SPY US 03/20/20 P290

NPORT-P false 0001355064 XXXXXXXX S000058618 C000192550 C000192549 C000192548 MUTUAL FUND SERIES TRUST 811-21872 0001355064 5493002ZGLQMLR4QMA96 C/O GEMINI FUND SERVICES LLC 4020 SOUTH 147TH STREET STE 2 OMAHA 68137 631-549-1859 Catalyst/Exceed Defined Shield Index Fund S000058618 549300KZGTDXNBVYLM64 2020-06-30 2019-09-30 N 34583241.99 2504115.42 32079126.57 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 USD N N/A N/A SPY US 03/20/20 P290 N/A -98.00000000 NC USD -106036.00000000 -0.33054515922 Short DE CORP N/A N 1 INTERACTIVE BROKERS N/A Put Written SPDR SPDR S&P 500 ETF TRUST -98.00000000 290.00000000 USD 2020-03-20 XXXX 38584.98000000 N N N Edison International 549300I7ROF15MAEVP56 EIX 2 1/8 04/15/20 281020AK3 250000.00000000 PA USD 249537.79000000 0.777882120498 Long DBT CORP US N 2 2020-04-15 Fixed 2.12500000 N N N N N N Kinder Morgan Energy Partners LP 549300PDHUGWPWGOT525 KMI 6 1/2 04/01/20 28370TAA7 275000.00000000 PA USD 280668.05000000 0.874924226467 Long DBT CORP US N 2 2020-04-01 Fixed 6.50000000 N N N N N N Prudential Financial, Inc. 5PRBRS5FEH7NREC8OR45 PRU 5 3/8 06/21/20 74432QBM6 250000.00000000 PA USD 255832.40000000 0.797504256987 Long DBT CORP US N 2 2020-06-21 Fixed 5.37500000 N N N N N N State Street Corporation 549300ZFEEJ2IP5VME73 STT 2.55 08/18/20 857477AS2 400000.00000000 PA USD 401955.56000000 1.253012793608 Long DBT CORP US N 2 2020-08-18 Fixed 2.55000000 N N N N N N N/A N/A SPY US 01/17/20 P264 N/A 83.00000000 NC USD 25398.00000000 0.079172978555 Long DE CORP N/A N 1 INTERACTIVE BROKERS N/A Put Purchased SPDR SPDR S&P 500 ETF TRUST 83.00000000 264.00000000 USD 2020-01-17 XXXX -16661.73000000 N N N eBay Inc. OML71K8X303XQONU6T67 EBAY 2.15 06/05/20 278642AR4 200000.00000000 PA USD 200085.97000000 0.623726364754 Long DBT CORP US N 2 2020-06-05 Fixed 2.15000000 N N N N N N N/A N/A SPY US 09/18/20 C340 N/A -220.00000000 NC USD -52140.00000000 -0.16253559736 Short DE CORP N/A N 1 INTERACTIVE BROKERS N/A Call Written SPDR SPDR S&P 500 ETF TRUST -220.00000000 340.00000000 USD 2020-09-18 XXXX 12300.57000000 N N N Textron Inc. 3PPKBHUG1HD6BO7RNR87 TXT 3.65 03/01/21 883203BT7 300000.00000000 PA USD 305821.47000000 0.953334777780 Long DBT CORP US N 2 2021-03-01 Fixed 3.65000000 N N N N N N Williams Partners LP / Williams Partners Finance Corporation D71FAKCBLFS2O0RBPG08 WMB 5 1/4 03/15/20 96950FAD6 300000.00000000 PA USD 303947.06000000 0.947491694752 Long DBT CORP US N 2 2020-03-15 Fixed 5.25000000 N N N N N N N/A N/A SPY US 01/17/20 P261 N/A 50.00000000 NC USD 13350.00000000 0.041615846275 Long DE CORP N/A N 1 INTERACTIVE BROKERS N/A Put Purchased SPDR SPDR S&P 500 ETF TRUST 50.00000000 261.00000000 USD 2020-01-17 XXXX -15358.09000000 N N N Humana Inc. 529900YLDW34GJAO4J06 HUM 2 5/8 10/01/19 444859BC5 325000.00000000 PA USD 325000.00000000 1.013119853156 Long DBT CORP US N 2 2019-10-01 Fixed 2.62500000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 BAC 5 5/8 07/01/20 06051GEC9 250000.00000000 PA USD 256700.42000000 0.800210128663 Long DBT CORP US N 2 2020-07-01 Fixed 5.62500000 N N N N N N PNC Funding Corp. CFGNEKW0P8842LEUIA51 PNC 5 1/8 02/08/20 693476BJ1 500000.00000000 PA USD 505370.73000000 1.575388060822 Long DBT CORP US N 2 2020-02-08 Fixed 5.12500000 N N N N N N Pall Corporation FWZ0S7MV0RY2YFK8HG09 DHR 5 06/15/20 696429AC3 350000.00000000 PA USD 356669.22000000 