TPG RE FINANCE T

NPORT-P false 0001355064 XXXXXXXX S000050218 C000158513 C000158514 C000158515 MUTUAL FUND SERIES TRUST 811-21872 0001355064 5493002ZGLQMLR4QMA96 C/O GEMINI FUND SERVICES LLC 4221 North 203rd Street, Suite 100 ELKHORN 68022 631-470-2600 Catalyst Income and Multi-Strategy Fund S000050218 549300IUIZM9RP45O593 2022-06-30 2022-03-31 N 4799172.88 112189.77 4686983.11 0.00000000 948969.36000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 794974.46000000 GBP USD N TPG RE Finance Trust Inc. N/A TPG RE FINANCE T 87266M107 5070.00000000 NS USD 59876.70000000 1.277510470909 Long EC CORP US N 1 N N N Agnc Investment Corp 5TRACI5HRMELWV32OF39 AGNC INVESTMENT 00123Q104 4660.00000000 NS USD 61046.00000000 1.302458288568 Long EC CORP US N 1 N N N Vanguard Scottsdal 549300Y88GQ3VLJIBX57 VANGUARD MORTGAGE-BACKED 92206C771 8410.00000000 NS USD 421341.00000000 8.989599281914 Long EC RF US N 1 N N N KKR Real Estate Finance Trust Inc. 549300K23AYZDZ2REL62 KKR REAL ESTATE 48251K100 2800.00000000 NS USD 57708.00000000 1.231239768645 Long EC CORP US N 1 N N N NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 NATURAL GAS FUTR May22 N/A 2.00000000 NC USD 19540.00000000 0.416899304764 Long DCO CORP US N 1 R.J. O'BRIEN & ASSOCIATES LLC N/A Long N/A NYMEX Henry Hub Natural Gas Fu 2022-04-27 93300.00000000 USD 19540.00000000 N N N Mutual Fund Series Trust 5493002ZGLQMLR4QMA96 CAT-ENH INC-I 62827P436 13212.64350000 NS USD 142564.42000000 3.041709702256 Long EC RF US N 1 N N N Vanguard Scottsdal 549300Y88GQ3VLJIBX57 VANGUARD INT-TERM CORPORA 92206C870 970.00000000 NS USD 83458.80000000 1.780650752121 Long EC RF US N 1 N N N CME GLOBEX N/A JPN YEN CURR FUT Jun22 N/A -5.00000000 NC USD 10531.25000000 0.224691443362 Short DFE CORP US N 1 R.J. O'BRIEN & ASSOCIATES LLC N/A Short N/A CME Japanese Yen Currency Futu 2022-06-13 -525375.00000000 USD 10531.25000000 N N N Ishares Trust 5493000860OXIC4B5K91 ISHARES MBS ETF 464288588 5520.00000000 NS USD 562322.40000000 11.99753416649 Long EC RF US N 1 N N N FIRST AMERN FDS INC 549300J5J5SJCZ9IA369 FRST AM-GV OB-U 31846V211 480633.29000000 PA USD 480633.29000000 10.25464096455 Long STIV RF US N 1 N N N MFA Financial Inc. YW72IMH2RRC8Z1TGLG58 MFA FINANCIAL 55272X102 14970.00000000 NS USD 60329.10000000 1.287162735263 Long EC CORP US N 1 N N N Redwood Trust, Inc. DRBV4N1ERQLEMIF11G78 REDWOOD TRUST 758075402 5800.00000000 NS USD 61074.00000000 1.303055687776 Long EC CORP US N 1 N N N CME GLOBEX N/A LEAN HOGS FUTURE Jun22 N/A 3.00000000 NC USD -5923.64000000 -0.12638492311 Long DCO CORP US N 1 R.J. O'BRIEN & ASSOCIATES LLC N/A Long N/A CME Lean Hogs Future 2022-06-14 150673.64000000 USD -5923.64000000 N N N Mutual Fund Series Trust 5493002ZGLQMLR4QMA96 ALPHAC-INC OP-I 62827M144 11636.85670000 NS USD 133707.48000000 2.852740811348 Long EC RF US N 1 N N N Mutual Fd & Var Ins Tr N/A RTNL-S/S INC-INS 628255432 6860.89170000 NS USD 130905.81000000 2.792965259906 Long EC RF US N 1 N N N ICE FUTURES U.S. 5493004R83R1LVX2IL36 COTTON NO.2 FUTR May22 N/A 6.00000000 NC USD -3984.22000000 -0.08500606694 Long DCO CORP US N 1 R.J. O'BRIEN & ASSOCIATES LLC N/A Long N/A NYBOT CTN Number 2 Cotton Futu 2022-05-06 411054.22000000 USD -3984.22000000 N N N Ladder Capital Corporation 549300Q6LLV2QCV67C06 LADDER CAPITAL 505743104 5310.00000000 NS USD 63029.70000000 1.344781888919 Long EC CORP US N 1 N N N PennyMac Mortgage Investment Trust 549300BSSOQO1ZWDUJ97 PENNYMAC MORTGAG 70931T103 3840.00000000 NS USD 64857.60000000 1.383781389389 Long EC CORP US N 1 N N N Arbor Realty Trust, Inc. 549300ASFUWYQO0RW077 ARBOR REALTY TRU 038923108 3380.00000000 NS USD 