Global Atlantic Growth Managed Risk Portfolio
Portfolio of Investments (Unaudited)
September 30, 2023
Shares/ Principal | Fair Value | |||
Exchange Traded Funds - 95.4% | ||||
Debt Funds - 15.9% | ||||
iShares 10+ Year Investment Grade Corporate Bond ETF | 41,724 | $1,966,869 | ||
iShares 10-20 Year Treasury Bond ETF | 10,922 | 1,075,489 | ||
iShares 1-3 Year Treasury Bond ETF | 44,506 | 3,603,651 | ||
iShares 1-5 Year Investment Grade Corporate Bond ETF | 49,953 | 2,489,158 | ||
iShares 20+ Year Treasury Bond ETF | 79,362 | 7,038,616 | ||
iShares 3-7 Year Treasury Bond ETF | 30,055 | 3,401,024 | ||
iShares 5-10 Year Investment Grade Corporate Bond ETF | 47,550 | 2,313,308 | ||
iShares 7-10 Year Treasury Bond ETF | 8,130 | 744,627 | ||
iShares Core Total USD Bond Market ETF | 52,643 | 2,301,289 | ||
iShares Core U.S. Aggregate Bond ETF | 74,733 | 7,027,891 | ||
iShares iBoxx $ Investment Grade Corporate Bond ETF | 20,772 | 2,119,159 | ||
iShares MBS ETF | 52,733 | 4,682,690 | ||
iShares Short Treasury Bond ETF | 67,907 | 7,501,686 | ||
Total Debt Funds | 46,265,457 | |||
Equity Funds - 79.5% | ||||
iShares Core MSCI EAFE ETF | 444,701 | 28,616,509 | ||
iShares Core S&P 500 ETF | 243,532 | 104,579,947 | ||
iShares Core S&P Mid-Cap ETF | 79,678 | 19,867,709 | ||
iShares Core S&P Small-Cap ETF | 96,784 | 9,129,635 | ||
iShares ESG Aware MSCI USA ETF | 86,382 | 8,112,134 | ||
iShares MSCI EAFE Growth ETF | 91,453 | 7,892,394 | ||
iShares MSCI EAFE Value ETF | 191,517 | 9,370,927 | ||
iShares MSCI USA Min Vol Factor ETF | 55,911 | 4,046,838 | ||
iShares MSCI USA Quality Factor ETF | 201,890 | 26,607,083 | ||
iShares S&P 500 Growth ETF | 53,242 | 3,642,818 | ||
iShares U.S. Infrastructure ETF | 32,831 | 1,201,286 | ||
iShares U.S. Technology ETF | 72,021 | 7,556,443 | ||
Total Equity Funds | 230,623,723 | |||
Total Exchange Traded Funds | ||||
(Cost - $205,579,045) | 276,889,180 | |||
Short-Term Investments - 3.7% | ||||
Money Market Funds - 3.7% | ||||
Dreyfus Government Cash Management, 5.22%(a) | 8,788,237 | 8,788,237 | ||
Fidelity Investments Money Market Fund - Government Portfolio, Institutional Class, 5.23%(a) | 1,994,980 | 1,994,980 | ||
Total Short-Term Investments (Cost - $10,783,217) | 10,783,217 | |||
Total Investments - 99.1% | ||||
(Cost - $216,362,262) | $287,672,397 | |||
Other Assets Less Liabilities - Net 0.9% | 2,493,035 | |||
Total Net Assets - 100.0% | $290,165,432 |
(a) | The rate shown is the annualized seven-day yield at period end. |
Global Atlantic Growth 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. | 17 | 12/15/2023 | $1,528,810 | $(105) | ||||||
MSCI EAFE Future | Goldman Sachs & Co. | 70 | 12/15/2023 | 7,145,250 | 40,605 | ||||||
NASDAQ 100 E-Mini | Goldman Sachs & Co. | 4 | 12/15/2023 | 1,189,320 | (6,720) | ||||||
S&P 500 E-Mini Future | Goldman Sachs & Co. | 114 | 12/15/2023 | 24,655,350 | 119,988 | ||||||
S&P MID 400 E-Mini Future | Goldman Sachs & Co. | 15 | 12/15/2023 | 3,780,600 | (3,890) | ||||||
TOTAL NET UNREALIZED APPRECIATION ON FUTURES CONTRACTS | $149,878 | ||||||||||