NPORT-P false 0001355064 XXXXXXXX S000045922 C000143112 C000143113 C000143114 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 Systematic Alpha Fund S000045922 549300D1D0DR2GYJY706 2020-06-30 2020-06-30 N 6628779.85 3737527.02 2891252.83 0.00000000 485206.89999999 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 160113.03000000 N Mutual Fund Series Trust 5493002ZGLQMLR4QMA96 62827P436 89995.33560000 NS USD 999848.18000000 34.58183143395 Long EC RF US N 1 N N N Nuveen Invt Fds Inc N/A 31846V211 555572.44000000 PA USD 555572.44000000 19.21562978634 Long STIV RF US N 1 N N N US BANK MMDA N/A N/A 83203.78000000 PA USD 83203.78000000 2.877775998579 Long STIV US N 1 N N N N/A N/A N/A 823.21530000 NS USD -217021.10000000 -7.50612667796 Long DO US N 2 BNP PARIBAS N/A N/A N/A ICE Gas Oil DEC21 11262.46000000 USD 694.47000000 USD CMX Copper MAR21 futures 30957.19000000 USD 3600.69000000 USD future S&P 500 of maturity U20 528865.43000000 USD 10204.87000000 USD CMX silver Sep20 -25328.26000000 USD -72.23000000 USD LME Aluminium HG NOV20 -30777.66000000 USD -1194.30000000 USD NYMEX Heating Oil Nov20 -27431.57000000 USD -2220.56000000 USD NYMEX Natural Gas APR21 46527.06000000 USD -703.83000000 USD NYMEX WTI Crude Jan21 6772.12000000 USD 477.47000000 USD LME Nickel DEC20 19066.88000000 USD 693.73000000 USD LME Nickel JAN21 15453.87000000 USD 559.94000000 USD future HSCEI of maturity Jul20 138361.27000000 USD 3907.68000000 USD NYMEX Heating Oil Jan21 27373.03000000 USD 1945.29000000 USD NYMEX WTI Crude Nov20 13523.55000000 USD 1073.18000000 USD CMX silver Mar21 33028.35000000 USD 343.46000000 USD NYMEX Heating Oil Jun21 9367.73000000 USD 432.93000000 USD ICE Brent Crude Dec23 31855.63000000 USD -495.58000000 USD ICE Brent Crude Nov20 -55512.91000000 USD -3750.29000000 USD NYMEX Heating Oil Sep20 -16235.40000000 USD -1545.24000000 USD NYMEX WTI Crude Sep20 -85402.24000000 USD -7407.82000000 USD LME Zinc DEC20 22907.89000000 USD 653.20000000 USD future Nikkei of maturity Sep20 118963.62000000 USD 2845.50000000 USD LME Zinc NOV20 -15463.96000000 USD -433.80000000 USD CMX Copper SEP20 futures -95203.41000000 USD -11343.97000000 USD NYMEX Natural Gas Sep20 -81315.14000000 USD 8139.69000000 USD LME Aluminium HG SEP20 -51924.63000000 USD -2080.33000000 USD LME Zinc JAN21 23212.47000000 USD 657.83000000 USD future E10 of maturity Sep20 193008.89000000 USD 955.98000000 USD CMX silver Dec20 -33017.18000000 USD -219.18000000 USD LME Aluminium HG JAN21 30757.43000000 USD 1152.80000000 USD CMX Copper DEC20 futures -30956.60000000 USD -3646.41000000 USD CMX Gold Dec20 298417.11000000 USD 9244.73000000 USD LME Copper OCT20 52741.83000000 USD 6113.54000000 USD future JGB of maturity Sep20 -408034.32000000 USD 107.25000000 USD LME Nickel NOV20 -312.55000000 USD -11.39000000 USD CMX Gold Feb21 30924.56000000 USD 999.20000000 USD LME Aluminium HG DEC21 28799.10000000 USD 952.04000000 USD future Eurostoxx 50 of maturity U20 -271771.08000000 USD -17788.65000000 USD NYMEX WTI Crude Nov21 37372.12000000 USD 1163.44000000 USD NYMEX Gasoline RBOB Sep20 -19279.73000000 USD -1670.90000000 USD S&P 500 Index -1500482.52000000 USD -26593.52000000 USD NYMEX Natural Gas JAN21 30011.69000000 USD -731.25000000 USD LME Nickel SEP20 -49396.33000000 USD -1849.51000000 USD future Emerging of maturity Sep20 84564.91000000 USD 5432.53000000 USD CBOE VIX Future Aug 20 -58678.50000000 USD -3517.78000000 USD NYMEX Gasoline RBOB Oct20 11760.91000000 USD 1079.22000000 USD LME Zinc SEP20 -49340.56000000 USD -1407.60000000 USD NYMEX Natural Gas Nov20 -29984.24000000 USD 