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VALIC Company II - Aggressive Growth Lifestyle Fund - (unaudited)July 31, 2020

Security Coupon(%) Maturity Date Market Value ($)VALIC Co. I Blue Chip Growth Fund 11,257VALIC Co. I Capital Conservation Fund 6,817,090VALIC Co. I Dividend Value Fund 36,095,950VALIC Co. I Emerging Economies Fund 21,482,609VALIC Co. I Global Real Estate Fund 19,128,219VALIC Co. I Government Money Market I Fund 253,684VALIC Co. I Government Securities Fund 3,643,928VALIC Co. I Inflation Protected Fund 33,736,822VALIC Co. I International Equities Index Fund 33,734,924VALIC Co. I International Government Bond Fund 16,453,098VALIC Co. I International Growth Fund 10,849,964VALIC Co. I International Value Fund 21,451,004VALIC Co. I Large Cap Core Fund 10,918,993VALIC Co. I Large Capital Growth Fund 11,569,331VALIC Co. I Mid Cap Index Fund 24,375,102VALIC Co. I Mid Cap Strategic Growth Fund 10,022,550VALIC Co. I Nasdaq-100 Index Fund 7,698,405VALIC Co. I Science & Technology Fund 21,909,749VALIC Co. I Small Cap Index Fund 14,058,722VALIC Co. I Small Cap Special Values Fund 5,893,046VALIC Co. I Stock Index Fund 64,890,702VALIC Co. I Value Fund 13,723,138VALIC Co. II Capital Appreciation Fund 26,063,877VALIC Co. II Core Bond Fund 16,713,919VALIC Co. II High Yield Bond Fund 13,997,818VALIC Co. II International Opportunities Fund 26,426,150VALIC Co. II Large Cap Value Fund 33,082,512VALIC Co. II Mid Cap Growth Fund 8,756,521VALIC Co. II Mid Cap Value Fund 30,026,575VALIC Co. II Small Cap Growth Fund 6,507,860VALIC Co. II Small Cap Value Fund 8,126,157VALIC Co. II Strategic Bond Fund 32,032,820

VALIC Company II - Capital Appreciation Fund - (unaudited)July 31, 2020

Security Coupon(%) Maturity Date Market Value ($)Adobe, Inc. 3,119,126Alexion Pharmaceuticals, Inc. 951,210Align Technology, Inc. 1,629,232Allison Transmission Holdings, Inc. 1,116,317Allstate Corp. 1,251,706Alphabet, Inc., Class A 1,348,083Alphabet, Inc., Class C 4,619,420Amazon.com, Inc. 6,997,107American Express Co. 906,697Amgen, Inc. 1,406,118Apple, Inc. 9,372,982Baxter International, Inc. 871,747Bristol-Myers Squibb Co. 947,887Broadcom, Inc. 1,293,924Burlington Stores, Inc. 744,292Carlisle Cos., Inc. 819,389Charter Communications, Inc., Class A 878,120Chegg, Inc. 1,114,714CyrusOne, Inc. 569,508Deckers Outdoor Corp. 944,136eBay, Inc. 719,359Electronic Arts, Inc. 1,235,351Eli Lilly & Co. 866,873Entegris, Inc. 758,938Estee Lauder Cos., Inc., Class A 939,698Euronet Worldwide, Inc. 440,033Exelixis, Inc. 454,550

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F5 Networks, Inc. 1,531,049Facebook, Inc., Class A 5,533,557Five9, Inc. 617,873Fortinet, Inc. 2,001,893Hershey Co. 2,088,669Horizon Therapeutics PLC 1,233,590Humana, Inc. 1,200,505Jazz Pharmaceuticals PLC 638,567Kansas City Southern 1,624,498Lam Research Corp. 1,903,149Lamar Advertising Co., Class A 883,740Lowe's Cos., Inc. 1,605,101Masimo Corp. 721,773Mastercard, Inc., Class A 3,659,783Merck & Co., Inc. 1,469,756Microsoft Corp. 9,190,598Motorola Solutions, Inc. 1,283,364Neurocrine Biosciences, Inc. 505,031NVIDIA Corp. 2,416,766Okta, Inc. 597,530Oracle Corp. 1,674,923Palo Alto Networks, Inc. 967,889PayPal Holdings, Inc. 2,803,409PPG Industries, Inc. 556,228Procter & Gamble Co. 898,696salesforce.com, Inc. 2,401,721Sarepta Therapeutics, Inc. 488,501Sensata Technologies Holding PLC 878,288ServiceNow, Inc. 2,041,402Take-Two Interactive Software, Inc. 1,266,398Target Corp. 1,261,695Texas Instruments, Inc. 577,802TransUnion 1,015,634UnitedHealth Group, Inc. 506,248US Bancorp 809,117Veeva Systems, Inc., Class A 1,004,043Vertex Pharmaceuticals, Inc. 1,472,336Visa, Inc., Class A 3,137,411Walmart, Inc. 1,225,806WW Grainger, Inc. 1,552,254

VALIC Company II - Conservative Growth Lifestyle Fund - (unaudited)July 31, 2020

Security Coupon(%) Maturity Date Market Value ($)VALIC Co. I Capital Conservation Fund 17,287,594VALIC Co. I Dividend Value Fund 12,593,548VALIC Co. I Emerging Economies Fund 6,084,129VALIC Co. I Global Real Estate Fund 8,019,211VALIC Co. I Government Money Market I Fund 702,197VALIC Co. I Government Securities Fund 8,247,455VALIC Co. I Inflation Protected Fund 23,194,879VALIC Co. I International Equities Index Fund 10,745,059VALIC Co. I International Government Bond Fund 16,597,907VALIC Co. I International Growth Fund 1,729,387VALIC Co. I International Value Fund 4,882,714VALIC Co. I Large Cap Core Fund 2,952,975VALIC Co. I Large Capital Growth Fund 1,910,414VALIC Co. I Mid Cap Index Fund 6,878,829VALIC Co. I Mid Cap Strategic Growth Fund 2,183,621VALIC Co. I Nasdaq-100 Index Fund 5,661,727VALIC Co. I Science & Technology Fund 7,032,111VALIC Co. I Small Cap Index Fund 4,502,029VALIC Co. I Small Cap Special Values Fund 2,387,693VALIC Co. I Stock Index Fund 21,531,547VALIC Co. I Value Fund 3,226,796VALIC Co. II Capital Appreciation Fund 6,385,112VALIC Co. II Core Bond Fund 55,270,093VALIC Co. II High Yield Bond Fund 23,698,545

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VALIC Co. II International Opportunities Fund 11,117,403VALIC Co. II Large Cap Value Fund 8,636,789VALIC Co. II Mid Cap Growth Fund 2,832,126VALIC Co. II Mid Cap Value Fund 10,435,107VALIC Co. II Small Cap Growth Fund 1,703,141VALIC Co. II Small Cap Value Fund 1,223,407VALIC Co. II Strategic Bond Fund 43,483,982

VALIC Company II - Core Bond Fund - (unaudited)July 31, 2020

Security Coupon(%) Maturity Date Market Value ($)ABB Finance USA, Inc. 3.38 04/03/2023 1,839,859AbbVie, Inc. 4.05 11/21/2039 1,453,147AbbVie, Inc. 4.25 11/21/2049 2,641,025AbbVie, Inc. 4.88 02/15/2021 526,526Abu Dhabi Government 3.13 04/16/2030 4,110,740Acadia Healthcare Co., Inc. 5.50 07/01/2028 613,283Advance Auto Parts, Inc. 3.90 04/15/2030 1,460,080AEP Texas, Inc. 4.15 05/01/2049 805,848African Development Bank 0.75 04/03/2023 2,034,157AG Issuer LLC 6.25 03/01/2028 1,037,813Ahern Rentals, Inc. 7.38 05/15/2023 587,845Albemarle Wodgina Pty, Ltd. 3.45 11/15/2029 751,756Albertsons Cos, Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC 4.63 01/15/2027 549,900Albertsons Cos, Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC 5.75 03/15/2025 830,070Albertsons Cos, Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC 5.88 02/15/2028 571,590Alexandria Real Estate Equities, Inc. 1.88 02/01/2033 1,116,280Alliance Data Systems Corp. 4.75 12/15/2024 837,125Allison Transmission, Inc. 5.00 10/01/2024 569,761Altice Financing SA 5.00 01/15/2028 1,126,125Altice France Holding SA 6.00 02/15/2028 1,173,578Altice France SA 8.13 02/01/2027 240,005Amazon.com, Inc. 4.80 12/05/2034 1,110,274American Airlines, Inc. 11.75 07/15/2025 827,973American Express Co. 3.40 02/22/2024 1,334,936American Express Co. 4.20 11/06/2025 974,911American Express Credit Account Master Trust 2.67 11/15/2024 2,078,987American Tower Corp. 3.10 06/15/2050 1,387,010American Water Capital Corp. 3.45 05/01/2050 761,047AmeriCredit Automobile Receivables Trust 2.97 11/20/2023 1,021,324Ameriprise Financial, Inc. 3.00 03/22/2022 1,447,945Amgen, Inc. 3.15 02/21/2040 5,951,825Amgen, Inc. 3.38 02/21/2050 1,281,879AmWINS Group, Inc. 7.75 07/01/2026 930,556Anglo American Capital PLC 5.38 04/01/2025 1,229,815Anheuser-Busch Cos. LLC/Anheuser-Busch InBev Worldwide, Inc. 4.90 02/01/2046 4,301,934Anheuser-Busch InBev Worldwide, Inc. 4.60 04/15/2048 2,994,983Apache Corp. 4.38 10/15/2028 721,098Apache Corp. 5.10 09/01/2040 2,190,260Appalachian Power Co. 3.70 05/01/2050 1,626,387Apple, Inc. 2.05 09/11/2026 1,228,018Arab Republic of Egypt 5.75 05/29/2024 2,217,204Arab Republic of Egypt 8.88 05/29/2050 1,899,620Archer-Daniels-Midland Co. 2.75 03/27/2025 732,290Archrock Partners LP/Archrock Partners Finance Corp. 6.88 04/01/2027 787,041Ardagh Packaging Finance PLC/Ardagh Holdings USA, Inc. 5.25 08/15/2027 863,585Arrow Electronics, Inc. 4.00 04/01/2025 923,144Assurant, Inc. 6.75 02/15/2034 196,955AT&T, Inc. 1.65 02/01/2028 451,857AT&T, Inc. 4.50 05/15/2035 6,332,183AT&T, Inc. 4.75 05/15/2046 928,203AT&T, Inc. 4.85 07/15/2045 1,132,582AT&T, Inc. 4.90 08/15/2037 2,730,220Athene Holding, Ltd. 6.15 04/03/2030 1,228,379Australia & New Zealand Banking Group, Ltd. 2.95 07/22/2030 1,065,872AutoNation, Inc. 4.75 06/01/2030 616,404Avangrid, Inc. 3.20 04/15/2025 3,822,685Avery Dennison Corp. 2.65 04/30/2030 715,244

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Avolon Holdings Funding, Ltd. 5.13 10/01/2023 1,117,886Avolon Holdings Funding, Ltd. 5.25 05/15/2024 378,003BA Credit Card Trust 1.74 01/15/2025 925,426BA Credit Card Trust 3.00 09/15/2023 1,357,492BAE Systems Holdings, Inc. 3.85 12/15/2025 2,844,817BAE Systems PLC 3.40 04/15/2030 1,178,223Baker Hughes a GE Co. LLC/Baker Hughes Co-Obligor, Inc. 4.49 05/01/2030 632,754Banco de Credito del Peru 3.13 07/01/2030 615,040Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand 5.38 04/17/2025 1,530,908Banco Santander SA 2.71 06/27/2024 1,493,964Banff Merger Sub, Inc. 9.75 09/01/2026 977,943Banijay Entertainment SASU 5.38 03/01/2025 819,238BANK 3.93 02/15/2052 2,564,807Bank of America Corp. 1.49 05/19/2024 2,901,524Bank of America Corp. 1.90 07/23/2031 1,355,996Bank of America Corp. 2.46 10/22/2025 2,838,697Bank of America Corp. 3.71 04/24/2028 804,244Bank of America Corp. 4.08 03/20/2051 964,998Bank of America Corp. 4.18 11/25/2027 2,091,496Bank of America Corp. 6.11 01/29/2037 2,331,678Bank of America NA 3.34 01/25/2023 1,283,016Bank of Montreal 2.05 11/01/2022 3,697,990BankUnited, Inc. 4.88 11/17/2025 5,838,490BankUnited, Inc. 5.13 06/11/2030 2,930,584Barclays Bank PLC 1.70 05/12/2022 1,136,052Baxter International, Inc. 3.75 10/01/2025 3,578,098BBVA Bancomer SA 5.13 01/18/2033 1,223,893Belo Corp. 7.25 09/15/2027 501,400Belo Corp. 7.75 06/01/2027 1,232,100Bemis Co., Inc. 2.63 06/19/2030 635,962Benchmark Mtg. Trust 3.57 01/15/2051 1,281,647Benchmark Mtg. Trust 3.93 03/15/2052 3,402,519Biogen, Inc. 3.15 05/01/2050 855,583Block Communications, Inc. 4.88 03/01/2028 897,890BMW US Capital LLC 3.10 04/12/2021 1,110,121BMW Vehicle Lease Trust 2.92 08/22/2022 1,070,657BNP Paribas SA 2.22 06/09/2026 918,651BNP Paribas SA 3.05 01/13/2031 2,990,877BNP Paribas SA 4.71 01/10/2025 2,789,647Boise Cascade Co. 4.88 07/01/2030 532,120BorgWarner, Inc. 2.65 07/01/2027 1,201,824Boyd Gaming Corp. 4.75 12/01/2027 520,998Boyd Gaming Corp. 8.63 06/01/2025 501,583BP Capital Markets America, Inc. 3.54 04/06/2027 4,348,307BP Capital Markets America, Inc. 3.63 04/06/2030 2,322,332BP Capital Markets PLC 4.88 12/31/2099 1,830,758Braskem Netherlands Finance BV 4.50 01/10/2028 916,381Braskem Netherlands Finance BV 4.50 01/31/2030 1,684,849Braskem Netherlands Finance BV 4.50 01/31/2030 370,500BRF SA 4.88 01/24/2030 399,880Brighthouse Financial, Inc. 4.70 06/22/2047 1,166,535Brighthouse Financial, Inc. 5.63 05/15/2030 1,902,848Brinker International, Inc. 5.00 10/01/2024 1,118,748Brink's Co. 4.63 10/15/2027 584,919Brink's Co. 5.50 07/15/2025 476,000Bristol-Myers Squibb Co. 3.63 05/15/2024 1,708,800Bristol-Myers Squibb Co. 4.63 05/15/2044 1,276,053Brixmor Operating Partnership LP 4.05 07/01/2030 768,514Broadcom, Inc. 4.15 11/15/2030 1,195,097Broadcom, Inc. 5.00 04/15/2030 789,201Buckeye Partners LP 4.13 03/01/2025 447,225Buckeye Partners LP 4.50 03/01/2028 603,965BX Commercial Mtg. Trust 1.17 04/15/2034 2,400,027C&W Senior Financing Designated Activity Co. 6.88 09/15/2027 1,230,106Callon Petroleum Co. 6.13 10/01/2024 105,780Callon Petroleum Co. 6.38 07/01/2026 366,730CAMB Commercial Mtg. Trust 1.24 12/15/2037 748,345Camelot Finance SA 4.50 11/01/2026 469,890Campbell Soup Co. 3.13 04/24/2050 706,133Canadian Imperial Bank of Commerce 2.25 01/28/2025 2,463,140

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Canadian Natural Resources, Ltd. 2.95 07/15/2030 1,004,037Canadian Pacific Railway Co. 6.13 09/15/2115 891,757Capital One Prime Auto Receivables Trust 1.92 05/15/2024 614,856Cardinal Health, Inc. 4.60 03/15/2043 2,184,254Cargo Aircraft Management, Inc. 4.75 02/01/2028 945,813Carlisle Cos., Inc. 2.75 03/01/2030 987,020CarMax Auto Owner Trust 2.18 08/15/2024 1,060,821CarMax Auto Owner Trust 2.68 03/15/2024 1,160,387CarMax Auto Owner Trust 3.36 09/15/2023 1,030,788Carrier Global Corp. 2.72 02/15/2030 815,862Carrier Global Corp. 3.38 04/05/2040 2,060,547Carrier Global Corp. 3.58 04/05/2050 971,955Cascades, Inc. 5.75 07/15/2023 687,488Cascades, Inc./Cascades USA, Inc. 5.13 01/15/2026 114,608Catalent Pharma Solutions, Inc. 5.00 07/15/2027 474,598Caterpillar Financial Services Corp. 0.65 07/07/2023 2,134,503Caterpillar Financial Services Corp. 1.45 05/15/2025 1,549,841CCO Holdings LLC/CCO Holdings Capital Corp. 5.00 02/01/2028 382,660CCO Holdings LLC/CCO Holdings Capital Corp. 5.38 05/01/2025 304,219CCO Holdings LLC/CCO Holdings Capital Corp. 5.38 06/01/2029 323,025CCO Holdings LLC/CCO Holdings Capital Corp. 5.50 05/01/2026 848,356Cenovus Energy, Inc. 4.25 04/15/2027 1,048,537Centene Corp. 4.25 12/15/2027 588,625Centene Corp. 4.63 12/15/2029 146,099Central Garden & Pet Co. 5.13 02/01/2028 610,178CenturyLink, Inc. 5.13 12/15/2026 720,260CenturyLink, Inc. 7.50 04/01/2024 1,044,120Chalco Hong Kong Investment Co., Ltd. 4.25 12/31/2099 506,497Charter Communications Operating LLC/Charter Communications Operating Capital 3.70 04/01/2051 424,918Charter Communications Operating LLC/Charter Communications Operating Capital 4.80 03/01/2050 1,536,501Charter Communications Operating LLC/Charter Communications Operating Capital 5.38 04/01/2038 201,865Charter Communications Operating LLC/Charter Communications Operating Capital 6.38 10/23/2035 844,805Chase Mtg. Finance Corp. 3.75 12/25/2045 1,209,588Cheniere Corpus Christi Holdings LLC 3.70 11/15/2029 1,524,641Cheniere Energy Partners LP 4.50 10/01/2029 381,866Cheniere Energy Partners LP 5.25 10/01/2025 632,425Chevron Corp. 1.55 05/11/2025 2,765,329Chevron Corp. 2.36 12/05/2022 1,063,014Chevron Phillips Chemical Co. LLC/Chevron Phillips Chemical Co. LP 3.30 05/01/2023 1,016,234China Minmetals Corp. 3.75 12/31/2099 408,123Chinalco Capital Holdings, Ltd. 4.10 12/31/2099 402,313Chinalco Capital Holdings, Ltd. 4.25 04/21/2022 403,590Citibank Credit Card Issuance Trust 2.49 01/20/2023 151,553Citibank Credit Card Issuance Trust 3.96 10/13/2030 303,601Citigroup, Inc. 3.67 07/24/2028 1,367,574Citigroup, Inc. 4.41 03/31/2031 1,776,868Citigroup, Inc. 4.45 09/29/2027 1,806,833Citigroup, Inc. 4.75 05/18/2046 1,150,987Citigroup, Inc. 5.88 02/22/2033 1,377,728Citigroup, Inc. 6.00 10/31/2033 2,287,637Citizens Financial Group, Inc. 2.50 02/06/2030 391,884Citizens Financial Group, Inc. 3.25 04/30/2030 670,775Citizens Financial Group, Inc. 4.15 09/28/2022 1,343,709Citizens Financial Group, Inc. 4.30 12/03/2025 999,391Clearway Energy Operating LLC 4.75 03/15/2028 181,688Clearway Energy Operating LLC 5.75 10/15/2025 808,098Cleveland-Cliffs, Inc. 5.75 03/01/2025 861,638Cleveland-Cliffs, Inc. 6.75 03/15/2026 511,545Cleveland-Cliffs, Inc. 9.88 10/17/2025 100,510CMS Energy Corp. 4.75 06/01/2050 1,008,142CNH Industrial Capital LLC 4.20 01/15/2024 1,764,895CNH Industrial NV 3.85 11/15/2027 882,355Coca-Cola Co. 2.95 03/25/2025 1,707,494Cogent Communications Group, Inc. 5.38 03/01/2022 834,000Colombia Telecomunicaciones SA ESP 4.95 07/17/2030 1,053,133Colonial Enterprises, Inc. 3.25 05/15/2030 588,888Colt Merger Sub, Inc. 6.25 07/01/2025 1,069,203Columbia Property Trust Operating Partnership LP 4.15 04/01/2025 1,991,605Comcast Corp. 3.30 02/01/2027 1,636,964Comcast Corp. 3.75 04/01/2040 807,681

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Comcast Corp. 3.90 03/01/2038 510,722Comcast Corp. 4.60 10/15/2038 2,271,213COMM Mtg. Trust 3.83 02/10/2036 1,317,844Commercial Metals Co. 5.75 04/15/2026 807,938Conagra Brands, Inc. 4.60 11/01/2025 1,386,221Conagra Brands, Inc. 5.40 11/01/2048 236,665Conagra Brands, Inc. 7.00 10/01/2028 1,647,814Connect Finco SARL/Connect US Finco LLC 6.75 10/01/2026 1,266,246Conn's, Inc. 7.25 07/15/2022 569,500Consolidated Edison Co. of New York, Inc. 3.95 04/01/2050 429,909Consolidated Energy Finance SA 6.88 06/15/2025 511,650Constellation Brands, Inc. 3.75 05/01/2050 1,120,043Corning, Inc. 5.45 11/15/2079 3,487,656Coty, Inc. 6.50 04/15/2026 1,064,877CRCC Chengan, Ltd. 3.97 12/31/2099 717,881Credit Acceptance Corp. 5.13 12/31/2024 136,412Credit Acceptance Corp. 6.63 03/15/2026 1,321,388Credit Agricole SA 1.91 06/16/2026 1,166,010Credit Suisse AG 2.10 11/12/2021 1,947,406Credit Suisse Group AG 2.19 06/05/2026 1,610,471Credit Suisse Group AG 4.19 04/01/2031 1,736,671Crown Castle International Corp. 2.25 01/15/2031 1,122,600CSAIL Commercial Mtg. Trust 2.99 06/15/2050 1,808,306CSAIL Commercial Mtg. Trust 3.00 09/15/2052 237,651CSC Holdings LLC 5.25 06/01/2024 830,500CSC Holdings LLC 5.50 04/15/2027 643,500CTR Partnership LP/CareTrust Capital Corp. 5.25 06/01/2025 1,072,020Cushman & Wakefield US Borrower LLC 6.75 05/15/2028 654,840CVS Health Corp 4.25 04/01/2050 911,461CVS Health Corp. 4.78 03/25/2038 3,001,225CVS Health Corp. 5.05 03/25/2048 975,263Daimler Finance North America LLC 2.00 07/06/2021 594,204Dana, Inc. 5.38 11/15/2027 654,534Danske Bank A/S 3.24 12/20/2025 1,037,973Danske Bank A/S 3.88 09/12/2023 1,617,347Darden Restaurants, Inc. 4.55 02/15/2048 1,306,669DBS Group Holdings, Ltd. 2.85 04/16/2022 1,316,506DCP Midstream Operating LP 5.63 07/15/2027 500,075DCP Midstream Operating LP 6.75 09/15/2037 211,460Dell International LLC/EMC Corp. 6.02 06/15/2026 791,488Dell International LLC/EMC Corp. 6.20 07/15/2030 814,161Dell International LLC/EMC Corp. 8.10 07/15/2036 2,243,473Delphi Jersey Holdings PLC 5.00 10/01/2025 652,169Delta Air Lines, Inc. 7.00 05/01/2025 1,131,987DENTSPLY SIRONA, Inc. 3.25 06/01/2030 900,453Deutsche Bank AG 4.25 02/04/2021 793,475Deutsche Telekom AG 3.63 01/21/2050 1,559,047DH Europe Finance II SARL 3.25 11/15/2039 1,728,573Diageo Capital PLC 2.13 04/29/2032 1,250,404Diamondback Energy, Inc. 4.75 05/31/2025 1,559,707Diebold Nixdorf, Inc. 8.50 04/15/2024 1,184,493Diebold Nixdorf, Inc. 9.38 07/15/2025 316,282Discover Bank 2.70 02/06/2030 883,494Discover Card Execution Note Trust 3.04 07/15/2024 415,932Discovery Communications LLC 5.30 05/15/2049 1,666,886Dole Food Co., Inc. 7.25 06/15/2025 898,320Dominican Republic 6.85 01/27/2045 1,480,500Dominion Energy South Carolina, Inc. 5.10 06/01/2065 2,321,131Dominion Resources, Inc. 5.25 08/01/2033 1,742,659Dominion Resources, Inc. 5.75 10/01/2054 649,950Domtar Corp. 6.75 02/15/2044 2,612,221Donnelley Financial Solutions, Inc. 8.25 10/15/2024 754,470DP World PLC 4.70 09/30/2049 550,625DTE Electric Co. 3.95 03/01/2049 3,309,158E.W. Scripps Co. 5.13 05/15/2025 1,282,163East Ohio Gas Co. 3.00 06/15/2050 622,586Ecolab, Inc. 2.38 08/10/2022 1,336,314Ecopetrol SA 6.88 04/29/2030 482,000eG Global Finance PLC 6.75 02/07/2025 1,232,864Electricite de France SA 5.00 09/21/2048 1,345,349

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Emera US Finance LP 4.75 06/15/2046 1,723,771Empresa Nacional del Petroleo 5.25 11/06/2029 915,884Empresas Publicas de Medellin ESP 4.38 02/15/2031 659,513Enable Midstream Partners LP 4.95 05/15/2028 908,041Endo Dac/Endo Finance LLC/Endo Finco, Inc. 5.88 10/15/2024 225,865Endo Dac/Endo Finance LLC/Endo Finco, Inc. 6.00 06/30/2028 280,600Enel Finance International NV 4.75 05/25/2047 1,576,745Energizer Holdings, Inc. 6.38 07/15/2026 1,160,850Energuate Trust 5.88 05/03/2027 707,007Energy Transfer Operating LP 4.90 03/15/2035 1,423,851Energy Transfer Operating LP 5.50 06/01/2027 804,890Energy Transfer Operating LP 6.13 12/15/2045 966,532EnerSys 5.00 04/30/2023 1,177,888Engie Energia Chile SA 3.40 01/28/2030 998,244EnLink Midstream Partners LP 5.05 04/01/2045 95,040EnLink Midstream Partners LP 6.00 12/31/2099 299,060Enova International, Inc. 8.50 09/01/2024 977,400Enstar Group, Ltd. 4.95 06/01/2029 2,807,698Entergy Louisiana LLC 577,656Entergy Texas, Inc. 4.50 03/30/2039 3,342,395Enterprise Products Operating LLC 3.20 02/15/2052 1,484,944Enterprise Products Operating LLC 4.25 02/15/2048 1,231,301Enterprise Products Operating LLC 5.25 08/16/2077 607,500EOG Resources, Inc. 4.38 04/15/2030 1,029,808EOG Resources, Inc. 4.95 04/15/2050 1,240,858Equinor ASA 1.75 01/22/2026 821,438Equinor ASA 3.25 11/18/2049 959,938ESH Hospitality, Inc. 4.63 10/01/2027 683,233ESH Hospitality, Inc. 5.25 05/01/2025 462,749Essential Utilities, Inc. 3.35 04/15/2050 926,573European Bank for Reconstruction & Development 1.50 02/13/2025 2,639,149European Investment Bank 1.63 08/14/2020 41,015Exelon Corp. 4.70 04/15/2050 1,400,207Exelon Generation Co. LLC 3.25 06/01/2025 1,245,517Fair Isaac Corp. 4.00 06/15/2028 881,778Fairstone Financial, Inc. 7.88 07/15/2024 823,150Federal Home Loan Bank 2.13 09/14/2029 5,295,656Federal Home Loan Mtg. Corp. 2.50 01/01/2028 483,933Federal Home Loan Mtg. Corp. 2.50 04/01/2028 932,422Federal Home Loan Mtg. Corp. 2.50 03/01/2031 610,491Federal Home Loan Mtg. Corp. 2.50 10/01/2032 3,277,764Federal Home Loan Mtg. Corp. 2.93 02/01/2037 75,682Federal Home Loan Mtg. Corp. 3.00 08/01/2027 212,556Federal Home Loan Mtg. Corp. 3.00 10/01/2042 1,240,696Federal Home Loan Mtg. Corp. 3.00 11/01/2042 972,427Federal Home Loan Mtg. Corp. 3.00 02/01/2043 1,170,352Federal Home Loan Mtg. Corp. 3.00 04/01/2043 1,432,488Federal Home Loan Mtg. Corp. 3.00 05/01/2043 541,526Federal Home Loan Mtg. Corp. 3.00 08/01/2043 4,513,240Federal Home Loan Mtg. Corp. 3.00 08/01/2043 477,394Federal Home Loan Mtg. Corp. 3.00 10/01/2045 4,820,261Federal Home Loan Mtg. Corp. 3.00 01/01/2050 20,559,825Federal Home Loan Mtg. Corp. 3.50 01/01/2032 3,443,480Federal Home Loan Mtg. Corp. 3.50 03/01/2042 3,179,054Federal Home Loan Mtg. Corp. 3.50 04/01/2042 1,401,697Federal Home Loan Mtg. Corp. 3.50 08/01/2042 1,175,129Federal Home Loan Mtg. Corp. 3.50 09/01/2043 1,000,626Federal Home Loan Mtg. Corp. 3.50 03/01/2045 911,104Federal Home Loan Mtg. Corp. 3.50 07/01/2045 1,599,217Federal Home Loan Mtg. Corp. 3.50 07/01/2045 4,621,937Federal Home Loan Mtg. Corp. 3.50 08/01/2045 1,812,220Federal Home Loan Mtg. Corp. 3.50 11/01/2045 3,165,374Federal Home Loan Mtg. Corp. 3.50 01/01/2046 1,989,606Federal Home Loan Mtg. Corp. 3.50 03/01/2046 1,828,392Federal Home Loan Mtg. Corp. 3.50 11/01/2047 9,833,240Federal Home Loan Mtg. Corp. 3.50 01/01/2048 15,495,423Federal Home Loan Mtg. Corp. 3.50 03/01/2048 8,499,055Federal Home Loan Mtg. Corp. 3.62 11/01/2037 874,741Federal Home Loan Mtg. Corp. 4.00 03/01/2023 1,786Federal Home Loan Mtg. Corp. 4.00 09/01/2040 1,021,578

