Post on 04-May-2018
VALIC Company I - Asset Allocation Fund - (unaudited)
March 31, 2016
Security Coupon(%) Maturity Date Market Value ($)
21st Century Fox America, Inc. 4.95 10/15/2045 37,420
3M Co. 625,696
8x8, Inc. 15,935
A. Schulman, Inc. 6.88 06/01/2023 62,055
A. Schulman, Inc. 14,154
AAON, Inc. 20,160
AAR Corp. 13,659
Abaxis, Inc. 17,203
Abbey National Treasury Services PLC 2.50 03/14/2019 81,772
Abbott Laboratories 84,580
AbbVie, Inc. 61,461
ABIOMED, Inc. 68,168
ABM Industries, Inc. 33,312
Acadia Realty Trust 45,634
Accenture PLC, Class A 71,086
Aceto Corp. 12,322
Acorda Therapeutics, Inc. 22,297
Actavis Funding SCS 3.00 03/12/2020 105,905
Actuant Corp., Class A 26,835
Adeptus Health, Inc., Class A 12,274
Adobe Systems, Inc. 30,204
ADS Waste Holdings, Inc. 8.25 10/01/2020 43,856
ADTRAN, Inc. 17,794
Advance Auto Parts, Inc. 3,688
Advanced Energy Industries, Inc. 25,327
Aegion Corp. 13,561
Aerojet Rocketdyne Holdings, Inc. 19,443
Aerovironment, Inc. 10,393
AES Corp. 4.88 05/15/2023 141,488
AES Corp. 5.50 03/15/2024 111,435
AES Corp. 370,945
Aetna, Inc. 73,477
Affinia Group, Inc. 7.75 05/01/2021 48,410
Affymetrix, Inc. 20,651
Aflac, Inc. 395,762
Agilysys, Inc. 2,746
AGL Resources, Inc. 56,346
Agree Realty Corp. 13,234
AIA Group, Ltd. 4.50 03/16/2046 204,916
Air Canada 6.75 10/01/2019 103,500
Air Methods Corp. 23,000
Aircastle, Ltd. 4.62 12/15/2018 14,455
Aircastle, Ltd. 5.00 04/01/2023 35,175
Aircastle, Ltd. 6.25 12/01/2019 36,933
Airgas, Inc. 3.05 08/01/2020 32,744
AK Steel Corp. 8.75 12/01/2018 96,000
AK Steel Holding Corp. 13,030
Alaska Air Group, Inc. 84,071
Albany International Corp., Class A 19,960
Albany Molecular Research, Inc. 7,324
Aleris International, Inc. 9.50 04/01/2021 37,717
Allegiant Travel Co. 5.50 07/15/2019 78,090
Allegiant Travel Co. 43,091
Allergan PLC 20,102
ALLETE, Inc. 47,716
Alliance Data Systems Corp. 25,740
Allied World Assurance Co. Holdings, Ltd. 4.35 10/29/2025 46,093
Allstate Corp. 94,520
Ally Financial, Inc. 5.75 11/20/2025 101,660
Almost Family, Inc. 5,474
Alphabet, Inc., Class A 350,934
Alphabet, Inc., Class C 729,306
Altria Group, Inc. 140,860
AMAG Pharmaceuticals, Inc. 14,976
Amazon.com, Inc. 466,601
Page 1 of 171
Amdocs, Ltd. 7,492
Amedisys, Inc. 25,233
Ameren Corp. 77,956
American Airlines Group, Inc. 93,831
American Assets Trust, Inc. 29,062
American Equity Investment Life Holding Co. 25,351
American Express Co. 456,632
American Honda Finance Corp. 1.20 07/14/2017 88,155
American National Insurance Co. 80,504
American Public Education, Inc. 5,962
American Science & Engineering, Inc. 3,544
American States Water Co. 26,489
American Vanguard Corp. 7,196
American Woodmark Corp. 18,797
AmeriCredit Automobile Receivables Trust 2.40 01/08/2021 74,063
Ameriprise Financial, Inc. 23,220
Ameris Bancorp 15,175
AMERISAFE, Inc. 18,547
AmerisourceBergen Corp. 169,984
Amgen, Inc. 591,024
AMN Healthcare Services, Inc. 29,610
AmTrust Financial Services, Inc. 162,009
Anadarko Finance Co. 7.50 05/01/2031 44,394
Anadarko Petroleum Corp. 5.55 03/15/2026 34,299
Anadarko Petroleum Corp. 6.45 09/15/2036 40,941
Anadarko Petroleum Corp. 6.60 03/15/2046 36,753
Anadarko Petroleum Corp. 15,228
Analogic Corp. 18,093
Andersons, Inc. 15,202
AngioDynamics, Inc. 5,776
Anheuser-Busch InBev Finance, Inc. 1.90 02/01/2019 62,885
Anheuser-Busch InBev Finance, Inc. 2.65 02/01/2021 119,200
Anheuser-Busch InBev Finance, Inc. 3.30 02/01/2023 51,981
Anheuser-Busch InBev Finance, Inc. 3.65 02/01/2026 74,665
Anheuser-Busch InBev Finance, Inc. 4.70 02/01/2036 228,029
Anheuser-Busch InBev Finance, Inc. 4.90 02/01/2046 140,813
Anheuser-Busch InBev Worldwide, Inc. 1.38 07/15/2017 189,028
ANI Pharmaceuticals, Inc. 4,544
Anika Therapeutics, Inc. 11,627
Anixter International, Inc. 27,254
ANSYS, Inc. 91,339
Antero Resources Corp. 213,957
Anthem, Inc. 344,973
Aon PLC 28,724
Apartment Investment & Management Co., Class A 77,032
Apogee Enterprises, Inc. 23,349
Apple, Inc. 2.85 05/06/2021 143,648
Apple, Inc. 2.85 02/23/2023 98,473
Apple, Inc. 4.50 02/23/2036 108,382
Apple, Inc. 1,135,022
Applebee's Funding LLC/IHOP Funding LLC 4.28 09/05/2044 49,803
Applied Industrial Technologies, Inc. 31,422
AptarGroup, Inc. 41,165
ArcBest Corp. 9,348
ArcelorMittal 7.25 02/25/2022 29,685
ArcelorMittal 7.75 03/01/2041 64,125
Archer-Daniels-Midland Co. 374,574
Archrock, Inc. 9,856
Arctic Cat, Inc. 3,881
Arizona Public Service Co. 2.20 01/15/2020 46,528
Asbury Automotive Group, Inc. 27,287
Aspen Insurance Holdings, Ltd. 233,921
Asset Backed Securities Corp. Home Equity Loan Trust 2.01 10/25/2034 69,669
Assurant, Inc. 6.75 02/15/2034 165,770
Astec Industries, Inc. 15,634
Astoria Financial Corp. 5.00 06/19/2017 94,910
Astoria Financial Corp. 26,643
AT&T, Inc. 3.00 06/30/2022 203,923
AT&T, Inc. 4.35 06/15/2045 97,106
Page 2 of 171
AT&T, Inc. 4.50 05/15/2035 137,068
AT&T, Inc. 4.75 05/15/2046 87,791
AT&T, Inc. 5.80 02/15/2019 54,562
AT&T, Inc. 346,694
Atlantic Tele-Network, Inc. 14,484
Atlas Air Worldwide Holdings, Inc. 19,191
Atlas Air, Inc. 7.63 01/02/2018 2,680
ATS Automation Tooling Systems, Inc. 6.50 06/15/2023 48,351
Atwood Oceanics, Inc. 9,849
Automatic Data Processing, Inc. 2.25 09/15/2020 48,372
AutoZone, Inc. 60,548
Avangrid, Inc. 191,285
Avery Dennison Corp. 130,880
Avis Budget Rental Car Funding AESOP LLC 2.46 07/20/2020 123,002
Avista Corp. 46,979
Avnet, Inc. 4.62 04/15/2026 41,447
AZZ, Inc. 26,942
B&G Foods, Inc. 39,788
B2R Mtg. Trust 2.52 05/15/2048 94,268
BA Credit Card Trust 1.36 09/15/2020 79,269
BAC Capital Trust XIII 4.00 12/29/2049 127,270
Badger Meter, Inc. 17,825
BAE Systems Holdings, Inc. 3.80 10/07/2024 92,282
BAE Systems Holdings, Inc. 4.75 10/07/2044 26,084
Baker Hughes, Inc. 66,972
Balchem Corp. 36,034
Ball Corp. 4.38 12/15/2020 28,097
Ball Corp. 5,774
Bank Mutual Corp. 5,678
Bank of America Corp. 2.60 01/15/2019 64,065
Bank of America Corp. 2.62 10/19/2020 58,404
Bank of America Corp. 3.95 04/21/2025 93,526
Bank of America Corp. 4.25 10/22/2026 105,550
Bank of America Corp. 6.10 12/29/2049 152,675
Bank of America Corp. 6.11 01/29/2037 248,373
Bank of America Corp. 7.25 10/15/2025 24,037
Bank of America Corp. 176,733
Bank of New York Mellon Corp. 4.95 12/29/2049 97,878
Bank of Nova Scotia/The 4.50 12/16/2025 66,888
BankUnited, Inc. 4.88 11/17/2025 190,571
Banner Corp. 15,765
Barnes & Noble Education, Inc. 6,791
Barnes & Noble, Inc. 13,584
Barnes Group, Inc. 32,718
Basic Energy Services, Inc. 1,921
Baxalta, Inc. 3.60 06/23/2022 83,303
Baytex Energy Corp. 5.12 06/01/2021 8,460
Baytex Energy Corp. 5.62 06/01/2024 36,988
BBCN Bancorp, Inc. 22,284
Bel Fuse, Inc., Class B 2,292
Belden, Inc. 5.25 07/15/2024 52,525
Belmond, Ltd., Class A 15,231
Benchmark Electronics, Inc. 20,676
Berkshire Hathaway, Inc. 3.12 03/15/2026 43,065
Berkshire Hathaway, Inc., Class B 417,411
Berry Plastics Corp. 5.12 07/15/2023 105,788
Best Buy Co., Inc. 99,266
Big 5 Sporting Goods Corp. 3,644
Biglari Holdings, Inc. 7,062
Bill Barrett Corp. 5,511
Biogen, Inc. 31,238
BJ's Restaurants, Inc. 15,256
Black Box Corp. 3,677
Blackbaud, Inc. 54,463
Blucora, Inc. 3,751
Blue Nile, Inc. 5,271
Bob Evans Farms, Inc. 17,322
Boeing Co. 0.95 05/15/2018 91,675
Boeing Co. 2.20 10/30/2022 76,545
Page 3 of 171
Boeing Co. 484,784
BofI Holding, Inc. 22,556
Boise Cascade Co. 14,276
Bonanza Creek Energy, Inc. 1,151
Boston Private Financial Holdings, Inc. 17,622
Boston Properties, Inc. 312,998
Bottomline Technologies de, Inc. 21,313
Boyd Gaming Corp. 30,639
BP Capital Markets PLC 3.24 05/06/2022 73,068
BP Capital Markets PLC 3.54 11/04/2024 27,585
BPCE SA 4.50 03/15/2025 201,981
Brady Corp., Class A 23,109
Brambles USA, Inc. 4.12 10/23/2025 41,534
Briggs & Stratton Corp. 18,777
Brink's Co. 30,265
Bristol-Myers Squibb Co. 30,918
Bristow Group, Inc. 11,730
Brixmor Property Group, Inc. 112,472
Broadcom, Ltd. 112,785
Brookline Bancorp, Inc. 14,291
Brooks Automation, Inc. 13,114
Brown-Forman Corp., Class A 7,042
Brown-Forman Corp., Class B 23,239
Buckle, Inc. 16,935
Building Materials Corp. of America 6.00 10/15/2025 57,105
Bunge, Ltd. 61,090
C&S Group Enterprises LLC 5.38 07/15/2022 34,110
C.H. Robinson Worldwide, Inc. 21,230
C.R. Bard, Inc. 130,722
Cable One, Inc. 5.75 06/15/2022 86,275
Cabot Microelectronics Corp. 17,469
CACI International, Inc., Class A 47,695
Caesars Entertainment Resort Properties LLC 8.00 10/01/2020 88,110
Caesars Entertainment Resort Properties LLC 11.00 10/01/2021 40,068
Calamos Asset Management, Inc., Class A 2,598
CalAmp Corp. 11,637
Calavo Growers, Inc. 14,950
Caleres, Inc. 22,773
Calgon Carbon Corp. 12,800
California Water Service Group 23,567
Callaway Golf Co. 15,759
Cal-Maine Foods, Inc. 29,693
Calpine Corp. 82,525
Calumet Specialty Products Partner LP/Calumet Finance Corp. 6.50 04/15/2021 91,590
Cambrex Corp. 25,784
Cameron International Corp. 221,131
Canadian Pacific Railway Co. 6.12 09/15/2115 62,188
Cantel Medical Corp. 47,169
Capella Education Co. 10,160
Capital Auto Receivables Asset Trust 1.39 09/20/2018 84,973
Capstead Mtg. Corp. 17,486
CARBO Ceramics, Inc. 4,927
Cardinal Financial Corp. 11,640
Cardinal Health, Inc. 244,539
Cardtronics, Inc. 29,980
Career Education Corp. 5,480
CareTrust REIT, Inc. 10,846
Carnival Corp. 224,431
Carrizo Oil & Gas, Inc. 6.25 04/15/2023 88,125
Carrizo Oil & Gas, Inc. 30,920
Carter's, Inc. 101,270
Cascades, Inc. 5.75 07/15/2023 51,906
Cash America International, Inc. 17,427
Cato Corp., Class A 18,581
CCO Holdings LLC 5.88 04/01/2024 26,188
CCO Safari II LLC 3.58 07/23/2020 118,533
CCO Safari II LLC 6.38 10/23/2035 57,406
CCOH Safari LLC 5.75 02/15/2026 82,800
CDI Corp. 1,627
Page 4 of 171
Cedar Realty Trust, Inc. 9,601
Celadon Group, Inc. 5,188
Centene Corp. 130,357
Centene Escrow Corp. 5.62 02/15/2021 11,468
Centene Escrow Corp. 6.12 02/15/2024 45,258
Central Garden & Pet Co. 2,876
Central Garden & Pet Co., Class A 9,448
Central Pacific Financial Corp. 12,104
Century Aluminum Co. 6,197
CenturyLink, Inc. 5.62 04/01/2025 25,060
CenturyLink, Inc. 7.50 04/01/2024 65,163
CenturyLink, Inc. 378,758
Cequel Communications Holdings I LLC/Cequel Capital Corp. 6.38 09/15/2020 54,450
CEVA, Inc. 8,168
CGGS Commercial Mtg. Trust 2.76 02/10/2033 100,659
Chart Industries, Inc. 11,772
Chase Issuance Trust 0.81 04/15/2021 227,786
Checkpoint Systems, Inc. 7,570
Chemed Corp. 42,396
Chemours Co. 23,401
Chesapeake Lodging Trust 29,291
Chevron Corp. 1.36 03/02/2018 110,392
Chevron Corp. 1.96 03/03/2020 61,819
Chevron Corp. 355,365
Children's Place, Inc. 30,133
Ciber, Inc. 2,675
Cigna Corp. 60,111
Cincinnati Bell, Inc. 14,408
Cincinnati Financial Corp. 27,843
Cinemark USA, Inc. 4.88 06/01/2023 55,465
CIRCOR International, Inc. 13,592
Cirrus Logic, Inc. 42,345
Cisco Systems, Inc. 1.40 02/28/2018 106,893
Cisco Systems, Inc. 2.12 03/01/2019 68,933
Cisco Systems, Inc. 2.20 02/28/2021 92,811
Cisco Systems, Inc. 304,430
Citigroup Commercial Mtg. Trust 2.85 07/10/2047 97,623
Citigroup, Inc. 3.88 03/26/2025 30,717
Citigroup, Inc. 4.40 06/10/2025 74,439
Citigroup, Inc. 4.45 09/29/2027 86,537
Citigroup, Inc. 6.00 10/31/2033 59,221
Citigroup, Inc. 708,957
Citizens Financial Group, Inc. 4.15 09/28/2022 214,696
Citrix Systems, Inc. 296,011
City Holding Co. 12,996
Clean Harbors, Inc. 5.12 06/01/2021 37,416
Clear Channel Worldwide Holdings, Inc. 6.50 11/15/2022 43,815
Clearwater Paper Corp. 4.50 02/01/2023 63,901
Clearwater Paper Corp. 15,329
Clorox Co. 152,533
Cloud Peak Energy, Inc. 2,118
CME Group, Inc. 109,881
CNA Financial Corp. 183,523
CNO Financial Group, Inc. 5.25 05/30/2025 47,035
Coca-Cola Co. 120,057
Coca-Cola Enterprises, Inc. 35,619
Coca-Cola Femsa SAB de CV 2.38 11/26/2018 166,490
Cogent Communications Group, Inc. 5.38 03/01/2022 73,688
Cogent Communications Holdings, Inc. 29,585
Cognizant Technology Solutions Corp., Class A 283,341
Coherent, Inc. 40,987
Cohu, Inc. 5,239
Colgate-Palmolive Co. 441,280
Columbia Banking System, Inc. 31,835
Columbia Pipeline Group, Inc. 2.45 06/01/2018 21,779
Comcast Corp., Class A 168,336
Comerica, Inc. 71,915
Comfort Systems USA, Inc. 21,921
Communications Sales & Leasing, Inc./CSL Capital LLC 6.00 04/15/2023 35,010
Page 5 of 171
Communications Sales & Leasing, Inc./CSL Capital LLC 8.25 10/15/2023 49,950
Community Bank System, Inc. 30,912
Computer Programs & Systems, Inc. 9,746
Computer Sciences Corp. 3,542
Comtech Telecommunications Corp. 6,707
CONMED Corp. 19,922
Conn's, Inc. 7.25 07/15/2022 44,745
ConocoPhillips 34,954
ConocoPhillips Co. 1.50 05/15/2018 42,349
Consolidated Communications Holdings, Inc. 23,957
Consolidated Container Co. LLC/Consolidated Container Capital, Inc. 10.13 07/15/2020 55,760
Consolidated Edison, Inc. 26,664
Contango Oil & Gas Co. 3,655
Continental Resources, Inc. 4.50 04/15/2023 8,363
Core Industrial Trust 3.04 02/10/2034 93,426
Core-Mark Holding Co., Inc. 34,826
CoreSite Realty Corp. 39,066
Corning, Inc. 1.50 05/08/2018 60,733
CorVel Corp. 7,174
Costco Wholesale Corp. 2.25 02/15/2022 101,414
Costco Wholesale Corp. 11,031
Countrywide Home Loan Mtg. Pass Through Trust 5.25 02/25/2026 1,744
Cousins Properties, Inc. 38,427
Cray, Inc. 31,433
Credit Acceptance Corp. 7.38 03/15/2023 95,250
Credit Suisse AG 1.70 04/27/2018 102,553
Credit Suisse AG 5.40 01/14/2020 84,539
Crocs, Inc. 12,573
Cross Country Healthcare, Inc. 6,722
Crown Cork & Seal Co., Inc. 7.38 12/15/2026 53,375
CryoLife, Inc. 4,838
CSG Systems International, Inc. 27,231
CSMC Trust 3.88 11/15/2037 773,723
CTS Corp. 9,113
Cubic Corp. 16,104
Cullen/Frost Bankers, Inc. 167,479
CVB Financial Corp. 31,811
CVS Health Corp. 304,759
CVS Pass-Through Trust 4.70 01/10/2036 43,115
CVS Pass-Through Trust 5.77 01/10/2033 35,517
CVS Pass-Through Trust 5.93 01/10/2034 55,487
Cynosure, Inc., Class A 18,707
Daimler Finance North America LLC 1.38 08/01/2017 158,433
Daimler Finance North America LLC 2.45 05/18/2020 159,669
Daktronics, Inc. 5,427
Danaher Corp. 3.35 09/15/2025 73,394
Danaher Corp. 4.38 09/15/2045 42,442
Darden Restaurants, Inc. 97,726
Darling Ingredients, Inc. 39,852
DB Master Finance LLC 3.98 02/20/2045 37,761
DBS Group Holdings, Ltd. 2.25 07/16/2019 216,031
Dean Foods Co. 6.50 03/15/2023 102,875
Deere & Co. 285,402
Dell Equipment Finance Trust 1.30 03/23/2020 99,655
Delta Air Lines, Inc. 241,988
Deltic Timber Corp. 11,729
Denbury Resources, Inc. 5.50 05/01/2022 36,000
Depomed, Inc. 15,643
Deutsche Bank AG 1.88 02/13/2018 131,160
Deutsche Bank AG 4.50 04/01/2025 205,989
Devon Energy Corp. 33,641
DHI Group, Inc. 6,028
Diageo Capital PLC 5.75 10/23/2017 142,908
Diamond Offshore Drilling, Inc. 33,030
DiamondRock Hospitality Co. 37,444
Digi International, Inc. 4,234
Digital Realty Trust, Inc. 217,862
Dime Community Bancshares, Inc. 9,568
DineEquity, Inc. 28,683
Page 6 of 171
Diodes, Inc. 13,869
Discover Card Execution Note Trust 2.19 04/17/2023 86,361
Discover Financial Services 3.75 03/04/2025 102,200
Discover Financial Services 26,071
Discovery Communications, Inc., Class C 11,097
DISH DBS Corp. 5.00 03/15/2023 66,188
Dollar General Corp. 4.12 07/15/2017 64,002
Dominion Gas Holdings LLC 4.80 11/01/2043 35,038
Dominion Resources, Inc. 5.25 08/01/2033 79,213
Dominion Resources, Inc. 5.75 10/01/2054 45,073
Domtar Corp. 6.75 02/15/2044 81,397
Domtar Corp. 13,811
Dorman Products, Inc. 29,822
Dover Corp. 346,288
Dow Chemical Co. 486,222
Downstream Development Authority of the Quapaw Tribe of Oklahoma 10.50 07/01/2019 61,750
Dr Pepper Snapple Group, Inc. 100,955
Drew Industries, Inc. 28,943
DSP Group, Inc. 3,502
DTS, Inc. 6,686
Duke Energy Corp. 8,391
Dun & Bradstreet Corp. 178,638
DuPont Fabros Technology LP 5.62 06/15/2023 71,750
DXP Enterprises, Inc. 3,951
Dycom Industries, Inc. 39,190
Dynegy, Inc. 7.38 11/01/2022 106,375
E*TRADE Financial Corp. 18,906
E.I. du Pont de Nemours & Co. 104,288
E.W. Scripps Co., Class A 15,309
East West Bancorp, Inc. 161,166
EastGroup Properties, Inc. 35,799
eBay, Inc. 162,749
Ebix, Inc. 19,049
Echo Global Logistics, Inc. 12,385
EchoStar Corp., Class A 22,455
Education Realty Trust, Inc. 48,464
Edwards Lifesciences Corp. 27,080
eHealth, Inc. 2,779
El Paso Electric Co. 34,226
Electricite de France SA 2.35 10/13/2020 269,723
Electricite de France SA 3.62 10/13/2025 49,988
Electricite de France SA 4.95 10/13/2045 115,472
Electricite de France SA 6.00 01/22/2114 42,978
Electro Scientific Industries, Inc. 3,511
Electronics For Imaging, Inc. 36,837
EMC Corp. 23,825
EMCOR Group, Inc. 54,092
Emergent BioSolutions, Inc. 20,610
Emerson Electric Co. 380,714
Employers Holdings, Inc. 16,715
Enanta Pharmaceuticals, Inc. 6,843
Encore Capital Group, Inc. 10,734
Encore Wire Corp. 14,287
Endo Finance LLC/Endo Finco, Inc. 7.75 01/15/2022 51,001
Energy Transfer Equity LP 7.50 10/15/2020 34,650
Energy Transfer Partners LP 4.90 03/15/2035 52,256
Energy Transfer Partners LP 5.15 03/15/2045 31,094
Energy Transfer Partners LP 6.62 10/15/2036 99,153
EnerSys 5.00 04/30/2023 61,760
EnerSys 44,632
Engility Holdings, Inc. 5,759
Enova International, Inc. 9.75 06/01/2021 97,980
Enova International, Inc. 2,997
EnPro Industries, Inc. 23,303
Ensign Group, Inc. 19,176
Entergy Arkansas, Inc. 3.50 04/01/2026 28,850
Entergy Arkansas, Inc. 4.95 12/15/2044 69,645
Entergy Corp. 175,050
Entergy Louisiana LLC 4.95 01/15/2045 236,385
Page 7 of 171
Entergy Louisiana LLC 88,267
EOG Resources, Inc. 21,701
EP Energy LLC/Everest Acquisition Finance, Inc. 7.75 09/01/2022 24,180
Epiq Systems, Inc. 8,606
ePlus, Inc. 8,373
Equinix, Inc. 5.88 01/15/2026 57,998
Equity Residential 174,370
Era Group, Inc. 3,208
ESCO Technologies, Inc. 18,554
ESH Hospitality, Inc. 5.25 05/01/2025 48,625
Essendant, Inc. 21,936
Ethan Allen Interiors, Inc. 14,764
Euro Time Deposit with State Street Bank and Trust Co. 0.01 04/01/2016 43,593,000
EV Energy Partners LP/EV Energy Finance Corp. 8.00 04/15/2019 35,250
Evercore Partners, Inc., Class A 37,881
Everi Payments, Inc. 10.00 01/15/2022 51,545
ExamWorks Group, Inc. 20,899
Exar Corp. 4,939
Exelon Corp. 4.95 06/15/2035 46,969
Exelon Corp. 5.10 06/15/2045 47,747
Exelon Corp. 354,404
Exelon Generation Co. LLC 2.95 01/15/2020 63,406
ExlService Holdings, Inc. 31,650
Expeditors International of Washington, Inc. 104,258
Expo Event Transco, Inc. 9.00 06/15/2021 95,500
Exponent, Inc. 24,179
Express Scripts Holding Co. 4.50 02/25/2026 78,688
Express Scripts Holding Co. 175,984
Express, Inc. 28,347
Exterran Corp. 9,647
Exxon Mobil Corp. 1.30 03/06/2018 111,499
Exxon Mobil Corp. 3.04 03/01/2026 33,774
Exxon Mobil Corp. 677,079
EZCORP, Inc., Class A 2,732
F5 Networks, Inc. 212,864
Fabrinet 18,213
Facebook, Inc., Class A 407,793
Fannie Mae Connecticut Avenue Securities 2.03 01/25/2024 286,093
FARO Technologies, Inc. 9,953
Federal Home Loan Mtg. Corp. 2.12 02/01/2037 21,814
Federal Home Loan Mtg. Corp. 2.50 01/01/2028 71,172
Federal Home Loan Mtg. Corp. 2.66 11/01/2037 196,729
Federal Home Loan Mtg. Corp. 3.00 08/01/2027 101,916
Federal Home Loan Mtg. Corp. 3.00 08/01/2027 195,326
Federal Home Loan Mtg. Corp. 3.00 10/01/2042 177,616
Federal Home Loan Mtg. Corp. 3.00 11/01/2042 342,826
Federal Home Loan Mtg. Corp. 3.00 04/01/2043 264,347
Federal Home Loan Mtg. Corp. 3.00 04/01/2043 213,411
Federal Home Loan Mtg. Corp. 3.00 07/01/2045 334,473
Federal Home Loan Mtg. Corp. 3.00 10/01/2045 297,767
Federal Home Loan Mtg. Corp. 3.50 02/01/2042 162,958
Federal Home Loan Mtg. Corp. 3.50 03/01/2042 91,981
Federal Home Loan Mtg. Corp. 3.50 08/01/2042 209,502
Federal Home Loan Mtg. Corp. 3.50 08/01/2042 304,783
Federal Home Loan Mtg. Corp. 3.50 09/01/2043 174,144
Federal Home Loan Mtg. Corp. 3.50 03/01/2045 237,827
Federal Home Loan Mtg. Corp. 3.50 03/01/2045 192,440
Federal Home Loan Mtg. Corp. 3.50 03/01/2045 166,408
Federal Home Loan Mtg. Corp. 3.50 07/01/2045 217,003
Federal Home Loan Mtg. Corp. 3.50 08/01/2045 239,197
Federal Home Loan Mtg. Corp. 3.50 10/01/2045 307,580
Federal Home Loan Mtg. Corp. 3.50 02/01/2046 252,878
Federal Home Loan Mtg. Corp. 4.00 09/01/2040 84,012
Federal Home Loan Mtg. Corp. 4.00 09/01/2040 153,416
Federal Home Loan Mtg. Corp. 4.00 07/01/2044 247,441
Federal Home Loan Mtg. Corp. 4.00 10/01/2045 260,272
Federal Home Loan Mtg. Corp. 4.00 11/01/2045 230,691
Federal Home Loan Mtg. Corp. 4.50 01/01/2039 5,564
Federal Home Loan Mtg. Corp. 4.50 12/01/2039 246,797
Page 8 of 171
Federal Home Loan Mtg. Corp. 5.00 10/01/2033 1,519
Federal Home Loan Mtg. Corp. 5.00 11/01/2043 171,217
Federal Home Loan Mtg. Corp. 6.00 08/01/2036 49,859
Federal Home Loan Mtg. Corp. 6.00 03/01/2040 37,011
Federal Home Loan Mtg. Corp. 6.50 05/01/2036 157
Federal Home Loan Mtg. Corp. 6,820
Federal Home Loan Mtg. Corp. Structured Agency Credit Risk 2.08 08/25/2024 52,036
Federal Home Loan Mtg. Corp. Structured Agency Credit Risk 2.63 02/25/2024 102,835
Federal Home Loan Mtg. Corp. Structured Agency Credit Risk 2.63 09/25/2024 148,112
Federal National Mtg. Assoc 3.50 11/01/2045 274,681
Federal National Mtg. Assoc. 2.23 09/01/2035 166,742
Federal National Mtg. Assoc. 2.35 05/01/2037 38,187
Federal National Mtg. Assoc. 2.44 07/01/2039 120,078
Federal National Mtg. Assoc. 2.46 10/01/2035 169,558
Federal National Mtg. Assoc. 2.50 04/01/2028 242,130
Federal National Mtg. Assoc. 2.50 02/01/2031 221,823
Federal National Mtg. Assoc. TBA 2.50 04/18/2031 559,477
Federal National Mtg. Assoc. 2.51 11/01/2036 58,341
Federal National Mtg. Assoc. 2.58 10/01/2040 40,414
Federal National Mtg. Assoc. 2.62 05/01/2040 183,592
Federal National Mtg. Assoc. 2.66 08/01/2035 74,397
Federal National Mtg. Assoc. 2.67 10/01/2040 85,354
Federal National Mtg. Assoc. 3.00 10/01/2027 133,280
Federal National Mtg. Assoc. 3.00 12/01/2027 109,505
Federal National Mtg. Assoc. 3.00 01/01/2028 202,529
Federal National Mtg. Assoc. 3.00 10/01/2030 226,427
Federal National Mtg. Assoc. 3.00 04/18/2031 159,813
Federal National Mtg. Assoc. 3.00 03/01/2042 105,680
Federal National Mtg. Assoc. 3.00 12/01/2042 58,709
Federal National Mtg. Assoc. 3.00 05/01/2043 329,984
Federal National Mtg. Assoc. 3.00 02/01/2045 213,158
Federal National Mtg. Assoc. 3.00 06/01/2045 198,477
Federal National Mtg. Assoc. 3.00 04/13/2046 1,075,019
Federal National Mtg. Assoc. 3.50 08/01/2026 145,745
Federal National Mtg. Assoc. 3.50 08/01/2027 22,339
Federal National Mtg. Assoc. 3.50 10/01/2028 229,725
Federal National Mtg. Assoc. 3.50 08/01/2042 131,186
Federal National Mtg. Assoc. 3.50 08/01/2042 212,579
Federal National Mtg. Assoc. 3.50 08/01/2043 667,096
Federal National Mtg. Assoc. 3.50 08/01/2043 69,547
Federal National Mtg. Assoc. 3.50 07/01/2045 143,898
Federal National Mtg. Assoc. 3.50 08/01/2045 199,930
Federal National Mtg. Assoc. 3.50 09/01/2045 165,237
Federal National Mtg. Assoc. 3.50 10/01/2045 225,136
Federal National Mtg. Assoc. 3.50 04/13/2046 615,456
Federal National Mtg. Assoc. 4.00 09/01/2040 76,826
Federal National Mtg. Assoc. 4.00 12/01/2040 461,332
Federal National Mtg. Assoc. 4.00 11/01/2041 96,364
Federal National Mtg. Assoc. 4.00 11/01/2041 75,008
Federal National Mtg. Assoc. 4.00 01/01/2042 100,918
Federal National Mtg. Assoc. 4.00 10/01/2043 10,705
Federal National Mtg. Assoc. 4.00 12/01/2043 107,876
Federal National Mtg. Assoc. 4.00 10/01/2044 281,083
Federal National Mtg. Assoc. 4.00 10/01/2044 192,262
Federal National Mtg. Assoc. 4.00 11/01/2044 141,441
Federal National Mtg. Assoc. 4.00 02/01/2045 148,709
Federal National Mtg. Assoc. 4.00 04/13/2046 2,135,807
Federal National Mtg. Assoc. 4.50 10/01/2024 84,799
Federal National Mtg. Assoc. 4.50 03/01/2025 127,874
Federal National Mtg. Assoc. 4.50 11/01/2040 24,514
Federal National Mtg. Assoc. 4.50 05/01/2041 85,493
Federal National Mtg. Assoc. 4.50 07/01/2041 37,372
Federal National Mtg. Assoc. 4.50 12/01/2044 97,701
Federal National Mtg. Assoc. 4.50 04/13/2046 1,717,061
Federal National Mtg. Assoc. 5.00 11/01/2033 3,149
Federal National Mtg. Assoc. 5.00 05/01/2040 56,015
Federal National Mtg. Assoc. 5.00 06/01/2040 166,239
Federal National Mtg. Assoc. 5.00 07/01/2040 112,533
Federal National Mtg. Assoc. 5.00 07/01/2040 7,226
Page 9 of 171
Federal National Mtg. Assoc. 5.00 07/01/2040 243,655
Federal National Mtg. Assoc. 5.50 12/01/2029 22,099
Federal National Mtg. Assoc. 5.50 08/01/2037 103,663
Federal National Mtg. Assoc. 6.00 05/01/2017 4,480
Federal National Mtg. Assoc. 6.00 11/01/2038 84,189
Federal National Mtg. Assoc. 6.00 06/01/2040 5,128
Federal National Mtg. Assoc. 6.50 02/01/2017 1,630
Federal Signal Corp. 15,262
FGI Operating Co. LLC/FGI Finance, Inc. 7.88 05/01/2020 23,400
Fidelity National Information Services, Inc. 5.00 10/15/2025 43,195
Fifth Third Bancorp 4.90 12/29/2049 72,418
Fifth Third Bancorp 2,988
Fifth Third Bank 2.30 03/15/2019 206,850
Fifth Third Bank 2.88 10/01/2021 216,956
Financial Engines, Inc. 29,984
Finish Line, Inc., Class A 16,796
First BanCorp 6,012
First Cash Financial Services, Inc. 23,997
First Commonwealth Financial Corp. 13,981
First Data Corp. 5.38 08/15/2023 25,625
First Financial Bancorp 20,652
First Financial Bankshares, Inc. 35,999
First Franklin Mtg. Loan Trust 0.59 11/25/2036 58,292
First Horizon National Corp. 3.50 12/15/2020 241,828
First Horizon National Corp. 200,207
First Midwest Bancorp, Inc. 26,021
First NBC Bank Holding Co. 5,786
First Niagara Financial Group, Inc. 6.75 03/19/2020 290,936
First Niagara Financial Group, Inc. 7.25 12/15/2021 115,199
First Republic Bank 257,497
First Solar, Inc. 3,424
FirstEnergy Corp. 7.38 11/15/2031 144,533
FirstEnergy Corp. 16,726
Five Below, Inc. 41,547
Flextronics International, Ltd. 4.75 06/15/2025 29,325
Flotek Industries, Inc. 6,978
FMC Technologies, Inc. 3,639
FMG Resources August 2006 Pty, Ltd. 8.25 11/01/2019 57,300
FMG Resources August 2006 Pty, Ltd. 9.75 03/01/2022 99,750
Foot Locker, Inc. 77,723
Ford Credit Auto Owner Trust 1.97 04/15/2020 52,568
Ford Credit Auto Owner Trust 2.12 07/15/2026 100,095
Ford Motor Co. 3,051
Ford Motor Credit Co. LLC 1.50 01/17/2017 57,927
Forest Laboratories LLC 4.88 02/15/2021 74,975
Forestar Group, Inc. 7,785
Forrester Research, Inc. 5,949
Fortinet, Inc. 229,848
Forward Air Corp. 25,515
Four Corners Property Trust, Inc. 17,824
Francesca's Holdings Corp. 14,159
Franklin Electric Co., Inc. 22,680
Franklin Street Properties Corp. 17,432
Fred's, Inc., Class A 9,274
Freeport-McMoRan, Inc. 5,697
Frontier Communications Corp. 8.50 04/15/2020 44,479
Frontier Communications Corp. 9.25 07/01/2021 20,400
Frontier Communications Corp. 10.50 09/15/2022 48,175
Frontier Communications Corp. 11.00 09/15/2025 80,400
FTD Cos., Inc. 8,558
FutureFuel Corp. 4,763
G&K Services, Inc., Class A 26,883
GameStop Corp. 5.50 10/01/2019 58,560
Gannett Co., Inc. 32,400
Garda World Security Corp. 7.25 11/15/2021 43,120
Gartner, Inc. 24,482
Gates Global LLC/Gates Global Co. 6.00 07/15/2022 42,750
General Cable Corp. 5.75 10/01/2022 97,960
General Cable Corp. 10,586
Page 10 of 171
General Communication, Inc., Class A 9,655
General Dynamics Corp. 489,747
General Electric Capital Corp. 1.25 05/15/2017 114,528
General Electric Capital Corp. 5.88 01/14/2038 115,958
General Electric Co. 2.70 10/09/2022 79,042
General Electric Co. 536,170
General Mills, Inc. 384,535
General Motors Co. 47,774
Genesco, Inc. 29,406
Genesis Energy LP/Genesis Energy Finance Corp. 5.62 06/15/2024 72,240
Genesis Energy LP/Genesis Energy Finance Corp. 6.00 05/15/2023 88,000
GenOn Energy, Inc. 9.50 10/15/2018 10,220
Genpact, Ltd. 99,923
Gentherm, Inc. 27,865
Genuine Parts Co. 136,421
GEO Group, Inc. 47,117
Georgia Power Co. 3.25 04/01/2026 25,617
Georgia-Pacific LLC 3.60 03/01/2025 155,176
Georgia-Pacific LLC 3.73 07/15/2023 113,462
Georgia-Pacific LLC 5.40 11/01/2020 71,495
Geospace Technologies Corp. 2,888
Getty Realty Corp. 9,221
Gibraltar Industries, Inc. 15,673
G-III Apparel Group, Ltd. 36,130
Gilead Sciences, Inc. 4.75 03/01/2046 20,797
Gilead Sciences, Inc. 603,888
Glacier Bancorp, Inc. 35,639
GNC Holdings, Inc., Class A 162,338
Goldcorp, Inc. 5.45 06/09/2044 29,169
Goldman Sachs Group, Inc. 3.62 01/22/2023 114,488
Goldman Sachs Group, Inc. 4.25 10/21/2025 120,998
Goldman Sachs Group, Inc. 4.75 10/21/2045 36,583
Goldman Sachs Group, Inc. 5.15 05/22/2045 40,635
Goldman Sachs Group, Inc. 5.38 03/15/2020 92,100
Goldman Sachs Group, Inc. 5.38 12/29/2049 53,207
Goldman Sachs Group, Inc. 6.12 02/15/2033 92,037
Goldman Sachs Group, Inc. 6.75 10/01/2037 225,748
Goodyear Tire & Rubber Co. 74,337
Government National Mtg. Assoc. 3.00 02/20/2045 228,952
Government National Mtg. Assoc. 3.00 05/20/2045 166,049
Government National Mtg. Assoc. TBA 3.00 04/20/2046 181,279
Government National Mtg. Assoc. 3.50 03/20/2045 183,425
Government National Mtg. Assoc. 3.50 04/20/2045 269,762
Government National Mtg. Assoc. 4.00 03/20/2044 20,158
Government National Mtg. Assoc. 6.00 02/15/2029 2,262
Government National Mtg. Assoc. 6.00 06/15/2029 9,056
Government of Canada 0.88 02/14/2017 91,134
Government Properties Income Trust 23,401
Graham Holdings Co., Class B 37,440
Great Lakes Dredge & Dock Corp. 7.38 02/01/2019 99,488
Greatbatch, Inc. 16,573
Greatbatch, Ltd. 9.12 11/01/2023 32,711
Green Dot Corp., Class A 19,180
Green Plains, Inc. 10,087
Greenbrier Cos., Inc. 13,267
Greenhill & Co., Inc. 11,344
Greystar Real Estate Partners LLC 8.25 12/01/2022 89,828
Griffon Corp. 5.25 03/01/2022 18,953
Griffon Corp. 10,429
Group 1 Automotive, Inc. 24,063
GS Mtg. Securities Trust 2.90 02/10/2048 24,755
Gulf Island Fabrication, Inc. 1,868
Gulfmark Offshore, Inc., Class A 2,820
H&E Equipment Services, Inc. 7.00 09/01/2022 57,855
H.B. Fuller Co. 39,096
Haemonetics Corp. 32,776
Halcon Resources Corp. 12.00 02/15/2022 10,374
Halliburton Co. 4,751
Hanmi Financial Corp. 12,507
Page 11 of 171
Harland Clarke Holdings Corp. 6.88 03/01/2020 31,150
Harland Clarke Holdings Corp. 9.25 03/01/2021 65,898
Harmonic, Inc. 5,052
Harris Corp. 4.85 04/27/2035 95,626
Harris Corp. 5.05 04/27/2045 92,696
Harsco Corp. 7,744
Harte-Hanks, Inc. 2,118
Hartford Financial Services Group, Inc. 14,147
Hasbro, Inc. 31,239
Haverty Furniture Cos., Inc. 7,554
Hawaiian Holdings, Inc. 41,338
Hawkins, Inc. 6,099
Haynes International, Inc. 8,067
HCA Holdings, Inc. 58,303
HCA, Inc. 4.75 05/01/2023 30,525
HCA, Inc. 5.25 06/15/2026 53,300
HCA, Inc. 5.38 02/01/2025 24,263
HCI Group, Inc. 5,361
Headwaters, Inc. 27,062
Healthcare Services Group, Inc. 48,957
HealthEquity, Inc. 15,986
HealthStream, Inc. 9,565
Healthways, Inc. 5,610
Heartland Express, Inc. 19,904
Heartland Payment Systems, Inc. 65,861
Heidrick & Struggles International, Inc. 7,276
Helen of Troy, Ltd. 54,022
Helix Energy Solutions Group, Inc. 9,806
Hess Corp. 5.60 02/15/2041 33,755
Hess Corp. 7.88 10/01/2029 30,449
Hess Corp. 13,689
Hewlett Packard Enterprise Co. 4.90 10/15/2025 91,596
Hewlett Packard Enterprise Co. 6.20 10/15/2035 121,025
Hewlett Packard Enterprise Co. 6.35 10/15/2045 93,364
Hewlett Packard Enterprise Co. 39,751
Hewlett-Packard Co. 6.00 09/15/2041 83,643
HFF, Inc., Class A 17,537
Hibbett Sports, Inc. 14,540
Hilcorp Energy I LP/Hilcorp Finance Co. 5.00 12/01/2024 42,125
Hillenbrand, Inc. 34,772
HMS Holdings Corp. 21,898
Hologic, Inc. 273,861
Home BancShares, Inc. 46,110
Home Depot, Inc. 2.00 04/01/2021 45,451
Home Depot, Inc. 3.00 04/01/2026 48,290
Home Depot, Inc. 521,845
Horace Mann Educators Corp. 23,609
Hornbeck Offshore Services, Inc. 5,620
Host Hotels & Resorts, Inc. 51,419
HSBC Holdings PLC 4.25 08/18/2025 197,574
Hub Group, Inc., Class A 25,861
Hubbell, Inc. 3.35 03/01/2026 73,323
Hughes Satellite Systems Corp. 7.62 06/15/2021 83,625
Hyatt Hotels Corp. 4.85 03/15/2026 40,695
Hydro-Quebec 1.38 06/19/2017 90,446
Hyundai Capital America 2.40 10/30/2018 200,328
IASIS Healthcare LLC/IASIS Capital Corp. 8.38 05/15/2019 156,814
Iconix Brand Group, Inc. 6,915
ICU Medical, Inc. 27,795
II-VI, Inc. 21,080
Illinois Tool Works, Inc. 396,135
Impax Laboratories, Inc. 40,281
Independent Bank Corp. 22,291
Indiana Michigan Power Co. 4.55 03/15/2046 17,492
Infinity Property & Casualty Corp. 16,100
Ingersoll-Rand Global Holding Co., Ltd. 5.75 06/15/2043 113,161
Ingersoll-Rand Luxembourg Finance SA 4.65 11/01/2044 29,865
Ingram Micro, Inc., Class A 10,917
Ingredion, Inc. 183,786
Page 12 of 171
Innophos Holdings, Inc. 10,571
Innospec, Inc. 19,165
Inogen, Inc. 11,470
Insight Enterprises, Inc. 19,590
Insperity, Inc. 15,416
Installed Building Products, Inc. 7,850
Integra LifeSciences Holdings Corp. 35,836
Intel Corp. 1.35 12/15/2017 74,601
Intel Corp. 124,289
Intelsat Jackson Holdings SA 7.25 04/01/2019 47,938
Intelsat Luxembourg SA 7.75 06/01/2021 17,850
Inter Parfums, Inc. 9,363
Interactive Brokers Group, Inc., Class A 42,190
Interactive Intelligence Group, Inc. 11,837
Interface, Inc. 22,508
International Business Machines Corp. 3.45 02/19/2026 106,019
International Business Machines Corp. 763,611
International Paper Co. 13,666
Interpublic Group of Cos., Inc. 4.20 04/15/2024 38,135
Interpublic Group of Cos., Inc. 33,737
Interval Acquisition Corp. 5.62 04/15/2023 60,150
Interval Leisure Group, Inc. 10,021
INTL. FCStone, Inc. 7,324
Intrepid Potash, Inc. 1,110
Intuit, Inc. 72,391
Intuitive Surgical, Inc. 274,079
Invacare Corp. 6,993
Investment Technology Group, Inc. 13,172
Invitation Homes Trust 1.44 06/17/2031 97,394
ION Media Networks, Inc. 17,578
Iridium Communications, Inc. 11,270
iRobot Corp. 18,850
iShares Core S&P Small-Cap ETF 234,708
iShares Russell 1000 Growth ETF 137,896
iShares Russell 1000 Value ETF 267,083
iStar, Inc. 6.50 07/01/2021 75,953
Itron, Inc. 29,162
Ixia 14,155
J&J Snack Foods Corp. 29,452
Jazz Pharmaceuticals PLC 51,959
JB Poindexter & Co., Inc. 9.00 04/01/2022 42,948
JBS USA LLC/JBS USA Finance, Inc. 5.88 07/15/2024 99,275
Jefferies Finance LLC/JFIN Co-Issuer Corp. 7.38 04/01/2020 173,000
JetBlue Airways Corp. 8,152
John Bean Technologies Corp. 30,405
John Deere Capital Corp. 1.12 06/12/2017 85,136
John Deere Capital Corp. 1.55 12/15/2017 124,823
Johnson & Johnson 3.55 03/01/2036 67,587
Johnson & Johnson 747,554
JPMorgan Chase & Co. 2.20 10/22/2019 119,005
JPMorgan Chase & Co. 3.25 09/23/2022 44,846
JPMorgan Chase & Co. 4.12 12/15/2026 101,729
JPMorgan Chase & Co. 4.95 06/01/2045 54,884
JPMorgan Chase & Co. 6.12 12/29/2049 136,159
JPMorgan Chase & Co. 927,208
Juniper Networks, Inc. 45,229
Kaiser Aluminum Corp. 28,067
Kaman Corp. 21,260
KapStone Paper and Packaging Corp. 21,897
Kelly Services, Inc., Class A 10,095
Kennedy-Wilson, Inc. 5.88 04/01/2024 48,875
KeyCorp 8,236
Kimberly-Clark Corp. 1.85 03/01/2020 33,494
Kimberly-Clark de Mexico SAB de CV 3.25 03/12/2025 102,555
Kinder Morgan Energy Partners LP 4.70 11/01/2042 21,210
Kinder Morgan Energy Partners LP 6.50 04/01/2020 47,931
Kinder Morgan, Inc. 5.00 02/15/2021 26,532
Kindred Healthcare, Inc. 19,081
Kinross Gold Corp. 5.95 03/15/2024 18,707
Page 13 of 171
Kirkland's, Inc. 4,885
Kite Realty Group Trust 42,590
Knight Transportation, Inc. 29,550
Kohl's Corp. 5.55 07/17/2045 22,626
Kookmin Bank 1.62 07/14/2017 250,261
Kopin Corp. 1,841
Koppers Holdings, Inc. 8,202
Korn/Ferry International 29,874
Kraft Heinz Foods Co. 4.88 02/15/2025 123,386
Kraton Performance Polymers, Inc. 9,377
Kroger Co. 3.50 02/01/2026 48,344
Kroger Co. 77,495
Kulicke & Soffa Industries, Inc. 14,195
L-3 Communications Corp. 3.95 05/28/2024 9,624
Laboratory Corp. of America Holdings 3.20 02/01/2022 25,344
Laboratory Corp. of America Holdings 3.60 02/01/2025 80,986
Laboratory Corp. of America Holdings 4.70 02/01/2045 40,177
Laclede Group, Inc. 54,200
Land O'Lakes Capital Trust I 7.45 03/15/2028 131,250
Landauer, Inc. 5,622
Landry's, Inc. 9.38 05/01/2020 45,150
Landstar System, Inc. 5,427
Lannett Co., Inc. 8,839
Laredo Petroleum, Inc. 7.38 05/01/2022 47,600
La-Z-Boy, Inc. 24,601
Lee Enterprises, Inc. 9.50 03/15/2022 98,375
LegacyTexas Financial Group, Inc. 15,877
Legg Mason, Inc. 210,612
Leggett & Platt, Inc. 24,248
Lehman Brothers Holdings Capital Trust VII 5
Lehman Brothers Holdings, Inc. 5.50 04/04/2016 3,177
Lehman Brothers Holdings, Inc. 6.75 12/28/2017 7
Lehman Brothers Holdings, Inc. 7.50 05/11/2038 7
LendingTree, Inc. 12,418
Lennar Corp. 4.75 04/01/2021 69,863
Lexington Realty Trust 33,557
LHC Group, Inc. 8,179
Ligand Pharmaceuticals, Inc. 35,768
Lindsay Corp. 14,394
Liquidity Services, Inc. 2,248
Lithia Motors, Inc., Class A 36,766
Littelfuse, Inc. 50,721
LivePerson, Inc. 5,119
Lloyds Banking Group PLC 4.58 12/10/2025 58,824
Lockheed Martin Corp. 4.70 05/15/2046 39,135
Lockheed Martin Corp. 402,909
LogMeIn, Inc. 23,363
Louisville Gas & Electric Co. 4.38 10/01/2045 13,087
Lowe's Cos., Inc. 184,224
LSB Industries, Inc. 4,437
LTC Properties, Inc. 31,306
Lubrizol Corp. 6.50 10/01/2034 58,813
Lumber Liquidators Holdings, Inc. 6,311
Lumentum Holdings, Inc. 23,491
Luminex Corp. 13,192
Lumos Networks Corp. 5,239
Lydall, Inc. 9,854
LyondellBasell Industries NV, Class A 387,506
M&T Bank Corp. 97,347
M/I Homes, Inc. 8,169
Magellan Health, Inc. 30,840
ManTech International Corp., Class A 14,427
Marathon Oil Corp. 30,657
Marathon Petroleum Corp. 295,841
Marcus Corp. 6,367
MarineMax, Inc. 8,820
Marriott International, Inc., Class A 17,510
Marriott Vacations Worldwide Corp. 31,253
Marten Transport, Ltd. 7,937
Page 14 of 171
Masco Corp. 4.45 04/01/2025 127,588
Masco Corp. 40,696
Masimo Corp. 34,351
Massachusetts Mutual Life Insurance Co. 4.50 04/15/2065 59,047
MassMutual Global Funding II 2.10 08/02/2018 222,025
MasterCard, Inc., Class A 53,582
Materion Corp. 9,400
Matrix Service Co. 8,337
Matson, Inc. 32,176
Mattamy Group Corp. 6.50 11/15/2020 54,000
Matthews International Corp., Class A 31,345
Maxim Integrated Products, Inc. 98,313
MB Financial, Inc. 41,082
McClatchy Co. 9.00 12/15/2022 59,963
McDonald's Corp. 3.70 01/30/2026 63,549
McDonald's Corp. 4.70 12/09/2035 46,208
McDonald's Corp. 4.88 12/09/2045 65,548
McDonald's Corp. 62,714
McKesson Corp. 147,186
MDU Resources Group, Inc. 47,171
Medical Properties Trust, Inc. 56,904
Medicines Co. 40,666
Medidata Solutions, Inc. 40,220
Medifast, Inc. 4,981
Medtronic PLC 22,875
MEG Energy Corp. 6.38 01/30/2023 28,910
MEG Energy Corp. 6.50 03/15/2021 45,281
Merck & Co., Inc. 308,148
Mercury Systems, Inc. 11,896
Meridian Bioscience, Inc. 15,973
Merit Medical Systems, Inc. 15,088
Meritage Homes Corp. 24,866
Methode Electronics, Inc. 19,971
MetLife, Inc. 4.60 05/13/2046 53,308
MetLife, Inc. 6.40 12/15/2066 83,673
Metropolitan Life Global Funding I 1.88 06/22/2018 352,325
Michael Kors Holdings, Ltd. 72,396
Micron Technology, Inc. 5.62 01/15/2026 79,000
Microsoft Corp. 1.30 11/03/2018 83,807
Microsoft Corp. 656,243
MicroStrategy, Inc., Class A 31,092
MiMedx Group, Inc. 15,374
Mitsubishi UFJ Financial Group, Inc. 2.95 03/01/2021 212,938
Mitsubishi UFJ Financial Group, Inc. 3.85 03/01/2026 248,598
MKS Instruments, Inc. 36,972
Mobile Mini, Inc. 27,142
Momenta Pharmaceuticals, Inc. 10,275
Monarch Casino & Resort, Inc. 3,697
Mondelez International, Inc., Class A 374,801
Monolithic Power Systems, Inc. 43,402
Monotype Imaging Holdings, Inc. 17,653
Monro Muffler Brake, Inc. 42,382
Monster Worldwide, Inc. 5,278
Moog, Inc. 5.25 12/01/2022 29,036
Moog, Inc., Class A 28,093
Morgan Stanley 2.80 06/16/2020 59,056
Morgan Stanley 4.10 05/22/2023 163,968
Morgan Stanley 4.75 03/22/2017 97,085
Morgan Stanley 5.00 11/24/2025 87,660
Morgan Stanley 5.50 07/28/2021 98,147
Morgan Stanley Bank of America Merrill Lynch Trust 2.98 07/15/2050 104,215
Motorcar Parts of America, Inc. 12,344
Movado Group, Inc. 8,011
MTS Systems Corp. 16,064
Mueller Industries, Inc. 31,009
MUFG Union Bank NA 3.00 06/06/2016 274,059
Multi-Color Corp. 6.12 12/01/2022 54,810
Murphy Oil Corp. 25,140
Murphy Oil USA, Inc. 6.00 08/15/2023 31,050
Page 15 of 171
Myers Industries, Inc. 5,093
MYR Group, Inc. 9,190
Nanometrics, Inc. 6,795
Nasdaq, Inc. 195,954
National CineMedia LLC 6.00 04/15/2022 36,313
National Financial Partners Corp. 9.00 07/15/2021 85,440
National Fuel Gas Co. 81,782
National Penn Bancshares, Inc. 27,515
National Presto Industries, Inc. 7,202
National Rural Utilities Cooperative Finance Corp. 0.95 04/24/2017 51,992
National Rural Utilities Cooperative Finance Corp. 1.10 01/27/2017 143,190
National Rural Utilities Cooperative Finance Corp. 2.00 01/27/2020 103,870
National Rural Utilities Cooperative Finance Corp. 2.30 11/01/2020 47,849
National Rural Utilities Cooperative Finance Corp. 4.75 04/30/2043 96,315
Natus Medical, Inc. 23,481
Navigant Consulting, Inc. 13,344
Navigators Group, Inc. 16,942
NBT Bancorp, Inc. 21,425
NCL Corp., Ltd. 4.62 11/15/2020 90,450
Neenah Paper, Inc. 19,671
Nektar Therapeutics 34,458
Neogen Corp. 34,742
NetApp, Inc. 24,097
Netflix, Inc. 5.88 02/15/2025 84,200
Netflix, Inc. 9,303
NETGEAR, Inc. 24,141
New York Life Global Funding 1.65 05/15/2017 181,096
Newell Rubbermaid, Inc. 4.20 04/01/2026 43,934
Newell Rubbermaid, Inc. 5.38 04/01/2036 32,085
Newfield Exploration Co. 5.38 01/01/2026 100,100
Newmont Mining Corp. 7,389
Newpark Resources, Inc. 6,450
Newport Corp. 16,376
News Corp., Class A 6,474
NIC, Inc. 20,284
Nielsen Holdings PLC 5,319
NIKE, Inc., Class B 46,471
Noble Energy, Inc. 3.90 11/15/2024 71,537
Noble Energy, Inc. 5.05 11/15/2044 11,924
Nortel Networks Corp. 0
North American Development Bank 2.30 10/10/2018 160,913
Northern Oil and Gas, Inc. 8.00 06/01/2020 63,250
Northern Oil and Gas, Inc. 3,699
Northfield Bancorp, Inc. 11,853
Northrop Grumman Corp. 27,310
Northwest Bancshares, Inc. 25,345
Northwest Natural Gas Co. 27,248
NorthWestern Corp. 54,834
NRG Energy, Inc. 6.25 07/15/2022 106,950
NRP Mtg. Trust 3.25 07/25/2043 102,031
Nucor Corp. 277,462
Nutrisystem, Inc. 10,811
NuVasive, Inc. 44,563
NVIDIA Corp. 72,863
Oasis Petroleum, Inc. 6.88 03/15/2022 55,500
Occidental Petroleum Corp. 4.40 04/15/2046 56,363
OFG Bancorp 5,438
Ohio State University 4.80 06/01/2111 97,759
Old National Bancorp 25,684
Olympic Steel, Inc. 2,822
Omega Healthcare Investors, Inc. 4.50 04/01/2027 114,840
Omega Healthcare Investors, Inc. 4.95 04/01/2024 79,442
Omega Healthcare Investors, Inc. 5.25 01/15/2026 78,515
Omega Healthcare Investors, Inc. 5.88 03/15/2024 47,636
Omega US Sub LLC 8.75 07/15/2023 57,600
Omnicell, Inc. 18,394
Omnicom Group, Inc. 3.60 04/15/2026 73,754
Omnicom Group, Inc. 12,734
On Assignment, Inc. 32,563
Page 16 of 171
OneMain Financial Holdings, Inc. 6.75 12/15/2019 36,036
ONEOK, Inc. 12,959
Opal Acquisition, Inc. 8.88 12/15/2021 80,213
OPKO Health, Inc. 56,522
Oracle Corp. 3.90 05/15/2035 60,860
Orbital ATK, Inc. 5.25 10/01/2021 53,950
Orbital ATK, Inc. 5.50 10/01/2023 82,950
O'Reilly Automotive, Inc. 3.55 03/15/2026 23,663
O'Reilly Automotive, Inc. 445,792
Orion Marine Group, Inc. 2,507
Oritani Financial Corp. 11,302
OSI Systems, Inc. 22,201
Outerwall, Inc. 11,356
Owens-Brockway Glass Container, Inc. 5.38 01/15/2025 49,625
Oxford Industries, Inc. 18,085
P.H. Glatfelter Co. 16,605
PACCAR Financial Corp. 1.65 02/25/2019 27,102
PACCAR Financial Corp. 2.20 09/15/2019 97,890
Pacific Drilling SA 5.38 06/01/2020 15,750
Pacific LifeCorp 6.00 02/10/2020 50,266
Papa John's International, Inc. 27,799
Park Electrochemical Corp. 5,764
Parker-Hannifin Corp. 27,437
Parkway Properties, Inc. 23,521
PayPal Holdings, Inc. 27,869
PBF Energy, Inc., Class A 21,447
PBF Holding Co LLC/PBF Finance Corp. 7.00 11/15/2023 56,925
PDC Energy, Inc. 49,760
Penn Virginia Corp. 7.25 04/15/2019 5,375
Pennsylvania Real Estate Investment Trust 27,902
Penske Truck Leasing Co. LP/PTL Finance Corp. 3.38 02/01/2022 33,757
PepsiCo, Inc. 280,898
Perficient, Inc. 14,400
Perry Ellis International, Inc. 3,885
PetMed Express, Inc. 6,412
Petroleos Mexicanos 5.50 06/27/2044 21,603
PF Chang's China Bistro, Inc. 10.25 06/30/2020 113,125
Pfizer, Inc. 918,870
PGT, Inc. 8,492
PharMerica Corp. 11,939
Phibro Animal Health Corp., Class A 8,707
Philip Morris International, Inc. 156,485
Phillips 66 321,682
Piedmont Natural Gas Co., Inc. 89,625
Pilgrim's Pride Corp. 75,108
Pinnacle Entertainment, Inc. 39,382
Pinnacle Financial Partners, Inc. 31,938
Pioneer Energy Services Corp. 2,517
Piper Jaffray Cos. 13,381
Pitney Bowes, Inc. 43,403
Plantronics, Inc. 5.50 05/31/2023 20,633
Plexus Corp. 24,305
Popeyes Louisiana Kitchen, Inc. 21,553
Popular, Inc. 215,805
Port Authority of New York & New Jersey 4.46 10/01/2062 104,563
Port Authority of New York & New Jersey 4.93 10/01/2051 95,194
Powell Industries, Inc. 4,650
Power Integrations, Inc. 26,270
PPG Industries, Inc. 255,089
PRA Group, Inc. 25,128
Praxair, Inc. 9,270
President and Fellows of Harvard College 3.62 10/01/2037 52,986
Prestige Brands Holdings, Inc. 51,895
Priceline Group, Inc. 46,403
Pricoa Global Funding I 1.35 08/18/2017 158,358
Principal Financial Group, Inc. 1.85 11/15/2017 33,066
Principal Financial Group, Inc. 6,273
ProAssurance Corp. 49,487
Procter & Gamble Co. 416,653
Page 17 of 171
Progress Software Corp. 22,625
Progressive Corp. 406,710
Proto Labs, Inc. 33,534
Providence Service Corp. 11,440
Provident Financial Services, Inc. 22,027
Prudential Financial, Inc. 5.38 05/15/2045 34,650
Prudential Financial, Inc. 5.62 06/15/2043 52,962
Prudential Financial, Inc. 78,648
PS Business Parks, Inc. 36,083
Public Service Enterprise Group, Inc. 54,211
Public Storage 52,408
PVH Corp. 44,577
QLogic Corp. 19,985
Quad/Graphics, Inc. 7.00 05/01/2022 83,000
Quaker Chemical Corp. 20,621
Quality Systems, Inc. 12,024
Qualys, Inc. 11,238
Quanex Building Products Corp. 10,451
Quicken Loans, Inc. 5.75 05/01/2025 97,000
QuinStreet, Inc. 2,158
Quintiles Transnational Holdings, Inc. 45,440
Qwest Corp. 169,386
Rackspace Hosting, Inc. 6.50 01/15/2024 53,900
Rambus, Inc. 27,748
Rayonier Advanced Materials, Inc. 7,230
RE/MAX Holdings, Inc., Class A 11,113
Red Hat, Inc. 46,494
Red Robin Gourmet Burgers, Inc. 15,989
Regeneron Pharmaceuticals, Inc. 19,824
Regions Financial Corp. 3.20 02/08/2021 91,757
Regions Financial Corp. 7.38 12/10/2037 168,598
Regions Financial Corp. 89,765
Regis Corp. 10,329
Rent-A-Center, Inc. 15,517
Repligen Corp. 16,333
Resources Connection, Inc. 10,254
Retail Opportunity Investments Corp. 36,940
REX American Resources Corp. 5,658
Rex Energy Corp. 662
RLI Corp. 46,735
Roadrunner Transportation Systems, Inc. 6,691
Roche Holdings, Inc. 1.35 09/29/2017 135,807
Roche Holdings, Inc. 2.25 09/30/2019 210,220
Rockwell Automation, Inc. 54,714
Rofin-Sinar Technologies, Inc. 16,916
Rogers Corp. 19,817
Rose Rock Midstream LP/Rose Rock Finance Corp. 5.62 07/15/2022 43,890
Rovi Corp. 31,237
Rowan Cos. PLC, Class A 54,193
Royal Bank of Canada 4.65 01/27/2026 120,025
Royal Caribbean Cruises, Ltd. 5.25 11/15/2022 31,650
RPM International, Inc. 5.25 06/01/2045 152,583
RR Donnelley & Sons Co. 6.00 04/01/2024 53,300
Ruby Tuesday, Inc. 5,913
Ruckus Wireless, Inc. 16,226
Rudolph Technologies, Inc. 7,568
Ruth's Hospitality Group, Inc. 11,433
S&T Bancorp, Inc. 16,538
Sabra Health Care REIT, Inc. 24,148
Sabre GLBL, Inc. 5.38 04/15/2023 95,441
Safety Insurance Group, Inc. 14,265
Sagent Pharmaceuticals, Inc. 5,172
Saia, Inc. 12,470
Salesforce.com, Inc. 28,425
Sanchez Energy Corp. 6.12 01/15/2023 32,400
Sanderson Farms, Inc. 33,006
Sanmina Corp. 33,270
Santander Drive Auto Receivables Trust 2.46 06/15/2020 213,295
Santander Issuances SAU 5.18 11/19/2025 193,270
Page 18 of 171
Saul Centers, Inc. 10,763
ScanSource, Inc. 19,181
Schlumberger, Ltd. 45,356
Scholastic Corp. 18,461
Schweitzer-Mauduit International, Inc. 17,723
Scientific Games Corp., Class A 8,364
Scientific Games International, Inc. 7.00 01/01/2022 30,600
Scientific Games International, Inc. 10.00 12/01/2022 48,600
SEACOR Holdings, Inc. 15,464
Select Comfort Corp. 17,432
Select Medical Holdings Corp. 22,864
Selective Insurance Group, Inc. 38,843
Seminole Hard Rock Entertainment, Inc./Seminole Hard Rock International LLC 5.88 05/15/2021 125,313
Sempra Energy 46,823
Semtech Corp. 26,300
Seneca Foods Corp., Class A 3,717
Shell International Finance BV 1.25 11/10/2017 79,094
Shell International Finance BV 2.12 05/11/2020 83,769
Shell International Finance BV 2.25 11/10/2020 92,301
Simmons First National Corp., Class A 23,707
Simpson Manufacturing Co., Inc. 28,895
Sirius XM Radio, Inc. 5.38 04/15/2025 50,875
Sizmek, Inc. 1,021
SkyWest, Inc. 18,831
SLM Corp. 5.62 08/01/2033 145,230
SM Energy Co. 5.62 06/01/2025 38,903
Solvay Finance America LLC 4.45 12/03/2025 230,851
Sonic Automotive, Inc., Class A 9,850
Sonic Corp. 31,820
South Carolina Electric & Gas Co. 5.10 06/01/2065 63,521
South Jersey Industries, Inc. 36,217
Southern California Edison Co. 1.12 05/01/2017 101,012
Southern Co. 1.30 08/15/2017 81,701
Southern Power Co. 4.15 12/01/2025 89,643
Southside Bancshares, Inc. 10,923
Southwest Airlines Co. 31,091
Southwest Gas Corp. 57,619
Southwestern Energy Co. 3.30 01/23/2018 20,000
Southwestern Energy Co. 159,834
SpartanNash Co. 20,823
SPDR S&P 500 ETF Trust, Series 1 321,290
Spectrum Pharmaceuticals, Inc. 6,691
Spirit AeroSystems Holdings, Inc., Class A 35,925
Spok Holdings, Inc. 6,531
Sprint Corp. 7.25 09/15/2021 245,928
SPX Corp. 11,580
SPX FLOW, Inc. 19,236
Stage Stores, Inc. 4,578
Stamps.com, Inc. 29,440
Standard Industries, Inc. 5.12 02/15/2021 16,380
Standard Motor Products, Inc. 12,128
Standex International Corp. 18,441
Stanley Black & Decker, Inc. 5.75 12/15/2053 134,400
Stanley Black & Decker, Inc. 26,513
Starbucks Corp. 451,810
Starwood Hotels & Resorts Worldwide, Inc. 25,780
Steel Dynamics, Inc. 5.12 10/01/2021 54,540
Stein Mart, Inc. 3,804
Stepan Co. 18,633
Sterling Bancorp 35,253
Steven Madden, Ltd. 37,966
Stewart Information Services Corp. 14,331
Stillwater Mining Co. 23,760
Stone Energy Corp. 800
Strayer Education, Inc. 9,555
Sturm Ruger & Co., Inc. 23,865
Summit Hotel Properties, Inc. 19,152
Summit Midstream Holdings LLC/Summit Midstream Finance Corp. 5.50 08/15/2022 17,040
SunCoke Energy Partners LP/SunCoke Energy Partners Finance Corp. 7.38 02/01/2020 31,970
Page 19 of 171
SunCoke Energy, Inc. 7,378
SunTrust Banks, Inc. 2.90 03/03/2021 58,847
SunTrust Banks, Inc. 45,749
Super Micro Computer, Inc. 23,106
Superior Industries International, Inc. 9,075
Supernus Pharmaceuticals, Inc. 9,272
SUPERVALU, Inc. 7.75 11/15/2022 71,190
Surgical Care Affiliates, Inc. 23,047
SurModics, Inc. 4,234
Sykes Enterprises, Inc. 21,669
Symantec Corp. 45,105
Synchronoss Technologies, Inc. 23,835
Synchrony Financial 4.25 08/15/2024 74,232