1342.95000000 USD ICE Gas Oil SEP20 -20754.57000000 USD -3145.64000000 USD Future 10Y US of maturity Sep20 1818130.34000000 USD 1429.99000000 USD Y Performance 2021-02-16 0.00000000 USD 0.00000000 USD -1725000.06000000 USD -217021.10000000 N N N N/A N/A N/A 1028.40620000 NS USD -19079.06000000 -0.65988902118 Long DO US N 2 BNP PARIBAS N/A N/A N/A ICE Brent Crude Dec23 47343.30000000 USD -736.52000000 USD NYMEX Natural Gas Sep20 -120849.18000000 USD 12097.08000000 USD NYMEX Gasoline RBOB Oct20 17478.86000000 USD 1603.91000000 USD NYMEX Natural Gas Nov20 -44562.07000000 USD 1995.87000000 USD LME Copper OCT20 78384.03000000 USD 9085.84000000 USD CMX silver Mar21 49086.17000000 USD 510.44000000 USD LME Aluminium HG SEP20 -77169.51000000 USD -3091.75000000 USD LME Zinc SEP20 -73329.11000000 USD -2091.96000000 USD future Nikkei of maturity Sep20 176801.73000000 USD 4228.93000000 USD future JGB of maturity Sep20 -606413.72000000 USD 159.39000000 USD NYMEX WTI Crude Nov21 55541.81000000 USD 1729.09000000 USD CMX silver Sep20 -37642.43000000 USD -107.35000000 USD NYMEX Heating Oil Sep20 -24128.78000000 USD -2296.52000000 USD future Emerging of maturity Sep20 125678.94000000 USD 8073.74000000 USD CBOE VIX Future Aug 20 -87207.00000000 USD -5228.06000000 USD LME Nickel DEC20 28336.88000000 USD 1031.00000000 USD CMX Copper MAR21 futures 46008.06000000 USD 5351.29000000 USD Future 10Y US of maturity Sep20 2702074.65000000 USD 2125.23000000 USD LME Aluminium HG DEC21 42800.74000000 USD 1414.90000000 USD CMX silver Dec20 -49069.58000000 USD -325.75000000 USD LME Aluminium HG NOV20 -45741.23000000 USD -1774.95000000 USD CMX Gold Feb21 45959.56000000 USD 1485.00000000 USD NYMEX WTI Crude Sep20 -126923.37000000 USD -11009.37000000 USD future HSCEI of maturity Jul20 205630.19000000 USD 5807.52000000 USD CMX Copper SEP20 futures -141489.71000000 USD -16859.21000000 USD LME Zinc JAN21 34497.98000000 USD 977.66000000 USD LME Zinc DEC20 34045.32000000 USD 970.78000000 USD NYMEX Gasoline RBOB Sep20 -28653.21000000 USD -2483.26000000 USD NYMEX WTI Crude Nov20 20098.47000000 USD 1594.94000000 USD CMX Copper DEC20 futures -46007.18000000 USD -5419.23000000 USD NYMEX Natural Gas JAN21 44602.86000000 USD -1086.77000000 USD LME Nickel SEP20 -73411.99000000 USD -2748.71000000 USD NYMEX Natural Gas APR21 69147.74000000 USD -1046.02000000 USD NYMEX Heating Oil Jan21 40681.34000000 USD 2891.06000000 USD NYMEX Heating Oil Jun21 13922.17000000 USD 643.41000000 USD future Eurostoxx 50 of maturity U20 -403901.59000000 USD -26437.20000000 USD future S&P 500 of maturity U20 785990.89000000 USD 15166.31000000 USD NYMEX WTI Crude Jan21 10064.62000000 USD 709.61000000 USD ICE Gas Oil DEC21 16738.07000000 USD 1032.11000000 USD future E10 of maturity Sep20 286846.56000000 USD 1420.76000000 USD LME Nickel JAN21 22967.28000000 USD 832.17000000 USD CMX Gold Dec20 443502.47000000 USD 13739.36000000 USD NYMEX Heating Oil Nov20 -40768.34000000 USD -3300.16000000 USD LME Zinc NOV20 -22982.28000000 USD -644.71000000 USD ICE Brent Crude Nov20 -82502.35000000 USD -5573.62000000 USD LME Nickel NOV20 -464.50000000 USD -16.92000000 USD LME Aluminium HG JAN21 45711.18000000 USD 1713.27000000 USD ICE Gas Oil SEP20 -30845.08000000 USD -4675.00000000 USD S&P 500 Index -2229991.84000000 USD -39522.74000000 USD Y Performance 2021-02-16 0.00000000 USD 0.00000000 USD -1900000.06000000 USD -19079.06000000 N N N Mutual Fd & Var Ins Tr N/A 628255432 68688.56000000 NS USD 1338053.15000000 46.27935461458 Long EC RF US N 1 N N N 2020-07-28 MUTUAL FUND SERIES TRUST Erik Naviloff Erik Naviloff Treasurer