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 | ||||||
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TOTAL NET UNREALIZED DEPRECIATION ON FUTURES CONTRACTS | $(2,555) | ||||||||||