# EDGAR Filing Document

**Accession Number:** 0001829774
**File Stem:** 0001752724-23-013482
**Filing Date:** 2023-1
**Character Count:** 73013
**Document Hash:** 5c66359cdcc5ffe829de22cae63f6798
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-013482.hdr.sgml**: 20230126

**ACCESSION NUMBER**: 0001752724-23-013482

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230126

**DATE AS OF CHANGE**: 20230125

**PERIOD START**: 20221130

**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:** 23553673

**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

## Series and Classes Contracts Data

### Easterly Total Hedge Portfolio (Series ID: S000070608)

| Class ID   | Class Name                              | Ticker Symbol   |
|:---|:---|:---|
| C000224289 | Easterly Total Hedge Portfolio Class I  | JTHIX           |
| C000224290 | Easterly Total Hedge Portfolio Class R6 | JTHSX           |

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** James Alpha Funds Trust

- **b. Investment Company Act file number:** 811-23611

- **c. CIK number of Registrant:** 0001829774

- **d. LEI of Registrant:** 5493007JDS1R5QEQGK05

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 515 Madison Ave

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10022

  - **Telephone number:** 646-201-4042

**Item A.2. Information about the Series.**

- **a. Name of Series:** Easterly Total Hedge Portfolio

- **b. EDGAR series identifier (if any):** S000070608

- **c. LEI of Series:** 549300VKSG81W7NEC624

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2022-11-30

- **b. Date as of which information is reported:** 2022-11-30

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $43778081.04

**Total Liabilities:** $13526857.84

**Net Assets:** $30251223.20

**Cash Not Reported:** $1924638.38

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000224290 | -3.40%               | 2.62%                | 1.76%                |
| Class ID C000224289 | -3.35%               | 2.55%                | 1.79%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-9360.52                | $-1268966.89                               |
| Month 2  | $2764.12                 | $770651.90                                 |
| Month 3  | $-821.41                 | $778856.66                                 |

**Designated Index Information**

- **Index Name:** S&P 500 (TR)

