Page 1 of 58 - VALIC Corp. 1,260,134 Paychex, Inc. 568,616 PepsiCo, Inc. 2,040,661 Perrigo Co....
Transcript of Page 1 of 58 - VALIC Corp. 1,260,134 Paychex, Inc. 568,616 PepsiCo, Inc. 2,040,661 Perrigo Co....
VALIC Company II - Aggressive Growth Lifestyle Fund - (unaudited)
June 30, 2013
Security Coupon(%) Maturity Date Market Value ($)
VALIC Co. I Blue Chip Growth Fund 14,829,079
VALIC Co. I Capital Conservation Fund 2,823,633
VALIC Co. I Dividend Value Fund 35,475,746
VALIC Co. I Emerging Economies Fund 46,889,422
VALIC Co. I Foreign Value Fund 4,560,022
VALIC Co. I Global Real Estate Fund 23,690,912
VALIC Co. I Government Securities Fund 3,761,909
VALIC Co. I International Equities Fund 13,354,719
VALIC Co. I International Growth Fund 8,130,526
VALIC Co. I Mid Cap Index Fund 17,332,873
VALIC Co. I Mid Cap Strategic Growth Fund 1,501,280
VALIC Co. I Nasdaq-100 Index Fund 11,021,682
VALIC Co. I Science & Technology Fund 11,095,204
VALIC Co. I Small Cap Index Fund 8,872,453
VALIC Co. I Small Cap Special Values Fund 8,985,579
VALIC Co. I Stock Index Fund 56,670,715
VALIC Co. I Value Fund 2,144,153
VALIC Co. II Capital Appreciation Fund 12,479,873
VALIC Co. II Core Bond Fund 19,651,458
VALIC Co. II High Yield Bond Fund 7,186,843
VALIC Co. II Large Cap Value Fund 5,723,973
VALIC Co. II Mid Cap Growth Fund 4,793,206
VALIC Co. II Mid Cap Value Fund 31,942,417
VALIC Co. II Small Cap Growth Fund 5,210,325
VALIC Co. II Small Cap Value Fund 19,314,399
VALIC Co. II Strategic Bond Fund 6,880,176
VALIC Company II - Capital Appreciation Fund - (unaudited)
June 30, 2013
Security Coupon(%) Maturity Date Market Value ($)
Adobe Systems, Inc. 986,830
Alexion Pharmaceuticals, Inc. 736,998
Amazon.com, Inc. 1,107,983
Ameriprise Financial, Inc. 500,647
Amgen, Inc. 894,846
Analog Devices, Inc. 903,002
Biogen Idec, Inc. 987,768
Bristol-Myers Squibb Co. 1,077,029
Broadcom Corp., Class A 707,947
Celgene Corp. 917,744
Citrix Systems, Inc. 448,252
Coca-Cola Enterprises, Inc. 873,374
Cummins, Inc. 1,029,285
CVS Caremark Corp. 722,755
Danaher Corp. 1,124,208
Delphi Automotive PLC 847,537
Discover Financial Services 547,860
Dollar General Corp. 420,586
Eastman Chemical Co. 653,893
Eaton Corp. PLC 1,189,845
Eli Lilly & Co. 577,651
EMC Corp. 900,158
EOG Resources, Inc. 928,344
Euro Time Deposit with State Street Bank and Trust Co. 0.01 07/01/2013 1,119,000
Facebook, Inc., Class A 723,426
FedEx Corp. 834,973
Fluor Corp. 878,974
Gilead Sciences, Inc. 1,310,464
Google, Inc., Class A 2,597,092
Home Depot, Inc. 1,451,013
Illumina, Inc. 452,034
IntercontinentalExchange, Inc. 796,365
International Business Machines Corp. 2,413,719
Intuit, Inc. 704,286
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Juniper Networks, Inc. 865,667
Kraft Foods Group, Inc. 626,470
Las Vegas Sands Corp. 768,544
LinkedIn Corp., Class A 700,719
Martin Marietta Materials, Inc. 470,448
Mastercard, Inc., Class A 1,539,660
McKesson Corp. 1,030,500
Michael Kors Holdings, Ltd. 545,776
Mondelez International, Inc., Class A 620,528
Monsanto Co. 1,011,712
Moody's Corp. 609,909
National Oilwell Varco, Inc. 629,057
News Corp., Class A 954,528
NIKE, Inc., Class B 706,211
Nordstrom, Inc. 470,529
Onyx Pharmaceuticals, Inc. 507,897
Oracle Corp. 1,260,134
Paychex, Inc. 568,616
PepsiCo, Inc. 2,040,661
Perrigo Co. 402,930
Philip Morris International, Inc. 1,801,696
Precision Castparts Corp. 1,347,020
priceline.com, Inc. 1,042,184
PVH Corp. 800,320
QUALCOMM, Inc. 1,171,514
Salesforce.com, Inc. 834,997
Schlumberger, Ltd. 1,294,180
Starbucks Corp. 1,048,495
T. Rowe Price Group, Inc. 741,010
Texas Instruments, Inc. 1,188,021
Under Armour, Inc., Class A 774,439
Union Pacific Corp. 1,504,230
Urban Outfitters, Inc. 616,975
Vertex Pharmaceuticals, Inc. 448,869
Viacom, Inc., Class B 1,003,738
Wal-Mart Stores, Inc. 1,292,402
Whole Foods Market, Inc. 1,055,340
Xilinx, Inc. 770,415
VALIC Company II - Conservative Growth Lifestyle Fund - (unaudited)
June 30, 2013
Security Coupon(%) Maturity Date Market Value ($)
VALIC Co. I Blue Chip Growth Fund 5,114,460
VALIC Co. I Capital Conservation Fund 7,201,301
VALIC Co. I Dividend Value Fund 10,368,355
VALIC Co. I Emerging Economies Fund 19,806,462
VALIC Co. I Foreign Value Fund 2,266,848
VALIC Co. I Global Real Estate Fund 7,338,733
VALIC Co. I Government Securities Fund 5,721,146
VALIC Co. I Inflation Protected Fund 11,678,108
VALIC Co. I International Equities Fund 2,578,486
VALIC Co. I International Growth Fund 1,651,087
VALIC Co. I Mid Cap Index Fund 7,740,377
VALIC Co. I Nasdaq-100 Index Fund 2,722,753
VALIC Co. I Science & Technology Fund 2,293,429
VALIC Co. I Small Cap Index Fund 3,971,687
VALIC Co. I Small Cap Special Values Fund 1,679,748
VALIC Co. I Stock Index Fund 27,092,649
VALIC Co. I Value Fund 621,056
VALIC Co. II Capital Appreciation Fund 2,579,422
VALIC Co. II Core Bond Fund 52,664,164
VALIC Co. II High Yield Bond Fund 19,378,259
VALIC Co. II Large Cap Value Fund 1,934,158
VALIC Co. II Mid Cap Growth Fund 907,061
VALIC Co. II Mid Cap Value Fund 10,599,821
VALIC Co. II Small Cap Growth Fund 365,184
VALIC Co. II Small Cap Value Fund 4,988,842
VALIC Co. II Strategic Bond Fund 45,352,370
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VALIC Company II - Core Bond Fund - (unaudited)
June 30, 2013
Security Coupon(%) Maturity Date Market Value ($)
AbbVie, Inc. 1.20 11/06/2015 1,030,131
Accellent, Inc. 8.38 02/01/2017 648,945
Access Midstream Partners LP/ACMP Finance Corp. 4.88 05/15/2023 738,290
Access Midstream Partners LP/ACMP Finance Corp. 6.12 07/15/2022 177,188
Actavis, Inc. 3.25 10/01/2022 930,435
ADS Waste Holdings, Inc. 8.25 10/01/2020 488,580
ADT Corp. 4.88 07/15/2042 548,422
AES Corp. 4.88 05/15/2023 494,225
AES Corp. 8.00 10/15/2017 172,125
Affiliated Computer Services, Inc. 5.20 06/01/2015 218,447
Affinia Group, Inc. 7.75 05/01/2021 797,940
Aflac, Inc. 3.62 06/15/2023 889,366
Air Lease Corp. 4.75 03/01/2020 765,245
Air Lease Corp. 6.12 04/01/2017 124,200
Aircastle, Ltd. 6.25 12/01/2019 335,516
AK Steel Corp. 8.75 12/01/2018 384,163
Aleris International, Inc. 9.00 12/15/2014 4
Ally Financial, Inc. 5.50 02/15/2017 198,514
Alpha Natural Resources, Inc. 6.00 06/01/2019 212,220
Alta Mesa Holdings LP/Alta Mesa Finance Services Corp. 9.62 10/15/2018 340,300
American Achievement Corp. 10.88 04/15/2016 457,853
American Honda Finance Corp. 1.00 08/11/2015 527,853
AmeriCredit Automobile Receivables Trust 1.59 07/10/2017 543,127
Amkor Technology, Inc. 6.38 10/01/2022 748,665
Anadarko Finance Co. 7.50 05/01/2031 997,355
Anadarko Holding, Co. 7.15 05/15/2028 1,254,056
Anheuser-Busch InBev Worldwide, Inc. 0.80 07/15/2015 1,563,617
ANZ New Zealand Int'l, Ltd. 1.12 03/24/2016 2,272,115
Apple, Inc. 1.00 05/03/2018 1,070,732
Apple, Inc. 2.40 05/03/2023 1,231,672
Arab Republic of Egypt 5.75 04/29/2020 392,600
ArcelorMittal 7.25 03/01/2041 197,285
Arch Coal, Inc. 7.00 06/15/2019 378,788
Ardagh Packaging Finance PLC/Ardagh MP Holdings USA, Inc. 7.00 11/15/2020 474,165
Assured Guaranty Municipal Holdings, Inc. FRS 6.40 12/15/2066 323,000
Astoria Financial Corp. 5.00 06/19/2017 884,859
AT&T, Inc. 6.50 09/01/2037 810,102
Atlas Air, Inc. 7.20 01/02/2019 164,764
Atlas Air, Inc. 7.63 01/02/2015 157,029
Atlas Energy Holdings Operating Co. LLC/Atlas Resource Finance Corp. 7.75 01/15/2021 549,125
Atlas Pipeline Partners LP/Atlas Pipeline Finance Corp. 5.88 08/01/2023 79,800
Atlas Pipeline Partners LP/Atlas Pipeline Finance Corp. 6.62 10/01/2020 125,313
AutoNation, Inc. 6.75 04/15/2018 2,223,310
Aviation Capital Group Corp. 4.62 01/31/2018 483,375
Axiall Corp. 4.88 05/15/2023 584,250
BAC Capital Trust XIII FRS 4.00 03/15/2043 690,480
Ball Corp. 4.00 11/15/2023 817,700
Banc of America Funding Trust FRS 2.70 02/20/2036 1,060,754
Banc of America Funding Trust 5.50 01/25/2036 880,126
Banc of America Funding Trust 6.00 03/25/2036 628,534
Banc of America Mtg. Trust 3.18 11/25/2033 1,844,847
Bank of America Corp. 5.49 03/15/2019 2,479,952
Bank of America Corp. 5.88 01/05/2021 675,292
Bank of America Corp. 7.25 10/15/2025 84,534
Bank of Montreal 1.45 04/09/2018 943,027
Bank of New York Mellon Corp. 1.20 02/20/2015 956,697
Barclays Bank PLC 6.05 12/04/2017 631,724
Bear Stearns ALT-A Trust FRS 0.75 01/25/2035 1,193,108
Becton Dickinson and Co. 3.12 11/08/2021 424,650
Becton Dickinson and Co. 7.00 08/01/2027 647,583
BellSouth Corp. 6.55 06/15/2034 718,469
BellSouth Telecommunications, Inc. 6.38 06/01/2028 355,571
Boeing Co. 0.95 05/15/2018 877,400
Bombardier, Inc. 6.12 01/15/2023 653,065
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Bon-Ton Department Stores, Inc. 8.00 06/15/2021 290,648
BP Capital Markets PLC 2.25 11/01/2016 972,840
BP Capital Markets PLC 3.12 10/01/2015 1,429,788
Brandywine Operating Partnership LP 4.95 04/15/2018 378,074
British Telecommunications PLC 1.62 06/28/2016 571,496
Cabela's Master Credit Card Trust 1.45 06/15/2020 286,512
Caesars Entertainment Operating Co., Inc. 8.50 02/15/2020 967,948
Caesars Entertainment Operating Co., Inc. 10.75 02/01/2016 115,150
Calpine Corp. 7.88 07/31/2020 156,240
Calpine Corp. 7.88 01/15/2023 161,250
Capella Healthcare, Inc. 9.25 07/01/2017 326,480
Capital Auto Receivables Asset Trust 1.24 10/20/2017 1,270,777
Capital One Multi-Asset Execution Trust 4.90 12/15/2017 716,013
Capital One NA 1.50 03/22/2018 1,082,407
Carrington Mtg. Loan Trust FRS 0.24 12/25/2036 1,055,131
Carrizo Oil & Gas, Inc. 7.50 09/15/2020 234,000
Casella Waste Systems, Inc. 7.75 02/15/2019 413,250
Cash America International, Inc. 5.75 05/15/2018 334,250
Catalina Marketing Corp. VRS 11.62 10/01/2017 165,480
Catlin Insurance Co., Ltd. FRS 7.25 01/01/2017 209,613
CCO Holdings LLC/CCO Holdings Capital Corp. 5.25 03/15/2021 1,256,860
CenturyLink, Inc. 5.80 03/15/2022 1,234,205
Chaparral Energy, Inc. 7.62 11/15/2022 477,360
Chase Capital III FRS 0.82 03/01/2027 74,635
Chase Issuance Trust 1.58 08/16/2021 800,511
Chesapeake Energy Corp. 5.75 03/15/2023 616,613
Chesapeake Energy Corp. 9.50 02/15/2015 110,500
Chevron Corp. 0.89 06/24/2016 705,924
Chevron Corp. 1.72 06/24/2018 1,046,288
Chrysler Group LLC/CG Co-Issuer, Inc. 8.25 06/15/2021 658,939
Cigna Corp. 6.15 11/15/2036 281,165
Cincinnati Bell, Inc. 8.38 10/15/2020 1,250,468
CIT Equipment Collateral 2.55 09/20/2016 103,035
CIT Group, Inc. 5.50 02/15/2019 366,538
Citigroup, Inc. 3.50 05/15/2023 1,285,227
Citigroup, Inc. 5.88 02/22/2033 2,621,820
Citigroup, Inc. FRS 5.90 02/01/2023 501,930
CityCenter Holdings LLC/CityCenter Finance Corp. 10.75 01/15/2017 371,433
CKE Restaurant Holdings, Inc. 4.47 03/20/2043 846,221
Clearwater Paper Corp. 4.50 02/01/2023 737,200
CLI Funding V LLC 2.83 03/18/2028 570,105
Cliffs Natural Resources, Inc. 4.88 04/01/2021 716,886
Comcast Corp. 4.25 01/15/2033 1,545,245
Comcast Corp. 4.65 07/15/2042 215,759
Commercial Mtg. Trust Pass Through Certs. 2.02 08/15/2045 42,289
Commercial Mtg. Trust Pass Through Certs. 3.10 03/10/2046 2,260,882
Commercial Mtg. Trust Pass Through Certs. VRS 5.80 12/10/2049 1,700,727
Compiler Finance Sub, Inc. 7.00 05/01/2021 485,000
CONSOL Energy, Inc. 6.38 03/01/2021 277,605
Consolidated Communications Finance Co. 10.88 06/01/2020 169,500
Consolidated Container Co. LLC/Consolidated Container Capital, Inc. 10.12 07/15/2020 387,450
Continental Airlines 6.12 04/29/2018 473,690
Continental Resources, Inc. 4.50 04/15/2023 271,328
Cooperatieve Centrale Raiffeisen-Boerenleenbank BA 1.70 03/19/2018 366,354
Copano Energy LLC/Copano Energy Finance Corp. 7.12 04/01/2021 139,063
Countrywide Alternative Loan Trust 6.00 11/25/2034 505,318
Countrywide Asset-Backed Certs. FRS 0.56 12/25/2034 286,562
Countrywide Home Loan Mtg. Pass Through Trust 5.50 05/25/2035 472,087
Cricket Communications, Inc. 7.75 10/15/2020 580,800
Crown Cork & Seal Co., Inc. 7.38 12/15/2026 938,300
CVS Pass-Through Trust 5.77 01/10/2033 339,865
CVS Pass-Through Trust 5.93 01/10/2034 597,750
Daimler Finance North America LLC 1.88 01/11/2018 733,826
Dave & Buster's, Inc. 11.00 06/01/2018 238,113
Deutsche Bank AG VRS 4.30 05/24/2028 518,917
DIRECTV Holdings LLC/DIRECTV Financing Co., Inc. 5.15 03/15/2042 1,438,023
Discover Card Execution Note Trust 5.65 03/16/2020 1,388,242
DISH DBS Corp. 4.25 04/01/2018 878,080
Dominican Republic 5.88 04/18/2024 96,250
Dominion Resources, Inc. 5.25 08/01/2033 476,907
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EADS Finance BV 2.70 04/17/2023 542,982
Eagle Spinco, Inc. 4.62 02/15/2021 759,360
Edison Mission Energy 7.62 05/15/2027 254,800
El Paso Pipeline Partners Operating Co. LLC 4.70 11/01/2042 752,058
El Paso Pipeline Partners Operating Co. LLC 5.00 10/01/2021 164,155
Eldorado Resorts LLC/Eldorado Capital Corp. 8.62 06/15/2019 495,688
EMC Corp. 1.88 06/01/2018 931,170
Endo Pharmaceuticals Holdings, Inc. 7.00 07/15/2019 751,440
Energy Transfer Equity LP 7.50 10/15/2020 174,800
Energy Transfer Partners LP 6.50 02/01/2042 568,405
Energy Transfer Partners LP 7.60 02/01/2024 418,508
Entergy Louisiana LLC 4.70 497,654
Enterprise Fleet Financing LLC 0.93 04/20/2018 546,407
EP Energy LLC/Everest Acquisition Finance, Inc. 7.75 09/01/2022 501,830
EPL Oil & Gas, Inc. 8.25 02/15/2018 628,300
Era Group, Inc. 7.75 12/15/2022 399,000
Erickson Air-Crane, Inc. 8.25 05/01/2020 771,193
Euro Time Deposit with State Street Bank and Trust Co. 0.01 07/01/2013 22,900,000
EV Energy Partners LP/EV Energy Finance Corp. 8.00 04/15/2019 628,220
Exelis, Inc. 5.55 10/01/2021 564,832
Exelon Generation Co. LLC 5.20 10/01/2019 1,532,986
Exelon Generation Co. LLC 5.60 06/15/2042 893,161
Expo Event Transco, Inc. 9.00 06/15/2021 271,563
Exterran Partners LP/EXLP Finance Corp. 6.00 04/01/2021 477,725
Fairway Outdoor Funding LLC 4.21 10/15/2042 786,081
Federal Home Loan Mtg. Corp. 2.50 01/01/2028 1,621,701
Federal Home Loan Mtg. Corp. 3.00 08/01/2027 724,482
Federal Home Loan Mtg. Corp. 3.00 10/01/2042 2,646,571
Federal Home Loan Mtg. Corp. 3.00 11/01/2042 248,329
Federal Home Loan Mtg. Corp. 3.00 11/01/2042 1,870,193
Federal Home Loan Mtg. Corp. 3.00 02/01/2043 2,195,014
Federal Home Loan Mtg. Corp. 3.00 02/01/2043 2,557,483
Federal Home Loan Mtg. Corp. 3.00 04/01/2043 1,945,895
Federal Home Loan Mtg. Corp. 3.50 02/01/2042 940,621
Federal Home Loan Mtg. Corp. 3.50 03/01/2042 1,008,131
Federal Home Loan Mtg. Corp. 3.50 04/01/2042 2,282,231
Federal Home Loan Mtg. Corp. 3.50 08/01/2042 2,711,126
Federal Home Loan Mtg. Corp. 4.00 09/01/2040 540,933
Federal Home Loan Mtg. Corp. 4.50 11/01/2018 96,638
Federal Home Loan Mtg. Corp. 4.50 02/01/2019 101,016
Federal Home Loan Mtg. Corp. 4.50 01/01/2039 159,404
Federal Home Loan Mtg. Corp. 4.50 12/01/2039 2,142,821
Federal Home Loan Mtg. Corp. 4.50 09/01/2040 1,468,363
Federal Home Loan Mtg. Corp. 4.50 06/01/2041 1,632,849
Federal Home Loan Mtg. Corp. 5.00 10/01/2033 12,550
Federal Home Loan Mtg. Corp. 5.00 03/01/2038 280,124
Federal Home Loan Mtg. Corp. 5.00 07/01/2038 3,025,363
Federal Home Loan Mtg. Corp. 5.00 07/01/2040 714,315
Federal Home Loan Mtg. Corp. 5.00 07/01/2040 1,925,269
Federal Home Loan Mtg. Corp. 5.50 11/01/2018 57,630
Federal Home Loan Mtg. Corp. 5.50 11/01/2032 62,866
Federal Home Loan Mtg. Corp. 5.50 07/01/2034 70,769
Federal Home Loan Mtg. Corp. 5.50 02/01/2035 207,284
Federal Home Loan Mtg. Corp. 5.50 07/01/2035 4,256
Federal Home Loan Mtg. Corp. 5.50 08/01/2035 783,502
Federal Home Loan Mtg. Corp. 5.50 01/01/2036 212,616
Federal Home Loan Mtg. Corp. 5.50 01/01/2036 851,385
Federal Home Loan Mtg. Corp. 5.50 05/01/2037 44,864
Federal Home Loan Mtg. Corp. 5.50 05/01/2037 180,028
Federal Home Loan Mtg. Corp. 5.50 09/01/2037 352,105
Federal Home Loan Mtg. Corp. 5.50 10/01/2037 1,344,658
Federal Home Loan Mtg. Corp. 5.50 04/01/2038 263,088
Federal Home Loan Mtg. Corp. 5.50 04/01/2038 903,931
Federal Home Loan Mtg. Corp. 5.50 06/01/2041 1,024,220
Federal Home Loan Mtg. Corp. 6.00 07/01/2035 113,841
Federal Home Loan Mtg. Corp. 6.00 03/01/2040 984,967
Federal Home Loan Mtg. Corp. 6.50 12/01/2032 461,140
Federal Home Loan Mtg. Corp. 6.50 02/01/2036 58,942
Federal Home Loan Mtg. Corp. 6.50 09/01/2036 1,250
Federal Home Loan Mtg. Corp. 6.50 05/01/2037 202,207
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Federal Home Loan Mtg. Corp. 6.50 11/01/2037 353,464
Federal Home Loan Mtg. Corp. REMIC FRS 6.61 09/15/2039 368,210
Federal Home Loan Mtg. Corp. 7.00 11/01/2016 5,353
Federal Home Loan Mtg. Corp. FRS, Series Z 8.38 32,085
Federal National Mtg. Assoc. REMIC 2.00 08/25/2040 988,660
Federal National Mtg. Assoc. 2.50 02/01/2028 2,842,610
Federal National Mtg. Assoc. 2.50 03/01/2028 2,355,766
Federal National Mtg. Assoc. 2.50 04/01/2028 719,673
Federal National Mtg. Assoc. TBA 3.00 07/01/2013 1,954,062
Federal National Mtg. Assoc. 3.00 10/01/2027 486,856
Federal National Mtg. Assoc. 3.00 11/01/2027 3,808,787
Federal National Mtg. Assoc. 3.00 01/01/2028 4,640,571
Federal National Mtg. Assoc. 3.00 03/01/2042 2,490,574
Federal National Mtg. Assoc. 3.00 06/01/2042 1,005,590
Federal National Mtg. Assoc. 3.00 12/01/2042 872,325
Federal National Mtg. Assoc. 3.00 12/01/2042 1,173,076
Federal National Mtg. Assoc. 3.00 12/01/2042 4,035,821
Federal National Mtg. Assoc. TBA 3.50 07/01/2013 1,015,156
Federal National Mtg. Assoc. 3.50 08/01/2027 909,058
Federal National Mtg. Assoc. 3.50 12/01/2041 834,773
Federal National Mtg. Assoc. 3.50 12/01/2041 899,232
Federal National Mtg. Assoc. 3.50 01/01/2042 2,744,499
Federal National Mtg. Assoc. 3.50 03/01/2042 1,220,204
Federal National Mtg. Assoc. 3.50 04/01/2042 1,837,610
Federal National Mtg. Assoc. 3.50 05/01/2042 1,811,917
Federal National Mtg. Assoc. 3.50 07/01/2042 1,833,460
Federal National Mtg. Assoc. 3.50 09/01/2042 979,899
Federal National Mtg. Assoc. 3.50 03/01/2043 5,122,490
Federal National Mtg. Assoc. TBA 4.00 07/01/2013 3,125,273
Federal National Mtg. Assoc. 4.00 08/01/2026 3,746,287
Federal National Mtg. Assoc. 4.00 04/01/2039 2,437,425
Federal National Mtg. Assoc. 4.00 06/01/2039 1,020,838
Federal National Mtg. Assoc. 4.00 07/01/2039 318,385
Federal National Mtg. Assoc. 4.00 08/01/2040 16,058
Federal National Mtg. Assoc. 4.00 08/01/2040 157,204
Federal National Mtg. Assoc. 4.00 08/01/2040 363,051
Federal National Mtg. Assoc. 4.00 08/01/2040 470,238
Federal National Mtg. Assoc. 4.00 09/01/2040 39,789
Federal National Mtg. Assoc. 4.00 09/01/2040 42,214
Federal National Mtg. Assoc. 4.00 09/01/2040 91,566
Federal National Mtg. Assoc. 4.00 09/01/2040 273,950
Federal National Mtg. Assoc. 4.00 10/01/2040 31,842
Federal National Mtg. Assoc. 4.00 10/01/2040 849,532
Federal National Mtg. Assoc. 4.00 12/01/2040 3,919,114
Federal National Mtg. Assoc. 4.00 03/01/2041 1,210,488
Federal National Mtg. Assoc. 4.00 09/01/2041 2,939,451
Federal National Mtg. Assoc. 4.00 10/01/2041 2,268,524
Federal National Mtg. Assoc. 4.00 11/01/2041 916,475
Federal National Mtg. Assoc. 4.00 11/01/2041 2,194,476
Federal National Mtg. Assoc. 4.50 06/01/2018 17,161
Federal National Mtg. Assoc. 4.50 10/01/2024 1,742,947
Federal National Mtg. Assoc. 4.50 01/01/2025 1,061,251
Federal National Mtg. Assoc. 4.50 03/01/2025 2,348,133
Federal National Mtg. Assoc. 4.50 05/01/2025 1,997,142
Federal National Mtg. Assoc. 4.50 01/01/2040 1,074,575
Federal National Mtg. Assoc. 4.50 02/01/2040 2,359,963
Federal National Mtg. Assoc. 4.50 05/01/2040 828,007
Federal National Mtg. Assoc. 4.50 08/01/2040 667,037
Federal National Mtg. Assoc. 4.50 08/01/2040 1,086,300
Federal National Mtg. Assoc. 4.50 08/01/2040 1,352,662
Federal National Mtg. Assoc. 4.50 09/01/2040 8,313,269
Federal National Mtg. Assoc. 4.50 11/01/2040 1,128,002
Federal National Mtg. Assoc. 4.50 12/01/2040 1,084,786
Federal National Mtg. Assoc. 4.50 03/01/2041 848,716
Federal National Mtg. Assoc. 4.50 05/01/2041 2,199,417
Federal National Mtg. Assoc. 5.00 03/15/2016 276,571
Federal National Mtg. Assoc. 5.00 09/01/2018 7,491
Federal National Mtg. Assoc. 5.00 10/01/2018 6,654
Federal National Mtg. Assoc. 5.00 02/01/2020 15,416
Federal National Mtg. Assoc. 5.00 06/01/2022 379,008
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Federal National Mtg. Assoc. 5.00 10/01/2024 644,700
Federal National Mtg. Assoc. 5.00 04/01/2035 1,742,132
Federal National Mtg. Assoc. 5.00 02/01/2036 689,173
Federal National Mtg. Assoc. 5.00 04/01/2040 998,922
Federal National Mtg. Assoc. 5.00 05/01/2040 1,005,685
Federal National Mtg. Assoc. 5.00 05/01/2040 1,706,966
Federal National Mtg. Assoc. 5.00 07/01/2040 525,816
Federal National Mtg. Assoc. 5.00 07/01/2040 1,530,417
Federal National Mtg. Assoc. 5.00 07/01/2040 1,953,284
Federal National Mtg. Assoc. 5.00 07/01/2040 2,048,803
Federal National Mtg. Assoc. 5.00 08/01/2040 2,172,261
Federal National Mtg. Assoc. 5.50 12/01/2029 710,012
