Forethought Variable Insurance Trust
Global Atlantic Goldman Sachs Core Fixed Income Portfolio
$59.65M
Avg Monthly Net Assets
$59.05M
Total Assets
$1.17M
Total Liabilities
$57.88M
Net Assets
Global Atlantic Goldman Sachs Core Fixed Income Portfolio is an Underlying fund in Forethought Variable Insurance Trust
,
based in Indiana,
United States of America.
The fund has one share class
and monthly net assets of $59.65M.
On August 20th, 2024 it reported 488 holdings, the largest
being Government National Mortgage A (2.9%), Freddie Mac (2.4%) and 522 Funding CLO LTD (1.6%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Global Atlantic Goldman Sachs Core Fixed Income Portfolio Class I Shares | C000165351 |
Holdings
From latest NPORT-P, filed August 20th, 2024 for period ending June 28th, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 10 YEAR US TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $14K | – | 0.02 | |
| 1988 CLO 5 Ltd (1988 CLO Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.43 |
| 3650R 2021-PF1 Commercial Mortgage Trust (3650R Commercial Mortgage Trus) | Long | ABS-mortgage backed security | US | $115K | – | 0.20 |
| 7-Eleven Inc | Long | Debt | US | $87K | – | 0.15 |
| AbbVie Inc | Long | Debt | US | $93K | – | 0.16 |
| AbbVie Inc | Long | Debt | US | $90K | – | 0.16 |
| Adventist Health System/West (ADVENTIST HEALTH SYS/W) | Long | Debt | US | $35K | – | 0.06 |
| Adventist Health System/West (ADVENT HEALTH SYSTEM) | Long | Debt | US | $22K | – | 0.04 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $210K | – | 0.36 |
| Agree LP | Long | Debt | US | $103K | – | 0.18 |
| AIA Group Ltd | Long | Debt | HK | $197K | – | 0.34 |
| Air Lease Corp | Long | Debt | US | $171K | – | 0.30 |
| Air Lease Corp | Long | Debt | US | $169K | – | 0.29 |
| Air Lease Corp | Long | Debt | US | $98K | – | 0.17 |
| Air Lease Corp | Long | Debt | US | $72K | – | 0.12 |
| Alimentation Couche-Tard Inc | Long | Debt | CA | $48K | – | 0.08 |
| Allegion US Holding Co Inc | Long | Debt | US | $45K | – | 0.08 |
| Allegro CLO VIII Ltd (Allegro CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $191K | – | 0.33 |
| Ally Financial Inc | Long | Debt | US | $87K | – | 0.15 |
| Amazon.com Inc | Long | Debt | US | $35K | – | 0.06 |
| Ameren Corp | Long | Debt | US | $23K | – | 0.04 |
| American Electric Power Co Inc | Long | Debt | US | $43K | – | 0.07 |
| American Express Co | Long | Debt | US | $174K | – | 0.30 |
| American Express Credit Account Master Trust | Long | ABS-other | US | $172K | – | 0.30 |
| American Homes 4 Rent LP | Long | Debt | US | $138K | – | 0.24 |
| American Homes 4 Rent LP | Long | Debt | US | $49K | – | 0.08 |
| American Homes 4 Rent LP | Long | Debt | US | $24K | – | 0.04 |
| American Tower Corp | Long | Debt | US | $122K | – | 0.21 |
| Amgen Inc | Long | Debt | US | $172K | – | 0.30 |
| Amgen Inc | Long | Debt | US | $131K | – | 0.23 |
| Amgen Inc | Long | Debt | US | $108K | – | 0.19 |
| Angel Oak Mortgage Trust 2021-6 | Long | ABS-mortgage backed security | US | $51K | – | 0.09 |
| Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc (ANHEUSER-BUSCH CO/INBEV) | Long | Debt | US | $199K | – | 0.34 |
| Anheuser-Busch InBev Worldwide Inc | Long | Debt | US | $36K | – | 0.06 |
| Anheuser-Busch InBev Worldwide Inc | Long | Debt | US | $32K | – | 0.06 |
| Apidos CLO XV (Apidos CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $191K | – | 0.33 |
| ARZ Trust 2024-BILT (Arizona Biltmore Trust) | Long | ABS-mortgage backed security | US | $151K | – | 0.26 |
| ASSURANT CLO II LTD (522 Funding CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $907K | – | 1.57 |
| AT&T Inc | Long | Debt | US | $98K | – | 0.17 |
| AT&T Inc | Long | Debt | US | $78K | – | 0.13 |
| AT&T Inc | Long | Debt | US | $77K | – | 0.13 |
| AT&T Inc | Long | Debt | US | $47K | – | 0.08 |
| AT&T Inc | Long | Debt | US | $18K | – | 0.03 |
| AutoNation Inc | Long | Debt | US | $22K | – | 0.04 |
| Avangrid Inc | Long | Debt | US | $49K | – | 0.08 |
| Aviation Capital Group LLC | Long | Debt | US | $71K | – | 0.12 |
| Avolon Holdings Funding Ltd (AVOLON HOLDINGS FNDG LTD) | Long | Debt | KY | $147K | – | 0.25 |
| Avolon Holdings Funding Ltd (AVOLON HOLDINGS FNDG LTD) | Long | Debt | KY | $41K | – | 0.07 |
| Avolon Holdings Funding Ltd (AVOLON HOLDINGS FNDG LTD) | Long | Debt | KY | $24K | – | 0.04 |
| Banco Santander SA | Long | Debt | ES | $195K | – | 0.34 |
| BANK 2023-BNK46 | Long | ABS-mortgage backed security | US | $154K | – | 0.27 |
| Bank of America Auto Trust 2023-2 | Long | ABS-other | US | $94K | – | 0.16 |
| Bank of America Corp | Long | Debt | US | $209K | – | 0.36 |
| Bank of America Corp | Long | Debt | US | $190K | – | 0.33 |
