N-MFP2 0000356476 XXXXXXXX 2018-08-31 0000356476 RUYOMHMDMSPQ01U66388 S000023728 2 N N 002-75503 Great-West Capital Management, LLC 801-52309 Deloitte & Touche LLP Denver CO Great-West Life & Annuity Insurance Co. DST Systems Inc. 0000027048 084-00448 N N Y Exempt Government N 33 33 275107722.16 228407310.55 291668459.88 252108052.66 279201642.80 1442475164.00 1440834263.00 1484073255.50 1455672436.80 1427786775.50 0.1813 0.1507 0.1901 0.1647 0.1799 0.9508 0.9507 0.9675 0.9512 0.9199 25718388.13 1551521425.35 1551305512.37 53855365.07 104367724.08 1526511541.49 1526511541.4900 1.0000 0.0198 1.0001 1.0001 1.0001 1.0001 1.0001 C000069805 0.01 1347852456.50 1347852456.5100 1.0001 1.0001 1.0001 1.0001 1.0001 36407116.39 24118686.64 27138993.27 26689250.36 39840037.06 24429565.91 29395936.95 31033992.73 25941064.47 25808665.79 158723148.14 132080161.43 0.0151 Y Great-West Life & Insurance Company was required by contract to waive management fees of $14,195.09 C000155755 0.01 178659084.99 178659084.9800 1.0001 1.0001 1.0001 1.0001 1.0001 701589.54 912249.05 1260650.79 3819565.83 5746709.69 3443324.43 713648.28 3138421.08 1022537.05 2871385.59 9445135.35 14184945.98 0.0186 Y Great-West Life & Insurance Company was required by contract to waive management fees of $442.90 Daiwa Cap Markets America Inc Daiwa Cap Markets America Inc 1.900000% M67H5PRC0NQKM73ZAS82 0001489000 01151$$PQ U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States of America - 2021-04-30 2.250000 2400700.00 2390810.03 U.S. Treasuries (including strips) United States of America - 2024-03-31 2.125000 1732900.00 1689201.80 U.S. Treasuries (including strips) Y 2018-09-04 2018-09-04 2018-09-04 N N N 0.0190 4000000.00 4000000.00 0.0026 N Y Y N Federal Home Loan Bank Federal Home Loan Bank 1.936271% 313385E51 - US313385E519 U.S. Government Agency Debt Y 2018-09-04 2018-09-04 2018-09-04 N N N 0.0194 25000000.00 25000000.00 0.0164 N Y Y N Federal Home Loan Bank Federal Home Loan Bank 1.938223% 313385E69 - US313385E691 U.S. Government Agency Debt Y 2018-09-05 2018-09-05 2018-09-05 N N N 0.0194 74995950.00 74995950.00 0.0491 N N Y N Federal Home Loan Bank Federal Home Loan Bank 1.945316% 313385E77 - US313385E774 U.S. Government Agency Debt Y 2018-09-06 2018-09-06 2018-09-06 N N N 0.0195 49994600.00 49994600.00 0.0328 N N Y N Federal Home Loan Bank Federal Home Loan Bank 1.933250% 313385E85 - US313385E857 U.S. Government Agency Debt Y 2018-09-07 2018-09-07 2018-09-07 N N N 0.0193 94984610.00 94984610.00 0.0622 N N Y N Federal Home Loan Bank Federal Home Loan Bank 1.942918% 313385F35 - US313385F359 U.S. Government Agency Debt Y 2018-09-10 2018-09-10 2018-09-10 N N N 0.0194 24991925.00 24991925.00 0.0164 N N Y N Federal Home Loan Bank Federal Home Loan Bank 1.945209% 313385F43 - US313385F433 U.S. Government Agency Debt Y 2018-09-11 2018-09-11 2018-09-11 N N N 0.0195 49981150.00 49981150.00 0.0327 N N Y N Federal Home Loan Bank Federal Home Loan Bank 1.944393% 313385F50 - US313385F508 U.S. Government Agency Debt Y 2018-09-12 2018-09-12 2018-09-12 N N N 0.0194 74967675.00 74967675.00 0.0491 N N Y N Federal Home Loan Bank Federal Home Loan Bank 1.936579% 313385F68 - US313385F680 U.S. Government Agency Debt Y 2018-09-13 2018-09-13 2018-09-13 N N N 0.0194 24987875.00 24987875.00 0.0164 N N Y N Federal Home Loan Bank Federal Home Loan Bank 1.951482% 313385F76 - US313385F763 U.S. Government Agency Debt Y 2018-09-14 2018-09-14 2018-09-14 N N N 0.0195 49973050.00 49973050.00 0.0327 N N Y N Federal Home Loan Bank Federal Home Loan Bank 1.940051% 313385G26 - US313385G266 U.S. Government Agency Debt Y 