BRKHEC 2 3/8 01/15/21

NPORT-P false 0001355064 XXXXXXXX S000058618 C000192548 C000192550 C000192549 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 2019-12-31 N 39126128.5 2555227.52 36570900.98 0 0 0 0 0 0 0 0 0 0 0 0 0 0 USD N Berkshire Hathaway Energy Company 549300JD0S5IZJE9LY15 BRKHEC 2 3/8 01/15/21 084659AH4 250000.00000000 PA USD 251392.58000000 0.687411502761 Long DBT CORP US N 2 2021-01-15 Fixed 2.37500000 N N N N N N N/A N/A SPY US 03/20/20 P280 N/A 100.00000000 NC USD 12000.00000000 0.032812973370 Long DE CORP N/A N 1 INTERACTIVE BROKERS N/A Put Purchased Spdr S&P 500 Etf Trust Spdr S&P 500 Etf Trust TR UNIT 100.00000000 280 USD 2020-03-20 XXXX -22847.42 N N N N/A N/A SPY US 12/18/20 C315 N/A 64.00000000 NC USD 154752.00000000 0.423156104588 Long DE CORP N/A N 1 INTERACTIVE BROKERS N/A Call Purchased Spdr S&P 500 Etf Trust Spdr S&P 500 Etf Trust TR UNIT 64.00000000 315 USD 2020-12-18 XXXX 25421.4 N N N United Health Group Incorporated 549300GHBMY8T5GXDE41 UNH 2.7 07/15/20 91324PCM2 500000.00000000 PA USD 502134.19000000 1.373042983749 Long DBT CORP US N 2 2020-07-15 Fixed 2.70000000 N N N N N N The Walt Disney Company 549300GZKULIZ0WOW665 DIS 1.95 03/04/20 25468PDP8 175000.00000000 PA USD 175003.89000000 0.478533165195 Long DBT CORP US N 2 2020-03-04 Fixed 1.95000000 N N N N N N PNC Funding Corp. CFGNEKW0P8842LEUIA51 PNC 5 1/8 02/08/20 693476BJ1 500000.00000000 PA USD 501412.99000000 1.371070924050 Long DBT CORP US N 2 2020-02-08 Fixed 5.12500000 N N N N N N N/A N/A SPY US 01/15/21 C320 N/A 103.00000000 NC USD 228145.00000000 0.623842984138 Long DE CORP N/A N 1 INTERACTIVE BROKERS N/A Call Purchased Spdr S&P 500 Etf Trust Spdr S&P 500 Etf Trust TR UNIT 103.00000000 320 USD 2021-01-15 XXXX 21005.43 N N N Raytheon Company YR6K3WJN0KKLUPZSNL57 RTN 4.4 02/15/20 755111BR1 350000.00000000 PA USD 350792.13000000 0.959211068362 Long DBT CORP US N 2 2020-02-15 Fixed 4.40000000 N N N N N N N/A N/A SPY US 09/18/20 C315 N/A 85.00000000 NC USD 179265.00000000 0.490184805941 Long DE CORP N/A N 1 INTERACTIVE BROKERS N/A Call Purchased Spdr S&P 500 Etf Trust Spdr S&P 500 Etf Trust TR UNIT 85.00000000 315 USD 2020-09-18 XXXX 32928.03 N N N Express Scripts Holding Co 5493003UA6VMND084504 CI 2.6 11/30/20 30219GAR9 400000.00000000 PA USD 402331.82000000 1.100141941321 Long DBT CORP US N 2 2020-11-30 Fixed 2.60000000 N N N N N N N/A N/A SPY US 11/20/20 C355 N/A -68.00000000 NC USD -27812.00000000 -0.07604953461 Short DE CORP N/A N 2 INTERACTIVE BROKERS N/A Call Written Spdr S&P 500 Etf Trust Spdr S&P 500 Etf Trust TR UNIT -68.00000000 355 USD 2020-11-20 XXXX -5709.22 N N N SunTrust Bank IYDOJBGJWY9T8XKCSX06 STI 3.525 10/26/21 86787EBA4 300000.00000000 PA USD 303567.81000000 0.830080205478 Long DBT CORP US N 2 2021-10-26 Fixed 3.52500000 N N N N N N General Motors Financial Company Inc 5493008B6JBRUJ90QL97 GM 2.65 04/13/20 37045XBV7 300000.00000000 PA USD 300388.34000000 0.821386216774 Long DBT CORP US N 2 2020-04-13 Fixed 2.65000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 BAC 5 5/8 07/01/20 06051GEC9 250000.00000000 PA USD 254612.57000000 0.696216289938 Long DBT CORP US N 2 2020-07-01 Fixed 5.62500000 N N N N N N Electronic Arts Inc. 549300O7A67PUEYKDL45 EA 3.7 03/01/21 285512AC3 400000.00000000 PA USD 407570.45000000 1.114466526878 Long DBT CORP US N 2 2021-03-01 Fixed 3.70000000 N N N N N N Lam Research Corporation 549300I4GMO6D34U1T02 LRCX 2.8 06/15/21 512807AR9 200000.00000000 PA USD 202203.58000000 0.552908390500 Long DBT CORP US N 2 2021-06-15 Fixed 2.80000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 MS 5 1/2 07/24/20 6174467P8 350000.00000000 PA USD 357101.61000000 0.976463801630 Long DBT CORP US N 2 2020-07-24 Fixed 5.50000000 N N N N N N American Honda Finance Corporation B6Q2VFHD1797Q7NZ3E43 HNDA 2 02/14/20 02665WBM2 250000.00000000 PA USD 249994.76000000 0.683589283558 Long DBT CORP US N 2 2020-02-14 Fixed 2.00000000 N N N N N N N/A N/A SPY US 03/20/20 C340 N/A -40.00000000 NC USD -4480.00000000 -0.01225017672 Short DE CORP N/A N 1 INTERACTIVE BROKERS N/A Call Written Spdr S&P 500 Etf Trust Spdr S&P 500 Etf Trust TR UNIT -40.00000000 340 USD 2020-03-20 XXXX -1158.75 N N N N/A N/A SPY US 01/15/21 P320 N/A -103.00000000 NC USD -201262.00000000 -0.55033372054 Short DE CORP N/A N 1 INTERACTIVE BROKERS N/A Put Written Spdr S&P 500 Etf Trust Spdr S&P 500 Etf Trust TR UNIT -103.00000000 320 USD 2021-01-15 XXXX 7454.33 N N N The Hartford Financial Services Group, Inc. IU7C3FTM7Y3BQM112U94 HIG 5 1/2 03/30/20 416515AZ7 250000.00000000 PA USD 252121.73000000 0.689405301055 Long DBT CORP US N 2 2020-03-30 Fixed 