0001752724-23-111801.txt : 20230523 0001752724-23-111801.hdr.sgml : 20230523 20230523134817 ACCESSION NUMBER: 0001752724-23-111801 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: 23948035 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 S000042091 Global Atlantic Balanced Managed Risk Portfolio C000130712 Global Atlantic Balanced Managed Risk Portfolio Class II Shares NPORT-P 1 primary_doc.xml NPORT-P false 0001580353 XXXXXXXX S000042091 C000130712 Forethought Variable Insurance Trust 811-22865 0001580353 5493006EQMR1BNKF6A36 10 West Market Street Suite 2300 Indianapolis 46204 877-355-1820 Global Atlantic Balanced Managed Risk Portfolio S000042091 54930068B5DEEA3SJL47 2023-12-31 2023-03-31 N 89218238.96 86764.45 89131474.51 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 629892.68000000 N Global Atlantic Balanced Portfolio Managed Risk - ExDerivatives N/A iShares ESG Aware MSCI USA ETF 549300N2OW8SZV95FP93 iShares ESG Aware MSCI USA ETF 46435G425 18954.00000000 NS USD 1714389.30000000 1.923438728490 Long EC RF US N 1 N N N iShares Core MSCI Emerging Markets ETF 5493007C24Z3ZDJ0VD06 iShares Core MSCI Emerging Markets ETF 46434G103 22547.00000000 NS USD 1100068.13000000 1.234208382670 Long EC RF US N 1 N N N iShares 10+ Year Investment Grade Corporate Bond ETF 5493002XJCHL78PKW767 iShares 10+ Year Investment Grade Corporate Bond ETF 464289511 37453.00000000 NS USD 1962162.67000000 2.201425120348 Long EC RF US N 1 N N N iShares JP Morgan USD Emerging Markets Bond ETF 54930070R8WH6MNUJG74 iShares JP Morgan USD Emerging Markets Bond ETF 464288281 11282.00000000 NS USD 973410.96000000 1.092106873976 Long EC RF US N 1 N N N iShares MSCI USA Quality Factor ETF 5493007KMK0CQLE2O168 iShares MSCI USA Quality Factor ETF 46432F339 48529.00000000 NS USD 6020750.39000000 6.754909444838 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 19065.00000000 NS USD 1843585.50000000 2.068388871759 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 41380.00000000 NS USD 2091345.20000000 2.346359926723 Long EC RF US N 1 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 S&P500 EMINI 000000000 -32.00000000 NC USD -366300.00000000 -0.41096593769 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 -6254100.00000000 USD -366300.00000000 N N N Dreyfus Government Cash Management 5493000Q69I5Q3QZIA91 Dreyfus Government Cash Management 262006208 3032539.42000000 NS USD 3032539.42000000 3.402321611609 Long STIV RF US N 1 N N N iShares Core MSCI EAFE ETF 5493009FT582MI7Y3I36 iShares Core MSCI EAFE ETF 46432F842 77216.00000000 NS USD 5161889.60000000 5.791320774594 Long EC RF US N 1 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 NASDAQ 100 E-MINI 000000000 -3.00000000 NC USD -69708.00000000 -0.07820806329 N/A DE CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Short NASDAQ NASDAQ 100 INDEX 2023-06-16 -728397.00000000 USD -69708.00000000 N N N iShares 20+ Year Treasury Bond ETF 549300WWURKS1JGBZU59 iShares 20+ Year Treasury Bond ETF 464287432 9805.00000000 NS USD 1042957.85000000 1.170134181818 Long EC RF US N 1 N N N iShares 1-3 Year Treasury Bond ETF 549300W0WX9TL4G6HM56 iShares 1-3 Year Treasury Bond ETF 464287457 36420.00000000 NS USD 2992267.20000000 3.357138672337 Long EC RF US N 1 N N N iShares MSCI USA Min Vol Factor ETF 54930006KUZN6GLGL496 iShares MSCI USA Min Vol Factor ETF 46429B697 9413.00000000 NS USD 684701.62000000 0.768192856411 Long EC RF US N 1 N N N iShares Core U.S. Aggregate Bond ETF 549300F7VSXTKBGHJE47 