2018-09-17 2018-09-17 2018-09-17 N N N 0.0194 74947425.00 74947425.00 0.0491 N N Y N Federal Home Loan Bank Federal Home Loan Bank 1.948644% 313385G34 - US313385G340 U.S. Government Agency Debt Y 2018-09-18 2018-09-18 2018-09-18 N N N 0.0195 24981150.00 24981150.00 0.0164 N N Y N Federal Home Loan Bank Federal Home Loan Bank 1.947968% 313385G42 - US313385G423 U.S. Government Agency Debt Y 2018-09-19 2018-09-19 2018-09-19 N N N 0.0195 49959600.00 49959600.00 0.0327 N N Y N Federal Home Loan Bank Federal Home Loan Bank 1.960057% 313385G59 - US313385G597 U.S. Government Agency Debt Y 2018-09-20 2018-09-20 2018-09-20 N N N 0.0196 24978450.00 24978450.00 0.0164 N N Y N Federal Home Loan Bank Federal Home Loan Bank 1.949573% 313385G67 - US313385G670 U.S. Government Agency Debt Y 2018-09-21 2018-09-21 2018-09-21 N N N 0.0195 19981680.00 19981680.00 0.0131 N N Y N Federal Home Loan Bank Federal Home Loan Bank 1.957005% 313385G91 - US313385G910 U.S. Government Agency Debt Y 2018-09-24 2018-09-24 2018-09-24 N N N 0.0196 39956880.00 39956880.00 0.0262 N N Y N Federal Home Loan Bank Federal Home Loan Bank 1.936997% 313385H25 - US313385H256 U.S. Government Agency Debt Y 2018-09-25 2018-09-25 2018-09-25 N N N 0.0194 49943400.00 49943400.00 0.0327 N N Y N Federal Home Loan Bank Federal Home Loan Bank 1.948478% 313385H33 - US313385H330 U.S. Government Agency Debt Y 2018-09-26 2018-09-26 2018-09-26 N N N 0.0195 49940700.00 49940700.00 0.0327 N N Y N Federal Home Loan Bank Federal Home Loan Bank 1.956221% 313385H58 - US313385H587 U.S. Government Agency Debt Y 2018-09-28 2018-09-28 2018-09-28 N N N 0.0196 44941815.00 44941815.00 0.0294 N N Y N Federal Home Loan Bank Federal Home Loan Bank 1.982024% 313385H82 - US313385H827 U.S. Government Agency Debt Y 2018-10-01 2018-10-01 2018-10-01 N N N 0.0198 24961550.00 24961550.00 0.0164 N N Y N Federal Home Loan Bank Federal Home Loan Bank 1.951871% 313385J23 - US313385J237 U.S. Government Agency Debt Y 2018-10-03 2018-10-03 2018-10-03 N N N 0.0195 24958725.00 24958725.00 0.0164 N N Y N Federal Home Loan Bank Federal Home Loan Bank 1.977356% 313385J31 - US313385J310 U.S. Government Agency Debt Y 2018-10-04 2018-10-04 2018-10-04 N N N 0.0198 24957300.00 24957300.00 0.0163 N N Y N Federal Home Loan Bank Federal Home Loan Bank 1.957598% 313385J49 - US313385J492 U.S. Government Agency Debt Y 2018-10-05 2018-10-05 2018-10-05 N N N 0.0196 24955875.00 24955875.00 0.0163 N N Y N Federal Home Loan Bank Federal Home Loan Bank 2.005543% 313385J98 - US313385J989 U.S. Government Agency Debt Y 2018-10-10 2018-10-10 2018-10-10 N N N 0.0201 24948750.00 24948750.00 0.0163 N N Y N Federal Home Loan Bank Federal Home Loan Bank 2.017781% 313385K39 - US313385K391 U.S. Government Agency Debt Y 2018-10-12 2018-10-12 2018-10-12 N N N 0.0202 24945900.00 24945900.00 0.0163 N N Y N Federal Home Loan Bank Federal Home Loan Bank 2.057986% 313385K70 - US313385K706 U.S. Government Agency Debt Y 2018-10-16 2018-10-16 2018-10-16 N N N 0.0206 24940200.00 24940200.00 0.0163 N N Y N Federal Home Loan Bank Federal Home Loan Bank 2.032961% 313385K88 - US313385K888 U.S. Government Agency Debt Y 2018-10-17 2018-10-17 2018-10-17 N N N 0.0203 24938775.00 24938775.00 0.0163 N N Y N Federal Home Loan Bank Federal Home Loan Bank 2.034105% 313385L20 - US313385L209 U.S. Government Agency Debt Y 2018-10-19 2018-10-19 2018-10-19 N N N 0.0203 24935925.00 24935925.00 0.0163 N N Y N Federal Home Loan Bank Federal Home Loan Bank 2.063692% 313385L79 - US313385L795 U.S. Government Agency Debt Y 2018-10-24 2018-10-24 2018-10-24 N N N 0.0206 24928825.00 24928825.00 0.0163 N N Y N