Federal National Mtg. Assoc. 5.50 12/01/2033 130,410
Federal National Mtg. Assoc. 5.50 05/01/2034 95,761
Federal National Mtg. Assoc. 5.50 08/01/2034 1,180,189
Federal National Mtg. Assoc. 5.50 02/01/2037 1,392,936
Federal National Mtg. Assoc. 5.50 07/01/2037 235,252
Federal National Mtg. Assoc. 5.50 06/01/2038 402,046
Federal National Mtg. Assoc. 6.00 09/01/2016 17,347
Federal National Mtg. Assoc. 6.00 12/01/2016 5,969
Federal National Mtg. Assoc. 6.00 12/01/2033 146,554
Federal National Mtg. Assoc. 6.00 07/01/2034 111,121
Federal National Mtg. Assoc. 6.00 11/01/2035 270,663
Federal National Mtg. Assoc. 6.00 06/01/2036 282,288
Federal National Mtg. Assoc. 6.00 12/01/2036 633,879
Federal National Mtg. Assoc. 6.00 10/01/2037 49,393
Federal National Mtg. Assoc. 6.00 11/01/2037 356,005
Federal National Mtg. Assoc. 6.00 05/01/2038 175,978
Federal National Mtg. Assoc. 6.00 07/01/2038 2,903,799
Federal National Mtg. Assoc. 6.00 09/01/2038 624,244
Federal National Mtg. Assoc. 6.00 09/01/2038 939,833
Federal National Mtg. Assoc. 6.00 11/01/2038 977,204
Federal National Mtg. Assoc. 6.50 02/01/2017 7,694
Federal National Mtg. Assoc. 6.50 03/01/2017 12,717
Federal National Mtg. Assoc. 6.50 04/01/2029 30,733
Federal National Mtg. Assoc. 6.50 06/01/2029 58,038
Federal National Mtg. Assoc. 6.50 07/01/2032 18,113
Federal National Mtg. Assoc. 6.50 02/01/2037 396,056
Federal National Mtg. Assoc. 6.50 09/01/2037 240,813
Federal National Mtg. Assoc. 6.50 10/01/2037 179,885
Federal National Mtg. Assoc. 6.50 10/01/2038 121,401
Federal National Mtg. Assoc. 6.50 02/01/2039 104,164
Federative Republic of Brazil 4.88 01/22/2021 907,375
Federative Republic of Brazil 8.75 02/04/2025 152,350
FGI Operating Co. LLC/FGI Finance, Inc. 7.88 05/01/2020 466,785
First Data Corp. 7.38 06/15/2019 686,370
First Horizon Mtg. Pass-Through Trust 6.00 08/25/2036 987,988
First Industrial LP 5.75 01/15/2016 142,993
First Niagara Financial Group, Inc. 6.75 03/19/2020 1,808,550
First Niagara Financial Group, Inc. 7.25 12/15/2021 845,179
First Quality Finance Co., Inc. 4.62 05/15/2021 675,450
FirstEnergy Corp. 4.25 03/15/2023 1,933,488
FirstEnergy Corp. 7.38 11/15/2031 871,096
FirstMerit Corp. 4.35 02/04/2023 528,521
FMG Resources August 2006 Pty, Ltd. 6.38 02/01/2016 189,763
FMG Resources August 2006 Pty, Ltd. 6.88 04/01/2022 820,620
Ford Credit Auto Owner Trust 1.27 12/15/2017 872,867
Ford Credit Floorplan Master Owner Trust 1.37 01/15/2018 788,089
Frontier Communications Corp. 8.25 04/15/2017 40,500
Frontier Communications Corp. 8.50 04/15/2020 780,570
Frontier Communications Corp. 9.25 07/01/2021 190,798
GATX Corp. 3.90 03/30/2023 663,879
General Electric Capital Corp. FRS 5.25 06/29/2049 859,500
General Electric Capital Corp. 5.55 05/04/2020 713,894
General Electric Capital Corp. 5.88 01/14/2038 729,801
General Electric Capital Corp. 6.75 03/15/2032 2,520,351
General Motors Financial Co., Inc. 4.75 08/15/2017 499,175
General Motors Financial Co., Inc. 6.75 06/01/2018 130,500
Genesis Energy LP/Genesis Energy Finance Corp. 7.88 12/15/2018 299,600
GenOn Energy, Inc. 9.50 10/15/2018 580,530
Page 7 of 58
Georgia Power Co. 3.00 04/15/2016 277,315
Georgia-Pacific LLC 3.73 07/15/2023 932,772
Georgia-Pacific LLC 5.40 11/01/2020 1,729,522
Glencore Funding LLC 2.50 01/15/2019 1,723,471
Global A&T Electronics, Ltd. 10.00 02/01/2019 746,025
Goldman Sachs Group, Inc. 5.25 07/27/2021 878,387
Goldman Sachs Group, Inc. 6.15 04/01/2018 1,082,893
Goldman Sachs Group, Inc. 6.75 10/01/2037 1,803,905
Government National Mtg. Assoc. 4.50 05/15/2039 1,365,770
Government National Mtg. Assoc. 5.00 05/15/2034 630,337
Government National Mtg. Assoc. 5.00 01/15/2040 909,108
Government National Mtg. Assoc. 5.50 12/15/2039 1,502,519
Government National Mtg. Assoc. 6.00 10/15/2039 1,385,218
Government National Mtg. Assoc. 6.50 06/15/2029 4,643
Government National Mtg. Assoc. 7.00 09/15/2028 5,571
Government of Canada 0.88 02/14/2017 951,316
Government of Romania 6.75 02/07/2022 200,673
Great Lakes Dredge & Dock Corp. 7.38 02/01/2019 455,950
Great Plains Energy, Inc. 5.29 06/15/2022 369,110
Greektown Superholdings, Inc. 13.00 07/01/2015 46,750
Greektown Superholdings, Inc. 13.00 07/01/2015 95,625
Green Field Energy Services, Inc. 13.25 11/15/2016 7,245
Green Field Energy Services, Inc. 13.25 11/15/2016 300,150
Green Field Energy Services, Inc. 31,075
GS Mtg. Securities Corp. II 1.76 11/10/2045 841,068
GSR Mtg. Loan Trust 6.00 09/25/2035 711,676
H&E Equipment Services, Inc. 7.00 09/01/2022 373,215
Halcon Resources Corp. 8.88 05/15/2021 305,550
Harland Clarke Holdings Corp. 9.50 05/15/2015 230,670
Harland Clarke Holdings Corp. 9.75 08/01/2018 395,200
HCA, Inc. 5.88 03/15/2022 740,953
HCP, Inc. 3.75 02/01/2016 347,465
Headwaters, Inc. 7.62 04/01/2019 757,625
Hercules Offshore, Inc. 10.50 10/15/2017 107,818
Hess Corp. 5.60 02/15/2041 775,649
Hess Corp. 7.88 10/01/2029 576,005
HLSS Servicer Advance Receivables Backed Notes 1.74 01/16/2046 443,206
HSBC Finance Corp. 6.68 01/15/2021 626,846
Huntington Auto Trust 1.07 02/15/2018 261,690
Huntington Ingalls Industries, Inc. 7.12 03/15/2021 380,550
Hydro-Quebec 1.38 06/19/2017 982,648
Hyundai Capital Services, Inc. 6.00 05/05/2015 1,277,901
IASIS Healthcare LLC/IASIS Capital Corp. 8.38 05/15/2019 767,125
Impac Secured Assets CMN Owner Trust FRS 0.55 02/25/2035 510,935
Inergy Midstream LP/Finance Corp. 6.00 12/15/2020 289,500
ING Bank NV 2.00 09/25/2015 2,068,392
Ingersoll-Rand Global Holding Co., Ltd. 2.88 01/15/2019 648,116
Ingersoll-Rand Global Holding Co., Ltd. 4.25 06/15/2023 662,811
Innovation Ventures LLC/Innovation Ventures Finance Corp. 9.50 08/15/2019 399,600
Intel Corp. 4.00 12/15/2032 572,964
Intelsat Luxembourg SA 7.75 06/01/2021 674,680
International Business Machines Corp. 0.45 05/06/2016 2,962,611
International Business Machines Corp. 1.62 05/15/2020 1,104,630
International Business Machines Corp. 6.22 08/01/2027 585,437
Interpublic Group of Cos., Inc. 6.25 11/15/2014 499,307
ION Media Networks, Inc. 4,875
ION Media Networks, Inc. 12,400
Iracore International Holdings, Inc. 9.50 06/01/2018 304,125
Irvine Core Office Trust 2.07 05/15/2048 1,922,502
ITC Holdings Corp. 4.05 07/01/2023 668,187
ITC Holdings Corp. 5.30 07/01/2043 980,202
JB Poindexter & Co., Inc. 9.00 04/01/2022 333,900
Jefferies Finance LLC/JFIN Co-Issuer Corp. 7.38 04/01/2020 766,300
Jefferies Group LLC 6.25 01/15/2036 654,270
Jefferies LoanCore LLC/JLC Finance Corp. 6.88 06/01/2020 388,000
JMC Steel Group, Inc. 8.25 03/15/2018 475,065
JP Morgan Chase Commercial Mtg. Securities Corp. 3.14 12/15/2047 1,387,923
JPMorgan Chase & Co. 6.30 04/23/2019 788,793
JPMorgan Chase & Co. FRS 7.90 04/29/2049 282,500
JPMorgan Chase Capital XXIII FRS 1.28 05/15/2077 78,280
Page 8 of 58
Kennedy-Wilson, Inc. 8.75 04/01/2019 435,375
Kingdom of Morocco 4.25 12/11/2022 264,060
Kingdom of Morocco 5.50 12/11/2042 225,504
Koninklijke KPN NV VRS 7.00 03/28/2073 370,191
Land O' Lakes Capital Trust I 7.45 03/15/2028 842,800
Land O'Lakes, Inc. 6.00 11/15/2022 103,000
Landry's, Inc. 9.38 05/01/2020 539,105
LB-UBS Commercial Mtg. Trust 5.42 02/15/2040 2,222,224
LB-UBS Commercial Mtg. Trust VRS 6.06 06/15/2038 832,427
Lehman Brothers Holdings Capital Trust VII 5.86 11/30/2056 30
Lehman Brothers Holdings, Inc. 6.75 12/28/2017 36
Lehman Brothers Holdings, Inc. 7.50 05/11/2038 46
Liberty Mutual Group, Inc. 5.75 03/15/2014 226,125
Life Technologies Corp. 5.00 01/15/2021 491,225
Limited Brands, Inc. 5.62 02/15/2022 309,575
Linn Energy LLC/Linn Energy Finance Corp. 6.25 11/01/2019 209,550
Linn Energy LLC/Linn Energy Finance Corp. 8.62 04/15/2020 141,750
Live Nation Entertainment, Inc. 7.00 09/01/2020 183,969
LKQ Corp. 4.75 05/15/2023 382,000
Lockheed Martin Corp. 4.07 12/15/2042 566,654
Loews Corp. 2.62 05/15/2023 738,585
Loews Corp. 4.12 05/15/2043 721,117
Longview Fibre Paper & Packaging, Inc. 8.00 06/01/2016 201,203
Lubrizol Corp. 6.50 10/01/2034 693,543
Mallinckrodt International Finance SA 3.50 04/15/2018 557,546
Mallinckrodt International Finance SA 4.75 04/15/2023 669,681
MassMutual Global Funding II 2.00 04/05/2017 1,514,105
MassMutual Global Funding II 2.50 10/17/2022 437,838
Mattamy Group Corp. 6.50 11/15/2020 861,420
McClatchy Co. 9.00 12/15/2022 404,250
MEG Energy Corp. 6.50 03/15/2021 470,844
Memorial Production Partners LP/Memorial Production Finance Corp. 7.62 05/01/2021 206,850
Merrill Lynch & Co., Inc. 6.11 01/29/2037 605,383
MetroPCS Wireless, Inc. 6.62 04/01/2023 507,733
Metropolitan Life Global Funding I 1.88 06/22/2018 1,111,547
Metropolitan Life Global Funding I 2.50 09/29/2015 815,128
Mexichem SAB de CV 6.75 09/19/2042 918,260
Midstates Petroleum Co., Inc./Midstates Petroleum Co. LLC 9.25 06/01/2021 455,900
Milestone Aviation Group, Ltd. 8.62 12/15/2017 176,985
Mobile Mini, Inc. 7.88 12/01/2020 440,750
Morgan Stanley 2.12 04/25/2018 1,182,890
Morgan Stanley 3.75 02/25/2023 438,934
Morgan Stanley 6.25 08/09/2026 1,930,007
Morgan Stanley 6.38 07/24/2042 710,674
Morgan Stanley Bank of America Merrill Lynch Trust 1.87 11/15/2045 499,549
Morgan Stanley Bank of America Merrill Lynch Trust 1.97 08/15/2045 314,086
MortgageIT Trust FRS 0.56 12/25/2034 1,305,618
MortgageIT Trust FRS 1.09 11/25/2034 205,419
Motorola Solutions, Inc. 6.62 11/15/2037 20,496
Murphy Oil Corp. 5.12 12/01/2042 651,935
Murray Energy Corp. 8.62 06/15/2021 340,000
Mylan, Inc. 2.60 06/24/2018 331,115
Mylan, Inc. 7.88 07/15/2020 1,897,091
NAI Entertainment Holdings LLC 8.25 12/15/2017 216,140
Nara Cable Funding, Ltd. 8.88 12/01/2018 312,000
National Australia Bank, Ltd. 1.60 08/07/2015 1,408,917
National Bank of Canada 1.45 11/07/2017 1,963,116
National CineMedia LLC 6.00 04/15/2022 164,200
National Rural Utilities Cooperative Finance Corp. 1.00 02/02/2015 465,236
National Rural Utilities Cooperative Finance Corp. FRS 4.75 04/30/2043 663,245
Nationstar Mtg. Advance Receivable Trust 1.68 06/20/2046 699,250
NBCUniversal Media LLC 4.38 04/01/2021 1,195,193
NES Rentals Holdings, Inc. 7.88 05/01/2018 359,450
Netflix, Inc. 5.38 02/01/2021 944,255
New Century Home Equity Loan Trust VRS 4.89 08/25/2034 136,823
New York Life Global Funding 1.65 05/15/2017 1,380,406
Nexstar Broadcasting, Inc. 6.88 11/15/2020 674,650
Norcraft Cos. LP/Norcraft Finance Corp. 10.50 12/15/2015 274,938
Norfolk Southern Corp. 6.00 05/23/2111 648,362
Northern Oil and Gas, Inc. 8.00 06/01/2020 620,140
Page 9 of 58
Northwestern University 4.20 12/01/2047 663,060
NRG Energy, Inc. 8.25 09/01/2020 436,388
Oglethorpe Power Corp. 4.20 12/01/2042 276,924
Ohio State University 4.80 06/01/2111 910,447
Oil States International, Inc. 6.50 06/01/2019 336,375
Olin Corp. 5.50 08/15/2022 378,750
Omega Healthcare Investors, Inc. 5.88 03/15/2024 201,338
Oriental Republic of Uruguay 7.62 03/21/2036 505,000
Owens Corning, Inc. 7.00 12/01/2036 648,456
OXEA Finance/Cy SCA 9.50 07/15/2017 96,561
Pacific LifeCorp 6.00 02/10/2020 616,221
Patriot Merger Corp. 9.00 07/15/2021 311,823
Penn Virginia Corp. 7.25 04/15/2019 244,800
Penn Virginia Corp. 8.50 05/01/2020 252,200
Penn Virginia Resource Partners LP/Penn Virginia Resource Finance Corp. II 8.38 06/01/2020 764,875
Pentair Finance SA 1.35 12/01/2015 559,896
Petroleos Mexicanos 5.50 06/27/2044 470,700
PetroLogistics LP/PetroLogistics Finance Corp. 6.25 04/01/2020 791,840
PH Glatfelter Co. 5.38 10/15/2020 297,000
Pioneer Natural Resources Co. 5.88 07/15/2016 1,184,376
Plains Exploration & Production Co. 6.12 06/15/2019 143,144
Plains Exploration & Production Co. 6.62 05/01/2021 674,365
Plains Exploration & Production Co. 6.75 02/01/2022 1,112,765
Plains Exploration & Production Co. 6.88 02/15/2023 931,885
Plains Exploration & Production Co. 7.62 04/01/2020 414,466
Port Authority of New York & New Jersey 4.46 10/01/2062 901,607
Port Authority of New York & New Jersey 4.93 10/01/2051 849,463
PPL Energy Supply LLC 4.60 12/15/2021 1,175,356
Precision Castparts Corp. 1.25 01/15/2018 588,184
President and Fellows of Harvard College 3.62 10/01/2037 326,486
Pricoa Global Funding I 1.60 05/29/2018 1,439,866
Principal Financial Group, Inc. 1.85 11/15/2017 353,558
Principal Life Global Funding II 1.00 12/11/2015 969,181
Province of British Columbia 2.85 06/15/2015 1,078,750
Prudential Financial, Inc. 4.75 09/17/2015 777,996
Prudential Financial, Inc. FRS 5.62 06/15/2043 853,580
Puget Energy, Inc. 6.00 09/01/2021 714,677
QEP Resources, Inc. 6.88 03/01/2021 134,688
Qwest Corp. 7.50 10/01/2014 145,309
Qwest Corp. 1,154,993
Radio Systems Corp. 8.38 11/01/2019 527,175
Radnet Management, Inc. 10.38 04/01/2018 1,088,190
Raytheon Co. 2.50 12/15/2022 639,046
RBS Citizens Financial Group, Inc. 4.15 09/28/2022 1,525,491
Reader's Digest Assoc., Inc. 0
Regal Entertainment Group 5.75 06/15/2023 296,055
Regions Financial Corp. 2.00 05/15/2018 918,840
RenaissanceRe Holdings, Ltd. 1,037,232
Republic of Belarus 8.75 08/03/2015 100,250
Republic of Belarus 8.95 01/26/2018 399,000
Republic of Colombia 4.38 07/12/2021 833,200
Republic of Croatia 6.38 03/24/2021 627,750
Republic of El Salvador 7.62 02/01/2041 340,375
Republic of Hungary 4.12 02/19/2018 324,815
Republic of Hungary 6.25 01/29/2020 522,500
Republic of Indonesia 3.75 04/25/2022 376,000
Republic of Indonesia 4.62 04/15/2043 571,375
Republic of Indonesia 4.88 05/05/2021 205,000
Republic of Peru 7.12 03/30/2019 847,000
Republic of Peru 7.35 07/21/2025 384,000
Republic of Poland 3.00 03/17/2023 180,500
Republic of Poland 3.00 03/17/2023 496,375
Republic of South Africa 4.66 01/17/2024 477,500
Republic of Sri Lanka 5.88 07/25/2022 472,500
Republic of Sri Lanka 6.25 07/27/2021 197,000
Republic of the Philippines 6.38 10/23/2034 960,000
Republic of the Philippines 9.88 01/15/2019 135,875
Republic of the Philippines 10.62 03/16/2025 475,500
Republic of Turkey 6.25 09/26/2022 443,000
Republic of Turkey 7.38 02/05/2025 711,000
Page 10 of 58
Republic of Venezuela 11.75 10/21/2026 665,000
Republic of Venezuela 11.95 08/05/2031 477,500
Republic of Venezuela 12.75 08/23/2022 522,750
Rex Energy Corp. 8.88 12/01/2020 360,500
Reynolds Group Issuer, Inc./Reynolds Group Issuer LLC 5.75 10/15/2020 853,353
Reynolds Group Issuer, Inc./Reynolds Group Issuer LLC 9.88 08/15/2019 267,500
RFMSI Trust 5.75 01/25/2036 352,812
RHP Hotel Properties LP/RHP Finance Corp. 5.00 04/15/2021 368,600
Rio Tinto Finance USA PLC 2.25 12/14/2018 645,251
Rite Aid Corp. 6.75 06/15/2021 440,160
Rite Aid Corp. 8.00 08/15/2020 232,575
Rosetta Resources, Inc. 5.62 05/01/2021 390,500
Royal Bank of Scotland Group PLC 6.10 06/10/2023 582,510
Royal Bank of Scotland Group PLC 6.40 10/21/2019 932,206
Royal Bank of Scotland NV FRS 0.97 03/09/2015 1,060,910
Royal Caribbean Cruises, Ltd. 5.25 11/15/2022 478,240
RR Donnelley & Sons Co. 8.25 03/15/2019 231,000
Russian Federation 4.50 04/04/2022 408,548
Russian Federation 7.50 03/31/2030 698,065
Russian Federation 11.00 07/24/2018 136,900
Sabre, Inc. 8.50 05/15/2019 738,045
Samson Investment Co. 10.00 02/15/2020 481,564
Santander Holdings USA, Inc. 3.00 09/24/2015 441,918
Schaeffler Finance BV 4.75 05/15/2021 779,950
Sealed Air Corp. 5.25 04/01/2023 996,813
Seminole Hard Rock Entertainment, Inc./Seminole Hard Rock International LLC 5.88 05/15/2021 169,750
Sequa Corp. 7.00 12/15/2017 232,650
Sequoia Mtg. Trust VRS 3.00 05/25/2043 1,025,277
Sierra Receivables Funding Co., LLC 2.38 03/20/2029 217,346
Sotheby's 5.25 10/01/2022 460,750
Sprint Capital Corp. 8.75 03/15/2032 836,000
Sprint Nextel Corp. 7.00 08/15/2020 367,500
Station Casinos LLC 7.50 03/01/2021 181,800
Statoil ASA 2.65 01/15/2024 587,974
Statoil ASA 3.95 05/15/2043 176,368
Structured Asset Securities Corp. 5.50 10/25/2033 1,406,653
Structured Asset Securities Corp. 5.54 12/25/2033 511,203
SunCoke Energy Partners LP/SunCoke Energy Partners Finance Corp. 7.38 02/01/2020 519,180
SunTrust Banks, Inc. 6.00 02/15/2026 50,801
SUPERVALU, Inc. 6.75 06/01/2021 815,610
Synovus Financial Corp. 7.88 02/15/2019 204,888
Takeda Pharmaceutical Co., Ltd. 1.62 03/17/2017 1,451,338
TAL Advantage V, LLC 2.83 02/22/2038 606,537
Talos Production LLC/Talos Production Finance, Inc. 9.75 02/15/2018 194,750
Taminco Global Chemical Corp. 9.75 03/31/2020 394,268
Targa Resources Partners LP/Targa Resources Partners Finance Corp. 4.25 11/15/2023 290,063
Targa Resources Partners LP/Targa Resources Partners Finance Corp. 5.25 05/01/2023 367,680
TCI Communications, Inc. 7.12 02/15/2028 438,288
Teck Resources, Ltd. 6.00 08/15/2040 1,417,517
Tekni-Plex, Inc. 9.75 06/01/2019 303,875
Telecom Italia Capital SA 7.72 06/04/2038 341,988
Telefonica Emisiones SAU 3.19 04/27/2018 599,568
Temasek Financial I, Ltd. 2.38 01/23/2023 803,923
Textron, Inc. 4.62 09/21/2016 1,157,599
Time Warner Cos., Inc. 6.95 01/15/2028 1,082,003
Time Warner Entertainment Co. LP 8.38 07/15/2033 742,529
Transocean, Inc. 6.50 11/15/2020 1,140,242
Transocean, Inc. 6.80 03/15/2038 728,689
Transocean, Inc. 7.50 04/15/2031 541,284
Tronox Finance LLC 6.38 08/15/2020 795,470
UBS-Barclays Commercial Mtg. Trust 2.11 05/10/2063 3,750,809
United Mexican States 3.62 03/15/2022 490,000
United Mexican States 4.75 03/08/2044 980,780
United States Treasury Bonds 2.75 11/15/2042 306,939
United States Treasury Bonds 3.12 11/15/2041 778,125
United States Treasury Bonds 3.12 02/15/2042 2,834,029
United States Treasury Bonds 3.12 02/15/2043 5,342,066
United States Treasury Bonds 3.75 08/15/2041 1,110,682
United States Treasury Bonds 4.25 11/15/2040 3,449,532
United States Treasury Bonds 4.38 02/15/2038 789,212
Page 11 of 58
United States Treasury Bonds 4.38 05/15/2041 2,229,516
United States Treasury Bonds 4.50 05/15/2038 701,558
United States Treasury Bonds 4.62 02/15/2040 346,081
United States Treasury Bonds 5.25 11/15/2028 2,002,219
United States Treasury Bonds 8.12 08/15/2019 217,830
United States Treasury Notes 0.12 04/15/2018 2,267,095
United States Treasury Notes 0.25 03/31/2014 2,751,826
United States Treasury Notes 0.25 04/30/2014 360,239
United States Treasury Notes 0.25 01/15/2015 4,999,025
United States Treasury Notes 0.25 03/31/2015 3,995,624
United States Treasury Notes 0.25 05/31/2015 11,479,783
United States Treasury Notes 0.25 05/15/2016 3,957,500
United States Treasury Notes 0.38 04/15/2015 1,901,706
United States Treasury Notes 0.38 11/15/2015 75,834
United States Treasury Notes 0.50 06/15/2016 623,359
United States Treasury Notes 0.50 07/31/2017 3,081,283
United States Treasury Notes 0.62 05/31/2017 2,765,214
United States Treasury Notes 0.62 08/31/2017 2,886,448
United States Treasury Notes 0.62 04/30/2018 746,065
United States Treasury Notes 0.75 06/15/2014 7,328,440
United States Treasury Notes 0.75 10/31/2017 277,672
United States Treasury Notes 0.75 12/31/2017 343,404
United States Treasury Notes 0.88 12/31/2016 5,001,872
United States Treasury Notes 0.88 02/28/2017 6,982,500
United States Treasury Notes 0.88 01/31/2018 664,941
United States Treasury Notes 1.00 10/31/2016 5,869,648
United States Treasury Notes 1.00 03/31/2017 6,035,656
United States Treasury Notes 1.00 05/31/2018 5,281,632
United States Treasury Notes 1.25 09/30/2015 963,220
United States Treasury Notes 1.25 10/31/2015 2,451,380
United States Treasury Notes 1.38 12/31/2018 1,985,421
United States Treasury Notes 1.50 06/30/2016 161,814
United States Treasury Notes 1.62 08/15/2022 1,912,058
United States Treasury Notes 1.62 11/15/2022 844,832
United States Treasury Notes 1.75 07/31/2015 257,070
United States Treasury Notes 1.75 05/31/2016 5,157,030
United States Treasury Notes 1.75 05/15/2023 6,280,585
United States Treasury Notes 2.00 11/15/2021 983,717
United States Treasury Notes 2.00 02/15/2022 6,142,135
United States Treasury Notes 2.38 08/31/2014 10,363,539
United States Treasury Notes 2.38 10/31/2014 92,566
United States Treasury Notes 2.38 05/31/2018 5,903,754
United States Treasury Notes 2.50 04/30/2015 7,795,605
United States Treasury Notes 2.75 05/31/2017 2,435,315
United States Treasury Notes 2.75 12/31/2017 2,417,719
United States Treasury Notes 3.00 02/28/2017 891,731
United States Treasury Notes 3.12 05/15/2019 284,331
United States Treasury Notes 3.12 05/15/2021 2,361,348
United States Treasury Notes 3.38 11/15/2019 1,209,243
United States Treasury Notes 3.50 05/15/2020 3,841,171
United States Treasury Notes 3.62 08/15/2019 86,879
United States Treasury Notes 4.25 08/15/2015 811,055
Universal Hospital Services, Inc. 7.62 08/15/2020 453,530
University of Pennsylvania 4.67 09/01/2112 493,524
UPCB Finance III, Ltd. 6.62 07/01/2020 248,400
US Coatings Acquisition Inc./Flash Dutch 2 BV 7.38 05/01/2021 771,120
Valassis Communications, Inc. 6.62 02/01/2021 350,840
Verizon Communications, Inc. 6.40 02/15/2038 224,728
Visant Corp. 10.00 10/01/2017 129,150
