0001752724-23-111796.txt : 20230523 0001752724-23-111796.hdr.sgml : 20230523 20230523134816 ACCESSION NUMBER: 0001752724-23-111796 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20230331 FILED AS OF DATE: 20230523 DATE AS OF CHANGE: 20230523 PERIOD START: 20231231 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Forethought Variable Insurance Trust CENTRAL INDEX KEY: 0001580353 IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FISCAL YEAR END: 1213 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-22865 FILM NUMBER: 23948032 BUSINESS ADDRESS: STREET 1: 10 WEST MARKET STREET STREET 2: SUITE 2300 CITY: INDIANAPOLIS STATE: IN ZIP: 46204 BUSINESS PHONE: 317-223-2700 MAIL ADDRESS: STREET 1: 10 WEST MARKET STREET STREET 2: SUITE 2300 CITY: INDIANAPOLIS STATE: IN ZIP: 46204 0001580353 S000042092 Global Atlantic Select Advisor Managed Risk Portfolio C000130713 Global Atlantic Select Advisor Managed Risk Portfolio Class II Shares NPORT-P 1 primary_doc.xml NPORT-P false 0001580353 XXXXXXXX S000042092 C000130713 Forethought Variable Insurance Trust 811-22865 0001580353 5493006EQMR1BNKF6A36 10 West Market Street Suite 2300 Indianapolis 46204 877-355-1820 Global Atlantic Select Advisor Managed Risk Portfolio S000042092 54930036IVJIF56MUD11 2023-12-31 2023-03-31 N 77809279.00 56541.95 77752737.05 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1819139.79000000 N Global Atlantic Select Advisor Managed Risk Portfolio - ExDerivatives N/A MFS VIT II - International Intrinsic Value Portfolio N/A MFS VIT II - International Intrinsic Value Portfolio 55274F455 179296.99200000 NS USD 5335878.48000000 6.862624625765 Long EC RF US N 1 N N N Dreyfus Government Cash Management 5493000Q69I5Q3QZIA91 Dreyfus Government Cash Management 262006208 1968043.01000000 NS USD 1968043.01000000 2.531155924111 Long STIV RF US N 1 N N N MFS VIT II Blended Research Core Equity Portfolio ZCOYJZAD5NXTIUNHME34 MFS VIT II Blended Research Core Equity Portfolio 55274F422 74411.80100000 NS USD 3768957.72000000 4.847363402237 Long EC RF US N 1 N N N Putnam VT Growth Opportunities ZREV7S924QLJLC41VU70 Putnam VT Growth Opportunities 746896489 350544.61800000 NS USD 3880528.92000000 4.990858286447 Long EC RF US N 1 N N N MFS Total Return Bond Series OBXD0C7FWK5N6XF1PG71 MFS Total Return Bond Series 55273F878 1295551.42100000 NS USD 15080218.54000000 19.39509670290 Long EC RF US N 1 N N N American Century VP Value Fund Y07M1XZZH8NUJ3H6R032 American Century VP Value Fund 024936106 560156.50100000 NS USD 6419393.50000000 8.256164018858 Long EC RF US N 1 N N N MFS Growth Series IVAD1C1VZOLTR3W5MQ64 MFS Growth Series 55273F100 217021.44000000 NS USD 11530349.11000000 14.82950896324 Long EC RF US N 1 N N N MFS VIT Mid Cap Growth Series DQS0BFT7TBCF2MYV2M94 MFS VIT Mid Cap Growth Series 55273F670 293054.57500000 NS USD 2253589.68000000 2.898405593813 Long EC RF US N 1 N N N ICE FUTURES U.S., INC. 5493004R83R1LVX2IL36 MSCI EMGMKT 000000000 -13.00000000 NC USD -25015.00000000 -0.03217250086 N/A DE CORP US N 1 ICE FUTURES U.S., INC. 5493004R83R1LVX2IL36 Short MSCI MSCI EMERGING MARKETS INDEX 2023-06-16 -622060.00000000 USD -25015.00000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 E-MINI RUSS 2000 000000000 -17.00000000 NC USD -17687.50000000 -0.02274839532 N/A DE CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Short FINANCIAL TIMES STOCK EXCHANGE RUSSELL 2000 INDEX 2023-06-16 -1523787.50000000 USD -17687.50000000 N N N MFS High Yield Portfolio ZJO44YL9IRHSPRALW090 MFS High Yield Portfolio 55274F471 308760.04400000 NS USD 1516011.82000000 1.949785792138 Long EC RF US N 1 N N N iShares Core S&P Small-Cap ETF 549300BZQ17QYN750B25 iShares Core S&P Small-Cap ETF 464287804 38120.00000000 NS USD 3686204.00000000 4.740931496250 Long EC RF US N 1 N N N iShares Trust iShares 1-5 Year Investment Grade Corporate Bond ETF 549300T14S5IX7V5T008 iShares Trust iShares 1-5 Year Investment Grade Corporate Bond ETF 464288646 45042.00000000 NS USD 2276422.68000000 2.927771762601 Long EC RF US N 1 N N N iShares Core MSCI EAFE ETF 5493009FT582MI7Y3I36 iShares Core MSCI EAFE ETF 46432F842 90361.00000000 NS USD 6040632.85000000 7.769029206155 Long EC RF US N 1 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 S&P500 EMINI 000000000 -44.00000000 NC USD -477947.50000000 -0.61470183318 N/A DE CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Short STANDARD & POOR'S FINANCIAL SERVICES LLC STANDARD & POORS'S 500 2023-06-16 -8625102.50000000 USD -477947.50000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 S&P MID 400 EMINI 000000000 -14.00000000 NC USD -74405.00000000 -0.09569438044 N/A DE CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Short STANDARD & POOR'S FINANCIAL SERVICES LLC STANDARD & POOR'S MIDCAP 400 INDEX 2023-06-16 -3467175.00000000 USD -74405.00000000 N N N ICE FUTURES U.S., INC. 5493004R83R1LVX2IL36 MSCI EAFE 000000000 -50.00000000 NC USD -226500.00000000 -0.29130807299 N/A DE CORP US N 1 ICE FUTURES U.S., INC. 5493004R83R1LVX2IL36 Short MSCI MSCI EAFE INDEX 2023-06-16 -5014750.00000000 USD -226500.00000000 N N N Putnam VT Large Cap Value Fund ITNNCTEHDDEMTCLPNT59 Putnam VT Large Cap Value Fund 746896356 342982.82500000 NS USD 8804369.12000000 11.32354879589 Long EC RF US N 1 N N N iShares Core MSCI Emerging Markets ETF 5493007C24Z3ZDJ0VD06 iShares Core MSCI Emerging Markets ETF 46434G103 30146.00000000 NS USD 1470823.34000000 1.891667606574 Long EC RF US N 1 N N N Fidelity Government Portfolio 549300FQDFZGLUOCWN51 Fidelity Government Portfolio 316175108 45140.49000000 NS USD 45140.49000000 0.058056464264 Long STIV RF US N 1 N N N American Century VP Mid Cap Value AW8WRPD8F5WUW2ML3K65 American Century VP Mid Cap Value 024936742 113616.57000000 NS USD 2137127.68000000 2.748620513031 Long EC RF US N 1 N N N 2023-05-23 Forethought Variable Insurance Trust Cameron Jeffreys, CFA Cameron Jeffreys, CFA Senior Vice President XXXX NPORT-EX 2 GAW0200GA033123.htm

