BNP PARIBAS SA REPO SLRPA 1.55% 01/02/2020

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Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 FG G08528 3128MJSS0 1720129.63 NS USD 1771524.45 0.4691572729 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.000000000000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 FG G08737 3128MJZB9 3189573.41 NS USD 3266648.97 0.8651148576 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.000000000000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 FG C91891 3128P8C41 1043985.36 NS USD 1071718.42 0.2838258830 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 3.000000000000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 FG J14785 3128PUJ60 151345.56 NS USD 158279.69 0.0419176081 Long ABS-MBS USGSE US N 2 2026-03-01 Fixed 4.000000000000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 FG J17506 3128PXKT2 624475.11 NS USD 643391.69 0.1703910385 Long ABS-MBS USGSE US N 2 2026-12-01 Fixed 3.000000000000 N N N N N N Federal Home Loan Mortgage Corporation 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N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FN AO7976 3138LY2J5 272184.14 NS USD 280153.52 0.0741937609 Long ABS-MBS USGSE US N 2 2027-06-01 Fixed 3.000000000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FN AS0518 3138W9SG6 661756.94 NS USD 681267.08 0.1804216732 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 3.000000000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FN AS2983 3138WCJ53 456238.26 NS USD 470165.57 0.1245151297 Long ABS-MBS USGSE US N 2 2029-08-01 Fixed 3.000000000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FN AS6311 3138WGAM6 4452557.27 NS USD 4646171.2 1.2304571973 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 3.500000000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FN AS6520 3138WGG65 3978642.01 NS USD 4151637.95 1.0994887136 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 3.500000000000 N N N N N N Federal National Mortgage Association 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National Mortgage Association B1V7KEBTPIMZEU4LTD58 FN BD6438 3140FEEL4 1251211.6 NS USD 1282028.14 0.3395227348 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.000000000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FN BD7810 3140FFVC2 910235.59 NS USD 946083.86 0.2505537667 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3.500000000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FN BH8063 3140GW5Z2 2100604.64 NS USD 2179737.15 0.5772652683 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 3.500000000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FN BH8528 3140GXPN5 88155.29 NS USD 91499.16 0.0242319525 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.500000000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FN BH8644 3140GXTA9 395154.62 NS USD 406019.27 0.1075271038 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 3.000000000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FN 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5.000000000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FN AE0481 31419ARB5 641569.16 NS USD 707697.18 0.1874212230 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 5.000000000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FN AE7758 31419JTQ1 613663.2 NS USD 635685.86 0.1683502841 Long ABS-MBS USGSE US N 2 2025-11-01 Fixed 3.500000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 G2 2660 36202C5V1 2159.6 NS USD 2374.69 0.0006288951 Long ABS-MBS USGA US N 2 2028-10-20 Fixed 7.500000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 G2 2691 36202C7C1 1866.82 NS USD 2037.43 0.0005395777 Long ABS-MBS USGA US N 2 2028-12-20 Fixed 7.500000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 G2 3637 36202EBE8 129182.76 NS USD 145235.92 0.0384631938 Long ABS-MBS USGA US N 2 2034-11-20 Fixed 5.500000000000 N N N N N N Government National Mortgage 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0.0041928866 Long ABS-MBS USGSE US N 2 2022-04-01 Fixed 5.500000000000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 FG G13562 3128MCFB6 110703.45 NS USD 115096.05 0.0304811762 Long ABS-MBS USGSE US N 2 2024-05-01 Fixed 4.500000000000 N N N N N N FHLMC Pc Prepay Prm 30 N/A FHMS K723 AM 3137BSPX5 3800000 NS USD 3846413.2 1.0186552759 Long ABS-O USGSE US N 2 2023-09-25 Fixed 2.527000000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FN AR7183 3138W46V8 869947.56 NS USD 895435.33 0.2371403892 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3.000000000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FN 931307 31412PU82 259055.1 NS USD 282013.69 0.0746863944 Long ABS-MBS USGSE US N 2 2039-06-01 Fixed 4.500000000000 N N N N N N United States Treasury Bonds 254900HROIFWPRGM1V77 T 3.125 02/15/43 912810QZ4 4250000 NS USD 4814080.57 1.2749250578 Long DBT UST US N 2 2043-02-15 Fixed 3.125000000000 N N N N N N United States 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5299053.92 1.4033617691 Long DBT UST US N 2 2045-02-15 Fixed 2.500000000000 N N N N N N United States Treasury Bonds 254900HROIFWPRGM1V77 T 3.125 05/15/48 912810SC3 2450000 NS USD 2817796.67 0.7462441748 Long DBT UST US N 2 2048-05-15 Fixed 3.125000000000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 T 2.75 02/28/25 9128283Z1 6500000 NS USD 6829557.47 1.8086888712 Long DBT UST US N 2 2025-02-28 Fixed 2.750000000000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 T 1.75 07/31/21 9128287F1 7500000 NS USD 7516641.16 1.9906509719 Long DBT UST US N 2 2021-07-31 Fixed 1.750000000000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 T 1.75 01/31/23 912828P38 750000 NS USD 752646.85 0.1993253571 Long DBT UST US N 2 2023-01-31 Fixed 1.750000000000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 T 2.875 07/31/25 912828Y79 4250000 NS USD 4502269.97 1.1923474728 Long DBT UST US N 2 2025-07-31 Fixed 2.875000000000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 T 1.875 07/31/26 912828Y95 2000000 NS USD 2006480.24 0.5313812053 Long DBT UST US N 2 2026-07-31 Fixed 1.875000000000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 T 1.625 09/30/26 912828YG9 3750000 NS USD 3700875.04 0.9801120392 Long DBT UST US N 2 2026-09-30 Fixed 1.625000000000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 T 1.625 12/15/22 912828YW4 2000000 NS USD 2000793.44 0.5298751558 Long DBT UST US N 2 2022-12-15 Fixed 1.625000000000 N N N N N N 2020-02-14 GREAT-WEST FUNDS INC /s/Mary Maiers Mary Maiers Chief Financial Officer & Treasurer, Great-West Funds, Inc.