James Alpha Structured Credit Value Portfolio

Fund Profile

Fund profile

Tickers

JASVX, JSVCX, JSVIX, JASSX

Fund manager

Saratoga Advantage Trust

Total assets

$224.62 mm

Liabilities

$2.66 mm

Net assets

$221.96 mm

Number of holdings

466.00

Top 200 of 466 Holdings

As of Feb 2021

Security	$Holding	Balance	% of Fund	Category	Position	Country
DREYFUS-INS-IS	17.87 mm	17.87 mm principal	8.05	Common equity	Long	USA
B 05/27/21	7.00 mm	7.00 mm principal	3.15	Debt	Long	USA
TRAP 2007-12A A3	4.15 mm	5.40 mm principal	1.87	ABS-collateralized bond/debt obligation	Long	Cayman Islands
HLA 2014-2A BR	4.00 mm	4.00 mm principal	1.80	Debt	Long	Cayman Islands
B 05/20/21	4.00 mm	4.00 mm principal	1.80	Debt	Long	USA
SHF 2019-SBC1 M3	3.85 mm	4.00 mm principal	1.73	ABS-other	Long	USA
CS Float 02/27/30	3.67 mm	3.67 mm principal	1.65	Debt	Long	Switzerland
MS Float 04/30/30	3.23 mm	3.13 mm principal	1.45	Debt	Long	USA
MSBAM 2013-C11 AS	3.22 mm	3.20 mm principal	1.45	ABS-other	Long	USA
DB FLOAT 10/31/34	3.13 mm	3.23 mm principal	1.41	Debt	Long	Germany
AOMT 2019-2X B2	3.10 mm	3.00 mm principal	1.39	ABS-other	Long	USA
B 08/26/21	3.00 mm	3.00 mm principal	1.35	Debt	Long	USA
HLA 2013-2A D	2.76 mm	3.21 mm principal	1.24	ABS-collateralized bond/debt obligation	Long	Cayman Islands
T 1 5/8 11/15/50	2.63 mm	3.00 mm principal	1.18	Debt	Long	USA
DWRS 2016-1A UCF	2.62 mm	7.95 mm principal	1.18	ABS-collateralized bond/debt obligation	Long	USA
FREMF 2015-KF12 B	2.43 mm	2.61 mm principal	1.10	ABS-other	Long	USA
GRADE 2020-FIG1 A1	2.40 mm	2.36 mm principal	1.08	ABS-other	Long	USA
TROPC 2004-4A A3L	2.38 mm	3.00 mm principal	1.07	ABS-collateralized bond/debt obligation	Long	Cayman Islands
TRAP 2007-13A A3	2.34 mm	3.00 mm principal	1.05	ABS-collateralized bond/debt obligation	Long	Cayman Islands
VCC 2016-2 M5	2.24 mm	2.14 mm principal	1.01	ABS-other	Long	USA
HBCT 2015-HB7 A7	2.16 mm	2.37 mm principal	0.97	ABS-other	Long	USA
MMLT 2003-1 M1	2.13 mm	2.16 mm principal	0.96	ABS-other	Long	USA
MS Float 11/29/36	2.10 mm	1.94 mm principal	0.94	Debt	Long	USA
GMACM 2005-AR4 3A1	2.08 mm	2.11 mm principal	0.94	ABS-other	Long	USA
ZAIS2 2014-2A CR	2.01 mm	2.00 mm principal	0.91	ABS-collateralized bond/debt obligation	Long	Cayman Islands
RCMT 2015-2 E	2.00 mm	2.00 mm principal	0.90	ABS-other	Long	USA
NOHT 2019-HNLA A	1.99 mm	2.00 mm principal	0.90	ABS-other	Long	USA
BAYV 2005-A M1	1.94 mm	2.12 mm principal	0.87	ABS-other	Long	USA
COMM 2013-GAM A2	1.86 mm	1.87 mm principal	0.84	ABS-other	Long	USA
GSMPS 2000-1 A	1.69 mm	1.75 mm principal	0.76	ABS-other	Long	USA
MS Float 11/28/34	1.67 mm	1.76 mm principal	0.75	Debt	Long	USA
MSBAM 2013-C10 C	1.55 mm	1.80 mm principal	0.70	ABS-other	Long	USA
RCMT 2019-6 D	1.53 mm	1.50 mm principal	0.69	ABS-other	Long	USA
CTWTR 2014-1A A2R	1.50 mm	1.50 mm principal	0.68	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CWALT 2004-24CB 1A1	1.49 mm	1.43 mm principal	0.67	ABS-other	Long	USA