iShares Core U.S. Aggregate Bond ETF 464287226 62663.00000000 NS USD 6243741.32000000 7.005091472260 Long EC RF US N 1 N N N iShares Core S&P 500 ETF 5493007M4YMN8XL48C14 iShares Core S&P 500 ETF 464287200 41434.00000000 NS USD 17032688.72000000 19.10962296274 Long EC RF US N 1 N N N iShares 5-10 Year Investment Grade Corporate Bond ETF 549300ZJOCMXQZ0RKQ84 iShares 5-10 Year Investment Grade Corporate Bond ETF 464288638 41319.00000000 NS USD 2118838.32000000 2.377205506414 Long EC RF US N 1 N N N iShares MBS ETF 549300M0TH0IE2E6RP07 iShares MBS ETF 464288588 83580.00000000 NS USD 7917533.40000000 8.882982631586 Long EC RF US N 1 N N N iShares MSCI EAFE Growth ETF 549300TM3QJ7458P4314 iShares MSCI EAFE Growth ETF 464288885 20597.00000000 NS USD 1929526.96000000 2.164809872839 Long EC RF US N 1 N N N iShares US Technology ETF 5493003RR427QZS78C77 iShares US Technology ETF 464287721 27666.00000000 NS USD 2567681.46000000 2.880779740395 Long EC RF US N 1 N N N ICE FUTURES U.S., INC. 5493004R83R1LVX2IL36 MSCI EAFE 000000000 -21.00000000 NC USD -96570.00000000 -0.10834556539 N/A DE CORP US N 1 ICE FUTURES U.S., INC. 5493004R83R1LVX2IL36 Short MSCI MSCI EAFE INDEX 2023-06-16 -2104755.00000000 USD -96570.00000000 N N N iShares 10-20 Year Treasury Bond ETF 549300MH5J7BUV0VS287 iShares 10-20 Year Treasury Bond ETF 464288653 20758.00000000 NS USD 2377621.32000000 2.667544021986 Long EC RF US N 1 N N N iShares 3-7 Year Treasury Bond ETF 549300BUGBHWMFPSNL42 iShares 3-7 Year Treasury Bond ETF 464288661 28035.00000000 NS USD 3298317.75000000 3.700508454653 Long EC RF US N 1 N N N iShares Fallen Angels USD Bond ETF 549300TGAA9LRLT3ZX42 iShares Fallen Angels USD Bond ETF 46435G474 15129.00000000 NS USD 382309.83000000 0.428927976454 Long EC RF US N 1 N N N iShares Core S&P Mid-Cap ETF 549300ODQWH5PC0IUZ78 iShares Core S&P Mid-Cap ETF 464287507 14225.00000000 NS USD 3558526.00000000 3.992446012548 Long EC RF US N 1 N N N ICE FUTURES U.S., INC. 5493004R83R1LVX2IL36 MSCI EMGMKT 000000000 -9.00000000 NC USD -16340.00000000 -0.01833246907 N/A DE CORP US N 1 ICE FUTURES U.S., INC. 5493004R83R1LVX2IL36 Short MSCI MSCI EMERGING MARKETS INDEX 2023-06-16 -431635.00000000 USD -16340.00000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 S&P MID 400 EMINI 000000000 -5.00000000 NC USD -22325.00000000 -0.02504726879 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 -1242525.00000000 USD -22325.00000000 N N N iShares 7-10 Year Treasury Bond ETF 549300XS1PPZG92M8L16 iShares 7-10 Year Treasury Bond ETF 464287440 6946.00000000 NS USD 688487.52000000 0.772440401984 Long EC RF US N 1 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 E-MINI RUSS 2000 000000000 -6.00000000 NC USD -5170.00000000 -0.00580042014 N/A DE CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Short FINANCIAL TIMES STOCK EXCHANGE RUSSELL 2000 INDEX 2023-06-16 -538880.00000000 USD -5170.00000000 N N N Fidelity Government Portfolio 549300FQDFZGLUOCWN51 Fidelity Government Portfolio 316175108 753574.38000000 NS USD 753574.38000000 0.845463832100 Long STIV RF US N 1 N N N iShares Core Total USD Bond Market ETF 549300IWM5U5LVTDP761 iShares Core Total USD Bond Market ETF 46434V613 217588.00000000 NS USD 10041686.20000000 11.26615065576 Long EC RF US N 1 N N N iShares MSCI EAFE Value ETF 549300AN74D4XJZB8Y40 iShares MSCI EAFE Value ETF 464288877 24447.00000000 NS USD 1186412.91000000 1.331081883837 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 GAA0100GA033123.htm

