Global Atlantic American Funds® Managed Risk Portfolio
Portfolio of Investments (Unaudited)
September 30, 2022
Shares/ Principal | Fair Value | |||||||
Variable Insurance Trusts - 83.5% | ||||||||
Debt Funds - 32.3% | ||||||||
American Funds Insurance Series - American High-Income Trust, Class 1 | 723,253 | $6,379,089 | ||||||
American Funds Insurance Series - The Bond Fund of America, Class 1 | 4,753,603 | 45,016,622 | ||||||
American Funds Insurance Series - U.S. Government Securities Fund, Class 1 | 473,755 | 4,851,248 | ||||||
Total Debt Funds | 56,246,959 | |||||||
Equity Funds - 51.2% | ||||||||
American Funds Insurance Series - Capital World Growth and Income Fund, Class 1 | 1,517,871 | 15,968,005 | ||||||
American Funds Insurance Series - Global Small Capitalization Fund, Class 1* | 217,013 | 3,198,778 | ||||||
American Funds Insurance Series - Washington Mutual Investors Fund, Class 1 | 2,072,582 | 23,876,142 | ||||||
American Funds Insurance Series Growth Fund, Class 1 | 319,751 | 23,901,392 | ||||||
American Funds Insurance Series Growth-Income Fund, Class 1 | 482,313 | 22,205,712 | ||||||
Total Equity Funds | 89,150,029 | |||||||
Total Variable Insurance Trusts | ||||||||
(Cost - $155,043,844) | 145,396,988 | |||||||
Mutual Funds - 8.3% | ||||||||
Equity Funds - 8.3% | ||||||||
International Growth and Income Fund (Cost - $19,347,542) | 523,708 | 14,391,508 | ||||||
Short-Term Investments - 5.9% | ||||||||
Money Market Funds - 5.9% | ||||||||
Dreyfus Government Cash Management, 2.75%(a) | 10,315,258 | 10,315,258 | ||||||
Fidelity Investments Money Market Fund - Government Portfolio, Institutional Class, 2.74%(a) | 43,390 | 43,390 | ||||||
Total Short-Term Investments (Cost - $10,358,648) | 10,358,648 | |||||||
Total Investments - 97.7% | ||||||||
(Cost - $184,750,034) | $170,147,144 | |||||||
Other Assets Less Liabilities - Net 2.3% | 4,047,511 | |||||||
Total Net Assets - 100.0% | $174,194,655 | |||||||
* | 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)
September 30, 2022
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. | 44 | 12/16/2022 | $3,673,560 | $303,710 | ||||||
MSCI EAFE Future | Goldman Sachs & Co. | 220 | 12/16/2022 | 18,266,600 | 1,549,090 | ||||||
MSCI Emerging Market Index Future | Goldman Sachs & Co. | 112 | 12/16/2022 | 4,880,400 | 460,945 | ||||||
S&P 500 E-Mini Future | Goldman Sachs & Co. | 203 | 12/16/2022 | 36,555,225 | 3,371,993 | ||||||
S&P MID 400 E-Mini Future | Goldman Sachs & Co. | 26 | 12/16/2022 | 5,741,320 | 518,620 | ||||||
TOTAL NET UNREALIZED APPRECIATION ON FUTURES CONTRACTS | $6,204,358 |