0001752724-23-263075.txt : 20231122 0001752724-23-263075.hdr.sgml : 20231122 20231122115502 ACCESSION NUMBER: 0001752724-23-263075 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: 231431839 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 2023-09-29 N 83301159.79 83689.13 83217470.66 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 165611.60000000 N Global Atlantic Balanced Portfolio Managed Risk - ExDerivatives N/A iShares MSCI EAFE Growth ETF 549300TM3QJ7458P4314 iShares MSCI EAFE Growth ETF 464288885 15233.00000000 NS USD 1314607.90000000 1.579725855128 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 37304.00000000 NS USD 1758510.56000000 2.113150695464 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 34780.00000000 NS USD 2816136.60000000 3.384068967327 Long EC RF US N 1 N N N Dreyfus Government Cash Management 5493000Q69I5Q3QZIA91 Dreyfus Government Cash Management 262006208 2672182.78000000 NS USD 2672182.78000000 3.211083873142 Long STIV RF US N 2 N N N iShares S&P 500 Growth ETF 549300RYFG0B8O3DPR13 iShares S&P 500 Growth ETF 464287309 8827.00000000 NS USD 603943.34000000 0.725741043569 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 18143.00000000 NS USD 1711429.19000000 2.056574390481 Long EC RF US N 1 N N N iShares TIPS Bond ETF 549300EHD1VQKMRQ0829 iShares TIPS Bond ETF 464287176 11897.00000000 NS USD 1233956.84000000 1.482809835739 Long EC RF US N 1 N N N CHICAGO MERCANTILE EXCHANGE INC. 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Global Atlantic Balanced Managed Risk Portfolio

Portfolio of Investments (Unaudited)

September 30, 2023

 

 

    Shares/
Principal		   Fair Value  
Exchange Traded Funds - 95.7%          
Debt Funds - 47.9%          
iShares 10+ Year Investment Grade Corporate Bond ETF   37,304   $1,758,511  
iShares 10-20 Year Treasury Bond ETF   6,608    650,690  
iShares 1-3 Year Treasury Bond ETF   34,780    2,816,137  
iShares 1-5 Year Investment Grade Corporate Bond ETF   44,851    2,234,925  
iShares 20+ Year Treasury Bond ETF   47,612    4,222,708  
iShares 3-7 Year Treasury Bond ETF   26,663    3,017,185  
iShares 5-10 Year Investment Grade Corporate Bond ETF   39,451    1,919,291  
iShares 7-10 Year Treasury Bond ETF   7,878    721,546  
iShares Core Total USD Bond Market ETF   21,595    944,025  
iShares Core U.S. Aggregate Bond ETF   64,142    6,031,914  
iShares iBoxx $ Investment Grade Corporate Bond ETF   19,744    2,014,283  
iShares JP Morgan USD Emerging Markets Bond ETF   10,942    902,934  
iShares MBS ETF   65,103    5,781,146  
iShares Short Treasury Bond ETF   50,360    5,563,269  
iShares TIPS Bond ETF   11,897    1,233,957  
Total Debt Funds       39,812,521  
Equity Funds - 47.8%          
iShares Core MSCI EAFE ETF   73,838    4,751,475  
iShares Core S&P 500 ETF   46,472    19,956,471  
iShares Core S&P Mid-Cap ETF   13,464    3,357,249  
iShares Core S&P Small-Cap ETF   18,143    1,711,429  
iShares MSCI EAFE Growth ETF   15,233    1,314,608  
iShares MSCI EAFE Value ETF   32,723    1,601,136  
iShares MSCI USA Min Vol Factor ETF   8,868    641,866  
iShares MSCI USA Quality Factor ETF   34,627    4,563,492  
iShares S&P 500 Growth ETF   8,827    603,943  
iShares U.S. Technology ETF   12,341    1,294,818  
Total Equity Funds       39,796,487  
Total Exchange Traded Funds          
(Cost - $71,319,581)        79,609,008  
Short-Term Investments - 4.0%          
Money Market Funds - 4.0%          
Dreyfus Government Cash Management, 5.22%(a)   2,672,183    2,672,183  
Fidelity Investments Money Market Fund - Government Portfolio, Institutional Class, 5.23%(a)   689,556    689,556  
           
Total Short-Term Investments
(Cost - $3,361,739)		        3,361,739  
Total Investments - 99.7%          
(Cost - $74,681,320)       $82,970,747  
Other Assets Less Liabilities - Net 0.3%       229,880  
Total Net Assets - 100.0%       $83,200,627  
   

 

 

 

Global Atlantic Balanced Managed Risk Portfolio

Portfolio of Investments (Unaudited) (Continued)

September 30, 2023

 

 

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

 

 

TIPS - Treasury Inflation Protected Security

 

 

 

 

 

 

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.   1   12/15/2023     $89,930   $155
MSCI EAFE Future   Goldman Sachs & Co.   5   12/15/2023      510,375    (770)
MSCI Emerging Market Index Future   Goldman Sachs & Co.   1   12/15/2023      47,775    905
S&P 500 E-Mini Future   Goldman Sachs & Co.   9   12/15/2023      1,946,475    (3,025)
S&P MID 400 E-Mini Future   Goldman Sachs & Co.   1   12/15/2023      252,040    180
                       
TOTAL NET UNREALIZED DEPRECIATION ON FUTURES CONTRACTS         $(2,555)