Synchrony Financial 21,380
Synergy Resources Corp. 16,434
T. Rowe Price Group, Inc. 385,885
Tailored Brands, Inc. 15,358
Take-Two Interactive Software, Inc. 58,878
Talen Energy Supply LLC 6.50 06/01/2025 128,650
Talmer Bancorp, Inc., Class A 21,165
Tangoe, Inc. 5,247
Target Corp. 491,788
TASER International, Inc. 19,434
TD Ameritrade Holding Corp. 2.95 04/01/2022 68,385
TE Connectivity, Ltd. 287,556
Teck Resources, Ltd. 2.50 02/01/2018 40,250
Telecom Italia Capital SA 7.72 06/04/2038 83,849
TeleTech Holdings, Inc. 8,106
Tenet Healthcare Corp. 4.75 06/01/2020 76,875
Tenet Healthcare Corp. 6.88 11/15/2031 12,900
Tennant Co. 16,319
Tennessee Valley Authority 1.75 10/15/2018 50,962
TerraForm Power Operating LLC 5.88 02/01/2023 48,600
Tesco Corp. 5,958
Tesoro Corp. 83,602
Tesoro Logistics LP/Tesoro Logistics Finance Corp. 6.12 10/15/2021 136,000
Tessera Technologies, Inc. 27,032
Tetra Tech, Inc. 32,235
TETRA Technologies, Inc. 9,036
Texas Capital Bancshares, Inc. 32,469
Texas Instruments, Inc. 466,021
Texas Roadhouse, Inc. 50,684
Textron, Inc. 4.00 03/15/2026 78,942
Textron, Inc. 4.62 09/21/2016 100,481
Textron, Inc. 8,349
Tidewater, Inc. 5,689
Tiffany & Co. 7,411
Time Warner Cable, Inc. 480,448
Time Warner, Inc. 4.85 07/15/2045 19,328
Time Warner, Inc. 31,849
TimkenSteel Corp. 6,133
Titan International, Inc. 4,164
TJX Cos., Inc. 56,020
T-Mobile USA, Inc. 6.50 01/15/2026 114,263
Tompkins Financial Corp. 14,464
TopBuild Corp. 20,759
Torchmark Corp. 139,245
Total System Services, Inc. 3.80 04/01/2021 23,653
Total System Services, Inc. 4.80 04/01/2026 18,573
Total System Services, Inc. 94,399
Toyota Motor Credit Corp. 2.00 10/24/2018 64,137
Trans-Allegheny Interstate Line Co. 3.85 06/01/2025 50,623
TransCanada Trust 5.62 05/20/2075 39,629
Transocean, Ltd. 21,552
Travelers Cos., Inc. 338,109
Tredegar Corp. 6,933
Trex Co., Inc. 27,320
Trinity Industries, Inc. 4.55 10/01/2024 42,554
Triumph Group, Inc. 5.25 06/01/2022 18,900
Page 20 of 171
Tronox Finance LLC 7.50 03/15/2022 49,500
TrueBlue, Inc. 20,266
TrustCo Bank Corp. NY 10,223
TTM Technologies, Inc. 7,601
Tuesday Morning Corp. 6,429
Tumi Holdings, Inc. 27,651
Tyson Foods, Inc., Class A 13,665
U.S. Physical Therapy, Inc. 10,990
UGI Corp. 21,877
Ultratech, Inc. 10,243
UMB Financial Corp. 40,065
Unifi, Inc. 6,094
UniFirst Corp. 30,663
Union Pacific Corp. 4.38 11/15/2065 64,406
Unit Corp. 7,885
United Airlines Pass-Through Trust 4.62 03/03/2024 117,680
United Bankshares, Inc. 43,820
United Community Banks, Inc. 20,742
United Continental Holdings, Inc. 74,825
United Fire Group, Inc. 17,090
United Insurance Holdings Corp. 6,109
United Mexican States 3.50 01/21/2021 154,215
United Mexican States 4.75 03/08/2044 120,698
United Parcel Service, Inc., Class B 70,454
United Rentals North America, Inc. 4.62 07/15/2023 24,844
United Rentals North America, Inc. 5.50 07/15/2025 49,740
United Rentals, Inc. 5,348
United States Treasury Bonds 2.88 08/15/2045 35,764
United States Treasury Bonds 3.00 11/15/2044 296,753
United States Treasury Bonds 3.00 05/15/2045 10,785
United States Treasury Bonds 3.00 11/15/2045 398,361
United States Treasury Bonds 3.38 05/15/2044 38,256
United States Treasury Bonds 3.62 02/15/2044 23,050
United States Treasury Bonds 4.50 02/15/2036 37,046
United States Treasury Notes 0.12 04/15/2018 225,285
United States Treasury Notes 0.75 01/31/2018 277,098
United States Treasury Notes 1.00 12/15/2017 678,006
United States Treasury Notes 1.12 02/28/2021 39,836
United States Treasury Notes 1.38 03/31/2020 413,441
United States Treasury Notes 1.38 04/30/2020 123,263
United States Treasury Notes 1.38 09/30/2020 354,942
United States Treasury Notes 1.50 01/31/2022 48,242
United States Treasury Notes 1.62 02/15/2026 368,565
United States Treasury Notes 1.75 12/31/2020 105,523
United States Treasury Notes 2.00 07/31/2022 46,405
United States Treasury Notes 2.12 12/31/2021 241,289
United Technologies Corp. 280,981
UnitedHealth Group, Inc. 1.40 12/15/2017 76,327
UnitedHealth Group, Inc. 2.12 03/15/2021 82,717
UnitedHealth Group, Inc. 3.35 07/15/2022 61,701
UnitedHealth Group, Inc. 342,101
Universal Corp. 23,803
Universal Electronics, Inc. 16,551
Universal Forest Products, Inc. 31,839
Universal Health Realty Income Trust 12,263
Universal Health Services, Inc., Class B 23,447
Universal Insurance Holdings, Inc. 10,235
Universal Technical Institute, Inc. 1,612
University of Pennsylvania 4.67 09/01/2112 75,938
Univision Communications, Inc. 8.50 05/15/2021 51,000
Unum Group 7,730
Urstadt Biddle Properties, Inc., Class A 9,867
US Concrete, Inc. 15,193
US Ecology, Inc. 17,708
US Silica Holdings, Inc. 22,379
USAA Capital Corp. 2.12 06/03/2019 161,445
Valeant Pharmaceuticals International, Inc. 5.38 03/15/2020 85,575
Valeant Pharmaceuticals International, Inc. 5.62 12/01/2021 17,325
Valero Energy Corp. 371,948
Page 21 of 171
Valmont Industries, Inc. 5.25 10/01/2054 82,546
Valspar Corp. 3.95 01/15/2026 41,291
VASCO Data Security International, Inc. 8,116
Vascular Solutions, Inc. 10,019
Veeco Instruments, Inc. 14,162
Vera Bradley, Inc. 7,689
Veritiv Corp. 5,403
Verizon Communications, Inc. 3.00 11/01/2021 101,824
Verizon Communications, Inc. 4.40 11/01/2034 31,339
Verizon Communications, Inc. 4.67 03/15/2055 136,320
Verizon Communications, Inc. 4.86 08/21/2046 100,180
Verizon Communications, Inc. 6.40 09/15/2033 6,150
Verizon Communications, Inc. 838,510
Viacom, Inc. 4.85 12/15/2034 39,941
Viacom, Inc., Class A 22,424
Viacom, Inc., Class B 96,925
Viad Corp. 10,439
ViaSat, Inc. 60,915
Viavi Solutions, Inc. 29,299
Vicor Corp. 3,071
Viking Cruises, Ltd. 6.25 05/15/2025 83,750
Virgin Media Secured Finance PLC 5.25 01/15/2026 200,000
Virtus Investment Partners, Inc. 9,373
Virtusa Corp. 18,730
Visa, Inc. 2.20 12/14/2020 108,633
Visa, Inc. 4.30 12/14/2045 51,418
Visa, Inc., Class A 138,964
Vitamin Shoppe, Inc. 14,706
Volkswagen International Finance NV 2.38 03/22/2017 110,471
VOXX International Corp. 1,587
WageWorks, Inc. 33,504
Walgreens Boots Alliance, Inc. 16,595
Walker & Dunlop, Inc. 11,601
Wal-Mart Stores, Inc. 737,226
Walt Disney Co. 1.50 09/17/2018 82,111
Walt Disney Co. 1.65 01/08/2019 39,676
Walt Disney Co. 274,096
Watts Water Technologies, Inc., Class A 28,502
WD-40 Co. 26,678
Weekley Homes LLC/Weekley Finance Corp. 6.00 02/01/2023 34,865
Wells Fargo & Co. 4.30 07/22/2027 159,157
Wells Fargo & Co. 4.90 11/17/2045 19,320
Wells Fargo & Co. 5.88 12/29/2049 85,424
Wells Fargo & Co. 324,109
Wells Fargo Capital X 5.95 12/01/2086 28,498
Wells Fargo Mtg. Backed Securities Trust 2.76 11/25/2034 18,805
Wendys Funding LLC 3.37 06/15/2045 64,466
Wendys Funding LLC 4.50 06/15/2045 34,796
Westamerica Bancorporation 22,942
Western Digital Corp. 11,904
Western Union Co. 314,851
WF-RBS Commercial Mtg. Trust 2.93 11/15/2047 622,446
Williams Cos., Inc. 33,763
Wilshire Bancorp, Inc. 12,927
Winnebago Industries, Inc. 10,754
Wintrust Financial Corp. 39,596
WMG Acquisition Corp. 6.00 01/15/2021 15,338
Wolverine World Wide, Inc. 33,617
World Acceptance Corp. 5,726
World Wrestling Entertainment, Inc., Class A 11,143
WPX Energy, Inc. 194,602
Wyndham Worldwide Corp. 15,897
Xilinx, Inc. 13,565
XLIT, Ltd. 4.45 03/31/2025 51,491
XLIT, Ltd. 5.50 03/31/2045 111,298
XO Group, Inc. 6,725
Zeltiq Aesthetics, Inc. 16,024
Zumiez, Inc. 7,072
Page 22 of 171
Futures Contracts
Description Expiration Month
Unrealized
Appreciation
(Depreciation) ($)
Euro Stoxx 50 Index Long June 2016 (308,200)
Mexican Bolsa Index Long June 2016 153,715
Russell 1000 Value Index Long June 2016 241,759
Russell 2000 Mini Index Long June 2016 482,360
SGX Nifty 50 Index Long April 2016 37,490
TOPIX Index Long June 2016 54,090
Russell 1000 Growth Index Short June 2016 (288,464)
S&P 500 E-Mini Index Short June 2016 (360,981)
U.S. 10-Year Treasury Note Short June 2016 (7,519)
U.S. 5-Year Treasury Note Short June 2016 (9,606)
U.S. Treasury Long Bond Short June 2016 (7,069)
VALIC Company I - Blue Chip Growth Fund - (unaudited)
March 31, 2016
Security Coupon(%) Maturity Date Market Value ($)
Activision Blizzard, Inc. 307,944
Aetna, Inc. 4,887,225
Agilent Technologies, Inc. 545,945
Alaska Air Group, Inc. 3,502,254
Alexion Pharmaceuticals, Inc. 12,000,764
Alibaba Group Holding, Ltd. ADR 8,449,967
Allergan PLC 13,817,215
Alphabet, Inc., Class A 16,173,480
Alphabet, Inc., Class C 27,551,231
Amazon.com, Inc. 42,445,260
American Airlines Group, Inc. 9,616,845
American Tower Corp. 10,974,064
Ameriprise Financial, Inc. 1,019,068
AmerisourceBergen Corp. 86,550
Anthem, Inc. 5,476,206
Aon PLC 188,010
Apple, Inc. 7,760,088
Ashland, Inc. 1,660,396
AutoZone, Inc. 4,222,457
Baidu, Inc. ADR 4,332,976
Bank of New York Mellon Corp. 1,005,459
Baxalta, Inc. 1,123,120
Becton Dickinson and Co. 5,116,334
Biogen, Inc. 5,128,304
BlackRock, Inc. 613,026
Boeing Co. 7,730,646
BorgWarner, Inc. 69,120
Bristol-Myers Squibb Co. 8,540,756
Broadcom, Ltd. 1,854,000
Canadian Pacific Railway, Ltd. 4,338,963
Cardinal Health, Inc. 4,179,450
Carnival Corp. 427,437
Celgene Corp. 9,698,721
Chubb, Ltd. 417,025
Cigna Corp. 1,523,364
Citigroup, Inc. 175,350
CME Group, Inc. 115,260
Cognizant Technology Solutions Corp., Class A 771,210
Constellation Brands, Inc., Class A 2,749,838
Costco Wholesale Corp. 1,040,028
Ctrip.com International, Ltd. ADR 2,938,864
CVS Health Corp. 5,134,635
Danaher Corp. 19,150,337
Delphi Automotive PLC 1,943,018
Delta Air Lines, Inc. 866,504
Dollar General Corp. 1,686,320
Page 23 of 171
Ecolab, Inc. 646,816
Electronic Arts, Inc. 2,426,237
Eli Lilly & Co. 3,830,932
Estee Lauder Cos., Inc., Class A 1,150,582
Facebook, Inc., Class A 26,886,638
FedEx Corp. 3,970,368
Ferrari NV 166,800
Fidelity National Information Services, Inc. 360,867
First Data Corp., Class A 148,810
Fiserv, Inc. 6,483,056
Gilead Sciences, Inc. 5,879,040
Hanesbrands, Inc. 3,587,844
Henry Schein, Inc. 2,434,083
Hilton Worldwide Holdings, Inc. 4,406,241
Hologic, Inc. 600,300
Home Depot, Inc. 7,899,056
Humana, Inc. 1,628,255
IHS, Inc., Class A 459,392
Incyte Corp. 565,266
Intercontinental Exchange, Inc. 7,035,389
Intuit, Inc. 124,812
Intuitive Surgical, Inc. 5,108,925
J.B. Hunt Transport Services, Inc. 2,855,736
JD.com, Inc. ADR 734,050
Kansas City Southern 1,563,735
Kraft Heinz Co. 172,832
Kroger Co. 87,975
L Brands, Inc. 1,808,886
Las Vegas Sands Corp. 428,944
LinkedIn Corp., Class A 1,463,680
Lowe's Cos., Inc. 9,339,975
Marriott International, Inc., Class A 2,917,668
Marsh & McLennan Cos., Inc. 2,565,338
MasterCard, Inc., Class A 15,942,150
McDonald's Corp. 62,840
McGraw Hill Financial, Inc. 574,084
McKesson Corp. 8,853,175
Medtronic PLC 509,400
MGM Resorts International 2,804,352
Microsoft Corp. 19,236,609
Molson Coors Brewing Co., Class B 644,406
Monster Beverage Corp. 546,858
Morgan Stanley 5,559,723
Netflix, Inc. 6,563,166
NIKE, Inc., Class B 5,341,743
Northern Trust Corp. 495,292
Northrop Grumman Corp. 910,340
Norwegian Cruise Line Holdings, Ltd. 3,897,945
NXP Semiconductors NV 1,710,577
O'Reilly Automotive, Inc. 7,717,212
PayPal Holdings, Inc. 2,169,320
Philip Morris International, Inc. 1,000,722
PPG Industries, Inc. 1,003,410
Priceline Group, Inc. 22,170,112
PVH Corp. 69,342
Red Hat, Inc. 3,583,931
Regeneron Pharmaceuticals, Inc. 3,604,400
Rockwell Collins, Inc. 608,586
Roper Technologies, Inc. 3,454,353
Ross Stores, Inc. 4,660,950
Royal Caribbean Cruises, Ltd. 3,836,405
Salesforce.com, Inc. 10,232,838
ServiceNow, Inc. 3,438,316
Sherwin-Williams Co. 3,188,304
Shire PLC ADR 1,804,950
Starbucks Corp. 6,555,060
State Street Corp. 2,217,908
State Street Institutional U.S. Government Money Market Fund 446,217
Stryker Corp. 5,149,920
Page 24 of 171
Synchrony Financial 48,722
T. Rowe Price Reserve Investment Fund 4,054,664
TD Ameritrade Holding Corp. 5,549,280
Tencent Holdings, Ltd. 8,485,507
Tesla Motors, Inc. 2,426,371
Textron, Inc. 576,068
Thermo Fisher Scientific, Inc. 8,849,375
T-Mobile US, Inc. 91,920
Tractor Supply Co. 3,808,366
Union Pacific Corp. 135,235
United Continental Holdings, Inc. 4,082,452
UnitedHealth Group, Inc. 10,183,100
Vertex Pharmaceuticals, Inc. 4,864,788
Visa, Inc., Class A 17,728,064
Wabtec Corp. 1,791,954
Walgreens Boots Alliance, Inc. 6,646,536
Walt Disney Co. 3,158,058
Willis Towers Watson PLC 533,970
Workday, Inc., Class A 691,560
Yum! Brands, Inc. 237,365
Zoetis, Inc. 1,059,487
VALIC Company I - Broad Cap Value Income Fund - (unaudited)
March 31, 2016
Security Coupon(%) Maturity Date Market Value ($)
Air Products & Chemicals, Inc. 936,325
Altria Group, Inc. 1,138,532
American Express Co. 691,057
Ameriprise Financial, Inc. 611,065
Anthem, Inc. 655,338
Bank of America Corp. 977,848
Berkshire Hathaway, Inc., Class B 567,520
BP PLC ADR 815,916
California Resources Corp. 1,202
Capital One Financial Corp. 1,110,693
Cardinal Health, Inc. 786,720
Carnival Corp. 1,018,461
Chevron Corp. 877,680
Cigna Corp. 823,440
Citigroup, Inc. 1,161,068
ConocoPhillips 795,937
CRH PLC ADR 884,852
Deere & Co. 515,833
Discover Financial Services 667,052
E*TRADE Financial Corp. 619,597
Eaton Corp. PLC 569,296
Euro Time Deposit with State Street Bank and Trust Co. 0.01 04/01/2016 796,000
Express Scripts Holding Co. 563,258
Fairmount Santrol Holdings, Inc. 95,129
Fifth Third Bancorp 473,996
First Niagara Financial Group, Inc. 196,504
FMC Corp. 758,956
General Dynamics Corp. 617,439
Hanesbrands, Inc. 943,722
Honeywell International, Inc. 571,455
Intel Corp. 494,955
Johnson & Johnson 885,617
Johnson Controls, Inc. 849,546
JPMorgan Chase & Co. 1,060,334
KBR, Inc. 448,920
KeyCorp 481,344
LyondellBasell Industries NV, Class A 727,430
Medtronic PLC 804,750
Merck & Co., Inc. 735,449
Microchip Technology, Inc. 973,640
Microsoft Corp. 880,090
Navient Corp. 593,772
Page 25 of 171
New York Community Bancorp, Inc. 815,670
Nielsen Holdings PLC 953,146
Norwegian Cruise Line Holdings, Ltd. 989,691
NVR, Inc. 691,228
Occidental Petroleum Corp. 852,980
Oracle Corp. 834,564
Owens Corning 964,512
People's United Financial, Inc. 704,106
Pfizer, Inc. 780,747
Philip Morris International, Inc. 794,691
Phillips 66 597,471
PNC Financial Services Group, Inc. 737,873
QUALCOMM, Inc. 639,250
Raytheon Co. 669,560
Reynolds American, Inc. 797,715
Rolls-Royce Holdings PLC ADR 618,660
Royal Caribbean Cruises, Ltd. 952,940
Sanofi ADR 791,152
SeaWorld Entertainment, Inc. 819,234
SLM Corp. 583,880
Spirit AeroSystems Holdings, Inc., Class A 825,552
Stanley Black & Decker, Inc. 879,556
State Street Corp. 726,233
Target Corp. 584,188
Teva Pharmaceutical Industries, Ltd. ADR 738,438
Texas Instruments, Inc. 937,094
Tyco International PLC 848,001
United Technologies Corp. 899,899
UnitedHealth Group, Inc. 904,878
Verizon Communications, Inc. 975,495
Vodafone Group PLC ADR 415,176
Wells Fargo & Co. 1,157,980
Willis Towers Watson PLC 533,970
VALIC Company I - Capital Conservation Fund - (unaudited)
March 31, 2016
Security Coupon(%) Maturity Date Market Value ($)
21st Century Fox America, Inc. 4.95 10/15/2045 93,014
Abbey National Treasury Services PLC 2.50 03/14/2019 214,020
Actavis Funding SCS 3.00 03/12/2020 276,588
AIA Group, Ltd. 4.50 03/16/2046 204,916
Airgas, Inc. 3.05 08/01/2020 85,953
Allied World Assurance Co. Holdings, Ltd. 4.35 10/29/2025 112,225
American Express Credit Account Master Trust 1.49 04/15/2020 102,591
American Honda Finance Corp. 1.20 07/14/2017 305,536
AmeriCredit Automobile Receivables Trust 2.40 01/08/2021 314,266
AmeriCredit Automobile Receivables Trust 3.00 07/08/2019 380,741
Anadarko Petroleum Corp. 5.55 03/15/2026 92,810
Anadarko Petroleum Corp. 6.45 09/15/2036 484,297
Anadarko Petroleum Corp. 6.60 03/15/2046 95,966
Anheuser-Busch InBev Finance, Inc. 1.90 02/01/2019 154,171
Anheuser-Busch InBev Finance, Inc. 2.65 02/01/2021 293,890
Anheuser-Busch InBev Finance, Inc. 3.30 02/01/2023 129,953
Anheuser-Busch InBev Finance, Inc. 3.65 02/01/2026 185,084
Anheuser-Busch InBev Finance, Inc. 4.70 02/01/2036 560,885
Anheuser-Busch InBev Finance, Inc. 4.90 02/01/2046 348,679
Anheuser-Busch InBev Worldwide, Inc. 1.38 07/15/2017 633,445
Apple, Inc. 2.85 05/06/2021 380,616
Apple, Inc. 2.85 02/23/2023 237,372
Apple, Inc. 4.50 02/23/2036 265,054
Applebee's Funding LLC/IHOP Funding LLC 4.28 09/05/2044 34,862
Arizona Public Service Co. 2.20 01/15/2020 135,538
Assurant, Inc. 6.75 02/15/2034 568,867
Astoria Financial Corp. 5.00 06/19/2017 374,484
AT&T, Inc. 3.00 06/30/2022 530,604
AT&T, Inc. 4.35 06/15/2045 253,759
AT&T, Inc. 4.50 05/15/2035 356,967
Page 26 of 171
AT&T, Inc. 4.75 05/15/2046 216,551
AT&T, Inc. 5.80 02/15/2019 144,756
Automatic Data Processing, Inc. 2.25 09/15/2020 126,590
Avnet, Inc. 4.62 04/15/2026 107,157
B2R Mtg. Trust 2.52 05/15/2048 261,123
BA Credit Card Trust 1.36 09/15/2020 334,132
BAE Systems Holdings, Inc. 3.80 10/07/2024 258,391
BAE Systems Holdings, Inc. 4.75 10/07/2044 98,075
Bank of America Corp. 2.60 01/15/2019 769,801
Bank of America Corp. 2.62 10/19/2020 143,996
Bank of America Corp. 3.95 04/21/2025 245,754
Bank of America Corp. 4.25 10/22/2026 300,413
Bank of America Corp. 6.11 01/29/2037 384,059
Bank of America Corp. 7.25 10/15/2025 50,362
Bank of New York Mellon Corp. 4.95 12/29/2049 258,676
Bank of Nova Scotia/The 4.50 12/16/2025 158,735
BankUnited, Inc. 4.88 11/17/2025 474,422
Baxalta, Inc. 3.60 06/23/2022 219,432
Becton Dickinson and Co. 3.12 11/08/2021 57,850
Berkshire Hathaway, Inc. 3.12 03/15/2026 113,813
Boeing Co. 0.95 05/15/2018 300,932
Boeing Co. 2.20 10/30/2022 184,902
BP Capital Markets PLC 1.38 11/06/2017 473,465
BP Capital Markets PLC 3.24 05/06/2022 206,855
BP Capital Markets PLC 3.54 11/04/2024 84,797
BPCE SA 4.50 03/15/2025 310,892
Brambles USA, Inc. 4.12 10/23/2025 100,720
Canadian Pacific Railway Co. 6.12 09/15/2115 162,976
Capital Auto Receivables Asset Trust 1.39 09/20/2018 408,871
CarMax Auto Owner Trust 2.08 01/15/2020 544,791
CCO Safari II LLC 3.58 07/23/2020 290,202
CCO Safari II LLC 6.38 10/23/2035 150,138
CGGS Commercial Mtg. Trust 2.76 02/10/2033 201,319
Chase Issuance Trust 0.81 04/15/2021 227,786
Chevron Corp. 1.36 03/02/2018 290,029
Chevron Corp. 1.96 03/03/2020 161,135
Cisco Systems, Inc. 1.40 02/28/2018 257,148
Cisco Systems, Inc. 2.12 03/01/2019 543,234
Cisco Systems, Inc. 2.20 02/28/2021 222,337
Citigroup Commercial Mtg. Trust 2.85 07/10/2047 431,598
Citigroup, Inc. 3.88 03/26/2025 242,764
Citigroup, Inc. 4.40 06/10/2025 895,307
Citigroup, Inc. 4.45 09/29/2027 212,317
Citigroup, Inc. 6.00 10/31/2033 155,731
Citizens Financial Group, Inc. 4.15 09/28/2022 560,078
Coca-Cola Femsa SAB de CV 2.38 11/26/2018 416,225
Columbia Pipeline Group, Inc. 2.45 06/01/2018 58,407
Commercial Mtg. Trust 3.54 02/10/2036 328,905
Commercial Mtg. Trust 3.96 02/10/2036 128,793
ConocoPhillips Co. 1.50 05/15/2018 112,275
Core Industrial Trust 3.04 02/10/2034 1,256,635
Corning, Inc. 1.50 05/08/2018 159,300
Costco Wholesale Corp. 2.25 02/15/2022 310,326
Credit Suisse AG 1.70 04/27/2018 412,203
Credit Suisse AG 3.00 10/29/2021 259,087
CSMC Trust 3.88 11/15/2037 500,455
CVS Pass-Through Trust 4.70 01/10/2036 134,244
CVS Pass-Through Trust 5.77 01/10/2033 158,890
CVS Pass-Through Trust 5.93 01/10/2034 159,526
Daimler Finance North America LLC 1.38 08/01/2017 394,077
Daimler Finance North America LLC 2.45 05/18/2020 417,364
Daimler Finance North America LLC 2.62 09/15/2016 150,936
Danaher Corp. 3.35 09/15/2025 187,208
Danaher Corp. 4.38 09/15/2045 109,456
DB Master Finance LLC 3.98 02/20/2045 159,756
DBS Group Holdings, Ltd. 2.25 07/16/2019 339,189
Dell Equipment Finance Trust 1.30 03/23/2020 333,845
Deutsche Bank AG 1.88 02/13/2018 401,429
Deutsche Bank AG 4.50 04/01/2025 331,147
Page 27 of 171
Diageo Capital PLC 5.75 10/23/2017 376,466
Discover Card Execution Note Trust 2.19 04/17/2023 374,909
Discover Financial Services 3.75 03/04/2025 267,668
Dollar General Corp. 4.12 07/15/2017 221,943
Dominion Gas Holdings LLC 4.80 11/01/2043 109,118
Dominion Resources, Inc. 5.25 08/01/2033 344,313
Dominion Resources, Inc. 5.75 10/01/2054 147,686
Domtar Corp. 6.75 02/15/2044 255,384
Electricite de France SA 2.35 10/13/2020 683,903
Electricite de France SA 3.62 10/13/2025 126,500
Electricite de France SA 4.95 10/13/2045 293,835
Electricite de France SA 6.00 01/22/2114 124,841
Energy Transfer Partners LP 4.90 03/15/2035 139,348
Energy Transfer Partners LP 5.15 03/15/2045 80,068
Energy Transfer Partners LP 6.62 10/15/2036 340,608
Entergy Arkansas, Inc. 3.50 04/01/2026 69,454
Entergy Arkansas, Inc. 4.95 12/15/2044 193,795
Entergy Louisiana LLC 4.95 01/15/2045 667,199
Entergy Louisiana LLC 175,299
Euro Time Deposit with State Street Bank and Trust Co. 0.01 04/01/2016 24,461,000
Exelon Corp. 4.95 06/15/2035 122,760
Exelon Corp. 5.10 06/15/2045 128,048
Exelon Generation Co. LLC 2.95 01/15/2020 181,159
Express Scripts Holding Co. 4.50 02/25/2026 189,472
Exxon Mobil Corp. 1.30 03/06/2018 291,302
Exxon Mobil Corp. 3.04 03/01/2026 88,018
Fannie Mae Connecticut Avenue Securities 2.03 01/25/2024 1,566,435
Federal Home Loan Bank 5.50 07/15/2036 344,413
Federal Home Loan Mtg. Corp. 2.12 02/01/2037 104,846
Federal Home Loan Mtg. Corp. 2.50 01/01/2028 327,879
Federal Home Loan Mtg. Corp. 2.50 04/01/2028 834,599
Federal Home Loan Mtg. Corp. 2.66 11/01/2037 816,232
Federal Home Loan Mtg. Corp. 3.00 08/01/2027 409,981
Federal Home Loan Mtg. Corp. 3.00 08/01/2027 243,901
Federal Home Loan Mtg. Corp. 3.00 10/01/2042 715,731
Federal Home Loan Mtg. Corp. 3.00 11/01/2042 807,580
Federal Home Loan Mtg. Corp. 3.00 02/01/2043 409,979
Federal Home Loan Mtg. Corp. 3.00 04/01/2043 853,646
Federal Home Loan Mtg. Corp. 3.00 05/01/2043 1,167,560
Federal Home Loan Mtg. Corp. 3.00 08/01/2043 865,385
Federal Home Loan Mtg. Corp. 3.00 07/01/2045 1,148,754
Federal Home Loan Mtg. Corp. 3.00 10/01/2045 587,460
Federal Home Loan Mtg. Corp. 3.50 11/01/2041 901,070
Federal Home Loan Mtg. Corp. 3.50 03/01/2042 276,549
Federal Home Loan Mtg. Corp. 3.50 04/01/2042 1,550,384
Federal Home Loan Mtg. Corp. 3.50 06/01/2042 2,070,013
Federal Home Loan Mtg. Corp. 3.50 08/01/2042 380,978
Federal Home Loan Mtg. Corp. 3.50 03/01/2045 986,111
Federal Home Loan Mtg. Corp. 3.50 03/01/2045 795,029
Federal Home Loan Mtg. Corp. 3.50 03/01/2045 692,061
Federal Home Loan Mtg. Corp. 3.50 08/01/2045 994,132
Federal Home Loan Mtg. Corp. 3.50 10/01/2045 1,025,267
Federal Home Loan Mtg. Corp. 3.50 11/01/2045 690,975
Federal Home Loan Mtg. Corp. 3.50 02/01/2046 871,489
Federal Home Loan Mtg. Corp. 4.00 09/01/2040 168,471
Federal Home Loan Mtg. Corp. 4.00 09/01/2040 529,064
Federal Home Loan Mtg. Corp. 4.00 07/01/2044 959,854
Federal Home Loan Mtg. Corp. 4.00 10/01/2045 988,205
Federal Home Loan Mtg. Corp. 4.00 11/01/2045 873,479
Federal Home Loan Mtg. Corp. 4.50 01/01/2039 21,637
Federal Home Loan Mtg. Corp. 5.00 10/01/2033 1,353
Federal Home Loan Mtg. Corp. 5.00 06/01/2039 675,649
Federal Home Loan Mtg. Corp. 5.00 07/01/2040 1,149,334
Federal Home Loan Mtg. Corp. 5.00 11/01/2043 873,860
Federal Home Loan Mtg. Corp. 5.50 11/01/2018 29,167
Federal Home Loan Mtg. Corp. 5.50 02/01/2035 116,413
Federal Home Loan Mtg. Corp. 6.00 10/01/2033 183,084
Federal Home Loan Mtg. Corp. 6.00 03/01/2040 1,264
Federal Home Loan Mtg. Corp. 6.50 02/01/2035 8,502
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Federal Home Loan Mtg. Corp. 6.50 01/01/2036 22,979
Federal Home Loan Mtg. Corp. 6.75 09/15/2029 748,898
Federal Home Loan Mtg. Corp. 6.75 03/15/2031 377,427
Federal Home Loan Mtg. Corp. 7.00 11/01/2016 262
Federal Home Loan Mtg. Corp. REMIC 6.36 09/15/2039 66,178
Federal Home Loan Mtg. Corp. Structured Agency Credit Risk 2.63 02/25/2024 430,311
Federal Home Loan Mtg. Corp. Structured Agency Credit Risk 2.63 09/25/2024 592,450
Federal National Mtg. Assoc 3.50 11/01/2045 518,267
Federal National Mtg. Assoc. 2.23 09/01/2035 695,465
Federal National Mtg. Assoc. 2.35 05/01/2037 171,736
Federal National Mtg. Assoc. 2.44 07/01/2039 541,110
Federal National Mtg. Assoc. 2.46 10/01/2035 698,717
Federal National Mtg. Assoc. 2.50 04/01/2028 484,261
Federal National Mtg. Assoc. 2.50 02/01/2031 845,764
Federal National Mtg. Assoc. TBA 2.50 04/18/2031 1,636,341
Federal National Mtg. Assoc. 2.51 11/01/2036 341,324
Federal National Mtg. Assoc. 2.58 10/01/2040 182,718
Federal National Mtg. Assoc. 2.62 05/01/2040 769,952
Federal National Mtg. Assoc. 2.66 08/01/2035 390,343
Federal National Mtg. Assoc. 2.67 10/01/2040 416,719
Federal National Mtg. Assoc. 3.00 10/01/2027 166,600
Federal National Mtg. Assoc. 3.00 12/01/2027 1,095,054
Federal National Mtg. Assoc. 3.00 01/01/2028 1,350,194
Federal National Mtg. Assoc. 3.00 10/01/2030 860,624
Federal National Mtg. Assoc. 3.00 04/18/2031 77,295
Federal National Mtg. Assoc. 3.00 03/01/2042 908,850
Federal National Mtg. Assoc. 3.00 12/01/2042 569,366
Federal National Mtg. Assoc. 3.00 12/01/2042 393,840
Federal National Mtg. Assoc. 3.00 02/01/2045 912,851
Federal National Mtg. Assoc. 3.00 06/01/2045 942,768
Federal National Mtg. Assoc. 3.00 04/13/2046 4,348,287
Federal National Mtg. Assoc. 3.50 08/01/2026 264,991
Federal National Mtg. Assoc. 3.50 09/01/2026 78,135
Federal National Mtg. Assoc. 3.50 08/01/2027 139,470
Federal National Mtg. Assoc. 3.50 10/01/2028 765,750
Federal National Mtg. Assoc. TBA 3.50 04/18/2031 422,404
Federal National Mtg. Assoc. 3.50 12/01/2041 653,920
Federal National Mtg. Assoc. 3.50 06/01/2042 422,456
Federal National Mtg. Assoc. 3.50 07/01/2042 127,004
Federal National Mtg. Assoc. 3.50 08/01/2042 133,178
Federal National Mtg. Assoc. 3.50 08/01/2042 357,348
Federal National Mtg. Assoc. 3.50 08/01/2042 557,968
Federal National Mtg. Assoc. 3.50 08/01/2042 887,170
Federal National Mtg. Assoc. 3.50 08/01/2043 772,739
Federal National Mtg. Assoc. 3.50 07/01/2045 715,435
Federal National Mtg. Assoc. 3.50 08/01/2045 758,320
Federal National Mtg. Assoc. 3.50 09/01/2045 691,739
Federal National Mtg. Assoc. 3.50 10/01/2045 854,070
Federal National Mtg. Assoc. 3.50 04/13/2046 3,058,406
Federal National Mtg. Assoc. 4.00 07/01/2040 255,744
Federal National Mtg. Assoc. 4.00 09/01/2040 145,023
Federal National Mtg. Assoc. 4.00 10/01/2040 152,234
Federal National Mtg. Assoc. 4.00 12/01/2040 1,729,995
Federal National Mtg. Assoc. 4.00 10/01/2041 741,984
Federal National Mtg. Assoc. 4.00 11/01/2041 633,313
Federal National Mtg. Assoc. 4.00 11/01/2041 225,473
Federal National Mtg. Assoc. 4.00 01/01/2042 129,175
Federal National Mtg. Assoc. 4.00 12/01/2043 896,936
Federal National Mtg. Assoc. 4.00 10/01/2044 1,743,954
Federal National Mtg. Assoc. 4.00 10/01/2044 803,925
Federal National Mtg. Assoc. 4.00 11/01/2044 606,174
Federal National Mtg. Assoc. 4.00 02/01/2045 592,916
Federal National Mtg. Assoc. 4.00 04/13/2046 3,102,743
Federal National Mtg. Assoc. 4.50 11/01/2022 176,870
Federal National Mtg. Assoc. 4.50 10/01/2024 381,594
Federal National Mtg. Assoc. 4.50 11/01/2040 314,843
Federal National Mtg. Assoc. 4.50 12/01/2040 580,212
Federal National Mtg. Assoc. 4.50 05/01/2041 478,769
Federal National Mtg. Assoc. 4.50 07/01/2041 198,286
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Federal National Mtg. Assoc. 4.50 12/01/2044 407,754
Federal National Mtg. Assoc. 4.50 04/13/2046 5,164,241
Federal National Mtg. Assoc. 5.00 05/11/2017 523,841
Federal National Mtg. Assoc. 5.00 10/01/2033 5,657
Federal National Mtg. Assoc. 5.00 03/01/2034 70,003
Federal National Mtg. Assoc. 5.00 05/01/2039 474,541
Federal National Mtg. Assoc. 5.00 05/01/2040 195,170
Federal National Mtg. Assoc. 5.00 06/01/2040 116,788
Federal National Mtg. Assoc. 5.00 07/01/2040 442,640
Federal National Mtg. Assoc. 5.00 04/13/2046 565,294
Federal National Mtg. Assoc. 5.50 12/01/2029 127,129
Federal National Mtg. Assoc. 5.50 04/01/2033 106,604
Federal National Mtg. Assoc. 5.50 12/01/2033 85,899
Federal National Mtg. Assoc. 5.50 07/01/2037 538,043
Federal National Mtg. Assoc. 5.50 08/01/2037 349,864
Federal National Mtg. Assoc. 5.50 06/01/2038 54,543
Federal National Mtg. Assoc. 6.00 12/01/2016 1,121
Federal National Mtg. Assoc. 6.00 11/01/2017 5,103
Federal National Mtg. Assoc. 6.00 12/01/2020 19,061
Federal National Mtg. Assoc. 6.00 12/01/2036 730,209
Federal National Mtg. Assoc. 6.00 11/01/2038 206,646
Federal National Mtg. Assoc. 6.00 06/01/2040 153,835
Federal National Mtg. Assoc. 6.50 10/01/2037 54,697
Fidelity National Information Services, Inc. 5.00 10/15/2025 107,987
Fifth Third Bank 2.88 10/01/2021 632,534
Fifth Third Bank 3.85 03/15/2026 204,880
First Horizon National Corp. 3.50 12/15/2020 588,582
First Niagara Financial Group, Inc. 6.75 03/19/2020 1,121,860
First Niagara Financial Group, Inc. 7.25 12/15/2021 465,452
First Tennessee Bank NA 2.95 12/01/2019 258,607
FirstEnergy Corp. 7.38 11/15/2031 318,217
Flextronics International, Ltd. 4.75 06/15/2025 77,223
Ford Credit Auto Owner Trust 1.97 04/15/2020 285,082
Ford Credit Auto Owner Trust 2.44 01/15/2027 252,536
Ford Motor Credit Co. LLC 1.50 01/17/2017 162,796
GE Capital International Funding Co. 0.96 04/15/2016 406,022
GE Capital International Funding Co. 4.42 11/15/2035 270,512
General Electric Capital Corp. 5.88 01/14/2038 101,626
General Electric Co. 2.70 10/09/2022 272,488
Georgia Power Co. 3.25 04/01/2026 67,629
Georgia-Pacific LLC 3.60 03/01/2025 548,289
Georgia-Pacific LLC 3.73 07/15/2023 383,065
Georgia-Pacific LLC 5.40 11/01/2020 285,981
Gilead Sciences, Inc. 4.75 03/01/2046 59,108
Goldcorp, Inc. 5.45 06/09/2044 101,178
Goldman Sachs Group, Inc. 3.62 01/22/2023 304,270
Goldman Sachs Group, Inc. 4.25 10/21/2025 299,952
Goldman Sachs Group, Inc. 4.75 10/21/2045 89,889
Goldman Sachs Group, Inc. 5.15 05/22/2045 107,684
Goldman Sachs Group, Inc. 6.12 02/15/2033 316,074
Goldman Sachs Group, Inc. 6.75 10/01/2037 867,161
Government National Mtg. Assoc. 3.00 02/20/2045 948,381
Government National Mtg. Assoc. 3.00 05/20/2045 696,620
Government National Mtg. Assoc. TBA 3.00 04/20/2046 753,084
Government National Mtg. Assoc. 3.50 03/20/2045 757,908
Government National Mtg. Assoc. 3.50 04/20/2045 1,445,153
GS Mtg. Securities Trust 2.90 02/10/2048 247,548
Harris Corp. 4.85 04/27/2035 250,498
Harris Corp. 5.05 04/27/2045 242,927
Hess Corp. 5.60 02/15/2041 110,146
Hess Corp. 7.88 10/01/2029 167,469
Hewlett Packard Enterprise Co. 4.90 10/15/2025 234,650
Hewlett Packard Enterprise Co. 6.20 10/15/2035 309,943
Hewlett Packard Enterprise Co. 6.35 10/15/2045 237,833
Hewlett-Packard Co. 6.00 09/15/2041 248,230
Home Depot, Inc. 2.00 04/01/2021 110,092
Home Depot, Inc. 3.00 04/01/2026 117,575
HSBC Holdings PLC 3.40 03/08/2021 207,160
HSBC Holdings PLC 4.25 08/18/2025 276,604
Page 30 of 171
HSBC Holdings PLC 4.30 03/08/2026 217,101
Hubbell, Inc. 3.35 03/01/2026 175,775
Hyatt Hotels Corp. 4.85 03/15/2026 107,477
Hydro-Quebec 1.38 06/19/2017 299,478
Hyundai Auto Lease Securitization Trust 1.40 11/15/2018 122,095
Hyundai Capital America 2.40 10/30/2018 488,236
Indiana Michigan Power Co. 4.55 03/15/2046 46,304
Ingersoll-Rand Global Holding Co., Ltd. 5.75 06/15/2043 393,085
Ingersoll-Rand Luxembourg Finance SA 4.65 11/01/2044 100,923
Intel Corp. 1.35 12/15/2017 251,023
International Business Machines Corp. 3.45 02/19/2026 145,907
Interpublic Group of Cos., Inc. 4.20 04/15/2024 129,866
Intesa Sanpaolo SpA 5.02 06/26/2024 262,204
John Deere Capital Corp. 1.12 06/12/2017 351,560
John Deere Capital Corp. 1.55 12/15/2017 431,847
Johnson & Johnson 3.55 03/01/2036 169,487
JPMorgan Chase & Co. 2.20 10/22/2019 405,837
JPMorgan Chase & Co. 3.25 09/23/2022 182,513
JPMorgan Chase & Co. 4.12 12/15/2026 284,425
JPMorgan Chase & Co. 4.95 06/01/2045 145,655
JPMorgan Chase & Co. 6.12 12/29/2049 302,006
KeyBank NA 2.35 03/08/2019 269,420
Kimberly-Clark Corp. 1.85 03/01/2020 88,303
Kimberly-Clark de Mexico SAB de CV 3.25 03/12/2025 257,881
Kinder Morgan Energy Partners LP 4.70 11/01/2042 102,910
Kinder Morgan Energy Partners LP 6.50 04/01/2020 313,150
Kinross Gold Corp. 5.95 03/15/2024 62,074
Kohl's Corp. 5.55 07/17/2045 61,542
Kookmin Bank 1.62 07/14/2017 783,816
Kraft Heinz Foods Co. 4.88 02/15/2025 304,058
Kroger Co. 3.50 02/01/2026 119,808
L-3 Communications Corp. 3.95 05/28/2024 24,061
Laboratory Corp. of America Holdings 3.20 02/01/2022 71,976
Laboratory Corp. of America Holdings 3.60 02/01/2025 231,822
Laboratory Corp. of America Holdings 4.70 02/01/2045 114,650
LB-UBS Commercial Mtg. Trust 5.42 02/15/2040 956,165
Lehman Brothers Holdings Capital Trust VII 8
Lehman Brothers Holdings, Inc. 5.50 04/04/2016 6,426
Lehman Brothers Holdings, Inc. 6.75 12/28/2017 9
Lehman Brothers Holdings, Inc. 7.50 05/11/2038 11
Lloyds Banking Group PLC 4.58 12/10/2025 256,864
Lockheed Martin Corp. 4.70 05/15/2046 96,159
Louisville Gas & Electric Co. 4.38 10/01/2045 32,718
Lubrizol Corp. 6.50 10/01/2034 233,944
Massachusetts Mutual Life Insurance Co. 4.50 04/15/2065 155,920
MassMutual Global Funding II 2.10 08/02/2018 446,069
MassMutual Global Funding II 2.50 10/17/2022 161,636
McDonald's Corp. 3.70 01/30/2026 156,753
McDonald's Corp. 4.70 12/09/2035 113,908
McDonald's Corp. 4.88 12/09/2045 162,778
MetLife Capital Trust IV 7.88 12/15/2067 172,500
MetLife, Inc. 4.60 05/13/2046 134,296
MetLife, Inc. 6.40 12/15/2066 293,372
Mexichem SAB de CV 5.88 09/17/2044 196,279
Microsoft Corp. 1.30 11/03/2018 203,964
Mitsubishi UFJ Financial Group, Inc. 2.95 03/01/2021 358,632
Mitsubishi UFJ Financial Group, Inc. 3.85 03/01/2026 379,658
Mizuho Bank, Ltd. 2.15 10/20/2018 215,132
Mizuho Bank, Ltd. 2.45 04/16/2019 241,371
Morgan Stanley 2.80 06/16/2020 154,768
Morgan Stanley 4.10 05/22/2023 796,120
Morgan Stanley 4.75 03/22/2017 436,882
Morgan Stanley 5.00 11/24/2025 268,390
Morgan Stanley Bank of America Merrill Lynch Trust 2.98 07/15/2050 406,437
Morgan Stanley Bank of America Merrill Lynch Trust 3.10 12/15/2047 332,634
MUFG Union Bank NA 3.00 06/06/2016 813,143
National Bank of Canada 1.45 11/07/2017 649,968
National Bank of Canada 2.10 12/14/2018 254,733
National Rural Utilities Cooperative Finance Corp. 0.95 04/24/2017 133,980
Page 31 of 171
National Rural Utilities Cooperative Finance Corp. 1.10 01/27/2017 478,636
National Rural Utilities Cooperative Finance Corp. 2.00 01/27/2020 271,273
National Rural Utilities Cooperative Finance Corp. 2.30 11/01/2020 116,060
National Rural Utilities Cooperative Finance Corp. 4.75 04/30/2043 208,040
New York Life Global Funding 1.65 05/15/2017 455,759
Newell Rubbermaid, Inc. 4.20 04/01/2026 112,973
Newell Rubbermaid, Inc. 5.38 04/01/2036 84,491
Nissan Auto Lease Trust 1.04 10/15/2019 374,938
Noble Energy, Inc. 3.90 11/15/2024 214,612
Noble Energy, Inc. 5.05 11/15/2044 37,475
North American Development Bank 2.30 10/10/2018 263,406
NRP Mtg. Trust 3.25 07/25/2043 460,425
Occidental Petroleum Corp. 4.40 04/15/2046 147,953
Ohio State University 4.80 06/01/2111 258,899
Omega Healthcare Investors, Inc. 4.50 04/01/2027 297,626
Omega Healthcare Investors, Inc. 4.95 04/01/2024 243,418
Omega Healthcare Investors, Inc. 5.25 01/15/2026 198,838
Omnicom Group, Inc. 3.60 04/15/2026 193,603
Oracle Corp. 2.80 07/08/2021 425,029
Oracle Corp. 3.90 05/15/2035 159,632
O'Reilly Automotive, Inc. 3.55 03/15/2026 62,759
PACCAR Financial Corp. 1.65 02/25/2019 65,245
PACCAR Financial Corp. 2.20 09/15/2019 341,596
Pacific LifeCorp 6.00 02/10/2020 206,649
Penske Truck Leasing Co. LP/PTL Finance Corp. 3.38 02/01/2022 94,321
Perrigo Finance Unlimited Co. 3.50 12/15/2021 241,576
Petroleos Mexicanos 5.50 06/27/2044 18,280
Port Authority of New York & New Jersey 4.46 10/01/2062 350,286
Port Authority of New York & New Jersey 4.93 10/01/2051 247,733
President and Fellows of Harvard College 3.62 10/01/2037 115,142
Pricoa Global Funding I 1.35 08/18/2017 318,708
Principal Financial Group, Inc. 1.85 11/15/2017 117,234
Prudential Financial, Inc. 5.38 05/15/2045 93,060
Prudential Financial, Inc. 5.62 06/15/2043 288,236
Qwest Corp. 336,325
Regions Financial Corp. 3.20 02/08/2021 220,821
Roche Holdings, Inc. 1.35 09/29/2017 443,637
Roche Holdings, Inc. 2.25 09/30/2019 564,709
Royal Bank of Canada 4.65 01/27/2026 291,926
RPM International, Inc. 5.25 06/01/2045 405,238
Santander Drive Auto Receivables Trust 2.46 06/15/2020 132,806
Santander Issuances SAU 5.18 11/19/2025 386,540
Shell International Finance BV 1.25 11/10/2017 196,234
Shell International Finance BV 2.12 05/11/2020 218,003
Shell International Finance BV 2.25 11/10/2020 230,246
Sierra Timeshare Receivables Funding LLC 2.05 06/20/2031 87,235
Sierra Timeshare Receivables Funding LLC 2.43 06/20/2032 134,938
Solvay Finance America LLC 4.45 12/03/2025 308,482
South Carolina Electric & Gas Co. 5.10 06/01/2065 165,608
Southern California Edison Co. 1.12 05/01/2017 310,037
Southern Co. 1.30 08/15/2017 258,056
Southern Power Co. 4.15 12/01/2025 223,592
Southwestern Energy Co. 3.30 01/23/2018 56,800
Stanley Black & Decker, Inc. 5.75 12/15/2053 415,800
SunTrust Banks, Inc. 2.90 03/03/2021 153,206
Synchrony Credit Card Master Note Trust 1.61 11/15/2020 344,067
Synchrony Credit Card Master Note Trust 2.04 03/15/2022 100,836
Synchrony Financial 4.25 08/15/2024 257,268
Takeda Pharmaceutical Co., Ltd. 1.62 03/17/2017 405,155
TD Ameritrade Holding Corp. 2.95 04/01/2022 179,638
Teck Resources, Ltd. 2.50 02/01/2018 106,750
Telecom Italia Capital SA 7.72 06/04/2038 288,230
Tennessee Valley Authority 1.75 10/15/2018 157,981
Textron, Inc. 4.00 03/15/2026 207,095
Textron, Inc. 4.62 09/21/2016 309,563
Time Warner, Inc. 4.85 07/15/2045 49,846
Total System Services, Inc. 3.80 04/01/2021 60,676
Total System Services, Inc. 4.80 04/01/2026 47,465
Toyota Motor Credit Corp. 2.00 10/24/2018 170,013
Page 32 of 171
Trans-Allegheny Interstate Line Co. 3.85 06/01/2025 141,537
TransCanada Trust 5.62 05/20/2075 103,917
UBS Group Funding Jersey, Ltd. 4.12 09/24/2025 202,288
UBS Group Funding Jersey, Ltd. 4.12 04/15/2026 199,845
Union Pacific Corp. 4.38 11/15/2065 161,509
United Mexican States 3.50 01/21/2021 437,805
United Mexican States 3.60 01/30/2025 244,800
United Mexican States 4.75 03/08/2044 318,203
United States Treasury Bonds 2.75 11/15/2042 436,103
United States Treasury Bonds 2.88 08/15/2045 149,366
United States Treasury Bonds 3.00 11/15/2044 428,403
United States Treasury Bonds 3.00 05/15/2045 1,617,716
United States Treasury Bonds 3.00 11/15/2045 438,305
United States Treasury Bonds 3.12 11/15/2041 1,421,725
United States Treasury Bonds 3.12 02/15/2042 453,756
United States Treasury Bonds 3.38 05/15/2044 300,248
United States Treasury Bonds 3.62 02/15/2044 1,019,058
United States Treasury Bonds 3.88 08/15/2040 218,091
United States Treasury Bonds 4.25 05/15/2039 353,347
United States Treasury Bonds 4.38 11/15/2039 1,256,850
United States Treasury Bonds 4.50 02/15/2036 1,200,561
United States Treasury Bonds 4.75 02/15/2037 830,674
United States Treasury Bonds 5.00 05/15/2037 232,618
United States Treasury Bonds 5.25 11/15/2028 552,565
United States Treasury Bonds 8.12 08/15/2019 113,846
United States Treasury Notes 0.50 03/31/2017 1,498,242
United States Treasury Notes 0.50 04/30/2017 602,105
United States Treasury Notes 0.75 12/31/2017 1,745,614
United States Treasury Notes 0.75 01/31/2018 523,184
United States Treasury Notes 0.88 02/28/2017 601,289
United States Treasury Notes 0.88 01/15/2018 601,523
United States Treasury Notes 0.88 01/31/2018 2,038,241
United States Treasury Notes 1.12 02/28/2021 641,358
United States Treasury Notes 1.25 11/30/2018 7,999,073
United States Treasury Notes 1.38 07/31/2018 819,807
United States Treasury Notes 1.38 02/28/2019 517,411
United States Treasury Notes 1.38 01/31/2020 1,007,477
United States Treasury Notes 1.38 01/31/2021 251,797
United States Treasury Notes 1.50 01/31/2022 3,461,354
United States Treasury Notes 1.62 08/15/2022 2,408,391
United States Treasury Notes 1.62 02/15/2026 601,136
United States Treasury Notes 1.75 12/31/2020 411,846
United States Treasury Notes 1.75 05/15/2023 3,041,250
United States Treasury Notes 2.00 07/31/2022 121,683
United States Treasury Notes 2.00 02/15/2025 1,940,597
United States Treasury Notes 2.00 08/15/2025 109,056
United States Treasury Notes 2.25 11/15/2024 2,314,523
United States Treasury Notes 2.50 05/15/2024 4,825,882
United States Treasury Notes 3.12 05/15/2019 11,758
United States Treasury Notes 3.62 08/15/2019 29,383
United States Treasury Notes 4.00 08/15/2018 1,512,116
UnitedHealth Group, Inc. 1.40 12/15/2017 211,909
UnitedHealth Group, Inc. 2.12 03/15/2021 197,715
UnitedHealth Group, Inc. 3.35 07/15/2022 161,699
University of Pennsylvania 4.67 09/01/2112 192,518
USAA Capital Corp. 2.12 06/03/2019 364,520
Valmont Industries, Inc. 5.25 10/01/2054 260,537
Valspar Corp. 3.95 01/15/2026 109,422
Verizon Communications, Inc. 3.00 11/01/2021 325,214
Verizon Communications, Inc. 4.40 11/01/2034 105,138
Verizon Communications, Inc. 4.67 03/15/2055 647,040
Verizon Communications, Inc. 4.86 08/21/2046 155,015
Verizon Communications, Inc. 6.40 09/15/2033 18,450
Viacom, Inc. 4.85 12/15/2034 104,734
Visa, Inc. 2.20 12/14/2020 262,360
Visa, Inc. 4.30 12/14/2045 120,341
Volkswagen International Finance NV 2.38 03/22/2017 163,698
Walt Disney Co. 1.50 09/17/2018 209,838
Walt Disney Co. 1.65 01/08/2019 98,682
Page 33 of 171
Wells Fargo & Co. 4.10 06/03/2026 311,716
Wells Fargo & Co. 4.30 07/22/2027 404,258
Wells Fargo & Co. 4.90 11/17/2045 48,300
Wells Fargo Capital X 5.95 12/01/2086 98,727
Wells Fargo Commercial Mtg. Trust 2.66 02/15/2048 1,130,715
Wells Fargo Commercial Mtg. Trust 3.81 12/15/2048 568,119
Wendys Funding LLC 3.37 06/15/2045 210,002
Wendys Funding LLC 4.50 06/15/2045 111,152
WF-RBS Commercial Mtg. Trust 2.93 11/15/2047 933,669
XLIT, Ltd. 4.45 03/31/2025 133,678
XLIT, Ltd. 5.50 03/31/2045 291,678
VALIC Company I - Core Equity Fund - (unaudited)
March 31, 2016
Security Coupon(%) Maturity Date Market Value ($)
Activision Blizzard, Inc. 2,913,286
AECOM 270,644
AerCap Holdings NV 23,644
AES Corp. 1,821,330
Aetna, Inc. 4,100,775
Air Lease Corp. 21,520
Akzo Nobel NV ADR 185,169
Allegheny Technologies, Inc. 51,345
Allergan PLC 1,490,247
Alphabet, Inc., Class A 3,182,056
Alphabet, Inc., Class C 3,517,654
Altria Group, Inc. 3,701,201
Amdocs, Ltd. 1,419,145
American Airlines Group, Inc. 175,113
American Electric Power Co., Inc. 137,448
Ameriprise Financial, Inc. 152,296
Amgen, Inc. 3,112,547
Anadarko Petroleum Corp. 368,834
Apache Corp. 2,495,167
Apple, Inc. 6,273,464
Ashland, Inc. 96,765
Avery Dennison Corp. 907,865
B/E Aerospace, Inc. 131,903
Baker Hughes, Inc. 456,270
Bank of America Corp. 4,537,772
Baxalta, Inc. 1,052,420
Baxter International, Inc. 1,329,760
Bemis Co., Inc. 210,745
Boeing Co. 552,189
BP PLC ADR 1,077,426
Brixmor Property Group, Inc. 197,786
Brocade Communications Systems, Inc. 823,008
Capital One Financial Corp. 1,743,840
Carnival Corp. 3,644,982
CDW Corp. 1,068,625
Centene Corp. 1,742,431
Chevron Corp. 973,080
Cigna Corp. 2,909,488
Cisco Systems, Inc. 7,514,372
Citigroup, Inc. 4,948,335
Cognizant Technology Solutions Corp., Class A 2,790,150
Comcast Corp., Class A 5,510,638
Crown Holdings, Inc. 128,438
CVS Health Corp. 4,849,378
D.R. Horton, Inc. 861,253
Delta Air Lines, Inc. 1,470,136
Devon Energy Corp. 839,115
DeVry Education Group, Inc. 28,150
Discover Financial Services 2,312,786
Dollar General Corp. 30,816
Domtar Corp. 911,250
Dow Chemical Co. 1,037,544
Page 34 of 171
Dr Pepper Snapple Group, Inc. 1,806,284
DST Systems, Inc. 37,440
Dun & Bradstreet Corp. 41,232
Dynegy, Inc. 899,849
Eastman Chemical Co. 1,393,317
EMC Corp. 1,642,173
EMCOR Group, Inc. 330,480
Exelon Corp. 2,177,419
Facebook, Inc., Class A 1,667,001
FedEx Corp. 1,106,496
Fidelity National Information Services, Inc. 39,885
First Data Corp., Class A 99,120
FMC Technologies, Inc. 7,114
Fossil Group, Inc. 355,360
Gap, Inc. 387,786
Genworth Financial, Inc., Class A 194,758
Gilead Sciences, Inc. 2,668,533
GNC Holdings, Inc., Class A 1,134,110
Goldman Sachs Group, Inc. 2,737,731
Goodyear Tire & Rubber Co. 1,012,486
Gulfport Energy Corp. 1,148,053
Halliburton Co. 121,805
Hartford Financial Services Group, Inc. 1,107,256
Hess Corp. 699,719
HollyFrontier Corp. 151,876
Home Depot, Inc. 3,722,697
Honeywell International, Inc. 207,853
Humana, Inc. 1,262,355
Huntington Ingalls Industries, Inc. 228,690
Intel Corp. 1,603,266
Interpublic Group of Cos., Inc. 318,317
Johnson & Johnson 676,250
JPMorgan Chase & Co. 8,325,977
KeyCorp 398,544
Kroger Co. 653,157
Laboratory Corp. of America Holdings 1,567,199
Lam Research Corp. 949,900
Lear Corp. 3,525,534
Lennar Corp., Class A 651,893
Lincoln National Corp. 592,978
Lowe's Cos., Inc. 3,893,550
LyondellBasell Industries NV, Class A 47,925
Macy's, Inc. 652,973
Magna International, Inc. 79,046
ManpowerGroup, Inc. 116,431
Marathon Oil Corp. 2,139,036
Marathon Petroleum Corp. 560,674
Medtronic PLC 890,550
Merck & Co., Inc. 2,897,246
MetLife, Inc. 158,404
Microsoft Corp. 4,819,370
Molson Coors Brewing Co., Class B 711,732
Morgan Stanley 453,932
Nasdaq, Inc. 1,168,288
New York Community Bancorp, Inc. 156,933
Newell Rubbermaid, Inc. 1,122,752
Nielsen Holdings PLC 1,696,705
Nokia OYJ ADR 386,100
Norfolk Southern Corp. 865,967
Northrop Grumman Corp. 55,412
NVIDIA Corp. 737,541
NVR, Inc. 415,776
Omnicom Group, Inc. 1,811,917
Oracle Corp. 35,183
Outfront Media, Inc. 196,314
Owens Corning 907,776
Packaging Corp. of America 1,202,262
Parker-Hannifin Corp. 833,100
Pfizer, Inc. 5,371,420
Page 35 of 171
PG&E Corp. 10,152
Pilgrim's Pride Corp. 355,600
PPG Industries, Inc. 1,333,420
Priceline Group, Inc. 1,184,554
Prudential Financial, Inc. 658,285
Public Service Enterprise Group, Inc. 1,697,040
QUALCOMM, Inc. 2,858,726
Raytheon Co. 2,318,933
Regions Financial Corp. 466,055
Reliance Steel & Aluminum Co. 348,718
Ross Stores, Inc. 1,313,635
Schlumberger, Ltd. 533,213
Scripps Networks Interactive, Inc., Class A 660,895
SLM Corp. 1,708,563
Southwest Airlines Co. 2,589,440
St. Jude Medical, Inc. 543,950
Stanley Black & Decker, Inc. 59,768
Starwood Property Trust, Inc. 536,476
State Street Bank and Trust Co. Repurchase Agreement 0.01 04/01/2016 2,323,000
Statoil ASA ADR 327,694
Suncor Energy, Inc. 1,605,193
SunTrust Banks, Inc. 1,724,624
Superior Energy Services, Inc. 543,165
Telefonaktiebolaget LM Ericsson ADR 928,577
Telephone & Data Systems, Inc. 1,140,381
Teradyne, Inc. 341,122
Tesoro Corp. 422,223
Teva Pharmaceutical Industries, Ltd. ADR 2,617,281
Thor Industries, Inc. 140,294
Toll Brothers, Inc. 327,679
Total System Services, Inc. 369,839
Travelers Cos., Inc. 2,016,749
Tupperware Brands Corp. 78,273
Tyson Foods, Inc. 318,179
Tyson Foods, Inc., Class A 1,736,493
United Continental Holdings, Inc. 592,015
United States Cellular Corp. 218,307
UnitedHealth Group, Inc. 3,338,510
Universal Health Services, Inc., Class B 1,108,511
US Bancorp 3,774,261
Utilities Select Sector SPDR Fund 714,528
Valero Energy Corp. 2,344,317
Verizon Communications, Inc. 1,665,664
Vista Outdoor, Inc. 300,611
WABCO Holdings, Inc. 577,368
Weatherford International PLC 249,038
Wells Fargo & Co. 901,672
Western Digital Corp. 470,038
Wyndham Worldwide Corp. 7,643
XL Group PLC 625,600
Zimmer Biomet Holdings, Inc. 1,210,251
Futures Contracts
Description Expiration Month
Unrealized
Appreciation
(Depreciation) ($)
S&P 500 E-Mini Index Long June 2016 21,599
VALIC Company I - Dividend Value Fund - (unaudited)
March 31, 2016
Security Coupon(%) Maturity Date Market Value ($)
3M Co. 1,390,527
AbbVie, Inc. 1,563,089
Aetna, Inc. 4,261,436
Allstate Corp. 1,271,272
Altria Group, Inc. 9,559,535
American Express Co. 898,528
Page 36 of 171
American Water Works Co., Inc. 1,905,915
Anthem, Inc. 4,441,703
AstraZeneca PLC 2,085,046
Bank of America Corp. 5,064,727
BCE, Inc. 954,974
Becton Dickinson and Co. 2,049,570
BHP Billiton, Ltd. 256,245
Bristol-Myers Squibb Co. 1,393,798
Caterpillar, Inc. 7,871,909
Chevron Corp. 12,074,969
Citigroup, Inc. 7,532,535
CME Group, Inc. 2,887,263
CMS Energy Corp. 2,093,565
Coach, Inc. 9,615,747
Coca-Cola Co. 4,591,450
Comcast Corp., Class A 4,888,538
ConocoPhillips 943,929
Cummins, Inc. 7,869,945
Diageo PLC 2,301,957
Dollar General Corp. 6,840,382
Dominion Resources, Inc. 3,567,449
Dow Chemical Co. 11,338,423
E.I. du Pont de Nemours & Co. 4,335,520
Eaton Corp. PLC 8,526,177
Emerson Electric Co. 8,531,406
Euro Time Deposit with State Street Bank and Trust Co. 0.01 04/01/2016 13,576,000
Exelon Corp. 1,806,985
Exxon Mobil Corp. 14,605,931
GameStop Corp., Class A 5,072,263
Gap, Inc. 11,264,786
General Electric Co. 18,783,694
Goldman Sachs Group, Inc. 2,609,008
Helmerich & Payne, Inc. 7,865,250
Hess Corp. 1,953,842
Home Depot, Inc. 7,516,112
Honeywell International, Inc. 4,875,856
Intel Corp. 7,837,273
International Business Machines Corp. 7,975,660
International Paper Co. 1,482,365
Invesco, Ltd. 1,924,079
Johnson & Johnson 5,428,935
JPMorgan Chase & Co. 10,987,383
Kohl's Corp. 7,738,891
Kroger Co. 4,205,205
Lenovo Group, Ltd. 1,271,785
Lockheed Martin Corp. 3,944,915
LyondellBasell Industries NV, Class A 6,885,253
Marathon Oil Corp. 769,273
Marathon Petroleum Corp. 2,102,901
McDonald's Corp. 10,914,931
Merck & Co., Inc. 13,346,071
MetLife, Inc. 5,967,491
Microsoft Corp. 7,006,202
Mondelez International, Inc., Class A 1,328,574
Morgan Stanley 3,409,863
Motorola Solutions, Inc. 2,787,274
National Oilwell Varco, Inc. 6,317,250
NextEra Energy, Inc. 4,208,170
Nielsen Holdings PLC 1,733,041
Noble Corp. PLC 6,102,474
Northrop Grumman Corp. 4,659,556
NVIDIA Corp. 1,026,857
Occidental Petroleum Corp. 6,277,152
Omnicom Group, Inc. 8,178,097
Oracle Corp. 4,867,881
Paychex, Inc. 7,723,646
Pfizer, Inc. 15,809,917
Philip Morris International, Inc. 9,871,730
Pioneer Natural Resources Co. 2,606,505
Page 37 of 171
Praxair, Inc. 972,253
Procter & Gamble Co. 13,662,390
Prudential Financial, Inc. 5,896,402
Public Service Enterprise Group, Inc. 2,077,931
QUALCOMM, Inc. 3,650,885
Quest Diagnostics, Inc. 3,275,625
Raytheon Co. 5,906,474
Reynolds American, Inc. 2,136,163
Rockwell Automation, Inc. 869,050
Samsung Electronics Co., Ltd. GDR 3,200,021
Schlumberger, Ltd. 1,393,506
SK Telecom Co., Ltd. ADR 1,284,224
Spectra Energy Corp. 1,194,012
Staples, Inc. 6,226,170
State Street Bank and Trust Co. Repurchase Agreement 0.01 04/01/2016 1,669,000
SunTrust Banks, Inc. 4,834,107
Symantec Corp. 6,639,757
TOTAL SA ADR 4,196,899
Travelers Cos., Inc. 3,253,875