1.111842054744 Long DBT CORP US N 2 2020-06-15 Fixed 5.00000000 N N N N N N N/A N/A SPY US 01/17/20 P302 N/A -54.00000000 NC USD -65070.00000000 -0.20284218106 Short DE CORP N/A N 1 INTERACTIVE BROKERS N/A Put Written SPDR SPDR S&P 500 ETF TRUST -54.00000000 302.00000000 USD 2020-01-17 XXXX -7248.76000000 N N N Cardinal Health, Inc. CCU46N3GJMF4OK4N7U60 CAH 2.4 11/15/19 14149YAZ1 225000.00000000 PA USD 224977.54000000 0.701320653195 Long DBT CORP US N 2 2019-11-15 Fixed 2.40000000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 T 1 3/8 03/31/20 912828J84 300000.00000000 PA USD 299279.30000000 0.932940924519 Long DBT UST US N 2 2020-03-31 Fixed 1.37500000 N N N N N N Anthem Inc 8MYN82XMYQH89CTMTH67 ANTM 4.35 08/15/20 94973VAS6 475000.00000000 PA USD 484435.54000000 1.510126963534 Long DBT CORP US N 2 2020-08-15 Fixed 4.35000000 N N N N N N N/A N/A SPY US 12/18/20 C328 N/A -107.00000000 NC USD -81694.50000000 -0.25466559951 Short DE CORP N/A N 2 INTERACTIVE BROKERS N/A Call Written SPDR SPDR S&P 500 ETF TRUST -107.00000000 328.00000000 USD 2020-12-18 XXXX -7481.73000000 N N N Amgen Inc. 62QBXGPJ34PQ72Z12S66 AMGN 2.2 05/11/20 031162CM0 493000.00000000 PA USD 492931.30000000 1.536610726992 Long DBT CORP US N 2 2020-05-11 Fixed 2.20000000 N N N N N N N/A N/A SPY US 06/19/20 C335 N/A -209.00000000 NC USD -36470.50000000 -0.11368919262 Short DE CORP N/A N 2 INTERACTIVE BROKERS N/A Call Written SPDR SPDR S&P 500 ETF TRUST -209.00000000 335.00000000 USD 2020-06-19 XXXX 8752.46000000 N N N Express Scripts Holding Co 5493003UA6VMND084504 CI 2.6 11/30/20 30219GAR9 400000.00000000 PA USD 401848.06000000 1.252677684734 Long DBT CORP US N 2 2020-11-30 Fixed 2.60000000 N N N N N N Delta Air Lines Inc Q2CCMS6R0AS67HJMBN42 DAL 2.6 12/04/20 247361ZL5 250000.00000000 PA USD 250515.03000000 0.780928462791 Long DBT CORP US N 2 2020-12-04 Fixed 2.60000000 N N N N N N General Electric Company 3C7474T6CDKPR9K6YT90 GE 5.55 05/04/20 36962G2T0 350000.00000000 PA USD 355073.77000000 1.106868571453 Long DBT CORP US N 2 2020-05-04 Fixed 5.55000000 N N N N N N United Parcel Service, Inc. D01LMJZU09ULLNCY6Z23 UPS 8 3/8 04/01/20 911308AA2 500000.00000000 PA USD 515824.34000000 1.607975014140 Long DBT CORP US N 2 2020-04-01 Fixed 8.37500000 N N N N N N The Walt Disney Company 549300GZKULIZ0WOW665 DIS 1.8 06/05/20 25468PDU7 200000.00000000 PA USD 199826.28000000 0.622916835232 Long DBT CORP US N 2 2020-06-05 Fixed 1.80000000 N N N N N N Georgia Power Company D981X4Z4RWS7PDMJUZ03 SO 2 03/30/20 373334KG5 250000.00000000 PA USD 249780.30000000 0.778638094946 Long DBT CORP US N 2 2020-03-30 Fixed 2.00000000 N N N N N N Ford Motor Credit Company LLC UDSQCVRUX5BONN0VY111 F 2.681 01/09/20 345397YE7 550000.00000000 PA USD 549997.02000000 1.714501231197 Long DBT CORP US N 2 2020-01-09 Fixed 2.68100000 N N N N N N N/A N/A SPY US 03/20/20 P263 N/A 5.00000000 NC USD 2655.00000000 0.008276409877 Long DE CORP N/A N 1 INTERACTIVE BROKERS N/A Put Purchased SPDR SPDR S&P 500 ETF TRUST 5.00000000 263.00000000 USD 2020-03-20 XXXX -943.38000000 N N N Protective Life Corporation 549300ZWIT8J8Y2EXL07 PL 7 3/8 10/15/19 743674AX1 400000.00000000 PA USD 400730.50000000 1.249193924047 Long DBT CORP US N 2 2019-10-15 Fixed 7.37500000 N N N N N N N/A N/A SPY US 12/18/20 C294 N/A 107.00000000 NC USD 268516.50000000 0.837044298616 Long DE CORP N/A N 2 INTERACTIVE BROKERS N/A Call Purchased