5.50000000 N N N N N N N/A N/A SPY US 03/20/20 P285 N/A 55.00000000 NC USD 8745.00000000 0.023912454343 Long DE CORP N/A N 1 INTERACTIVE BROKERS N/A Put Purchased Spdr S&P 500 Etf Trust Spdr S&P 500 Etf Trust TR UNIT 55.00000000 285 USD 2020-03-20 XXXX -7830.81 N N N N/A N/A SPY US 12/18/20 P315 N/A -64.00000000 NC USD -107936.00000000 -0.29514175781 Short DE CORP N/A N 2 INTERACTIVE BROKERS N/A Put Written Spdr S&P 500 Etf Trust Spdr S&P 500 Etf Trust TR UNIT -64.00000000 315 USD 2020-12-18 XXXX 24959.64 N N N Laboratory Corp of America Holdings OZ7UA8IXAIFILY2VZH07 LH 3.2 02/01/22 50540RAP7 100000.00000000 PA USD 102315.47000000 0.279772899376 Long DBT CORP US N 2 2022-02-01 Fixed 3.20000000 N N N N N N Omnicom Group Inc./Omnicom Capital Inc./Omnicom Finance Inc. HKUPACFHSSASQK8HLS17 OMC 4.45 08/15/20 682134AC5 165000.00000000 PA USD 167244.18000000 0.457314902062 Long DBT CORP US N 2 2020-08-15 Fixed 4.45000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 MS 5 3/4 01/25/21 61747WAF6 200000.00000000 PA USD 207759.18000000 0.568099703405 Long DBT CORP US N 2 2021-01-25 Fixed 5.75000000 N N N N N N N/A N/A SPY US 09/18/20 C350 N/A -220.00000000 NC USD -78870.00000000 -0.21566326747 Short DE CORP N/A N 2 INTERACTIVE BROKERS N/A Call Written Spdr S&P 500 Etf Trust Spdr S&P 500 Etf Trust TR UNIT -220.00000000 350 USD 2020-09-18 XXXX -12766.2 N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 BAC 2 1/4 04/21/20 06051GFN4 250000.00000000 PA USD 250247.97000000 0.684281664640 Long DBT CORP US N 2 2020-04-21 Fixed 2.25000000 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 301780.20000000 0.825192138867 Long DBT CORP US N 2 2020-03-15 Fixed 5.25000000 N N N N N N N/A N/A SPY US 09/18/20 P285 N/A 100.00000000 NC USD 73900.00000000 0.202073227674 Long DE CORP N/A N 1 INTERACTIVE BROKERS N/A Put Purchased Spdr S&P 500 Etf Trust Spdr S&P 500 Etf Trust TR UNIT 100.00000000 285 USD 2020-09-18 XXXX 4410.62 N N N Lincoln National Corporation EFQMQROEDSNBRIP7LE47 LNC 6 1/4 02/15/20 534187AY5 387000.00000000 PA USD 388797.17000000 1.063132598818 Long DBT CORP US N 2 2020-02-15 Fixed 6.25000000 N N N N N N N/A N/A SPY US 09/18/20 P315 N/A -85.00000000 NC USD -120870.00000000 -0.33050867427 Short DE CORP N/A N 1 INTERACTIVE BROKERS N/A Put Written Spdr S&P 500 Etf Trust Spdr S&P 500 Etf Trust TR UNIT -85.00000000 315 USD 2020-09-18 XXXX 23458.04 N N N Goldman Sachs Group, Inc. 784F5XWPLTWKTBV3E584 GS 2 5/8 04/25/21 38141GVU5 250000.00000000 PA USD 252239.69000000 0.689727852584 Long DBT CORP US N 2 2021-04-25 Fixed 2.62500000 N N N N N N N/A N/A SPY US 10/16/20 C290 N/A 10.00000000 NC USD 41385.00000000 0.113163741912 Long DE CORP N/A N 2 INTERACTIVE BROKERS N/A Call Purchased Spdr S&P 500 Etf Trust Spdr S&P 500 Etf Trust TR UNIT 10.00000000 290 USD 2020-10-16 XXXX 20300.18 N N N Cigna Holding Company 45RS2W538ZOGNWLVIX82 CI 5 1/8 06/15/20 125509BM0 400000.00000000 PA USD 405454.40000000 1.108680369186 Long DBT CORP US N 2 2020-06-15 Fixed 5.12500000 N N N N N N N/A N/A SPY US 03/20/20 P302 N/A -110.00000000 NC USD -35970.00000000 -0.09835688767 Short DE CORP N/A N 1 INTERACTIVE BROKERS N/A Put Written Spdr S&P 500 Etf Trust Spdr S&P 500 Etf Trust TR UNIT -110.00000000 302 USD 2020-03-20 XXXX 109038.34 N N N Norfolk Southern Railway Company N/A NSC 9 3/4 06/15/20 655855FA7 250000.00000000 PA USD 258749.66000000 0.707528808605 Long DBT CORP US N 2 2020-06-15 Fixed 9.75000000 N N N N N N HSBC USA, Inc. 549300LBOHZ4QSIWU288 HSBC 2.35 03/05/20 40428HPR7 325000.00000000 PA USD 325184.02000000 0.889187882403 Long DBT CORP US N 2 2020-03-05 Fixed 2.35000000 N N N N N N AbbVie Inc. FR5LCKFTG8054YNNRU85 ABBV 3 3/8 11/14/21 00287YBE8 403000.00000000 PA USD 413528.45000000 1.130758168157 Long DBT CORP US N 2 2021-11-14 Fixed 3.37500000 N N N N N N John Deere Capital Corporation E0KSF7PFQ210NWI8Z391 DE 3.2 01/10/22 24422EUQ0 250000.00000000 PA USD 257066.05000000 0.702925121097 Long DBT CORP US N 2 2022-01-10 Fixed 3.20000000 N N N N N N Capital One Financial Corporation ZUE8T73ROZOF6FLBAR73 COF 3.45 04/30/21 14040HBY0 400000.00000000 PA USD 407367.67000000 1.113912042316 Long DBT CORP US N 2 2021-04-30 Fixed 3.45000000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 US TREASURY NOTE 912828L32 250000.00000000 PA USD 249594.73000000 0.682495435746 Long DBT UST US N 2 2020-08-31 Fixed 1.37500000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 CVS 2 1/8 06/01/21 126650CT5 150000.00000000 PA USD 150294.52000000 0.410967506877 Long DBT CORP US N 2 2021-06-01 Fixed 2.12500000 N N N N N N N/A N/A SPY US 09/18/20 C300 N/A 135.00000000 