FCRT 2020-1 F	1.43 mm	1.40 mm principal	0.64	ABS-other	Long	USA
MS 10 05/29/30	1.41 mm	1.39 mm principal	0.64	Debt	Long	USA
ZCCP 2015-1A BR	1.36 mm	1.37 mm principal	0.61	ABS-other	Long	Cayman Islands
LMAT 2019-SL3 A	1.35 mm	1.34 mm principal	0.61	ABS-other	Long	USA
BAYC 2007-3 M4	1.34 mm	1.49 mm principal	0.60	ABS-other	Long	USA
MS 9 08/31/36	1.31 mm	1.21 mm principal	0.59	Debt	Long	USA
BAYC 2007-2A M1	1.27 mm	1.45 mm principal	0.57	ABS-other	Long	USA
HLA 2014-3A D	1.23 mm	1.50 mm principal	0.56	ABS-collateralized bond/debt obligation	Long	Cayman Islands
ASPEN 2002-1X B1	1.20 mm	1.12 mm principal	0.54	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CSMC 2010-16 B9	1.15 mm	1.35 mm principal	0.52	ABS-other	Long	USA
CSFB 2003-19 1A19	1.13 mm	1.09 mm principal	0.51	ABS-other	Long	USA
C FLOAT 11/26/33	1.03 mm	1.04 mm principal	0.46	Debt	Long	USA
MS Float 09/27/28	1.01 mm	1.01 mm principal	0.46	Debt	Long	USA
MCAS 2019-01 M10	1.01 mm	1.00 mm principal	0.46	ABS-other	Long	USA
ZCCP 2019-1A D	1.01 mm	1.00 mm principal	0.45	ABS-collateralized bond/debt obligation	Long	Cayman Islands
DPATH 2018-1A C	1.01 mm	1.00 mm principal	0.45	ABS-collateralized bond/debt obligation	Long	Cayman Islands
JFIN 2014-2A C	1.00 mm	1.00 mm principal	0.45	ABS-collateralized bond/debt obligation	Long	Cayman Islands
ZCCP 2018-1A B	1.00 mm	1.00 mm principal	0.45	Debt	Long	Cayman Islands
LMAT 2021-GS1 A1	998.38 k	991.14 k principal	0.45	ABS-other	Long	USA
DB Float 08/28/34	997.27 k	1.16 mm principal	0.45	Debt	Long	Germany
CMHAT 2019-MH1 M	997.23 k	1.00 mm principal	0.45	ABS-other	Long	USA
DPATH 2020-1A C1	996.55 k	1.00 mm principal	0.45	ABS-collateralized bond/debt obligation	Long	Cayman Islands
MS FLOAT 09/29/37	996.00 k	996.00 k principal	0.45	Debt	Long	USA
MS Float 06/30/34	989.78 k	1.05 mm principal	0.45	Debt	Long	USA
T 1 1/8 02/15/31	969.38 k	1.00 mm principal	0.44	Debt	Long	USA
ZAIS 2018-11A C	961.77 k	1.00 mm principal	0.43	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CSAIL 2017-CX10 STNA	961.28 k	1.00 mm principal	0.43	ABS-other	Long	USA
BAFC 2006-I 4A1	951.89 k	1.09 mm principal	0.43	ABS-other	Long	USA
DB Float 11/26/34	916.55 k	961.00 k principal	0.41	Debt	Long	Germany
IBRD Float 06/30/34	915.80 k	964.00 k principal	0.41	Debt	Long	N/A
JPMCC 2006-LDP9 AMS	897.93 k	1.19 mm principal	0.40	ABS-other	Long	USA
ESLFT 2012-1 B	880.06 k	760.00 k principal	0.40	ABS-other	Long	USA
CDCMC 2004-HE1 M1	878.93 k	797.31 k principal	0.40	ABS-other	Long	USA
WFRBS 2012-C7 C	866.94 k	1.10 mm principal	0.39	ABS-other	Long	USA
TMCL 2019-1A A	858.03 k	853.33 k principal	0.39	ABS-other	Long	Bermuda
CWALT 2004-J10 5CB1	827.54 k	805.91 k principal	0.37	ABS-other	Long	USA
MS Float 02/29/36	816.00 k	816.00 k principal	0.37	Debt	Long	USA
ZCCP 2019-1A C	803.19 k	800.00 k principal	0.36	ABS-collateralized bond/debt obligation	Long	Cayman Islands
RAAC 2007-RP3 A	793.90 k	806.76 k principal	0.36	ABS-other	Long	USA