| Bank of America Corp | Long | Debt | US | $121K | – | 0.21 |
| Bank of America Corp | Long | Debt | US | $104K | – | 0.18 |
| Bank of America Corp | Long | Debt | US | $102K | – | 0.18 |
| Bank of America Corp | Long | Debt | US | $85K | – | 0.15 |
| Bank of America Corp | Long | Debt | US | $82K | – | 0.14 |
| Bank of America Corp | Long | Debt | US | $65K | – | 0.11 |
| Bank of America Corp | Long | Debt | US | $60K | – | 0.10 |
| Bank of America Corp | Long | Debt | US | $47K | – | 0.08 |
| Bank of America Corp | Long | Debt | US | $42K | – | 0.07 |
| Bank of America Corp | Long | Debt | US | $24K | – | 0.04 |
| Bank of America Corp | Long | Debt | US | $22K | – | 0.04 |
| Bank of New York Mellon Corp/The (BANK OF NY MELLON CORP) | Long | Debt | US | $26K | – | 0.04 |
| Bank of New York Mellon Corp/The (BANK OF NY MELLON CORP) | Long | Debt | US | $15K | – | 0.03 |
| BANK5 2024-5YR7 | Long | ABS-mortgage backed security | US | $101K | – | 0.18 |
| Banner Health | Long | Debt | US | $126K | – | 0.22 |
| Barclays Dryrock Issuance Trust | Long | ABS-other | US | $297K | – | 0.51 |
| Barclays Dryrock Issuance Trust | Long | ABS-other | US | $101K | – | 0.17 |
| Barclays PLC | Long | Debt | GB | $195K | – | 0.34 |
| BAT Capital Corp | Long | Debt | US | $87K | – | 0.15 |
| BAT Capital Corp | Long | Debt | US | $67K | – | 0.12 |
| BAT Capital Corp | Long | Debt | US | $20K | – | 0.03 |
| Baylor Scott & White Holdings | Long | Debt | US | $41K | – | 0.07 |
| BBCMS Mortgage Trust 2024-5C25 (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $150K | – | 0.26 |
| BBCMS Mortgage Trust 2024-5C25 (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $102K | – | 0.18 |
| Berkshire Hathaway Energy Co | Long | Debt | US | $78K | – | 0.13 |
| BMO 2023-C7 Mortgage Trust (BMO Mortgage Trust) | Long | ABS-mortgage backed security | US | $106K | – | 0.18 |
| BMO 2024-5C4 Mortgage Trust (BMO Mortgage Trust) | Long | ABS-mortgage backed security | US | $130K | – | 0.22 |
| BNP Paribas SA | Long | Debt | FR | $249K | – | 0.43 |
| BNP Paribas SA | Long | Debt | FR | $210K | – | 0.36 |
| Boeing Co/The | Long | Debt | US | $143K | – | 0.25 |
| Boeing Co/The | Long | Debt | US | $90K | – | 0.16 |
| Boeing Co/The | Long | Debt | US | $60K | – | 0.10 |
| BP Capital Markets America Inc (BP CAP MARKETS AMERICA) | Long | Debt | US | $49K | – | 0.08 |
| BRAVO Residential Funding Trust 2024-NQM1 | Long | ABS-mortgage backed security | US | $228K | – | 0.39 |
| Bristol-Myers Squibb Co | Long | Debt | US | $73K | – | 0.13 |
| Bristol-Myers Squibb Co | Long | Debt | US | $49K | – | 0.08 |
| Bristol-Myers Squibb Co | Long | Debt | US | $43K | – | 0.07 |
| Broadcom Inc | Long | Debt | US | $141K | – | 0.24 |
| Broadcom Inc | Long | Debt | US | $130K | – | 0.22 |
| Broadcom Inc | Long | Debt | US | $49K | – | 0.08 |
| Burlington Northern Santa Fe LLC (BURLINGTN NORTH SANTA FE) | Long | Debt | US | $72K | – | 0.12 |
| BX Commercial Mortgage Trust 2024-XL4 (BX Trust) | Long | ABS-mortgage backed security | US | $196K | – | 0.34 |
| BX Commercial Mortgage Trust 2024-XL5 (BX Trust) | Long | ABS-mortgage backed security | US | $95K | – | 0.16 |
| BX Trust 2021-ARIA | Long | ABS-mortgage backed security | US | $49K | – | 0.08 |
| BX Trust 2024-BIO | Long | ABS-mortgage backed security | US | $199K | – | 0.34 |
| Camden Property Trust | Long | Debt | US | $67K | – | 0.11 |
| Campbell Soup Co | Long | Debt | US | $117K | – | 0.20 |
| Capital One Financial Corp | Long | Debt | US | $64K | – | 0.11 |
| Capital One Multi-Asset Execution Trust | Long | ABS-other | US | $199K | – | 0.34 |
| Capital One Multi-Asset Execution Trust | Long | ABS-other | US | $98K | – | 0.17 |
| Carlyle US CLO 2024-2 Ltd (Carlyle Global Market Strategi) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.43 |
| Carrier Global Corp | Long | Debt | US | $162K | – | 0.28 |
| Carrier Global Corp | Long | Debt | US | $66K | – | 0.11 |
| CarVal CLO IX-C Ltd (Carval CLO LTD) | Long | ABS-collateralized bond/debt obligation | JE | $253K | – | 0.44 |
| Cathedral Lake VIII Ltd (Cathedral Lake LTD) | Long | ABS-collateralized bond/debt obligation | KY | $150K | – | 0.26 |
| CBAM 2018-5 Ltd (CBAM CLO Management) | Long | ABS-collateralized bond/debt obligation | KY | $285K | – | 0.49 |
| CDS CDX.NA.IG.40.V1 (INTERCONTINENTAL EXCHANGE, INC.) | Derivative-credit | US | $10K | – | 0.02 | |
| CDS CDX.NA.IG.42.V1 (INTERCONTINENTAL EXCHANGE, INC.) | Derivative-credit | US | $53K | – | 0.09 | |
| CDS GENERAL ELECTRIC COMPANY (INTERCONTINENTAL EXCHANGE, INC.) | Derivative-credit | US | $6K | – | 0.01 | |
| Charles Schwab Corp/The | Long | Debt | US | $124K | – | 0.21 |
