NPORT-P false 0001355064 XXXXXXXX S000050218 C000158515 C000158514 C000158513 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 Multi-Strategy Fund S000050218 549300IUIZM9RP45O593 2020-06-30 2019-12-31 N 4336298.84 70883.61 4265415.23 0 875525.01 0 0 0 0 0 0 0 0 0 0 0 0 EUR N NEXPOINT RESIDENTIAL TRUST INC 549300U2J6XVYBF87166 65341D102 1560.00000000 NS USD 70200.00000000 1.645795220738 Long EC CORP US N 1 N N N New York Mortgage Trust, Inc. 549300JFGR0M7ULHWG48 649604501 11830.00000000 NS USD 73700.90000000 1.727871637950 Long EC CORP US N 1 N N N CME GLOBEX N/A N/A -8.00000000 NC USD -5290.00000000 -0.12402075096 Short DFE CORP US N 1 R.J. O'BRIEN & ASSOCIATES LLC N/A Short N/A CME Japanese Yen Currency Futu 2020-03-16 -919260 USD -5290 N N N Ladder Capital Corporation 549300Q6LLV2QCV67C06 505743104 4260.00000000 NS USD 76850.40000000 1.801709701308 Long EC CORP US N 1 N N N ICE FUTURES U.S. 5493004R83R1LVX2IL36 N/A 9.00000000 NC USD -1512.00000000 -0.03544789706 Long DCO CORP US N 1 R.J. O'BRIEN & ASSOCIATES LLC N/A Long N/A NYBOT CSC Number 11 World Suga 2020-02-28 136785.6 USD -1512 N N N Starwood Property Trust, Inc. BUGSFQZERKRBFWIG5267 85571B105 2990.00000000 NS USD 74331.40000000 1.742653317248 Long EC CORP US N 1 N N N ISHARES TRUST 5493000860OXIC4B5K91 46435G102 7820.00000000 NS USD 490392.20000000 11.49693930267 Long EC RF US N 1 N N N US BANK MMDA N/A N/A 817560.98000000 PA USD 817560.98000000 19.16720731547 Long STIV US N 1 N N N NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 N/A -3.00000000 NC USD 1652.31000000 0.038737377509 Short DCO CORP US N 1 R.J. O'BRIEN & ASSOCIATES LLC N/A Short N/A NYMEX Henry Hub Natural Gas Fu 2020-02-26 -66392.31 USD 1652.31 N N N Arbor Realty Trust, Inc. 549300ASFUWYQO0RW077 038923108 4900.00000000 NS USD 70315.00000000 1.648491324020 Long EC CORP US N 1 N N N Mutual Fund SER TR 5493002ZGLQMLR4QMA96 62827M144 39060.61590000 NS USD 507006.79000000 11.88645800376 Long EC RF US N 1 N N N CME GLOBEX N/A N/A 2.00000000 NC USD 2200.00000000 0.051577628000 Long DE CORP US N 1 R.J. O'BRIEN & ASSOCIATES LLC N/A Long RUSSELL 2000 INDEX RTY 2020-03-20 164860 USD 2200 N N N ISHARES TRUST 5493000860OXIC4B5K91 464288588 5860.00000000 NS USD 633231.60000000 14.84571995585 Long EC RF US N 1 N N N Nuveen Invt Fds Inc N/A 31846V211 20706.43000000 PA USD 20706.43000000 0.485449338070 Long STIV RF US N 1 N N N COMMODITIES EXCHANGE CENTER N/A N/A 6.00000000 NC USD 596.59000000 0.013986680494 Long DCO CORP US N 1 R.J. O'BRIEN & ASSOCIATES LLC N/A Long N/A COMEX Copper Future 2020-03-27 418953.41 USD 596.59 N N N Two Harbors Investment Corp. 549300ZUIBT6KH4HU823 90187B408 5040.00000000 NS USD 73684.80000000 1.727494183491 Long EC CORP US N 1 N N N ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION 549300UF4R84F48NCH34 N/A -24.00000000 NC 4532.78000000 0.106268200294 Short DIR CORP GB N 1 R.J. O'BRIEN & ASSOCIATES LLC N/A Short N/A 3 Month Euro Euribor Future 2022-03-14 -6644070.68 EUR 4532.78 N N N NEW Residential Invt Corp 549300WNTHGEO5LP2G31 64828T201 4690.00000000 NS USD 75555.90000000 1.771360956105 Long EC CORP US N 1 N N N Hannon Armstrong Sustainable Infrastructure Capital, Inc. N/A 41068X100 2510.00000000 NS USD 80771.80000000 1.893644478781 Long EC CORP US N 1 N N N Redwood Trust, Inc. DRBV4N1ERQLEMIF11G78 758075402 4540.00000000 NS USD 75091.60000000 1.760475732159 Long EC CORP US N 1 N N N TPG RE FINANCE TRUST INC N/A 87266M107 3610.00000000 NS USD 73174.70000000 1.715535207108 Long EC CORP US N 1 N N N Granite Point Mortgage Trust Inc 529900VX2HQZ76AYIE02 38741L107 4050.00000000 NS USD 74439.00000000 1.745175932144 Long EC CORP US N 1 N N N MFA Financial Inc. YW72IMH2RRC8Z1TGLG58 55272X102 9590.00000000 NS USD 73363.50000000 1.719961505365 Long EC CORP US N 1 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 5.00000000 NC USD 2375.00000000 0.055680393864 Long DCO CORP US N 1 R.J. O'BRIEN & ASSOCIATES LLC N/A Long N/A KCBT Hard Red Winter Wheat Fut 2020-03-13 119125 USD 2375 N N N PennyMac Mortgage Investment Trust 549300BSSOQO1ZWDUJ97 70931T103 3220.00000000 NS USD 71773.80000000 1.682691980260 Long EC CORP US N 1 N N N Blackstone Mortgage Trust, Inc 549300OLDJ20R2Y2UW20 09257W100 2020.00000000 NS USD 75184.40000000 1.762651370286 Long EC CORP US N 1 N N N KKR REAL ESTATE FINANCE TRUST INC 549300K23AYZDZ2REL62 48251K100 3650.00000000 NS USD 74533.00000000 1.747379703523 Long EC CORP US N 1 N N N NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 N/A 4.00000000 NC USD -7491.82000000 -0.17564104772 Long DCO CORP US N 1 R.J. O'BRIEN & ASSOCIATES LLC N/A Long N/A NYMEX Reformulated Gasoline Bl 2020-01-31 291495.82 USD -7491.82 N N N Vanguard Scottsdal 549300Y88GQ3VLJIBX57 92206C771 8930.00000000 NS USD 474808.10000000 11.13157979698 Long EC RF US N 1 N N N 2020-01-28 MUTUAL FUND SERIES TRUST Erik Naviloff Erik Naviloff Treasurer