NC USD 437130.00000000 1.195294587461 Long DE CORP N/A N 1 INTERACTIVE BROKERS N/A Call Purchased Spdr S&P 500 Etf Trust Spdr S&P 500 Etf Trust TR UNIT 135.00000000 300 USD 2020-09-18 XXXX 178734.54 N N N CVS Health Corp 549300EJG376EN5NQE29 CVS 2.8 07/20/20 126650CJ7 250000.00000000 PA USD 250735.43000000 0.685614582307 Long DBT CORP US N 2 2020-07-20 Fixed 2.80000000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 T 1 1/2 04/15/20 912828X21 400000.00000000 PA USD 399898.44000000 1.093488071892 Long DBT UST US N 2 2020-04-15 Fixed 1.50000000 N N N N N N Credit Suisse Group Funding (Guernsey) Limited 549300PXR5FKNXF0OH19 CS 3 1/8 12/10/20 225433AK7 400000.00000000 PA USD 403653.18000000 1.103755087195 Long DBT CORP GG N 2 2020-12-10 Fixed 3.12500000 N N N N N N N/A N/A SPY US 11/20/20 P320 N/A -68.00000000 NC USD -122060.00000000 -0.33376262746 Short DE CORP N/A N 1 INTERACTIVE BROKERS N/A Put Written Spdr S&P 500 Etf Trust Spdr S&P 500 Etf Trust TR UNIT -68.00000000 320 USD 2020-11-20 XXXX 5880.8 N N N General Electric Company 3C7474T6CDKPR9K6YT90 GE 5.55 05/04/20 36962G2T0 350000.00000000 PA USD 353781.19000000 0.967384397210 Long DBT CORP US N 2 2020-05-04 Fixed 5.55000000 N N N N N N Baxter International, Inc. J5OIVXX3P24RJRW5CK77 BAX 1.7 08/15/21 071813BR9 250000.00000000 PA USD 249702.46000000 0.682790014215 Long DBT CORP US N 2 2021-08-15 Fixed 1.70000000 N N N N N N Duke Energy Carolinas LLC MWIUSDMN17TCR56VW396 DUK 4.3 06/15/20 26442CAJ3 250000.00000000 PA USD 252587.31000000 0.690678389734 Long DBT CORP US N 2 2020-06-15 Fixed 4.30000000 N N N N N N N/A N/A SPY US 06/19/20 P308 N/A -157.00000000 NC USD -129368.00000000 -0.35374572825 Short DE CORP N/A N 1 INTERACTIVE BROKERS N/A Put Written Spdr S&P 500 Etf Trust Spdr S&P 500 Etf Trust TR UNIT -157.00000000 308 USD 2020-06-19 XXXX 81527.75 N N N N/A N/A SPY US 12/18/20 C358 N/A -83.00000000 NC USD -32370.00000000 -0.08851299566 Short DE CORP N/A N 2 INTERACTIVE BROKERS N/A Call Written Spdr S&P 500 Etf Trust Spdr S&P 500 Etf Trust TR UNIT -83.00000000 358 USD 2020-12-18 XXXX -1998.32 N N N Block Financial Llc N/A HRB 4 1/8 10/01/20 093662AF1 250000.00000000 PA USD 253210.88000000 0.692383488551 Long DBT CORP US N 2 2020-10-01 Fixed 4.12500000 N N N N N N N/A N/A SPY US 11/20/20 C320 N/A 68.00000000 NC USD 142460.00000000 0.389544682199 Long DE CORP N/A N 2 INTERACTIVE BROKERS N/A Call Purchased Spdr S&P 500 Etf Trust Spdr S&P 500 Etf Trust TR UNIT 68.00000000 320 USD 2020-11-20 XXXX 15331.27 N N N N/A N/A SPY US 06/19/20 P281 N/A 163.00000000 NC USD 67156.00000000 0.183632336640 Long DE CORP N/A N 1 INTERACTIVE BROKERS N/A Put Purchased Spdr S&P 500 Etf Trust Spdr S&P 500 Etf Trust TR UNIT 163.00000000 281 USD 2020-06-19 XXXX -35474.1 N N N N/A N/A SPY US 12/18/20 P308 N/A -57.00000000 NC USD -84331.50000000 -0.23059727198 Short DE CORP N/A N 2 INTERACTIVE BROKERS N/A Put Written Spdr S&P 500 Etf Trust Spdr S&P 500 Etf Trust TR UNIT -57.00000000 308 USD 2020-12-18 XXXX 36815.88 N N N United States Treasury Notes 254900HROIFWPRGM1V77 T 1 3/8 03/31/20 912828J84 300000.00000000 PA USD 299806.64000000 0.819795607890 Long DBT UST US N 2 2020-03-31 Fixed 1.37500000 N N N N N N Xylem, Inc. 549300DF5MV96DRYLQ48 XYL 4 7/8 10/01/21 98419MAB6 250000.00000000 PA USD 262091.95000000 0.716668014669 Long DBT CORP US N 2 2021-10-01 Fixed 4.87500000 N N N N N N American International Group, Inc. ODVCVCQG2BP6VHV36M30 AIG 3 3/8 08/15/20 026874CX3 333000.00000000 PA USD 336093.06000000 0.919017718988 Long DBT CORP US N 2 2020-08-15 Fixed 3.37500000 N N N N N N Kinder Morgan Energy Partners LP 549300PDHUGWPWGOT525 KMI 6 1/2 04/01/20 28370TAA7 275000.00000000 PA USD 277910.34000000 0.759922048822 Long DBT CORP US N 2 2020-04-01 Fixed 6.50000000 N N N N N N Intercontinental Exchange Inc 5493000F4ZO33MV32P92 ICE 2 3/4 12/01/20 45866FAC8 300000.00000000 PA USD 302402.55000000 0.826893901699 Long DBT CORP US N 2 2020-12-01 Fixed 2.75000000 N N N N N N N/A N/A SPY US 06/19/20 C340 N/A -110.00000000 NC USD -43340.00000000 -0.11850952215 Short DE CORP N/A N 1 INTERACTIVE BROKERS N/A Call Written Spdr S&P 500 Etf Trust Spdr S&P 500 Etf Trust TR UNIT -110.00000000 340 USD 2020-06-19 XXXX -17106.81 N N N United Technologies Corporation I07WOS4YJ0N7YRFE7309 UTX 1.9 05/04/20 913017CM9 450000.00000000 PA USD 449811.86000000 1.229972048667 Long DBT CORP US N 2 2020-05-04 Fixed 1.90000000 N N N N N N Aon Corporation LTS3U8DGK38SETRUWX71 AON 5 09/30/20 037389AW3 250000.00000000 PA USD 255396.86000000 0.698360863845 Long DBT CORP US N 2 2020-09-30 Fixed 5.00000000 N N N N N N N/A N/A SPY US 01/15/21 