Volkswagen International Finance NV 1.60 11/20/2017 787,509
Wachovia Bank Commercial Mtg. Trust VRS 5.47 01/15/2045 2,326,206
Wachovia Bank Commercial Mtg. Trust VRS 6.19 06/15/2045 1,096,052
Wachovia Corp. 5.75 02/01/2018 860,368
Waterford Gaming LLC 8.62 09/15/2014 3,572
Wells Fargo & Co. FRS 7.98 03/29/2018 265,550
Wells Fargo Alternative Loan Trust FRS 0.60 10/25/2035 1,210,620
Wells Fargo Mtg. Backed Securities Trust 5.75 05/25/2036 907,535
Wells Fargo Mtg. Backed Securities Trust 6.00 10/25/2037 3,000,007
Wells Fargo Mtg. Backed Securities Trust 6.00 11/25/2037 258,804
WF-RBS Commercial Mtg. Trust 1.88 08/15/2045 97,508
Page 12 of 58
Wheels SPV LLC 1.53 03/20/2021 302,257
Wind Acquisition Holdings Finance SA 12.25 07/15/2017 453,879
Windstream Corp. 6.38 08/01/2023 268,345
WMG Acquisition Corp. 6.00 01/15/2021 518,925
Wok Acquisition Corp. 10.25 06/30/2020 454,300
Zions Bancorporation 4.00 06/20/2016 973,126
Zions Bancorporation 4.50 03/27/2017 1,597,951
Zions Bancorporation 4.50 06/13/2023 1,298,383
Zions Bancorporation FRS 5.80 12/15/2123 861,980
Zions Bancorporation FRS 6.30 916,200
VALIC Company II - High Yield Bond Fund - (unaudited)
June 30, 2013
Security Coupon(%) Maturity Date Market Value ($)
99 Cents Only Stores 11.00 12/15/2019 1,988,800
AES Corp. 8.00 10/15/2017 1,597,500
AES Corp. 8.00 06/01/2020 513,000
AES Drax Energy, Ltd. 11.50 08/30/2010 0
Ainsworth Lumber Co., Ltd. 7.50 12/15/2017 614,800
Air Lease Corp. 4.75 03/01/2020 815,425
Air Lease Corp. 6.12 04/01/2017 1,656,000
Alcatel-Lucent USA, Inc. 6.25 08/01/2016 577,125
Alcatel-Lucent USA, Inc. 7.25 01/30/2019 252,129
Alere, Inc. 6.50 06/15/2020 1,333,750
Aleris International, Inc. 9.00 12/15/2014 97
Ally Financial, Inc. 7.50 09/15/2020 1,135,213
Ally Financial, Inc. 8.00 12/31/2018 1,670,438
Ally Financial, Inc. 8.00 03/15/2020 1,608,331
Altice Financing SA 7.88 12/15/2019 783,750
Altice Finco SA 9.88 12/15/2020 572,450
AMC Entertainment, Inc. 8.75 06/01/2019 1,289,350
AMC Entertainment, Inc. 9.75 12/01/2020 3,255,938
American Builders & Contractors Supply Co., Inc. 5.62 04/15/2021 329,138
American Rock Salt Co., LLC/American Rock Capital Corp. 8.25 05/01/2018 409,450
AmeriGas Finance LLC/AmeriGas Finance Corp. 6.75 05/20/2020 1,242,000
AmeriGas Finance LLC/AmeriGas Finance Corp. 7.00 05/20/2022 547,038
Antero Resources Finance Corp. 6.00 12/01/2020 1,369,150
Antero Resources Finance Corp. 7.25 08/01/2019 823,575
Antero Resources Finance Corp. 9.38 12/01/2017 874,500
ARAMARK Corp. 5.75 03/15/2020 2,704,513
Arch Coal, Inc. 5.75 05/01/2018 1,196,800
Ardagh Packaging Finance PLC/Ardagh MP Holdings USA, Inc. 4.88 11/15/2022 243,100
Ardagh Packaging Finance PLC/Ardagh MP Holdings USA, Inc. 7.00 11/15/2020 766,181
Associated Materials LLC/AMH New Finance, Inc. 9.12 11/01/2017 105,000
Associated Materials LLC/AMH New Finance, Inc. 9.12 11/01/2017 535,500
Ausdrill Finance Pty, Ltd. 6.88 11/01/2019 1,528,000
B/E Aerospace, Inc. 5.25 04/01/2022 1,179,075
B/E Aerospace, Inc. 6.88 10/01/2020 1,501,200
Ball Corp. 7.38 09/01/2019 199,800
Biomet, Inc. 6.50 08/01/2020 623,528
Biomet, Inc. 6.50 10/01/2020 1,880,288
BioScrip, Inc. 10.25 10/01/2015 1,311,300
BOE Intermediate Holding Corp. 9.75 11/01/2017 1,032,000
Boise Cascade Co. 6.38 11/01/2020 425,250
Caesars Entertainment Operating Co., Inc. 8.50 02/15/2020 1,324,213
Caesars Entertainment Operating Co., Inc. 11.25 06/01/2017 2,410,494
Calpine Corp. 7.50 02/15/2021 1,306,620
Caraustar Industries, Inc. 1,128,000
Carlson Wagonlit BV 6.88 06/15/2019 540,350
Case New Holland, Inc. 7.75 09/01/2013 1,182,344
Case New Holland, Inc. 7.88 12/01/2017 1,806,338
Casella Waste Systems, Inc. 7.75 02/15/2019 826,500
CBRE Services, Inc. 5.00 03/15/2023 1,558,638
CCO Holdings LLC/CCO Holdings Capital Corp. 5.25 09/30/2022 2,707,500
CCO Holdings LLC/CCO Holdings Capital Corp. 5.75 01/15/2024 607,950
CCO Holdings LLC/CCO Holdings Capital Corp. 6.62 01/31/2022 1,266,638
CCO Holdings LLC/CCO Holdings Capital Corp. 7.25 10/30/2017 1,689,510
CCO Holdings LLC/CCO Holdings Capital Corp. 8.12 04/30/2020 344,138
Page 13 of 58
CDW LLC/CDW Finance Corp. 8.00 12/15/2018 1,152,750
CDW LLC/CDW Finance Corp. 8.50 04/01/2019 3,189,525
Celanese US Holdings LLC 6.62 10/15/2018 819,563
Cemex SAB de CV 3.75 03/15/2018 831,516
Chesapeake Energy Corp. 2.50 05/15/2037 920,212
Chesapeake Energy Corp. 2.50 05/15/2037 2,042,975
Chesapeake Energy Corp. 6.62 08/15/2020 639,625
Choice Hotels International, Inc. 5.70 08/28/2020 138,860
Choice Hotels International, Inc. 5.75 07/01/2022 1,494,600
CHS/Community Health Systems, Inc. 5.12 08/15/2018 711,515
CHS/Community Health Systems, Inc. 7.12 07/15/2020 1,302,950
Cinemark USA, Inc. 4.88 06/01/2023 417,600
Cinemark USA, Inc. 5.12 12/15/2022 207,475
CIT Group, Inc. 5.00 05/15/2017 1,051,888
CIT Group, Inc. 5.38 05/15/2020 1,714,781
CIT Group, Inc. 6.62 04/01/2018 1,610,280
Citigroup Capital XIII FRS 7.88 1,865,950
Clearwater Paper Corp. 4.50 02/01/2023 304,000
CNH Capital LLC 3.88 11/01/2015 231,150
Cobalt International Energy, Inc. 2.62 12/01/2019 700,013
Community Choice Financial, Inc. 10.75 05/01/2019 1,445,825
Constellation Brands, Inc. 4.25 05/01/2023 405,813
Constellation Brands, Inc. 7.25 05/15/2017 853,125
Continental Resources, Inc. 5.00 09/15/2022 702,075
Continental Rubber of America Corp. 4.50 09/15/2019 1,235,610
Credit Acceptance Corp. 9.12 02/01/2017 1,343,025
Crown Cork & Seal Co., Inc. 7.38 12/15/2026 302,500
CSC Holdings LLC 7.62 07/15/2018 1,550,313
Deluxe Corp. 6.00 11/15/2020 1,624,950
Denbury Resources, Inc. 4.62 07/15/2023 1,305,338
Deutsche Bank AG VRS 4.30 05/24/2028 1,274,209
DigitalGlobe, Inc. 5.25 02/01/2021 1,507,200
DISH DBS Corp. 5.00 03/15/2023 1,992,375
DISH DBS Corp. 6.75 06/01/2021 2,737,000
DISH DBS Corp. 7.88 09/01/2019 3,035,200
DPL, Inc. 7.25 10/15/2021 1,267,875
DuPont Fabros Technology LP 8.50 12/15/2017 1,160,500
eAccess, Ltd. 8.25 04/01/2018 1,467,300
El Paso LLC 6.50 09/15/2020 1,146,097
El Paso LLC 7.00 06/15/2017 1,864,478
El Paso LLC 7.75 01/15/2032 302,792
Emdeon, Inc. 11.00 12/31/2019 1,448,838
Endeavour International Corp. 12.00 03/01/2018 1,507,200
Energy Transfer Equity LP 7.50 10/15/2020 1,474,875
EP Energy LLC/EP Energy Finance, Inc. 9.38 05/01/2020 2,449,840
EP Energy LLC/Everest Acquisition Finance, Inc. 6.88 05/01/2019 117,700
EPE Holdings LLC/EP Energy Bond Co., Inc. 8.88 12/15/2017 765,903
Equinix, Inc. 4.88 04/01/2020 88,200
Equinix, Inc. 5.38 04/01/2023 539,000
Equinix, Inc. 7.00 07/15/2021 770,350
Esterline Technologies Corp. 7.00 08/01/2020 176,963
Exelixis, Inc. 4.25 08/15/2019 691,763
Felcor Lodging LP 5.62 03/01/2023 2,027,663
Ferrellgas LP/Ferrellgas Finance Corp. 6.50 05/01/2021 1,715,278
Ferro Corp. 7.88 08/15/2018 1,454,175
Fibria Overseas Finance, Ltd. 7.50 05/04/2020 805,680
Fidelity National Information Services, Inc. 5.00 03/15/2022 679,219
First Data Corp. 7.38 06/15/2019 3,200,663
First Data Corp. 8.25 01/15/2021 2,934,540
First Data Corp. 8.75 01/15/2022 568,208
FMG Resources August 2006 Pty, Ltd. 7.00 11/01/2015 1,651,350
Ford Motor Co. 7.45 07/16/2031 1,247,498
Ford Motor Credit Co. LLC 8.12 01/15/2020 1,439,465
Freescale Semiconductor, Inc. 8.05 02/01/2020 835,313
Freescale Semiconductor, Inc. 9.25 04/15/2018 2,386,663
Freescale Semiconductor, Inc. 10.75 08/01/2020 250,800
Fresenius Medical Care U.S. Finance II, Inc. 5.62 07/31/2019 436,800
Fresenius Medical Care U.S. Finance II, Inc. 5.88 01/31/2022 363,113
Fresenius Medical Care U.S. Finance, Inc. 6.50 09/15/2018 315,375
General Motors Financial Co., Inc. 2.75 05/15/2016 605,006
Page 14 of 58
General Motors Financial Co., Inc. 3.25 05/15/2018 306,338
General Motors Financial Co., Inc. 4.25 05/15/2023 190,906
GMAC Capital Trust I FRS 8.13 3,198,940
Gray Television, Inc. 7.50 10/01/2020 2,366,400
GRD Holdings III Corp. 10.75 06/01/2019 1,615,700
Great Canadian Gaming Corp. 6.62 07/25/2022 564,503
Greektown Superholdings, Inc. 13.00 07/01/2015 1,370,625
Greektown, Inc. 56,943
Greektown, Inc. LLC 10.75 12/01/2013 0
H&E Equipment Services, Inc. 7.00 09/01/2022 510,825
Haights Cross Communication, Inc. 0
Hanesbrands, Inc. 6.38 12/15/2020 655,744
Harron Communications LP/Harron Finance Corp. 9.12 04/01/2020 1,388,880
Hartford Financial Services Group, Inc. FRS 8.12 06/15/2038 2,171,925
Harvest Operations Corp. 6.88 10/01/2017 2,146,375
HCA Holdings, Inc. 6.25 02/15/2021 2,550,000
HCA, Inc. 5.88 03/15/2022 2,206,438
HCA, Inc. 6.50 02/15/2020 1,379,391
HCA, Inc. 7.50 11/15/2095 781,200
HCA, Inc. 7.88 02/15/2020 2,552,194
HCA, Inc. 8.50 04/15/2019 804,844
Health Management Associates, Inc. 7.38 01/15/2020 1,545,713
Hellas Telecommunications Luxembourg II FRS 6.03 01/15/2015 0
Herbst Gaming, Inc. 281,269
Hertz Corp. 5.88 10/15/2020 515,000
Hertz Corp. 6.25 10/15/2022 339,219
Hexion US Finance Corp. 6.62 04/15/2020 483,788
Hexion US Finance Corp./Hexion Nova Scotia Finance ULC 8.88 02/01/2018 933,300
Hexion US Finance Corp./Hexion Nova Scotia Finance ULC 9.00 11/15/2020 649,400
Hologic, Inc. 2.00 03/01/2042 1,681,938
Hologic, Inc. 4.50 07/19/2019 319,064
Hologic, Inc. 6.25 08/01/2020 160,716
Host Hotels & Resorts LP 6.00 11/01/2020 2,645,017
Hughes Satellite Systems Corp. 6.50 06/15/2019 2,104,100
Huntington Ingalls Industries, Inc. 6.88 03/15/2018 1,848,938
Huntington Ingalls Industries, Inc. 7.12 03/15/2021 301,000
IAC/InterActiveCorp. 4.75 12/15/2022 141,750
IMS Health, Inc. 12.50 03/01/2018 1,912,313
INEOS Finance PLC 7.50 05/01/2020 1,205,938
INEOS Group Holdings SA 6.12 08/15/2018 3,218,350
Infor US, Inc. 9.38 04/01/2019 1,049,070
ING US, Inc. 5.50 07/15/2022 1,212,674
ING US, Inc. FRS 5.65 05/15/2053 719,100
Intelsat Jackson Holdings SA 6.62 12/15/2022 572,300
Intelsat Jackson Holdings SA 7.25 10/15/2020 1,050,000
Intelsat Jackson Holdings SA 7.50 04/01/2021 866,250
Intelsat Luxembourg SA 6.75 06/01/2018 236,763
Intelsat Luxembourg SA 7.75 06/01/2021 2,429,050
Intelsat SA Series A 5.75 791,670
ION Media Networks, Inc. 38,250
ION Media Networks, Inc. 96,100
Iron Mountain, Inc. 5.75 08/15/2024 712,500
Iron Mountain, Inc. 7.75 10/01/2019 1,359,875
Isle of Capri Casinos, Inc. 8.88 06/15/2020 1,175,625
JC Penney Corp., Inc. 5.65 06/01/2020 626,250
JC Penney Corp., Inc. 6.00 05/21/2018 832,363
JC Penney Corp., Inc. 6.38 10/15/2036 464,100
JC Penney Corp., Inc. 7.40 04/01/2037 950,625
JC Penney Corp., Inc. 7.95 04/01/2017 105,875
JM Huber Corp. 9.88 11/01/2019 1,556,800
K Hovnanian Enterprises, Inc. 9.12 11/15/2020 2,228,325
Kabel Deutschland V&S GMBH 3.25 02/01/2019 265,889
KB Home 1.38 02/01/2019 1,158,888
KB Home 7.50 09/15/2022 595,238
KB Home 8.00 03/15/2020 1,621,710
Kinder Morgan Finance Co. LLC 6.00 01/15/2018 2,404,269
Ladder Capital Finance Holdings LLP 7.38 10/01/2017 1,336,200
Lamar Media Corp. 5.00 05/01/2023 1,516,800
Lamar Media Corp. 5.88 02/01/2022 513,750
LBG Capital No.1 PLC 7.88 11/01/2020 2,601,672
Page 15 of 58
Le-Natures, Inc. 1.00 03/01/2011 0
Lender Processing Services, Inc. 5.75 04/15/2023 903,125
Lennar Corp. 5.00 11/15/2022 2,584,950
Level 3 Financing, Inc. 7.00 06/01/2020 2,003,978
Level 3 Financing, Inc. 8.12 07/01/2019 405,300
Level 3 Financing, Inc. 8.62 07/15/2020 2,259,930
Limited Brands, Inc. 6.95 03/01/2033 647,745
M/I Homes, Inc. 3.00 03/01/2018 341,344
Marquette Transportation Co./Marquette Transportation Finance Corp. 10.88 01/15/2017 1,744,100
Masco Corp. 6.12 10/03/2016 367,200
Masco Corp. 7.12 03/15/2020 1,031,375
Masco Corp. 7.75 08/01/2029 160,071
Masonite Worldwide Holdings, Inc. 32,922
Masonite Worldwide Holdings, Inc. 39,208
Masonite Worldwide Holdings, Inc. 47,078
MEG Energy Corp. 6.38 01/30/2023 465,600
MetroPCS Wireless, Inc. 6.62 11/15/2020 1,909,000
MetroPCS Wireless, Inc. 7.88 09/01/2018 1,022,400
Michaels Stores, Inc. 7.75 11/01/2018 2,075,800
Micron Technology, Inc. 1.62 02/15/2033 624,873
Micron Technology, Inc. 2.12 02/15/2033 758,531
Momentive Performance Materials, Inc. 8.88 10/15/2020 783,750
NAI Entertainment Holdings LLC 8.25 12/15/2017 317,790
Nara Cable Funding, Ltd. 8.88 12/01/2018 1,887,600
National Money Mart Co. 10.38 12/15/2016 1,750,060
Nationstar Mtg. LLC/Nationstar Capital Corp. 6.50 07/01/2021 460,800
Nationstar Mtg. LLC/Nationstar Capital Corp. 7.88 10/01/2020 1,187,200
NBCUniversal Enterprise, Inc. 5.25 03/19/2021 1,260,000
Newfield Exploration Co. 5.75 01/30/2022 727,650
Newfield Exploration Co. 7.12 05/15/2018 918,188
NII Capital Corp. 7.62 04/01/2021 1,061,288
NII Capital Corp. 8.88 12/15/2019 967,525
NII International Telecom SCA 7.88 08/15/2019 1,444,938
NII International Telecom SCA 11.38 08/15/2019 390,550
Nortek, Inc. 8.50 04/15/2021 540,600
Nortek, Inc. 8.50 04/15/2021 2,006,250
Nuveen Investments, Inc. 9.12 10/15/2017 2,661,638
Nuveen Investments, Inc. 9.50 10/15/2020 1,314,395
NXP BV/NXP Funding LLC 3.75 06/01/2018 818,300
ON Semiconductor Corp. 2.62 12/15/2026 633,306
Party City Holdings, Inc. 8.88 08/01/2020 487,988
Peabody Energy Corp. 6.00 11/15/2018 741,850
Peabody Energy Corp. 6.50 09/15/2020 2,326,803
Pinnacle Foods Finance LLC/Pinnacle Foods Finance Corp. 4.88 05/01/2021 1,609,175
Plains Exploration & Production Co. 6.75 02/01/2022 597,714
Ply Gem Industries, Inc. 9.38 04/15/2017 329,940
Provident Funding Associates LP/PFG Finance Corp. 6.75 06/15/2021 334,163
Pulte Group, Inc. 6.38 05/15/2033 266,475
Quebecor Media, Inc. 5.75 01/15/2023 1,257,750
Radiation Therapy Services, Inc. 9.88 04/15/2017 1,040,050
Range Resources Corp. 6.75 08/01/2020 1,067,138
Reader's Digest Assoc., Inc. 0
Realogy Group LLC 7.62 01/15/2020 941,775
Regal Cinemas Corp. 8.62 07/15/2019 874,283
Regal Entertainment Group 5.75 02/01/2025 228,000
Regal Entertainment Group 9.12 08/15/2018 284,900
Renco Metals, Inc. 11.50 07/01/2003 0
Rosetta Resources, Inc. 5.62 05/01/2021 1,596,169
Rosetta Resources, Inc. 9.50 04/15/2018 1,009,800
Royal Bank of Scotland Group PLC 6.12 12/15/2022 2,331,347
Ryland Group, Inc. 5.38 10/01/2022 376,350
Sally Holdings LLC/Sally Capital, Inc. 5.75 06/01/2022 593,775
Sally Holdings LLC/Sally Capital, Inc. 6.88 11/15/2019 526,598
Savient Pharmaceuticals, Inc. 4.75 02/01/2018 324,000
Seadrill, Ltd. 5.62 09/15/2017 1,093,350
Sensata Technologies BV 4.88 10/15/2023 409,063
Service Corp International 4.50 11/15/2020 1,204,800
Service Corp International 5.38 01/15/2022 334,163
Service Corp. International 7.62 10/01/2018 2,378,040
Sinclair Television Group, Inc. 9.25 11/01/2017 789,700
Page 16 of 58
Sirius XM Radio, Inc. 4.25 05/15/2020 521,700
Sirius XM Radio, Inc. 4.62 05/15/2023 1,443,000
Sirius XM Radio, Inc. 5.25 08/15/2022 58,200
SIWF Merger Sub, Inc./Springs Industries, Inc. 6.25 06/01/2021 323,400
SLM Corp. 6.25 01/25/2016 1,097,100
SLM Corp. 8.00 03/25/2020 969,920
SLM Corp. 8.45 06/15/2018 1,036,740
Softbank Corp. 4.50 04/15/2020 1,648,013
Sprint Nextel Corp. 7.00 03/01/2020 891,000
Sprint Nextel Corp. 9.00 11/15/2018 2,287,350
State Street Bank and Trust Co. Joint Repurchase Agreement 0.01 07/01/2013 5,975,000
SunGard Data Systems, Inc. 6.62 11/01/2019 633,150
SunGard Data Systems, Inc. 7.38 11/15/2018 1,224,855
SunGard Data Systems, Inc. 7.62 11/15/2020 556,500
Syniverse Holdings, Inc. 9.12 01/15/2019 2,860,900
Tempur-Pedic International, Inc. 6.88 12/15/2020 205,725
Tenet Healthcare Corp. 4.50 04/01/2021 787,963
Tenet Healthcare Corp. 4.75 06/01/2020 838,463
Texas Competitive Electric Holdings Co. LLC 4.71 10/10/2014 2,723,245
Texas Competitive Electric Holdings Co. LLC/TCEH Finance, Inc. 11.50 10/01/2020 452,238
TMX Finance LLC/TitleMax Finance Corp. 13.25 07/15/2015 584,513
TMX Finance LLC/TitleMax Finance Corp. 13.25 07/15/2015 1,228,013
TOUSA, Inc. 12.25 08/15/2013 0
TransDigm, Inc. 5.50 10/15/2020 836,325
TransDigm, Inc. 7.75 12/15/2018 2,099,738
Triax Pharmaceuticals LLC 1.00 08/30/2011 0
Triax Pharmaceuticals LLC 0
Triax Pharmaceuticals LLC, Class C 0
TRW Automotive, Inc. 7.25 03/15/2017 2,616,075
TW Telecom Holdings Inc. 5.38 10/01/2022 228,275
UBS AG 7.62 08/17/2022 768,214
United Rentals North America, Inc. 5.75 07/15/2018 2,178,750
United Rentals North America, Inc. 7.38 05/15/2020 736,575
United Rentals North America, Inc. 7.62 04/15/2022 508,775
Unitymedia Hessen GmbH & Co. KG 5.50 01/15/2023 1,970,325
Univision Communications, Inc. 6.75 09/15/2022 2,085,300
UPCB Finance V, Ltd. 7.25 11/15/2021 576,338
UPCB Finance VI, Ltd. 6.88 01/15/2022 1,216,125
Venture Holdings Co. LLC 11.00 06/01/2007 0
Videotron, Ltd. 5.00 07/15/2022 823,875
VPII Escrow Corp. 6.75 08/15/2018 763,625
Wind Acquisition Finance SA 6.50 04/30/2020 218,350
Wind Acquisition Finance SA 11.75 07/15/2017 1,040,000
Windstream Corp. 6.38 08/01/2023 1,453,925
Windstream Corp. 7.75 10/15/2020 2,551,275
Windstream Corp. 8.12 09/01/2018 452,625
Wornick Co. 356,454
Wynn Las Vegas LLC/ Wynn Las Vegas Capital Corp. 7.75 08/15/2020 1,293,616
Zayo Group LLC/Zayo Capital, Inc. 8.12 01/01/2020 303,800
Zayo Group LLC/Zayo Capital, Inc. 10.13 07/01/2020 222,000
VALIC Company II - International Opportunities Fund - (unaudited)
June 30, 2013
Security Coupon(%) Maturity Date Market Value ($)
51job, Inc. ADR 528,603
Aalberts Industries NV 325,183
Abcam PLC 228,114
ABC-Mart, Inc. 866,243
Aberdeen Asset Management PLC 2,928,646
Abril Educacao SA 550,039
Admiral Group PLC 430,443
Advantech Co., Ltd. 1,121,251
AEON Financial Service Co., Ltd. 1,268,836
Afren PLC 2,340,139
Air Water, Inc. 323,967
Ajisen China Holdings, Ltd. 621,935
Alam Sutera Realty Tbk PT 2,385,491
Alimentation Couche-Tard, Inc., Class B 992,040
Page 17 of 58
All America Latina Logistica SA 586,335
Alliance Global Group, Inc. 3,719,625
Alupar Investimento SA 601,595
Amadeus Fire AG 997,649
Amadeus IT Holding SA, Class A 3,402,675
AMEC PLC 1,197,546
Amlin PLC 917,371
Anhanguera Educacional Participacoes SA 856,782
Arca Continental SAB de CV 597,110
Arcelik AS 236,530
Arcos Dorados Holdings, Inc., Class A 483,669
Ascendas India Trust 909,333
Asciano, Ltd. 381,332
ASM International NV 724,887
ASOS PLC 8,319,491
Associated British Foods PLC 553,050
Astro Malaysia Holdings, Bhd 1,951,590
Asustek Computer, Inc. 972,740
Austbrokers Holdings, Ltd. 237,950
Autogrill SpA 3,220,796
Aveva Group PLC 236,547
Baoxin Auto Group, Ltd. 748,622
Beiersdorf AG 1,399,205
Bekaert NV 1,299,756
Bellway PLC 4,954,801
Bezeq The Israeli Telecommunication Corp., Ltd. 405,923
Bolsa Mexicana de Valores SAB de CV 680,831
Booker Group PLC 5,436,730
Brasil Brokers Participacoes SA 549,221
Brasil Insurance Participacoes e Administracao SA 762,601
Brasil Pharma SA 675,923
Brenntag AG 1,539,684
Britvic PLC 935,415
Brother Industries, Ltd. 575,506
Brunel International NV 373,986
Bunzl PLC 7,210,284
Burberry Group PLC 452,200
Burckhardt Compression Holding AG 794,554
Cabcharge Australia, Ltd. 541,479
Cairn Energy PLC 736,352
Calsonic Kansei Corp. 2,431,085
Canadian Oil Sands, Ltd. 761,805
Canadian Western Bank 588,036
Cap Gemini SA 460,545
Capita PLC 1,520,264
Carlsberg A/S, Class B 791,868
Catlin Group, Ltd. 745,500
CETIP SA - Mercados Organizados 701,276
Chiba Bank, Ltd. 1,029,199
China Shanshui Cement Group, Ltd. 198,766
Christian Dior SA 2,559,876
Christian Hansen Holding A/S 883,364
Chroma ATE, Inc. 740,216
Chugoku Marine Paints, Ltd. 500,010
Cia Hering 750,465
CJ O Shopping Co., Ltd. 775,159
Clicks Group, Ltd. 247,989
Cobham PLC 625,256
Coca-Cola HBC AG 482,831
Cognizant Technology Solutions Corp., Class A 721,893
Compass Group PLC 1,107,549
Computershare, Ltd. 767,887
Concentradora Fibra Hotelera Mexicana SA de CV 933,855
Copa Holdings SA, Class A 755,382
Cosmos Pharmaceutical Corp. 5,010,889
Credicorp, Ltd. 1,492,014
Credit Saison Co., Ltd. 2,855,900
Croda International PLC 8,461,374
CTS Eventim AG 336,485
Dabur India, Ltd. 1,139,251
Page 18 of 58
Dairy Farm International Holdings, Ltd. 540,450
Daiseki Co., Ltd. 773,656
Daiwa Securities Group, Inc. 1,234,634
Dassault Systemes SA 641,983
David Jones, Ltd. 194,192
Davide Campari - Milano SpA 1,483,339
DCC PLC 1,105,342
De La Rue PLC 263,615
DE Master Blenders 1753 NV 267,660
De'Longhi SpA 4,527,950
Delticom AG 132,000
Denki Kagaku Kogyo KK 2,758,621
Derwent London PLC 2,596,702
Deutsche Wohnen AG 3,970,743
D'Ieteren SA 663,264
Dignity PLC 2,331,304
Dish TV India, Ltd. 633,848
DKSH Holding, Ltd. 251,720
Dollarama, Inc. 2,114,441
Domino Printing Sciences PLC 688,049
Domino's Pizza Group PLC 4,095,442
Don Quijote Co., Ltd. 2,680,556
Draegerwerk AG & Co. KGaA 4,711,016
DSV A/S 1,659,280
Duerr AG 3,896,988
Edenred 558,765
EDP - Energias do Brasil SA 713,917
Electrocomponents PLC 322,136
Elekta AB, Series B 2,010,964
Elementis PLC 730,101
ElringKlinger AG 542,566
E-Mart Co., Ltd. 437,534
Emlak Konut Gayrimenkul Yatirim Ortakligi AS 1,060,966
