# EDGAR Filing Document

**Accession Number:** 0001355064
**File Stem:** 0001752724-23-046772
**Filing Date:** 2023-2
**Character Count:** 69891
**Document Hash:** 4d7bf5f7e1e4f39dcfca1c45fd9c29cf
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-046772.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-046772

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20230331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** MUTUAL FUND SERIES TRUST
- **CENTRAL INDEX KEY:** 0001355064
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** OH
- **FISCAL YEAR END:** 0630

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21872
- **FILM NUMBER:** 23683040

**BUSINESS ADDRESS:**
- **STREET 1:** C/O GEMINI FUND SERVICES LLC
- **STREET 2:** 4221 NORTH 203RD STREET, SUITE 100
- **CITY:** ELKHORN
- **STATE:** NE
- **ZIP:** 68022-3474
- **BUSINESS PHONE:** 631 549 1859

**MAIL ADDRESS:**
- **STREET 1:** C/O GEMINI FUND SERVICES LLC
- **STREET 2:** 4221 NORTH 203RD STREET, SUITE 100
- **CITY:** ELKHORN
- **STATE:** NE
- **ZIP:** 68022-3474

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** CATALYST FUNDS
- **DATE OF NAME CHANGE:** 20060303

## Series and Classes Contracts Data

### AlphaCentric Symmetry Strategy Fund (Series ID: S000066020)

| Class ID   | Class Name                                  | Ticker Symbol   |
|:---|:---|:---|
| C000213450 | AlphaCentric Symmetry Strategy Fund Class I | SYMIX           |
| C000213451 | AlphaCentric Symmetry Strategy Fund Class A | SYMAX           |
| C000213452 | AlphaCentric Symmetry Strategy Fund Class C | SYMCX           |

## Nport-Ex

Ell y

---

| | | |
|:---|:---|:---|
| **ALPHACENTRIC SYMMETRY STRATEGY FUND (SYMAX, SYMCX, SYMIX)** | **ALPHACENTRIC SYMMETRY STRATEGY FUND (SYMAX, SYMCX, SYMIX)** | **ALPHACENTRIC SYMMETRY STRATEGY FUND (SYMAX, SYMCX, SYMIX)** |
| **CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)** | **CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)** | **CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)** |
| **December 31, 2022** | **December 31, 2022** | **December 31, 2022** |
| **Shares** |  | **Fair Value** |
|  | **COMMON STOCKS — 29.4%** |  |
|  | **BEVERAGES - 0.9%** |  |
| 3963 | Coca-Cola Company (The) | &nbsp;&nbsp;&nbsp; $252086 |
| 1496 | PepsiCo, Inc. | &nbsp;&nbsp;&nbsp; 270268 |
|  |  | &nbsp;&nbsp; 522354 |
|  | **BIOTECH & PHARMA - 1.9%** |  |
| 1693 | AbbVie, Inc. | &nbsp;&nbsp;&nbsp; 273606 |
| 992 | Amgen, Inc. | &nbsp;&nbsp;&nbsp; 260539 |
| 3518 | Bristol-Myers Squibb Company | &nbsp;&nbsp;&nbsp; 253120 |
| 1596 | Johnson & Johnson | &nbsp;&nbsp;&nbsp; 281933 |
|  |  | &nbsp;&nbsp; 1069198 |
|  | **CHEMICALS - 1.6%** |  |
| 210 | Albemarle Corporation | &nbsp;&nbsp;&nbsp; 45541 |
| 2468 | CF Industries Holdings, Inc. | &nbsp;&nbsp;&nbsp; 210274 |
| 1980 | Dow, Inc. | &nbsp;&nbsp;&nbsp; 99772 |
| 1311 | LyondellBasell Industries N.V., Class A | &nbsp;&nbsp;&nbsp; 108852 |
| 7358 | Mosaic Company (The) | &nbsp;&nbsp;&nbsp; 322795 |
| 841 | Westlake Corporation | &nbsp;&nbsp;&nbsp; 86236 |
|  |  | &nbsp;&nbsp; 873470 |
|  | **COMMERCIAL SUPPORT SERVICES - 0.4%** |  |
| 1961 | Republic Services, Inc. | &nbsp;&nbsp;&nbsp; 252949 |
|  | **FOOD - 1.7%** |  |
| 3536 | General Mills, Inc. | &nbsp;&nbsp;&nbsp; 296493 |
| 1144 | Hershey Company (The) | &nbsp;&nbsp;&nbsp; 264916 |
| 3579 | Kellogg Company | &nbsp;&nbsp;&nbsp; 254968 |
| 1457 | Tyson Foods, Inc., Class A | &nbsp;&nbsp;&nbsp; 90698 |
|  |  | &nbsp;&nbsp; 907075 |
|  | **HEALTH CARE FACILITIES & SERVICES - 2.6%** |  |
| 1678 | AmerisourceBergen Corporation | &nbsp;&nbsp;&nbsp; 278061 |
| 1287 | Cigna Corporation | &nbsp;&nbsp;&nbsp; 426436 |
| 1337 | CVS Health Corporation | &nbsp;&nbsp;&nbsp; 124595 |
| 743 | McKesson Corporation | &nbsp;&nbsp;&nbsp; 278714 |
| 530 | UnitedHealth Group, Inc. | &nbsp;&nbsp;&nbsp; 280995 |
|  |  | &nbsp;&nbsp; 1388801 |