- **Index Identifier:** 500TR

### Schedule of Portfolio Investments

| Name                                                   | Title                     | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| N/A                                                    | GSVIUS97                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               |  | US        |      2746 | NS      | $3581.81      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ishares Trust                                          | ISHARES LATIN AMERICA 40  | CUSIP: 464287390<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |       925 | NS      | $24188.75     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ishares S&P Gsci C                                     | ISHARES S&P GSCI COMMODIT | CUSIP: 46428R107<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |      7670 | NS      | $165595.30    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| IndexIQ ETF Trust                                      | IQ MERGER ARBITRAGE ETF   | CUSIP: 45409B800<br>LEI: 549300RB5MLWJ1UN5M66 | Long             | EC               | RF                | US        |      2753 | NS      | $86719.50     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| James Alpha Fds Tr                                     | ESTR HDG EQ F-R6          | CUSIP: 470258641<br>LEI: N/A                  | Long             | EC               | RF                | US        |     88200 | NS      | $953446.73    | 3.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Ishares Inc                                            | ISHARES MSCI JAPAN SMALL- | CUSIP: 464286582<br>LEI: 549300MGJZCNMJLBAJ67 | Long             | EC               | RF                | US        |        80 | NS      | $5156.02      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Exchange Listed Funds Trust                            | HIGH YIELD ETF            | CUSIP: 30151E814<br>LEI: 549300NACQI9T12KM079 | Long             | EC               | RF                | US        |     25274 | NS      | $674689.43    | 2.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Ishares Trust                                          | ISHARES RUSSELL MID-CAP V | CUSIP: 464287473<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |      4980 | NS      | $555768.00    | 1.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Victory Portfolios II                                  | VICTORYSHARES US          | CUSIP: 92647N824<br>LEI: 5493002SUQLUY3T5P040 | Long             | EC               | RF                | US        |      3067 | NS      | $198741.60    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Spdr Series Trust                                      | SPDR BLOOMBERG H          | CUSIP: 78468R622<br>LEI: 5493004JVD6CQEEJSS37 | Long             | EC               | RF                | US        |        35 | NS      | $3249.05      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ishares Trust                                          | BLACKROCK ULTRA           | CUSIP: 46434V878<br>LEI: 5493002YECWEEITPWL97 | Long             | EC               | RF                | US        |      5490 | NS      | $274939.20    | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Commodity Index Funds Trust              | UNITED STATES COMMODITY I | CUSIP: 911717106<br>LEI: N/A                  | Long             | EC               | RF                | US        |      1631 | NS      | $90561.28     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Global X Fds                                           | GLOBAL X MSCI NO          | CUSIP: 37950E101<br>LEI: 5493003RA4QUTSYF1N15 | Long             | EC               | RF                | US        |       772 | NS      | $20743.64     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Exchange Traded Fund Trust II                  | INVESCO VARIABLE RATE PRE | CUSIP: 46138G870<br>LEI: O540V2L4S174Y60FMD36 | Long             | EC               | RF                | US        |      1084 | NS      | $24303.28     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Flexshares Trust                                       | FLEXSHARES MORNINGSTAR EM | CUSIP: 33939L308<br>LEI: 5493007FU2RQX77I4604 | Long             | EC               | RF                | US        |       566 | NS      | $27207.62     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| First Trust Exchange-Traded Fund III                   | FIRST TRUST EMER          | CUSIP: 33739P202<br>LEI: 5493003Z20QMESC6XS29 | Long             | EC               | RF                | US        |       243 | NS      | $6342.30      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Merger Fund Vl                                         | MERGER FUND-INV           | CUSIP: 589509108<br>LEI: 549300TXJCENVSEMYP88 | Long             | EC               | RF                | US        |     52212 | NS      | $907959.17    | 3.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Exchange Traded Fund Trust II                  | INVESCO KBW BANK ETF      | CUSIP: 46138E628<br>LEI: O540V2L4S174Y60FMD36 | Long             | EC               | RF                | US        |       531 | NS      | $29725.38     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PIMCO ETF Trust                                        | PIMCO ENHANCED SHORT MATU | CUSIP: 72201R833<br>LEI: N/A                  | Long             | EC               | RF                | US        |         3 | NS      | $296.37       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Exchange Traded Fd Tr                          | INVESCO DWA ENERGY MOMENT | CUSIP: 46137V878<br>LEI: QPT4TMG79RF3UWNU0R52 | Long             | EC               | RF                | US        |       162 | NS      | $7826.22      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ishares Trust                                          | ISHARES MSCI UAE ETF      | CUSIP: 46434V761<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |      1280 | NS      | $20377.60     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ishares Trust                                          | ISHARES RUSSELL 2000 ETF  | CUSIP: 464287655<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |      1889 | NS      | $353941.93    | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard International Equity Index Funds              | VANGUARD FTSE EMERGING MA | CUSIP: 922042858<br>LEI: 549300UR5XWDVDO7NP96 | Long             | EC               | RF                | US        |      3842 | NS      | $155677.84    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Ishares Trust                                          | ISHARES MSCI INDONESIA ET | CUSIP: 46429B309<br>LEI: 549300MGJZCNMJLBAJ67 | Long             | EC               | RF                | US        |       796 | NS      | $18920.92     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Asset Management Deutschland AG              | ISHR APAC DIV             | CUSIP: D22655100<br>LEI: 549300NFJRUOWRTZM703 | Long             | EC               | RF                | DE        |         3 | NS      | $72.17        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ishares Trust                                          | ISHARES US INFRA          | CUSIP: 46435U713<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |        38 | NS      | $1450.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ishares Trust                                          | ISHARES PREFERRED & INCOM | CUSIP: 464288687<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |       413 | NS      | $13154.05     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Exchange Traded Fund Trust II                  | INVESCO S&P SMALLCAP ENER | CUSIP: 46138E164<br>LEI: O540V2L4S174Y60FMD36 | Long             | EC               | RF                | US        |      5602 | NS      | $61061.80     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                    | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    655719 | NC      | $-278.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ishares Trust                                          | ISHARES GLOBAL MATERIALS  | CUSIP: 464288695<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |       288 | NS      | $23976.