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Federal Home Loan Mtg. Corp. 4.00 07/01/2044 76,020Federal Home Loan Mtg. Corp. 4.00 10/01/2045 2,349,906Federal Home Loan Mtg. Corp. 4.00 01/01/2046 561,016Federal Home Loan Mtg. Corp. 4.00 07/01/2049 5,672,460Federal Home Loan Mtg. Corp. 4.00 01/01/2050 1,723,786Federal Home Loan Mtg. Corp. 4.50 12/01/2039 449,557Federal Home Loan Mtg. Corp. 4.50 07/01/2044 1,274,334Federal Home Loan Mtg. Corp. 4.50 05/01/2048 3,850,644Federal Home Loan Mtg. Corp. 5.00 10/01/2033 889Federal Home Loan Mtg. Corp. 5.00 07/01/2040 473,735Federal Home Loan Mtg. Corp. 5.00 11/01/2043 2,565,507Federal Home Loan Mtg. Corp. 5.50 11/01/2032 5,984Federal Home Loan Mtg. Corp. 5.50 07/01/2034 25,498Federal Home Loan Mtg. Corp. 5.50 02/01/2035 36,894Federal Home Loan Mtg. Corp. 5.50 07/01/2035 880Federal Home Loan Mtg. Corp. 5.50 01/01/2036 159,052Federal Home Loan Mtg. Corp. 5.50 05/01/2037 25,400Federal Home Loan Mtg. Corp. 6.00 07/01/2035 79,979Federal Home Loan Mtg. Corp. 6.00 03/01/2040 133,549Federal Home Loan Mtg. Corp. 6.50 02/01/2036 11,545Federal Home Loan Mtg. Corp. 6.50 09/01/2036 179Federal Home Loan Mtg. Corp. 6.50 05/01/2037 35,097Federal Home Loan Mtg. Corp. 47,600Federal Home Loan Mtg. Corp. REMIC 3.00 09/15/2045 2,731,590Federal Home Loan Mtg. Corp. REMIC 3.50 11/15/2045 4,041,021Federal Home Loan Mtg. Corp. REMIC 6.63 09/15/2039 92,602Federal Home Loan Mtg. Corp. Structured Agency Credit Risk 2.02 10/25/2027 138,336Federal Home Loan Mtg. Corp. Structured Agency Credit Risk 2.37 02/25/2024 383,675Federal Home Loan Mtg. Corp. Structured Agency Credit Risk 2.37 09/25/2024 989,202Federal National Mtg. Assoc. 1.00 11/01/2048 16,401,983Federal National Mtg. Assoc. 1.00 06/01/2049 4,795,471Federal National Mtg. Assoc. 2.50 02/01/2028 900,787Federal National Mtg. Assoc. 2.50 04/01/2028 249,839Federal National Mtg. Assoc. 2.50 07/01/2031 2,307,932Federal National Mtg. Assoc. 2.50 08/01/2031 12,649,523Federal National Mtg. Assoc. 2.50 01/01/2032 1,972,901Federal National Mtg. Assoc. 2.50 04/01/2035 8,301,351Federal National Mtg. Assoc. 2.50 05/01/2050 8,413,272Federal National Mtg. Assoc. 2.50 06/01/2050 15,657,605Federal National Mtg. Assoc. 3.00 10/01/2027 116,974Federal National Mtg. Assoc. 3.00 01/01/2028 1,070,471Federal National Mtg. Assoc. 3.00 10/01/2030 1,870,744Federal National Mtg. Assoc. 3.00 10/01/2032 5,792,785Federal National Mtg. Assoc. 3.00 02/01/2033 9,711,093Federal National Mtg. Assoc. 3.00 02/01/2033 7,952,218Federal National Mtg. Assoc. 3.00 07/01/2034 1,440,608Federal National Mtg. Assoc. 3.00 11/01/2039 8,475,292Federal National Mtg. Assoc. 3.00 03/01/2042 2,304,724Federal National Mtg. Assoc. 3.00 12/01/2042 1,340,651Federal National Mtg. Assoc. 3.00 12/01/2042 640,704Federal National Mtg. Assoc. 3.00 02/01/2043 4,870,455Federal National Mtg. Assoc. 3.00 05/01/2043 2,544,722Federal National Mtg. Assoc. 3.00 05/01/2046 2,909,616Federal National Mtg. Assoc. 3.00 08/01/2046 6,419,318Federal National Mtg. Assoc. 3.00 09/01/2046 1,376,867Federal National Mtg. Assoc. 3.00 04/01/2047 3,236,131Federal National Mtg. Assoc. 3.00 09/01/2048 6,247,115Federal National Mtg. Assoc. 3.00 03/01/2050 6,296,108Federal National Mtg. Assoc. 3.33 09/01/2035 781,933Federal National Mtg. Assoc. 3.39 05/01/2037 158,557Federal National Mtg. Assoc. 3.46 11/01/2036 267,876Federal National Mtg. Assoc. 3.50 08/01/2026 650,730Federal National Mtg. Assoc. 3.50 09/01/2026 662,075Federal National Mtg. Assoc. 3.50 08/01/2027 60,223Federal National Mtg. Assoc. 3.50 10/01/2028 316,372Federal National Mtg. Assoc. 3.50 10/01/2028 1,235,821Federal National Mtg. Assoc. 3.50 03/01/2033 1,205,316Federal National Mtg. Assoc. 3.50 12/01/2041 412,447Federal National Mtg. Assoc. 3.50 03/01/2042 533,572Federal National Mtg. Assoc. 3.50 08/01/2042 1,617,605

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Federal National Mtg. Assoc. 3.50 08/01/2042 1,877,745Federal National Mtg. Assoc. 3.50 09/01/2042 390,206Federal National Mtg. Assoc. 3.50 02/01/2043 2,425,781Federal National Mtg. Assoc. 3.50 07/01/2045 1,330,832Federal National Mtg. Assoc. 3.50 08/01/2045 1,751,966Federal National Mtg. Assoc. 3.50 09/01/2045 352,065Federal National Mtg. Assoc. 3.50 10/01/2045 2,540,459Federal National Mtg. Assoc. 3.50 11/01/2045 4,513,511Federal National Mtg. Assoc. 3.50 12/01/2045 9,280,147Federal National Mtg. Assoc. 3.50 02/01/2046 1,539,999Federal National Mtg. Assoc. 3.50 03/01/2046 7,131,612Federal National Mtg. Assoc. 3.50 07/01/2046 5,003,886Federal National Mtg. Assoc. 3.50 01/01/2047 4,370,073Federal National Mtg. Assoc. 3.50 12/01/2047 5,628,982Federal National Mtg. Assoc. 3.50 12/01/2047 17,611,725Federal National Mtg. Assoc. 3.50 04/01/2048 9,203,957Federal National Mtg. Assoc. 3.50 08/01/2049 11,042,857Federal National Mtg. Assoc. 3.54 07/01/2039 587,525Federal National Mtg. Assoc. 3.68 08/01/2035 507,818Federal National Mtg. Assoc. 3.73 05/01/2040 816,329Federal National Mtg. Assoc. 3.75 10/01/2040 351,901Federal National Mtg. Assoc. 4.00 11/01/2025 44,431Federal National Mtg. Assoc. 4.00 03/01/2039 3,483,140Federal National Mtg. Assoc. 4.00 09/01/2040 75,382Federal National Mtg. Assoc. 4.00 09/01/2040 12,856Federal National Mtg. Assoc. 4.00 10/01/2040 159,444Federal National Mtg. Assoc. 4.00 12/01/2040 1,402,967Federal National Mtg. Assoc. 4.00 10/01/2041 974,463Federal National Mtg. Assoc. 4.00 11/01/2041 601,456Federal National Mtg. Assoc. 4.00 11/01/2041 273,824Federal National Mtg. Assoc. 4.00 01/01/2043 1,830,548Federal National Mtg. Assoc. 4.00 02/01/2045 2,199,762Federal National Mtg. Assoc. 4.00 02/01/2045 817,270Federal National Mtg. Assoc. 4.00 02/01/2046 1,913,239Federal National Mtg. Assoc. 4.00 06/01/2046 520,174Federal National Mtg. Assoc. 4.00 01/01/2047 3,283,952Federal National Mtg. Assoc. 4.00 05/01/2047 2,967,123Federal National Mtg. Assoc. 4.00 06/01/2047 4,158,111Federal National Mtg. Assoc. 4.00 07/01/2047 6,427,247Federal National Mtg. Assoc. 4.00 07/01/2047 7,576,060Federal National Mtg. Assoc. 4.00 08/01/2047 4,616,545Federal National Mtg. Assoc. 4.00 06/01/2048 9,444,117Federal National Mtg. Assoc. 4.00 09/01/2048 3,186,140Federal National Mtg. Assoc. 4.00 09/01/2048 4,509,160Federal National Mtg. Assoc. 4.00 12/01/2048 2,917,913Federal National Mtg. Assoc. 4.00 01/01/2049 2,982,208Federal National Mtg. Assoc. 4.00 01/01/2049 5,560,634Federal National Mtg. Assoc. 4.00 03/01/2049 4,375,766Federal National Mtg. Assoc. 4.00 03/01/2050 11,395,908Federal National Mtg. Assoc. 4.07 10/01/2040 177,788Federal National Mtg. Assoc. 4.13 10/01/2035 582,269Federal National Mtg. Assoc. 4.50 10/01/2024 207,846Federal National Mtg. Assoc. 4.50 03/01/2025 307,723Federal National Mtg. Assoc. 4.50 02/01/2040 988,554Federal National Mtg. Assoc. 4.50 05/01/2040 273,216Federal National Mtg. Assoc. 4.50 08/01/2045 6,938,513Federal National Mtg. Assoc. 4.50 06/01/2048 8,274,442Federal National Mtg. Assoc. 4.50 10/01/2048 6,968,213Federal National Mtg. Assoc. 4.50 11/01/2048 6,614,224Federal National Mtg. Assoc. 4.50 12/01/2048 12,488,062Federal National Mtg. Assoc. 4.50 10/01/2049 7,114,526Federal National Mtg. Assoc. 5.00 06/01/2022 12,182Federal National Mtg. Assoc. 5.00 10/01/2024 104,159Federal National Mtg. Assoc. 5.00 09/01/2033 451,825Federal National Mtg. Assoc. 5.00 04/01/2040 301,453Federal National Mtg. Assoc. 5.00 05/01/2040 232,738Federal National Mtg. Assoc. 5.00 05/01/2040 257,717Federal National Mtg. Assoc. 5.00 06/01/2040 2,126,278Federal National Mtg. Assoc. 5.00 07/01/2040 129,496Federal National Mtg. Assoc. 5.00 07/01/2040 111,210

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Federal National Mtg. Assoc. 5.00 02/01/2045 1,357,528Federal National Mtg. Assoc. 5.50 12/01/2029 108,699Federal National Mtg. Assoc. 5.50 12/01/2033 25,046Federal National Mtg. Assoc. 5.50 07/01/2037 24,680Federal National Mtg. Assoc. 5.50 08/01/2037 1,325,204Federal National Mtg. Assoc. 5.50 06/01/2038 132,551Federal National Mtg. Assoc. 5.50 09/01/2039 455,242Federal National Mtg. Assoc. 6.00 08/01/2034 21,246Federal National Mtg. Assoc. 6.00 11/01/2035 16,997Federal National Mtg. Assoc. 6.00 06/01/2036 46,118Federal National Mtg. Assoc. 6.00 12/01/2036 83,222Federal National Mtg. Assoc. 6.00 07/01/2038 402,866Federal National Mtg. Assoc. 6.00 09/01/2038 82,376Federal National Mtg. Assoc. 6.00 09/01/2038 135,370Federal National Mtg. Assoc. 6.00 11/01/2038 126,793Federal National Mtg. Assoc. REMIC 3.00 12/25/2047 4,164,218Federal National Mtg. Assoc. REMIC 3.00 05/25/2048 5,635,775Federal National Mtg. Assoc. REMIC 3.00 05/25/2048 4,126,274Federative Republic of Brazil 5.00 01/27/2045 1,271,712FedEx Corp. Pass Through Trust 1.88 02/20/2034 1,942,826First Horizon Bank 5.75 05/01/2030 1,448,830First Niagara Financial Group, Inc. 7.25 12/15/2021 1,977,263First Quantum Minerals, Ltd. 7.25 04/01/2023 1,198,309FirstEnergy Corp. 7.38 11/15/2031 4,643,180Fiserv, Inc. 4.40 07/01/2049 911,652FMG Resources August 2006 Pty, Ltd. 4.50 09/15/2027 1,029,343Ford Foundation 2.82 06/01/2070 1,268,187Ford Motor Co. 6.63 10/01/2028 1,221,027Ford Motor Co. 7.45 07/16/2031 210,983Ford Motor Credit Co. LLC 5.13 06/16/2025 213,214Freeport-McMoRan, Inc. 4.13 03/01/2028 385,809Freeport-McMoRan, Inc. 4.25 03/01/2030 598,670Freeport-McMoRan, Inc. 5.25 09/01/2029 575,748Front Range BidCo., Inc. 6.13 03/01/2028 564,778Frontdoor, Inc. 6.75 08/15/2026 241,640GATX Corp. 4.00 06/30/2030 1,112,400GATX Corp. 4.35 02/15/2024 2,079,894GE Capital Funding LLC 4.40 05/15/2030 2,234,594GE Capital International Funding Co. ULC 4.42 11/15/2035 3,319,634General Electric Co. 4.35 05/01/2050 570,422General Motors Co. 6.80 10/01/2027 1,386,957General Motors Financial Co., Inc. 2.75 06/20/2025 1,442,432Genesis Energy LP/Genesis Energy Finance Corp. 5.63 06/15/2024 1,609,173Genesis Energy LP/Genesis Energy Finance Corp. 6.50 10/01/2025 439,969Georgia-Pacific LLC 2.30 04/30/2030 1,615,053Georgia-Pacific LLC 3.73 07/15/2023 2,249,499Georgia-Pacific LLC 5.40 11/01/2020 699,588GlaxoSmithKline Capital PLC 3.13 05/14/2021 37,813GlaxoSmithKline Capital, Inc. 3.38 05/15/2023 1,236,122Globo Comunicacao e Participacoes SA 4.88 01/22/2030 395,000GLP Capital LP/GLP Financing II, Inc. 5.38 04/15/2026 536,971GM Financial Consumer Automobile Receivables Trust 2.13 03/16/2023 1,015,000GM Financial Consumer Automobile Receivables Trust 2.18 04/16/2024 1,101,158goeasy, Ltd. 5.38 12/01/2024 816,455Golden Nugget, Inc. 6.75 10/15/2024 141,963Golden Nugget, Inc. 8.75 10/01/2025 581,363Goldman Sachs Group, Inc. 2.35 11/15/2021 2,896,202Goldman Sachs Group, Inc. 3.50 11/16/2026 2,720,097Goldman Sachs Group, Inc. 3.80 03/15/2030 1,638,606Goldman Sachs Group, Inc. 6.75 10/01/2037 3,166,642Government National Mtg. Assoc. 2.50 05/20/2050 9,465,487Government National Mtg. Assoc. 2.50 06/20/2050 16,875,841Government National Mtg. Assoc. 3.00 02/20/2045 4,348,107Government National Mtg. Assoc. 3.00 05/20/2045 1,063,716Government National Mtg. Assoc. 3.00 07/20/2045 274,083Government National Mtg. Assoc. 3.00 11/20/2045 2,374,326Government National Mtg. Assoc. 3.00 12/20/2045 1,850,471Government National Mtg. Assoc. 3.00 01/20/2046 10,219,273Government National Mtg. Assoc. 3.00 05/20/2046 11,496,004Government National Mtg. Assoc. 3.00 09/20/2047 8,452,203

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JBS USA LUX SA/JBS USA Finance, Inc. 5.75 06/15/2025 356,109JBS USA LUX SA/JBS USA Finance, Inc. 5.88 07/15/2024 909,744John Deere Capital Corp. 2.95 04/01/2022 2,689,704John Deere Capital Corp. 3.45 01/10/2024 1,905,908John Deere Capital Corp. 3.65 10/12/2023 823,503JP Morgan Mtg. Trust 3.00 12/25/2048 1,065,324JP Morgan Mtg. Trust 3.50 06/25/2048 1,483,365JPMorgan Chase & Co. 2.01 03/13/2026 4,781,042JPMorgan Chase & Co. 2.96 05/13/2031 581,627JPMorgan Chase & Co. 3.11 04/22/2051 675,798JPMorgan Chase & Co. 3.51 01/23/2029 2,483,889JPMorgan Chase & Co. 3.88 07/24/2038 709,059JPMorgan Chase & Co. 6.13 12/31/2049 1,744,639Kansas City Southern 2.88 11/15/2029 1,138,562Kansas City Southern 4.70 05/01/2048 849,282KAR Auction Services, Inc. 5.13 06/01/2025 562,800Kennedy-Wilson, Inc. 5.88 04/01/2024 147,551Kentucky Utilities Co. 3.30 06/01/2050 688,176Keurig Dr Pepper, Inc. 4.06 05/25/2023 37,214Kimberly-Clark Corp. 3.10 03/26/2030 23,296Kinder Morgan, Inc. 3.25 08/01/2050 1,432,674Kingdom of Jordan 5.75 01/31/2027 1,620,653Kingdom of Jordan 5.85 07/07/2030 1,829,617Kingdom of Saudi Arabia 4.50 04/22/2060 2,617,636Kirby Corp. 4.20 03/01/2028 1,002,415Klabin Austria GmbH 7.00 04/03/2049 1,777,950Kohl's Corp. 5.55 07/17/2045 1,495,876Kohl's Corp. 9.50 05/15/2025 769,951Kommunalbanken AS 1.75 09/15/2020 2,099,312Korn Ferry International 4.63 12/15/2027 957,258Kraft Heinz Foods Co. 4.88 10/01/2049 382,285Ladder Capital Finance Holdings LLLP/ Ladder Capital Finance Corp. 4.25 02/01/2027 754,585Lamb Weston Holdings, Inc. 4.63 11/01/2024 612,788Land O' Lakes, Inc. 7.00 12/31/2099 224,063Land O'Lakes Capital Trust I 7.45 03/15/2028 669,330Lear Corp. 5.25 05/15/2049 985,769Lehman Brothers Holdings Capital Trust VII 5.86 11/30/2056 15Lehman Brothers Holdings, Inc. 6.75 12/28/2017 18Lehman Brothers Holdings, Inc. 7.50 05/11/2038 23Leidos, Inc. 3.63 05/15/2025 967,717Leidos, Inc. 4.38 05/15/2030 1,570,303Liberty Mutual Group, Inc. 3.95 05/15/2060 485,134LifePoint Health, Inc. 4.38 02/15/2027 776,652LLPL Capital Pte, Ltd. 6.88 02/04/2039 547,941Lockheed Martin Corp. 2.80 06/15/2050 12,402LPL Holdings, Inc. 4.63 11/15/2027 200,850LPL Holdings, Inc. 5.75 09/15/2025 874,640Manulife Financial Corp. 4.06 02/24/2032 1,621,533Marathon Oil Corp. 6.60 10/01/2037 1,471,265Marathon Oil Corp. 6.80 03/15/2032 974,591Mars, Inc. 2.38 07/16/2040 884,724Martin Marietta Materials, Inc. 3.50 12/15/2027 1,371,417MassMutual Global Funding II 2.75 06/22/2024 763,159Mastercard, Inc. 2.00 03/03/2025 1,883,526Mattamy Group Corp. 4.63 03/01/2030 65,975Mattamy Group Corp. 5.25 12/15/2027 722,100McDonald's Corp. 3.63 09/01/2049 939,625McDonald's Corp. 4.20 04/01/2050 1,071,936McDonald's Corp. 4.45 03/01/2047 1,733,486MEG Energy Corp. 6.50 01/15/2025 1,137,735MEG Energy Corp. 7.13 02/01/2027 689,750MEGlobal Canada ULC 5.00 05/18/2025 1,311,115MGM Growth Properties Operating Partnership LP/MGP Finance Co-Issuer, Inc. 5.75 02/01/2027 827,030Minejesa Capital BV 4.63 08/10/2030 421,000Mineral Resources, Ltd. 8.13 05/01/2027 909,498Minerals Technologies, Inc. 5.00 07/01/2028 833,353Mitsubishi UFJ Financial Group, Inc. 2.19 02/25/2025 2,192,674Mizuho Financial Group, Inc. 2.56 09/13/2025 3,185,945Moog, Inc. 4.25 12/15/2027 683,912Morgan Stanley 3.62 04/01/2031 856,421

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Petroleos Mexicanos 6.38 01/23/2045 317,960Petroleos Mexicanos 6.49 01/23/2027 382,000Petroleos Mexicanos 6.63 06/15/2035 341,760Petroleos Mexicanos 6.75 09/21/2047 325,000Philippine National Bank 3.28 09/27/2024 515,235Phillips 66 2.15 12/15/2030 1,319,179Pilgrim's Pride Corp. 5.88 09/30/2027 867,150Presidio Holdings, Inc. 8.25 02/01/2028 535,600Prime Security Services Borrower LLC/Prime Finance, Inc. 5.25 04/15/2024 593,400Prime Security Services Borrower LLC/Prime Finance, Inc. 5.75 04/15/2026 1,501,830Prime Security Services Borrower LLC/Prime Finance, Inc. 6.25 01/15/2028 568,163Prologis LP 3.00 04/15/2050 1,441,034Prudential Financial, Inc. 1.50 03/10/2026 3,390,370Prudential Financial, Inc. 3.91 12/07/2047 342,109Prudential Financial, Inc. 5.63 06/15/2043 875,007Prudential Financial, Inc. 5.70 09/15/2048 1,876,200Public Service Co. of Colorado 2.70 01/15/2051 2,534,658Public Service Co. of Colorado 3.70 06/15/2028 1,538,692Public Service Co. of Colorado 4.10 06/15/2048 1,323,239Quicken Loans, Inc. 5.25 01/15/2028 236,535Quicken Loans, Inc. 5.75 05/01/2025 748,459Rackspace Hosting, Inc. 8.63 11/15/2024 997,975Radian Group, Inc. 6.63 03/15/2025 702,020Regions Financial Corp. 7.38 12/10/2037 2,883,558Reliance Steel & Aluminum Co. 2.15 08/15/2030 595,855ReNew Power Synthetic 6.67 03/12/2024 413,940ReNew Power, Ltd. 6.45 09/27/2022 408,000Republic of Armenia 3.95 09/26/2029 1,975,640Republic of Belarus 5.88 02/24/2026 967,000Republic of Belarus 6.88 02/28/2023 2,020,200Republic of Cameroon 9.50 11/19/2025 2,120,536Republic of Colombia 4.13 05/15/2051 1,273,813Republic of Costa Rica 6.13 02/19/2031 1,813,200Republic of El Salvador 9.50 07/15/2052 3,016,888Republic of Ghana 10.75 10/14/2030 2,391,740Republic of Indonesia 3.85 10/15/2030 1,149,676Republic of Indonesia 7.75 01/17/2038 1,581,959Republic of Indonesia 8.50 10/12/2035 1,304,751Republic of Italy 4.00 10/17/2049 760,941Republic of Ivory Coast 5.75 12/31/2032 641,623Republic of Ivory Coast 6.13 06/15/2033 487,500Republic of Ivory Coast 6.38 03/03/2028 1,018,700Republic of Kenya 6.88 06/24/2024 2,384,122Republic of Kenya 7.00 05/22/2027 787,000Republic of Turkey 6.63 02/17/2045 1,740,600Republic of Turkey 7.38 02/05/2025 1,015,600Ross Stores, Inc. 5.45 04/15/2050 1,915,507Royal Bank of Scotland Group PLC 2.36 05/22/2024 2,809,128Royal Bank of Scotland Group PLC 3.75 11/01/2029 1,971,033Royal Bank of Scotland Group PLC 4.27 03/22/2025 584,734Royal Bank of Scotland Group PLC 4.52 06/25/2024 678,788Royal Bank of Scotland Group PLC 8.00 12/29/2049 479,188Rumo Luxembourg SARL 5.25 01/10/2028 602,214Sabine Pass Liquefaction LLC 4.50 05/15/2030 1,123,581Sabra Health Care LP 5.13 08/15/2026 1,399,945Sabra Health Care LP/Sabra Capital Corp. 4.80 06/01/2024 852,980Santander Holdings USA, Inc. 3.45 06/02/2025 766,785Schlumberger Holdings Corp. 4.00 12/21/2025 1,422,773Seagate HDD Cayman 4.75 01/01/2025 533,466Sealed Air Corp. 5.13 12/01/2024 795,300SeaWorld Parks & Entertainment, Inc. 8.75 05/01/2025 769,913Shandong Iron & Steel Xinheng International Co., Ltd. 6.85 09/25/2022 396,572Shellpoint Co-Originator Trust 3.50 10/25/2047 1,130,514Shinhan Bank Co., Ltd. 4.00 04/23/2029 1,167,039Shire Acquisitions Investments Ireland DAC 3.20 09/23/2026 3,233,905Siemens Financieringsmaatschappij NV 3.25 05/27/2025 1,499,979Silgan Holdings, Inc. 4.75 03/15/2025 869,963Silversea Cruise Finance, Ltd. 7.25 02/01/2025 675,500Simon Property Group LP 3.80 07/15/2050 1,266,241Sirius XM Radio, Inc. 4.63 07/15/2024 737,100

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Six Flags Entertainment Corp. 5.50 04/15/2027 779,625Six Flags Theme Parks, Inc. 7.00 07/01/2025 86,938SK Telecom Co., Ltd. 3.75 04/16/2023 632,219Smithfield Foods, Inc. 2.65 10/03/2021 476,976Smithfield Foods, Inc. 4.25 02/01/2027 1,185,984Smithfield Foods, Inc. 5.20 04/01/2029 1,178,169Societe Generale SA 7.88 12/29/2049 843,554Sonoco Products Co 3.13 05/01/2030 2,200,247Sotheby's 7.38 10/15/2027 1,414,000Southern California Edison Co. 3.65 02/01/2050 830,685Spirit AeroSystems, Inc. 7.50 04/15/2025 882,554Springleaf Finance Corp. 5.38 11/15/2029 838,805Springleaf Finance Corp. 6.88 03/15/2025 1,005,750Sprint Corp. 7.88 09/15/2023 3,837,280SS&C Technologies, Inc. 5.50 09/30/2027 814,976Standard Chartered PLC 4.64 04/01/2031 761,352Standard Industries, Inc. 5.00 02/15/2027 324,063Standard Industries, Inc. 6.00 10/15/2025 729,022Stanley Black & Decker, Inc. 3.40 03/01/2026 1,302,700Stanley Black & Decker, Inc. 4.00 03/15/2060 2,216,998Starwood Property Trust, Inc. 4.75 03/15/2025 909,563State of Qatar 3.75 04/16/2030 2,115,216State of Qatar 4.40 04/16/2050 2,715,000State of Qatar 4.82 03/14/2049 3,568,980State Street Institutional U.S. Government Money Market Fund, Premier Class 0.09 12/31/2030 87,519,611Steel Dynamics, Inc. 3.25 01/15/2031 493,836Steel Dynamics, Inc. 3.45 04/15/2030 1,536,456SunCoke Energy Partners LP/SunCoke Energy Partners Finance Corp. 7.50 06/15/2025 912,640SunTrust Bank 3.50 08/02/2022 24,680Synchrony Financial 4.50 07/23/2025 5,961,380Synovus Bank 2.29 02/10/2023 1,243,917Sysco Corp. 2.40 02/15/2030 1,324,087Sysco Corp. 5.95 04/01/2030 1,325,757Sysco Corp. 6.60 04/01/2040 1,842,707Sysco Corp. 6.60 04/01/2050 851,868Takeda Pharmaceutical Co., Ltd. 3.18 07/09/2050 1,418,019Talen Energy Supply LLC 6.63 01/15/2028 461,900Talen Energy Supply LLC 7.25 05/15/2027 475,280Targa Resources Partners LP/Targa Resources Partners Finance Corp. 5.00 01/15/2028 67,320Teck Resources, Ltd. 3.90 07/15/2030 952,767Teck Resources, Ltd. 6.13 10/01/2035 1,470,880Teck Resources, Ltd. 6.25 07/15/2041 729,978Telecom Italia Capital SA 7.72 06/04/2038 1,398,189Telefonica Emisiones SAU 4.67 03/06/2038 2,038,982Telesat Canada/Telesat LLC 4.88 06/01/2027 434,420Telesat Canada/Telesat LLC 6.50 10/15/2027 1,074,051Tempo Acquisition LLC/Tempo Acquisition Finance Corp. 5.75 06/01/2025 206,290Tempo Acquisition LLC/Tempo Acquisition Finance Corp. 6.75 06/01/2025 696,938Tenet Healthcare Corp. 4.63 07/15/2024 915,750Termocandelaria Power, Ltd. 7.88 01/30/2029 630,756Terrier Media Buyer, Inc. 8.88 12/15/2027 447,925Tesla, Inc. 5.30 08/15/2025 624,105Time Warner Cable LLC 6.55 05/01/2037 2,280,943TJX Cos, Inc. 3.75 04/15/2027 1,502,693T-Mobile USA, Inc. 3.88 04/15/2030 2,592,846T-Mobile USA, Inc. 4.38 04/15/2040 750,860Toll Brothers Finance Corp. 4.35 02/15/2028 878,990Total Capital International SA 3.46 07/12/2049 748,621Toyota Auto Loan Extended Note Trust 2.56 11/25/2031 961,469Toyota Auto Receivables Owner Trust 2.57 08/15/2023 3,087,423Toyota Auto Receivables Owner Trust 3.13 02/15/2024 131,204Transcontinental Gas Pipe Line Co. LLC 3.25 05/15/2030 1,038,827Trimble, Inc. 4.75 12/01/2024 150,709Trimble, Inc. 4.90 06/15/2028 2,492,416Trivium Packaging Finance BV 8.50 08/15/2027 903,375Truist Bank 2.64 09/17/2029 674,806Trust Fibro Uno 6.39 01/15/2050 708,750Tutor Perini Corp. 6.88 05/01/2025 952,460UBS AG 1.75 04/21/2022 1,807,126UBS Group Funding Switzerland AG 3.49 05/23/2023 855,037

