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 2022-06-30 N 5269955.25 57285.04 5212670.21 0.00000000 824324.58000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 420644.01999999 GBP JPY USD N TPG RE Finance Trust Inc. N/A 87266M107 6860.00000000 NS USD 61808.60000000 1.185737779486 Long EC CORP US N 1 N N N OSAKA EXCHANGE N/A N/A -1.00000000 NC -6499.20000000 -0.12468082073 Short DIR CORP JP N 1 R.J. O'BRIEN & ASSOCIATES LLC N/A Short N/A TSE Japanese 10 Year Bond Futu 2022-09-12 -1081083.06000000 JPY -6499.20000000 N N N Agnc Investment Corp 5TRACI5HRMELWV32OF39 00123Q104 5930.00000000 NS USD 65645.10000000 1.259337294618 Long EC CORP US N 1 N N N CME GLOBEX N/A N/A -5.00000000 NC USD -2593.75000000 -0.04975856702 Short DFE CORP US N 1 R.J. O'BRIEN & ASSOCIATES LLC N/A Short N/A CME Japanese Yen Currency Futu 2022-09-19 -460875.00000000 USD -2593.75000000 N N N Vanguard Scottsdal 549300Y88GQ3VLJIBX57 92206C771 11390.00000000 NS USD 544555.90000000 10.44677445650 Long EC RF US N 1 N N N KKR Real Estate Finance Trust Inc. 549300K23AYZDZ2REL62 48251K100 3520.00000000 NS USD 61424.00000000 1.178359603148 Long EC CORP US N 1 N N N Mutual Fund Series Trust 5493002ZGLQMLR4QMA96 62827P436 24442.64400000 NS USD 252492.51000000 4.843822836050 Long EC RF US N 1 N N N Vanguard Scottsdal 549300Y88GQ3VLJIBX57 92206C870 1350.00000000 NS USD 108027.00000000 2.072392759333 Long EC RF US N 1 N N N Ishares Trust 5493000860OXIC4B5K91 464288588 7450.00000000 NS USD 726300.50000000 13.93336755904 Long EC RF US N 1 N N N FIRST AMERN FDS INC 549300J5J5SJCZ9IA369 31846V211 697313.42000000 PA USD 697313.42000000 13.37727866731 Long STIV RF US N 1 N N N MFA Financial Inc. YW72IMH2RRC8Z1TGLG58 55272X607 5289.00000000 NS USD 56856.75000000 1.090741361134 Long EC CORP US N 1 N N N Redwood Trust, Inc. DRBV4N1ERQLEMIF11G78 758075402 7060.00000000 NS USD 54432.60000000 1.044236404896 Long EC CORP US N 1 N N N Mutual Fd & Var Ins Tr N/A 628255432 13890.89200000 NS USD 254481.14000000 4.881972765355 Long EC RF US N 1 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -3.00000000 NC USD 24770.83000000 0.475204242779 Short DCO CORP US N 1 R.J. O'BRIEN & ASSOCIATES LLC N/A Short N/A CBOT Wheat Future 2022-09-14 -157370.83000000 USD 24770.83000000 N N N Ladder Capital Corporation 549300Q6LLV2QCV67C06 505743104 6220.00000000 NS USD 65558.80000000 1.257681713188 Long EC CORP US N 1 N N N NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 N/A -1.00000000 NC USD 8750.00000000 0.167860226093 Short DCO CORP US N 1 R.J. O'BRIEN & ASSOCIATES LLC N/A Short N/A NYMEX Henry Hub Natural Gas Fu 2022-08-29 -62670.00000000 USD 8750.00000000 N N N PennyMac Mortgage Investment Trust 549300BSSOQO1ZWDUJ97 70931T103 4440.00000000 NS USD 61405.20000000 1.177998943462 Long EC CORP US N 1 N N N Arbor Realty Trust, Inc. 549300ASFUWYQO0RW077 038923108 4400.00000000 NS USD 57684.00000000 1.106611346509 Long EC CORP US N 1 N N N Granite Point Mortgage Trust Inc 529900VX2HQZ76AYIE02 38741L107 6580.00000000 NS USD 62970.60000000 1.208029617511 Long EC CORP US N 1 N N N New York Mortgage Trust, Inc. 549300JFGR0M7ULHWG48 649604501 