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ishares Trust                                          | ISHARES BIOTECHN          | CUSIP: 464287556<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |      1889 | NS      | $257905.17    | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| DBX ETF Trust                                          | XTRACKERS HARVEST CSI 500 | CUSIP: 233051754<br>LEI: DNLQXYGHEZ10Q9SIK386 | Long             | EC               | RF                | US        |      1359 | NS      | $43678.26     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Ishares Trust                                          | ISHARES MSCI SAUDI ARABIA | CUSIP: 46434V423<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |       742 | NS      | $29257.06     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Wisdomtree Trust                                       | WISDOMTREE EMRG MKTS DEBT | CUSIP: 97717X867<br>LEI: 549300SEVJBU47TE8855 | Long             | EC               | RF                | US        |        50 | NS      | $1278.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ci Canadian Convertible Bond Etf                       | CI CANADIAN CONV          | CUSIP: 12554K100<br>LEI: 549300D2A2L1IINE8R06 | Long             | EC               | RF                | CA        |     38913 | NS      | $275396.06    | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Etf Managers Tr                                        | ETFMG ALTERNATIVE HARVEST | CUSIP: 26924G508<br>LEI: N/A                  | Long             | EC               | RF                | US        |       313 | NS      | $1812.27      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ishares Trust                                          | ISHARES S&P MID-CAP 400 G | CUSIP: 464287606<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |       277 | NS      | $20198.84     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Kraneshares Tr                                         | KRANESHARES CSI CHINA INT | CUSIP: 500767306<br>LEI: 549300VLDRC0RUX0E553 | Long             | EC               | RF                | US        |      3852 | NS      | $109435.32    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Exchange Traded Fund Trust II                  | INVESCO S&P SMALLCAP FINA | CUSIP: 46138E156<br>LEI: O540V2L4S174Y60FMD36 | Long             | EC               | RF                | US        |       213 | NS      | $11056.11     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| James Alpha Fds Tr                                     | ESTR-INC OPP-R6           | CUSIP: 470258765<br>LEI: N/A                  | Long             | EC               | RF                | US        |    200773 | NS      | $1993676.89   | 6.59%             |  |  |  | No            |                  1 | On Loan: No      |
| IndexIQ ETF Trust                                      | IQ CBRE NEXTGEN           | CUSIP: 45409B628<br>LEI: 549300RB5MLWJ1UN5M66 | Long             | EC               | RF                | US        |       729 | NS      | $14620.90     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ishares Trust                                          | ISHARES MSCI UNITED KINGD | CUSIP: 46429B416<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |      2238 | NS      | $71257.92     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| PIMCO ETF Trust                                        | PIMCO SHORT TERM MUNICIPA | CUSIP: 72201R874<br>LEI: N/A                  | Long             | EC               | RF                | US        |      2823 | NS      | $139390.42    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Exchange Traded Fund Trust II                  | INVESCO SOLAR ETF         | CUSIP: 46138G706<br>LEI: O540V2L4S174Y60FMD36 | Long             | EC               | RF                | US        |        30 | NS      | $2519.40      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ishares Gold Trust                                     | ISHARES GOLD TRU          | CUSIP: 464285204<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |      1742 | NS      | $58531.20     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Exchange Traded Fd Tr                          | INVESCO DWA CONSUMER CYCL | CUSIP: 46137V803<br>LEI: QPT4TMG79RF3UWNU0R52 | Long             | EC               | RF                | US        |        24 | NS      | $1642.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Spdr Index Shs Fds                                     | SPDR EURO STOXX 50 ETF    | CUSIP: 78463X202<br>LEI: 5493001XGU6MOBRXUU78 | Long             | EC               | RF                | US        |        12 | NS      | $480.60       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ishares Trust                                          | ISHARES MSCI EMERGING MAR | CUSIP: 464287234<br>LEI: 549300MGJZCNMJLBAJ67 | Long             | EC               | RF                | US        |        15 | NS      | $592.80       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Db Us Dollar Index Trust                       | INVESCO DB US DOLLAR INDE | CUSIP: 46141D203<br>LEI: 549300EQNVZBIIIK2J51 | Long             | EC               | RF                | US        |       574 | NS      | $16422.14     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Sector Spdr                                     | CONSUMER DISCRETIONARY SE | CUSIP: 81369Y407<br>LEI: 5493008JJKIPMEX3CO91 | Long             | EC               | RF                | US        |      1094 | NS      | $159909.98    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Asset Management Deutschland AG              | ISHARES STOXX EUROPE 600  | CUSIP: D3809F109<br>LEI: N/A                  | Long             | EC               | RF                | DE        |       653 | NS      | $21652.15     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ishares Trust                                          | ISHARES 0-5 YEAR TIPS BON | CUSIP: 46429B747<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |      4432 | NS      | $432917.76    | 1.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Alps Etf Trust                                         | ALPS MEDICAL BRE          | CUSIP: 00162Q593<br>LEI: 549300VF1907NYC4WM31 | Long             | EC               | RF                | US        |      7265 | NS      | $227030.52    | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Sector Spdr                                     | MATERIALS SELECT SECTOR S | CUSIP: 81369Y100<br>LEI: 5493008JJKIPMEX3CO91 | Long             | EC               | RF                | US        |       421 | NS      | $34837.75     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Ssga Active Etf Trust                                  | SPDR SSGA MULTI-ASSET REA | CUSIP: 78467V103<br>LEI: 549300MAXSRPQ75ICU67 | Long             | EC               | RF                | US        |      6253 | NS      | $183900.73    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Wisdomtree Trust                                       | WISDOMTREE BBG USD BULLIS | CUSIP: 97717W471<br>LEI: 549300SEVJBU47TE8855 | Long             | EC               | RF                | US        |      4127 | NS      | $117536.96    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Ishares Trust                                          | ISHARES IBOXX HIGH YLD CO | CUSIP: 464288513<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |      2442 | NS      | $184761.72    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Ishares Trust                                          | ISHARES MSCI IRELAND ETF  | CUSIP: 46429B507<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |        57 | NS      | $2649.12      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ishares Trust                                          | ISHARES MSCI INDIA ETF    | CUSIP: 46429B598<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |        56 | NS      | $2477.44      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ishares Trust                                          | ISHARES MSCI GLO          | CUSIP: 46434V316<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |       213 | NS      | $7224.96      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Wisdomtree