---

---

| | | |
|:---|:---|:---|
| **ALPHACENTRIC SYMMETRY STRATEGY FUND (SYMAX, SYMCX, SYMIX)** | **ALPHACENTRIC SYMMETRY STRATEGY FUND (SYMAX, SYMCX, SYMIX)** | **ALPHACENTRIC SYMMETRY STRATEGY FUND (SYMAX, SYMCX, SYMIX)** |
| **CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **December 31, 2022** | **December 31, 2022** | **December 31, 2022** |
| **Shares** |  | **Fair Value** |
|  | **COMMON STOCKS — 29.4% (Continued)** |  |
|  | **INSURANCE - 3.6%** |  |
| 3954 | Aflac, Inc. | &nbsp;&nbsp;&nbsp; $284451 |
| 4547 | American International Group, Inc. | &nbsp;&nbsp;&nbsp; 287553 |
| 2358 | Globe Life, Inc. | &nbsp;&nbsp;&nbsp; 284257 |
| 1883 | Hartford Financial Services Group, Inc. (The) | &nbsp;&nbsp;&nbsp; 142788 |
| 2062 | MetLife, Inc. | &nbsp;&nbsp;&nbsp; 149227 |
| 1594 | Principal Financial Group, Inc. | &nbsp;&nbsp;&nbsp; 133768 |
| 2147 | Progressive Corporation (The) | &nbsp;&nbsp;&nbsp; 278487 |
| 754 | Travelers Companies, Inc. (The) | &nbsp;&nbsp;&nbsp; 141367 |
| 3828 | W R Berkley Corporation | &nbsp;&nbsp;&nbsp; 277798 |
|  |  | &nbsp;&nbsp; 1979696 |
|  | **METALS & MINING - 0.5%** |  |
| 5013 | Cleveland-Cliffs, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 80759 |
| 4420 | Teck Resources Ltd., Class B | &nbsp;&nbsp;&nbsp; 167165 |
|  |  | &nbsp;&nbsp; 247924 |
|  | **OIL & GAS PRODUCERS - 12.3%** |  |
| 3503 | Antero Resources Corporation<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 108558 |
| 11571 | APA Corporation | &nbsp;&nbsp;&nbsp; 540134 |
| 1958 | Canadian Natural Resources Ltd. | &nbsp;&nbsp;&nbsp; 108728 |
| 17060 | Cenovus Energy, Inc. | &nbsp;&nbsp;&nbsp; 331135 |
| 1463 | Chevron Corporation | &nbsp;&nbsp;&nbsp; 262594 |
| 4282 | ConocoPhillips | &nbsp;&nbsp;&nbsp; 505276 |
| 17606 | Coterra Energy, Inc. | &nbsp;&nbsp;&nbsp; 432579 |
| 846 | Devon Energy Corporation | &nbsp;&nbsp;&nbsp; 52037 |
| 2863 | Diamondback Energy, Inc. | &nbsp;&nbsp;&nbsp; 391601 |
| 1274 | EOG Resources, Inc. | &nbsp;&nbsp;&nbsp; 165008 |
| 6817 | EQT Corporation | &nbsp;&nbsp;&nbsp; 230619 |
| 4419 | Exxon Mobil Corporation | &nbsp;&nbsp;&nbsp; 487416 |
| 401 | Hess Corporation | &nbsp;&nbsp;&nbsp; 56870 |
| 4494 | HF Sinclair Corporation | &nbsp;&nbsp;&nbsp; 233194 |
| 5431 | Imperial Oil Ltd. | &nbsp;&nbsp;&nbsp; 264707 |
| 11143 | Marathon Oil Corporation | &nbsp;&nbsp;&nbsp; 301641 |
| 4819 | Marathon Petroleum Corporation | &nbsp;&nbsp;&nbsp; 560883 |
| 5942 | Occidental Petroleum Corporation | &nbsp;&nbsp;&nbsp; 374287 |
| 2146 | Ovintiv, Inc. | &nbsp;&nbsp;&nbsp; 108824 |

