NPORT-EX 2 GAW0100GA033123.htm

 

Global Atlantic American Funds® Managed Risk Portfolio

Portfolio of Investments (Unaudited)

March 31, 2023

 

    Shares/
Principal		   Fair Value  
Variable Insurance Trusts - 88.3%          
Debt Funds - 33.5%          
American Funds Insurance Series - American High-Income Trust, Class 1   749,412   $6,579,834  
American Funds Insurance Series - The Bond Fund of America, Class 1   4,733,429    45,866,928  
American Funds Insurance Series - U.S. Government Securities Fund, Class 1   477,713    4,910,891  
Total Debt Funds       57,357,653  
Equity Funds - 54.8%          
American Funds Insurance Series - Capital World Growth and Income Fund, Class 1   1,349,214    16,743,741  
American Funds Insurance Series - Global Small Capitalization Fund, Class 1*   190,447    3,304,263  
American Funds Insurance Series - Washington Mutual Investors Fund, Class 1   1,942,192    24,937,741  
American Funds Insurance Series Growth Fund, Class 1   297,991    25,466,342  
American Funds Insurance Series Growth-Income Fund, Class 1   441,675    23,479,442  
Total Equity Funds       93,931,529  
Total Variable Insurance Trusts          
(Cost - $145,439,310)        151,289,182  
Mutual Funds - 8.8%          
Equity Funds - 8.8%          
International Growth and Income Fund
(Cost - $16,184,638)		   439,986    15,007,937  
Short-Term Investments - 2.3%          
Money Market Funds - 2.3%          
Dreyfus Government Cash Management, 4.71%(a)   3,841,692    3,841,692  
Fidelity Investments Money Market Fund - Government Portfolio, Institutional Class, 4.72%(a)   96,933    96,933  
Total Short-Term Investments
(Cost - $3,938,625)		        3,938,625  
Total Investments - 99.4%          
(Cost - $165,562,573)       $170,235,744  
Other Assets Less Liabilities - Net 0.6%       1,061,961  
Total Net Assets - 100.0%       $171,297,705  
   

 

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

 

 

 

 

Global Atlantic American Funds® 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.   17   6/16/2023     $1,541,475   $(23,083)
MSCI EAFE Future   Goldman Sachs & Co.   70   6/16/2023      7,337,750    (330,570)
MSCI Emerging Market Index Future   Goldman Sachs & Co.   39   6/16/2023      1,941,225    (79,430)
S&P 500 E-Mini Future   Goldman Sachs & Co.   69   6/16/2023      14,275,238    (793,395)
S&P MID 400 E-Mini Future   Goldman Sachs & Co.   10   6/16/2023      2,529,700    (71,315)
                       
TOTAL NET UNREALIZED DEPRECIATION ON FUTURES CONTRACTS         $(1,297,793)