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UBS Group Funding Switzerland AG 4.13 09/24/2025 308,952UniCredit SpA 5.46 06/30/2035 3,395,657UniCredit SpA 6.57 01/14/2022 1,114,036Uniform Mtg. Backed Securities 2.50 08/17/2035 3,148,927Uniform Mtg. Backed Securities 2.50 08/13/2050 2,101,250Uniform Mtg. Backed Securities 3.00 08/13/2050 10,578,516Union Electric Co 2.95 06/15/2027 1,566,761United Airlines Pass-Through Trust 4.63 03/03/2024 349,302United Mexican States 4.50 04/22/2029 1,461,966United Mexican States 4.75 03/08/2044 1,023,536United Mexican States 5.00 04/27/2051 936,000United Parcel Service, Inc. 3.90 04/01/2025 1,146,438United States Treasury Bonds 2.38 11/15/2049 28,469,375United States Treasury Bonds 2.50 02/15/2045 1,530,048United States Treasury Bonds 2.50 05/15/2046 1,848,007United States Treasury Bonds 2.75 08/15/2047 1,774,703United States Treasury Bonds 3.00 05/15/2045 832,279United States Treasury Bonds 3.00 05/15/2047 19,551,318United States Treasury Bonds 3.13 11/15/2041 1,143,038United States Treasury Bonds 3.13 02/15/2042 2,683,945United States Treasury Bonds 3.38 11/15/2048 22,075,875United States Treasury Bonds 3.63 08/15/2043 721,456United States Treasury Bonds 3.75 08/15/2041 56,334United States Treasury Bonds 3.88 08/15/2040 214,665United States Treasury Bonds 4.25 11/15/2040 1,146,398United States Treasury Bonds 4.38 05/15/2040 4,853,261United States Treasury Bonds 4.38 05/15/2041 740,750United States Treasury Bonds 4.63 02/15/2040 113,175United States Treasury Bonds 5.25 11/15/2028 521,631United States Treasury Notes 0.63 05/15/2030 4,033,125United States Treasury Notes 1.38 10/15/2022 7,193,320United States Treasury Notes 1.38 01/31/2025 1,052,852United States Treasury Notes 1.63 08/15/2029 10,118,203United States Treasury Notes 1.75 11/15/2029 7,960,240UnitedHealth Group, Inc. 1.25 01/15/2026 1,793,396UnitedHealth Group, Inc. 3.13 05/15/2060 1,022,575UnitedHealth Group, Inc. 3.75 07/15/2025 943,856Univision Communications, Inc. 5.13 02/15/2025 399,640Univision Communications, Inc. 6.63 06/01/2027 952,660Univision Communications, Inc. 9.50 05/01/2025 79,753Unum Group 4.50 03/15/2025 622,606Upjohn, Inc. 4.00 06/22/2050 992,932US Foods, Inc. 6.25 04/15/2025 531,960USA Compression Partners LP/USA Compression Finance Corp. 6.88 04/01/2026 1,014,750Valeant Pharmaceuticals International, Inc. 6.13 04/15/2025 918,925VEREIT Operating Partnership LP 3.40 01/15/2028 610,205Verizon Communications, Inc. 3.15 03/22/2030 1,266,113Verizon Communications, Inc. 4.27 01/15/2036 916,998Verizon Communications, Inc. 4.40 11/01/2034 547,630Verizon Communications, Inc. 5.25 03/16/2037 3,226,930Verizon Owner Trust 3.20 09/20/2022 304,371Viacom, Inc. 4.38 03/15/2043 4,292,741ViacomCBS, Inc. 4.95 01/15/2031 623,164ViacomCBS, Inc. 4.95 05/19/2050 1,491,875VICI Properties LP/VICI Note Co., Inc. 3.75 02/15/2027 372,775Viking Cruises, Ltd. 5.88 09/15/2027 477,345Viking Cruises, Ltd. 6.25 05/15/2025 124,268Viking Cruises, Ltd. 13.00 05/15/2025 125,097Vistra Operations Co. LLC 5.00 07/31/2027 939,400VMware, Inc. 4.70 05/15/2030 1,574,907Vodafone Group PLC 4.88 06/19/2049 955,399Vodafone Group PLC 5.25 05/30/2048 1,147,131Volkswagen Auto Loan Enhanced Trust 3.33 02/20/2025 525,992Volkswagen Group of America Finance LLC 3.35 05/13/2025 3,056,896Voya Financial, Inc. 4.70 01/23/2048 1,004,950Vulcan Materials Co. 3.50 06/01/2030 920,706Walgreens Boots Alliance, Inc. 4.10 04/15/2050 2,034,081Walmart, Inc. 2.55 04/11/2023 2,220,996Walt Disney Co. 3.50 05/13/2040 2,078,782Waterford Gaming LLC/Waterford Gaming Financial Corp. 8.63 09/15/2049 35

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Wells Fargo & Co. 2.39 06/02/2028 1,373,405Wells Fargo & Co. 3.07 04/30/2041 2,459,871Wells Fargo & Co. 4.30 07/22/2027 4,963,084Wells Fargo & Co. 4.65 11/04/2044 757,222Wells Fargo & Co. 5.01 04/04/2051 1,320,571Wells Fargo & Co. 5.95 12/15/2036 468,922Welltower, Inc. 2.75 01/15/2031 1,022,781WESCO Distribution, Inc. 7.13 06/15/2025 402,742Wesco Distribution, Inc. 7.25 06/15/2028 184,633Westlake Chemical Corp. 3.38 06/15/2030 2,466,668Williams Cos., Inc. 5.75 06/24/2044 2,226,952Willis North America, Inc. 3.88 09/15/2049 1,125,993Willis North America, Inc. 5.05 09/15/2048 1,162,168Winnebago Industries, Inc. 6.25 07/15/2028 114,210World Financial Network Credit Card Master Trust 2.71 07/15/2026 848,167Wyndham Destinations, Inc. 6.63 07/31/2026 217,787Wyndham Worldwide Corp. 5.75 04/01/2027 1,028,610Xylem, Inc. 1.95 01/30/2028 2,776,574Yara International ASA 3.15 06/04/2030 661,005Yingde Gases Investment, Ltd. 6.25 01/19/2023 413,671Zions Bancorp NA 3.25 10/29/2029 2,600,629

VALIC Company II - High Yield Bond Fund - (unaudited)July 31, 2020

Security Coupon(%) Maturity Date Market Value ($)1011778 BC ULC/New Red Finance, Inc. 3.88 01/15/2028 457,4641011778 BC ULC/New Red Finance, Inc. 5.00 10/15/2025 7,346,663ABC Supply Co., Inc. 4.00 01/15/2028 598,000Acrisure LLC/Acrisure Finance, Inc. 7.00 11/15/2025 4,171,754Acrisure LLC/Acrisure Finance, Inc. 8.13 02/15/2024 1,789,250Acrisure LLC/Acrisure Finance, Inc. 10.13 08/01/2026 513,825Adams Homes, Inc. 7.50 02/15/2025 445,900Adient Global Holdings, Ltd. 3.50 08/15/2024 2,547,586Adient Global Holdings, Ltd. 4.88 08/15/2026 1,055,138Advanced Drainage Systems, Inc. 5.00 09/30/2027 561,350AerCap Ireland Capital DAC/AerCap Global Aviation Trust 4.50 09/15/2023 528,838Altice Financing SA 5.00 01/15/2028 1,457,701Altice Financing SA 7.50 05/15/2026 2,376,303Altice France Holding SA 8.00 05/15/2027 1,557,163Altice France SA 5.50 01/15/2028 551,906Altice France SA 8.13 02/01/2027 4,398,222AmeriGas Partners LP/AmeriGas Finance Corp. 5.50 05/20/2025 789,480AmeriGas Partners LP/AmeriGas Finance Corp. 5.88 08/20/2026 3,204,419Antero Midstream Partners LP/Antero Midstream Finance Corp. 5.75 01/15/2028 2,562,063Apache Corp. 4.38 10/15/2028 2,846,438Apache Corp. 4.75 04/15/2043 874,395Apache Corp. 5.10 09/01/2040 1,054,390APX Group, Inc. 7.63 09/01/2023 3,078,363Aramark Services, Inc. 5.00 04/01/2025 786,038Aramark Services, Inc. 5.00 02/01/2028 1,670,375ARD Finance SA 6.50 06/30/2027 3,338,463Ardagh Packaging Finance PLC/Ardagh Holdings USA, Inc. 4.13 08/15/2026 674,570Ardagh Packaging Finance PLC/Ardagh Holdings USA, Inc. 5.25 04/30/2025 1,181,900Ardagh Packaging Finance PLC/Ardagh Holdings USA, Inc. 5.25 08/15/2027 1,946,992Ardagh Packaging Finance PLC/Ardagh Holdings USA, Inc. 6.00 02/15/2025 379,335Asbury Automotive Group, Inc. 4.50 03/01/2028 158,932Asbury Automotive Group, Inc. 4.75 03/01/2030 160,925Ashtead Capital, Inc. 4.00 05/01/2028 3,005,600Ashton Woods USA LLC/Ashton Woods Finance Co. 6.63 01/15/2028 2,015,000Avantor Funding, Inc. 4.63 07/15/2028 2,646,533B&G Foods, Inc. 5.25 09/15/2027 1,530,778Banco de Sabadell SA 6.50 12/31/2099 957,085Bausch Health Americas, Inc. 8.50 01/31/2027 22,250Bausch Health Cos., Inc. 5.00 01/30/2028 4,200,816Berry Global Escrow Corp. 5.63 07/15/2027 1,080,700Bombardier, Inc. 6.13 01/15/2023 3,779,700Bombardier, Inc. 7.88 04/15/2027 1,772,850Booking Holdings, Inc. 4.50 04/13/2027 1,529,139

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Booking Holdings, Inc. 4.63 04/13/2030 2,009,866Boyd Gaming Corp. 6.38 04/01/2026 3,819,038Buckeye Partners LP 4.13 03/01/2025 949,725Buckeye Partners LP 4.50 03/01/2028 955,200Builders FirstSource, Inc. 5.00 03/01/2030 2,459,436BY Crown Parent LLC/BY Bond Finance, Inc. 4.25 01/31/2026 855,154Caesars Entertainment Corp. 5.00 10/01/2024 1,004,941Caesars Resort Collection LLC/CRC Finco, Inc. 5.25 10/15/2025 2,596,666Cardtronics, Inc./Cardtronics USA, Inc. 5.50 05/01/2025 260,650Carnival Corp. 10.50 02/01/2026 1,309,275Carnival Corp. 11.50 04/01/2023 2,626,313Catalent Pharma Solutions, Inc. 5.00 07/15/2027 579,945CCO Holdings LLC/CCO Holdings Capital Corp. 4.25 02/01/2031 3,855,806CCO Holdings LLC/CCO Holdings Capital Corp. 4.50 08/15/2030 1,701,140CCO Holdings LLC/CCO Holdings Capital Corp. 4.50 05/01/2032 1,967,575CCO Holdings LLC/CCO Holdings Capital Corp. 5.75 02/15/2026 4,556,625CCO Holdings LLC/CCO Holdings Capital Corp. 5.88 04/01/2024 1,541,703CDK Global, Inc. 5.25 05/15/2029 1,773,981CDW LLC/CDW Finance Corp. 4.13 05/01/2025 903,906Cellnex Telecom SA 1.50 01/16/2026 1,917,366Centennial Resource Production LLC 5.38 01/15/2026 731,663CF Industries, Inc. 5.15 03/15/2034 2,061,950Change Healthcare Holdings LLC/Change Healthcare Finance, Inc. 5.75 03/01/2025 1,932,525Cheniere Corpus Christi Holdings LLC 5.13 06/30/2027 1,556,807Cheniere Energy Partners LP 4.50 10/01/2029 1,458,706Chesapeake Energy Corp. 11.50 01/01/2025 219,503CHS/Community Health Systems, Inc. 6.63 02/15/2025 3,733,059CHS/Community Health Systems, Inc. 6.88 02/01/2022 454,300CHS/Community Health Systems, Inc. 8.13 06/30/2024 1,749,205Clearway Energy Operating LLC 4.75 03/15/2028 1,400,063Colt Merger Sub, Inc. 5.75 07/01/2025 665,600Colt Merger Sub, Inc. 6.25 07/01/2025 2,023,663Colt Merger Sub, Inc. 8.13 07/01/2027 1,416,063Constellium NV 5.88 02/15/2026 3,337,200Continental Resources, Inc. 4.38 01/15/2028 2,145,440Continental Resources, Inc. 4.90 06/01/2044 2,174,656Core & Main Holdings LP 8.63 09/15/2024 1,929,100Credit Acceptance Corp. 5.13 12/31/2024 1,496,460Credit Acceptance Corp. 6.63 03/15/2026 1,633,469Credit Suisse Group AG 6.25 12/29/2049 4,723,275CSC Holdings LLC 4.13 12/01/2030 390,820CSC Holdings LLC 5.25 06/01/2024 2,090,000CSC Holdings LLC 5.50 04/15/2027 884,813CSC Holdings LLC 6.50 02/01/2029 8,301,250DAE Funding LLC 4.50 08/01/2022 662,958DAE Funding LLC 5.00 08/01/2024 1,244,986DCP Midstream Operating LP 5.38 07/15/2025 2,690,466Diamond BC BV 3.26 09/06/2024 793,616Diamond BC BV 5.63 08/15/2025 3,448,766DISH DBS Corp. 5.00 03/15/2023 2,444,803DISH DBS Corp. 5.88 11/15/2024 1,167,824DISH DBS Corp. 7.38 07/01/2028 1,905,228DISH DBS Corp. 7.75 07/01/2026 1,116,324Dun & Bradstreet Corp. 3.92 02/06/2026 5,561,000Embarq Corp. 8.00 06/01/2036 1,922,080Endo Dac/Endo Finance LLC/Endo Finco, Inc. 6.00 06/30/2028 2,426,275Endo Dac/Endo Finance LLC/Endo Finco, Inc. 9.50 07/31/2027 2,492,595Entegris, Inc. 4.63 02/10/2026 3,688,876EQM Midstream Partners LP 6.00 07/01/2025 715,946EQM Midstream Partners LP 6.50 07/01/2027 755,281EQM Midstream Partners LP 6.50 07/15/2048 1,404,670EQT Corp. 3.90 10/01/2027 2,864,592FelCor Lodging LP 6.00 06/01/2025 4,054,050Fixed Income Clearing Corp. Repurchase Agreement 08/03/2020 20,597,000Flex Acquisition Co., Inc. 6.88 01/15/2025 3,065,300Flex Acquisition Co., Inc. 7.88 07/15/2026 1,389,165Fly Leasing, Ltd. 5.25 10/15/2024 1,099,050Fly Leasing, Ltd. 6.38 10/15/2021 185,500Ford Motor Co. 4.75 01/15/2043 4,895,250Ford Motor Co. 8.50 04/21/2023 1,359,750

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Ford Motor Credit Co. LLC 4.54 08/01/2026 5,397,200Ford Motor Credit Co. LLC 5.13 06/16/2025 1,305,936Foresight Energy LLC/Foresight Energy Finance Corp. 11.50 04/01/2023 5,602Froneri International PLC 5.91 01/31/2028 120,625Frontier Communications Corp. 6.88 01/15/2025 833,900Frontier Communications Corp. 10.50 09/15/2022 625,500General Motors Co. 6.13 10/01/2025 514,302General Motors Co. 6.80 10/01/2027 383,575Genworth Holdings, Inc. 4.80 02/15/2024 228,800Genworth Holdings, Inc. 4.90 08/15/2023 1,081,350Genworth Holdings, Inc. 6.50 06/15/2034 924,000Genworth Holdings, Inc. 7.20 02/15/2021 2,339,138Genworth Holdings, Inc. 7.63 09/24/2021 540,348G-III Apparel Group, Ltd. 7.88 08/15/2025 1,442,084goeasy, Ltd. 5.38 12/01/2024 2,383,053Gray Television, Inc. 5.13 10/15/2024 2,557,952Gray Television, Inc. 5.88 07/15/2026 1,096,697HCA, Inc. 3.50 09/01/2030 3,746,865HCA, Inc. 5.38 02/01/2025 3,968,800HCA, Inc. 5.38 09/01/2026 2,593,475HCA, Inc. 5.63 09/01/2028 125,213HCA, Inc. 5.88 02/01/2029 322,638HCA, Inc. 7.50 11/15/2095 1,800,750Hellas Telecommunications Luxembourg II SCA 6.26 01/15/2049 0Herc Holdings, Inc. 5.50 07/15/2027 3,415,725Hill-Rom Holdings, Inc. 4.38 09/15/2027 2,069,793Hilton Domestic Operating Co., Inc. 4.25 09/01/2024 4,460,160HUB International, Ltd. 3.21-3.26 04/25/2025 1,624,479Integra LifeSciences Holdings Corp. 0.50 08/15/2025 939,856ION Media Networks, Inc. 369,592IQVIA, Inc. 2.25 01/15/2028 1,305,637IQVIA, Inc. 5.00 05/15/2027 1,963,625Iron Mountain, Inc. 4.88 09/15/2029 2,677,298Jacobs Entertainment, Inc. 7.88 02/01/2024 4,011,150Jagged Peak Energy LLC 5.88 05/01/2026 3,687,300KB Home 4.80 11/15/2029 785,200KFC Holding Co./Pizza Hut Holdings LLC/Taco Bell of America LLC 4.75 06/01/2027 1,956,087KFC Holding Co./Pizza Hut Holdings LLC/Taco Bell of America LLC 5.25 06/01/2026 2,335,583Lamar Media Corp. 3.75 02/15/2028 766,650Lithia Motors, Inc. 4.63 12/15/2027 1,604,828M/I Homes, Inc. 4.95 02/01/2028 1,176,488M/I Homes, Inc. 5.63 08/01/2025 1,820,000Marriott International, Inc. 5.75 05/01/2025 910,877Matador Resources Co. 5.88 09/15/2026 1,824,000Mattel, Inc. 5.88 12/15/2027 1,123,172Mattel, Inc. 6.75 12/31/2025 3,448,845Microchip Technology, Inc. 2.25 02/15/2037 1,425,000MSCI, Inc. 4.00 11/15/2029 4,015,125Navient Corp. 6.50 06/15/2022 2,120,305Nexstar Escrow, Inc. 5.63 07/15/2027 4,950,138NMI Holdings, Inc. 7.38 06/01/2025 684,879Norbord, Inc. 5.75 07/15/2027 1,725,300Novelis Corp. 4.75 01/30/2030 991,107Novelis Corp. 5.88 09/30/2026 2,709,951NuVasive, Inc. 0.38 03/15/2025 1,782,369Occidental Petroleum Corp. 3.00 02/15/2027 1,539,963Occidental Petroleum Corp. 3.40 04/15/2026 76,925Occidental Petroleum Corp. 4.20 03/15/2048 6,660,896OI European Group BV 4.00 03/15/2023 3,605,843Open Text Corp. 3.88 02/15/2028 1,861,063Open Text Holdings, Inc. 4.13 02/15/2030 1,601,250Owens-Brockway Glass Container, Inc. 5.38 01/15/2025 3,174,975Panther BF Aggregator 2 LP 3.67 04/30/2026 1,799,437Panther BF Aggregator 2 LP/Panther Finance Co., Inc. 8.50 05/15/2027 1,713,130Par Pharmaceutical, Inc. 7.50 04/01/2027 1,100,857Party City Holdings, Inc. 6.63 08/01/2026 319,700Penn National Gaming, Inc. 5.63 01/15/2027 3,691,208Performance Food Group, Inc. 5.50 10/15/2027 1,073,800PetSmart, Inc. 5.88 06/01/2025 1,158,250Pioneer Natural Resources Co. 0.25 05/15/2025 1,773,000

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Post Holdings, Inc. 4.63 04/15/2030 889,363Post Holdings, Inc. 5.00 08/15/2026 3,715,018Post Holdings, Inc. 5.63 01/15/2028 3,249,987Post Holdings, Inc. 5.75 03/01/2027 1,533,600Presidio Holdings, Inc. 4.88 02/01/2027 1,683,000Presidio Holdings, Inc. 8.25 02/01/2028 1,393,600PTC, Inc. 3.63 02/15/2025 368,053PTC, Inc. 4.00 02/15/2028 409,637PVH Corp. 4.63 07/10/2025 1,757,100QEP Resources, Inc. 5.25 05/01/2023 248,310QEP Resources, Inc. 5.63 03/01/2026 1,418,388Qorvo, Inc. 4.38 10/15/2029 711,150Qorvo, Inc. 5.50 07/15/2026 4,030,204Quebecor Media, Inc. 5.75 01/15/2023 1,542,775Scripps Escrow, Inc. 5.88 07/15/2027 2,597,925Sensata Technologies BV 5.00 10/01/2025 1,549,800Service Corp. International 4.63 12/15/2027 780,938Service Corp. International 5.13 06/01/2029 801,125Silgan Holdings, Inc. 2.25 06/01/2028 1,362,777SM Energy Co. 5.00 01/15/2024 610,500SM Energy Co. 6.13 11/15/2022 270,100SM Energy Co. 6.63 01/15/2027 627,938Splunk, Inc. 1.13 09/15/2025 805,670Splunk, Inc. 1.13 06/15/2027 820,551Springleaf Finance Corp. 5.38 11/15/2029 4,362,839Springleaf Finance Corp. 6.13 03/15/2024 527,966Springleaf Finance Corp. 6.88 03/15/2025 1,251,600Springleaf Finance Corp. 7.13 03/15/2026 556,857Sprint Corp. 7.13 06/15/2024 3,457,654Sprint Corp. 7.63 02/15/2025 1,730,762Square, Inc. 0.13 03/01/2025 1,656,535SS&C Technologies, Inc. 5.50 09/30/2027 4,525,856Staples, Inc. 7.50 04/15/2026 289,509Stericycle, Inc. 5.38 07/15/2024 2,026,063Sugarhouse HSP Gaming Prop Mezz LP/Sugarhouse HSP Gaming Finance Corp. 5.88 05/15/2025 2,546,000Sunoco LP/Sunoco Finance Corp. 5.50 02/15/2026 615,000Sunoco LP/Sunoco Finance Corp. 5.88 03/15/2028 391,875Sunoco LP/Sunoco Finance Corp. 6.00 04/15/2027 2,004,500Tallgrass Energy Partners LP/Tallgrass Energy Finance Corp. 4.75 10/01/2023 1,908,265Tallgrass Energy Partners LP/Tallgrass Energy Finance Corp. 6.00 03/01/2027 1,635,300Targa Resources Partners LP/Targa Resources Partners Finance Corp. 6.50 07/15/2027 4,665,200Targa Resources Partners LP/Targa Resources Partners Finance Corp. 6.75 03/15/2024 1,689,105Taylor Morrison Communities, Inc. 5.13 08/01/2030 469,775Taylor Morrison Communities, Inc. 5.75 01/15/2028 3,884,577Tempo Acquisition LLC/Tempo Acquisition Finance Corp. 6.75 06/01/2025 4,341,663Tervita Escrow Corp. 7.63 12/01/2021 2,689,950Teva Pharmaceutical Finance Netherlands III BV 3.15 10/01/2026 2,070,717Teva Pharmaceutical Finance Netherlands III BV 6.75 03/01/2028 2,275,500Texas Competitive Electric Holdings Co. LLC/TCEH Finance, Inc. 11.50 10/01/2020 5,811TransDigm, Inc. 5.50 11/15/2027 2,210,471TransDigm, Inc. 6.25 03/15/2026 4,441,550TransDigm, Inc. 8.00 12/15/2025 916,825Transocean, Inc. 6.80 03/15/2038 1,464,469TreeHouse Foods, Inc. 6.00 02/15/2024 1,269,975Trivium Packaging Finance BV 5.50 08/15/2026 553,956United Rentals North America, Inc. 4.63 10/15/2025 997,888United Rentals North America, Inc. 4.88 01/15/2028 1,438,825United Rentals North America, Inc. 5.88 09/15/2026 1,094,188Valeant Pharmaceuticals International, Inc. 5.50 03/01/2023 929,000Valeant Pharmaceuticals International, Inc. 5.88 05/15/2023 655,000Valeant Pharmaceuticals International, Inc. 6.13 04/15/2025 2,101,138Valeant Pharmaceuticals International, Inc. 7.00 03/15/2024 475,466Valeant Pharmaceuticals International, Inc. 9.00 12/15/2025 491,725Venture Holdings Co. LLC 11.00 06/01/2049 0Vertical Holdco GmbH 7.63 07/15/2028 212,500Vertical US Newco, Inc. 5.25 07/15/2027 1,266,700Vici Properties L.P. 4.25 12/01/2026 1,333,850Vici Properties L.P. 4.63 12/01/2029 1,136,863VICI Properties LP/VICI Note Co., Inc. 3.50 02/15/2025 253,125VICI Properties LP/VICI Note Co., Inc. 3.75 02/15/2027 166,238

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Videotron, Ltd. 5.00 07/15/2022 2,849,200Vine Oil & Gas LP/Vine Oil & Gas Finance Corp. 8.75 04/15/2023 1,878,750Virgin Media Secured Finance PLC 4.50 08/15/2030 3,514,622Western Digital Corp. 1.50 02/01/2024 1,946,596Western Midstream Operating LP 4.05 02/01/2030 4,784,677Western Midstream Operating LP 5.25 02/01/2050 1,357,813WMG Acquisition Corp. 5.50 04/15/2026 2,415,300Workday, Inc. 0.25 10/01/2022 2,487,571WPX Energy, Inc. 5.88 06/15/2028 1,920,713Wynn Las Vegas LLC 5.50 03/01/2025 2,406,400Xerox Corp. 4.13 03/15/2023 4,176,035Xerox Corp. 4.80 03/01/2035 145,700Xerox Corp. 6.75 12/15/2039 1,367,934Yum! Brands, Inc. 4.75 01/15/2030 835,450Ziggo BV 5.50 01/15/2027 2,505,625

Forward Foreign Currency Contracts

Description Settlement Date

Unrealized Appreciation

(Depreciation) ($)SOLD EUR/BOUGHT USD 08/31/2020 (82,010)

Over the Counter Credit Default Swaps on Credit Indicies and Sovereign Issues — Sell Protection

Reference ObligationFixed Deal (Pay)

Rate (%) Termination Date

Unrealized Appreciation

(Depreciation) ($) CDX North American High Yield 5.00 6/20/2025 133,587

VALIC Company II - International Opportunities Fund - (unaudited)July 31, 2020

Security Coupon(%) Maturity Date Market Value ($)4imprint Group PLC 237,75151job, Inc. ADR 1,455,144Aalberts NV 1,232,071Abcam PLC 4,136,437ABC-Mart, Inc. 404,866Admiral Group PLC 327,039Advantech Co., Ltd. 843,636Aeon Delight Co., Ltd. 375,830AEON Financial Service Co., Ltd. 885,597AEON Thana Sinsap Thailand PCL 412,847Agnico Eagle Mines, Ltd. 909,202Aguas Andinas SA, Class A 312,483Air Water, Inc. 430,300Alten SA 1,017,052Amadeus Fire AG 817,488Amadeus IT Group SA 1,629,003Amano Corp. 187,618Anima Holding SA 648,620Anritsu Corp. 9,890,374Ansell, Ltd. 1,263,147Arca Continental SAB de CV 285,886Ariake Japan Co., Ltd. 374,506Aritzia, Inc. 1,719,947As One Corp. 779,018Asante, Inc. 93,394Ascendas India Trust 711,269ASM International NV 1,138,516ASM Pacific Technology, Ltd. 1,160,209Astra Agro Lestari Tbk PT 443,659ASX, Ltd. 843,973ATS Automation Tooling Systems, Inc. 1,601,735AUB Group, Ltd. 987,448