Unilever NV 683,381
Union Pacific Corp. 1,675,880
United Parcel Service, Inc., Class B 3,262,714
United Technologies Corp. 682,682
UnitedHealth Group, Inc. 3,833,873
US Bancorp 4,807,074
Verizon Communications, Inc. 13,905,158
Viacom, Inc., Class B 6,209,049
Wal-Mart Stores, Inc. 8,746,652
WEC Energy Group, Inc. 1,730,016
Wells Fargo & Co. 9,779,601
Weyerhaeuser Co. 1,380,159
VALIC Company I - Dynamic Allocation Fund - (unaudited)
March 31, 2016
Security Coupon(%) Maturity Date Market Value ($)
AllianceBernstein Government STIF Portfolio 1,908,438
Options - Purchased 769,955
United States Treasury Bonds 6.00 02/15/2026 1,618,622
United States Treasury Bonds 6.25 08/15/2023 212,381
United States Treasury Bonds 6.88 08/15/2025 1,559,545
United States Treasury Bonds 7.50 11/15/2024 843,902
United States Treasury Bonds 7.62 02/15/2025 557,915
United States Treasury Notes 1.62 02/15/2026 2,133,540
United States Treasury Notes 1.75 05/15/2023 482,646
United States Treasury Notes 2.00 02/15/2025 3,156,024
United States Treasury Notes 2.00 08/15/2025 3,149,387
United States Treasury Notes 2.12 05/15/2025 3,737,005
United States Treasury Notes 2.25 11/15/2024 4,378,828
United States Treasury Notes 2.25 11/15/2025 1,899,354
United States Treasury Notes 2.38 08/15/2024 5,102,391
United States Treasury Notes 2.50 08/15/2023 2,761,135
United States Treasury Notes 2.50 05/15/2024 3,644,402
United States Treasury Notes 2.75 11/15/2023 3,615,471
United States Treasury Notes 2.75 02/15/2024 3,369,835
VALIC Co. I Blue Chip Growth Fund 9,626,347
VALIC Co. I Broad Cap Value Income Fund 10,046,224
VALIC Co. I Capital Conservation Fund 13,609,925
VALIC Co. I Dividend Value Fund 6,273,319
VALIC Co. I Emerging Economies Fund 5,142,301
VALIC Co. I Foreign Value Fund 10,355,257
VALIC Co. I Global Real Estate Fund 2,110,600
VALIC Co. I Government Securities Fund 8,250,305
VALIC Co. I Growth & Income Fund 4,120,860
VALIC Co. I Growth Fund 10,107,712
VALIC Co. I Inflation Protected Fund 2,093,762
VALIC Co. I International Equities Index Fund 4,994,096
VALIC Co. I International Government Bond Fund 2,187,043
Page 38 of 171
VALIC Co. I International Growth Fund 10,017,654
VALIC Co. I Large Cap Core Fund 8,205,659
VALIC Co. I Large Capital Growth Fund 8,446,147
VALIC Co. I Mid Cap Index Fund 1,023,860
VALIC Co. I Stock Index Fund 31,016,664
VALIC Co. I Value Fund 10,142,274
VALIC Co. II Capital Appreciation Fund 6,028,981
VALIC Co. II Core Bond Fund 15,494,140
VALIC Co. II High Yield Bond Fund 2,045,423
VALIC Co. II Mid Cap Growth Fund 3,761,458
VALIC Co. II Mid Cap Value Fund 3,037,398
VALIC Co. II Small Cap Growth Fund 3,994,665
VALIC Co. II Small Cap Value Fund 4,304,617
VALIC Co. II Strategic Bond Fund 6,230,886
Futures Contracts
Description Expiration Month
Unrealized
Appreciation
(Depreciation) ($)
S&P 500 E-Mini Index Long June 2016 1,149,941
Put Option-- Purchased
Description Exercise Price ($) Expiration Month
Unrealized
Appreciation
(Depreciation) ($)
Put - S&P 500 Index 1,720 June 2016 (98,031)
Put - S&P 500 Index 1,830 June 2016 (112,714)
Put - S&P 500 Index 1,680 May 2016 (205,254)
Option Contracts Written
Description Exercise Price ($) Expiration Month
Unrealized
Appreciation
(Depreciation) ($)
Call - S&P 500 Index 2,120 June 2016 (4,857)
Call - S&P 500 Index 2,160 June 2016 69,311
Put - S&P 500 Index 1,680 May 2016 9,868
VALIC Company I - Emerging Economies Fund - (unaudited)
March 31, 2016
Security Coupon(%) Maturity Date Market Value ($)
AAC Technologies Holdings, Inc. 4,311,231
Advanced Semiconductor Engineering, Inc. 5,015,209
Amorepacific Corp. 4,339,507
ANTA Sports Products, Ltd. 2,265,186
Apollo Tyres, Ltd. 2,169,655
Arcelik AS 2,572,708
Banco do Brasil SA 5,088,521
Bank of China, Ltd. 9,709,790
Belle International Holdings, Ltd. 3,780,181
BGF retail Co., Ltd. 1,264,848
Bharat Petroleum Corp., Ltd. 4,599,311
Casetek Holdings, Ltd. 1,522,496
Catcher Technology Co., Ltd. 4,905,295
Cathay Financial Holding Co., Ltd. 6,009,363
Ceat, Ltd. 2,320,876
Chicony Electronics Co., Ltd. 2,358,650
China CITIC Bank Corp., Ltd. 6,018,916
China Construction Bank Corp. 13,589,032
China Everbright Bank Co., Ltd. 2,965,541
China Lesso Group Holdings, Ltd. 834,966
China Merchants Bank Co., Ltd. 6,747,059
China Mobile, Ltd. 15,904,813
China Overseas Land & Investment, Ltd. 7,551,071
China Railway Construction Corp., Ltd., Class H 2,022,132
China Vanke Co., Ltd. 5,521,852
Chlitina Holding, Ltd. 1,291,014
Chongqing Rural Commercial Bank, Class H 1,449,232
Page 39 of 171
Commercial International Bank of Egypt SAE GDR 2,043,213
Coretronic Corp. 1,123,273
Coway Co., Ltd. 3,790,216
Crown Confectionery Co. Ltd. 1,121,931
CSPC Pharmaceutical Group, Ltd. 1,704,301
Dogus Otomotiv Servis ve Ticaret AS 912,092
Dubai Islamic Bank PJSC 2,043,388
Elite Material Co., Ltd. 2,359,890
Estacio Participacoes SA 1,353,811
Euro Time Deposit with State Street Bank and Trust Co. 0.01 04/01/2016 888,000
Eurocash SA 1,798,875
Feng TAY Enterprise Co., Ltd. 1,578,817
FLEXium Interconnect, Inc. 2,617,605
Fomento Economico Mexicano SAB de CV ADR 3,749,926
Ford Otomotiv Sanayi AS 1,329,780
Fosun International, Ltd. 2,224,409
Fubon Financial Holding Co., Ltd. 5,611,639
Gazprom PAO ADR 9,167,370
Geely Automobile Holdings, Ltd. 4,281,733
GOME Electrical Appliances Holding, Ltd. 1,487,565
Grape King Bio, Ltd. 2,476,510
Great Wall Motor Co., Ltd. 2,533,043
Gruma S.A.B. de CV 1,582,759
GS Home Shopping, Inc. 1,138,297
GS Retail Co., Ltd. 2,061,060
Guangzhou Automobile Group Co., Ltd. 3,034,309
Hankook Tire Co., Ltd. 3,633,326
HCL Technologies, Ltd. 5,542,998
Hindustan Petroleum Corp., Ltd. 4,680,066
Housing Development Finance Corp., Ltd. 7,017,416
Huadian Power International Corp., Ltd. 2,265,954
Huaneng Power International, Inc. 2,337,190
Hyosung Corp. 5,070,724
Hyundai Marine & Fire Insurance Co., Ltd. 2,640,091
Hyundai Mobis Co., Ltd. 2,780,456
Industrial Bank of Korea 4,639,061
Innolux Corp. 1,366,051
Itau Unibanco Holding SA ADR 10,204,439
Jiangnan Group, Ltd. 830,405
Jubilant Life Sciences, Ltd. 1,746,983
Kangwon Land, Inc. 3,934,068
Kia Motors Corp. 6,754,229
Korea Electric Power Corp. 5,786,959
Krung Thai Bank PCL 4,916,644
KT&G Corp. 7,447,989
Lee & Man Paper Manufacturing, Ltd. 1,958,215
LG Display Co., Ltd. 4,438,683
Lotte Chemical Corp. 2,941,391
Lukoil PJSC ADR 7,840,886
Magnit PJSC 2,541,895
Magnitogorsk Iron & Steel Works OJSC 1,942,614
Meritz Securities Co., Ltd. 1,554,014
MOL Hungarian Oil & Gas PLC 2,304,124
Moscow Exchange MICEX-RTS PJSC 2,342,098
MRV Engenharia e Participacoes SA 2,667,816
Naspers, Ltd., Class N 2,482,065
NCSoft Corp. 4,219,237
NetEase, Inc. ADR 5,647,001
OTP Bank PLC 3,688,767
Pegatron Corp. 4,027,548
PICC Property & Casualty Co., Ltd. 6,259,663
Pick n Pay Stores, Ltd. 1,771,968
Pioneer Foods Group, Ltd. 1,541,671
Polski Koncern Naftowy Orlen SA 6,636,581
Polskie Gornictwo Naftowe I Gazownictwo SA 2,434,294
Pou Chen Corp. 2,978,436
QIWI PLC ADR 1,236,432
REXLot Holdings, Ltd. 81,503
Samsung Electronics Co., Ltd. 28,885,568
Page 40 of 171
Sberbank of Russia ADR 9,800,050
Severstal PAO GDR 2,676,846
Shanghai Pharmaceuticals Holding Co., Ltd. 1,474,816
Shenzhen Expressway Co., Ltd. 1,862,855
Shenzhen International Holdings, Ltd. 2,059,569
Shenzhou International Group Holdings, Ltd. 1,470,541
Shin Zu Shing Co., Ltd. 1,772,309
Shinhan Financial Group Co., Ltd. 1,613,484
Silicon Motion Technology Corp. ADR 2,442,274
Sino Biopharmaceutical, Ltd. 3,452,029
Sinopharm Group Co., Ltd. 5,071,149
SK Hynix, Inc. 5,839,230
Skyworth Digital Holdings, Ltd. 1,832,791
S-Oil Corp. 5,880,335
SPAR Group, Ltd. 3,166,073
St. Shine Optical Co., Ltd. 1,571,868
Steinhoff International Holdings NV 9,168,572
Sul America SA 1,523,970
Sunny Optical Technology Group Co., Ltd. 1,952,548
Surgutneftegas OAO 5,000,232
Taiwan Paiho, Ltd. 2,168,581
Taiwan Semiconductor Manufacturing Co., Ltd. ADR 25,286,144
Tatneft PAO ADR 4,600,426
TAV Havalimanlari Holding AS 2,209,795
Tencent Holdings, Ltd. 11,182,562
Thai Oil PCL 2,628,272
Thai Union Group PCL 3,098,998
Tofas Turk Otomobil Fabrikasi AS 1,594,554
TravelSky Technology, Ltd. 1,847,603
Trina Solar, Ltd. ADR 2,232,723
Truworths International, Ltd. 2,874,693
Turk Hava Yollari AO 4,239,769
Turkcell Iletisim Hizmetleri AS 2,896,139
Turkiye Halk Bankasi AS 5,070,210
Turkiye Is Bankasi, Class C 5,813,142
Turkiye Sise ve Cam Fabrikalari AS 1,819,467
Uni-President Enterprises Corp. 5,487,789
Win Semiconductors Corp. 2,195,807
Woolworths Holdings, Ltd. 2,600,419
X5 Retail Group NV GDR 1,733,312
Xinjiang Goldwind Science & Technology Co., Ltd. 969,032
Xinyi Solar Holdings, Ltd. 1,350,688
Zhejiang Expressway Co., Ltd. 2,602,260
Zhen Ding Technology Holding, Ltd. 2,053,691
ZTE Corp. 2,065,511
VALIC Company I - Foreign Value Fund - (unaudited)
March 31, 2016
Security Coupon(%) Maturity Date Market Value ($)
ABB, Ltd. 8,777,426
Aberdeen Asset Management PLC 2,447,865
Aegon NV 9,400,280
Aviva PLC 8,044,025
AXA SA 10,404,470
BAE Systems PLC 10,346,636
Bangkok Bank PCL NVDR 6,115,293
Barclays PLC 6,109,179
Barrick Gold Corp. 11,634,665
Basilea Pharmaceutica 2,339,949
Bayer AG 9,215,532
BM&FBovespa SA 6,198,795
BNP Paribas SA 16,205,031
BP PLC 7,581,016
BP PLC ADR 5,432
Canon, Inc. 5,037,940
Carillion PLC 6,497,962
Cenovus Energy, Inc. 6,741,782
Page 41 of 171
China Life Insurance Co., Ltd. 3,898,393
China Mobile, Ltd. 8,715,347
China Telecom Corp., Ltd. 9,423,614
Cie de Saint-Gobain 6,627,817
Cie Generale des Etablissements Michelin 11,214,490
Credit Suisse Group AG 10,206,686
Daewoo International Corp. 6,193,757
Deutsche Boerse AG 3,754,569
Deutsche Lufthansa AG 7,544,000
Digital China Holdings, Ltd. 4,863,942
Eni SpA 7,945,068
Ensign Energy Services, Inc. 3,308,741
Euro Time Deposit with State Street Bank and Trust Co. 0.01 04/01/2016 5,699,000
Federal Agricultural Mtg. Corp. 0.15 04/01/2016 17,700,000
Federal Home Loan Mtg. Corp. 0.20 04/01/2016 12,500,000
First Pacific Co., Ltd. 1,959,851
GAM Holding AG 2,689,507
GCL-Poly Energy Holdings, Ltd. 16,060,742
Gerresheimer AG 6,176,790
Getinge AB, Class B 5,521,423
Glencore PLC 15,622,326
Haier Electronics Group Co., Ltd. 4,063,671
Halliburton Co. 15,230,651
Hana Financial Group, Inc. 16,567,554
Hero MotoCorp, Ltd. 3,609,422
HSBC Holdings PLC 8,495,929
HudBay Minerals, Inc. 3,781,612
Hyundai Mobis Co., Ltd. 9,877,479
Hyundai Motor Co. 4,591,536
ING Groep NV CVA 3,842,424
ITOCHU Corp. 7,242,495
Jain Irrigation Systems, Ltd. 1,454,690
Johnson Matthey PLC 6,093,718
KB Financial Group, Inc. 17,323,743
Kingboard Chemical Holdings, Ltd. 6,944,735
Kingfisher PLC 5,337,663
KIWOOM Securities Co., Ltd. 3,996,726
Konica Minolta, Inc. 2,853,262
Korea Investment Holdings Co., Ltd. 5,004,827
Kunlun Energy Co., Ltd. 2,986,917
LIC Housing Finance, Ltd. 3,833,051
Lukoil PJSC ADR 1,652,152
Lukoil PJSC ADR 518,987
Marks & Spencer Group PLC 10,229,122
MediaTek, Inc. 6,646,222
Merck KGaA 6,498,541
METRO AG 5,378,285
MorphoSys AG 3,926,317
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen 7,131,190
Nissan Motor Co., Ltd. 14,843,538
Origin Energy, Ltd. 6,112,447
Petra Diamonds, Ltd. 2,752,946
Petrofac, Ltd. 14,175,631
Precision Drilling Corp. 8,666,302
PTT Exploration & Production PCL 2,876,097
QIAGEN NV 9,158,672
Quanta Computer, Inc. 2,834,098
Roche Holding AG 11,038,041
Royal Dutch Shell PLC, Class B 12,588,401
Samsung Electronics Co., Ltd. 39,010,087
Sanofi 10,435,339
SBM Offshore NV 13,779,022
Shanghai Pharmaceuticals Holding Co., Ltd. 5,662,823
Siemens AG 11,410,931
Silver Wheaton Corp. 17,309,690
Sinopec Engineering Group Co., Ltd. 4,782,922
Sinopharm Group Co., Ltd. 5,475,476
Societe Generale SA 3,721,881
SoftBank Group Corp. 13,102,108
Page 42 of 171
Springland International Holdings, Ltd. 2,119,932
Standard Chartered PLC 7,717,004
Stillwater Mining Co. 5,106,036
Subsea 7 SA 4,139,737
Sumitomo Rubber Industries, Ltd. 2,943,529
Suncor Energy, Inc. 7,934,424
Swiss Re AG 4,925,072
Technip SA 11,235,627
Tecnicas Reunidas SA 3,493,611
Telefonica SA ADR 9,561
Telenor ASA 122,950
Tesco PLC 13,485,678
Teva Pharmaceutical Industries, Ltd. ADR 14,403,287
TOTAL SA 8,187,846
Toyota Motor Corp. 5,775,098
Trina Solar, Ltd. ADR 12,122,645
UCB SA 5,078,127
UniCredit SpA 9,645,109
United Overseas Bank, Ltd. 6,108,232
Vodafone Group PLC 3,042,981
WorleyParsons, Ltd. 6,482,100
VALIC Company I - Global Real Estate Fund - (unaudited)
March 31, 2016
Security Coupon(%) Maturity Date Market Value ($)
Allied Properties Real Estate Investment Trust 1,800,346
American Campus Communities, Inc. 4,324,510
American Homes 4 Rent, Class A 1,626,332
American Tower Corp. 11,618,688
Apartment Investment & Management Co., Class A 3,805,620
AvalonBay Communities, Inc. 13,983,504
BGP Holdings PLC 0
Big Yellow Group PLC 3,514,126
Boston Properties, Inc. 8,704,218
Brandywine Realty Trust 2,734,531
British Land Co. PLC 5,460,588
Brixmor Property Group, Inc. 4,507,685
Brookdale Senior Living, Inc. 2,515,821
Camden Property Trust 2,211,567
Canadian Real Estate Investment Trust 1,607,563
Care Capital Properties, Inc. 2,902,102
Charter Hall Group 4,251,659
Cheung Kong Property Holdings, Ltd. 12,324,879
China Overseas Land & Investment, Ltd. 2,677,370
City Developments, Ltd. 5,608,105
Citycon OYJ 3,240,404
Comforia Residential REIT, Inc. 5,016,585
Cousins Properties, Inc. 2,943,768
Crown Castle International Corp. 6,908,582
CyrusOne, Inc. 4,610,422
DCT Industrial Trust, Inc. 1,671,120
Derwent London PLC 5,765,932
DiamondRock Hospitality Co. 3,112,173
Empire State Realty Trust, Inc., Class A 1,126,636
Entra ASA 1,559,482
Equinix, Inc. 7,655,606
Equity LifeStyle Properties, Inc. 1,964,437
Equity Residential 3,408,238
Essex Property Trust, Inc. 5,294,824
Euro Time Deposit with State Street Bank and Trust Co. 0.01 04/01/2016 5,538,000
Extra Space Storage, Inc. 3,238,856
Federal Realty Investment Trust 4,478,791
First Industrial Realty Trust, Inc. 1,285,902
Fonciere Des Regions 5,848,859
Fortune Real Estate Investment Trust 2,560,269
General Growth Properties, Inc. 4,764,560
GPT Group 5,881,487
Page 43 of 171
Granite Real Estate Investment Trust 989,122
H&R Real Estate Investment Trust 2,495,463
Hammerson PLC 5,903,441
HCP, Inc. 7,391,262
Healthcare Realty Trust, Inc. 6,140,160
Helical Bar PLC 1,353,510
Hilton Worldwide Holdings, Inc. 4,547,824
Hongkong Land Holdings, Ltd. 7,457,550
Hongkong Land Holdings, Ltd. 9,826
Host Hotels & Resorts, Inc. 1,214,090
Hudson Pacific Properties, Inc. 4,671,245
Hufvudstaden AB, Class A 3,674,067
InfraREIT, Inc. 1,410,939
Japan Retail Fund Investment Corp. 10,563,597
Kennedy Wilson Europe Real Estate PLC 4,663,428
Klepierre 12,333,915
Liberty Property Trust 625,836
Mapletree Greater China Commercial Trust 4,497,148
Merlin Properties Socimi SA 4,974,797
Mid-America Apartment Communities, Inc. 2,074,352
Mirvac Group 9,125,881
Mitsubishi Estate Co., Ltd. 15,175,605
Mitsui Fudosan Co., Ltd. 15,518,912
Orix JREIT, Inc. 1,353,579
Prologis, Inc. 7,085,898
PSP Swiss Property AG 5,729,988
Public Storage 12,261,195
QTS Realty Trust, Inc., Class A 2,139,823
Realty Income Corp. 5,816,993
Retail Opportunity Investments Corp. 4,315,076
Rexford Industrial Realty, Inc. 2,088,691
RioCan Real Estate Investment Trust 4,073,287
Sekisui House, Ltd. 4,536,724
Simon Property Group, Inc. 22,078,070
SL Green Realty Corp. 3,575,550
Smart Real Estate Investment Trust 2,538,578
SSgA U.S. Government Money Market Fund 5,482,637
Stockland 5,282,231
Sumitomo Realty & Development Co., Ltd. 11,882,927
Sun Hung Kai Properties, Ltd. 14,993,007
Sunstone Hotel Investors, Inc. 2,711,828
Top REIT, Inc. 2,575,094
Unibail-Rodamco SE 4,589,955
Unibail-Rodamco SE 11,269,905
UNITE Group PLC 2,530,238
Vicinity Centres 7,532,751
Vonovia SE 14,428,943
Vornado Realty Trust 10,604,772
Washington Real Estate Investment Trust 1,451,620
Weingarten Realty Investors 5,229,425
Welltower, Inc. 1,590,521
Wereldhave NV 3,524,512
Weyerhaeuser Co. 10,077,484
VALIC Company I - Global Social Awareness Fund - (unaudited)
March 31, 2016
Security Coupon(%) Maturity Date Market Value ($)
3i Group PLC 353,723
3M Co. 953,623
ABB, Ltd. 557,279
Abbott Laboratories 673,463
AbbVie, Inc. 1,152,396
ABC-Mart, Inc. 12,813
Aberdeen Asset Management PLC 116,827
Accenture PLC, Class A 1,001,095
Accor SA 191,367
Acom Co., Ltd. 50,380
Page 44 of 171
Actelion, Ltd. 164,989
Activision Blizzard, Inc. 329,500
Admiral Group PLC 403,687
Adobe Systems, Inc. 716,820
ADT Corp. 202,587
Advance Auto Parts, Inc. 254,941
Advantest Corp. 24,049
Aegon NV 91,420
Aeon Co., Ltd. 384,305
AEON Financial Service Co., Ltd. 169,916
Aeon Mall Co., Ltd. 19,255
Aeroports de Paris 348,026
Aetna, Inc. 622,307
Affiliated Managers Group, Inc. 335,843
Aflac, Inc. 626,286
Ageas 206,963
Aggreko PLC 155,983
Agilent Technologies, Inc. 103,769
Agnico Eagle Mines, Ltd. 136,945
Agrium, Inc. 294,014
AIA Group, Ltd. 990,346
Air Liquide SA 470,700
Air Products & Chemicals, Inc. 1,028,949
Air Water, Inc. 29,606
Airgas, Inc. 400,558
Ajinomoto Co., Inc. 248,207
Akamai Technologies, Inc. 124,921
Akzo Nobel NV 253,829
Albemarle Corp. 214,038
Alcatel-Lucent SA 148,386
Alexion Pharmaceuticals, Inc. 438,682
Alfresa Holdings Corp. 13,428
Alimentation Couche-Tard, Inc., Class B 158,124
Allergan PLC 1,451,114
Alliance Data Systems Corp. 176,220
Allianz SE 947,999
Allstate Corp. 941,833
Alphabet, Inc., Class A 3,114,158
Alphabet, Inc., Class C 2,242,300
AltaGas, Ltd. 295,000
Altice NV, Class A 73,612
Altice NV, Class B 24,812
Amada Holdings Co., Ltd. 117,073
Amadeus IT Holding SA, Class A 290,091
Amazon.com, Inc. 2,939,112
Amcor, Ltd. 248,886
Amec Foster Wheeler PLC 258,234
American Airlines Group, Inc. 72,875
American Express Co. 935,306
American Tower Corp. 799,612
American Water Works Co., Inc. 84,991
Ameriprise Financial, Inc. 419,849
AmerisourceBergen Corp. 380,301
AMETEK, Inc. 246,401
Amgen, Inc. 1,463,017
Amphenol Corp., Class A 187,857
ANA Holdings, Inc. 56,351
Anadarko Petroleum Corp. 386,391
Analog Devices, Inc. 443,570
ANSYS, Inc. 419,836
Antero Resources Corp. 108,955
Anthem, Inc. 583,063
Antofagasta PLC 183,942
Aon PLC 339,776
Aozora Bank, Ltd. 115,234
APA Group 333,012
Apache Corp. 395,312
Applied Materials, Inc. 447,279
ARC Resources, Ltd. 281,703
Page 45 of 171
Arch Capital Group, Ltd. 365,454
Archer-Daniels-Midland Co. 419,925
Arkema SA 119,075
ARM Holdings PLC 282,795
Arrow Electronics, Inc. 80,963
Aryzta AG 233,624
Asahi Glass Co., Ltd. 240,828
Ascendas Real Estate Investment Trust 14,186
Asciano, Ltd. 80,881
Ashtead Group PLC 139,827
Asics Corp. 33,849
ASM Pacific Technology, Ltd. 20,328
ASML Holding NV 404,437
Assa Abloy AB, Class B 321,811
Assicurazioni Generali SpA 516,419
Associated British Foods PLC 291,967
Assurant, Inc. 229,984
Astellas Pharma, Inc. 436,138
AstraZeneca PLC 984,400
ASX, Ltd. 478,596
AT&T, Inc. 518,807
Atco, Ltd., Class I 9,073
Atlantia SpA 210,087
Atlas Copco AB, Class A 284,874
Atlas Copco AB, Class B 155,393
Atos SE 216,659
Auckland International Airport, Ltd. 480,899
Aurizon Holdings, Ltd. 165,595
Australia & New Zealand Banking Group, Ltd. 259,660
Autodesk, Inc. 163,968
Automatic Data Processing, Inc. 1,099,575
AutoNation, Inc. 59,704
AvalonBay Communities, Inc. 218,350
Avery Dennison Corp. 264,572
Aviva PLC 418,539
Avon Products, Inc. 78,576
AXA SA 576,054
B/E Aerospace, Inc. 196,241
Baker Hughes, Inc. 373,607
Ball Corp. 74,855
Baloise Holding AG 221,003
Banca Monte dei Paschi di Siena SpA 804
Banco Bilbao Vizcaya Argentaria SA 472,745
Banco Comercial Portugues SA 7,664
Banco de Sabadell SA 109,383
Banco Espirito Santo SA 8,605
Banco Popolare SC 35,941
Banco Popular Espanol SA 80,406
Banco Santander SA 647,431
Bank of East Asia, Ltd. 283,628
Bank of Ireland 107,108
Bank of New York Mellon Corp. 799,800
Bank of Nova Scotia 363,984
Bank of Yokohama, Ltd. 147,852
Bankia SA 47,090
Bankinter SA 117,231
BASF SE 781,285
Baxalta, Inc. 300,010
Baxter International, Inc. 305,060
Bayerische Motoren Werke AG 449,225
BB&T Corp. 326,645
BCE, Inc. 419,742
Bed Bath & Beyond, Inc. 193,397
Beiersdorf AG 694,441
Berkshire Hathaway, Inc., Class B 1,867,566
Best Buy Co., Inc. 152,695
BGP Holdings PLC 0
Biogen, Inc. 827,557
BioMarin Pharmaceutical, Inc. 257,503
Page 46 of 171
BlackBerry, Ltd. 42,980
BlackRock, Inc. 757,768
BOC Hong Kong Holdings, Ltd. 165,627
Boliden AB 132,952
BorgWarner, Inc. 160,896
Boskalis Westminster NV 122,525
Boston Scientific Corp. 167,616
Brenntag AG 309,090
Bridgestone Corp. 291,430
Bristol-Myers Squibb Co. 1,556,756
British Land Co. PLC 361,529
Broadcom, Ltd. 699,885
Brookfield Asset Management, Inc., Class A 493,870
Brother Industries, Ltd. 40,242
BT Group PLC 665,269
Bunge, Ltd. 188,768
Bunzl PLC 979,484
Burberry Group PLC 232,199
Bureau Veritas SA 283,018
C.H. Robinson Worldwide, Inc. 307,461
CA, Inc. 396,514
Cablevision Systems Corp., Class A 280,698
Cabot Oil & Gas Corp. 145,140
CaixaBank SA 146,645
Calbee, Inc. 59,576
Calpine Corp. 80,340
Caltex Australia, Ltd. 58,597
Cameron International Corp. 385,336
Canadian Natural Resources, Ltd. 222,371
Canadian Pacific Railway, Ltd. 244,593
Canadian Tire Corp., Ltd., Class A 256,588
Canadian Utilities, Ltd., Class A 41,983
Canon, Inc. 524,661
Cap Gemini SA 257,754
Capita PLC 534,336
Capital One Financial Corp. 623,097
CapitaLand Mall Trust 31,012
CapitaLand, Ltd. 102,497
Cardinal Health, Inc. 632,736
CarMax, Inc. 103,733
Carrefour SA 146,955
Casino Guichard Perrachon SA 165,619
Casio Computer Co., Ltd. 74,661
Caterpillar, Inc. 314,886
CBRE Group, Inc., Class A 153,726
CBS Corp., Class B 475,647
Celanese Corp., Series A 343,679
Celgene Corp. 1,020,418
CenterPoint Energy, Inc. 207,610
Central Japan Railway Co. 336,039
CenturyLink, Inc. 378,886
Cerner Corp. 330,894
CF Industries Holdings, Inc. 75,968
CGI Group, Inc., Class A 242,832
Charles Schwab Corp. 445,378
Charter Communications, Inc., Class A 300,609
Cheniere Energy, Inc. 91,882
Chesapeake Energy Corp. 42,700
Cheung Kong Property Holdings, Ltd. 320,395
Chiba Bank, Ltd. 219,326
Chipotle Mexican Grill, Inc. 130,930
Christian Dior SE 32,467
Chubb, Ltd. 1,635,810
Chubu Electric Power Co., Inc. 127,066
Chugai Pharmaceutical Co., Ltd. 108,379
Church & Dwight Co., Inc. 271,562
CI Financial Corp. 291,696
Cie de Saint-Gobain 231,548
Cie Generale des Etablissements Michelin 70,302
Page 47 of 171
Cigna Corp. 467,577
Cimarex Energy Co. 183,257
Cincinnati Financial Corp. 460,657
Cintas Corp. 167,675
Cisco Systems, Inc. 2,249,358
CIT Group, Inc. 140,287
Citizen Holdings Co., Ltd. 21,542
Citrix Systems, Inc. 314,163
City Developments, Ltd. 175,784
CK Hutchison Holdings, Ltd. 645,285
Clorox Co. 1,335,354
CME Group, Inc. 544,892
CNH Industrial NV 187,420
CNP Assurances 224,754
Coach, Inc. 234,967
Cobalt International Energy, Inc. 15,102
Coca-Cola HBC AG 242,026
Cognizant Technology Solutions Corp., Class A 342,467
Colgate-Palmolive Co. 1,199,920
Coloplast A/S, Class B 273,920
Colruyt SA 41,074
Columbia Pipeline Group, Inc. 270,176
Comcast Corp., Class A 2,439,902
ComfortDelGro Corp., Ltd. 344,460
Commerzbank AG 110,492
Commonwealth Bank of Australia 570,337
Compass Group PLC 465,726
Computershare, Ltd. 161,887
ConAgra Foods, Inc. 399,349
CONSOL Energy, Inc. 34,784
Contact Energy, Ltd. 102,923
Continental AG 313,378
Continental Resources, Inc. 83,703
Cooper Cos., Inc. 69,287
Core Laboratories NV 161,646
Corning, Inc. 310,008
Costco Wholesale Corp. 1,592,031
Credit Agricole SA 171,480
Credit Saison Co., Ltd. 85,291
CRH PLC 246,658
Croda International PLC 103,838
Crown Castle International Corp. 710,598
CSL, Ltd. 403,335
CSX Corp. 453,020
Cummins, Inc. 392,486
CVS Health Corp. 1,243,412
CYBG PLC 11,748
D.R. Horton, Inc. 141,779
Dai Nippon Printing Co., Ltd. 79,968
Dai-ichi Life Insurance Co., Ltd. 170,698
Daikin Industries, Ltd. 164,436
Daito Trust Construction Co., Ltd. 184,584
Daiwa House Industry Co., Ltd. 267,244
Daiwa Securities Group, Inc. 166,086
Danaher Corp. 1,459,895
Danone SA 265,315
Danske Bank A/S 165,888
Dassault Systemes 466,236
DaVita HealthCare Partners, Inc. 238,852
DBS Group Holdings, Ltd. 308,091
Deere & Co. 667,965
Delhaize Group 244,719
Delphi Automotive PLC 262,270
Delta Air Lines, Inc. 76,428
Delta Lloyd NV 52,267
Delta Lloyd NV 15,626
Denso Corp. 128,631
Deutsche Bank AG 299,489
Deutsche Boerse AG 247,802
Page 48 of 171
Deutsche Post AG 316,361
Deutsche Telekom AG 667,915
Deutsche Wohnen AG 151,700
Devon Energy Corp. 181,516
Dexus Property Group 384,247
Digital Realty Trust, Inc. 254,497
Direct Line Insurance Group PLC 453,673
Discover Financial Services 295,998
DISH Network Corp., Class A 235,001
Dixons Carphone PLC 140,517
DNB ASA 144,776
Dollar General Corp. 265,959
Dollar Tree, Inc. 385,336
Dollarama, Inc. 410,877
Don Quijote Holdings Co., Ltd. 66,009
Dover Corp. 579,099
Dr Pepper Snapple Group, Inc. 925,944
DSV A/S 364,993
Dun & Bradstreet Corp. 287,387
East Japan Railway Co. 483,298
easyJet PLC 50,920
Eaton Vance Corp. 247,143
eBay, Inc. 379,016
Ecolab, Inc. 714,732
Edenred 71,597
Edgewell Personal Care Co. 113,306
Edwards Lifesciences Corp. 247,694
Eisai Co., Ltd. 234,599
Electrolux AB, Series B 45,597
Electronic Arts, Inc. 291,281
Elekta AB, Series B 32,670
Elisa Oyj 709,558
EMC Corp. 616,068
Emerson Electric Co. 1,223,768
Empire Co., Ltd., Class A 280,654
EMS-Chemie Holding AG 456,222
Encana Corp. 80,002
Endo International PLC 86,055
Energen Corp. 22,466
Enerplus Corp. 135,430
Ensco PLC, Class A 49,869
EOG Resources, Inc. 297,215
EQT Corp. 271,327
Equifax, Inc. 123,205
Equinix, Inc. 495,073
Equity Residential 326,305
Essilor International SA 363,022
Estee Lauder Cos., Inc., Class A 522,006
Euro Time Deposit with State Street Bank and Trust Co. 0.01 04/01/2016 5,962,000
Eutelsat Communications SA 169,763
Everest Re Group, Ltd. 533,258
Eversource Energy 206,582
EXOR SpA 147,748
Expedia, Inc. 188,469
Expeditors International of Washington, Inc. 572,541
Experian PLC 240,718
Express Scripts Holding Co. 818,167
F5 Networks, Inc. 152,530
Facebook, Inc., Class A 2,619,280
Fairfax Financial Holdings, Ltd. 475,290
FANUC Corp. 435,008
Fast Retailing Co., Ltd. 96,015
Fastenal Co. 401,310
FedEx Corp. 650,880
Ferrari NV 46,227
Fiat Chrysler Automobiles NV 89,936
Fidelity National Information Services, Inc. 778,270
Fifth Third Bancorp 262,717
FireEye, Inc. 14,374
Page 49 of 171
First Capital Realty, Inc. 476,050
First Quantum Minerals, Ltd. 64,637
First Republic Bank 258,297
Fiserv, Inc. 1,258,246
FleetCor Technologies, Inc. 132,536
Fletcher Building, Ltd. 86,532
Flight Centre Travel Group, Ltd. 114,392
Flowserve Corp. 122,660
FMC Technologies, Inc. 200,631
FNF Group 313,575
Fonciere Des Regions 187,871
Ford Motor Co. 621,459
Fortis, Inc. 268,380
Franco-Nevada Corp. 227,228
Franklin Resources, Inc. 301,154
Fraport AG Frankfurt Airport Services Worldwide 177,859
Fresenius Medical Care AG & Co. KGaA 275,111
Fresenius SE & Co. KGaA 360,208
Fresnillo PLC 198,446
Frontier Communications Corp. 125,501
FUCHS PETROLUB SE 237,160
Fuji Heavy Industries, Ltd. 314,341
Galp Energia SGPS SA 426,755
GameStop Corp., Class A 75,010
Garmin, Ltd. 219,380
Geberit AG 647,939
Gecina SA 290,380
Gemalto NV 90,563
General Growth Properties, Inc. 212,718
General Mills, Inc. 1,777,791
Getinge AB, Class B 167,620
Gildan Activewear, Inc. 85,374
Gilead Sciences, Inc. 1,717,506
Gjensidige Forsikring ASA 109,866
GKN PLC 159,847
Global Logistic Properties, Ltd. 64,269
Goldman Sachs Group, Inc. 806,563
Goodman Group 126,467
GPT Group 397,943
Great-West Lifeco, Inc. 611,329
Grifols SA 235,157
Groupe Bruxelles Lambert SA 424,014
Groupe Eurotunnel SE 34,768
Hakuhodo DY Holdings, Inc. 19,259
Hamamatsu Photonics KK 55,178
Hammerson PLC 438,076
Hanesbrands, Inc. 260,076
Hang Lung Properties, Ltd. 147,303
Hang Seng Bank, Ltd. 313,507
Hankyu Hanshin Holdings, Inc. 121,214
Hannover Rueck SE 347,116
Hargreaves Lansdown PLC 96,979
Harley-Davidson, Inc. 242,688
Hartford Financial Services Group, Inc. 269,891
Harvey Norman Holdings, Ltd. 30,181
Hasbro, Inc. 423,168
HCA Holdings, Inc. 277,546
HCP, Inc. 256,339
Helmerich & Payne, Inc. 88,902
Henderson Land Development Co., Ltd. 134,791
Hennes & Mauritz AB, Class B 218,574
Hermes International 69,720
Hershey Co. 706,607
Hertz Global Holdings, Inc. 85,956
Hewlett Packard Enterprise Co. 438,853
Hexagon AB, Class B 149,432
Hirose Electric Co., Ltd. 55,134
Hisamitsu Pharmaceutical Co., Inc. 111,733
Hitachi Chemical Co., Ltd. 143,942
Page 50 of 171
Hitachi Construction Machinery Co., Ltd. 7,943
Hitachi High-Technologies Corp. 33,800
Hitachi, Ltd. 177,803
HKT Trust & HKT, Ltd. 161,081
HollyFrontier Corp. 196,768
Home Depot, Inc. 1,872,957
Honda Motor Co., Ltd. 416,786
Hong Kong & China Gas Co., Ltd. 630,338
Hong Kong Exchanges and Clearing, Ltd. 779,369
Hormel Foods Corp. 9,253
Host Hotels & Resorts, Inc. 281,278
Hoya Corp. 486,888
HP, Inc. 304,945
Hulic Co., Ltd. 38,242
Humana, Inc. 358,582
Husqvarna AB, Class B 26,838
Ibiden Co., Ltd. 19,562
ICADE 174,732
ICAP PLC 139,148
IGM Financial, Inc. 306,635
IHS, Inc., Class A 499,620
Iliad SA 186,826
Illinois Tool Works, Inc. 251,080
Illumina, Inc. 241,382
Iluka Resources, Ltd. 30,428
Imerys SA 198,206
Incyte Corp. 125,011
Industria de Diseno Textil SA 377,497
Industrial Alliance Insurance & Financial Services, Inc. 126,345
Industrivarden AB, Class C 118,347
Infineon Technologies AG 188,995
ING Groep NV CVA 589,505
Inmarsat PLC 281,412
Insurance Australia Group, Ltd. 399,342
Intact Financial Corp. 563,468
Intel Corp. 1,994,475
Inter Pipeline, Ltd. 216,369
Intercontinental Exchange, Inc. 737,634
InterContinental Hotels Group PLC 384,926
International Flavors & Fragrances, Inc. 207,403
International Paper Co. 294,339
Interpublic Group of Cos., Inc. 244,509
Intertek Group PLC 490,021
Intesa Sanpaolo SpA 405,953
Intesa Sanpaolo SpA RSP 3,062
Intu Properties PLC 468,404
Intuit, Inc. 779,139
Intuitive Surgical, Inc. 299,924
Investec PLC 232,188
Investment AB Kinnevik, Class B 55,431
Investor AB, Class B 598,785
Iron Mountain, Inc. 128,960
Isetan Mitsukoshi Holdings, Ltd. 67,768
Israel Chemicals, Ltd. 19,875
Israel Corp., Ltd. 38,998
Isuzu Motors, Ltd. 98,085
ITOCHU Corp. 349,748
ITV PLC 233,957
Iyo Bank, Ltd. 39,946
J.B. Hunt Transport Services, Inc. 296,188
Japan Exchange Group, Inc. 94,974
Jardine Cycle & Carriage, Ltd. 29,699
Jazz Pharmaceuticals PLC 110,837
Jeronimo Martins SGPS SA 56,665
Johnson & Johnson 4,856,124
Johnson Controls, Inc. 332,921
Johnson Matthey PLC 234,730
Joyo Bank, Ltd. 61,735
JSR Corp. 43,129
Page 51 of 171
Julius Baer Group, Ltd. 215,187
Juniper Networks, Inc. 168,213
K+S AG 109,235
Kajima Corp. 112,915
Kakaku.com, Inc. 37,141
Kaneka Corp. 42,827
Kansai Paint Co., Ltd. 48,194
Kansas City Southern 272,756
Kao Corp. 533,387
KBC Groep NV 126,078
KDDI Corp. 633,011
Keikyu Corp. 228,709
Keio Corp. 26,336
Keisei Electric Railway Co., Ltd. 14,065
Kellogg Co. 1,190,812
Keppel Corp., Ltd. 16,437
Kering 336,255
Kerry Group PLC, Class A 678,193
KeyCorp 155,896
Keyence Corp. 381,829
Kimberly-Clark Corp. 1,766,654
Kinder Morgan, Inc. 401,225
Kingfisher PLC 184,250
Kinross Gold Corp. 128,716
Kintetsu Group Holdings Co., Ltd. 121,551
KLA-Tencor Corp. 330,557
Klepierre 427,366
Kohl's Corp. 164,393
Komatsu, Ltd. 171,945
Kone OYJ, Class B 17,931
Konica Minolta, Inc. 80,697
Koninklijke KPN NV 212,910
Koninklijke Philips NV 349,710
Koninklijke Vopak NV 33,217
Kraft Heinz Co. 237,016
Kroger Co. 311,508
Kubota Corp. 177,480
Kuraray Co., Ltd. 68,467
Kurita Water Industries, Ltd. 100,358
Kyocera Corp. 246,650
Kyowa Hakko Kirin Co., Ltd. 15,958
L Brands, Inc. 418,942
LafargeHolcim, Ltd. 161,060
Lagardere SCA 251,432
Lam Research Corp. 247,139
Land Securities Group PLC 332,075
LANXESS AG 136,745
Legal & General Group PLC 544,013
Legrand SA 301,697
Lennar Corp., Class A 226,760
Level 3 Communications, Inc. 262,083
Li & Fung, Ltd. 104,366
Liberty Global PLC, Class A 203,319
Liberty Interactive Corp. QVC Group, Class A 385,719
Liberty Media Corp., Class A 76,294
Liberty Media Corp., Class C 150,456
Lincoln National Corp. 176,910
Linde AG 214,337
Linear Technology Corp. 491,942
Link REIT 370,213
LinkedIn Corp., Class A 121,897
LIXIL Group Corp. 179,448
LKQ Corp. 350,847
Loblaw Cos., Ltd. 21,165
Loews Corp. 147,760
London Stock Exchange Group PLC 75,294
Lonza Group AG 303,386
L'Oreal SA 995,426
Lowe's Cos., Inc. 711,293
Page 52 of 171
lululemon athletica, Inc. 136,774
Luxottica Group SpA 138,688
LyondellBasell Industries NV, Class A 567,738
M&T Bank Corp. 423,021
M3, Inc. 37,745
Mabuchi Motor Co., Ltd. 121,054
Macy's, Inc. 276,841
Makita Corp. 192,261
ManpowerGroup, Inc. 285,214
Manulife Financial Corp. 446,469
Mapfre SA 20,053
Marathon Oil Corp. 89,476
Marathon Petroleum Corp. 257,248
Marks & Spencer Group PLC 183,131
Marriott International, Inc., Class A 195,104
Marsh & McLennan Cos., Inc. 473,372
Marui Group Co., Ltd. 47,296
Maruichi Steel Tube, Ltd. 46,599
Marvell Technology Group, Ltd. 92,708
Masco Corp. 178,070
MasterCard, Inc., Class A 1,403,798
Mattel, Inc. 434,068
Mazda Motor Corp. 88,454
McCormick & Co., Inc. 213,882
McDonald's Corp. 1,126,721
McDonald's Holdings Co. Japan, Ltd. 101,860
McGraw Hill Financial, Inc. 420,467
McKesson Corp. 469,549
MDU Resources Group, Inc. 244,768
Mead Johnson Nutrition Co. 177,587
Mediobanca SpA 53,316
Medipal Holdings Corp. 19,000
Medivation, Inc. 84,971
MEIJI Holdings Co., Ltd. 209,072
Merck KGaA 304,981
Methanex Corp. 114,767
MetLife, Inc. 702,029
Metro, Inc., Class A 650,668
Metso Oyj 131,741
Michael Kors Holdings, Ltd. 179,025
Microchip Technology, Inc. 375,671
Micron Technology, Inc. 160,212
Microsoft Corp. 5,573,812
Millicom International Cellular SA SDR 152,869
Mitsubishi Chemical Holdings Corp. 141,466
Mitsubishi Corp. 272,661
Mitsubishi Electric Corp. 303,927
Mitsubishi Estate Co., Ltd. 111,449
Mitsubishi Gas Chemical Co., Inc. 37,692
Mitsubishi Logistics Corp. 170,723
Mitsubishi Motors Corp. 49,436
Mitsubishi Tanabe Pharma Corp. 50,427
Mitsubishi UFJ Financial Group, Inc. 366,526
Mitsubishi UFJ Lease & Finance Co., Ltd. 32,481
Mitsui & Co., Ltd. 186,405
Mitsui Chemicals, Inc. 39,984
Mitsui Fudosan Co., Ltd. 299,400
Mixi, Inc. 18,570
Mondelez International, Inc., Class A 1,771,539
Monster Beverage Corp. 207,273
Moody's Corp. 329,656
Mosaic Co. 123,687
Motorola Solutions, Inc. 422,709
MS&AD Insurance Group Holdings, Inc. 225,702
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen 685,253
Murata Manufacturing Co., Ltd. 96,459
Murphy Oil Corp. 266,006
Mylan NV 274,068
Nabtesco Corp. 87,533
Page 53 of 171
Nasdaq, Inc. 445,808
National Australia Bank, Ltd. 315,653
National Oilwell Varco, Inc. 424,764
Natixis SA 39,281
Navient Corp. 177,156
NetApp, Inc. 202,737
Netflix, Inc. 478,641
New World Development Co., Ltd. 51,512
New York Community Bancorp, Inc. 191,993
Newcrest Mining, Ltd. 151,289
Newell Rubbermaid, Inc. 348,208
Newmont Mining Corp. 399,976
News Corp., Class A 370,994
Next PLC 336,289
NGK Insulators, Ltd. 147,781
NGK Spark Plug Co., Ltd. 72,728
NH Foods, Ltd. 66,107
NHK Spring Co., Ltd. 31,579
NICE-Systems, Ltd. 272,930
Nidec Corp. 260,019
Nielsen Holdings PLC 319,225
NIKE, Inc., Class B 1,273,044
Nintendo Co., Ltd. 213,248
Nippon Express Co., Ltd. 36,394
Nippon Paint Holdings Co., Ltd. 66,560
Nippon Steel & Sumitomo Metal Corp. 124,866
Nippon Telegraph & Telephone Corp. 590,143
Nissan Motor Co., Ltd. 381,268
Nisshin Seifun Group, Inc. 54,046
Nissin Foods Holdings Co., Ltd. 32,902
Nitori Holdings Co., Ltd. 100,769
Nitto Denko Corp. 50,036
Noble Energy, Inc. 297,798
NOK Corp. 18,785
Nokia OYJ 276,069
Nokian Renkaat Oyj 229,364
Nomura Holdings, Inc. 141,649
Nomura Real Estate Holdings, Inc. 36,963
Nomura Research Institute, Ltd. 67,351
Nordea Bank AB 202,114
Nordstrom, Inc. 190,795
Norfolk Southern Corp. 364,718
Norsk Hydro ASA 86,284
Northern Trust Corp. 342,273
Novartis AG 1,922,504
Novo Nordisk A/S, Class B 1,314,650
NSK, Ltd. 45,759
NTT Data Corp. 110,445
NTT DOCOMO, Inc. 560,191
NTT Urban Development Corp. 15,652
Nucor Corp. 369,129
Numericable-SFR SA 35,819
NVIDIA Corp. 367,595
NWS Holdings, Ltd. 171,522
Obayashi Corp. 29,588
Oceaneering International, Inc. 238,464
OCI NV 19,799
Odakyu Electric Railway Co., Ltd. 76,192
Oji Holdings Corp. 76,307
Old Mutual PLC 272,209
Omnicom Group, Inc. 988,523
Omron Corp. 110,134
ONEOK, Inc. 333,208
Onex Corp. 223,141
Ono Pharmaceutical Co., Ltd. 84,677
Open Text Corp. 150,231
Oracle Corp. 1,636,441
Oracle Corp. Japan 112,311
Orange SA 456,150
Page 54 of 171
Orascom Construction, Ltd. 3,138
Oriental Land Co., Ltd. 290,346
Orion Oyj, Class B 336,841
ORIX Corp. 273,896
Orkla ASA 318,832
Osaka Gas Co., Ltd. 142,155
OSRAM Licht AG 139,656
Otsuka Corp. 58,057
Otsuka Holdings Co., Ltd. 221,572
Oversea-Chinese Banking Corp., Ltd. 695,211
PACCAR, Inc. 429,043
Palo Alto Networks, Inc. 214,366
Panasonic Corp. 255,287
Pandora A/S 190,788
Paramount Resources, Ltd., Class A 32,750
Pargesa Holding SA 429,269
Park24 Co., Ltd. 33,587
Parker-Hannifin Corp. 461,204
Partners Group Holding AG 204,193
Paychex, Inc. 1,052,277
PayPal Holdings, Inc. 613,161
Pearson PLC 329,750
Pembina Pipeline Corp. 286,179
Pentair PLC 261,153
People's United Financial, Inc. 350,587
PepsiCo, Inc. 1,604,837
Perrigo Co. PLC 180,509
Persimmon PLC 246,184
Petrofac, Ltd. 246,594
Peugeot SA 92,487
Peyto Exploration & Development Corp. 57,702
Phillips 66 554,782
Pioneer Natural Resources Co. 131,451
PNC Financial Services Group, Inc. 674,361
Polaris Industries, Inc. 93,851
Potash Corp. of Saskatchewan, Inc. 159,209
Power Corp. of Canada 347,548
Power Financial Corp. 275,636
PPG Industries, Inc. 777,197
Priceline Group, Inc. 793,999
Principal Financial Group, Inc. 373,394
Procter & Gamble Co. 2,471,029
Progressive Corp. 860,087
Prologis, Inc. 266,008
ProSiebenSat.1 Media SE 31,518
Proximus SADP 382,815
Prudential Financial, Inc. 639,653
Prudential PLC 662,479
Public Storage 551,384
Publicis Groupe SA 313,251
PulteGroup, Inc. 58,057
PVH Corp. 176,624
QBE Insurance Group, Ltd. 163,498
QUALCOMM, Inc. 1,101,760
Quanta Services, Inc. 113,341
Quest Diagnostics, Inc. 463,496
Rackspace Hosting, Inc. 55,529
Rakuten, Inc. 113,811
Ramsay Health Care, Ltd. 295,054
Randgold Resources, Ltd. 254,157
Range Resources Corp. 136,449
Realogy Holdings Corp. 86,772
Reckitt Benckiser Group PLC 858,724
Red Electrica Corp. SA 297,451
Red Hat, Inc. 197,302
Regeneron Pharmaceuticals, Inc. 374,858
Regions Financial Corp. 158,923
RELX NV 681,907
RELX PLC 611,988
Page 55 of 171
RenaissanceRe Holdings, Ltd. 242,656
Renault SA 216,012
Republic Services, Inc. 323,353
ResMed, Inc. 166,001
Resona Holdings, Inc. 106,337
Rexam PLC 545,939
Rinnai Corp. 44,160
RioCan Real Estate Investment Trust 162,785
Robert Half International, Inc. 130,843
Roche Holding AG 2,044,155
Rockwell Automation, Inc. 526,094
Rohm Co., Ltd. 54,751
Roper Technologies, Inc. 419,092
Ross Stores, Inc. 291,469
Royal Bank of Canada 827,783
Royal Caribbean Cruises, Ltd. 78,782
Royal Mail PLC 169,791
RSA Insurance Group PLC 395,887
RTL Group SA 535,761
Ryman Healthcare, Ltd. 259,972
Sage Group PLC 23,958
Salesforce.com, Inc. 415,294
Sampo Oyj, Class A 534,282
SanDisk Corp. 280,050
Sanofi 1,309,537
Sanrio Co., Ltd. 29,335
Santen Pharmaceutical Co., Ltd. 249,712
SAP SE 1,114,624
Saputo, Inc. 595,769
SBA Communications Corp., Class A 568,164
Scentre Group 239,881
Schlumberger, Ltd. 795,025
Schneider Electric SE 297,541
Schroders PLC 369,354
SCOR SE 295,523
Scripps Networks Interactive, Inc., Class A 298,418
Seagate Technology PLC 108,931
Sealed Air Corp. 127,707
Secom Co., Ltd. 297,339
SEEK, Ltd. 78,249
Segro PLC 320,811
Seiko Epson Corp. 32,307
Sekisui Chemical Co., Ltd. 86,206
Sekisui House, Ltd. 192,406
Sempra Energy 429,727
ServiceNow, Inc. 113,122
SES SA FDR 435,597
Severn Trent PLC 297,772
Sharp Corp. 21,778
Shaw Communications, Inc., Class B 567,889
Sherwin-Williams Co. 311,429
Shikoku Electric Power Co., Inc. 38,883
Shimamura Co., Ltd. 49,936
Shimano, Inc. 188,085
Shimizu Corp. 59,336
Shin-Etsu Chemical Co., Ltd. 346,713
Shinsei Bank, Ltd. 36,572
Shionogi & Co., Ltd. 188,262
Shire PLC 486,106
Shiseido Co., Ltd. 174,096
Shizuoka Bank, Ltd. 158,728
Sika AG 395,819
Silver Wheaton Corp. 76,875
Simon Property Group, Inc. 503,441
Singapore Telecommunications, Ltd. 10 273,473
Sino Land Co., Ltd. 235,049
Sirius XM Holdings, Inc. 82,468
Skandinaviska Enskilda Banken AB, Class A 374,575
Skanska AB, Class B 301,748
Page 56 of 171
Sky PLC 281,128
Skyworks Solutions, Inc. 218,120
SMC Corp. 162,584
Smith & Nephew PLC 337,694
Smiths Group PLC 278,482
Societe BIC SA 224,593
Societe Generale SA 340,355
Sodexo SA 549,911
SoftBank Group Corp. 610,287
Sompo Japan Nipponkoa Holdings, Inc. 130,302
Sonic Healthcare, Ltd. 88,606
Sonova Holding AG 115,067
Sony Corp. 331,598
Sony Financial Holdings, Inc. 25,554
Southwest Airlines Co. 149,498
Southwestern Energy Co. 72,251
Spark New Zealand, Ltd. 240,902
Spectra Energy Corp. 556,675
Sprint Corp. 45,598
SSE PLC 328,054
St. Jude Medical, Inc. 384,945
Standard Chartered PLC 253,352
Standard Life PLC 398,290
Stanley Black & Decker, Inc. 368,025
Staples, Inc. 104,873
Starbucks Corp. 794,906
StarHub, Ltd. 278,369
State Street Corp. 580,752
Stericycle, Inc. 284,685
STMicroelectronics NV 92,630
Stockland 264,007
Stryker Corp. 280,349
Subsea 7 SA 98,048
Suez Environnement Co. 67,851
Sulzer AG 8,939
Sumitomo Chemical Co., Ltd. 126,634
Sumitomo Dainippon Pharma Co., Ltd. 102,487
Sumitomo Metal Mining Co., Ltd. 89,364
Sumitomo Mitsui Financial Group, Inc. 251,629
Sumitomo Mitsui Trust Holdings, Inc. 134,716
Sumitomo Rubber Industries, Ltd. 64,897
Sun Hung Kai Properties, Ltd. 158,785
Sun Life Financial, Inc. 282,162
Suncor Energy, Inc. 137,345
Suntory Beverage & Food, Ltd. 220,738
SunTrust Banks, Inc. 371,696
Suruga Bank, Ltd. 70,301
Suzuken Co., Ltd. 20,392
Svenska Handelsbanken AB, Class A 490,628
Swatch Group AG 232,101
Swedbank AB, Class A 318,033
Swire Pacific, Ltd., Class A 129,245
Swire Properties, Ltd. 48,301
Swiss Prime Site AG 1,085,630
Swiss Re AG 426,494
Swisscom AG 1,026,470
Sydney Airport 198,601
Symantec Corp. 267,264
Sysco Corp. 538,002
Sysmex Corp. 137,616
T&D Holdings, Inc. 69,939
T. Rowe Price Group, Inc. 503,642
Taisho Pharmaceutical Holdings Co., Ltd. 7,926
Taiyo Nippon Sanso Corp. 18,979
Takashimaya Co., Ltd. 16,722
Target Corp. 379,393
Tate & Lyle PLC 288,328
TD Ameritrade Holding Corp. 263,685
TDC A/S 201,540
Page 57 of 171
TDK Corp. 111,067
Technip SA 169,053
Techtronic Industries Co., Ltd. 93,002
Teck Resources, Ltd., Class B 84,951
Teijin, Ltd. 24,381
Tele2 AB, Class B 40,969
Telecom Italia SpA 132,989
Telefonaktiebolaget LM Ericsson, Class B 330,127
Telefonica Deutschland Holding AG 211,728
Telefonica SA 676,615
Telenet Group Holding NV 83,168
TeliaSonera AB 155,045
Tenaris SA 168,733
Teradata Corp. 120,127
Terna Rete Elettrica Nazionale SpA 347,947
Terumo Corp. 182,847
Tesla Motors, Inc. 215,524
Tesoro Corp. 203,930
Teva Pharmaceutical Industries, Ltd. 560,896
Texas Instruments, Inc. 571,961
Thermo Fisher Scientific, Inc. 1,159,622
THK Co., Ltd. 66,405
Thomson Reuters Corp. 597,002
Tiffany & Co. 288,383
Time Warner Cable, Inc. 882,526
Time Warner, Inc. 959,038
TJX Cos., Inc. 1,044,014
T-Mobile US, Inc. 105,325
Tobu Railway Co., Ltd. 199,387
Toho Co., Ltd. 26,309
Toho Gas Co., Ltd. 14,199
Tohoku Electric Power Co., Inc. 96,761
Tokio Marine Holdings, Inc. 351,148
Tokyo Electron, Ltd. 169,475
Tokyo Gas Co., Ltd. 214,458
Tokyo Tatemono Co., Ltd. 18,686
Tokyu Corp. 226,230
Tokyu Fudosan Holdings Corp. 50,913
Toll Brothers, Inc. 114,263
TonenGeneral Sekiyu KK 325,630
Toppan Printing Co., Ltd. 167,755
Toray Industries, Inc. 238,639
Torchmark Corp. 744,213
Toronto-Dominion Bank 743,726
Total System Services, Inc. 572,816
TOTO, Ltd. 171,531
Tourmaline Oil Corp. 85,205
Toyota Motor Corp. 1,475,506
Toyota Tsusho Corp. 140,092
TransAlta Corp. 101,779
TransDigm Group, Inc. 183,103
Transurban Group 810,098
Travelers Cos., Inc. 1,159,864
Travis Perkins PLC 201,132
Trend Micro, Inc. 157,413
Trimble Navigation, Ltd. 250,554
TripAdvisor, Inc. 95,893
Tryg A/S 303,111
Tullow Oil PLC 124,046
Turquoise Hill Resources, Ltd. 79,003
Twenty-First Century Fox, Inc., Class A 588,184
Twitter, Inc. 71,711
Tyco International PLC 135,754
Tyson Foods, Inc., Class A 121,655
UCB SA 124,256
Ulta Salon Cosmetics & Fragrance, Inc. 281,117
Umicore SA 343,902
Under Armour, Inc., Class A 189,850
Unibail-Rodamco SE 375,022
Page 58 of 171
Unicharm Corp. 184,962
UniCredit SpA 186,363
Union Pacific Corp. 1,116,405
Unione di Banche Italiane SpA 53,893
UnipolSai SpA 22,978
United Continental Holdings, Inc. 92,663
United Internet AG 57,615
United Overseas Bank, Ltd. 378,002
United Parcel Service, Inc., Class B 542,538
United Rentals, Inc. 106,656
United States Treasury Bills 0.29 06/16/2016 1,149,538
United Utilities Group PLC 571,730
UnitedHealth Group, Inc. 1,582,505
Universal Health Services, Inc., Class B 316,789
US Bancorp 1,225,737
USS Co., Ltd. 63,903
Valeant Pharmaceuticals International, Inc. 110,114
Valeo SA 172,788
Valero Energy Corp. 283,242
Vallourec SA 40,550
Vantiv, Inc., Class A 193,537
Varian Medical Systems, Inc. 251,823
Ventas, Inc. 335,892
Veolia Environnement SA 245,976
VEREIT, Inc. 181,906
Verisk Analytics, Inc. 528,751
Vermilion Energy, Inc. 143,611
Vertex Pharmaceuticals, Inc. 228,295
Vestas Wind Systems A/S 148,438
VF Corp. 373,600
Viacom, Inc., Class B 326,195
Vicinity Centres 460,261
Visa, Inc., Class A 2,088,210
Vivendi SA 357,083
VMware, Inc., Class A 91,595
Voya Financial, Inc. 169,183
Vulcan Materials Co. 334,129
Walgreens Boots Alliance, Inc. 898,083
Walt Disney Co. 2,140,428
Waste Management, Inc. 444,683
Weatherford International PLC 219,933
WEC Energy Group, Inc. 414,843
Weir Group PLC 122,074
Welltower, Inc. 282,422
Wendel SA 159,903
Wesfarmers, Ltd. 164,873
West Japan Railway Co. 191,407
Western Digital Corp. 97,362
Western Union Co. 224,150
Westfield Corp. 272,481
Westpac Banking Corp. 672,399
Weyerhaeuser Co. 246,477
WH Group, Ltd. 26,806
Wharf Holdings, Ltd. 147,576
Wheelock & Co., Ltd. 80,401
Whirlpool Corp. 189,357
Whitbread PLC 266,177
Whiting Petroleum Corp. 26,861
Whole Foods Market, Inc. 215,468
William Demant Holding A/S 187,640
Williams Cos., Inc. 251,592
Willis Towers Watson PLC 248,593
WM Morrison Supermarkets PLC 239,094
Wolseley PLC 238,911
Wolters Kluwer NV 685,104
Woodside Petroleum, Ltd. 303,350
Workday, Inc., Class A 45,489
WorleyParsons, Ltd. 45,105
WPP PLC 667,407
Page 59 of 171
WR Berkley Corp. 433,414
WW Grainger, Inc. 406,168
Wyndham Worldwide Corp. 161,879
Xerox Corp. 249,192
XL Group PLC 371,643
Xylem, Inc. 84,745
Yahoo Japan Corp. 107,253
Yahoo!, Inc. 448,493
Yakult Honsha Co., Ltd. 79,728
Yamada Denki Co., Ltd. 76,577
Yamaguchi Financial Group, Inc. 172,704
Yamato Holdings Co., Ltd. 129,775
Yangzijiang Shipbuilding Holdings, Ltd. 28,356
Yaskawa Electric Corp. 54,248
Yokohama Rubber Co., Ltd. 24,670
Yum! Brands, Inc. 416,944
Zimmer Biomet Holdings, Inc. 275,105
Zodiac Aerospace 140,449
Zoetis, Inc. 378,046
Zurich Insurance Group AG 406,169
Futures Contracts
Description Expiration Month
Unrealized
Appreciation
(Depreciation) ($)
S&P 500 E-Mini Index Long June 2016 152,216
VALIC Company I - Global Strategy Fund - (unaudited)
March 31, 2016
Security Coupon(%) Maturity Date Market Value ($)
ABB, Ltd. 2,341,063
Akzo Nobel NV 3,059,711
Allegheny Technologies, Inc. 1,710,033
Allergan PLC 4,933,092
Alphabet, Inc., Class A 4,089,144
Amgen, Inc. 3,965,649
Apache Corp. 2,462,465
Applied Materials, Inc. 2,909,920
Aviva PLC 3,395,245
AXA SA 3,484,268
BAE Systems PLC 2,652,757
Baker Hughes, Inc. 1,879,430
Bangkok Bank PCL NVDR 2,292,211
Bank Negara Malaysia Monetary Notes 0.00 09/22/2016 197,651
Bank Negara Malaysia Monetary Notes 2.70 05/12/2016 2,557
Bank Negara Malaysia Monetary Notes 2.75 05/12/2016 161,078
Bank Negara Malaysia Monetary Notes 3.04 04/19/2016 72,210
Bank Negara Malaysia Monetary Notes 3.05 09/15/2016 114,087
Bank Negara Malaysia Monetary Notes 3.05 05/03/2016 112,566
Bank Negara Malaysia Monetary Notes 3.05 07/05/2016 170,698
Bank Negara Malaysia Monetary Notes 3.05 07/19/2016 269,801
Bank Negara Malaysia Monetary Notes 3.05 10/06/2016 88,600
Bank Negara Malaysia Monetary Notes 3.05 10/11/2016 359,330
Bank Negara Malaysia Monetary Notes 3.05 10/18/2016 268,096
Bank Negara Malaysia Monetary Notes 3.08 06/07/2016 380,331
Bank Negara Malaysia Monetary Notes 3.10 09/15/2016 50,705
Bank Negara Malaysia Monetary Notes 3.11 09/15/2016 83,664
Bank of Korea 1.50 06/10/2019 712,385
Bank of Korea 1.56 08/09/2016 1,123,837
Bank of Korea 1.56 10/02/2017 2,754,443
Bank of Korea 1.57 01/09/2017 52,581
Bank of Korea 1.61 11/09/2016 871,242
Bank of Korea 1.70 08/02/2017 541,158
Bank of Korea 1.75 12/10/2018 1,222,173
Bank of Korea 2.00 03/10/2021 1,699,641
Bank of Korea 2.46 08/02/2016 1,207,504
Bank of Korea 2.79 06/02/2016 6,496,332
Bank of Korea 2.80 04/02/2016 2,158,425
Page 60 of 171
Barclays PLC 2,415,204
BNP Paribas SA 4,239,238
BP PLC 3,775,567
Brazil Letras do Tesouro Nacional 0.00 07/01/2016 10,760
Brazil Letras do Tesouro Nacional 0.00 10/01/2016 247,169
Brazil Letras do Tesouro Nacional 10.00 01/01/2023 14,541
Brazil Letras do Tesouro Nacional 10.00 01/01/2027 66,368
Brazil Notas do Tesouro Nacional 6.00 08/15/2016 367,205
Brazil Notas do Tesouro Nacional 6.00 08/15/2018 1,309,508
Brazil Notas do Tesouro Nacional 6.00 05/15/2045 3,627,571
Brazil Notas do Tesouro Nacional 10.00 01/01/2017 2,318,653
Brazil Notas do Tesouro Nacional 10.00 01/01/2021 885,886
Brazil Notas do Tesouro Nacional Serie F 10.00 01/01/2025 7,190,313
Capital One Financial Corp. 3,319,949
Chesapeake Energy Corp. 573,174
Chevron Corp. 3,183,498
China Life Insurance Co., Ltd. 1,677,789
China Telecom Corp., Ltd. 3,329,745
Chubb, Ltd. 1,915,575
Cie de Saint-Gobain 3,028,990
Cie Generale des Etablissements Michelin 3,084,266
Cisco Systems, Inc. 995,596
Citigroup, Inc. 4,091,083
Comcast Corp., Class A 4,822,571
Credit Agricole SA 2,352,933
Credit Suisse Group AG 2,743,373
CRH PLC 3,967,462
CRRC Corp., Ltd., Class H 1,510,258
CVS Health Corp. 3,096,341