23870.00000000 NS USD 65881.20000000 1.263866643119 Long EC CORP US N 1 N N N HONG KONG FUTURES EXCHANGE LTD. N/A N/A 3.00000000 NC 11697.85000000 0.224411856663 Long DE CORP HK N 1 R.J. O'BRIEN & ASSOCIATES LLC N/A Long Hang Seng HSI 2022-07-28 403821.77000000 HKD 11697.85000000 N N N Vanguard Scottsdal 549300Y88GQ3VLJIBX57 92206C409 1430.00000000 NS USD 109051.80000000 2.092052549014 Long EC RF US N 1 N N N Starwood Property Trust, Inc. BUGSFQZERKRBFWIG5267 85571B105 3040.00000000 NS USD 63505.60000000 1.218293071335 Long EC CORP US N 1 N N N Annaly Capital Management, Inc. 2DTL0G3FPRYUT58TI025 035710409 10940.00000000 NS USD 64655.40000000 1.240350864245 Long EC CORP US N 1 N N N COMMODITIES EXCHANGE CENTER N/A N/A -3.00000000 NC USD 22496.88000000 0.431580727221 Short DCO CORP US N 1 R.J. O'BRIEN & ASSOCIATES LLC N/A Short N/A COMEX Copper Future 2022-09-28 -300746.88000000 USD 22496.88000000 N N N US BANK MMDA N/A N/A 572836.28000000 PA USD 572836.28000000 10.98930599716 Long STIV US N 1 N N N COMMODITIES EXCHANGE CENTER N/A N/A -2.00000000 NC USD 1800.00000000 0.034531246510 Short DCO CORP US N 1 R.J. O'BRIEN & ASSOCIATES LLC N/A Short N/A COMEX Gold 100 Troy Ounces Fut 2022-08-29 -363260.00000000 USD 1800.00000000 N N N ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION 549300UF4R84F48NCH34 N/A -41.00000000 NC 16618.12000000 0.318802443479 Short DIR CORP GB N 1 R.J. O'BRIEN & ASSOCIATES LLC N/A Short N/A 3 Month Euro Euribor Future 2024-09-16 -10607895.03000000 EUR 16618.12000000 N N N Hannon Armstrong Sustainable Infrastructure Capital, Inc. N/A 41068X100 1890.00000000 NS USD 71555.40000000 1.372720642536 Long EC CORP US N 1 N N N CME GLOBEX N/A N/A -10.00000000 NC USD -3250.00000000 -0.06234808397 Short DIR CORP US N 1 R.J. O'BRIEN & ASSOCIATES LLC N/A Short N/A CME 3 Month Eurodollar Future 2024-09-16 -2425625.00000000 USD -3250.00000000 N N N Two Harbors Investment Corp. 549300ZUIBT6KH4HU823 90187B408 13530.00000000 NS USD 67379.40000000 1.292608150631 Long EC CORP US N 1 N N N New Residential Investment Corp. 549300WNTHGEO5LP2G31 64828T201 6430.00000000 NS USD 59927.60000000 1.149652626882 Long EC CORP US N 1 N N N Franklin Bsp Realty Trust Inc 549300LH3QNZK9Y1KC93 35243J101 4620.00000000 NS USD 62277.60000000 1.194735087604 Long EC CORP US N 1 N N N Ishares Trust 5493000860OXIC4B5K91 464288646 2160.00000000 NS USD 109188.00000000 2.094665413333 Long EC RF US N 1 N N N Ishares Trust 5493000860OXIC4B5K91 46435G102 3010.00000000 NS USD 208773.60000000 4.005118136948 Long EC RF US N 1 N N N ICE FUTURES U.S. 5493004R83R1LVX2IL36 N/A -8.00000000 NC USD 3267.69000000 0.062687449394 Short DCO CORP US N 1 R.J. O'BRIEN & ASSOCIATES LLC N/A Short N/A NYBOT CSC Cocoa Future 2022-09-15 -190467.69000000 USD 3267.69000000 N N N Nexpoint Residential Trust Inc 549300U2J6XVYBF87166 65341D102 970.00000000 NS USD 60634.70000000 1.163217651553 Long EC CORP US N 1 N N N Blackstone Mortgage Trust, Inc 549300OLDJ20R2Y2UW20 09257W100 2330.00000000 NS USD 64471.10000000 1.236815248283 Long EC CORP US N 1 N N N 2022-07-28 MUTUAL FUND SERIES TRUST Erik Naviloff Erik Naviloff Treasurer