James Alpha Macro Portfolio

Fund Profile

Fund profile

Tickers

GRRIX, GRRAX, GRRCX, GRRSX

Fund manager

Saratoga Advantage Trust

Total assets

$19.81 mm

Liabilities

$10.47 mm

Net assets

$9.35 mm

Number of holdings

64.00

64 Holdings

As of May 2020

Security	$Holding	Balance	% of Fund	Category	Position	Country
JAMES-STR CR-S	3.42 mm	328.94 k shares	36.57	Common equity	Long	USA
VANGUARD TOTAL INTL BOND	581.71 k	10.12 k shares	6.22	Common equity	Long	USA
DREYFUS-INS-IS	570.29 k	570.29 k principal	6.10	Short-term investment vehicle	Long	USA
AQR-MGD FUT-I	495.13 k	58.11 k shares	5.30	Common equity	Long	USA
Swan Global Investments, LLC	306.32 k	10.84 k shares	3.28	Common equity	Long	USA
ALTEGRIS-FU EV-I	299.69 k	37.79 k shares	3.21	Common equity	Long	USA
BlackRock Fund Advisors	247.06 k	2.32 k shares	2.64	Common equity	Long	USA
ISHARES MORNINGSTAR MULTI	219.32 k	10.09 k shares	2.35	Common equity	Long	USA
GLD SPDR Gold Shares	192.72 k	1.18 k shares	2.06	Common equity	Long	USA
GSG iShares S&P GSCI Commodity-Indexed Trust	179.18 k	18.25 k shares	1.92	Common equity	Long	USA
iShares Barclays USD Asia	141.88 k	14.48 k shares	1.52	Common equity	Long	Singapore
SPDR Barclays Euro High Y	133.63 k	2.25 k shares	1.43	Common equity	Long	Ireland
ISHARES MSCI EAFE ETF	122.56 k	2.06 k shares	1.31	Common equity	Long	USA
DIREXION NASDAQ-100 EQ WE	97.81 k	1.71 k shares	1.05	Common equity	Long	USA
BlackRock Fund Advisors	75.21 k	1.16 k shares	0.80	Common equity	Long	USA
Highland Funds I	73.07 k	4.59 k shares	0.78	Common equity	Long	USA
UUP Invesco DB US Dollar Index Bullish Fund	54.10 k	2.03 k shares	0.58	Common equity	Long	USA
ISHARES MSCI JAPAN ETF	53.25 k	961.00 shares	0.57	Common equity	Long	USA
YCS ProShares UltraShort Yen	51.42 k	2.21 k shares	0.55	Common equity	Long	USA
DB SWAP 3092	44.92 k	64.27 k shares	0.48	DO	Long	USA
Powershares Exchange Traded Fund Trust	43.10 k	428.00 shares	0.46	Common equity	Long	USA
BlackRock Fund Advisors	40.80 k	495.00 shares	0.44	Common equity	Long	USA
UNG United States Natural Gas Fund, LP	33.13 k	2.93 k shares	0.35	Common equity	Long	USA
BlackRock Fund Advisors	29.00 k	2.43 k shares	0.31	Common equity	Long	USA
CI FIRST ASSET ACTIVE UTI	28.13 k	3.39 k shares	0.30	Common equity	Long	Canada
VPL Vanguard Pacific Stock Index Fund	28.09 k	752.00 shares	0.30	Common equity	Long	USA
ISHARES MSCI EMERGING MAR	26.68 k	707.00 shares	0.29	Common equity	Long	USA
WBI BULLBEAR RISING INCOM	23.64 k	886.00 shares	0.25	Common equity	Long	USA
ISHARES 7-10 YEAR TREASUR	23.29 k	191.00 shares	0.25	Common equity	Long	USA
ISH EUR600 BASICRESOURCE	22.49 k	529.00 shares	0.24	Common equity	Long	Germany