DBS Group Holdings, Ltd. 2,563,942
Deutsche Boerse AG 1,308,126
Deutsche Lufthansa AG 2,844,517
Eni SpA 2,873,581
Euro Time Deposit with State Street Bank and Trust Co. 0.01 04/01/2016 17,889,000
Federal Agricultural Mtg. Corp. 0.15 04/01/2016 2,700,000
Federal Home Loan Bank 0.08 04/01/2016 17,525,000
Federal Home Loan Mtg. Corp. 0.20 04/01/2016 1,600,000
Galp Energia SGPS SA 2,126,606
General Motors Co. 2,119,639
Getinge AB, Class B 2,342,250
Gilead Sciences, Inc. 4,324,769
GlaxoSmithKline PLC 2,741,753
Glencore PLC 1,692,562
Government of Malaysia 2.50 01/20/2017 42,709
Government of Malaysia 2.70 01/20/2017 55,271
Government of Malaysia 2.70 05/06/2016 2,558
Government of Malaysia 2.80 05/27/2016 10,216
Government of Malaysia 2.97 04/29/2016 10,236
Government of Malaysia 3.05 08/05/2016 104,236
Government of Malaysia 3.17 07/15/2016 5,479,225
Government of Malaysia 3.31 10/31/2017 302,257
Government of Malaysia 3.39 03/15/2017 1,810,654
Government of Malaysia 3.81 02/15/2017 1,155,776
Government of Malaysia 4.01 09/15/2017 247,722
Government of Malaysia 4.26 09/15/2016 708,643
Government of Poland 1.75 01/25/2017 364,454
Government of Poland 1.75 01/25/2021 363,951
Government of Poland 4.75 10/25/2016 2,982,851
Government of Poland 4.75 04/25/2017 8,323
Government of Ukraine 7.75 09/01/2019 143,580
Government of Ukraine 7.75 09/01/2020 867,604
Government of Ukraine 7.75 09/01/2021 795,211
Government of Ukraine 7.75 09/01/2022 785,985
Government of Ukraine 7.75 09/01/2023 777,051
Government of Ukraine 7.75 09/01/2024 565,870
Government of Ukraine 7.75 09/01/2025 561,123
Government of Ukraine 7.75 09/01/2026 558,547
Government of Ukraine 7.75 09/01/2027 558,654
Government of Ukraine 05/31/2040 496,858
Page 61 of 171
Halliburton Co. 3,643,797
Hana Financial Group, Inc. 1,475,552
HeidelbergCement AG 2,147,524
HSBC Holdings PLC 3,279,241
Hyundai Mobis Co., Ltd. 1,791,076
ING Groep NV CVA 2,919,714
Ionis Pharmaceuticals, Inc. 1,441,395
JPMorgan Chase & Co. 5,060,349
KB Financial Group, Inc. ADR 1,056,366
Kingfisher PLC 2,284,683
Knowles Corp. 1,752,545
Konica Minolta, Inc. 2,172,013
Kunlun Energy Co., Ltd. 1,354,854
LANXESS AG 2,828,138
Lloyds Banking Group PLC 2,059,441
Macy's, Inc. 2,348,233
Marks & Spencer Group PLC 2,236,014
Medtronic PLC 2,229,750
Merck & Co., Inc. 1,396,295
Merck KGaA 2,906,333
METRO AG 1,783,807
Michael Kors Holdings, Ltd. 1,337,990
Microsoft Corp. 6,329,027
MMC Norilsk Nickel PJSC ADR 1,131,936
Morgan Stanley 2,324,179
News Corp., Class A 2,170,938
Nissan Motor Co., Ltd. 4,096,780
Novartis AG 1,161,244
Oracle Corp. 4,145,001
Petrofac, Ltd. 2,066,456
Pfizer, Inc. 1,266,488
POSCO ADR 1,917,575
QIAGEN NV 1,351,777
Republic of Hungary 6.25 01/29/2020 822,717
Republic of Hungary 6.38 03/29/2021 295,376
Republic of Indonesia 5.62 05/15/2023 5,785
Republic of Indonesia 7.00 05/15/2022 21,352
Republic of Indonesia 7.88 04/15/2019 26,390
Republic of Indonesia 8.25 07/15/2021 353,209
Republic of Indonesia 8.38 03/15/2024 6,987,129
Republic of Indonesia 8.38 09/15/2026 207,327
Republic of Indonesia 8.38 03/15/2034 638,479
Republic of Indonesia 9.00 09/15/2018 216,123
Republic of Indonesia 9.00 03/15/2029 89,950
Republic of Indonesia 10.25 07/15/2022 9,805
Republic of Indonesia 11.00 11/15/2020 1,131,094
Republic of Indonesia 11.50 09/15/2019 3,783,318
Republic of Indonesia 12.80 06/15/2021 648,758
Republic of Indonesia 12.90 06/15/2022 21,545
Republic of Portugal Obrigacoes Do Tesouro 3.88 02/15/2030 2,571,267
Republic of Portugal Obrigacoes Do Tesouro 4.95 10/25/2023 19,847
Republic of Portugal Obrigacoes Do Tesouro 5.65 02/15/2024 51,434
Republic of Serbia 5.25 11/21/2017 278,446
Republic of Singapore 1.12 04/01/2016 4,184,442
Republic of South Korea 2.00 12/10/2017 2,024,047
Republic of South Korea 2.75 06/10/2016 511,943
Republic of South Korea 3.00 12/10/2016 1,365,394
Republic of the Philippines 1.20 09/14/2016 68,138
Republic of the Philippines 1.25 08/24/2016 151,727
Republic of the Philippines 1.26 08/03/2016 170,444
Republic of the Philippines 1.30 07/20/2016 516,489
Republic of the Philippines 1.32 03/15/2017 135,495
Republic of the Philippines 1.36 02/22/2017 202,548
Republic of the Philippines 1.37 01/18/2017 553,544
Republic of the Philippines 1.39 06/08/2016 93,314
Republic of the Philippines 1.53 12/07/2016 93,630
Republic of the Philippines 1.62 04/25/2016 556,073
Republic of the Philippines 2.12 05/23/2018 1,870,690
Republic of the Philippines 2.88 05/22/2017 141,013
Page 62 of 171
Republic of the Philippines 3.88 11/22/2019 369,162
Republic of the Philippines 5.88 01/31/2018 46,507
Roche Holding AG 3,436,464
Royal Dutch Shell PLC, Class B 4,234,654
Samsung Electronics Co., Ltd. 6,766,506
Sanofi 3,405,233
Siemens AG ADR 2,512,750
Singapore Telecommunications, Ltd. 10 1,556,820
Sinopharm Group Co., Ltd. 2,591,282
Sky PLC 3,530,903
SoftBank Group Corp. 2,665,240
Standard Chartered PLC 1,451,229
Stanley Black & Decker, Inc. 2,854,347
Subsea 7 SA 1,579,443
Suntory Beverage & Food, Ltd. 2,955,191
Swiss Re AG 1,743,699
Taiwan Semiconductor Manufacturing Co., Ltd. 1,585,138
Technip SA 1,741,519
Telefonica SA ADR 3,000,704
Telenor ASA 2,818,588
Tesco PLC 2,249,344
Teva Pharmaceutical Industries, Ltd. ADR 4,396,970
Toshiba Corp. 844,516
TOTAL SA 3,540,530
Toyota Motor Corp. ADR 2,436,216
Twenty-First Century Fox, Inc., Class A 2,097,050
UniCredit SpA 1,877,799
United Mexican States 2.50 12/10/2020 132,676
United Mexican States 3.20 04/14/2016 5,993
United Mexican States 3.22 04/28/2016 4,490
United Mexican States 3.24 04/28/2016 112,034
United Mexican States 3.24 04/14/2016 598,761
United Mexican States 3.27 04/14/2016 63,310
United Mexican States 3.33 04/28/2016 117,482
United Mexican States 3.34 04/28/2016 181,045
United Mexican States 3.35 04/28/2016 90,520
United Mexican States 3.37 04/14/2016 116,349
United Mexican States 3.41 05/12/2016 106,910
United Mexican States 3.41 04/28/2016 321,184
United Mexican States 3.41 05/26/2016 37,236
United Mexican States 3.42 10/13/2016 7,346
United Mexican States 3.43 07/21/2016 284,566
United Mexican States 3.43 08/04/2016 817,545
United Mexican States 3.44 07/07/2016 514,376
United Mexican States 3.44 05/26/2016 90,257
United Mexican States 3.44 04/28/2016 140,630
United Mexican States 3.46 06/23/2016 258,266
United Mexican States 3.47 05/26/2016 427,003
United Mexican States 3.48 05/26/2016 427,003
United Mexican States 3.48 08/18/2016 55,330
United Mexican States 3.49 08/18/2016 36,885
United Mexican States 3.49 06/23/2016 69,890
United Mexican States 3.49 06/23/2016 881,314
United Mexican States 3.50 05/26/2016 18,011
United Mexican States 3.50 12/14/2017 262,117
United Mexican States 3.51 10/13/2016 11,214
United Mexican States 3.55 06/23/2016 262,448
United Mexican States 3.55 06/23/2016 77,484
United Mexican States 3.56 10/13/2016 88,837
United Mexican States 3.57 06/23/2016 232,453
United Mexican States 3.61 10/13/2016 165,146
United Mexican States 3.61 10/13/2016 247,714
United Mexican States 3.63 06/23/2016 191,313
United Mexican States 3.63 08/18/2016 569,768
United Mexican States 3.63 05/26/2016 207,848
United Mexican States 3.75 05/19/2016 330,540
United Mexican States 3.76 05/12/2016 471,515
United Mexican States 3.79 04/21/2016 96,599
United Mexican States 3.82 04/28/2016 83,652
Page 63 of 171
United Mexican States 3.93 05/26/2016 96,247
United Mexican States 3.98 06/23/2016 159,902
United Mexican States 3.99 07/07/2016 102,184
United Mexican States 4.00 06/13/2019 178,831
United Mexican States 4.00 10/13/2016 162,552
United Mexican States 4.00 08/04/2016 63,658
United Mexican States 4.01 08/04/2016 95,493
United Mexican States 4.01 09/01/2016 115,089
United Mexican States 4.07 08/18/2016 363,997
United Mexican States 4.08 08/18/2016 242,661
United Mexican States 4.11 10/13/2016 221,037
United Mexican States 4.11 02/02/2017 520,164
United Mexican States 5.00 06/16/2016 264,897
United Mexican States 5.00 06/15/2017 4,415,710
United Mexican States 6.25 06/16/2016 536,049
United Mexican States 7.25 12/15/2016 8,099,484
United Mexican States 7.75 12/14/2017 1,164,857
United Mexico States 3.36 06/09/2016 88,350
United Mexico States 3.49 12/08/2016 315,511
United Mexico States 3.49 06/09/2016 513,565
United Mexico States 3.49 06/09/2016 355,761
United Mexico States 3.50 06/09/2016 316,711
United Mexico States 3.50 06/09/2016 590,597
United Mexico States 3.51 06/09/2016 180,233
United Mexico States 3.53 12/08/2016 88,274
United Mexico States 3.55 12/08/2016 401,821
United Mexico States 3.55 12/08/2016 401,826
United Mexico States 3.92 06/09/2016 115,203
United Mexico States 4.03 12/08/2016 242,281
United Mexico States 4.13 12/08/2016 239,596
United Mexico States 4.14 12/08/2016 179,699
United Parcel Service, Inc., Class B 1,686,465
Vodafone Group PLC ADR 3,720,236
Voya Financial, Inc. 1,549,231
Walgreens Boots Alliance, Inc. 2,959,351
Weichai Power Co., Ltd. 943,351
Forward Foreign Currency Contracts
Description Settlement Date
Unrealized
Appreciation /
(Depreciation) ($)
BOUGHT CLP/SOLD USD 04/04/2016 4,173
BOUGHT CLP/SOLD USD 04/07/2016 24,274
BOUGHT CLP/SOLD USD 04/11/2016 1,270
BOUGHT CLP/SOLD USD 04/18/2016 1,981
BOUGHT CLP/SOLD USD 04/21/2016 16,695
BOUGHT CLP/SOLD USD 04/22/2016 33,158
BOUGHT CLP/SOLD USD 04/27/2016 5,258
BOUGHT CLP/SOLD USD 05/02/2016 617
BOUGHT CLP/SOLD USD 05/05/2016 4,739
BOUGHT CLP/SOLD USD 05/12/2016 7,216
BOUGHT CLP/SOLD USD 05/16/2016 17,658
BOUGHT CLP/SOLD USD 05/17/2016 5,602
BOUGHT CLP/SOLD USD 05/18/2016 2,693
BOUGHT CLP/SOLD USD 05/24/2016 9,567
BOUGHT CLP/SOLD USD 05/26/2016 1,430
BOUGHT CLP/SOLD USD 05/31/2016 5,254
BOUGHT CLP/SOLD USD 06/02/2016 9,190
BOUGHT CLP/SOLD USD 06/03/2016 4,284
BOUGHT CLP/SOLD USD 06/06/2016 2,574
BOUGHT CLP/SOLD USD 06/10/2016 1,299
BOUGHT CLP/SOLD USD 06/13/2016 6,083
BOUGHT CLP/SOLD USD 06/14/2016 2,587
Page 64 of 171
BOUGHT CLP/SOLD USD 06/15/2016 7,699
BOUGHT CLP/SOLD USD 06/23/2016 3,458
BOUGHT INR/SOLD USD 04/11/2016 1,842
BOUGHT INR/SOLD USD 04/18/2016 5,523
BOUGHT INR/SOLD USD 04/20/2016 21,856
BOUGHT INR/SOLD USD 04/25/2016 6,107
BOUGHT INR/SOLD USD 04/27/2016 7,723
BOUGHT INR/SOLD USD 04/28/2016 5,961
BOUGHT INR/SOLD USD 04/29/2016 48,679
BOUGHT INR/SOLD USD 05/05/2016 11,830
BOUGHT INR/SOLD USD 05/09/2016 21,578
BOUGHT INR/SOLD USD 05/10/2016 2,801
BOUGHT INR/SOLD USD 05/16/2016 50,176
BOUGHT INR/SOLD USD 05/23/2016 84,166
BOUGHT INR/SOLD USD 06/03/2016 3,879
BOUGHT INR/SOLD USD 06/13/2016 2,911
BOUGHT KRW/SOLD EUR 09/30/2016 (191)
BOUGHT MXN/SOLD USD 03/10/2017 28,621
BOUGHT MYR/SOLD EUR 04/15/2016 99,592
BOUGHT MYR/SOLD EUR 07/08/2016 156,360
BOUGHT MYR/SOLD EUR 07/19/2016 200,583
BOUGHT MYR/SOLD EUR 07/20/2016 (13,937)
BOUGHT MYR/SOLD EUR 07/22/2016 32,524
BOUGHT MYR/SOLD EUR 07/27/2016 (22,399)
BOUGHT MYR/SOLD EUR 07/29/2016 (12,063)
BOUGHT MYR/SOLD EUR 10/17/2016 233,096
SOLD AUD/BOUGHT USD 05/18/2016 (158,180)
SOLD AUD/BOUGHT USD 05/19/2016 (162,476)
SOLD AUD/BOUGHT USD 06/14/2016 (147,973)
SOLD AUD/BOUGHT USD 06/22/2016 (32,539)
SOLD AUD/BOUGHT USD 09/14/2016 (55,058)
SOLD AUD/BOUGHT USD 12/12/2016 (63,891)
SOLD AUD/BOUGHT USD 12/14/2016 (28,876)
SOLD CLP/BOUGHT USD 04/04/2016 (626)
SOLD EUR/BOUGHT USD 04/01/2016 (8,639)
SOLD EUR/BOUGHT USD 04/08/2016 (11,867)
SOLD EUR/BOUGHT USD 04/13/2016 (7,370)
SOLD EUR/BOUGHT USD 04/15/2016 1,994
SOLD EUR/BOUGHT USD 04/21/2016 (352)
SOLD EUR/BOUGHT USD 04/29/2016 (365,914)
SOLD EUR/BOUGHT USD 05/05/2016 (6,527)
SOLD EUR/BOUGHT USD 05/12/2016 (61,330)
SOLD EUR/BOUGHT USD 05/16/2016 (8,598)
SOLD EUR/BOUGHT USD 05/19/2016 (76,637)
SOLD EUR/BOUGHT USD 05/26/2016 5,378
SOLD EUR/BOUGHT USD 06/06/2016 (6,786)
SOLD EUR/BOUGHT USD 06/09/2016 (88,743)
SOLD EUR/BOUGHT USD 06/16/2016 (5,517)
SOLD EUR/BOUGHT USD 06/23/2016 (701)
SOLD EUR/BOUGHT USD 06/24/2016 (1,988)
SOLD EUR/BOUGHT USD 06/30/2016 (17,003)
SOLD EUR/BOUGHT USD 07/15/2016 (154,912)
SOLD EUR/BOUGHT USD 07/19/2016 (107,339)
SOLD EUR/BOUGHT USD 07/21/2016 (8,216)
SOLD EUR/BOUGHT USD 07/25/2016 (120,420)
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SOLD EUR/BOUGHT USD 07/27/2016 (16,399)
SOLD EUR/BOUGHT USD 07/28/2016 (5,092)
SOLD EUR/BOUGHT USD 07/29/2016 (69,066)
SOLD EUR/BOUGHT USD 08/05/2016 (51,247)
SOLD EUR/BOUGHT USD 08/10/2016 (5,523)
SOLD EUR/BOUGHT USD 08/26/2016 28,825
SOLD EUR/BOUGHT USD 08/31/2016 (1,005)
SOLD EUR/BOUGHT USD 10/11/2016 (7,011)
SOLD EUR/BOUGHT USD 10/27/2016 (12,732)
SOLD EUR/BOUGHT USD 11/18/2016 (45,928)
SOLD EUR/BOUGHT USD 11/25/2016 (8,038)
SOLD EUR/BOUGHT USD 11/28/2016 (8,248)
SOLD EUR/BOUGHT USD 01/13/2017 (169,444)
SOLD EUR/BOUGHT USD 01/19/2017 (203,043)
SOLD EUR/BOUGHT USD 01/23/2017 (23,395)
SOLD EUR/BOUGHT USD 01/27/2017 (52,371)
SOLD EUR/BOUGHT USD 02/03/2017 (55,957)
SOLD EUR/BOUGHT USD 02/08/2017 (7,907)
SOLD EUR/BOUGHT USD 02/10/2017 (5,977)
SOLD EUR/BOUGHT USD 02/13/2017 (8,006)
SOLD EUR/BOUGHT USD 02/16/2017 (22,935)
SOLD JPY/BOUGHT USD 04/20/2016 (47,227)
SOLD JPY/BOUGHT USD 05/06/2016 (353,226)
SOLD JPY/BOUGHT USD 05/16/2016 (553,061)
SOLD JPY/BOUGHT USD 06/08/2016 (25,160)
SOLD JPY/BOUGHT USD 06/09/2016 (36,348)
SOLD JPY/BOUGHT USD 06/10/2016 (125,385)
SOLD JPY/BOUGHT USD 06/13/2016 (69,246)
SOLD JPY/BOUGHT USD 06/16/2016 (44,942)
SOLD JPY/BOUGHT USD 06/17/2016 (27,498)
SOLD JPY/BOUGHT USD 06/20/2016 (25,288)
SOLD JPY/BOUGHT USD 06/22/2016 (31,223)
SOLD JPY/BOUGHT USD 07/15/2016 (26,407)
SOLD JPY/BOUGHT USD 07/25/2016 (145,591)
SOLD JPY/BOUGHT USD 08/08/2016 (63,378)
SOLD JPY/BOUGHT USD 08/16/2016 1,724
SOLD JPY/BOUGHT USD 08/31/2016 (320)
SOLD JPY/BOUGHT USD 09/09/2016 (2,901)
SOLD JPY/BOUGHT USD 09/20/2016 (16,302)
SOLD JPY/BOUGHT USD 09/26/2016 (277,322)
SOLD JPY/BOUGHT USD 10/11/2016 (41,473)
SOLD JPY/BOUGHT USD 10/13/2016 (41,479)
SOLD JPY/BOUGHT USD 10/19/2016 (22,693)
SOLD JPY/BOUGHT USD 11/14/2016 (42,267)
SOLD JPY/BOUGHT USD 11/18/2016 (495,520)
SOLD JPY/BOUGHT USD 01/10/2017 (5,109)
SOLD JPY/BOUGHT USD 01/19/2017 (18,130)
SOLD JPY/BOUGHT USD 01/23/2017 (18,547)
SOLD JPY/BOUGHT USD 02/08/2017 (78,832)
SOLD JPY/BOUGHT USD 02/09/2017 (76,551)
SOLD JPY/BOUGHT USD 02/16/2017 (11,484)
SOLD JPY/BOUGHT USD 02/27/2017 1,063
SOLD KRW/BOUGHT USD 04/18/2016 (124,435)
SOLD KRW/BOUGHT USD 04/25/2016 (142,156)
SOLD KRW/BOUGHT USD 04/26/2016 (40,371)
Page 66 of 171
SOLD KRW/BOUGHT USD 05/02/2016 (49,538)
SOLD KRW/BOUGHT USD 05/12/2016 (43,263)
SOLD KRW/BOUGHT USD 05/16/2016 (32,481)
SOLD KRW/BOUGHT USD 05/17/2016 (100,916)
SOLD KRW/BOUGHT USD 05/18/2016 (58,245)
SOLD KRW/BOUGHT USD 05/19/2016 (180,507)
SOLD KRW/BOUGHT USD 05/23/2016 (58,845)
SOLD KRW/BOUGHT USD 05/24/2016 (106,398)
SOLD KRW/BOUGHT USD 05/31/2016 (34,181)
SOLD KRW/BOUGHT USD 06/02/2016 (97,596)
SOLD KRW/BOUGHT USD 06/07/2016 (134,086)
SOLD KRW/BOUGHT USD 06/16/2016 (39,903)
SOLD KRW/BOUGHT USD 06/20/2016 (32,702)
SOLD KRW/BOUGHT USD 09/19/2016 (125,845)
SOLD KRW/BOUGHT USD 09/26/2016 (19,365)
SOLD KRW/BOUGHT USD 09/28/2016 (29,860)
VALIC Company I - Government Securities Fund - (unaudited)
March 31, 2016
Security Coupon(%) Maturity Date Market Value ($)
A10 Securitization LLC 2.10 04/15/2034 411,585
ACE INA Holdings, Inc. 3.35 05/03/2026 130,499
Actavis Funding SCS 3.45 03/15/2022 130,808
American Express Co. 3.62 12/05/2024 104,737
Anheuser-Busch InBev Finance, Inc. 3.65 02/01/2026 302,865
Apple, Inc. 2.40 05/03/2023 228,381
Apple, Inc. 2.85 05/06/2021 158,328
AT&T, Inc. 3.95 01/15/2025 177,726
Australia & New Zealand Banking Group, Ltd. 2.40 11/23/2016 252,263
Barclays Commercial Mtg. Securities Trust 2.47 03/10/2036 468,152
Berkshire Hathaway Finance Corp. 0.95 08/15/2016 1,251,278
BP Capital Markets PLC 2.52 01/15/2020 253,830
Buckeye Partners LP 4.88 02/01/2021 191,886
Cisco Systems, Inc. 4.95 02/15/2019 221,313
Citigroup, Inc. 4.50 01/14/2022 177,351
CNOOC Finance 2015 USA LLC 3.50 05/05/2025 395,353
Comcast Corp. 5.70 05/15/2018 218,626
Commercial Mtg. Pass Through Certs. 1.75 08/15/2045 73,138
DBUBS Mtg. Trust 3.53 07/10/2044 231,245
Dow Chemical Co. 8.55 05/15/2019 237,902
Eleven Madison Trust 2015-11MD Mtg. Trust 3.55 09/10/2035 423,478
Enterprise Products Operating LLC 3.70 02/15/2026 124,566
Federal Farm Credit Bank 3.35 10/21/2025 1,633,557
Federal Farm Credit Bank 4.88 01/17/2017 1,033,461
Federal Home Loan Mtg. Corp. 2.63 12/01/2035 21,815
Federal Home Loan Mtg. Corp. 3.00 07/15/2042 1,513,709
Federal Home Loan Mtg. Corp. 3.00 11/01/2042 1,573,429
Federal Home Loan Mtg. Corp. 3.50 06/01/2033 2,400,999
Federal Home Loan Mtg. Corp. 4.50 09/01/2019 51,568
Federal Home Loan Mtg. Corp. 4.50 09/01/2039 1,064,154
Federal Home Loan Mtg. Corp. 4.50 11/01/2039 468,207
Federal Home Loan Mtg. Corp. 4.50 02/01/2040 678,068
Federal Home Loan Mtg. Corp. 4.50 04/01/2040 59,998
Federal Home Loan Mtg. Corp. 4.50 06/01/2040 19,028
Federal Home Loan Mtg. Corp. 4.50 06/01/2040 163,618
Federal Home Loan Mtg. Corp. 4.50 08/01/2040 734,656
Federal Home Loan Mtg. Corp. 4.50 08/01/2040 11,712
Federal Home Loan Mtg. Corp. 4.50 03/01/2041 25,289
Federal Home Loan Mtg. Corp. 4.50 03/01/2041 2,255,984
Federal Home Loan Mtg. Corp. 4.50 04/01/2041 302,705
Federal Home Loan Mtg. Corp. 4.50 06/01/2041 522,518
Federal Home Loan Mtg. Corp. 5.00 12/14/2018 1,097,162
Federal Home Loan Mtg. Corp. 5.00 10/01/2034 27,448
Federal Home Loan Mtg. Corp. 5.50 12/01/2036 26,272
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Federal Home Loan Mtg. Corp. 6.00 11/01/2033 91,844
Federal Home Loan Mtg. Corp. 6.50 02/01/2032 51,120
Federal Home Loan Mtg. Corp. 8.00 02/01/2030 3,446
Federal Home Loan Mtg. Corp. 8.00 08/01/2030 344
Federal Home Loan Mtg. Corp. 8.00 06/01/2031 3,029
Federal Home Loan Mtg. Corp. Multifamily Structured Pass Through Certs. 3.28 06/25/2025 1,076,598
Federal Home Loan Mtg. Corp. Multifamily Structured Pass-Through Certs. 3.01 07/25/2025 452,606
Federal Home Loan Mtg. Corp. REMIC 2.00 01/15/2033 2,078,055
Federal Home Loan Mtg. Corp. REMIC 2.00 03/15/2033 535,232
Federal Home Loan Mtg. Corp. REMIC 3.00 04/15/2031 466,721
Federal Home Loan Mtg. Corp. REMIC 3.00 01/15/2033 696,366
Federal Home Loan Mtg. Corp. REMIC 3.00 01/15/2040 720,878
Federal Home Loan Mtg. Corp. REMIC 3.50 06/15/2027 1,091,339
Federal Home Loan Mtg. Corp. REMIC 4.00 02/15/2026 1,118,813
Federal Home Loan Mtg. Corp. REMIC 4.50 08/15/2026 530,260
Federal Home Loan Mtg. Corp. REMIC 4.50 09/15/2026 1,690,092
Federal Home Loan Mtg. Corp. REMIC 4.50 07/15/2040 1,106,212
Federal Home Loan Mtg. Corp. REMIC 6.06 05/15/2042 177,479
Federal National Mtg. Assoc. 0.00 10/09/2019 4,037,844
Federal National Mtg. Assoc. 2.05 01/01/2036 14,670
Federal National Mtg. Assoc. 2.22 02/01/2035 5,886
Federal National Mtg. Assoc. 2.58 11/01/2034 26,327
Federal National Mtg. Assoc. 2.71 06/25/2025 529,073
Federal National Mtg. Assoc. 2.81 04/01/2025 829,288
Federal National Mtg. Assoc. 2.94 01/01/2026 1,666,420
Federal National Mtg. Assoc. 3.02 08/25/2024 1,340,411
Federal National Mtg. Assoc. 4.00 09/01/2040 196,604
Federal National Mtg. Assoc. 4.00 10/01/2040 195,180
Federal National Mtg. Assoc. 4.00 12/01/2040 234,744
Federal National Mtg. Assoc. 4.00 01/01/2041 528,726
Federal National Mtg. Assoc. 4.00 02/01/2041 1,777,857
Federal National Mtg. Assoc. 4.00 02/01/2041 322,438
Federal National Mtg. Assoc. 4.00 03/01/2041 2,837,061
Federal National Mtg. Assoc. 4.00 03/01/2041 216,402
Federal National Mtg. Assoc. 4.00 06/01/2042 943,695
Federal National Mtg. Assoc. 4.00 06/01/2042 928,254
Federal National Mtg. Assoc. 5.00 02/01/2019 44,500
Federal National Mtg. Assoc. 5.00 12/01/2036 47,247
Federal National Mtg. Assoc. 5.50 12/01/2033 49,071
Federal National Mtg. Assoc. 5.50 10/01/2034 37,192
Federal National Mtg. Assoc. 6.00 08/25/2037 74,195
Federal National Mtg. Assoc. 6.50 02/01/2017 2,270
Federal National Mtg. Assoc. 6.50 07/01/2032 11,105
Federal National Mtg. Assoc. 7.00 09/01/2031 4,955
Federal National Mtg. Assoc. 7.00 09/01/2031 4,097
Federal National Mtg. Assoc. 7.00 09/01/2031 15,947
Federal National Mtg. Assoc. REMIC 0.00 05/18/2032 418,858
Federal National Mtg. Assoc. REMIC 2.00 03/25/2033 1,432,637
Federal National Mtg. Assoc. REMIC 2.00 04/25/2040 724,129
Federal National Mtg. Assoc. REMIC 2.00 09/25/2041 3,269,289
Federal National Mtg. Assoc. REMIC 2.25 05/25/2042 2,276,821
Federal National Mtg. Assoc. REMIC 2.50 01/25/2042 3,445,820
Federal National Mtg. Assoc. REMIC 2.50 09/25/2042 1,080,654
Federal National Mtg. Assoc. REMIC 2.94 01/25/2026 1,287,036
Federal National Mtg. Assoc. REMIC 3.00 11/25/2030 4,516,038
Federal National Mtg. Assoc. REMIC 3.00 02/25/2036 3,651,903
Federal National Mtg. Assoc. REMIC 3.00 11/25/2045 2,018,522
Federal National Mtg. Assoc. REMIC 3.50 01/25/2032 2,705,572
Federal National Mtg. Assoc. REMIC 4.00 01/25/2029 1,497,967
Federal National Mtg. Assoc. REMIC 4.00 04/25/2031 2,184,442
Federal National Mtg. Assoc. REMIC 4.35 11/25/2034 813,954
Federal National Mtg. Assoc. REMIC 4.50 10/25/2025 1,094,391
Federal National Mtg. Assoc. REMIC 4.50 12/25/2040 294,723
Federal National Mtg. Assoc. REMIC 5.50 08/25/2035 141,046
Gilead Sciences, Inc. 3.50 02/01/2025 151,878
Goldman Sachs Group, Inc. 5.95 01/18/2018 214,478
Government National Mtg. Assoc. 4.50 03/15/2038 52,863
Government National Mtg. Assoc. 4.50 03/15/2039 13,507
Government National Mtg. Assoc. 4.50 05/15/2039 57,864
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Government National Mtg. Assoc. 4.50 05/15/2039 22,343
Government National Mtg. Assoc. 4.50 05/15/2039 77,861
Government National Mtg. Assoc. 4.50 05/15/2039 21,457
Government National Mtg. Assoc. 4.50 05/15/2039 35,521
Government National Mtg. Assoc. 4.50 05/15/2039 46,634
Government National Mtg. Assoc. 4.50 05/15/2039 106,260
Government National Mtg. Assoc. 4.50 06/15/2039 125,559
Government National Mtg. Assoc. 4.50 06/15/2039 40,146
Government National Mtg. Assoc. 4.50 06/15/2039 89,747
Government National Mtg. Assoc. 4.50 06/15/2039 86,517
Government National Mtg. Assoc. 4.50 07/15/2039 120,277
Government National Mtg. Assoc. 4.50 07/15/2039 88,384
Government National Mtg. Assoc. 4.50 07/15/2039 277,111
Government National Mtg. Assoc. 4.50 09/15/2039 7,990
Government National Mtg. Assoc. 4.50 12/15/2039 204,439
Government National Mtg. Assoc. 4.50 04/15/2040 202,131
Government National Mtg. Assoc. 4.50 06/15/2040 611,566
Government National Mtg. Assoc. 4.50 08/15/2040 82,285
Government National Mtg. Assoc. 5.00 09/15/2035 2,826
Government National Mtg. Assoc. 5.00 02/15/2036 121,996
Government National Mtg. Assoc. 5.00 05/15/2036 7,373
Government National Mtg. Assoc. 6.00 01/15/2032 20,931
Government National Mtg. Assoc. 6.50 08/15/2031 66,157
Government National Mtg. Assoc. 7.50 02/15/2029 5,992
Government National Mtg. Assoc. 7.50 07/15/2030 456
Government National Mtg. Assoc. 7.50 01/15/2031 6,581
Government National Mtg. Assoc. 7.50 02/15/2031 1,359
Government National Mtg. Assoc. REMIC 4.00 04/20/2044 499,246
Government National Mtg. Assoc. REMIC 4.50 03/16/2034 567,566
Government National Mtg. Assoc. REMIC 4.50 02/20/2038 1,117,827
Government National Mtg. Assoc. REMIC 5.00 03/20/2035 967,759
Government National Mtg. Assoc. REMIC 5.00 09/20/2038 1,059,974
Israel Government AID 0.01 02/15/2024 2,208,961
Jackson National Life Global Funding 1.88 10/15/2018 225,576
Johnson Controls, Inc. 5.00 03/30/2020 217,962
Magellan Midstream Partners LP 3.20 03/15/2025 131,244
Medtronic, Inc. 3.15 03/15/2022 265,153
Morgan Stanley 3.80 04/29/2016 200,405
Nippon Telegraph & Telephone Corp. 1.40 07/18/2017 60,008
Noble Energy, Inc. 3.90 11/15/2024 109,189
Norfolk Southern Corp. 2.90 02/15/2023 89,438
Norfolk Southern Corp. 5.59 05/17/2025 22,424
Plains All American Pipeline LP/PAA Finance Corp. 2.60 12/15/2019 161,911
Procter & Gamble Co. 1.90 11/01/2019 181,054
Progress Residential Trust 2.74 06/12/2032 454,497
Progress Residential Trust 3.07 11/12/2032 708,912
Resolution Funding Corp. 0.01 07/15/2020 1,873,786
San Diego Gas & Electric Co. 6.00 06/01/2026 250,414
State Street Bank and Trust Co. Repurchase Agreement 0.01 04/01/2016 9,625,000
Thomson Reuters Corp. 6.50 07/15/2018 220,471
Time Warner, Inc. 3.60 07/15/2025 513,224
UBS-BAMLL Trust 3.66 06/10/2030 226,346
United States Treasury Bonds 0.00 08/15/2024 1,749,457
United States Treasury Bonds 2.00 01/15/2026 2,766,940
United States Treasury Bonds 3.12 02/15/2043 1,107,539
United States Treasury Bonds 3.75 08/15/2041 6,163,670
United States Treasury Bonds 3.88 08/15/2040 3,133,495
United States Treasury Notes 0.62 10/15/2016 5,004,885
United States Treasury Notes 0.62 05/31/2017 3,997,656
United States Treasury Notes 1.75 05/15/2023 8,110,000
United States Treasury Notes 2.00 02/15/2022 5,170,900
United States Treasury Notes 2.50 08/15/2023 3,196,992
United States Treasury Notes 2.62 08/15/2020 3,453,632
Verizon Communications, Inc. 2.50 09/15/2016 110,847
Walgreens Boots Alliance, Inc. 3.80 11/18/2024 334,426
Wells Fargo Resecuritization Trust 1.75 08/20/2021 25,216
WF-RBS Commercial Mtg. Trust 4.38 03/15/2044 339,914
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VALIC Company I - Growth & Income Fund - (unaudited)
March 31, 2016
Security Coupon(%) Maturity Date Market Value ($)
Abbott Laboratories 836,475
Accenture PLC, Class A 1,597,367
Adobe Systems, Inc. 1,072,884
Aetna, Inc. 634,665
Alexion Pharmaceuticals, Inc. 329,116
Allegion PLC 249,871
Allergan PLC 917,467
Alphabet, Inc., Class A 1,583,780
Alphabet, Inc., Class C 1,615,797
Amazon.com, Inc. 1,608,764
American Electric Power Co., Inc. 547,070
American Tower Corp. 269,643
American Water Works Co., Inc. 66,793
Ameriprise Financial, Inc. 88,275
Amphenol Corp., Class A 60,133
Analog Devices, Inc. 178
Apartment Investment & Management Co., Class A 55,788
Apple, Inc. 3,855,412
Archer-Daniels-Midland Co. 84,748
Arthur J. Gallagher & Co. 172,182
AT&T, Inc. 1,304,909
Automatic Data Processing, Inc. 66,385
AutoNation, Inc. 40,285
AvalonBay Communities, Inc. 491,857
Axiall Corp. 77,641
Baker Hughes, Inc. 143,236
Bank of America Corp. 1,377,485
Bank of New York Mellon Corp. 97,600
BB&T Corp. 82,310
Berkshire Hathaway, Inc., Class B 1,512,157
Best Buy Co., Inc. 221,046
Biogen, Inc. 740,871
BioMarin Pharmaceutical, Inc. 125,864
BlackRock, Inc. 418,901
Boston Beer Co., Inc., Class A 155,274
Boston Properties, Inc. 225,567
Boston Scientific Corp. 687,957
Bristol-Myers Squibb Co. 1,370,226
Broadcom, Ltd. 1,297,646
Cabot Oil & Gas Corp. 299,749
California Resources Corp. 0
Canadian Pacific Railway, Ltd. 359,457
Capital One Financial Corp. 200,306
Caterpillar, Inc. 57,864
CBS Corp., Class B 202,235
Celgene Corp. 971,774
Charles Schwab Corp. 488,725
Charter Communications, Inc., Class A 543,727
Chevron Corp. 1,341,801
Chipotle Mexican Grill, Inc. 53,220
Chubb, Ltd. 1,101,661
Cigna Corp. 220,133
Cisco Systems, Inc. 702,697
Citigroup, Inc. 1,415,116
CMS Energy Corp. 152,232
Coca-Cola Co. 710,741
Cognizant Technology Solutions Corp., Class A 693,525
Columbia Pipeline Group, Inc. 31,049
Comcast Corp., Class A 1,451,688
Comerica, Inc. 115,390
ConocoPhillips 410,190
Constellation Brands, Inc., Class A 483,337
Corning, Inc. 41,843
Costco Wholesale Corp. 734,638
Crown Holdings, Inc. 366,421
Page 70 of 171
CSX Corp. 152,620
Cummins, Inc. 438,001
CVS Health Corp. 27,281
D.R. Horton, Inc. 268,624
Danaher Corp. 177,863
Deere & Co. 63,209
Delta Air Lines, Inc. 306,197
Diamondback Energy, Inc. 215,332
DiamondRock Hospitality Co. 93,478
Discover Financial Services 301,956
DISH Network Corp., Class A 288,847
Dollar General Corp. 512,402
Dow Chemical Co. 581,737
Dr Pepper Snapple Group, Inc. 102,565
E.I. du Pont de Nemours & Co. 649,790
Eastman Chemical Co. 319,184
Eaton Corp. PLC 790,258
Edison International 714,730
Eli Lilly & Co. 1,033,055
EOG Resources, Inc. 412,472
EQT Corp. 341,546
Equifax, Inc. 51,316
Equinix, Inc. 242,410
Essex Property Trust, Inc. 119,502
Estee Lauder Cos., Inc., Class A 127,036
Euro Time Deposit with State Street Bank and Trust Co. 0.01 04/01/2016 1,133,000
Express Scripts Holding Co. 149,332
Exxon Mobil Corp. 1,723,375
Facebook, Inc., Class A 2,060,190
Fidelity National Information Services, Inc. 489,956
Fifth Third Bancorp 77,291
Fluor Corp. 489,314
Ford Motor Co. 317,682
General Electric Co. 1,034,160
General Motors Co. 119,874
Gilead Sciences, Inc. 1,213,930
Global Payments, Inc. 57,725
Goldman Sachs Group, Inc. 323,536
Halliburton Co. 339,626
Harman International Industries, Inc. 333,989
HCA Holdings, Inc. 66,655
HCP, Inc. 211,444
Hershey Co. 402,157
Hess Corp. 64,707
Hewlett Packard Enterprise Co. 251,819
Home Depot, Inc. 1,587,817
Honeywell International, Inc. 1,237,816
HP, Inc. 338,775
Humana, Inc. 588,001
Illumina, Inc. 315,628
Ingersoll-Rand PLC 157,567
Intercontinental Exchange, Inc. 459,934
Invesco, Ltd. 519,736
Johnson & Johnson 1,133,720
Johnson Controls, Inc. 57,091
KeyCorp 166,704
Kimberly-Clark Corp. 966,185
Kimco Realty Corp. 276,489
Kinder Morgan, Inc. 145,595
KLA-Tencor Corp. 66,621
Kroger Co. 479,005
L-3 Communications Holdings, Inc. 474,474
Lam Research Corp. 922,807
LaSalle Hotel Properties 110,402
Liberty Property Trust 150,771
Lincoln National Corp. 58,055
Lowe's Cos., Inc. 1,180,943
lululemon athletica, Inc. 43,944
Magna International, Inc. 51,165
Page 71 of 171
Marathon Petroleum Corp. 72,501
Martin Marietta Materials, Inc. 213,265
Marvell Technology Group, Ltd. 79,913
Masco Corp. 380,262
MasterCard, Inc., Class A 108,014
McKesson Corp. 1,029,359
Mead Johnson Nutrition Co. 41,805
Merck & Co., Inc. 365,608
MetLife, Inc. 895,717
Microsoft Corp. 3,379,303
Molson Coors Brewing Co., Class B 727,025
Mondelez International, Inc., Class A 986,109
Monsanto Co. 49,485
Morgan Stanley 724,815
Mosaic Co. 428,652
Mylan NV 111,611
National Oilwell Varco, Inc. 50,942
Newmont Mining Corp. 80,910
NextEra Energy, Inc. 723,649
Northrop Grumman Corp. 379,770
NXP Semiconductors NV 250,668
Occidental Petroleum Corp. 747,529
Oracle Corp. 218,869
O'Reilly Automotive, Inc. 145,587
PACCAR, Inc. 612,090
Parker-Hannifin Corp. 118,078
PayPal Holdings, Inc. 114,642
Pentair PLC 60,174
PepsiCo, Inc. 1,586,903
Pfizer, Inc. 1,438,607
Philip Morris International, Inc. 1,337,337
Pioneer Natural Resources Co. 547,901
PPL Corp. 571,697
Procter & Gamble Co. 1,224,855
Prologis, Inc. 329,362
Prudential Financial, Inc. 104,430
Public Storage 89,093
PulteGroup, Inc. 246,037
PVH Corp. 51,610
Qorvo, Inc. 37,555
Quest Diagnostics, Inc. 79,381
Ralph Lauren Corp. 188,381
Regeneron Pharmaceuticals, Inc. 38,928
Ross Stores, Inc. 61,895
Royal Caribbean Cruises, Ltd. 544,819
Schlumberger, Ltd. 288,436
Sealed Air Corp. 60,157
Sempra Energy 167,104
Simon Property Group, Inc. 132,299
SL Green Realty Corp. 159,464
Snap-on, Inc. 61,226
Stanley Black & Decker, Inc. 502,588
Starbucks Corp. 607,627
State Street Corp. 375,523
STORE Capital Corp. 49,172
Stryker Corp. 301,699
SVB Financial Group 94,498
Synchrony Financial 277,371
Target Corp. 313,651
TD Ameritrade Holding Corp. 154,308
TE Connectivity, Ltd. 628,860
Texas Instruments, Inc. 894,259
Textron, Inc. 56,148
Thermo Fisher Scientific, Inc. 393,620
Tiffany & Co. 151,897
Time Warner Cable, Inc. 293,630
Time Warner, Inc. 1,232,915
TJX Cos., Inc. 784,832
T-Mobile US, Inc. 100,576
Page 72 of 171
Toll Brothers, Inc. 96,468
Twenty-First Century Fox, Inc., Class A 1,091,502
UGI Corp. 135,173
Union Pacific Corp. 1,027,706
United Continental Holdings, Inc. 555,740
United States Steel Corp. 19,998
United Technologies Corp. 1,231,030
UnitedHealth Group, Inc. 1,245,819
Valero Energy Corp. 371,755
Vantiv, Inc., Class A 122,038
Verizon Communications, Inc. 541,233
Vertex Pharmaceuticals, Inc. 261,999
VF Corp. 511,669
Visa, Inc., Class A 1,079,439
Vornado Realty Trust 107,556
Voya Financial, Inc. 108,899
Walgreens Boots Alliance, Inc. 111,534
Wal-Mart Stores, Inc. 17,739
Wells Fargo & Co. 2,075,079
WestRock Co. 242,962
Xcel Energy, Inc. 710,773
XL Group PLC 476,744
Yum! Brands, Inc. 236,710
Futures Contracts
Description Expiration Month
Unrealized
Appreciation
(Depreciation) ($)
S&P 500 E-Mini Index Long June 2016 33,236
VALIC Company I - Growth Fund - (unaudited)
March 31, 2016
Security Coupon(%) Maturity Date Market Value ($)
3M Co. 13,497,030
AbbVie, Inc. 3,383,046
Accenture PLC, Class A 648,086
Accor SA 894,417
Adecco SA 795,676
Admiral Group PLC 885,469
Adobe Systems, Inc. 10,826,771
Aetna, Inc. 1,026,879
AIA Group, Ltd. 1,873,046
Air Products & Chemicals, Inc. 2,238,681
Alaska Air Group, Inc. 3,598,710
Alexion Pharmaceuticals, Inc. 3,011,189
Alibaba Group Holding, Ltd. ADR 633,821
Allegion PLC 494,390
Allergan PLC 4,812,747
Alliance Data Systems Corp. 1,128,380
Allscripts Healthcare Solutions, Inc. 677,224
Alphabet, Inc., Class A 49,591,552
Alphabet, Inc., Class C 1,956,984
Altria Group, Inc. 13,740,147
Amazon.com, Inc. 25,811,467
AMC Networks, Inc., Class A 808,568
American Eagle Outfitters, Inc. 43,275
American Express Co. 4,490,857
American Tower Corp. 1,197,115
AmerisourceBergen Corp. 1,722,085
Amgen, Inc. 13,145,712
Apple, Inc. 46,819,052
Applied Materials, Inc. 2,042,260
Arthur J. Gallagher & Co. 1,216,039
Ashtead Group PLC 743,906
Astra International Tbk PT 186,499
AT&T, Inc. 2,016,354
Avery Dennison Corp. 1,068,814
Page 73 of 171
B/E Aerospace, Inc. 1,762,983
Bank Central Asia Tbk PT 295,288
Baxter International, Inc. 276,017
Becton Dickinson and Co. 1,712,530
Biogen, Inc. 11,600,900
Bloomin' Brands, Inc. 1,158,463
Bob Evans Farms, Inc. 375,621
Boeing Co. 16,158,573
Boston Scientific Corp. 756,350
Brinker International, Inc. 1,551,869
Bristol-Myers Squibb Co. 13,125,679
Broadcom, Ltd. 294,477
Bruker Corp. 40,600
C.R. Bard, Inc. 6,281,351
Cadence Design Systems, Inc. 2,031,771
Cal-Maine Foods, Inc. 1,623,693
Capita PLC 804,796
Cardinal Health, Inc. 7,597,257
Carlisle Cos., Inc. 1,830,800
Carrefour SA 1,099,476
Carter's, Inc. 5,459,949
Casey's General Stores, Inc. 442,515
Caterpillar, Inc. 2,155,519
CBS Corp., Class B 2,189,442
CDW Corp. 2,343,920
Celgene Corp. 3,525,770
Cerner Corp. 4,352,200
Charles Schwab Corp. 705,263
Chipotle Mexican Grill, Inc. 551,035
Church & Dwight Co., Inc. 4,923,887
Churchill Downs, Inc. 1,411,810
Ciena Corp. 440,389
Cigna Corp. 225,348
Cisco Systems, Inc. 1,384,781
Citrix Systems, Inc. 488,453
Clorox Co. 1,319,596
Coach, Inc. 2,340,975
Coca-Cola Co. 1,757,346
Cognizant Technology Solutions Corp., Class A 4,253,066
Comcast Corp., Class A 21,501,992
Concho Resources, Inc. 4,966,621
Cooper Cos., Inc. 3,692,509
CoreLogic, Inc. 299,565
Credicorp, Ltd. 612,734
CRH PLC 797,612
CSG Systems International, Inc. 1,092,195
CVS Health Corp. 1,757,186
Darden Restaurants, Inc. 1,661,279
Dean Foods Co. 387,951
Delphi Automotive PLC 1,061,533
Delta Air Lines, Inc. 7,083,427
Diamond Resorts International, Inc. 545,195
Dollar Tree, Inc. 9,886,459
Dow Chemical Co. 9,591,484
eBay, Inc. 1,861,319
Edwards Lifesciences Corp. 3,955,689
Electronic Arts, Inc. 4,231,767
EMC Corp. 1,742,324
EOG Resources, Inc. 736,687
EQT Corp. 1,351,253
Equinix, Inc. 1,572,526
Erste Group Bank AG 1,018,566
Essent Group, Ltd. 1,008,696
Estee Lauder Cos., Inc., Class A 7,916,759
Euro Time Deposit with State Street Bank and Trust Co. 0.01 04/01/2016 6,498,000
Expedia, Inc. 7,735,762
Express Scripts Holding Co. 8,246,097
F5 Networks, Inc. 37,259
Facebook, Inc., Class A 31,721,055
Page 74 of 171
Federated Investors, Inc., Class B 961,946
Fiserv, Inc. 7,728,582
Foot Locker, Inc. 1,441,575
Fortune Brands Home & Security, Inc. 1,676,717
Fresenius Medical Care AG & Co. KGaA 1,428,258
General Mills, Inc. 2,226,372
Gentex Corp. 419,676
Gilead Sciences, Inc. 15,438,818
GN Store Nord A/S 622,128
Halliburton Co. 5,008,837
Hang Seng Bank, Ltd. 402,068
Harman International Industries, Inc. 1,587,761
Hawaiian Holdings, Inc. 1,519,990
HD Supply Holdings, Inc. 931,582
HDFC Bank, Ltd. 779,947
Herbalife, Ltd. 1,596,497
Heritage Insurance Holdings, Inc. 100,260
Hologic, Inc. 1,225,751
Home Depot, Inc. 8,174,722
Honeywell International, Inc. 1,529,595
Hormel Foods Corp. 653,183
Huntington Ingalls Industries, Inc. 515,168
Illumina, Inc. 1,500,490
Incyte Corp. 1,940,964
Ingersoll-Rand PLC 895,300
Ingredion, Inc. 1,256,491
Intel Corp. 1,729,819
Interactive Brokers Group, Inc., Class A 786,400
Intercontinental Exchange, Inc. 1,257,529
Interface, Inc. 153,567
International Business Machines Corp. 3,246,331
Intesa Sanpaolo SpA 1,215,017
Intuit, Inc. 1,868,332
Intuitive Surgical, Inc. 2,962,575
iShares Russell 1000 Growth ETF 10,411,045
Jack Henry & Associates, Inc. 466,573
Jazz Pharmaceuticals PLC 1,597,410
Jeronimo Martins SGPS SA 660,738
JetBlue Airways Corp. 314,202
Johnson & Johnson 4,895,509
Julius Baer Group, Ltd. 753,799
Kering 461,211
Kroger Co. 7,894,112
Lamar Advertising Co. 919,487
Las Vegas Sands Corp. 2,958,473
LendingClub Corp. 619,927
Lennox International, Inc. 585,373
Liberty Global PLC, Class A 943,905
Liberty Global PLC, Class C 903,205
Liberty Interactive Corp. QVC Group, Class A 600,016
LinkedIn Corp., Class A 2,747,716
Lockheed Martin Corp. 14,425,409
Lowe's Cos., Inc. 652,965
LyondellBasell Industries NV, Class A 5,127,697
Mallinckrodt PLC 49,269
Marcus & Millichap, Inc. 8,455
MarketAxess Holdings, Inc. 243,668
Martin Marietta Materials, Inc. 1,523,321
MasterCard, Inc., Class A 1,404,270
Maxim Integrated Products, Inc. 5,478,786
McDonald's Corp. 1,272,384
Mead Johnson Nutrition Co. 2,227,743
Mediaset SpA 591,589
Melco Crown Entertainment, Ltd. ADR 96,749
Merck & Co., Inc. 1,901,744
MGIC Investment Corp. 751,277
Microsoft Corp. 14,791,257
Mobileye NV 361,340
Mondelez International, Inc., Class A 1,210,260
Page 75 of 171
Mylan NV 318,285
Myriad Genetics, Inc. 241,910
Nidec Corp. 417,398
NIKE, Inc., Class B 165,600
NTT DOCOMO, Inc. 394,629
Oracle Corp. 12,701,246
O'Reilly Automotive, Inc. 17,210,477
ORIX Corp. 974,327
Owens Corning 400,509
PACCAR, Inc. 515,891
Pandora A/S 1,533,378
Pandora Media, Inc. 910,618
Papa Murphy's Holdings, Inc. 113,250
Parker-Hannifin Corp. 3,900,019
PayPal Holdings, Inc. 383,221
PepsiCo, Inc. 27,606,472
Perrigo Co. PLC 6,453,813
PetMed Express, Inc. 95,210
Pfizer, Inc. 1,580,701
Philip Morris International, Inc. 4,784,432
Pilgrim's Pride Corp. 481,711
Pioneer Natural Resources Co. 1,215,994
PPG Industries, Inc. 7,359,901
Procter & Gamble Co. 6,905,644
Public Storage 595,793
QUALCOMM, Inc. 1,317,520
Realogy Holdings Corp. 1,364,055
Regeneron Pharmaceuticals, Inc. 3,666,396
ResMed, Inc. 1,064,466
Roche Holding AG 2,166,499
Ross Stores, Inc. 6,645,994
Royal Bank of Scotland Group PLC 1,006,951
Salesforce.com, Inc. 3,594,414
Sands China, Ltd. 97,611
Schlumberger, Ltd. 632,111
Scripps Networks Interactive, Inc., Class A 1,748,457
Seaboard Corp. 45,045
ServiceMaster Global Holdings, Inc. 385,843
ServiceNow, Inc. 2,144,237
Seven & i Holdings Co., Ltd. 915,438
Sherwin-Williams Co. 8,947,463
Shire PLC 1,586,425
Signet Jewelers, Ltd. 1,296,114
Simon Property Group, Inc. 7,556,178
Sirius XM Holdings, Inc. 4,518,697
Skandinaviska Enskilda Banken AB, Class A 776,527
Skyworks Solutions, Inc. 2,317,369
Smith & Wesson Holding Corp. 1,511,776
Sodexo SA 645,750
Southwest Airlines Co. 2,158,957
Spirit AeroSystems Holdings, Inc., Class A 1,566,235
Splunk, Inc. 4,135,123
St. Jude Medical, Inc. 391,050
Stanley Black & Decker, Inc. 1,111,544
Starbucks Corp. 1,371,966
Symantec Corp. 6,506,851
Symrise AG 623,694
Target Corp. 1,895,649
Tencent Holdings, Ltd. 1,471,121
Tesco PLC 656,093
Teva Pharmaceutical Industries, Ltd. ADR 4,693,844
Textron, Inc. 40,945
Thales SA 438,091
Thermo Fisher Scientific, Inc. 1,199,550
Tiffany & Co. 1,748,572
Time Warner, Inc. 2,136,235
TJX Cos., Inc. 12,119,178
TOTAL SA 979,788
Tractor Supply Co. 1,383,767
Page 76 of 171
Travelport Worldwide, Ltd. 239,856
TripAdvisor, Inc. 3,912,727
Tyson Foods, Inc., Class A 1,883,212
UCB SA 583,789
Ulta Salon Cosmetics & Fragrance, Inc. 1,418,177
Union Pacific Corp. 6,895,474
United Continental Holdings, Inc. 1,969,095
United Parcel Service, Inc., Class B 2,089,888
United Therapeutics Corp. 509,012
UnitedHealth Group, Inc. 469,583
Universal Insurance Holdings, Inc. 487,364
USG Corp. 1,285,654
Valeo SA 415,625
VCA, Inc. 3,496,476
Veolia Environnement SA 741,229
Verizon Communications, Inc. 5,472,247
Vertex Pharmaceuticals, Inc. 615,253
Viacom, Inc., Class B 1,876,836
Visa, Inc., Class A 31,726,963
VMware, Inc., Class A 1,064,352
WABCO Holdings, Inc. 6,870,038
Wabtec Corp. 6,976,727
Walgreens Boots Alliance, Inc. 1,703,922
Walt Disney Co. 18,101,631
Waters Corp. 2,211,903
Western Digital Corp. 1,880,530
Whitbread PLC 585,249
WhiteWave Foods Co. 1,096,996
Williams-Sonoma, Inc. 2,572,835
Wirecard AG 281,538
Xilinx, Inc. 7,248,490
Yum! Brands, Inc. 43,626
Zions Bancorporation 1,168,326
Zoetis, Inc. 2,966,386
VALIC Company I - Health Sciences Fund - (unaudited)
March 31, 2016
Security Coupon(%) Maturity Date Market Value ($)
AbbVie, Inc. 10,137,486
Acadia Healthcare Co., Inc. 5,774,426
ACADIA Pharmaceuticals, Inc. 5,594,796
Acceleron Pharma, Inc. 1,720,628
Acerta Pharma B.V. 806,436
Acerta Pharma B.V., Class B 581,382
Achillion Pharmaceuticals, Inc. 1,323,980
Adeptus Health, Inc., Class A 2,410,436
Advanced Accelerator Applications SA ADR 550,970
Advanced Accelerator Applications SA ADR 1,203,972
Advisory Board Co. 1,925,325
Aetna, Inc. 31,042,305
Agilent Technologies, Inc. 11,640,185
Agios Pharmaceuticals, Inc. 142,100
Aimmune Therapeutics, Inc. 218,316
Alexion Pharmaceuticals, Inc. 31,656,540
Alexza Pharmaceuticals, Inc. 0
Align Technology, Inc. 1,882,671
Alkermes PLC 5,901,194
Allergan PLC 48,481,266
Allergan PLC 715,091
Amicus Therapeutics, Inc. 1,785,485
Anthem, Inc. 19,389,105
Anthem, Inc. 1,279,306
Ardelyx, Inc. 418,803
Astellas Pharma, Inc. 3,806,903
athenahealth, Inc. 6,189,588
aTyr Pharma, Inc. 62,055
Audentes Therapeutics, Inc. 186,176
Page 77 of 171
Avexis, Inc. 226,092
AveXis, Inc. 619,416
Axovant Sciences, Ltd. 521,192
Baxalta, Inc. 15,121,720
Becton Dickinson and Co. 22,271,994
BeiGene, Ltd. 363,649
Beigene, Ltd. 454,427
Bellicum Pharmaceuticals, Inc. 392,924
Biogen, Inc. 12,365,200
BioMarin Pharmaceutical, Inc. 7,753,120
Bluebird Bio, Inc. 2,150,500
Blueprint Medicines Corp. 270,750
Bristol-Myers Squibb Co. 23,201,216
Bruker Corp. 2,727,200
Carbylan Therapeutics, Inc. 54,359
Catalent, Inc. 3,824,478
Celgene Corp. 7,664,892
Centene Corp. 8,515,131
Chugai Pharmaceutical Co., Ltd. 1,817,668
Cigna Corp. 25,389,400
Clovis Oncology, Inc. 860,160
CoLucid Pharmaceuticals, Inc. 197,160
Cooper Cos., Inc. 4,911,643
Corvus Pharmaceuticals 247,936
Corvus Pharmaceuticals, Inc. 118,900
CP ALL PCL 643,465
DaVita HealthCare Partners, Inc. 14,213,706
DENTSPLY SIRONA, Inc. 2,357,717
DexCom, Inc. 1,507,602
Diplomat Pharmacy, Inc. 2,265,980
Doximity, Inc. 249,422
Dyax Corp. CVR 176,712
Editas Medicine, Inc. 520,691
Editas Medicine, Inc. 695,767
Eli Lilly & Co. 17,282,400
Endo International PLC 1,337,125
EnteroMedics, Inc. 0
Enteromedics, Inc. 0
Envision Healthcare Holdings, Inc. 1,656,480
Exelixis, Inc. 2,874,400
FEI Co. 5,162,580
FibroGen, Inc. 751,537
Fresenius SE & Co. KGaA 2,001,822
GenMark Diagnostics, Inc. 320,943
Gilead Sciences, Inc. 21,495,240
HCA Holdings, Inc. 16,351,475
Henry Schein, Inc. 6,974,252
Hologic, Inc. 2,145,900
Humana, Inc. 36,096,035
Incyte Corp. 14,551,976
Inotek Pharmaceuticals Corp. 297,480
Insmed, Inc. 3,204,243
Intuitive Surgical, Inc. 14,401,158
Ironwood Pharmaceuticals, Inc. 2.25 06/15/2022 789,853
Ironwood Pharmaceuticals, Inc. 2,434,150
JAND, Inc. (dba Warby Parker) Series D 769,342
JAND, Inc. (dba Warby Parker)., Class A 344,540
Lantheus Holdings, Inc. 279,342
Ligand Pharmaceuticals, Inc. 1,252,953
Mallinckrodt PLC 16,015,160
McKesson Corp. 18,697,025
Medgenics, Inc. 171,600
Medivation, Inc. 1,062,138
Medtronic PLC 11,769,075
Mettler-Toledo International, Inc. 2,689,128
Momenta Pharmaceuticals, Inc. 26,796
Natco Pharma, Ltd. 305,400
Neurocrine Biosciences, Inc. 11,146,574
Novavax, Inc. 3,280,212
Page 78 of 171
Novocure, Ltd. 953,928
Ophthotech Corp. 2,096,592
Otonomy, Inc. 326,748
Ovid Therapeutics, Inc. 144,996
Oxford Immunotec Global PLC 208,110
Pacira Pharmaceuticals, Inc. 3,470,190
Portola Pharmaceuticals, Inc. 446,760
ProAssurance Corp. 1,462,340
Prothena Corp. PLC 4,547,645
Puma Biotechnology, Inc. 1,668,921
Raia Drogasil SA 682,324
Regeneron Pharmaceuticals, Inc. 15,354,744
REGENXBIO, Inc. 304,182
Retrophin, Inc. 346,964
Rite Aid Corp. 7,968,255
Seres Therapeutics, Inc. 1,043,967
Shire PLC ADR 4,555,350
Spark Therapeutics, Inc. 2,219,890
State Street Institutional U.S. Government Money Market Fund 578,569
Stryker Corp. 11,834,087
T. Rowe Price Reserve Investment Fund 12,575,570
Team Health Holdings, Inc. 1,898,174
Teleflex, Inc. 2,402,253
TESARO, Inc. 4,857,478
Teva Pharmaceutical Industries, Ltd. ADR 9,342,846
TherapeuticsMD, Inc. 3,610,880
Thermo Fisher Scientific, Inc. 25,698,585
Ultragenyx Pharmaceutical, Inc. 2,038,076
UnitedHealth Group, Inc. 35,885,760
Universal American Corp. 391,272
Universal Health Services, Inc., Class B 10,501,424
Valeant Pharmaceuticals International, Inc. 1,215,928
Vertex Pharmaceuticals, Inc. 14,132,845
Walgreens Boots Alliance, Inc. 10,900,656
WellCare Health Plans, Inc. 6,334,825
West Pharmaceutical Services, Inc. 4,159,200
Wright Medical Group NV 2,861,525
Wright Medical Group NV 9,471
Xencor, Inc. 420,046
Zeneca, Inc. CVR 14,213
Zoetis, Inc. 2,003,716
Option Contracts Written
Description Exercise Price ($) Expiration Date
Unrealized
Appreciation
(Depreciation) ($)
Call - Alexion Pharmaceuticals, Inc. 200.00 May 2016 44,652
Call - Alexion Pharmaceuticals, Inc. 210.00 May 2016 20,698
Call - Incyte Corp 75.00 June 2016 12,400 Call - Wellcare Health Plans, Inc. 95.00 June 2016 2,740
Call - Acadia Pharmaceuticals Inc. 29.00 June 2016 999
Call - Acadia Pharmaceuticals Inc. 30.00 June 2016 1,073
VALIC Company I - Inflation Protected Fund - (unaudited)
March 31, 2016
Security Coupon(%) Maturity Date Market Value ($)
ABN AMRO Bank NV 6.25 09/13/2022 1,046,025
Actavis Funding SCS 1.51 09/01/2016 1,067,036
Actavis Funding SCS 1.71 03/12/2018 441,415
Alabama Power Co. 20,990
Allstate Life Global Funding Trusts 1.53 11/25/2016 1,725,165
Anadarko Petroleum Corp. 5.55 03/15/2026 108,951
Anadarko Petroleum Corp. 6.45 09/15/2036 384,442
Anadarko Petroleum Corp. 6.60 03/15/2046 109,238
Anglo American Capital PLC 2.62 09/27/2017 337,750
Apache Corp. 2.62 01/15/2023 727,916
AT&T, Inc. 4.75 05/15/2046 417,496
Page 79 of 171
Avnet, Inc. 4.62 04/15/2026 78,851
BAC Capital Trust XIV 4.00 09/29/2049 1,310,616
Banco Bilbao Vizcaya Argentaria NY 1.47 05/16/2016 2,997,225
Banco do Brasil SA 9.00 12/31/2049 555,200
Banco Santander Chile 1.52 04/11/2017 793,000
Bank of America Corp. 1.83 11/19/2024 1,780,000
Bank of America Corp. 2.83 02/18/2020 1,617,760
Bank of America Corp. 6.30 12/29/2049 1,146,390
Barclays Bank PLC 2.06 03/10/2017 2,443,806
BB&T Corp. 1.34 01/15/2020 644,252
Berkshire Hathaway Finance Corp. 1.18 03/07/2018 1,117,873
BNP Paribas SA 1.00 12/21/2020 422,380
BNP Paribas SA 7.44 10/29/2049 298,819
BNP Paribas SA 7.62 12/29/2049 321,760
BNP Paribas US LLC 0.26 04/03/2017 663,890
Citigroup Commercial Mtg. Trust 1.84 06/15/2033 145,096
Citigroup, Inc. 1.01 03/27/2025 1,899,420
Citigroup, Inc. 1.50 12/07/2018 1,334,895
Citigroup, Inc. 1.73 09/29/2024 1,933,020
Citigroup, Inc. 3.52 03/30/2020 4,183,080
COMM Mtg. Trust 3.02 08/10/2055 179,987
Commonwealth of Australia 2.86 09/20/2030 2,974,175
Commonwealth of Australia 3.51 09/20/2025 14,777,999
Corestates Capital II 1.27 01/15/2027 412,160
CSAIL Commercial Mtg. Trust 2.97 04/15/2050 106,581
DCP Midstream LLC 5.85 05/21/2043 253,895
Dominion Resources, Inc. 2.93 09/30/2066 840,380
Euro Time Deposit with State Street Bank and Trust Co. 0.01 04/01/2016 13,634,000
Fannie Mae Connecticut Avenue Securities 2.03 01/25/2024 15,869
Fannie Mae Connecticut Avenue Securities 2.43 10/25/2023 317,787
Federal Home Loan Mtg. Corp. REMIC 0.89 12/15/2038 1,082,758
Federal Home Loan Mtg. Corp. REMIC 0.89 01/15/2041 1,101,445
Federal Home Loan Mtg. Corp. REMIC 0.94 02/15/2042 606,868
Federal Home Loan Mtg. Corp. REMIC 1.14 08/15/2037 683,001
Federal Home Loan Mtg. Corp. Structured Agency Credit Risk 2.08 04/25/2024 2,472,455
Federal Home Loan Mtg. Corp. Structured Agency Credit Risk 2.63 02/25/2024 1,682,307
Federal Home Loan Mtg. Corp. Structured Agency Credit Risk 2.63 03/25/2025 1,003,293
Federal National Mtg. Assoc. REMIC 0.83 09/25/2042 1,600,845
Federal National Mtg. Assoc. REMIC 0.88 05/25/2040 2,643,007
Fifth Third Bank 3.85 03/15/2026 358,539
Ford Motor Credit Co. LLC 1.87 05/09/2016 700,531
Freeport-McMoRan, Inc. 2.30 11/14/2017 694,643
GE Capital International Funding Co. 0.96 04/15/2016 846,047
Genworth Holdings, Inc. 6.15 11/15/2066 254,000
Glencore Funding LLC 1.68 04/16/2018 950,400
Glencore Funding LLC 4.12 05/30/2023 909,060
Goldcorp, Inc. 2.12 03/15/2018 2,314,100
Goldcorp, Inc. 3.62 06/09/2021 1,075,788
Goldcorp, Inc. 5.45 06/09/2044 421,120
Goldman Sachs Capital III 4.00 09/29/2049 721,445
Goldman Sachs Group, Inc. 1.78 04/23/2020 1,050,447
Goldman Sachs Group, Inc. 2.13 08/30/2023 4,022,972
Government National Mtg. Assoc. REMIC 0.99 02/16/2040 595,144
Government of Canada 1.50 12/01/2044 1,179,113
Government of Canada 4.25 12/01/2021 17,731,586
GS Mtg. Securities Corp. 2.73 05/10/2050 198,525
Hartford Life Institutional Funding 3.67 05/08/2018 4,012,935
HSBC Bank PLC 1.26 05/15/2018 994,719
HSBC Holdings PLC 4.30 03/08/2026 413,526
HSBC USA, Inc. 876,028
Invitation Homes Trust 1.44 06/17/2031 779,150
JP Morgan Chase Capital XIII 1.58 09/30/2034 818,109
JPMorgan Chase & Co. 1.87 06/23/2016 1,975,400
JPMorgan Chase & Co. 2.62 12/20/2023 1,992,400
JPMorgan Chase & Co. 3.37 02/25/2021 980,000
JPMorgan Chase & Co. 3.45 04/28/2020 5,116,500
JPMorgan Chase Bank NA 0.96 06/13/2016 497,041
Kinross Gold Corp. 5.95 03/15/2024 727,032
Lehman Brothers Holdings, Inc. 0.00 04/14/2011 28,380
Page 80 of 171
Lehman Brothers Holdings, Inc. 0.00 06/10/2014 42,483
Lehman Brothers Holdings, Inc. 0.00 11/01/2014 70,950
MetLife, Inc. 1.00 12/29/2049 531,328
Mexichem SAB de CV 5.88 09/17/2044 286,800