P280 N/A 90.00000000 NC USD 85050.00000000 0.232561948764 Long DE CORP N/A N 1 INTERACTIVE BROKERS N/A Put Purchased Spdr S&P 500 Etf Trust Spdr S&P 500 Etf Trust TR UNIT 90.00000000 280 USD 2021-01-15 XXXX -1433.94 N N N N/A N/A SPY US 10/16/20 P275 N/A 10.00000000 NC USD 5960.00000000 0.016297110107 Long DE CORP N/A N 2 INTERACTIVE BROKERS N/A Put Purchased Spdr S&P 500 Etf Trust Spdr S&P 500 Etf Trust TR UNIT 10.00000000 275 USD 2020-10-16 XXXX -3771.43 N N N United States Treasury Notes 254900HROIFWPRGM1V77 US TREASURY NOTE 912828XE5 500000.00000000 PA USD 499744.54000000 1.366508690265 Long DBT UST US N 2 2020-05-31 Fixed 1.50000000 N N N N N N U.S. Bank National Association 6BYL5QZYBDK8S7L73M02 USB 3.05 07/24/20 90331HNU3 325000.00000000 PA USD 326693.46000000 0.893315316947 Long DBT CORP US N 2 2020-07-24 Fixed 3.05000000 N N N N N N N/A N/A SPY US 03/20/20 C345 N/A -31.00000000 NC USD -1736.00000000 -0.00474694348 Short DE CORP N/A N 1 INTERACTIVE BROKERS N/A Call Written Spdr S&P 500 Etf Trust Spdr S&P 500 Etf Trust TR UNIT -31.00000000 345 USD 2020-03-20 XXXX -486.56 N N N Textron Inc. 3PPKBHUG1HD6BO7RNR87 TXT 3.65 03/01/21 883203BT7 300000.00000000 PA USD 305534.96000000 0.835459208858 Long DBT CORP US N 2 2021-03-01 Fixed 3.65000000 N N N N N N Unilever Capital Corporation MYF1DAS6G5WY7PRWCU78 UNANA 2.1 07/30/20 904764AR8 150000.00000000 PA USD 150164.26000000 0.410611322051 Long DBT CORP US N 2 2020-07-30 Fixed 2.10000000 N N N N N N Truist Financial Corporation 549300DRQQI75D2JP341 BBT 2 5/8 06/29/20 05531FAU7 250000.00000000 PA USD 250694.04000000 0.685501404893 Long DBT CORP US N 2 2020-06-29 Fixed 2.62500000 N N N N N N N/A N/A SPY US 12/18/20 C309 N/A 13.00000000 NC USD 37875.50000000 0.103567314408 Long DE CORP N/A N 2 INTERACTIVE BROKERS N/A Call Purchased Spdr S&P 500 Etf Trust Spdr S&P 500 Etf Trust TR UNIT 13.00000000 309 USD 2020-12-18 XXXX 10678.93 N N N N/A N/A SPY US 09/18/20 P275 N/A 70.00000000 NC USD 40460.00000000 0.110634408548 Long DE CORP N/A N 1 INTERACTIVE BROKERS N/A Put Purchased Spdr S&P 500 Etf Trust Spdr S&P 500 Etf Trust TR UNIT 70.00000000 275 USD 2020-09-18 XXXX -10286.98 N N N Pernod Ricard SA 52990097YFPX9J0H5D87 RIFP 5 3/4 04/07/21 F7061BAK6 400000.00000000 PA USD 418803.86000000 1.145183325477 Long DBT CORP FR Y 2 2021-04-07 Fixed 5.75000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 JPM 2.295 08/15/21 46623EKG3 250000.00000000 PA USD 250641.22000000 0.685356973122 Long DBT CORP US N 2 2021-08-15 Fixed 2.29500000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 C 2.4 02/18/20 172967JJ1 571000.00000000 PA USD 571247.64000000 1.562027799950 Long DBT CORP US N 2 2020-02-18 Fixed 2.40000000 N N N N N N eBay Inc. OML71K8X303XQONU6T67 EBAY 2.15 06/05/20 278642AR4 200000.00000000 PA USD 200153.36000000 0.547302239311 Long DBT CORP US N 2 2020-06-05 Fixed 2.15000000 N N N N N N N/A N/A SPY US 06/19/20 C335 N/A -65.00000000 NC USD -38350.00000000 -0.10486479406 Short DE CORP N/A N 1 INTERACTIVE BROKERS N/A Call Written Spdr S&P 500 Etf Trust Spdr S&P 500 Etf Trust TR UNIT -65.00000000 335 USD 2020-06-19 XXXX -20705.89 N N N Caterpillar Financial Services Corporation EDBQKYOPJUCJKLOJDE72 CAT 2 03/05/20 14912L6J5 250000.00000000 PA USD 250044.49000000 0.683725265988 Long DBT CORP US N 2 2020-03-05 Fixed 2.00000000 N N N N N N Amphenol Corporation 549300D3L3G0R4U4VT04 APH 2.2 04/01/20 032095AF8 450000.00000000 PA USD 450079.04000000 1.230702629519 Long DBT CORP US N 2 2020-04-01 Fixed 2.20000000 N N N N N N The Walt Disney Company 549300GZKULIZ0WOW665 DIS 1.8 06/05/20 25468PDU7 200000.00000000 PA USD 199993.75000000 0.546865799421 Long DBT CORP US N 2 2020-06-05 Fixed 1.80000000 N N N N N N United Parcel Service, Inc. D01LMJZU09ULLNCY6Z23 UPS 8 3/8 04/01/20 911308AA2 500000.00000000 PA USD 507848.39000000 1.388667974786 Long DBT CORP US N 2 2020-04-01 Fixed 8.37500000 N N N N N N N/A N/A SPY US 09/18/20 P288 N/A 50.00000000 NC USD 40000.00000000 0.109376577902 Long DE CORP N/A N 1 INTERACTIVE BROKERS N/A Put Purchased Spdr S&P 500 Etf Trust Spdr S&P 500 Etf Trust TR UNIT 50.00000000 288 USD 2020-09-18 XXXX -324.62 N N N Societe Generale S.A. O2RNE8IBXP4R0TD8PU41 SOCGEN 5.2 04/15/21 83368TAA6 250000.00000000 PA USD 260075.43000000 0.711154013247 Long DBT CORP FR Y 2 2021-04-15 Fixed 5.20000000 N N N N N N N/A N/A SPY US 12/18/20 C356 N/A -64.00000000 NC USD -28128.00000000 -0.07691360958 Short DE CORP N/A N 2 INTERACTIVE BROKERS N/A Call Written Spdr S&P 500 Etf Trust Spdr S&P 500 Etf Trust TR UNIT -64.00000000 356 USD 2020-12-18 XXXX -8409.76 N N N N/A N/A SPY US 11/20/20 P285 