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Auckland International Airport, Ltd. 511,950Auto Trader Group PLC 1,707,039Autoliv, Inc. SDR 227,450AVI, Ltd. 707,275Azbil Corp. 865,278B&M European Value Retail SA 395,616Babcock International Group PLC 252,555Bakkafrost P/F 1,572,654Bancolombia SA ADR 226,459Bank of Kyoto, Ltd. 287,498Befesa SA 1,668,115Belimo Holding AG 4,000,288Bellway PLC 937,145Bezeq The Israeli Telecommunication Corp., Ltd. 149,988Bharat Heavy Electricals, Ltd. 302,259Big Yellow Group PLC 638,272Bingo Industries, Ltd. 280,346BML, Inc. 481,702Breedon Group PLC 802,145Brenntag AG 506,123BRF SA 129,758Britvic PLC 328,628Bunzl PLC 1,098,956Burberry Group PLC 442,798CA Immobilien Anlagen AG 1,617,446Cafe de Coral Holdings, Ltd. 1,382,866Cairn Energy PLC 160,447CANCOM SE 1,418,298Capcom Co., Ltd. 3,137,382Capital Power Corp. 3,105,312Carel Industries SpA 157,209Carlsberg A/S, Class B 768,922Cellnex Telecom SA 1,624,517Cellnex Telecom SA 107,993Cembre SpA 425,443Cerved Group SpA 1,647,577CESC, Ltd. 975,536Chiba Bank, Ltd. 489,951China Literature, Ltd. 435,540China Resources Beer Holdings Co., Ltd. 528,921China Resources Cement Holdings, Ltd. 4,858,966Cia Brasileira de Distribuicao 436,898Cia de Saneamento Basico do Estado de Sao Paulo 243,794Cie Plastic Omnium SA 398,144City Developments, Ltd. 1,239,592CKD Corp. 3,535,556Clicks Group, Ltd. 2,599,200Coats Group PLC 429,557Cogna Educacao 157,278Compania Cervecerias Unidas SA ADR 284,924Compass Group PLC 206,304Comture Corp. 712,722Concentradora Fibra Danhos SA de CV 114,382Cosmos Pharmaceutical Corp. 475,061Countryside Properties PLC 2,711,366Cranswick PLC 4,723,865Credicorp, Ltd. 261,080Croda International PLC 6,556,403CTS Eventim AG & Co. KGaA 2,489,553Dabur India, Ltd. 555,715Daifuku Co., Ltd. 3,032,914Daikyonishikawa Corp. 58,931Dairy Farm International Holdings, Ltd. 984,457Daiseki Co., Ltd. 973,578Daito Pharmaceutical Co., Ltd. 297,977Daiwa Securities Group, Inc. 443,540Davide Campari-Milano NV 898,615DCC PLC 2,201,341Dechra Pharmaceuticals PLC 3,397,546Demae-Can Co., Ltd 649,277

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Demae-Can Co., Ltd. 430,361Demant A/S 404,357Descartes Systems Group, Inc. 8,967,454Deutsche Wohnen SE 784,029Dfds A/S 270,302DKSH Holding AG 140,380Dollarama, Inc. 1,453,146Doosan Bobcat, Inc. 587,774Doshisha Co., Ltd. 94,791Douzone Bizon Co., Ltd. 5,883,789E.Sun Financial Holding Co., Ltd. 1,395,299Eiken Chemical Co., Ltd. 533,150Electrocomponents PLC 2,605,639Embassy Office Parks REIT 693,015Embracer Group AB 6,802,548EMIS Group PLC 739,891Enav SpA 938,178Endeavour Mining Corp. 4,839,339Energisa SA 312,808Equatorial Energia SA 349,434Esprit Holdings, Ltd. 31,364Essentra PLC 1,707,329Essity AB, Class B 794,143Eurofins Scientific SE 99,177Euronext NV 665,101Evotec SE 4,429,085Ezaki Glico Co., Ltd. 878,066Fagron 4,958,263Fancl Corp. 6,645,884Federal Bank, Ltd. 426,007Federal Home Loan Bank 0.01 08/03/2020 3,118,000FinecoBank Banca Fineco SpA 1,019,701Fixed Income Clearing Corp. Repurchase Agreement 0.00 08/03/2020 10,063,000Flatex AG 3,311,698Flutter Entertainment PLC 2,382,007Forterra PLC 1,006,812Freightways, Ltd. 382,907Frontier Developments PLC 1,656,687Fuchs Petrolub SE (Preference Shares) 403,828Fuji Seal International, Inc. 1,246,999Fuji Soft, Inc. 615,701Fujitec Co., Ltd. 956,890Fujitsu General, Ltd. 289,585Fukuda Denshi Co., Ltd. 593,967Fukui Computer Holdings, Inc. 199,013Fukushima Galilei Co., Ltd. 504,853Future PLC 5,105,507Galp Energia SGPS SA 183,863Gaztransport Et Technigaz SA 3,274,341GB Group PLC 3,715,306GEA Group AG 2,622,353Genomma Lab Internacional SAB de CV, Class B 389,866Genting Bhd 512,940Geopark, Ltd. 1,532,877Gerdau SA (Preference Shares) 257,240Gerresheimer AG 2,672,411Globant SA 483,713Gran Tierra Energy, Inc. 27,066Granite Real Estate Investment Trust 5,461,404Greencore Group PLC 95,159Greentown Service Group Co., Ltd. 4,363,165Greggs PLC 1,493,176Gruma SAB de CV, Class B 324,135Grupo Aeroportuario del Pacifico SAB de CV, Class B 158,845Grupo Aeroportuario del Sureste SAB de CV ADR 192,273Grupo Cementos de Chihuahua SAB de CV 328,575Grupo Financiero Inbursa SAB de CV, Class O 81,946Haitian International Holdings, Ltd. 1,345,860Halma PLC 1,130,298Hamakyorex Co., Ltd. 175,919

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Hapvida Participacoes e Investimentos SA 427,062Hargreaves Lansdown PLC 847,558Heian Ceremony Service Co., Ltd. 120,723Hella GmbH & Co. KGaA 509,483Hellenic Telecommunications Organization SA 1,096,800HelloFresh SE 7,983,714Hero MotoCorp, Ltd. 1,314,919Hibernia REIT PLC 2,532,830Hirose Electric Co., Ltd. 389,994Hiscox, Ltd. 960,917Hogy Medical Co., Ltd. 102,285Howden Joinery Group PLC 830,845Hypera SA 524,564Ibstock PLC 443,502ICON PLC 248,702Iluka Resources, Ltd. 740,867IMCD NV 6,459,340Indocement Tunggal Prakarsa Tbk PT 737,048Infrastrutture Wireless Italiane SpA 2,381,755Intertek Group PLC 1,572,760IPH, Ltd. 1,585,128Iriso Electronics Co., Ltd. 276,728Israel Discount Bank, Ltd., Class A 2,191,575Italgas SpA 2,163,250Japan Elevator Service Holdings Co., Ltd. 6,418,376Japan Exchange Group, Inc. 144,728Japan Pure Chemical Co., Ltd. 39,788Jeol, Ltd. 365,221JGC Holdings Corp. 109,615JM Holdings Co., Ltd. 366,937Johnson Service Group PLC 83,633Julius Baer Group, Ltd. 821,797Just Eat Takeaway.com NV (Euronext) 3,930,730Just Eat Takeaway.com. NV (LSE) 396,633Jyske Bank A/S 469,046Kakaku.com, Inc. 295,520Kalbe Farma Tbk PT 1,543,879Kansai Paint Co., Ltd. 842,787Kardex AG 896,298Karnov Group AB 305,116Katitas Co., Ltd. 4,069,215Kato Sangyo Co., Ltd. 495,237Kawai Musical Instruments Manufacturing Co., Ltd. 115,964Kenedix, Inc. 211,811Kerry Group PLC, Class A 1,077,428Keywords Studios PLC 4,340,973KH Neochem Co., Ltd. 235,090Kikkoman Corp. 210,993Kinaxis, Inc. 8,306,228Kindom Development Co., Ltd. 1,507,848Kingspan Group PLC 286,551Kintetsu World Express, Inc. 198,843Kobayashi Pharmaceutical Co., Ltd. 1,016,947Koito Manufacturing Co., Ltd. 1,066,661Kojamo Oyj 4,121,463LEG Immobilien AG 6,052,092Legrand SA 1,469,038LeoVegas AB 3,277,487Leroy Seafood Group ASA 2,334,420LG Innotek Co., Ltd. 4,056,426Linx SA 656,627Lion Corp. 1,170,416LISI 597,248Lock&Lock Co., Ltd. 430,328Logitech International SA 1,024,759Lojas Renner SA 506,265Lonking Holdings, Ltd. 1,101,908LS Electric Co., Ltd. 1,291,692Magazine Luiza SA 629,707Mahindra & Mahindra, Ltd. 1,671,319

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Mainfreight, Ltd. 364,342MakeMyTrip, Ltd. 719,318Marshalls PLC 256,842Matsumotokiyoshi Holdings Co., Ltd. 5,466,454Mayr-Melnhof Karton AG 1,988,474Medipal Holdings Corp. 170,155Meggitt PLC 137,179Meitec Corp. 723,071Melexis NV 824,956Menicon Co., Ltd. 3,615,231Metropolitan Bank & Trust Co. 810,671Midland Holdings, Ltd. 173,177Midland IC&I, Ltd. 8,878Milbon Co., Ltd. 164,042Minerva SA 2,975,768MIPS AB 7,656,042MISUMI Group, Inc. 226,899Mitsubishi Pencil Co., Ltd. 105,777MOIL, Ltd. 500,218Moneysupermarket.com Group PLC 1,109,176MonotaRO Co., Ltd. 700,783Morinaga & Co., Ltd. 836,006Moscow Exchange MICEX-RTS PJSC 475,894MTU Aero Engines AG 681,963Multiplan Empreendimentos Imobiliarios SA 561,853Nabtesco Corp. 613,664Nakanishi, Inc. 1,607,052NGK Spark Plug Co., Ltd. 474,309Nihon Kohden Corp. 755,194Nihon Parkerizing Co., Ltd. 427,852Nippon Television Holdings, Inc. 344,179Nissei ASB Machine Co., Ltd. 163,009Nitto Denko Corp. 340,333NOF Corp. 504,241Nohmi Bosai, Ltd. 478,940Nomura Research Institute, Ltd. 2,538,873Norway Royal Salmon ASA 2,724,117NOS SGPS SA 559,981NS Solutions Corp. 1,462,610Obara Group, Inc. 172,645OBIC Business Consultants Co., Ltd. 235,018OBIC Co., Ltd. 7,968,080Odontoprev SA 308,904Oil Search, Ltd. 580,036Omni Bridgeway, Ltd. 658,130Omron Corp. 624,458Oracle Corp. Japan 1,224,882Orbia Advance Corp SAB de CV 385,092Orica, Ltd. 670,396Orion Corp. 1,280,655Pacific Textiles Holdings, Ltd. 782,777Park24 Co., Ltd. 204,008Partners Group Holding AG 144,322PCA Corp. 30,792PChome Online, Inc. 459,520Peace Mark Holdings, Ltd. 0Prologis Property Mexico SA de CV 202,618Proto Corp. 472,481PTT Global Chemical PCL 398,820Pushpay Holdings, Ltd. 1,502,869PZ Cussons PLC 43,498QinetiQ Group PLC 3,855,706Quebecor, Inc., Class B 4,033,911Rakuten, Inc. 45,715Ramsay Health Care, Ltd. 683,000Rathbone Brothers PLC 1,105,132Rational AG 76,904Reply SpA 6,119,461Ridley Corp., Ltd. 487,071Rightmove PLC 1,490,016

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Rinnai Corp. 310,726Rotork PLC 1,554,044Royal Unibrew A/S 8,921,952Rumo SA 428,934Ryohin Keikaku Co., Ltd. 728,313S Foods, Inc. 839,696Saab AB, Series B 1,370,548Sagami Rubber Industries Co., Ltd. 181,323Sage Group PLC 347,489Samsung Fire & Marine Insurance Co., Ltd. 1,228,335San-A Co, Ltd. 139,480San-Ai Oil Co., Ltd. 523,596Sankyu, Inc. 695,582Santen Pharmaceutical Co., Ltd. 1,444,911Scatec Solar ASA 4,977,165Schroders PLC 1,464,369Scout24 AG 2,165,924SCSK Corp. 733,251SEB SA 1,133,718SEEK, Ltd. 433,622Seino Holdings Co., Ltd. 1,874,722Selcuk Ecza Deposu Ticaret ve Sanayi AS 109,211Senko Group Holdings Co., Ltd. 209,186Seria Co., Ltd. 291,869Seven Generations Energy, Ltd., Class A 74,803SG Holdings Co., Ltd. 2,822,668Shaftesbury PLC 381,558Shangri-La Asia, Ltd. 921,684Shenguan Holdings Group, Ltd. 18,528Shima Seiki Manufacturing, Ltd. 94,926Shimadzu Corp. 639,185Shimamura Co., Ltd. 153,123Shizuoka Bank, Ltd. 280,420Shriram Transport Finance 89,121Shriram Transport Finance Co., Ltd. 774,429SIG Combibloc Group AG 2,317,599Sika AG 875,689Silicon Motion Technology Corp. ADR 869,515SimCorp A/S 296,125Singapore Technologies Engineering, Ltd. 1,281,813SK Kaken Co., Ltd. 1,161,957Smith & Nephew PLC 970,536SMS Co., Ltd. 4,573,199Sodexo SA 696,338Softbrain Co., Ltd. 179,491Sohgo Security Services Co., Ltd. 485,425SOITEC 4,975,068SolarEdge Technologies, Inc. 6,146,535Solutions 30 SE 4,593,278Somfy SA 591,081Sonic Healthcare, Ltd. 476,326Sonova Holding AG 1,399,453Spectris PLC 427,096Spencer's Retail, Ltd. 34,964Spencer's Retail, Ltd. 473Spirax-Sarco Engineering PLC 1,006,245SSR Mining, Inc. 11,307,171Stanley Electric Co., Ltd. 873,364Steadfast Group, Ltd. 725,426STRATEC SE 2,630,948Straumann Holding AG 48,257Sundrug Co., Ltd. 1,669,921Suzano SA 424,303Suzuken Co., Ltd. 510,417Swedish Match AB 2,140,038Symrise AG 4,046,920T Hasegawa Co., Ltd. 1,412,556Tabcorp Holdings, Ltd. 559,914TAG Immobilien AG 7,041,560Taisei Lamick Co, Ltd. 234,421

Page 27 of 67

Taiyo Yuden Co., Ltd. 3,487,511Takasago International Corp. 131,756Tata Consumer Products, Ltd. 1,579,363Tate & Lyle PLC 179,469TechnipFMC PLC 44,959Technology One, Ltd. 2,842,083TechnoPro Holdings, Inc. 7,237,544Techtronic Industries Co., Ltd. 1,470,288Temenos AG 656,676Terumo Corp. 1,159,054THK Co., Ltd. 2,904,530Thule Group AB 1,133,002Tikkurila Oyj 101,926Times China Holdings, Ltd. 1,663,311Tingyi Cayman Islands Holding Corp. 1,556,981TK Corp. 223,640TMX Group, Ltd. 1,823,522Toho Co., Ltd. 104,147Tomra Systems ASA 8,490,669TORC Oil & Gas, Ltd. 36,792Toshiba TEC Corp. 317,815TOTO, Ltd. 228,487Trancom Co., Ltd. 281,150Transmissora Alianca de Energia Eletrica SA 428,386Tripod Technology Corp. 1,133,737Unicharm Corp. 1,671,964UNITE Group PLC 3,520,275United Tractors Tbk PT 1,506,953Universal Robina Corp. 892,257USS Co., Ltd. 1,431,751Valmet Oyj 5,143,579VAT Group AG 685,514Venture Corp., Ltd. 1,526,869Verallia SASU 267,693Vienna Insurance Group AG Wiener Versicherung Gruppe 1,334,992Virbac SA 1,089,120Viscofan SA 1,351,312Vistry Group PLC 2,780,937Voltronic Power Technology Corp. 1,558,642VTech Holdings, Ltd. 897,896Webjet, Ltd. 223,320Westgold Resources, Ltd. 4,105,236WiseTech Global, Ltd. 598,722WONIK IPS Co., Ltd. 1,869,738Yamato Holdings Co., Ltd. 1,955,912Zojirushi Corp. 151,637ZOZO, Inc. 999,500Zuken, Inc. 614,945

VALIC Company II - Large Cap Value Fund - (unaudited)July 31, 2020

Security Coupon(%) Maturity Date Market Value ($)3M Co. 980,463AbbVie, Inc. 2,214,060Agilent Technologies, Inc. 580,196Alcon, Inc. 1,581,013Alliant Energy Corp. 1,070,915Alphabet, Inc., Class A 4,422,187Anthem, Inc. 1,994,907Apple, Inc. 1,581,574Applied Materials, Inc. 2,774,038Aptiv PLC 470,465Archer-Daniels-Midland Co. 2,854,020Assurant, Inc. 2,610,769Becton Dickinson and Co. 4,798,535Berkshire Hathaway, Inc., Class B 9,317,758Biogen, Inc. 1,466,845Bristol-Myers Squibb Co. 2,477,681

Page 28 of 67

Camden Property Trust 837,722Capital One Financial Corp. 1,546,448Carrier Global Corp. 2,796,104Centene Corp. 1,488,418Cerner Corp. 256,409CF Industries Holdings, Inc. 3,931,852Charles Schwab Corp. 2,669,404Check Point Software Technologies, Ltd. 1,222,163Chevron Corp. 935,343Chubb, Ltd. 4,754,450Cisco Systems, Inc. 3,789,148Citigroup, Inc. 3,669,134Citrix Systems, Inc. 603,304ConocoPhillips 2,020,930Corning, Inc. 2,829,773Corteva, Inc. 1,235,677Credit Agricole Corporate and Investment Bank 0.07 08/03/2020 2,599,980D.R. Horton, Inc. 1,075,034Discover Financial Services 910,896Dolby Laboratories, Inc., Class A 1,377,314DuPont de Nemours, Inc. 1,401,069Eaton Corp. PLC 4,103,587Electronic Arts, Inc. 1,092,457Eli Lilly & Co. 1,611,109Entergy Corp. 1,449,848Equity Residential 1,042,299Evergy, Inc. 2,182,307Exelon Corp. 2,345,056F5 Networks, Inc. 1,089,374Fifth Third Bancorp 1,023,346FirstEnergy Corp. 1,109,018Fox Corp., Class B 1,394,801Freeport-McMoRan, Inc. 4,431,353General Motors Co. 2,224,594Gilead Sciences, Inc. 521,892Global Payments, Inc. 675,942Goldman Sachs Group, Inc. 6,020,755Hartford Financial Services Group, Inc. 1,870,629Hess Corp. 2,731,057Honeywell International, Inc. 1,077,406Horizon Therapeutics PLC 954,686Humana, Inc. 2,074,883Ingersoll Rand, Inc. 1,834,179Intel Corp. 3,542,712International Business Machines Corp. 1,742,429iShares Russell 1000 Value ETF 463,835Johnson & Johnson 2,216,718JPMorgan Chase & Co. 7,303,471L3Harris Technologies, Inc. 1,771,337Laboratory Corp. of America Holdings 3,198,035Lamb Weston Holdings, Inc. 386,374Las Vegas Sands Corp. 2,322,477Lennar Corp., Class A 2,660,165Louisiana-Pacific Corp. 2,240,209Lowe's Cos., Inc. 2,820,206LPL Financial Holdings, Inc. 2,506,040M&T Bank Corp. 1,279,452Marathon Petroleum Corp. 3,739,665Martin Marietta Materials, Inc. 481,901Maxim Integrated Products, Inc. 623,841Medtronic PLC 6,352,436Merck & Co., Inc. 998,025Microchip Technology, Inc. 857,584Micron Technology, Inc. 1,382,920Mondelez International, Inc., Class A 1,898,701Morgan Stanley 5,270,046Newmont Corp. 990,114NextEra Energy Partners LP 2,096,264Northrop Grumman Corp. 1,563,298Nutrien, Ltd. 825,016

Page 29 of 67

NXP Semiconductors NV 1,802,087Oracle Corp. 1,913,025Otis Worldwide Corp. 1,502,560PepsiCo, Inc. 2,549,739Pfizer, Inc. 2,428,665Philip Morris International, Inc. 2,357,222Phillips 66 2,424,176Pioneer Natural Resources Co. 1,337,981PNC Financial Services Group, Inc. 2,254,150PPL Corp. 5,980,130Procter & Gamble Co. 718,669Proofpoint, Inc. 1,632,451Public Storage 1,846,292PVH Corp. 824,933QUALCOMM, Inc. 1,463,121Quanta Services, Inc. 1,982,912Raytheon Technologies Corp. 1,412,692RenaissanceRe Holdings, Ltd. 794,754Republic Services, Inc. 401,961Ross Stores, Inc. 215,836State Street Corp. 1,816,101Texas Instruments, Inc. 283,671Thermo Fisher Scientific, Inc. 979,406Trane Technologies PLC 1,996,432Truist Financial Corp. 995,500Tyson Foods, Inc., Class A 503,951Unilever PLC ADR 1,829,157Union Pacific Corp. 4,061,937United Parcel Service, Inc., Class B 1,142,223US Bancorp 1,664,689Voya Financial, Inc. 3,501,472Vulcan Materials Co. 3,463,538Walgreens Boots Alliance, Inc. 432,381Wells Fargo & Co. 627,267Weyerhaeuser Co. 2,198,353Willis Towers Watson PLC 1,849,978Zebra Technologies Corp., Class A 1,463,831

VALIC Company II - Mid Cap Growth Fund - (unaudited)July 31, 2020

Security Coupon(%) Maturity Date Market Value ($)Alleghany Corp. 1,215,439Amedisys, Inc. 1,849,864AMERCO 1,902,250Apellis Pharmaceuticals, Inc. 1,149,542Aspen Technology, Inc. 1,670,343Axon Enterprise, Inc. 1,692,277Ball Corp. 2,178,270Bio-Techne Corp. 1,822,110Black Hills Corp. 1,171,260Black Knight, Inc. 1,901,769Blackbaud, Inc. 2,083,520Cable One, Inc. 3,193,125Cabot Oil & Gas Corp. 1,139,597Cargurus, Inc. 1,620,556CarMax, Inc. 2,322,722Carter's, Inc. 2,110,247CDW Corp. 2,514,488ChemoCentryx, Inc. 2,368,471Choice Hotels International, Inc. 3,216,379Coherent, Inc. 3,754,796CommScope Holding Co., Inc. 2,491,309CoStar Group, Inc. 1,258,495Credit Acceptance Corp. 3,175,441Cullen/Frost Bankers, Inc. 1,753,004Douglas Emmett, Inc. 1,292,068Element Solutions, Inc. 1,414,450Encompass Health Corp. 3,481,543

Page 30 of 67

Equity Commonwealth 1,591,759Erie Indemnity Co., Class A 1,249,584Etsy, Inc. 4,383,020F5 Networks, Inc. 3,413,672Fair Isaac Corp. 2,379,971Fastenal Co. 2,472,093Fidelity National Financial, Inc. 1,282,524First Citizens BancShares, Inc., Class A 1,644,284First Republic Bank 2,817,961First Solar, Inc. 3,296,748Fixed Income Clearing Corp. Repurchase Agreement 0.00 08/03/2020 808,000Flex, Ltd. 2,914,048Genpact, Ltd. 5,487,037GFL Environmental, Inc. 2,078,935Guidewire Software, Inc. 3,041,511Hamilton Lane, Inc., Class A 804,970Healthcare Services Group, Inc. 1,219,092HEICO Corp., Class A 1,122,453Hill-Rom Holdings, Inc. 3,321,132Hyatt Hotels Corp., Class A 805,680IAA, Inc. 2,996,872IDEX Corp. 3,864,864II-VI, Inc. 5,290,654Ingersoll Rand, Inc. 4,543,084Integra LifeSciences Holdings Corp. 2,649,170Ionis Pharmaceuticals, Inc. 1,050,470KAR Auction Services, Inc. 2,956,629Knight-Swift Transportation Holdings, Inc. 2,364,203Lamb Weston Holdings, Inc. 1,716,666Lennox International, Inc. 3,855,317LHC Group, Inc. 1,549,759Lincoln Electric Holdings, Inc. 2,476,776Lumentum Holdings, Inc. 4,651,061M&T Bank Corp. 1,501,629Markel Corp. 3,486,675Masimo Corp. 1,671,151Mettler-Toledo International, Inc. 1,722,270MKS Instruments, Inc. 4,375,015Molina Healthcare, Inc. 2,250,015Monolithic Power Systems, Inc. 4,370,280National Instruments Corp. 2,387,233NiSource, Inc. 813,794NuVasive, Inc. 2,656,953NVR, Inc. 4,217,051PACCAR, Inc. 1,891,158Packaging Corp. of America 1,681,716Performance Food Group Co. 2,140,784PRA Health Sciences, Inc. 3,038,985Prosperity Bancshares, Inc. 1,904,597PS Business Parks, Inc. 804,524PTC Therapeutics, Inc. 2,710,954PVH Corp. 2,809,920Q2 Holdings, Inc. 2,599,072Reata Pharmaceuticals, Inc., Class A 3,139,068Redfin Corp. 2,732,222Repligen Corp. 1,293,450Roku, Inc. 3,007,344Silgan Holdings, Inc. 1,776,101Silicon Laboratories, Inc. 2,770,056South State Corp. 1,082,835Tandem Diabetes Care, Inc. 2,361,841Teleflex, Inc. 2,255,016Teradata Corp. 2,818,263UGI Corp. 3,091,852Under Armour, Inc., Class C 930,665Varian Medical Systems, Inc. 3,646,496Watsco, Inc. 2,406,970Wayfair, Inc., Class A 2,741,791WEX, Inc. 4,477,912White Mountains Insurance Group, Ltd. 1,627,360

Page 31 of 67

WR Berkley Corp. 1,431,118YETI Holdings, Inc. 3,673,155Zynga, Inc., Class A 1,295,368

VALIC Company II - Mid Cap Value Fund - (unaudited)July 31, 2020

Security Coupon(%) Maturity Date Market Value ($)Acadia Healthcare Co., Inc. 3,322,444Activision Blizzard, Inc. 1,430,986Aflac, Inc. 1,970,116Alleghany Corp. 4,213,555Alliant Energy Corp. 3,275,265Allstate Corp. 2,809,613Altice USA, Inc., Class A 2,579,974Altra Industrial Motion Corp. 989,110Amdocs, Ltd. 5,735,680Ameren Corp. 2,607,078American Assets Trust, Inc. 2,358,936American Campus Communities, Inc. 3,260,169American Homes 4 Rent, Class A 3,019,161Americold Realty Trust 2,594,102Ameriprise Financial, Inc. 6,754,957AmerisourceBergen Corp. 3,240,145AMETEK, Inc. 6,121,676Aon PLC, Class A 4,132,310Arrow Electronics, Inc. 1,402,463ASGN, Inc. 1,415,753Assurant, Inc. 5,793,170Atlantic Union Bankshares Corp. 4,224,404AutoZone, Inc. 5,090,483Avanos Medical, Inc. 2,880,220Avantor, Inc. 3,460,422Avery Dennison Corp. 1,478,634BancorpSouth Bank 2,476,752Best Buy Co., Inc. 3,206,001Boston Properties, Inc. 3,866,328Boston Scientific Corp. 1,813,021Buzzi Unicem SpA 2,047,039Carpenter Technology Corp. 1,433,343Carter's, Inc. 5,279,436Celanese Corp. 5,689,310Centene Corp. 3,663,266CenterPoint Energy, Inc. 3,701,190Championx Corp Common Stock Usd.01 1,739,816Change Healthcare, Inc. 1,877,167Ciena Corp. 3,898,619Clean Harbors, Inc. 6,187,970CNO Financial Group, Inc. 5,176,235Coca-Cola European Partners PLC 1,994,934Coherent, Inc. 2,978,181Colfax Corp. 5,556,752Columbia Sportswear Co. 4,275,708ConocoPhillips 2,033,119Corporate Office Properties Trust 3,592,118Corteva, Inc. 3,289,198Cousins Properties, Inc. 1,714,821Crown Holdings, Inc. 5,490,329Cummins, Inc. 3,174,682Curtiss-Wright Corp. 1,833,822Darden Restaurants, Inc. 1,351,855Delek US Holdings, Inc. 2,187,605Denny's Corp. 2,138,708DENTSPLY SIRONA, Inc. 4,658,515Diamondback Energy, Inc. 4,287,660Discover Financial Services 2,990,169Dollar Tree, Inc. 1,402,677Douglas Emmett, Inc. 2,805,395Dover Corp. 5,688,632