| Chile Government International Bond (REPUBLIC OF CHILE) | Long | Debt | CL | $192K | – | 0.33 |
| Choice Hotels International Inc (CHOICE HOTELS INTL INC) | Long | Debt | US | $44K | – | 0.08 |
| CIFC Falcon 2020 Ltd (East West Investment Managemen) | Long | ABS-collateralized bond/debt obligation | KY | $300K | – | 0.52 |
| Cifc Funding 2023-III Ltd (CIFC Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $302K | – | 0.52 |
| Cigna Group/The | Long | Debt | US | $69K | – | 0.12 |
| Cigna Group/The | Long | Debt | US | $35K | – | 0.06 |
| Citibank Credit Card Issuance Trust | Long | ABS-other | US | $125K | – | 0.22 |
| Citigroup Inc | Long | Debt | US | $193K | – | 0.33 |
| Citigroup Inc | Long | Debt | US | $122K | – | 0.21 |
| Citigroup Inc | Long | Debt | US | $89K | – | 0.15 |
| Citigroup Inc | Long | Debt | US | $74K | – | 0.13 |
| Citigroup Inc | Long | Debt | US | $48K | – | 0.08 |
| Citigroup Inc | Long | Debt | US | $43K | – | 0.07 |
| Citizens Auto Receivables Trust 2024-1 | Long | ABS-other | US | $225K | – | 0.39 |
| Coca-Cola Consolidated Inc | Long | Debt | US | $40K | – | 0.07 |
| COLT 2021-2 Mortgage Loan Trust (COLT Funding LLC) | Long | ABS-mortgage backed security | US | $56K | – | 0.10 |
| Comcast Corp | Long | Debt | US | $123K | – | 0.21 |
| Comcast Corp | Long | Debt | US | $98K | – | 0.17 |
| Comcast Corp | Long | Debt | US | $20K | – | 0.04 |
| Comerica Bank | Long | Debt | US | $299K | – | 0.52 |
| CommonSpirit Health | Long | Debt | US | $117K | – | 0.20 |
| CommonSpirit Health | Long | Debt | US | $84K | – | 0.15 |
| Connecticut Avenue Securities Trust 2021-R03 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $34K | – | 0.06 |
| Connecticut Avenue Securities Trust 2023-R03 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $11K | – | 0.02 |
| Connecticut Avenue Securities Trust 2023-R08 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $21K | – | 0.04 |
| Connecticut Avenue Securities Trust 2024-R01 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $51K | – | 0.09 |
| Connecticut Avenue Securities Trust 2024-R02 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $101K | – | 0.17 |
| Connecticut Avenue Securities Trust 2024-R03 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $50K | – | 0.09 |
| Constellation Brands Inc | Long | Debt | US | $113K | – | 0.20 |
| Constellation Brands Inc | Long | Debt | US | $95K | – | 0.16 |
| Constellation Brands Inc | Long | Debt | US | $41K | – | 0.07 |
| Constellation Software Inc/Canada | Long | Debt | CA | $41K | – | 0.07 |
| Crown Castle Inc | Long | Debt | US | $71K | – | 0.12 |
| CubeSmart LP | Long | Debt | US | $12K | – | 0.02 |
| CVS Health Corp | Long | Debt | US | $179K | – | 0.31 |
| Dell International LLC / EMC Corp (DELL INT LLC / EMC CORP) | Long | Debt | US | $25K | – | 0.04 |
| Dell International LLC / EMC Corp (DELL INT LLC / EMC CORP) | Long | Debt | US | $18K | – | 0.03 |
| Discover Card Execution Note Trust | Long | ABS-other | US | $197K | – | 0.34 |
| Dollar Tree Inc | Long | Debt | US | $74K | – | 0.13 |
| DOLP Trust 2021-NYC | Long | ABS-mortgage backed security | US | $83K | – | 0.14 |
| Dominion Energy Inc | Long | Debt | US | $174K | – | 0.30 |
| Dominion Energy Inc | Long | Debt | US | $45K | – | 0.08 |
| Duke Energy Carolinas LLC | Long | Debt | US | $19K | – | 0.03 |
| Duquesne Light Holdings Inc | Long | Debt | US | $84K | – | 0.15 |
| Enbridge Inc | Long | Debt | CA | $56K | – | 0.10 |
| Energy Transfer LP | Long | Debt | US | $100K | – | 0.17 |
| Energy Transfer LP | Long | Debt | US | $98K | – | 0.17 |
| Energy Transfer LP | Long | Debt | US | $22K | – | 0.04 |
| Entergy Corp | Long | Debt | US | $166K | – | 0.29 |
| Essex Portfolio LP | Long | Debt | US | $67K | – | 0.12 |
| EUR/USD FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $304.47 | – | 0.00 | |
| Exelon Corp | Long | Debt | US | $47K | – | 0.08 |
| Expedia Group Inc | Long | Debt | US | $12K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $891K | – | 1.54 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $886K | – | 1.53 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $873K | – | 1.51 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $786K | – | 1.36 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $733K | – | 1.27 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $298K | – | 0.51 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $290K | – | 0.50 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $212K | – | 0.37 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $189K | – | 0.33 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $176K | – | 0.30 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $169K | – | 0.29 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $137K | – | 0.24 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $75K | – | 0.13 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $60K | – | 0.10 |