N/A 68.00000000 NC USD 60520.00000000 0.165486762366 Long DE CORP N/A N 1 INTERACTIVE BROKERS N/A Put Purchased Spdr S&P 500 Etf Trust Spdr S&P 500 Etf Trust TR UNIT 68.00000000 285 USD 2020-11-20 XXXX -3732.78 N N N International Business Machines Corporation VGRQXHF3J8VDLUA7XE92 IBM 1.9 01/27/20 459200JN2 250000.00000000 PA USD 249992.87000000 0.683584115515 Long DBT CORP US N 2 2020-01-27 Fixed 1.90000000 N N N N N N GlaxoSmithKline Capital plc 549300U0LV41VX7LEP38 GSK 3 1/8 05/14/21 377373AE5 300000.00000000 PA USD 305261.18000000 0.834710580871 Long DBT CORP GB N 2 2021-05-14 Fixed 3.12500000 N N N N N N N/A N/A SPY US 03/20/20 C302 N/A 110.00000000 NC USD 256300.00000000 0.700830422909 Long DE CORP N/A N 1 INTERACTIVE BROKERS N/A Call Purchased Spdr S&P 500 Etf Trust Spdr S&P 500 Etf Trust TR UNIT 110.00000000 302 USD 2020-03-20 XXXX 118912.34 N N N American Tower Corporation 5493006ORUSIL88JOE18 AMT 3.3 02/15/21 03027XAH3 400000.00000000 PA USD 405525.61000000 1.108875086839 Long DBT CORP US N 2 2021-02-15 Fixed 3.30000000 N N N N N N N/A N/A SPY US 03/20/20 C306 N/A 50.00000000 NC USD 100000.00000000 0.273441444756 Long DE CORP N/A N 1 INTERACTIVE BROKERS N/A Call Purchased Spdr S&P 500 Etf Trust Spdr S&P 500 Etf Trust TR UNIT 50.00000000 306 USD 2020-03-20 XXXX 42557.81 N N N N/A N/A SPY US 06/19/20 P290 N/A 91.00000000 NC USD 45591.00000000 0.124664689078 Long DE CORP N/A N 1 INTERACTIVE BROKERS N/A Put Purchased Spdr S&P 500 Etf Trust Spdr S&P 500 Etf Trust TR UNIT 91.00000000 290 USD 2020-06-19 XXXX -3417.19 N N N N/A N/A SPY US 06/19/20 C308 N/A 157.00000000 NC USD 353564.00000000 0.966790509737 Long DE CORP N/A N 1 INTERACTIVE BROKERS N/A Call Purchased Spdr S&P 500 Etf Trust Spdr S&P 500 Etf Trust TR UNIT 157.00000000 308 USD 2020-06-19 XXXX 101667.14 N N N N/A N/A SPY US 12/18/20 P281 N/A 70.00000000 NC USD 60445.00000000 0.165281681282 Long DE CORP N/A N 2 INTERACTIVE BROKERS N/A Put Purchased Spdr S&P 500 Etf Trust Spdr S&P 500 Etf Trust TR UNIT 70.00000000 281 USD 2020-12-18 XXXX -1326.57 N N N Hewlett Packard Enterprise Company 549300BX44RGX6ANDV88 HPE 3.6 10/15/20 42824CAG4 450000.00000000 PA USD 455163.49000000 1.244605623057 Long DBT CORP US N 2 2020-10-15 Fixed 3.60000000 N N N N N N ISHARES TRUST 5493000860OXIC4B5K91 ISHARES SHORT-TERM CORPOR 464288646 14338.00000000 NS USD 768946.94000000 2.102619622143 Long EC RF US N 1 N N N Vanguard Scottsdal 549300Y88GQ3VLJIBX57 VANGUARD S/T CORP BOND ET 92206C409 15890.00000000 NS USD 1287566.70000000 3.520740986677 Long EC RF US N 1 N N N N/A N/A SPY US 12/18/20 P280 N/A 13.00000000 NC USD 11167.00000000 0.030535206135 Long DE CORP N/A N 1 INTERACTIVE BROKERS N/A Put Purchased Spdr S&P 500 Etf Trust Spdr S&P 500 Etf Trust TR UNIT 13.00000000 280 USD 2020-12-18 XXXX -1617.57 N N N Southern Company 549300FC3G3YU2FBZD92 SO 2.35 07/01/21 842587CS4 400000.00000000 PA USD 402120.33000000 1.099563640009 Long DBT CORP US N 2 2021-07-01 Fixed 2.35000000 N N N N N N N/A N/A SPY US 11/20/20 P270 N/A 6.00000000 NC USD 3723.00000000 0.010180224988 Long DE CORP N/A N 2 INTERACTIVE BROKERS N/A Put Purchased Spdr S&P 500 Etf Trust Spdr S&P 500 Etf Trust TR UNIT 6.00000000 270 USD 2020-11-20 XXXX -2365.26 N N N N/A N/A SPY US 01/17/20 C322 N/A -53.00000000 NC USD -17861.00000000 -0.04883937644 Short DE CORP N/A N 1 INTERACTIVE BROKERS N/A Call Written Spdr S&P 500 Etf Trust Spdr S&P 500 Etf Trust TR UNIT -53.00000000 322 USD 2020-01-17 XXXX -2457.66 N N N Edison International 549300I7ROF15MAEVP56 EIX 2 1/8 04/15/20 281020AK3 250000.00000000 PA USD 250157.63000000 0.684034637639 Long DBT CORP US N 2 2020-04-15 Fixed 2.12500000 N N N N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 BMO 2.9 03/26/22 06367WJM6 350000.00000000 PA USD 356966.17000000 0.976093452538 Long DBT CORP CA N 2 2022-03-26 Fixed 2.90000000 N N N N N N Amgen Inc. 62QBXGPJ34PQ72Z12S66 AMGN 2.2 05/11/20 031162CM0 493000.00000000 PA USD 493454.93000000 1.349310289811 Long DBT CORP US N 2 2020-05-11 Fixed 2.20000000 N N N N N N Marriott International, Inc. 225YDZ14ZO8E1TXUSU86 MAR 3 1/8 10/15/21 571903AM5 250000.00000000 PA USD 254426.20000000 0.695706677117 Long DBT CORP US N 2 2021-10-15 Fixed 3.12500000 N N N N N N Caterpillar Financial Services Corporation EDBQKYOPJUCJKLOJDE72 CAT 1.7 08/09/21 14912L6U0 250000.00000000 PA USD 249705.49000000 0.682798299491 Long DBT CORP US N 2 2021-08-09 Fixed 1.70000000 N N N N N N N/A N/A SPY US 03/20/20 C330 N/A -70.00000000 NC USD -28700.00000000 -0.07847769464 Short DE CORP N/A N 1 INTERACTIVE BROKERS N/A Call Written Spdr S&P 500 Etf Trust Spdr S&P 500 Etf Trust