Page 32 of 67

DTE Energy Co. 1,678,485Duke Realty Corp. 3,696,556DuPont de Nemours, Inc. 2,587,897Eagle Materials, Inc. 1,791,937East West Bancorp, Inc. 2,195,156Eaton Corp. PLC 4,804,949eBay, Inc. 1,291,838Edison International 4,185,382Electronic Arts, Inc. 1,572,548Encompass Health Corp. 5,337,676EnerSys 4,954,304Entergy Corp. 5,269,326Equity Residential 2,815,897Essent Group, Ltd. 1,427,216Essential Properties Realty Trust, Inc. 1,868,630Everest Re Group, Ltd. 3,403,935Evergy, Inc. 5,264,196EVERTEC, Inc. 2,050,200Expedia Group, Inc. 2,146,360Expeditors International of Washington, Inc. 1,788,908F5 Networks, Inc. 2,444,433Fifth Third Bancorp 5,515,738First Industrial Realty Trust, Inc. 3,910,549FirstEnergy Corp. 2,044,239Fixed Income Clearing Corp. Repurchase Agreement 0.00 08/03/2020 3,305,000Flex, Ltd. 1,866,447FMC Corp. 9,338,975Foot Locker, Inc. 2,179,739Fortune Brands Home & Security, Inc. 5,584,577FTI Consulting, Inc. 653,217Gaming and Leisure Properties, Inc. 6,518,053Gentex Corp. 6,050,807Globe Life, Inc. 2,519,738Graphic Packaging Holding Co. 1,259,354Hanover Insurance Group, Inc. 5,572,734Harley-Davidson, Inc. 2,881,443HCA Healthcare, Inc. 2,078,162HD Supply Holdings, Inc. 2,863,493Healthpeak Properties, Inc. 2,295,198Hexcel Corp. 1,498,602Highwoods Properties, Inc. 3,843,815Hill-Rom Holdings, Inc. 3,351,368Hologic, Inc. 2,679,622Host Hotels & Resorts, Inc. 2,408,662Howmet Aerospace, Inc. 2,078,571Hubbell, Inc. 1,740,033Humana, Inc. 4,643,076Huntington Bancshares, Inc. 5,957,875Huntington Ingalls Industries, Inc. 3,103,329Ichor Holdings, Ltd. 1,353,037ICON PLC 3,343,287Ingersoll Rand, Inc. 6,726,396Ingevity Corp. 1,681,709International Game Technology PLC 1,156,667Invitation Homes, Inc. 1,372,048IQVIA Holdings, Inc. 3,062,154ITT, Inc. 3,211,116Jazz Pharmaceuticals PLC 1,469,602JELD-WEN Holding, Inc. 4,115,569John Bean Technologies Corp. 3,256,754Kansas City Southern 5,607,294Kemper Corp. 5,445,205Kennametal, Inc. 4,498,815KeyCorp 4,228,997Kilroy Realty Corp. 2,398,568KLA Corp. 2,517,259Knight-Swift Transportation Holdings, Inc. 2,380,991L3Harris Technologies, Inc. 4,405,364Laboratory Corp. of America Holdings 4,551,176Lam Research Corp. 1,355,136

Page 33 of 67

Lamar Advertising Co., Class A 1,544,326Lancashire Holdings, Ltd. 2,692,034Las Vegas Sands Corp. 1,920,989Lear Corp. 1,994,898Leidos Holdings, Inc. 6,840,006Lennar Corp., Class A 5,603,363Life Storage, Inc. 3,476,746Live Nation Entertainment, Inc. 1,684,458Loews Corp. 1,278,792Lumentum Holdings, Inc. 7,886,280ManpowerGroup, Inc. 1,664,305Marathon Petroleum Corp. 2,726,487Marriott International, Inc., Class A 1,765,606Masco Corp. 3,297,732MasTec, Inc. 1,587,063McKesson Corp. 1,796,965Meritor, Inc. 821,275MKS Instruments, Inc. 6,108,454Mohawk Industries, Inc. 2,626,825Molina Healthcare, Inc. 6,306,027Moog, Inc., Class A 2,529,030Mosaic Co. 2,343,767Nomad Foods, Ltd. 2,866,104NXP Semiconductors NV 4,090,397ON Semiconductor Corp. 2,553,700Onto Innovation, Inc. 2,934,265Oshkosh Corp. 2,680,101Owens Corning 3,075,262PACCAR, Inc. 2,500,927Parker-Hannifin Corp. 3,251,692Parsley Energy, Inc., Class A 2,310,368PGT Innovations, Inc. 1,484,749Physicians Realty Trust 2,883,929Portland General Electric Co. 3,482,166Post Holdings, Inc. 3,343,191PPD, Inc. 1,690,919PPG Industries, Inc. 1,855,778Qorvo, Inc. 5,734,713Regency Centers Corp. 2,898,523Reinsurance Group of America, Inc. 4,090,295Reliance Steel & Aluminum Co. 5,324,120RenaissanceRe Holdings, Ltd. 4,639,193Rexnord Corp. 4,146,534Robert Half International, Inc. 2,435,350Rogers Corp. 1,922,654Ross Stores, Inc. 1,951,130Science Applications International Corp. 3,146,253Simply Good Foods Co. 3,028,487SLM Corp. 4,399,843South State Corp. 4,751,988Southwest Airlines Co. 3,321,231Spirit AeroSystems Holdings, Inc., Class A 550,641SPX FLOW, Inc. 4,845,872SS&C Technologies Holdings, Inc. 3,683,680State Street Corp. 1,681,632State Street Institutional Liquid Reserves Fund, Administration Class 5,267,737Steel Dynamics, Inc. 2,521,090Sterling Bancorp 4,007,711Steven Madden, Ltd. 4,477,876Synovus Financial Corp. 4,103,205TD Ameritrade Holding Corp. 2,478,528TE Connectivity, Ltd. 5,406,994TEGNA, Inc. 3,375,854Textron, Inc. 3,411,542Tower Semiconductor, Ltd. 608,450Trane Technologies PLC 2,450,512Travelers Cos., Inc. 1,642,499Truist Financial Corp. 4,752,438Tyson Foods, Inc., Class A 3,101,259Universal Health Services, Inc., Class B 3,444,376

Page 34 of 67

US Foods Holding Corp. 4,257,316Valero Energy Corp. 2,501,279Viper Energy Partners LP 993,312Vistra Energy Corp. 2,653,713Voya Financial, Inc. 6,111,027Welltower, Inc. 3,442,783Western Alliance Bancorp 4,949,452Western Digital Corp. 4,359,091Whirlpool Corp. 3,783,242Willis Towers Watson PLC 1,416,517Wyndham Destinations, Inc. 1,216,365Wyndham Hotels & Resorts, Inc. 7,509,231Wynn Resorts, Ltd. 1,523,855Xerox Holdings Corp. 1,785,313Yelp, Inc. 1,243,230Zimmer Biomet Holdings, Inc. 4,325,769Zions Bancorp NA 3,989,037

VALIC Company II - Moderate Growth Lifestyle Fund - (unaudited)July 31, 2020

Security Coupon(%) Maturity Date Market Value ($)VALIC Co. I Blue Chip Growth Fund 39,714VALIC Co. I Capital Conservation Fund 29,064,957VALIC Co. I Dividend Value Fund 53,028,194VALIC Co. I Emerging Economies Fund 18,866,526VALIC Co. I Global Real Estate Fund 21,517,707VALIC Co. I Government Money Market I Fund 915,878VALIC Co. I Government Securities Fund 10,982,343VALIC Co. I Inflation Protected Fund 62,032,279VALIC Co. I International Equities Index Fund 33,821,004VALIC Co. I International Government Bond Fund 34,612,916VALIC Co. I International Growth Fund 6,813,582VALIC Co. I International Value Fund 19,518,328VALIC Co. I Large Cap Core Fund 11,465,198VALIC Co. I Large Capital Growth Fund 18,150,111VALIC Co. I Mid Cap Index Fund 30,724,558VALIC Co. I Mid Cap Strategic Growth Fund 13,415,048VALIC Co. I Nasdaq-100 Index Fund 24,644,694VALIC Co. I Science & Technology Fund 18,241,147VALIC Co. I Small Cap Index Fund 21,225,859VALIC Co. I Small Cap Special Values Fund 9,083,991VALIC Co. I Stock Index Fund 98,625,885VALIC Co. I Value Fund 18,837,450VALIC Co. II Capital Appreciation Fund 31,438,718VALIC Co. II Core Bond Fund 126,193,117VALIC Co. II High Yield Bond Fund 30,099,069VALIC Co. II International Opportunities Fund 32,043,025VALIC Co. II Large Cap Value Fund 49,924,313VALIC Co. II Mid Cap Growth Fund 11,707,460VALIC Co. II Mid Cap Value Fund 45,156,721VALIC Co. II Small Cap Growth Fund 8,148,847VALIC Co. II Small Cap Value Fund 9,234,115VALIC Co. II Strategic Bond Fund 86,082,507

VALIC Company II - Small Cap Growth Fund - (unaudited)July 31, 2020

Security Coupon(%) Maturity Date Market Value ($)10X Genomics, Inc., Class A 717,708Aaron's, Inc. 1,148,273Acadia Healthcare Co., Inc. 1,172,278ACADIA Pharmaceuticals, Inc. 863,575Accolade, Inc. 1,014,301Adaptive Biotechnologies Corp. 394,435ADC Therapeutics SA 1,565,702Advanced Drainage Systems, Inc. 2,921,674

Page 35 of 67

Alector, Inc. 433,730Allogene Therapeutics, Inc. 826,248Amedisys, Inc. 2,621,421Amicus Therapeutics, Inc. 2,150,738Anaplan, Inc. 1,557,608Applied Industrial Technologies, Inc. 1,449,993Arrowhead Pharmaceuticals, Inc. 566,930Arvinas, Inc. 620,298Atara Biotherapeutics, Inc. 1,043,201Avalara, Inc. 1,370,449Avrobio, Inc. 1,138,735AZEK Co., Inc. 795,570Bandwidth, Inc., Class A 2,038,358Berkeley Lights, Inc. 911,364Bill.com Holdings, Inc. 1,431,287Biohaven Pharmaceutical Holding Co., Ltd. 1,961,801BJ's Wholesale Club Holdings, Inc. 1,837,094Blackline, Inc. 2,021,547Blueprint Medicines Corp. 1,950,174Boyd Gaming Corp. 1,741,544Bridgebio Pharma, Inc. 920,910Bright Horizons Family Solutions, Inc. 846,660Carlisle Cos., Inc. 1,370,611Ciena Corp. 1,760,068Clementia Pharmaceuticals, Inc., CVR 0Coherus Biosciences, Inc. 1,629,362Cree, Inc. 1,556,351CubeSmart 980,386CyberArk Software, Ltd. 1,780,916EastGroup Properties, Inc. 1,010,737eHealth, Inc. 939,543Elastic NV 2,267,391Enphase Energy, Inc. 2,138,615Entegris, Inc. 2,927,240Envestnet, Inc. 2,801,319Everbridge, Inc. 1,588,507Evercore, Inc., Class A 1,415,182Evolent Health, Inc., Class A 988,200Farfetch, Ltd., Class A 1,746,864FibroGen, Inc. 1,506,051First Financial Bankshares, Inc. 1,554,194Floor & Decor Holdings, Inc., Class A 1,314,639Focus Financial Partners, Inc., Class A 1,331,419Fortune Brands Home & Security, Inc. 1,147,347Fox Factory Holding Corp. 2,064,177Freshpet, Inc. 2,896,772FTI Consulting, Inc. 1,425,875G1 Therapeutics, Inc. 650,791Generac Holdings, Inc. 2,491,970Generation Bio Co. 282,011Global Blood Therapeutics, Inc. 1,149,387Globant SA 1,831,608Graco, Inc. 1,476,452Grocery Outlet Holding Corp. 1,943,478Halozyme Therapeutics, Inc. 2,692,653Helen of Troy, Ltd. 2,207,608Heron Therapeutics, Inc. 1,224,780Homology Medicines, Inc. 653,095Horizon Therapeutics PLC 1,478,595HubSpot, Inc. 1,401,091Hudson, Ltd., Class A 451,679I3 Verticals, Inc., Class A 787,277Immunomedics, Inc. 897,219Inphi Corp. 3,516,975Intercept Pharmaceuticals, Inc. 784,552iRhythm Technologies, Inc. 2,240,142Itron, Inc. 20,868ITT, Inc. 1,789,572Jamf Holding Corp. 418,180John Bean Technologies Corp. 2,910,310

Page 36 of 67

Lemonade, Inc. 1,080,403Lithia Motors, Inc., Class A 3,606,821Littelfuse, Inc. 1,786,448ManTech International Corp., Class A 2,234,701Medallia, Inc. 1,413,979MKS Instruments, Inc. 2,838,216Monolithic Power Systems, Inc. 1,536,793MSA Safety, Inc. 2,064,081MyoKardia, Inc. 839,651Natera, Inc. 2,920,672National Health Investors, Inc. 469,154National Vision Holdings, Inc. 2,837,769nCino, Inc. 419,784Nevro Corp. 2,575,967New York Times Co., Class A 2,676,812Ollie's Bargain Outlet Holdings, Inc. 2,087,601OneSpaWorld Holdings, Ltd. 217,980Orchard Therapeutics PLC ADR 197,325Performance Food Group Co. 1,798,548Personalis, Inc. 842,069Ping Identity Holding Corp. 810,965Planet Fitness, Inc., Class A 919,555Pool Corp. 1,349,775Proofpoint, Inc. 1,463,573RealReal, Inc. 902,136REGENXBIO, Inc. 855,536Relay Therapeutics, Inc. 1,220,569Revance Therapeutics, Inc. 1,830,994REVOLUTION Medicines, Inc. 699,335Rubius Therapeutics, Inc. 293,972Rush Enterprises, Inc., Class A 1,417,932Sage Therapeutics, Inc. 1,239,458Saia, Inc. 2,496,744Selectquote, Inc. 980,766Semtech Corp. 1,824,990Shockwave Medical, Inc. 1,708,445Simpson Manufacturing Co., Inc. 2,787,687SiteOne Landscape Supply, Inc. 2,788,365Smartsheet, Inc., Class A 1,965,026SolarEdge Technologies, Inc. 1,619,325Terreno Realty Corp. 1,500,711Texas Roadhouse, Inc. 2,697,120TherapeuticsMD, Inc. 498,373Trex Co., Inc. 2,316,640TRI Pointe Group, Inc. 1,619,616Tricida, Inc. 487,594Twist Bioscience Corp. 2,635,225Verte, Inc., Class A 389,682Viela Bio, Inc. 1,066,486Vroom, Inc. 988,710Winnebago Industries, Inc. 1,997,155Zendesk, Inc. 1,432,149

VALIC Company II - Small Cap Value Fund - (unaudited)July 31, 2020

Security Coupon(%) Maturity Date Market Value ($)1st Source Corp. 484,21489bio, Inc. 489,118AAR Corp. 354,732Aaron's, Inc. 281,772Abercrombie & Fitch Co., Class A 506,538ABM Industries, Inc. 2,577,620Acadia Realty Trust 392,504Acceleron Pharma, Inc. 515,684ACCO Brands Corp. 1,385,500ACI Worldwide, Inc. 358,986Adient PLC 1,069,952ADTRAN, Inc. 490,590

Page 37 of 67

Aegion Corp. 81,726AGCO Corp. 745,557Agree Realty Corp. 348,244Akero Therapeutics, Inc. 396,743Alexander & Baldwin, Inc. 632,075Allegheny Technologies, Inc. 89,507Allscripts Healthcare Solutions, Inc. 1,615,500Alpha & Omega Semiconductor, Ltd. 275,517Altra Industrial Motion Corp. 225,918AMAG Pharmaceuticals, Inc. 43,953Amalgamated Bank, Class A 228,690Ambac Financial Group, Inc. 390,400AMC Networks, Inc., Class A 210,210American Assets Trust, Inc. 742,500American Axle & Manufacturing Holdings, Inc. 396,066American Equity Investment Life Holding Co. 1,603,350American Finance Trust, Inc. 482,861American National Bankshares, Inc. 17,568American Public Education, Inc. 666,619American Renal Associates Holdings, Inc. 91,590Ameris Bancorp 512,265AMERISAFE, Inc. 57,114Amkor Technology, Inc. 1,725,206API Group Corp. 422,079Apollo Commercial Real Estate Finance, Inc. 541,260Apyx Medical Corp. 182,294ArcBest Corp. 2,969,711Arch Resources, Inc., Class A 732,072Arconic Corp. 513,135Arcosa, Inc. 886,620Arcus Biosciences, Inc. 640,190Ares Commercial Real Estate Corp. 408,111Argan, Inc. 1,999,140Argo Group International Holdings, Ltd. 247,136Armada Hoffler Properties, Inc. 503,208ARMOUR Residential REIT, Inc. 406,290Astec Industries, Inc. 716,289Atlantic Capital Bancshares, Inc. 92,000Atlantic Power Corp. 527,632Atlantic Union Bankshares Corp. 22,570ATN International, Inc. 368,832Avaya Holdings Corp. 914,052Avient Corp. 975,120Avista Corp. 597,050BancFirst Corp. 656,885Banco Latinoamericano de Comercio Exterior SA, Class E 155,211Bancorp, Inc. 652,556BancorpSouth Bank 194,649Bank of Commerce Holdings 32,465Bank of N.T. Butterfield & Son, Ltd. 439,907BankFinancial Corp. 179,334Bankwell Financial Group, Inc. 43,210Banner Corp. 347,214Bar Harbor Bankshares 387,660Barrett Business Services, Inc. 874,488Beacon Roofing Supply, Inc. 327,180Bed Bath & Beyond, Inc. 918,618Bel Fuse, Inc., Class B 546,316Benchmark Electronics, Inc. 1,682,164Berkshire Hills Bancorp, Inc. 498,996Berry Corp. 591,889BGC Partners, Inc., Class A 39,334Big Lots, Inc. 1,180,200BioCryst Pharmaceuticals, Inc. 111,925Black Hills Corp. 983,620Blackstone Mtg. Trust, Inc., Class A 1,148,139Bloom Energy Corp. Class A 19,456Blucora, Inc. 190,998Bluerock Residential Growth REIT, Inc. 11,584BMC Stock Holdings, Inc. 1,551,360

Page 38 of 67

Boise Cascade Co. 2,003,370Bonanza Creek Energy, Inc. 78,217Boston Private Financial Holdings, Inc. 324,852Boyd Gaming Corp. 246,168Bridgewater Bancshares, Inc. 207,167Brinker International, Inc. 567,379Bristow Group, Inc. 53,361Brookline Bancorp, Inc. 266,741BRT Apartments Corp. 57,792Bryn Mawr Bank Corp. 96,348Builders FirstSource, Inc. 1,743,584Business First Bancshares, Inc. 163,680Cadence BanCorp 884,873Caesarstone, Ltd. 528,767California Bancorp, Inc. 95,703Cambium Networks Corp. 70,023Capital Bancorp, Inc. 48,852Capstar Financial Holdings, Inc. 114,695Capstead Mtg. Corp. 41,205Cars.com, Inc. 1,079,148CatchMark Timber Trust, Inc., Class A 239,120Cathay General Bancorp 751,756Cato Corp., Class A 207,791Central Garden & Pet Co. 704,196Central Garden & Pet Co., Class A 1,233,540Central Pacific Financial Corp. 835,572Central Valley Community Bancorp 84,096Century Aluminum Co. 337,948Century Bancorp, Inc., Class A 36,074Championx Corp Common Stock Usd.01 246,309Chatham Lodging Trust 72,940Chemung Financial Corp. 29,711Cherry Hill Mtg. Investment Corp. 31,262Cimpress PLC 310,000Cinemark Holdings, Inc. 667,212CIRCOR International, Inc. 94,392CIT Group, Inc. 935,221Citi Trends, Inc. 177,366Citizens & Northern Corp. 28,320Citizens Holding Co. 34,496City Holding Co. 480,942City Office REIT, Inc. 745,630Clearway Energy, Inc., Class A 1,397,510Clearway Energy, Inc., Class C 1,207,368CNO Financial Group, Inc. 1,594,862CNX Resources Corp. 221,950Codorus Valley Bancorp, Inc. 23,500Cohu, Inc. 800,275Colony Credit Real Estate, Inc. 35,280Columbia Banking System, Inc. 688,534Columbus McKinnon Corp. 228,597Commercial Metals Co. 2,262,392Community Bank System, Inc. 847,948Community Health Systems, Inc. 356,070Community Trust Bancorp, Inc. 597,446Computer Programs & Systems, Inc. 362,796comScore, Inc. 410,400Comtech Telecommunications Corp. 68,964Conduent, Inc. 686,072ConnectOne Bancorp, Inc. 655,025Conn's, Inc. 58,764Consolidated Communications Holdings, Inc. 680,360Consolidated Water Co., Ltd. 157,056Cooper Tire & Rubber Co. 531,126Cooper-Standard Holdings, Inc. 9,639CoreCivic, Inc. 83,754Core-Mark Holding Co., Inc. 686,868CorEnergy Infrastructure Trust, Inc. 74,530CorePoint Lodging, Inc. 158,756CoreSite Realty Corp. 258,100

Page 39 of 67

Cornerstone Building Brands, Inc. 128,709Costamare, Inc. 364,455Cousins Properties, Inc. 548,321Covenant Transportation Group, Inc., Class A 87,620Cowen, Inc., Class A 1,241,097Cross Country Healthcare, Inc. 651,743Customers Bancorp, Inc. 750,105CVR Energy, Inc. 689,280Dana, Inc. 718,947Darling Ingredients, Inc. 354,711Deckers Outdoor Corp. 837,000Delek US Holdings, Inc. 1,269,048Deluxe Corp. 392,397DiamondRock Hospitality Co. 1,104,337Diebold Nixdorf, Inc. 625,209Dillard's, Inc., Class A 546,360Dime Community Bancshares, Inc. 198,491Dine Brands Global, Inc. 127,204Diversified Healthcare Trust 82,574Domtar Corp. 443,729Donnelley Financial Solutions, Inc. 186,840Dorian LPG, Ltd. 175,070Douglas Dynamics, Inc. 162,610DXP Enterprises, Inc. 232,944Dycom Industries, Inc. 338,357Dynex Capital, Inc. 120,510E.W. Scripps Co., Class A 632,728East West Bancorp, Inc. 51,054Easterly Government Properties, Inc. 684,600Eastman Kodak Co. 386,745Echo Global Logistics, Inc. 1,636,745Edgewell Personal Care Co. 729,316Ellington Financial, Inc. 110,544EMCOR Group, Inc. 1,650,713Enanta Pharmaceuticals, Inc. 155,890Endo International PLC 904,452Ennis, Inc. 173,000EnPro Industries, Inc. 42,957Enterprise Financial Services Corp. 738,124Epizyme, Inc. 319,704Equity Bancshares, Inc., Class A 165,438Eros International PLC 513,756ESSA Bancorp, Inc. 61,740Essent Group, Ltd. 1,931,237Essential Properties Realty Trust, Inc. 339,710Evans Bancorp, Inc. 68,355Evolution Petroleum Corp. 59,474Express, Inc. 66,660EZCORP, Inc., Class A 142,428Fabrinet 413,991Farmer Brothers Co. 88,146Farmers National Banc Corp. 143,773Fate Therapeutics, Inc. 531,590Federated Hermes, Inc. 108,076FedNat Holding Co. 263,952Financial Institutions, Inc. 361,865First American Financial Corp. 468,017First Bancorp/North Carolina 173,544First BanCorp/Puerto Rico 1,396,992First Business Financial Services, Inc. 101,116First Choice Bancorp 119,527First Citizens BancShares, Inc., Class A 442,905First Commonwealth Financial Corp. 908,985First Community Bankshares, Inc. 140,832First Community Corp. 48,240First Financial Corp. 180,522First Hawaiian, Inc. 196,394First Horizon National Corp. 661,952First Industrial Realty Trust, Inc. 1,273,680First Internet Bancorp 102,550

Page 40 of 67

First Interstate BancSystem, Inc., Class A 121,389First Midwest Bancorp, Inc. 265,757First Northwest Bancorp 27,675Five Prime Therapeutics, Inc. 93,220Fixed Income Clearing Corp. Repurchase Agreement 0.00 08/03/2020 3,154,000Flagstar Bancorp, Inc. 1,248,924Fluor Corp. 413,714Flushing Financial Corp. 252,624Fossil Group, Inc. 38,065Foundation Building Materials, Inc. 196,339Franklin Financial Network, Inc. 58,080Franklin Street Properties Corp. 37,275Fresh Del Monte Produce, Inc. 480,954FS Bancorp, Inc. 68,400FutureFuel Corp. 521,928GameStop Corp., Class A 94,235Gannett Co, Inc. 163,244Gencor Industries, Inc. 89,775Genesco, Inc. 189,710Genie Energy, Ltd., Class B 58,536Gentherm, Inc. 589,304GEO Group, Inc. 150,946Getty Realty Corp. 774,706G-III Apparel Group, Ltd. 527,137Glacier Bancorp, Inc. 250,701Gladstone Commercial Corp. 855,400Global Indemnity, Ltd. 79,975Global Medical REIT, Inc. 63,017Global Net Lease, Inc. 654,345GMS, Inc. 927,828Gogo, Inc. 407,400Goodyear Tire & Rubber Co. 664,037GP Strategies Corp. 230,330Graham Corp. 40,796Gray Television, Inc. 359,934Great Lakes Dredge & Dock Corp. 273,372Great Southern Bancorp, Inc. 725,007Great Western Bancorp, Inc. 604,500Green Plains, Inc. 455,136Greif, Inc., Class A 80,017Groupon, Inc. 181,130GSI Technology, Inc. 48,620Guess?, Inc. 421,872H.B. Fuller Co. 54,408Hancock Whitney Corp. 846,664Hanger, Inc. 183,330Hanmi Financial Corp. 440,271Hannon Armstrong Sustainable Infrastructure Capital, Inc. 52,545Haverty Furniture Cos., Inc. 227,520Hawaiian Holdings, Inc. 600,445Heidrick & Struggles International, Inc. 1,114,673Helen of Troy, Ltd. 150,600Hemisphere Media Group, Inc. 288,640Heritage Commerce Corp. 51,528Heritage Insurance Holdings, Inc. 221,969Hersha Hospitality Trust 14,756Hibbett Sports, Inc. 642,363Highwoods Properties, Inc. 448,578Hilltop Holdings, Inc. 1,438,833HNI Corp. 231,660Home BancShares, Inc. 752,813HomeStreet, Inc. 208,876HomeTrust Bancshares, Inc. 255,234Hope Bancorp, Inc. 866,832Horace Mann Educators Corp. 51,860Houghton Mifflin Harcourt Co. 841,232Hub Group, Inc., Class A 2,105,420Hudson Pacific Properties, Inc. 129,635Hurco Cos., Inc. 55,480Huron Consulting Group, Inc. 715,800

Page 41 of 67

ICF International, Inc. 378,616Ichor Holdings, Ltd. 485,736IDACORP, Inc. 829,925Independent Bank Corp. 318,402Infinera Corp. 692,742International Game Technology PLC 588,642Intra-Cellular Therapies, Inc. 257,725Invacare Corp. 218,944Invesco Mtg. Capital, Inc. 72,354Investar Holding Corp. 181,288Investors Bancorp, Inc. 1,624,812Iovance Biotherapeutics, Inc. 680,238JELD-WEN Holding, Inc. 107,800Jernigan Capital, Inc. 95,268K12, Inc. 943,274Kaiser Aluminum Corp. 284,970Kala Pharmaceuticals, Inc. 155,750KAR Auction Services, Inc. 57,494Karyopharm Therapeutics, Inc. 234,330KB Home 447,412KBR, Inc. 1,670,224Kelly Services, Inc., Class A 1,498,772Kimball International, Inc., Class B 214,424Kite Realty Group Trust 263,529KKR Real Estate Finance Trust, Inc. 482,850Knoll, Inc. 192,044Koppers Holdings, Inc. 729,930Korn Ferry 452,410Kosmos Energy, Ltd. 65,366Kraton Corp. 289,300KVH Industries, Inc. 51,968Ladder Capital Corp. 999,999Lannett Co., Inc. 840,140LB Foster Co., Class A 106,856LCNB Corp. 81,380Lexington Realty Trust 468,640Liberty Latin America, Ltd., Class A 680,536Liberty Latin America, Ltd., Class C 484,902Liberty TripAdvisor Holdings, Inc., Class A 148,304Lifetime Brands, Inc. 99,405Lithia Motors, Inc., Class A 320,810LivaNova PLC 158,236Louisiana-Pacific Corp. 1,146,454LSI Industries, Inc. 41,020Luther Burbank Corp. 241,164Mack-Cali Realty Corp. 458,556Mackinac Financial Corp. 26,390Macy's, Inc. 243,612Magellan Health, Inc. 771,368Magnolia Oil & Gas Corp., Class A 447,902Manitowoc Co, Inc. 107,666Marlin Business Services Corp. 99,090Marriott Vacations Worldwide Corp. 330,174Masonite International Corp. 92,785MasTec, Inc. 946,764Matrix Service Co. 778,320Maxar Technologies, Inc. 426,960MBIA, Inc. 236,295MEDNAX, Inc. 651,348Mercantile Bank Corp. 48,967Meredith Corp. 77,544Meridian Bancorp, Inc. 423,126Meridian Corp. 52,570Meritage Homes Corp. 1,814,994Meritor, Inc. 894,075Meta Financial Group, Inc. 289,230Methode Electronics, Inc. 250,980Metropolitan Bank Holding Corp. 44,370MGIC Investment Corp. 722,798Michaels Cos., Inc. 183,090