Esprit Holdings, Ltd. 317,288
Estacio Participacoes SA 732,471
Eutelsat Communications SA 963,153
Exide Industries, Ltd. 1,033,037
Ezion Holdings, Ltd. 1,754,540
Faiveley Transport SA 129,388
FamilyMart Co., Ltd. 341,198
Federal Bank, Ltd. 913,451
Filtrona PLC 5,363,378
Finning International, Inc. 477,177
First Pacific Co., Ltd. 696
First Pacific Co., Ltd. 310,338
Fisher & Paykel Healthcare Corp., Ltd. 1,757,067
Fleury SA 603,581
Ford Otomotiv Sanayi AS 240,541
Freenet AG 2,466,690
Fuchs Petrolub AG 1,175,233
Fugro NV CVA 575,316
GAM Holding AG 3,584,926
GEA Group AG 6,055,097
Geberit AG 1,425,818
Geely Automobile Holdings, Ltd. 712,515
Gemalto NV 2,586,806
Genomma Lab Internacional SAB de CV 523,750
Georg Fischer AG 2,559,932
Gerresheimer AG 4,811,813
Gerry Weber International AG 966,595
GKN PLC 660,182
Glanbia PLC 655,497
Glanbia PLC 3,535,419
Global Ports Investments PLC GDR 235,507
Glory, Ltd. 136,023
Gran Tierra Energy, Inc. 815,121
Great Portland Estates PLC 2,745,848
Greencore Group PLC 2,046,092
GSW Immobilien AG 621,463
Guangzhou Automobile Group Co., Ltd. 982,871
Page 19 of 58
Gunns, Ltd. 0
Gunns, Ltd. 0
Halma PLC 2,631,183
Hargreaves Lansdown PLC 1,016,842
Harvey Norman Holdings, Ltd. 2,842,408
Havas SA 846,673
Heiwa Corp. 2,225,036
Henkel AG & Co. KGaA 1,495,020
Hirose Electric Co., Ltd. 646,219
Hisamitsu Pharmaceutical Co., Inc. 304,900
Hiscox, Ltd. 2,371,906
Hogy Medical Co., Ltd. 177,223
Home Product Center PCL 1,436,345
Hyundai Home Shopping Network Corp. 453,625
Ibiden Co., Ltd. 2,422,354
ICAP PLC 658,579
IG Group Holdings PLC 1,212,269
IGB Real Estate Investment Trust 414,386
Iluka Resources, Ltd. 1,646,124
IMI PLC 771,214
Inchcape PLC 3,330,325
Infineon Technologies AG 647,347
Ingenico SA 3,829,790
Insurance Australia Group, Ltd. 794,766
Intertek Group PLC 1,540,181
iShares MSCI EAFE Small Cap Index Fund 885,479
Japan Exchange Group, Inc. 323,291
Japan Petroleum Exploration Co. 446,411
Japan Pure Chemical Co., Ltd. 50,516
Jardine Lloyd Thompson Group PLC 4,589,058
Jazz Pharmaceuticals PLC 1,896,948
JB Hi-Fi, Ltd. 487,174
JGC Corp. 2,231,700
JinCo, Ltd. 3,055,556
John Wood Group PLC 4,525,480
Julius Baer Group, Ltd. 420,082
Jyske Bank A/S 2,099,838
Kaba Holding AG 96,387
Kabel Deutschland Holding AG 633,188
Kakaku.com, Inc. 4,135,814
Kansai Paint Co., Ltd. 816,939
Kerry Group PLC, Class A 1,095,520
Keyence Corp. 319,117
Kimberly-Clark de Mexico SAB de CV, Class A 645,169
Kintetsu World Express, Inc. 529,038
Klabin SA 369,113
Kobayashi Pharmaceutical Co., Ltd. 1,297,217
Kobe Steel, Ltd. 2,409,649
Konica Minolta, Inc. 740,089
Koninklijke Vopak NV 816,522
Kroton Educacional SA 1,211,101
KUKA AG 5,967,257
Ladbrokes PLC 285,157
Lawson, Inc. 1,419,661
Legrand SA 735,990
Li & Fung, Ltd. 351,189
Liberty Global PLC 164,633
Liberty Global PLC, Class A 240,612
Linx SA 619,535
Lojas Renner SA 252,206
Lonza Group AG 261,083
LPS Brasil Consultoria de Imoveis SA 671,647
LSL Property Services PLC 769,643
M Dias Branco SA 957,985
M Video OJSC 271,456
Macquarie Mexico Real Estate Management SA de CV 605,057
Makino Milling Machine Co., Ltd. 5,739,020
Maruwa Co., Ltd. 1,986,494
Mayr-Melnhof Karton AG 824,435
Meda AB, Series A 2,298,586
Page 20 of 58
Meggitt PLC 1,116,670
Metropolitan Bank & Trust 3,195,747
Midland Holdings, Ltd. 830,810
Milbon Co., Ltd. 437,588
Minor International PCL 297,216
Miraca Holdings, Inc. 1,783,908
Mitie Group PLC 1,078,350
Mitra Adiperkasa Tbk PT 152,343
MOIL, Ltd. 1,930
MOIL, Ltd. 766,318
Moneysupermarket.com Group PLC 2,352,739
MonotaRO Co., Ltd. 1,106,390
Motherson Sumi Systems, Ltd. 1,149,057
Multiplan Empreendimentos Imobiliarios SA 731,213
Multiplus SA 700,419
Nakanishi, Inc. 725,862
Naspers, Ltd., Class N 990,831
Neopost SA 669,683
Next PLC 2,223,942
NICE Systems, Ltd. 738,275
Nihon Kohden Corp. 611,414
Nippon Television Holdings, Inc. 685,874
Nitori Holdings Co., Ltd. 431,539
Nomura Research Institute, Ltd. 1,481,801
Norwegian Air Shuttle AS 2,202,597
NTT Urban Development Corp. 6,191,930
Nufarm, Ltd./Australia 354,292
OBIC Business Consultants, Ltd. 494,515
OBIC Co., Ltd. 2,977,526
Odontoprev SA 527,340
O'Key Group S.A. GDR 1,146,148
Omron Corp. 190,490
Outotec Oyj 308,852
Pacific Metals Co., Ltd. 3,224,440
Paddy Power PLC 5,749
Paddy Power PLC 830,545
Partners Group Holding AG 5,128,538
PDG Realty SA Empreendimentos e Participacoes 228,744
Peace Mark Holdings, Ltd. 0
Petroleum Geo-Services ASA 175,572
Pfeiffer Vacuum Technology AG 435,064
Point, Inc. 164,791
Precious Shipping PCL 324,895
Premier Farnell PLC 413,675
Premier Oil PLC 1,258,004
Promotora y Operadora de Infraestructura SAB de CV 681,389
Proto Corp. 451,117
Public Bank Bhd 827,757
PZ Cussons PLC 171,746
Qantas Airways, Ltd. 589,234
Raia Drogasil SA 359,968
Rakuten, Inc. 316,963
Rathbone Brothers PLC 1,368,878
Rightmove PLC 4,587,923
Rotork PLC 520,287
Saab AB, Series B 996,189
Samsung Fire & Marine Insurance Co., Ltd. 509,028
Santen Pharmaceutical Co., Ltd. 1,506,856
SBM Offshore NV 1,191,379
Schoeller-Bleckmann Oilfield Equipment AG 1,976,775
Schroders PLC 2,308,193
SEB SA 190,645
Semen Indonesia Persero Tbk PT 533,244
Sensata Technologies Holding NV 228,246
Seoul Semiconductor Co., Ltd. 926,755
Serco Group PLC 626,482
Seria Co., Ltd. 626,852
SES SA FDR 387,163
Shangri-La Asia, Ltd. 694,529
Shenguan Holdings Group, Ltd. 1,022,159
Page 21 of 58
Shimamura Co., Ltd. 388,788
Shimano, Inc. 297,137
Shiseido Co., Ltd. 204,022
Shizuoka Bank, Ltd. 679,038
Sika AG 1,320,692
Siliconware Precision Industries Co. 1,213,857
Sinotruk Hong Kong, Ltd. 325,320
SK Kaken Co., Ltd. 198,024
Smith & Nephew PLC 568,339
Smiths Group PLC 401,083
Societe BIC SA 300,481
SodaStream International, Ltd. 2,753,435
Sodexo 1,862,129
Sonova Holding AG 2,218,923
Sony Financial Holdings, Inc. 396,569
Spectris PLC 1,320,823
Spirax-Sarco Engineering PLC 709,508
Stagecoach Group PLC 2,013,840
Stanley Electric Co., Ltd. 346,739
State Street Bank and Trust Co. Joint Repurchase Agreement 0.01 07/01/2013 9,512,000
Stella International Holdings, Ltd. 1,263,871
Storebrand ASA 499,354
Sundrug Co., Ltd. 730,107
Supalai PCL 423,510
Suruga Bank, Ltd. 7,231,256
Swedish Match AB 1,241,006
Sydbank A/S 1,586,224
Symrise AG 2,153,974
Sysmex Corp. 366,445
Tadano, Ltd. 6,376,891
TAG Immobilien AG 269,455
Takata Corp. 580,691
Tate & Lyle PLC 297,329
TDC A/S 441,877
Technip SA 636,159
Techtronic Industries Co. 2,599,153
Telecity Group PLC 3,552,587
Thermax, Ltd. 442,441
THK Co., Ltd. 6,102,798
Tikkurila Oyj 198,104
Tim Participacoes SA ADR 798,312
Tisco Financial Group PCL 172,513
TK Corp. 984,841
Tod's SpA 3,696,683
Tofas Turk Otomobil Fabrikasi AS 223,538
Tokyo Tatemono Co., Ltd. 3,572,837
Top Glove Corp. Bhd 970,513
Toshiba Plant Systems & Services Corp. 269,691
Totvs SA 580,200
Tractebel Energia SA 811,067
Travis Perkins PLC 514,805
Treasury Wine Estates, Ltd. 3,628,919
Trelleborg AB, Series B 2,540,888
Tsumura & Co. 589,635
Unicharm Corp. 1,629,038
Usinas Siderurgicas de Minas Gerais SA, Class A 563,073
USS Co., Ltd. 905,089
Valeo SA 2,961,876
Venture Corp., Ltd. 762,160
Victrex PLC 674,915
Virbac SA 1,927,233
Viscofan SA 4,511,499
VTech Holdings, Ltd. 2,921,895
Want Want China Holdings, Ltd. 624,857
Whitbread PLC 1,492,294
William Demant Holding A/S 108,094
William Hill PLC 733,709
Wincor Nixdorf AG 3,217,325
Wing Hang Bank, Ltd. 2,703,006
Wolseley PLC 216,259
Page 22 of 58
WorleyParsons, Ltd. 511,744
Wumart Stores, Inc. 571,435
XL Axiata Tbk PT 1,241,131
Yamada Denki Co., Ltd. 217,930
Yamato Holdings Co., Ltd. 1,671,872
Yuanta Financial Holding Co., Ltd. 804,177
Ziggo NV 1,776,462
VALIC Company II - Large Cap Value Fund - (unaudited)
June 30, 2013
Security Coupon(%) Maturity Date Market Value ($)
Abbott Laboratories 272,064
AbbVie, Inc. 289,380
Aetna, Inc. 1,003,932
Allstate Corp. 481,200
Altera Corp. 478,355
Ameriprise Financial, Inc. 2,914,106
Amgen, Inc. 434,104
Anadarko Petroleum Corp. 1,981,546
Analog Devices, Inc. 428,070
Apache Corp. 958,177
Applied Materials, Inc. 1,589,108
AT&T, Inc. 283,200
Avon Products, Inc. 631,531
Bank of America Corp. 2,918,834
Baxter International, Inc. 1,653,475
BB&T Corp. 508,200
Berkshire Hathaway, Inc., Class B 1,873,541
Best Buy Co., Inc. 1,191,588
CA, Inc. 343,560
Cameron International Corp. 1,483,742
Capital One Financial Corp. 714,150
Carnival Corp. 1,358,570
Check Point Software Technologies, Ltd. 496,800
Chevron Corp. 4,567,924
Chubb Corp. 2,762,130
Cigna Corp. 1,806,451
Cisco Systems, Inc. 4,714,438
Citigroup, Inc. 4,207,449
Coca-Cola Enterprises, Inc. 1,201,417
Comcast Corp., Class A 418,800
Comerica, Inc. 1,575,675
ConAgra Foods, Inc. 1,951,539
Corning, Inc. 668,241
Cummins, Inc. 1,648,592
CVS Caremark Corp. 2,230,020
Deere & Co. 276,250
Delphi Automotive PLC 715,743
Delta Air Lines, Inc. 1,201,556
Devon Energy Corp. 155,640
Discover Financial Services 1,117,634
Dr Pepper Snapple Group, Inc. 206,685
Eaton Corp. PLC 1,820,963
Eli Lilly & Co. 1,066,886
EMC Corp. 1,712,214
Ensco PLC, Class A 261,540
Entergy Corp. 271,752
Enterprise Products Partners LP 223,740
EOG Resources, Inc. 671,568
Equity Residential 163,439
Euro Time Deposit with State Street Bank and Trust Co. 0.01 07/01/2013 5,042,000
Everest Re Group, Ltd. 282,172
Exelon Corp. 463,200
FedEx Corp. 2,163,831
Fifth Third Bancorp 1,694,173
Freeport-McMoRan Copper & Gold, Inc. 160,138
General Dynamics Corp. 704,970
General Electric Co. 4,205,275
Page 23 of 58
General Mills, Inc. 533,830
General Motors Co. 1,047,933
Gilead Sciences, Inc. 322,623
Goldcorp, Inc. 309,125
Goldman Sachs Group, Inc. 2,191,613
Google, Inc., Class A 642,670
Hartford Financial Services Group, Inc. 1,352,750
HCP, Inc. 416,003
Hess Corp. 465,430
Honeywell International, Inc. 2,292,926
ING US, Inc. 999,136
Intel Corp. 339,080
IntercontinentalExchange, Inc. 426,624
International Business Machines Corp. 363,109
International Paper Co. 1,615,986
Invesco, Ltd. 1,128,582
iShares Russell 1000 Value Index Fund 1,515,761
Jacobs Engineering Group, Inc. 479,631
Johnson & Johnson 3,766,163
Johnson Controls, Inc. 1,640,256
JPMorgan Chase & Co. 4,969,123
KBR, Inc. 390,000
Kohl's Corp. 1,365,285
Kraft Foods Group, Inc. 673,792
Kroger Co. 414,480
Laboratory Corp. of America Holdings 440,440
LyondellBasell Industries NV, Class A 1,702,219
Macy's, Inc. 918,720
Marsh & McLennan Cos., Inc. 479,040
McDonald's Corp. 495,000
McKesson Corp. 2,201,835
Medtronic, Inc. 257,350
Merck & Co., Inc. 2,423,297
MetLife, Inc. 2,352,522
Micron Technology, Inc. 857,221
Microsoft Corp. 863,250
Molson Coors Brewing Co., Class B 287,160
Moody's Corp. 659,263
Morgan Stanley 1,085,669
Mosaic Co. 322,860
National Oilwell Varco, Inc. 482,300
Newell Rubbermaid, Inc. 958,650
News Corp., Class A 992,670
NextEra Energy, Inc. 686,876
Noble Energy, Inc. 564,376
Norfolk Southern Corp. 363,250
Novartis AG ADR 1,060,650
NRG Energy, Inc. 1,877,544
Occidental Petroleum Corp. 7,481,043
Omnicom Group, Inc. 662,021
Oracle Corp. 1,763,328
PepsiCo, Inc. 1,661,973
Pfizer, Inc. 6,375,916
Phillips 66 1,002,059
Pitney Bowes, Inc. 629,038
PNC Financial Services Group, Inc. 2,274,375
PPL Corp. 635,460
Procter & Gamble Co. 746,803
Prudential Financial, Inc. 1,192,580
PVH Corp. 1,021,659
QEP Resources, Inc. 444,480
QUALCOMM, Inc. 1,812,244
Republic Services, Inc. 407,280
Rockwell Collins, Inc. 253,640
Royal Dutch Shell PLC ADR, Class A 1,052,700
SanDisk Corp. 1,608,763
Schlumberger, Ltd. 573,280
Stanley Black & Decker, Inc. 309,200
State Street Corp. 521,680
Stryker Corp. 517,440
Page 24 of 58
SunTrust Banks, Inc. 315,700
Symantec Corp. 179,760
Target Corp. 482,020
TD Ameritrade Holding Corp. 1,490,434
Teva Pharmaceutical Industries, Ltd. ADR 666,400
Texas Instruments, Inc. 2,740,085
Thermo Fisher Scientific, Inc. 507,780
Time Warner, Inc. 2,687,474
Travelers Cos., Inc. 519,480
Tyco International, Ltd. 375,630
Unilever PLC ADR 566,300
United Technologies Corp. 232,350
US Bancorp 397,650
Valero Energy Corp. 706,526
Viacom, Inc., Class B 2,256,538
Vodafone Group PLC ADR 1,207,080
Wal-Mart Stores, Inc. 260,715
Walt Disney Co. 3,108,243
WellPoint, Inc. 360,096
Wells Fargo & Co. 3,894,237
Western Union Co. 256,650
Weyerhaeuser Co. 484,330
Whiting Petroleum Corp. 299,585
Xilinx, Inc. 669,409
Zimmer Holdings, Inc. 262,290
VALIC Company II - Mid Cap Growth Fund - (unaudited)
June 30, 2013
Security Coupon(%) Maturity Date Market Value ($)
Actavis, Inc. 1,592,896
Affiliated Managers Group, Inc. 1,979,903
Alexion Pharmaceuticals, Inc. 511,932
Alliance Data Systems Corp. 1,770,473
AMC Networks, Inc., Class A 646,251
AMETEK, Inc. 1,185,754
Amphenol Corp., Class A 638,329
Analog Devices, Inc. 697,078
Ariad Pharmaceuticals, Inc. 840,989
Autodesk, Inc. 444,478
AutoZone, Inc. 974,487
Avago Technologies, Ltd. 543,505
BankUnited, Inc. 655,452
Beam, Inc. 620,371
Brookdale Senior Living, Inc. 877,279
Cabot Oil & Gas Corp. 1,553,918
Cameron International Corp. 1,633,033
Cardinal Health, Inc. 989,312
Catamaran Corp. 902,782
CBRE Group, Inc., Class A 547,535
Cerner Corp. 819,648
CF Industries Holdings, Inc. 876,365
Charter Communications, Inc., Class A 1,830,503
Chipotle Mexican Grill, Inc. 768,779
Citrix Systems, Inc. 641,911
Cobalt International Energy, Inc. 489,685
Cognizant Technology Solutions Corp., Class A 641,753
CommVault Systems, Inc. 516,811
Concho Resources, Inc. 1,094,220
Constellation Brands, Inc., Class A 773,982
Continental Resources, Inc. 878,673
CoStar Group, Inc. 796,620
Crown Castle International Corp. 872,300
Crown Holdings, Inc. 788,462
CSX Corp. 522,703
Cummins, Inc. 594,361
DaVita HealthCare Partners, Inc. 643,864
Delphi Automotive PLC 1,851,249
Delta Air Lines, Inc. 1,839,754
Page 25 of 58
Dick's Sporting Goods, Inc. 1,056,166
Discovery Communications, Inc., Class A 1,559,642
Dollar Tree, Inc. 1,539,435
Donaldson Co., Inc. 651,722
Dunkin' Brands Group, Inc. 785,747
Eastman Chemical Co. 862,523
Edwards Lifesciences Corp. 1,026,144
Electronic Arts, Inc. 701,274
Equifax, Inc. 294,709
Equinix, Inc. 679,770
Expedia, Inc. 1,156,685
Fastenal Co. 951,846
First Republic Bank 659,547
Foot Locker, Inc. 682,576
Fortune Brands Home & Security, Inc. 980,897
Gartner, Inc. 661,654
Herbalife, Ltd. 485,255
Hershey Co. 1,276,704
HMS Holdings Corp. 661,044
Home Properties, Inc. 877,265
IHS, Inc., Class A 737,236
Illumina, Inc. 1,070,212
Informatica Corp. 434,452
Ingersoll-Rand PLC 1,101,517
IntercontinentalExchange, Inc. 863,914
International Paper Co. 1,055,021
Intuit, Inc. 1,807,098
ITC Holdings Corp. 1,279,113
J.B. Hunt Transport Services, Inc. 783,804
Kansas City Southern 1,149,666
KBR, Inc. 580,450
KLA-Tencor Corp. 663,187
Kroger Co. 1,024,111
Liberty Global PLC, Class A 1,390,408
LinkedIn Corp., Class A 1,075,149
LKQ Corp. 843,235
Lululemon Athletica, Inc. 1,501,718
Macy's, Inc. 871,200
Mattel, Inc. 789,753
Maxim Integrated Products, Inc. 374,197
McGraw-Hill Financial, Inc. 899,975
Mead Johnson Nutrition Co. 1,117,935
Michael Kors Holdings, Ltd. 1,455,609
Monster Beverage Corp. 915,014
Moody's Corp. 1,296,590
Netflix, Inc. 1,049,117
Nielsen Holdings NV 668,676
Oceaneering International, Inc. 664,240
Ocwen Financial Corp. 627,368
Onyx Pharmaceuticals, Inc. 1,089,591
Pall Corp. 957,921
Perrigo Co. 1,443,651
PetSmart, Inc. 736,220
Pharmacyclics, Inc. 641,323
Plum Creek Timber Co., Inc. 883,930
Polaris Industries, Inc. 1,474,970
PulteGroup, Inc. 1,000,668
PVH Corp. 1,126,701
Rayonier, Inc. 1,194,762
Red Hat, Inc. 608,270
Regal-Beloit Corp. 604,309
Regeneron Pharmaceuticals, Inc. 682,511
Rock-Tenn Co., Class A 746,104
Rockwell Automation, Inc. 1,003,832
Royal Gold, Inc. 726,595
SBA Communications Corp., Class A 776,778
SeaWorld Entertainment, Inc. 1,565,179
Sherwin-Williams Co. 2,624,276
Signature Bank 767,935
Sirius XM Radio, Inc. 892,742
Page 26 of 58
Sirona Dental Systems, Inc. 753,667
SM Energy Co. 641,186
SolarWinds, Inc. 691,594
Splunk, Inc. 771,430
Starwood Hotels & Resorts Worldwide, Inc. 1,854,627
State Street Bank and Trust Co. Joint Repurchase Agreement 0.01 07/01/2013 3,871,000
Stericycle, Inc. 1,037,269
Superior Energy Services, Inc. 614,052
Teradata Corp. 1,063,871
TJX Cos., Inc. 881,056
Toll Brothers, Inc. 913,118
Trimble Navigation, Ltd. 368,042
TripAdvisor, Inc. 1,318,201
Ulta Salon Cosmetics & Fragrance, Inc. 1,345,149
United Rentals, Inc. 863,393
Vantiv, Inc., Class A 730,186
Verisk Analytics, Inc., Class A 1,321,758
Vertex Pharmaceuticals, Inc. 1,027,528
Western Union Co. 596,455
Whole Foods Market, Inc. 1,409,522
WW Grainger, Inc. 749,731
Wynn Resorts, Ltd. 955,136
Xilinx, Inc. 644,059
VALIC Company II - Mid Cap Value Fund - (unaudited)
June 30, 2013
Security Coupon(%) Maturity Date Market Value ($)
ACCO Brands Corp. 4,134,000
Acuity Brands, Inc. 5,059,840
Aegion Corp. 2,062,884
AES Corp. 766,868
AGCO Corp. 4,901,405
Albany International Corp., Class A 3,457,590
Alleghany Corp. 2,153,052
Alliance Data Systems Corp. 1,148,635
Alliant Energy Corp. 6,114,887
Almirall SA 7,770,489
Amdocs, Ltd. 2,132,675
Ameren Corp. 1,180,638
American Assets Trust, Inc. 4,652,762
American Electric Power Co., Inc. 1,553,463
AmerisourceBergen Corp. 5,735,863
AMETEK, Inc. 2,493,585
Analog Devices, Inc. 2,173,019
Arch Capital Group, Ltd. 863,431
Argo Group International Holdings, Ltd. 1,120,071
Arrow Electronics, Inc. 10,148,321
Ascena Retail Group, Inc. 2,922,875
Ashland, Inc. 5,210,400
Avago Technologies, Ltd. 7,349,618
Avery Dennison Corp. 5,943,640
Avnet, Inc. 2,055,514
Axis Capital Holdings, Ltd. 1,944,551
Ball Corp. 718,974
BankUnited, Inc. 3,997,685
Barnes Group, Inc. 6,945,024
BB&T Corp. 2,879,597
Beneficial Mutual Bancorp, Inc. 250,118
Blackstone Mortgage Trust, Inc., Class A 3,751,930
Booz Allen Hamilton Holding Corp. 3,931,356
Boston Properties, Inc. 1,317,109
Boston Scientific Corp. 2,612,286
Brady Corp., Class A 2,993,010
BRE Properties, Inc. 1,118,197
Brocade Communications Systems, Inc. 129,548
Brookdale Senior Living, Inc. 6,688,606
Brooks Automation, Inc. 3,021,165
Brunswick Corp. 1,498,615
Page 27 of 58
Bunge, Ltd. 6,256,068
CA, Inc. 1,428,408
Cabot Corp. 7,143,478
Cameron International Corp. 1,268,214
CareFusion Corp. 3,251,718
Carlisle Cos., Inc. 5,586,777
Carpenter Technology Corp. 5,543,610
CBS Corp., Class B 3,599,960
Celanese Corp., Series A 8,417,920
Charles Schwab Corp. 1,549,472
Check Point Software Technologies, Ltd. 5,176,656
Checkpoint Systems, Inc. 3,230,183
Chemed Corp. 1,242,971
Chemtura Corp. 3,248,000
Chicago Bridge & Iron Co. NV 4,438,704
Cigna Corp. 3,125,406
Coach, Inc. 969,674
Cobalt International Energy, Inc. 8,089,635
Coca-Cola Enterprises, Inc. 867,784
Colfax Corp. 885,870
Comerica, Inc. 8,401,342
Constellation Brands, Inc., Class A 2,658,381
Crane Co. 2,672,432
Crown Holdings, Inc. 2,933,885
Curtiss-Wright Corp. 2,052,939
DaVita HealthCare Partners, Inc. 861,304
Delta Air Lines, Inc. 6,279,113
Discover Financial Services 2,913,329
Dover Corp. 12,924,410
Dr Pepper Snapple Group, Inc. 3,785,321
East West Bancorp, Inc. 2,600,565
Eastman Chemical Co. 7,421,060
Ebro Foods SA 4,100,324
Edison International 2,333,448
Energen Corp. 1,080,998
Ensco PLC, Class A 2,138,932
EQT Corp. 1,642,959
Equifax, Inc. 1,503,894
Equity Lifestyle Properties, Inc. 5,100,491
Equity Residential 1,825,987
Esterline Technologies Corp. 5,749,657
EverBank Financial Corp. 3,846,888
Express, Inc. 1,572,750
Fairchild Semiconductor International, Inc. 4,798,260
Family Dollar Stores, Inc. 1,090,425
Federal Signal Corp. 3,065,283
Fifth Third Bancorp 2,364,478
Finish Line, Inc., Class A 3,344,580
First Midwest Bancorp, Inc. 2,827,006
Flextronics International, Ltd. 8,922,912
Flowserve Corp. 2,996,907
Fluor Corp. 1,598,582
Foot Locker, Inc. 1,359,707
Forest City Enterprises, Inc., Class A 4,009,243
Foster Wheeler AG 1,214,045
FTI Consulting, Inc. 1,695,940
GNC Holdings, Inc., Class A 4,429,842
Graphic Packaging Holding Co. 2,279,894
Great Plains Energy, Inc. 3,747,230
Griffon Corp. 1,240,504
H.B. Fuller Co. 4,005,743
Hanover Insurance Group, Inc. 5,974,353
Harman International Industries, Inc. 2,725,881
Harris Corp. 3,598,796
Harsco Corp. 2,620,470
Hatteras Financial Corp. 3,200,736
Health Management Associates, Inc., Class A 2,700,696
Hologic, Inc. 1,035,156
Honeywell International, Inc. 6,735,966
Hubbell, Inc., Class B 12,262,437
Page 28 of 58
Humana, Inc. 1,469,562
Huntington Bancshares, Inc. 1,531,974
Huntington Ingalls Industries, Inc. 2,339,289
IAC/InterActiveCorp 1,237,369
Iberiabank Corp. 3,715,173
ICON PLC 1,203,663
IDEX Corp. 2,755,072
Infineon Technologies AG 1,380,985
Ingersoll-Rand PLC 3,164,640
Ingram Micro, Inc., Class A 3,617,595
Ingredion, Inc. 1,338,648
International Paper Co. 2,129,760
Japan Petroleum Exploration Co. 1,960,148
KBR, Inc. 4,917,250
Kemet Corp. 1,459,050
