co. 1,453,140
PNC Financial Services Group, Inc. 2,119,957
Progressive Corp. 2,493,321
Roche Holding AG 2,264,718
Sealed Air Corp. 1,381,341
Sempra Energy 1,551,782
Tapestry, Inc. 911,176
TJX Cos., Inc. 1,256,135
Truist Financial Corp. 1,794,636
Unilever NV 1,401,401
Union Pacific Corp. 1,257,734
United Technologies Corp. 2,212,296
UnitedHealth Group, Inc. 1,994,062
US Foods Holding Corp. 1,260,856
Verizon Communications, Inc. 3,324,301
Zimmer Biomet Holdings, Inc. 1,367,779
-------------------------------------------------
ULC --- Unlimited Liability Company
AUD — Australian Dollar
BRL — Brazilian Real
CAD — Canadian Dollar
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
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
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.
TIPS — Treasury Inflation Protected Security
VRDN — Variable Rate Demand Note
VVPR — Reduced tax rate shares
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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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