Trust                                       | WISDOMTREE EUR S/C DIVIDE | CUSIP: 97717W869<br>LEI: 549300SEVJBU47TE8855 | Long             | EC               | RF                | US        |      1270 | NS      | $70142.10     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                    | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  37181974 | NC      | $-2394.79     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Ishares Inc                                            | ISHARES MSCI BRAZIL ETF   | CUSIP: 464286400<br>LEI: 549300MGJZCNMJLBAJ67 | Long             | EC               | RF                | US        |       678 | NS      | $21343.44     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Spdr S&P 500 Etf Trust                                 | SPDR S&P 500 ETF          | CUSIP: 78462F103<br>LEI: 549300NZAMSJ8FXPQQ63 | Long             | EC               | RF                | US        |       144 | NS      | $58705.92     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Proshares Trust                                        | PROSHARES MERGER ETF      | CUSIP: 74348A566<br>LEI: 5493005D9DS7C1P5AM59 | Long             | EC               | RF                | US        |     13378 | NS      | $524150.04    | 1.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Ishares Inc                                            | ISHARES MSCI TAIWAN ETF   | CUSIP: 46434G772<br>LEI: 549300MGJZCNMJLBAJ67 | Long             | EC               | RF                | US        |       443 | NS      | $22513.26     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Spdr Series Trust                                      | SPDR-SP1500 VAL           | CUSIP: 78464A128<br>LEI: 5493004JVD6CQEEJSS37 | Long             | EC               | RF                | US        |       113 | NS      | $16709.74     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| VanEck ETF Trust                                       | VANECK BRAZIL SM          | CUSIP: 92189F825<br>LEI: 549300ZLFKNTXC51ZN76 | Long             | EC               | RF                | US        |      2824 | NS      | $41997.40     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                    | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    197963 | NC      | $-3426.77     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Ishares Inc                                            | ISHARES MSCI AUSTRALIA ET | CUSIP: 464286103<br>LEI: 549300MGJZCNMJLBAJ67 | Long             | EC               | RF                | US        |       927 | NS      | $21960.63     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank plc                                      | IPATH SERIES B            | CUSIP: 06747R477<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | EC               | RF                | GB        |        39 | NS      | $581.88       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard Index Fds                                     | VANGUARD EXTENDED MARKET  | CUSIP: 922908652<br>LEI: 549300G6KNDK44WUN559 | Long             | EC               | RF                | US        |      3988 | NS      | $570244.12    | 1.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Wisdomtree Trust                                       | WISDOMTREE INDIA EARNINGS | CUSIP: 97717W422<br>LEI: 549300SEVJBU47TE8855 | Long             | EC               | RF                | US        |       799 | NS      | $27142.03     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| VanEck ETF Trust                                       | VANECK EGYPT IND          | CUSIP: 92189F775<br>LEI: 549300ZLFKNTXC51ZN76 | Long             | EC               | RF                | US        |      1517 | NS      | $28807.83     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| VanEck ETF Trust                                       | VANECK J. P. MOR          | CUSIP: 92189H300<br>LEI: 549300ZLFKNTXC51ZN76 | Long             | EC               | RF                | US        |       539 | NS      | $13065.36     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Spdr Series Trust                                      | SPDR S&P METALS & MINING  | CUSIP: 78464A755<br>LEI: 5493004JVD6CQEEJSS37 | Long             | EC               | RF                | US        |       740 | NS      | $39908.20     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Ishares Trust                                          | ISHARES CHINA LARGE-CAP E | CUSIP: 464287184<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |        89 | NS      | $2506.24      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VanEck ETF Trust                                       | VANECK MORTGAGE           | CUSIP: 92189F452<br>LEI: 549300ZLFKNTXC51ZN76 | Long             | EC               | RF                | US        |       415 | NS      | $5432.35      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First Trust Exchange-Traded Fund IV                    | FIRST TRUST LOW DURATION  | CUSIP: 33739Q200<br>LEI: 5493006CBTW7P2B31B80 | Long             | EC               | RF                | US        |     17540 | NS      | $829992.80    | 2.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Proshares Trust II                                     | PROSHARES ULTRAS          | CUSIP: 74347Y813<br>LEI: 549300SM22FHGJRWS154 | Long             | EC               | RF                | US        |       115 | NS      | $1610.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Advisorshares Trust                                    | ADVSHRS STAR GBL BUY-WRIT | CUSIP: 00768Y768<br>LEI: 549300K5KGUMX2I7WM68 | Long             | EC               | RF                | US        |       552 | NS      | $19876.47     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Spdr Series Trust                                      | SPDR OIL&GAS EXP          | CUSIP: 78468R556<br>LEI: 5493004JVD6CQEEJSS37 | Long             | EC               | RF                | US        |         3 | NS      | $456.36       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VanEck ETF Trust                                       | VANECK CHINEXT E          | CUSIP: 92189F627<br>LEI: 549300ZLFKNTXC51ZN76 | Long             | EC               | RF                | US        |      4911 | NS      | $152498.83    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Spdr Series Trust                                      | SPDR BLOOMBERG I          | CUSIP: 78468R200<br>LEI: 5493001XGU6MOBRXUU78 | Long             | EC               | RF                | US        |     40429 | NS      | $1229041.60   | 4.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ishares Trust                                          | ISHARES US FINANCIALS ETF | CUSIP: 464287788<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |        32 | NS      | $2572.16      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ishares Trust                                          | ISHARES CORE U.S. AGGREGA | CUSIP: 464287226<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |         9 | NS      | $884.61       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ishares Trust                                          | ISHARES MORTGAGE REAL EST | CUSIP: 46435G342<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |       265 | NS      | $6760.15      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ishares Inc                                            | ISHARES MSCI EMERGING MKT | CUSIP: 464286475<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |      1086 | NS      | $54278.28     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Ishares Trust                                          | ISHARES MBS ETF           | CUSIP: 464288588<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |        31 | NS      | $2913.69      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wisdomtree Trust                                       | WISDOMTREE INTEREST RATE  | CUSIP: 97717W430<br>LEI: 549300SEVJBU47TE8855 | Long             | EC               | RF                | US        |      2895 | NS      | $60997.65     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Ishares Trust                                          | ISHARES GLOBAL TIMBER & F | CUSIP: 464288174<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |        48 | NS      | $3646.56      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard International Equity Index Funds              | VANGUARD TOT WORLD STK ET | CUSIP: 922042742<br>LEI: 549300UR5XWDVDO7NP96 | Long             | EC               | RF                | US        |      1669 | NS      | $151645.34    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Kraneshares Tr                                         | KRANESHARES GLOB          | CUSIP: 500767678<br>LEI: 549300VLDRC0RUX0E553 | Long             | EC               | RF                | US        |       550 | NS      | $24904.