N-MFP2 0000356476 XXXXXXXX 2020-01-31 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 43 43 278801892.26 312177258.21 398366083.56 444191051.02 403040713.38 1532084536.25 1565519304.12 1701573353.35 1647616122.85 1556637357.20 0.1373 0.1531 0.1943 0.2171 0.1961 0.7546 0.7678 0.8299 0.8052 0.7575 355224.68 2055051569.17 2054881031.67 28286280.61 29406015.19 2054116521.77 2054116521.7800 1.0000 0.0159 1.0001 1.0000 1.0001 1.0001 1.0001 C000069805 0.01 1862826852.65 1862826852.6500 1.0001 1.0000 1.0001 1.0001 1.0001 43822175.20 37099166.01 37613661.16 42222093.60 52227299.86 40884954.35 32651390.37 43573027.55 43265890.15 36436439.33 209580416.74 200215680.84 0.0113 Y Great-West Life & Insurance Company was required by contract to waive management fees of 22,566.93 C000155755 0.01 191289669.12 191289669.1300 1.0001 1.0000 1.0001 1.0001 1.0001 7316039.77 15234744.35 17605531.50 5070944.89 5309746.11 5865084.63 8075524.18 1846802.52 4746491.00 1463383.97 43053332.56 29480960.36 0.0148 Y Great-West Life & Insurance Company was required by contract to waive management fees of 1,006.75 Daiwa Cap Markets America Inc Daiwa Cap Markets America Inc 1.400000% M67H5PRC0NQKM73ZAS82 0001489000 01151$$ZP U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States of America - 2026-02-28 2.500000 1764500.00 1891780.87 U.S. Treasuries (including strips) United States of America - 2023-01-15 1.500000 472200.00 474384.09 U.S. Treasuries (including strips) United States of America - 2025-12-31 2.625000 600000.00 641913.35 U.S. Treasuries (including strips) United States of America - 2021-12-15 2.625000 647400.00 663944.89 U.S. Treasuries (including strips) Y 2020-02-03 2020-02-03 2020-02-03 N N N 0.0140 3600000.00 3600000.00 0.0018 N Y Y N Federal Home Loan Bank Federal Home Loan Bank 1.587170% 313384SQ3 - US313384SQ37 U.S. Government Agency Debt Y 2020-02-03 2020-02-03 2020-02-03 N N N 0.0159 25000000.00 25000000.00 0.0122 N Y Y N Federal Home Loan Bank Federal Home Loan Bank 1.660000% 313384SR1 - US313384SR10 U.S. Government Agency Debt Y 2020-02-04 2020-02-04 2020-02-04 N N N 0.0166 24998923.50 24998923.50 0.0122 N N Y N Federal Home Loan Bank Federal Home Loan Bank 1.569533% 313384SS9 - US313384SS92 U.S. Government Agency Debt Y 2020-02-05 2020-02-05 2020-02-05 N N N 0.0157 49995694.50 49995694.50 0.0243 N N Y N Federal Home Loan Bank Federal Home Loan Bank 1.592064% 313384ST7 - US313384ST75 U.S. Government Agency Debt Y 2020-02-06 2020-02-06 2020-02-06 N N N 0.0159 24996770.75 24996770.75 0.0122 N N Y N Federal Home Loan Bank Federal Home Loan Bank 1.566468% 313384SU4 - US313384SU49 U.S. Government Agency Debt Y 2020-02-07 2020-02-07 2020-02-07 N N N 0.0157 49991389.00 49991389.00 0.0243 N N Y N Federal Home Loan Bank Federal Home Loan Bank 1.607419% 313384SX8 - US313384SX87 U.S. Government Agency Debt Y 2020-02-10 2020-02-10 2020-02-10 N N N 0.0161 74977395.75 74977395.75 0.0365 N N Y N Federal Home Loan Bank Federal Home Loan Bank 1.587512% 313384SY6 - US313384SY60 U.S. Government Agency Debt Y 2020-02-11 2020-02-11 2020-02-11 N N N 0.0159 24991389.00 24991389.00 0.0122 N N Y N Federal Home Loan Bank Federal Home Loan Bank 1.600193% 313384SZ3 - US313384SZ36 U.S. Government Agency Debt Y 2020-02-12 2020-02-12 2020-02-12 N N N 0.0160 49980625.00 49980625.00 0.0243 N N Y N Federal Home Loan