TR UNIT -70.00000000 330 USD 2020-03-20 XXXX -17909.61 N N N Goldman Sachs Group, Inc. 784F5XWPLTWKTBV3E584 GS 6 06/15/20 38141EA66 250000.00000000 PA USD 254433.04000000 0.695725380512 Long DBT CORP US N 2 2020-06-15 Fixed 6.00000000 N N N N N N N/A N/A SPY US 11/20/20 C307 N/A 6.00000000 NC USD 17943.00000000 0.049063598432 Long DE CORP N/A N 2 INTERACTIVE BROKERS N/A Call Purchased Spdr S&P 500 Etf Trust Spdr S&P 500 Etf Trust TR UNIT 6.00000000 307 USD 2020-11-20 XXXX 5620.74 N N N N/A N/A SPY US 06/19/20 C345 N/A -79.00000000 NC USD -19671.00000000 -0.05378866659 Short DE CORP N/A N 1 INTERACTIVE BROKERS N/A Call Written Spdr S&P 500 Etf Trust Spdr S&P 500 Etf Trust TR UNIT -79.00000000 345 USD 2020-06-19 XXXX -2035.48 N N N BHP Billiton Finance (USA) Limited 5493003NUVITP3TMY274 BHP 2 7/8 02/24/22 055451AQ1 200000.00000000 PA USD 203953.05000000 0.557692166543 Long DBT CORP AU N 2 2022-02-24 Fixed 2.87500000 N N N N N N Pfizer Inc. 765LHXWGK1KXCLTFYQ30 PFE 5.2 08/12/20 717081DR1 350000.00000000 PA USD 356849.07000000 0.975773252606 Long DBT CORP US N 2 2020-08-12 Fixed 5.20000000 N N N N N N N/A N/A SPY US 06/19/20 P313 N/A -97.00000000 NC USD -94478.00000000 -0.25834200817 Short DE CORP N/A N 1 INTERACTIVE BROKERS N/A Put Written Spdr S&P 500 Etf Trust Spdr S&P 500 Etf Trust TR UNIT -97.00000000 313 USD 2020-06-19 XXXX 35863.05 N N N International Business Machines Corporation VGRQXHF3J8VDLUA7XE92 IBM 1 5/8 05/15/20 459200HM6 350000.00000000 PA USD 349912.55000000 0.956805932102 Long DBT CORP US N 2 2020-05-15 Fixed 1.62500000 N N N N N N N/A N/A SPY US 01/15/21 C360 N/A -13.00000000 NC USD -4797.00000000 -0.01311698610 Short DE CORP N/A N 1 INTERACTIVE BROKERS N/A Call Written Spdr S&P 500 Etf Trust Spdr S&P 500 Etf Trust TR UNIT -13.00000000 360 USD 2021-01-15 XXXX -15.72 N N N ISHARES TRUST 5493000860OXIC4B5K91 ISHARES 0-5 YR INV GRD CO 46434V100 5000.00000000 NS USD 255200.00000000 0.697822567017 Long EC RF US N 1 N N N N/A N/A SPY US 03/20/20 P306 N/A -50.00000000 NC USD -19550.00000000 -0.05345780244 Short DE CORP N/A N 1 INTERACTIVE BROKERS N/A Put Written Spdr S&P 500 Etf Trust Spdr S&P 500 Etf Trust TR UNIT -50.00000000 306 USD 2020-03-20 XXXX 31164.77 N N N State Street Corporation 549300ZFEEJ2IP5VME73 STT 2.55 08/18/20 857477AS2 400000.00000000 PA USD 401641.32000000 1.098253828145 Long DBT CORP US N 2 2020-08-18 Fixed 2.55000000 N N N N N N United Technologies Corporation I07WOS4YJ0N7YRFE7309 UTX 4 1/2 04/15/20 913017BR9 100000.00000000 PA USD 100757.63000000 0.275513119173 Long DBT CORP US N 2 2020-04-15 Fixed 4.50000000 N N N N N N The Charles Schwab Corporation 549300VSGCJ7E698NM85 SCHW 4.45 07/22/20 808513AD7 650000.00000000 PA USD 660162.77000000 1.805158616029 Long DBT CORP US N 2 2020-07-22 Fixed 4.45000000 N N N N N N Anthem Inc 8MYN82XMYQH89CTMTH67 ANTM 4.35 08/15/20 94973VAS6 475000.00000000 PA USD 481846.48000000 1.317567976417 Long DBT CORP US N 2 2020-08-15 Fixed 4.35000000 N N N N N N HSBC USA, Inc. 549300LBOHZ4QSIWU288 HSBC 2 3/4 08/07/20 40428HPV8 150000.00000000 PA USD 150663.89000000 0.411977517541 Long DBT CORP US N 2 2020-08-07 Fixed 2.75000000 N N N N N N Cardinal Health, Inc. CCU46N3GJMF4OK4N7U60 CAH 4 5/8 12/15/20 14149YAT5 100000.00000000 PA USD 102442.15000000 0.280119294999 Long DBT CORP US N 2 2020-12-15 Fixed 4.62500000 N N N N N N KeyBank National Association HUX2X73FUCYHUVH1BK78 KEY 2 1/4 03/16/20 49327M2G8 500000.00000000 PA USD 500322.66000000 1.368089509945 Long DBT CORP US N 2 2020-03-16 Fixed 2.25000000 N N N N N N N/A N/A SPY US 10/16/20 C320 N/A -10.00000000 NC USD -19110.00000000 -0.05225466009 Short DE CORP N/A N 2 INTERACTIVE BROKERS N/A Call Written Spdr S&P 500 Etf Trust Spdr S&P 500 Etf Trust TR UNIT -10.00000000 320 USD 2020-10-16 XXXX -12942.94 N N N Ford Motor Credit Company LLC UDSQCVRUX5BONN0VY111 F 2.681 01/09/20 345397YE7 550000.00000000 PA USD 550044.83000000 1.504050529957 Long DBT CORP US N 2 2020-01-09 Fixed 2.68100000 N N N N N N Delta Air Lines Inc Q2CCMS6R0AS67HJMBN42 DAL 2.6 12/04/20 247361ZL5 250000.00000000 PA USD 250791.32000000 0.685767408730 Long DBT CORP US N 2 2020-12-04 Fixed 2.60000000 N N N N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 MUFG 2.19 09/13/21 606822AG9 300000.00000000 PA USD 300969.49000000 0.822975321730 Long DBT CORP JP N 2 2021-09-13 Fixed 2.19000000 N N N N N N N/A N/A SPY US 09/18/20 P300 N/A -135.00000000 NC USD -133380.00000000 -0.36471619901 Short DE CORP N/A N 1 INTERACTIVE BROKERS N/A Put Written Spdr S&P 500 Etf Trust Spdr S&P 500 Etf Trust TR UNIT -135.00000000 300 USD 2020-09-18 XXXX 130122.06 N N N Citizens