Page 42 of 67

MicroStrategy, Inc., Class A 136,312Midland States Bancorp, Inc. 53,542Minerals Technologies, Inc. 823,213Minerva Neurosciences, Inc. 82,943MMA Capital Holdings, Inc. 52,038Modine Manufacturing Co. 32,096Monmouth Real Estate Investment Corp. 126,984Moog, Inc., Class A 424,388Movado Group, Inc. 30,848Mr. Cooper Group, Inc. 788,739MRC Global, Inc. 452,200Mueller Industries, Inc. 39,144Murphy USA, Inc. 529,640Myers Industries, Inc. 98,763MYR Group, Inc. 759,069Myriad Genetics, Inc. 115,872National CineMedia, Inc. 155,857National General Holdings Corp. 438,471National HealthCare Corp. 136,436Navient Corp. 533,320Navistar International Corp. 214,601Nelnet, Inc., Class A 812,000NeoPhotonics Corp. 118,430New Jersey Resources Corp. 102,498New Senior Investment Group, Inc. 424,187Newmark Group, Inc., Class A 300,891NexTier Oilfield Solutions, Inc. 598,162Northfield Bancorp, Inc. 715,945Northrim BanCorp, Inc. 71,362Northwest Natural Holding Co. 203,262NorthWestern Corp. 264,422Novavax, Inc. 672,570NOW, Inc. 1,613,824Oceaneering International, Inc. 167,476OceanFirst Financial Corp. 868,644ODP Corp. 1,191,780Office Properties Income Trust 55,330OFG Bancorp 231,516O-I Glass, Inc. 41,760Old Second Bancorp, Inc. 104,832ONE Gas, Inc. 900,830One Liberty Properties, Inc. 36,027OP Bancorp 92,678Oportun Financial Corp. 225,940Oppenheimer Holdings, Inc., Class A 72,046Orion Engineered Carbons SA 209,100Orrstown Financial Services, Inc. 88,400Orthofix Medical, Inc. 571,206OSI Systems, Inc. 99,344Owens & Minor, Inc. 2,544,660P.H. Glatfelter Co. 189,567Pacific Premier Bancorp, Inc. 254,221PacWest Bancorp 101,152Par Pacific Holdings, Inc. 126,711Park Aerospace Corp. 117,502Patterson Cos., Inc. 225,760Patterson-UTI Energy, Inc. 43,788PBF Energy, Inc., Class A 65,968PDC Energy, Inc. 616,032Peabody Energy Corp. 39,000Pebblebrook Hotel Trust 134,546Penn National Gaming, Inc. 182,790PennyMac Mtg. Investment Trust 944,385People's United Financial, Inc. 109,249Perficient, Inc. 58,815Perspecta, Inc. 601,340PGT Innovations, Inc. 63,159Photronics, Inc. 387,288Physicians Realty Trust 748,660Piedmont Office Realty Trust, Inc., Class A 517,099

Page 43 of 67

Piper Sandler Cos. 482,898Pitney Bowes, Inc. 277,888Plantronics, Inc. 331,834Plymouth Industrial REIT, Inc. 30,521Portland General Electric Co. 2,396,259PotlatchDeltic Corp. 1,412,730Powell Industries, Inc. 698,265Preferred Bank 78,225Premier Financial Bancorp, Inc. 29,945Premier Financial Corp. 262,018Prestige Consumer Healthcare, Inc. 334,710PriceSmart, Inc. 555,645Primoris Services Corp. 737,380ProPetro Holding Corp. 22,017ProSight Global, Inc. 143,838Protagonist Therapeutics, Inc. 879,307Provident Bancorp, Inc. 214,305Provident Financial Holdings, Inc. 23,180Provident Financial Services, Inc. 802,620PS Business Parks, Inc. 262,105Purple Innovation, Inc. 955,304Quad/Graphics, Inc. 353,607Quanex Building Products Corp. 497,370Quotient Technology, Inc. 307,584Radian Group, Inc. 1,799,352Range Resources Corp. 123,386Ranpak Holdings Corp. 26,961RBB Bancorp 51,200Ready Capital Corp. 36,090Realogy Holdings Corp. 1,069,986Redwood Trust, Inc. 819,237Renasant Corp. 41,814Renewable Energy Group, Inc. 1,045,282Rent-A-Center, Inc. 526,344Republic Bancorp, Inc., Class A 151,100Resideo Technologies, Inc. 50,464Retail Opportunity Investments Corp. 480,454Retail Properties of America, Inc., Class A 658,896Retail Value, Inc. 84,822Revance Therapeutics, Inc. 272,368REX American Resources Corp. 477,050Rite Aid Corp. 432,121RLJ Lodging Trust 315,001Rush Enterprises, Inc., Class A 418,704Ryerson Holding Corp. 46,166S&T Bancorp, Inc. 59,770Sabra Health Care REIT, Inc. 523,270Sanderson Farms, Inc. 794,402Sanmina Corp. 1,846,096Saul Centers, Inc. 42,994SB One Bancorp 142,527ScanSource, Inc. 1,771,740Scholar Rock Holding Corp. 160,318Schweitzer-Mauduit International, Inc. 1,389,031SEACOR Holdings, Inc. 404,212SecureWorks Corp., Class A 160,264Security National Financial Corp. 40,971Select Bancorp, Inc. 597,254Select Energy Services, Inc., Class A 505,716Service Properties Trust 201,938Shore Bancshares, Inc. 33,372Sierra Bancorp 79,110Signet Jewelers, Ltd. 85,920Sinclair Broadcast Group, Inc., Class A 801,340SITE Centers Corp. 312,991SkyWest, Inc. 336,768Sleep Number Corp. 274,350SMART Global Holdings, Inc. 613,580Sonic Automotive, Inc., Class A 297,336Sonos, Inc. 88,000

Page 44 of 67

South State Corp. 942,238Southwest Gas Holdings, Inc. 2,064,130Southwestern Energy Co. 157,464Spark Energy, Inc., Class A 264,250SpartanNash Co. 1,419,188Spectrum Pharmaceuticals, Inc. 408,733Spero Therapeutics, Inc. 221,855Spire, Inc. 1,072,884Spok Holdings, Inc. 321,642STAG Industrial, Inc. 1,988,600StarTek, Inc. 345,504Steelcase, Inc., Class A 458,171Sterling Construction Co., Inc. 349,170Stifel Financial Corp. 1,837,392Stoneridge, Inc. 285,936Summit Hotel Properties, Inc. 44,548SunCoke Energy, Inc. 343,882SunPower Corp. 667,095Sunstone Hotel Investors, Inc. 1,821,919Surgery Partners, Inc. 429,087Synchronoss Technologies, Inc. 469,920Talos Energy, Inc. 75,591Taylor Morrison Home Corp. 358,785TEGNA, Inc. 528,922Tenet Healthcare Corp. 1,229,460Terex Corp. 936,845TerraForm Power, Inc., Class A 196,880Territorial Bancorp, Inc. 81,289Third Point Reinsurance, Ltd. 219,678Titan Machinery, Inc. 249,895Tivity Health, Inc. 713,728Tompkins Financial Corp. 170,875TPG RE Finance Trust, Inc. 455,700TRI Pointe Group, Inc. 1,655,280TriCo Bancshares 151,200Trinseo SA 734,437TriState Capital Holdings, Inc. 86,125Triumph Group, Inc. 124,752Tronox Holdings PLC, Class A 524,256TrueBlue, Inc. 1,561,516Trustmark Corp. 1,393,988TTM Technologies, Inc. 1,196,532Tutor Perini Corp. 1,620,729Two Harbors Investment Corp. 1,112,091UFP Industries, Inc. 93,152Ultra Clean Holdings, Inc. 201,603UMB Financial Corp. 1,327,668UMH Properties, Inc. 51,660Umpqua Holdings Corp. 1,152,422Unisys Corp. 557,641United Bankshares, Inc. 1,652,896United Community Banks, Inc. 901,879United Insurance Holdings Corp. 127,280United Natural Foods, Inc. 170,710Unitil Corp. 457,390Universal Electronics, Inc. 557,447Urban Edge Properties 584,784Urstadt Biddle Properties, Inc., Class A 133,416Valley National Bancorp 41,234Varex Imaging Corp. 211,680Vector Group, Ltd. 204,536Veeco Instruments, Inc. 577,304Verint Systems, Inc. 282,807Veritex Holdings, Inc. 535,408Veritiv Corp. 349,068Verso Corp., Class A 488,400Village Super Market, Inc., Class A 136,350Virtus Investment Partners, Inc. 625,232Vishay Intertechnology, Inc. 575,823Vistra Energy Corp. 892,489

Page 45 of 67

W&T Offshore, Inc. 148,934Wabash National Corp. 1,512,592Walker & Dunlop, Inc. 443,608Warrior Met Coal, Inc. 1,125,544Washington Federal, Inc. 1,379,394Washington Trust Bancorp, Inc. 149,363Waterstone Financial, Inc. 161,968Watford Holdings, Ltd. 95,178WaVe Life Sciences, Ltd. 326,616Webster Financial Corp. 365,418WESCO International, Inc. 1,022,281West Bancorporation, Inc. 25,107Westamerica Bancorporation 1,190,541Western New England Bancorp, Inc. 39,312WideOpenWest, Inc. 262,080Winmark Corp. 143,082Wintrust Financial Corp. 368,080Wolverine World Wide, Inc. 490,416Worthington Industries, Inc. 1,363,585WSFS Financial Corp. 332,546WW International, Inc. 257,800Xenia Hotels & Resorts, Inc. 847,740Xeris Pharmaceuticals, Inc. 441,298Xperi Holding Corp. 2,306,217Yelp, Inc. 267,286Zogenix, Inc. 80,886Zumiez, Inc. 792,330

Futures Contracts

Description Type Expiration Month

Unrealized Appreciation

(Depreciation) ($)Russell 2000 E-Mini Long September 2020 11,394

VALIC Company II - Strategic Bond Fund - (unaudited)July 31, 2020

Security Coupon(%) Maturity Date Market Value ($)ABB Finance USA, Inc. 3.38 04/03/2023 291,803AbbVie, Inc. 4.05 11/21/2039 310,070AbbVie, Inc. 4.25 11/21/2049 554,666AbbVie, Inc. 4.88 02/15/2021 98,217Acadia Healthcare Co., Inc. 5.50 07/01/2028 1,425,724Advance Auto Parts, Inc. 3.90 04/15/2030 314,055Advisor Group, Inc. 5.16 07/31/2026 390,539AEP Texas, Inc. 4.15 05/01/2049 156,868African Development Bank 0.75 04/03/2023 413,521AG Issuer LLC 6.25 03/01/2028 1,908,563Ageas 3.25 07/02/2049 500,629Ahern Rentals, Inc. 7.38 05/15/2023 1,231,315AI Ladder Luxembourg Subco SARL 4.66 07/09/2025 333,385Air Products and Chemicals, Inc. 0.80 05/05/2032 270,128Akorn, Inc. 14.75 04/16/2021 354,367Albemarle Wodgina Pty, Ltd. 3.45 11/15/2029 159,254Albertsons Cos, Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC 4.63 01/15/2027 1,773,428Albertsons Cos, Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC 5.75 03/15/2025 1,035,000Albertsons Cos, Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC 5.88 02/15/2028 776,355Alexandria Real Estate Equities, Inc. 1.88 02/01/2033 234,901AlixPartners LLP 2.66 04/04/2024 211,013Alliance Data Systems Corp. 4.75 12/15/2024 2,030,375Alliant Holdings Intermediate LLC 2.91 05/09/2025 387,576Allianz SE 4.75 12/31/2049 915,268Allison Transmission, Inc. 5.00 10/01/2024 1,023,327Alphabet Holding Co., Inc. 3.66 09/26/2024 422,192Altice Financing SA 5.00 01/15/2028 1,879,613Altice France Holding SA 6.00 02/15/2028 1,553,118Altice France SA 4.17 08/14/2026 427,141Amazon.com, Inc. 4.80 12/05/2034 214,710

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AMC Entertainment Holdings, Inc. 4.08 04/22/2026 282,099American Airlines, Inc. 11.75 07/15/2025 2,004,565American Express Co. 3.40 02/22/2024 249,276American Express Co. 4.20 11/06/2025 198,746American Tower Corp. 3.10 06/15/2050 284,232American Water Capital Corp. 3.45 05/01/2050 158,140AmeriCredit Automobile Receivables Trust 2.97 11/20/2023 510,662Ameriprise Financial, Inc. 3.00 03/22/2022 297,708Amgen, Inc. 3.15 02/21/2040 1,221,756Amgen, Inc. 3.38 02/21/2050 240,426Amneal Pharmaceuticals LLC 3.69 05/04/2025 296,227AmWINS Group, Inc. 7.75 07/01/2026 1,602,319Anglo American Capital PLC 5.38 04/01/2025 233,976Anheuser-Busch Cos. LLC/Anheuser-Busch InBev Worldwide, Inc. 4.90 02/01/2046 859,620Anheuser-Busch InBev SA/NV 3.70 04/02/2040 750,836Anheuser-Busch InBev Worldwide, Inc. 4.60 04/15/2048 638,600Apache Corp. 4.38 10/15/2028 1,308,363Apache Corp. 5.10 09/01/2040 478,210Apergy Corp. 6.00 05/28/2027 313,133API Heat Transfer ThermaSys Corp. 12.00 12/31/2023 304,287API Heat Transfer, Inc. 6,114API Heat Transfer, Inc. 31,791Appalachian Power Co. 3.70 05/01/2050 342,459Apple, Inc. 2.05 09/11/2026 256,601Applied Systems, Inc. 4.25 09/19/2024 359,679Arab Republic of Egypt 5.75 05/29/2024 1,511,730Arab Republic of Egypt 7.05 01/15/2032 879,668Arab Republic of Egypt 7.50 01/31/2027 313,453Arab Republic of Egypt 7.60 03/01/2029 3,261,677Arab Republic of Egypt 8.50 01/31/2047 1,009,971Arab Republic of Egypt 8.88 05/29/2050 1,049,790Archer-Daniels-Midland Co. 2.75 03/27/2025 147,772Archrock Partners LP/Archrock Partners Finance Corp. 6.88 04/01/2027 1,769,562Ardagh Packaging Finance PLC/Ardagh Holdings USA, Inc. 5.25 08/15/2027 1,334,632Aroundtown SA 1.45 07/09/2028 710,759Aroundtown SA 3.25 07/18/2027 553,796Arrow Electronics, Inc. 4.00 04/01/2025 190,250Assurant, Inc. 6.75 02/15/2034 29,179Asurion LLC 3.16 11/03/2023 365,912Asurion LLC 6.67 08/04/2025 15,831AT&T, Inc. 1.65 02/01/2028 94,646AT&T, Inc. 2.60 05/19/2038 392,430AT&T, Inc. 2.60 05/19/2038 359,728AT&T, Inc. 4.50 05/15/2035 1,438,096AT&T, Inc. 4.75 05/15/2046 38,623AT&T, Inc. 4.85 07/15/2045 280,048AT&T, Inc. 4.90 08/15/2037 455,664Athene Holding, Ltd. 6.15 04/03/2030 242,333Australia & New Zealand Banking Group, Ltd. 2.95 07/22/2030 219,810AutoNation, Inc. 4.75 06/01/2030 132,087Avangrid, Inc. 3.20 04/15/2025 756,342Avery Dennison Corp. 2.65 04/30/2030 143,474Avolon Holdings Funding, Ltd. 5.13 10/01/2023 2,636,308BA Credit Card Trust 1.74 01/15/2025 514,125BA Credit Card Trust 3.00 09/15/2023 324,086BAE Systems Holdings, Inc. 3.85 12/15/2025 570,090BAE Systems PLC 3.40 04/15/2030 258,194Baker Hughes a GE Co. LLC/Baker Hughes Co-Obligor, Inc. 4.49 05/01/2030 132,022Banco de Credito del Peru 3.13 07/01/2030 773,760Banco de Credito e Inversiones SA 3.50 10/12/2027 1,036,724Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand 5.38 04/17/2025 330,348Banco Santander SA 1.38 01/05/2026 726,322Banco Santander SA 2.71 06/27/2024 213,423Banff Merger Sub, Inc. 4.41 10/02/2025 325,846Banff Merger Sub, Inc. 9.75 09/01/2026 1,630,964Banijay Entertainment SASU 5.38 03/01/2025 2,402,428BANK 3.93 02/15/2052 733,727Bank of America Corp. 0.75 07/26/2023 838,654Bank of America Corp. 1.49 05/19/2024 611,440Bank of America Corp. 1.90 07/23/2031 285,633

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Bank of America Corp. 2.46 10/22/2025 409,621Bank of America Corp. 3.71 04/24/2028 386,678Bank of America Corp. 4.08 03/20/2051 188,324Bank of America Corp. 4.18 11/25/2027 720,212Bank of America Corp. 6.11 01/29/2037 430,822Bank of Montreal 2.05 11/01/2022 401,324BankUnited, Inc. 4.88 11/17/2025 1,143,193BankUnited, Inc. 5.13 06/11/2030 600,459Barclays Bank PLC 0.35 03/29/2049 295,063Barclays Bank PLC 1.70 05/12/2022 210,078Barclays PLC 2.00 02/07/2028 488,546Barclays PLC 3.00 05/08/2026 557,608Bass Pro Group LLC 6.07 09/25/2024 550,803Bausch Health Americas, Inc. 2.93 11/27/2025 228,564Bausch Health Americas, Inc. 3.18 06/02/2025 43,310Baxter International, Inc. 3.75 10/01/2025 703,681Belo Corp. 7.25 09/15/2027 1,122,700Belo Corp. 7.75 06/01/2027 1,226,550Bemis Co., Inc. 2.63 06/19/2030 130,590Benchmark Mtg. Trust 3.93 03/15/2052 968,892Biogen, Inc. 3.15 05/01/2050 174,071Blackstone CQP Holdco LP 3.81 09/30/2024 399,380Block Communications, Inc. 4.88 03/01/2028 1,947,280BMW US Capital LLC 3.10 04/12/2021 156,843BMW Vehicle Lease Trust 2.92 08/22/2022 356,886BNP Paribas SA 2.22 06/09/2026 213,519BNP Paribas SA 2.88 03/20/2026 1,429,960BNP Paribas SA 3.05 01/13/2031 607,778BNP Paribas SA 3.38 01/23/2026 433,568BNP Paribas SA 4.71 01/10/2025 531,787Boise Cascade Co. 4.88 07/01/2030 942,340BorgWarner, Inc. 2.65 07/01/2027 245,443Boyd Gaming Corp. 4.75 12/01/2027 1,014,119Boyd Gaming Corp. 6.38 04/01/2026 1,064,423BP Capital Markets America, Inc. 3.54 04/06/2027 887,595BP Capital Markets America, Inc. 3.63 04/06/2030 481,840BP Capital Markets PLC 2.27 07/03/2026 565,676BP Capital Markets PLC 4.88 12/31/2099 374,303Braskem Netherlands Finance BV 4.50 01/10/2028 273,688Braskem Netherlands Finance BV 4.50 01/31/2030 333,450Braskem Netherlands Finance BV 4.50 01/31/2030 463,125BRF SA 4.88 01/24/2030 499,850Bright Bidco BV 4.57 06/30/2024 217,538Brighthouse Financial, Inc. 4.70 06/22/2047 251,586Brighthouse Financial, Inc. 5.63 05/15/2030 389,088Brinker International, Inc. 5.00 10/01/2024 2,106,488Brink's Co. 4.63 10/15/2027 2,039,586Bristol-Myers Squibb Co. 0.77 05/16/2022 858,032Bristol-Myers Squibb Co. 3.63 05/15/2024 311,194Bristol-Myers Squibb Co. 4.63 05/15/2044 187,154Brixmor Operating Partnership LP 4.05 07/01/2030 157,914Broadcom, Inc. 4.15 11/15/2030 250,476Broadcom, Inc. 5.00 04/15/2030 160,455Brookfield WEC Holdings, Inc. 3.75 08/01/2025 256,619Buckeye Partners LP 4.13 03/01/2025 593,955Buckeye Partners LP 4.50 03/01/2028 1,523,345BX Commercial Mtg. Trust 1.17 04/15/2034 672,008C&W Senior Financing Designated Activity Co. 6.88 09/15/2027 2,143,075Caesars Resort Collection LLC 2.91 12/23/2024 404,223Callon Petroleum Co. 6.13 10/01/2024 136,223Callon Petroleum Co. 6.38 07/01/2026 458,800Camelot Finance SA 3.16 10/30/2026 283,721Camelot Finance SA 4.50 11/01/2026 823,860Campbell Soup Co. 3.13 04/24/2050 141,448Canadian Imperial Bank of Commerce 2.25 01/28/2025 486,272Canadian Natural Resources, Ltd. 2.95 07/15/2030 204,488Canadian Pacific Railway Co. 6.13 09/15/2115 287,664Capital One Prime Auto Receivables Trust 1.92 05/15/2024 102,476Cardinal Health, Inc. 4.60 03/15/2043 412,517Cardtronics Usa Inc Term Loan B 5.00 06/25/2027 48,921

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Cargo Aircraft Management, Inc. 4.75 02/01/2028 2,403,898Carlisle Cos., Inc. 2.75 03/01/2030 202,439CarMax Auto Owner Trust 2.18 08/15/2024 205,985CarMax Auto Owner Trust 2.53 01/15/2027 301,700CarMax Auto Owner Trust 2.68 03/15/2024 257,864CarMax Auto Owner Trust 3.36 09/15/2023 412,315Carnival Corp. 8.50 06/30/2025 322,439Carrier Global Corp. 2.72 02/15/2030 171,204Carrier Global Corp. 3.38 04/05/2040 427,885Carrier Global Corp. 3.58 04/05/2050 190,861Cascades, Inc. 5.75 07/15/2023 878,850Cascades, Inc./Cascades USA, Inc. 5.13 01/15/2026 458,430Catalent Pharma Solutions, Inc. 5.00 07/15/2027 691,678Caterpillar Financial Services Corp. 0.65 07/07/2023 439,782Caterpillar Financial Services Corp. 1.45 05/15/2025 326,936CCC Information Services, Inc. 4.00 04/29/2024 374,416CCO Holdings LLC/CCO Holdings Capital Corp. 5.00 02/01/2028 589,360CCO Holdings LLC/CCO Holdings Capital Corp. 5.38 06/01/2029 1,713,675Cenovus Energy, Inc. 4.25 04/15/2027 1,905,049Centene Corp. 4.25 12/15/2027 778,813Centene Corp. 4.63 12/15/2029 192,940Central Garden & Pet Co. 5.13 02/01/2028 1,136,813Centrica PLC 3.00 04/10/2076 1,005,353Centrica PLC 4.38 03/13/2029 630,698CenturyLink, Inc. 2.41 03/15/2027 291,093CenturyLink, Inc. 5.13 12/15/2026 1,408,067CenturyLink, Inc. 7.50 04/01/2024 1,445,270Chalco Hong Kong Investment Co., Ltd. 4.25 12/31/2099 810,395Change Healthcare Holdings LLC 3.50 03/01/2024 258,776Charter Communications Operating LLC/Charter Communications Operating Capital 3.70 04/01/2051 80,787Charter Communications Operating LLC/Charter Communications Operating Capital 4.80 03/01/2050 368,372Charter Communications Operating LLC/Charter Communications Operating Capital 5.05 03/30/2029 1,245,621Charter Communications Operating LLC/Charter Communications Operating Capital 5.38 04/01/2038 36,588Charter Communications Operating LLC/Charter Communications Operating Capital 6.38 10/23/2035 132,302Charter NEX US, Inc. 3.75 05/16/2024 423,549Chase Mtg. Finance Corp. 3.75 12/25/2045 592,407Cheniere Corpus Christi Holdings LLC 3.70 11/15/2029 311,906Cheniere Energy Partners LP 4.50 10/01/2029 1,147,713Cheniere Energy Partners LP 5.25 10/01/2025 1,032,175Chevron Corp. 1.55 05/11/2025 581,626Chevron Phillips Chemical Co. LLC/Chevron Phillips Chemical Co. LP 3.30 05/01/2023 158,621CHI Doors Holdings Corp. 4.25 07/29/2022 378,707China Minmetals Corp. 3.75 12/31/2099 494,849Chinalco Capital Holdings, Ltd. 4.10 12/31/2099 502,891Chinalco Capital Holdings, Ltd. 4.25 04/21/2022 807,181Cineworld, Ltd. 3.32 02/28/2025 244,194Citibank Credit Card Issuance Trust 2.49 01/20/2023 101,036Citibank Credit Card Issuance Trust 3.96 10/13/2030 121,440Citigroup Commercial Mtg. Trust 4.23 06/10/2051 1,181,819Citigroup, Inc. 2.75 01/24/2024 414,961Citigroup, Inc. 3.67 07/24/2028 412,552Citigroup, Inc. 4.41 03/31/2031 349,768Citigroup, Inc. 4.45 09/29/2027 398,155Citigroup, Inc. 4.75 05/18/2046 252,949Citigroup, Inc. 5.88 02/22/2033 343,097Citigroup, Inc. 6.00 10/31/2033 449,870Citizens Financial Group, Inc. 2.50 02/06/2030 82,221Citizens Financial Group, Inc. 3.25 04/30/2030 136,198Citizens Financial Group, Inc. 4.30 12/03/2025 208,588CityCenter Holdings LLC 3.00 04/18/2024 354,597Clearway Energy Operating LLC 4.75 03/15/2028 2,078,719Cleveland-Cliffs, Inc. 5.75 03/01/2025 1,600,800Cleveland-Cliffs, Inc. 6.75 03/15/2026 1,021,080Cleveland-Cliffs, Inc. 9.88 10/17/2025 166,060CMS Energy Corp. 4.75 06/01/2050 212,521CNAC HK Finbridge Co., Ltd. 3.38 06/19/2024 611,308CNAC HK Finbridge Co., Ltd. 4.13 07/19/2027 557,070CNH Industrial Capital LLC 4.20 01/15/2024 392,438CNH Industrial Finance Europe SA 1.75 03/25/2027 703,959CNH Industrial NV 3.85 11/15/2027 163,479

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Coca-Cola Co. 2.95 03/25/2025 343,500Cogent Communications Group, Inc. 5.38 03/01/2022 1,416,758Colombia Telecomunicaciones SA ESP 4.95 07/17/2030 760,025Colonial Enterprises, Inc. 3.25 05/15/2030 123,976Colt Merger Sub, Inc. 6.25 07/01/2025 2,086,250Columbia Property Trust Operating Partnership LP 4.15 04/01/2025 402,366Comcast Corp. 3.30 02/01/2027 340,561Comcast Corp. 3.75 04/01/2040 163,281Comcast Corp. 3.90 03/01/2038 72,603Comcast Corp. 4.60 10/15/2038 455,866COMM Mtg. Trust 0.89 03/10/2048 126,162COMM Mtg. Trust 3.83 02/10/2036 262,728Commercial Metals Co. 5.75 04/15/2026 1,370,888CommScope, Inc. 3.41 04/06/2026 268,928Conagra Brands, Inc. 4.60 11/01/2025 270,938Conagra Brands, Inc. 5.40 11/01/2048 36,298Conagra Brands, Inc. 7.00 10/01/2028 367,400Connect Finco SARL coupon TBD 12/11/2026 298,474Connect Finco SARL/Connect US Finco LLC 6.75 10/01/2026 2,111,093Conn's, Inc. 7.25 07/15/2022 948,600Consolidated Edison Co. of New York, Inc. 3.95 04/01/2050 84,952Consolidated Energy Finance SA 6.88 06/15/2025 1,383,350Constellation Brands, Inc. 3.75 05/01/2050 234,867Corel, Inc. 5.36 07/02/2026 394,754Cornerstone Ondemand Inc Term Loan B 4.43 04/22/2027 306,515Corning, Inc. 5.45 11/15/2079 704,288Coty, Inc. 6.50 04/15/2026 2,477,693CRCC Chengan, Ltd. 3.97 12/31/2099 1,025,545Creative Artists Agency LLC 3.91 11/27/2026 288,663Credit Acceptance Corp. 5.13 12/31/2024 229,050Credit Acceptance Corp. 6.63 03/15/2026 2,203,356Credit Agricole Assurances SA 4.75 09/27/2048 421,412Credit Agricole SA 1.91 06/16/2026 257,057Credit Suisse AG 2.10 11/12/2021 429,349Credit Suisse AG 5.75 09/18/2025 1,302,950Credit Suisse Group AG 2.19 06/05/2026 330,116Credit Suisse Group AG 4.19 04/01/2031 291,779Crosby US Acquisition Corp. 4.93 06/26/2026 269,882Crown Castle International Corp. 2.25 01/15/2031 241,743CSAIL Commercial Mtg. Trust 2.99 06/15/2050 153,246CSAIL Commercial Mtg. Trust 3.00 09/15/2052 1,769,178CSAIL Commercial Mtg. Trust 3.51 04/15/2050 529,941CSC Holdings LLC 2.67 04/15/2027 803,282CSC Holdings LLC 5.25 06/01/2024 863,500CSC Holdings LLC 5.50 04/15/2027 2,061,345CTR Partnership LP/CareTrust Capital Corp. 5.25 06/01/2025 2,115,480Cushman & Wakefield 2.91 08/21/2025 371,724Cushman & Wakefield US Borrower LLC 6.75 05/15/2028 1,077,490CVS Health Corp 4.25 04/01/2050 179,241CVS Health Corp. 4.78 03/25/2038 421,405CVS Health Corp. 5.05 03/25/2048 385,697Dana, Inc. 5.38 11/15/2027 1,076,134Danaher Corp. 2.10 09/30/2026 499,724Danske Bank A/S 0.50 08/27/2025 757,461Danske Bank A/S 1.38 02/12/2030 852,706Danske Bank A/S 2.25 01/14/2028 530,988Danske Bank A/S 3.24 12/20/2025 559,733Darden Restaurants, Inc. 4.55 02/15/2048 267,655DBS Group Holdings, Ltd. 2.85 04/16/2022 286,242Dcert Buyer, Inc. 4.16 10/16/2026 272,185DCP Midstream Operating LP 5.60 04/01/2044 406,740DCP Midstream Operating LP 5.63 07/15/2027 821,700DCP Midstream Operating LP 6.75 09/15/2037 352,110Deerfield Dakota Holding LLC 4.75 04/09/2027 177,874Dell International LLC/EMC Corp. 6.02 06/15/2026 1,307,420Dell International LLC/EMC Corp. 6.20 07/15/2030 166,006Dell International LLC/EMC Corp. 8.10 07/15/2036 462,810Delphi Jersey Holdings PLC 5.00 10/01/2025 1,121,156Delta Air Lines, Inc. 5.75 04/29/2023 298,969Delta Air Lines, Inc. 7.00 05/01/2025 2,143,300

