0001752724-23-263106.txt : 20231122 0001752724-23-263106.hdr.sgml : 20231122 20231122120155 ACCESSION NUMBER: 0001752724-23-263106 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: 231431878 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 S000042092 Global Atlantic Select Advisor Managed Risk Portfolio C000130713 Global Atlantic Select Advisor Managed Risk Portfolio Class II Shares NPORT-P 1 primary_doc.xml NPORT-P false 0001580353 XXXXXXXX S000042092 C000130713 Forethought Variable Insurance Trust 811-22865 0001580353 5493006EQMR1BNKF6A36 10 West Market Street Suite 2300 Indianapolis 46204 877-355-1820 Global Atlantic Select Advisor Managed Risk Portfolio S000042092 54930036IVJIF56MUD11 2023-12-31 2023-09-29 N 72395144.04 54273.45 72340870.59 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 280980.47000000 N Global Atlantic Select Advisor Managed Risk Portfolio - ExDerivatives N/A MFS VIT II - International Intrinsic Value Portfolio N/A MFS VIT II - International Intrinsic Value Portfolio 55274F455 173253.49200000 NS USD 4631065.84000000 6.401728099523 Long EC RF US N 1 N N N Dreyfus Government Cash Management 5493000Q69I5Q3QZIA91 Dreyfus Government Cash Management 262006208 3125700.76000000 NS USD 3125700.76000000 4.320795056110 Long STIV RF US N 2 N N N MFS VIT II Blended Research Core Equity Portfolio ZCOYJZAD5NXTIUNHME34 MFS VIT II Blended Research Core Equity Portfolio 55274F422 65885.01500000 NS USD 3261308.24000000 4.508251301651 Long EC RF US N 1 N N N Putnam VT Large Cap Value Fund ITNNCTEHDDEMTCLPNT59 Putnam VT Large Cap Value Fund 746896356 313440.58500000 NS USD 8356326.00000000 11.55132075664 Long EC RF US N 1 N N N MFS Total Return Bond Series OBXD0C7FWK5N6XF1PG71 MFS Total Return Bond Series 55273F878 1284659.76100000 NS USD 14015637.99000000 19.37443920109 Long EC RF US N 1 N N N MFS Growth Series IVAD1C1VZOLTR3W5MQ64 MFS Growth Series 55273F100 190694.50000000 NS USD 10194527.97000000 14.09234902324 Long EC RF US N 1 N N N American Century VP Mid Cap Value AW8WRPD8F5WUW2ML3K65 American Century VP Mid Cap Value 024936742 116291.74000000 NS USD 2059526.72000000 2.846975303452 Long EC RF US N 1 N N N MFS VIT Mid Cap Growth Series DQS0BFT7TBCF2MYV2M94 MFS VIT Mid Cap Growth Series 55273F670 272487.27100000 NS USD 2065453.51000000 2.855168168636 Long EC RF US N 1 N N N ICE FUTURES U.S., INC. 5493004R83R1LVX2IL36 MSCI EAFE 000000000 -17.00000000 NC USD 2240.00000000 0.003096451538 N/A DE CORP US N 2 ICE FUTURES U.S., INC. 5493004R83R1LVX2IL36 Short MSCI MSCI EAFE INDEX 2023-12-15 -1737515.00000000 USD 2240.00000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 S&P500 EMINI 000000000 -12.00000000 NC USD 1662.50000000 0.002298147625 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 -2596962.50000000 USD 1662.50000000 N N N American Century VP Value Fund Y07M1XZZH8NUJ3H6R032 American Century VP Value Fund 024936106 616983.53300000 NS USD 6904045.73000000 9.543769205003 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 15102.00000000 NS USD 1420192.08000000 1.963194620713 Long EC RF US N 1 N N N iShares Core MSCI EAFE ETF 5493009FT582MI7Y3I36 iShares Core MSCI EAFE ETF 46432F842 96628.00000000 NS USD 6218011.80000000 8.595434018538 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 43462.00000000 NS USD 2165711.46000000 2.993759188045 Long EC RF US N 1 N N N ICE FUTURES U.S., INC. 5493004R83R1LVX2IL36 MSCI EMGMKT 000000000 -2.00000000 NC USD -150.00000000 -0.00020735166 N/A DE CORP US N 2 ICE FUTURES U.S., INC. 5493004R83R1LVX2IL36 Short MSCI MSCI EMERGING MARKETS INDEX 2023-12-15 -95400.00000000 USD -150.00000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 S&P MID 400 EMINI 000000000 -4.00000000 NC USD -3320.00000000 -0.00458938352 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 -1004840.00000000 USD -3320.00000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 E-MINI RUSS 2000 000000000 -3.00000000 NC USD -165.00000000 -0.00022808683 N/A DE CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Short FINANCIAL TIMES STOCK EXCHANGE RUSSELL 2000 INDEX 2023-12-15 -269625.00000000 USD -165.00000000 N N N iShares Core S&P Small-Cap ETF 549300BZQ17QYN750B25 iShares Core S&P Small-Cap ETF 464287804 21861.00000000 NS USD 2062148.13000000 2.850598994982 Long EC RF US N 1 N N N iShares Core MSCI Emerging Markets ETF 5493007C24Z3ZDJ0VD06 iShares Core MSCI Emerging Markets ETF 46434G103 14758.00000000 NS USD 702333.22000000 0.970866419317 Long EC RF US N 1 N N N Fidelity Government Portfolio 549300FQDFZGLUOCWN51 Fidelity Government Portfolio 316175108 96443.20000000 NS USD 96443.20000000 0.133317720969 Long STIV RF US N 2 N N N Putnam VT Large Cap Growth Fund ZREV7S924QLJLC41VU70 Putnam VT Large Cap Growth Fund 746896489 392729.35700000 NS USD 4791298.16000000 6.623224355641 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 GAW0200GA093023.htm