---

---

| | | |
|:---|:---|:---|
| **ALPHACENTRIC SYMMETRY STRATEGY FUND (SYMAX, SYMCX, SYMIX)** | **ALPHACENTRIC SYMMETRY STRATEGY FUND (SYMAX, SYMCX, SYMIX)** | **ALPHACENTRIC SYMMETRY STRATEGY FUND (SYMAX, SYMCX, SYMIX)** |
| **CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **December 31, 2022** | **December 31, 2022** | **December 31, 2022** |
| **Shares** |  | **Fair Value** |
|  | **COMMON STOCKS — 29.4% (Continued)** |  |
|  | **OIL & GAS PRODUCERS - 12.3% (Continued)** |  |
| 3843 | Phillips 66 | &nbsp;&nbsp;&nbsp; $399979 |
| 1312 | Pioneer Natural Resources Company | &nbsp;&nbsp;&nbsp; 299648 |
| 16557 | Southwestern Energy Company<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 96858 |
| 4055 | Valero Energy Corporation | &nbsp;&nbsp;&nbsp; 514417 |
|  |  | &nbsp;&nbsp; 6826993 |
|  | **RENEWABLE ENERGY - 0.1%** |  |
| 175 | Enphase Energy, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 46368 |
|  | **RETAIL - DISCRETIONARY - 1.0%** |  |
| 881 | AutoNation, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 94531 |
| 531 | Avis Budget Group, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 87047 |
| 1628 | Builders FirstSource, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 105625 |
| 1539 | Genuine Parts Company | &nbsp;&nbsp;&nbsp; 267032 |
|  |  | &nbsp;&nbsp; 554235 |
|  | **SEMICONDUCTORS - 0.1%** |  |
| 949 | Marvell Technology, Inc. | &nbsp;&nbsp;&nbsp; 35151 |
| 126 | Monolithic Power Systems, Inc. | &nbsp;&nbsp;&nbsp; 44555 |
|  |  | &nbsp;&nbsp; 79706 |
|  | **SOFTWARE - 0.1%** |  |
| 500 | Datadog, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 36750 |
|  | **STEEL - 0.7%** |  |
| 1939 | Nucor Corporation | &nbsp;&nbsp;&nbsp; 255580 |
| 1483 | Steel Dynamics, Inc. | &nbsp;&nbsp;&nbsp; 144889 |
|  |  | &nbsp;&nbsp; 400469 |
|  | **TECHNOLOGY HARDWARE - 0.7%** |  |
| 17013 | Hewlett Packard Enterprise Company | &nbsp;&nbsp;&nbsp; 271528 |
| 3558 | HP, Inc. | &nbsp;&nbsp;&nbsp; 95603 |
|  |  | &nbsp;&nbsp; 367131 |
|  | **TECHNOLOGY SERVICES - 0.5%** |  |
| 1532 | Jack Henry & Associates, Inc. | &nbsp;&nbsp;&nbsp; 268958 |