Kennametal, Inc. 6,255,513
Kimco Realty Corp. 2,214,833
Kosmos Energy, Ltd. 749,798
Lear Corp. 3,606,258
Lender Processing Services, Inc. 1,256,151
Lennar Corp., Class A 2,832,744
Loews Corp. 1,263,802
Lorillard, Inc. 1,111,001
Louisiana-Pacific Corp. 1,095,791
LPL Financial Holdings, Inc. 5,286,400
LSI Corp. 2,061,961
LTX-Credence Corp. 1,786,422
Macy's, Inc. 2,875,488
Maidenform Brands, Inc. 1,992,950
ManpowerGroup, Inc. 1,826,155
Marathon Oil Corp. 1,387,315
Marathon Petroleum Corp. 1,264,797
Marsh & McLennan Cos., Inc. 2,734,799
Masco Corp. 1,210,076
Mattel, Inc. 2,370,982
McGraw-Hill Financial, Inc. 1,205,658
McKesson Corp. 3,410,726
Men's Wearhouse, Inc. 4,197,565
Methanex Corp. 8,725,309
Microsemi Corp. 6,317,675
Minerals Technologies, Inc. 4,986,720
Molycorp, Inc. 1,497,300
Moody's Corp. 834,985
Moog, Inc., Class A 4,915,962
Newell Rubbermaid, Inc. 8,769,259
Newfield Exploration Co. 3,173,237
Noble Energy, Inc. 1,632,968
Nordstrom, Inc. 1,315,743
NV Energy, Inc. 2,215,539
NXP Semiconductor NV 4,368,180
Ocean Rig UDW, Inc. 5,377,383
Omnicare, Inc. 3,577,725
Omnicom Group, Inc. 1,395,903
ON Semiconductor Corp. 1,634,035
Ono Pharmaceutical Co., Ltd. 3,528,534
Owens-Illinois, Inc. 8,824,242
Packaging Corp. of America 7,441,920
Parker Hannifin Corp. 2,383,474
Pentair, Ltd. 8,114,445
PHH Corp. 1,879,056
Plexus Corp. 2,866,660
PolyOne Corp. 5,588,163
Popular, Inc. 3,766,895
Principal Financial Group, Inc. 5,979,904
QEP Resources, Inc. 4,483,692
Raymond James Financial, Inc. 2,593,886
Regency Centers Corp. 1,575,161
Regions Financial Corp. 3,270,696
Reinsurance Group of America, Inc. 11,545,724
Rexam PLC 1,401,219
Page 29 of 58
Rexel SA 2,892,986
Robert Half International, Inc. 2,472,977
Rock-Tenn Co., Class A 1,186,375
Rosetta Resources, Inc. 1,089,745
Ross Stores, Inc. 950,503
Rush Enterprises, Inc., Class A 498,218
Samsonite International SA 5,079,773
SanDisk Corp. 4,668,040
Seagate Technology PLC 1,591,151
Sealed Air Corp. 6,586,250
SEI Investments Co. 1,164,891
Skyworks Solutions, Inc. 4,743,563
SLM Corp. 1,518,796
SM Energy Co. 1,485,105
Solar Cayman, Ltd. 8,414
Sonoco Products Co. 3,387,860
Southwestern Energy Co. 1,693,787
SSgA Money Market Fund 3,915,947
Stanley Black & Decker, Inc. 7,179,006
Staples, Inc. 8,023,701
State Street Bank and Trust Co. Joint Repurchase Agreement 0.01 07/01/2013 43,887,000
State Street Corp. 1,458,878
SunTrust Banks, Inc. 1,846,845
Symantec Corp. 2,499,226
Symetra Financial Corp. 1,259,516
Taubman Centers, Inc. 1,720,710
TD Ameritrade Holding Corp. 3,146,672
TE Connectivity, Ltd. 1,236,593
Teledyne Technologies, Inc. 1,383,250
Teradyne, Inc. 9,934,078
Tesoro Corp. 806,251
Timken Co. 4,421,301
Toll Brothers, Inc. 4,384,460
Torchmark Corp. 3,396,269
Towers Watson & Co., Class A 3,188,122
Trican Well Service, Ltd. 4,316,161
TrueBlue, Inc. 4,454,180
TRW Automotive Holdings Corp. 1,015,137
Tyco International, Ltd. 2,576,690
Tyson Foods, Inc., Class A 955,373
UCB SA 3,905,485
UGI Corp. 7,177,115
Universal Stainless & Alloy Products, Inc. 1,538,915
Unum Group 8,603,442
Ventas, Inc. 759,684
Verint Systems, Inc. 5,316,953
Vornado Realty Trust 1,721,043
Weatherford International, Ltd. 835,097
WellCare Health Plans, Inc. 5,371,685
WESCO International, Inc. 15,421,075
Westar Energy, Inc. 5,177,999
Western Digital Corp. 2,549,788
Williams-Sonoma, Inc. 1,153,067
Wisconsin Energy Corp. 3,150,245
XL Group PLC 9,447,712
Zep, Inc. 664,860
Zions Bancorporation 5,227,280
VALIC Company II - Moderate Growth Lifestyle Fund - (unaudited)
June 30, 2013
Security Coupon(%) Maturity Date Market Value ($)
VALIC Co. I Blue Chip Growth Fund 16,935,076
VALIC Co. I Capital Conservation Fund 10,720,832
VALIC Co. I Dividend Value Fund 36,210,121
VALIC Co. I Emerging Economies Fund 58,010,800
VALIC Co. I Foreign Value Fund 6,254,857
VALIC Co. I Global Real Estate Fund 27,056,194
VALIC Co. I Government Securities Fund 10,025,582
Page 30 of 58
VALIC Co. I Inflation Protected Fund 10,397,942
VALIC Co. I International Equities Fund 17,425,046
VALIC Co. I International Growth Fund 7,730,359
VALIC Co. I Mid Cap Index Fund 21,710,949
VALIC Co. I Mid Cap Strategic Growth Fund 1,230,918
VALIC Co. I Nasdaq-100 Index Fund 12,963,142
VALIC Co. I Science & Technology Fund 13,759,544
VALIC Co. I Small Cap Index Fund 11,872,407
VALIC Co. I Small Cap Special Values Fund 8,616,937
VALIC Co. I Stock Index Fund 73,249,846
VALIC Co. I Value Fund 2,623,564
VALIC Co. II Capital Appreciation Fund 13,656,596
VALIC Co. II Core Bond Fund 83,540,448
VALIC Co. II High Yield Bond Fund 22,917,849
VALIC Co. II Large Cap Value Fund 5,809,981
VALIC Co. II Mid Cap Growth Fund 5,430,137
VALIC Co. II Mid Cap Value Fund 41,631,749
VALIC Co. II Small Cap Growth Fund 4,642,703
VALIC Co. II Small Cap Value Fund 20,091,912
VALIC Co. II Strategic Bond Fund 38,923,704
VALIC Company II - Money Market II Fund - (unaudited)
June 30, 2013
Security Coupon(%) Maturity Date Market Value ($)
Bank of America NA 0.20 07/29/2013 3,250,000
Bank of America NA 0.26 09/16/2013 3,450,000
Barclays US Funding Corp. 0.20 08/01/2013 3,699,363
BNP Paribas Finance, Inc. 0.08 07/03/2013 7,999,964
Citibank NA 0.26 08/15/2013 3,600,000
Citigroup, Inc. 6.50 08/19/2013 2,267,963
Citigroup, Inc. FRS 0.40 03/07/2014 1,168,633
Credit Agricole Corporate and Investment Bank NY 0.13 07/03/2013 3,500,000
Credit Agricole North America, Inc. 0.13 07/15/2013 4,149,790
Deutsche Bank AG NY FRS 0.25 07/01/2013 3,500,000
Federal Farm Credit Bank 0.04 07/02/2013 3,749,996
Federal Farm Credit Bank 0.09 11/01/2013 999,693
Federal Farm Credit Bank FRS 0.11 02/19/2014 1,200,000
Federal Farm Credit Bank 0.13 10/21/2013 999,596
Federal Farm Credit Bank FRS 0.14 12/06/2013 2,700,000
Federal Farm Credit Bank 0.14 02/10/2014 1,498,693
Federal Farm Credit Bank FRS 0.16 07/24/2013 250,002
Federal Farm Credit Bank FRS 0.16 09/16/2013 150,003
Federal Farm Credit Bank 0.18 09/11/2013 3,498,740
Federal Farm Credit Bank FRS 0.21 03/26/2014 3,951,049
Federal Farm Credit Bank FRS 0.22 07/10/2013 300,005
Federal Farm Credit Bank FRS 0.27 07/14/2014 355,559
Federal Home Loan Bank 0.02 07/22/2013 3,499,959
Federal Home Loan Bank 0.04 08/09/2013 3,999,827
Federal Home Loan Bank 0.05 07/24/2013 1,749,950
Federal Home Loan Bank 0.06 07/03/2013 3,499,988
Federal Home Loan Bank 0.08 08/15/2013 2,399,760
Federal Home Loan Bank 0.08 08/30/2013 2,599,653
Federal Home Loan Bank 0.12 07/24/2013 1,749,866
Federal Home Loan Bank 0.17 12/20/2013 1,749,863
Federal Home Loan Bank 0.18 06/19/2014 1,497,353
Federal Home Loan Bank 0.18 06/26/2014 1,247,750
Federal Home Loan Mtg. Corp. 0.07 08/28/2013 499,944
Federal Home Loan Mtg. Corp. 0.16 11/05/2013 2,698,476
Federal Home Loan Mtg. Corp. 0.17 02/24/2014 1,298,539
Federal Home Loan Mtg. Corp. 0.18 02/24/2014 1,198,572
Federal Home Loan Mtg. Corp. 1.38 02/25/2014 302,370
Federal National Mtg. Assoc. 0.10 09/18/2013 499,890
Federal National Mtg. Assoc. 0.11 07/22/2013 1,999,872
Federal National Mtg. Assoc. 0.16 02/03/2014 3,996,142
Federal National Mtg. Assoc. FRS 0.18 08/12/2013 200,007
Federal National Mtg. Assoc. FRS 0.36 06/23/2014 180,340
Federal National Mtg. Assoc. 1.25 02/27/2014 2,316,610
Federal National Mtg. Assoc. 2.50 05/15/2014 489,672
Page 31 of 58
General Electric Capital Corp. FRS 1.13 01/07/2014 2,034,588
General Electric Capital Corp. 1.88 09/16/2013 1,003,481
JPMorgan Chase & Co. FRS 0.29 09/03/2013 3,350,000
JPMorgan Chase Bank NA FRS 0.35 07/07/2014 2,700,000
Nordea Bank Finland PLC NY FRS 0.19 08/08/2013 3,300,000
Nordea Bank Finland PLC NY FRS 0.19 10/25/2013 3,600,000
Procter & Gamble Co. FRS 0.19 02/06/2014 3,224,691
Rabobank Nederland NV NY FRS 0.33 01/31/2014 3,500,000
Rabobank Nederland NV NY FRS 0.38 07/11/2013 3,000,000
Royal Bank of Canada 1.12 01/15/2014 3,560,644
Royal Bank of Canada NY FRS 0.33 10/04/2013 3,800,000
State Street Bank and Trust Co. Joint Repurchase Agreement 0.01 07/01/2013 11,328,000
State Street Corp. 0.15 08/07/2013 3,999,383
State Street Corp. 0.15 10/01/2013 2,399,080
Svenska Handelsbanken NY 0.21 09/23/2013 3,500,041
Svenska Handlsbanken NY 0.22 07/12/2013 3,500,005
UBS AG Stamford CT FRS 0.34 01/21/2014 3,700,000
UBS AG Stamford CT FRS 0.38 10/17/2013 3,250,000
UBS AG Stamford CT 2.25 01/28/2014 808,842
United States Treasury Bills 0.01 07/25/2013 2,499,983
United States Treasury Bills 0.04 07/05/2013 1,749,992
United States Treasury Bills 0.07 10/31/2013 999,780
United States Treasury Bills 0.07 11/07/2013 999,758
United States Treasury Bills 0.10 07/25/2013 1,249,917
United States Treasury Notes 0.25 01/31/2014 250,107
United States Treasury Notes 0.38 07/31/2013 250,044
United States Treasury Notes 0.50 11/15/2013 1,501,725
United States Treasury Notes 1.00 01/15/2014 1,707,569
United States Treasury Notes 1.00 05/15/2014 2,417,250
Wells Fargo Bank NA 0.20 01/15/2014 3,500,000
Wells Fargo Bank NA FRS 0.18 09/11/2013 3,400,000
VALIC Company II - Small Cap Growth Fund - (unaudited)
June 30, 2013
Security Coupon(%) Maturity Date Market Value ($)
Acadia Healthcare Co., Inc. 1,495,326
Acadia Pharmaceuticals, Inc. 498,163
Acorda Therapeutics, Inc. 485,349
Acuity Brands, Inc. 1,226,973
Aegerion Pharmaceuticals, Inc. 976,006
Affiliated Managers Group, Inc. 554,117
AMAG Pharmaceuticals, Inc. 484,427
Amtrust Financial Services, Inc. 1,012,988
Annie's, Inc. 920,962
Arctic Cat, Inc. 839,417
Ariad Pharmaceuticals, Inc. 316,359
Armstrong World Industries, Inc. 785,572
Aruba Networks, Inc. 688,712
Blue Nile, Inc. 402,659
Boingo Wireless, Inc. 594,359
BroadSoft, Inc. 788,090
Bruker Corp. 806,095
Carlisle Cos., Inc. 996,462
Cavium, Inc. 1,099,618
Chimerix, Inc. 535,801
Cohen & Steers, Inc. 651,295
CommVault Systems, Inc. 558,778
Conn's, Inc. 1,275,780
Cornerstone OnDemand, Inc. 1,279,090
CoStar Group, Inc. 532,672
CubeSmart 504,377
Cubist Pharmaceuticals, Inc. 626,596
Cyan, Inc. 514,443
Dealertrack Technologies, Inc. 1,242,884
Delek US Holdings, Inc. 481,202
Demandware, Inc. 897,268
Douglas Emmett, Inc. 497,353
Dril-Quip, Inc. 1,356,246
Page 32 of 58
DXP Enterprises, Inc. 575,357
EastGroup Properties, Inc. 474,581
Emeritus Corp. 1,186,283
Envestnet, Inc. 1,169,730
Euro Time Deposit with State Street Bank and Trust Co. 0.01 07/01/2013 1,654,000
Exact Sciences Corp. 741,111
Fairway Group Holdings Corp. 481,201
Financial Engines, Inc. 1,501,917
Five Below, Inc. 854,523
Fluidigm Corp. 876,492
Fortinet, Inc. 447,860
Fortune Brands Home & Security, Inc. 1,067,674
Forum Energy Technologies, Inc. 846,593
Francesca's Holdings Corp. 1,078,169
Fusion-io, Inc. 397,410
Generac Holdings, Inc. 934,873
Gigamon, Inc. 351,225
Glimcher Realty Trust 472,585
Graco, Inc. 1,217,741
Guidewire Software, Inc. 581,678
Halozyme Therapeutics, Inc. 560,564
Health Net, Inc. 776,313
HEICO Corp. 989,519
Hexcel Corp. 1,086,399
Highwoods Properties, Inc. 459,761
Hittite Microwave Corp. 835,838
HomeAway, Inc. 1,132,935
Imperva, Inc. 963,631
Imris, Inc. 409,943
Infinera Corp. 1,112,977
Infoblox, Inc. 1,147,928
Inphi Corp. 801,977
Insulet Corp. 1,425,103
Keryx Biopharmaceuticals, Inc. 563,283
Kirby Corp. 858,952
Laredo Petroleum Holdings, Inc. 929,106
Lumber Liquidators Holdings, Inc. 806,500
Marten Transport, Ltd. 1,012,102
Middleby Corp. 1,406,644
Model N, Inc. 820,894
MSC Industrial Direct Co., Class A 948,885
Nektar Therapeutics 735,273
NetSuite, Inc. 625,392
Noodles & Co. 73,500
Novadaq Technologies, Inc. 1,277,354
Oasis Petroleum, Inc. 1,007,899
Old Dominion Freight Line, Inc. 1,388,693
OpenTable, Inc. 601,450
Oxford Industries, Inc. 13,915
Palo Alto Networks, Inc. 426,238
PennantPark Investment Corp. 941,305
Ply Gem Holdings, Inc. 432,433
Pool Corp. 659,632
Puma Biotechnology, Inc. 783,397
Rally Software Development Corp. 772,920
ReachLocal, Inc. 1,102,174
Ruckus Wireless, Inc. 712,326
Rush Enterprises, Inc., Class A 1,151,370
Sagent Pharmaceuticals, Inc. 747,308
ServiceSource International, Inc. 699,280
Signature Bank 807,868
Snyders-Lance, Inc. 321,118
SolarWinds, Inc. 417,596
Sotheby's 581,198
Sourcefire, Inc. 757,869
Spirit Airlines, Inc. 940,265
Splunk, Inc. 920,200
Stifel Financial Corp. 623,654
Syneron Medical, Ltd. 736,455
Synta Pharmaceuticals Corp. 298,083
Page 33 of 58
Tableau Software, Inc., Class A 255,320
Teradyne, Inc. 184,485
Threshold Pharmaceuticals, Inc. 441,209
Tornier NV 640,535
Trex Co., Inc. 1,216,741
TRI Pointe Homes, Inc. 502,424
Trulia, Inc. 1,074,377
Tumi Holdings, Inc. 450,096
Unilife Corp. 745,834
ViroPharma, Inc. 491,348
Vocera Communications, Inc. 439,824
Watsco, Inc. 1,198,529
WellCare Health Plans, Inc. 846,638
WhiteWave Foods Co., Class A 572,114
Wolverine World Wide, Inc. 1,469,828
VALIC Company II - Small Cap Value Fund - (unaudited)
June 30, 2013
Security Coupon(%) Maturity Date Market Value ($)
1st Source Corp. 473,489
1st United Bancorp, Inc. 6,048
AAR Corp. 184,632
Abercrombie & Fitch Co., Class A 4,321,375
ABM Industries, Inc. 53,358
ACCO Brands Corp. 1,181,370
Achillion Pharmaceuticals, Inc. 46,626
Advanced Energy Industries, Inc. 2,352,091
AerCap Holdings NV 4,504,680
Aeroflex Holding Corp. 629,622
Aeropostale, Inc. 1,987,200
Affiliated Managers Group, Inc. 87,872
AGCO Corp. 966,659
Agilysys, Inc. 240,082
AGL Resources, Inc. 739,721
Aircastle, Ltd. 537,264
Alaska Air Group, Inc. 421,200
Alexander & Baldwin, Inc. 63,203
Alliance One International, Inc. 144,354
Alon USA Energy, Inc. 138,816
Amedisys, Inc. 499,660
AMERCO 145,710
American Equity Investment Life Holding Co. 2,122,609
American Greetings Corp., Class A 803,866
American National Bankshares, Inc. 12,015
American Safety Insurance Holdings, Ltd. 266,340
Amkor Technology, Inc. 181,451
AMN Healthcare Services, Inc. 3,151,832
Ampco-Pittsburgh Corp. 22,524
Anixter International, Inc. 265,335
Anworth Mortgage Asset Corp. 2,701,104
Apartment Investment & Management Co., Class A 1,200,969
API Technologies Corp. 1,708
Apollo Investment Corp. 349,399
Applied Industrial Technologies, Inc. 2,430,999
ARC Document Solutions, Inc. 378,924
Arch Capital Group, Ltd. 683,753
Arch Coal, Inc. 178,794
Argan, Inc. 483,600
Argo Group International Holdings, Ltd. 902,059
Arkansas Best Corp. 436,371
Arlington Asset Investment Corp., Class A 561,540
ARRIS Group, Inc. 1,541,190
Artisan Partners Asset Management, Inc. 179,676
Ascena Retail Group, Inc. 4,100,750
Ashford Hospitality Trust, Inc. 1,522,621
Aspen Technology, Inc. 983,409
Associated Banc-Corp. 3,882,835
Atlantic Power Corp. 85,703
Page 34 of 58
ATMI, Inc. 1,894,365
Audience, Inc. 143,804
Aviat Networks, Inc. 212,744
Avid Technology, Inc. 2,352,788
Avista Corp. 1,890,860
Axiall Corp. 455,606
Bancfirst Corp. 695,457
BancorpSouth, Inc. 1,345,200
Bank of Hawaii Corp. 1,674,650
BankFinancial Corp. 41,650
Banner Corp. 422,375
Barrett Business Services, Inc. 2,255,472
BBCN Bancorp, Inc. 388,490
Bel Fuse, Inc., Class B 196,222
Beneficial Mutual Bancorp, Inc. 165,480
Biglari Holdings, Inc. 1,518,480
Bio-Rad Laboratories, Inc., Class A 3,646,500
Black Box Corp. 554,002
Blackhawk Network Holdings, Inc. 155,440
Blyth, Inc. 439,517
Bon-Ton Stores, Inc. 1,333,985
Bridge Capital Holdings 5,741
Briggs & Stratton Corp. 1,142,460
Brooks Automation, Inc. 196,235
Brown Shoe Co., Inc. 781,539
Buckeye Technologies, Inc. 521,449
CACI International, Inc., Class A 1,168,216
Cal Dive International, Inc. 331,181
California Water Service Group 254,801
Calix, Inc. 170,690
Capstead Mortgage Corp. 2,665,630
Carter's, Inc. 1,703,610
Cascade Bancorp 31,050
Cathay General Bancorp 2,787,136
CBL & Associates Properties, Inc. 1,823,699
CDI Corp. 4,248
Celadon Group, Inc. 184,690
Center Bancorp, Inc. 54,567
Central Garden and Pet Co., Class A 1,364,544
Central Pacific Financial Corp. 806,400
Century Bancorp, Inc., Class A 56,630
Cenveo, Inc. 813,234
Charles River Laboratories International, Inc. 2,133,560
Charter Financial Corp. 14,586
Checkpoint Systems, Inc. 664,092
Chemical Financial Corp. 382,053
Cherokee, Inc. 341,597
Chesapeake Utilities Corp. 211,109
Chico's FAS, Inc. 2,934,320
Children's Place Retail Stores, Inc. 217,501
Citizens & Northern Corp. 75,348
City Holding Co. 1,390,515
Clovis Oncology, Inc. 1,232,365
CNO Financial Group, Inc. 1,977,955
CoBiz Financial, Inc. 165,170
Coeur Mining, Inc. 1,121,190
Cognex Corp. 1,005,693
Coherent, Inc. 1,070,561
Colonial Properties Trust 195,203
Columbia Banking System, Inc. 266,029
Comfort Systems USA, Inc. 425,220
CommonWealth REIT 2,074,558
Community Bank System, Inc. 850,843
Community Trust Bancorp, Inc. 804,300
Comtech Telecommunications Corp. 2,500,770
Conn's, Inc. 356,678
Consolidated Graphics, Inc. 1,029,519
Consolidated Water Co., Ltd. 147,447
Convergys Corp. 625,737
Cooper Tire & Rubber Co. 189,069
Page 35 of 58
Coresite Realty Corp. 2,153,537
Corinthian Colleges, Inc. 285,824
Cornerstone Therapeutics, Inc. 32,800
Courier Corp. 115,668
Cowen Group, Inc., Class A 34,989
CSG Systems International, Inc. 1,055,531
CSS Industries, Inc. 436,275
CubeSmart 1,782,729
Cullen/Frost Bankers, Inc. 455,371
Cyan, Inc. 281,105
CYS Investments, Inc. 971,655
Dana Holding Corp. 3,077,748
Dawson Geophysical Co. 504,982
DCT Industrial Trust, Inc. 2,769,481
Delek US Holdings, Inc. 46,048
DFC Global Corp. 778,290
DiamondRock Hospitality Co. 601,457
Diebold, Inc. 336,900
Digital Generation, Inc. 361,867
Digital River, Inc. 1,076,347
Dillard's, Inc., Class A 2,068,923
Domtar Corp. 852,530
Douglas Dynamics, Inc. 785,290
DSP Group, Inc. 375,820
DST Systems, Inc. 1,861,905
DSW, Inc., Class A 2,093,895
Durata Therapeutics, Inc. 98,129
E*TRADE Financial Corp. 2,824,446
Eaton Vance Corp. 1,875,741
Einstein Noah Restaurant Group, Inc. 167,560
El Paso Electric Co. 2,132,724
Electro Scientific Industries, Inc. 149,564
EMCOR Group, Inc. 5,906,364
Engility Holdings, Inc. 76,734
Entercom Communications Corp., Class A 471,434
Entropic Communications, Inc. 90,960
Envivio, Inc. 59,388
EPL Oil & Gas, Inc. 1,761,952
EPR Properties 769,131
Equal Energy, Ltd. 10,536
ESB Financial Corp. 73,508
Esperion Therapeutics, Inc. 188,940
Euronet Worldwide, Inc. 786,942
EVERTEC, Inc. 151,593
Exterran Holdings, Inc. 1,394,752
Fair Isaac Corp. 596,707
Fairpoint Communications, Inc. 8,768
Fairway Group Holdings Corp. 234,449
Farmer Bros. Co. 68,894
Federal Signal Corp. 354,375
FelCor Lodging Trust, Inc. 851,631
Financial Institutions, Inc. 261,422
First BanCorp 42,452
First Bancorp 86,010
First Busey Corp. 191,502
First Citizens BancShares, Inc., Class A 314,962
First Commonwealth Financial Corp. 1,986,952
First Community Bancshares, Inc. 139,552
First Financial Bancorp 622,790
First Financial Bankshares, Inc. 427,469
First Industrial Realty Trust, Inc. 388,625
First Interstate Bancsystem, Inc. 489,228
First Merchants Corp. 159,152
First Potomac Realty Trust 89,592
First Solar, Inc. 2,545,137
FirstMerit Corp. 1,800,937
Flowers Foods, Inc. 2,960,213
FNB Corp. 1,143,251
Forest Oil Corp. 589,872
Forestar Group, Inc. 623,866
Page 36 of 58
Forum Energy Technologies, Inc. 4,013,717
Fox Chase Bancorp, Inc. 12,580
FreightCar America, Inc. 1,416,966
Frontline, Ltd. 4,752
Fulton Financial Corp. 5,040
G&K Services, Inc., Class A 1,059,576
GAMCO Investors, Inc., Class A 387,870
GenCorp, Inc. 1,919,981
General Communication, Inc., Class A 1,192,118
Gentiva Health Services, Inc. 135,406
Getty Realty Corp. 344,855
Gibraltar Industries, Inc. 934,461
Gigamon, Inc. 264,576
Glacier Bancorp, Inc. 2,838,123
Gladstone Capital Corp. 351,130
Global Brass & Copper Holdings, Inc. 279,364
Global Cash Access Holdings, Inc. 400,765
Global Geophysical Services, Inc. 15,236
Global Indemnity PLC 54,165
Gogo, Inc. 252,857
Graphic Packaging Holding Co. 991,571
Great Southern Bancorp, Inc. 199,504
Greatbatch, Inc. 583,662
Green Dot Corp., Class A 62,483
Green Plains Renewable Energy, Inc. 125,208
Group 1 Automotive, Inc. 2,508,870
GSI Technology, Inc. 89,744
GT Advanced Technologies, Inc. 115,785
Guaranty Bancorp 7,389
Hallmark Financial Services, Inc. 135,272
Hancock Holding Co. 4,980,223
Harsco Corp. 2,608,875
Headwaters, Inc. 97,417
HealthSouth Corp. 555,840
Heartland Express, Inc. 110,960
Heartland Financial USA, Inc. 306,239
Helix Energy Solutions Group, Inc. 6,708,096
Hercules Offshore, Inc. 1,082,611
Herman Miller, Inc. 1,396,812
hhgregg, Inc. 266,699
HNI Corp. 862,794
Home Properties, Inc. 875,958
Horace Mann Educators Corp. 3,656,317
Hospitality Properties Trust 849,895
Hudson Valley Holding Corp. 178,969
Hurco Cos., Inc. 425,796
Hyster-Yale Materials Handling, Inc. 876,548
Iconix Brand Group, Inc. 1,561,671
IDEX Corp. 4,573,850
Infoblox, Inc. 295,526
Informatica Corp. 3,760,350
Insmed, Inc. 636,272
Integrated Device Technology, Inc. 214,856
Intermolecular, Inc. 58,887
InterMune, Inc. 329,004