SPDR SPDR S&P 500 ETF TRUST 107.00000000 294.00000000 USD 2020-12-18 XXXX 16881.30000000 N N N Vanguard Scottsdal 549300Y88GQ3VLJIBX57 VANGUARD S/T CORP BOND ET 92206C409 15890.00000000 NS USD 1287884.50000000 4.014711863147 Long EC RF US N 1 N N N N/A N/A SPY US 06/19/20 P290 N/A -157.00000000 NC USD -218230.00000000 -0.68028660170 Short DE CORP N/A N 1 INTERACTIVE BROKERS N/A Put Written SPDR SPDR S&P 500 ETF TRUST -157.00000000 290.00000000 USD 2020-06-19 XXXX 51587.85000000 N N N N/A N/A SPY US 01/17/20 C301 N/A 73.00000000 NC USD 58911.00000000 0.183642780521 Long DE CORP N/A N 1 INTERACTIVE BROKERS N/A Call Purchased SPDR SPDR S&P 500 ETF TRUST 73.00000000 301.00000000 USD 2020-01-17 XXXX -13876.78000000 N N N N/A N/A SPY US 01/17/20 C290 N/A 50.00000000 NC USD 77650.00000000 0.242057712608 Long DE CORP N/A N 1 INTERACTIVE BROKERS N/A Call Purchased SPDR SPDR S&P 500 ETF TRUST 50.00000000 290.00000000 USD 2020-01-17 XXXX 13979.09000000 N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 MUFG 2.19 09/13/21 606822AG9 300000.00000000 PA USD 299670.25000000 0.934159629770 Long DBT CORP JP N 2 2021-09-13 Fixed 2.19000000 N N N N N N N/A N/A SPY US 03/20/20 P262 N/A 95.00000000 NC USD 48925.00000000 0.152513504048 Long DE CORP N/A N 1 INTERACTIVE BROKERS N/A Put Purchased SPDR SPDR S&P 500 ETF TRUST 95.00000000 262.00000000 USD 2020-03-20 XXXX -23594.22000000 N N N KeyBank National Association HUX2X73FUCYHUVH1BK78 KEY 2 1/4 03/16/20 49327M2G8 500000.00000000 PA USD 500438.56000000 1.560013047450 Long DBT CORP US N 2 2020-03-16 Fixed 2.25000000 N N N N N N Duke Energy Carolinas LLC MWIUSDMN17TCR56VW396 DUK 4.3 06/15/20 26442CAJ3 250000.00000000 PA USD 253804.89000000 0.791183916576 Long DBT CORP US N 2 2020-06-15 Fixed 4.30000000 N N N N N N The Estee Lauder Companies Inc. 549300VFZ8XJ9NUPU221 EL 1.8 02/07/20 29736RAL4 330000.00000000 PA USD 329663.24000000 1.027656533230 Long DBT CORP US N 2 2020-02-07 Fixed 1.80000000 N N N N N N N/A N/A SPY US 03/20/20 P267 N/A 100.00000000 NC USD 59800.00000000 0.186414052980 Long DE CORP N/A N 1 INTERACTIVE BROKERS N/A Put Purchased SPDR SPDR S&P 500 ETF TRUST 100.00000000 267.00000000 USD 2020-03-20 XXXX 9703.73000000 N N N Caterpillar Financial Services Corporation EDBQKYOPJUCJKLOJDE72 CAT 2 03/05/20 14912L6J5 250000.00000000 PA USD 250108.22000000 0.779660317291 Long DBT CORP US N 2 2020-03-05 Fixed 2.00000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 JPM 2.2 10/22/19 48127HAA7 400000.00000000 PA USD 400009.49000000 1.246946325446 Long DBT CORP US N 2 2019-10-22 Fixed 2.20000000 N N N N N N Aon Corporation LTS3U8DGK38SETRUWX71 AON 5 09/30/20 037389AW3 250000.00000000 PA USD 257107.57000000 0.801479334042 Long DBT CORP US N 2 2020-09-30 Fixed 5.00000000 N N N N N N Celgene Corporation 4SIHMF0MOSTTL8CD0X64 CELG 2 7/8 08/15/20 151020AQ7 400000.00000000 PA USD 402271.54000000 1.253997795489 Long DBT CORP US N 2 2020-08-15 Fixed 2.87500000 N N N N N N Target Corporation 8WDDFXB5T1Z6J0XC1L66 TGT 3 7/8 07/15/20 87612EAV8 400000.00000000 PA USD 406160.82000000 1.266121816358 Long DBT CORP US N 2 2020-07-15 Fixed 3.87500000 N N N N N N Cigna Holding Company 45RS2W538ZOGNWLVIX82 CI 5 1/8 06/15/20 125509BM0 400000.00000000 PA USD 408763.34000000 1.274234630759 Long DBT CORP US N 2 2020-06-15 Fixed 5.12500000 N N N N N N Manufacturers and Traders Trust Company WWB2V0FCW3A0EE3ZJN75 MTB 