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                    | CURRENCY CONTRACT - MXN   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      3803 | NC      | $15.80        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ssga Spdr Etfs Europe I Plc                            | SPDR BBG ? 3/64 45/64 HY  | CUSIP: G8406H686<br>LEI: 549300ODGF1B2SI0XW92 | Long             | EC               | RF                | IE        |      3602 | NS      | $187778.36    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| First Trust Exchange-Traded Fund III                   | FIRST TRUST MUNI          | CUSIP: 33739P301<br>LEI: 5493003Z20QMESC6XS29 | Long             | EC               | RF                | US        |       577 | NS      | $26893.97     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Litman Gregory Fds Tr                                  | IMGP DBI MANAGED          | CUSIP: 53700T827<br>LEI: 549300RB4CD8N2IPVU55 | Long             | EC               | RF                | US        |      8761 | NS      | $273693.64    | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Db Multi-Sector Comm Tr                        | INVESCO DB AGRICULTURE FU | CUSIP: 46140H106<br>LEI: 549300W6SL18JV44UR66 | Long             | EC               | RF                | US        |         6 | NS      | $120.30       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Proshares Trust II                                     | PROSHARES ULTRAS          | CUSIP: 74347Y797<br>LEI: 549300SM22FHGJRWS154 | Long             | EC               | RF                | US        |       740 | NS      | $17871.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| First Trust Exchange-Traded Fund II                    | FIRST TR GL DVD           | CUSIP: 33734X200<br>LEI: 549300HY3NFBU00W8S30 | Long             | EC               | RF                | US        |      3173 | NS      | $70630.98     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Ishares Trust                                          | ISHARES U.S. FINANCIAL SE | CUSIP: 464287770<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |       110 | NS      | $18610.90     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Global X Fds                                           | GLOBAL X SUPERDIVIDEND US | CUSIP: 37950E291<br>LEI: 5493003RA4QUTSYF1N15 | Long             | EC               | RF                | US        |        72 | NS      | $1410.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ishares S&P/TSX Small Cap Index ETF                    | ISHARES S&P/TSX SMALLCAP  | CUSIP: 46428G200<br>LEI: 549300YTZPMRP8RYSY86 | Long             | EC               | RF                | CA        |       447 | NS      | $6018.00      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                    | GSVICVC2 SWAP A           | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               |  | US        |      5891 | NS      | $7894.61      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Vanguard Scottsdal                                     | VANGUARD LONG-TERM TREASU | CUSIP: 92206C847<br>LEI: 549300Y88GQ3VLJIBX57 | Long             | EC               | RF                | US        |      4156 | NS      | $263324.16    | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Proshares Trust                                        | PROSHARES SHORT 20+ TREAS | CUSIP: 74347X849<br>LEI: 5493005D9DS7C1P5AM59 | Long             | EC               | RF                | US        |      5372 | NS      | $119097.24    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Etf Tr II                                     | COLUMBIA INDIA CONSUMER E | CUSIP: 19762B707<br>LEI: 549300GSV266H3WG2I22 | Long             | EC               | RF                | US        |       903 | NS      | $47877.06     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| BBH                                                    | BBH SWEEP VEHICLE         | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | US        |     28910 | PA      | $28909.99     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Direxion Shares ETF Trust                              | DIREXION NASDAQ-100 EQ WE | CUSIP: 25459Y207<br>LEI: 549300M501IVJM50FG12 | Long             | EC               | RF                | US        |         4 | NS      | $274.04       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alps Etf Trust                                         | ALERIAN MLP ETF           | CUSIP: 00162Q452<br>LEI: 549300VF1907NYC4WM31 | Long             | EC               | RF                | US        |      1999 | NS      | $80059.95     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Ishares Trust                                          | ISHARES MSCI USA          | CUSIP: 46432F396<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |      2027 | NS      | $309644.52    | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ishares Trust                                          | ISHARES RUSSELL 2000 VALU | CUSIP: 464287630<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |      4539 | NS      | $678308.16    | 2.24%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                    | GSVISK1D SWAP A           | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               |  | US        |      4802 | NS      | $-4465.84     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| VanEck ETF Trust                                       | VANECK FALLEN AN          | CUSIP: 92189F437<br>LEI: 549300ZLFKNTXC51ZN76 | Long             | EC               | RF                | US        |        85 | NS      | $2335.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DBX ETF Trust                                          | XTRACKERS MSCI ALL CHINA  | CUSIP: 233051762<br>LEI: DNLQXYGHEZ10Q9SIK386 | Long             | EC               | RF                | US        |      2811 | NS      | $81215.69     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Exchange Traded Fund Trust II                  | INVESCO S&P SMALLCAP HEAL | CUSIP: 46138E149<br>LEI: O540V2L4S174Y60FMD36 | Long             | EC               | RF                | US        |       283 | NS      | $39823.76     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Ssga Active Etf Trust                                  | SPDR DOUBLELINE TR TACT E | CUSIP: 78467V848<br>LEI: 549300MAXSRPQ75ICU67 | Long             | EC               | RF                | US        |       132 | NS      | $5344.68      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ishares Trust                                          | ISHARES 7-10 YEAR TREASUR | CUSIP: 464287440<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |       379 | NS      | $36994.19     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                    | GSVIVV11                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               |  | US        |      2197 | NS      | $26233.08     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Invesco Exchange Traded Fund Trust II                  | INVESCO FTSE RAFI EMERGIN | CUSIP: 46138E727<br>LEI: O540V2L4S174Y60FMD36 | Long             | EC               | RF                | US        |     22759 | NS      | $411255.13    | 1.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Ssga Active Etf Trust                                  | SPDR BLACKSTONE           | CUSIP: 78467V608<br>LEI: 549300MAXSRPQ75ICU67 | Long             | EC               | RF                | US        |     10599 | NS      | $439646.52    | 1.