Bank, National Association DRMSV1Q0EKMEXLAU1P80 CFG 2 1/4 10/30/20 17401QAN1 250000.00000000 PA USD 250833.01000000 0.685881406468 Long DBT CORP US N 2 2020-10-30 Fixed 2.25000000 N N N N N N ING Groep N.V. 549300NYKK9MWM7GGW15 INTNED 3.15 03/29/22 456837AG8 350000.00000000 PA USD 357971.19000000 0.978841593746 Long DBT CORP NL N 2 2022-03-29 Fixed 3.15000000 N N N N N N N/A N/A SPY US 03/20/20 C310 N/A 50.00000000 NC USD 85900.00000000 0.234886201045 Long DE CORP N/A N 1 INTERACTIVE BROKERS N/A Call Purchased Spdr S&P 500 Etf Trust Spdr S&P 500 Etf Trust TR UNIT 50.00000000 310 USD 2020-03-20 XXXX 33907.13 N N N John Deere Capital Corporation E0KSF7PFQ210NWI8Z391 DE 2.95 04/01/22 24422EUT4 350000.00000000 PA USD 358491.77000000 0.980265075219 Long DBT CORP US N 2 2022-04-01 Fixed 2.95000000 N N N N N N N/A N/A SPY US 03/20/20 C335 N/A -69.00000000 NC USD -15387.00000000 -0.04207443510 Short DE CORP N/A N 1 INTERACTIVE BROKERS N/A Call Written Spdr S&P 500 Etf Trust Spdr S&P 500 Etf Trust TR UNIT -69.00000000 335 USD 2020-03-20 XXXX -8778.82 N N N Stanley Black & Decker, Inc. 549300DJ09SMTO561131 SWK 3.4 12/01/21 854502AC5 200000.00000000 PA USD 204377.15000000 0.558851831711 Long DBT CORP US N 2 2021-12-01 Fixed 3.40000000 N N N N N N N/A N/A SPY US 01/15/21 P281 N/A 13.00000000 NC USD 12402.00000000 0.033912207978 Long DE CORP N/A N 1 INTERACTIVE BROKERS N/A Put Purchased Spdr S&P 500 Etf Trust Spdr S&P 500 Etf Trust TR UNIT 13.00000000 281 USD 2021-01-15 XXXX -11.62 N N N American Express Company R4PP93JZOLY261QX3811 AXP 3 02/22/21 025816CB3 250000.00000000 PA USD 254874.99000000 0.696933854977 Long DBT CORP US N 2 2021-02-22 Fixed 3.00000000 N N N N N N The Progressive Corporation 529900TACNVLY9DCR586 PGR 3 3/4 08/23/21 743315AN3 400000.00000000 PA USD 412701.76000000 1.128497655077 Long DBT CORP US N 2 2021-08-23 Fixed 3.75000000 N N N N N N N/A N/A SPY US 12/18/20 C308 N/A 57.00000000 NC USD 170088.00000000 0.465091084556 Long DE CORP N/A N 2 INTERACTIVE BROKERS N/A Call Purchased Spdr S&P 500 Etf Trust Spdr S&P 500 Etf Trust TR UNIT 57.00000000 308 USD 2020-12-18 XXXX 48674.89 N N N Skandinaviska Enskilda Banken AB (publ) F3JS33DEI6XQ4ZBPTN86 SEB 1 7/8 09/13/21 830505AT0 100000.00000000 PA USD 99762.80000000 0.272792841649 Long DBT CORP SE N 2 2021-09-13 Fixed 1.87500000 N N N N N N N/A N/A SPY US 12/18/20 P276 N/A 64.00000000 NC USD 50240.00000000 0.137376981845 Long DE CORP N/A N 1 INTERACTIVE BROKERS N/A Put Purchased Spdr S&P 500 Etf Trust Spdr S&P 500 Etf Trust TR UNIT 64.00000000 276 USD 2020-12-18 XXXX -13718.8 N N N The Estee Lauder Companies Inc. 549300VFZ8XJ9NUPU221 EL 1.8 02/07/20 29736RAL4 330000.00000000 PA USD 330026.59000000 0.902429475774 Long DBT CORP US N 2 2020-02-07 Fixed 1.80000000 N N N N N N N/A N/A SPY US 06/19/20 C313 N/A 97.00000000 NC USD 183815.00000000 0.502626391678 Long DE CORP N/A N 1 INTERACTIVE BROKERS N/A Call Purchased Spdr S&P 500 Etf Trust Spdr S&P 500 Etf Trust TR UNIT 97.00000000 313 USD 2020-06-19 XXXX 39979.75 N N N N/A N/A SPY US 12/18/20 C317 N/A 13.00000000 NC USD 29835.00000000 0.081581255042 Long DE CORP N/A N 1 INTERACTIVE BROKERS N/A Call Purchased Spdr S&P 500 Etf Trust Spdr S&P 500 Etf Trust TR UNIT 13.00000000 317 USD 2020-12-18 XXXX 4091.43 N N N N/A N/A SPY US 01/17/20 C309 N/A 96.00000000 NC USD 134208.00000000 0.366980294178 Long DE CORP N/A N 1 INTERACTIVE BROKERS N/A Call Purchased Spdr S&P 500 Etf Trust Spdr S&P 500 Etf Trust TR UNIT 96.00000000 309 USD 2020-01-17 XXXX 62860.12 N N N Prudential Financial, Inc. 5PRBRS5FEH7NREC8OR45 PRU 5 3/8 06/21/20 74432QBM6 250000.00000000 PA USD 253963.85000000 0.694442420597 Long DBT CORP US N 2 2020-06-21 Fixed 5.37500000 N N N N N N N/A N/A SPY US 01/17/20 P309 N/A -96.00000000 NC USD -6624.00000000 -0.01811276130 Short DE CORP N/A N 1 INTERACTIVE BROKERS N/A Put Written Spdr S&P 500 Etf Trust Spdr S&P 500 Etf Trust TR UNIT -96.00000000 309 USD 2020-01-17 XXXX 42251.1 N N N N/A N/A SPY US 12/18/20 P309 N/A -13.00000000 NC USD -19597.50000000 -0.05358768713 Short DE CORP N/A N 2 INTERACTIVE BROKERS N/A Put Written Spdr S&P 500 Etf Trust Spdr S&P 500 Etf Trust TR UNIT -13.00000000 309 USD 2020-12-18 XXXX 8489.43 N N N Target Corporation 8WDDFXB5T1Z6J0XC1L66 TGT 3 7/8 07/15/20 87612EAV8 400000.00000000 PA USD 404329.85000000 1.105605383419 Long DBT CORP US N 2 2020-07-15 Fixed 3.87500000 N N N N N N QUALCOMM Incorporated H1J8DDZKZP6H7RWC0H53 QCOM 2 1/4 05/20/20 747525AD5 400000.00000000 PA USD 400469.26000000 1.095048930347 Long DBT CORP US N 2 2020-05-20 Fixed 2.25000000 N N N N N N US BANK MMDA N/A US BANK MMDA-USBGFS 