Federal Home Loan Bank Federal Home Loan Bank 2.085122% 313385L95 - US313385L951 U.S. Government Agency Debt Y 2018-10-26 2018-10-26 2018-10-26 N N N 0.0209 24925975.00 24925975.00 0.0163 N N Y N Federal Home Loan Bank Federal Home Loan Bank 2.048322% 313385M60 - US313385M603 U.S. Government Agency Debt Y 2018-10-31 2018-10-31 2018-10-31 N N N 0.0205 24918850.00 24918850.00 0.0163 N N Y N Federal Home Loan Bank Federal Home Loan Bank 2.046276% 313385M86 - US313385M868 U.S. Government Agency Debt Y 2018-11-02 2018-11-02 2018-11-02 N N N 0.0205 24914375.00 24914375.00 0.0163 N N Y N Federal Home Loan Bank Federal Home Loan Bank 2.113564% 313385P91 - US313385P911 U.S. Government Agency Debt Y 2018-11-19 2018-11-19 2018-11-19 N N N 0.0211 24889700.00 24889700.00 0.0163 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.112861% 313385Q33 - US313385Q331 U.S. Government Agency Debt Y 2018-11-21 2018-11-21 2018-11-21 N N N 0.0211 24886800.00 24886800.00 0.0163 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.125035% 313385Q82 - US313385Q828 U.S. Government Agency Debt Y 2018-11-26 2018-11-26 2018-11-26 N N N 0.0213 24879525.00 24879525.00 0.0163 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.139506% 313385R24 - US313385R248 U.S. Government Agency Debt Y 2018-11-28 2018-11-28 2018-11-28 N N N 0.0214 24876625.00 24876625.00 0.0163 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.139506% 313385R40 - US313385R404 U.S. Government Agency Debt Y 2018-11-30 2018-11-30 2018-11-30 N N N 0.0214 24873725.00 24873725.00 0.0163 N N N N Freddie Mac Freddie Mac 2.372750% 3133TMG26 S6XOOCT0IEG5ABCC6L87 US3133TMG268 Other Instrument Asset Backed Government Agency Debt Y 2018-09-25 2018-09-25 2029-12-25 N N N 0.0237 22090.35 22090.34 0.0000 N N N N United States of America United States of America 1.867719% 912796NV7 - US912796NV77 U.S. Treasury Debt Y 2018-09-13 2018-09-13 2018-09-13 N N N 0.0187 24988050.00 24988050.00 0.0164 N Y Y N United States of America United States of America 1.952764% 912796PZ6 - US912796PZ63 U.S. Treasury Debt Y 2018-09-20 2018-09-20 2018-09-20 N N N 0.0195 24978750.00 24978750.00 0.0164 N Y Y N United States of America United States of America 1.865550% 912796QA0 - US912796QA04 U.S. Treasury Debt Y 2018-09-27 2018-09-27 2018-09-27 N N N 0.0187 49939150.00 49939150.00 0.0327 N Y Y N United States of America United States of America 1.989959% 912796QD4 - US912796QD43 U.S. Treasury Debt Y 2018-10-18 2018-10-18 2018-10-18 N N N 0.0199 24939425.00 24939425.00 0.0163 N Y Y N United States of America United States of America 1.979858% 912796QE2 - US912796QE26 U.S. Treasury Debt Y 2018-10-25 2018-10-25 2018-10-25 N N N 0.0198 24929400.00 24929400.00 0.0163 N Y Y N United States of America United States of America 1.973508% 912796QF9 - US912796QF90 U.S. Treasury Debt Y 2018-11-01 2018-11-01 2018-11-01 N N N 0.0197 24918950.00 24918950.00 0.0163 N Y Y N United States of America United States of America 2.040470% 912796QJ1 - US912796QJ13 U.S. Treasury Debt Y 2018-11-15 2018-11-15 2018-11-15 N N N 0.0204 24898050.00 24898050.00 0.0163 N Y Y N United States of America United States of America 2.065018% 912796QK8 - US912796QK85 U.S. Treasury Debt Y 2018-11-23 2018-11-23 2018-11-23 N N N 0.0207 24885700.00 24885700.00 0.0163 N Y Y N United States of America United States of America 2.090994% 912796QL6 - US912796QL68 U.S. Treasury Debt Y 2018-11-29 2018-11-29 2018-11-29 N N N 0.0209 24876525.00 24876525.00 0.0163 N Y Y N Great-West Funds, Inc. 2018-09-10 /s/Mary Maiers Mary Maiers Chief Financial Officer & Treasurer, Great-West Funds, Inc.