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Ishares Inc                                            | ISHARES MSCI THAILAND ETF | CUSIP: 464286624<br>LEI: 549300MGJZCNMJLBAJ67 | Long             | EC               | RF                | US        |       427 | NS      | $31405.85     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Exchange Traded Fund Trust II                  | INVESCO KBW HIGH DIVIDEND | CUSIP: 46138E610<br>LEI: O540V2L4S174Y60FMD36 | Long             | EC               | RF                | US        |        97 | NS      | $1585.95      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Exchange Traded Fd Tr                          | INVESCO S&P 500 PURE VALU | CUSIP: 46137V258<br>LEI: QPT4TMG79RF3UWNU0R52 | Long             | EC               | RF                | US        |      1174 | NS      | $97571.14     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Exchange Traded Fd Tr                          | INVESCO DWA FINA          | CUSIP: 46137V860<br>LEI: QPT4TMG79RF3UWNU0R52 | Long             | EC               | RF                | US        |       384 | NS      | $16780.68     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ishares Trust                                          | ISHARES MSCI ALL COUNTRY  | CUSIP: 464288182<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |        35 | NS      | $2334.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                    | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     91961 | NC      | $-378.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Spdr Series Trust                                      | SPDR FACTSET INNOVATIVE T | CUSIP: 78464A110<br>LEI: 5493001XGU6MOBRXUU78 | Long             | EC               | RF                | US        |       745 | NS      | $76466.80     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| First Trust Exchange Traded Fund VI                    | FIRST TRUST DORS          | CUSIP: 33738R878<br>LEI: 549300ZLB3EUU3H8NE60 | Long             | EC               | RF                | US        |       265 | NS      | $9471.10      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                    | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      3240 | NC      | $12.90        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| First Trust Exchange-Traded Fund II                    | FIRST TRUST FINANCIAL ALP | CUSIP: 33734X135<br>LEI: 549300PGRVU1P76W4537 | Long             | EC               | RF                | US        |      2653 | NS      | $116625.88    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco FTSE RAFI Canadian Fundamental Index ETF - CAD | INVESCO FTSE RAF          | CUSIP: 46140K109<br>LEI: 9F443AVI6KXI3MYCLS29 | Long             | EC               | RF                | CA        |       533 | NS      | $13983.15     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Actively Managed Exchange-Traded Fd Tr         | INVESCO S&P 500           | CUSIP: 46090A705<br>LEI: 549300S7YWBLZ3UGI217 | Long             | EC               | RF                | US        |      5730 | NS      | $197283.90    | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Ishares Inc                                            | ISHARES J.P. MORGAN EM    | CUSIP: 464286285<br>LEI: 549300MGJZCNMJLBAJ67 | Long             | EC               | RF                | US        |       948 | NS      | $33473.88     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Spdr Gold Trust                                        | SPDR GOLD SHARES          | CUSIP: 78463V107<br>LEI: N/A                  | Long             | EC               | RF                | US        |       315 | NS      | $51915.15     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Global X Fds                                           | GLOBAL X URANIUM ETF      | CUSIP: 37954Y871<br>LEI: 5493003RA4QUTSYF1N15 | Long             | EC               | RF                | US        |      3544 | NS      | $76160.56     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Ishares Trust                                          | ISHARES RUSSELL 2000 GROW | CUSIP: 464287648<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |       700 | NS      | $160629.00    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Ishares Trust                                          | ISHA CURR HEDGED MSCI EAF | CUSIP: 46434V803<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |        20 | NS      | $681.80       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wisdomtree Trust                                       | WISDOMTREE JAPAN HEDGED S | CUSIP: 97717W521<br>LEI: 549300SEVJBU47TE8855 | Long             | EC               | RF                | US        |      1942 | NS      | $90613.72     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Exchange Traded Fd Tr                          | INVESCO S&P 500 EQUAL WEI | CUSIP: 46137V357<br>LEI: QPT4TMG79RF3UWNU0R52 | Long             | EC               | RF                | US        |      3478 | NS      | $517595.96    | 1.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Exchange Traded Fund Trust II                  | INVESCO S&P SMALLCAP INFO | CUSIP: 46138E115<br>LEI: O540V2L4S174Y60FMD36 | Long             | EC               | RF                | US        |       393 | NS      | $50693.07     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Spdr Series Trust                                      | SPDR S&P REGIONAL BANKING | CUSIP: 78464A698<br>LEI: 5493004JVD6CQEEJSS37 | Long             | EC               | RF                | US        |       751 | NS      | $48454.52     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Advisorshares Trust                                    | A/S PUR CANNABIS          | CUSIP: 00768Y495<br>LEI: 549300K5KGUMX2I7WM68 | Long             | EC               | RF                | US        |      3936 | NS      | $20216.48     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                    | GSVIKY1E                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               |  | US        |      3491 | NS      | $6843.07      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | GSVIU107                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               |  | US        |      3616 | NS      | $2768.30      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Highland Fds I                                         | HIGHLAND/IBOXX SENIOR LOA | CUSIP: 430101774<br>LEI: 549300D4RVXJJ0JOL180 | Long             | EC               | RF                | US        |      3239 | NS      | $47742.86     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| EA Series Trust                                        | GADSDEN MULTI AS          | CUSIP: 02072L870<br>LEI: 549300OFTR67XBWX5T25 | Long             | EC               | RF                | US        |      1812 | NS      | $56371.32     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Ishares Trust                                          | ISHARES 0-3M T/B          | CUSIP: 46436E718<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |     20812 | NS      | $2088900.44   | 6.