International Rectifier Corp. 2,808,054
International Shipholding Corp. 277,114
IntraLinks Holdings, Inc. 924,924
Investment Technology Group, Inc. 995,082
Isle of Capri Casinos, Inc. 414,600
IXYS Corp. 148,204
J&J Snack Foods Corp. 2,123,940
Jabil Circuit, Inc. 4,503,980
JAKKS Pacific, Inc. 559,924
Janus Capital Group, Inc. 114,545
John B. Sanfilippo & Son, Inc. 6,209
Jones Group, Inc. 4,926,625
Jones Lang LaSalle, Inc. 3,590,916
Journal Communications, Inc., Class A 521,154
Kadant, Inc. 785,597
Page 37 of 58
KAR Auction Services, Inc. 7,730,060
Kaydon Corp. 74,468
Kearny Financial Corp. 12,808
Key Energy Services, Inc. 30,345
Kirby Corp. 3,181,600
Knightsbridge Tankers, Ltd. 25,024
Korn/Ferry International 2,536,459
Laclede Group, Inc. 2,388,018
Lakeland Bancorp, Inc. 124,399
Lakeland Financial Corp. 157,620
Landstar System, Inc. 2,235,100
LaSalle Hotel Properties 397,127
Leap Wireless International, Inc. 245,645
Leggett & Platt, Inc. 1,041,391
Lexicon Pharmaceuticals, Inc. 261,403
Lexington Realty Trust 736,237
Lifetime Brands, Inc. 2,526
LIN TV Corp., Class A 1,482,570
Lincoln Educational Services Corp. 260,865
LSI Industries, Inc. 385,893
LTC Properties, Inc. 781,781
LTX-Credence Corp. 772,710
Lydall, Inc. 16,016
Magellan Health Services, Inc. 934,741
magicJack VocalTec, Ltd. 1,325,346
MainSource Financial Group, Inc. 766,853
Marketo, Inc. 87,045
Marlin Business Services Corp. 576,334
MB Financial, Inc. 654,456
McClatchy Co., Class A 161,880
MCG Capital Corp. 390,437
Meadowbrook Insurance Group, Inc. 164,454
MedAssets, Inc. 512,686
Medical Action Industries, Inc. 17,487
Metro Bancorp, Inc. 242,363
MetroCorp Bancshares, Inc. 114,192
Michael Baker Corp. 479,847
Minerals Technologies, Inc. 2,061,212
Mission West Properties, Inc. 0
Molina Healthcare, Inc. 1,264,120
Monster Worldwide, Inc. 85,925
Mueller Industries, Inc. 709,046
Mueller Water Products, Inc., Class A 412,803
Multimedia Games Holding Co., Inc. 241,669
MVC Capital, Inc. 152,339
Myers Industries, Inc. 502,205
NACCO Industries, Inc., Class A 399,814
NanoString Technologies, Inc. 342,400
Nash Finch Co. 64,269
Natural Gas Services Group, Inc. 312,417
NCI Building Systems, Inc. 775,937
Neenah Paper, Inc. 442,874
Nelnet, Inc., Class A 804,807
Neutral Tandem, Inc. 144,613
New Jersey Resources Corp. 68,483
New York & Co., Inc. 220,345
Newport Corp. 439,101
Nexstar Broadcasting Group, Inc., Class A 329,778
NGP Capital Resources Co. 122,367
Noodles & Co. 99,225
NorthWestern Corp. 2,294,968
NRG Energy, Inc. 840,810
NuVasive, Inc. 746,179
Oasis Petroleum, Inc. 3,109,600
OceanFirst Financial Corp. 176,026
Ocwen Financial Corp. 3,958,769
Office Depot, Inc. 1,345,599
OfficeMax, Inc. 6,546,177
OFG Bancorp 2,073,595
Olympic Steel, Inc. 53,435
Page 38 of 58
OmniAmerican Bancorp, Inc. 167,428
Oncothyreon, Inc. 479,234
Oplink Communications, Inc. 120,200
Oppenheimer Holdings, Inc., Class A 215,152
Orbitz Worldwide, Inc. 770,077
Orion Marine Group, Inc. 84,860
Orthofix International NV 177,540
P.H. Glatfelter Co. 2,035,610
Pacific Continental Corp. 107,380
PacWest Bancorp 971,605
Panhandle Oil and Gas, Inc., Class A 91,200
Pantry, Inc. 21,924
Park Electrochemical Corp. 509,972
Parker Drilling Co. 312,744
Parkway Properties, Inc. 512,856
PDL BioPharma, Inc. 958,824
Penn Virginia Corp. 699,360
Pennsylvania Real Estate Investment Trust 873,766
PennyMac Financial Services, Inc., Class A 102,096
Pericom Semiconductor Corp. 113,208
Perry Ellis International, Inc. 343,239
PetroQuest Energy, Inc. 416,335
PGT, Inc. 778,566
PHH Corp. 1,167,366
Photronics, Inc. 499,720
Piedmont Natural Gas Co., Inc. 312,432
Pike Electric Corp. 4,034,400
Pinnacle Foods, Inc. 741,405
Pioneer Energy Services Corp. 86,325
Piper Jaffray Cos. 305,353
Plantronics, Inc. 1,405,440
Platinum Underwriters Holdings, Ltd. 2,403,240
Ply Gem Holdings, Inc. 184,552
PNM Resources, Inc. 641,291
Portland General Electric Co. 3,077,079
Potlatch Corp. 2,499,192
Powell Industries, Inc. 505,912
Power-One, Inc. 888,592
Preferred Bank 28,016
Primerica, Inc. 823,680
ProAssurance Corp. 2,027,981
Providence Service Corp. 258,901
PS Business Parks, Inc. 526,841
QLogic Corp. 785,832
Quad/Graphics, Inc. 2,482,300
QuinStreet, Inc. 252,540
RAIT Financial Trust 1,486,704
RealD, Inc. 76,450
Receptos, Inc. 562,887
Red Robin Gourmet Burgers, Inc. 502,138
Redwood Trust, Inc. 2,704,700
Regis Corp. 1,460,066
Republic Airways Holdings, Inc. 2,092,855
Republic Bancorp, Inc., Class A 4,384
Resolute Forest Products, Inc. 699,327
Resource America, Inc., Class A 61,200
Resources Connection, Inc. 3,265,400
REX American Resources Corp. 199,693
RF Micro Devices, Inc. 83,995
Richardson Electronics, Ltd. 137,358
Rite Aid Corp. 3,570,710
Rockville Financial, Inc. 257,676
Rosetta Stone, Inc. 141,504
Roundy's, Inc. 38,318
Rudolph Technologies, Inc. 204,400
Ruth's Hospitality Group, Inc. 668,340
S&T Bancorp, Inc. 87,808
S.Y. Bancorp, Inc. 15,380
Saga Communications, Inc., Class A 81,077
Saia, Inc. 2,278,619
Page 39 of 58
Schawk, Inc. 1,612,364
Schnitzer Steel Industries, Inc., Class A 187,040
Scholastic Corp. 667,812
Schweitzer-Mauduit International, Inc. 99,760
Scientific Games Corp., Class A 82,125
Seacoast Banking Corp. of Florida 9,537
SEACOR Holdings, Inc. 281,706
SeaWorld Entertainment, Inc. 1,442,610
Seneca Foods Corp., Class A 131,924
Sierra Bancorp 52,096
Simmons First National Corp., Class A 287,512
Sinclair Broadcast Group, Inc., Class A 1,584,757
Six Flags Entertainment Corp. 2,552,616
Skilled Healthcare Group, Inc., Class A 477,827
SkyWest, Inc. 885,245
Southside Bancshares, Inc. 51,294
Southwest Bancorp, Inc. 670,296
Southwest Gas Corp. 1,428,967
Spansion, Inc., Class A 1,950,891
Spartan Stores, Inc. 317,168
StanCorp Financial Group, Inc. 6,618,865
Standex International Corp. 960,050
State Street Bank and Trust Co. Joint Repurchase Agreement 0.01 07/01/2013 12,934,000
STEC, Inc. 826,728
Steelcase, Inc., Class A 744,134
Stein Mart, Inc. 438,165
StellarOne Corp. 141,480
STERIS Corp. 3,065,920
Sterling Financial Corp. 948,584
Stewart Enterprises, Inc., Class A 1,125,910
Stewart Information Services Corp. 128,436
Stifel Financial Corp. 3,670,443
Stone Energy Corp. 740,649
Stoneridge, Inc. 48,376
STR Holdings, Inc. 134,014
Strategic Hotels & Resorts, Inc. 135,558
Suffolk Bancorp 57,517
SunCoke Energy, Inc. 89,574
Sunstone Hotel Investors, Inc. 1,060,237
Superior Industries International, Inc. 803,707
Supertex, Inc. 219,972
SUPERVALU, Inc. 852,762
SurModics, Inc. 892,446
Susquehanna Bancshares, Inc. 1,020,290
SVB Financial Group 951,514
Symetra Financial Corp. 1,026,558
Symmetricom, Inc. 207,887
Symmetry Medical, Inc. 265,230
Tableau Software, Inc., Class A 570,826
Taubman Centers, Inc. 210,420
Taylor Morrison Home Corp., Class A 1,277,512
TCF Financial Corp. 3,780,955
Tech Data Corp. 758,997
Telenav, Inc. 200,832
Tellabs, Inc. 545,688
Tesco Corp. 128,181
TETRA Technologies, Inc. 1,682,640
Texas Industries, Inc. 2,084,480
Textura Corp. 111,843
Thor Industries, Inc. 3,196,700
Tompkins Financial Corp. 363,689
Town Sports International Holdings, Inc. 53,850
Tredegar Corp. 1,219,722
TreeHouse Foods, Inc. 2,195,590
Tremor Video, Inc. 1,030,500
Trex Co., Inc. 345,632
Trinity Industries, Inc. 2,191,080
Triple-S Management Corp., Class B 388,607
Tristate Capital Holdings, Inc. 242,000
Trustmark Corp. 720,194
Page 40 of 58
TTM Technologies, Inc. 631,680
UMB Financial Corp. 2,118,800
Umpqua Holdings Corp. 225,150
Unifi, Inc. 673,842
Union First Market Bankshares Corp. 769,592
Unisys Corp. 527,429
United States Treasury Notes 0.25 11/30/2013 660,387
United Stationers, Inc. 4,532,270
Unitil Corp. 300,352
Universal Corp. 3,077,620
Univest Corp. of Pennsylvania 11,080
UNS Energy Corp. 918,754
US Airways Group, Inc. 397,364
USA Mobility, Inc. 33,138
Valassis Communications, Inc. 531,144
Valley National Bancorp. 117,759
Value Line, Inc. 14,450
Vantiv, Inc., Class A 449,880
VeriFone Systems, Inc. 5,387,605
ViroPharma, Inc. 405,340
Vishay Intertechnology, Inc. 398,643
Vonage Holdings Corp. 38,488
VSE Corp. 123,210
W&T Offshore, Inc. 801,669
Wabtec Corp. 3,098,940
Walter Energy, Inc. 1,591,200
Washington Real Estate Investment Trust 211,001
Washington Trust Bancorp, Inc. 219,034
Watts Water Technologies, Inc., Class A 188,614
WebMD Health Corp. 2,804,835
Webster Financial Corp. 582,936
West Bancorporation, Inc. 45,590
Westamerica Bancorporation 632,532
Westar Energy, Inc. 2,895,576
Western Refining, Inc. 1,327,711
Westfield Financial, Inc. 24,500
Westmoreland Coal Co. 4,492
Wet Seal, Inc., Class A 410,241
William Lyon Homes, Class A 342,856
Wilshire Bancorp, Inc. 554,094
World Acceptance Corp. 2,595,855
Worthington Industries, Inc. 3,258,837
WSFS Financial Corp. 275,467
XO Group, Inc. 244,048
Xoom Corp. 80,220
Zions Bancorporation 5,068,440
Open Futures Contracts
Description Type Expiration Month
Unrealized
Appreciation /
(Depreciation) ($)
Russell 2000 E-Mini Index Long September 2013 99,570
VALIC Company II - Socially Responsible Fund - (unaudited)
June 30, 2013
Security Coupon(%) Maturity Date Market Value ($)
AbbVie, Inc. 8,726,874
Accenture PLC, Class A 3,203,443
ACE, Ltd. 3,906,786
Actavis, Inc. 871,297
Adobe Systems, Inc. 1,234,494
ADT Corp. 290,905
Advanced Micro Devices, Inc. 71,808
Aetna, Inc. 1,562,194
Aflac, Inc. 1,607,076
Agilent Technologies, Inc. 1,115,095
AGL Resources, Inc. 4,133,247
Page 41 of 58
Air Products & Chemicals, Inc. 4,297,472
Alexion Pharmaceuticals, Inc. 1,076,256
Allergan, Inc. 1,036,152
Allstate Corp. 2,016,228
Altera Corp. 193,288
Amazon.com, Inc. 5,238,066
American Express Co. 8,662,067
American Tower Corp. 3,500,965
Ameriprise Financial, Inc. 951,958
AmerisourceBergen Corp. 100,494
Amgen, Inc. 4,372,710
Anadarko Petroleum Corp. 2,609,694
Analog Devices, Inc. 1,619,456
Aon PLC 847,425
Apache Corp. 2,606,191
Apple, Inc. 16,071,738
Applied Materials, Inc. 1,301,643
Automatic Data Processing, Inc. 3,646,619
AutoZone, Inc. 1,059,225
Avery Dennison Corp. 124,004
Avon Products, Inc. 456,351
Bank of America Corp. 6,130,362
Bank of New York Mellon Corp. 2,112,922
Bed Bath & Beyond, Inc. 815,279
Best Buy Co., Inc. 179,039
Biogen Idec, Inc. 3,122,767
BlackRock, Inc. 2,173,465
Bristol-Myers Squibb Co. 6,281,492
Broadcom Corp., Class A 783,266
C.H. Robinson Worldwide, Inc. 89,702
CA, Inc. 2,192,858
Cabot Oil & Gas Corp. 730,228
Cameron International Corp. 478,638
Campbell Soup Co. 665,893
Capital One Financial Corp. 3,287,413
Cardinal Health, Inc. 254,880
CarMax, Inc. 788,505
Carnival Corp. 1,556,595
CBS Corp., Class B 1,313,186
Celgene Corp. 2,486,676
CenterPoint Energy, Inc. 1,713,102
CenturyLink, Inc. 4,074,370
Cerner Corp. 477,183
Charles Schwab Corp. 1,195,037
Chesapeake Energy Corp. 452,110
Chipotle Mexican Grill, Inc. 510,090
Cigna Corp. 1,454,874
Cincinnati Financial Corp. 779,061
Cisco Systems, Inc. 7,869,463
Citigroup, Inc. 6,503,053
Citrix Systems, Inc. 303,882
Cliffs Natural Resources, Inc. 85,719
Clorox Co. 848,028
CME Group, Inc. 2,674,876
CMS Energy Corp. 947,771
Coach, Inc. 348,592
Coca-Cola Enterprises, Inc. 1,817,772
Cognizant Technology Solutions Corp., Class A 1,051,911
Colgate-Palmolive Co. 5,595,285
Comcast Corp., Class A 6,272,870
Computer Sciences Corp. 479,500
ConAgra Foods, Inc. 998,998
Costco Wholesale Corp. 4,033,483
Crown Castle International Corp. 1,946,857
CSX Corp. 3,240,733
Cummins, Inc. 1,952,388
Danaher Corp. 4,526,646
Darden Restaurants, Inc. 287,988
DaVita HealthCare Partners, Inc. 473,898
Dell, Inc. 1,191,848
Page 42 of 58
Delphi Automotive PLC 856,661
Devon Energy Corp. 1,359,567
DIRECTV 2,540,469
Discover Financial Services 1,158,510
Discovery Communications, Inc., Class A 792,406
Dollar Tree, Inc. 487,708
Dover Corp. 1,334,820
Dr Pepper Snapple Group, Inc. 3,610,098
eBay, Inc. 3,072,427
Ecolab, Inc. 1,706,782
Edwards Lifesciences Corp. 95,357
EMC Corp. 2,923,353
Emerson Electric Co. 4,075,883
Ensco PLC, Class A 744,866
EOG Resources, Inc. 1,951,761
EQT Corp. 637,262
Estee Lauder Cos., Inc., Class A 433,293
Expedia, Inc. 270,013
Express Scripts Holding Co. 3,745,323
Fastenal Co. 708,520
FedEx Corp. 2,612,961
Fidelity National Information Services, Inc. 698,635
Fifth Third Bancorp 657,471
Fiserv, Inc. 491,157
Flowserve Corp. 574,396
Fluor Corp. 180,480
FMC Technologies, Inc. 732,582
Forest Laboratories, Inc. 514,427
Fossil Group, Inc. 112,091
Franklin Resources, Inc. 1,040,961
Frontier Communications Corp. 1,284,543
Gannett Co., Inc. 253,185
Gap, Inc. 934,418
Garmin, Ltd. 831,680
General Mills, Inc. 2,180,065
Genworth Financial, Inc., Class A 49,063
Gilead Sciences, Inc. 3,712,008
Google, Inc., Class A 11,115,552
H&R Block, Inc. 371,018
Halliburton Co. 1,773,475
Harley-Davidson, Inc. 289,011
Hartford Financial Services Group, Inc. 933,444
HCP, Inc. 1,347,932
Health Care REIT, Inc. 666,680
Hershey Co. 571,392
Hewlett-Packard Co. 2,383,528
Home Depot, Inc. 6,600,444
Hormel Foods Corp. 327,930
Host Hotels & Resorts, Inc. 2,785,473
Hudson City Bancorp, Inc. 436,135
Humana, Inc. 762,458
Huntington Bancshares, Inc. 1,607,055
Ingersoll-Rand PLC 1,776,251
Integrys Energy Group, Inc. 2,295,898
Intel Corp. 7,291,334
International Flavors & Fragrances, Inc. 105,224
Intuit, Inc. 741,637
Invesco, Ltd. 388,946
Iron Mountain, Inc. 215,541
J.M. Smucker Co. 361,025
Jacobs Engineering Group, Inc. 196,208
Johnson & Johnson 13,331,826
Joy Global, Inc. 83,326
Juniper Networks, Inc. 184,662
Kellogg Co. 1,520,645
Kimberly-Clark Corp. 3,535,896
Kinder Morgan, Inc. 2,366,292
KLA-Tencor Corp. 864,317
Kohl's Corp. 1,050,608
Kroger Co. 1,937,694
Page 43 of 58
L Brands, Inc. 1,744,484
L-3 Communications Holdings, Inc. 1,953,414
Life Technologies Corp. 798,198
Lincoln National Corp. 601,171
Linear Technology Corp. 426,055
Loews Corp. 1,238,671
M&T Bank Corp. 1,175,275
Macy's, Inc. 1,582,560
Marathon Petroleum Corp. 1,238,718
Marsh & McLennan Cos., Inc. 1,724,983
Mastercard, Inc., Class A 3,112,067
Mattel, Inc. 833,296
McGraw-Hill Financial, Inc. 117,018
McKesson Corp. 1,146,489
Mead Johnson Nutrition Co. 531,633
Medtronic, Inc. 3,743,001
MetLife, Inc. 2,923,195
Microchip Technology, Inc. 335,250
Micron Technology, Inc. 34,392
Microsoft Corp. 20,219,145
Mondelez International, Inc., Class A 6,179,598
Monster Beverage Corp. 574,945
Moody's Corp. 273,576
Morgan Stanley 1,803,105
Mosaic Co. 1,100,737
Motorola Solutions, Inc. 1,220,470
Murphy Oil Corp. 2,557,563
Mylan, Inc. 367,085
National Oilwell Varco, Inc. 2,404,472
NetApp, Inc. 527,560
Netflix, Inc. 316,635
Newell Rubbermaid, Inc. 173,696
News Corp., Class A 3,495,731
NIKE, Inc., Class B 2,712,641
NiSource, Inc. 2,020,552
Noble Energy, Inc. 1,458,612
Northeast Utilities 3,595,862
Northern Trust Corp. 2,414,662
NVIDIA Corp. 123,464
NYSE Euronext 592,517
Omnicom Group, Inc. 802,095
ONEOK, Inc. 1,895,922
Oracle Corp. 6,457,713
Owens-Illinois, Inc. 18,925
PACCAR, Inc. 1,247,166
Pall Corp. 720,300
Parker Hannifin Corp. 1,824,048
Paychex, Inc. 1,038,702
Pentair, Ltd. 946,116
Pepco Holdings, Inc. 3,399,520
Perrigo Co. 561,077
Pioneer Natural Resources Co. 829,273
Pitney Bowes, Inc. 637,318
Plum Creek Timber Co., Inc. 182,013
PNC Financial Services Group, Inc. 4,287,842
PPG Industries, Inc. 1,424,130
Praxair, Inc. 6,307,083
priceline.com, Inc. 1,937,138
Principal Financial Group, Inc. 146,055
Progressive Corp. 703,651
Prologis, Inc. 140,356
Prudential Financial, Inc. 1,499,890
Public Storage 659,012
PulteGroup, Inc. 201,537
QUALCOMM, Inc. 9,428,920
Quanta Services, Inc. 10,584
Range Resources Corp. 307,038
Regions Financial Corp. 1,517,757
Republic Services, Inc. 1,980,399
Rockwell Automation, Inc. 1,848,950
Page 44 of 58
Roper Industries, Inc. 1,056,118
Ross Stores, Inc. 50,357
Ryder System, Inc. 57,690
Safeway, Inc. 499,297
Salesforce.com, Inc. 833,393
SanDisk Corp. 704,116
Schlumberger, Ltd. 5,453,613
Scripps Networks Interactive, Inc., Class A 440,215
Seagate Technology PLC 1,652,075
Sealed Air Corp. 83,825
Sherwin-Williams Co. 1,013,861
Simon Property Group, Inc. 11,269,645
SLM Corp. 489,364
Snap-on, Inc. 324,360
Southwest Airlines Co. 547,825
Southwestern Energy Co. 99,654
Spectra Energy Corp. 9,467,058
Sprint Nextel Corp. 1,201,641
St Jude Medical, Inc. 182,520
Stanley Black & Decker, Inc. 1,146,204
State Street Bank and Trust Co. Joint Repurchase Agreement 0.01 07/01/2013 3,003,000
State Street Corp. 1,899,828
Stryker Corp. 989,604
SunTrust Banks, Inc. 959,507
Symantec Corp. 816,874
Sysco Corp. 3,618,056
T. Rowe Price Group, Inc. 307,888
TECO Energy, Inc. 1,969,974
Tenet Healthcare Corp. 230,500
Thermo Fisher Scientific, Inc. 2,055,832
Time Warner Cable, Inc. 3,162,825
Time Warner, Inc. 3,046,073
TJX Cos., Inc. 3,419,098
T-Mobile US, Inc. 305,436
Travelers Cos., Inc. 2,424,853
TripAdvisor, Inc. 92,522
Union Pacific Corp. 5,770,072
United States Treasury Bills 0.00 08/15/2013 4,500,000
United States Treasury Bills 0.05 09/12/2013 1,999,918
UnitedHealth Group, Inc. 9,667,009
US Bancorp 5,906,042
Ventas, Inc. 1,064,266
VF Corp. 1,358,370
Viacom, Inc., Class B 2,596,380
Visa, Inc., Class A 4,538,962
Vulcan Materials Co. 345,696
Walgreen Co. 2,678,520
Walt Disney Co. 6,509,881
WellPoint, Inc. 3,055,169
Wells Fargo & Co. 15,063,179
Western Digital Corp. 1,223,794
Western Union Co. 498,226
Whole Foods Market, Inc. 1,893,743
Williams Cos., Inc. 2,520,127
Wisconsin Energy Corp. 1,901,198
WW Grainger, Inc. 1,048,060
Wyndham Worldwide Corp. 1,190,384
XL Group PLC 871,215
Xylem, Inc. 105,066
Yahoo!, Inc. 1,418,715
Zions Bancorporation 156,183
Open Futures Contracts
Description Type Expiration Month
Unrealized
Appreciation /
(Depreciation) ($)
S+P 500 E MINI INDEX FUTURES Long September 2013 (221,184)
Page 45 of 58
VALIC Company II - Strategic Bond Fund - (unaudited)
June 30, 2013
Security Coupon(%) Maturity Date Market Value ($)
AbbVie, Inc. 1.20 11/06/2015 675,742
Abu Dhabi National Energy Co. 5.88 12/13/2021 222,000
Accellent, Inc. 8.38 02/01/2017 2,663,055
Access Midstream Partners LP/ACMP Finance Corp. 4.88 05/15/2023 1,185,345
Access Midstream Partners LP/ACMP Finance Corp. 6.12 07/15/2022 951,750
Actavis, Inc. 3.25 10/01/2022 600,401
ADS Waste Holdings, Inc. 8.25 10/01/2020 2,017,560
ADT Corp. 4.88 07/15/2042 445,699
AES Corp. 8.00 10/15/2017 973,125
AES Drax Energy, Ltd. 11.50 08/30/2010 0
Affiliated Computer Services, Inc. 5.20 06/01/2015 397,659
Affinia Group, Inc. 7.75 05/01/2021 1,486,063
Aflac, Inc. 3.62 06/15/2023 521,956
Agile Property Holdings, Ltd. 9.88 03/20/2017 366,625
AHML Finance, Ltd. 7.75 02/13/2018 1,069,386
Air Lease Corp. 4.75 03/01/2020 1,630,850
Air Lease Corp. 6.12 04/01/2017 726,570
Aircastle, Ltd. 6.25 12/01/2019 2,077,500
AK Steel Corp. 8.75 12/01/2018 989,350
Akbank TAS 7.50 02/05/2018 1,181,135
Aleris International, Inc. 9.00 12/15/2014 61
Alliance Oil Co., Ltd. 7.00 05/04/2020 627,900
Ally Financial, Inc. 5.50 02/15/2017 1,107,499
Ally Financial, Inc. 8.00 12/31/2018 1,428,083
Alon Refining Krotz Springs, Inc. 13.50 10/15/2014 790,631
Alpha Natural Resources, Inc. 6.00 06/01/2019 772,740
Alta Mesa Holdings LP/Alta Mesa Finance Services Corp. 9.62 10/15/2018 1,213,875
American Achievement Corp. 10.88 04/15/2016 1,429,418
American Honda Finance Corp. 1.00 08/11/2015 370,599
AmeriCredit Automobile Receivables Trust 1.59 07/10/2017 268,546
AmeriGas Finance LLC/AmeriGas Finance Corp. 7.00 05/20/2022 628,838
Amkor Technology, Inc. 6.38 10/01/2022 1,760,640
Anadarko Finance Co. 7.50 05/01/2031 1,017,302
Anadarko Holding, Co. 7.15 05/15/2028 508,494
Andrade Gutierrez International SA 4.00 04/30/2018 564,000
Anheuser-Busch InBev Worldwide, Inc. 0.80 07/15/2015 1,020,750
ANZ New Zealand Int'l, Ltd. 1.12 03/24/2016 1,307,706
Apple, Inc. 1.00 05/03/2018 616,511
Apple, Inc. 2.40 05/03/2023 796,692
Arab Republic of Egypt 5.75 04/29/2020 486,824
Arab Republic of Egypt 6.88 04/30/2040 390,610
Arcelik AS 5.00 04/03/2023 447,500
ArcelorMittal 7.25 03/01/2041 684,420
Arch Coal, Inc. 9.88 06/15/2019 817,000
Ardagh Packaging Finance PLC/Ardagh MP Holdings USA, Inc. 7.00 11/15/2020 1,658,614
Ardent Health Services, Inc. 6.75 03/15/2018 240,697
Assured Guaranty Municipal Holdings, Inc. FRS 6.40 12/15/2066 1,092,250
Astoria Financial Corp. 5.00 06/19/2017 623,185
AT&T, Inc. 6.50 09/01/2037 506,030
Atlas Air, Inc. 7.20 01/02/2019 277,309
Atlas Air, Inc. 7.63 01/02/2015 199,191
Atlas Energy Holdings Operating Co. LLC/Atlas Resource Finance Corp. 7.75 01/15/2021 1,246,275
Atlas Pipeline Partners LP/Atlas Pipeline Finance Corp. 5.88 08/01/2023 484,500
Atlas Pipeline Partners LP/Atlas Pipeline Finance Corp. 6.62 10/01/2020 776,938
Automotores Gildemeister SA 6.75 01/15/2023 680,000
Aviation Capital Group Corp. 4.62 01/31/2018 968,718
Axcan 5.50 02/17/2017 1,089,681