2.05 08/17/20 55279HAN0 250000.00000000 PA USD 250190.76000000 0.779917618561 Long DBT CORP US N 2 2020-08-17 Fixed 2.05000000 N N N N N N International Business Machines Corporation VGRQXHF3J8VDLUA7XE92 IBM 1.9 01/27/20 459200JN2 250000.00000000 PA USD 249838.45000000 0.778819365467 Long DBT CORP US N 2 2020-01-27 Fixed 1.90000000 N N N N N N N/A N/A SPY US 06/19/20 C330 N/A -45.00000000 NC USD -11880.00000000 -0.03703342724 Short DE CORP N/A N 1 INTERACTIVE BROKERS N/A Call Written SPDR SPDR S&P 500 ETF TRUST -45.00000000 330.00000000 USD 2020-06-19 XXXX 1741.49000000 N N N SunTrust Bank IYDOJBGJWY9T8XKCSX06 STI 3.525 10/26/21 86787EBA4 300000.00000000 PA USD 304262.76000000 0.948475823791 Long DBT CORP US N 2 2021-10-26 Fixed 3.52500000 N N N N N N N/A N/A SPY US 06/19/20 P265 N/A 163.00000000 NC USD 126488.00000000 0.394300012264 Long DE CORP N/A N 1 INTERACTIVE BROKERS N/A Put Purchased SPDR SPDR S&P 500 ETF TRUST 163.00000000 265.00000000 USD 2020-06-19 XXXX -31942.78000000 N N N N/A N/A SPY US 09/18/20 P295 N/A -85.00000000 NC USD -158015.00000000 -0.49257887260 Short DE CORP N/A N 1 INTERACTIVE BROKERS N/A Put Written SPDR SPDR S&P 500 ETF TRUST -85.00000000 295.00000000 USD 2020-09-18 XXXX -5273.14000000 N N N United States Treasury Notes 254900HROIFWPRGM1V77 US TREASURY NOTE 912828XE5 500000.00000000 PA USD 498798.83000000 1.554901530475 Long DBT UST US N 2 2020-05-31 Fixed 1.50000000 N N N N N N General Motors Financial Company Inc 5493008B6JBRUJ90QL97 GM 3.7 11/24/20 37045XBD7 250000.00000000 PA USD 253188.07000000 0.789261108613 Long DBT CORP US N 2 2020-11-24 Fixed 3.70000000 N N N N N N N/A N/A SPY US 06/19/20 P294 N/A -97.00000000 NC USD -146615.50000000 -0.45704330409 Short DE CORP N/A N 2 INTERACTIVE BROKERS N/A Put Written SPDR SPDR S&P 500 ETF TRUST -97.00000000 294.00000000 USD 2020-06-19 XXXX 24585.77000000 N N N Raytheon Company YR6K3WJN0KKLUPZSNL57 RTN 4.4 02/15/20 755111BR1 350000.00000000 PA USD 353013.88000000 1.100447293132 Long DBT CORP US N 2 2020-02-15 Fixed 4.40000000 N N N N N N Life Technologies Corporation ZX5LQJBHZ3NFEMZ34U07 LIFTEC 6 03/01/20 53217VAC3 200000.00000000 PA USD 203087.79000000 0.633083913793 Long DBT CORP US N 2 2020-03-01 Fixed 6.00000000 N N N N N N N/A N/A SPY US 09/18/20 C300 N/A 135.00000000 NC USD 250425.00000000 0.780647813005 Long DE CORP N/A N 1 INTERACTIVE BROKERS N/A Call Purchased SPDR SPDR S&P 500 ETF TRUST 135.00000000 300.00000000 USD 2020-09-18 XXXX -7970.46000000 N N N N/A N/A SPY US 03/20/20 P291 N/A -2.00000000 NC USD -2232.00000000 -0.00695779542 Short DE CORP N/A N 1 INTERACTIVE BROKERS N/A Put Written SPDR SPDR S&P 500 ETF TRUST -2.00000000 291.00000000 USD 2020-03-20 XXXX 565.58000000 N N N Consolidated Edison, Inc. 54930033SBW53OO8T749 ED 2 03/15/20 209115AD6 600000.00000000 PA USD 599754.07000000 1.869608477934 Long DBT CORP US N 2 2020-03-15 Fixed 2.00000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 BAC 2 1/4 04/21/20 06051GFN4 250000.00000000 PA USD 250291.89000000 0.780232870286 Long DBT CORP US N 2 2020-04-21 Fixed 2.25000000 N N N N N N American Express Company R4PP93JZOLY261QX3811 AXP 3 02/22/21 025816CB3 250000.00000000 PA USD 253342.72000000 0.789743197799 Long DBT CORP US N 2 2021-02-22 Fixed 3.00000000 N N N N N N Hewlett Packard Enterprise Company 549300BX44RGX6ANDV88 HPE 3.6 10/15/20 42824CAG4 450000.00000000 PA USD 455865.20000000 