0001752724-23-263067.txt : 20231122 0001752724-23-263067.hdr.sgml : 20231122 20231122115459 ACCESSION NUMBER: 0001752724-23-263067 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20230929 FILED AS OF DATE: 20231122 DATE AS OF CHANGE: 20231122 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: 231431832 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 S000042089 Global Atlantic BlackRock Selects Managed Risk Portfolio C000130710 Global Atlantic BlackRock Selects Managed Risk Portfolio Class II Shares NPORT-P 1 primary_doc.xml NPORT-P false 0001580353 XXXXXXXX S000042089 C000130710 Forethought Variable Insurance Trust 811-22865 0001580353 5493006EQMR1BNKF6A36 10 West Market Street Suite 2300 Indianapolis 46204 877-355-1820 Global Atlantic BlackRock Selects Managed Risk Portfolio S000042089 549300LAU2RPS5LACP68 2023-12-31 2023-09-29 N 160595116.76 157417.64 160437699.12 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 431815.52000000 N Global Atlantic BlackRock Select Managed Risk Portfolio - ExDerivatives N/A CHICAGO MERCANTILE EXCHANGE INC. 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SNZ2OJLFK8MNNCLQOF39 S&P500 EMINI 000000000 -26.00000000 NC USD -10137.50000000 -0.00631865207 N/A DE CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Short STANDARD & POOR'S FINANCIAL SERVICES LLC STANDARD & POORS'S 500 2023-12-15 -5613012.50000000 USD -10137.50000000 N N N iShares Core MSCI EAFE ETF 5493009FT582MI7Y3I36 iShares Core MSCI EAFE ETF 46432F842 181025.00000000 NS USD 11648958.75000000 7.260736606105 Long EC RF US N 1 N N N Fidelity Government Portfolio 549300FQDFZGLUOCWN51 Fidelity Government Portfolio 316175108 633069.29000000 NS USD 633069.29000000 0.394588861266 Long STIV RF US N 2 N N N iShares MSCI Global Min Vol Factor ETF 549300DZXYYH8TOP8M46 iShares MSCI Global Min Vol Factor ETF 464286525 49487.00000000 NS USD 4722049.54000000 2.943229406741 Long EC RF US N 1 N N N iShares MSCI Eurozone ETF 549300Q88WD2SU6SPH06 iShares MSCI Eurozone ETF 464286608 72416.00000000 NS USD 3058851.84000000 1.906566758796 Long EC RF US N 1 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 E-MINI RUSS 2000 000000000 -2.00000000 NC USD 90.00000000 0.000056096541 N/A DE CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Short FINANCIAL TIMES STOCK EXCHANGE RUSSELL 2000 INDEX 2023-12-15 -179950.00000000 USD 90.00000000 N N N iShares MBS ETF 549300M0TH0IE2E6RP07 iShares MBS ETF 464288588 132966.00000000 NS USD 11807380.80000000 7.359480262284 Long EC RF US N 1 N N N ISHARES US CONSUMER DISCRETIONARY ETF 549300B56E9Q869S8H58 ISHARES US CONSUMER DISCRETIONARY ETF 464287580 22784.00000000 NS USD 1525388.80000000 0.950767063082 Long EC RF US N 1 N N N iShares U.S. Energy ETF 549300GL0EFBIH6RSZ34 iShares U.S. Energy ETF 464287796 16979.00000000 NS USD 805313.97000000 0.501948092260 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 18981.00000000 NS USD 1566312.12000000 0.976274359823 Long EC RF US N 1 N N N ICE FUTURES U.S., INC. 5493004R83R1LVX2IL36 MSCI EAFE 000000000 -20.00000000 NC USD -3320.00000000 -0.00206933907 N/A DE CORP US N 2 ICE FUTURES U.S., INC. 5493004R83R1LVX2IL36 Short MSCI MSCI EAFE INDEX 2023-12-15 -2038180.00000000 USD -3320.00000000 N N N iShares JP Morgan EM Local Currency Bond ETF 549300ZZ765YKMMG3526 iShares JP Morgan EM Local Currency Bond ETF 464286517 44495.00000000 NS USD 1549760.85000000 0.965958037606 Long EC RF US N 1 N N N Dreyfus Government Cash Management 5493000Q69I5Q3QZIA91 Dreyfus Government Cash Management 262006208 5434016.05000000 NS USD 5434016.05000000 3.386994503041 Long STIV RF US N 2 N N N iShares Global Healthcare ETF 5493008DMA8OZ7F0WV53 iShares Global Healthcare ETF 464287325 18873.00000000 NS USD 1555512.66000000 0.969543111458 Long EC RF US N 1 N N N iShares iBoxx $ Investment Grade Corporate Bond ETF 549300FYCXFXG8POR355 iShares iBoxx $ Investment Grade Corporate Bond ETF 464287242 115331.00000000 NS USD 11766068.62000000 7.333730591087 Long EC RF US N 1 N N N iShares iBoxx High Yield Corporate Bond ETF N/A iShares iBoxx High Yield Corporate Bond ETF 464288513 53949.00000000 NS USD 3977120.28000000 2.478918796401 Long EC RF US N 1 N N N iShares Core S&P 500 ETF 5493007M4YMN8XL48C14 iShares Core S&P 500 ETF 464287200 10675.00000000 NS USD 4584165.25000000 2.857286831676 Long EC RF US N 1 N N N iShares Core S&P U.S. Value ETF 5493000QQ8DI7M01C732 iShares Core S&P U.S. Value ETF 464287663 30644.00000000 NS USD 2286655.28000000 1.425260579366 Long EC RF US N 1 N N N 2023-11-20 Forethought Variable Insurance Trust Cameron Jeffreys, CFA Cameron Jeffreys, CFA Senior Vice President XXXX NPORT-EX 2 GAB1000GA093023.htm

