0001752724-23-263097.txt : 20231122 0001752724-23-263097.hdr.sgml : 20231122 20231122120150 ACCESSION NUMBER: 0001752724-23-263097 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: 231431873 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 S000045293 Global Atlantic Moderate Growth Managed Risk Portfolio C000141028 Global Atlantic Moderate Growth Managed Risk Portfolio Class II Shares NPORT-P 1 primary_doc.xml NPORT-P false 0001580353 XXXXXXXX S000045293 C000141028 Forethought Variable Insurance Trust 811-22865 0001580353 5493006EQMR1BNKF6A36 10 West Market Street Suite 2300 Indianapolis 46204 877-355-1820 Global Atlantic Moderate Growth Managed Risk Portfolio S000045293 549300MOYPEXCL15NJ44 2023-12-31 2023-09-29 N 94570318.15 93717.67 94476600.48 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 259493.46000000 N Global Atlantic Moderate Growth Managed Risk Portfolio - ExDerivatives N/A iShares TIPS Bond ETF 549300EHD1VQKMRQ0829 iShares TIPS Bond ETF 464287176 11308.00000000 NS USD 1172865.76000000 1.241435185052 Long EC RF US N 1 N N N CHICAGO MERCANTILE EXCHANGE INC. 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SNZ2OJLFK8MNNCLQOF39 S&P MID 400 EMINI 000000000 -2.00000000 NC USD -1130.00000000 -0.00119606335 N/A DE CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Short STANDARD & POOR'S FINANCIAL SERVICES LLC STANDARD & POOR'S MIDCAP 400 INDEX 2023-12-15 -502950.00000000 USD -1130.00000000 N N N iShares MBS ETF 549300M0TH0IE2E6RP07 iShares MBS ETF 464288588 50902.00000000 NS USD 4520097.60000000 4.784356737049 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 30705.00000000 NS USD 1493798.25000000 1.581130398861 Long EC RF US N 1 N N N iShares Core MSCI EAFE ETF 5493009FT582MI7Y3I36 iShares Core MSCI EAFE ETF 46432F842 111208.00000000 NS USD 7156234.80000000 7.574610817537 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 GAA0300GA093023.htm

 

Global Atlantic Moderate Growth Managed Risk Portfolio

Portfolio of Investments (Unaudited)

September 30, 2023

 

 

    Shares/
Principal		   Fair Value
Exchange Traded Funds - 95.8%        
Debt Funds - 33.1%        
iShares 10+ Year Investment Grade Corporate Bond ETF   28,358   $1,336,796
iShares 10-20 Year Treasury Bond ETF   5,769    568,073
iShares 1-3 Year Treasury Bond ETF   26,712    2,162,871
iShares 1-5 Year Investment Grade Corporate Bond ETF   35,705    1,779,180
iShares 20+ Year Treasury Bond ETF   38,588    3,422,370
iShares 3-7 Year Treasury Bond ETF   20,908    2,365,949
iShares 5-10 Year Investment Grade Corporate Bond ETF   30,705    1,493,798
iShares 7-10 Year Treasury Bond ETF   5,985    548,166
iShares Core Total USD Bond Market ETF   19,289    843,219
iShares Core U.S. Aggregate Bond ETF   50,914    4,787,953
iShares iBoxx $ Investment Grade Corporate Bond ETF   15,766    1,608,447
iShares JP Morgan USD Emerging Markets Bond ETF   6,270    517,400
iShares MBS ETF   50,902    4,520,098
iShares Short Treasury Bond ETF   37,561    4,149,364
iShares TIPS Bond ETF   11,308    1,172,866
Total Debt Funds       31,276,550
Equity Funds - 62.7%        
iShares Core MSCI EAFE ETF   111,208    7,156,235
iShares Core S&P 500 ETF   64,678    27,774,674
iShares Core S&P Mid-Cap ETF   20,364    5,077,763
iShares Core S&P Small-Cap ETF   25,662    2,420,696
iShares ESG Aware MSCI USA ETF   13,008    1,221,581
iShares MSCI EAFE Growth ETF   23,312    2,011,826
iShares MSCI EAFE Value ETF   46,918    2,295,698
iShares MSCI USA Min Vol Factor ETF   15,030    1,087,871
iShares MSCI USA Quality Factor ETF   53,388    7,036,005
iShares S&P 500 Growth ETF   13,290    909,302
iShares U.S. Infrastructure ETF   8,966    328,066
iShares U.S. Technology ETF   18,237    1,913,426
Total Equity Funds       59,233,143
Total Exchange Traded Funds        
(Cost - $73,896,016)        90,509,693
Short-Term Investments - 3.8%        
Money Market Funds - 3.8%        
Dreyfus Government Cash Management, 5.22%(a)   2,846,995    2,846,995
Fidelity Investments Money Market Fund - Government Portfolio, Institutional Class, 5.23%(a)   712,547    712,547
         
Total Short-Term Investments
(Cost - $3,559,542)		        3,559,542
Total Investments - 99.6%        
(Cost - $77,455,558)       $94,069,235
Other Assets Less Liabilities - Net 0.4%       393,278
Total Net Assets - 100.0%       $94,462,513
 

 

 

 

Global Atlantic Moderate Growth 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.   2   12/15/2023     $179,860   $90
MSCI EAFE Future   Goldman Sachs & Co.   9   12/15/2023      918,675    (1,485)
S&P 500 E-Mini Future   Goldman Sachs & Co.   15   12/15/2023      3,244,125    (3,463)
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         $(5,988)