1.421064875333 Long DBT CORP US N 2 2020-10-15 Fixed 3.60000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 MS 5 1/2 07/24/20 6174467P8 350000.00000000 PA USD 359485.65000000 1.120621689046 Long DBT CORP US N 2 2020-07-24 Fixed 5.50000000 N N N N N N N/A N/A US BANK MMDA-USBGFS 5 N/A 2096030.59000000 PA USD 2096030.59000000 6.533939087855 Long STIV US N 1 N N N QUALCOMM Incorporated H1J8DDZKZP6H7RWC0H53 QCOM 2 1/4 05/20/20 747525AD5 400000.00000000 PA USD 400215.68000000 1.247589079854 Long DBT CORP US N 2 2020-05-20 Fixed 2.25000000 N N N N N N N/A N/A SPY US 01/17/20 P294 N/A -96.00000000 NC USD -84576.00000000 -0.26364807600 Short DE CORP N/A N 1 INTERACTIVE BROKERS N/A Put Written SPDR SPDR S&P 500 ETF TRUST -96.00000000 294.00000000 USD 2020-01-17 XXXX 34395.03000000 N N N ISHARES TRUST 5493000860OXIC4B5K91 ISHARES 0-5 YR INV GRD CO 46434V100 5000.00000000 NS USD 255700.00000000 0.797091527545 Long EC RF US N 1 N N N The Hartford Financial Services Group, Inc. IU7C3FTM7Y3BQM112U94 HIG 5 1/2 03/30/20 416515AZ7 250000.00000000 PA USD 254103.49000000 0.792114739924 Long DBT CORP US N 2 2020-03-30 Fixed 5.50000000 N N N N N N Becton, Dickinson and Company ICE2EP6D98PQUILVRZ91 BDX 2.675 12/15/19 075887BE8 113000.00000000 PA USD 113033.13000000 0.352357255592 Long DBT CORP US N 2 2019-12-15 Fixed 2.67500000 N N N N N N N/A N/A SPY US 03/20/20 C330 N/A -131.00000000 NC USD -14148.00000000 -0.04410344517 Short DE CORP N/A N 1 INTERACTIVE BROKERS N/A Call Written SPDR SPDR S&P 500 ETF TRUST -131.00000000 330.00000000 USD 2020-03-20 XXXX 5773.11000000 N N N United States Treasury Notes 254900HROIFWPRGM1V77 US TREASURY N/B 912828UB4 500000.00000000 PA USD 497813.21000000 1.551829065276 Long DBT UST US N 2 2019-11-30 Fixed 1.00000000 N N N N N N N/A N/A SPY US 01/17/20 C302 N/A 54.00000000 NC USD 40122.00000000 0.125071983841 Long DE CORP N/A N 1 INTERACTIVE BROKERS N/A Call Purchased SPDR SPDR S&P 500 ETF TRUST 54.00000000 302.00000000 USD 2020-01-17 XXXX -20471.07000000 N N N N/A N/A SPY US 09/18/20 P265 N/A 220.00000000 NC USD 228580.00000000 0.712550572414 Long DE CORP N/A N 1 INTERACTIVE BROKERS N/A Put Purchased SPDR SPDR S&P 500 ETF TRUST 220.00000000 265.00000000 USD 2020-09-18 XXXX 14707.41000000 N N N Burlington Northern Santa Fe LLC N/A BNSF 4.7 10/01/19 12189TBC7 200000.00000000 PA USD 200000.00000000 0.623458371173 Long DBT CORP US N 2 2019-10-01 Fixed 4.70000000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 T 1 1/2 04/15/20 912828X21 400000.00000000 PA USD 399226.56000000 1.244505704133 Long DBT UST US N 2 2020-04-15 Fixed 1.50000000 N N N N N N Amphenol Corporation 549300D3L3G0R4U4VT04 APH 2.2 04/01/20 032095AF8 450000.00000000 PA USD 450189.89000000 1.403373277690 Long DBT CORP US N 2 2020-04-01 Fixed 2.20000000 N N N N N N American Express Company R4PP93JZOLY261QX3811 AXP 3 3/8 05/17/21 025816BU2 205000.00000000 PA USD 209154.99000000 0.651997146941 Long DBT CORP US N 2 2021-05-17 Fixed 3.37500000 N N N N N N American Honda Finance Corporation B6Q2VFHD1797Q7NZ3E43 HNDA 2 02/14/20 02665WBM2 250000.00000000 PA USD 249988.84000000 0.779288174989 Long DBT CORP US N 2 2020-02-14 Fixed 2.00000000 N N N N N N Wells Fargo & Company PBLD0EJDB5FWOLXP3B76 WFC 2.6 07/22/20 94974BGM6 375000.00000000 PA USD 376830.15000000 1.174689557640 Long DBT CORP US N 2 2020-07-22 Fixed 2.60000000 N N N N N N N/A N/A SPY US 