| Federal Farm Credit Banks Funding Corp | Long | Debt | US | $405K | – | 0.70 |
| Federal Farm Credit Banks Funding Corp | Long | Debt | US | $318K | – | 0.55 |
| Federal Farm Credit Banks Funding Corp | Long | Debt | US | $259K | – | 0.45 |
| Federal Farm Credit Banks Funding Corp | Long | Debt | US | $37K | – | 0.06 |
| Federal Home Loan Banks | Long | Debt | US | $81K | – | 0.14 |
| FedEx Corp | Long | Debt | US | $24K | – | 0.04 |
| Fidelity Government Portfolio | Long | Short-term investment vehicle | US | $96K | 96K | 0.17 |
| Fifth Third Bancorp | Long | Debt | US | $83K | – | 0.14 |
| FirstEnergy Corp | Long | Debt | US | $130K | – | 0.23 |
| FirstEnergy Corp | Long | Debt | US | $42K | – | 0.07 |
| Fiserv Inc | Long | Debt | US | $96K | – | 0.17 |
| Ford Credit Auto Lease Trust 2024-A | Long | ABS-other | US | $324K | – | 0.56 |
| Ford Credit Auto Owner Trust 2023-C | Long | ABS-other | US | $188K | – | 0.33 |
| Ford Credit Auto Owner Trust 2024-REV1 (Ford Credit Auto Owner Trust/F) | Long | ABS-other | US | $148K | – | 0.26 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $151K | – | 0.26 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $92K | – | 0.16 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $50K | – | 0.09 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 2.42 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $669K | – | 1.16 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $513K | – | 0.89 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $505K | – | 0.87 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $365K | – | 0.63 |
| Freddie Mac STACR REMIC Trust 2021-DNA5 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $16K | – | 0.03 |
| Freddie Mac STACR REMIC Trust 2022-DNA1 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $47K | – | 0.08 |
| Freddie Mac STACR REMIC Trust 2022-DNA3 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $18K | – | 0.03 |
| Freddie Mac STACR REMIC Trust 2024-DNA2 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $169K | – | 0.29 |
| Freddie Mac STACR REMIC Trust 2024-HQA1 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $172K | – | 0.30 |
| Freddie Mac STACR REMIC Trust 2024-HQA1 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $114K | – | 0.20 |
| Freddie Mac STACR REMIC Trust 2024-HQA1 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $50K | – | 0.09 |
| Galaxy Pipeline Assets Bidco Ltd | Long | Debt | JE | $147K | – | 0.25 |
| General Motors Co | Long | Debt | US | $49K | – | 0.09 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $123K | – | 0.21 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $116K | – | 0.20 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $103K | – | 0.18 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2M | – | 2.93 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $891K | – | 1.54 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $864K | – | 1.49 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $805K | – | 1.39 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $687K | – | 1.19 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $468K | – | 0.81 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $346K | – | 0.60 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $164K | – | 0.28 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $155K | – | 0.27 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $133K | – | 0.23 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $131K | – | 0.23 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $119K | – | 0.21 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $106K | – | 0.18 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $105K | – | 0.18 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $104K | – | 0.18 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $99K | – | 0.17 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $74K | – | 0.13 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $53K | – | 0.09 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $28K | – | 0.05 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $4K | – | 0.01 |
| Global Payments Inc | Long | Debt | US | $74K | – | 0.13 |
| GM Financial Consumer Automobile Receivables Trust 2023-4 (GM Financial Securitized Term) | Long | ABS-other | US | $124K | – | 0.21 |
| GM Financial Consumer Automobile Receivables Trust 2024-1 (GM Financial Securitized Term) | Long | ABS-other | US | $199K | – | 0.34 |