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DENTSPLY SIRONA, Inc. 3.25 06/01/2030 190,375Deutsche Bank AG 4.25 02/04/2021 203,949Deutsche Telekom AG 3.63 01/21/2050 310,628DH Europe Finance II SARL 3.25 11/15/2039 358,078Diageo Capital PLC 2.13 04/29/2032 274,531Diamond BC BV 3.26 09/06/2024 337,466Diamondback Energy, Inc. 4.75 05/31/2025 325,211Diebold Nixdorf, Inc. 8.50 04/15/2024 1,746,920Diebold Nixdorf, Inc. 9.38 07/15/2025 838,835Digital Euro Finco LLC 1.13 04/09/2028 1,074,184Discover Bank 2.70 02/06/2030 259,241Discovery Communications LLC 5.30 05/15/2049 338,808Dole Food Co., Inc. 7.25 06/15/2025 1,384,910Dominican Republic 5.88 01/30/2060 859,500Dominican Republic 6.85 01/27/2045 1,903,500Dominion Energy South Carolina, Inc. 5.10 06/01/2065 597,964Dominion Resources, Inc. 5.25 08/01/2033 341,648Dominion Resources, Inc. 5.75 10/01/2054 137,388Domtar Corp. 6.75 02/15/2044 563,510Donnelley Financial Solutions, Inc. 8.25 10/15/2024 1,237,250DP World PLC 4.70 09/30/2049 1,101,250DTE Electric Co. 3.95 03/01/2049 665,810E.W. Scripps Co. 5.13 05/15/2025 2,485,725East Ohio Gas Co. 3.00 06/15/2050 127,171Ecolab, Inc. 2.38 08/10/2022 226,353Ecopetrol SA 5.88 05/28/2045 571,950Ecopetrol SA 6.88 04/29/2030 843,500EG America LLC 5.07 02/07/2025 368,275eG Global Finance PLC 6.75 02/07/2025 2,622,448Electricite de France SA 5.00 09/21/2048 269,339Electricite de France SA 6.25 05/30/2028 705,813Emera US Finance LP 4.75 06/15/2046 355,925Emirate of Abu Dhabi 2.50 04/16/2025 1,331,250Emirate of Abu Dhabi 3.13 10/11/2027 2,293,725Emirate of Abu Dhabi 3.13 09/30/2049 1,791,360Emirate of Abu Dhabi 3.88 04/16/2050 487,502Empresa Nacional del Petroleo 5.25 11/06/2029 1,144,855Empresas Publicas de Medellin ESP 4.38 02/15/2031 823,113Enable Midstream Partners LP 4.95 05/15/2028 206,810Endo Dac/Endo Finance LLC/Endo Finco, Inc. 5.88 10/15/2024 756,200Endo Dac/Endo Finance LLC/Endo Finco, Inc. 6.00 06/30/2028 974,475Enel Finance International NV 4.75 05/25/2047 360,473Enel SpA 3.50 05/24/2080 991,997Energizer Holdings, Inc. 6.38 07/15/2026 1,522,950Energuate Trust 5.88 05/03/2027 1,839,228Energy Transfer Operating LP 4.90 03/15/2035 354,696Energy Transfer Operating LP 5.50 06/01/2027 99,233Energy Transfer Operating LP 6.13 12/15/2045 196,672EnerSys 5.00 04/30/2023 2,215,453Engie Energia Chile SA 3.40 01/28/2030 222,899EnLink Midstream Partners LP 5.05 04/01/2045 9,720EnLink Midstream Partners LP 6.00 12/31/2099 55,480Enova International, Inc. 8.50 09/01/2024 1,586,465Enova International, Inc. 8.50 09/15/2025 661,500Enstar Group, Ltd. 4.95 06/01/2029 571,877Entergy Louisiana LLC 180,837Entergy Texas, Inc. 4.50 03/30/2039 713,178Enterprise Products Operating LLC 3.20 02/15/2052 312,881Enterprise Products Operating LLC 4.25 02/15/2048 243,516Enterprise Products Operating LLC 5.25 08/16/2077 98,438Envision Healthcare Corp. 3.91 10/10/2025 489,670EOG Resources, Inc. 4.38 04/15/2030 204,501EOG Resources, Inc. 4.95 04/15/2050 253,097Epicor Software Corp. 5.25 07/29/2027 281,768Epicor Software Corp. 8.75 07/30/2028 36,611Equate Petrochemical BV 4.25 11/03/2026 536,562Equinor ASA 1.75 01/22/2026 172,439Equinor ASA 3.25 11/18/2049 207,585ESAL GmbH 6.25 02/05/2023 980,185ESH Hospitality, Inc. 4.63 10/01/2027 1,429,016

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ESH Hospitality, Inc. 5.25 05/01/2025 817,216Essential Utilities, Inc. 3.35 04/15/2050 198,886European Bank for Reconstruction & Development 1.50 02/13/2025 538,069Everi Payments, Inc. 11.50 05/09/2024 161,358EW Scripps Co. 2.66 05/01/2026 240,332Excelitas Technologies Corp. 8.50 12/01/2025 323,952Exelon Corp. 4.70 04/15/2050 283,359Exelon Generation Co. LLC 3.25 06/01/2025 255,292Exxon Mobil Corp. 1.41 06/26/2039 989,182Fair Isaac Corp. 4.00 06/15/2028 1,191,394Fairstone Financial, Inc. 7.88 07/15/2024 1,423,090Fastlane Parent Co., Inc. 4.66 02/04/2026 321,734Federal Home Loan Bank 2.13 09/14/2029 2,222,731Federal Home Loan Bank 3.25 11/16/2028 1,200,124Federal Home Loan Mtg. Corp. 2.50 01/01/2028 150,270Federal Home Loan Mtg. Corp. 2.50 04/01/2028 300,304Federal Home Loan Mtg. Corp. 2.50 03/01/2031 210,088Federal Home Loan Mtg. Corp. 2.50 10/01/2032 2,835,168Federal Home Loan Mtg. Corp. 2.50 11/01/2032 1,361,571Federal Home Loan Mtg. Corp. 2.93 02/01/2037 8,298Federal Home Loan Mtg. Corp. 3.00 04/01/2043 383,999Federal Home Loan Mtg. Corp. 3.00 11/01/2046 4,781,468Federal Home Loan Mtg. Corp. 3.50 03/01/2042 227,322Federal Home Loan Mtg. Corp. 3.50 04/01/2042 446,528Federal Home Loan Mtg. Corp. 3.50 08/01/2042 419,839Federal Home Loan Mtg. Corp. 3.50 09/01/2043 35,025Federal Home Loan Mtg. Corp. 3.50 07/01/2045 4,076,491Federal Home Loan Mtg. Corp. 3.50 01/01/2046 376,500Federal Home Loan Mtg. Corp. 3.50 03/01/2046 731,357Federal Home Loan Mtg. Corp. 3.50 11/01/2047 1,707,472Federal Home Loan Mtg. Corp. 3.50 03/01/2048 10,744,088Federal Home Loan Mtg. Corp. 3.62 11/01/2037 93,773Federal Home Loan Mtg. Corp. 4.00 01/01/2046 246,060Federal Home Loan Mtg. Corp. 4.00 01/01/2047 63,767Federal Home Loan Mtg. Corp. 4.00 07/01/2049 2,575,070Federal Home Loan Mtg. Corp. 4.00 01/01/2050 2,585,679Federal Home Loan Mtg. Corp. 4.50 03/01/2023 10,977Federal Home Loan Mtg. Corp. 5.00 05/01/2034 51,525Federal Home Loan Mtg. Corp. 5.00 11/01/2043 41,786Federal Home Loan Mtg. Corp. 5.50 06/01/2022 4,595Federal Home Loan Mtg. Corp. 5.50 07/01/2035 14,888Federal Home Loan Mtg. Corp. 6.00 03/01/2040 42,795Federal Home Loan Mtg. Corp. 6.50 02/01/2036 8,547Federal Home Loan Mtg. Corp. 22,032Federal Home Loan Mtg. Corp. REMIC 3.00 09/15/2045 355,187Federal Home Loan Mtg. Corp. REMIC 3.50 11/15/2045 202,051Federal Home Loan Mtg. Corp. REMIC 6.63 09/15/2039 15,391Federal National Mtg. Assoc. 2.50 12/01/2026 441,163Federal National Mtg. Assoc. 2.50 08/01/2031 2,639,379Federal National Mtg. Assoc. 2.50 02/01/2032 1,006,510Federal National Mtg. Assoc. 2.50 04/01/2035 1,106,847Federal National Mtg. Assoc. 2.50 05/01/2050 2,103,318Federal National Mtg. Assoc. 2.50 06/01/2050 3,653,441Federal National Mtg. Assoc. 3.00 10/01/2027 139,560Federal National Mtg. Assoc. 3.00 12/01/2027 195,339Federal National Mtg. Assoc. 3.00 10/01/2030 250,379Federal National Mtg. Assoc. 3.00 02/01/2033 1,494,014Federal National Mtg. Assoc. 3.00 02/01/2033 2,300,175Federal National Mtg. Assoc. 3.00 11/01/2039 2,007,306Federal National Mtg. Assoc. 3.00 12/01/2042 110,288Federal National Mtg. Assoc. 3.00 12/01/2046 547,120Federal National Mtg. Assoc. 3.00 01/01/2047 2,707,058Federal National Mtg. Assoc. 3.00 04/01/2047 3,004,979Federal National Mtg. Assoc. 3.00 09/01/2048 4,324,926Federal National Mtg. Assoc. 3.00 11/01/2048 1,736,681Federal National Mtg. Assoc. 3.00 06/01/2049 3,459,697Federal National Mtg. Assoc. 3.00 03/01/2050 1,574,027Federal National Mtg. Assoc. 3.33 09/01/2035 82,044Federal National Mtg. Assoc. 3.39 05/01/2037 17,418Federal National Mtg. Assoc. 3.46 11/01/2036 31,467

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Federal National Mtg. Assoc. 3.50 09/01/2026 132,415Federal National Mtg. Assoc. 3.50 08/01/2027 25,881Federal National Mtg. Assoc. 3.50 10/01/2028 143,805Federal National Mtg. Assoc. 3.50 08/01/2042 131,365Federal National Mtg. Assoc. 3.50 08/01/2042 126,573Federal National Mtg. Assoc. 3.50 10/01/2045 413,840Federal National Mtg. Assoc. 3.50 11/01/2045 257,598Federal National Mtg. Assoc. 3.50 02/01/2046 365,475Federal National Mtg. Assoc. 3.50 07/01/2046 4,057,362Federal National Mtg. Assoc. 3.50 01/01/2047 652,250Federal National Mtg. Assoc. 3.50 12/01/2047 2,203,344Federal National Mtg. Assoc. 3.50 12/01/2047 4,524,943Federal National Mtg. Assoc. 3.50 04/01/2048 3,400,031Federal National Mtg. Assoc. 3.54 07/01/2039 68,239Federal National Mtg. Assoc. 3.68 08/01/2035 57,676Federal National Mtg. Assoc. 3.73 05/01/2040 87,513Federal National Mtg. Assoc. 3.75 10/01/2040 38,729Federal National Mtg. Assoc. 4.00 11/01/2025 57,702Federal National Mtg. Assoc. 4.00 03/01/2039 2,398,227Federal National Mtg. Assoc. 4.00 12/01/2040 24,942Federal National Mtg. Assoc. 4.00 01/01/2043 1,739,974Federal National Mtg. Assoc. 4.00 02/01/2045 2,334,442Federal National Mtg. Assoc. 4.00 06/01/2046 431,322Federal National Mtg. Assoc. 4.00 01/01/2047 18,419Federal National Mtg. Assoc. 4.00 05/01/2047 421,866Federal National Mtg. Assoc. 4.00 07/01/2047 2,714,436Federal National Mtg. Assoc. 4.00 08/01/2047 5,460,381Federal National Mtg. Assoc. 4.00 06/01/2048 2,989,305Federal National Mtg. Assoc. 4.00 09/01/2048 673,009Federal National Mtg. Assoc. 4.00 01/01/2049 2,168,878Federal National Mtg. Assoc. 4.00 01/01/2049 3,100,911Federal National Mtg. Assoc. 4.07 10/01/2040 19,466Federal National Mtg. Assoc. 4.13 10/01/2035 60,919Federal National Mtg. Assoc. 4.50 08/01/2045 3,508,237Federal National Mtg. Assoc. 4.50 11/01/2048 2,829,284Federal National Mtg. Assoc. 5.00 01/01/2023 11,981Federal National Mtg. Assoc. 5.00 04/01/2023 12,613Federal National Mtg. Assoc. 5.00 03/01/2037 7,303Federal National Mtg. Assoc. 5.00 05/01/2040 61,914Federal National Mtg. Assoc. 5.00 05/01/2040 85,906Federal National Mtg. Assoc. 5.00 06/01/2040 46,598Federal National Mtg. Assoc. 5.00 02/01/2045 465,438Federal National Mtg. Assoc. 5.50 08/01/2037 226,905Federal National Mtg. Assoc. 5.50 06/01/2038 24,724Federal National Mtg. Assoc. 6.00 02/01/2032 3,085Federal National Mtg. Assoc. 6.00 10/01/2034 116Federal National Mtg. Assoc. 6.00 09/01/2038 46,439Federal National Mtg. Assoc. 6.00 11/01/2038 13,782Federal National Mtg. Assoc. 6.00 06/01/2040 12,172Federal National Mtg. Assoc. 6.50 11/01/2037 41,540Federal National Mtg. Assoc. REMIC 3.00 12/25/2047 1,021,412Federal National Mtg. Assoc. REMIC 3.00 05/25/2048 1,981,637Federal National Mtg. Assoc. REMIC 3.00 05/25/2048 2,427,696Federative Republic of Brazil 5.00 01/27/2045 1,642,628FedEx Corp. Pass Through Trust 1.88 02/20/2034 408,750Financial & Risk US Holdings, Inc. 3.41 10/01/2025 367,904Finastra USA, Inc. coupon TBD 06/13/2024 354,065First Horizon Bank 5.75 05/01/2030 277,554First Niagara Financial Group, Inc. 7.25 12/15/2021 492,422First Quantum Minerals, Ltd. 7.25 04/01/2023 1,975,753FirstEnergy Corp. 7.38 11/15/2031 862,612Fiserv, Inc. 1.63 07/01/2030 594,626Fiserv, Inc. 4.40 07/01/2049 186,627FMG Resources August 2006 Pty, Ltd. 4.50 09/15/2027 1,918,320Ford Foundation 2.82 06/01/2070 259,151Ford Motor Co. 6.63 10/01/2028 2,007,137Ford Motor Co. 7.45 07/16/2031 337,811Ford Motor Credit Co. LLC 5.13 06/16/2025 343,275Form Technologies LLC 4.25 01/28/2022 312,997Freeport-McMoRan, Inc. 4.13 03/01/2028 1,115,376

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Freeport-McMoRan, Inc. 4.25 03/01/2030 998,829Freeport-McMoRan, Inc. 4.38 08/01/2028 736,909Freeport-McMoRan, Inc. 4.63 08/01/2030 744,560Froneri US, Inc. 2.41 01/29/2027 155,306Front Range BidCo., Inc. 6.13 03/01/2028 1,811,005Frontdoor, Inc. 6.75 08/15/2026 567,423Gates Global LLC 3.75 04/01/2024 289,531GATX Corp. 4.00 06/30/2030 234,603GATX Corp. 4.35 02/15/2024 426,477GE Capital Funding LLC 4.40 05/15/2030 477,486GE Capital International Funding Co. ULC 4.42 11/15/2035 619,527General Electric Co. 1.88 05/28/2027 587,314General Electric Co. 4.35 05/01/2050 116,159General Motors Co. 6.80 10/01/2027 291,030General Motors Financial Co., Inc. 0.20 09/02/2022 1,469,335General Motors Financial Co., Inc. 2.75 06/20/2025 295,090Genesis Energy LP/Genesis Energy Finance Corp. 5.63 06/15/2024 2,387,894Genesis Energy LP/Genesis Energy Finance Corp. 6.00 05/15/2023 728,500Genesis Energy LP/Genesis Energy Finance Corp. 6.50 10/01/2025 578,906Georgia-Pacific LLC 2.30 04/30/2030 328,632Georgia-Pacific LLC 3.73 07/15/2023 491,569Georgia-Pacific LLC 5.40 11/01/2020 136,678GFL Environmental, Inc. 4.00 05/30/2025 317,469GlaxoSmithKline Capital PLC 3.13 05/14/2021 8,176GlaxoSmithKline Capital, Inc. 3.38 05/15/2023 181,846Glencore Finance Europe, Ltd. 1.50 10/15/2026 535,563Globo Comunicacao e Participacoes SA 4.88 01/22/2030 691,250GLP Capital LP/GLP Financing II, Inc. 5.38 04/15/2026 713,724GM Financial Consumer Automobile Receivables Trust 2.13 03/16/2023 203,000GM Financial Consumer Automobile Receivables Trust 2.18 04/16/2024 135,212goeasy, Ltd. 5.38 12/01/2024 1,445,373Golden Nugget, Inc. 6.75 10/15/2024 387,800Golden Nugget, Inc. 8.75 10/01/2025 932,275Goldman Sachs Group, Inc. 0.88 01/21/2030 589,622Goldman Sachs Group, Inc. 2.35 11/15/2021 567,981Goldman Sachs Group, Inc. 3.50 11/16/2026 477,523Goldman Sachs Group, Inc. 3.80 03/15/2030 323,502Goldman Sachs Group, Inc. 6.75 10/01/2037 796,167Government National Mtg. Assoc. 2.50 05/20/2050 2,103,442Government National Mtg. Assoc. 2.50 06/20/2050 1,054,740Government National Mtg. Assoc. 3.00 03/20/2046 285,344Government National Mtg. Assoc. 3.00 04/20/2046 2,893,184Government National Mtg. Assoc. 3.00 05/20/2046 4,087,468Government National Mtg. Assoc. 3.00 09/20/2047 1,377,850Government National Mtg. Assoc. 3.00 05/20/2050 3,161,177Government National Mtg. Assoc. 3.50 07/20/2046 514,559Government National Mtg. Assoc. 3.50 03/20/2047 308,188Government National Mtg. Assoc. 4.00 03/20/2049 505,970Government National Mtg. Assoc. 4.50 10/20/2045 3,396,272Government National Mtg. Assoc. 4.50 04/20/2047 2,238,483Government of Jamaica 6.75 04/28/2028 1,392,600Government of Jamaica 7.88 07/28/2045 1,305,000Government of Ukraine 7.25 03/15/2033 530,750Government of Ukraine 7.75 09/01/2022 779,553Government of Ukraine 7.75 09/01/2023 1,607,970Government of Ukraine 7.75 09/01/2024 568,590Government of Ukraine 9.75 11/01/2028 2,452,120Graham Packaging Company, Inc. coupon TBD 08/06/2027 324,393Greeneden US Holdings II LLC 3.41 12/01/2023 370,353Griffon Corp. 5.75 03/01/2028 2,145,385GrubHub Holdings, Inc. 5.50 07/01/2027 2,500,825Grupo Aval, Ltd. 4.38 02/04/2030 1,974,510Grupo Bimbo SAB de CV 4.00 09/06/2049 218,951GW B-CR Security Corp. 9.50 11/01/2027 2,094,980H&E Equipment Services, Inc. 5.63 09/01/2025 2,238,688Halliburton Co. 2.92 03/01/2030 269,389Hanwha Energy USA Holdings Corp. 2.38 07/30/2022 431,764Harsco Corp. 5.75 07/31/2027 1,922,024HAT Holdings I LLC/HAT Holdings II LLC 5.25 07/15/2024 1,025,205HAT Holdings I LLC/HAT Holdings II LLC 6.00 04/15/2025 1,269,975

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Mineral Resources, Ltd. 8.13 05/01/2027 1,820,100Minerals Technologies, Inc. 5.00 07/01/2028 1,416,597Mitsubishi UFJ Financial Group, Inc. 2.19 02/25/2025 426,324Mizuho Financial Group, Inc. 2.56 09/13/2025 675,424Mohegan Tribal Gaming Authority 5.38 10/13/2023 342,437MoneyGram International, Inc. 7.00 06/30/2023 326,489Moog, Inc. 4.25 12/15/2027 1,175,634Morgan Stanley 3.62 04/01/2031 174,326Morgan Stanley 3.63 01/20/2027 927,900Morgan Stanley 5.00 11/24/2025 79,862Motion Finco SARL 4.32 11/12/2026 22,968MPH Acquisition Holdings LLC 3.75 06/07/2023 348,433MPH Acquisition Holdings LLC 7.13 06/01/2024 1,898,563MPT Operating Partnership LP/MPT Finance Corp. 5.00 10/15/2027 1,714,928MTRO Commercial Mtg. Trust 1.07 12/15/2033 544,739Murphy Oil USA, Inc. 4.75 09/15/2029 1,632,270Mylan, Inc. 4.55 04/15/2028 307,655MYOB US Borrower LLC 4.16 05/06/2026 310,677National Australia Bank, Ltd. 3.93 08/02/2034 225,640National Bank of Canada 2.15 10/07/2022 479,243National CineMedia LLC 5.88 04/15/2028 1,807,135National Rural Utilities Cooperative Finance Corp. 2.85 01/27/2025 811,182National Rural Utilities Cooperative Finance Corp. 4.75 04/30/2043 328,645National Westminster Bank PLC 1.72 10/29/2049 958,381NatWest Markets PLC 3.63 09/29/2022 404,596Navient Corp. 5.00 03/15/2027 574,500Navient Private Education Refi Loan Trust 1.22 07/15/2069 400,808NEP Group, Inc. 3.41 10/20/2025 359,666Nestle Holdings, Inc. 3.50 09/24/2025 382,932Netflix, Inc. 4.88 06/15/2030 3,103,584New York Community Bancorp, Inc. 5.90 11/06/2028 494,292New York Life Global Funding 1.95 09/28/2020 15,039Newmark Group, Inc. 6.13 11/15/2023 1,106,780NextEra Energy Operating Partners LP 4.25 07/15/2024 1,357,875NGPL PipeCo LLC 4.38 08/15/2022 295,571Nielsen Co. Luxembourg SARL 5.00 02/01/2025 841,541Nielsen Finance LLC 2.18 10/04/2023 372,433Nielsen Finance LLC/Nielsen Finance Co. 5.00 04/15/2022 1,531,710Nine Energy Service, Inc. 8.75 11/01/2023 916,780NiSource, Inc. 5.65 02/01/2045 260,781Nissan Motor Acceptance Corp. 2.65 07/13/2022 193,185NMI Holdings, Inc. 7.38 06/01/2025 1,206,692Noble Energy, Inc. 4.95 08/15/2047 247,638Noble Energy, Inc. 5.25 11/15/2043 366,524Norfolk Southern Corp. 4.10 05/15/2049 435,072NRG Yield Operating LLC 5.00 09/15/2026 756,149NSTAR Electric Co. 3.95 04/01/2030 338,754Nucor Corp. 2.70 06/01/2030 98,667Numericable Group SA 3.86 01/31/2026 132,049Numericable-SFR SA 7.38 05/01/2026 2,321,030Nutrien, Ltd. 3.95 05/13/2050 328,521NXP BV/NXP Funding LLC 3.40 05/01/2030 125,803Occidental Petroleum Corp. 6.45 09/15/2036 46,278Occidental Petroleum Corp. 7.50 05/01/2031 189,293OCI NV 5.25 11/01/2024 1,648,200Olin Corp. 9.50 06/01/2025 1,405,620OmGrid Funding, Ltd. 5.20 05/16/2027 471,192Omnicom Group, Inc. 2.45 04/30/2030 284,323Omnicom Group, Inc. 4.20 06/01/2030 80,864One Bryant Park Trust 2.52 09/15/2054 689,364ONEOK Partners LP 6.65 10/01/2036 194,568ONEOK, Inc. 3.10 03/15/2030 254,116ONEOK, Inc. 7.15 01/15/2051 144,902Optus Finance Pty, Ltd. 1.00 06/20/2029 911,505Oracle Corp. 2.95 11/15/2024 559,920Oriental Republic of Uruguay 4.38 01/23/2031 607,375Oriental Republic of Uruguay 4.98 04/20/2055 972,125Ortho-Clinical Diagnostics, Inc./Ortho-Clinical Diagnostics SA 7.25 02/01/2028 344,216Ortho-Clinical Diagnostics, Inc./Ortho-Clinical Diagnostics SA 7.38 06/01/2025 849,870Osum Production Corp. 8.50 07/31/2022 307,722

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Republic of Colombia 4.13 05/15/2051 634,125Republic of Colombia 5.00 06/15/2045 739,500Republic of Colombia 10.38 01/28/2033 1,911,000Republic of Costa Rica 6.13 02/19/2031 3,399,750Republic of Croatia 6.38 03/24/2021 786,600Republic of El Salvador 6.38 01/18/2027 755,650Republic of El Salvador 7.65 06/15/2035 1,432,000Republic of El Salvador 8.63 02/28/2029 222,413Republic of El Salvador 9.50 07/15/2052 1,963,775Republic of Georgia 6.88 04/12/2021 486,951Republic of Ghana 6.38 02/11/2027 922,500Republic of Ghana 6.38 02/11/2027 1,291,500Republic of Ghana 8.63 06/16/2049 1,327,500Republic of Ghana 8.75 03/11/2061 471,039Republic of Guatemala 4.90 06/01/2030 782,250Republic of Indonesia 4.13 01/15/2025 890,392Republic of Indonesia 7.75 01/17/2038 2,135,645Republic of Ireland 1.50 05/15/2050 1,017,059Republic of Italy 2.20 06/01/2027 2,973,821Republic of Italy 4.00 10/17/2049 291,224Republic of Italy 5.50 11/01/2022 2,471,065Republic of Ivory Coast 5.75 12/31/2032 2,486,290Republic of Ivory Coast 6.13 06/15/2033 2,535,000Republic of Ivory Coast 6.38 03/03/2028 1,018,700Republic of Kenya 6.88 06/24/2024 3,043,560Republic of Kenya 7.00 05/22/2027 1,721,563Republic of Kenya 8.25 02/28/2048 733,575Republic of Panama 3.87 07/23/2060 934,875Republic of Panama 3.88 03/17/2028 753,188Republic of Panama 4.50 04/01/2056 540,000Republic of Paraguay 4.95 04/28/2031 1,398,000Republic of Paraguay 5.40 03/30/2050 1,020,000Republic of South Africa 4.30 10/12/2028 883,036Republic of South Africa 4.88 04/14/2026 665,531Republic of Sri Lanka 5.75 04/18/2023 848,030Republic of Sri Lanka 6.20 05/11/2027 949,004Republic of Sri Lanka 6.25 07/27/2021 576,450Republic of Sri Lanka 6.75 04/18/2028 730,000Republic of Sri Lanka 7.55 03/28/2030 830,551Republic of Sri Lanka 7.55 03/28/2030 1,690,502Republic of Sri Lanka 7.55 03/28/2030 867,301Republic of the Philippines 2.95 05/05/2045 1,293,552Republic of the Philippines 3.75 01/14/2029 591,885Republic of Turkey 5.13 02/17/2028 1,059,960Republic of Turkey 5.75 05/11/2047 1,582,720Republic of Turkey 6.63 02/17/2045 1,375,074Republic of Turkey 6.88 03/17/2036 1,239,339Republic of Turkey 7.63 04/26/2029 1,286,828Ross Stores, Inc. 5.45 04/15/2050 378,505Royal Bank of Scotland Group PLC 1.75 03/02/2026 981,544Royal Bank of Scotland Group PLC 2.36 05/22/2024 536,401Royal Bank of Scotland Group PLC 3.75 11/01/2029 458,721Royal Bank of Scotland Group PLC 8.00 12/29/2049 276,238RP Crown Parent LLC 2.92 10/12/2023 138,161Rumo Luxembourg Sarl Company Guar 144a 01/28 5.25 5.25 01/10/2028 757,959Ryan Specialty Group LLC coupon TBD 06/29/2027 42,016Sabine Pass Liquefaction LLC 4.50 05/15/2030 233,022Sabra Health Care LP 5.13 08/15/2026 2,533,741Sabra Health Care LP/Sabra Capital Corp. 4.80 06/01/2024 182,564Saka Energi Indonesia PT 4.45 05/05/2024 945,502Santander Holdings USA, Inc. 3.45 06/02/2025 157,647Schlumberger Holdings Corp. 4.00 12/21/2025 295,209Scientific Games International, Inc. 3.61 08/14/2024 355,998Seagate HDD Cayman 4.75 01/01/2025 860,077Sealed Air Corp. 5.13 12/01/2024 1,068,100SeaWorld Parks & Entertainment, Inc. 3.75 03/31/2024 336,220SeaWorld Parks & Entertainment, Inc. 8.75 05/01/2025 1,586,963Sedgwick Claims Management Services, Inc. 3.41 12/31/2025 304,483SEI Holdings I Corp. 5.07 03/27/2021 137,820Shandong Iron & Steel Xinheng International Co., Ltd. 6.85 09/25/2022 614,687