AMMST 2020-MF1 E	780.90 k	1.00 mm principal	0.35	ABS-other	Long	USA
C Float 07/31/34	778.00 k	800.00 k principal	0.35	Debt	Long	USA
MS 9 01/31/37	771.12 k	714.00 k principal	0.35	Debt	Long	USA
PRET 2020-NPL1 A1	759.71 k	755.95 k principal	0.34	ABS-other	Long	USA
CSMC 2016-NXSR XE	737.36 k	18.01 mm principal	0.33	ABS-other	Long	USA
SNMLT 2006-3A A2	737.27 k	736.66 k principal	0.33	ABS-other	Long	USA
MS Float 02/27/35	736.18 k	778.00 k principal	0.33	Debt	Long	USA
BLUEM 2013-2A A2R	731.72 k	750.00 k principal	0.33	ABS-collateralized bond/debt obligation	Long	Cayman Islands
HLA 2013-1A C	716.97 k	750.00 k principal	0.32	ABS-collateralized bond/debt obligation	Long	Cayman Islands
PHHMC 2005-4 A8	702.13 k	689.92 k principal	0.32	ABS-other	Long	USA
BFAT 2007-SR1A A	681.78 k	716.85 k principal	0.31	ABS-other	Long	USA
MS 10 01/30/35	657.28 k	675.00 k principal	0.30	Debt	Long	USA
VERUS 2020-INV1 M1	643.83 k	593.00 k principal	0.29	ABS-other	Long	USA
JEF 6 02/28/38	632.46 k	762.00 k principal	0.28	Debt	Long	USA
WAMU 2003-S4 CB1	628.23 k	608.18 k principal	0.28	ABS-other	Long	USA
MALT 2004-6 6A1	624.39 k	628.02 k principal	0.28	ABS-other	Long	USA
AMMST 2020-MF1 D	622.92 k	723.00 k principal	0.28	ABS-other	Long	USA
CWALT 2004-28CB 2A4	618.08 k	606.16 k principal	0.28	ABS-other	Long	USA
SNMLT 2005-2A A3	613.14 k	585.71 k principal	0.28	ABS-other	Long	USA
LLOYDS FLOAT 11/27/33	612.59 k	655.00 k principal	0.28	Debt	Long	UK
C 12 11/21/38	610.39 k	615.00 k principal	0.27	Debt	Long	USA
ESLFT 2017-A A	605.14 k	645.19 k principal	0.27	ABS-other	Long	USA
CMLTI 2004-RR1 2A1	599.54 k	641.24 k principal	0.27	ABS-other	Long	USA
MALT 2004-3 6A1	585.16 k	553.89 k principal	0.26	ABS-other	Long	USA
MS Float 04/30/35	574.56 k	532.00 k principal	0.26	Debt	Long	USA
RBSGC 2008-A A1	571.83 k	587.94 k principal	0.26	ABS-other	Long	USA
DB Float 03/27/35	569.70 k	633.00 k principal	0.26	Debt	Long	Germany
ARSI 2003-W3 M5	568.70 k	571.95 k principal	0.26	ABS-other	Long	USA
VSTA 2020-1 M1	565.83 k	538.00 k principal	0.25	ABS-other	Long	USA
MHL 2005-3 M2	556.65 k	566.19 k principal	0.25	ABS-other	Long	USA
BAYC 2007-3 M2	554.54 k	612.46 k principal	0.25	ABS-other	Long	USA
CMLTI 2009-4 7A5	554.32 k	553.24 k principal	0.25	ABS-other	Long	USA
CSFB 2001-33 3B1	553.77 k	558.56 k principal	0.25	ABS-other	Long	USA
BAYV 2004-B A1	550.61 k	638.91 k principal	0.25	ABS-other	Long	USA
CFMT 2018-RM2 D	549.95 k	547.59 k principal	0.25	ABS-other	Long	USA
SAIL 2003-BC9 M3	545.31 k	527.27 k principal	0.25	ABS-other	Long	USA
CWHL 2005-J2 3A12	526.91 k	675.95 k principal	0.24	ABS-other	Long	USA
MS 14 04/30/33	519.79 k	498.00 k principal	0.23	Debt	Long	USA
BACR Float 09/13/28	519.75 k	525.00 k principal	0.23	Debt	Long	UK
STCR 2018-2A D	502.37 k	500.00 k principal	0.23	ABS-collateralized bond/debt obligation	Long	Cayman Islands
ZAIS 2019-13A D1	500.71 k	500.00 k principal	0.23	ABS-collateralized bond/debt obligation	Long	Cayman Islands
