0001752724-23-013479.txt : 20230126 0001752724-23-013479.hdr.sgml : 20230126 20230125194826 ACCESSION NUMBER: 0001752724-23-013479 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20221130 FILED AS OF DATE: 20230126 DATE AS OF CHANGE: 20230125 PERIOD START: 20230228 FILER: COMPANY DATA: COMPANY CONFORMED NAME: James Alpha Funds Trust CENTRAL INDEX KEY: 0001829774 IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FISCAL YEAR END: 0831 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-23611 FILM NUMBER: 23553670 BUSINESS ADDRESS: STREET 1: 515 MADISON AVENUE CITY: NEW YORK STATE: NY ZIP: 10022 BUSINESS PHONE: 888-814-8180 MAIL ADDRESS: STREET 1: 515 MADISON AVENUE CITY: NEW YORK STATE: NY ZIP: 10022 0001829774 S000073425 Easterly Snow Small Cap Value Fund C000230315 Easterly Snow Small Cap Value Fund Class C C000230316 Easterly Snow Small Cap Value Fund Class I C000230317 Easterly Snow Small Cap Value Fund Class R6 C000230318 Easterly Snow Small Cap Value Fund Class A NPORT-P 1 primary_doc.xml NPORT-P false 0001829774 XXXXXXXX S000073425 C000230318 C000230315 C000230317 C000230316 James Alpha Funds Trust 811-23611 0001829774 5493007JDS1R5QEQGK05 515 Madison Ave New York 10022 646-201-4042 Easterly Snow Small Cap Value Fund S000073425 549300IUIY6R0DB0YU35 2023-02-28 2022-11-30 N 22626447.33 15068.26 22611379.07 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 N Collegium Pharmaceutical Inc. 54930049FXZMTLW8D496 COLLEGIUM PHARMA 19459J104 5870.00000000 NS USD 128376.90000000 0.567753517388 Long EC CORP US N 1 N N N Ziff Davis Inc 5493008OJYGLHD7MXA18 ZIFF DAVIS INC 48123V102 2162.00000000 NS USD 199466.12000000 0.882149290330 Long EC CORP US N 1 N N N Wesco International, Inc. 529900TXOGREY3WNJ434 WESCO INTL 95082P105 1395.00000000 NS USD 179843.40000000 0.795366790513 Long EC CORP US N 1 N N N Umpqua Holdings Co 5299002ENJ7CY215BW86 UMPQUA HOLDINGS 904214103 26496.00000000 NS USD 537073.92000000 2.375237345485 Long EC CORP US N 1 N N N AMN Healthcare Services Inc 529900W3ARRTCNFH2I39 AMN HEALTHCARE 001744101 5008.00000000 NS USD 619489.60000000 2.739724976889 Long EC CORP US N 1 N N N Modine Manufacturing Co. Z35SZFYJR8GZZRSIUU09 MODINE MANUFACTURING CO 607828100 41266.00000000 NS USD 873601.22000000 3.863546833191 Long EC CORP US N 1 N N N Lincoln National Corporation EFQMQROEDSNBRIP7LE47 LINCOLN NATL CRP 534187109 5745.00000000 NS USD 223710.30000000 0.989370437368 Long EC CORP US N 1 N N N Co-Diagnostics Inc. 549300Z1JPESYWFM1R93 CO-DIAGNOSTICS I 189763105 25240.00000000 NS USD 75972.40000000 0.335991890476 Long EC CORP US N 1 N N N OFG Bancorp 549300Q4QEXJ37LEXQ06 OFG BANCORP 67103X102 8574.00000000 NS USD 248388.78000000 1.098512298745 Long EC CORP PR N 1 N N N Urban Outfitters Inc. 549300N3DUFR5U6NRN38 URBAN OUTFITTER 917047102 19094.00000000 NS USD 552580.36000000 2.443815382906 Long EC CORP US N 1 N N N American Eagle Outfitters Inc. 5299001Z9HXK01DHW793 AMER EAGLE OUTF 02553E106 47658.00000000 NS USD 753949.56000000 3.334381143520 Long EC CORP US N 1 N N N BankUnited Inc. 96OVUWEW5D4YX6PFXD91 BANKUNITED INC 06652K103 21521.00000000 NS USD 790251.12000000 3.494926680736 Long EC CORP US N 1 N N N American Equity Investment Life Holding Company 549300RK5RZQ740FPL83 AMER EQUITY INVT 025676206 21020.00000000 NS USD 