06/19/20 P260 N/A 91.00000000 NC USD 62790.00000000 0.195734755629 Long DE CORP N/A N 2 INTERACTIVE BROKERS N/A Put Purchased SPDR SPDR S&P 500 ETF TRUST 91.00000000 260.00000000 USD 2020-06-19 XXXX -20351.87000000 N N N Fidelity National Information Services 6WQI0GK1PRFVBA061U48 FIS 2 1/4 08/15/21 31620MAS5 400000.00000000 PA USD 400669.12000000 1.249002584673 Long DBT CORP US N 2 2021-08-15 Fixed 2.25000000 N N N N N N Pfizer Inc. 765LHXWGK1KXCLTFYQ30 PFE 5.2 08/12/20 717081DR1 350000.00000000 PA USD 359390.28000000 1.120324392921 Long DBT CORP US N 2 2020-08-12 Fixed 5.20000000 N N N N N N United Health Group Incorporated 549300GHBMY8T5GXDE41 UNH 2.7 07/15/20 91324PCM2 500000.00000000 PA USD 502879.33000000 1.567621639893 Long DBT CORP US N 2 2020-07-15 Fixed 2.70000000 N N N N N N Caterpillar Financial Services Corporation EDBQKYOPJUCJKLOJDE72 CAT 1.7 08/09/21 14912L6U0 250000.00000000 PA USD 248989.71000000 0.776173595177 Long DBT CORP US N 2 2021-08-09 Fixed 1.70000000 N N N N N N United Technologies Corporation I07WOS4YJ0N7YRFE7309 UTX 4 1/2 04/15/20 913017BR9 100000.00000000 PA USD 101239.09000000 0.315591790752 Long DBT CORP US N 2 2020-04-15 Fixed 4.50000000 N N N N N N The Walt Disney Company 549300GZKULIZ0WOW665 DIS 1.95 03/04/20 25468PDP8 175000.00000000 PA USD 174941.59000000 0.545343993759 Long DBT CORP US N 2 2020-03-04 Fixed 1.95000000 N N N N N N Citizens Bank, National Association DRMSV1Q0EKMEXLAU1P80 CFG 2 1/4 10/30/20 17401QAN1 250000.00000000 PA USD 250576.45000000 0.781119926857 Long DBT CORP US N 2 2020-10-30 Fixed 2.25000000 N N N N N N N/A N/A SPY US 03/20/20 C302 N/A 100.00000000 NC USD 108000.00000000 0.336667520433 Long DE CORP N/A N 1 INTERACTIVE BROKERS N/A Call Purchased SPDR SPDR S&P 500 ETF TRUST 100.00000000 302.00000000 USD 2020-03-20 XXXX -17780.39000000 N N N ISHARES TRUST 5493000860OXIC4B5K91 ISHARES SHORT-TERM CORPOR 464288646 14338.00000000 NS USD 769520.46000000 2.398819862881 Long EC RF US N 1 N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 C 2.4 02/18/20 172967JJ1 571000.00000000 PA USD 571552.02000000 1.781694457150 Long DBT CORP US N 2 2020-02-18 Fixed 2.40000000 N N N N N N Goldman Sachs Group, Inc. 784F5XWPLTWKTBV3E584 GS 6 06/15/20 38141EA66 250000.00000000 PA USD 256659.86000000 0.800083691306 Long DBT CORP US N 2 2020-06-15 Fixed 6.00000000 N N N N N N United Technologies Corporation I07WOS4YJ0N7YRFE7309 UTX 1.9 05/04/20 913017CM9 450000.00000000 PA USD 449539.25000000 1.401345042917 Long DBT CORP US N 2 2020-05-04 Fixed 1.90000000 N N N N N N N/A N/A SPY US 09/18/20 P300 N/A -135.00000000 NC USD -280800.00000000 -0.87533555312 Short DE CORP N/A N 1 INTERACTIVE BROKERS N/A Put Written SPDR SPDR S&P 500 ETF TRUST -135.00000000 300.00000000 USD 2020-09-18 XXXX -17297.94000000 N N N N/A N/A SPY US 01/17/20 P290 N/A -50.00000000 NC USD -39800.00000000 -0.12406821586 Short DE CORP N/A N 1 INTERACTIVE BROKERS N/A Put Written SPDR SPDR S&P 500 ETF TRUST -50.00000000 290.00000000 USD 2020-01-17 XXXX 26996.14000000 N N N N/A N/A SPY US 06/19/20 C290 N/A 157.00000000 NC USD 349403.50000000 1.089192684961 Long DE CORP N/A N 2 INTERACTIVE BROKERS N/A Call Purchased SPDR SPDR S&P 500 ETF TRUST 157.00000000 290.00000000 USD 2020-06-19 XXXX 35726.52000000 N N N Unilever Capital Corporation MYF1DAS6G5WY7PRWCU78 UNANA 2.1 07/30/20 904764AR8 150000.00000000 PA USD 150165.34000000 0.468109191415 