200

 

Global Atlantic Select Advisor Managed Risk Portfolio

Portfolio of Investments (Unaudited)

March 31, 2023

 

   Shares/
Principal		  Fair Value  
Variable Insurance Trusts - 79.2%        
Debt Funds - 21.4%        
MFS High Yield Portfolio*  308,760  $1,516,012  
MFS Total Return Bond Series, Class I*  1,295,551  15,080,218  
Total Debt Funds     16,596,230  
Equity Funds - 57.8%        
American Century VP Mid Cap Value, Class I  113,617  2,137,128  
American Century VP Value Fund, Class I  568,883  6,519,393  
MFS Growth Series*  217,021  11,530,349  
MFS VIT II - International Intrinsic Value Portfolio, Class I*  179,297  5,335,878  
MFS VIT II Blended Research Core Equity Portfolio, Class I*  74,412  3,768,958  
MFS VIT Mid Cap Growth Series*  293,055  2,253,590  
Putnam VT Growth Opportunities*  350,545  3,880,529  
Putnam VT Large Cap Value Fund*  370,836  9,519,369  
Total Equity Funds     44,945,194  
Total Variable Insurance Trusts        
(Cost - $55,371,564)     61,541,424  
Exchange Traded Funds - 17.3%        
Debt Funds - 2.9%        
iShares 1-5 Year Investment Grade Corporate Bond ETF  45,042  2,276,423  
Equity Funds - 14.4%        
iShares Core MSCI EAFE ETF  90,361  6,040,633  
iShares Core MSCI Emerging Markets ETF  30,146  1,470,823  
iShares Core S&P Small-Cap ETF  38,120  3,686,204  
Total Equity Funds     11,197,660  
Total Exchange Traded Funds        
(Cost - $13,256,800)     13,474,083  
Short-Term Investments - 2.6%        
Money Market Funds - 2.6%        
Dreyfus Government Cash Management, 4.71%(a)  1,968,043  1,968,043  
Fidelity Investments Money Market Fund - Government Portfolio, Institutional Class, 4.72%(a)  45,141  45,141  
Total Short-Term Investments
(Cost - $2,013,184)		     2,013,184  
Total Investments - 99.1%        
(Cost - $70,641,548)     $77,028,691  
Other Assets Less Liabilities - Net 0.9%     729,092  
Total Net Assets - 100.0%     $77,757,783  

 

* Non-income producing security.
(a) The rate shown is the annualized seven-day yield at period end.

 

 

 

 

Global Atlantic Select Advisor Managed Risk Portfolio

Portfolio of Investments (Unaudited) (Continued)

March 31, 2023

 

Futures Contracts            
    Counterparty   Number of
Contracts		   Expiration Date     Notional Value   Fair
Value/Unrealized
Appreciation
(Depreciation)
Short Futures Contracts                      
E-Mini Russell 2000 Future   Goldman Sachs & Co.   15   6/16/2023     $1,360,125   $(20,665)
MSCI EAFE Future   Goldman Sachs & Co.   42   6/16/2023      4,402,650    (199,725)
MSCI Emerging Market Index Future   Goldman Sachs & Co.   11   6/16/2023      547,525    (21,740)
S&P 500 E-Mini Future   Goldman Sachs & Co.   37   6/16/2023      7,654,838    (410,723)
S&P MID 400 E-Mini Future   Goldman Sachs & Co.   12   6/16/2023      3,035,640    (77,505)
                       
TOTAL NET UNREALIZED DEPRECIATION ON FUTURES CONTRACTS         $(730,358)