851520.20000000 3.765892373764 Long EC CORP US N 1 N N N Cinemark Holdings Inc. 549300LL2QMPTYIE0K55 CINEMARK HOLDING 17243V102 52420.00000000 NS USD 713436.20000000 3.155208701739 Long EC CORP US N 1 N N N Pilgrims Pride Corporation 549300ZSLGV64ZL3HD75 PILGRIM'S PRIDE 72147K108 16402.00000000 NS USD 429076.32000000 1.897612342315 Long EC CORP US N 1 N N N Commercial Metals Company 549300OQS2LO07ZJ7N73 COMMERCIAL METAL 201723103 17092.00000000 NS USD 841268.24000000 3.720552547439 Long EC CORP US N 1 N N N HF Sinclair Corp. 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U246OE781574J2BUD366 HILLENBRAND INC 431571108 2500.00000000 NS USD 125000.00000000 0.552819001499 Long EC CORP US N 1 N N N ABM Inds Inc QF02R89VEIOROM77J447 ABM INDUSTRIES 000957100 18684.00000000 NS USD 881511.12000000 3.898528777351 Long EC CORP US N 1 N N N F N B Corp (Pennsylvania) PCYSKIGYNYFDTBLVZU83 FNB CORP 302520101 46644.00000000 NS USD 657680.40000000 2.908625776269 Long EC CORP US N 1 N N N Brinker International, Inc. 52990067JY6PBGJNTG76 BRINKER INTL 109641100 26344.00000000 NS USD 881206.80000000 3.897182906323 Long EC CORP US N 1 N N N Integra LifeSciences Holdings Corporation WB7IJCYY8YFTENS4O147 INTEGRA LIFESCIE 457985208 8167.00000000 NS USD 448694.98000000 1.984376886570 Long EC CORP US N 1 N N N Lions Gate Entertainment Corp. 5493000JSMHPHZURLM72 LIONS GATE ENTERTAINMENT- 535919401 89784.00000000 NS USD 685949.76000000 3.033648491215 Long EC CORP CA N 1 N N N CNO Financial Group, Inc. 11XPYHB76MPM4Y4P2897 CNO FINANCIAL GR 12621E103 37390.00000000 NS USD 877917.20000000 3.882634479224 Long EC CORP US N 1 N N N Old National Bancorp 549300MMK90CL5KMVX16 OLD NATL BANCORP 680033107 38140.00000000 NS USD 728855.40000000 3.223400915723 Long EC CORP US N 1 N N N Diodes Incorporated 549300XP2X1ARVH3BX23 DIODES INC 254543101 2609.00000000 NS USD 240628.07000000 1.064190155120 Long EC CORP US N 1 N N N Kennametal Inc 549300GZDSG25XUV0Y08 KENNAMETAL INC 489170100 4005.00000000 NS USD 105812.10000000 0.467959515748 Long EC CORP US N 1 N N N Crescent Point Energy Corp 549300FTKUHZK8OC7N74 CRESCENT POINT 22576C101 14447.00000000 NS USD 112253.19000000 0.496445571287 Long EC CORP CA N 1 N N N Super Micro Computer Inc. 54930022CZO1N2UGVW07 SUPER MICRO COMP 86800U104 11848.00000000 NS USD 1069045.04000000 4.727907292564 Long EC CORP US N 1 N N N First Commonwealth Financial Corp PA 549300ZHLQ42NXDETL24 FIRST COMMON FIN 319829107 32292.00000000 NS USD 475338.24000000 2.102208089689 Long EC CORP US N 1 N N N Delek US Holdings Inc. 5493003O53JMENV1N385 DELEK US HOLDING 24665A103 28699.00000000 NS USD 889095.02000000 3.932068969555 Long EC CORP US N 1 N N N Photronics Inc. 549300OK5JVNIBNY6F63 PHOTRONICS INC 719405102 49271.00000000 NS USD 926294.80000000 4.096586931440 Long EC CORP US N 1 N N N Silicon Motion Technology Corp. 5299005RBVBZQJTYFC89 SILICON MOTI-ADR 82706C108 9958.00000000 NS USD 628349.80000000 2.778909672226 Long EC CORP KY N 1 N N N ACCO Brands Corporation JCT8P4Y190IH4I1NX328 ACCO BRANDS CORP 00081T108 120112.00000000 NS USD 669023.84000000 2.958792729664 Long EC CORP US N 1 N N N 2022-12-28 James Alpha Funds Trust Erik Naviloff Erik Naviloff Asst Treasurer XXXX NPORT-EX 2 easterlysmallcap_nq.htm EASTERLY SNOW SMALL CAP_11.30.22_NPORT EX