---

---

| | | |
|:---|:---|:---|
| **ALPHACENTRIC SYMMETRY STRATEGY FUND (SYMAX, SYMCX, SYMIX)** | **ALPHACENTRIC SYMMETRY STRATEGY FUND (SYMAX, SYMCX, SYMIX)** | **ALPHACENTRIC SYMMETRY STRATEGY FUND (SYMAX, SYMCX, SYMIX)** |
| **CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **December 31, 2022** | **December 31, 2022** | **December 31, 2022** |
| **Shares** |  | **Fair Value** |
|  | **COMMON STOCKS — 29.4% (Continued)** |  |
|  | **TRANSPORTATION & LOGISTICS - 0.2%** |  |
| 2364 | United Airlines Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; $89123 |
|  | **WHOLESALE - CONSUMER STAPLES - 0.5%** |  |
| 3103 | Archer-Daniels-Midland Company | &nbsp;&nbsp;&nbsp; 288114 |
|  | **TOTAL COMMON STOCKS (Cost $15,806,597)** | &nbsp;&nbsp; 16199314 |
|  | **EXCHANGE-TRADED FUNDS — 39.3%** |  |
|  | **EQUITY - 16.3%** |  |
| 3349 | Consumer Staples Select Sector SPDR Fund | &nbsp;&nbsp;&nbsp; 249668 |
| 2836 | Energy Select Sector SPDR Fund | &nbsp;&nbsp;&nbsp; 248065 |
| 6705 | Global X MSCI Greece ETF | &nbsp;&nbsp;&nbsp; 178621 |
| 1860 | Health Care Select Sector SPDR Fund | &nbsp;&nbsp;&nbsp; 252681 |
| 2542 | Industrial Select Sector SPDR Fund | &nbsp;&nbsp;&nbsp; 249650 |
| 34219 | Invesco S&P 500 Pure Value ETF | &nbsp;&nbsp;&nbsp; 2668399 |
| 12862 | iShares MSCI Australia ETF | &nbsp;&nbsp;&nbsp; 285922 |
| 6557 | iShares MSCI Chile ETF | &nbsp;&nbsp;&nbsp; 177629 |
| 4677 | iShares MSCI France ETF | &nbsp;&nbsp;&nbsp; 154902 |
| 5679 | iShares MSCI Italy ETF | &nbsp;&nbsp;&nbsp; 152992 |
| 3298 | iShares MSCI Mexico ETF | &nbsp;&nbsp;&nbsp; 163086 |
| 1996 | iShares MSCI Peru ETF | &nbsp;&nbsp;&nbsp; 57225 |
| 6446 | iShares MSCI Spain ETF | &nbsp;&nbsp;&nbsp; 155864 |
| 2417 | iShares MSCI Thailand ETF | &nbsp;&nbsp;&nbsp; 181734 |
| 5182 | iShares MSCI Turkey ETF | &nbsp;&nbsp;&nbsp; 191734 |
| 4057 | iShares MSCI United Kingdom ETF | &nbsp;&nbsp;&nbsp; 124388 |
| 17888 | iShares Russell 1000 Value ETF | &nbsp;&nbsp;&nbsp; 2712716 |
| 149 | Materials Select Sector SPDR Fund | &nbsp;&nbsp;&nbsp; 11574 |
| 3620 | Utilities Select Sector SPDR Fund | &nbsp;&nbsp;&nbsp; 255210 |
| 4524 | Vanguard High Dividend Yield ETF | &nbsp;&nbsp;&nbsp; 489542 |
|  |  | &nbsp;&nbsp; 8961602 |
|  | **FIXED INCOME - 23.0%** |  |