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Shell International Finance BV 1.50 04/07/2028 515,777Shellpoint Co-Originator Trust 3.50 10/25/2047 542,213Shinhan Bank Co., Ltd. 4.00 04/23/2029 235,200Siemens Financieringsmaatschappij NV 3.25 05/27/2025 280,685Silgan Holdings, Inc. 4.75 03/15/2025 1,322,750Silversea Cruise Finance, Ltd. 7.25 02/01/2025 1,254,500Simon Property Group LP 3.80 07/15/2050 261,755Sirius XM Radio, Inc. 4.63 07/15/2024 1,216,215Six Flags Entertainment Corp. 5.50 04/15/2027 1,412,775Six Flags Theme Parks, Inc. 7.00 07/01/2025 139,530SK Telecom Co., Ltd. 3.75 04/16/2023 214,312Skandinaviska Enskilda Banken AB 2.50 05/28/2026 595,780Sky, Ltd. 2.50 09/15/2026 405,657Sky, Ltd. 2.50 09/15/2026 405,657Smithfield Foods, Inc. 2.65 10/03/2021 133,713Smithfield Foods, Inc. 4.25 02/01/2027 207,209Smithfield Foods, Inc. 5.20 04/01/2029 241,876Societe Generale SA 7.88 12/29/2049 586,126Solera LLC 2.91 03/03/2023 317,250Sonoco Products Co 3.13 05/01/2030 443,572Sophia LP 4.25 09/30/2022 336,033Sotheby's 6.50 01/15/2027 274,541Sotheby's 7.38 10/15/2027 2,338,150Southern California Edison Co. 3.65 02/01/2050 167,065SPIC Luxembourg Latin America Renewable Energy Investment Co. SARL 4.65 10/30/2023 702,360Spirit AeroSystems, Inc. 7.50 04/15/2025 2,061,914Springleaf Finance Corp. 5.38 11/15/2029 2,198,828Springleaf Finance Corp. 6.88 03/15/2025 1,285,125Sprint Corp. 7.63 03/01/2026 2,442,461Sprint Corp. 7.88 09/15/2023 5,100,520SS&C Technologies, Inc. 5.50 09/30/2027 1,133,880Standard Chartered PLC 4.64 04/01/2031 233,186Standard Industries, Inc. 5.00 02/15/2027 382,500Standard Industries, Inc. 6.00 10/15/2025 1,198,720Stanley Black & Decker, Inc. 3.40 03/01/2026 256,232Stanley Black & Decker, Inc. 4.00 03/15/2060 456,104Starfruit US HoldCo. LLC 3.18 10/01/2025 307,532Stars Group Holdings 3.81 07/10/2025 175,474Starwood Property Trust, Inc. 4.75 03/15/2025 1,724,800State of Qatar 3.40 04/16/2025 953,974State of Qatar 3.75 04/16/2030 1,057,608State of Qatar 4.40 04/16/2050 1,167,450State of Qatar 4.82 03/14/2049 4,425,535State of Qatar 5.10 04/23/2048 1,145,134State Street Institutional U.S. Government Money Market Fund, Premier Class 38,612,850Steel Dynamics, Inc. 3.25 01/15/2031 101,608Steel Dynamics, Inc. 3.45 04/15/2030 319,628Stryker Corp. 1.00 12/03/2031 1,226,740STS Operating, Inc. 5.25 12/11/2024 330,794Sultanate of Oman 4.75 06/15/2026 1,052,482Sultanate of Oman 5.38 03/08/2027 1,513,328Sultanate of Oman 6.00 08/01/2029 644,300Sultanate of Oman 6.75 01/17/2048 1,593,130SunCoke Energy Partners LP/SunCoke Energy Partners Finance Corp. 7.50 06/15/2025 1,932,920Sunshine Luxembourg VII SARL 5.32 10/01/2026 332,165SunTrust Bank 3.50 08/02/2022 7,198Synchrony Financial 4.50 07/23/2025 1,188,814Synovus Bank 2.29 02/10/2023 254,484Sysco Corp. 2.40 02/15/2030 269,852Sysco Corp. 5.95 04/01/2030 271,495Sysco Corp. 6.60 04/01/2040 397,255Sysco Corp. 6.60 04/01/2050 166,607Takeda Pharmaceutical Co., Ltd. 3.18 07/09/2050 309,884Talen Energy Supply LLC 6.63 01/15/2028 791,254Talen Energy Supply LLC 7.25 05/15/2027 1,292,720Targa Resources Partners LP/Targa Resources Partners Finance Corp. 5.00 01/15/2028 124,440Team Health Holdings, Inc. 3.75 02/06/2024 148,556Tech Data Corp. 3.67 06/30/2025 275,374Tech Data Corp. coupon TBD 06/30/2025 303,374Teck Resources, Ltd. 3.90 07/15/2030 194,484

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Teck Resources, Ltd. 6.25 07/15/2041 150,026Telecom Italia Capital SA 7.72 06/04/2038 306,852Telefonica Emisiones SA 5.45 10/08/2029 698,417Telefonica Emisiones SAU 4.67 03/06/2038 375,956Telesat Canada/Telesat LLC 4.88 06/01/2027 579,565Telesat Canada/Telesat LLC 6.50 10/15/2027 2,294,050Tempo Acquisition LLC 2.91 05/01/2024 364,659Tempo Acquisition LLC/Tempo Acquisition Finance Corp. 5.75 06/01/2025 337,853Tempo Acquisition LLC/Tempo Acquisition Finance Corp. 6.75 06/01/2025 1,306,113Tenet Healthcare Corp. 4.63 07/15/2024 1,984,125Termocandelaria Power, Ltd. 7.88 01/30/2029 1,051,260Terrier Media Buyer, Inc. 4.41 12/17/2026 399,426Terrier Media Buyer, Inc. 8.88 12/15/2027 1,148,000Tesco Corp.orate Treasury Services PLC 0.88 05/29/2026 492,565Tesla, Inc. 5.30 08/15/2025 1,018,440TI Group Automotive Systems LLC 3.25 06/30/2022 432,763Time Warner Cable LLC 6.55 05/01/2037 516,257TJX Cos, Inc. 3.75 04/15/2027 307,501T-Mobile USA, Inc. 3.16 04/01/2027 189,536T-Mobile USA, Inc. 3.88 04/15/2030 511,927T-Mobile USA, Inc. 4.38 04/15/2040 147,730T-Mobile USA, Inc. 6.38 03/01/2025 569,730Toll Brothers Finance Corp. 4.35 02/15/2028 228,408Total Capital International SA 3.46 07/12/2049 162,900Toyota Auto Loan Extended Note Trust 2.56 11/25/2031 454,027Toyota Auto Receivables Owner Trust 3.13 02/15/2024 209,927Transcontinental Gas Pipe Line Co. LLC 3.25 05/15/2030 218,241Travelport Finance Luxembourg SARL 6.07 05/29/2026 282,000Trimble, Inc. 4.75 12/01/2024 35,461Trimble, Inc. 4.90 06/15/2028 573,997Trivium Packaging Finance BV 8.50 08/15/2027 1,943,625Truist Bank 2.25 03/11/2030 354,980Truist Bank 2.64 09/17/2029 255,222Trust Fibro Uno 6.39 01/15/2050 1,012,500Tullow Oil PLC 6.25 04/15/2022 350,000Tutor Perini Corp. 6.88 05/01/2025 1,603,723UBS AG 1.75 04/21/2022 293,020UBS AG 4.75 02/12/2026 900,620UBS Group Funding Switzerland AG 3.49 05/23/2023 307,017Ultimate Software Group, Inc. 3.91 05/04/2026 262,469Ultimate Software Group, Inc. 4.75 05/04/2026 55,731Ultimate Software Group, Inc. 7.50 05/03/2027 93,419Unibail-Rodamco-Westfield SE 2.13 12/31/2099 1,523,090UniCredit SpA 1.63 07/03/2025 1,167,056UniCredit SpA 5.46 06/30/2035 627,907UniCredit SpA 6.57 01/14/2022 400,755Union Electric Co 2.95 06/15/2027 309,774United Kingdom Gilt Treasury 1.50 07/22/2026 430,612United Kingdom Gilt Treasury 4.50 09/07/2034 618,314United Mexican States 4.50 04/22/2029 286,110United Mexican States 4.50 01/31/2050 922,130United Mexican States 4.75 03/08/2044 234,016United Mexican States 5.00 04/27/2051 1,474,200United Parcel Service, Inc. 3.90 04/01/2025 224,948United States Treasury Notes 1.38 08/31/2020 135,130United States Treasury Notes 1.38 01/31/2025 526,426United States Treasury Notes 1.63 12/15/2022 440,174UnitedHealth Group, Inc. 1.25 01/15/2026 377,883UnitedHealth Group, Inc. 3.13 05/15/2060 208,737UnitedHealth Group, Inc. 3.75 07/15/2025 253,762Univar USA, Inc. 2.41 07/01/2024 265,138Univision Communications, Inc. 5.13 02/15/2025 661,540Univision Communications, Inc. 6.63 06/01/2027 1,965,488Univision Communications, Inc. 9.50 05/01/2025 127,823Unum Group 4.50 03/15/2025 131,365Upjohn, Inc. 4.00 06/22/2050 202,686US Foods, Inc. 6.25 04/15/2025 1,581,938US Silica Co. 5.00 05/01/2025 359,676USA Compression Partners LP/USA Compression Finance Corp. 6.88 04/01/2026 1,692,275USIC Holdings, Inc. 4.25 12/08/2023 285,047

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Valeant Pharmaceuticals International, Inc. 6.13 04/15/2025 2,085,650Varsity Brands Holding Co., Inc. 4.50 12/15/2024 315,721Venture Holdings Co. LLC 11.00 06/01/2049 0VEREIT Operating Partnership LP 3.40 01/15/2028 124,532Verizon Communications, Inc. 2.50 04/08/2031 442,278Verizon Communications, Inc. 3.15 03/22/2030 253,682Verizon Communications, Inc. 4.27 01/15/2036 184,941Verizon Communications, Inc. 4.40 11/01/2034 193,281Verizon Communications, Inc. 5.25 03/16/2037 564,395Verizon Owner Trust 3.20 09/20/2022 101,457Verra Mobility Corp. 3.56 02/28/2025 389,385Vertafore, Inc. 3.41 07/02/2025 139,648Vertafore, Inc. 7.41 07/02/2026 213,046Vertical US Newco, Inc. coupon TBD 07/01/2027 359,285Viacom, Inc. 4.38 03/15/2043 851,052ViacomCBS, Inc. 4.95 01/15/2031 120,302ViacomCBS, Inc. 4.95 05/19/2050 305,129VICI Properties LP/VICI Note Co., Inc. 3.75 02/15/2027 495,690Viking Cruises, Ltd. 5.88 09/15/2027 777,165Viking Cruises, Ltd. 6.25 05/15/2025 206,455Viking Cruises, Ltd. 13.00 05/15/2025 204,506Vistra Operations Co. LLC 5.00 07/31/2027 1,658,895VMware, Inc. 4.70 05/15/2030 310,991Vodafone Group PLC 4.88 06/19/2049 190,558Vodafone Group PLC 5.25 05/30/2048 246,107Volkswagen Auto Loan Enhanced Trust 1.26 08/20/2026 347,012Volkswagen Auto Loan Enhanced Trust 3.33 02/20/2025 157,798Volkswagen Group of America Finance LLC 3.35 05/13/2025 629,714Volkswagen International Finance NV 3.38 12/31/2099 700,596Volkswagen International Finance NV 3.75 03/29/2049 1,006,865Voya Financial, Inc. 4.70 01/23/2048 216,910VS Buyer LLC 3.42 02/28/2027 42,737Vulcan Materials Co. 3.50 06/01/2030 194,247Walgreens Boots Alliance, Inc. 4.10 04/15/2050 404,942Walmart, Inc. 2.55 04/11/2023 443,989Walt Disney Co. 3.50 05/13/2040 425,179Wand NewCo. 3, Inc. 4.07 02/05/2026 237,239Waterford Gaming LLC/Waterford Gaming Financial Corp. 8.63 09/15/2014 1,811Wells Fargo & Co. 2.39 06/02/2028 282,852Wells Fargo & Co. 3.07 04/30/2041 490,445Wells Fargo & Co. 4.30 07/22/2027 1,106,105Wells Fargo & Co. 5.01 04/04/2051 271,546Wells Fargo & Co. 5.95 12/15/2036 172,828Welltower, Inc. 2.75 01/15/2031 209,252WESCO Distribution, Inc. 7.13 06/15/2025 644,168Wesco Distribution, Inc. 7.25 06/15/2028 875,093West Corp. 4.50 10/10/2024 338,206Westlake Chemical Corp. 1.63 07/17/2029 476,677Westlake Chemical Corp. 1.63 07/17/2029 574,310Westlake Chemical Corp. 3.38 06/15/2030 505,221Whatabrands Llc 2020 Term Loan B 2.92 07/31/2026 317,446William Morris Endeavor Entertainment LLC 2.92 05/18/2025 1,370,472Williams Cos., Inc. 5.75 06/24/2044 526,128Willis North America, Inc. 3.88 09/15/2049 239,885Willis North America, Inc. 5.05 09/15/2048 249,537Winnebago Industries, Inc. 6.25 07/15/2028 191,408Wintershall Dea Finance B.V. 1.33 09/25/2028 1,015,254Wok Holdings, Inc. 6.67 03/01/2026 236,129World Financial Network Credit Card Master Trust 2.71 07/15/2026 249,461Wyndham Destinations, Inc. 6.63 07/31/2026 891,889Wyndham Worldwide Corp. 5.75 04/01/2027 1,386,000Xylem, Inc. 1.95 01/30/2028 566,542Yara International ASA 3.15 06/04/2030 135,009Yingde Gases Investment, Ltd. 6.25 01/19/2023 517,089Zayo Group Holdings, Inc. 3.16 03/09/2027 299,958Zions Bancorp NA 3.25 10/29/2029 479,669

Forward Foreign Currency Contracts

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Description Settlement Date

Unrealized Appreciation

(Depreciation) ($) SOLD EUR/BOUGHT USD 9/24/2020 (1,220,959) SOLD EUR/BOUGHT USD 11/19/2020 (423,390) SOLD GBP/BOUGHT USD 9/24/2020 (209,585)

VALIC Company II - U.S. Socially Responsible Fund - (unaudited)July 31, 2020

Security Coupon(%) Maturity Date Market Value ($)AbbVie, Inc. 6,083,541ABIOMED, Inc. 248,950Activision Blizzard, Inc. 2,009,148Adobe, Inc. 9,903,448Advanced Micro Devices, Inc. 3,573,704AES Corp. 154,767Aflac, Inc. 2,515,902Agilent Technologies, Inc. 2,176,962Air Products & Chemicals, Inc. 3,496,599Akamai Technologies, Inc. 458,980Alexion Pharmaceuticals, Inc. 918,208Align Technology, Inc. 595,279Alliant Energy Corp. 987,663Allstate Corp. 2,431,109Alphabet, Inc., Class A 34,355,278Amcor PLC 600,037American Airlines Group, Inc. 80,264American Express Co. 4,221,797American Tower Corp. 5,153,827American Water Works Co., Inc. 3,557,307AMETEK, Inc. 1,240,971Amgen, Inc. 6,654,535Amphenol Corp., Class A 494,957Analog Devices, Inc. 1,772,021Aon PLC, Class A 1,921,885Apache Corp. 47,585Applied Materials, Inc. 2,221,894Autodesk, Inc. 1,960,005Automatic Data Processing, Inc. 3,335,908AutoZone, Inc. 141,268AvalonBay Communities, Inc. 46,855Baker Hughes Co. 350,244Ball Corp. 1,217,251Bank of New York Mellon Corp. 2,698,465Baxter International, Inc. 3,197,788Best Buy Co., Inc. 559,098Biogen, Inc. 2,058,527BlackRock, Inc. 5,603,472Booking Holdings, Inc. 4,953,147Bristol-Myers Squibb Co. CVR 107,395Broadcom, Inc. 4,811,116Cabot Oil & Gas Corp. 413,457Campbell Soup Co. 457,035Caterpillar, Inc. 4,093,368Cboe Global Markets, Inc. 455,777Centene Corp. 2,832,698Cerner Corp. 949,659CF Industries Holdings, Inc. 81,834Charles Schwab Corp. 2,098,130Chubb, Ltd. 4,235,820Cintas Corp. 386,092Cisco Systems, Inc. 10,320,693Citizens Financial Group, Inc. 335,506Citrix Systems, Inc. 603,732Clorox Co. 731,762CME Group, Inc. 3,057,546CMS Energy Corp. 1,872,002

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Colgate-Palmolive Co. 3,845,641Concho Resources, Inc. 760,044Consolidated Edison, Inc. 4,973,206Cooper Cos., Inc. 908,205Corning, Inc. 317,936Coty, Inc., Class A 71,065Crown Castle International Corp. 3,501,200CSX Corp. 2,548,336Cummins, Inc. 1,903,804Danaher Corp. 9,319,366DaVita, Inc. 1,784,766Deere & Co. 3,278,484Delta Air Lines, Inc. 1,185,126DENTSPLY SIRONA, Inc. 531,364Devon Energy Corp. 291,937DexCom, Inc. 1,931,620Diamondback Energy, Inc. 430,089Digital Realty Trust, Inc. 925,834Discovery, Inc., Class A 812,561DISH Network Corp., Class A 616,159Dollar General Corp. 2,565,450Domino's Pizza, Inc. 403,621E*TRADE Financial Corp. 438,094Eaton Corp. PLC 3,591,186eBay, Inc. 4,925,172Ecolab, Inc. 2,961,851Electronic Arts, Inc. 1,297,098Emerson Electric Co. 3,057,279EOG Resources, Inc. 1,698,313Equinix, Inc. 2,069,740Equity Residential 399,061Estee Lauder Cos., Inc., Class A 2,732,768Eversource Energy 3,748,173Expedia Group, Inc. 871,830Fastenal Co. 962,768Fidelity National Information Services, Inc. 4,812,282First Republic Bank 560,488FirstEnergy Corp. 1,260,717Fiserv, Inc. 3,455,728Fixed Income Clearing Corp. Repurchase Agreement 0.00 08/03/2020 7,769,000Fortinet, Inc. 335,101Fortive Corp. 1,185,369Franklin Resources, Inc. 482,024General Mills, Inc. 2,621,466Genuine Parts Co. 846,689Gilead Sciences, Inc. 4,037,399Hanesbrands, Inc. 162,085Hartford Financial Services Group, Inc. 201,232HCA Healthcare, Inc. 3,439,036Henry Schein, Inc. 1,605,533Hess Corp. 1,058,359Hewlett Packard Enterprise Co. 4,084,088HollyFrontier Corp. 411,483Hologic, Inc. 1,375,154Home Depot, Inc. 10,780,221Hormel Foods Corp. 1,302,575HP, Inc. 3,611,301Humana, Inc. 4,308,709IDEXX Laboratories, Inc. 1,282,346IHS Markit, Ltd. 1,674,259Illinois Tool Works, Inc. 5,037,093Illumina, Inc. 2,128,249Incyte Corp. 747,021Ingersoll Rand, Inc. 302,095Intercontinental Exchange, Inc. 4,079,954International Flavors & Fragrances, Inc. 413,620International Paper Co. 1,030,445Interpublic Group of Cos., Inc. 171,565Intuit, Inc. 3,236,799Invesco, Ltd. 166,634

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IQVIA Holdings, Inc. 1,563,943J.M. Smucker Co. 933,630Johnson Controls International PLC 1,695,814Kellogg Co. 1,402,636Keysight Technologies, Inc. 453,501Kimberly-Clark Corp. 2,271,174Kinder Morgan, Inc. 2,695,568KLA Corp. 619,473Kraft Heinz Co. 2,580,632Kroger Co. 1,924,165Laboratory Corp. of America Holdings 2,835,731Lam Research Corp. 1,662,144Lamb Weston Holdings, Inc. 16,882Linde PLC 5,906,661Live Nation Entertainment, Inc. 163,882LKQ Corp. 404,470Loews Corp. 458,256Lowe's Cos., Inc. 4,401,631LyondellBasell Industries NV, Class A 154,862M&T Bank Corp. 347,622Marathon Oil Corp. 459,140MarketAxess Holdings, Inc. 722,347Marsh & McLennan Cos., Inc. 3,038,479Martin Marietta Materials, Inc. 762,837Mastercard, Inc., Class A 12,239,694McCormick & Co., Inc. 1,527,431Mettler-Toledo International, Inc. 770,440Microchip Technology, Inc. 569,485Micron Technology, Inc. 2,208,927Microsoft Corp. 52,769,574Monster Beverage Corp. 1,420,253Moody's Corp. 4,830,484Motorola Solutions, Inc. 1,079,256MSCI, Inc. 2,842,785Nasdaq, Inc. 1,053,106National Oilwell Varco, Inc. 255,073NetApp, Inc. 1,962,889Netflix, Inc. 8,942,104Nielsen Holdings PLC 104,286NiSource, Inc. 269,488Noble Energy, Inc. 146,004Norfolk Southern Corp. 2,224,831Northern Trust Corp. 1,177,130NortonLifeLock, Inc. 243,136Nucor Corp. 1,589,486NVIDIA Corp. 10,557,430Occidental Petroleum Corp. 830,049Occidental Petroleum Corp. 0Omnicom Group, Inc. 1,255,455ONEOK, Inc. 923,626O'Reilly Automotive, Inc. 1,377,719Otis Worldwide Corp. 963,812PACCAR, Inc. 2,300,563Packaging Corp. of America 408,702Parker-Hannifin Corp. 1,373,927Paychex, Inc. 1,223,000PayPal Holdings, Inc. 9,760,365PepsiCo, Inc. 13,649,815PerkinElmer, Inc. 314,636Perrigo Co. PLC 916,557Pioneer Natural Resources Co. 1,034,427PNC Financial Services Group, Inc. 4,689,107PPG Industries, Inc. 1,163,374PPL Corp. 1,322,082Procter & Gamble Co. 16,706,786Progressive Corp. 2,240,703Prologis, Inc. 3,930,796Prudential Financial, Inc. 2,245,833Public Storage 999,600PVH Corp. 88,805

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QUALCOMM, Inc. 5,670,412Quest Diagnostics, Inc. 3,108,513Ralph Lauren Corp. 252,901Regeneron Pharmaceuticals, Inc. 2,446,111Regions Financial Corp. 57,992Republic Services, Inc. 1,157,284ResMed, Inc. 1,430,328Rockwell Automation, Inc. 1,119,494Roper Technologies, Inc. 4,498,345Ross Stores, Inc. 1,143,293S&P Global, Inc. 7,435,457salesforce.com, Inc. 6,063,342SBA Communications Corp. 753,304Schlumberger, Ltd. 1,643,212Seagate Technology PLC 3,121,808ServiceNow, Inc. 2,299,651Southwest Airlines Co. 1,877,432Stanley Black & Decker, Inc. 941,998Starbucks Corp. 4,777,309State Street Corp. 1,632,450STERIS PLC 689,761Stryker Corp. 3,470,895Synopsys, Inc. 444,659T. Rowe Price Group, Inc. 1,969,168Take-Two Interactive Software, Inc. 316,723Target Corp. 2,758,031TE Connectivity, Ltd. 595,789TechnipFMC PLC 104,253Teleflex, Inc. 1,074,901Texas Instruments, Inc. 7,063,209Thermo Fisher Scientific, Inc. 9,368,930Tiffany & Co. 531,526TJX Cos., Inc. 3,230,243Trane Technologies PLC 1,212,335Travelers Cos., Inc. 2,397,786Truist Financial Corp. 3,896,477Twitter, Inc. 888,597Under Armour, Inc., Class C 125,724United Airlines Holdings, Inc. 354,343United Parcel Service, Inc., Class B 5,096,389United Rentals, Inc. 123,208United States Treasury Bills 0.12 10/08/2020 1,699,688United States Treasury Bills 0.15 10/01/2020 549,910US Bancorp 4,881,668Valero Energy Corp. 1,364,590Varian Medical Systems, Inc. 425,876VeriSign, Inc. 1,033,210Verisk Analytics, Inc. 3,322,240Verizon Communications, Inc. 15,149,659Vertex Pharmaceuticals, Inc. 3,401,360Visa, Inc., Class A 15,657,925Vulcan Materials Co. 851,530Walgreens Boots Alliance, Inc. 1,937,430Walt Disney Co. 9,103,662Waste Management, Inc. 2,728,602Waters Corp. 780,982WEC Energy Group, Inc. 5,263,306Western Digital Corp. 1,700,812Westinghouse Air Brake Technologies Corp. 400,317WestRock Co. 696,265Williams Cos., Inc. 1,927,214Willis Towers Watson PLC 819,249WW Grainger, Inc. 572,404Xerox Holdings Corp. 1,106,726Xilinx, Inc. 765,728Yum! Brands, Inc. 1,646,548Zoetis, Inc. 6,792,837

Futures Contracts

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Description Type Expiration Month

Unrealized Appreciation

(Depreciation) ($)S&P 500 E-Mini Index Long September 2020 (139,039)

-------------------------------------------------

AUD — Australian DollarBRL — Brazilian RealCAD — Canadian DollarCHF — Switzerland FrancCLP — Chilean PesoCNY — Yuan RenminbiCOP – Colombian PesoCRC – Costa Rican ColonCZK – Czech KorunaDKK — Danish KroneDOP – Dominican PesoEUR — Euro CurrencyGBP — Pound SterlingHKD — Hong Kong DollarHUF — Hungarian ForintIDR — Indonesian RupiahILS — Israeli ShekelINR — Indian RupeeJPY — Japanese YenKRW — South Korean WonKZT – Kazakhstani TengeMXN — Mexican PesoMYR — Malaysian RinggitNGN – Nigerian NairaNOK — Norwegian KronePHP — Philippine PesoPLN — Polish ZlotyRON – Romanian LeuRSD – Serbian DinarRUB — Russian RubleSEK — Swedish KronaSGD — Singapore DollarTRY — Turkish LiraUSD — United States DollarUYU – Uruguayan PesoZAR — South African Rand

Holdings subject to change without notice.

TIPS — Treasury Inflation Protected SecurityULC — Unlimited Liability Corp.VRDN — Variable Rate Demand NoteVVPR — Reduced tax rate shares

REMIC — Real Estate Mortgage Investment ConduitRSP — Risparmio Savings SharesSDR — Swedish Depositary ReceiptSTIF — Short-Term Index FundTBA — Securities purchased on a forward commitment basis with an approximate principal amount and no definite maturity date. The actual principal amount and maturity date will be determined upon settlement date.

TBD — Senior loan purchased on a when-issued or delayed-delivery basis. Certain details associated with this purchase are not known prior to the settlement date of the transaction. In addition, senior loans typically trade without accrued interest and therefore a coupon rate is not available prior to the settlement.

ADR — American Depositary ReceiptCVA — Certification Van Aandelen (Dutch Cert.)CVR — Contingent Value RecoveryFDR — Federal Depositary ReceiptGDR — Global Depositary ReceiptNVDR — Non-Voting Depositary Receipt

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A funds’ portfolio holdings are unaudited and may not be representative of current or future investments. A funds’ portfolio holdings should not be reliedupon in making investment decisions and should not be construed as research or investment advice regarding particular securities. An investment in amoney market fund is not insured or guaranteed by the Federal Deposit Insurance Corporation (FDIC) or any other government agency. While a moneymarket fund seeks to preserve the value of your investment at $1 per share, it is possible to lose money while investing in the fund.

To obtain a prospectus for the funds listed above, visit www.valic.com or call 1-800-428-2542. The prospectus contains the investmentobjectives, 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 OxnardStreet, Suite 750, Woodland Hills, CA 91367-4997.