Axiall Corp. 4.88 05/15/2023 615,600
Axis Bank, Ltd. 5.12 09/05/2017 507,883
Ball Corp. 4.00 11/15/2023 526,325
Banc of America Funding Trust FRS 2.70 02/20/2036 850,480
Banc of America Funding Trust 5.50 01/25/2036 462,095
Banc of America Funding Trust 6.00 03/25/2036 443,296
Banco ABC Brasil SA 8.50 03/28/2016 1,326,551
Banco de Bogota SA 5.00 01/15/2017 269,100
Banco do Brasil SA 5.88 01/26/2022 380,250
Page 46 of 58
Bank of America Corp. 5.49 03/15/2019 1,617,360
Bank of America Corp. 5.88 01/05/2021 540,233
Bank of America Corp. 7.25 10/15/2025 55,229
Bank of Ceylon 6.88 05/03/2017 424,200
Bank of Montreal 1.45 04/09/2018 536,666
Bank of New York Mellon Corp. 1.20 02/20/2015 808,505
Barclays Bank PLC 6.05 12/04/2017 342,905
Bear Stearns ALT-A Trust FRS 0.75 01/25/2035 224,146
Becton Dickinson and Co. 3.12 11/08/2021 415,783
Becton Dickinson and Co. 7.00 08/01/2027 136,600
BellSouth Corp. 6.55 06/15/2034 450,954
BellSouth Telecommunications, Inc. 6.38 06/01/2028 304,775
Boeing Co. 0.95 05/15/2018 562,608
Bombardier, Inc. 6.12 01/15/2023 1,925,450
Bon-Ton Department Stores, Inc. 8.00 06/15/2021 2,271,319
BP Capital Markets PLC 1.85 05/05/2017 340,415
BP Capital Markets PLC 2.25 11/01/2016 648,219
BP Capital Markets PLC 3.12 10/01/2015 682,494
Brandywine Operating Partnership LP 4.95 04/15/2018 328,019
BRF SA 3.95 05/22/2023 176,000
BRF SA 7.75 05/22/2018 387,658
Bristow Group, Inc. 6.25 10/15/2022 715,450
British Telecommunications PLC 1.62 06/28/2016 552,412
Builders FirstSource, Inc. 7.62 06/01/2021 1,601,213
Building Materials Corp. of America 6.75 05/01/2021 1,147,500
Burgan Finance No. 1, Ltd. 7.88 09/29/2020 1,100,000
Cabela's Master Credit Card Trust 1.45 06/15/2020 493,987
Caesars Entertainment Operating Co., Inc. 8.50 02/15/2020 1,931,183
Caesars Entertainment Operating Co., Inc. 10.75 02/01/2016 682,675
Calpine Corp. 7.88 07/31/2020 859,320
Calpine Corp. 7.88 01/15/2023 865,375
Capella Healthcare, Inc. 9.25 07/01/2017 1,982,200
Capital One Multi-Asset Execution Trust 4.90 12/15/2017 106,076
Capital One NA 1.50 03/22/2018 656,384
Carrington Mtg. Loan Trust FRS 0.24 12/25/2036 484,864
Carrizo Oil & Gas, Inc. 7.50 09/15/2020 1,237,600
Casella Waste Systems, Inc. 7.75 02/15/2019 1,439,250
Cash America International, Inc. 5.75 05/15/2018 1,193,750
Catalina Marketing Corp. VRS 11.62 10/01/2017 949,043
Catlin Insurance Co., Ltd. FRS 7.25 01/19/2017 1,073,625
CCO Holdings LLC/CCO Holdings Capital Corp. 5.25 03/15/2021 1,290,350
CCO Holdings LLC/CCO Holdings Capital Corp. 6.50 04/30/2021 1,967,198
Cedar Bay Generating Company LP 7.25 04/15/2020 1,803,213
Cemex Finance LLC 9.38 10/12/2022 833,850
Cemex Finance LLC 9.50 12/14/2016 1,136,813
Cemex SAB de CV 5.88 03/25/2019 615,950
Centrais Eletricas Brasileiras SA 5.75 10/27/2021 483,750
CenturyLink, Inc. 5.80 03/15/2022 935,750
Cenveo Corp. 6.25 02/13/2017 1,295,753
Chaparral Energy, Inc. 7.62 11/15/2022 534,480
Chaparral Energy, Inc. 8.25 09/01/2021 668,338
Chase Issuance Trust 1.58 08/16/2021 284,392
Checkout Holding Corp. 0.00 11/15/2015 833,363
Chesapeake Energy Corp. 5.75 03/15/2023 282,488
Chesapeake Energy Corp. 9.50 02/15/2015 972,400
Chevron Corp. 0.89 06/24/2016 400,524
Chevron Corp. 1.72 06/24/2018 594,482
China Overseas Finance Cayman II, Ltd. 5.50 11/10/2020 311,266
Chrysler Group LLC/CG Co-Issuer, Inc. 8.25 06/15/2021 2,475,711
Chukchansi Economic Development Authority 9.75 05/30/2020 327,355
Cigna Corp. 6.15 11/15/2036 294,824
Cincinnati Bell, Inc. 8.38 10/15/2020 847,688
CIT Group, Inc. 5.00 08/15/2022 545,875
CIT Group, Inc. 5.50 02/15/2019 1,935,938
Citigroup Commercial Mtg. Trust VRS 5.70 12/10/2049 1,132,128
Citigroup, Inc. 3.50 05/15/2023 1,114,582
Citigroup, Inc. 5.88 02/22/2033 1,088,339
Citigroup, Inc. FRS 5.90 02/15/2023 398,970
City of Kyiv Via Kyiv Finance PLC 9.38 07/11/2016 734,284
CityCenter Holdings LLC/CityCenter Finance Corp. 10.75 01/15/2017 2,703,853
Page 47 of 58
CKE Restaurant Holdings, Inc. 4.47 03/20/2043 1,493,332
Clearwater Paper Corp. 4.50 02/01/2023 1,963,650
CLI Funding V LLC 2.83 03/18/2028 236,914
Cliffs Natural Resources, Inc. 4.88 04/01/2021 478,529
Comcast Corp. 4.25 01/15/2033 879,307
Comcast Corp. 4.65 07/15/2042 479,465
Comision Federal de Electricidad 4.88 05/26/2021 511,250
Commercial Mtg. Trust Pass Through Certs. 2.02 08/15/2045 1,006,879
Commercial Mtg. Trust Pass Through Certs. 3.10 03/10/2046 376,814
Commonwealth of Jamaica 8.00 06/24/2019 264,000
Commonwealth of Jamaica 8.00 03/15/2039 211,250
Compiler Finance Sub, Inc. 7.00 05/01/2021 1,601,470
CONSOL Energy, Inc. 6.38 03/01/2021 998,980
Consolidated Communications Finance Co. 10.88 06/01/2020 932,250
Consolidated Container Co. LLC/Consolidated Container Capital, Inc. 10.12 07/15/2020 682,500
Continental Airlines 6.12 04/29/2018 1,788,710
Continental Resources, Inc. 4.50 04/15/2023 176,023
Cooperatieve Centrale Raiffeisen-Boerenleenbank BA 2.62 05/29/2018 648,596
Copano Energy LLC/Copano Energy Finance Corp. 7.12 04/01/2021 806,563
Corrections Corp. of America 4.12 04/01/2020 1,304,963
Cosan Luxembourg SA 9.50 03/14/2018 682,098
Country Garden Holdings Co., Ltd. 7.50 01/10/2023 183,000
Country Garden Holdings Co., Ltd. 11.12 02/23/2018 444,850
Countrywide Alternative Loan Trust 6.00 11/25/2034 505,318
Countrywide Asset-Backed Certs. FRS 0.56 12/25/2034 506,907
Countrywide Home Loan Mtg. Pass Through Trust 5.25 02/25/2026 298,751
Countrywide Home Loan Mtg. Pass Through Trust 5.50 05/25/2035 136,887
Cricket Communications, Inc. 7.75 10/15/2020 1,401,600
Crown Cork & Seal Co., Inc. 7.38 12/15/2026 2,483,800
CVS Pass-Through Trust 5.77 01/10/2033 278,071
CVS Pass-Through Trust 5.93 01/10/2034 598,829
Daimler Finance North America LLC 1.88 01/11/2018 439,125
Dave & Buster's, Inc. 11.00 06/01/2018 974,600
Deutsche Bank AG VRS 4.30 05/24/2028 344,406
Development Bank of Kazakhstan JSC 4.12 12/10/2022 534,000
DIRECTV Holdings LLC/DIRECTV Financing Co., Inc. 5.15 03/15/2042 838,550
Discover Card Execution Note Trust 5.65 03/16/2020 231,374
DISH DBS Corp. 4.25 04/01/2018 784,980
Dominican Republic 5.88 04/18/2024 375,375
Dominican Republic 7.50 05/06/2021 420,225
Dominican Republic 8.62 04/20/2027 687,000
Dominican Republic 9.04 01/23/2018 454,788
Dominion Resources, Inc. 5.25 08/01/2033 1,114,593
Downstream Development Authority of the Quapaw Tribe of Oklahoma 10.50 07/01/2019 773,800
DTEK Finance PLC 7.88 04/04/2018 606,125
Dynergy, Inc. 4.00 04/15/2020 183,923
EADS Finance BV 2.70 04/17/2023 349,324
Eagle Spinco, Inc. 4.62 02/15/2021 477,120
Echostar DBS Corp. 7.75 05/31/2015 1,412,663
E-CL SA 5.62 01/15/2021 571,059
Edison Mission Energy 7.62 05/15/2027 688,800
El Paso Pipeline Partners Operating Co. LLC 4.70 11/01/2042 496,943
El Paso Pipeline Partners Operating Co. LLC 5.00 10/01/2021 107,291
Eldorado Resorts LLC/Eldorado Capital Corp. 8.62 06/15/2019 983,675
EMC Corp. 1.88 06/01/2018 546,642
Empresa de Energia de Bogota SA 6.12 11/10/2021 346,725
Empresa de Telecomunicaciones de Bogota 7.00 01/17/2023 314,724
Empresas Publicas de Medellin ESP 8.38 02/01/2021 163,700
Endo Pharmaceuticals Holdings, Inc. 7.00 07/15/2019 1,929,100
Energy Transfer Equity LP 7.50 10/15/2020 1,207,213
Energy Transfer Partners LP 6.50 02/01/2042 632,391
Energy Transfer Partners LP 7.60 02/01/2024 242,294
Entergy Arkansas Restoration Funding LLC 2.30 08/01/2021 157,686
Entergy Louisiana LLC 4.70 317,221
Enterprise Fleet Financing LLC 0.93 04/20/2018 198,694
EP Energy LLC/Everest Acquisition Finance, Inc. 7.75 09/01/2022 1,328,940
Epicor Software Corp. 8.62 05/01/2019 1,386,825
EPL Oil & Gas, Inc. 8.25 02/15/2018 1,684,050
Era Group, Inc. 7.75 12/15/2022 1,035,000
Erickson Air-Crane, Inc. 8.25 05/01/2020 1,458,750
Page 48 of 58
ESAL GmbH 6.25 02/05/2023 246,510
Eskom Holdings SOC, Ltd. 5.75 01/26/2021 396,000
Euro Time Deposit with State Street Bank and Trust Co. 0.01 07/01/2013 50,251,000
EV Energy Partners LP/EV Energy Finance Corp. 8.00 04/15/2019 1,646,300
Exelis, Inc. 5.55 10/01/2021 378,925
Exelon Generation Co. LLC 5.20 10/01/2019 980,935
Exelon Generation Co. LLC 5.60 06/15/2042 724,374
Expo Event Transco, Inc. 9.00 06/15/2021 838,388
Exterran Partners LP/EXLP Finance Corp. 6.00 04/01/2021 1,029,325
Fairway Outdoor Funding LLC 4.21 10/15/2042 147,390
Federal Grid Co. OJS via Federal Grid Finance, Ltd. 8.45 03/13/2019 891,383
Federal Home Loan Mtg. Corp. 2.50 01/01/2028 503,569
Federal Home Loan Mtg. Corp. 3.00 02/01/2043 2,512,364
Federal Home Loan Mtg. Corp. 3.50 11/01/2041 1,347,503
Federal Home Loan Mtg. Corp. 3.50 02/01/2042 940,621
Federal Home Loan Mtg. Corp. 3.50 03/01/2042 581,842
Federal Home Loan Mtg. Corp. 3.50 04/01/2042 1,031,334
Federal Home Loan Mtg. Corp. 3.50 08/01/2042 968,605
Federal Home Loan Mtg. Corp. 4.00 09/01/2040 216,488
Federal Home Loan Mtg. Corp. 4.50 02/01/2020 76,978
Federal Home Loan Mtg. Corp. 4.50 08/01/2020 21,752
Federal Home Loan Mtg. Corp. 4.50 03/01/2023 200,642
Federal Home Loan Mtg. Corp. 4.50 01/01/2039 79,702
Federal Home Loan Mtg. Corp. 4.50 06/01/2040 883,197
Federal Home Loan Mtg. Corp. 4.50 09/01/2040 2,643,054
Federal Home Loan Mtg. Corp. 5.00 05/01/2034 201,316
Federal Home Loan Mtg. Corp. 5.00 03/01/2038 169,911
Federal Home Loan Mtg. Corp. 5.00 07/01/2038 693,048
Federal Home Loan Mtg. Corp. 5.00 03/01/2039 135,678
Federal Home Loan Mtg. Corp. 5.50 06/01/2022 109,187
Federal Home Loan Mtg. Corp. 5.50 07/01/2035 71,998
Federal Home Loan Mtg. Corp. 5.50 10/01/2037 653,390
Federal Home Loan Mtg. Corp. 5.50 01/01/2038 109,926
Federal Home Loan Mtg. Corp. 5.50 04/01/2038 903,931
Federal Home Loan Mtg. Corp. 5.50 04/01/2038 1,183,264
Federal Home Loan Mtg. Corp. 5.50 06/01/2041 578,660
Federal Home Loan Mtg. Corp. 6.00 01/01/2030 4,519
Federal Home Loan Mtg. Corp. 6.00 03/01/2040 315,626
Federal Home Loan Mtg. Corp. REMIC 6.46 02/15/2018 107,162
Federal Home Loan Mtg. Corp. 6.50 07/01/2029 1,342
Federal Home Loan Mtg. Corp. 6.50 12/01/2035 481
Federal Home Loan Mtg. Corp. 6.50 02/01/2036 43,638
Federal Home Loan Mtg. Corp. 6.50 11/01/2037 77,176
Federal Home Loan Mtg. Corp. FRS, Series Z 8.38 23,715
Federal National Mtg. Assoc. REMIC 2.00 08/25/2040 263,643
Federal National Mtg. Assoc. 2.50 03/01/2028 979,870
Federal National Mtg. Assoc. 3.00 10/01/2027 496,724
Federal National Mtg. Assoc. 3.00 12/01/2027 644,633
Federal National Mtg. Assoc. 3.00 03/01/2042 498,115
Federal National Mtg. Assoc. 3.00 06/01/2042 663,587
Federal National Mtg. Assoc. 3.00 12/01/2042 1,262,907
Federal National Mtg. Assoc. TBA 3.00 12/01/2099 1,294,566
Federal National Mtg. Assoc. 3.50 08/01/2027 390,665
Federal National Mtg. Assoc. 3.50 01/01/2042 1,829,666
Federal National Mtg. Assoc. 3.50 05/01/2042 890,080
Federal National Mtg. Assoc. 3.50 06/01/2042 450,629
Federal National Mtg. Assoc. 3.50 07/01/2042 141,398
Federal National Mtg. Assoc. 3.50 07/01/2042 1,158,074
Federal National Mtg. Assoc. 3.50 08/01/2042 318,358
Federal National Mtg. Assoc. 3.50 08/01/2042 543,654
Federal National Mtg. Assoc. 3.50 09/01/2042 979,899
Federal National Mtg. Assoc. 4.00 06/01/2039 680,558
Federal National Mtg. Assoc. 4.00 09/01/2040 269,511
Federal National Mtg. Assoc. 4.00 09/01/2040 452,434
Federal National Mtg. Assoc. 4.00 09/01/2040 818,500
Federal National Mtg. Assoc. 4.00 10/01/2040 849,532
Federal National Mtg. Assoc. 4.00 09/01/2041 1,959,634
Federal National Mtg. Assoc. 4.00 10/01/2041 756,175
Federal National Mtg. Assoc. 4.00 11/01/2041 529,367
Federal National Mtg. Assoc. 4.00 11/01/2041 1,462,984
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Federal National Mtg. Assoc. 4.00 01/01/2042 625,573
Federal National Mtg. Assoc. 4.50 06/01/2019 51,671
Federal National Mtg. Assoc. 4.50 01/01/2039 60,418
Federal National Mtg. Assoc. 4.50 07/01/2040 646,948
Federal National Mtg. Assoc. 4.50 08/01/2040 444,692
Federal National Mtg. Assoc. 4.50 11/01/2040 211,964
Federal National Mtg. Assoc. 4.50 03/01/2041 1,527,415
Federal National Mtg. Assoc. 4.50 07/01/2041 1,313,110
Federal National Mtg. Assoc. 5.00 03/15/2016 181,779
Federal National Mtg. Assoc. 5.00 01/01/2023 156,008
Federal National Mtg. Assoc. 5.00 04/01/2023 122,365
Federal National Mtg. Assoc. 5.00 04/01/2035 867,243
Federal National Mtg. Assoc. 5.00 02/01/2036 254,240
Federal National Mtg. Assoc. 5.00 03/01/2037 51,867
Federal National Mtg. Assoc. 5.00 09/01/2039 1,841,137
Federal National Mtg. Assoc. 5.00 05/01/2040 527,056
Federal National Mtg. Assoc. 5.00 05/01/2040 568,989
Federal National Mtg. Assoc. 5.00 07/01/2040 93,669
Federal National Mtg. Assoc. 5.00 07/01/2040 286,229
Federal National Mtg. Assoc. 5.00 08/01/2040 852,281
Federal National Mtg. Assoc. 5.50 06/01/2038 170,278
Federal National Mtg. Assoc. 6.00 02/01/2032 8,420
Federal National Mtg. Assoc. 6.00 10/01/2034 459
Federal National Mtg. Assoc. 6.00 07/01/2037 48,783
Federal National Mtg. Assoc. 6.00 10/01/2037 64,991
Federal National Mtg. Assoc. 6.00 11/01/2037 415,339
Federal National Mtg. Assoc. 6.00 09/01/2038 322,413
Federal National Mtg. Assoc. 6.00 11/01/2038 106,218
Federal National Mtg. Assoc. 6.00 06/01/2040 97,795
Federal National Mtg. Assoc. 6.50 12/01/2031 12,995
Federal National Mtg. Assoc. 6.50 02/01/2035 59,101
Federal National Mtg. Assoc. 6.50 07/01/2036 59,226
Federal National Mtg. Assoc. 6.50 11/01/2037 168,139
Federal National Mtg. Assoc. 6.50 10/01/2038 510,229
Federal Republic of Nigeria 6.75 01/28/2021 627,000
Federative Republic of Brazil 2.62 01/05/2023 522,000
Federative Republic of Brazil 4.88 01/22/2021 320,250
Federative Republic of Brazil 4.88 01/22/2021 1,793,400
Federative Republic of Brazil 10.25 01/10/2028 1,010,599
Federative Republic of Brazil 12.50 01/05/2022 891,389
FGI Operating Co. LLC/FGI Finance, Inc. 7.88 05/01/2020 1,210,950
Financing of Infrastructural Projects State Enterprise 7.40 04/20/2018 763,293
First Data Corp. 7.38 06/15/2019 3,010,575
First Horizon Mtg. Pass-Through Trust 6.00 08/25/2036 517,676
First Industrial LP 5.75 01/15/2016 1,461,703
First Niagara Financial Group, Inc. 6.75 03/19/2020 903,696
First Niagara Financial Group, Inc. 7.25 12/15/2021 572,652
First Quality Finance Co., Inc. 4.62 05/15/2021 780,900
FirstEnergy Corp. 4.25 03/15/2023 1,299,832
FirstEnergy Corp. 7.38 11/15/2031 572,646
FirstMerit Corp. 4.35 02/04/2023 308,387
FMG Resources August 2006 Pty, Ltd. 6.00 04/01/2017 753,688
FMG Resources August 2006 Pty, Ltd. 6.38 02/01/2016 549,313
FMG Resources August 2006 Pty, Ltd. 6.88 04/01/2022 1,139,750
Frontier Communications Corp. 8.12 10/01/2018 1,371,875
Gazprom OAO Via Gaz Capital SA 6.00 01/23/2021 258,750
General Electric Capital Corp. FRS 5.25 06/15/2023 573,000
General Electric Capital Corp. 5.88 01/14/2038 578,997
General Electric Capital Corp. 6.75 03/15/2032 798,551
General Motors Financial Co., Inc. 4.75 08/15/2017 1,740,450
General Motors Financial Co., Inc. 6.75 06/01/2018 717,750
Genesis Energy LP/Genesis Energy Finance Corp. 7.88 12/15/2018 749,000
GenOn Energy, Inc. 9.50 10/15/2018 1,792,650
Georgia Power Co. 3.00 04/15/2016 160,110
Georgia-Pacific LLC 3.73 07/15/2023 530,095
Georgia-Pacific LLC 5.40 11/01/2020 1,113,986
Gerdau Holdings, Inc. 7.00 01/20/2020 448,375
Glencore Funding LLC 2.50 01/15/2019 1,081,127
Global A&T Electronics, Ltd. 10.00 02/01/2019 2,019,850
Gold Fields Orogen Holding BVI, Ltd. 4.88 10/07/2020 591,500
Page 50 of 58
Goldman Sachs Group, Inc. 5.25 07/27/2021 730,741
Goldman Sachs Group, Inc. 6.15 04/01/2018 754,983
Goldman Sachs Group, Inc. 6.75 10/01/2037 873,782
Government National Mtg. Assoc. 6.00 08/15/2039 1,109,126
Government of Canada 0.88 02/14/2017 550,290
Government of Canada 4.25 06/01/2018 1,297,112
Government of Canada 5.75 06/01/2029 2,421,375
Government of Malaysia 3.31 10/31/2017 2,665,084
Government of New Zealand 6.00 04/15/2015 1,805,824
Government of Romania 4.38 08/22/2023 714,415
Government of Romania 6.75 02/07/2022 568,574
Government of Ukraine 7.50 04/17/2023 789,750
Great Lakes Dredge & Dock Corp. 7.38 02/01/2019 1,412,409
Great Plains Energy, Inc. 5.29 06/15/2022 218,651
Greektown Superholdings, Inc. 13.00 07/01/2015 327,250
Greektown Superholdings, Inc. 13.00 07/01/2015 435,625
Green Field Energy Services, Inc. 13.25 11/15/2016 35,190
Green Field Energy Services, Inc. 13.25 11/15/2016 1,480,050
Green Field Energy Services, Inc. 133,320
GS Mtg. Securities Corp. II 1.76 11/10/2045 279,695
GSR Mtg. Loan Trust 6.00 09/25/2035 355,838
H&E Equipment Services, Inc. 7.00 09/01/2022 1,188,450
Halcon Resources Corp. 8.88 05/15/2021 1,673,250
Harland Clarke Holdings Corp. 9.50 05/15/2015 835,560
Harland Clarke Holdings Corp. 9.75 08/01/2018 1,461,200
HCA, Inc. 7.19 11/15/2015 432,000
HCA, Inc. 7.50 11/15/2095 2,001,360
Headwaters, Inc. 7.62 04/01/2019 2,093,135
Hellas Telecommunications Luxembourg II FRS 6.03 01/15/2015 0
Hercules Offshore, Inc. 10.50 10/15/2017 714,158
Hess Corp. 5.60 02/15/2041 477,086
Hess Corp. 7.88 10/01/2029 287,378
Hexion US Finance Corp. 6.62 04/15/2020 348,128
Hiland Partners LP/Hiland Partners Finance Corp. 7.25 10/01/2020 669,500
HLSS Servicer Advance Receivables Backed Notes 1.74 01/16/2046 185,988
HSBC Finance Corp. 6.68 01/15/2021 411,264
Huntington Auto Trust 1.07 02/15/2018 138,251
Huntington Ingalls Industries, Inc. 7.12 03/15/2021 1,172,825
Hydro-Quebec 1.38 06/19/2017 551,120
Hypermarcas SA 6.50 04/20/2021 693,450
Hyundai Capital Services, Inc. 6.00 05/05/2015 818,286
IASIS Healthcare LLC/IASIS Capital Corp. 8.38 05/15/2019 2,475,997
Immucor 5.00 08/19/2018 1,606,667
Impac Secured Assets CMN Owner Trust FRS 0.55 02/25/2035 63,867
Indo Energy Finance BV 7.00 05/07/2018 196,000
Indo Energy Finance II BV 6.38 01/24/2023 392,625
Inergy Midstream LP/Finance Corp. 6.00 12/15/2020 800,950
ING Bank NV 2.00 09/25/2015 1,694,246
Ingersoll-Rand Global Holding Co., Ltd. 2.88 01/15/2019 368,943
Ingersoll-Rand Global Holding Co., Ltd. 4.25 06/15/2023 376,620
Innovation Ventures LLC/Innovation Ventures Finance Corp. 9.50 08/15/2019 1,395,270
Intel Corp. 4.00 12/15/2032 303,662
Intelsat Luxembourg SA 7.75 06/01/2021 2,114,940
International Bank for Reconstruction & Development 3.62 02/20/2018 607,712
International Business Machines Corp. 0.45 05/06/2016 1,744,046
International Business Machines Corp. 1.62 05/15/2020 715,201
International Business Machines Corp. 6.22 08/01/2027 345,099
Inversiones CMPC SA 4.50 04/25/2022 849,610
ION Media Networks, Inc. 19,625
ION Media Networks, Inc. 49,290
Iracore International Holdings, Inc. 9.50 06/01/2018 1,089,781
ITC Holdings Corp. 4.05 07/01/2023 401,713
ITC Holdings Corp. 5.30 07/01/2043 589,535
JB Poindexter & Co., Inc. 9.00 04/01/2022 1,758,750
Jefferies Finance LLC/JFIN Co-Issuer Corp. 7.38 04/01/2020 1,265,850
Jefferies Group LLC 6.25 01/15/2036 386,000
Jefferies LoanCore LLC/JLC Finance Corp. 6.88 06/01/2020 1,440,450
JMC Steel Group, Inc. 8.25 03/15/2018 1,471,138
JP Morgan Chase Commercial Mtg. Securities Corp. 3.14 12/15/2047 944,165
JPMorgan Chase & Co. 4.25 11/02/2018 595,336
Page 51 of 58
JPMorgan Chase & Co. 6.30 04/23/2019 519,279
JPMorgan Chase & Co. FRS 7.90 04/30/2018 274,590
JPMorgan Chase Capital XXIII FRS 1.28 05/15/2077 69,160
KazMunaIGaz Finance Sub BV 6.38 04/09/2021 661,850
KazMunayGas National Co. 7.00 05/05/2020 565,000
Kennedy-Wilson, Inc. 8.75 04/01/2019 1,499,625
Kingdom of Morocco 4.25 12/11/2022 1,144,260
Kingdom of Morocco 5.50 12/11/2042 459,360
Kingdom of Norway 3.75 05/25/2021 1,546,356
Kingdom of Sweden 3.50 06/01/2022 3,675,881
KOC Holding AS 3.50 04/24/2020 692,000
Koninklijke KPN NV VRS 7.00 03/28/2073 247,424
Kreditanstalt fuer Wiederaufbau 3.75 09/25/2015 752,723
L Brands, Inc. 6.62 04/01/2021 858,138
Land O' Lakes Capital Trust I 7.45 03/15/2028 1,470,000
Land O'Lakes, Inc. 6.00 11/15/2022 715,850
Landry's, Inc. 9.38 05/01/2020 2,004,500
LB-UBS Commercial Mtg. Trust VRS 6.06 06/15/2038 832,427
Lebanese Republic 5.00 10/12/2017 144,768
Lebanese Republic 8.25 04/12/2021 958,500
Lehman Brothers Holdings Capital Trust VII 5.86 20
Lehman Brothers Holdings, Inc. 1.00 04/04/2016 23,644
Lehman Brothers Holdings, Inc. 6.75 12/28/2017 22
Lehman Brothers Holdings, Inc. 7.50 05/11/2038 29
Liberty Mutual Group, Inc. 5.75 03/15/2014 138,759
Life Technologies Corp. 5.00 01/15/2021 314,724
Linn Energy LLC/Linn Energy Finance Corp. 6.25 11/01/2019 725,805
Linn Energy LLC/Linn Energy Finance Corp. 8.62 04/15/2020 619,500
Live Nation Entertainment, Inc. 7.00 09/01/2020 998,688
LKQ Corp. 4.75 05/15/2023 1,384,750
Local TV Finance LLC 9.25 06/15/2015 474,440
Loews Corp. 2.62 05/15/2023 476,624
Loews Corp. 4.12 05/15/2043 336,521
Longview Fibre Paper & Packaging, Inc. 8.00 06/01/2016 979,950
LS Finance 2022, Ltd. 4.25 10/16/2022 450,750