 

EASTERLY SNOW SMALL CAP VALUE FUND
SCHEDULE OF INVESTMENTS (Unaudited)
November 30, 2022
 
Shares             Fair Value
    COMMON STOCKS — 94.0%      
    APPAREL & TEXTILE PRODUCTS - 0.8%      
2,593   Carter's, Inc.       $ 189,393
             
    AUTOMOTIVE - 3.9%      
41,266   Modine Manufacturing Company(a)         873,601
             
    BANKING - 15.2%      
21,521   BankUnited, Inc.         790,251
32,292   First Commonwealth Financial Corporation         475,338
46,644   FNB Corporation         657,680
8,574   OFG Bancorp         248,389
38,140   Old National Bancorp         728,855
26,496   Umpqua Holdings Corporation         537,074
             

3,437,587

    BIOTECH & PHARMA - 0.6%      
5,870   Collegium Pharmaceutical, Inc.(a)         128,377
             
    COMMERCIAL SUPPORT SERVICES - 6.6%      
18,684   ABM Industries, Inc.         881,511
5,008   AMN Healthcare Services, Inc.(a)         619,490
             

1,501,001

    ENTERTAINMENT CONTENT - 3.0%      
89,784   Lions Gate Entertainment Corporation, Class A(a)         685,950
             
    FOOD - 1.9%      
16,402   Pilgrim's Pride Corporation(a)         429,076
             
    HOME & OFFICE PRODUCTS - 3.0%      
120,112   ACCO Brands Corporation         669,024
             
    INDUSTRIAL SUPPORT SERVICES - 0.8%      
1,395   WESCO International, Inc.(a)         179,843
             
    INSURANCE - 9.8%      
21,020   American Equity Investment Life Holding Company         851,520

 

 
 

 

EASTERLY SNOW SMALL CAP VALUE FUND
SCHEDULE OF INVESTMENTS (Unaudited) (Continued)
November 30, 2022
 
Shares             Fair Value
    COMMON STOCKS — 94.0% (Continued)      
    INSURANCE - 9.8% (Continued)      
9,663   Argo Group International Holdings Ltd.       $ 262,640
37,390   CNO Financial Group, Inc.         877,918
5,745   Lincoln National Corporation         223,710
             

2,215,788

    LEISURE FACILITIES & SERVICES - 10.1%      
30,348   Bloomin' Brands, Inc.         683,437
26,344   Brinker International, Inc.(a)         881,207
52,420   Cinemark Holdings, Inc.(a)         713,436
             

2,278,080

    MACHINERY - 2.3%      
2,500   Hillenbrand, Inc.         125,000
4,005   Kennametal, Inc.         105,812
6,157   Terex Corporation         282,668
             

513,480

    MEDICAL EQUIPMENT & DEVICES - 2.3%      
25,240   Co-Diagnostics, Inc.(a)         75,972
8,167   Integra LifeSciences Holdings Corporation(a)         448,695
             

524,667

    METALS & MINING - 0.6%      
14,082   Alamos Gold, Inc., Class A         136,595
             
    OIL & GAS PRODUCERS - 10.1%      
14,447   Crescent Point Energy Corporation         112,253
28,699   Delek US Holdings, Inc.         889,095
12,326   HF Sinclair Corporation         768,403
73,599   Southwestern Energy Company(a)         509,305
             

2,279,056

    RETAIL - DISCRETIONARY - 5.8%      
47,658   American Eagle Outfitters, Inc.         753,950
19,094   Urban Outfitters, Inc.(a)         552,580
             

1,306,530

    SEMICONDUCTORS – 7.9%      
2,609   Diodes, Inc.(a)         240,628
49,271   Photronics, Inc.(a)         926,295

 

 
 

 

EASTERLY SNOW SMALL CAP VALUE FUND
SCHEDULE OF INVESTMENTS (Unaudited) (Continued)
November 30, 2022
 
Shares             Fair Value
    COMMON STOCKS — 94.0% (Continued)      
    SEMICONDUCTORS – 7.9% (Continued)      
9,958   Silicon Motion Technology Corporation - ADR       $ 628,350
             

1,795,273

    SOFTWARE - 0.9%      
2,162   Ziff Davis, Inc.(a)         199,466
             
    STEEL - 3.7%      
17,092   Commercial Metals Company         841,269
             
    TECHNOLOGY HARDWARE - 4.7%      
11,848   Super Micro Computer, Inc.(a)         1,069,045
             
               
    TOTAL COMMON STOCKS (Cost $19,097,412)    

  21,253,101

               
    TOTAL INVESTMENTS – 94.0% (Cost $19,097,412)     $ 21,253,101
    OTHER ASSETS IN EXCESS OF LIABILITIES- 6.0%    

1,358,278

    NET ASSETS - 100.0%        

$ 22,611,379

           

 

 

 

ADR  - American Depositary Receipt
LTD  - Limited Company

 

 

(a) Non-income producing security.