5 N/A 1354287.88000000 PA USD 1354287.88000000 3.703184345227 Long STIV US N 1 N N N Bristol-Myers Squibb Company HLYYNH7UQUORYSJQCN42 BMY 2 7/8 08/15/20 110122BC1 400000.00000000 PA USD 402277.98000000 1.099994720447 Long DBT CORP US Y 2 2020-08-15 Fixed 2.87500000 N N N N N N Manufacturers and Traders Trust Company WWB2V0FCW3A0EE3ZJN75 MTB 2.05 08/17/20 55279HAN0 250000.00000000 PA USD 250115.58000000 0.683919655511 Long DBT CORP US N 2 2020-08-17 Fixed 2.05000000 N N N N N N Georgia Power Company D981X4Z4RWS7PDMJUZ03 SO 2 03/30/20 373334KG5 250000.00000000 PA USD 249971.86000000 0.683526665467 Long DBT CORP US N 2 2020-03-30 Fixed 2.00000000 N N N N N N N/A N/A SPY US 03/20/20 P310 N/A -50.00000000 NC USD -22300.00000000 -0.06097744218 Short DE CORP N/A N 1 INTERACTIVE BROKERS N/A Put Written Spdr S&P 500 Etf Trust Spdr S&P 500 Etf Trust TR UNIT -50.00000000 310 USD 2020-03-20 XXXX 26692.11 N N N N/A N/A SPY US 01/17/20 C302 N/A 19.00000000 NC USD 39985.50000000 0.109336928892 Long DE CORP N/A N 2 INTERACTIVE BROKERS N/A Call Purchased Spdr S&P 500 Etf Trust Spdr S&P 500 Etf Trust TR UNIT 19.00000000 302 USD 2020-01-17 XXXX 18665.72 N N N N/A N/A SPY US 03/20/20 P295 N/A 55.00000000 NC USD 12760.00000000 0.034891128350 Long DE CORP N/A N 1 INTERACTIVE BROKERS N/A Put Purchased Spdr S&P 500 Etf Trust Spdr S&P 500 Etf Trust TR UNIT 55.00000000 295 USD 2020-03-20 XXXX -3164.45 N N N N/A N/A SPY US 01/17/20 P298 N/A 115.00000000 NC USD 3450.00000000 0.009433729844 Long DE CORP N/A N 1 INTERACTIVE BROKERS N/A Put Purchased Spdr S&P 500 Etf Trust Spdr S&P 500 Etf Trust TR UNIT 115.00000000 298 USD 2020-01-17 XXXX -1760.12 N N N Sumitomo Mitsui Financial Group Inc 35380028MYWPB6AUO129 SUMIBK 2.442 10/19/21 86562MAH3 500000.00000000 PA USD 504087.97000000 1.378385428009 Long DBT CORP JP N 2 2021-10-19 Fixed 2.44200000 N N N N N N N/A N/A SPY US 01/17/20 C317 N/A -62.00000000 NC USD -44082.00000000 -0.12053845767 Short DE CORP N/A N 1 INTERACTIVE BROKERS N/A Call Written Spdr S&P 500 Etf Trust Spdr S&P 500 Etf Trust TR UNIT -62.00000000 317 USD 2020-01-17 XXXX -30325.88 N N N N/A N/A SPY US 11/20/20 P307 N/A -6.00000000 NC USD -8208.00000000 -0.02244407378 Short DE CORP N/A N 2 INTERACTIVE BROKERS N/A Put Written Spdr S&P 500 Etf Trust Spdr S&P 500 Etf Trust TR UNIT -6.00000000 307 USD 2020-11-20 XXXX 4015.49 N N N Wells Fargo & Company PBLD0EJDB5FWOLXP3B76 WFC 2.6 07/22/20 94974BGM6 375000.00000000 PA USD 376474.18000000 1.029436436925 Long DBT CORP US N 2 2020-07-22 Fixed 2.60000000 N N N N N N N/A N/A SPY US 01/15/21 C364 N/A -90.00000000 NC USD -27675.00000000 -0.07567491983 Short DE CORP N/A N 2 INTERACTIVE BROKERS N/A Call Written Spdr S&P 500 Etf Trust Spdr S&P 500 Etf Trust TR UNIT -90.00000000 364 USD 2021-01-15 XXXX -6286.58 N N N N/A N/A SPY US 12/18/20 P317 N/A -13.00000000 NC USD -22756.50000000 -0.06222570237 Short DE CORP N/A N 2 INTERACTIVE BROKERS N/A Put Written Spdr S&P 500 Etf Trust Spdr S&P 500 Etf Trust TR UNIT -13.00000000 317 USD 2020-12-18 XXXX 3134.4 N N N N/A N/A SPY US 11/20/20 C345 N/A -6.00000000 NC USD -4437.00000000 -0.01213259690 Short DE CORP N/A N 2 INTERACTIVE BROKERS N/A Call Written Spdr S&P 500 Etf Trust Spdr S&P 500 Etf Trust TR UNIT -6.00000000 345 USD 2020-11-20 XXXX -2085.31 N N N N/A N/A SPY US 01/17/20 P302 N/A -19.00000000 NC USD -798.00000000 -0.00218206272 Short DE CORP N/A N 1 INTERACTIVE BROKERS N/A Put Written Spdr S&P 500 Etf Trust Spdr S&P 500 Etf Trust TR UNIT -19.00000000 302 USD 2020-01-17 XXXX 19546.51 N N N N/A N/A SPY US 10/16/20 P290 N/A -10.00000000 NC USD -8770.00000000 -0.02398081470 Short DE CORP N/A N 1 INTERACTIVE BROKERS N/A Put Written Spdr S&P 500 Etf Trust Spdr S&P 500 Etf Trust TR UNIT -10.00000000 290 USD 2020-10-16 XXXX 12810.74 N N N General Motors Financial Company Inc 5493008B6JBRUJ90QL97 GM 3.7 11/24/20 37045XBD7 250000.00000000 PA USD 253010.81000000 0.691836414252 Long DBT CORP US N 2 2020-11-24 Fixed 3.70000000 N N N N N N Applied Materials Inc. 41BNNE1AFPNAZELZ6K07 AMAT 2 5/8 10/01/20 038222AH8 250000.00000000 PA USD 251396.43000000 0.687422030257 Long DBT CORP US N 2 2020-10-01 Fixed 2.62500000 N N N N N N General Electric Company 3C7474T6CDKPR9K6YT90 GE 5.3 02/11/21 369622SM8 100000.00000000 PA USD 103196.27000000 0.282181371622 Long DBT CORP US N 2 2021-02-11 Fixed 5.30000000 N N N N N N American Express Company R4PP93JZOLY261QX3811 AXP 3 3/8 05/17/21 025816BU2 205000.00000000 PA USD 208967.38000000 0.571403422940 Long DBT CORP US N 2 2021-05-17 Fixed 3.37500000 N N N N N N 2020-01-28 MUTUAL FUND SERIES TRUST Erik Naviloff Erik Naviloff Treasurer