Lubrizol Corp. 6.50 10/01/2034 402,255
MagnaChip Semiconductor SA/MagnaChip Semiconductor Finance Co. 10.50 04/15/2018 172,800
Malayan Banking Bhd 3.25 09/20/2022 483,669
Mallinckrodt International Finance SA 3.50 04/15/2018 255,047
Mallinckrodt International Finance SA 4.75 04/15/2023 431,530
MarkWest Energy Partners LP/MarkWest Energy Finance Corp. 6.50 08/15/2021 301,790
MassMutual Global Funding II 2.00 04/05/2017 1,132,322
MassMutual Global Funding II 2.50 10/17/2022 350,814
Mattamy Group Corp. 6.50 11/15/2020 1,984,500
McClatchy Co. 9.00 12/15/2022 1,328,250
MEG Energy Corp. 6.50 03/15/2021 1,481,919
Memorial Production Partners LP/Memorial Production Finance Corp. 7.62 05/01/2021 748,600
Merrill Lynch & Co., Inc. 6.11 01/29/2037 406,542
MetroPCS Wireless, Inc. 6.62 04/01/2023 1,261,700
Metropolitan Life Global Funding I 1.88 06/22/2018 637,837
Metropolitan Life Global Funding I 2.50 09/29/2015 878,228
Mexichem SAB de CV 6.75 09/19/2042 638,960
MHP SA 8.25 04/02/2020 578,822
Midstates Petroleum Co., Inc./Midstates Petroleum Co. LLC 9.25 06/01/2021 1,461,700
Milestone Aviation Group, Ltd. 8.62 12/15/2017 1,074,330
Mirant Mid Atlantic LLC Pass-Through Trust 9.12 06/30/2017 244,994
Mobile Mini, Inc. 7.88 12/01/2020 1,249,150
MOL Group Finance SA 6.25 09/26/2019 651,375
Morgan Stanley 2.12 04/25/2018 601,015
Morgan Stanley 3.75 02/25/2023 330,874
Morgan Stanley 6.25 08/09/2026 658,679
Morgan Stanley 6.38 07/24/2042 556,713
Morgan Stanley Bank of America Merrill Lynch Trust 1.97 08/15/2045 199,675
MortgageIT Trust FRS 0.56 12/25/2034 290,231
MortgageIT Trust FRS 1.09 11/25/2034 108,378
Motorola Solutions, Inc. 6.62 11/15/2037 10,582
Murphy Oil Corp. 5.12 12/01/2042 408,989
Murray Energy Corp. 8.62 06/15/2021 1,060,000
Mylan, Inc. 2.60 06/24/2018 185,267
Mylan, Inc. 7.88 07/15/2020 1,082,403
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Myriad International Holdings BV 6.38 07/28/2017 219,000
NAI Entertainment Holdings LLC 8.25 12/15/2017 304,950
Nara Cable Funding, Ltd. 8.88 12/01/2018 1,248,000
National Australia Bank, Ltd. 1.60 08/07/2015 796,697
National Bank of Canada 1.45 11/07/2017 1,057,062
National CineMedia LLC 6.00 04/15/2022 656,800
National Rural Utilities Cooperative Finance Corp. 1.00 02/02/2015 158,763
National Rural Utilities Cooperative Finance Corp. FRS 4.75 04/30/2043 435,680
Nationstar Mtg. Advance Receivable Trust 1.68 06/20/2046 289,689
NBCUniversal Media LLC 4.38 04/01/2021 614,856
NES Rentals Holdings, Inc. 7.88 05/01/2018 428,575
Netflix, Inc. 5.38 02/01/2021 2,307,405
New Century Home Equity Loan Trust VRS 4.89 08/25/2034 136,823
New York Life Global Funding 1.65 05/15/2017 867,457
Norcraft Cos. LP/Norcraft Finance Corp. 10.50 12/15/2015 815,475
Norfolk Southern Corp. 6.00 05/23/2111 373,632
Northern Oil and Gas, Inc. 8.00 06/01/2020 1,313,000
Northern Territory Treasury Corp. 5.75 11/20/2016 2,072,834
Northfield Park Assoc. LLC 9.00 10/23/2018 272,344
Northwestern University 4.20 12/01/2047 674,779
NRG Energy, Inc. 7.62 01/15/2018 304,950
NRG Energy, Inc. 7.62 05/15/2019 40,755
NRG Energy, Inc. 8.25 09/01/2020 996,688
NXP BV/NXP Funding LLC 5.75 03/15/2023 972,238
Oglethorpe Power Corp. 4.20 12/01/2042 144,519
Ohio State University 4.80% due 06/01/2111 4.80 06/01/2111 420,339
Oi SA 5.75 02/10/2022 558,750
Oi SA 9.75 09/15/2016 219,710
Oil States International, Inc. 6.50 06/01/2019 600,300
OJSC Novolipetsk Steel via Steel Funding, Ltd. 4.95 09/26/2019 245,788
Olin Corp. 5.50 08/15/2022 1,424,100
Omega Healthcare Investors, Inc. 5.88 03/15/2024 929,250
Oriental Republic of Uruguay 7.62 03/21/2036 858,500
Oriental Republic of Uruguay 7.88 01/15/2033 762,000
Owens Corning, Inc. 7.00 12/01/2036 415,183
OXEA Finance/Cy SCA 9.50 07/15/2017 1,065,390
Pacific Drilling SA 5.38 06/01/2020 1,030,370
Pacific LifeCorp 6.00 02/10/2020 340,485
Packaging Dynamics Corp. 8.75 02/01/2016 1,408,950
Patriot Merger Corp. 9.00 07/15/2021 947,198
Penn Virginia Corp. 7.25 04/15/2019 1,218,240
Penn Virginia Corp. 8.50 05/01/2020 911,800
Penn Virginia Resource Partners LP/Penn Virginia Resource Finance Corp. II 8.38 06/01/2020 1,202,700
Pentair Finance SA 1.35 12/01/2015 315,505
Pertamina Persero PT 4.88 05/03/2022 708,550
Perusahaan Listrik Negara PT 5.50 11/22/2021 470,400
Perusahaan Penerbit SBSN 3.30 11/21/2022 826,500
Petrobras Global Finance BV 4.38 05/20/2023 119,254
Petroleos de Venezuela SA 5.38 04/12/2027 181,500
Petroleos de Venezuela SA 8.50 11/02/2017 1,603,438
Petroleos Mexicanos 4.88 01/24/2022 816,000
Petroleos Mexicanos 5.50 06/27/2044 264,600
PetroLogistics LP/PetroLogistics Finance Corp. 6.25 04/01/2020 1,731,660
Petronas Capital, Ltd. 5.25 08/12/2019 655,113
PH Glatfelter Co. 5.38 10/15/2020 997,920
Pioneer Natural Resources Co. 5.88 07/15/2016 536,427
PKO Finance AB 4.63 09/26/2022 680,120
Plains Exploration & Production Co. 6.12 06/15/2019 567,273
Plains Exploration & Production Co. 6.62 05/01/2021 384,293
Plains Exploration & Production Co. 6.75 02/01/2022 639,045
Plains Exploration & Production Co. 6.88 02/15/2023 2,893,015
PolyOne Corp. 5.25 03/15/2023 1,244,055
Polyus Gold International, Ltd. 5.62 04/29/2020 509,250
Port Authority of New York & New Jersey 4.46 10/01/2062 727,534
Port Authority of New York & New Jersey 4.93 10/01/2051 432,131
PPL Energy Supply LLC 4.60 12/15/2021 650,262
Precision Castparts Corp. 1.25 01/15/2018 326,661
President and Fellows of Harvard College 3.62 10/01/2037 211,309
Pricoa Global Funding I 1.60 05/29/2018 773,458
Principal Life Global Funding II 1.00 12/11/2015 784,147
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Province of British Columbia 2.85 06/15/2015 500,699
Prudential Financial, Inc. 4.75 09/17/2015 249,648
Prudential Financial, Inc. FRS 5.62 06/15/2043 693,840
Puget Energy, Inc. 6.00 09/01/2021 466,421
QEP Resources, Inc. 6.88 03/01/2021 718,693
Qwest Corp. 6.13 737,460
Radio Systems Corp. 8.38 11/01/2019 1,237,530
Radnet Management, Inc. 10.38 04/01/2018 2,842,990
Raytheon Co. 2.50 12/15/2022 354,004
RBS Citizens Financial Group, Inc. 4.15 09/28/2022 818,129
Reader's Digest Assoc., Inc. 0
Rearden G Holdings EINS GmbH 7.88 03/30/2020 561,000
Regal Entertainment Group 5.75 06/15/2023 940,410
Regions Financial Corp. 2.00 05/15/2018 515,193
Reliance Holdings USA, Inc. 5.40 02/14/2022 558,739
Reliant Energy Mid-Atlantic Power Holdings LLC 9.24 07/02/2017 384,794
RenaissanceRe Holdings, Ltd., Series E 5.38 659,148
Renco Metals, Inc. 11.50 07/01/2003 0
Republic of Angola Via Northern Lights III BV 7.00 08/16/2019 256,875
Republic of Argentina 2.50 12/31/2038 348,607
Republic of Argentina 8.28 12/31/2033 345,379
Republic of Argentina 8.28 12/31/2033 769,218
Republic of Argentina 8.75 06/02/2017 318,150
Republic of Austria 4.15 03/15/2037 996,357
Republic of Belarus 8.75 08/03/2015 701,750
Republic of Belarus 8.95 01/26/2018 558,600
Republic of Bulgaria 8.25 01/15/2015 1,210,000
Republic of Colombia 4.38 07/12/2021 1,822,625
Republic of Colombia 7.38 03/18/2019 753,920
Republic of Costa Rica 4.38 04/30/2025 183,500
Republic of Croatia 5.50 04/04/2023 485,000
Republic of Croatia 6.38 03/24/2021 209,250
Republic of Croatia 6.62 07/14/2020 212,104
Republic of El Salvador 7.38 12/01/2019 771,750
Republic of El Salvador 7.62 02/01/2041 680,750
Republic of Hungary 4.12 02/19/2018 389,000
Republic of Hungary 4.75 02/03/2015 334,125
Republic of Hungary 6.25 01/29/2020 579,975
Republic of Hungary 6.38 03/29/2021 312,000
Republic of Hungary 6.38 03/29/2021 312,000
Republic of Hungary 7.62 03/29/2041 386,280
Republic of Hungary 7.62 03/29/2041 407,160
Republic of Indonesia 3.75 04/25/2022 564,000
Republic of Indonesia 4.62 04/15/2043 366,625
Republic of Indonesia 4.88 05/05/2021 1,025,000
Republic of Indonesia 5.25 01/17/2042 193,800
Republic of Indonesia 5.25 01/17/2042 471,200
Republic of Indonesia 5.88 03/13/2020 216,500
Republic of Ireland 4.50 04/18/2020 407,683
Republic of Italy 5.00 03/01/2022 1,313,262
Republic of Ivory Coast 7.10 12/31/2032 574,000
Republic of Latvia 5.25 06/16/2021 578,875
Republic of Lithuania 5.12 09/14/2017 459,842
Republic of Panama 6.70 01/26/2036 232,500
Republic of Panama 7.12 01/29/2026 464,550
Republic of Peru 7.12 03/30/2019 810,700
Republic of Peru 7.84 08/12/2020 1,075,607
Republic of Peru 8.20 08/12/2026 878,073
Republic of Peru 8.75 11/21/2033 29,100
Republic of Peru 8.75 11/21/2033 552,900
Republic of Poland 3.00 03/17/2023 1,353,750
Republic of Poland 4.00 10/25/2023 1,958,057
Republic of Poland 5.00 03/23/2022 408,500
Republic of Poland 5.00 03/23/2022 779,375
Republic of Poland 5.12 04/21/2021 543,750
Republic of Poland 5.25 10/25/2020 2,198,279
Republic of Poland 5.50 10/25/2019 654,227
Republic of Singapore 2.25 06/01/2021 1,788,282
Republic of Slovenia 4.75 05/10/2018 437,000
Republic of Slovenia 5.85 05/10/2023 437,100
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Republic of South Africa 4.66 01/17/2024 1,002,750
Republic of South Africa 5.88 05/30/2022 214,000
Republic of South Africa 6.25 03/31/2036 960,800
Republic of South Africa 6.75 03/31/2021 485,162
Republic of South Africa 10.50 12/21/2026 1,054,597
Republic of Sri Lanka 5.88 07/25/2022 453,600
Republic of Sri Lanka 6.25 10/04/2020 607,860
Republic of Sri Lanka 6.25 07/27/2021 669,800
Republic of the Philippines 4.00 01/15/2021 1,163,250
Republic of the Philippines 7.75 01/14/2031 396,000
Republic of the Philippines 7.75 01/14/2031 1,320,000
Republic of the Philippines 9.38 01/18/2017 100,000
Republic of the Philippines 9.50 02/02/2030 480,000
Republic of the Philippines 9.88 01/15/2019 81,525
Republic of the Philippines 10.62 03/16/2025 158,500
Republic of Turkey 3.25 03/23/2023 479,875
Republic of Turkey 4.88 04/16/2043 292,400
Republic of Turkey 6.00 01/14/2041 997,500
Republic of Turkey 6.88 03/17/2036 66,900
Republic of Turkey 6.88 03/17/2036 211,850
Republic of Ukraine 6.75 11/14/2017 549,000
Republic of Ukraine 7.95 02/23/2021 395,600
Republic of Uruguay 8.00 11/18/2022 1,031,395
Republic of Venezuela 9.00 05/07/2023 1,165,500
Republic of Venezuela 11.75 10/21/2026 807,500
Republic of Venezuela 11.95 08/05/2031 859,500
Republic of Venezuela 12.75 08/23/2022 645,750
Rex Energy Corp. 8.88 12/01/2020 1,390,500
Reynolds Group Issuer, Inc./Reynolds Group Issuer LLC 5.75 10/15/2020 1,813,500
Reynolds Group Issuer, Inc./Reynolds Group Issuer LLC 9.88 08/15/2019 1,203,750
RFMSI Trust 5.75 01/25/2036 548,818
RHB Bank Bhd 3.25 05/11/2017 423,779
RHP Hotel Properties LP/RHP Finance Corp. 5.00 04/15/2021 1,192,130
Rio Tinto Finance USA PLC 2.25 12/14/2018 367,326
Rite Aid Corp. 6.75 06/15/2021 1,055,205
Rite Aid Corp. 8.00 08/15/2020 1,190,563
Rosetta Resources, Inc. 5.62 05/01/2021 1,449,731
Rosneft Oil Co via Rosneft International Finance, Ltd. 4.20 03/06/2022 185,300
Royal Bank of Scotland Group PLC 6.10 06/10/2023 341,537
Royal Bank of Scotland Group PLC 6.40 10/21/2019 546,657
Royal Caribbean Cruises, Ltd. 5.25 11/15/2022 2,653,840
RR Donnelley & Sons Co. 8.25 03/15/2019 1,212,750
Russian Federation 3.62 04/29/2015 724,500
Russian Federation 4.50 04/04/2022 817,096
Russian Federation 5.62 04/04/2042 415,000
Russian Federation 7.50 03/31/2030 1,557,558
Russian Federation 7.85 03/10/2018 793,228
Russian Railways via RZD Capital PLC 5.70 04/05/2022 414,000
Russian Railways via RZD Capital PLC 8.30 04/02/2019 670,588
Ryerson, Inc./Joseph T Ryerson & Son, Inc. 9.00 10/15/2017 812,000
Sabine Oil & Gas, LLC 8.75 12/31/2018 647,315
Sabre, Inc. 8.50 05/15/2019 2,145,975
Samson Investment Co. 10.00 02/15/2020 1,106,438
Santander Holdings USA, Inc. 3.00 09/24/2015 328,106
Sberbank of Russia Via SB Capital SA 6.12 02/07/2022 521,850
Schaeffler Finance BV 4.75 05/15/2021 1,401,250
SemGroup LP 7.50 06/15/2021 505,000
Seminole Hard Rock Entertainment, Inc./Seminole Hard Rock International LLC 5.88 05/15/2021 582,000
Sequa Corp. 5.25 05/29/2017 1,611,667
Sequa Corp. 7.00 12/15/2017 1,485,000
Severstal OAO Via Steel Capital SA 4.45 03/19/2018 614,250
Severstal OAO Via Steel Capital SA 5.90 10/17/2022 182,500
Shimao Property Holdings, Ltd. 6.62 01/14/2020 461,881
Sibur Securities, Ltd. 3.91 01/31/2018 286,750
Sierra Receivables Funding Co., LLC 2.38 03/20/2029 84,040
Sirius XM Radio, Inc. 4.62 05/15/2023 1,237,650
Sotheby's 5.25 10/01/2022 843,900
Southern Star Central Corp. 6.75 03/01/2016 351,750
Sprint Capital Corp. 8.75 03/15/2032 3,712,500
Sprint Nextel Corp. 7.00 08/15/2020 1,419,600
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Station Casinos LLC 7.50 03/01/2021 942,330
Statoil ASA 2.65 01/15/2024 376,526
Statoil ASA 3.95 05/15/2043 113,057
Structured Asset Securities Corp. 5.50 10/25/2033 210,998
Structured Asset Securities Corp. 5.54 12/25/2033 360,849
SunCoke Energy Partners LP/SunCoke Energy Partners Finance Corp. 7.38 02/01/2020 2,191,980
SunTrust Banks, Inc. 6.00 02/15/2026 31,609
SUPERVALU, Inc. 6.75 06/01/2021 1,529,850
Synovus Financial Corp. 7.88 02/15/2019 1,079,813
Takeda Pharmaceutical Co., Ltd. 1.62 03/17/2017 677,889
TAL Advantage V, LLC 2.83 02/22/2038 253,188
Talos Production LLC/Talos Production Finance, Inc. 9.75 02/15/2018 1,154,250
Taminco Global Chemical Corp. 9.75 03/31/2020 974,531
Targa Resources Partners LP/Targa Resources Partners Finance Corp. 4.25 11/15/2023 1,048,688
Targa Resources Partners LP/Targa Resources Partners Finance Corp. 5.25 05/01/2023 878,985
TCI Communications, Inc. 7.12 02/15/2028 266,784
Teck Resources, Ltd. 6.00 08/15/2040 819,927
Tekni-Plex, Inc. 9.75 06/01/2019 729,938
Telecom Italia Capital SA 7.72 06/04/2038 220,212
Telefonica Chile SA 3.88 10/12/2022 639,240
Telefonica Emisiones SAU 3.19 04/27/2018 159,820
Temasek Financial I, Ltd. 2.38 01/23/2023 549,866
Tenedora Nemak SA de CV 5.50 02/28/2023 615,875
Tenet Healthcare Corp. 6.88 11/15/2031 1,169,600
Textron, Inc. 4.62 09/21/2016 681,577
Thai Oil PCL 3.62 01/23/2023 182,467
Time Warner Cos., Inc. 6.95 01/15/2028 631,168
Time Warner Entertainment Co. LP 8.38 07/15/2033 383,051
TMK OAO Via TMK Capital SA 6.75 04/03/2020 602,875
Transnet SOC, Ltd. 4.00 07/26/2022 524,640
Transocean, Inc. 6.50 11/15/2020 499,770
Transocean, Inc. 6.80 03/15/2038 337,218
Transocean, Inc. 7.50 04/15/2031 560,179
Transportadora de Gas del Peru SA 4.25 04/30/2028 486,750
Transportadora de Gas Internacional SA ESP 5.70 03/20/2022 206,500
Tronox Finance LLC 6.38 08/15/2020 2,603,185
Tropicana Entertainment, Inc. 7.50 03/16/2018 999,900
Turkiye Garanti Bankasi AS 5.25 09/13/2022 538,344
Turkiye Halk Bankasi AS 3.88 02/05/2020 328,500
Turkiye Is Bankasi 3.88 11/07/2017 487,500
Twin River Management Group, Inc. 5.25 09/27/2018 276,716
UBS-Barclays Commercial Mtg. Trust 2.11 05/10/2063 1,274,909
United Kingdom Gilt Treasury 1.75 09/07/2022 3,300,187
United Mexican States 2.75 04/22/2023 249,266
United Mexican States 3.62 03/15/2022 1,029,000
United Mexican States 4.75 03/08/2044 603,420
United Mexican States 5.12 01/15/2020 32,970
United Mexican States 6.50 06/09/2022 689,509
United Mexican States 7.75 11/13/2042 673,262
United Mexican States 8.50 05/31/2029 570,346
United States Treasury Bonds 2.75 11/15/2042 107,774
United States Treasury Bonds 3.12 02/15/2043 12,761,031
United States Treasury Bonds 5.25 11/15/2028 85,174
United States Treasury Notes 0.12 04/15/2018 1,560,240
United States Treasury Notes 0.25 08/15/2015 1,993,124
United States Treasury Notes 0.38 06/30/2015 1,000,391
United States Treasury Notes 0.50 06/15/2016 1,735,646
United States Treasury Notes 0.50 07/31/2017 217,652
United States Treasury Notes 0.62 05/31/2017 59,044
United States Treasury Notes 0.75 10/31/2017 259,029
United States Treasury Notes 1.00 03/31/2017 788,739
United States Treasury Notes 1.00 05/31/2018 7,767,163
United States Treasury Notes 1.38 06/30/2018 1,998,906
United States Treasury Notes 1.38 05/31/2020 2,895,234
United States Treasury Notes 1.50 07/31/2016 2,047,656
United States Treasury Notes 1.62 08/15/2022 179,197
United States Treasury Notes 1.75 07/31/2015 1,439,593
United States Treasury Notes 1.75 05/15/2023 8,816,795
United States Treasury Notes 2.00 02/15/2022 186,807
United States Treasury Notes 3.62 08/15/2019 57,919
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United States Treasury Notes 3.88 05/15/2018 63,858
Universal Hospital Services, Inc. 7.62 08/15/2020 1,999,085
University of Pennsylvania 4.67 09/01/2112 498,306
UPCB Finance III, Ltd. 6.62 07/01/2020 1,242,000
US Coatings Acquisition Inc./Flash Dutch 2 BV 7.38 05/01/2021 1,611,600
Valassis Communications, Inc. 6.62 02/01/2021 906,500
Vedanta Resources PLC 7.12 05/31/2023 368,550
Venture Holdings Co. LLC 11.00 06/01/2007 0
Verizon Communications, Inc. 6.40 02/15/2038 238,701
Vertafore, Inc. 4.25 10/03/2019 1,604,667
VimpelCom Holdings BV 9.00 02/13/2018 719,560
Visant Corp. 10.00 10/01/2017 562,725
Vnesheconombank Via VEB Finance PLC 6.02 07/05/2022 453,200
Volcan Cia Minera SAA 5.38 02/02/2022 650,100
Volkswagen International Finance NV 1.60 11/20/2017 445,242
VPII Escrow Corp. 6.75 08/15/2018 922,500
Wachovia Corp. 5.75 02/01/2018 372,020
Walter Industries, Inc. 5.75 04/01/2018 1,576,445
Waterford Gaming LLC 8.62 09/15/2014 179,786
Weekley Homes LLC/Weekley Finance Corp. 6.00 02/01/2023 1,046,363
Wells Fargo & Co. FRS 7.98 03/15/2018 169,500
Wells Fargo Mtg. Backed Securities Trust 6.00 10/25/2037 87,948
Wells Fargo Mtg. Backed Securities Trust 6.00 11/25/2037 258,804
WF-RBS Commercial Mtg. Trust 1.88 08/15/2045 119,156
WideOpenWest Finance LLC/WideOpenWest Capital Corp. 10.25 07/15/2019 584,375
Wind Acquisition Holdings Finance SA 12.25 07/15/2017 936,126
Windstream Corp. 6.38 08/01/2023 1,032,240
WMG Acquisition Corp. 6.00 01/15/2021 1,865,078
Wok Acquisition Corp. 10.25 06/30/2020 1,965,700
Zions Bancorporation 4.00 06/20/2016 774,315
Zions Bancorporation 4.50 03/27/2017 1,400,190
Zions Bancorporation 4.50 06/13/2023 744,183
Zions Bancorporation FRS 5.80 06/15/2023 548,960
Zions Bancorporation FRS 6.30 618,435
-------------------------------------------------
AUD — Australian Dollar
BRL — Brazilian Real
CAD — Canadian Dollar
CHF — Switzerland Franc
CLP — Chilean Peso
CNY — Yuan Renminbi
DKK — Danish Krone
EUR — Euro Dollar
GBP — Pound Sterling
HKD — Hong Kong Dollar
HUF — Hungarian Forint
IDR — Indonesian Rupiah
ADR — American Depository Receipt
CVA — Certification Van Aandelen (Dutch Cert.)
CVR — Contingent Value Recovery
FDR — Federal Depository Receipt
FRS — Floating Rate Security
GDR — Global Depository Receipt
NVDR — Non-Voting Depository Receipt
REMIC — Real Estate Mortgage Investment Conduit
RSP — Risparmio Savings Shares
SDR — Swedish Depository Receipt
STIF — Short-Term Index Fund
STRIPS — Separate Trading of Registered Interest and Principal Securities
TBA — Securities purchased on a forward commitment basis with an approximate principal amount and no definite maturity date. The actual principal and
TIPS — Treasury Inflation Protected Security
VRDN — Variable Rate Demand Note
VRS — Variable Rate Security
The rates shown on FRS and VRS are the current interest rates as of June 30, 2013 and unless noted otherwise, the dates shown are the original maturity
VVPR — Reduced tax rate shares
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ILS — Israeli Shekel
INR — Indian Rupee
JPY — Japanese Yen
KRW — South Korean Won
MXN — Mexican Peso
MYR — Malaysian Ringgit
NOK — Norwegian Krone
PHP — Philippine Peso
PLN — Polish Zloty
RUB — Russian Ruble
SEK — Swedish Krona
SGD — Singapore Dollar
TRY — Turkish Lira
USD — United States Dollar
ZAR — South African Rand
Holdings subject to change without notice.
A funds’ portfolio holdings are unaudited and may not be representative of current or future investments. A funds’ portfolio holdings should not be relied
upon in making investment decisions and should not be construed as research or investment advice regarding particular securities. An investment in a
money market fund is not insured or guaranteed by the Federal Deposit Insurance Corporation (FDIC) or any other government agency. While a money
market fund seeks to preserve the value of your investment at $1 per share, it is possible to lose money while investing in the fund.
To obtain a prospectus for the funds listed above, visit www.valic.com or call 1-800-428-2542. The prospectus contains the investment
objectives, risks, fees, charges, expenses and other information regarding the funds, which you should consider carefully before
investing. Investors should read the prospectus carefully before investing. The funds are distributed by SunAmerica Capital Services,
Inc., 21650 Oxnard Street, Suite 750, Woodland Hills, CA 91367-4997.
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