Monumental Global Funding III 2.91 05/22/2018 5,319,585
Morgan Stanley 1.07 10/18/2016 399,747
Morgan Stanley 2.01 04/25/2023 3,715,200
Morgan Stanley 2.28 08/24/2023 451,620
Morgan Stanley 2.73 12/15/2019 1,758,610
Morgan Stanley 2.73 06/09/2023 659,020
Morgan Stanley 3.02 01/24/2020 2,169,955
Morgan Stanley & Co. LLC 2.73 02/11/2020 2,005,000
National Rural Utilities Cooperative Finance Corp. 2.30 11/01/2020 132,350
Navient Corp. 2,063,029
Navient Corp. 878,123
Newell Rubbermaid, Inc. 2.60 03/29/2019 197,836
Occidental Petroleum Corp. 3.40 04/15/2026 373,534
Occidental Petroleum Corp. 4.40 04/15/2046 187,206
Omega Healthcare Investors, Inc. 4.50 04/01/2027 388,541
Omnicom Group, Inc. 3.60 04/15/2026 287,844
Pacific Life Global Funding 3.49 06/02/2018 295,290
Pacific LifeCorp 6.00 02/10/2020 342,925
PNC Preferred Funding Trust II 1.86 03/29/2049 840,000
Prudential Financial, Inc. 4.12 05/23/2018 2,040,000
Prudential Financial, Inc. 3,569,792
Republic of Italy 1.25 09/15/2032 2,380,394
Royal Bank of Scotland PLC 2.25 03/31/2018 2,027,780
RPM International, Inc. 5.25 06/01/2045 438,925
Santander Issuances SAU 5.18 11/19/2025 579,811
SLM Corp. 2.88 12/15/2020 1,878,437
SLM Corp. 2.98 05/03/2019 2,273,320
Societe Generale SA 3.60 05/03/2023 9,510,000
Societe Generale SA 7.88 12/29/2049 466,235
SunTrust Capital III 1.28 03/15/2028 543,068
Teck Resources, Ltd. 2.50 02/01/2018 445,375
Telefonica Emisiones SAU 1.27 06/23/2017 1,194,877
Toyota Motor Credit Corp. 1.50 02/13/2020 1,959,508
UBS Group Funding Jersey, Ltd. 1.00 04/15/2021 1,111,992
UBS Preferred Funding Trust IV 356,370
UBS Preferred Funding Trust V 6.24 05/29/2049 600,000
United Kingdom Inflation Linked Gilt Treasury 0.12 03/22/2029 6,303,778
United Kingdom Inflation Linked Gilt Treasury 0.12 03/22/2044 2,238,466
United Mexican States 2.50 12/10/2020 2,205,715
United States Treasury Bonds 0.75 02/15/2045 5,018,979
United States Treasury Bonds 1.38 02/15/2044 4,876,287
United States Treasury Bonds 1.75 01/15/2028 22,158,142
United States Treasury Bonds 2.00 01/15/2026 11,193,528
United States Treasury Bonds 2.12 02/15/2040 3,359,901
United States Treasury Bonds 2.12 02/15/2041 5,806,051
United States Treasury Bonds 2.38 01/15/2025 4,489,868
United States Treasury Bonds 2.50 01/15/2029 11,778,546
United States Treasury Bonds 3.62 04/15/2028 18,149,942
United States Treasury Bonds 3.88 04/15/2029 24,236,894
United States Treasury Notes 0.12 04/15/2016 13,606,622
United States Treasury Notes 0.12 04/15/2017 18,803,424
United States Treasury Notes 0.12 04/15/2018 15,696,920
United States Treasury Notes 0.12 04/15/2019 4,007,435
United States Treasury Notes 0.12 04/15/2020 3,627,223
United States Treasury Notes 0.12 07/15/2022 3,668,166
United States Treasury Notes 0.12 01/15/2023 15,521,537
United States Treasury Notes 0.12 07/15/2024 5,256,038
United States Treasury Notes 0.25 01/15/2025 4,538,861
United States Treasury Notes 0.38 07/15/2025 3,324,350
United States Treasury Notes 0.62 07/15/2021 1,103,214
United States Treasury Notes 0.62 01/15/2024 1,892,326
United States Treasury Notes 0.62 01/15/2026 286,532
United States Treasury Notes 1.12 01/15/2021 9,837,268
United States Treasury Notes 1.25 07/15/2020 3,503,201
United States Treasury Notes 1.38 07/15/2018 12,633,933
Page 81 of 171
United States Treasury Notes 1.38 01/15/2020 7,036,813
United States Treasury Notes 1.88 07/15/2019 1,809,232
United States Treasury Notes 2.38 01/15/2017 4,842,560
United States Treasury Notes 2.62 07/15/2017 9,147,557
Valmont Industries, Inc. 5.25 10/01/2054 232,162
Verizon Communications, Inc. 1.04 06/09/2017 998,009
Wachovia Capital Trust II 1.12 01/15/2027 444,360
Wells Fargo & Co. 0.93 06/02/2017 971,836
Wells Fargo & Co. 1.17 09/07/2017 2,001,842
Wells Fargo & Co. 1.25 04/23/2018 151,977
Wells Fargo & Co. 2.23 03/31/2021 2,049,470
Wells Fargo & Co. 1,054,400
XL Group PLC 6.50 10/29/2049 2,827,478
XLIT, Ltd. 5.50 03/31/2045 155,433
ZFS Finance USA Trust V 6.50 05/09/2067 982,500
Zions Bancorporation 5.65 11/15/2023 1,287,000
VALIC Company I - International Equities Index Fund - (unaudited)
March 31, 2016
Security Coupon(%) Maturity Date Market Value ($)
3i Group PLC 494,086
ABB, Ltd. 3,224,399
ABC-Mart, Inc. 121,720
Aberdeen Asset Management PLC 285,325
Abertis Infraestructuras SA 637,449
Accor SA 674,955
Acom Co., Ltd. 155,674
ACS Actividades de Construccion y Servicios SA 397,941
Actelion, Ltd. 1,160,300
Adecco SA 814,049
adidas AG 1,852,053
Admiral Group PLC 417,216
Aegon NV 773,242
Aena SA 664,451
Aeon Co., Ltd. 705,041
AEON Financial Service Co., Ltd. 202,955
Aeon Mall Co., Ltd. 128,863
AerCap Holdings NV 259,033
Aeroports de Paris 284,603
Ageas 627,636
Aggreko PLC 309,523
AGL Energy, Ltd. 715,875
AIA Group, Ltd. 5,143,227
Air Liquide SA 2,959,570
Air Water, Inc. 177,636
Airbus Group SE 2,955,638
Aisin Seiki Co., Ltd. 553,805
Ajinomoto Co., Inc. 970,265
Akzo Nobel NV 1,278,617
Alcatel-Lucent SA 816,772
Alfa Laval AB 394,088
Alfresa Holdings Corp. 258,976
Allianz SE 5,599,341
Alps Electric Co., Ltd. 228,408
Alstom SA 426,262
Altice NV, Class A 496,042
Altice NV, Class B 119,554
Alumina, Ltd. 196,844
Amada Holdings Co., Ltd. 253,659
Amadeus IT Holding SA, Class A 1,414,857
Amcor, Ltd. 970,068
Amec Foster Wheeler PLC 192,207
AMP, Ltd. 1,011,925
ANA Holdings, Inc. 253,579
ANDRITZ AG 312,050
Anglo American PLC 851,410
Anheuser-Busch InBev SA/NV 7,541,354
Page 82 of 171
Antofagasta PLC 204,390
Aozora Bank, Ltd. 307,290
AP Moeller - Maersk A/S, Series A 376,605
AP Moeller - Maersk A/S, Series B 718,839
APA Group 570,911
ArcelorMittal 353,692
Aristocrat Leisure, Ltd. 322,088
Arkema SA 372,916
ARM Holdings PLC 1,563,151
Aryzta AG 283,166
Asahi Glass Co., Ltd. 388,609
Asahi Group Holdings, Ltd. 922,362
Asahi Kasei Corp. 649,042
Ascendas Real Estate Investment Trust 280,165
Asciano, Ltd. 330,166
Ashtead Group PLC 478,697
Asics Corp. 220,907
ASM Pacific Technology, Ltd. 144,640
ASML Holding NV 2,656,318
Assa Abloy AB, Class B 1,527,477
Assicurazioni Generali SpA 1,300,773
Associated British Foods PLC 1,286,386
Astellas Pharma, Inc. 2,127,505
AstraZeneca PLC 5,337,886
ASX, Ltd. 474,308
Atlantia SpA 892,482
Atlas Copco AB, Class A 1,304,103
Atlas Copco AB, Class B 707,555
Atos SE 500,027
Auckland International Airport, Ltd. 334,367
Aurizon Holdings, Ltd. 491,742
AusNet Services 150,204
Australia & New Zealand Banking Group, Ltd. 3,892,119
Auto Trader Group PLC 316,113
Aviva PLC 2,005,363
AXA SA 3,495,451
Axel Springer SE 166,235
Azrieli Group, Ltd. 108,733
Babcock International Group PLC 260,498
BAE Systems PLC 1,760,173
Baloise Holding AG 464,882
Banca Monte dei Paschi di Siena SpA 110,043
Banco Bilbao Vizcaya Argentaria SA 3,165,891
Banco Comercial Portugues SA 110,482
Banco de Sabadell SA 668,440
Banco Espirito Santo SA 14,598
Banco Popolare SC 194,609
Banco Popular Espanol SA 355,524
Banco Santander SA 4,811,731
Bandai Namco Holdings, Inc. 296,543
Bank Hapoalim BM 422,903
Bank Leumi Le-Israel BM 366,842
Bank of East Asia, Ltd. 360,506
Bank of Ireland 615,135
Bank of Kyoto, Ltd. 169,568
Bank of Queensland, Ltd. 258,845
Bank of Yokohama, Ltd. 406,593
Bankia SA 333,402
Bankinter SA 365,670
Barclays PLC 2,740,794
Barratt Developments PLC 607,941
Barry Callebaut AG 184,754
BASF SE 5,217,319
Bayer AG 7,324,820
Bayerische Motoren Werke AG 2,294,519
Bayerische Motoren Werke AG 333,227
Beiersdorf AG 707,351
Bendigo & Adelaide Bank, Ltd. 228,640
Benesse Holdings, Inc. 143,942
Page 83 of 171
Bezeq The Israeli Telecommunication Corp., Ltd. 332,179
BGP Holdings PLC 0
BHP Billiton PLC 1,784,303
BHP Billiton, Ltd. 3,135,152
BNP Paribas SA 4,017,889
BOC Hong Kong Holdings, Ltd. 862,453
Boliden AB 336,533
Bollore SA 255,367
Boral, Ltd. 289,869
Boskalis Westminster NV 262,661
Bouygues SA 623,695
BP PLC 6,927,414
Brambles, Ltd. 1,132,616
Brenntag AG 666,735
Bridgestone Corp. 1,827,043
British American Tobacco PLC 8,264,260
British Land Co. PLC 743,191
Brother Industries, Ltd. 206,957
BT Group PLC 4,020,794
Bunzl PLC 753,986
Burberry Group PLC 670,974
Bureau Veritas SA 445,243
CaixaBank SA 581,498
Calbee, Inc. 218,446
Caltex Australia, Ltd. 533,192
Canon, Inc. 2,411,653
Cap Gemini SA 1,154,300
Capita PLC 765,392
CapitaLand Commercial Trust, Ltd. 169,047
CapitaLand Mall Trust 289,966
CapitaLand, Ltd. 448,707
Carlsberg A/S, Class B 787,087
Carnival PLC 777,497
Carrefour SA 1,150,653
Casino Guichard Perrachon SA 250,750
Casio Computer Co., Ltd. 324,875
Cathay Pacific Airways, Ltd. 155,930
Central Japan Railway Co. 1,945,488
Centrica PLC 1,249,459
Challenger, Ltd. 278,150
Check Point Software Technologies, Ltd. 443,998
Cheung Kong Infrastructure Holdings, Ltd. 450,076
Cheung Kong Property Holdings, Ltd. 1,320,666
Chiba Bank, Ltd. 279,142
Chocoladefabriken Lindt & Spruengli AG 598,950
Chocoladefabriken Lindt & Spruengli AG (Participation Certificate) 433,883
Chr. Hansen Holding A/S 497,231
Christian Dior SE 760,894
Chubu Electric Power Co., Inc. 693,976
Chugai Pharmaceutical Co., Ltd. 529,508
Chugoku Bank, Ltd. 134,336
Chugoku Electric Power Co., Inc. 309,281
Cie de Saint-Gobain 1,597,040
Cie Financiere Richemont SA 2,600,359
Cie Generale des Etablissements Michelin 1,478,278
CIMIC Group, Ltd. 212,816
Citizen Holdings Co., Ltd. 114,511
City Developments, Ltd. 187,907
CK Hutchison Holdings, Ltd. 2,653,381
CLP Holdings, Ltd. 1,313,110
CNH Industrial NV 487,974
CNP Assurances 208,395
Cobham PLC 271,689
Coca-Cola Amatil, Ltd. 301,579
Coca-Cola HBC AG 323,991
Cochlear, Ltd. 347,706
Coloplast A/S, Class B 654,376
Colruyt SA 338,086
ComfortDelGro Corp., Ltd. 340,127
Page 84 of 171
Commerzbank AG 704,531
Commonwealth Bank of Australia 7,388,821
Compass Group PLC 2,197,482
Computershare, Ltd. 275,562
Contact Energy, Ltd. 186,202
Continental AG 1,886,638
Credit Agricole SA 837,460
Credit Saison Co., Ltd. 196,692
Credit Suisse Group AG 1,915,648
CRH PLC 1,759,804
Croda International PLC 469,255
Crown Resorts, Ltd. 269,144
CSL, Ltd. 2,754,685
CYBG PLC 148,663
Dai Nippon Printing Co., Ltd. 382,069
Daicel Corp. 273,313
Daihatsu Motor Co., Ltd. 207,154
Dai-ichi Life Insurance Co., Ltd. 995,135
Daiichi Sankyo Co., Ltd. 1,078,424
Daikin Industries, Ltd. 1,337,908
Daimler AG 5,561,475
Daito Trust Construction Co., Ltd. 766,733
Daiwa House Industry Co., Ltd. 1,299,651
Daiwa Securities Group, Inc. 781,217
Danone SA 3,166,073
Danske Bank A/S 1,513,957
Dassault Systemes 790,601
DBS Group Holdings, Ltd. 1,506,221
Delek Group, Ltd. 61,931
Delhaize Group 842,735
Denso Corp. 1,499,358
Dentsu, Inc. 838,376
Deutsche Bank AG 1,768,305
Deutsche Boerse AG 1,271,775
Deutsche Lufthansa AG 297,157
Deutsche Post AG 2,057,443
Deutsche Telekom AG 4,364,937
Deutsche Wohnen AG 791,558
Dexus Property Group 439,804
Diageo PLC 5,118,081
Direct Line Insurance Group PLC 560,246
Distribuidora Internacional de Alimentacion SA 247,994
Dixons Carphone PLC 462,572
DNB ASA 894,718
Don Quijote Holdings Co., Ltd. 312,675
DSV A/S 584,164
DUET Group 297,912
Dufry AG 375,981
E.ON SE 1,471,656
East Japan Railway Co. 2,166,212
easyJet PLC 273,122
Edenred 308,763
EDP - Energias de Portugal SA 634,895
Eisai Co., Ltd. 1,154,951
Electric Power Development Co., Ltd. 337,305
Electricite de France SA 209,860
Electrolux AB, Series B 490,597
Elisa Oyj 436,179
EMS-Chemie Holding AG 330,761
Enagas SA 466,765
Endesa SA 460,041
Enel Green Power SpA 290,980
Enel SpA 2,379,699
Engie SA 1,720,094
Eni SpA 2,906,013
Erste Group Bank AG 608,245
Essilor International SA 1,945,054
Eurazeo SA 210,685
Eutelsat Communications SA 381,166
Page 85 of 171
Evonik Industries AG 315,668
EXOR SpA 277,539
Experian PLC 1,308,375
FamilyMart Co., Ltd. 233,906
FANUC Corp. 2,283,793
Fast Retailing Co., Ltd. 1,280,199
Ferrari NV 284,130
Ferrovial SA 726,959
Fiat Chrysler Automobiles NV 552,739
Finmeccanica SpA 386,603
First Pacific Co., Ltd. 136,077
Fletcher Building, Ltd. 293,756
Flight Centre Travel Group, Ltd. 145,774
Fonciere Des Regions 208,662
Fortescue Metals Group, Ltd. 251,127
Fortum Oyj 518,792
Fraport AG Frankfurt Airport Services Worldwide 176,039
Fresenius Medical Care AG & Co. KGaA 1,483,794
Fresenius SE & Co. KGaA 2,095,418
Fresnillo PLC 228,994
FUCHS PETROLUB SE 252,708
Fuji Electric Co., Ltd. 148,625
Fuji Heavy Industries, Ltd. 1,561,109
FUJIFILM Holdings Corp. 1,403,976
Fujitsu, Ltd. 518,228
Fukuoka Financial Group, Inc. 189,133
G4S PLC 322,591
Galaxy Entertainment Group, Ltd. 666,581
Galenica AG 442,124
Galp Energia SGPS SA 368,915
Gas Natural SDG SA 543,789
GEA Group AG 680,612
Geberit AG 1,072,052
Gecina SA 363,491
Gemalto NV 452,595
Genting Singapore PLC 290,548
Getinge AB, Class B 355,797
Givaudan SA 1,378,876
Gjensidige Forsikring ASA 266,829
GKN PLC 533,273
GlaxoSmithKline PLC 7,428,911
Glencore PLC 2,081,846
Global Logistic Properties, Ltd. 339,912
Golden Agri-Resources, Ltd. 165,478
Goodman Group 684,810
GPT Group 501,217
Grifols SA 513,472
Groupe Bruxelles Lambert SA 520,055
Groupe Eurotunnel SE 408,801
GungHo Online Entertainment, Inc. 88,161
Gunma Bank, Ltd. 115,687
Hachijuni Bank, Ltd. 133,591
Hakuhodo DY Holdings, Inc. 202,786
Hamamatsu Photonics KK 292,443
Hammerson PLC 496,520
Hang Lung Properties, Ltd. 327,127
Hang Seng Bank, Ltd. 1,043,251
Hankyu Hanshin Holdings, Inc. 555,031
Hannover Rueck SE 545,901
Hargreaves Lansdown PLC 356,626
Harvey Norman Holdings, Ltd. 149,051
Healthscope, Ltd. 248,702
HeidelbergCement AG 939,842
Heineken Holding NV 607,207
Heineken NV 1,604,126
Henderson Land Development Co., Ltd. 539,411
Henkel AG & Co. KGaA 780,936
Henkel AG & Co. KGaA 1,506,737
Hennes & Mauritz AB, Class B 2,389,576
Page 86 of 171
Hermes International 706,711
Hexagon AB, Class B 766,816
Hikari Tsushin, Inc. 91,377
Hino Motors, Ltd. 208,700
Hirose Electric Co., Ltd. 264,641
Hiroshima Bank, Ltd. 138,771
Hisamitsu Pharmaceutical Co., Inc. 192,181
Hitachi Chemical Co., Ltd. 143,942
Hitachi Construction Machinery Co., Ltd. 131,862
Hitachi High-Technologies Corp. 132,383
Hitachi Metals, Ltd. 175,370
Hitachi, Ltd. 1,726,557
HK Electric Investments & HK Electric Investments, Ltd. 164,404
HKT Trust & HKT, Ltd. 280,859
Hokuhoku Financial Group, Inc. 120,983
Hokuriku Electric Power Co. 184,006
Honda Motor Co., Ltd. 3,367,194
Hong Kong & China Gas Co., Ltd. 996,532
Hong Kong Exchanges and Clearing, Ltd. 2,044,642
Hongkong Land Holdings, Ltd. 262,961
Hoshizaki Electric Co., Ltd. 241,957
Hoya Corp. 1,194,397
HSBC Holdings PLC 9,187,195
HUGO BOSS AG 333,649
Hulic Co., Ltd. 215,114
Husqvarna AB, Class B 229,812
Hutchison Port Holdings Trust 219,000
Hysan Development Co., Ltd. 200,242
Iberdrola SA 2,710,109
ICA Gruppen AB 195,935
ICADE 220,694
ICAP PLC 293,919
Idemitsu Kosan Co., Ltd. 119,599
IHI Corp. 219,930
Iida Group Holdings Co., Ltd. 241,841
Iliad SA 526,767
Iluka Resources, Ltd. 164,701
Imerys SA 185,862
IMI PLC 287,942
Imperial Brands PLC 3,999,442
Incitec Pivot, Ltd. 315,763
Industria de Diseno Textil SA 2,762,480
Industrivarden AB, Class C 210,441
Infineon Technologies AG 1,243,326
ING Groep NV CVA 3,527,278
Ingenico Group SA 476,715
Inmarsat PLC 469,953
Inpex Corp. 549,813
Insurance Australia Group, Ltd. 777,648
InterContinental Hotels Group PLC 766,883
International Consolidated Airlines Group SA 493,764
Intertek Group PLC 572,578
Intesa Sanpaolo SpA 2,648,850
Intesa Sanpaolo SpA RSP 188,936
Intu Properties PLC 311,347
Investec PLC 314,710
Investment AB Kinnevik, Class B 514,230
Investor AB, Class B 1,242,034
Isetan Mitsukoshi Holdings, Ltd. 299,116
iShares MSCI EAFE ETF 33,894,658
Israel Chemicals, Ltd. 149,325
ISS A/S 448,638
Isuzu Motors, Ltd. 477,004
ITOCHU Corp. 1,486,429
Itochu Techno-Solutions Corp. 64,166
ITV PLC 1,010,974
Iyo Bank, Ltd. 121,802
J Sainsbury PLC 379,061
J. Front Retailing Co., Ltd. 244,091
Page 87 of 171
James Hardie Industries PLC CDI 481,471
Japan Airlines Co., Ltd. 340,616
Japan Airport Terminal Co., Ltd. 113,732
Japan Exchange Group, Inc. 609,669
Japan Post Bank Co., Ltd. 381,492
Japan Post Holdings Co., Ltd. 459,095
Japan Prime Realty Investment Corp. 240,362
Japan Real Estate Investment Corp. 525,568
Japan Retail Fund Investment Corp. 422,544
Japan Tobacco, Inc. 3,450,460
Jardine Cycle & Carriage, Ltd. 237,593
JCDecaux SA 226,755
Jeronimo Martins SGPS SA 315,364
JFE Holdings, Inc. 509,172
JGC Corp. 224,577
Johnson Matthey PLC 595,298
Joyo Bank, Ltd. 174,917
JSR Corp. 196,958
JTEKT Corp. 202,372
Julius Baer Group, Ltd. 745,595
JX Holdings, Inc. 678,770
K+S AG 315,023
Kabel Deutschland Holding AG 190,878
Kajima Corp. 395,202
Kakaku.com, Inc. 209,845
Kamigumi Co., Ltd. 159,963
Kaneka Corp. 179,875
Kansai Electric Power Co., Inc. 478,225
Kansai Paint Co., Ltd. 273,100
Kao Corp. 2,042,871
Kawasaki Heavy Industries, Ltd. 314,763
KBC Groep NV 994,746
KDDI Corp. 3,520,288
Keihan Electric Railway Co., Ltd. 267,751
Keikyu Corp. 307,877
Keio Corp. 386,263
Keisei Electric Railway Co., Ltd. 281,310
Keppel Corp., Ltd. 475,795
Kering 1,031,647
Kerry Group PLC, Class A 1,136,969
Kerry Properties, Ltd. 136,554
Keyence Corp. 1,909,147
Kikkoman Corp. 394,509
Kingfisher PLC 938,820
Kintetsu Group Holdings Co., Ltd. 567,240
Kirin Holdings Co., Ltd. 881,925
Klepierre 792,933
Kobe Steel, Ltd. 205,838
Koito Manufacturing Co., Ltd. 335,333
Komatsu, Ltd. 1,218,940
Konami Holdings Corp. 224,870
Kone OYJ, Class B 1,232,173
Konica Minolta, Inc. 315,991
Koninklijke Ahold NV 1,415,466
Koninklijke DSM NV 737,555
Koninklijke KPN NV 1,027,324
Koninklijke Philips NV 2,032,570
Koninklijke Vopak NV 270,315
Kose Corp. 221,734
Kubota Corp. 1,160,447
Kuehne & Nagel International AG 597,383
Kuraray Co., Ltd. 323,995
Kurita Water Industries, Ltd. 175,627
Kyocera Corp. 1,083,497
Kyowa Hakko Kirin Co., Ltd. 255,329
Kyushu Electric Power Co., Inc. 314,034
Kyushu Financial Group, Inc. 150,508
LafargeHolcim, Ltd. 1,503,543
Lagardere SCA 252,973
Page 88 of 171
Land Securities Group PLC 956,867
LANXESS AG 344,289
Lawson, Inc. 410,129
Legal & General Group PLC 1,530,595
Legrand SA 1,129,123
LendLease Group 454,786
Li & Fung, Ltd. 264,472
Linde AG 2,074,737
Link REIT 1,009,942
LIXIL Group Corp. 415,994
Lloyds Banking Group PLC 4,207,120
London Stock Exchange Group PLC 962,819
Lonmin PLC 164
Lonza Group AG 688,161
L'Oreal SA 3,406,234
Lundin Petroleum AB 287,423
Luxottica Group SpA 716,342
LVMH Moet Hennessy Louis Vuitton SE 3,604,210
M3, Inc. 374,933
Mabuchi Motor Co., Ltd. 167,613
Macquarie Group, Ltd. 1,141,551
Makita Corp. 570,581
MAN SE 295,271
Mapfre SA 154,351
Marks & Spencer Group PLC 726,093
Marubeni Corp. 633,080
Marui Group Co., Ltd. 262,276
Maruichi Steel Tube, Ltd. 95,939
Mazda Motor Corp. 647,110
McDonald's Holdings Co. Japan, Ltd. 118,442
Medibank Private, Ltd. 471,899
Mediobanca SpA 332,580
Medipal Holdings Corp. 163,087
Meggitt PLC 356,928
MEIJI Holdings Co., Ltd. 739,793
Melco Crown Entertainment, Ltd. ADR 120,523
Melrose Industries PLC 58,079
Merck KGaA 817,093
Meridian Energy, Ltd. 171,056
Merlin Entertainments PLC 328,124
METRO AG 391,062
Metso Oyj 207,860
MGM China Holdings, Ltd. 112,146
Mighty River Power, Ltd. 103,034
Millicom International Cellular SA SDR 277,536
Minebea Co., Ltd. 187,232
Miraca Holdings, Inc. 176,707
Mirvac Group 426,013
Mitsubishi Chemical Holdings Corp. 548,114
Mitsubishi Corp. 1,727,416
Mitsubishi Electric Corp. 1,551,077
Mitsubishi Estate Co., Ltd. 1,746,030
Mitsubishi Gas Chemical Co., Inc. 150,766
Mitsubishi Heavy Industries, Ltd. 861,870
Mitsubishi Logistics Corp. 105,060
Mitsubishi Materials Corp. 237,345
Mitsubishi Motors Corp. 374,517
Mitsubishi Tanabe Pharma Corp. 297,345
Mitsubishi UFJ Financial Group, Inc. 4,455,305
Mitsubishi UFJ Lease & Finance Co., Ltd. 168,112
Mitsui & Co., Ltd. 1,503,901
Mitsui Chemicals, Inc. 203,252
Mitsui Fudosan Co., Ltd. 1,771,451
Mitsui OSK Lines, Ltd. 168,884
Mixi, Inc. 103,994
Mizrahi Tefahot Bank, Ltd. 124,434
Mizuho Financial Group, Inc. 2,645,508
Mobileye NV 227,842
Mondi PLC 535,392
Page 89 of 171
MS&AD Insurance Group Holdings, Inc. 1,072,780
MTR Corp., Ltd. 539,923
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen 2,582,158
Murata Manufacturing Co., Ltd. 1,844,782
Nabtesco Corp. 197,510
Nagoya Railroad Co., Ltd. 294,442
National Australia Bank, Ltd. 3,994,213
National Grid PLC 4,006,292
Natixis SA 352,881
NEC Corp. 500,395
Neste Oyj 322,367
Nestle SA 17,955,215
New World Development Co., Ltd. 379,666
Newcrest Mining, Ltd. 757,771
Nexon Co., Ltd. 170,510
Next PLC 861,508
NGK Insulators, Ltd. 369,452
NGK Spark Plug Co., Ltd. 267,946
NH Foods, Ltd. 264,428
NHK Spring Co., Ltd. 116,748
NICE-Systems, Ltd. 296,161
Nidec Corp. 1,135,871
Nikon Corp. 399,344
Nintendo Co., Ltd. 1,137,323
Nippon Building Fund, Inc. 622,284
Nippon Electric Glass Co., Ltd. 148,421
Nippon Express Co., Ltd. 295,704
Nippon Paint Holdings Co., Ltd. 266,240
Nippon Prologis REIT, Inc. 226,060
Nippon Steel & Sumitomo Metal Corp. 1,119,948
Nippon Telegraph & Telephone Corp. 2,433,800
Nippon Yusen KK 237,158
Nissan Motor Co., Ltd. 1,734,214
Nisshin Seifun Group, Inc. 257,513
Nissin Foods Holdings Co., Ltd. 211,515
Nitori Holdings Co., Ltd. 476,361
Nitto Denko Corp. 672,706
NN Group NV 583,927
Noble Group, Ltd. 108,706
NOK Corp. 122,959
Nokia OYJ 1,661,929
Nokian Renkaat Oyj 309,702
Nomura Holdings, Inc. 1,236,416
Nomura Real Estate Holdings, Inc. 175,574
Nomura Real Estate Master Fund, Inc. 398,561
Nomura Research Institute, Ltd. 313,181
Nordea Bank AB 2,211,959
Norsk Hydro ASA 427,840
Novartis AG 12,429,876
Novo Nordisk A/S, Class B 8,008,964
Novozymes A/S, Class B 790,432
NSK, Ltd. 320,316
NTT Data Corp. 471,900
NTT DOCOMO, Inc. 2,458,492
NTT Urban Development Corp. 85,110
Numericable-SFR SA 314,672
NWS Holdings, Ltd. 181,052
NXP Semiconductors NV 828,860
Obayashi Corp. 483,273
OBIC Co., Ltd. 259,052
OCI NV 128,466
Odakyu Electric Railway Co., Ltd. 511,573
Oil Search, Ltd. 530,054
Oji Holdings Corp. 240,970
Old Mutual PLC 1,039,042
Olympus Corp. 808,565
Omron Corp. 467,324
OMV AG 315,417
Ono Pharmaceutical Co., Ltd. 1,312,497
Page 90 of 171
Oracle Corp. Japan 157,235
Orange SA 2,642,655
Orascom Construction, Ltd. 19,385
Orica, Ltd. 341,934
Oriental Land Co., Ltd. 1,076,405
Origin Energy, Ltd. 511,791
Orion Oyj, Class B 256,085
ORIX Corp. 1,435,100
Orkla ASA 578,073
Osaka Gas Co., Ltd. 549,409
OSRAM Licht AG 361,847
Otsuka Corp. 190,004
Otsuka Holdings Co., Ltd. 1,086,065
Oversea-Chinese Banking Corp., Ltd. 1,482,242
Panasonic Corp. 1,534,754
Pandora A/S 1,093,923
Pargesa Holding SA 151,477
Park24 Co., Ltd. 212,715
Partners Group Holding AG 487,170
PCCW, Ltd. 199,811
Pearson PLC 795,213
Pernod Ricard SA 1,828,052
Persimmon PLC 700,851
Petrofac, Ltd. 260,893
Peugeot SA 571,323
Platinum Asset Management, Ltd. 83,937
Porsche Automobil Holding SE 614,818
Power Assets Holdings, Ltd. 1,079,840
ProSiebenSat.1 Media SE 857,465
Provident Financial PLC 468,007
Proximus SADP 403,321
Prudential PLC 3,620,952
Prysmian SpA 355,874
Publicis Groupe SA 995,015
Qantas Airways, Ltd. 123,784
QBE Insurance Group, Ltd. 863,085
QIAGEN NV 367,376
Raiffeisen Bank International AG 137,754
Rakuten, Inc. 680,939
Ramsay Health Care, Ltd. 486,818
Randgold Resources, Ltd. 616,179
Randstad Holding NV 544,294
REA Group, Ltd. 172,169
Reckitt Benckiser Group PLC 4,665,468
Recruit Holdings Co., Ltd. 331,490
Red Electrica Corp. SA 723,052
RELX NV 1,339,840
RELX PLC 1,563,747
Remy Cointreau SA 141,820
Renault SA 1,460,513
Repsol SA 931,788
Resona Holdings, Inc. 608,761
Rexam PLC 493,189
Rexel SA 295,713
Ricoh Co., Ltd. 547,824
Rinnai Corp. 238,465
Rio Tinto PLC 2,653,860
Rio Tinto, Ltd. 1,047,889
Roche Holding AG 13,042,070
Rohm Co., Ltd. 303,239
Rolls-Royce Holdings PLC 1,382,752
Royal Bank of Scotland Group PLC 837,953
Royal Dutch Shell PLC, Class A 7,154,541
Royal Dutch Shell PLC, Class B 7,324,358
Royal Mail PLC 470,276
RSA Insurance Group PLC 531,944
RTL Group SA 254,285
RWE AG 486,563
Ryman Healthcare, Ltd. 168,384
Page 91 of 171
Ryohin Keikaku Co., Ltd. 383,608
SABMiller PLC 4,469,711
Safran SA 1,645,204
Sage Group PLC 741,945
Saipem SpA 8,115
Sampo Oyj, Class A 1,622,889
Sands China, Ltd. 754,856
Sandvik AB 841,123
Sankyo Co., Ltd. 134,026
Sanofi 7,205,802
Sanrio Co., Ltd. 70,404
Santen Pharmaceutical Co., Ltd. 421,200
Santos, Ltd. 385,356
SAP SE 5,989,373
SBI Holdings, Inc. 154,370
Scentre Group 1,375,215
Schibsted ASA 164,673
Schibsted ASA, Class B 186,969
Schindler Holding AG 302,733
Schindler Holding AG (Participation Certificate) 618,259
Schneider Electric SE 2,664,594
Schroders PLC 374,633
SCOR SE 420,598
Secom Co., Ltd. 1,204,222
Securitas AB, Class B 400,754
SEEK, Ltd. 321,083
Sega Sammy Holdings, Inc. 150,452
Segro PLC 344,678
Seibu Holdings, Inc. 194,635
Seiko Epson Corp. 310,148
Sekisui Chemical Co., Ltd. 394,082
Sekisui House, Ltd. 766,247
Sembcorp Industries, Ltd. 168,045
Sembcorp Marine, Ltd. 77,123
SES SA FDR 688,932
Seven & i Holdings Co., Ltd. 2,409,944
Seven Bank, Ltd. 194,482
Severn Trent PLC 570,732
SGS SA 891,793
Shangri-La Asia, Ltd. 91,268
Shikoku Electric Power Co., Inc. 183,689
Shimadzu Corp. 266,604
Shimamura Co., Ltd. 199,742
Shimano, Inc. 924,750
Shimizu Corp. 381,447
Shin-Etsu Chemical Co., Ltd. 1,630,068
Shinsei Bank, Ltd. 163,268
Shionogi & Co., Ltd. 1,063,683
Shire PLC 2,569,838
Shiseido Co., Ltd. 616,031
Shizuoka Bank, Ltd. 288,596
Showa Shell Sekiyu KK 128,331
Siemens AG 6,375,621
Sika AG 661,018
Singapore Airlines, Ltd. 355,856
Singapore Exchange, Ltd. 359,795
Singapore Press Holdings, Ltd. 367,993
Singapore Technologies Engineering, Ltd. 285,173
Singapore Telecommunications, Ltd. 1,740,164
Sino Land Co., Ltd. 358,927
SJM Holdings, Ltd. 105,124
Skandinaviska Enskilda Banken AB, Class A 1,114,124
Skanska AB, Class B 669,210
SKF AB, Class B 549,381
Sky PLC 1,161,206
SMC Corp. 929,051
Smith & Nephew PLC 1,108,168
Smiths Group PLC 474,377
Snam SpA 985,311
Page 92 of 171
Societe BIC SA 336,663
Societe Generale SA 2,048,045
Sodexo SA 795,490
SoftBank Group Corp. 3,451,938
Sohgo Security Services Co., Ltd. 249,322
Solvay SA 557,901
Sompo Japan Nipponkoa Holdings, Inc. 730,822
Sonic Healthcare, Ltd. 426,591
Sonova Holding AG 532,425
Sony Corp. 2,452,283
Sony Financial Holdings, Inc. 171,213
South32, Ltd. 459,027
Spark New Zealand, Ltd. 356,723
Sports Direct International PLC 117,591
SSE PLC 1,611,020
St James's Place PLC 521,847
Standard Chartered PLC 1,672,418
Standard Life PLC 779,319
Stanley Electric Co., Ltd. 244,222
StarHub, Ltd. 114,330
State Street Bank and Trust Co. Repurchase Agreement 0.01 04/01/2016 41,014,000
Statoil ASA 1,330,053
STMicroelectronics NV 278,278
Stockland 590,797
Stora Enso Oyj, Class R 383,525
Suez Environnement Co. 399,179
Sulzer AG 103,490
Sumitomo Chemical Co., Ltd. 515,580
Sumitomo Corp. 865,621
Sumitomo Dainippon Pharma Co., Ltd. 138,185
Sumitomo Electric Industries, Ltd. 706,730
Sumitomo Heavy Industries, Ltd. 173,531
Sumitomo Metal Mining Co., Ltd. 397,174
Sumitomo Mitsui Financial Group, Inc. 2,922,536
Sumitomo Mitsui Trust Holdings, Inc. 743,866
Sumitomo Realty & Development Co., Ltd. 790,244
Sumitomo Rubber Industries, Ltd. 205,506
Sun Hung Kai Properties, Ltd. 1,575,635
Suncorp Group, Ltd. 908,844
Suntec Real Estate Investment Trust 214,991
Suntory Beverage & Food, Ltd. 482,021
Suruga Bank, Ltd. 228,478
Suzuken Co., Ltd. 197,121
Suzuki Motor Corp. 738,403
Svenska Cellulosa AB SCA, Class B 1,423,683
Svenska Handelsbanken AB, Class A 1,468,487
Swatch Group AG 827,251
Swatch Group AG 258,515
Swedbank AB, Class A 1,466,008
Swedish Match AB 531,968
Swire Pacific, Ltd., Class A 479,284
Swire Properties, Ltd. 240,964
Swiss Life Holding AG 657,100
Swiss Prime Site AG 392,097
Swiss Re AG 2,449,870
Swisscom AG 1,059,617
Sydney Airport 434,909
Symrise AG 631,079
Syngenta AG 2,916,541
Sysmex Corp. 694,336
T&D Holdings, Inc. 419,632
Tabcorp Holdings, Ltd. 192,037
Taiheiyo Cement Corp. 204,816
Taisei Corp. 515,634
Taisho Pharmaceutical Holdings Co., Ltd. 190,217
Taiyo Nippon Sanso Corp. 94,895
Takashimaya Co., Ltd. 167,222
Takeda Pharmaceutical Co., Ltd. 2,724,414
Taro Pharmaceutical Industries, Ltd. 81,080
Page 93 of 171
Tate & Lyle PLC 299,112
Tatts Group, Ltd. 314,524
Taylor Wimpey PLC 677,386
TDC A/S 303,811
TDK Corp. 516,460
Technip SA 432,387
Techtronic Industries Co., Ltd. 413,563
Teijin, Ltd. 247,297
Tele2 AB, Class B 228,555
Telecom Italia SpA 934,446
Telecom Italia SpA RSP 413,078
Telefonaktiebolaget LM Ericsson, Class B 2,293,805
Telefonica Deutschland Holding AG 244,792
Telefonica SA 3,793,248
Telenet Group Holding NV 207,742
Telenor ASA 925,440
TeliaSonera AB 1,027,539
Telstra Corp., Ltd. 1,330,091
Tenaris SA 453,669
Terna Rete Elettrica Nazionale SpA 667,794
Terumo Corp. 813,848
Tesco PLC 1,708,503
Teva Pharmaceutical Industries, Ltd. 3,714,732
Thales SA 681,758
THK Co., Ltd. 158,635
ThyssenKrupp AG 581,287
TNT Express NV 303,115
Tobu Railway Co., Ltd. 393,789
Toho Co., Ltd. 223,631
Toho Gas Co., Ltd. 212,981
Tohoku Electric Power Co., Inc. 452,843
Tokio Marine Holdings, Inc. 1,728,731
Tokyo Electric Power Co., Inc. 614,352
Tokyo Electron, Ltd. 866,931
Tokyo Gas Co., Ltd. 829,860
Tokyo Tatemono Co., Ltd. 193,087
Tokyu Corp. 728,962
Tokyu Fudosan Holdings Corp. 250,492
TonenGeneral Sekiyu KK 189,951
Toppan Printing Co., Ltd. 327,122
Toray Industries, Inc. 946,032
Toshiba Corp. 599,334
TOTAL SA 7,457,312
TOTO, Ltd. 327,469
Toyo Seikan Group Holdings, Ltd. 232,256
Toyo Suisan Kaisha, Ltd. 215,381
Toyoda Gosei Co., Ltd. 94,565
Toyota Industries Corp. 561,997
Toyota Motor Corp. 10,894,416
Toyota Tsusho Corp. 366,046
TPG Telecom, Ltd. 190,891
Transurban Group 1,316,319
Travis Perkins PLC 508,930
Treasury Wine Estates, Ltd. 372,270
Trend Micro, Inc. 289,200
Tryg A/S 161,871
TUI AG 580,151
UBS Group AG 4,437,417
UCB SA 743,471
Umicore SA 357,741
Unibail-Rodamco SE 2,069,910
Unicharm Corp. 626,693
UniCredit SpA 1,312,852
Unilever NV CVA 5,493,164
Unilever PLC 4,375,869
Unione di Banche Italiane SpA 245,203
UnipolSai SpA 161,753
United Internet AG 458,609
United Overseas Bank, Ltd. 1,358,007
Page 94 of 171
United States Treasury Bills 0.21 04/07/2016 4,999,900
United States Treasury Bills 0.29 06/16/2016 5,947,608
United Urban Investment Corp. 308,702
United Utilities Group PLC 687,142
UOL Group, Ltd. 155,804
UPM-Kymmene Oyj 748,128
USS Co., Ltd. 273,171
Valeo SA 914,063
Veolia Environnement SA 823,831
Vestas Wind Systems A/S 1,207,613
Vicinity Centres 619,953
Vinci SA 2,677,692
Vivendi SA 1,841,225
Vodafone Group PLC 6,356,800
voestalpine AG 289,362
Volkswagen AG 388,247
Volkswagen AG 1,781,455
Volvo AB, Class B 1,281,297
Vonovia SE 1,270,597
Wartsila Oyj Abp 518,207
Weir Group PLC 264,421
Wendel SA 235,010
Wesfarmers, Ltd. 2,697,444
West Japan Railway Co. 784,151
Westfield Corp. 1,154,472
Westpac Banking Corp. 5,818,247
WH Group, Ltd. 324,564
Wharf Holdings, Ltd. 562,976
Wheelock & Co., Ltd. 299,271
Whitbread PLC 806,779
William Demant Holding A/S 176,378
William Hill PLC 320,886
Wilmar International, Ltd. 363,957
WM Morrison Supermarkets PLC 461,407
Wolseley PLC 1,126,103
Wolters Kluwer NV 933,791
Woodside Petroleum, Ltd. 1,132,091
Woolworths, Ltd. 1,612,574
WPP PLC 2,307,614
Wynn Macau, Ltd. 186,249
Yahoo Japan Corp. 469,020
Yakult Honsha Co., Ltd. 292,336
Yamada Denki Co., Ltd. 242,022
Yamaguchi Financial Group, Inc. 136,345
Yamaha Corp. 385,552
Yamaha Motor Co., Ltd. 335,994
Yamato Holdings Co., Ltd. 535,071
Yamazaki Baking Co., Ltd. 189,604
Yangzijiang Shipbuilding Holdings, Ltd. 106,154
Yara International ASA 521,515
Yaskawa Electric Corp. 200,832
Yokogawa Electric Corp. 167,405
Yokohama Rubber Co., Ltd. 123,351
Yue Yuen Industrial Holdings, Ltd. 189,304
Zalando SE 213,516
Zardoya Otis SA 151,306
Zodiac Aerospace 293,503
Zurich Insurance Group AG 2,654,844
Futures Contracts
Description Expiration Month
Unrealized
Appreciation
(Depreciation) ($)
E-Mini MSCI EAFE Index Long June 2016 (133,758)
VALIC Company I - International Government Bond Fund - (unaudited)
March 31, 2016
Page 95 of 171
Security Coupon(%) Maturity Date Market Value ($)
Agile Property Holdings, Ltd. 9.88 03/20/2017 208,242
Akbank TAS 5.00 10/24/2022 272,003
Alicorp SAA 3.88 03/20/2023 147,375
Alpek SAB de CV 5.38 08/08/2023 323,175
Anadolu Efes Biracilik Ve Malt Sanayii AS 3.38 11/01/2022 263,058
Anheuser-Busch InBev NV 2.00 12/16/2019 484,764
Arab Republic of Egypt 6.88 04/30/2040 297,570
Arcelik AS 5.00 04/03/2023 237,010
Banco Internacional del Peru SAA/Panama 5.75 10/07/2020 272,425
Bangkok Bank PCL 2.75 03/27/2018 507,045
Bangkok Bank PCL 3.88 09/27/2022 320,371
Bank of China, Ltd. 5.00 11/13/2024 228,810
Bharti Airtel International Netherlands BV 5.35 05/20/2024 215,277
BRF SA 7.75 05/22/2018 115,417
Cemex Finance LLC 6.00 04/01/2024 188,980
Cencosud SA 5.15 02/12/2025 202,268
China Cinda Finance 2015 I, Ltd. 4.25 04/23/2025 270,604
Commonwealth of Australia 4.25 04/21/2026 1,328,840
Commonwealth of Australia 5.75 05/15/2021 1,082,039
Cosan Luxembourg SA 5.00 03/14/2023 262,470
Cosan Luxembourg SA 9.50 03/14/2018 188,144
Dominican Republic 5.50 01/27/2025 300,000
Dominican Republic 5.88 04/18/2024 307,500
Dominican Republic 6.88 01/29/2026 355,938
Dominican Republic 7.45 04/30/2044 315,000
Dominican Republic 7.50 05/06/2021 425,100
Dominican Republic 8.62 04/20/2027 337,500
DP World, Ltd. 6.85 07/02/2037 234,476
Ecopetrol SA 4.12 01/16/2025 255,750
Elementia SAB de CV 5.50 01/15/2025 197,250
Empresa Nacional de Telecomunicaciones SA 4.88 10/30/2024 246,175
Empresas Publicas de Medellin ESP 8.38 02/01/2021 25,382
Enel Finance International NV 4.88 03/11/2020 469,943
Euro Time Deposit with State Street Bank and Trust Co. 0.01 04/01/2016 3,732,000
Evraz Group SA 8.25 01/28/2021 219,450
Federal Republic of Ethiopia 6.62 12/11/2024 312,800
Federal Republic of Germany 0.50 02/15/2026 587,600
Federal Republic of Germany 1.75 02/15/2024 1,043,641
Federal Republic of Germany 3.50 07/04/2019 2,031,133
Federal Republic of Germany 4.00 01/04/2037 2,067,098
Federative Republic of Brazil 5.00 01/27/2045 240,000
Federative Republic of Brazil 7.12 01/20/2037 303,000
Fibria Overseas Finance, Ltd. 5.25 05/12/2024 242,500
Fifth Third Bancorp 3.50 03/15/2022 208,274
Gazprom Neft OAO Via GPN Capital SA 4.38 09/19/2022 184,208
Gazprom OAO Via Gaz Capital SA 6.51 03/07/2022 209,398
Gold Fields Orogen Holdings BVI, Ltd. 4.88 10/07/2020 288,000
Government of Canada 0.75 03/01/2021 1,236,019
Government of Canada 5.00 06/01/2037 479,073
Government of Egypt 5.88 06/11/2025 311,570
Government of France 3.50 04/25/2026 592,072
Government of France 4.00 04/25/2060 700,468
Government of France 4.25 10/25/2023 2,093,950
Government of France 4.50 04/25/2041 1,156,242
Government of France 5.50 04/25/2029 630
Government of Jamaica 7.62 07/09/2025 254,725
Government of Japan 0.40 06/20/2025 1,114,509
Government of Japan 0.40 09/20/2025 2,322,005
Government of Japan 0.90 03/20/2022 1,941,913
Government of Japan 1.00 09/20/2020 1,732,371
Government of Japan 1.10 06/20/2020 1,238,029
Government of Japan 1.20 12/20/2020 1,894,940
Government of Japan 1.30 12/20/2019 2,384,637
Government of Japan 1.50 09/20/2018 1,760,587
Government of Japan 1.50 03/20/2033 1,814,904
Government of Japan 1.50 12/20/2044 2,225,066
Government of Japan 1.70 12/20/2016 562,475
Government of Japan 1.80 06/20/2030 1,097,348
Page 96 of 171
Government of Japan 1.80 12/20/2031 586,563
Government of Japan 1.90 12/20/2028 1,095,802
Government of Japan 2.00 09/20/2040 3,388,523
Government of Japan 2.10 09/20/2029 1,441,841
Government of Japan 2.20 03/20/2051 441,844
Government of Malaysia 4.05 09/30/2021 261,485
Government of Netherlands 2.25 07/15/2022 1,158,891
Government of Romania 3.88 10/29/2035 1,181,993
Government of Romania 6.12 01/22/2044 244,025
Hrvatska Elektroprivreda 5.88 10/23/2022 205,160
Inversiones CMPC SA 4.50 04/25/2022 308,189
Islamic Republic of Pakistan 7.25 04/15/2019 210,315
Islamic Republic of Pakistan 8.25 04/15/2024 318,632
Islamic Republic of Pakistan 8.25 09/30/2025 531,644
Islamic Republic of Pakistan 8.25 09/30/2025 318,986
KazMunayGas National Co. JSC 6.38 04/09/2021 256,905
KazMunayGas National Co. JSC 6.38 04/09/2021 205,524
KEB Hana Bank 4.38 09/30/2024 209,080
Kingdom of Belgium 2.25 06/22/2023 2,289,162
Kingdom of Belgium 5.50 03/28/2028 1,063,909
Kingdom of Norway 2.00 05/24/2023 1,300,833
Kingdom of Norway 3.75 05/25/2021 1,115,690
Kingdom of Norway 4.50 05/22/2019 952,796
Kingdom of Spain 1.15 07/30/2020 1,177,226
Kingdom of Spain 4.40 10/31/2023 1,061,958
Kingdom of Spain 5.50 04/30/2021 2,137,836
Kingdom of Spain 5.75 07/30/2032 518,839
Kingdom of Spain 6.00 01/31/2029 506,240
Kingdom of Sweden 3.50 06/01/2022 444,847
Klabin Finance SA 5.25 07/16/2024 188,830
KOC Holding AS 5.25 03/15/2023 229,425
Lebanese Republic 6.60 11/27/2026 582,060
Lebanese Republic 8.25 04/12/2021 281,621
LS Finance 2022, Ltd. 4.25 10/16/2022 247,819
Lukoil International Finance BV 4.56 04/24/2023 190,958
Millicom International Cellular SA 6.62 10/15/2021 231,438
Minerva Luxembourg SA 7.75 01/31/2023 242,100
Nemak SAB de CV 5.50 02/28/2023 231,188
Novatek OAO via Novatek Finance, Ltd. 4.42 12/13/2022 239,902
Oi SA 9.75 09/15/2016 46,063
Oriental Republic of Uruguay 5.10 06/18/2050 604,500
Oversea-Chinese Banking Corp., Ltd. 4.00 10/15/2024 207,668
Pertamina Persero PT 4.88 05/03/2022 323,019
Petra Diamonds US Treasury PLC 8.25 05/31/2020 169,500
Petroleos de Venezuela SA 5.38 04/12/2027 95,220
Petroleos de Venezuela SA 6.00 11/15/2026 339,350
Petronas Capital, Ltd. 3.50 03/18/2025 203,604
PKO Bank Polski SA 4.63 09/26/2022 315,134
PT Pelabuhan Indonesia II 4.25 05/05/2025 382,816
Reliance Industries, Ltd. 4.12 01/28/2025 257,233
Republic of Angola 9.50 11/12/2025 414,050
Republic of Angola 9.50 11/12/2025 182,000
Republic of Armenia 7.15 03/26/2025 423,292
Republic of Armenia 7.15 03/26/2025 590,640
Republic of Austria 4.85 03/15/2026 604,070
Republic of Azerbaijan 4.75 03/18/2024 570,000
Republic of Colombia 4.00 02/26/2024 502,500
Republic of Colombia 4.50 01/28/2026 347,650
Republic of Colombia 6.12 01/18/2041 420,000
Republic of Costa Rica 4.38 04/30/2025 306,250
Republic of Costa Rica 5.62 04/30/2043 152,500
Republic of Costa Rica 5.62 04/30/2043 381,250
Republic of Costa Rica 7.16 03/12/2045 226,250
Republic of Croatia 3.00 03/11/2025 687,519
Republic of Croatia 6.75 11/05/2019 548,570
Republic of El Salvador 5.88 01/30/2025 172,500
Republic of El Salvador 7.38 12/01/2019 447,750
Republic of El Salvador 7.62 02/01/2041 347,475
Republic of El Salvador 7.65 06/15/2035 175,000
Page 97 of 171
Republic of Georgia 6.88 04/12/2021 431,000
Republic of Ghana 10.75 10/14/2030 292,785
Republic of Guatemala 4.88 02/13/2028 202,000
Republic of Guatemala 5.75 06/06/2022 218,000
Republic of Hungary 5.38 03/25/2024 447,972
Republic of Hungary 5.75 11/22/2023 350,812
Republic of Hungary 6.38 03/29/2021 340,818
Republic of Hungary 7.62 03/29/2041 566,400
Republic of Indonesia 4.75 01/08/2026 734,375
Republic of Indonesia 5.95 01/08/2046 520,900
Republic of Indonesia 8.50 10/12/2035 677,034
Republic of Italy 4.25 09/01/2019 1,298,116
Republic of Italy 4.25 03/01/2020 2,375,345
Republic of Italy 4.50 03/01/2024 1,082,143
Republic of Italy 4.75 09/01/2021 1,610,852
Republic of Italy 5.00 03/01/2025 1,239,116
Republic of Italy 6.00 05/01/2031 1,065,142
Republic of Italy 6.50 11/01/2027 2,088,728
Republic of Italy 9.00 11/01/2023 965,162
Republic of Ivory Coast 5.75 12/31/2032 599,625
Republic of Latvia 5.25 06/16/2021 568,750
Republic of Lithuania 6.62 02/01/2022 905,897
Republic of Montenegro 5.75 03/10/2021 560,416
Republic of Mozambique 6.30 09/11/2020 760,025
Republic of Panama 3.75 03/16/2025 513,750
Republic of Panama 4.30 04/29/2053 233,750
Republic of Panama 5.20 01/30/2020 948,150
Republic of Panama 6.70 01/26/2036 1,020,000
Republic of Paraguay 4.62 01/25/2023 757,500
Republic of Paraguay 6.10 08/11/2044 255,000
Republic of Paraguay 6.10 08/11/2044 510,000
Republic of Peru 4.12 08/25/2027 158,173
Republic of Peru 6.55 03/14/2037 373,500
Republic of Peru 7.35 07/21/2025 263,000
Republic of Peru 8.75 11/21/2033 591,000
Republic of Poland 2.50 07/25/2026 1,040,005
Republic of Poland 3.25 04/06/2026 1,198,968
Republic of Poland 4.00 01/22/2024 1,334,625
Republic of Senegal 6.25 07/30/2024 232,500
Republic of Serbia 4.88 02/25/2020 456,893
Republic of Serbia 5.88 12/03/2018 522,890
Republic of Serbia 7.25 09/28/2021 782,250
Republic of South Africa 5.38 07/24/2044 296,448
Republic of South Africa 5.50 03/09/2020 582,368
Republic of South Africa 5.88 09/16/2025 540,925
Republic of South Africa 10.50 12/21/2026 962,064
Republic of Sri Lanka 5.88 07/25/2022 282,611
Republic of Sri Lanka 6.85 11/03/2025 762,583
Republic of the Philippines 3.70 03/01/2041 211,453
Republic of the Philippines 4.00 01/15/2021 548,948
Republic of the Philippines 10.63 03/16/2025 1,164,430
Republic of Trinidad and Tobago 4.38 01/16/2024 210,500
Republic of Turkey 6.00 01/14/2041 355,885
Republic of Turkey 6.75 04/03/2018 505,875
Republic of Turkey 6.88 03/17/2036 590,189
Republic of Turkey 7.38 02/05/2025 239,700
Republic of Turkey 11.88 01/15/2030 476,453
Republic of Venezuela 7.00 12/01/2018 160,000
Republic of Venezuela 7.75 10/13/2019 300,000
Republic of Venezuela 9.00 05/07/2023 304,500
Republic of Venezuela 11.75 10/21/2026 325,775
Republic of Venezuela 11.95 08/05/2031 197,500
Republic of Venezuela 12.75 08/23/2022 322,500
Republic of Zambia 5.38 09/20/2022 152,000
Republic of Zambia 8.50 04/14/2024 537,875
Russian Federation 4.88 09/16/2023 417,748
Russian Federation 5.62 04/04/2042 202,178
Russian Federation 5.88 09/16/2043 412,740
Russian Federation 12.75 06/24/2028 580,580
Page 98 of 171
Sberbank of Russia Via SB Capital SA 6.12 02/07/2022 269,100
Shinhan Bank 3.88 03/24/2026 202,307
Siam Commercial Bank PCL 3.50 04/07/2019 207,072
Southern Gas Corridor CJSC 6.88 03/24/2026 800,760
State Grid Overseas Investment 2014, Ltd. 4.12 05/07/2024 218,302
Svensk Exportkredit AB 1.75 05/30/2017 403,828
Thai Oil PCL 3.62 01/23/2023 202,085
Theta Capital Pte, Ltd. 6.12 11/14/2020 288,845
Toyota Motor Credit Corp. 1.75 05/22/2017 504,008
Transnet SOC, Ltd. 4.00 07/26/2022 289,050
Transportadora de Gas del Peru SA 4.25 04/30/2028 194,000
Transportadora de Gas Internacional SA ESP 5.70 03/20/2022 202,700
Tupy Overseas SA 6.62 07/17/2024 251,100
Turkiye Halk Bankasi AS 3.88 02/05/2020 191,256
Turkiye IS Bankasi A.S 5.38 10/06/2021 200,100
United Kingdom Gilt Treasury 1.25 07/22/2018 877,586
United Kingdom Gilt Treasury 2.00 09/07/2025 604,431
United Kingdom Gilt Treasury 2.25 09/07/2023 463,469
United Kingdom Gilt Treasury 4.25 06/07/2032 1,134,544
United Kingdom Gilt Treasury 4.25 12/07/2040 892,531
United Kingdom Gilt Treasury 4.50 09/07/2034 570,808
United Kingdom Gilt Treasury 4.75 12/07/2030 591,329
United Mexican States 3.60 01/30/2025 714,000
United Mexican States 4.00 10/02/2023 523,750
United Mexican States 4.12 01/21/2026 733,950
United Mexican States 4.60 01/23/2046 195,000
United Mexican States 5.55 01/21/2045 221,500
United Mexican States 6.05 01/11/2040 469,000
United Mexican States 8.50 12/13/2018 886,233
United Mexican States 10.00 11/20/2036 799,184
United States Treasury Bonds 2.88 08/15/2045 1,051,875
United States Treasury Bonds 3.00 05/15/2042 1,867,543
United States Treasury Bonds 4.38 02/15/2038 837,993
United States Treasury Notes 0.62 09/30/2017 2,496,778
United States Treasury Notes 1.38 09/30/2018 2,028,282
United States Treasury Notes 1.75 01/31/2023 1,013,828
United States Treasury Notes 1.75 05/15/2023 1,520,625
United States Treasury Notes 1.88 11/30/2021 2,054,296
United States Treasury Notes 1.88 10/31/2022 2,045,860
United States Treasury Notes 2.00 11/30/2020 3,107,694
United States Treasury Notes 2.00 02/15/2025 1,021,367
United States Treasury Notes 2.00 08/15/2025 1,019,219
United States Treasury Notes 2.25 11/15/2025 2,081,484
United States Treasury Notes 2.38 08/15/2024 579,219
United States Treasury Notes 2.50 05/15/2024 2,126,876
United States Treasury Notes 2.75 11/30/2016 2,404,623
United States Treasury Notes 2.75 12/31/2017 2,224,579
United States Treasury Notes 2.75 02/28/2018 3,145,755
United States Treasury Notes 2.75 11/15/2023 2,166,250
United States Treasury Notes 3.12 05/15/2021 1,485,109
Zenith Bank PLC 6.25 04/22/2019 248,413
VALIC Company I - International Growth Fund - (unaudited)
March 31, 2016
Security Coupon(%) Maturity Date Market Value ($)
Aberdeen Asset Management PLC 1,025,310
Accor SA 1,681,879
Actelion, Ltd. 1,352,488
adidas AG 2,882,038
Admiral Group PLC 2,246,852
AIA Group, Ltd. 7,713,140
Air Liquide SA 2,678,140
Akbank TAS 1,450,969
Akzo Nobel NV 2,310,767
Alibaba Group Holding, Ltd. ADR 2,251,407
Alimentation Couche-Tard, Inc., Class B 2,553,659
Allianz SE 2,170,247
Page 99 of 171
Amadeus IT Holding SA, Class A 3,661,430
Ambev SA ADR 835,472
Amcor, Ltd. 3,166,239
Amorepacific Corp. 1,230,203
Anheuser-Busch InBev SA/NV 5,000,220
Arkema SA 1,147,201
ARM Holdings PLC 518,463
Ashtead Group PLC 2,454,799
ASML Holding NV 1,829,666
Associated British Foods PLC 1,968,107
Astra International Tbk PT 991,161
Aurizon Holdings, Ltd. 188,738
Auto Trader Group PLC 2,911,503
Aviva PLC 2,309,657
BAE Systems PLC 1,376,203
Baidu, Inc. ADR 4,396,921
Bank Mandiri Persero Tbk PT 2,003,529
Bank of Ireland 2,313,162
Barclays PLC 911,285
Bayer AG 7,453,061
Beiersdorf AG 2,462,775
BM&FBovespa SA 2,170,357
Brambles, Ltd. 1,091,737
BRF SA 791,144
British American Tobacco PLC 3,593,931
Broadcom, Ltd. 3,006,570
Bunzl PLC 2,803,548
Bureau Veritas SA 759,423
Calbee, Inc. 1,815,087
Canadian National Railway Co. 2,865,977
Canadian National Railway Co. 1,307,246
Canadian Pacific Railway, Ltd. 2,157,622
Carlsberg A/S, Class B 3,513,877
Carnival PLC 2,774,697
Carrefour SA 618,854
Cellnex Telecom SAU 1,408,914
Cemex SAB de CV ADR 997,287
Cenovus Energy, Inc. 1,045,373
CGI Group, Inc., Class A 3,869,727
Check Point Software Technologies, Ltd. 1,099,323
Cie de Saint-Gobain 1,641,640
Cie Financiere Richemont SA 1,294,198
CK Hutchison Holdings, Ltd. 3,062,566
Compass Group PLC 7,724,521
CRH PLC 2,278,972
Criteo SA ADR 1,340,765
CSL, Ltd. 1,387,918
Daikin Industries, Ltd. 1,001,562
Daito Trust Construction Co., Ltd. 2,186,610
Danone SA 3,250,148
Dassault Systemes 911,921
DBS Group Holdings, Ltd. 2,298,128
Delphi Automotive PLC 671,129
Denso Corp. 3,533,339
Deutsche Boerse AG 5,195,384
Deutsche Post AG 1,308,097
Diageo PLC 2,192,757
DSV A/S 1,866,177
Element Financial Corp. 773,889
Engie SA 1,581,476
Eni SpA 865,215
Erste Group Bank AG 2,679,076
Essilor International SA 2,587,971
Euro Time Deposit with State Street Bank and Trust Co. 0.01 04/01/2016 13,290,000
Fairfax Financial Holdings, Ltd. 1,819,424
FANUC Corp. 2,454,689
Federal Home Loan Bank 0.08 04/01/2016 408,000
Fomento Economico Mexicano SAB de CV ADR 1,305,771
Fresenius Medical Care AG & Co. KGaA 3,917,633
Page 100 of 171
Fuji Heavy Industries, Ltd. 964,214
Galaxy Entertainment Group, Ltd. 1,801,266
Getinge AB, Class B 1,299,266
Global Brands Group Holding, Ltd. 479,952
Great Wall Motor Co., Ltd. 853,958
Great-West Lifeco, Inc. 1,136,580
Grupo Televisa SAB ADR 2,033,962
HeidelbergCement AG 2,249,420
Heineken NV 550,509
Hennes & Mauritz AB, Class B 1,548,558
Hermes International 289,093
Hexagon AB, Class B 2,588,878
Hon Hai Precision Industry Co., Ltd. 609,425
Honda Motor Co., Ltd. 638,889
Housing Development Finance Corp., Ltd. 1,585,849
Hoya Corp. 3,259,867
HSBC Holdings PLC 1,741,731
Iliad SA 1,628,937
Industria de Diseno Textil SA 3,586,238
Industrial & Commercial Bank of China, Ltd., Class H 765,435
Informa PLC 1,505,950
ING Groep NV CVA 2,583,618
Inmarsat PLC 1,312,604
Inpex Corp. 377,748
International Consolidated Airlines Group SA 2,205,317
Intesa Sanpaolo SpA 4,857,270
Investor AB, Class B 2,453,233
Isuzu Motors, Ltd. 1,238,971
Japan Tobacco, Inc. 4,708,961
Jeronimo Martins SGPS SA 3,176,025
Julius Baer Group, Ltd. 5,065,140
Kao Corp. 1,168,117
Kasikornbank PCL NVDR 1,908,016
KBC Groep NV 3,179,030
Kering 2,352,535
Keyence Corp. 2,181,883
Kingfisher PLC 2,247,135
Komatsu, Ltd. 1,176,379
Kubota Corp. 4,095,695
Kuehne & Nagel International AG 555,870
Kweichow Moutai Co., Ltd., Class A 2,318,644
Kyocera Corp. 1,550,370
Legrand SA 4,078,963
Li & Fung, Ltd. 1,007,365
Liberty Global PLC, Class A 1,328,250
Linde AG 1,968,953
Lloyds Banking Group PLC 1,454,490
Loblaw Cos., Ltd. 1,100,697
London Stock Exchange Group PLC 2,784,123
L'Oreal SA 1,307,168
Lundin Petroleum AB 1,739,106
LVMH Moet Hennessy Louis Vuitton SE 5,079,563
Merck KGaA 1,125,412
Mitsubishi Estate Co., Ltd. 910,165
Mobileye NV 1,605,335
MTU Aero Engines AG 607,996
Murata Manufacturing Co., Ltd. 2,339,135
Nestle SA 6,760,573
Next PLC 1,023,371
Nidec Corp. 711,630
Nitori Holdings Co., Ltd. 2,235,230
Novartis AG 6,983,338
Novo Nordisk A/S, Class B 1,148,888
NXP Semiconductors NV 3,058,771
Olympus Corp. 1,407,215
Ono Pharmaceutical Co., Ltd. 3,365,920
Orica, Ltd. 625,029
ORIX Corp. 3,235,394
Pandora A/S 4,009,567
Page 101 of 171
Pearson PLC 990,545
Pernod Ricard SA 5,175,150
ProSiebenSat.1 Media SE 3,107,943
Prudential PLC 3,808,294
Publicis Groupe SA 4,999,720
Qantas Airways, Ltd. 2,382,131
Randstad Holding NV 2,301,056
Reckitt Benckiser Group PLC 9,473,605
RELX PLC 4,047,585
Rio Tinto PLC 2,648,440
Roche Holding AG 15,619,418
Rolls-Royce Holdings PLC 1,256,590
Royal Dutch Shell PLC, Class B 1,934,132
Ryanair Holdings PLC ADR 2,673,121
Ryohin Keikaku Co., Ltd. 3,256,653
Samsung Electronics Co., Ltd. 896,006
Sands China, Ltd. 1,431,623
Sandvik AB 772,429
SAP SE 5,531,048
Schneider Electric SE 4,154,510
Seven & i Holdings Co., Ltd. 3,393,508
Shin-Etsu Chemical Co., Ltd. 791,747
Shire PLC 4,036,570
Singapore Telecommunications, Ltd. 616,568
Sky PLC 6,856,758
Smith & Nephew PLC 2,029,575
Smiths Group PLC 1,283,891
Smurfit Kappa Group PLC 2,240,227
Sonova Holding AG 652,473
St James's Place PLC 2,749,875
Statoil ASA 2,336,667
Suncor Energy, Inc. 3,938,889
Suntory Beverage & Food, Ltd. 2,509,210
Suzuki Motor Corp. 1,000,590
Svenska Cellulosa AB SCA, Class B 2,444,045
Swatch Group AG 44,688
Symrise AG 2,368,561
Syngenta AG 1,600,749
Taiwan Semiconductor Manufacturing Co., Ltd. 3,157,394