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Exchange Traded Fd Tr                          | INVESCO S&P 500 BUYWRITE  | CUSIP: 46137V399<br>LEI: QPT4TMG79RF3UWNU0R52 | Long             | EC               | RF                | US        |      1484 | NS      | $30303.28     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ark Etf Tr                                             | ARK INNOVATION ETF        | CUSIP: 00214Q104<br>LEI: 2549000Z0EWMH3U0CQ16 | Long             | EC               | RF                | US        |       229 | NS      | $8582.92      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VanEck ETF Trust                                       | VANECK ISRAEL ET          | CUSIP: 92189F635<br>LEI: 549300ZLFKNTXC51ZN76 | Long             | EC               | RF                | US        |       465 | NS      | $17997.27     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AQR Fds                                                | AQR-MGD FUT-I             | CUSIP: 00203H859<br>LEI: 549300V0TAB4ICSX2404 | Long             | EC               | RF                | US        |     15935 | NS      | $153775.77    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| VanEck ETF Trust                                       | VANECK VIETNAM E          | CUSIP: 92189F817<br>LEI: 549300ZLFKNTXC51ZN76 | Long             | EC               | RF                | US        |      1076 | NS      | $13751.28     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| VanEck ETF Trust                                       | VANECK RUSSIA SM          | CUSIP: 92189F734<br>LEI: 549300ZLFKNTXC51ZN76 | Long             | EC               | RF                | US        |      1504 | NS      | $721.92       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Global X Fds                                           | GLOBAL X MSCI ARGENTINA E | CUSIP: 37950E259<br>LEI: 5493003RA4QUTSYF1N15 | Long             | EC               | RF                | US        |      1378 | NS      | $45322.42     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Asset Management Deutschland AG              | ISH EUR600 BASICRESOURCE  | CUSIP: D38097115<br>LEI: N/A                  | Long             | EC               | RF                | DE        |       144 | NS      | $9690.52      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ishares s&p/tsx capped matls index etf                 | iShares S&P/TSX Capped Ma | CUSIP: 46431E101<br>LEI: 549300YTZPMRP8RYSY86 | Long             | EC               | RF                | CA        |       269 | NS      | $3711.56      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wisdomtree Trust                                       | WISDOMTREE INTL S/C DVD F | CUSIP: 97717W760<br>LEI: 549300SEVJBU47TE8855 | Long             | EC               | RF                | US        |        85 | NS      | $4992.05      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ishares Inc                                            | ISHR MSCI F&S EM          | CUSIP: 464286145<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |      5294 | NS      | $139338.08    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Etf Trust                                | GS HDG IND V ETF          | CUSIP: 381430545<br>LEI: 549300VEZF7K2ES5WL82 | Long             | EC               | RF                | US        |      1826 | NS      | $135711.79    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Asset Management Deutschland AG              | ISHARES EURO STO          | CUSIP: D3803C102<br>LEI: 549300NFJRUOWRTZM703 | Long             | EC               | RF                | DE        |      5163 | NS      | $49429.89     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Spdr Series Trust                                      | SPDR S&P INSURANCE ETF    | CUSIP: 78464A789<br>LEI: 5493004JVD6CQEEJSS37 | Long             | EC               | RF                | US        |       361 | NS      | $15389.43     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Exchange Traded Fund Trust II                  | INVESCO SENIOR LOAN ETF   | CUSIP: 46138G508<br>LEI: O540V2L4S174Y60FMD36 | Long             | EC               | RF                | US        |        74 | NS      | $1540.68      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Trust Exchange-Traded Fund III                   | FT-PREFERRED SECUR & INC  | CUSIP: 33739E108<br>LEI: 5493003Z20QMESC6XS29 | Long             | EC               | RF                | US        |     10460 | NS      | $177297.00    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Ishares Trust                                          | ISHARES FLOATING RATE BON | CUSIP: 46429B655<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |       873 | NS      | $44016.66     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Ishares Inc                                            | ISHARES MSCI JAPAN ETF    | CUSIP: 46434G822<br>LEI: 549300MGJZCNMJLBAJ67 | Long             | EC               | RF                | US        |      2416 | NS      | $134812.80    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank plc                                      | IPATH SERIES B BLOOMBERG  | CUSIP: 06746P522<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | EC               | RF                | GB        |        12 | NS      | $912.72       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Spdr Index Shs Fds                                     | SPDR S&P EMERGING ASIA PA | CUSIP: 78463X301<br>LEI: 5493004JVD6CQEEJSS37 | Long             | EC               | RF                | US        |      3012 | NS      | $299754.24    | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| First Trust Exchange-Traded Fund                       | FIRST TRUST DJ INTERNET I | CUSIP: 33733E302<br>LEI: 549300MZB4XDLRWOC672 | Long             | EC               | RF                | US        |       296 | NS      | $39193.36     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard Charlotte Funds                               | VANGUARD TOTAL INTL BOND  | CUSIP: 92203J407<br>LEI: 549300Z9BHDBGHMJLU94 | Long             | EC               | RF                | US        |      1429 | NS      | $70092.45     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Spdr Series Trust                                      | SPDR S&P RETAIL ETF       | CUSIP: 78464A714<br>LEI: 5493004JVD6CQEEJSS37 | Long             | EC               | RF                | US        |      1096 | NS      | $73738.88     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| IShares Core S&P/TSX Capped Composite Index ETF        | ISHARES CORE S&P/TSX CAPP | CUSIP: 46430J101<br>LEI: 549300YTZPMRP8RYSY86 | Long             | EC               | RF                | CA        |       186 | NS      | $4510.48      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Listed Fund Trust                                      | CORE ALTERNATIVE ETF      | CUSIP: 53656F847<br>LEI: 549300C5D73JL0P1YC11 | Long             | EC               | RF                | US        |       219 | NS      | $7130.64      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ishares plc                                            | ISHARES EURO STOXX MID CA | CUSIP: G49507273<br>LEI: 549300YDM1GFZR5B4U80 | Long             | EC               | RF                | IE        |       160 | NS      | $10013.14     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Exchange Traded Fund Trust II                  | INV-DWA S/C MOM           | CUSIP: 46138E842<br>LEI: O540V2L4S174Y60FMD36 | Long             | EC               | RF                | US        |       300 | NS      | $23358.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| VanEck ETF Trust                                       | VANECK EMERGING           | CUSIP: 92189F353<br>LEI: 549300ZLFKNTXC51ZN76 | Long             | EC               | RF                | US        |      3169 | NS      | $57010.31     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Simplify Exchange Traded Funds                         | SIMPLIFY-MF STRT          | CUSIP: 82889N699<br>LEI: 549300LDDEMEUCZQEO55 | Long             | EC               | RF                | US        |       799 | NS      | $21980.49     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Spdr Series Trust                                      | SPDR BLOOMBERG C          | CUSIP: 78464A359<br>LEI: 5493004JVD6CQEEJSS37 | Long             | EC               | RF                | US        |      6051 | NS      | $403238.64    | 1.