VANECK VECTORS AFRICA IND	21.54 k	1.41 k shares	0.23	Common equity	Long	USA
SPDR DOUBLELINE TR TACT E	20.21 k	409.00 shares	0.22	Common equity	Long	USA
VANECK RUSSIA ETF	19.94 k	967.00 shares	0.21	Common equity	Long	USA
California State Teachers Retirement System	18.97 k	186.00 shares	0.20	Common equity	Long	USA
iShares S&P/TSX Capped Ma	15.89 k	1.35 k shares	0.17	Common equity	Long	Canada
LALT PowerShares Exchange-Traded Fund Trust II	12.58 k	589.00 shares	0.13	Common equity	Long	USA
DLN WisdomTree U.S. LargeCap Dividend Fund	10.24 k	627.00 shares	0.11	Common equity	Long	USA
ISHARES FLOATING RATE BON	10.21 k	203.00 shares	0.11	Common equity	Long	USA
ISHARES LATIN AMERICA 40	10.01 k	488.00 shares	0.11	Common equity	Long	USA
DLN WisdomTree U.S. LargeCap Dividend Fund	9.52 k	294.00 shares	0.10	Common equity	Long	USA
Acima Private Wealth, LLC	8.71 k	263.00 shares	0.09	Common equity	Long	UK
VANECK VECTORS EMERGING M	6.77 k	309.00 shares	0.07	Common equity	Long	USA
EWQ iShares MSCI France ETF	6.30 k	267.00 shares	0.07	Common equity	Long	USA
ISHARES MORTGAGE REAL EST	5.44 k	240.00 shares	0.06	Common equity	Long	USA
EWQ iShares MSCI France ETF	4.05 k	149.00 shares	0.04	Common equity	Long	USA
BlackRock Fund Advisors	2.55 k	23.00 shares	0.03	Common equity	Long	USA
INVESCO KBW HIGH DIVIDEND	2.47 k	190.00 shares	0.03	Common equity	Long	USA
ATMP Barclays Bank PLC	2.42 k	134.00 shares	0.03	Common equity	Long	UK
MJNE MJ Holdings, Inc.	2.37 k	172.00 shares	0.03	Common equity	Long	USA
ATMP Barclays Bank PLC	2.14 k	257.00 shares	0.02	Common equity	Long	UK
EWQ iShares MSCI France ETF	1.72 k	54.00 shares	0.02	Common equity	Long	USA
CURRENCY CONTRACT - CAD BANK OF NY	1.51 k	134.61 k contracts	0.02	DFE	N/A	N/A
First Trust Exchange-traded Fund Ii	1.30 k	53.00 shares	0.01	Common equity	Long	USA
CURRENCY CONTRACT - GBP BANK OF NY	1.24 k	96.57 k contracts	0.01	DFE	N/A	N/A
PowerShares Actively Managed Exchange-Traded Commodity Fund Trust	518.28	42.00 shares	0.01	Common equity	Long	USA
ISHARES COMMOD SELECT STR	490.46	21.00 shares	0.01	Common equity	Long	USA
CURRENCY CONTRACT - CHF BANK OF NY	465.00	52.03 k contracts	0.00	DFE	N/A	N/A
DBB Invesco DB Base Metals Fund	368.82	27.00 shares	0.00	Common equity	Long	USA
USCI United States Commodity Index Fund, LP	293.04	11.00 shares	0.00	Common equity	Long	USA
CURRENCY CONTRACT - JPY BANK OF NY	-467.49	112.51 k contracts	-0.01	DFE	N/A	N/A
CURRENCY CONTRACT - USD BANK OF NY	-1.74 k	134.81 k contracts	-0.02	DFE	N/A	N/A
CURRENCY CONTRACT - USD BANK OF NY	-2.01 k	767.35 k contracts	-0.02	DFE	N/A	N/A
CURRENCY CONTRACT - USD BANK OF NY	-6.37 k	245.63 k contracts	-0.07	DFE	N/A	N/A
GS I-SELECT III SERI	-8.13 k	31.42 k shares	-0.09	DO	Long	USA