| GoldenTree Loan Management US CLO 19 Ltd | Long | ABS-collateralized bond/debt obligation | JE | $252K | – | 0.43 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $321K | – | 0.55 |
| Halseypoint CLO 7 LTD (HalseyPoint CLO Ltd.) | Long | ABS-collateralized bond/debt obligation | JE | $253K | – | 0.44 |
| HCA Inc | Long | Debt | US | $75K | – | 0.13 |
| Home Depot Inc/The | Long | Debt | US | $22K | – | 0.04 |
| Honda Auto Receivables 2023-4 Owner Trust (Honda Auto Receivables Owner T) | Long | ABS-other | US | $252K | – | 0.44 |
| Host Hotels & Resorts LP | Long | Debt | US | $35K | – | 0.06 |
| HSBC Holdings PLC | Long | Debt | GB | $218K | – | 0.38 |
| Humana Inc | Long | Debt | US | $21K | – | 0.04 |
| Humana Inc | Long | Debt | US | $7K | – | 0.01 |
| Huntington Bancshares Inc/OH | Long | Debt | US | $148K | – | 0.25 |
| Hyatt Hotels Corp | Long | Debt | US | $143K | – | 0.25 |
| Hyundai Auto Lease Securitization Trust 2024-A | Long | ABS-other | US | $224K | – | 0.39 |
| Hyundai Auto Receivables Trust 2023-A | Long | ABS-other | US | $71K | – | 0.12 |
| Hyundai Capital America | Long | Debt | US | $99K | – | 0.17 |
| ING Groep NV | Long | Debt | NL | $222K | – | 0.38 |
| Ingersoll Rand Inc | Long | Debt | US | $46K | – | 0.08 |
| Intel Corp | Long | Debt | US | $100K | – | 0.17 |
| Intel Corp | Long | Debt | US | $28K | – | 0.05 |
| International Flavors & Fragrances Inc (INTL FLAVOR & FRAGRANCES) | Long | Debt | US | $89K | – | 0.15 |
| Intuit Inc | Long | Debt | US | $170K | – | 0.29 |
| Invitation Homes Operating Partnership LP | Long | Debt | US | $44K | – | 0.08 |
| IRS AUD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $17K | – | 0.03 | |
| IRS AUD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $1K | – | 0.00 | |
| IRS AUD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-195.15 | – | -0.00 | |
| IRS CAD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-1K | – | -0.00 | |
| IRS CAD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-5K | – | -0.01 | |
| IRS CHF (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $3K | – | 0.01 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $66K | – | 0.11 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $13K | – | 0.02 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $11K | – | 0.02 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $5K | – | 0.01 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $2K | – | 0.00 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $1K | – | 0.00 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $1K | – | 0.00 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $1K | – | 0.00 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $345.81 | – | 0.00 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $152.8 | – | 0.00 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-49.25 | – | -0.00 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-234.78 | – | -0.00 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-368.95 | – | -0.00 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-3K | – | -0.01 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-4K | – | -0.01 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-11K | – | -0.02 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-13K | – | -0.02 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-18K | – | -0.03 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-30K | – | -0.05 | |
| IRS GBP (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $1K | – | 0.00 | |
| IRS GBP (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $531.38 | – | 0.00 | |
| IRS GBP (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-3K | – | -0.01 | |
| IRS GBP (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-10K | – | -0.02 | |
| IRS JPY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $35K | – | 0.06 | |
| IRS NOK (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $100.81 | – | 0.00 | |
| IRS NOK (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-3K | – | -0.00 | |
| IRS NZD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $2K | – | 0.00 | |
| IRS NZD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-133.13 | – | -0.00 | |
| IRS SEK (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $8K | – | 0.01 | |
