Global Atlantic Balanced Managed Risk Portfolio
Portfolio of Investments (Unaudited)
March 31, 2023
Shares/ Principal | Fair Value | ||||
Exchange Traded Funds - 95.3% | |||||
Debt Funds - 47.3% | |||||
iShares 10+ Year Investment Grade Corporate Bond ETF | 37,453 | $1,962,163 | |||
iShares 10-20 Year Treasury Bond ETF | 20,758 | 2,377,621 | |||
iShares 1-3 Year Treasury Bond ETF | 36,420 | 2,992,267 | |||
iShares 1-5 Year Investment Grade Corporate Bond ETF | 41,380 | 2,091,345 | |||
iShares 20+ Year Treasury Bond ETF | 9,805 | 1,042,958 | |||
iShares 3-7 Year Treasury Bond ETF | 28,035 | 3,298,318 | |||
iShares 5-10 Year Investment Grade Corporate Bond ETF | 41,319 | 2,118,838 | |||
iShares 7-10 Year Treasury Bond ETF | 6,946 | 688,488 | |||
iShares Core Total USD Bond Market ETF | 217,588 | 10,041,686 | |||
iShares Core U.S. Aggregate Bond ETF | 62,663 | 6,243,741 | |||
iShares Fallen Angels USD Bond ETF | 15,129 | 382,310 | |||
iShares JP Morgan USD Emerging Markets Bond ETF | 11,282 | 973,411 | |||
iShares MBS ETF | 83,580 | 7,917,533 | |||
Total Debt Funds | 42,130,679 | ||||
Equity Funds - 48.0% | |||||
iShares Core MSCI EAFE ETF | 77,216 | 5,161,890 | |||
iShares Core MSCI Emerging Markets ETF | 22,547 | 1,100,068 | |||
iShares Core S&P 500 ETF | 41,434 | 17,032,689 | |||
iShares Core S&P Mid-Cap ETF | 14,225 | 3,558,526 | |||
iShares Core S&P Small-Cap ETF | 19,065 | 1,843,586 | |||
iShares ESG Aware MSCI USA ETF | 18,954 | 1,714,389 | |||
iShares MSCI EAFE Growth ETF | 20,597 | 1,929,527 | |||
iShares MSCI EAFE Value ETF | 24,447 | 1,186,413 | |||
iShares MSCI USA Min Vol Factor ETF | 9,413 | 684,702 | |||
iShares MSCI USA Quality Factor ETF | 48,529 | 6,020,750 | |||
iShares U.S. Technology ETF | 27,666 | 2,567,681 | |||
Total Equity Funds | 42,800,221 | ||||
Total Exchange Traded Funds | |||||
(Cost - $74,498,822) | 84,930,900 | ||||
Short-Term Investments - 4.2% | |||||
Money Market Funds - 4.2% | |||||
Dreyfus Government Cash Management, 4.71%(a) | 3,032,540 | 3,032,540 | |||
Fidelity Investments Money Market Fund - Government Portfolio, Institutional Class, 4.72%(a) | 753,574 | 753,574 | |||
Total Short-Term Investments (Cost - $3,786,114) | 3,786,114 | ||||
Total Investments - 99.5% | |||||
(Cost - $78,284,936) | $88,717,014 | ||||
Other Assets Less Liabilities - Net 0.5% | 422,155 | ||||
Total Net Assets - 100.0% | $89,139,169 | ||||
Global Atlantic Balanced Managed Risk Portfolio
Portfolio of Investments (Unaudited) (Continued)
March 31, 2023
(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. | 4 | 6/16/2023 | $362,700 | $(5,333) | ||||||
MSCI EAFE Future | Goldman Sachs & Co. | 16 | 6/16/2023 | 1,677,200 | (78,270) | ||||||
MSCI Emerging Market Index Future | Goldman Sachs & Co. | 7 | 6/16/2023 | 348,425 | (13,010) | ||||||
NASDAQ 100 E-Mini Future | Goldman Sachs & Co. | 2 | 6/16/2023 | 532,070 | (46,482) | ||||||
S&P 500 E-Mini Future | Goldman Sachs & Co. | 25 | 6/16/2023 | 5,172,188 | (287,587) | ||||||
S&P MID 400 E-Mini Future | Goldman Sachs & Co. | 4 | 6/16/2023 | 1,011,880 | (23,875) | ||||||
TOTAL NET UNREALIZED DEPRECIATION ON FUTURES CONTRACTS | $(454,557) | ||||||||||