 

Global Atlantic BlackRock Selects Managed Risk Portfolio

Portfolio of Investments (Unaudited)

September 30, 2023

 

 

    Shares/
Principal		   Fair Value  
Exchange Traded Funds - 73.6%          
Debt Funds - 29.0%          
iShares 1-3 Year Treasury Bond ETF   99,790   $8,079,996  
iShares 20+ Year Treasury Bond ETF   34,051    3,019,983  
iShares 3-7 Year Treasury Bond ETF   42,400    4,797,984  
iShares iBoxx $ Investment Grade Corporate Bond ETF   115,331    11,766,069  
iShares iBoxx High Yield Corporate Bond ETF   53,949    3,977,120  
iShares JP Morgan EM Local Currency Bond ETF   44,495    1,549,761  
iShares JP Morgan USD Emerging Markets Bond ETF   18,981    1,566,312  
iShares MBS ETF   132,966    11,807,381  
Total Debt Funds       46,564,606  
Equity Funds - 44.6%          
iShares Core MSCI EAFE ETF   181,025    11,648,959  
iShares Core S&P 500 ETF   10,675    4,584,165  
iShares Core S&P U.S. Growth ETF   290,493    27,547,451  
iShares Core S&P U.S. Value ETF   30,644    2,286,655  
iShares Global Healthcare ETF   18,873    1,555,513  
iShares MSCI Eurozone ETF   72,416    3,058,852  
iShares MSCI Global Min Vol Factor ETF   49,487    4,722,050  
iShares MSCI USA Quality Factor ETF   63,695    8,394,364  
iShares MSCI USA Value Factor ETF   17,000    1,542,240  
iShares U.S. Consumer Discretionary ETF   22,784    1,525,389  
iShares U.S. Energy ETF   16,979    805,314  
iShares U.S. Industrials ETF   37,378    3,771,066  
Total Equity Funds       71,442,018  
Total Exchange Traded Funds          
(Cost - $106,771,039)        118,006,624  
Variable Insurance Trusts - 22.3%          
Asset Allocation Fund - 22.3%          
BlackRock Global Allocation VI Fund, Class I (Cost - $35,188,415)*   2,360,421    35,831,196  
Short-Term Investments - 3.8%          
Money Market Funds - 3.8%          
Dreyfus Government Cash Management, 5.22%(a)   5,434,016    5,434,016  
Fidelity Investments Money Market Fund - Government Portfolio, Institutional Class, 5.23%(a)   633,069    633,069  
           
Total Short-Term Investments
(Cost - $6,067,085)		        6,067,085  
Total Investments - 99.7%          
(Cost - $148,026,539)       $159,904,905  
Other Assets Less Liabilities - Net 0.3%       499,538  
Total Net Assets - 100.0%       $160,404,443  
   

 

 

 

Global Atlantic BlackRock Selects Managed Risk Portfolio

Portfolio of Investments (Unaudited) (Continued)

September 30, 2023

 

 

* Non-income producing security.
(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.   2   12/15/2023     $179,860   $90
MSCI EAFE Future   Goldman Sachs & Co.   20   12/15/2023      2,041,500    (3,320)
MSCI Emerging Market Index Future   Goldman Sachs & Co.   14   12/15/2023      668,850    1,515
S&P 500 E-Mini Future   Goldman Sachs & Co.   26   12/15/2023      5,623,150    (10,138)
S&P MID 400 E-Mini Future   Goldman Sachs & Co.   2   12/15/2023      504,080    (1,130)
                       
TOTAL NET UNREALIZED DEPRECIATION ON FUTURES CONTRACTS         $(12,983)