 

Global Atlantic Balanced Managed Risk Portfolio

Portfolio of Investments (Unaudited)

March 31, 2023

 

    Shares/
Principal		   Fair Value  
Exchange Traded Funds - 95.3%          
Debt Funds - 47.3%          
iShares 10+ Year Investment Grade Corporate Bond ETF   37,453   $1,962,163  
iShares 10-20 Year Treasury Bond ETF   20,758    2,377,621  
iShares 1-3 Year Treasury Bond ETF   36,420    2,992,267  
iShares 1-5 Year Investment Grade Corporate Bond ETF   41,380    2,091,345  
iShares 20+ Year Treasury Bond ETF   9,805    1,042,958  
iShares 3-7 Year Treasury Bond ETF   28,035    3,298,318  
iShares 5-10 Year Investment Grade Corporate Bond ETF   41,319    2,118,838  
iShares 7-10 Year Treasury Bond ETF   6,946    688,488  
iShares Core Total USD Bond Market ETF   217,588    10,041,686  
iShares Core U.S. Aggregate Bond ETF   62,663    6,243,741  
iShares Fallen Angels USD Bond ETF   15,129    382,310  
iShares JP Morgan USD Emerging Markets Bond ETF   11,282    973,411  
iShares MBS ETF   83,580    7,917,533  
Total Debt Funds       42,130,679  
Equity Funds - 48.0%          
iShares Core MSCI EAFE ETF   77,216    5,161,890  
iShares Core MSCI Emerging Markets ETF   22,547    1,100,068  
iShares Core S&P 500 ETF   41,434    17,032,689  
iShares Core S&P Mid-Cap ETF   14,225    3,558,526  
iShares Core S&P Small-Cap ETF   19,065    1,843,586  
iShares ESG Aware MSCI USA ETF   18,954    1,714,389  
iShares MSCI EAFE Growth ETF   20,597    1,929,527  
iShares MSCI EAFE Value ETF   24,447    1,186,413  
iShares MSCI USA Min Vol Factor ETF   9,413    684,702  
iShares MSCI USA Quality Factor ETF   48,529    6,020,750  
iShares U.S. Technology ETF   27,666    2,567,681  
Total Equity Funds       42,800,221  
Total Exchange Traded Funds          
(Cost - $74,498,822)        84,930,900  
Short-Term Investments - 4.2%          
Money Market Funds - 4.2%          
Dreyfus Government Cash Management, 4.71%(a)   3,032,540    3,032,540  
Fidelity Investments Money Market Fund - Government Portfolio, Institutional Class, 4.72%(a)   753,574    753,574  
Total Short-Term Investments
(Cost - $3,786,114)		        3,786,114  
Total Investments - 99.5%          
(Cost - $78,284,936)       $88,717,014  
Other Assets Less Liabilities - Net 0.5%       422,155  
Total Net Assets - 100.0%       $89,139,169  
   

 

 

 

Global Atlantic Balanced Managed Risk Portfolio

Portfolio of Investments (Unaudited) (Continued)

March 31, 2023

 

(a) The rate shown is the annualized seven-day yield at period end.

 

 

 

 

 

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.   4   6/16/2023     $362,700   $(5,333)
MSCI EAFE Future   Goldman Sachs & Co.   16   6/16/2023      1,677,200    (78,270)
MSCI Emerging Market Index Future   Goldman Sachs & Co.   7   6/16/2023      348,425    (13,010)
NASDAQ 100 E-Mini Future   Goldman Sachs & Co.   2   6/16/2023      532,070    (46,482)
S&P 500 E-Mini Future   Goldman Sachs & Co.   25   6/16/2023      5,172,188    (287,587)
S&P MID 400 E-Mini Future   Goldman Sachs & Co.   4   6/16/2023      1,011,880    (23,875)
                       
TOTAL NET UNREALIZED DEPRECIATION ON FUTURES CONTRACTS         $(454,557)