N-MFP2 0000356476 XXXXXXXX 2019-02-28 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 31 31 237684610.98 260946347.76 255052033.71 330968661.79 1555079889.56 1603431107.58 1647429776.09 1648421260.39 0.00 0.1375 0.1489 0.1439 0.1867 0.8993 0.9148 0.9298 0.9298 0.0000 6027005.39 1725558047.78 1725556852.78 48564639.87 54604108.56 1725544389.48 1725544389.4700 1.0000 0.0247 1.0001 1.0001 1.0002 1.0001 0.0000 C000069805 0.01 1507815589.59 1507815589.5800 1.0001 1.0001 1.0002 1.0001 0.0000 33551849.39 26490013.70 45219785.74 23427378.74 25041386.50 32256949.92 22813050.31 19305641.35 0.00 0.00 126626071.94 101479983.71 0.0200 Y Great-West Life & Insurance Company was required by contract to waive management fees of $46,295.05 C000155755 0.01 217728799.89 217728799.8900 1.0001 1.0001 1.0002 1.0001 0.0000 2861363.29 3509735.16 26929895.81 1129654.00 1151744.22 583265.59 4290665.19 7583792.49 0.00 0.00 35233668.51 12806447.24 0.0233 Y Great-West Life & Insurance Company was required by contract to waive management fees of $2,375.47 Daiwa Cap Markets America Inc Daiwa Cap Markets America Inc 2.500000% M67H5PRC0NQKM73ZAS82 0001489000 01151$$T8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N United States of America - 2019-10-15 1.000000 4104000.00 4080025.51 U.S. Treasuries (including strips) Y 2019-03-01 2019-03-01 2019-03-01 N N N 0.0250 4000000.00 4000000.00 0.0023 N Y Y N Federal Home Loan Bank Federal Home Loan Bank 2.354550% 313384CM9 - US313384CM96 U.S. Government Agency Debt Y 2019-03-01 2019-03-01 2019-03-01 N N N 0.0235 50000000.00 50000000.00 0.0290 N Y Y N Federal Home Loan Bank Federal Home Loan Bank 2.437390% 313384CQ0 - US313384CQ01 U.S. Government Agency Debt Y 2019-03-04 2019-03-04 2019-03-04 N N N 0.0244 49990100.00 49990100.00 0.0290 N N Y N Federal Home Loan Bank Federal Home Loan Bank 2.444583% 313384CR8 - US313384CR83 U.S. Government Agency Debt Y 2019-03-05 2019-03-05 2019-03-05 N N N 0.0244 49986800.00 49986800.00 0.0290 N N Y N Federal Home Loan Bank Federal Home Loan Bank 2.444726% 313384CS6 - US313384CS66 U.S. Government Agency Debt Y 2019-03-06 2019-03-06 2019-03-06 N N N 0.0244 49983450.00 49983450.00 0.0290 N N Y N Federal Home Loan Bank Federal Home Loan Bank 2.435806% 313384CT4 - US313384CT40 U.S. Government Agency Debt Y 2019-03-07 2019-03-07 2019-03-07 N N N 0.0244 24990075.00 24990075.00 0.0145 N N Y N Federal Home Loan Bank Federal Home Loan Bank 2.454034% 313384CU1 - US313384CU13 U.S. Government Agency Debt Y 2019-03-08 2019-03-08 2019-03-08 N N N 0.0245 49976850.00 49976850.00 0.0290 N N Y N Federal Home Loan Bank Federal Home Loan Bank 2.440513% 313384CZ0 - US313384CZ00 U.S. Government Agency Debt Y 2019-03-13 2019-03-13 2019-03-13 N N N 0.0244 49960350.00 49960350.00 0.0290 N N Y N Federal Home Loan Bank Federal Home Loan Bank 2.438484% 313384DA4 - US313384DA40 U.S. Government Agency Debt Y 2019-03-14 2019-03-14 2019-03-14 N N N 0.0244 24978525.00 24978525.00 0.0145 N N Y N Federal Home Loan Bank Federal Home Loan Bank 2.433530% 313384DB2 - US313384DB23 U.S. Government Agency Debt Y 2019-03-15 2019-03-15 2019-03-15 N N N 0.0243 49953700.00 49953700.00 0.0289 N N Y N Federal Home Loan Bank Federal Home Loan Bank 2.412524% 313384DF3 - US313384DF37 U.S. Government Agency Debt Y 2019-03-19 2019-03-19 2019-03-19 N N N 0.0241 49940500.00 49940500.00 0.0289 N N Y N Federal Home Loan Bank Federal Home Loan Bank 2.430194% 313384DG1 - 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US313384DQ91 U.S. Government Agency Debt Y 2019-03-28 2019-03-28 2019-03-28 N N N 0.0244 24955375.00 24955375.00 0.0145 N N Y N Federal Home Loan Bank Federal Home Loan Bank 2.458659% 313384DR7 - US313384DR74 U.S. Government Agency Debt Y 2019-03-29 2019-03-29 2019-03-29 N N N 0.0246 49907450.00 49907450.00 0.0289 N N Y N Federal Home Loan Bank Federal Home Loan Bank 2.428906% 313384DV8 - US313384DV86 U.S. Government Agency Debt Y 2019-04-02 2019-04-02 2019-04-02 N N N 0.0243 24946450.00 24946450.00 0.0145 N N Y N Federal Home Loan Bank Federal Home Loan Bank 2.423308% 313384DW6 - US313384DW69 U.S. Government Agency Debt Y 2019-04-03 2019-04-03 2019-04-03 N N N 0.0242 24944775.00 24944775.00 0.0145 N N Y N Federal Home Loan Bank Federal Home Loan Bank 2.430490% 313384DX4 - US313384DX43 U.S. Government Agency Debt Y 2019-04-04 