| IRS SEK (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $2K | – | 0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $48K | – | 0.08 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $26K | – | 0.05 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $18K | – | 0.03 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $10K | – | 0.02 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $8K | – | 0.01 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $6K | – | 0.01 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $3K | – | 0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $1K | – | 0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $988.69 | – | 0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $558.11 | – | 0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $555.17 | – | 0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $77.08 | – | 0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-17.26 | – | -0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-270.5 | – | -0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-540.55 | – | -0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-1K | – | -0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-4K | – | -0.01 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-9K | – | -0.02 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-37K | – | -0.06 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-55K | – | -0.09 | |
| J M Smucker Co/The (JM SMUCKER CO) | Long | Debt | US | $137K | – | 0.24 |
| J M Smucker Co/The (JM SMUCKER CO) | Long | Debt | US | $86K | – | 0.15 |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-OPO (JP Morgan Chase Commercial Mor) | Long | ABS-mortgage backed security | US | $89K | – | 0.15 |
| J.P. Morgan Mortgage Trust 2024-1 (JP Morgan Mortgage Trust) | Long | ABS-mortgage backed security | US | $229K | – | 0.40 |
| JP Morgan Mortgage Trust 2021-6 | Long | ABS-mortgage backed security | US | $76K | – | 0.13 |
| JP Morgan Mortgage Trust 2023-10 | Long | ABS-mortgage backed security | US | $21K | – | 0.04 |
| JPMorgan Chase & Co | Long | Debt | US | $218K | – | 0.38 |
| JPMorgan Chase & Co | Long | Debt | US | $171K | – | 0.30 |
| JPMorgan Chase & Co | Long | Debt | US | $148K | – | 0.26 |
| JPMorgan Chase & Co | Long | Debt | US | $128K | – | 0.22 |
| JPMorgan Chase & Co | Long | Debt | US | $118K | – | 0.20 |
| JPMorgan Chase & Co | Long | Debt | US | $50K | – | 0.09 |
| JPMorgan Chase & Co | Long | Debt | US | $22K | – | 0.04 |
| JPMorgan Chase & Co | Long | Debt | US | $20K | – | 0.03 |
| Keurig Dr Pepper Inc | Long | Debt | US | $37K | – | 0.06 |
| Keurig Dr Pepper Inc | Long | Debt | US | $19K | – | 0.03 |
| Kilroy Realty LP | Long | Debt | US | $75K | – | 0.13 |
| L3Harris Technologies Inc (L3HARRIS TECH INC) | Long | Debt | US | $25K | – | 0.04 |
| Lennar Corp | Long | Debt | US | $44K | – | 0.08 |
| Lowe's Cos Inc | Long | Debt | US | $66K | – | 0.11 |
| Lowe's Cos Inc | Long | Debt | US | $40K | – | 0.07 |
| M&T Bank Corp (M&T BANK CORPORATION) | Long | Debt | US | $83K | – | 0.14 |
| Macquarie Group Ltd | Long | Debt | AU | $70K | – | 0.12 |
| Marathon Petroleum Corp | Long | Debt | US | $50K | – | 0.09 |
| Marathon Petroleum Corp | Long | Debt | US | $24K | – | 0.04 |
| Marriott International Inc/MD | Long | Debt | US | $86K | – | 0.15 |
| Marriott International Inc/MD | Long | Debt | US | $49K | – | 0.09 |
| Marriott International Inc/MD | Long | Debt | US | $39K | – | 0.07 |
| Mars Inc | Long | Debt | US | $49K | – | 0.08 |
| McDonald's Corp | Long | Debt | US | $21K | – | 0.04 |
| Mercedes-Benz Auto Receivables Trust 2023-2 | Long | ABS-other | US | $42K | – | 0.07 |
| Metropolitan Transportation Authority (MET TRANSPRTN AUTH NY DEDICATE) | Long | Debt | US | $26K | – | 0.04 |
| Metropolitan Transportation Authority (MET TRANSPRTN AUTH NY REVENUE) | Long | Debt | US | $14K | – | 0.02 |
| Mexico City Airport Trust (MEXICO CITY ARPT TRUST) | Long | Debt | MX | $188K | – | 0.33 |
| Mexico Government International Bond (UNITED MEXICAN STATES) | Long | Debt | MX | $255K | – | 0.44 |
| Morgan Stanley | Long | Debt | US | $262K | – | 0.45 |
| Morgan Stanley | Long | Debt | US | $193K | – | 0.33 |
| Morgan Stanley | Long | Debt | US | $155K | – | 0.27 |
| Morgan Stanley | Long | Debt | US | $100K | – | 0.17 |
| Morgan Stanley | Long | Debt | US | $99K | – | 0.17 |
| Morgan Stanley | Long | Debt | US | $75K | – | 0.13 |
| Morgan Stanley | Long | Debt | US | $66K | – | 0.11 |
| Morgan Stanley | Long | Debt | US | $48K | – | 0.08 |
| Morgan Stanley | Long | Debt | US | $30K | – | 0.05 |
| Morgan Stanley | Long | Debt | US | $29K | – | 0.05 |
| Morgan Stanley Capital I Trust 2020-HR8 | Long | ABS-mortgage backed security | US | $209K | – | 0.36 |
| MPLX LP | Long | Debt | US | $108K | – | 0.19 |
| MPLX LP | Long | Debt | US | $66K | – | 0.11 |
| MPLX LP | Long | Debt | US | $49K | – | 0.08 |
| Nasdaq Inc | Long | Debt | US | $17K | – | 0.03 |
| Netflix Inc | Long | Debt | US | $98K | – | 0.17 |
| New Jersey Turnpike Authority (NEW JERSEY ST TURNPIKE AUTH TU) | Long | Debt | US | $29K | – | 0.05 |
| New York Life Insurance Co | Long | Debt | US | $38K | – | 0.06 |
