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 | ||||||||||