Bank Federal Home Loan Bank 1.622471% 313384TB5 - US313384TB58 U.S. Government Agency Debt Y 2020-02-14 2020-02-14 2020-02-14 N N N 0.0162 24988159.75 24988159.75 0.0122 N N Y N Federal Home Loan Bank Federal Home Loan Bank 1.585911% 313384TF6 - US313384TF62 U.S. Government Agency Debt Y 2020-02-18 2020-02-18 2020-02-18 N N N 0.0159 49967708.50 49967708.50 0.0243 N N Y N Federal Home Loan Bank Federal Home Loan Bank 1.597124% 313384TG4 - US313384TG46 U.S. Government Agency Debt Y 2020-02-19 2020-02-19 2020-02-19 N N N 0.0160 49965555.50 49965555.50 0.0243 N N Y N Federal Home Loan Bank Federal Home Loan Bank 1.608000% 313384TJ8 - US313384TJ84 U.S. Government Agency Debt Y 2020-02-21 2020-02-21 2020-02-21 N N N 0.0161 54957375.00 54957375.00 0.0268 N N Y N Federal Home Loan Bank Federal Home Loan Bank 1.592343% 313384TM1 - US313384TM14 U.S. Government Agency Debt Y 2020-02-24 2020-02-24 2020-02-24 N N N 0.0159 24977395.75 24977395.75 0.0122 N N Y N Federal Home Loan Bank Federal Home Loan Bank 1.592000% 313384TN9 - US313384TN96 U.S. Government Agency Debt Y 2020-02-25 2020-02-25 2020-02-25 N N N 0.0159 49952639.00 49952639.00 0.0243 N N Y N Federal Home Loan Bank Federal Home Loan Bank 1.624719% 313384TP4 - US313384TP45 U.S. Government Agency Debt Y 2020-02-26 2020-02-26 2020-02-26 N N N 0.0162 24975243.00 24975243.00 0.0122 N N Y N Federal Home Loan Bank Federal Home Loan Bank 1.613122% 313384TQ2 - US313384TQ28 U.S. Government Agency Debt Y 2020-02-27 2020-02-27 2020-02-27 N N N 0.0161 24974166.75 24974166.75 0.0122 N N Y N Federal Home Loan Bank Federal Home Loan Bank 1.626766% 313384TR0 - US313384TR01 U.S. Government Agency Debt Y 2020-02-28 2020-02-28 2020-02-28 N N N 0.0163 24973090.25 24973090.25 0.0122 N N Y N Federal Home Loan Bank Federal Home Loan Bank 1.614502% 313384TW9 - US313384TW95 U.S. Government Agency Debt Y 2020-03-04 2020-03-04 2020-03-04 N N N 0.0161 49935000.00 49935000.00 0.0243 N N Y N Federal Home Loan Bank Federal Home Loan Bank 1.580258% 313384UB3 - US313384UB30 U.S. Government Agency Debt Y 2020-03-09 2020-03-09 2020-03-09 N N N 0.0158 74886249.75 74886249.75 0.0365 N N Y N Federal Home Loan Bank Federal Home Loan Bank 1.577983% 313384UC1 - US313384UC13 U.S. Government Agency Debt Y 2020-03-10 2020-03-10 2020-03-10 N N N 0.0158 24961000.00 24961000.00 0.0122 N N Y N Federal Home Loan Bank Federal Home Loan Bank 1.587927% 313384UD9 - US313384UD95 U.S. Government Agency Debt Y 2020-03-11 2020-03-11 2020-03-11 N N N 0.0159 24959916.75 24959916.75 0.0122 N N Y N Federal Home Loan Bank Federal Home Loan Bank 1.559641% 313384UE7 - US313384UE78 U.S. Government Agency Debt Y 2020-03-12 2020-03-12 2020-03-12 N N N 0.0156 24958833.25 24958833.25 0.0122 N N Y N Federal Home Loan Bank Federal Home Loan Bank 1.603257% 313384UF4 - US313384UF44 U.S. Government Agency Debt Y 2020-03-13 2020-03-13 2020-03-13 N N N 0.0160 49915500.00 49915500.00 0.0243 N N Y N Federal Home Loan Bank Federal Home Loan Bank 1.578119% 313384UJ6 - US313384UJ65 U.S. Government Agency Debt Y 2020-03-16 2020-03-16 2020-03-16 N N N 0.0158 24954500.00 24954500.00 0.0121 N N Y N Federal Home Loan Bank Federal Home Loan Bank 1.593384% 313384UK3 - US313384UK39 U.S. Government Agency Debt Y 2020-03-17 2020-03-17 2020-03-17 N N N 0.0159 24953416.75 24953416.75 0.0121 N N Y N Federal Home Loan Bank Federal