NPORT-P false 0001355064 XXXXXXXX S000050218 C000158513 C000158515 C000158514 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 2020-06-30 N 3221202.39 132281.55 3088920.84 0.00000000 636262.66999999 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 GBP EUR N CME GLOBEX N/A N/A 23.00000000 NC USD 2001.11000000 0.064783466577 Long DIR CORP US N 1 R.J. O'BRIEN & ASSOCIATES LLC N/A Long N/A CME 3 Month Eurodollar Future 2022-09-19 5735348.89000000 USD 2001.11000000 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -5.00000000 NC USD 224.43000000 0.007265644269 Short DCO CORP US N 1 R.J. O'BRIEN & ASSOCIATES LLC N/A Short N/A CBOT Wheat Future 2020-09-14 -123161.93000000 USD 224.43000000 N N N Agnc Investment Corp 5TRACI5HRMELWV32OF39 00123Q104 1360.00000000 NS USD 17544.00000000 0.567965348053 Long EC CORP US N 1 N N N Annaly Capital Management, Inc. 2DTL0G3FPRYUT58TI025 035710409 2840.00000000 NS USD 18630.40000000 0.603136207271 Long EC CORP US N 1 N N N Mutual Fund Series Trust 5493002ZGLQMLR4QMA96 62827M144 4981.03600000 NS USD 48515.29000000 1.570622638552 Long EC RF US N 1 N N N ISHARES TRUST 5493000860OXIC4B5K91 464288588 1670.00000000 NS USD 184869.00000000 5.984905718723 Long EC RF US N 1 N N N Vanguard Scottsdal 549300Y88GQ3VLJIBX57 92206C409 340.00000000 NS USD 28104.40000000 0.909845264924 Long EC RF US N 1 N N N Hannon Armstrong Sustainable Infrastructure Capital, Inc. N/A 41068X100 580.00000000 NS USD 16506.80000000 0.534387278114 Long EC CORP US N 1 N N N ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION 549300UF4R84F48NCH34 N/A 31.00000000 NC 5766.51000000 0.186683644505 Long DIR CORP GB N 1 R.J. O'BRIEN & ASSOCIATES LLC N/A Long N/A 90 Day Sterling Future 2022-09-21 4715618.96000000 GBP 5766.51000000 N N N Blackstone Mortgage Trust, Inc 549300OLDJ20R2Y2UW20 09257W100 740.00000000 NS USD 17826.60000000 0.577114174282 Long EC CORP US N 1 N N N Vanguard Scottsdal 549300Y88GQ3VLJIBX57 92206C771 2550.00000000 NS USD 138643.50000000 4.488412205474 Long EC RF US N 1 N N N ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION 549300UF4R84F48NCH34 N/A 44.00000000 NC -646.19000000 -0.02091960375 Long DIR CORP GB N 1 R.J. O'BRIEN & ASSOCIATES LLC N/A Long N/A 3 Month Euro Euribor Future 2022-09-19 12526074.15000000 EUR -646.19000000 N N N Arbor Realty Trust, Inc. 549300ASFUWYQO0RW077 038923108 2090.00000000 NS USD 19311.60000000 0.625189216567 Long EC CORP US N 1 N N N New York Mortgage Trust, Inc. 549300JFGR0M7ULHWG48 649604501 8110.00000000 NS USD 21167.10000000 0.685258739100 Long EC CORP US N 1 N N N Mutual Fund Series Trust 5493002ZGLQMLR4QMA96 62827P436 4241.55500000 NS USD 47123.68000000 1.525570982259 Long EC RF US N 1 N N N CBOE FUTURES EXCHANGE 254900O9GJPIWCP8RH13 N/A 3.00000000 NC USD -7875.00000000 -0.25494340606 Long DE CORP US N 1 R.J. O'BRIEN & ASSOCIATES LLC N/A Long CBOE Volatility Index VIX 2020-09-16 103200.00000000 USD -7875.00000000 N N N ISHARES TRUST 5493000860OXIC4B5K91 464288646 510.00000000 NS USD 27902.10000000 0.903296052093 Long EC RF US N 1 N N N Nuveen Invt Fds Inc N/A 31846V211 1394990.50000000 PA USD 1394990.50000000 45.16109580846 Long STIV RF US N 1 N N N KKR REAL ESTATE FINANCE TRUST INC 549300K23AYZDZ2REL62 48251K100 1090.00000000 NS USD 18072.20000000 0.585065171174 Long EC CORP US N 1 N N N Ladder Capital Corporation 549300Q6LLV2QCV67C06 505743104 2190.00000000 NS USD 17739.00000000 0.574278232393 Long EC CORP US N 1 N N N PennyMac Mortgage Investment Trust 549300BSSOQO1ZWDUJ97 70931T103 1550.00000000 NS USD 27171.50000000 0.879643778763 Long EC CORP US N 1 N N N NEW Residential Invt Corp 549300WNTHGEO5LP2G31 64828T201 2400.00000000 NS USD 17832.00000000 0.577288992617 Long EC CORP US N 1 N N N TPG RE FINANCE TRUST INC N/A 87266M107 2260.00000000 NS USD 19436.00000000 0.629216513039 Long EC CORP US N 1 N N N ISHARES TRUST 5493000860OXIC4B5K91 46435G102 840.00000000 NS USD 59606.40000000 1.929683636696 Long EC RF US N 1 N N N Mutual Fd & Var Ins Tr N/A 628255432 2413.47100000 NS USD 47014.42000000 1.522033824602 Long EC RF US N 1 N N N Redwood Trust, Inc. DRBV4N1ERQLEMIF11G78 758075402 3180.00000000 NS USD 22260.00000000 0.720640027796 Long EC CORP US N 1 N N N Capstead Mortgage Corporation 549300W6CQE2GR8QBV24 14067E506 3470.00000000 NS USD 19050.30000000 0.616729951551 Long EC CORP US N 1 N N N Two Harbors Investment Corp. 549300ZUIBT6KH4HU823 90187B408 3730.00000000 NS USD 18799.20000000 0.608600898946 Long EC CORP US N 1 N N N Vanguard Scottsdal 549300Y88GQ3VLJIBX57 92206C870 300.00000000 NS USD 28542.00000000 0.924012024859 Long EC RF US N 1 N N N MFA Financial Inc. YW72IMH2RRC8Z1TGLG58 55272X102 9850.00000000 NS USD 24526.50000000 0.794015168093 Long EC CORP US N 1 N N N Starwood Property Trust, Inc. BUGSFQZERKRBFWIG5267 85571B105 1290.00000000 NS USD 19298.40000000 0.624761882858 Long EC CORP US N 1 N N N NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 N/A 2.00000000 NC USD 6937.14000000 0.224581346021 Long DCO CORP US N 1 R.J. O'BRIEN & ASSOCIATES LLC N/A Long N/A NYMEX Light Sweet Crude Oil Fu 2020-07-21 71602.86000000 USD 6937.14000000 N N N NEXPOINT RESIDENTIAL TRUST INC 549300U2J6XVYBF87166 65341D102 540.00000000 NS USD 19089.00000000 0.617982816289 Long EC CORP US N 1 N N N US BANK MMDA N/A N/A 541324.72000000 PA USD 541324.72000000 17.52471973351 Long STIV US N 1 N N N Granite Point Mortgage Trust Inc 529900VX2HQZ76AYIE02 38741L107 3470.00000000 NS USD 24914.60000000 0.806579426619 Long EC CORP US N 1 N N N 2020-07-28 MUTUAL FUND SERIES TRUST Erik Naviloff Erik Naviloff Treasurer