PEAKS 2017-2A CR	500.37 k	500.00 k principal	0.23	ABS-collateralized bond/debt obligation	Long	Cayman Islands
TRMF 2011-1A A2	480.90 k	474.28 k principal	0.22	ABS-other	Long	USA
MS 10 12/31/34	478.79 k	508.00 k principal	0.22	Debt	Long	USA
ECLO 2018-3A D	473.11 k	500.00 k principal	0.21	ABS-collateralized bond/debt obligation	Long	Cayman Islands
BCAP 2010-RR2 5A2	472.89 k	469.28 k principal	0.21	ABS-other	Long	USA
CSFB 2002-9 1A2	437.58 k	425.83 k principal	0.20	ABS-other	Long	USA
HCCLT 2019-1 M5	436.41 k	500.00 k principal	0.20	ABS-other	Long	USA
MS Float 03/31/35	417.20 k	438.00 k principal	0.19	Debt	Long	USA
MS Float 09/30/34	402.93 k	417.00 k principal	0.18	Debt	Long	USA
CS 10 04/29/31	402.33 k	380.00 k principal	0.18	Debt	Long	Switzerland
RASC 2005-EMX1 M6	398.40 k	414.78 k principal	0.18	ABS-other	Long	USA
CMLTI 2010-7 11A2	390.65 k	393.20 k principal	0.18	ABS-other	Long	USA
CSFB 2003-25 1A11	380.18 k	359.85 k principal	0.17	ABS-other	Long	USA
C Float 06/11/33	378.40 k	430.00 k principal	0.17	Debt	Long	USA
IMT 2004-4E A1	378.09 k	330.45 k principal	0.17	ABS-other	Long	Australia
BAMLL 2016-FR13 A	373.02 k	381.00 k principal	0.17	ABS-other	Long	USA
MS Float 06/30/30	370.26 k	363.00 k principal	0.17	Debt	Long	USA
AGO Float 12/15/66	367.20 k	480.00 k principal	0.17	Debt	Long	USA
GS 0 03/19/29	362.26 k	365.00 k principal	0.16	Debt	Long	USA
SARM 2005-15 1A1	354.56 k	464.35 k principal	0.16	ABS-other	Long	USA
CSFB 2004-6 1A3	353.63 k	352.16 k principal	0.16	ABS-other	Long	USA
FNW 2005-W3 3A	352.46 k	332.71 k principal	0.16	ABS-other	Long	USA
BAYC 2004-1 A	350.39 k	350.10 k principal	0.16	ABS-other	Long	USA
BMD2 2019-FRR1 5A1	339.52 k	330.00 k principal	0.15	ABS-other	Long	USA
MS 9 06/30/36	336.00 k	336.00 k principal	0.15	Debt	Long	USA
SAST 2003-3 AF5	334.95 k	331.66 k principal	0.15	ABS-other	Long	USA
AAA 2005-1A 1A3A	334.65 k	361.73 k principal	0.15	ABS-other	Long	USA
LMT 2006-2 2A3	332.73 k	325.43 k principal	0.15	ABS-other	Long	USA
MABS 2005-NC1 M2	323.21 k	328.66 k principal	0.15	ABS-other	Long	USA
KNFP FLOAT 07/31/34	322.26 k	328.00 k principal	0.15	Debt	Long	USA
MSAC 2003-SD1 M2	321.99 k	319.15 k principal	0.15	ABS-other	Long	USA
COLT 2020-2 M1	321.28 k	300.00 k principal	0.14	ABS-other	Long	USA
IMSA 2003-2 A2	319.25 k	311.44 k principal	0.14	ABS-other	Long	USA
IMSA 2006-1 2A1	316.84 k	334.54 k principal	0.14	ABS-other	Long	USA
MS FLOAT 09/30/34	315.72 k	385.00 k principal	0.14	Debt	Long	USA
GSMS 2014-GC20 D	313.95 k	550.00 k principal	0.14	ABS-other	Long	USA
NCHET 2003-B M1	313.55 k	332.62 k principal	0.14	ABS-other	Long	USA
MS 9 09/30/36	312.12 k	289.00 k principal	0.14	Debt	Long	USA
BSABS 2001-A B	306.51 k	293.37 k principal	0.14	ABS-other	Long	USA
CFMT 2020-HB3 M3	303.15 k	300.00 k principal	0.14	ABS-other	Long	USA
FAHB 2021-HB1 M3	300.00 k	300.00 k principal	0.14	ABS-other	Long	USA