Home Loan Bank 1.608297% 313384UL1 - US313384UL12 U.S. Government Agency Debt Y 2020-03-18 2020-03-18 2020-03-18 N N N 0.0161 74856999.75 74856999.75 0.0364 N N Y N Federal Home Loan Bank Federal Home Loan Bank 1.603469% 313384UM9 - US313384UM94 U.S. Government Agency Debt Y 2020-03-19 2020-03-19 2020-03-19 N N N 0.0160 24951250.00 24951250.00 0.0121 N N Y N Federal Home Loan Bank Federal Home Loan Bank 1.603751% 313384UR8 - US313384UR81 U.S. Government Agency Debt Y 2020-03-23 2020-03-23 2020-03-23 N N N 0.0160 24946916.75 24946916.75 0.0121 N N Y N Federal Home Loan Bank Federal Home Loan Bank 1.603751% 313384US6 - US313384US64 U.S. Government Agency Debt Y 2020-03-24 2020-03-24 2020-03-24 N N N 0.0160 24945833.25 24945833.25 0.0121 N N Y N Federal Home Loan Bank Federal Home Loan Bank 1.618000% 313384UV9 - US313384UV93 U.S. Government Agency Debt Y 2020-03-27 2020-03-27 2020-03-27 N N N 0.0162 49885166.50 49885166.50 0.0243 N N Y N Federal Home Loan Bank Federal Home Loan Bank 1.577571% 313384VA4 - US313384VA48 U.S. Government Agency Debt Y 2020-04-01 2020-04-01 2020-04-01 N N N 0.0158 24936764.00 24936764.00 0.0121 N N Y N Federal Home Loan Bank Federal Home Loan Bank 1.581798% 313384VC0 - US313384VC04 U.S. Government Agency Debt Y 2020-04-03 2020-04-03 2020-04-03 N N N 0.0158 49869166.50 49869166.50 0.0243 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.571481% 313384VF3 - US313384VF35 U.S. Government Agency Debt Y 2020-04-06 2020-04-06 2020-04-06 N N N 0.0157 49862625.00 49862625.00 0.0243 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.577983% 313384VG1 - US313384VG18 U.S. Government Agency Debt Y 2020-04-07 2020-04-07 2020-04-07 N N N 0.0158 24930222.25 24930222.25 0.0121 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.577847% 313384VH9 - US313384VH90 U.S. Government Agency Debt Y 2020-04-08 2020-04-08 2020-04-08 N N N 0.0158 24929132.00 24929132.00 0.0121 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.559516% 313384VN6 - US313384VN68 U.S. Government Agency Debt Y 2020-04-13 2020-04-13 2020-04-13 N N N 0.0156 49847361.00 49847361.00 0.0243 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.576821% 313384VP1 - US313384VP17 U.S. Government Agency Debt Y 2020-04-14 2020-04-14 2020-04-14 N N N 0.0158 24922590.25 24922590.25 0.0121 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.568514% 313384VQ9 - US313384VQ99 U.S. Government Agency Debt Y 2020-04-15 2020-04-15 2020-04-15 N N N 0.0157 24921500.00 24921500.00 0.0121 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.572467% 313384VS5 - US313384VS55 U.S. Government Agency Debt Y 2020-04-17 2020-04-17 2020-04-17 N N N 0.0157 49838639.00 49838639.00 0.0243 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.577163% 313384VV8 - US313384VV84 U.S. Government Agency Debt Y 2020-04-20 2020-04-20 2020-04-20 N N N 0.0158 24916048.50 24916048.50 0.0121 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.587377% 313384VW6 - US313384VW67 U.S. Government Agency Debt Y 2020-04-21 2020-04-21 2020-04-21 N N N 0.0159 24914958.25 24914958.25 0.0121 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.597939% 313384WC9 - US313384WC94 U.S. Government Agency Debt Y 2020-04-27 2020-04-27 2020-04-27 N N N 0.0160 24908416.75 24908416.75 0.0121 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.573414% 