Taiwan Semiconductor Manufacturing Co., Ltd. ADR 3,600,980
Tata Consultancy Services, Ltd. 889,554
Telefonaktiebolaget LM Ericsson, Class B 1,942,287
Tencent Holdings, Ltd. 3,518,431
Terumo Corp. 2,606,464
Tesco PLC 1,979,711
Teva Pharmaceutical Industries, Ltd. ADR 3,533,693
Thales SA 2,146,648
TOTAL SA 3,626,867
Toyota Motor Corp. 992,926
UBS Group AG 5,070,983
UCB SA 1,788,094
Unilever NV CVA 1,832,399
United Overseas Bank, Ltd. 1,700,687
Valeo SA 3,399,717
Veolia Environnement SA 1,772,734
Wolseley PLC 3,604,320
Worldpay Group PLC 3,288,558
WPP PLC 7,820,563
Yahoo Japan Corp. 2,781,345
Zalando SE 4,026,010
VALIC Company I - Large Cap Core Fund - (unaudited)
March 31, 2016
Security Coupon(%) Maturity Date Market Value ($)
Abbott Laboratories 2,177,544
Activision Blizzard, Inc. 3,398,213
Allergan PLC 1,388,395
Page 102 of 171
Alphabet, Inc., Class A 2,175,791
Alphabet, Inc., Class C 4,129,258
American Express Co. 1,532,237
American Tower Corp. 1,534,526
Aon PLC 1,703,684
Apple, Inc. 6,022,024
Aramark 863,405
Bank of New York Mellon Corp. 1,355,381
Berkshire Hathaway, Inc., Class B 4,673,385
Biogen, Inc. 1,887,320
BlackRock, Inc. 2,475,944
Broadcom, Ltd. 1,240,635
Canadian Natural Resources, Ltd. 1,831,221
Cardinal Health, Inc. 2,771,877
CBS Corp., Class B 2,282,654
Celgene Corp. 1,909,417
Chevron Corp. 2,264,796
Cigna Corp. 1,441,569
Citigroup, Inc. 4,298,580
Coach, Inc. 1,630,260
Comcast Corp., Class A 3,783,540
ConocoPhillips 774,231
Cooper Cos., Inc. 1,385,730
CVS Health Corp. 4,274,610
Delphi Automotive PLC 2,037,093
Diageo PLC ADR 1,656,452
DTE Energy Co. 952,927
Dun & Bradstreet Corp. 921,020
Eaton Corp. PLC 1,120,137
Edison International 1,540,171
Electronic Arts, Inc. 1,267,990
EMC Corp. 864,393
EQT Corp. 684,707
Exxon Mobil Corp. 2,929,913
Facebook, Inc., Class A 3,319,740
FedEx Corp. 2,254,486
Fidelity National Information Services, Inc. 1,112,673
First Data Corp., Class A 86,465
General Electric Co. 3,333,563
Honeywell International, Inc. 3,150,958
Intuit, Inc. 860,163
Invesco, Ltd. 1,226,185
Johnson & Johnson 3,910,673
Johnson Controls, Inc. 1,887,317
JPMorgan Chase & Co. 4,052,721
Liberty Global PLC, Class C 1,339,014
Lowe's Cos., Inc. 3,487,151
Marriott International, Inc., Class A 715,715
MasterCard, Inc., Class A 2,888,960
McDonald's Corp. 1,303,302
McGraw Hill Financial, Inc. 1,614,364
Medtronic PLC 3,543,225
Michaels Cos., Inc. 954,784
Microsoft Corp. 4,343,840
Monsanto Co. 2,024,601
Newell Rubbermaid, Inc. 1,231,483
Nielsen Holdings PLC 3,333,641
Noble Energy, Inc. 401,011
PepsiCo, Inc. 3,017,421
Perrigo Co. PLC 634,533
Pfizer, Inc. 3,478,402
Philip Morris International, Inc. 2,138,307
PVH Corp. 1,523,543
QUALCOMM, Inc. 1,047,092
Schlumberger, Ltd. 1,530,313
Skyworks Solutions, Inc. 1,259,721
State Street Bank and Trust Co. Repurchase Agreement 0.01 04/01/2016 3,614,000
Verizon Communications, Inc. 4,912,249
Vertex Pharmaceuticals, Inc. 966,996
Page 103 of 171
Walgreens Boots Alliance, Inc. 1,446,485
Wells Fargo & Co. 2,550,942
Weyerhaeuser Co. 972,152
Zimmer Biomet Holdings, Inc. 1,330,742
VALIC Company I - Large Capital Growth Fund - (unaudited)
March 31, 2016
Security Coupon(%) Maturity Date Market Value ($)
Abbott Laboratories 8,471,746
Accenture PLC, Class A 20,635,020
Alphabet, Inc., Class A 23,443,917
Ambev SA ADR 2,225,090
Amphenol Corp., Class A 3,318,579
Apple, Inc. 8,674,514
AutoZone, Inc. 7,631,494
Blackstone Group LP 1,976,684
Burberry Group PLC 3,576,112
Charles Schwab Corp. 4,226,929
Church & Dwight Co., Inc. 2,998,247
CME Group, Inc. 1,989,099
Cognizant Technology Solutions Corp., Class A 8,370,638
Colfax Corp. 3,401,495
Colgate-Palmolive Co. 12,850,670
Cooper Cos., Inc. 6,767,597
CVS Health Corp. 10,266,054
Danaher Corp. 9,445,590
Danone SA 5,801,728
DENTSPLY SIRONA, Inc. 4,160,888
Discovery Communications, Inc., Class A 1,782,389
Ecolab, Inc. 8,350,618
Eli Lilly & Co. 4,891,135
EMC Corp. 6,283,057
Equifax, Inc. 5,352,772
Express Scripts Holding Co. 4,791,952
Fastenal Co. 3,418,436
Federal Home Loan Bank 0.08 04/01/2016 559,000
Fidelity National Information Services, Inc. 7,830,181
Fiserv, Inc. 4,894,297
Franklin Resources, Inc. 3,929,367
L'Oreal SA 3,306,441
LVMH Moet Hennessy Louis Vuitton SE 6,772,579
LyondellBasell Industries NV, Class A 3,028,762
MasterCard, Inc., Class A 5,589,392
Mead Johnson Nutrition Co. 9,500,921
Mettler-Toledo International, Inc. 6,487,004
Microchip Technology, Inc. 2,030,088
Monsanto Co. 7,909,322
Moody's Corp. 5,884,560
NIKE, Inc., Class B 3,692,687
Omnicom Group, Inc. 1,605,007
Oracle Corp. 6,099,436
PepsiCo, Inc. 2,150,338
Pernod Ricard SA 3,892,849
PPG Industries, Inc. 6,366,413
Praxair, Inc. 4,178,112
Roche Holding AG 4,791,356
Schlumberger, Ltd. 2,106,005
Sherwin-Williams Co. 4,409,254
St. Jude Medical, Inc. 1,726,450
Taiwan Semiconductor Manufacturing Co., Ltd. ADR 6,570,619
Texas Instruments, Inc. 8,932,313
Thermo Fisher Scientific, Inc. 12,714,216
Time Warner, Inc. 4,662,498
TJX Cos., Inc. 7,894,546
Twenty-First Century Fox, Inc., Class A 7,324,606
Union Pacific Corp. 5,885,109
United Technologies Corp. 8,196,088
Page 104 of 171
VF Corp. 4,606,379
Visa, Inc., Class A 14,801,557
Walt Disney Co. 1,771,591
Waters Corp. 4,648,861
WW Grainger, Inc. 6,919,565
Zoetis, Inc. 4,152,524
VALIC Company I - Mid Cap Index Fund - (unaudited)
March 31, 2016
Security Coupon(%) Maturity Date Market Value ($)
3D Systems Corp. 3,132,304
A.O. Smith Corp. 10,836,859
Aaron's, Inc. 3,084,464
Abercrombie & Fitch Co., Class A 4,030,812
ABIOMED, Inc. 7,035,850
ACI Worldwide, Inc. 4,707,625
Acuity Brands, Inc. 18,161,900
Acxiom Corp. 3,168,918
Advanced Micro Devices, Inc. 3,482,321
AECOM 8,935,566
AGCO Corp. 6,701,548
Akorn, Inc. 3,584,278
Alaska Air Group, Inc. 19,454,324
Albemarle Corp. 13,646,626
Alexander & Baldwin, Inc. 3,209,573
Alexandria Real Estate Equities, Inc. 12,682,700
Align Technology, Inc. 10,016,173
Alleghany Corp. 14,573,890
Allegheny Technologies, Inc. 3,375,958
Alliant Energy Corp. 16,027,544
Allscripts Healthcare Solutions, Inc. 4,756,459
AMC Networks, Inc., Class A 7,521,935
American Campus Communities, Inc. 11,668,243
American Eagle Outfitters, Inc. 5,268,837
American Financial Group, Inc. 9,501,850
Amsurg Corp. 7,598,159
ANSYS, Inc. 15,005,573
AptarGroup, Inc. 9,370,387
Aqua America, Inc. 10,712,871
ARRIS International PLC 7,826,974
Arrow Electronics, Inc. 11,139,130
Arthur J. Gallagher & Co. 14,973,881
Ascena Retail Group, Inc. 3,590,596
Ashland, Inc. 13,220,711
Aspen Insurance Holdings, Ltd. 5,531,387
Associated Banc-Corp. 5,107,303
Atmel Corp. 6,505,947
Atmos Energy Corp. 14,411,267
Avnet, Inc. 11,058,255
Avon Products, Inc. 3,983,228
B/E Aerospace, Inc. 8,955,443
BancorpSouth, Inc. 3,437,026
Bank of Hawaii Corp. 5,596,912
Bank of the Ozarks, Inc. 6,514,793
Belden, Inc. 4,900,947
Bemis Co., Inc. 9,323,559
Big Lots, Inc. 4,267,767
Bio-Rad Laboratories, Inc., Class A 5,419,307
Bio-Techne Corp. 6,684,832
Black Hills Corp. 5,853,836
Boston Beer Co., Inc., Class A 3,331,075
Brinker International, Inc. 4,990,032
Broadridge Financial Solutions, Inc. 13,402,874
Brown & Brown, Inc. 7,832,610
Brunswick Corp. 8,305,674
Buffalo Wild Wings, Inc. 5,303,585
Cabela's, Inc. 4,458,397
Page 105 of 171
Cable One, Inc. 3,650,473
Cabot Corp. 5,731,213
Cadence Design Systems, Inc. 13,692,505
CalAtlantic Group, Inc. 4,856,394
Camden Property Trust 13,900,918
Care Capital Properties, Inc. 4,277,276
Carlisle Cos., Inc. 12,146,363
Carpenter Technology Corp. 3,048,592
Carter's, Inc. 10,369,919
Casey's General Stores, Inc. 8,415,257
Catalent, Inc. 4,989,184
Cathay General Bancorp 3,987,957
CBOE Holdings, Inc. 10,161,755
CDK Global, Inc. 13,745,284
CEB, Inc. 4,018,503
Centene Corp. 6
Charles River Laboratories International, Inc. 6,746,586
Cheesecake Factory, Inc. 4,556,980
Chico's FAS, Inc. 3,373,725
Ciena Corp. 4,672,700
Cinemark Holdings, Inc. 7,187,713
CLARCOR, Inc. 5,357,191
Clean Harbors, Inc. 4,918,409
Cleco Corp. 6,356,935
CNO Financial Group, Inc. 6,120,110
Cognex Corp. 6,287,348
Commerce Bancshares, Inc. 7,111,854
Commercial Metals Co. 3,751,202
Communications Sales & Leasing, Inc. 5,094,716
Community Health Systems, Inc. 3,969,155
CommVault Systems, Inc. 3,448,376
Compass Minerals International, Inc. 4,546,519
Computer Sciences Corp. 9,029,266
comScore, Inc. 2,686,898
CONSOL Energy, Inc. 4,917,698
Convergys Corp. 5,100,544
Cooper Cos., Inc. 14,168,781
Copart, Inc. 7,901,960
CoreLogic, Inc. 5,823,285
Corporate Office Properties Trust 4,716,876
Corrections Corp. of America 7,145,708
Cracker Barrel Old Country Store, Inc. 6,950,302
Crane Co. 5,069,734
Cree, Inc. 5,585,309
CST Brands, Inc. 5,505,911
Cullen/Frost Bankers, Inc. 5,716,230
Curtiss-Wright Corp. 6,407,509
Cypress Semiconductor Corp. 5,180,239
Dana Holding Corp. 4,002,250
Dean Foods Co. 3,019,811
Deckers Outdoor Corp. 3,694,530
Deluxe Corp. 5,818,569
Denbury Resources, Inc. 1,481,011
DeVry Education Group, Inc. 1,867,336
Dick's Sporting Goods, Inc. 8,008,369
Diebold, Inc. 3,581,024
Domino's Pizza, Inc. 12,492,416
Domtar Corp. 4,825,616
Donaldson Co., Inc. 7,485,958
Douglas Emmett, Inc. 8,014,589
DreamWorks Animation SKG, Inc., Class A 3,390,206
Dril-Quip, Inc. 4,370,797
DST Systems, Inc. 6,791,235
Duke Realty Corp. 14,826,384
Dunkin' Brands Group, Inc. 8,222,580
Eagle Materials, Inc. 6,574,215
East West Bancorp, Inc. 8,888,120
Eaton Vance Corp. 7,312,824
Edgewell Personal Care Co. 9,089,904
Page 106 of 171
Endurance Specialty Holdings, Ltd. 7,650,073
Energen Corp. 6,753,124
Energizer Holdings, Inc. 4,763,125
Ensco PLC, Class A 4,640,129
EPR Properties 8,020,249
Equity One, Inc. 4,943,277
Esterline Technologies Corp. 3,610,088
Everest Re Group, Ltd. 16,029,144
FactSet Research Systems, Inc. 11,869,496
Fair Isaac Corp. 6,330,390
Fairchild Semiconductor International, Inc. 4,319,660
Federated Investors, Inc., Class B 5,184,691
FEI Co. 6,916,700
First American Financial Corp. 7,905,729
First Horizon National Corp. 5,922,707
First Industrial Realty Trust, Inc. 4,788,953
First Niagara Financial Group, Inc. 6,530,883
FirstMerit Corp. 6,635,107
Flowers Foods, Inc. 6,558,247
FNB Corp. 5,181,753
Foot Locker, Inc. 16,836,048
Fortinet, Inc. 8,496,180
Fortune Brands Home & Security, Inc. 16,794,403
Fossil Group, Inc. 3,496,254
FTI Consulting, Inc. 2,784,410
Fulton Financial Corp. 4,417,675
Gartner, Inc. 13,990,602
GATX Corp. 3,802,803
Genesee & Wyoming, Inc., Class A 6,790,222
Gentex Corp. 8,619,505
Genworth Financial, Inc., Class A 2,584,477
Global Payments, Inc. 16,062,102
Graco, Inc. 8,799,932
Graham Holdings Co., Class B 3,923,520
Granite Construction, Inc. 3,582,658
Great Plains Energy, Inc. 9,452,991
Greif, Inc., Class A 1,600,198
Guess?, Inc. 2,272,484
Gulfport Energy Corp. 6,630,143
Hain Celestial Group, Inc. 8,020,896
Halyard Health, Inc. 2,546,771
Hancock Holding Co. 3,383,661
Hanover Insurance Group, Inc. 7,346,524
Hawaiian Electric Industries, Inc. 6,631,146
Healthcare Realty Trust, Inc. 6,003,997
Herman Miller, Inc. 3,514,942
Highwoods Properties, Inc. 8,737,564
Hill-Rom Holdings, Inc. 5,435,468
HNI Corp. 3,289,301
HollyFrontier Corp. 11,856,112
Hospitality Properties Trust 7,654,300
HSN, Inc. 3,172,183
Hubbell, Inc. 10,743,209
Huntington Ingalls Industries, Inc. 12,191,220
IDACORP, Inc. 7,134,459
IDEX Corp. 11,967,043
IDEXX Laboratories, Inc. 13,350,427
Ingram Micro, Inc., Class A 10,131,360
Ingredion, Inc. 14,598,620
Integrated Device Technology, Inc. 5,261,910
InterDigital, Inc. 3,703,508
International Bancshares Corp. 2,597,191
International Speedway Corp., Class A 1,874,917
Intersil Corp., Class A 3,375,604
IPG Photonics Corp. 6,667,568
ITT Corp. 6,278,567
J.C. Penney Co., Inc. 6,437,960
j2 Global, Inc. 5,414,237
Jabil Circuit, Inc. 6,982,658
Page 107 of 171
Jack Henry & Associates, Inc. 12,682,794
Jack in the Box, Inc. 4,212,418
Janus Capital Group, Inc. 4,085,764
Jarden Corp. 23,172,773
JetBlue Airways Corp. 12,895,428
John Wiley & Sons, Inc., Class A 4,517,192
Jones Lang LaSalle, Inc. 10,058,548
Joy Global, Inc. 2,992,748
Kate Spade & Co. 6,217,029
KB Home 2,297,395
KBR, Inc. 4,185,359
Kemper Corp. 2,712,929
Kennametal, Inc. 3,407,415
Keysight Technologies, Inc. 9,036,943
Kilroy Realty Corp. 10,847,543
Kirby Corp. 6,168,873
KLX, Inc. 3,225,795
Knowles Corp. 2,216,612
Lamar Advertising Co. 9,600,089
Lancaster Colony Corp. 4,086,778
Landstar System, Inc. 5,211,959
LaSalle Hotel Properties 5,435,626
Leidos Holdings, Inc. 6,145,934
Lennox International, Inc. 10,227,799
Lexmark International, Inc., Class A 3,938,021
Liberty Property Trust 9,303,352
LifePoint Health, Inc. 5,680,162
Lincoln Electric Holdings, Inc. 7,165,102
LivaNova PLC 4,364,931
Live Nation Entertainment, Inc. 6,184,444
LKQ Corp. 18,592,584
Louisiana-Pacific Corp. 4,661,074
Mack-Cali Realty Corp. 4,003,836
Manhattan Associates, Inc. 7,894,466
ManpowerGroup, Inc. 11,193,622
MarketAxess Holdings, Inc. 8,907,245
MAXIMUS, Inc. 6,496,039
MDC Holdings, Inc. 1,868,348
MDU Resources Group, Inc. 7,226,023
MEDNAX, Inc. 11,526,657
Mentor Graphics Corp. 3,860,565
Mercury General Corp. 3,842,598
Meredith Corp. 3,407,460
Mettler-Toledo International, Inc. 17,688,946
Microsemi Corp. 8,187,843
Mid-America Apartment Communities, Inc. 14,661,513
Minerals Technologies, Inc. 3,769,212
Molina Healthcare, Inc. 5,031,252
MSA Safety, Inc. 2,920,727
MSC Industrial Direct Co., Inc., Class A 6,997,398
MSCI, Inc. 12,524,706
Murphy USA, Inc. 4,578,209
Nabors Industries, Ltd. 4,926,756
National Fuel Gas Co. 8,070,112
National Instruments Corp. 5,779,946
National Retail Properties, Inc. 12,391,764
NCR Corp. 7,045,732
NetScout Systems, Inc. 4,305,612
NeuStar, Inc., Class A 2,515,301
New Jersey Resources Corp. 5,952,553
New York Community Bancorp, Inc. 14,705,608
New York Times Co., Class A 2,908,039
NewMarket Corp. 7,500,806
Noble Corp. PLC 4,786,730
Nordson Corp. 7,746,347
NOW, Inc. 3,615,536
NVR, Inc. 12,017,659
Oceaneering International, Inc. 6,185,233
Office Depot, Inc. 6,671,025
Page 108 of 171
OGE Energy Corp. 10,872,615
Oil States International, Inc. 3,083,917
Old Dominion Freight Line, Inc. 9,099,543
Old Republic International Corp. 8,471,811
Olin Corp. 5,453,972
Omega Healthcare Investors, Inc. 11,113,464
ONE Gas, Inc. 6,075,845
Orbital ATK, Inc. 9,726,152
Oshkosh Corp. 5,682,197
Owens & Minor, Inc. 4,818,428
Packaging Corp. of America 10,825,734
PacWest Bancorp 8,083,506
Panera Bread Co., Class A 8,956,806
PAREXEL International Corp. 6,404,670
Patterson-UTI Energy, Inc. 4,931,168
Plantronics, Inc. 2,501,733
PNM Resources, Inc. 5,107,703
Polaris Industries, Inc. 11,313,087
Polycom, Inc. 2,839,426
PolyOne Corp. 4,907,276
Pool Corp. 7,014,550
Post Holdings, Inc. 8,382,100
Post Properties, Inc. 6,094,436
Potlatch Corp. 2,436,872
Primerica, Inc. 4,070,309
PrivateBancorp, Inc. 5,825,666
Prosperity Bancshares, Inc. 5,794,250
PTC, Inc. 7,222,215
QEP Resources, Inc. 5,121,704
Questar Corp. 8,253,514
Rackspace Hosting, Inc. 4,571,402
Raymond James Financial, Inc. 11,591,892
Rayonier, Inc. 5,760,287
Regal Beloit Corp. 5,359,180
Regency Centers Corp. 13,893,208
Reinsurance Group of America, Inc. 11,935,963
Reliance Steel & Aluminum Co. 9,455,644
RenaissanceRe Holdings, Ltd. 9,831,692
ResMed, Inc. 15,397,929
Rollins, Inc. 4,852,283
Rowan Cos. PLC, Class A 3,821,673
Royal Gold, Inc. 6,365,243
RPM International, Inc. 11,955,558
RR Donnelley & Sons Co. 6,510,816
Science Applications International Corp. 4,196,738
Scotts Miracle-Gro Co., Class A 6,288,783
SEI Investments Co. 11,253,787
Senior Housing Properties Trust 8,078,909
Sensient Technologies Corp. 5,426,338
Service Corp. International 9,146,285
Signature Bank 13,789,364
Silgan Holdings, Inc. 4,091,272
Silicon Laboratories, Inc. 3,304,110
Skechers U.S.A., Inc., Class A 7,566,764
SLM Corp. 5,156,065
SM Energy Co. 2,426,080
Snyder's-Lance, Inc. 4,732,483
Sonoco Products Co. 9,325,051
Sotheby's 2,802,240
Sovran Self Storage, Inc. 8,837,404
Sprouts Farmers Market, Inc. 7,805,197
State Street Bank and Trust Co. Repurchase Agreement 0.01 04/01/2016 55,484,000
Steel Dynamics, Inc. 10,409,885
STERIS PLC 11,603,318
Stifel Financial Corp. 3,912,528
SunEdison, Inc. 325,579
Superior Energy Services, Inc. 3,855,048
SUPERVALU, Inc. 2,912,642
SVB Financial Group 10,016,412
Page 109 of 171
Synaptics, Inc. 5,560,111
SYNNEX Corp. 5,100,691
Synopsys, Inc. 13,958,131
Synovus Financial Corp. 6,944,818
Talen Energy Corp. 1,099,854
Tanger Factory Outlet Centers, Inc. 6,559,916
Taubman Centers, Inc. 8,159,325
TCF Financial Corp. 3,977,843
Tech Data Corp. 5,120,175
Teledyne Technologies, Inc. 5,777,048
Teleflex, Inc. 12,427,342
Telephone & Data Systems, Inc. 5,409,430
Tempur Sealy International, Inc. 7,216,381
Teradyne, Inc. 8,389,334
Terex Corp. 5,138,193
Thor Industries, Inc. 5,537,149
Time, Inc. 3,078,628
Timken Co. 4,434,210
Toll Brothers, Inc. 8,700,699
Tootsie Roll Industries, Inc. 1,195,566
Toro Co. 8,917,554
TreeHouse Foods, Inc. 9,303,330
TRI Pointe Group, Inc. 3,264,309
Trimble Navigation, Ltd. 11,832,650
Trinity Industries, Inc. 5,322,387
Triumph Group, Inc. 2,953,013
Trustmark Corp. 2,960,967
Tupperware Brands Corp. 5,567,993
Tyler Technologies, Inc. 8,049,957
UGI Corp. 13,171,687
Ultimate Software Group, Inc. 10,614,830
Umpqua Holdings Corp. 6,644,341
United Natural Foods, Inc. 3,856,428
United States Steel Corp. 4,464,821
United States Treasury Bills 0.21 04/07/2016 9,999,800
United States Treasury Bills 0.26 04/07/2016 34,999,300
United States Treasury Bills 0.29 06/16/2016 6,447,407
United Therapeutics Corp. 9,610,280
Urban Edge Properties 4,537,478
Valley National Bancorp 4,056,837
Valmont Industries, Inc. 5,366,359
Valspar Corp. 14,792,304
VCA, Inc. 8,860,492
Vectren Corp. 7,958,296
VeriFone Systems, Inc. 5,915,969
Vishay Intertechnology, Inc. 3,147,701
Vista Outdoor, Inc. 6,032,928
Wabtec Corp. 13,861,478
Waddell & Reed Financial, Inc., Class A 3,659,882
Washington Federal, Inc. 3,943,818
Waste Connections, Inc. 15,033,581
Watsco, Inc. 6,598,757
Webster Financial Corp. 6,241,430
Weingarten Realty Investors 8,136,362
WellCare Health Plans, Inc. 7,782,282
Wendy's Co. 4,530,763
Werner Enterprises, Inc. 2,306,943
West Pharmaceutical Services, Inc. 9,535,243
Westar Energy, Inc. 13,360,816
Western Refining, Inc. 3,734,400
WEX, Inc. 6,125,876
WGL Holdings, Inc. 6,860,169
WhiteWave Foods Co. 13,628,380
Williams-Sonoma, Inc. 8,604,197
WisdomTree Investments, Inc. 2,460,879
Woodward, Inc. 5,512,455
World Fuel Services Corp. 6,540,665
Worthington Industries, Inc. 3,085,390
WP GLIMCHER, Inc. 3,344,219
Page 110 of 171
WPX Energy, Inc. 3,112,605
WR Berkley Corp. 10,480,963
Zebra Technologies Corp., Class A 6,842,661
Futures Contracts
Description Expiration Month
Unrealized
Appreciation
(Depreciation) ($)
S&P Midcap 400 E-Mini Index Long June 2016 3,073,756
VALIC Company I - Mid Cap Strategic Growth Fund - (unaudited)
March 31, 2016
Security Coupon(%) Maturity Date Market Value ($)
A.O. Smith Corp. 2,866,280
AbbVie, Inc. 1,035,414
Activision Blizzard, Inc. 2,539,624
Acuity Brands, Inc. 1,886,038
Advance Auto Parts, Inc. 2,446,788
Airbnb, Inc., 2,685,949
AMC Networks, Inc., Class A 1,491,022
Amdocs, Ltd. 3,463,154
AMETEK, Inc. 2,939,124
Amphenol Corp., Class A 1,746,395
Anacor Pharmaceuticals, Inc. 492,275
Aon PLC 3,100,703
Aramark 863,935
athenahealth, Inc. 2,583,112
Atlassian Corp PLC, Class A 461,603
Atmel Corp. 1,278,868
Axalta Coating Systems, Ltd. 486,326
Belden, Inc. 1,493,621
Berry Plastics Group, Inc. 1,464,075
BioMarin Pharmaceutical, Inc. 1,394,324
Bio-Techne Corp. 700,299
Blue Buffalo Pet Products, Inc. 1,415,919
BNP Paribas SA NY 0.34 04/01/2016 900,000
Boston Scientific Corp. 4,817,297
Broadridge Financial Solutions, Inc. 2,686,980
Burlington Stores, Inc. 1,749,739
Cadence Design Systems, Inc. 2,977,376
Canadian Pacific Railway, Ltd. 1,073,197
Carter's, Inc. 1,067,921
Catalent, Inc. 1,497,707
CBRE Group, Inc., Class A 1,714,790
Celgene Corp. 1,604,743
Cimpress NV 1,883,269
Constellation Brands, Inc., Class A 2,801,964
Constellation Software, Inc. 2,194,312
CoStar Group, Inc. 1,758,637
Crown Castle International Corp. 4,981,535
DBV Technologies SA ADR 411,692
Delphi Automotive PLC 2,548,654
DexCom, Inc. 1,022,249
Dollar General Corp. 899,742
Dollar Tree, Inc. 3,561,447
Dropbox, Inc. 914,418
Dropbox, Inc., 89,419
Dunkin' Brands Group, Inc. 3,868,270
Edenred 933,243
Edwards Lifesciences Corp. 2,184,697
Equifax, Inc. 2,417,576
Equinix, Inc. 3,023,682
Euro Time Deposit with State Street Bank and Trust Co. 0.01 04/01/2016 532,000
Expeditors International of Washington, Inc. 2,193,765
FactSet Research Systems, Inc. 899,179
Fastenal Co. 741,566
Fidelity National Information Services, Inc. 4,432,523
Page 111 of 171
First Republic Bank 1,644,675
Flextronics International, Ltd. 1,360,247
Flipkart Online Services Pvt., Ltd., 1,448,559
Gartner, Inc. 1,064,427
Gildan Activewear, Inc. 2,776,257
Global Payments, Inc. 1,459,586
Harman International Industries, Inc. 1,551,522
Henry Schein, Inc. 2,668,342
IMS Health Holdings, Inc. 929,409
Incyte Corp. 1,147,925
Interpublic Group of Cos., Inc. 496,179
Intuit, Inc. 2,011,969
Jack Henry & Associates, Inc. 2,578,370
Kate Spade & Co. 1,557,435
KLA-Tencor Corp. 2,187,649
Lam Research Corp. 2,038,981
Lamar Advertising Co. 3,608,451
LPL Financial Holdings, Inc. 1,468,234
M/A-COM Technology Solutions Holdings, Inc. 1,039,794
Markit Ltd 1,939,372
Masimo Corp. 818,976
McGraw Hill Financial, Inc. 1,954,855
Mead Johnson Nutrition Co. 1,636,862
Medivation, Inc. 1,452,738
Mettler-Toledo International, Inc. 599,882
MGIC Investment Corp. 1,584,990
Michaels Cos., Inc. 1,969,927
Microchip Technology, Inc. 1,330,513
Middleby Corp. 1,168,811
Monolithic Power Systems, Inc. 1,165,567
Monro Muffler Brake, Inc. 459,266
MSCI, Inc. 2,489,829
National Instruments Corp. 1,747,615
NetScout Systems, Inc. 1,094,176
Newell Rubbermaid, Inc. 2,513,015
Nice Systems, Ltd. ADR 3,130,329
Omnicom Group, Inc. 2,043,629
ON Semiconductor Corp. 1,729,825
Orbital ATK, Inc. 1,667,944
Palantir Technologies, Inc., 91,206
Palantir Technologies, Inc., 340,554
Palantir Technologies, Inc., 91,206
Palo Alto Networks, Inc. 1,385,548
Peixe Urbano, Inc., 6,112
PerkinElmer, Inc. 3,243,290
Polaris Industries, Inc. 894,888
Potash Corp. of Saskatchewan, Inc. 612,192
Quintiles Transnational Holdings, Inc. 1,680,882
Red Hat, Inc. 2,071,229
Regal Beloit Corp. 489,263
Ritchie Bros. Auctioneers, Inc. 2,522,150
Roper Technologies, Inc. 1,395,997
Royal Caribbean Cruises, Ltd. 1,785,120
Ryanair Holdings PLC ADR 1,445,380
Sealed Air Corp. 925,489
SEI Investments Co. 1,694,276
Sensata Technologies Holding NV 3,769,461
ServiceMaster Global Holdings, Inc. 1,526,794
SS&C Technologies Holdings, Inc. 2,201,181
STERIS PLC 2,317,225
SurveyMonkey.com LLC 473,954
Tableau Software, Inc., Class A 1,056,019
TD Ameritrade Holding Corp. 2,303,109
TE Connectivity, Ltd. 2,529,370
Teledyne Technologies, Inc. 1,341,579
Teleflex, Inc. 2,619,084
Tempur Sealy International, Inc. 1,436,164
Tractor Supply Co. 1,782,967
TransDigm Group, Inc. 1,011,581
Page 112 of 171
Tyson Foods, Inc., Class A 1,770,090
United Continental Holdings, Inc. 2,774,212
Universal Health Services, Inc., Class B 1,429,416
Vantiv, Inc., Class A 2,225,675
Varian Medical Systems, Inc. 3,166,952
Verisk Analytics, Inc. 3,950,925
Vulcan Materials Co. 1,767,242
WABCO Holdings, Inc. 851,618
Wabtec Corp. 803,921
Waters Corp. 1,379,883
Western Digital Corp. 1,571,155
WEX, Inc. 2,304,320
WhiteWave Foods Co. 2,002,455
Williams-Sonoma, Inc. 802,488
Willis Towers Watson PLC 1,512,203
Wolverine World Wide, Inc. 1,176,854
World Fuel Services Corp. 1,468,573
Xilinx, Inc. 2,605,899
VALIC Company I - Money Market I Fund - (unaudited)
March 31, 2016
Security Coupon(%) Maturity Date Market Value ($)
BNP Paribas SA NY 0.35 04/04/2016 14,899,565
Federal Farm Credit Bank 0.32 08/03/2016 3,995,591
Federal Farm Credit Bank 0.41 05/06/2016 599,947
Federal Farm Credit Bank 0.41 05/20/2016 7,500,210
Federal Farm Credit Bank 0.42 12/19/2016 749,979
Federal Farm Credit Bank 0.42 11/09/2016 6,699,594
Federal Farm Credit Bank 0.44 09/19/2016 5,997,735
Federal Farm Credit Bank 0.44 10/19/2016 6,649,840
Federal Farm Credit Bank 0.45 05/20/2016 6,250,261
Federal Farm Credit Bank 0.45 03/29/2017 10,694,568
Federal Farm Credit Bank 0.47 01/03/2017 1,299,610
Federal Farm Credit Bank 0.48 02/13/2017 3,098,806
Federal Farm Credit Bank 0.52 02/16/2017 5,850,523
Federal Farm Credit Bank 0.53 07/27/2016 8,550,277
Federal Farm Credit Bank 0.53 09/19/2016 5,550,272
Federal Farm Credit Bank 0.53 10/20/2016 11,150,775
Federal Home Loan Bank 0.18 04/07/2016 9,999,708
Federal Home Loan Bank 0.21 04/27/2016 6,649,015
Federal Home Loan Bank 0.32 06/02/2016 2,998,347
Federal Home Loan Bank 0.35 06/09/2016 2,898,055
Federal Home Loan Bank 0.37 04/20/2016 6,998,633
Federal Home Loan Bank 0.37 05/24/2016 8,695,325
Federal Home Loan Bank 0.37 07/22/2016 7,000,051
Federal Home Loan Bank 0.39 08/19/2016 7,000,131
Federal Home Loan Bank 0.41 06/22/2016 7,000,000
Federal Home Loan Bank 0.41 09/02/2016 6,750,028
Federal Home Loan Bank 0.41 06/24/2016 5,750,261
Federal Home Loan Bank 0.44 06/02/2016 5,099,820
Federal Home Loan Bank 0.46 08/26/2016 6,000,000
Federal Home Loan Bank 0.47 09/26/2016 6,499,844
Federal Home Loan Bank 0.48 10/26/2016 5,749,861
Federal Home Loan Bank 0.50 06/30/2016 6,000,000
Federal Home Loan Bank 0.51 09/07/2016 6,385,584
Federal Home Loan Bank 0.55 08/30/2016 2,993,079
Federal Home Loan Bank 0.59 09/16/2016 2,499,934
Federal Home Loan Mtg. Corp. 0.40 05/27/2016 2,200,018
Federal Home Loan Mtg. Corp. 0.44 01/13/2017 3,798,461
Federal Home Loan Mtg. Corp. 0.46 08/04/2016 4,642,573
Federal Home Loan Mtg. Corp. 0.49 09/20/2016 6,434,900
Federal National Mtg. Assoc. 0.40 07/19/2016 6,242,431
Federal National Mtg. Assoc. 0.44 07/25/2016 1,200,003
Federal National Mtg. Assoc. 0.46 08/15/2016 3,000,000
Federal National Mtg. Assoc. 0.46 08/12/2016 4,500,150
Federal National Mtg. Assoc. 0.46 08/16/2016 2,650,000
Federal National Mtg. Assoc. 0.62 08/26/2016 700,815
Page 113 of 171
Royal Bank of Canada NY 0.77 06/03/2016 7,700,000
State Street Bank and Trust Co. Repurchase Agreement 0.01 04/01/2016 26,728,000
United States Treasury Bills 0.07 04/07/2016 13,999,848
United States Treasury Bills 0.07 04/14/2016 6,199,843
United States Treasury Bills 0.08 04/14/2016 5,999,838
United States Treasury Bills 0.28 05/12/2016 1,999,374
United States Treasury Bills 0.31 05/19/2016 8,746,442
United States Treasury Bills 0.31 06/09/2016 6,446,229
United States Treasury Bills 0.32 06/02/2016 12,593,165
United States Treasury Notes 3.00 09/30/2016 6,022,626
VALIC Company I - Nasdaq-100 Index Fund - (unaudited)
March 31, 2016
Security Coupon(%) Maturity Date Market Value ($)
Activision Blizzard, Inc. 1,489,637
Adobe Systems, Inc. 2,799,555
Akamai Technologies, Inc. 588,264
Alexion Pharmaceuticals, Inc. 1,878,495
Alphabet, Inc., Class A 13,368,297
Alphabet, Inc., Class C 15,416,740
Amazon.com, Inc. 16,740,648
American Airlines Group, Inc. 1,481,117
Amgen, Inc. 6,753,447
Analog Devices, Inc. 1,099,040
Apple, Inc. 36,192,854
Applied Materials, Inc. 1,434,331
Autodesk, Inc. 786,893
Automatic Data Processing, Inc. 2,457,875
Baidu, Inc. ADR 3,098,364
Bed Bath & Beyond, Inc. 486,373
Biogen, Inc. 3,409,411
BioMarin Pharmaceutical, Inc. 798,241
Broadcom, Ltd. 2,558,366
CA, Inc. 768,549
Celgene Corp. 4,685,713
Cerner Corp. 1,078,477
Charter Communications, Inc., Class A 1,363,164
Check Point Software Technologies, Ltd. 947,475
Cisco Systems, Inc. 8,580,374
Citrix Systems, Inc. 724,665
Cognizant Technology Solutions Corp., Class A 2,287,359
Comcast Corp., Class A 8,900,211
Costco Wholesale Corp. 4,150,500
CSX Corp. 1,485,389
Ctrip.com International, Ltd. ADR 912,154
Discovery Communications, Inc., Class A 257,355
Discovery Communications, Inc., Class C 409,401
DISH Network Corp., Class A 625,481
Dollar Tree, Inc. 1,159,553
eBay, Inc. 1,684,397
Electronic Arts, Inc. 1,224,688
Endo International PLC 374,620
Expedia, Inc. 889,731
Express Scripts Holding Co. 2,748,287
Facebook, Inc., Class A 15,682,817
Fastenal Co. 846,720
Fiserv, Inc. 1,369,648
Gilead Sciences, Inc. 7,519,935
Henry Schein, Inc. 847,268
Illumina, Inc. 1,421,380
Incyte Corp. 812,534
Intel Corp. 9,152,753
Intuit, Inc. 1,599,778
Intuitive Surgical, Inc. 1,345,751
JD.com, Inc. ADR 1,384,466
Kraft Heinz Co. 5,709,427
Lam Research Corp. 786,022
Page 114 of 171
Liberty Global PLC, Class A 582,929
Liberty Global PLC, Class C 1,307,050
Liberty Interactive Corp. QVC Group, Class A 692,961
Liberty Media Corp., Class A 236,454
Liberty Media Corp., Class C 507,740
Liberty Ventures, Series A 316,363
Linear Technology Corp. 638,768
Marriott International, Inc., Class A 1,080,584
Mattel, Inc. 684,638
Maxim Integrated Products, Inc. 630,887
Micron Technology, Inc. 650,553
Microsoft Corp. 26,162,617
Mondelez International, Inc., Class A 3,769,755
Monster Beverage Corp. 1,620,967
Mylan NV 1,362,134
NetApp, Inc. 477,821
NetEase, Inc. ADR 648,694
Netflix, Inc. 2,621,075
Norwegian Cruise Line Holdings, Ltd. 752,718
NVIDIA Corp. 1,148,070
NXP Semiconductors NV 1,680,014
O'Reilly Automotive, Inc. 1,592,975
PACCAR, Inc. 1,150,896
Paychex, Inc. 1,167,588
PayPal Holdings, Inc. 2,826,601
Priceline Group, Inc. 3,830,789
QUALCOMM, Inc. 4,578,666
Regeneron Pharmaceuticals, Inc. 2,220,671
Ross Stores, Inc. 1,404,422
SBA Communications Corp., Class A 751,475
Seagate Technology PLC 611,591
Sirius XM Holdings, Inc. 1,205,572
Skyworks Solutions, Inc. 894,214
Starbucks Corp. 5,285,002
State Street Bank and Trust Co. Repurchase Agreement 0.01 04/01/2016 13,640,000
Stericycle, Inc. 642,307
Symantec Corp. 717,978
Tesla Motors, Inc. 1,817,251
Texas Instruments, Inc. 3,457,086
T-Mobile US, Inc. 1,877,351
Tractor Supply Co. 724,585
TripAdvisor, Inc. 527,611
Twenty-First Century Fox, Inc., Class A 1,869,242
Twenty-First Century Fox, Inc., Class B 1,348,665
Ulta Salon Cosmetics & Fragrance, Inc. 739,118
United States Treasury Bills 0.29 06/16/2016 899,638
Verisk Analytics, Inc. 804,315
Vertex Pharmaceuticals, Inc. 1,173,034
Viacom, Inc., Class B 856,560
Vodafone Group PLC ADR 744,938
Walgreens Boots Alliance, Inc. 5,442,578
Western Digital Corp. 658,573
Whole Foods Market, Inc. 604,841
Xilinx, Inc. 725,916
Yahoo!, Inc. 2,087,348
Futures Contracts
Description Expiration Month
Unrealized
Appreciation
(Depreciation) ($)
Nasdaq 100 E-Mini Index Long June 2016 341,596
VALIC Company I - Science & Technology Fund - (unaudited)
March 31, 2016
Security Coupon(%) Maturity Date Market Value ($)
58.com, Inc. ADR 6,271,755
Accenture PLC, Class A 10,413,234
Activision Blizzard, Inc. 2,108,097
Page 115 of 171
Adobe Systems, Inc. 5,754,442
Agilent Technologies, Inc. 2,689,875
Airbnb, Inc. 2,459,974
Akamai Technologies, Inc. 4,015,266
Alibaba Group Holding, Ltd. ADR 3,235,646
Alliance Data Systems Corp. 5,669,620
Alphabet, Inc., Class A 40,140,746
Alphabet, Inc., Class C 19,352,311
Amazon.com, Inc. 49,885,944
American Tower Corp. 4,108,415
Analog Devices, Inc. 1,200,669
Angie's List, Inc. 1,185,741
Apple, Inc. 31,899,847
Applied Materials, Inc. 12,402,754
Arista Networks, Inc. 2,524,442
ASML Holding NV 1,490,089
AT&T, Inc. 5,483,369
Atlassian Corp PLC, Class A 522,894
Atlassian Corp. PLC, Class A 1,347,895
Atmel Corp. 4,592,875
Automatic Data Processing, Inc. 10,025,541
Baidu, Inc. ADR 7,215,264
Boeing Co. 2,069,122
Broadcom, Ltd. 10,859,033
Cardtronics, Inc. 1,453,132
Cavium, Inc. 740,036
CDW Corp. 529,914
Cisco Systems, Inc. 22,238,714
Cloudera, Inc. 946,512
Cognex Corp. 1,168,500
Cognizant Technology Solutions Corp., Class A 7,160,716
Comcast Corp., Class A 7,864,905
Computer Sciences Corp. 1,495,105
Control4 Corp. 312,032
Corning, Inc. 3,983,159
Criteo SA ADR 2,789,844
Crown Castle International Corp. 324,808
Ctrip.com International, Ltd. ADR 6,497,368
Dropbox, Inc. 1,387,784
Dropbox, Inc. 1,220,309
Dropbox, Inc., 126,379
Electronic Arts, Inc. 5,475,230
EMC Corp. 4,609,917
Equifax, Inc. 3,259,551
Etsy, Inc. 240,990
Euro Time Deposit with State Street Bank and Trust Co. 0.01 04/01/2016 3,592,000
Expedia, Inc. 5,162,529
Facebook, Inc., Class A 40,155,555
Fidelity National Information Services, Inc. 2,085,431
Fiserv, Inc. 3,701,599
Fleetmatics Group PLC 724,638
Flipkart Online Services Pvt., Ltd. 23,338
Flipkart Online Services Pvt., Ltd. 40,733
Flipkart Online Services Pvt., Ltd. 67,636
Flipkart Online Services Pvt., Ltd. 75,632
Flipkart Online Services Pvt., Ltd. 441,364
Fortinet, Inc. 240,752
FUJIFILM Holdings Corp. 2,760,494
Garmin, Ltd. 4,193,682
Genpact, Ltd. 5,270,537
Global Payments, Inc. 8,564,552
Grifols SA ADR 2,325,141
GrubHub, Inc. 481,566
Heartland Payment Systems, Inc. 3,982,933
Hewlett Packard Enterprise Co. 4,515,299
Himax Technologies, Inc. ADR 1,926,401
Huron Consulting Group, Inc. 2,405,691
Imperva, Inc. 4,604,540
Ingram Micro, Inc., Class A 1,998,248
Page 116 of 171
Intel Corp. 1,717,559
Interactive Intelligence Group, Inc. 1,733,592
Intuit, Inc. 6,948,492
Intuitive Surgical, Inc. 2,223,885
iRobot Corp. 2,869,890
JD.com, Inc. ADR 9,343,900
Kakaku.com, Inc. 528,791
KLA-Tencor Corp. 1,886,580
Lam Research Corp. 10,680,428
Largan Precision Co., Ltd. 2,677,024
Liberty Global PLC, Class C 4,845,240
Linear Technology Corp. 5,918,593
LinkedIn Corp., Class A 7,295,530
M/A-COM Technology Solutions Holdings, Inc. 780,338
M3, Inc. 4,040,466
MasterCard, Inc., Class A 1,370,345
Maxim Integrated Products, Inc. 2,118,160
MercadoLibre, Inc. 3,865,480
Microchip Technology, Inc. 7,405,593
Micron Technology, Inc. 7,243,827
Microsemi Corp. 3,133,758
Microsoft Corp. 56,083,690
MKS Instruments, Inc. 922,237
Mobileye NV 4,300,842
Murata Manufacturing Co., Ltd. 1,954,504
National Instruments Corp. 1,981,238
NetApp, Inc. 2,401,247
NetEase, Inc. ADR 2,535,910
Netflix, Inc. 928,862
News Corp., Class A 4,758,102
Nidec Corp. 2,979,609
Nintendo Co., Ltd. 1,606,469
Nutanix, Inc. 1,374,494
NXP Semiconductors NV 595,783
ON Semiconductor Corp. 1,475,901
Oracle Corp. 12,034,127
Palo Alto Networks, Inc. 2,948,919
Paychex, Inc. 889,059
PayPal Holdings, Inc. 6,471,020
Pinterest, Inc. 1,322,330
Pioneer Corp. 445,100
Priceline Group, Inc. 17,291,398
Proofpoint, Inc. 2,032,669
Pure Storage, Inc., Class A 3,573,816
QUALCOMM, Inc. 4,853,084
Quanta Computer, Inc. 1,444,115
Quotient Technology, Inc. 517,545
Red Hat, Inc. 11,023,158
Ruckus Wireless, Inc. 1,292,418
Sabre Corp. 2,090,482
Sage Group PLC 1,769,943
Salesforce.com, Inc. 18,415,122
SanDisk Corp. 2,259,576
SCSK Corp. 3,127,638
Semtech Corp. 180,318
ServiceNow, Inc. 4,582,382
Silicon Motion Technology Corp. ADR 1,698,015
Siltronic AG 319,448
SK Hynix, Inc. 13,061,246
Skyworks Solutions, Inc. 13,537,384
SoftBank Group Corp. 7,528,468
Sony Corp. 1,133,603
State Street Bank and Trust Co. Repurchase Agreement 0.01 04/01/2016 4,597,000
State Street Institutional U.S. Government Money Market Fund 500,000
STR Holdings, Inc. 27,460
Stratasys, Ltd. 4,885,920
SunEdison Semiconductor, Ltd. 504,889
Sunny Optical Technology Group Co., Ltd. 3,462,906
T. Rowe Price Reserve Investment Fund 30,045,444
Page 117 of 171
Tableau Software, Inc., Class A 1,907,045
Taiwan Semiconductor Manufacturing Co., Ltd. 2,827,752
Taiwan Semiconductor Manufacturing Co., Ltd. ADR 2,281,627
TDK Corp. 1,171,198
TE Connectivity, Ltd. 4,266,288
Tech Data Corp. 175,036
Tencent Holdings, Ltd. 17,391,244
Tesla Motors, Inc. 3,032,964
Texas Instruments, Inc. 1,576,753
T-Mobile US, Inc. 3,401,040
Total System Services, Inc. 2,529,924
TransUnion 3,409,172
Trimble Navigation, Ltd. 1,934,400
Twenty-First Century Fox, Inc., Class A 3,596,520
Uber Technologies, Inc. 4,092,990
Vantiv, Inc., Class A 4,833,305
Veeva Systems, Inc., Class A 7,261,600
VeriFone Systems, Inc. 3,689,528
Verizon Communications, Inc. 3,635,907
Vipshop Holdings, Ltd. ADR 6,013,672
Visa, Inc., Class A 28,337,217
WageWorks, Inc. 1,469,714
Western Digital Corp. 9,537,284
WEX, Inc. 2,763,217
Win Semiconductors Corp. 1,571,693
Workday, Inc., Class A 2,259,096
Worldpay Group PLC 756,245
Xiaoju Kuaizhi, Inc. 358,693
Xilinx, Inc. 641,965
Yahoo!, Inc. 13,004,973
Yandex NV, Class A 932,988
Youku Tudou, Inc. ADR 3,344,901
Youku.com, Inc. Class A 24
VALIC Company I - Small Cap Aggressive Growth Fund - (unaudited)
March 31, 2016
Security Coupon(%) Maturity Date Market Value ($)
Acadia Healthcare Co., Inc. 1,182,110
Aimmune Therapeutics, Inc. 364,357
Amedisys, Inc. 1,272,309
Amicus Therapeutics, Inc. 969,747
AmTrust Financial Services, Inc. 977,746
Apogee Enterprises, Inc. 1,002,448
Ascendis Pharma A/S ADR 610,981
AtriCure, Inc. 1,257,521
aTyr Pharma, Inc. 223,240
Benefitfocus, Inc. 1,252,626
Black Knight Financial Services, Inc., Class A 1,449,039
Bluebird Bio, Inc. 593,938
Blueprint Medicines Corp. 458,109
Burlington Stores, Inc. 1,435,807
Carrizo Oil & Gas, Inc. 342,284
Carter's, Inc. 1,420,522
Casey's General Stores, Inc. 1,379,104
Cavium, Inc. 1,393,225
Celyad SA ADR 462,211
Chemtura Corp. 1,324,831
ClubCorp Holdings, Inc. 844,562
comScore, Inc. 938,450
ConforMIS, Inc. 559,968
DexCom, Inc. 999,975
Diamondback Energy, Inc. 666,835
Euronet Worldwide, Inc. 1,879,652
Five Below, Inc. 1,041,355
Five Prime Therapeutics, Inc. 808,537
Gentherm, Inc. 664,608
G-III Apparel Group, Ltd. 1,197,316
Page 118 of 171
Headwaters, Inc. 1,209,129
HEICO Corp., Class A 2,047,657
Hexcel Corp. 1,995,056
Ignyta, Inc. 369,419
IMAX Corp. 1,913,590
Immune Design Corp. 505,310
Interface, Inc. 1,468,628
Intersect ENT, Inc. 755,820
InterXion Holding NV 821,932
John Bean Technologies Corp. 1,782,556
Kite Pharma, Inc. 650,086
Knight Transportation, Inc. 617,140
LendingTree, Inc. 1,552,746
Ligand Pharmaceuticals, Inc. 1,396,132
Lion Biotechnologies, Inc. 441,655
Lithia Motors, Inc., Class A 1,447,058
Littelfuse, Inc. 1,313,584
LogMeIn, Inc. 3,016,499
Loxo Oncology, Inc. 1,266,881
MarketAxess Holdings, Inc. 763,211
Monolithic Power Systems, Inc. 2,984,334
Myriad Genetics, Inc. 1,748,018
NantKwest, Inc. 302,825
NxStage Medical, Inc. 1,625,995
Ollie's Bargain Outlet Holdings, Inc. 1,033,263
Pinnacle Foods, Inc. 2,773,288
Popeyes Louisiana Kitchen, Inc. 1,017,409
PrivateBancorp, Inc. 851,902
Pronai Therapeutics, Inc. 212,243
Proofpoint, Inc. 2,482,485
Red Robin Gourmet Burgers, Inc. 2,019,523
REGENXBIO, Inc. 345,276
RingCentral, Inc. 1,696,055
Ritchie Bros. Auctioneers, Inc. 1,761,283
Sage Therapeutics, Inc. 619,848
Snyder's-Lance, Inc. 1,266,755
Sonic Corp. 1,173,184
Sovran Self Storage, Inc. 1,272,681
Spark Therapeutics, Inc. 519,376
Spirit Airlines, Inc. 1,097,303
State Street Bank and Trust Co. Repurchase Agreement 0.01 04/01/2016 1,821,000
STERIS PLC 1,813,196
Steven Madden, Ltd. 1,255,286
Take-Two Interactive Software, Inc. 1,980,312
Tower Semiconductor, Ltd. 2,202,531
Ultimate Software Group, Inc. 2,668,946
Ultragenyx Pharmaceutical, Inc. 843,163
Virtu Financial, Inc., Class A 754,614
Vital Therapies, Inc. 694,445
WellCare Health Plans, Inc. 736,435
West Pharmaceutical Services, Inc. 2,277,578
Western Alliance Bancorp 1,269,441
Wingstop, Inc. 975,920
Zebra Technologies Corp., Class A 1,041,900
Zeltiq Aesthetics, Inc. 713,493
VALIC Company I - Small Cap Fund - (unaudited)
March 31, 2016
Security Coupon(%) Maturity Date Market Value ($)
A.H. Belo Corp., Class A 87,643
AAON, Inc. 311,500
Acadia Healthcare Co., Inc. 677,853
ACADIA Pharmaceuticals, Inc. 190,128
Acadia Realty Trust 221,319
Acceleron Pharma, Inc. 110,838
Accuray, Inc. 116,970
Accuride Corp. 103,850
Page 119 of 171
AcelRx Pharmaceuticals, Inc. 98,868
Achaogen, Inc. 27,600
Adams Resources & Energy, Inc. 132,494
Adeptus Health, Inc., Class A 233,268
ADTRAN, Inc. 254,772
Advanced Energy Industries, Inc. 76,538
Aemetis, Inc. 36,312
Agile Therapeutics, Inc. 47,817
Agilysys, Inc. 132,730
Alamo Group, Inc. 183,843
Alaska Communications Systems Group, Inc. 137,060
Albany International Corp., Class A 2,358,622
Alere, Inc. 1,127,338
Alexander & Baldwin, Inc. 355,796
Alimera Sciences, Inc. 43,794
Alkermes PLC 345,319
Allegiant Travel Co. 35,612
Alliance HealthCare Services, Inc. 66,148
Allied Motion Technologies, Inc. 144,000
Allot Communications, Ltd. 73,220
Alpha PRO Tech, Ltd. 54,600
AMAG Pharmaceuticals, Inc. 716,789
AMCON Distributing Co. 40,050
American Campus Communities, Inc. 541,535
American Eagle Outfitters, Inc. 145,029
American Financial Group, Inc. 2,124,330
American National Bankshares, Inc. 149,447
American Public Education, Inc. 173,292
American Science & Engineering, Inc. 127,374
AmeriServ Financial, Inc. 65,780
Ampco-Pittsburgh Corp. 90,415
Ampio Pharmaceuticals, Inc. 110,025
Amyris, Inc. 56,388
Analogic Corp. 2,061,134
Anchor Bancorp, Inc. 73,740
Apogee Enterprises, Inc. 2,392,795
Approach Resources, Inc. 89,668
Apptio, Inc. 82,674
ARC Document Solutions, Inc. 37,800
Arctic Cat, Inc. 75,600
Arotech Corp. 84,564
ArQule, Inc. 88,000
ARRIS International PLC 449,301
Artesian Resources Corp., Class A 206,904
Aspen Aerogels, Inc. 181,350
Assured Guaranty, Ltd. 558,548
Asta Funding, Inc. 117,612
Asterias Biotherapeutics, Inc. 44,434
Atlantic Capital Bancshares, Inc. 11,152
AV Homes, Inc. 129,504
AVEO Pharmaceuticals, Inc. 61,147
Aware, Inc. 54,085
AZZ, Inc. 560,340
Ballantyne Strong, Inc. 64,260
BancorpSouth, Inc. 85,240
Bank of Commerce Holdings 48,514
Bank of the Ozarks, Inc. 2,076,130
BankUnited, Inc. 2,866,648
Beazer Homes USA, Inc. 766,113
Bel Fuse, Inc., Class B 87,600
Belden, Inc. 1,485,519
Beneficial Bancorp, Inc. 331,298
BioSpecifics Technologies Corp. 90,532
Biota Pharmaceuticals, Inc. 51,900
Bio-Techne Corp. 1,941,441
BioTelemetry, Inc. 109,792
Blackbaud, Inc. 2,029,775
Bloomin' Brands, Inc. 381,262
Blue Hills Bancorp, Inc. 106,626
Page 120 of 171
Bojangles', Inc. 28,917
Bottomline Technologies de, Inc. 2,204,275
Boyd Gaming Corp. 2,074,946
Bravo Brio Restaurant Group, Inc. 89,125
Bridge Bancorp, Inc. 167,585
Brinker International, Inc. 381,385
Bruker Corp. 459,200
Brunswick Corp. 431,820
BSQUARE Corp. 88,800
Build-A-Bear Workshop, Inc. 103,920
Burlington Stores, Inc. 185,592
BWX Technologies, Inc. 241,632
C&F Financial Corp. 114,600
Cable One, Inc. 262,278
CACI International, Inc., Class A 619,607
Cadiz, Inc. 75,168
Calamos Asset Management, Inc., Class A 118,860
CalAmp Corp. 148,819
CalAtlantic Group, Inc. 95,581
California First National Bancorp 144,650
Capital Bank Financial Corp., Class A 472,005
Capitol Federal Financial, Inc. 540,212
CarGurus, Inc. 114,822
Casella Waste Systems, Inc., Class A 113,900
Castle Brands, Inc. 37,604
Catalent, Inc. 253,365
CatchMark Timber Trust, Inc., Class A 159,201
Cavium, Inc. 195,712
CCA Industries, Inc. 11,802
Celadon Group, Inc. 924,367
Centene Corp. 640,328
Chart Industries, Inc. 219,372
Cheesecake Factory, Inc. 329,158
Chemung Financial Corp. 144,925
Cherokee, Inc. 113,856
Chesapeake Lodging Trust 259,308
Chesapeake Utilities Corp. 220,395
Chico's FAS, Inc. 394,119
Christopher & Banks Corp. 102,531
Ciena Corp. 213,024
Citizens Holding Co. 96,750
CLARCOR, Inc. 549,005
Clearwater Paper Corp. 223,146
Cleco Corp. 386,470
Clifton Bancorp, Inc. 122,472
Cloudera, Inc. 116,736
CNB Financial Corp. 149,515
CNO Financial Group, Inc. 1,866,332
Codexis, Inc. 102,630
Cohen & Steers, Inc. 311,360
Coherent, Inc. 1,368,299
Collectors Universe, Inc. 119,520
Colony Capital, Inc. 90,558
CoLucid Pharmaceuticals, Inc. 17,980
Columbia Sportswear Co. 2,246,705
Comfort Systems USA, Inc. 104,841
Commercial Vehicle Group, Inc. 49,555
Community Health Systems, Inc. 428,507
Compass Minerals International, Inc. 134,634
Computer Modelling Group, Ltd. 82,760
Computer Task Group, Inc. 100,156
Conatus Pharmaceuticals, Inc. 20,330
Concurrent Computer Corp. 82,022
Consolidated Communications Holdings, Inc. 26
Consolidated-Tomoka Land Co. 143,034
Constellium NV, Class A 86,154
Consumer Portfolio Services, Inc. 103,635
Copart, Inc. 97,848
Core Molding Technologies, Inc. 162,240
Page 121 of 171
Core-Mark Holding Co., Inc. 644,324
CorMedix, Inc. 106,000
Corporate Office Properties Trust 438,208
Cousins Properties, Inc. 1,933,794
CPI Aerostructures, Inc. 58,640
CRA International, Inc. 151,228
Cracker Barrel Old Country Store, Inc. 1,735,400
Craft Brew Alliance, Inc. 154,724
Cray, Inc. 2,298,638
Cross Country Healthcare, Inc. 8,141
CSS Industries, Inc. 83,790
CTS Corp. 177,862
CubeSmart 2,440,890
Cumberland Pharmaceuticals, Inc. 124,822
Curis, Inc. 77,642
Cutera, Inc. 101,250
Cvent, Inc. 305,164
CyberArk Software, Ltd. 404,559
CyberOptics Corp. 176,337
Datalink Corp. 101,454
Dawson Geophysical Co. 152,016
Deckers Outdoor Corp. 149,775
Delta Apparel, Inc. 200,970
Delta Natural Gas Co., Inc. 87,970
Demand Media, Inc. 125,000
Demandware, Inc. 258,060
Denny's Corp. 329,448
Descartes Systems Group, Inc. 593,104
Destination Maternity Corp. 53,352
Diamondback Energy, Inc. 501,670
DiamondRock Hospitality Co. 240,937
Dicerna Pharmaceuticals, Inc. 44,488
Digi International, Inc. 125,419
Digirad Corp. 124,000
Diodes, Inc. 193,965
Diplomat Pharmacy, Inc. 158,920
Dixie Group, Inc. 42,100
Dover Downs Gaming & Entertainment, Inc. 46,367
Dril-Quip, Inc. 84,784
DST Systems, Inc. 1,919,796
Ducommun, Inc. 97,600
Dycom Industries, Inc. 3,194,310
Dynamic Materials Corp. 113,400
Dynegy, Inc. 34,488
E*TRADE Financial Corp. 3,175,373
Eagle Materials, Inc. 1,542,630
Earthstone Energy, Inc. 113,834
East West Bancorp, Inc. 1,787,959
Eastern Virginia Bankshares, Inc. 80,280
EastGroup Properties, Inc. 555,404
Edgewater Technology, Inc. 113,734
Edwards Lifesciences Corp. 158,778
Egalet Corp. 171,500
El Paso Electric Co. 412,920
Electro Rent Corp. 175,014
Emmis Communications Corp., Class A 34,076
Endocyte, Inc. 49,600
Endurance International Group Holdings, Inc. 120,042
EnerSys 1,974,048
Enservco Corp. 11,020
Enstar Group, Ltd. 292,644
Entegris, Inc. 1,908,816
Entellus Medical, Inc. 34,561
Enterprise Bancorp, Inc. 178,983
Enzo Biochem, Inc. 152,425
EPAM Systems, Inc. 134,406
Equity One, Inc. 349,652
Escalade, Inc. 61,204
ESCO Technologies, Inc. 456,066
Page 122 of 171
ESSA Bancorp, Inc. 121,410
Essent Group, Ltd. 79,040
Etsy, Inc. 85,260
Euro Time Deposit with State Street Bank and Trust Co. 0.01 04/01/2016 4,322,000
Evercore Partners, Inc., Class A 1,757,275
Everyday Health, Inc. 140,000
EVINE Live, Inc. 105,300
Evolution Petroleum Corp. 112,266
Exa Corp. 130,135
Exelixis, Inc. 116,000
Exponent, Inc. 270,353
Fairchild Semiconductor International, Inc. 958,960
Famous Dave's of America, Inc. 41,412
Farmers Capital Bank Corp. 208,718
FARO Technologies, Inc. 164,271
Fate Therapeutics, Inc. 126,000
FBR & Co. 104,018
FieldPoint Petroleum Corp. 16,856
Financial Engines, Inc. 440,020
Finisar Corp. 466,470
Finish Line, Inc., Class A 145,590
First Acceptance Corp. 4,604
First Bancorp, Inc. 139,789
First Bancshares, Inc. 109,410
First Financial Northwest, Inc. 131,700
First Horizon National Corp. 599,980
First Niagara Financial Group, Inc. 365,904
First Potomac Realty Trust 102,378
Five Below, Inc. 194,298
Five Star Quality Care, Inc. 54,960
Five9, Inc. 204,470
Fleetmatics Group PLC 468,165
Flotek Industries, Inc. 93,824
Forbes Energy Services, Ltd. 7,740
Forestar Group, Inc. 159,088
Fortinet, Inc. 171,528
Forum Energy Technologies, Inc. 1,351,231
Forward Air Corp. 1,679,967
Fox Chase Bancorp, Inc. 96,600
Francesca's Holdings Corp. 272,072
Franco-Nevada Corp. 233,369
Frequency Electronics, Inc. 99,800
Fresh Market, Inc. 291,006
Friedman Industries, Inc. 54,200
G&K Services, Inc., Class A 271,025
Gaiam, Inc., Class A 111,360
Gaming Partners International Corp. 88,325
Gas Natural, Inc. 101,530
Gastar Exploration, Inc. 66,000
Gencor Industries, Inc. 162,282
Generac Holdings, Inc. 150,934
General Finance Corp. 45,755
Genesee & Wyoming, Inc., Class A 275,880
Gentex Corp. 152,193
Gentherm, Inc. 507,398
GEO Group, Inc. 1,563,548
Geospace Technologies Corp. 109,826
GigOptix, Inc. 135,000
Glacier Bancorp, Inc. 2,250,051
Global Power Equipment Group, Inc. 69,600
Globus Medical, Inc., Class A 1,826,019
GNC Holdings, Inc., Class A 1,636,173
Golden Entertainment, Inc. 164,768
Gordmans Stores, Inc. 101,474
Graco, Inc. 646,492
Graham Corp. 151,316
Graphic Packaging Holding Co. 2,658,639
Great Western Bancorp, Inc. 1,108,035
GrubHub, Inc. 283,140
Page 123 of 171
GSI Technology, Inc. 81,180
Guidance Software, Inc. 80,724
Guidewire Software, Inc. 588,384
Gulf Island Fabrication, Inc. 83,210
Hallmark Financial Services, Inc. 149,500
Halyard Health, Inc. 416,585
Hanover Insurance Group, Inc. 2,095,811
Hardinge, Inc. 137,170
Harsco Corp. 119,355
Harvard Bioscience, Inc. 90,600
Hawaiian Telcom Holdco, Inc. 117,750
Haynes International, Inc. 211,700
Health Insurance Innovations, Inc. 42,770
HealthEquity, Inc. 19,736
Heartland Express, Inc. 1,492,496
HeartWare International, Inc. 78,550
Helen of Troy, Ltd. 2,399,905
Helix Energy Solutions Group, Inc. 383,695
Hexcel Corp. 393,390
hhgregg, Inc. 35,870
Higher One Holdings, Inc. 79,373
Hillenbrand, Inc. 260,565
Hill-Rom Holdings, Inc. 2,098,214
HMS Holdings Corp. 1,467,144
Home Bancorp, Inc. 176,946
Home BancShares, Inc. 114,660
Horace Mann Educators Corp. 908,267
Horizon Global Corp. 68,938
Horizon North Logistics, Inc. 8,902
Houlihan Lokey, Inc. 69,720
Houston Wire & Cable Co. 103,026
HSN, Inc. 292,936
Hurco Cos., Inc. 164,950
IBERIABANK Corp. 1,425,255
ID Systems, Inc. 95,480
Impax Laboratories, Inc. 1,505,580
Imperva, Inc. 228,765
Incyte Corp. 123,199
Independence Contract Drilling, Inc. 148,347
Independence Holding Co. 166,523
Infinity Property & Casualty Corp. 805,000
Infoblox, Inc. 73,530
Information Services Group, Inc. 166,632
Innodata, Inc. 56,500
Innoviva, Inc. 15,108
Insmed, Inc. 149,506
Insulet Corp. 33,160
Integrated Device Technology, Inc. 179,872
Intersections, Inc. 30,750
Intersil Corp., Class A 1,695,316
InvenSense, Inc. 82,320
Inventure Foods, Inc. 101,135
InVivo Therapeutics Holdings Corp. 169,614
Ionis Pharmaceuticals, Inc. 303,750
iPass, Inc. 54,890
Iridium Communications, Inc. 1,673,146
Iteris, Inc. 185,952
Ixia 165,718
Jack Henry & Associates, Inc. 2,017,079
Jack in the Box, Inc. 325,737
Jamba, Inc. 6,427
Janus Capital Group, Inc. 2,494,737
JMP Group LLC 85,249
John Bean Technologies Corp. 981,534