| 17562 | Invesco Senior Loan ETF | &nbsp;&nbsp;&nbsp; 360548 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **ALPHACENTRIC SYMMETRY STRATEGY FUND (SYMAX, SYMCX, SYMIX)** | **ALPHACENTRIC SYMMETRY STRATEGY FUND (SYMAX, SYMCX, SYMIX)** | **ALPHACENTRIC SYMMETRY STRATEGY FUND (SYMAX, SYMCX, SYMIX)** | **ALPHACENTRIC SYMMETRY STRATEGY FUND (SYMAX, SYMCX, SYMIX)** | **ALPHACENTRIC SYMMETRY STRATEGY FUND (SYMAX, SYMCX, SYMIX)** |
| **CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **December 31, 2022** | **December 31, 2022** | **December 31, 2022** | **December 31, 2022** | **December 31, 2022** |
| **Shares** |  |  |  | **Fair Value** |
|  | **EXCHANGE-TRADED FUNDS — 39.3% (Continued)** |  |  |  |
|  | **FIXED INCOME - 23.0% (Continued)** |  |  |  |
| 3608 | iShares 0-5 Year High Yield Corporate Bond ETF |  |  | &nbsp;&nbsp;&nbsp; $147531 |
| 148221 | iShares 1-3 Year Treasury Bond ETF |  |  | &nbsp;&nbsp;&nbsp; 12031098 |
| 3519 | SPDR Blbg Investment Grade Floating Rate ETF |  |  | &nbsp;&nbsp;&nbsp; 106942 |
|  |  |  |  | &nbsp;&nbsp; 12646119 |
|  | **TOTAL EXCHANGE-TRADED FUNDS (Cost $21,724,762)** |  |  | &nbsp;&nbsp; 21607721 |
| **Principal Amount ($)** |  | **Coupon Rate (%)** | **Maturity** | **Fair Value** |
|  | **U.S. GOVERNMENT & AGENCIES — 13.4%** |  |  |  |
|  | **U.S. TREASURY BILLS** — **13.4%** |  |  |  |
| 1500000 | United States Cash Management Bill<sup>(b)</sup> | 0.0000 | &nbsp;&nbsp;&nbsp;01/31/23 | 1495409 |
| 2000000 | United States Treasury Bill<sup>(b)</sup> | 0.0000 | &nbsp;&nbsp;&nbsp;02/14/23 | 1990339 |
| 2500000 | United States Treasury Bill<sup>(b)</sup> | 0.0000 | &nbsp;&nbsp;&nbsp;07/13/23 | 2440651 |
| 1500000 | United States Treasury Bill<sup>(b)</sup> | 0.0000 | &nbsp;&nbsp;&nbsp;09/07/23 | 1455000 |
|  | **TOTAL U.S. GOVERNMENT & AGENCIES (Cost $7,394,898)** |  |  | 7381399 |
|  | **TOTAL INVESTMENTS - 82.1% (Cost $44,926,257)** |  |  | &nbsp;&nbsp;&nbsp; $45188434 |
|  | **OTHER ASSETS IN EXCESS OF LIABILITIES - 17.9%** |  |  | &nbsp;&nbsp; 9820072 |
|  | **NET ASSETS - 100.0%** |  |  | &nbsp;&nbsp; $55008506 |
| **OPEN FUTURES CONTRACTS** | **OPEN FUTURES CONTRACTS** |  |  |  |
| **Number of Contracts** | **Open Long Futures Contracts** | **Expiration** | **Notional Amount<sup>(c)</sup>** | **Value and Unrealized Appreciation (Depreciation)** |
| 58 | CBOT Corn Future<sup>(d)</sup> | 03/14/2023 | &nbsp;&nbsp;&nbsp; $1967650 | &nbsp;&nbsp;&nbsp; $27337 |
| 26 | CBOT Soybean Future<sup>(d)</sup> | 03/14/2023 | &nbsp;&nbsp;&nbsp; 1981200 | &nbsp;&nbsp;&nbsp; 151025 |
| 31 | CME Live Cattle Future<sup>(d)</sup> | 02/28/2023 | &nbsp;&nbsp;&nbsp; 1957960 | &nbsp;&nbsp;&nbsp; 28630 |