 

Global Atlantic Select Advisor Managed Risk Portfolio

Portfolio of Investments (Unaudited)

September 30, 2023

 

 

    Shares/
Principal		   Fair Value
Variable Insurance Trusts - 77.8%      
Debt Funds - 19.4%      
MFS Total Return Bond Series, Class I *   1,284,660   $14,015,638
Equity Funds - 58.4%      
American Century VP Mid Cap Value, Class I   116,292    2,059,527

American Century VP Value Fund, Class I

   616,984    6,904,046
MFS Growth Series*   190,695    10,194,528
MFS VIT II - International Intrinsic Value Portfolio, Class I*   173,253    4,631,066
MFS VIT II Blended Research Core Equity Portfolio, Class I*   65,885    3,261,308
MFS VIT Mid Cap Growth Series*   272,487    2,065,453
Putnam VT Large Cap Growth Fund*   392,729    4,791,298
Putnam VT Large Cap Value Fund*   313,441    8,356,326
Total Equity Funds       42,263,552
Total Variable Insurance Trusts        
(Cost - $51,098,587)        56,279,190
Exchange Traded Funds - 17.4%      
Debt Funds - 5.0%      
iShares 1-5 Year Investment Grade Corporate Bond ETF   43,462    2,165,712
iShares Core U.S. Aggregate Bond ETF   15,102    1,420,192
Total Debt Funds       3,585,904
Equity Funds - 12.4%      
iShares Core MSCI EAFE ETF   96,628    6,218,012
iShares Core MSCI Emerging Markets ETF   14,758    702,333
iShares Core S&P Small-Cap ETF   21,861    2,062,148
Total Equity Funds       8,982,493
Total Exchange Traded Funds        
(Cost - $12,619,242)        12,568,397
Short-Term Investments - 4.5%      
Money Market Funds - 4.5%      
Dreyfus Government Cash Management, 5.22%(a)   3,125,701    3,125,701
Fidelity Investments Money Market Fund - Government Portfolio, Institutional Class, 5.23%(a)   96,443    96,443
         
Total Short-Term Investments
(Cost - $3,222,144)		        3,222,144
Total Investments - 99.7%        
(Cost - $66,939,973)       $72,069,731
Other Assets Less Liabilities - Net 0.3%       252,775
Total Net Assets - 100.0%       $72,322,506
 

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

 

 

 

 

Global Atlantic Select Advisor Managed Risk Portfolio

Portfolio of Investments (Unaudited) (Continued)

September 30, 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.   3   12/15/2023     $269,790   $(165)
MSCI EAFE Future   Goldman Sachs & Co.   17   12/15/2023      1,735,275    2,240
MSCI Emerging Market Index Future   Goldman Sachs & Co.   2   12/15/2023      95,550    (150)
S&P 500 E-Mini Future   Goldman Sachs & Co.   12   12/15/2023      2,595,300    1,663
S&P MID 400 E-Mini Future   Goldman Sachs & Co.   5   12/15/2023      1,260,200    (3,490)
                       
TOTAL NET UNREALIZED APPRECIATION ON FUTURES CONTRACTS         $98