Johnson Outdoors, Inc., Class A 159,984
Jones Energy, Inc., Class A 49,950
Jones Lang LaSalle, Inc. 1,355,046
K2M Group Holdings, Inc. 289,185
KCAP Financial, Inc. 60,120
Page 124 of 171
Kearny Financial Corp. 150,670
Kemet Corp. 136,893
Kemper Corp. 201,076
Kennedy-Wilson Holdings, Inc. 1,606,277
Key Energy Services, Inc. 41,003
Key Tronic Corp. 68,876
KMG Chemicals, Inc. 179,946
Knight Transportation, Inc. 467,431
Knoll, Inc. 411,350
Kona Grill, Inc. 99,715
Krispy Kreme Doughnuts, Inc. 392,868
KVH Industries, Inc. 137,109
Lake Shore Bancorp, Inc. 132,900
Landstar System, Inc. 323,050
Lantheus Holdings, Inc. 32,693
La-Z-Boy, Inc. 1,733,340
Lee Enterprises, Inc. 152,460
Lennox International, Inc. 770,583
LifePoint Health, Inc. 2,087,680
Lifetime Brands, Inc. 120,560
Lifeway Foods, Inc. 110,466
Lincoln Educational Services Corp. 49,600
Liquidity Services, Inc. 100,492
LMI Aerospace, Inc. 51,911
Louisiana-Pacific Corp. 210,576
LS Starrett Co, Class A 82,800
Luby's, Inc. 121,250
Luxfer Holdings PLC ADR 154,906
Luxoft Holding, Inc. 1,261,012
M/A-COM Technology Solutions Holdings, Inc. 188,297
Malvern Bancorp, Inc. 115,344
Manning & Napier, Inc. 67,788
Marchex, Inc., Class B 126,825
Marketo, Inc. 354,217
Marlin Business Services Corp. 107,325
Martin Marietta Materials, Inc. 143,559
Masimo Corp. 8,368
Matador Resources Co. 352,656
Matson, Inc. 265,122
Matthews International Corp., Class A 247,056
Mattson Technology, Inc. 125,925
MBT Financial Corp. 123,165
Medallion Financial Corp. 157,833
Medgenics, Inc. 83,600
Medicines Co. 266,868
MediciNova, Inc. 99,618
Merchants Bancshares, Inc. 136,804
Meridian Bancorp, Inc. 196,272
Meridian Bioscience, Inc. 368,919
Meritage Homes Corp. 350,016
MGIC Investment Corp. 79,001
Michaels Cos., Inc. 2,521,328
Microsemi Corp. 2,439,926
MicroStrategy, Inc., Class A 1,766,827
MidSouth Bancorp, Inc. 74,774
Minerals Technologies, Inc. 2,468,427
Mitcham Industries, Inc. 68,544
Mobile Mini, Inc. 2,034,891
MongoDB, Inc. 32,220
Monro Muffler Brake, Inc. 366,284
Moog, Inc., Class A 301,488
Morgans Hotel Group Co. 26,220
MSA Safety, Inc. 604,375
Mueller Water Products, Inc., Class A 321,100
Multi Packaging Solutions International, Ltd. 207,744
Multi-Color Corp. 520,163
NanoViricides, Inc. 94,170
National CineMedia, Inc. 41,067
National Instruments Corp. 331,210
Page 125 of 171
Natural Gas Services Group, Inc. 160,062
Nautilus, Inc. 57,960
Navidea Biopharmaceuticals, Inc. 80,755
NCI, Inc., Class A 140,100
New Gold, Inc. 315,180
New Media Investment Group, Inc. 158,080
New Relic, Inc. 321,827
New York & Co., Inc. 130,795
Newfield Exploration Co. 1,625,692
Nexstar Broadcasting Group, Inc., Class A 1,527,492
Nivalis Therapeutics, Inc. 62,550
Northrim BanCorp, Inc. 169,761
NorthWestern Corp. 216,125
Novavax, Inc. 152,220
NOW, Inc. 93,916
NRG Energy, Inc. 213,364
NRG Yield, Inc., Class A 43,424
NRG Yield, Inc., Class C 42,720
Nutraceutical International Corp. 199,670
Oceaneering International, Inc. 106,368
Ocera Therapeutics, Inc. 111,132
Ohio Valley Banc Corp. 139,200
Oil-Dri Corp. of America 165,522
Old Dominion Freight Line, Inc. 2,259,726
Old Second Bancorp, Inc. 137,356
Olympic Steel, Inc. 95,205
Onconova Therapeutics, Inc. 6,960
Oncothyreon, Inc. 112,141
ONE Gas, Inc. 995,930
Ophthotech Corp. 50,724
Orion Marine Group, Inc. 83,398
Osisko Gold Royalties, Ltd. 135,630
Outfront Media, Inc. 124,342
Pacific Sunwear of California, Inc. 4,672
Pacira Pharmaceuticals, Inc. 566,886
Pain Therapeutics, Inc. 89,200
Pandora Media, Inc. 117,245
Panera Bread Co., Class A 1,674,485
Panhandle Oil and Gas, Inc., Class A 86,550
Papa John's International, Inc. 1,528,808
Paramount Group, Inc. 137,170
Park Sterling Corp. 166,083
Parsley Energy, Inc., Class A 291,540
Patriot National, Inc. 143,990
PCM, Inc. 108,623
PC-Tel, Inc. 101,336
PDF Solutions, Inc. 105,702
Penns Woods Bancorp, Inc. 123,328
PennyMac Financial Services, Inc., Class A 78,792
Peoples Bancorp of North Carolina, Inc. 102,300
Performance Food Group Co. 156,445
Performant Financial Corp. 85,000
Pernix Therapeutics Holdings, Inc. 30,450
Petra Diamonds, Ltd. 67,574
PetroQuest Energy, Inc. 24,842
PharmAthene, Inc. 129,087
Phibro Animal Health Corp., Class A 1,406,350
Pier 1 Imports, Inc. 417,796
Pinnacle Financial Partners, Inc. 1,993,700
Pinnacle Foods, Inc. 3,390,810
Pitney Bowes, Inc. 1,670,772
Pixelworks, Inc. 48,180
Plex Systems, Inc. 72,295
PNM Resources, Inc. 819,396
PolyOne Corp. 1,769,232
Popular, Inc. 320,432
Portland General Electric Co. 576,554
Post Holdings, Inc. 570,791
PowerSecure International, Inc. 93,450
Page 126 of 171
Precision Drilling Corp. 920,527
Premier Financial Bancorp, Inc. 67,547
PRGX Global, Inc. 125,080
Primo Water Corp. 217,944
Primoris Services Corp. 1,593,302
PrivateBancorp, Inc. 2,141,760
Progress Software Corp. 249,642
Proofpoint, Inc. 795,944
Prosperity Bancshares, Inc. 436,066
Protalix BioTherapeutics, Inc. 18,504
Proto Labs, Inc. 100,217
Provident Financial Holdings, Inc. 114,474
PS Business Parks, Inc. 824,182
pSivida Corp. 85,760
Pzena Investment Management, Inc., Class A 21,895
QCR Holdings, Inc. 155,025
Quanex Building Products Corp. 269,080
QuinStreet, Inc. 119,700
Quotient Technology, Inc. 82,574
Radian Group, Inc. 326,120
Radiant Logistics, Inc. 134,946
Radisys Corp. 142,200
RadNet, Inc. 86,940
RBC Bearings, Inc. 600,732
RCM Technologies, Inc. 106,200
RE/MAX Holdings, Inc., Class A 202,370
ReachLocal, Inc. 26,850
Red Robin Gourmet Burgers, Inc. 335,244
Regional Management Corp. 140,302
Resource America, Inc., Class A 100,398
Restoration Hardware Holdings, Inc. 255,590
Retail Opportunity Investments Corp. 267,596
Retractable Technologies, Inc. 64,500
Retrophin, Inc. 431,697
REX American Resources Corp. 116,487
Rex Energy Corp. 23,049
Rexnord Corp. 382,158
Richardson Electronics, Ltd. 77,400
Rigel Pharmaceuticals, Inc. 83,200
Rightside Group, Ltd. 104,650
Ring Energy, Inc. 87,870
RingCentral, Inc. 148,050
Ritchie Bros. Auctioneers, Inc. 511,812
RLI Corp. 501,450
Rocky Brands, Inc. 136,458
Rosetta Stone, Inc. 93,940
Rouse Properties, Inc. 288,566
RPC, Inc. 104,932
Ryerson Holding Corp. 166,800
Safety Insurance Group, Inc. 233,946
Saga Communications, Inc., Class A 4,927
Saia, Inc. 312,465
Salem Media Group, Inc., Class A 57,600
Sally Beauty Holdings, Inc. 1,748,973
Scholastic Corp. 226,051
SciQuest, Inc. 190,156
Scorpio Tankers, Inc. 1,160,741
Seachange International, Inc. 107,640
SEACOR Holdings, Inc. 402,930
Seattle Genetics, Inc. 164,923
Selective Insurance Group, Inc. 721,217
Semtech Corp. 576,138
Senomyx, Inc. 78,000
Sensient Technologies Corp. 2,064,608
Seventy Seven Energy, Inc. 19,665
Shiloh Industries, Inc. 144,153
Sierra Bancorp 170,610
Silicon Laboratories, Inc. 94,416
Silvercrest Asset Management Group, Inc., Class A 127,400
Page 127 of 171
Simmons First National Corp., Class A 166,759
Simpson Manufacturing Co., Inc. 492,393
Sizmek, Inc. 80,620
Sonic Corp. 2,376,921
SORL Auto Parts, Inc. 27,540
Southern National Bancorp of Virginia, Inc. 178,800
Southwest Gas Corp. 599,235
SP Plus Corp. 144,360
Span-America Medical Systems, Inc. 58,931
Spark Networks, Inc. 66,600
Spark Therapeutics, Inc. 23,608
Spartan Motors, Inc. 85,320
Sparton Corp. 106,141
SS&C Technologies Holdings, Inc. 3,025,324
StarTek, Inc. 76,020
State Auto Financial Corp. 232,733
State Street Institutional U.S. Government Money Market Fund 500,000
STERIS PLC 802,865
Straight Path Communications, Inc., Class B 184,629
Strattec Security Corp. 269,733
Sun Hydraulics Corp. 321,943
Superior Drilling Products, Inc. 76,720
Support.com, Inc. 91,590
Supreme Industries, Inc. Class A 149,396
SurveyMonkey.com LLC 53,356
Sussex BanCorp 75,000
Symmetry Surgical, Inc. 98,600
Synalloy Corp. 114,048
Synergy Resources Corp. 142,968
Synovus Financial Corp. 2,392,765
Synthetic Biologics, Inc. 208,388
T. Rowe Price Reserve Investment Fund 1,146,998
Take-Two Interactive Software, Inc. 2,056,782
Talmer Bancorp, Inc., Class A 235,170
Tangoe, Inc. 258,003
TCF Financial Corp. 95,628
Team Health Holdings, Inc. 1,553,952
Team, Inc. 1,201,256
Tech Data Corp. 2,326,361
Teledyne Technologies, Inc. 661,050
Tempur Sealy International, Inc. 443,767
Tennant Co. 267,696
Territorial Bancorp, Inc. 104,240
TESARO, Inc. 164,672
Tesco Corp. 86,100
TESSCO Technologies, Inc. 98,235
Tessera Technologies, Inc. 1,819,018
Texas Capital Bancshares, Inc. 450,965
TherapeuticsMD, Inc. 155,520
Theravance Biopharma, Inc. 5,640
Thermon Group Holdings, Inc. 108,872
TheStreet, Inc. 59,768
Tile Shop Holdings, Inc. 131,208
Tilly's, Inc., Class A 96,724
Toro Co. 973,156
Town Sports International Holdings, Inc. 129,150
TransAct Technologies, Inc. 122,100
TransEnterix, Inc. 85,000
TRC Cos., Inc. 63,162
TreeHouse Foods, Inc. 2,590,962
Tremor Video, Inc. 105,600
Trex Co., Inc. 2,078,628
TriMas Corp. 233,016
Triumph Group, Inc. 261,284
Trupanion, Inc. 41,370
Tuesday Morning Corp. 403,274
Tumi Holdings, Inc. 485,442
Turtle Beach Corp. 114,000
Twin Disc, Inc. 129,664
Page 128 of 171
UGI Corp. 1,851,970
Ultra Clean Holdings, Inc. 78,792
Ultragenyx Pharmaceutical, Inc. 25,324
Unilife Corp. 23,800
United Community Financial Corp. 155,555
United Online, Inc. 144,250
United Security Bancshares 111,109
United States Lime & Minerals, Inc. 156,026
Univar, Inc. 195,852
Universal American Corp. 39,984
Universal Technical Institute, Inc. 66,805
Urstadt Biddle Properties, Inc., Class A 217,880
US Auto Parts Network, Inc. 51,200
USA Truck, Inc. 129,996
VAALCO Energy, Inc. 28,200
Vail Resorts, Inc. 2,639,372
Valley National Bancorp 129,477
Valmont Industries, Inc. 371,520
Veeco Instruments, Inc. 264,928
Veracyte, Inc. 104,220
Verastem, Inc. 100,014
Verint Systems, Inc. 1,094,630
Vicon Industries, Inc. 13,160
Vishay Precision Group, Inc. 123,288
VIVUS, Inc. 105,000
Volt Information Sciences, Inc. 108,379
VOXX International Corp. 22,350
VSE Corp. 115,413
vTv Therapeutics, Inc., Class A 77,400
Waddell & Reed Financial, Inc., Class A 296,604
Walker & Dunlop, Inc. 75,237
Warren Resources, Inc. 5,886
Washington Trust Bancorp, Inc. 123,156
Waste Connections, Inc. 3,368,885
Watts Water Technologies, Inc., Class A 1,829,930
Webster Financial Corp. 1,985,521
WellCare Health Plans, Inc. 695,625
West Bancorporation, Inc. 126,589
West Marine, Inc. 156,639
Westamerica Bancorporation 297,131
Westell Technologies, Inc., Class A 48,789
Western Alliance Bancorp 3,181,448
Westfield Financial, Inc. 134,880
Westmoreland Coal Co. 191,786
Willbros Group, Inc. 108,417
Willis Lease Finance Corp. 215,900
Wolverine World Wide, Inc. 233,934
Woodward, Inc. 54,621
Worthington Industries, Inc. 174,636
Wright Medical Group NV 1,433,095
Xerium Technologies, Inc. 78,300
XPO Logistics, Inc. 31
Yuma Energy, Inc. 1,115
Zendesk, Inc. 115,115
Zillow Group, Inc., Class A 20,440
Zillow Group, Inc., Class C 37,968
Zoe's Kitchen, Inc. 124,768
Zogenix, Inc. 108,219
Zumiez, Inc. 310,752
VALIC Company I - Small Cap Index Fund - (unaudited)
March 31, 2016
Security Coupon(%) Maturity Date Market Value ($)
1-800-flowers.com, Inc., Class A 112,747
1st Source Corp. 298,213
2U, Inc. 335,926
8x8, Inc. 507,638
Page 129 of 171
A. Schulman, Inc. 456,371
A10 Networks, Inc. 114,913
AAC Holdings, Inc. 90,183
AAON, Inc. 656,040
AAR Corp. 472,544
Abaxis, Inc. 585,622
Abengoa Yield PLC 499,245
Abeona Therapeutics, Inc. 15,140
Abercrombie & Fitch Co., Class A 1,255,702
ABIOMED, Inc. 2,238,274
ABM Industries, Inc. 1,035,600
Abraxas Petroleum Corp. 54,289
Acacia Research Corp. 110,755
ACADIA Pharmaceuticals, Inc. 1,275,619
Acadia Realty Trust 1,383,244
Accelerate Diagnostics, Inc. 176,967
Acceleron Pharma, Inc. 327,949
Access National Corp. 82,493
ACCO Brands Corp. 565,004
Accuray, Inc. 261,343
Accuride Corp. 34,501
Aceto Corp. 392,675
Achillion Pharmaceuticals, Inc. 519,510
ACI Worldwide, Inc. 1,369,770
Aclaris Therapeutics, Inc. 61,474
Acorda Therapeutics, Inc. 647,893
Actua Corp. 210,295
Actuant Corp., Class A 842,438
Acxiom Corp. 959,419
Adamas Pharmaceuticals, Inc. 86,037
Adams Resources & Energy, Inc. 48,816
Addus HomeCare Corp. 63,362
Adeptus Health, Inc., Class A 196,945
ADTRAN, Inc. 570,952
Aduro Biotech, Inc. 61,219
Advanced Drainage Systems, Inc. 410,238
Advanced Energy Industries, Inc. 814,364
Advanced Micro Devices, Inc. 1,037,742
Advaxis, Inc. 156,671
Advisory Board Co. 783,353
Aegerion Pharmaceuticals, Inc. 53,110
Aegion Corp. 442,679
AEP Industries, Inc. 149,754
Aerie Pharmaceuticals, Inc. 142,795
Aerohive Networks, Inc. 66,676
Aerojet Rocketdyne Holdings, Inc. 586,961
Aerovironment, Inc. 319,648
Affimed NV 32,747
Affymetrix, Inc. 620,125
AG Mtg. Investment Trust, Inc. 212,401
Agenus, Inc. 181,917
Agile Therapeutics, Inc. 37,005
Agilysys, Inc. 89,654
Agree Realty Corp. 436,827
Aimmune Therapeutics, Inc. 85,062
Air Methods Corp. 814,153
Air Transport Services Group, Inc. 464,614
Aircastle, Ltd. 794,435
AK Steel Holding Corp. 420,360
Akebia Therapeutics, Inc. 125,744
Alamo Group, Inc. 308,578
Alarm.com Holdings, Inc. 107,243
Albany International Corp., Class A 609,071
Albany Molecular Research, Inc. 218,402
Alder Biopharmaceuticals, Inc. 323,611
Alexander & Baldwin, Inc. 1,025,756
Alexander's, Inc. 456,660
Alico, Inc. 60,880
Alimera Sciences, Inc. 30,466
Page 130 of 171
Allegiance Bancshares, Inc. 25,791
Allegiant Travel Co. 1,367,145
ALLETE, Inc. 1,564,745
Alliance Fiber Optic Products, Inc. 122,979
Alliance HealthCare Services, Inc. 20,822
Allied Motion Technologies, Inc. 64,314
Almost Family, Inc. 153,168
Alon USA Energy, Inc. 184,491
Alpha & Omega Semiconductor, Ltd. 148,611
Altisource Asset Management Corp. 6,101
Altisource Portfolio Solutions SA 196,001
Altisource Residential Corp. 392,940
Altra Industrial Motion Corp. 419,895
AMAG Pharmaceuticals, Inc. 456,604
Ambac Financial Group, Inc. 407,040
Ambarella, Inc. 801,605
Amber Road, Inc. 54,717
AMC Entertainment Holdings, Inc., Class A 339,799
Amedisys, Inc. 780,981
Ameresco, Inc., Class A 54,779
American Assets Trust, Inc. 849,258
American Axle & Manufacturing Holdings, Inc. 667,911
American Capital Mortgage Investment Corp. 429,992
American Eagle Outfitters, Inc. 1,841,335
American Equity Investment Life Holding Co. 767,693
American Homes 4 Rent, Class A 332,564
American National Bankshares, Inc. 126,549
American Public Education, Inc. 202,483
American Railcar Industries, Inc. 202,428
American Science & Engineering, Inc. 117,101
American Software, Inc., Class A 128,367
American States Water Co. 851,199
American Vanguard Corp. 263,037
American Woodmark Corp. 548,013
America's Car-Mart, Inc. 122,050
Ameris Bancorp 544,982
AMERISAFE, Inc. 570,795
Ames National Corp. 131,971
Amicus Therapeutics, Inc. 554,430
Amkor Technology, Inc. 333,498
AMN Healthcare Services, Inc. 914,965
Amphastar Pharmaceuticals, Inc. 218,232
Amplify Snack Brands, Inc. 121,562
Amsurg Corp. 2,276,270
Anacor Pharmaceuticals, Inc. 1,239,719
Analogic Corp. 561,129
Anchor BanCorp Wisconsin, Inc. 197,723
Andersons, Inc. 510,632
Angie's List, Inc. 202,363
AngioDynamics, Inc. 177,431
ANI Pharmaceuticals, Inc. 151,840
Anika Therapeutics, Inc. 374,441
Anixter International, Inc. 851,008
Antares Pharma, Inc. 77,077
Anthera Pharmaceuticals, Inc. 74,217
Anworth Mtg. Asset Corp. 279,581
Apigee Corp. 24,332
Apogee Enterprises, Inc. 733,490
Apollo Commercial Real Estate Finance, Inc. 545,186
Apollo Education Group, Inc. 443,643
Apollo Residential Mortgage, Inc. 246,566
Appfolio, Inc. 39,290
Applied Genetic Technologies Corp. 70,389
Applied Industrial Technologies, Inc. 997,679
Applied Micro Circuits Corp. 299,421
Applied Optoelectronics, Inc. 127,525
Approach Resources, Inc. 23,992
Aralez Pharmaceuticals, Inc. 58,912
Aratana Therapeutics, Inc. 93,658
Page 131 of 171
ARC Document Solutions, Inc. 105,111
Arcadia Biosciences, Inc. 12,941
ArcBest Corp. 321,410
Archrock, Inc. 317,864
Arctic Cat, Inc. 124,572
Ardelyx, Inc. 73,131
Ardmore Shipping Corp. 86,731
Arena Pharmaceuticals, Inc. 272,945
Ares Commercial Real Estate Corp. 169,955
Argan, Inc. 260,958
Argo Group International Holdings, Ltd. 917,666
ARIAD Pharmaceuticals, Inc. 612,405
Arlington Asset Investment Corp., Class A 163,980
Armada Hoffler Properties, Inc. 164,216
ARMOUR Residential REIT, Inc. 485,071
Array BioPharma, Inc. 238,207
Arrow Financial Corp. 170,393
Arrowhead Research Corp. 164,160
Artesian Resources Corp., Class A 125,429
Asbury Automotive Group, Inc. 857,866
Ascena Retail Group, Inc. 1,086,612
Ascent Capital Group, Inc., Class A 112,823
Ashford Hospitality Prime, Inc. 183,452
Ashford Hospitality Trust, Inc. 304,639
Ashford, Inc. 28,038
Aspen Technology, Inc. 1,746,416
Assembly Biosciences, Inc. 41,224
Associated Capital Group, Inc. 101,264
Astec Industries, Inc. 506,323
Asterias Biotherapeutics, Inc. 28,111
Astoria Financial Corp. 815,839
Astronics Corp. 475,998
Astronics Corp., Class B 63,195
Atara Biotherapeutics, Inc. 181,394
Atlantic Power Corp. 171,649
Atlantic Tele-Network, Inc. 445,274
Atlas Air Worldwide Holdings, Inc. 605,011
Atlas Financial Holdings, Inc. 107,788
AtriCure, Inc. 273,319
Atrion Corp. 321,428
Atwood Oceanics, Inc. 339,336
aTyr Pharma, Inc. 13,625
AV Homes, Inc. 80,497
Avalanche Biotechnologies, Inc. 57,852
AVG Technologies NV 486,525
Avid Technology, Inc. 125,033
Avista Corp. 1,453,725
AVX Corp. 332,451
Axcelis Technologies, Inc. 181,964
Axiall Corp. 878,055
Axovant Sciences, Ltd. 92,196
AZZ, Inc. 834,793
B&G Foods, Inc. 1,154,891
Badger Meter, Inc. 551,235
Balchem Corp. 1,103,770
Baldwin & Lyons, Inc., Class B 132,353
Banc of California, Inc. 362,688
BancFirst Corp. 237,815
Banco Latinoamericano de Comercio Exterior SA, Class E 416,729
Bancorp, Inc. 110,379
BancorpSouth, Inc. 1,177,718
Bank Mutual Corp. 202,066
Bank of Marin Bancorp 168,283
Bank of the Ozarks, Inc. 1,853,227
BankFinancial Corp. 124,323
Bankrate, Inc. 350,276
Banner Corp. 504,774
Bar Harbor Bankshares 113,579
Barnes & Noble Education, Inc. 179,908
Page 132 of 171
Barnes & Noble, Inc. 359,033
Barnes Group, Inc. 1,098,576
Barracuda Networks, Inc. 71,287
Barrett Business Services, Inc. 117,530
Basic Energy Services, Inc. 67,361
Bassett Furniture Industries, Inc. 196,162
Bazaarvoice, Inc. 110,014
BBCN Bancorp, Inc. 691,707
BBX Capital Corp., Class A 24,818
Beacon Roofing Supply, Inc. 1,164,930
Bear State Financial, Inc. 70,721
Beazer Homes USA, Inc. 161,739
bebe stores, Inc. 8,961
Bel Fuse, Inc., Class B 86,563
Belden, Inc. 1,498,531
Bellicum Pharmaceuticals, Inc. 44,272
Belmond, Ltd., Class A 526,277
Benchmark Electronics, Inc. 691,385
Beneficial Bancorp, Inc. 648,153
Benefitfocus, Inc. 150,475
Berkshire Hills Bancorp, Inc. 454,360
Berry Plastics Group, Inc. 2,446,957
BGC Partners, Inc., Class A 949,236
Big 5 Sporting Goods Corp. 116,277
Big Lots, Inc. 1,267,758
Biglari Holdings, Inc. 352,753
Bill Barrett Corp. 178,159
BioCryst Pharmaceuticals, Inc. 117,482
BioDelivery Sciences International, Inc. 85,563
BioScrip, Inc. 84,096
BioSpecifics Technologies Corp. 98,158
BioTelemetry, Inc. 180,865
BioTime, Inc. 85,555
BJ's Restaurants, Inc. 511,228
Black Box Corp. 118,469
Black Diamond, Inc. 58,882
Black Hills Corp. 1,728,076
Blackbaud, Inc. 1,664,761
Blackhawk Network Holdings, Inc. 1,066,078
Bloomin' Brands, Inc. 1,197,163
Blount International, Inc. 277,803
Blucora, Inc. 120,842
Blue Bird Corp. 31,595
Blue Hills Bancorp, Inc. 219,458
Blue Nile, Inc. 174,674
Blueprint Medicines Corp. 96,802
Bluerock Residential Growth REIT, Inc. 117,384
BMC Stock Holdings, Inc. 353,325
BNC Bancorp 352,028
Bob Evans Farms, Inc. 553,183
BofI Holding, Inc. 750,058
Boingo Wireless, Inc. 161,858
Boise Cascade Co. 468,873
Bojangles', Inc. 80,712
Bonanza Creek Energy, Inc. 45,237
Boot Barn Holdings, Inc. 64,315
Boston Beer Co., Inc., Class A 962,919
Boston Private Financial Holdings, Inc. 544,344
Bottomline Technologies de, Inc. 714,289
Box, Inc., Class A 90,675
Boyd Gaming Corp. 943,625
Brady Corp., Class A 733,993
Bravo Brio Restaurant Group, Inc. 67,425
Bridge Bancorp, Inc. 247,051
Bridgepoint Education, Inc. 97,393
Briggs & Stratton Corp. 610,678
Bright Horizons Family Solutions, Inc. 1,386,162
Brightcove, Inc. 116,183
Brink's Co. 935,078
Page 133 of 171
Bristow Group, Inc. 377,322
BroadSoft, Inc. 673,078
Brookline Bancorp, Inc. 441,490
Brooks Automation, Inc. 401,731
Bryn Mawr Bank Corp. 262,163
BSB Bancorp, Inc. 104,126
Buckle, Inc. 548,965
Buffalo Wild Wings, Inc. 1,590,068
Build-A-Bear Workshop, Inc. 105,661
Builders FirstSource, Inc. 299,016
Burlington Stores, Inc. 2,400,379
C&J Energy Services, Ltd. 45,518
C1 Financial, Inc. 82,401
Cabot Microelectronics Corp. 578,877
CACI International, Inc., Class A 1,476,728
Caesars Acquisition Co., Class A 161,960
Caesars Entertainment Corp. 215,710
CAI International, Inc. 95,354
Calamos Asset Management, Inc., Class A 86,590
CalAmp Corp. 371,796
CalAtlantic Group, Inc. 1,471,917
Calavo Growers, Inc. 481,130
Caleres, Inc. 709,287
Calgon Carbon Corp. 422,997
California Water Service Group 732,342
Calithera Biosciences, Inc. 36,011
Calix, Inc. 180,292
Callaway Golf Co. 407,518
Callidus Software, Inc. 527,772
Callon Petroleum Co. 400,657
Cal-Maine Foods, Inc. 930,591
Cambium Learning Group, Inc. 31,760
Cambrex Corp. 788,612
Camden National Corp. 178,962
Cantel Medical Corp. 1,403,223
Capella Education Co. 368,006
Capital Bank Financial Corp., Class A 366,344
Capital City Bank Group, Inc. 89,831
Capital Senior Living Corp. 312,544
Capitol Federal Financial, Inc. 1,067,695
Capstead Mtg. Corp. 542,427
Cara Therapeutics, Inc. 69,925
CARBO Ceramics, Inc. 159,523
Carbonite, Inc. 82,705
Carbylan Therapeutics, Inc. 4,517
Cardinal Financial Corp. 374,644
Cardiovascular Systems, Inc. 188,226
Cardtronics, Inc. 924,475
Care.com, Inc. 67,466
Career Education Corp. 176,420
CareTrust REIT, Inc. 341,909
Carmike Cinemas, Inc. 421,071
Carpenter Technology Corp. 987,638
Carriage Services, Inc. 183,253
Carrizo Oil & Gas, Inc. 1,019,803
Carrols Restaurant Group, Inc. 293,435
Cascade Bancorp 100,981
Cascade Microtech, Inc. 160,444
Casella Waste Systems, Inc., Class A 151,829
Casey's General Stores, Inc. 2,495,080
Cash America International, Inc. 555,218
Cass Information Systems, Inc. 343,887
Castle Brands, Inc. 35,832
Castlight Health, Inc., Class B 64,309
Catabasis Pharmaceuticals, Inc. 12,938
Catalent, Inc. 1,276,693
Catalyst Pharmaceuticals, Inc. 50,452
CatchMark Timber Trust, Inc., Class A 245,191
Cathay General Bancorp 1,295,956
Page 134 of 171
Cato Corp., Class A 580,602
Cavco Industries, Inc. 474,123
Cavium, Inc. 1,913,880
CBIZ, Inc. 285,860
CDI Corp. 51,345
CEB, Inc. 1,239,838
CECO Environmental Corp. 100,708
Cedar Realty Trust, Inc. 351,884
Celadon Group, Inc. 164,022
Celldex Therapeutics, Inc. 213,094
Cellular Biomedicine Group, Inc. 105,037
Cempra, Inc. 319,127
CenterState Banks, Inc. 387,319
Central European Media Enterprises, Ltd., Class A 107,577
Central Garden & Pet Co., Class A 394,365
Central Pacific Financial Corp. 286,602
Century Aluminum Co. 198,888
Century Bancorp, Inc., Class A 77,353
Century Communities, Inc. 148,748
Cepheid 1,370,829
Cerus Corp. 323,736
CEVA, Inc. 265,410
ChannelAdvisor Corp. 139,601
Chart Industries, Inc. 379,752
Charter Financial Corp. 128,156
Chase Corp. 208,204
Chatham Lodging Trust 469,810
Checkpoint Systems, Inc. 243,710
Cheesecake Factory, Inc. 1,481,901
Chefs' Warehouse, Inc. 218,970
Chegg, Inc. 194,866
Chemed Corp. 1,324,024
Chemical Financial Corp. 688,746
ChemoCentryx, Inc. 39,872
Chemtura Corp. 1,015,186
Cherokee, Inc. 87,189
Chesapeake Lodging Trust 903,503
Chesapeake Utilities Corp. 548,847
Chiasma, Inc. 37,565
Chico's FAS, Inc. 1,088,949
Children's Place, Inc. 985,113
Chimerix, Inc. 120,857
Christopher & Banks Corp. 50,900
Churchill Downs, Inc. 1,068,729
Chuy's Holdings, Inc. 292,866
Ciber, Inc. 95,220
Cidara Therapeutics, Inc. 35,014
Ciena Corp. 1,343,744
Cimpress NV 1,702,977
Cincinnati Bell, Inc. 464,551
CIRCOR International, Inc. 455,364
Cirrus Logic, Inc. 1,321,610
Citi Trends, Inc. 158,794
Citizens & Northern Corp. 138,822
Citizens, Inc. 203,408
City Holding Co. 416,116
Civeo Corp. 75,564
Civitas Solutions, Inc. 116,729
CLARCOR, Inc. 1,629,967
Clayton Williams Energy, Inc. 30,114
Clean Energy Fuels Corp. 119,433
Clearfield, Inc. 103,748
Clearwater Paper Corp. 486,749
Cleco Corp. 1,911,425
Cliffs Natural Resources, Inc. 263,226
Clifton Bancorp, Inc. 235,010
Cloud Peak Energy, Inc. 68,129
Clovis Oncology, Inc. 302,285
ClubCorp Holdings, Inc. 353,064
Page 135 of 171
CNB Financial Corp. 145,030
CNO Financial Group, Inc. 1,881,116
CoBiz Financial, Inc. 245,596
Coca-Cola Bottling Co. Consolidated 425,920
Code Rebel Corp. 2,874
Coeur Mining, Inc. 437,388
Cogent Communications Holdings, Inc. 1,028,831
Cohen & Steers, Inc. 451,706
Coherent, Inc. 1,253,700
Coherus Biosciences, Inc. 286,584
Cohu, Inc. 176,192
Collectors Universe, Inc. 67,877
Collegium Pharmaceutical, Inc. 69,297
Colony Capital, Inc. 1,072,291
Colony Starwood Homes 540,812
Columbia Banking System, Inc. 988,108
Columbia Sportswear Co. 986,978
Columbus McKinnon Corp. 181,051
Comfort Systems USA, Inc. 678,480
Commercial Metals Co. 1,124,195
Commercial Vehicle Group, Inc. 45,548
Community Bank System, Inc. 891,745
Community Trust Bancorp, Inc. 316,467
CommunityOne Bancorp 93,465
CommVault Systems, Inc. 1,117,758
Computer Programs & Systems, Inc. 337,633
comScore, Inc. 842,652
Comtech Telecommunications Corp. 217,458
Concert Pharmaceuticals, Inc. 120,263
ConforMIS, Inc. 63,135
CONMED Corp. 662,568
Connecticut Water Service, Inc. 287,918
ConnectOne Bancorp, Inc. 279,814
Connecture, Inc. 9,733
Conn's, Inc. 170,976
Consolidated Communications Holdings, Inc. 744,799
Consolidated Water Co., Ltd. 102,642
Consolidated-Tomoka Land Co. 115,212
Container Store Group, Inc. 52,947
Contango Oil & Gas Co. 117,558
Continental Building Products, Inc. 334,433
Control4 Corp. 94,907
Convergys Corp. 1,571,060
Cooper Tire & Rubber Co. 1,219,920
Cooper-Standard Holding, Inc. 558,484
Corcept Therapeutics, Inc. 165,808
Core Molding Technologies, Inc. 54,762
Core-Mark Holding Co., Inc. 1,078,142
CorEnergy Infrastructure Trust, Inc. 107,327
CoreSite Realty Corp. 975,029
Corindus Vascular Robotics, Inc. 12,763
Corium International, Inc. 19,200
CorMedix, Inc. 47,106
Cornerstone OnDemand, Inc. 1,011,807
CorVel Corp. 194,104
Cousins Properties, Inc. 1,287,016
Covenant Transportation Group, Inc., Class A 162,460
Cowen Group, Inc., Class A 242,964
CPI Card Group, Inc. 79,582
CRA International, Inc. 103,012
Cracker Barrel Old Country Store, Inc. 1,676,317
Craft Brew Alliance, Inc. 48,228
Crawford & Co., Class B 105,468
Cray, Inc. 979,311
Crocs, Inc. 423,925
Cross Country Healthcare, Inc. 214,143
Crown Media Holdings, Inc., Class A 100,609
CryoLife, Inc. 156,896
CSG Systems International, Inc. 846,615
Page 136 of 171
CSS Industries, Inc. 149,398
CTI BioPharma Corp. 63,801
CTS Corp. 299,107
CU Bancorp 203,592
CubeSmart 3,140,423
Cubic Corp. 495,424
Culp, Inc. 154,986
Cumulus Media, Inc., Class A 37,903
Curis, Inc. 102,501
Curtiss-Wright Corp. 2,059,889
Customers Bancorp, Inc. 361,563
Cutera, Inc. 93,251
CVB Financial Corp. 1,061,396
Cvent, Inc. 286,439
Cynosure, Inc., Class A 559,706
CyrusOne, Inc. 1,703,430
CYS Investments, Inc. 736,849
Cytokinetics, Inc. 139,999
CytomX Therapeutics, Inc. 55,793
CytRx Corp. 85,487
Daily Journal Corp. 121,132
Daktronics, Inc. 173,832
Dana Holding Corp. 1,218,574
Darling Ingredients, Inc. 1,245,579
Datalink Corp. 107,633
Dave & Buster's Entertainment, Inc. 505,808
DCT Industrial Trust, Inc. 2,007,484
Dean Foods Co. 935,505
Deckers Outdoor Corp. 1,107,616
Del Frisco's Restaurant Group, Inc. 224,012
Delek US Holdings, Inc. 500,421
Deltic Timber Corp. 378,344
Deluxe Corp. 1,759,343
Demandware, Inc. 747,279
Denny's Corp. 500,315
Depomed, Inc. 478,147
Dermira, Inc. 182,211
Destination XL Group, Inc. 106,300
DeVry Education Group, Inc. 629,923
DHI Group, Inc. 205,373
DHT Holdings, Inc. 306,150
Diamond Hill Investment Group, Inc. 303,640
Diamond Resorts International, Inc. 579,361
DiamondRock Hospitality Co. 1,162,717
Dicerna Pharmaceuticals, Inc. 46,353
Diebold, Inc. 1,073,139
Digi International, Inc. 134,557
Digimarc Corp. 132,684
Digital Turbine, Inc. 33,171
DigitalGlobe, Inc. 718,054
Dime Community Bancshares, Inc. 313,971
Dimension Therapeutics, Inc. 24,469
DineEquity, Inc. 907,018
Diodes, Inc. 431,386
Diplomat Pharmacy, Inc. 567,427
DLB Oil & Gas, Inc. 0
Donegal Group, Inc., Class A 70,117
Dorian LPG, Ltd. 134,711
Dorman Products, Inc. 833,007
Douglas Dynamics, Inc. 293,248
DreamWorks Animation SKG, Inc., Class A 1,084,726
Drew Industries, Inc. 890,386
DSP Group, Inc. 116,727
DTS, Inc. 220,544
Ducommun, Inc. 96,502
Duluth Holdings, Inc. 82,833
DuPont Fabros Technology, Inc. 1,464,916
Durata Therapeutics CVR 0
Durect Corp. 86,882
Page 137 of 171
DXP Enterprises, Inc. 126,537
Dyax Corp. CVR 91,505
Dycom Industries, Inc. 1,261,712
Dynavax Technologies Corp. 399,249
Dynegy, Inc. 980,336
Dynex Capital, Inc. 163,597
E.W. Scripps Co., Class A 527,753
Eagle Bancorp, Inc. 821,952
Eagle Bulk Shipping, Inc. 4,580
Eagle Pharmaceuticals, Inc. 198,896
EarthLink Holdings Corp. 334,592
Earthstone Energy, Inc. 9,010
Easterly Government Properties, Inc. 145,030
EastGroup Properties, Inc. 1,116,362
Eastman Kodak Co. 108,999
Ebix, Inc. 625,963
Echo Global Logistics, Inc. 460,579
Eclipse Resources Corp. 39,601
Edge Therapeutics, Inc. 43,655
Education Realty Trust, Inc. 1,314,726
eHealth, Inc. 96,266
El Paso Electric Co. 1,060,837
El Pollo Loco Holdings, Inc. 102,731
Eldorado Resorts, Inc. 184,653
Electro Rent Corp. 88,294
Electronics For Imaging, Inc. 1,137,620
Elizabeth Arden, Inc. 122,391
Ellie Mae, Inc. 1,525,652
EMC Insurance Group, Inc. 109,269
EMCOR Group, Inc. 1,716,503
EMCORE Corp. 71,100
Emergent BioSolutions, Inc. 631,618
Empire District Electric Co. 824,895
Empire Resorts, Inc. 24,201
Employers Holdings, Inc. 513,724
Enanta Pharmaceuticals, Inc. 269,147
Encore Capital Group, Inc. 383,500
Encore Wire Corp. 462,177
EndoChoice Holdings, Inc. 19,657
Endocyte, Inc. 66,613
Endologix, Inc. 322,629
Endurance International Group Holdings, Inc. 353,324
Energy Fuels, Inc. 55,279
Energy XXI, Ltd. 33,672
EnerNOC, Inc. 115,925
EnerSys 1,418,074
Engility Holdings, Inc. 192,590
Ennis, Inc. 288,851
Enova International, Inc. 94,158
Enphase Energy, Inc. 36,777
EnPro Industries, Inc. 753,589
Ensign Group, Inc. 659,639
Enstar Group, Ltd. 845,741
Entegris, Inc. 1,093,346
Entellus Medical, Inc. 56,262
Entercom Communications Corp., Class A 153,833
Enterprise Bancorp, Inc. 114,564
Enterprise Financial Services Corp. 308,553
Entravision Communications Corp., Class A 271,396
Envestnet, Inc. 602,970
EPAM Systems, Inc. 2,064,924
Epiq Systems, Inc. 278,095
Epizyme, Inc. 201,519
ePlus, Inc. 258,679
EPR Properties 2,180,806
Equity Bancshares, Inc. 25,935
Equity One, Inc. 1,204,551
Era Group, Inc. 110,515
Erin Energy Corp. 14,925
Page 138 of 171
Eros International PLC 186,370
Escalade, Inc. 67,183
ESCO Technologies, Inc. 582,166
Esperion Therapeutics, Inc. 127,011
Essendant, Inc. 700,353
Essent Group, Ltd. 661,773
Esterline Technologies Corp. 1,068,431
Ethan Allen Interiors, Inc. 463,236
Etsy, Inc. 99,545
Euronet Worldwide, Inc. 2,171,645
EverBank Financial Corp. 835,865
Evercore Partners, Inc., Class A 1,025,426
Everi Holdings, Inc. 86,253
EVERTEC, Inc. 526,473
Everyday Health, Inc. 69,210
EVINE Live, Inc. 33,415
Evolent Health, Inc. 78,725
Evolution Petroleum Corp. 68,473
Exact Sciences Corp. 365,766
Exactech, Inc. 118,217
ExamWorks Group, Inc. 699,508
Exar Corp. 129,461
EXCO Resources, Inc. 89,393
Exelixis, Inc. 510,028
ExlService Holdings, Inc. 987,360
ExOne Co. 78,814
Exponent, Inc. 758,672
Express, Inc. 1,035,645
Exterran Corp. 307,128
Extreme Networks, Inc. 178,119
EZCORP, Inc., Class A 88,004
Fabrinet 656,026
Fair Isaac Corp. 1,885,750
Fairchild Semiconductor International, Inc. 1,333,000
Fairmount Santrol Holdings, Inc. 91,914
FairPoint Communications, Inc. 177,623
Fairway Group Holdings Corp. 4,123
Farmer Bros. Co. 123,520
Farmers Capital Bank Corp. 113,315
FARO Technologies, Inc. 320,457
FBL Financial Group, Inc., Class A 338,606
FCB Financial Holdings, Inc. 532,626
Federal Agricultural Mtg. Corp., Class C 226,154
Federal Signal Corp. 474,589
Federal-Mogul Holdings Corp. 171,537
Federated National Holding Co. 159,502
FEI Co. 2,094,672
FelCor Lodging Trust, Inc. 665,970
Fenix Parts, Inc. 36,340
Ferro Corp. 495,929
Ferroglobe PLC 327,688
Fibrocell Science, Inc. 35,148
FibroGen, Inc. 583,218
Fidelity & Guaranty Life 169,091
Fidelity Southern Corp. 153,262
Fiesta Restaurant Group, Inc. 503,304
Fifth Street Asset Management, Inc. 10,187
Financial Engines, Inc. 932,874
Financial Institutions, Inc. 235,787
Finisar Corp. 1,084,970
Finish Line, Inc., Class A 556,196
First American Financial Corp. 2,337,706
First BanCorp 194,478
First Bancorp 213,005
First Bancorp, Inc. 119,928
First Busey Corp. 282,644
First Business Financial Services, Inc. 113,779
First Cash Financial Services, Inc. 743,408
First Citizens BancShares, Inc., Class A 1,107,470
Page 139 of 171
First Commonwealth Financial Corp. 451,178
First Community Bancshares, Inc. 191,496
First Connecticut Bancorp, Inc. 146,497
First Defiance Financial Corp. 203,650
First Financial Bancorp 641,954
First Financial Bankshares, Inc. 1,086,089
First Financial Corp. 216,412
First Industrial Realty Trust, Inc. 1,441,352
First Interstate BancSystem, Inc. 316,575
First Merchants Corp. 509,772
First Midwest Bancorp, Inc. 804,233
First NBC Bank Holding Co. 179,730
First of Long Island Corp. 199,614
First Potomac Realty Trust 304,570
FirstMerit Corp. 1,997,687
Five Below, Inc. 1,289,147
Five Prime Therapeutics, Inc. 500,237
Five Star Quality Care, Inc. 56,636
Five9, Inc. 120,726
Flagstar Bancorp, Inc. 252,692
Fleetmatics Group PLC 890,816
Flex Pharma, Inc. 34,150
Flexion Therapeutics, Inc. 73,260
Flexsteel Industries, Inc. 146,765
Flotek Industries, Inc. 224,430
Fluidigm Corp. 132,969
Flushing Financial Corp. 363,973
FNB Corp. 1,510,500
FNFV Group 497,006
Foamix Pharmaceuticals, Ltd. 84,421
Fogo De Chao, Inc. 43,739
Forestar Group, Inc. 250,955
FormFactor, Inc. 239,634
Forrester Research, Inc. 193,358
Forum Energy Technologies, Inc. 448,206
Forward Air Corp. 803,478
Foundation Medicine, Inc. 124,042
Fox Chase Bancorp, Inc. 129,116
Fox Factory Holding Corp. 153,452
Francesca's Holdings Corp. 464,132
Franklin Covey Co. 123,728
Franklin Electric Co., Inc. 877,051
Franklin Financial Network, Inc. 84,213
Franklin Street Properties Corp. 546,213
Fred's, Inc., Class A 317,121
FreightCar America, Inc. 109,870
Fresh Del Monte Produce, Inc. 802,527
Fresh Market, Inc. 703,864
Freshpet, Inc. 87,190
Frontline, Ltd. 226,132
FRP Holdings, Inc. 140,335
FTD Cos., Inc. 274,391
FTI Consulting, Inc. 845,564
FuelCell Energy, Inc. 80,962
Fulton Financial Corp. 1,353,293
FutureFuel Corp. 164,718
G&K Services, Inc., Class A 838,273
GAIN Capital Holdings, Inc. 121,176
Galena Biopharma, Inc. 125,897
GAMCO Investors, Inc., Class A 133,935
GasLog, Ltd. 232,046
Gastar Exploration, Inc. 51,095
Gener8 Maritime, Inc. 67,472
Generac Holdings, Inc. 1,474,108
General Cable Corp. 341,697
General Communication, Inc., Class A 366,565
Genesco, Inc. 994,449
Genesis Healthcare, Inc. 48,678
Genie Energy, Ltd. 54,556
Page 140 of 171
GenMark Diagnostics, Inc. 127,123
Genocea Biosciences, Inc. 82,323
Genomic Health, Inc. 252,233
Gentherm, Inc. 854,799
GEO Group, Inc. 1,481,622
Geospace Technologies Corp. 92,871
German American Bancorp, Inc. 244,301
Geron Corp. 264,242
Getty Realty Corp. 291,660
Gibraltar Industries, Inc. 506,935
Gigamon, Inc. 485,680
G-III Apparel Group, Ltd. 1,116,208
Glacier Bancorp, Inc. 1,099,059
Gladstone Commercial Corp. 194,381
Glaukos Corp. 65,282
Global Blood Therapeutics, Inc. 61,442
Global Brass & Copper Holdings, Inc. 306,910
Global Eagle Entertainment, Inc. 226,070
Global Indemnity PLC 147,961
Globalstar, Inc. 400,638
Globant SA 269,932
Globus Medical, Inc., Class A 933,090
Glu Mobile, Inc. 194,250
Gogo, Inc. 354,071
Golden Ocean Group, Ltd. 26,588
Gorman-Rupp Co. 282,819
Government Properties Income Trust 718,980
GP Strategies Corp. 204,705
Graham Corp. 115,418
Gramercy Property Trust 2,029,487
Grand Canyon Education, Inc. 1,151,715
Granite Construction, Inc. 1,076,599
Gray Television, Inc. 423,514
Great Ajax Corp. 27,796
Great Lakes Dredge & Dock Corp. 154,205
Great Southern Bancorp, Inc. 222,817
Great Western Bancorp, Inc. 645,099
Greatbatch, Inc. 520,593
Green Bancorp, Inc. 44,110
Green Brick Partners, Inc. 92,833
Green Dot Corp., Class A 603,376
Green Plains, Inc. 346,699
Greenbrier Cos., Inc. 417,585
Greenhill & Co., Inc. 372,161
Greenlight Capital Re, Ltd., Class A 360,755
Greif, Inc., Class A 577,383
Griffon Corp. 282,179
Group 1 Automotive, Inc. 784,040
GrubHub, Inc. 1,081,570
GSI Group, Inc. 278,881
GTT Communications, Inc. 231,494
Guaranty Bancorp 131,163
Guess?, Inc. 665,228
Guidance Software, Inc. 46,857
Guidewire Software, Inc. 2,163,401
Gulfmark Offshore, Inc., Class A 90,545
H&E Equipment Services, Inc. 313,226
H.B. Fuller Co. 1,225,149
Habit Restaurants, Inc. 122,585
Hackett Group, Inc. 207,265
Haemonetics Corp. 1,034,883
Halcon Resources Corp. 40,406
Hallador Energy Co. 28,485
Hallmark Financial Services, Inc. 93,058
Halozyme Therapeutics, Inc. 574,971
Halyard Health, Inc. 765,338
Hampton Roads Bankshares, Inc. 34,726
Hancock Holding Co. 1,023,740
Handy & Harman, Ltd. 40,998
Page 141 of 171
Hanger, Inc. 131,313
Hanmi Financial Corp. 402,548
Hannon Armstrong Sustainable Infrastructure Capital, Inc. 412,961
Harmonic, Inc. 165,720
Harsco Corp. 249,850
Harte-Hanks, Inc. 69,848
Harvard Bioscience, Inc. 57,830
Hatteras Financial Corp. 792,306
Haverty Furniture Cos., Inc. 246,831
Hawaiian Holdings, Inc. 1,288,617
Hawaiian Telcom Holdco, Inc. 145,021
Hawkins, Inc. 219,319
Haynes International, Inc. 260,026
HC2 Holdings, Inc. 43,078
HCI Group, Inc. 163,403
Headwaters, Inc. 837,526
Healthcare Realty Trust, Inc. 1,775,156
Healthcare Services Group, Inc. 1,506,265
HealthEquity, Inc. 512,223
HealthSouth Corp. 1,946,525
HealthStream, Inc. 319,245
Healthways, Inc. 179,289
Heartland Express, Inc. 534,871
Heartland Financial USA, Inc. 314,058
Heartland Payment Systems, Inc. 1,998,226
HeartWare International, Inc. 310,367
Hecla Mining Co. 589,354
HEICO Corp. 662,091
HEICO Corp., Class A 1,087,612
Heidrick & Struggles International, Inc. 248,542
Helen of Troy, Ltd. 1,691,391
Helix Energy Solutions Group, Inc. 339,517
Hemisphere Media Group, Inc. 75,918
Heritage Commerce Corp. 120,470
Heritage Financial Corp. 304,172
Heritage Insurance Holdings, Inc. 225,784
Heritage Oaks Bancorp 104,612
Heritage-Crystal Clean, Inc. 71,508
Herman Miller, Inc. 1,054,832
Heron Therapeutics, Inc. 314,095
Hersha Hospitality Trust 551,212
Heska Corp. 92,882
HFF, Inc., Class A 596,217
Hibbett Sports, Inc. 457,581
Highwoods Properties, Inc. 2,552,289
Hill International, Inc. 70,571
Hillenbrand, Inc. 1,078,859
Hilltop Holdings, Inc. 822,998
Hingham Institution for Savings 89,690
HMS Holdings Corp. 727,315
HNI Corp. 997,464
Home BancShares, Inc. 1,338,205
HomeStreet, Inc. 262,768
HomeTrust Bancshares, Inc. 212,316
Hooker Furniture Corp. 203,309
Horace Mann Educators Corp. 746,300
Horizon Bancorp 130,645
Horizon Global Corp. 130,455
Hornbeck Offshore Services, Inc. 181,828
Hortonworks, Inc. 48,974
Houghton Mifflin Harcourt Co. 1,562,598
Houlihan Lokey, Inc. 169,395
Hovnanian Enterprises, Inc., Class A 106,554
HRG Group, Inc. 627,087
HSN, Inc. 973,437
Hub Group, Inc., Class A 842,477
HubSpot, Inc. 469,744
Hudson Pacific Properties, Inc. 1,232,397
Hurco Cos., Inc. 123,482
Page 142 of 171
Huron Consulting Group, Inc. 771,483
Hyster-Yale Materials Handling, Inc. 361,505
IBERIABANK Corp. 1,120,608
ICF International, Inc. 384,153
Iconix Brand Group, Inc. 219,966
ICU Medical, Inc. 842,273
IDACORP, Inc. 2,149,684
Idera Pharmaceuticals, Inc. 96,875
IDT Corp., Class B 149,305
Ignyta, Inc. 71,119
II-VI, Inc. 651,712
Imation Corp. 31,171
IMAX Corp. 1,074,906
Immersion Corp. 132,466
Immune Design Corp. 84,227
ImmunoGen, Inc. 420,334
Immunomedics, Inc. 138,048
Impac Mortgage Holdings, Inc. 68,435
Impax Laboratories, Inc. 1,299,468
Imperva, Inc. 767,247
Imprivata, Inc. 65,840
INC Research Holdings, Inc. 305,902
inContact, Inc. 312,901
Independence Contract Drilling, Inc. 45,229
Independence Holding Co. 64,269
Independence Realty Trust, Inc. 131,336
Independent Bank Corp. 687,929
Independent Bank Corp. 191,318
Independent Bank Group, Inc. 152,125
Infinera Corp. 1,191,668
Infinity Pharmaceuticals, Inc. 147,945
Infinity Property & Casualty Corp. 528,322
Infoblox, Inc. 554,621
InfraREIT, Inc. 213,790
Ingles Markets, Inc., Class A 286,350
InnerWorkings, Inc. 168,945
Innophos Holdings, Inc. 343,286
Innospec, Inc. 601,663
Innoviva, Inc. 613,637
Inogen, Inc. 405,045
Inovio Pharmaceuticals, Inc. 358,033
Inphi Corp. 730,846
Insight Enterprises, Inc. 635,493
Insmed, Inc. 446,060
Insperity, Inc. 573,686
Installed Building Products, Inc. 303,115
Insteel Industries, Inc. 322,605
Instructure, Inc. 48,582
Insulet Corp. 1,077,236
Insys Therapeutics, Inc. 215,353
Integra LifeSciences Holdings Corp. 1,075,672
Integrated Device Technology, Inc. 1,716,449
Inteliquent, Inc. 308,208
Intelsat SA 40,527
Inter Parfums, Inc. 300,255
Interactive Intelligence Group, Inc. 360,704
InterDigital, Inc. 1,148,950
Interface, Inc. 701,257
Internap Corp. 85,902
International Bancshares Corp. 764,559
International Speedway Corp., Class A 589,637
Intersect ENT, Inc. 152,475
Intersil Corp., Class A 1,008,940
Interval Leisure Group, Inc. 323,499
INTL. FCStone, Inc. 230,119
Intra-Cellular Therapies, Inc. 419,446
Intralinks Holdings, Inc. 181,264
Intrawest Resorts Holdings, Inc. 88,322
Intrepid Potash, Inc. 35,685
Page 143 of 171
Invacare Corp. 244,014
InvenSense, Inc. 372,506
Inventure Foods, Inc. 63,229
Invesco Mtg. Capital, Inc. 858,519
Investment Technology Group, Inc. 433,005
Investors Bancorp, Inc. 2,279,065
Investors Real Estate Trust 509,507
Invitae Corp. 42,853
InVivo Therapeutics Holdings Corp. 106,131
Invuity, Inc. 18,490
ION Geophysical Corp. 43,503
iRadimed Corp. 30,848
Iridium Communications, Inc. 370,063
iRobot Corp. 600,630
Ironwood Pharmaceuticals, Inc. 788,676
Isle of Capri Casinos, Inc. 177,184
Isramco, Inc. 41,749
iStar, Inc. 472,896
Itron, Inc. 918,299
Ixia 432,437
IXYS Corp. 159,380
J Alexander's Holdings, Inc. 83,540
J&J Snack Foods Corp. 922,870
j2 Global, Inc. 1,682,550
Jack in the Box, Inc. 1,366,690
JAKKS Pacific, Inc. 80,717
Jamba, Inc. 98,077
James River Group Holdings, Ltd. 203,141
Janus Capital Group, Inc. 1,229,593
JG Wentworth Co. 10,121
Jive Software, Inc. 100,979
John B. Sanfilippo & Son, Inc. 328,868
John Bean Technologies Corp. 943,739
Johnson Outdoors, Inc., Class A 64,305
Jones Energy, Inc., Class A 55,211
Journal Media Group, Inc. 166,902
K12, Inc. 191,193
K2M Group Holdings, Inc. 149,546
Kadant, Inc. 283,469
Kaiser Aluminum Corp. 830,098
Kaman Corp. 665,366
KapStone Paper and Packaging Corp. 675,160
Karyopharm Therapeutics, Inc. 117,922
KB Home 667,147
KCG Holdings, Inc., Class A 228,114
Kearny Financial Corp. 661,207
Kelly Services, Inc., Class A 325,671
Kemper Corp. 736,204
Kennedy-Wilson Holdings, Inc. 1,163,394
Keryx Biopharmaceuticals, Inc. 276,940
Key Energy Services, Inc. 28,135
KEYW Holding Corp. 127,342
Kforce, Inc. 276,411
Kimball Electronics, Inc. 186,528
Kimball International, Inc., Class B 223,118
Kindred Healthcare, Inc. 589,984
Kirkland's, Inc. 173,542
Kite Pharma, Inc. 757,882
Kite Realty Group Trust 1,325,757
KLX, Inc. 970,467
KMG Chemicals, Inc. 127,692
Knight Transportation, Inc. 936,301
Knoll, Inc. 604,923
Knowles Corp. 642,130
Kona Grill, Inc. 62,626
Kopin Corp. 63,186
Koppers Holdings, Inc. 264,112
Korn/Ferry International 816,393
Kraton Performance Polymers, Inc. 310,258
Page 144 of 171
Kratos Defense & Security Solutions, Inc. 128,195
Krispy Kreme Doughnuts, Inc. 578,810
Kronos Worldwide, Inc. 68,606
KVH Industries, Inc. 87,860
La Jolla Pharmaceutical Co. 162,973
La Quinta Holdings, Inc. 670,013
Laclede Group, Inc. 1,679,997
Ladder Capital Corp., Class A 319,355
Ladenburg Thalmann Financial Services, Inc. 150,745
Lakeland Bancorp, Inc. 220,204
Lakeland Financial Corp. 435,322
Lancaster Colony Corp. 1,172,153
Landauer, Inc. 181,323
Landec Corp. 161,963
Lands' End, Inc. 240,049
Lannett Co., Inc. 272,249
Lantheus Holdings, Inc. 13,022
LaSalle Hotel Properties 1,636,621
Lattice Semiconductor Corp. 379,776
Lawson Products, Inc. 64,888
La-Z-Boy, Inc. 783,535
LB Foster Co., Class A 108,016
LDR Holding Corp. 338,864
Leap Wireless CVR 0
LegacyTexas Financial Group, Inc. 535,482
LeMaitre Vascular, Inc. 105,552
LendingTree, Inc. 324,238
Lexicon Pharmaceuticals, Inc. 284,183
Lexington Realty Trust 1,011,446
LGI Homes, Inc. 193,874
LHC Group, Inc. 264,815
Libbey, Inc. 232,574
Liberty Tax, Inc. 66,704
Liberty TripAdvisor Holdings, Inc., Class A 948,758
LifeLock, Inc. 652,021
Lifetime Brands, Inc. 92,861
Lifeway Foods, Inc. 29,447
Ligand Pharmaceuticals, Inc. 1,075,398
Limelight Networks, Inc. 63,057
Limoneira Co. 100,062
Lindsay Corp. 484,012
Lion Biotechnologies, Inc. 130,947
Lionbridge Technologies, Inc. 186,350
Liquidity Services, Inc. 71,422
Lithia Motors, Inc., Class A 1,138,347
Littelfuse, Inc. 1,590,951
LivaNova PLC 1,353,764
Live Oak Bancshares, Inc. 41,805
LivePerson, Inc. 191,049
LogMeIn, Inc. 711,284
Loral Space & Communications, Inc. 263,545
Louisiana-Pacific Corp. 1,396,016
Loxo Oncology, Inc. 121,800
LSB Industries, Inc. 144,024
LSI Industries, Inc. 145,583
LTC Properties, Inc. 920,408
Lumber Liquidators Holdings, Inc. 203,386
Luminex Corp. 477,783
Lumos Networks Corp. 167,241
Luxoft Holding, Inc. 578,090
Lydall, Inc. 316,745
M/A-COM Technology Solutions Holdings, Inc. 588,012
M/I Homes, Inc. 261,809
Mack-Cali Realty Corp. 1,198,970
MacroGenics, Inc. 334,256
Magellan Health, Inc. 960,394
Magnum Hunter Resources Corp. 0
Maiden Holdings, Ltd. 374,665
MainSource Financial Group, Inc. 261,600
Page 145 of 171
Malibu Boats, Inc., Class A 167,641
Manhattan Associates, Inc. 2,376,427
MannKind Corp. 227,400
ManTech International Corp., Class A 443,765
Marchex, Inc., Class B 82,948
Marcus & Millichap, Inc. 197,483
Marcus Corp. 199,165
Marin Software, Inc. 51,711
Marine Products Corp. 46,420
MarineMax, Inc. 284,145
MarketAxess Holdings, Inc. 2,634,412
Marketo, Inc. 389,776
Marlin Business Services Corp. 71,078
Marriott Vacations Worldwide Corp. 998,798
Marten Transport, Ltd. 256,389
Masimo Corp. 1,047,464
Masonite International Corp. 1,131,775
MasTec, Inc. 773,512
Matador Resources Co. 793,988
Materion Corp. 305,447
Matrix Service Co. 270,722
Matson, Inc. 999,189
Matthews International Corp., Class A 971,187
Mattress Firm Holding Corp. 497,404
Mattson Technology, Inc. 156,424
MAXIMUS, Inc. 1,959,682
MaxLinear, Inc., Class A 547,600
MaxPoint Interactive, Inc. 6,942
MB Financial, Inc. 1,395,447
MBIA, Inc. 681,025
MCBC Holdings, Inc. 52,603
McDermott International, Inc. 558,629
McGrath RentCorp 334,943
MDC Holdings, Inc. 560,442
MDC Partners, Inc., Class A 586,956
Medgenics, Inc. 42,385
Media General, Inc. 894,652
Medical Properties Trust, Inc. 1,715,034
Medicines Co. 1,204,464
Medidata Solutions, Inc. 1,224,862
Medifast, Inc. 187,752
Medley Management, Inc. 18,876
Mentor Graphics Corp. 1,163,852
Mercantile Bank Corp. 216,779
Merchants Bancshares, Inc. 84,700
Mercury Systems, Inc. 397,393
Meredith Corp. 999,115
Meridian Bancorp, Inc. 437,826
Meridian Bioscience, Inc. 492,126
Merit Medical Systems, Inc. 466,022
Meritage Homes Corp. 827,606
Meritor, Inc. 450,481
Merrimack Pharmaceuticals, Inc. 527,151
Mesa Laboratories, Inc. 159,267
Meta Financial Group, Inc. 181,214
Metaldyne Performance Group, Inc. 110,156
Methode Electronics, Inc. 641,876
MGE Energy, Inc. 1,036,901
MGIC Investment Corp. 1,473,944
MGP Ingredients, Inc. 148,470
Microsemi Corp. 2,382,154
MicroStrategy, Inc., Class A 955,392
Middlesex Water Co. 285,054
MidWestOne Financial Group, Inc. 123,717
Milacron Holdings Corp. 135,960
Miller Industries, Inc. 131,455
MiMedx Group, Inc. 543,479
MINDBODY, Inc., Class A 54,640
Minerals Technologies, Inc. 1,130,235
Page 146 of 171
Mirati Therapeutics, Inc. 122,001
Mistras Group, Inc. 237,594
MKS Instruments, Inc. 1,150,283
Mobile Mini, Inc. 866,313
MobileIron, Inc. 100,615
Model N, Inc. 129,014
Modine Manufacturing Co. 301,861
ModusLink Global Solutions, Inc. 31,759
Moelis & Co. 284,276
Molina Healthcare, Inc. 1,432,839
Momenta Pharmaceuticals, Inc. 323,114
Monarch Casino & Resort, Inc. 113,140
MoneyGram International, Inc. 102,492
Monmouth Real Estate Investment Corp. 403,226
Monogram Residential Trust, Inc. 939,845
Monolithic Power Systems, Inc. 1,440,046
Monotype Imaging Holdings, Inc. 548,175
Monro Muffler Brake, Inc. 1,302,183
Monster Worldwide, Inc. 169,823
Moog, Inc., Class A 943,520
Morgans Hotel Group Co. 21,418
Motorcar Parts of America, Inc. 390,548
Movado Group, Inc. 252,780
MRC Global, Inc. 774,721
MSA Safety, Inc. 810,733
MTS Systems Corp. 519,172
Mueller Industries, Inc. 959,416
Mueller Water Products, Inc., Class A 909,859
Multi Packaging Solutions International, Ltd. 171,519
Multi-Color Corp. 385,454
Multi-Fineline Electronix, Inc. 120,785
Myers Industries, Inc. 179,526
MyoKardia, Inc. 38,278
MYR Group, Inc. 300,516
Myriad Genetics, Inc. 1,470,475
NACCO Industries, Inc., Class A 136,062
Nanometrics, Inc. 217,467
NanoString Technologies, Inc. 111,076
NantKwest, Inc. 31,113
Natera, Inc. 53,598
National Bank Holdings Corp., Class A 354,521
National Bankshares, Inc. 136,525
National Beverage Corp. 276,646
National CineMedia, Inc. 535,164
National Commerce Corp. 81,596
National General Holdings Corp. 484,890
National Health Investors, Inc. 1,430,446
National HealthCare Corp. 359,471
National Interstate Corp. 122,104
National Penn Bancshares, Inc. 853,307
National Presto Industries, Inc. 232,546
National Research Corp., Class A 87,298
National Storage Affiliates Trust 277,932
National Western Life Group, Inc., Class A 294,284
Nationstar Mtg. Holdings, Inc. 222,641
Natural Gas Services Group, Inc. 157,661
Natural Grocers by Vitamin Cottage, Inc. 109,392