313384WD7 - US313384WD77 U.S. Government Agency Debt Y 2020-04-28 2020-04-28 2020-04-28 N N N 0.0157 24907326.50 24907326.50 0.0121 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.593037% 313384WE5 - US313384WE50 U.S. Government Agency Debt Y 2020-04-29 2020-04-29 2020-04-29 N N N 0.0159 49812472.00 49812472.00 0.0243 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.588341% 313384WF2 - US313384WF26 U.S. Government Agency Debt Y 2020-04-30 2020-04-30 2020-04-30 N N N 0.0159 24905145.75 24905145.75 0.0121 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.601212% 313384WG0 - US313384WG09 U.S. Government Agency Debt Y 2020-05-01 2020-05-01 2020-05-01 N N N 0.0160 24904055.50 24904055.50 0.0121 N N N N Freddie Mac Freddie Mac 1.809500% 3133TMG26 S6XOOCT0IEG5ABCC6L87 US3133TMG268 Other Instrument Asset Backed Government Agency Debt Y 2020-02-25 2029-12-25 2029-12-25 N N N 0.0181 20292.17 20292.16 0.0000 N N N N United States of America United States of America 1.556000% 912796SD2 - US912796SD25 U.S. Treasury Debt Y 2020-02-27 2020-02-27 2020-02-27 N N N 0.0156 24975550.00 24975550.00 0.0122 N Y Y N United States of America United States of America 1.515502% 912796SM2 - US912796SM24 U.S. Treasury Debt Y 2020-04-23 2020-04-23 2020-04-23 N N N 0.0152 49830350.00 49830350.00 0.0243 N Y Y N United States of America United States of America 1.552097% 912796TF6 - US912796TF63 U.S. Treasury Debt Y 2020-02-13 2020-02-13 2020-02-13 N N N 0.0155 49979600.00 49979600.00 0.0243 N Y Y N United States of America United States of America 1.530900% 912796TG4 - US912796TG47 U.S. Treasury Debt Y 2020-02-20 2020-02-20 2020-02-20 N N N 0.0153 24982600.00 24982600.00 0.0122 N Y Y N United States of America United States of America 1.513076% 912796TH2 - US912796TH20 U.S. Treasury Debt Y 2020-03-05 2020-03-05 2020-03-05 N N N 0.0151 49933950.00 49933950.00 0.0243 N Y Y N United States of America United States of America 1.525861% 912796TK5 - US912796TK58 U.S. Treasury Debt Y 2020-03-12 2020-03-12 2020-03-12 N N N 0.0153 24959525.00 24959525.00 0.0122 N Y Y N United States of America United States of America 1.485128% 912796TM1 - US912796TM15 U.S. Treasury Debt Y 2020-04-02 2020-04-02 2020-04-02 N N N 0.0149 24938125.00 24938125.00 0.0121 N Y Y N United States of America United States of America 1.495633% 912796TQ2 - US912796TQ29 U.S. Treasury Debt Y 2020-04-09 2020-04-09 2020-04-09 N N N 0.0150 24929650.00 24929650.00 0.0121 N Y Y N United States of America United States of America 1.535436% 912796TR0 - US912796TR02 U.S. Treasury Debt Y 2020-04-16 2020-04-16 2020-04-16 N N N 0.0154 24922650.00 24922650.00 0.0121 N Y Y N United States of America United States of America 1.509033% 912796WV7 - US912796WV76 U.S. Treasury Debt Y 2020-03-03 2020-03-03 2020-03-03 N N N 0.0151 24969125.00 24969125.00 0.0122 N Y Y N United States of America United States of America 1.523602% 912796XA2 - US912796XA21 U.S. Treasury Debt Y 2020-03-10 2020-03-10 2020-03-10 N N N 0.0152 24962150.00 24962150.00 0.0122 N Y Y N United States of America United States of America 1.549855% 912796XC8 - US912796XC86 U.S. Treasury Debt Y 2020-03-24 2020-03-24 2020-03-24 N N N 0.0155 24947475.00 24947475.00 0.0121 N Y Y N Great-West Funds, Inc. 2020-02-07 /s/Mary Maiers Mary Maiers Chief Financial Officer & Treasurer, Great-West Funds, Inc.