Long DBT CORP US N 2 2020-07-30 Fixed 2.10000000 N N N N N N N/A N/A SPY US 12/18/20 P294 N/A -107.00000000 NC USD -225021.00000000 -0.70145613069 Short DE CORP N/A N 2 INTERACTIVE BROKERS N/A Put Written SPDR SPDR S&P 500 ETF TRUST -107.00000000 294.00000000 USD 2020-12-18 XXXX 19296.74000000 N N N N/A N/A SPY US 01/17/20 C310 N/A -5.00000000 NC USD -1750.00000000 -0.00545526074 Short DE CORP N/A N 1 INTERACTIVE BROKERS N/A Call Written SPDR SPDR S&P 500 ETF TRUST -5.00000000 310.00000000 USD 2020-01-17 XXXX 874.14000000 N N N The Charles Schwab Corporation 549300VSGCJ7E698NM85 SCHW 4.45 07/22/20 808513AD7 400000.00000000 PA USD 407858.15000000 1.271412889344 Long DBT CORP US N 2 2020-07-22 Fixed 4.45000000 N N N N N N N/A N/A SPY US 01/17/20 P275 N/A 67.00000000 NC USD 31356.00000000 0.097745803432 Long DE CORP N/A N 1 INTERACTIVE BROKERS N/A Put Purchased SPDR SPDR S&P 500 ETF TRUST 67.00000000 275.00000000 USD 2020-01-17 XXXX 1408.48000000 N N N Public Service Enterprise Group Incorporated PUSS41EMO3E6XXNV3U28 PEG 1.6 11/15/19 744573AJ5 450000.00000000 PA USD 449620.98000000 1.401599819181 Long DBT CORP US N 2 2019-11-15 Fixed 1.60000000 N N N N N N N/A N/A SPY US 09/18/20 C295 N/A 85.00000000 NC USD 183600.00000000 0.572334784737 Long DE CORP N/A N 1 INTERACTIVE BROKERS N/A Call Purchased SPDR SPDR S&P 500 ETF TRUST 85.00000000 295.00000000 USD 2020-09-18 XXXX 414.05000000 N N N General Motors Financial Company Inc 5493008B6JBRUJ90QL97 GM 2.65 04/13/20 37045XBV7 300000.00000000 PA USD 300426.56000000 0.936517268774 Long DBT CORP US N 2 2020-04-13 Fixed 2.65000000 N N N N N N N/A N/A SPY US 01/17/20 C320 N/A -268.00000000 NC USD -28140.00000000 -0.08772059282 Short DE CORP N/A N 2 INTERACTIVE BROKERS N/A Call Written SPDR SPDR S&P 500 ETF TRUST -268.00000000 320.00000000 USD 2020-01-17 XXXX 20277.51000000 N N N Lincoln National Corporation EFQMQROEDSNBRIP7LE47 LNC 6 1/4 02/15/20 534187AY5 387000.00000000 PA USD 392392.04000000 1.223200510599 Long DBT CORP US N 2 2020-02-15 Fixed 6.25000000 N N N N N N N/A N/A SPY US 01/17/20 P301 N/A -73.00000000 NC USD -84607.00000000 -0.26374471204 Short DE CORP N/A N 1 INTERACTIVE BROKERS N/A Put Written SPDR SPDR S&P 500 ETF TRUST -73.00000000 301.00000000 USD 2020-01-17 XXXX -9352.36000000 N N N HSBC USA, Inc. 549300LBOHZ4QSIWU288 HSBC 2.35 03/05/20 40428HPR7 325000.00000000 PA USD 325477.00000000 1.014606801372 Long DBT CORP US N 2 2020-03-05 Fixed 2.35000000 N N N N N N Berkshire Hathaway Energy Company 549300JD0S5IZJE9LY15 BRKHEC 2 3/8 01/15/21 084659AH4 250000.00000000 PA USD 251278.34000000 0.783307922837 Long DBT CORP US N 2 2021-01-15 Fixed 2.37500000 N N N N N N N/A N/A SPY US 12/18/20 P265 N/A 107.00000000 NC USD 135194.50000000 0.421440713808 Long DE CORP N/A N 2 INTERACTIVE BROKERS N/A Put Purchased SPDR SPDR S&P 500 ETF TRUST 107.00000000 265.00000000 USD 2020-12-18 XXXX -15257.44000000 N N N International Business Machines Corporation VGRQXHF3J8VDLUA7XE92 IBM 1 5/8 05/15/20 459200HM6 350000.00000000 PA USD 349371.11000000 1.089091715878 Long DBT CORP US N 2 2020-05-15 Fixed 1.62500000 N N N N N N Newmont Goldcorp Corporation 549300VSP3RIX7FGDZ51 NEM 5 1/8 10/01/19 651639AL0 220000.00000000 PA USD 220000.00000000 0.685804208290 Long DBT CORP US N 2 2019-10-01 Fixed 5.12500000 N N N N N N Norfolk Southern Railway Company N/A NSC 9 3/4 06/15/20 655855FA7 250000.00000000 