Natural Health Trends Corp. 149,540
Nature's Sunshine Products, Inc. 58,147
Natus Medical, Inc. 725,174
Nautilus, Inc. 347,084
Navidea Biopharmaceuticals, Inc. 81,493
Navigant Consulting, Inc. 436,562
Navigators Group, Inc. 509,259
Navios Maritime Acquisition Corp. 74,654
Navios Maritime Holdings, Inc. 52,639
Navistar International Corp. 365,597
NBT Bancorp, Inc. 679,571
NCI Building Systems, Inc. 220,540
Page 147 of 171
Neenah Paper, Inc. 609,481
Neff Corp. 44,618
Nektar Therapeutics 1,035,224
Nelnet, Inc., Class A 534,881
Neogen Corp. 1,067,621
NeoGenomics, Inc. 206,554
NeoPhotonics Corp. 224,401
Neos Therapeutics, Inc. 33,632
NETGEAR, Inc. 732,837
NetScout Systems, Inc. 1,206,660
Neurocrine Biosciences, Inc. 1,911,728
NeuStar, Inc., Class A 779,623
Nevro Corp. 529,969
New Home Co., Inc. 62,452
New Jersey Resources Corp. 1,784,669
New Media Investment Group, Inc. 425,518
New Relic, Inc. 86,142
New Residential Investment Corp. 1,513,051
New Senior Investment Group, Inc. 505,308
New York Mortgage Trust, Inc. 296,743
New York REIT, Inc. 939,290
New York Times Co., Class A 980,776
NewLink Genetics Corp. 216,689
Newpark Resources, Inc. 207,991
Newport Corp. 524,584
NewStar Financial, Inc. 120,995
NexPoint Residential Trust, Inc. 142,027
Nexstar Broadcasting Group, Inc., Class A 792,964
NIC, Inc. 676,468
Nimble Storage, Inc. 227,352
Nivalis Therapeutics, Inc. 11,734
NL Industries, Inc. 8,812
NMI Holdings, Inc., Class A 144,051
NN, Inc. 208,128
Nobilis Health Corp. 57,090
Noodles & Co. 85,843
Nordic American Offshore, Ltd. 48,554
Nordic American Tankers, Ltd. 719,295
Nortek, Inc. 266,851
North Atlantic Drilling, Ltd. 11,212
Northern Oil and Gas, Inc. 140,727
Northfield Bancorp, Inc. 441,398
Northwest Bancshares, Inc. 730,526
Northwest Biotherapeutics, Inc. 39,121
Northwest Natural Gas Co. 842,537
Northwest Pipe Co. 50,424
NorthWestern Corp. 1,662,742
Novatel Wireless, Inc. 38,177
Novavax, Inc. 791,694
Novocure, Ltd. 69,200
NRG Yield, Inc., Class A 268,048
NRG Yield, Inc., Class C 506,118
NTELOS Holdings Corp. 91,457
Nutraceutical International Corp. 116,904
Nutrisystem, Inc. 345,545
NuVasive, Inc. 1,346,632
Nuvectra Corp. 26,341
NV5 Global, Inc. 78,531
NVE Corp. 157,210
NxStage Medical, Inc. 542,623
Oasis Petroleum, Inc. 580,085
OceanFirst Financial Corp. 134,580
Oclaro, Inc. 302,249
Ocular Therapeutix, Inc. 72,064
Ocwen Financial Corp. 151,900
OFG Bancorp 178,343
Oil States International, Inc. 930,880
Oil-Dri Corp. of America 94,854
Old National Bancorp 816,303
Page 148 of 171
Old Second Bancorp, Inc. 120,958
Olin Corp. 1,619,110
Ollie's Bargain Outlet Holdings, Inc. 132,918
Olympic Steel, Inc. 90,185
OM Asset Management PLC 188,168
Omega Flex, Inc. 57,526
Omega Protein Corp. 210,598
Omeros Corp. 332,203
Omnicell, Inc. 578,275
OMNOVA Solutions, Inc. 149,097
On Assignment, Inc. 1,093,201
On Deck Capital, Inc. 51,640
Oncocyte Corp. 6,869
OncoMed Pharmaceuticals, Inc. 97,885
Oncothyreon, Inc. 74,371
ONE Gas, Inc. 1,839,477
One Liberty Properties, Inc. 160,702
OneBeacon Insurance Group, Ltd., Class A 165,503
Ophthotech Corp. 573,350
OPOWER, Inc. 101,918
Oppenheimer Holdings, Inc., Class A 93,607
Opus Bank 202,674
OraSure Technologies, Inc. 233,493
ORBCOMM, Inc. 346,598
Orchid Island Capital, Inc. 108,895
Orchids Paper Products Co. 144,538
Orexigen Therapeutics, Inc. 32,958
Organovo Holdings, Inc. 101,222
Orion Marine Group, Inc. 82,890
Oritani Financial Corp. 427,440
Ormat Technologies, Inc. 878,082
Orthofix International NV 446,008
OSI Systems, Inc. 742,657
Osiris Therapeutics, Inc. 62,336
Otonomy, Inc. 126,164
Otter Tail Corp. 635,556
Outerwall, Inc. 361,503
OvaScience, Inc. 127,508
Overstock.com, Inc. 98,747
Owens & Minor, Inc. 1,460,051
Oxford Immunotec Global PLC 114,262
Oxford Industries, Inc. 563,656
P.A.M. Transportation Services, Inc. 53,808
P.H. Glatfelter Co. 513,150
Pacific Biosciences of California, Inc. 294,695
Pacific Continental Corp. 180,156
Pacific Ethanol, Inc. 66,058
Pacific Premier Bancorp, Inc. 263,150
Pacira Pharmaceuticals, Inc. 1,105,216
Panhandle Oil and Gas, Inc., Class A 163,805
Papa John's International, Inc. 898,037
Papa Murphy's Holdings, Inc. 62,260
Par Pacific Holdings, Inc. 172,010
Paratek Pharmaceuticals, Inc. 105,887
PAREXEL International Corp. 1,958,305
Park City Group, Inc. 55,072
Park Electrochemical Corp. 186,837
Park National Corp. 672,210
Park Sterling Corp. 171,813
Parker Drilling Co. 148,400
Park-Ohio Holdings Corp. 215,128
Parkway Properties, Inc. 758,696
Parsley Energy, Inc., Class A 1,180,556
Party City Holdco, Inc. 216,576
Patrick Industries, Inc. 330,893
Patriot National, Inc. 36,652
Pattern Energy Group, Inc. 600,896
Paycom Software, Inc. 643,043
Paylocity Holding Corp. 290,207
Page 149 of 171
PC Connection, Inc. 157,931
PDC Energy, Inc. 1,362,951
PDF Solutions, Inc. 206,761
PDL BioPharma, Inc. 312,790
pdvWireless, Inc. 255,284
Peabody Energy Corp. 24,592
Peapack Gladstone Financial Corp. 149,819
Pebblebrook Hotel Trust 1,195,707
Pegasystems, Inc. 519,376
Pendrell Corp. 50,435
Penn National Gaming, Inc. 762,516
Penn Virginia Corp. 6,317
Penns Woods Bancorp, Inc. 105,600
Pennsylvania Real Estate Investment Trust 864,495
PennyMac Financial Services, Inc., Class A 89,117
PennyMac Mortgage Investment Trust 582,360
Penumbra, Inc. 119,278
Peoples Bancorp, Inc. 205,561
Peoples Financial Services Corp. 160,741
Peregrine Pharmaceuticals, Inc. 45,333
Perficient, Inc. 440,568
Performance Food Group Co. 213,512
Performance Sports Group Ltd 82,531
Pernix Therapeutics Holdings, Inc. 26,170
Perry Ellis International, Inc. 128,870
PetMed Express, Inc. 207,702
Pfenex, Inc. 91,802
PFSweb, Inc. 90,502
PGT, Inc. 268,947
PharMerica Corp. 384,603
PHH Corp. 356,450
PHI, Inc. 135,687
Phibro Animal Health Corp., Class A 270,292
Photronics, Inc. 395,944
Physicians Realty Trust 905,459
PICO Holdings, Inc. 134,719
Piedmont Natural Gas Co., Inc. 2,663,632
Pier 1 Imports, Inc. 361,723
Pinnacle Entertainment, Inc. 1,216,004
Pinnacle Financial Partners, Inc. 1,007,545
Pioneer Energy Services Corp. 81,118
Piper Jaffray Cos. 422,202
Planet Fitness, Inc., Class A 138,966
Plantronics, Inc. 779,489
Plexus Corp. 760,246
Plug Power, Inc. 203,528
Ply Gem Holdings, Inc. 173,363
PNM Resources, Inc. 1,537,497
Polycom, Inc. 862,007
PolyOne Corp. 1,523,602
Pool Corp. 2,186,218
Popeyes Louisiana Kitchen, Inc. 689,899
Portland General Electric Co. 1,949,898
Portola Pharmaceuticals, Inc. 576,484
Post Holdings, Inc. 2,395,259
Potbelly Corp. 170,016
Potlatch Corp. 733,478
Powell Industries, Inc. 155,370
Power Integrations, Inc. 836,572
Power Solutions International, Inc. 36,736
PowerSecure International, Inc. 240,148
PRA Group, Inc. 812,927
PRA Health Sciences, Inc. 486,951
Preferred Apartment Communities, Inc., Class A 161,328
Preferred Bank 202,221
Preformed Line Products Co. 55,766
Press Ganey Holdings, Inc. 176,239
Prestige Brands Holdings, Inc. 1,598,283
PriceSmart, Inc. 942,306
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Primerica, Inc. 1,210,949
Primoris Services Corp. 539,387
PrivateBancorp, Inc. 1,714,458
Progenics Pharmaceuticals, Inc. 173,820
Progress Software Corp. 698,588
Proofpoint, Inc. 1,213,599
PROS Holdings, Inc. 161,287
Prosperity Bancshares, Inc. 1,825,586
Proteon Therapeutics, Inc. 34,157
Prothena Corp. PLC 737,134
Proto Labs, Inc. 1,027,764
Providence Service Corp. 399,776
Provident Financial Services, Inc. 758,437
PS Business Parks, Inc. 1,121,591
PTC Therapeutics, Inc. 124,781
Pure Storage, Inc., Class A 224,448
Pzena Investment Management, Inc., Class A 54,315
Q2 Holdings, Inc. 268,022
QAD, Inc., Class A 124,398
QCR Holdings, Inc. 159,413
Qlik Technologies, Inc. 1,511,995
QLogic Corp. 671,328
QTS Realty Trust, Inc., Class A 746,756
Quad/Graphics, Inc. 212,798
Quaker Chemical Corp. 647,652
Quality Systems, Inc. 435,834
Qualys, Inc. 360,060
Quanex Building Products Corp. 336,576
Quantum Corp. 75,218
Quidel Corp. 284,324
QuinStreet, Inc. 69,655
Quotient Technology, Inc. 370,428
Radian Group, Inc. 1,358,730
Radiant Logistics, Inc. 55,271
Radius Health, Inc. 587,488
RadNet, Inc. 95,064
RAIT Financial Trust 148,993
Rambus, Inc. 908,889
Ramco-Gershenson Properties Trust 816,885
Rapid7, Inc. 60,044
Raptor Pharmaceutical Corp. 211,917
Raven Industries, Inc. 346,641
Rayonier Advanced Materials, Inc. 221,132
RBC Bearings, Inc. 981,025
RE/MAX Holdings, Inc., Class A 231,182
Reading International, Inc., Class A 113,439
Real Industry, Inc. 121,896
RealNetworks, Inc. 53,892
RealPage, Inc. 629,556
Red Robin Gourmet Burgers, Inc. 521,240
Redwood Trust, Inc. 630,875
REGENXBIO, Inc. 44,194
Regional Management Corp. 105,586
Regis Corp. 306,306
Regulus Therapeutics, Inc. 112,217
Reis, Inc. 114,830
Relypsa, Inc. 252,857
Renasant Corp. 757,193
Renewable Energy Group, Inc. 237,416
Rent-A-Center, Inc. 481,127
Rentech, Inc. 29,162
Repligen Corp. 504,350
Republic Airways Holdings, Inc. 56,741
Republic Bancorp, Inc., Class A 146,895
Resource America, Inc., Class A 52,749
Resource Capital Corp. 216,000
Resources Connection, Inc. 334,664
Restoration Hardware Holdings, Inc. 800,835
Retail Opportunity Investments Corp. 1,082,255
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RetailMeNot, Inc. 176,164
Retrophin, Inc. 273,378
Revance Therapeutics, Inc. 181,025
Revlon, Inc., Class A 239,760
REX American Resources Corp. 181,498
Rex Energy Corp. 21,154
Rexford Industrial Realty, Inc. 575,400
Rexnord Corp. 1,178,482
Rigel Pharmaceuticals, Inc. 104,948
RigNet, Inc. 94,529
Ring Energy, Inc. 59,923
RingCentral, Inc. 483,068
RLI Corp. 1,652,980
RLJ Lodging Trust 1,731,215
RMR Group, Inc., Class A 94,313
Roadrunner Transportation Systems, Inc. 200,631
Rocket Fuel, Inc. 47,603
Rockwell Medical, Inc. 216,108
Rofin-Sinar Technologies, Inc. 519,419
Rogers Corp. 638,334
Rouse Properties, Inc. 385,024
Rovi Corp. 960,114
RPX Corp. 349,826
RSP Permian, Inc. 1,076,977
RTI Surgical, Inc. 131,340
Rubicon Project, Inc. 268,661
Ruby Tuesday, Inc. 191,173
Ruckus Wireless, Inc. 423,154
Rudolph Technologies, Inc. 249,718
Rush Enterprises, Inc., Class A 369,615
Ruth's Hospitality Group, Inc. 367,905
Ryerson Holding Corp. 34,850
Ryman Hospitality Properties, Inc. 1,281,337
S&T Bancorp, Inc. 513,088
Sabra Health Care REIT, Inc. 738,087
Safe Bulkers, Inc. 17,430
Safeguard Scientifics, Inc. 157,066
Safety Insurance Group, Inc. 492,941
Saga Communications, Inc., Class A 83,325
Sage Therapeutics, Inc. 253,018
Sagent Pharmaceuticals, Inc. 154,182
Saia, Inc. 404,290
Sanchez Energy Corp. 165,716
Sanderson Farms, Inc. 1,156,919
Sandy Spring Bancorp, Inc. 393,043
Sangamo BioSciences, Inc. 240,978
Sanmina Corp. 1,038,937
Sapiens International Corp. NV 163,803
Sarepta Therapeutics, Inc. 494,520
Saul Centers, Inc. 295,958
ScanSource, Inc. 614,462
Schnitzer Steel Industries, Inc., Class A 279,514
Scholastic Corp. 570,416
Schweitzer-Mauduit International, Inc. 549,137
SciClone Pharmaceuticals, Inc. 312,334
Science Applications International Corp. 1,405,722
Scientific Games Corp., Class A 271,122
SciQuest, Inc. 219,207
Scorpio Bulkers, Inc. 52,159
Scorpio Tankers, Inc. 596,800
Seaboard Corp. 450,452
Seachange International, Inc. 105,371
Seacoast Banking Corp. of Florida 215,155
SEACOR Holdings, Inc. 568,785
SeaSpine Holdings Corp. 71,546
SeaWorld Entertainment, Inc. 824,246
Second Sight Medical Products, Inc. 32,680
Select Comfort Corp. 580,498
Select Income REIT 826,734
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Select Medical Holdings Corp. 709,899
Selective Insurance Group, Inc. 1,193,449
SemGroup Corp., Class A 562,912
Semtech Corp. 835,686
Seneca Foods Corp., Class A 161,472
Senomyx, Inc. 65,205
Sensient Technologies Corp. 1,697,682
Sequenom, Inc. 95,319
Sequential Brands Group, Inc. 129,762
Seres Therapeutics, Inc. 129,055
ServiceSource International, Inc. 143,600
ServisFirst Bancshares, Inc. 566,322
Seventy Seven Energy, Inc. 18,665
Shake Shack, Inc. 122,820
Shenandoah Telecommunications Co. 740,494
Ship Finance International, Ltd. 471,427
Shoe Carnival, Inc. 231,128
ShoreTel, Inc. 274,930
Shutterfly, Inc. 925,592
Shutterstock, Inc. 412,772
Sientra, Inc. 26,272
Sierra Bancorp 122,676
Sigma Designs, Inc. 137,782
Silicon Graphics International Corp. 141,880
Silicon Laboratories, Inc. 1,099,227
Silver Bay Realty Trust Corp. 309,073
Silver Spring Networks, Inc. 307,670
Simmons First National Corp., Class A 770,156
Simpson Manufacturing Co., Inc. 920,202
Sinclair Broadcast Group, Inc., Class A 1,166,348
Sizmek, Inc. 35,725
SJW Corp. 329,585
Skullcandy, Inc. 44,724
SkyWest, Inc. 591,324
Smart & Final Stores, Inc. 225,131
Smith & Wesson Holding Corp. 819,257
Snyder's-Lance, Inc. 1,248,056
Solazyme, Inc. 93,041
Sonic Automotive, Inc., Class A 348,163
Sonic Corp. 1,046,573
Sonus Networks, Inc. 213,122
Sorrento Therapeutics, Inc. 87,360
Sotheby's 951,829
South Jersey Industries, Inc. 1,114,330
South State Corp. 889,200
Southside Bancshares, Inc. 378,015
Southwest Bancorp, Inc. 163,970
Southwest Gas Corp. 1,765,702
Sovran Self Storage, Inc. 2,401,108
SP Plus Corp. 230,735
Spark Energy, Inc., Class A 30,996
Spark Therapeutics, Inc. 136,012
SpartanNash Co. 652,574
Sparton Corp. 102,057
Spectranetics Corp. 352,328
Spectrum Pharmaceuticals, Inc. 243,906
Speedway Motorsports, Inc. 132,861
Spok Holdings, Inc. 217,947
Sportsman's Warehouse Holdings, Inc. 129,641
SPS Commerce, Inc. 406,255
St. Joe Co. 533,605
STAAR Surgical Co. 164,354
STAG Industrial, Inc. 759,021
Stage Stores, Inc. 147,280
Stamps.com, Inc. 867,457
Standard Motor Products, Inc. 395,460
Standex International Corp. 569,102
State Auto Financial Corp. 189,275
State Bank Financial Corp. 404,250
Page 153 of 171
State National Cos., Inc. 225,313
State Street Bank and Trust Co. Repurchase Agreement 0.01 04/01/2016 24,229,000
Steelcase, Inc., Class A 711,311
Stein Mart, Inc. 123,107
Stemline Therapeutics, Inc. 41,674
Stepan Co. 610,512
STERIS PLC 3,415,658
Sterling Bancorp 1,093,164
Steven Madden, Ltd. 1,193,281
Stewart Information Services Corp. 476,610
Stifel Financial Corp. 1,134,124
Stillwater Mining Co. 735,798
Stock Yards Bancorp, Inc. 326,542
Stone Energy Corp. 25,862
Stonegate Bank 190,875
Stonegate Mtg. Corp. 47,843
Stoneridge, Inc. 233,513
STORE Capital Corp. 574,122
Straight Path Communications, Inc., Class B 166,104
Stratasys, Ltd. 755,568
Strattec Security Corp. 117,822
Strayer Education, Inc. 306,248
Sturm Ruger & Co., Inc. 731,666
Sucampo Pharmaceuticals, Inc., Class A 155,556
Suffolk Bancorp 169,436
Summit Hotel Properties, Inc. 597,961
Summit Materials, Inc., Class A 350,314
Sun Bancorp, Inc./NJ 113,781
Sun Communities, Inc. 2,039,238
Sun Hydraulics Corp. 431,603
SunCoke Energy, Inc. 242,710
Sunrun, Inc. 66,012
Sunstone Hotel Investors, Inc. 1,724,366
Super Micro Computer, Inc. 719,190
Superior Industries International, Inc. 296,203
Superior Uniform Group, Inc. 75,806
Supernus Pharmaceuticals, Inc. 299,846
SUPERVALU, Inc. 863,171
Surgery Partners, Inc. 115,972
Surgical Care Affiliates, Inc. 570,123
SurModics, Inc. 137,118
Swift Transportation Co. 939,176
Sykes Enterprises, Inc. 673,437
Synaptics, Inc. 1,681,238
Synchronoss Technologies, Inc. 717,625
Synergy Pharmaceuticals, Inc. 158,062
Synergy Resources Corp. 462,867
SYNNEX Corp. 1,523,754
Synta Pharmaceuticals Corp. 12,484
Syntel, Inc. 896,943
Synutra International, Inc. 60,589
Systemax, Inc. 56,751
T2 Biosystems, Inc. 51,302
Tailored Brands, Inc. 495,114
Take-Two Interactive Software, Inc. 1,802,057
TAL International Group, Inc. 293,916
Talen Energy Corp. 429,903
Talmer Bancorp, Inc., Class A 522,873
Tandem Diabetes Care, Inc. 88,084
Tangoe, Inc. 176,144
TASER International, Inc. 600,599
Taylor Morrison Home Corp., Class A 262,773
Team Health Holdings, Inc. 1,702,670
Team, Inc. 502,759
Tech Data Corp. 1,610,404
TechTarget, Inc. 83,156
Teekay Tankers, Ltd., Class A 197,123
Tejon Ranch Co. 161,762
Tejon Ranch Co. 0
Page 154 of 171
Teladoc, Inc. 51,658
Teledyne Technologies, Inc. 1,782,808
Telenav, Inc. 95,433
TeleTech Holdings, Inc. 258,446
Teligent, Inc. 115,954
Tennant Co. 542,290
Tenneco, Inc. 1,683,862
TerraForm Global, Inc. 57,751
Terreno Realty Corp. 577,362
Territorial Bancorp, Inc. 127,121
TESARO, Inc. 586,480
Tesco Corp. 192,037
Tessera Technologies, Inc. 933,658
Tetra Tech, Inc. 1,028,611
TETRA Technologies, Inc. 289,477
Tetraphase Pharmaceuticals, Inc. 95,758
Texas Capital Bancshares, Inc. 1,005,671
Texas Roadhouse, Inc. 1,718,447
Textainer Group Holdings, Ltd. 187,993
Textura Corp. 211,059
TG Therapeutics, Inc. 172,385
TherapeuticsMD, Inc. 465,638
Theravance Biopharma, Inc. 274,442
Thermon Group Holdings, Inc. 322,384
Third Point Reinsurance, Ltd. 549,353
Threshold Pharmaceuticals, Inc. 16,820
Tidewater, Inc. 183,870
Tile Shop Holdings, Inc. 231,403
Tilly's, Inc., Class A 43,124
Time, Inc. 967,995
TimkenSteel Corp. 207,962
Tiptree Financial, Inc., Class A 97,687
Titan International, Inc. 133,047
Titan Machinery, Inc. 114,641
TiVo, Inc. 528,547
Tobira Therapeutics, Inc. 11,272
Tokai Pharmaceuticals, Inc. 30,451
Tompkins Financial Corp. 548,544
Tootsie Roll Industries, Inc. 383,850
Tower International, Inc. 328,576
Towne Bank 500,207
Townsquare Media, Inc. 43,910
TransAtlantic Petroleum, Ltd. 11,086
TransEnterix, Inc. 84,567
Travelport Worldwide, Ltd. 825,378
Travelzoo, Inc. 32,358
TRC Cos., Inc. 70,970
Trecora Resources 111,284
Tredegar Corp. 225,472
TreeHouse Foods, Inc. 2,103,167
Trevena, Inc. 149,075
Trex Co., Inc. 880,187
TRI Pointe Group, Inc. 1,090,003
Triangle Petroleum Corp. 14,476
Tribune Publishing Co. 116,263
TriCo Bancshares 329,616
TriMas Corp. 454,224
TriNet Group, Inc. 338,086
Trinseo SA 241,437
Triple-S Management Corp., Class B 343,714
TriState Capital Holdings, Inc. 153,443
Triumph Bancorp, Inc. 134,650
Trius Therapeutics, Inc. CVR 0
Tronox, Ltd., Class A 232,647
Trovagene, Inc. 65,095
TrueBlue, Inc. 627,809
TrueCar, Inc. 156,587
Trupanion, Inc. 92,107
TrustCo Bank Corp. NY 329,743
Page 155 of 171
Trustmark Corp. 890,616
TTM Technologies, Inc. 224,710
TubeMogul, Inc. 103,455
Tuesday Morning Corp. 206,300
Tumi Holdings, Inc. 861,163
Tutor Perini Corp. 333,830
Twin Disc, Inc. 48,482
Tyler Technologies, Inc. 2,451,435
U.S. Physical Therapy, Inc. 352,984
Ubiquiti Networks, Inc. 583,223
Ultra Clean Holdings, Inc. 97,000
Ultra Petroleum Corp. 43,671
Ultragenyx Pharmaceutical, Inc. 1,376,993
Ultrapetrol Bahamas, Ltd. 3,305
Ultratech, Inc. 345,072
UMB Financial Corp. 1,163,585
UMH Properties, Inc. 126,718
Umpqua Holdings Corp. 1,971,382
Unifi, Inc. 195,079
UniFirst Corp. 928,066
Unilife Corp. 45,072
Union Bankshares Corp. 636,045
Unisys Corp. 220,028
Unit Corp. 254,177
United Bankshares, Inc. 1,458,972
United Community Banks, Inc. 531,179
United Community Financial Corp. 165,117
United Development Funding IV 0
United Financial Bancorp, Inc. 356,448
United Fire Group, Inc. 507,830
United Insurance Holdings Corp. 188,469
United Natural Foods, Inc. 1,155,159
United Online, Inc. 96,959
United States Lime & Minerals, Inc. 68,351
United States Treasury Bills 0.21 04/07/2016 4,999,900
United States Treasury Bills 0.29 06/16/2016 3,498,593
Unitil Corp. 339,708
Univar, Inc. 392,134
Universal American Corp. 203,697
Universal Corp. 734,724
Universal Display Corp. 1,245,382
Universal Electronics, Inc. 505,962
Universal Forest Products, Inc. 988,389
Universal Health Realty Income Trust 402,750
Universal Insurance Holdings, Inc. 326,345
Universal Technical Institute, Inc. 52,155
Universal Truckload Services, Inc. 78,727
Univest Corp. of Pennsylvania 219,702
Uranium Energy Corp. 39,390
Urban Edge Properties 1,313,163
Urstadt Biddle Properties, Inc., Class A 333,943
US Concrete, Inc. 497,433
US Ecology, Inc. 547,496
US Silica Holdings, Inc. 694,391
USA Truck, Inc. 105,787
USANA Health Sciences, Inc. 392,308
Utah Medical Products, Inc. 134,336
Vail Resorts, Inc. 2,753,685
Valhi, Inc. 12,900
Valley National Bancorp 1,269,812
Vanda Pharmaceuticals, Inc. 200,030
Varonis Systems, Inc. 93,586
VASCO Data Security International, Inc. 258,735
Vascular Solutions, Inc. 321,461
Vector Group, Ltd. 1,121,581
Vectrus, Inc. 137,137
Veeco Instruments, Inc. 450,319
Vera Bradley, Inc. 247,680
Veracyte, Inc. 41,677
Page 156 of 171
Verastem, Inc. 29,219
Verint Systems, Inc. 1,172,406
Veritiv Corp. 173,706
Versartis, Inc. 103,274
Viad Corp. 334,786
ViaSat, Inc. 1,796,733
Vicor Corp. 98,764
Village Super Market, Inc., Class A 99,032
Vince Holding Corp. 2,334
Vince Holding Corp. 55,793
Violin Memory, Inc. 27,160
Virgin America, Inc. 555,958
VirnetX Holding Corp. 118,941
Virtu Financial, Inc., Class A 240,623
Virtus Investment Partners, Inc. 306,113
Virtusa Corp. 635,734
Vishay Intertechnology, Inc. 946,641
Vishay Precision Group, Inc. 101,054
Vitae Pharmaceuticals, Inc. 50,342
Vital Therapies, Inc. 87,117
Vitamin Shoppe, Inc. 527,125
Vivint Solar, Inc. 31,344
VIVUS, Inc. 83,198
Vocera Communications, Inc. 187,769
Volt Information Sciences, Inc. 41,129
Vonage Holdings Corp. 485,677
VOXX International Corp. 50,748
Voyager Therapeutics, Inc. 28,687
VSE Corp. 161,646
vTv Therapeutics, Inc., Class A 17,523
W&T Offshore, Inc. 43,870
Wabash National Corp. 513,190
WageWorks, Inc. 1,035,278
Walker & Dunlop, Inc. 367,691
Walter Investment Management Corp. 165,016
Washington Federal, Inc. 1,229,555
Washington Real Estate Investment Trust 1,139,394
Washington Trust Bancorp, Inc. 316,698
Waterstone Financial, Inc. 207,102
Watts Water Technologies, Inc., Class A 888,971
Wayfair, Inc., Class A 496,338
WCI Communities, Inc. 164,210
WD-40 Co. 900,695
Web.com Group, Inc. 497,165
WebMD Health Corp. 1,354,812
Webster Financial Corp. 1,865,579
Weight Watchers International, Inc. 229,589
Weis Markets, Inc. 284,148
WellCare Health Plans, Inc. 2,311,330
Werner Enterprises, Inc. 689,728
WesBanco, Inc. 653,917
Wesco Aircraft Holdings, Inc. 508,384
West Bancorporation, Inc. 167,370
West Corp. 681,748
West Marine, Inc. 93,563
West Pharmaceutical Services, Inc. 2,828,811
Westamerica Bancorporation 712,432
Western Alliance Bancorp 1,620,098
Western Asset Mortgage Capital Corp. 241,160
Western Refining, Inc. 1,184,487
Westmoreland Coal Co. 73,917
Westwood Holdings Group, Inc. 258,588
Weyco Group, Inc. 100,144
WGL Holdings, Inc. 2,060,084
Whitestone REIT 167,168
William Lyon Homes, Class A 161,824
Wilshire Bancorp, Inc. 416,110
Windstream Holdings, Inc. 443,251
Wingstop, Inc. 86,411
Page 157 of 171
Winmark Corp. 124,533
Winnebago Industries, Inc. 346,089
Wintrust Financial Corp. 1,203,609
WisdomTree Investments, Inc. 746,528
Wix.com, Ltd. 217,193
Wolverine World Wide, Inc. 1,088,346
Woodward, Inc. 1,923,023
Workiva, Inc. 48,825
World Acceptance Corp. 163,511
World Wrestling Entertainment, Inc., Class A 304,229
Worthington Industries, Inc. 979,565
Wright Medical Group NV 848,028
WSFS Financial Corp. 556,938
Xactly Corp. 29,893
XBiotech, Inc. 21,820
Xcerra Corp. 203,600
Xencor, Inc. 218,491
Xenia Hotels & Resorts, Inc. 998,493
XenoPort, Inc. 151,653
Xerium Technologies, Inc. 32,896
XO Group, Inc. 243,029
XOMA Corp. 40,337
XPO Logistics, Inc. 1,256,919
Xura, Inc. 255,553
Yadkin Financial Corp. 584,294
York Water Co. 224,627
YRC Worldwide, Inc. 174,741
Zafgen, Inc. 63,039
ZAGG, Inc. 152,287
ZAIS Group Holdings, Inc. 10,536
Zeltiq Aesthetics, Inc. 500,912
Zendesk, Inc. 643,870
Zeneca, Inc. CVR 2,429
ZIOPHARM Oncology, Inc. 487,145
Zix Corp. 129,399
Zoe's Kitchen, Inc. 431,073
Zogenix, Inc. 128,722
Zumiez, Inc. 223,622
Zynerba Pharmaceuticals, Inc. 18,494
Futures Contracts
Description Expiration Month
Unrealized
Appreciation
(Depreciation) ($)
Russell 2000 Mini Index Long June 2016 1,003,323
VALIC Company I - Small Cap Special Values Fund - (unaudited)
March 31, 2016
Security Coupon(%) Maturity Date Market Value ($)
A. Schulman, Inc. 1,049,576
A.H. Belo Corp., Class A 1,125,833
ACCO Brands Corp. 2,902,938
ACI Worldwide, Inc. 1,601,267
Analogic Corp. 3,488,292
Apollo Commercial Real Estate Finance, Inc. 970,453
Apollo Investment Corp. 946,380
Associated Banc-Corp. 2,412,553
Atwood Oceanics, Inc. 599,470
Aviat Networks, Inc. 185,308
AVX Corp. 1,709,784
Axiall Corp. 602,981
BBCN Bancorp, Inc. 972,069
Bio-Rad Laboratories, Inc., Class A 2,014,843
Brady Corp., Class A 1,822,651
Brown & Brown, Inc. 4,184,984
Buckle, Inc. 2,092,014
CARBO Ceramics, Inc. 702,204
Central Garden & Pet Co. 1,805,145
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Central Garden & Pet Co., Class A 319,496
Christopher & Banks Corp. 449,332
CIFC Corp. 324,101
Cleco Corp. 1,317,421
Coherent, Inc. 951,808
Cott Corp. 2,602,847
CryoLife, Inc. 748,877
Delta Apparel, Inc. 1,332,833
Denny's Corp. 1,678,993
DineEquity, Inc. 3,305,086
Dixie Group, Inc. 379,035
Douglas Dynamics, Inc. 3,512,263
DSP Group, Inc. 949,447
DST Systems, Inc. 2,611,189
Eagle Materials, Inc. 6,090,946
EMCOR Group, Inc. 1,582,610
Endurance Specialty Holdings, Ltd. 2,012,733
Energen Corp. 1,485,993
EnerSys 1,789,113
ESCO Technologies, Inc. 2,776,662
Euro Time Deposit with State Street Bank and Trust Co. 0.01 04/01/2016 11,938,000
Exar Corp. 665,557
First Citizens BancShares, Inc., Class A 5,575,009
First Niagara Financial Group, Inc. 2,717,070
FirstMerit Corp. 2,174,423
Franklin Electric Co., Inc. 3,837,431
Gramercy Property Trust 1,868,920
GSI Group, Inc. 3,884,654
Guess?, Inc. 585,568
H.B. Fuller Co. 1,577,187
Haemonetics Corp. 1,930,231
Halyard Health, Inc. 1,477,210
Hancock Holding Co. 1,882,444
Hatteras Financial Corp. 2,781,007
Hawaiian Electric Industries, Inc. 2,865,845
Helen of Troy, Ltd. 2,690,030
Hillenbrand, Inc. 2,341,850
HMS Holdings Corp. 1,290,625
Imation Corp. 649,670
Innospec, Inc. 2,515,140
Innoviva, Inc. 1,507,048
Kadant, Inc. 3,548,131
Korn/Ferry International 2,253,072
Krispy Kreme Doughnuts, Inc. 2,918,261
LaSalle Hotel Properties 1,966,283
Liberty Tax, Inc. 1,166,585
Matthews International Corp., Class A 1,234,251
Mueller Industries, Inc. 4,498,848
Neenah Paper, Inc. 2,246,052
NETGEAR, Inc. 1,899,691
NetScout Systems, Inc. 1,830,962
New Media Investment Group, Inc. 1,143,401
New Mountain Finance Corp. 894,394
Nomad Foods, Ltd. 835,479
Orbotech, Ltd. 2,053,831
Owens & Minor, Inc. 1,552,249
Patterson Cos., Inc. 2,778,865
Patterson-UTI Energy, Inc. 1,555,141
ProAssurance Corp. 3,256,920
Progress Software Corp. 2,041,010
Quaker Chemical Corp. 3,467,295
Real Industry, Inc. 347,452
RenaissanceRe Holdings, Ltd. 2,495,939
Royal Gold, Inc. 632,149
Ruby Tuesday, Inc. 911,980
Schweitzer-Mauduit International, Inc. 2,232,593
Scotts Miracle-Gro Co., Class A 2,192,633
Sensient Technologies Corp. 2,625,531
Silgan Holdings, Inc. 1,502,797
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Simpson Manufacturing Co., Inc. 4,179,500
Snyder's-Lance, Inc. 1,143,511
Spectrum Brands Holdings, Inc. 2,278,160
Steel Excel, Inc. 826,709
STERIS PLC 2,378,328
Stewart Information Services Corp. 1,799,561
SUPERVALU, Inc. 1,171,624
Sykes Enterprises, Inc. 2,409,330
TCF Financial Corp. 2,332,490
Teradata Corp. 1,219,845
Time, Inc. 1,439,564
TreeHouse Foods, Inc. 4,481,071
UMB Financial Corp. 3,381,404
Validus Holdings, Ltd. 3,919,177
Viad Corp. 2,252,697
Vishay Intertechnology, Inc. 3,475,821
Wendy's Co. 2,799,285
Westwood Holdings Group, Inc. 3,195,604
VALIC Company I - Small-Mid Growth Fund - (unaudited)
March 31, 2016
Security Coupon(%) Maturity Date Market Value ($)
ABIOMED, Inc. 809,298
Acadia Healthcare Co., Inc. 1,112,065
Achillion Pharmaceuticals, Inc. 305,002
Adeptus Health, Inc., Class A 1,144,291
Advance Auto Parts, Inc. 1,086,945
Aerovironment, Inc. 682,370
Affiliated Managers Group, Inc. 1,565,049
Alder Biopharmaceuticals, Inc. 199,006
Alkermes PLC 661,542
AMC Networks, Inc., Class A 383,730
Amicus Therapeutics, Inc. 331,443
Amphenol Corp., Class A 1,640,989
Ashland, Inc. 1,395,832
Avery Dennison Corp. 1,125,277
Axalta Coating Systems, Ltd. 1,731,764
Black Knight Financial Services, Inc., Class A 2,225,503
Bloomin' Brands, Inc. 597,670
Blue Buffalo Pet Products, Inc. 1,093,475
BorgWarner, Inc. 816,691
Burlington Stores, Inc. 1,333,450
C.R. Bard, Inc. 1,634,939
Cavium, Inc. 483,470
Cempra, Inc. 741,166
Cepheid 1,163,463
Cidara Therapeutics, Inc. 136,817
Concho Resources, Inc. 258,258
Corium International, Inc. 203,422
DexCom, Inc. 1,215,929
Dril-Quip, Inc. 492,534
Dynavax Technologies Corp. 323,905
Eagle Bancorp, Inc. 2,663,424
Electronics For Imaging, Inc. 1,745,578
Equinix, Inc. 1,821,881
Evolent Health, Inc. 359,652
First Republic Bank 1,083,566
Five Below, Inc. 1,289,684
FleetCor Technologies, Inc. 1,183,455
Fortune Brands Home & Security, Inc. 1,849,656
Galapagos NV ADR 577,116
Global Payments, Inc. 1,121,266
GoDaddy, Inc., Class A 596,133
Graco, Inc. 1,460,988
Guidewire Software, Inc. 659,862
Hain Celestial Group, Inc. 888,524
Healthcare Services Group, Inc. 1,871,899
Page 160 of 171
Henry Schein, Inc. 1,534,335
HFF, Inc., Class A 648,194
Hubbell, Inc. 782,505
InterXion Holding NV 1,800,788
Jack in the Box, Inc. 1,456,044
Kansas City Southern 1,285,168
Kate Spade & Co. 2,129,593
Kornit Digital, Ltd. 539,598
Level 3 Communications, Inc. 1,786,436
LKQ Corp. 791,066
M/I Homes, Inc. 743,501
Match Group, Inc. 437,357
McCormick & Co., Inc. 1,472,503
Medivation, Inc. 852,607
MEDNAX, Inc. 747,977
Mettler-Toledo International, Inc. 1,662,777
Middleby Corp. 2,530,022
Ophthotech Corp. 326,916
OPOWER, Inc. 446,913
Otonomy, Inc. 216,146
Panera Bread Co., Class A 2,736,324
PerkinElmer, Inc. 1,309,552
Pure Storage, Inc., Class A 230,170
PVH Corp. 1,439,243
Qorvo, Inc. 1,186,601
Red Hat, Inc. 716,339
Restoration Hardware Holdings, Inc. 1,318,384
Revance Therapeutics, Inc. 196,163
RPM International, Inc. 1,502,869
Sabre Corp. 1,919,247
SBA Communications Corp., Class A 1,662,321
Sensata Technologies Holding NV 1,506,875
ServiceNow, Inc. 1,073,464
Shake Shack, Inc. 269,712
SLM Corp. 1,030,377
Splunk, Inc. 843,602
SSgA U.S. Government Money Market Fund 5,342,749
Stericycle, Inc. 865,790
Tableau Software, Inc., Class A 484,846
Teleflex, Inc. 1,418,428
Tractor Supply Co. 2,598,373
TreeHouse Foods, Inc. 1,818,020
Ulta Salon Cosmetics & Fragrance, Inc. 2,644,551
Ultragenyx Pharmaceutical, Inc. 474,192
Under Armour, Inc., Class A 1,860,067
Voyager Therapeutics, Inc. 273,249
Whole Foods Market, Inc. 1,578,646
Wingstop, Inc. 517,943
Xylem, Inc. 2,159,888
Zoe's Kitchen, Inc. 735,585
VALIC Company I - Stock Index Fund - (unaudited)
March 31, 2016
Security Coupon(%) Maturity Date Market Value ($)
3M Co. 22,476,554
Abbott Laboratories 13,739,022
AbbVie, Inc. 20,518,304
Accenture PLC, Class A 16,154,731
Activision Blizzard, Inc. 3,826,120
Adobe Systems, Inc. 10,421,086
ADT Corp. 1,520,720
Advance Auto Parts, Inc. 2,621,078
AES Corp. 1,735,579
Aetna, Inc. 8,756,671
Affiliated Managers Group, Inc. 1,954,809
Aflac, Inc. 5,912,177
Agilent Technologies, Inc. 2,911,999
Page 161 of 171
AGL Resources, Inc. 1,748,292
Air Products & Chemicals, Inc. 6,233,044
Airgas, Inc. 2,058,454
Akamai Technologies, Inc. 2,189,736
Alcoa, Inc. 2,808,243
Alexion Pharmaceuticals, Inc. 6,992,603
Allegion PLC 1,364,923
Allergan PLC 23,584,764
Alliance Data Systems Corp. 2,906,640
Allstate Corp. 5,681,918
Alphabet, Inc., Class A 49,763,204
Alphabet, Inc., Class C 49,353,682
Altria Group, Inc. 27,351,529
Amazon.com, Inc. 51,098,157
Ameren Corp. 2,710,109
American Airlines Group, Inc. 5,513,343
American Electric Power Co., Inc. 7,269,273
American Express Co. 11,217,043
American International Group, Inc. 13,850,907
American Tower Corp. 9,674,477
American Water Works Co., Inc. 2,735,556
Ameriprise Financial, Inc. 3,541,451
AmerisourceBergen Corp. 3,766,310
AMETEK, Inc. 2,624,550
Amgen, Inc. 25,139,213
Amphenol Corp., Class A 3,970,789
Anadarko Petroleum Corp. 5,278,849
Analog Devices, Inc. 4,091,035
Anthem, Inc. 8,098,530
Aon PLC 6,289,248
Apache Corp. 4,116,587
Apartment Investment & Management Co., Class A 1,460,062
Apple, Inc. 134,725,373
Applied Materials, Inc. 5,339,203
Archer-Daniels-Midland Co. 4,819,208
Assurant, Inc. 1,114,200
AT&T, Inc. 53,716,524
Autodesk, Inc. 2,929,145
Automatic Data Processing, Inc. 9,149,074
AutoNation, Inc. 769,940
AutoZone, Inc. 5,365,707
AvalonBay Communities, Inc. 5,809,469
Avery Dennison Corp. 1,437,729
Baker Hughes, Inc. 4,278,509
Ball Corp. 2,252,336
Bank of America Corp. 31,123,405
Bank of New York Mellon Corp. 8,833,381
Baxalta, Inc. 5,276,846
Baxter International, Inc. 5,017,676
BB&T Corp. 5,788,847
Becton Dickinson and Co. 7,169,396
Bed Bath & Beyond, Inc. 1,810,420
Berkshire Hathaway, Inc., Class B 59,262,567
Best Buy Co., Inc. 2,037,556
Biogen, Inc. 12,691,121
BlackRock, Inc. 9,584,662
Boeing Co. 17,624,223
BorgWarner, Inc. 1,871,770
Boston Properties, Inc. 4,351,473
Boston Scientific Corp. 5,654,361
Bristol-Myers Squibb Co. 23,775,753
Broadcom, Ltd. 12,772,052
Brown-Forman Corp., Class B 2,206,319
C.H. Robinson Worldwide, Inc. 2,370,535
C.R. Bard, Inc. 3,331,692
CA, Inc. 2,031,186
Cablevision Systems Corp., Class A 1,637,130
Cabot Oil & Gas Corp. 2,319,168
California Resources Corp. 16,810
Page 162 of 171
Cameron International Corp. 2,864,108
Campbell Soup Co. 2,557,277
Capital One Financial Corp. 8,149,193
Cardinal Health, Inc. 6,016,933
CarMax, Inc. 2,229,800
Carnival Corp. 5,301,644
Caterpillar, Inc. 9,936,806
CBRE Group, Inc., Class A 1,868,401
CBS Corp., Class B 5,180,664
Celgene Corp. 17,442,384
CenterPoint Energy, Inc. 2,006,772
CenturyLink, Inc. 3,875,086
Cerner Corp. 3,572,999
CF Industries Holdings, Inc. 1,628,552
Charles Schwab Corp. 7,506,698
Chesapeake Energy Corp. 475,263
Chevron Corp. 40,052,354
Chipotle Mexican Grill, Inc. 3,154,557
Chubb, Ltd. 12,241,709
Church & Dwight Co., Inc. 2,665,938
Cigna Corp. 7,825,562
Cimarex Energy Co. 2,056,191
Cincinnati Financial Corp. 2,155,246
Cintas Corp. 1,753,720
Cisco Systems, Inc. 31,939,810
Citigroup, Inc. 27,440,730
Citizens Financial Group, Inc. 2,465,228
Citrix Systems, Inc. 2,697,573
Clorox Co. 3,637,966
CME Group, Inc. 7,246,684
CMS Energy Corp. 2,622,452
Coach, Inc. 2,481,972
Coca-Cola Co. 40,299,364
Coca-Cola Enterprises, Inc. 2,365,955
Cognizant Technology Solutions Corp., Class A 8,514,597
Colgate-Palmolive Co. 14,061,470
Columbia Pipeline Group, Inc. 2,237,464
Comcast Corp., Class A 33,130,403
Comerica, Inc. 1,476,476
ConAgra Foods, Inc. 4,318,591
Concho Resources, Inc. 2,908,942
ConocoPhillips 11,098,533
Consolidated Edison, Inc. 5,015,085
Constellation Brands, Inc., Class A 5,924,692
Corning, Inc. 5,182,788
Costco Wholesale Corp. 15,449,931
Crown Castle International Corp. 6,436,638
CSRA, Inc. 817,249
CSX Corp. 5,529,246
Cummins, Inc. 3,973,561
CVS Health Corp. 25,403,581
D.R. Horton, Inc. 2,217,945
Danaher Corp. 12,643,036
Darden Restaurants, Inc. 1,705,899
DaVita HealthCare Partners, Inc. 2,710,877
Deere & Co. 5,141,777
Delphi Automotive PLC 4,641,787
Delta Air Lines, Inc. 8,449,047
DENTSPLY SIRONA, Inc. 3,315,078
Devon Energy Corp. 3,121,794
Diamond Offshore Drilling, Inc. 312,304
Discover Financial Services 4,702,106
Discovery Communications, Inc., Class A 958,017
Discovery Communications, Inc., Class C 1,432,539
Dollar General Corp. 5,552,187
Dollar Tree, Inc. 4,316,451
Dominion Resources, Inc. 9,988,481
Dover Corp. 2,223,116
Dow Chemical Co. 12,666,785
Page 163 of 171
Dr Pepper Snapple Group, Inc. 3,734,895
DTE Energy Co. 3,627,579
Duke Energy Corp. 12,381,960
Dun & Bradstreet Corp. 831,237
E*TRADE Financial Corp. 1,543,556
E.I. du Pont de Nemours & Co. 12,305,292
Eastman Chemical Co. 2,380,267
Eaton Corp. PLC 6,400,451
eBay, Inc. 5,768,417
Ecolab, Inc. 6,623,396
Edison International 5,221,874
Edwards Lifesciences Corp. 4,220,231
Electronic Arts, Inc. 4,558,879
Eli Lilly & Co. 15,626,458
EMC Corp. 11,568,259
Emerson Electric Co. 7,796,896
Endo International PLC 1,282,964
Ensco PLC, Class A 543,989
Entergy Corp. 3,154,868
EOG Resources, Inc. 8,897,800
EQT Corp. 2,394,321
Equifax, Inc. 3,024,685
Equinix, Inc. 5,080,036
Equity Residential 6,107,892
Essex Property Trust, Inc. 3,410,380
Estee Lauder Cos., Inc., Class A 4,665,987
Eversource Energy 4,125,571
Exelon Corp. 7,354,563
Expedia, Inc. 2,848,281
Expeditors International of Washington, Inc. 1,981,588
Express Scripts Holding Co. 10,230,414
Extra Space Storage, Inc. 2,605,665
Exxon Mobil Corp. 77,389,963
F5 Networks, Inc. 1,622,469
Facebook, Inc., Class A 58,378,238
Fastenal Co. 3,151,876
Federal Realty Investment Trust 2,423,769
FedEx Corp. 9,298,634
Fidelity National Information Services, Inc. 3,896,920
Fifth Third Bancorp 2,914,341
First Solar, Inc. 1,165,086
FirstEnergy Corp. 3,397,367
Fiserv, Inc. 5,098,431
FLIR Systems, Inc. 1,010,511
Flowserve Corp. 1,287,801
Fluor Corp. 1,663,143
FMC Corp. 1,202,945
FMC Technologies, Inc. 1,384,060
Ford Motor Co. 11,733,917
Franklin Resources, Inc. 3,250,522
Freeport-McMoRan, Inc. 2,885,801
Frontier Communications Corp. 1,455,843
GameStop Corp., Class A 740,420
Gap, Inc. 1,483,230
Garmin, Ltd. 1,047,911
General Dynamics Corp. 8,566,506
General Electric Co. 66,129,367
General Growth Properties, Inc. 3,860,084
General Mills, Inc. 8,380,065
General Motors Co. 9,848,402
Genuine Parts Co. 3,312,066
Gilead Sciences, Inc. 27,992,406
Goldman Sachs Group, Inc. 13,746,582
Goodyear Tire & Rubber Co. 1,963,464
H&R Block, Inc. 1,389,771
Halliburton Co. 6,835,415
Hanesbrands, Inc. 2,474,649
Harley-Davidson, Inc. 2,105,916
Harman International Industries, Inc. 1,412,263
Page 164 of 171
Harris Corp. 2,163,807
Hartford Financial Services Group, Inc. 4,075,131
Hasbro, Inc. 2,005,704
HCA Holdings, Inc. 5,318,639
HCP, Inc. 3,381,380
Helmerich & Payne, Inc. 1,413,978
Henry Schein, Inc. 3,153,605
Hershey Co. 2,944,670
Hess Corp. 3,108,245
Hewlett Packard Enterprise Co. 6,785,200
Home Depot, Inc. 37,715,991
Honeywell International, Inc. 19,218,256
Hormel Foods Corp. 2,605,296
Host Hotels & Resorts, Inc. 2,800,841
HP, Inc. 4,742,535
Humana, Inc. 6,048,876
Huntington Bancshares, Inc. 1,690,917
Illinois Tool Works, Inc. 7,476,993
Illumina, Inc. 5,312,831
Ingersoll-Rand PLC 3,550,817
Intel Corp. 34,070,470
Intercontinental Exchange, Inc. 6,232,386
International Business Machines Corp. 29,848,372
International Flavors & Fragrances, Inc. 2,025,789
International Paper Co. 3,761,932
Interpublic Group of Cos., Inc. 2,057,513
Intuit, Inc. 5,955,197
Intuitive Surgical, Inc. 5,009,151
Invesco, Ltd. 2,856,594
Iron Mountain, Inc. 1,455,078
J.B. Hunt Transport Services, Inc. 1,673,175
J.M. Smucker Co. 3,464,521
Jacobs Engineering Group, Inc. 1,189,742
Johnson & Johnson 66,562,476
Johnson Controls, Inc. 5,631,905
JPMorgan Chase & Co. 48,457,357
Juniper Networks, Inc. 2,001,897
Kansas City Southern 2,066,950
Kellogg Co. 4,303,871
KeyCorp 2,056,675
Kimberly-Clark Corp. 10,822,675
Kimco Realty Corp. 2,654,495
Kinder Morgan, Inc. 7,286,130
KLA-Tencor Corp. 2,526,798
Kohl's Corp. 1,972,489
Kraft Heinz Co. 10,413,914
Kroger Co. 8,312,031
L Brands, Inc. 4,986,203
L-3 Communications Holdings, Inc. 2,055,857
Laboratory Corp. of America Holdings 2,655,688
Lam Research Corp. 2,926,022
Legg Mason, Inc. 832,771
Leggett & Platt, Inc. 1,464,197
Lennar Corp., Class A 1,941,896
Leucadia National Corp. 1,201,415
Level 3 Communications, Inc. 3,405,654
Lincoln National Corp. 2,105,824
Linear Technology Corp. 2,377,766
Lockheed Martin Corp. 12,973,477
Loews Corp. 2,284,352
Lowe's Cos., Inc. 15,454,212
LyondellBasell Industries NV, Class A 6,596,934
M&T Bank Corp. 3,937,059
Macerich Co. 2,239,639
Macy's, Inc. 3,050,102
Mallinckrodt PLC 1,528,997
Marathon Oil Corp. 2,095,245
Marathon Petroleum Corp. 4,386,757
Marriott International, Inc., Class A 3,016,893
Page 165 of 171
Marsh & McLennan Cos., Inc. 7,064,041
Martin Marietta Materials, Inc. 2,287,692
Masco Corp. 2,341,390
MasterCard, Inc., Class A 20,657,984
Mattel, Inc. 2,548,463
McCormick & Co., Inc. 2,558,725
McDonald's Corp. 25,262,560
McGraw Hill Financial, Inc. 5,854,370
McKesson Corp. 8,013,775
Mead Johnson Nutrition Co. 3,532,118
Medtronic PLC 23,511,975
Merck & Co., Inc. 32,736,740
MetLife, Inc. 10,743,066
Michael Kors Holdings, Ltd. 2,278,571
Microchip Technology, Inc. 2,186,786
Micron Technology, Inc. 2,421,648
Microsoft Corp. 97,388,385
Mohawk Industries, Inc. 2,706,962
Molson Coors Brewing Co., Class B 3,941,745
Mondelez International, Inc., Class A 14,032,612
Monsanto Co. 8,613,787
Monster Beverage Corp. 4,465,162
Moody's Corp. 3,650,258
Morgan Stanley 8,518,056
Mosaic Co. 2,121,957
Motorola Solutions, Inc. 2,677,433
Murphy Oil Corp. 908,175
Mylan NV 4,259,194
Nasdaq, Inc. 1,697,735
National Oilwell Varco, Inc. 2,605,620
Navient Corp. 914,855
NetApp, Inc. 1,758,813
Netflix, Inc. 9,756,525
Newell Rubbermaid, Inc. 2,638,355
Newfield Exploration Co. 1,468,719
Newmont Mining Corp. 3,135,722
News Corp., Class A 1,081,811
News Corp., Class B 318,437
NextEra Energy, Inc. 12,152,098
Nielsen Holdings PLC 4,248,503
NIKE, Inc., Class B 18,499,397
NiSource, Inc. 1,679,451
Noble Energy, Inc. 3,003,047
Nordstrom, Inc. 1,637,579
Norfolk Southern Corp. 5,534,543
Northern Trust Corp. 3,127,313
Northrop Grumman Corp. 7,983,286
NRG Energy, Inc. 913,341
Nucor Corp. 3,352,766
NVIDIA Corp. 4,059,896
Occidental Petroleum Corp. 11,653,218
Omnicom Group, Inc. 4,445,730
ONEOK, Inc. 1,397,926
Oracle Corp. 28,738,211
O'Reilly Automotive, Inc. 5,929,665
Owens-Illinois, Inc. 572,804
PACCAR, Inc. 4,284,032
Parker-Hannifin Corp. 3,345,730
Patterson Cos., Inc. 866,389
Paychex, Inc. 3,868,142
PayPal Holdings, Inc. 9,574,884
Pentair PLC 2,206,971
People's United Financial, Inc. 1,102,515
PepsiCo, Inc. 33,023,668
PerkinElmer, Inc. 1,210,632
Perrigo Co. PLC 4,175,507
Pfizer, Inc. 39,966,280
PG&E Corp. 6,561,616
Philip Morris International, Inc. 33,888,764
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Phillips 66 9,062,336
Pinnacle West Capital Corp. 1,857,832
Pioneer Natural Resources Co. 5,122,795
Pitney Bowes, Inc. 919,909
PNC Financial Services Group, Inc. 9,447,991
PPG Industries, Inc. 6,630,756
PPL Corp. 5,719,332
Praxair, Inc. 7,267,804
Priceline Group, Inc. 14,258,476
Principal Financial Group, Inc. 2,385,344
Procter & Gamble Co. 48,675,747
Progressive Corp. 4,577,758
Prologis, Inc. 5,168,839
Prudential Financial, Inc. 7,181,051
Public Service Enterprise Group, Inc. 5,322,389
Public Storage 9,056,878
PulteGroup, Inc. 1,325,304
PVH Corp. 1,809,727
Qorvo, Inc. 1,450,951
QUALCOMM, Inc. 17,043,684
Quanta Services, Inc. 803,655
Quest Diagnostics, Inc. 2,274,039
Ralph Lauren Corp. 1,247,530
Range Resources Corp. 1,224,223
Raytheon Co. 8,174,516
Realty Income Corp. 3,489,871
Red Hat, Inc. 3,033,675
Regeneron Pharmaceuticals, Inc. 6,274,179
Regions Financial Corp. 2,253,829
Republic Services, Inc. 2,527,928
Reynolds American, Inc. 9,285,465
Robert Half International, Inc. 1,362,046
Rockwell Automation, Inc. 3,332,875
Rockwell Collins, Inc. 2,695,759
Roper Technologies, Inc. 4,118,174
Ross Stores, Inc. 5,227,965
Royal Caribbean Cruises, Ltd. 3,105,763
Ryder System, Inc. 772,566
Salesforce.com, Inc. 10,380,350
SanDisk Corp. 3,409,525
SCANA Corp. 2,235,119
Schlumberger, Ltd. 20,605,603
Scripps Networks Interactive, Inc., Class A 1,385,260
Seagate Technology PLC 2,276,628
Sealed Air Corp. 2,097,797
Sempra Energy 5,469,804
Sherwin-Williams Co. 4,977,455
Signet Jewelers, Ltd. 2,199,176
Simon Property Group, Inc. 14,326,664
Skyworks Solutions, Inc. 3,328,745
SL Green Realty Corp. 2,161,102
Snap-on, Inc. 2,033,177
Southern Co. 10,527,727
Southwest Airlines Co. 6,372,934
Southwestern Energy Co. 701,065
Spectra Energy Corp. 4,581,004
St. Jude Medical, Inc. 3,477,650
Stanley Black & Decker, Inc. 3,573,142
Staples, Inc. 1,587,956
Starbucks Corp. 19,673,060
Starwood Hotels & Resorts Worldwide, Inc. 3,138,970
State Street Bank and Trust Co. Repurchase Agreement 0.01 04/01/2016 74,623,000
State Street Corp. 5,218,872
Stericycle, Inc. 2,390,922
Stryker Corp. 7,494,099
SunTrust Banks, Inc. 4,062,103
Symantec Corp. 2,672,617
Synchrony Financial 5,327,779
Sysco Corp. 5,470,354
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T. Rowe Price Group, Inc. 4,064,542
Target Corp. 11,047,077
TE Connectivity, Ltd. 5,103,261
TECO Energy, Inc. 1,445,380
TEGNA, Inc. 1,149,188
Tenet Healthcare Corp. 635,476
Teradata Corp. 778,042
Tesoro Corp. 2,287,608
Texas Instruments, Inc. 12,868,683
Textron, Inc. 2,204,226
Thermo Fisher Scientific, Inc. 12,508,627
Tiffany & Co. 1,824,814
Time Warner Cable, Inc. 12,922,367
Time Warner, Inc. 12,780,335
TJX Cos., Inc. 11,695,069
Torchmark Corp. 1,361,745
Total System Services, Inc. 1,787,533
Tractor Supply Co. 2,697,155
Transocean, Ltd. 697,437
Travelers Cos., Inc. 7,675,200
TripAdvisor, Inc. 1,688,967
Twenty-First Century Fox, Inc., Class A 6,958,095
Twenty-First Century Fox, Inc., Class B 2,710,951
Tyco International PLC 3,475,189
Tyson Foods, Inc., Class A 4,355,764
UDR, Inc. 2,294,654
Under Armour, Inc., Class A 3,435,445
Union Pacific Corp. 15,011,244
United Continental Holdings, Inc. 4,797,480
United Parcel Service, Inc., Class B 16,228,774
United Rentals, Inc. 1,261,275
United States Treasury Bills 0.21 04/07/2016 9,999,800
United States Treasury Bills 0.28 06/16/2016 4,398,231
United States Treasury Bills 0.29 06/16/2016 249,900
United Technologies Corp. 17,359,642
UnitedHealth Group, Inc. 27,319,839
Universal Health Services, Inc., Class B 2,513,233
Unum Group 1,646,521
Urban Outfitters, Inc. 640,457
US Bancorp 14,778,129
Valero Energy Corp. 6,726,426
Varian Medical Systems, Inc. 1,703,786
Ventas, Inc. 4,717,215
VeriSign, Inc. 1,901,574
Verisk Analytics, Inc. 2,754,443
Verizon Communications, Inc. 49,117,295
Vertex Pharmaceuticals, Inc. 4,366,465
VF Corp. 4,902,785
Viacom, Inc., Class B 3,188,467
Visa, Inc., Class A 32,722,503
Vornado Realty Trust 3,731,779
Vulcan Materials Co. 3,134,584
Walgreens Boots Alliance, Inc. 16,207,692
Wal-Mart Stores, Inc. 23,956,501
Walt Disney Co. 33,233,794
Waste Management, Inc. 5,451,600
Waters Corp. 2,389,731
WEC Energy Group, Inc. 4,227,246
Wells Fargo & Co. 49,808,575
Welltower, Inc. 5,490,064
Western Digital Corp. 2,451,473
Western Union Co. 2,158,512
WestRock Co. 2,208,864
Weyerhaeuser Co. 5,452,170
Whirlpool Corp. 3,105,274
Whole Foods Market, Inc. 2,251,462
Williams Cos., Inc. 2,445,404
Willis Towers Watson PLC 3,655,203
WW Grainger, Inc. 2,955,457
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Wyndham Worldwide Corp. 1,917,094
Wynn Resorts, Ltd. 1,695,568
Xcel Energy, Inc. 4,732,184
Xerox Corp. 2,368,933
Xilinx, Inc. 2,702,135
XL Group PLC 2,393,987
Xylem, Inc. 1,627,493
Yahoo!, Inc. 7,148,428
Yum! Brands, Inc. 7,458,090
Zimmer Biomet Holdings, Inc. 4,254,110
Zions Bancorporation 1,103,807
Zoetis, Inc. 4,520,374
Futures Contracts
Description Expiration Month
Unrealized
Appreciation
(Depreciation) ($)
S&P 500 E-Mini Index Long June 2016 1,834,288
VALIC Company I - Value Fund - (unaudited)
March 31, 2016
Security Coupon(%) Maturity Date Market Value ($)
3M Co. 1,269,721
Agrium, Inc. 688,662
Allergan PLC 991,711
Ameriprise Financial, Inc. 1,114,113
Amgen, Inc. 1,099,886
Anadarko Petroleum Corp. 533,692
Analog Devices, Inc. 595,984
AstraZeneca PLC ADR 999,680
Baxter International, Inc. 576,352
BlackRock, Inc. 1,828,180
Bristol-Myers Squibb Co. 1,575,281
British American Tobacco PLC 1,167,157
CBS Corp., Class B 1,357,693
Chevron Corp. 2,491,943
Chubb, Ltd. 1,653,087
Cisco Systems, Inc. 3,547,903
Citigroup, Inc. 2,132,590
Comcast Corp., Class A 1,112,511
CVS Health Corp. 1,421,516
Diageo PLC ADR 498,359
Dominion Resources, Inc. 608,472
Dow Chemical Co. 1,399,311
Eaton Corp. PLC 1,912,772
Edison International 1,159,154
EOG Resources, Inc. 1,325,311
Eversource Energy 1,559,078
Exxon Mobil Corp. 1,739,257
Fortune Brands Home & Security, Inc. 1,780,951
General Electric Co. 2,474,343
Gilead Sciences, Inc. 775,298
Goldman Sachs Group, Inc. 1,025,393
Halliburton Co. 1,223,410
Hilton Worldwide Holdings, Inc. 1,086,590
Home Depot, Inc. 1,034,616
Illinois Tool Works, Inc. 446,843
Ingersoll-Rand PLC 1,339,044
Ingredion, Inc. 939,752
Intel Corp. 2,278,152
Intercontinental Exchange, Inc. 966,425
International Paper Co. 601,031
Invesco, Ltd. 1,153,875
JPMorgan Chase & Co. 3,956,311
Kraft Heinz Co. 1,019,787
Liberty Interactive Corp. QVC Group, Class A 116,150
Lowe's Cos., Inc. 1,026,413
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M&T Bank Corp. 1,186,590
Marathon Oil Corp. 982,526
Marsh & McLennan Cos., Inc. 1,302,426
Maxim Integrated Products, Inc. 1,624,757
Medtronic PLC 1,783,125
Merck & Co., Inc. 2,754,389
MetLife, Inc. 1,200,441
Microsoft Corp. 3,040,632
NextEra Energy, Inc. 704,715
Nielsen Holdings PLC 1,379,692
Nordstrom, Inc. 652,766
Norwegian Cruise Line Holdings, Ltd. 1,367,875
Nucor Corp. 547,025
Occidental Petroleum Corp. 787,629
Pfizer, Inc. 824,703
Pioneer Natural Resources Co. 1,089,328
PNC Financial Services Group, Inc. 2,172,857
Principal Financial Group, Inc. 963,330
PulteGroup, Inc. 1,022,314
PVH Corp. 995,553
QUALCOMM, Inc. 995,696
Roche Holding AG 1,335,938
Signet Jewelers, Ltd. 1,041,852
Southwestern Energy Co. 409,585
State Street Bank and Trust Co. Repurchase Agreement 0.01 04/01/2016 920,000
Steel Dynamics, Inc. 780,782
Symantec Corp. 895,933
Thomson Reuters Corp. 1,116,438
Triumph Group, Inc. 509,976
Union Pacific Corp. 1,129,610
United Technologies Corp. 1,588,587
UnitedHealth Group, Inc. 1,631,230
Verizon Communications, Inc. 1,914,162
Wells Fargo & Co. 3,939,696
-------------------------------------------------
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 Dollar
GBP — Pound Sterling
HKD — Hong Kong Dollar
NVDR — Non-Voting Depositary Receipt
ADR — American Depositary Receipt
CVA — Certification Van Aandelen (Dutch Cert.)
CVR — Contingent Value Recovery
FDR — Federal Depositary Receipt
GDR — Global Depositary Receipt
VRDN — Variable Rate Demand Note
VVPR — Reduced tax rate shares
REMIC — Real Estate Mortgage Investment Conduit
RSP — Risparmio Savings Shares
SDR — Swedish Depositary Receipt
STIF — Short-Term Index Fund
TBA — Securities purchased on a forward commitment basis with an approximate principal amount and no definite maturity date. The actual
principal amount and maturity date will be determined upon settlement date.
TIPS — Treasury Inflation Protected Security
Page 170 of 171
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.
Page 171 of 171