| Newmont Corp | Long | Debt | US | $128K | – | 0.22 |
| NextEra Energy Capital Holdings Inc | Long | Debt | US | $71K | – | 0.12 |
| NiSource Inc | Long | Debt | US | $23K | – | 0.04 |
| Nissan Auto Lease Trust 2024-A | Long | ABS-other | US | $324K | – | 0.56 |
| Nissan Auto Receivables 2023-A Owner Trust (Nissan Auto Receivables Owner) | Long | ABS-other | US | $51K | – | 0.09 |
| Nissan Auto Receivables 2023-B Owner Trust (Nissan Auto Receivables Owner) | Long | ABS-other | US | $50K | – | 0.09 |
| Northrop Grumman Corp | Long | Debt | US | $45K | – | 0.08 |
| NXP BV / NXP Funding LLC / NXP USA Inc (NXP BV/NXP FDG/NXP USA) | Long | Debt | $105K | – | 0.18 | |
| NXP BV / NXP Funding LLC / NXP USA Inc (NXP BV/NXP FDG/NXP USA) | Long | Debt | $62K | – | 0.11 | |
| NXP BV / NXP Funding LLC / NXP USA Inc (NXP BV/NXP FDG/NXP USA) | Long | Debt | $45K | – | 0.08 | |
| OBX 2024-NQM1 Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $183K | – | 0.32 |
| OBX 2024-NQM4 Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $239K | – | 0.41 |
| OBX 2024-NQM6 Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $245K | – | 0.42 |
| OCP CLO 2019-16 Ltd (OCP CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $249K | – | 0.43 |
| Oracle Corp | Long | Debt | US | $195K | – | 0.34 |
| Oracle Corp | Long | Debt | US | $113K | – | 0.19 |
| Oracle Corp | Long | Debt | US | $98K | – | 0.17 |
| Oracle Corp | Long | Debt | US | $88K | – | 0.15 |
| Oracle Corp | Long | Debt | US | $74K | – | 0.13 |
| Oracle Corp | Long | Debt | US | $22K | – | 0.04 |
| Oracle Corp | Long | Debt | US | $19K | – | 0.03 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $41K | – | 0.07 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $33K | – | 0.06 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $23K | – | 0.04 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $18K | – | 0.03 |
| Palmer Square Loan Funding 2022-2 Ltd (Palmer Square Loan Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $166K | – | 0.29 |
| PayPal Holdings Inc | Long | Debt | US | $217K | – | 0.38 |
| Penske Truck Leasing Co Lp / PTL Finance Corp (PENSKE TRUCK LEASING/PTL) | Long | Debt | US | $48K | – | 0.08 |
| Peruvian Government International Bond (REPUBLIC OF PERU) | Long | Debt | PE | $11K | – | 0.02 |
| Phillips 66 | Long | Debt | US | $144K | – | 0.25 |
| Phillips 66 | Long | Debt | US | $25K | – | 0.04 |
| Post CLO 2018-1 Ltd (Post CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $303K | – | 0.52 |
| Principal Financial Group Inc (PRINCIPAL FINANCIAL GRP) | Long | Debt | US | $84K | – | 0.14 |
| Principal Financial Group Inc (PRINCIPAL FINANCIAL GRP) | Long | Debt | US | $71K | – | 0.12 |
| Prologis LP | Long | Debt | US | $72K | – | 0.12 |
| Realty Income Corp | Long | Debt | US | $91K | – | 0.16 |
| Realty Income Corp | Long | Debt | US | $74K | – | 0.13 |
| Regency Centers LP | Long | Debt | US | $112K | – | 0.19 |
| Republic of Poland Government International Bond | Long | Debt | PL | $29K | – | 0.05 |
| Republic Services Inc | Long | Debt | US | $50K | – | 0.09 |
| Retail Opportunity Investments Partnership LP | Long | Debt | US | $98K | – | 0.17 |
| Rogers Communications Inc | Long | Debt | CA | $204K | – | 0.35 |
| Romanian Government International Bond | Long | Debt | RO | $80K | – | 0.14 |
| Romanian Government International Bond | Long | Debt | RO | $28K | – | 0.05 |
| Romanian Government International Bond | Long | Debt | RO | $26K | – | 0.04 |
| Royalty Pharma PLC | Long | Debt | GB | $77K | – | 0.13 |
| RTX Corp | Long | Debt | US | $270K | – | 0.47 |
| RTX Corp | Long | Debt | US | $137K | – | 0.24 |
| RTX Corp | Long | Debt | US | $39K | – | 0.07 |
| Rush Obligated Group | Long | Debt | US | $57K | – | 0.10 |
| S&P Global Inc | Long | Debt | US | $47K | – | 0.08 |
| Sabine Pass Liquefaction LLC | Long | Debt | US | $109K | – | 0.19 |
| Sabine Pass Liquefaction LLC | Long | Debt | US | $99K | – | 0.17 |
| Santander Drive Auto Receivables Trust 2023-6 | Long | ABS-other | US | $104K | – | 0.18 |
| Santander Drive Auto Receivables Trust 2024-1 | Long | ABS-other | US | $96K | – | 0.17 |
| Solventum Corp | Long | Debt | US | $120K | – | 0.21 |
| Solventum Corp | Long | Debt | US | $59K | – | 0.10 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $96K | – | 0.17 |
| Starbucks Corp | Long | Debt | US | $72K | – | 0.12 |
| Starwood Mortgage Residential Trust 2020-2 | Long | ABS-mortgage backed security | US | $139K | – | 0.24 |
| State of California (CALIFORNIA ST) | Long | Debt | US | $210K | – | 0.36 |
| State of Illinois (ILLINOIS ST) | Long | Debt | US | $245K | – | 0.42 |
| Steel Dynamics Inc | Long | Debt | US | $29K | – | 0.05 |