PA USD 263163.57000000 0.820357653521 Long DBT CORP US N 2 2020-06-15 Fixed 9.75000000 N N N N N N N/A N/A SPY US 03/20/20 C335 N/A -69.00000000 NC USD -4623.00000000 -0.01441124024 Short DE CORP N/A N 1 INTERACTIVE BROKERS N/A Call Written SPDR SPDR S&P 500 ETF TRUST -69.00000000 335.00000000 USD 2020-03-20 XXXX 3372.65000000 N N N N/A N/A SPY US 03/20/20 P302 N/A -100.00000000 NC USD -147800.00000000 -0.46073573629 Short DE CORP N/A N 1 INTERACTIVE BROKERS N/A Put Written SPDR SPDR S&P 500 ETF TRUST -100.00000000 302.00000000 USD 2020-03-20 XXXX -13533.17000000 N N N General Motors Financial Company Inc 5493008B6JBRUJ90QL97 GM 2.35 10/04/19 37045XBP0 250000.00000000 PA USD 250000.29000000 0.779323867981 Long DBT CORP US N 2 2019-10-04 Fixed 2.35000000 N N N N N N N/A N/A SPY US 06/19/20 C294 N/A 97.00000000 NC USD 186240.00000000 0.580564435236 Long DE CORP N/A N 1 INTERACTIVE BROKERS N/A Call Purchased SPDR SPDR S&P 500 ETF TRUST 97.00000000 294.00000000 USD 2020-06-19 XXXX 23740.96000000 N N N HSBC USA, Inc. 549300LBOHZ4QSIWU288 HSBC 2 3/4 08/07/20 40428HPV8 150000.00000000 PA USD 150892.25000000 0.470375182038 Long DBT CORP US N 2 2020-08-07 Fixed 2.75000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 CVS 2.8 07/20/20 126650CJ7 250000.00000000 PA USD 251150.33000000 0.782908878307 Long DBT CORP US N 2 2020-07-20 Fixed 2.80000000 N N N N N N N/A N/A SPY US 03/20/20 C290 N/A 98.00000000 NC USD 185661.00000000 0.578759523252 Long DE CORP N/A N 2 INTERACTIVE BROKERS N/A Call Purchased SPDR SPDR S&P 500 ETF TRUST 98.00000000 290.00000000 USD 2020-03-20 XXXX 18664.39000000 N N N American International Group, Inc. ODVCVCQG2BP6VHV36M30 AIG 3 3/8 08/15/20 026874CX3 333000.00000000 PA USD 336997.60000000 1.050519873926 Long DBT CORP US N 2 2020-08-15 Fixed 3.37500000 N N N N N N N/A N/A SPY US 01/17/20 C294 N/A 96.00000000 NC USD 123552.00000000 0.385147643376 Long DE CORP N/A N 1 INTERACTIVE BROKERS N/A Call Purchased SPDR SPDR S&P 500 ETF TRUST 96.00000000 294.00000000 USD 2020-01-17 XXXX -2667.84000000 N N N Goldman Sachs Group, Inc. 784F5XWPLTWKTBV3E584 GS 2.55 10/23/19 38148FAB5 200000.00000000 PA USD 200027.05000000 0.623542693918 Long DBT CORP US N 2 2019-10-23 Fixed 2.55000000 N N N N N N N/A N/A SPY US 01/17/20 P270 N/A 73.00000000 NC USD 28178.00000000 0.087839049914 Long DE CORP N/A N 1 INTERACTIVE BROKERS N/A Put Purchased SPDR SPDR S&P 500 ETF TRUST 73.00000000 270.00000000 USD 2020-01-17 XXXX 2682.32000000 N N N N/A N/A SPY US 03/20/20 C291 N/A 2.00000000 NC USD 3540.00000000 0.011035213169 Long DE CORP N/A N 1 INTERACTIVE BROKERS N/A Call Purchased SPDR SPDR S&P 500 ETF TRUST 2.00000000 291.00000000 USD 2020-03-20 XXXX -34.37000000 N N N Omnicom Group Inc./Omnicom Capital Inc./Omnicom Finance Inc. HKUPACFHSSASQK8HLS17 OMC 4.45 08/15/20 682134AC5 165000.00000000 PA USD 168300.15000000 0.524640686936 Long DBT CORP US N 2 2020-08-15 Fixed 4.45000000 N N N N N N BB&T Corporation 549300DRQQI75D2JP341 BBT 2 5/8 06/29/20 05531FAU7 250000.00000000 PA USD 250917.89000000 0.782184294988 Long DBT CORP US N 2 2020-06-29 Fixed 2.62500000 N N N N N N Capital One Financial Corporation ZUE8T73ROZOF6FLBAR73 COF 3.45 04/30/21 14040HBY0 400000.00000000 PA USD 407353.79000000 1.269840652023 Long DBT CORP US N 2 2021-04-30 Fixed 3.45000000 N N N N N N 2019-10-28 MUTUAL FUND SERIES TRUST Erik Naviloff Erik Naviloff Treasurer XXXX