BOFA SECURITIES INC REPO. SLRPD 2.300% 08/01/2022

NPORT-P false 0000356476 XXXXXXXX S000061890 C000200581 C000204664 GREAT-WEST FUNDS INC 811-03364 0000356476 RUYOMHMDMSPQ01U66388 8515 E Orchard Road Greenwood Village 80111 866-831-7129 Great-West Core Strategies: Inflation-Protected Securities Fund S000061890 5493009UHEIXEAH5XG13 2023-04-30 2022-07-31 N 24725256.010000000000 212925.230000000000 24512330.780000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 USD N BOFA SECURITIES INC REPO. 549300HN4UKV1E2R3U73 BOFA SECURITIES INC REPO. SLRPD 2.300% 08/01/2022 635961504 1000000 PA USD 1000000 4.0795794124 Long RA CORP US N 2 Repurchase Y 2.3 2022-08-01 999999.999999999995 USD 1020000.000358974353 USD ABS N N JP MORGAN SECURITIES LLC REPO ZBUT11V806EZRVTWT807 JP MORGAN SECURITIES LLC REPO SLRPA 2.250% 08/01/2022 635961445 618082 PA USD 618082 2.5215146024 Long RA CORP US N 2 Repurchase Y 2.25 2022-08-01 618081.999999999994 USD 630443.640958893566 USD UST N N RBC DOMINION SECURITIES INC REPO 549300QJJX6CVVUXLE15 RBC DOMINION SECURITIES INC REPO SLRPD 2.300% 08/01/2022 635961509 1000000 PA USD 1000000 4.0795794124 Long RA CORP US N 2 Repurchase Y 2.3 2022-08-01 999997.080060729302 USD 1019997.035073809491 USD ABS N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 US T-NOTE ULTRA 10Y 0002UXYU2 4 NC USD 819.85 0.0033446432 Long DIR CORP US N 1 CITIGROUP GLOBAL MKTS XKZZ2JZF41MRHTR1V493 Long US 10YR ULTRA FUT SEP22 US 10YR ULTRA FUT SEP22 2022-09-01 525000 USD 812.45 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 US T-NOTE 10YR 00002TYU2 1 NC USD 62.5 0.0002549737 Long DIR CORP US N 1 CITIGROUP GLOBAL MKTS XKZZ2JZF41MRHTR1V493 Long US 10YR NOTE SEP 22 US 10YR NOTE SEP 22 2022-09-01 121140.625 USD 60.65 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 US 5YR NOTE SEPT22 00002FVU2 2 NC USD -203.12 -0.0008286442 Long DIR CORP US N 1 CITIGROUP GLOBAL MKTS XKZZ2JZF41MRHTR1V493 Long US 5YR NOTE SEPT22 US 5YR NOTE SEPT22 2022-09-01 227453.126 USD -206.62 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 US T-NOTE 2YR 00002TUU2 1 NC USD 445.49 0.0018174118 Long DIR CORP US N 1 CITIGROUP GLOBAL MKTS XKZZ2JZF41MRHTR1V493 Long US 2YEAR TREASURY NOTE FUTURES US 2YEAR TREASURY NOTE FUTURES 2022-09-01 210460.938 USD 443.79 N N N United States Treasury Notes 254900HROIFWPRGM1V77 TII 0.375 07/15/27 9128282L3 510000 NS USD 624955.36 2.5495550203 Long DBT UST US N 2 2027-07-15 Fixed 0.375000000000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 TII 0.875 01/15/29 9128285W6 4290000 NS USD 5219584.19 21.2937082028 Long DBT UST US N 2 2029-01-15 Fixed 0.875000000000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 TII 0.625 01/15/26 912828N71 70000 NS USD 88348.74 0.3604257008 Long DBT UST US N 2 2026-01-15 Fixed 0.625000000000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 TII 0.125 07/15/26 912828S50 2090000 NS USD 2578625.28 10.5197066046 Long DBT UST US N 2 2026-07-15 Fixed 0.125000000000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 TII 0.375 07/15/23 912828VM9 1452000 NS USD 1842666.56 7.5173045621 Long DBT UST US N 2 2023-07-15 Fixed 0.375000000000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 TII 0.75 07/15/28 912828Y38 900000 NS USD 1093052.29 4.4591936190 Long DBT UST US N 2 2028-07-15 Fixed 0.750000000000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 TII 0.125 10/15/24 912828YL8 2520000 NS USD 2890344.18 11.7913886115 Long DBT UST US N 2 2024-10-15 Fixed 0.125000000000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 TII 0.125 04/15/25 912828ZJ2 2308000 NS USD 2630027.54 10.7294062062 Long DBT UST US N 2 2025-04-15 Fixed 0.125000000000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 TII 0.125 04/15/26 91282CCA7 330000 NS USD 370457.16 1.5113094031 Long DBT UST US N 2 2026-04-15 Fixed 0.125000000000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 TII 0.125 07/15/31 91282CCM1 1700000 NS USD 1857056.44 7.5760092203 Long DBT UST US N 2 2031-07-15 Fixed 0.125000000000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 US TREASURY INFLATION INDEXED NOTES1/8% 10/15/2026 91282CDC2 2730000 NS USD 2955112.98 12.0556180745 Long DBT UST US N 2 2026-10-15 Fixed 0.125000000000 N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 TII 0.125 01/15/32 91282CDX6 1360000 NS USD 1429649.61 5.8323691159 Long DBT UST US N 2 2032-01-15 Fixed 0.125000000000 N N N N N N 2022-09-13 GREAT-WEST FUNDS INC /s/Kelly New Kelly New Treasurer, Great-West Funds, Inc. XXXX