CS Float 09/30/30	297.00 k	300.00 k principal	0.13	Debt	Long	Switzerland
MS Float 08/19/30	296.89 k	290.00 k principal	0.13	Debt	Long	USA
BSABS 2006-AC2 21A6	296.34 k	606.91 k principal	0.13	ABS-other	Long	USA
MS Float 01/30/35	296.02 k	304.00 k principal	0.13	Debt	Long	USA
CSAIL 2015-C1 D	294.59 k	421.60 k principal	0.13	ABS-other	Long	USA
CWHL 2004-J5 A4	294.47 k	292.12 k principal	0.13	ABS-other	Long	USA
MS Float 07/31/35	290.78 k	268.00 k principal	0.13	Debt	Long	USA
MS 10 09/30/30	289.63 k	285.00 k principal	0.13	Debt	Long	USA
MS 8 07/31/37	285.69 k	267.00 k principal	0.13	Debt	Long	USA
CMSI 2007-4 1A5	283.32 k	281.20 k principal	0.13	ABS-other	Long	USA
JEF 5 03/20/40	282.21 k	280.00 k principal	0.13	Debt	Long	USA
MSBAM 2013-C9 B	281.26 k	273.00 k principal	0.13	ABS-other	Long	USA
MHL 2004-2 B2	280.64 k	270.90 k principal	0.13	ABS-other	Long	USA
MS 10 02/28/34	275.50 k	290.00 k principal	0.12	Debt	Long	USA
MALT 2005-2 6A1	273.59 k	300.34 k principal	0.12	ABS-other	Long	USA
MARP 2006-2 2A1	272.31 k	272.18 k principal	0.12	ABS-other	Long	USA
CSFB 2003-AR18 3A1	269.16 k	263.97 k principal	0.12	ABS-other	Long	USA
CFMT 2019-RM3 D	267.51 k	267.12 k principal	0.12	ABS-other	Long	USA
WFRBS 2011-C5 B	264.58 k	260.00 k principal	0.12	ABS-other	Long	USA
AAA 2005-1A 1A3B	264.10 k	287.53 k principal	0.12	ABS-other	Long	USA
ARMT 2005-6A 2A2	257.00 k	658.41 k principal	0.12	ABS-other	Long	USA
JEF 8 09/30/37	255.44 k	248.00 k principal	0.12	Debt	Long	USA
UBSBB 2012-C2 D	253.46 k	445.00 k principal	0.11	ABS-other	Long	USA
MALT 2004-1 4A1	252.17 k	242.16 k principal	0.11	ABS-other	Long	USA
SCRT 2020-2 M	249.71 k	250.00 k principal	0.11	ABS-other	Long	USA
CWALT 2005-27 2A1	243.06 k	263.33 k principal	0.11	ABS-other	Long	USA
JEF 8 08/31/37	240.45 k	229.00 k principal	0.11	Debt	Long	USA
GSMPS 2004-4 1A2	238.73 k	223.28 k principal	0.11	ABS-other	Long	USA
MALT 2003-3 B2	236.24 k	240.98 k principal	0.11	ABS-other	Long	USA
SLMA 2010-C A5	233.66 k	215.00 k principal	0.11	ABS-other	Long	USA
CSFB 2004-4 1A5	230.67 k	222.20 k principal	0.10	ABS-other	Long	USA
BMIR 2019-4A M1C	227.96 k	225.00 k principal	0.10	ABS-other	Long	Bermuda
MS FLOAT 10/31/34	226.01 k	233.00 k principal	0.10	Debt	Long	USA
MS Float 10/08/34	225.21 k	238.00 k principal	0.10	Debt	Long	USA
RMIR 2019-1 M1B	224.19 k	223.48 k principal	0.10	ABS-other	Long	Bermuda
CWHL 2005-8R A5	223.94 k	220.23 k principal	0.10	ABS-other	Long	USA
C 8 07/01/32	223.03 k	225.00 k principal	0.10	Debt	Long	USA
SPSAC 1997-2 M1F	222.13 k	213.33 k principal	0.10	ABS-other	Long	USA
CHASE 2004-S2 2A4	221.23 k	215.11 k principal	0.10	ABS-other	Long	USA
MS 10 08/31/30	219.51 k	216.00 k principal	0.10	Debt	Long	USA
NAA 2004-R1 A2	214.65 k	209.92 k principal	0.10	ABS-other	Long	USA
CHASE 2007-S3 AP	214.60 k	572.41 k principal	0.10	ABS-other	Long	USA
DELHE 1999-2 A1A	213.45 k	232.42 k principal	0.10	ABS-other	Long	USA
NWG FLOAT 04/04/25	210.94 k	212.00 k principal	0.10	Debt	Long	UK