2019-04-04 2019-04-04 N N N 0.0243 49886200.00 49886200.00 0.0289 N N Y N Federal Home Loan Bank Federal Home Loan Bank 2.446477% 313384ED7 - US313384ED79 U.S. Government Agency Debt Y 2019-04-10 2019-04-10 2019-04-10 N N N 0.0245 74799150.00 74799150.00 0.0433 N N Y N Federal Home Loan Bank Federal Home Loan Bank 2.428406% 313384EE5 - 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US313384ER65 U.S. Government Agency Debt Y 2019-04-22 2019-04-22 2019-04-22 N N N 0.0246 49825950.00 49825950.00 0.0289 N N Y N Federal Home Loan Bank Federal Home Loan Bank 2.452337% 313384ES4 - US313384ES49 U.S. Government Agency Debt Y 2019-04-23 2019-04-23 2019-04-23 N N N 0.0245 24911300.00 24911300.00 0.0144 N N Y N Federal Home Loan Bank Federal Home Loan Bank 2.453504% 313384ET2 - US313384ET22 U.S. Government Agency Debt Y 2019-04-24 2019-04-24 2019-04-24 N N N 0.0245 49819250.00 49819250.00 0.0289 N N Y N Federal Home Loan Bank Federal Home Loan Bank 2.454342% 313384EV7 - US313384EV77 U.S. Government Agency Debt Y 2019-04-26 2019-04-26 2019-04-26 N N N 0.0245 24906275.00 24906275.00 0.0144 N N Y N Federal Home Loan Bank Federal Home Loan Bank 2.458933% 313384EZ8 - US313384EZ81 U.S. Government Agency Debt Y 2019-04-30 2019-04-30 2019-04-30 N N N 0.0246 24899575.00 24899575.00 0.0144 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.451264% 313384FA2 - US313384FA22 U.S. Government Agency Debt Y 2019-05-01 2019-05-01 2019-05-01 N N N 0.0245 24897475.00 24897475.00 0.0144 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.458447% 313384FQ7 - US313384FQ73 U.S. Government Agency Debt Y 2019-05-15 2019-05-15 2019-05-15 N N N 0.0246 24873950.00 24873950.00 0.0144 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.468711% 313384FX2 - US313384FX25 U.S. Government Agency Debt Y 2019-05-22 2019-05-22 2019-05-22 N N N 0.0247 24862200.00 24862200.00 0.0144 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.471793% 313384FZ7 - US313384FZ72 U.S. Government Agency Debt Y 2019-05-24 2019-05-24 2019-05-24 N N N 0.0247 24858825.00 24858825.00 0.0144 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.471793% 313384GE3 - US313384GE35 U.S. Government Agency Debt Y 2019-05-29 2019-05-29 2019-05-29 N N N 0.0247 24850425.00 24850425.00 0.0144 N N N N Freddie Mac Freddie Mac 2.779130% 3133TMG26 S6XOOCT0IEG5ABCC6L87 US3133TMG268 Other Instrument Asset Backed Government Agency Debt Y 2019-03-25 2019-03-25 2029-12-25 N N N 0.0278 21532.39 21532.38 0.0000 N N N N Fannie Mae Fannie Mae 2.430361% 313588DM4 B1V7KEBTPIMZEU4LTD58 US313588DM40 U.S. Government Agency Debt Y 2019-03-25 2019-03-25 2019-03-25 N N N 0.0243 19968260.00 19968260.00 0.0116 N N Y N United States of America United States of America 2.357383% 912796RG6 - US912796RG64 U.S. Treasury Debt Y 2019-04-11 2019-04-11 2019-04-11 N N N 0.0236 24931375.00 24931375.00 0.0144 N Y Y N United States of America United States of America 2.381291% 912796UR8 - US912796UR82 U.S. Treasury Debt Y 2019-03-05 2019-03-05 2019-03-05 N N N 0.0238 24993475.00 24993475.00 0.0145 N Y Y N United States of America United States of America 2.383000% 912796US6 - US912796US65 U.S. Treasury Debt Y 2019-03-12 2019-03-12 2019-03-12 N N N 0.0238 54960455.00 54960455.00 0.0319 N Y Y N United States of America United States of America 2.399472% 912796UT4 - US912796UT49 U.S. Treasury Debt Y 2019-03-19 2019-03-19 2019-03-19 N N N 0.0240 24970500.00 24970500.00 0.0145 N Y Y N United States of America United States of America 2.394452% 912796UU1 - US912796UU12 U.S. Treasury Debt Y 2019-03-26 2019-03-26 2019-03-26 N N N 0.0239 24958550.00 24958550.00 0.0145 N Y Y N United States of America United States of America 2.403958% 912796UV9 - US912796UV94 U.S. Treasury Debt Y 2019-04-02 2019-04-02 2019-04-02 N N N 0.0240 24946375.00 24946375.00 0.0145 N Y Y N United States of America United States of America 2.373419% 912796UX5 - US912796UX50 U.S. Treasury Debt Y 2019-04-16 2019-04-16 2019-04-16 N N N 0.0237 24923425.00 24923425.00 0.0144 N Y Y N United States of America United States of America 2.378000% 912796XJ3 - US912796XJ30 U.S. Treasury Debt Y 2019-03-01 2019-03-01 2019-03-01 N N N 0.0238 75000000.00 75000000.00 0.0435 N Y Y N Great-West Funds, Inc. 2019-03-07 /s/Mary Maiers Mary Maiers Chief Financial Officer & Treasurer, Great-West Funds, Inc.