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Global X Fds                                           | GLOBAL X SUPERINCOME PREF | CUSIP: 37950E333<br>LEI: 5493003RA4QUTSYF1N15 | Long             | EC               | RF                | US        |         2 | NS      | $19.91        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ishares Singapore                                      | iShares Barclays USD Asia | CUSIP: Y4179N109<br>LEI: N/A                  | Long             | EC               | RF                | SG        |     23069 | NS      | $143950.56    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank plc                                      | IPATH BBG COF TR          | CUSIP: 06746P563<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | EC               | RF                | GB        |         4 | NS      | $194.92       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Exchange Traded Fd Tr                          | INVESCO WATER RESOURCES E | CUSIP: 46137V142<br>LEI: QPT4TMG79RF3UWNU0R52 | Long             | EC               | RF                | US        |       211 | NS      | $11258.96     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ishares Trust                                          | ISHARES MICRO-CAP ETF     | CUSIP: 464288869<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |      1729 | NS      | $194668.11    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Wisdomtree Trust                                       | WISDOMTREE EM SMALL CAP   | CUSIP: 97717W281<br>LEI: 549300SEVJBU47TE8855 | Long             | EC               | RF                | US        |       150 | NS      | $6736.50      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ishares Trust                                          | ISHARES MSCI EAFE ETF     | CUSIP: 464287465<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |        74 | NS      | $4966.88      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ishares Trust                                          | ISHARES JP MORGAN USD EME | CUSIP: 464288281<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |      2491 | NS      | $215297.13    | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| American Beacon Funds                                  | AB-FL RT-Y                | CUSIP: 024525321<br>LEI: N/A                  | Long             | EC               | RF                | US        |     23974 | NS      | $198026.68    | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| VanEck ETF Trust                                       | VANECK AFRICA IN          | CUSIP: 92189F866<br>LEI: 549300ZLFKNTXC51ZN76 | Long             | EC               | RF                | US        |      1860 | NS      | $32568.60     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Ishares Trust                                          | ISHARES MSCI UNITED KINGD | CUSIP: 46435G334<br>LEI: 549300MGJZCNMJLBAJ67 | Long             | EC               | RF                | US        |        23 | NS      | $725.19       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ishares Trust                                          | ISHARES CMBS ETF          | CUSIP: 46429B366<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |        68 | NS      | $3137.52      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                    | DB SWAP 3305              | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               |  | US        |     58245 | NS      | $251259.75    | 0.83%             |  |  |  | No            |                  2 | On Loan: No      |
| First Trust Exchange-Traded Fund IV                    | FIRST TRUST SENIOR LOAN E | CUSIP: 33738D309<br>LEI: 5493006CBTW7P2B31B80 | Long             | EC               | RF                | US        |     37828 | NS      | $1704529.68   | 5.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Global X Fds                                           | GLOBAL X MSCI NIGERIA ETF | CUSIP: 37954Y665<br>LEI: 5493003RA4QUTSYF1N15 | Long             | EC               | RF                | US        |      2480 | NS      | $19294.40     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Investment Managers Series Trust II                    | AXS MERG FN-INST          | CUSIP: 46141T190<br>LEI: 549300SU7ER9OFETRU41 | Long             | EC               | RF                | US        |     86124 | NS      | $935311.36    | 3.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Spdr Index Shs Fds                                     | SPDR S&P EMERGING MARKETS | CUSIP: 78463X533<br>LEI: 5493004JVD6CQEEJSS37 | Long             | EC               | RF                | US        |       982 | NS      | $23892.06     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ishares Trust                                          | ISHARES RUSSELL MID-CAP G | CUSIP: 464287481<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |      2969 | NS      | $264834.80    | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                    | GS I-SELECT III SERI      | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               |  | US        |     18117 | NS      | $-46923.61    | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Ishares Trust                                          | ISHARES MSCI INDIA SMALL- | CUSIP: 46429B614<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |      3430 | NS      | $187072.20    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Ishares Trust                                          | ISHARES MSCI CHINA SMALL- | CUSIP: 46429B200<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |       589 | NS      | $20037.78     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ishares Trust                                          | ISHARES AGENCY BOND ETF   | CUSIP: 464288166<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |      4038 | NS      | $433035.12    | 1.43%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                    | SPW INDEX SWAP A          | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               |  | US        |        63 | NS      | $23089.77     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| VanEck ETF Trust                                       | VANECK RUSSIA ET          | CUSIP: 92189F403<br>LEI: 549300ZLFKNTXC51ZN76 | Long             | EC               | RF                | US        |      6095 | NS      | $2316.10      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                    | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    560011 | NC      | $4301.61      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Invesco Exchange Traded Fund Trust II                  | INVESCO KBW PROPERTY & CA | CUSIP: 46138E586<br>LEI: O540V2L4S174Y60FMD36 | Long             | EC               | RF                | US        |       131 | NS      | $11645.90     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard Index Fds                                     | VANGUARD REAL ESTATE ETF  | CUSIP: 922908553<br>LEI: 549300OM0CLBHZ9MZW59 | Long             | EC               | RF                | US        |       437 | NS      | $38490.96     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| DBX ETF Trust                                          | XTRACKERS HARVEST CSI 300 | CUSIP: 233051879<br>LEI: DNLQXYGHEZ10Q9SIK386 | Long             | EC               | RF                | US        |      7262 | NS      | $205659.84    | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| First Trust Multi Cap Growth Apphadex Fund             | FIRST TR MULTI            | CUSIP: 33733F101<br>LEI: 549300PGRVU1P76W4537 | Long             | EC               | RF                | US        |      1851 | NS      | $188154.15    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Exchange Traded Fund Trust II                  | INVESCO GLOBAL SHORT TERM | CUSIP: 46138E669<br>LEI: O540V2L4S174Y60FMD36 | Long             | EC               | RF                | US        |     55090 | NS      | $1064338.80   | 3.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Sector Spdr                                     | ENERGY SELECT SECTOR SPDR | CUSIP: 81369Y506<br>LEI: 5493008JJKIPMEX3CO91 | Long             | EC               | RF                | US        |       748 | NS      | $68180.20     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard Ftse Cdn High Divid Yield Index Etf           | VANGUARD FTSE CANADIAN HI | CUSIP: 92203Q104<br>LEI: 549300QF3ZHMNSZNGS90 | Long             | EC               | RF                | CA        |        80 | NS      | $2573.97      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Exchange Traded Fund Trust II                  | INVESCO S&P S C U&C SER E | CUSIP: 46138G409<br>LEI: O540V2L4S174Y60FMD36 | Long             | EC               | RF                | US        |        22 | NS      | $1257.33      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2022-12-28

**Name of Applicant:** James Alpha Funds Trust

**Signature:** Erik Naviloff

**Name of Signer:** Erik Naviloff

**Title:** Asst Treasurer