Global Atlantic BlackRock Disciplined Small Cap Portfolio
Data updated: 2021-08-19
C000165375 — Global Atlantic BlackRock Disciplined Small Cap Portfolio. Commodity · $20.43M AUM. Holdings, fees, performance and SEC filings.
C000165375 Fund Overview
Global Atlantic BlackRock Disciplined Small Cap Portfolio is a US mutual fund managed by Forethought Variable Insurance Trust, categorised as Commodity. ABC INVEST provides holdings, performance, costs, cashflows, risk data, prospectus documents and SEC filings, sourced from SEC filings.
- Type: US mutual fund
- Manager: Forethought Variable Insurance Trust
- Category: Commodity
- Assets under management: $20.43M
- 1-year return: 64.7%
- SEC CIK: 0001580353
- SEC series ID: S000052675
- Share class ID: C000165375
C000165375 Investment Objective and Strategy
Global Atlantic BlackRock Disciplined Small Cap Portfolio describes its objective and strategy as follows, from its latest prospectus filed with the SEC by Forethought Variable Insurance Trust.
Investment objective
The Portfolio seeks to provide long-term capital appreciation.
Principal investment strategy
"Under normal circumstances, the Portfolio invests at least 80% of its net assets (plus the amount of any borrowings for investment purposes) in the equity securities of small-capitalization companies. Securities will be selected using a proprietary quantitative model and will consist primarily of equity securities of companies with similar capitalizations of the companies included in the Russell 2000 Index which as of December 31, 2017 was between $22.7 million and $9.4 billion. However, the Portfolio may invest in securities outside the Russell 2000 Index capitalization range. The model systematically tracks and ranks the characteristics of stocks of small-capitalization issuers located in the United States, and is designed to select stocks based on an analysis of a wide range of factors, such as relative value, earnings quality, market sentiment, and thematic insights.
The Portfolio's sub-adviser is BlackRock Investment Management, LLC (""BlackRock"" or the ""Sub-Adviser""). The Portfolio primarily seeks to buy common stock and may also invest in preferred stock and convertible securities listed in U.S. equity markets. Equity securities include common stock, preferred stock, securities convertible into common stock and securities or other instruments whose price is linked to the value of common stock. Preferred stock is a class of stock that often pays dividends at a specified rate and has preference over common stock in dividend payments and liquidation of assets. Convertible securities typically pay current income as either interest (debt security convertibles) or dividends (preferred stock), and their value usually reflects both the stream of current income payments and the market value of the underlying common stock.
The Portfolio may use derivatives, including futures, to gain equity exposure and to manage cash flows into or out of the Portfolio effectively. Derivatives are financial instruments whose value is derived from another security, a commodity (such as oil or gas), a currency or an index, including but not limited to the Russell 2000 Index. The Portfolio's benchmark index is the Russell 2000 Index. The Russell 2000 Index measures the performance of the small-capitalization sector of the U.S. equity market."
C000165375 Performance
Total returns for C000165375 (as of 2026-10-01), from SEC filings.
| Period | Total return |
|---|---|
| 1 year | 64.7% |
| 3 years (annualised) | 25.6% |
C000165375 Risk Information
Risk metrics for C000165375, derived from monthly returns in SEC filings.
- 1-year volatility (annualised): 19.2%
C000165375 Costs and Fees
C000165375 costs about $66 per $10,000 invested per year in fund expenses.
- Net expense ratio: 0.66%
- Gross expense ratio: 0.71%
- Portfolio turnover: 43%
- Brokerage commissions: 4.79 bps of average net assets (SEC N-CEN)
C000165375 Cashflows
Over the 12 months to 2021-06, Global Atlantic BlackRock Disciplined Small Cap Portfolio had net inflows of $6.34M, from monthly SEC N-PORT filings.
| Month | Net flow |
|---|---|
| 2021-06 | $488.51K |
| 2021-05 | $261.49K |
| 2021-04 | $742.95K |
| 2021-03 | $645.35K |
| 2021-02 | $553.60K |
| 2021-01 | $500.49K |
C000165375 Debt Constituents
No individual debt constituents are reported in Global Atlantic BlackRock Disciplined Small Cap Portfolio's latest SEC N-PORT filing.
C000165375 Prospectus and SEC Filings
Official Global Atlantic BlackRock Disciplined Small Cap Portfolio filings on SEC EDGAR — prospectus, portfolio holdings and annual reports.
- Prospectus (485BPOS) — filed 2021-04-30
- Prospectus (485BPOS) — filed 2020-05-15
- Prospectus (485BPOS) — filed 2019-05-20
- Portfolio holdings (N-PORT) — filed 2021-08-19
- Portfolio holdings (N-PORT) — filed 2021-05-24
- Portfolio holdings (N-PORT) — filed 2021-02-19
- Annual census (N-CEN) — filed 2021-03-15
- Annual census (N-CEN) — filed 2020-03-11
Related Funds
Other Commodity funds tracked on ABC INVEST:
Data Sources
ABC INVEST compiles this page from public filings made to the U.S. Securities and Exchange Commission (SEC) through EDGAR: portfolio holdings and monthly cashflows from Form N-PORT, expenses and returns from fund prospectuses (Form 485BPOS) and the SEC DERA Risk/Return Summary data sets, annual data from Form N-CEN, and shareholder reports from Form N-CSR.