57662.80000000 1.230275395637 Long EC CORP US N 1 N N N Granite Point Mortgage Trust Inc 529900VX2HQZ76AYIE02 GRANITE POINT MO 38741L107 5460.00000000 NS USD 60715.20000000 1.295400443634 Long EC CORP US N 1 N N N New York Mortgage Trust, Inc. 549300JFGR0M7ULHWG48 NEW YORK MTGE 649604501 17220.00000000 NS USD 62853.00000000 1.341011873200 Long EC CORP US N 1 N N N Vanguard Scottsdal 549300Y88GQ3VLJIBX57 VANGUARD S/T CORP BOND ET 92206C409 1090.00000000 NS USD 85118.10000000 1.816053055928 Long EC RF US N 1 N N N Starwood Property Trust, Inc. BUGSFQZERKRBFWIG5267 STARWOOD PROPERT 85571B105 2540.00000000 NS USD 61391.80000000 1.309836168793 Long EC CORP US N 1 N N N Annaly Capital Management, Inc. 2DTL0G3FPRYUT58TI025 ANNALY CAPITAL M 035710409 8680.00000000 NS USD 61107.20000000 1.303764032552 Long EC CORP US N 1 N N N US BANK MMDA N/A US BANK MMDA-USBGFS 5 N/A 462556.05000000 PA USD 462556.05000000 9.868950647872 Long STIV US N 1 N N N CME GLOBEX N/A MEXICAN PESO FUT Jun22 N/A 15.00000000 NC USD 4999.35000000 0.106664561887 Long DFE CORP US N 1 R.J. O'BRIEN & ASSOCIATES LLC N/A Long N/A CME Mexican Peso Currency Futu 2022-06-13 367975.65000000 USD 4999.35000000 N N N CME GLOBEX N/A BP CURRENCY FUT Jun22 N/A -6.00000000 NC USD -1162.50000000 -0.02480273499 Short DFE CORP US N 1 R.J. O'BRIEN & ASSOCIATES LLC N/A Short N/A CME British Pound Currency Fut 2022-06-13 -491250.00000000 USD -1162.50000000 N N N Two Harbors Investment Corp. 549300ZUIBT6KH4HU823 TWO HARBORS INVE 90187B408 11840.00000000 NS USD 65475.20000000 1.396958309073 Long EC CORP US N 1 N N N New Residential Investment Corp. 549300WNTHGEO5LP2G31 NEW RESIDENT 64828T201 5850.00000000 NS USD 64233.00000000 1.370455119903 Long EC CORP US N 1 N N N CME GLOBEX N/A AUDUSD Crncy Fut Jun22 N/A 4.00000000 NC USD 1029.09000000 0.021956341122 Long DFE CORP US N 1 R.J. O'BRIEN & ASSOCIATES LLC N/A Long N/A CME Australian Dollar Currency 2022-06-13 298830.91000000 USD 1029.09000000 N N N Franklin Bsp Realty Trust Inc 549300LH3QNZK9Y1KC93 FRANKLIN BSP REA 35243J101 4590.00000000 NS USD 64168.20000000 1.369072567449 Long EC CORP US N 1 N N N ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION 549300UF4R84F48NCH34 3MO EURO EURIBOR Jun24 N/A -44.00000000 NC 38967.67000000 0.831401971917 Short DIR CORP GB N 1 R.J. O'BRIEN & ASSOCIATES LLC N/A Short N/A 3 Month Euro Euribor Future 2024-06-17 -12354728.96000000 EUR 38967.67000000 N N N Ishares Trust 5493000860OXIC4B5K91 ISHR 1-5Y INV GR 464288646 1640.00000000 NS USD 84820.80000000 1.809709956475 Long EC RF US N 1 N N N CME GLOBEX N/A 90DAY EURO$ FUTR Jun24 N/A -12.00000000 NC USD 9450.00000000 0.201622232856 Short DIR CORP US N 1 R.J. O'BRIEN & ASSOCIATES LLC N/A Short N/A CME 3 Month Eurodollar Future 2024-06-17 -2924400.00000000 USD 9450.00000000 N N N ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION 549300UF4R84F48NCH34 ICE 3MTH SONIA FU Jun24 N/A -9.00000000 NC -1457.46000000 -0.03109590894 Short DIR CORP GB N 1 R.J. O'BRIEN & ASSOCIATES LLC N/A Short N/A Three Month SONIA Index Future 2024-09-17 -2896046.23000000 GBP -1457.46000000 N N N Ishares Trust 5493000860OXIC4B5K91 ISHARES CONVERTIBLE BOND 46435G102 2090.00000000 NS USD 174138.80000000 3.715370760105 Long EC RF US N 1 N N N Nexpoint Residential Trust Inc 549300U2J6XVYBF87166 NEXPOINT RESI 65341D102 700.00000000 NS USD 63217.00000000 1.348778062910 Long EC CORP US N 1 N N N Blackstone Mortgage Trust, Inc 549300OLDJ20R2Y2UW20 BLACKSTONE MOR-A 09257W100 1900.00000000 NS USD 60401.00000000 1.288696771087 Long EC CORP US N 1 N N N 2022-04-28 MUTUAL FUND SERIES TRUST Erik Naviloff Erik Naviloff Treasurer XXXX