| STERIS Irish FinCo UnLtd Co (STERIS PLC) | Long | Debt | IE | $64K | – | 0.11 |
| Sutter Health | Long | Debt | US | $186K | – | 0.32 |
| Sutter Health | Long | Debt | US | $21K | – | 0.04 |
| SWOP IRS EUR (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $3K | – | 0.01 | |
| SWOP IRS EUR (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $2K | – | 0.00 | |
| SWOP IRS EUR (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $-2K | – | -0.00 | |
| SWOP IRS EUR (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $-3K | – | -0.00 | |
| Sysco Corp (SYSCO CORPORATION) | Long | Debt | US | $28K | – | 0.05 |
| Sysco Corp (SYSCO CORPORATION) | Long | Debt | US | $21K | – | 0.04 |
| T-Mobile USA Inc | Long | Debt | US | $156K | – | 0.27 |
| T-Mobile USA Inc | Long | Debt | US | $149K | – | 0.26 |
| T-Mobile USA Inc | Long | Debt | US | $81K | – | 0.14 |
| Targa Resources Corp | Long | Debt | US | $36K | – | 0.06 |
| Thermo Fisher Scientific Inc | Long | Debt | US | $22K | – | 0.04 |
| TICP CLO X Ltd (TICP CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $832K | – | 1.44 |
| Toronto-Dominion Bank/The | Long | Debt | CA | $118K | – | 0.20 |
| Truist Financial Corp | Long | Debt | US | $25K | – | 0.04 |
| TYSN 2023-CRNR Mortgage Trust | Long | ABS-mortgage backed security | US | $206K | – | 0.36 |
| UBS Group AG | Long | Debt | CH | $251K | – | 0.43 |
| UDR Inc | Long | Debt | US | $20K | – | 0.03 |
| Union Pacific Corp | Long | Debt | US | $86K | – | 0.15 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $498K | – | 0.86 |
| UnitedHealth Group Inc | Long | Debt | US | $178K | – | 0.31 |
| UnitedHealth Group Inc | Long | Debt | US | $127K | – | 0.22 |
| UnitedHealth Group Inc | Long | Debt | US | $70K | – | 0.12 |
| UnitedHealth Group Inc | Long | Debt | US | $52K | – | 0.09 |
| US 2YR NOTE (CBT) (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-967.35 | – | -0.00 | |
| US 5 YEAR TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $44K | – | 0.08 | |
| US Bancorp | Long | Debt | US | $71K | – | 0.12 |
| US Bancorp | Long | Debt | US | $51K | – | 0.09 |
| US TREASURY LONG BOND (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $19K | – | 0.03 | |
| US ULTRA BOND CBT (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $28K | – | 0.05 | |
| USD/EUR FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-132.15 | – | -0.00 | |
| Veralto Corp | Long | Debt | US | $180K | – | 0.31 |
| Verizon Communications Inc | Long | Debt | US | $226K | – | 0.39 |
| Verizon Communications Inc | Long | Debt | US | $85K | – | 0.15 |
| Verizon Communications Inc | Long | Debt | US | $24K | – | 0.04 |
| VMware LLC | Long | Debt | US | $61K | – | 0.11 |
| VMware LLC | Long | Debt | US | $22K | – | 0.04 |
| Warnermedia Holdings Inc | Long | Debt | US | $185K | – | 0.32 |
| Warnermedia Holdings Inc | Long | Debt | US | $109K | – | 0.19 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $309K | – | 0.53 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $122K | – | 0.21 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $107K | – | 0.18 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $97K | – | 0.17 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $24K | – | 0.04 |
| Wells Fargo Mortgage Backed Securities 2019-3 Trust | Long | ABS-mortgage backed security | US | $5K | – | 0.01 |
| Westpac Banking Corp | Long | Debt | AU | $69K | – | 0.12 |
| Williams Cos Inc/The (WILLIAMS COMPANIES INC) | Long | Debt | US | $172K | – | 0.30 |
| Williams Cos Inc/The (WILLIAMS COMPANIES INC) | Long | Debt | US | $76K | – | 0.13 |
| Willis North America Inc | Long | Debt | US | $45K | – | 0.08 |
| Workday Inc | Long | Debt | US | $23K | – | 0.04 |
| World Omni Auto Receivables Trust 2023-B | Long | ABS-other | US | $91K | – | 0.16 |
| WP Carey Inc | Long | Debt | US | $70K | – | 0.12 |
| WP Carey Inc | Long | Debt | US | $30K | – | 0.05 |
| WP Carey Inc | Long | Debt | US | $21K | – | 0.04 |
Address
Forethought Variable Insurance Trust
10 West Market Street
Suite 2300
Indianapolis
Indiana
46204
United States of America
Directors
Robert M. Arena, Jr.
Mark Garbin
Barrie Ribet
Mitchell E. Appel
Joseph E. Breslin
Transfer Agents
BNY Mellon Investment Servicing (US) Inc.
Pricing Services
Intercontinental Exchange, Inc.
Bloomberg Finance L.P.
Custodians
The Bank of New York Mellon
Shareholder Servicing Agents
BNY Mellon Investment Servicing (US) Inc.
Admins
The Bank of New York Mellon
Brokers
TD SECURITIES (USA) LLC
UBS Securities LLC
J.P. MORGAN SECURITIES LLC
BARCLAYS CAPITAL, INC.
GOLDMAN SACHS & CO. LLC
CITIGROUP GLOBAL MARKETS INC.
Pershing LLC
BOFA SECURITIES, INC.
JEFFERIES LLC
MORGAN STANLEY & CO. LLC