| 28 | CME Swiss Franc Currency Future | 03/13/2023 | &nbsp;&nbsp;&nbsp; 3815700 | &nbsp;&nbsp;&nbsp; 10387 |
| 49 | Montreal Exchange 3 Month Canadian Bank Acceptance | 09/16/2024 | &nbsp;&nbsp;&nbsp; 8718269 | &nbsp;&nbsp;&nbsp; (10274) |
| 88 | NYBOT CSC Number 11 World Sugar Future<sup>(d)</sup> | 02/28/2023 | &nbsp;&nbsp;&nbsp; 1975143 | &nbsp;&nbsp;&nbsp; 124376 |
| 36 | NYBOT CSC Number 11 World Sugar Future<sup>(d)</sup> | 04/28/2023 | &nbsp;&nbsp;&nbsp; 754790 | &nbsp;&nbsp;&nbsp; 62328 |
| 17 | NYMEX Henry Hub Natural Gas Futures<sup>(d)</sup> | 05/26/2023 | &nbsp;&nbsp;&nbsp; 687990 | &nbsp;&nbsp;&nbsp; (195040) |
| 10 | NYMEX Light Sweet Crude Oil Future<sup>(d)</sup> | 05/22/2023 | &nbsp;&nbsp;&nbsp; 802000 | &nbsp;&nbsp;&nbsp; 27400 |
| 6 | NYMEX NY Harbor ULSD Futures<sup>(d)</sup> | 02/28/2023 | &nbsp;&nbsp;&nbsp; 801158 | &nbsp;&nbsp;&nbsp; 39358 |
| 7 | NYMEX NY Harbor ULSD Futures<sup>(d)</sup> | 05/31/2023 | &nbsp;&nbsp;&nbsp; 862567 | &nbsp;&nbsp;&nbsp; 89024 |
| 1 | TSE Japanese 10 Year Bond Futures | 03/13/2023 | &nbsp;&nbsp;&nbsp; 1108174 | &nbsp;&nbsp;&nbsp; (21783) |
|  | **TOTAL FUTURES CONTRACTS** | **TOTAL FUTURES CONTRACTS** |  | &nbsp;&nbsp; $332768 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **ALPHACENTRIC SYMMETRY STRATEGY FUND (SYMAX, SYMCX, SYMIX)** | **ALPHACENTRIC SYMMETRY STRATEGY FUND (SYMAX, SYMCX, SYMIX)** | **ALPHACENTRIC SYMMETRY STRATEGY FUND (SYMAX, SYMCX, SYMIX)** | **ALPHACENTRIC SYMMETRY STRATEGY FUND (SYMAX, SYMCX, SYMIX)** | **ALPHACENTRIC SYMMETRY STRATEGY FUND (SYMAX, SYMCX, SYMIX)** |
| **CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **December 31, 2022** | **December 31, 2022** | **December 31, 2022** | **December 31, 2022** | **December 31, 2022** |
| **OPEN FUTURES CONTRACTS** | **OPEN FUTURES CONTRACTS** | | | |
| **Number of Contracts** | **Open Short Futures Contracts** | **Expiration** | **Notional Amount<sup>(c)</sup>** | **Value and Unrealized Appreciation (Depreciation)** |
| 64 | CBOT 10 Year US Treasury Note | 03/22/2023 | &nbsp;&nbsp;&nbsp; $7187008 | &nbsp;&nbsp;&nbsp; $69093 |
| 10 | CBOT Soybean Future<sup>(d)</sup> | 05/12/2023 | &nbsp;&nbsp;&nbsp; 765000 | &nbsp;&nbsp;&nbsp; (21250) |
| 49 | CBOT Wheat Future<sup>(d)</sup> | 03/14/2023 | &nbsp;&nbsp;&nbsp; 1940400 | &nbsp;&nbsp;&nbsp; 2100 |
| 20 | CBOT Wheat Future<sup>(d)</sup> | 05/12/2023 | &nbsp;&nbsp;&nbsp; 798750 | &nbsp;&nbsp;&nbsp; (39150) |
| 68 | CME Australian Dollar Currency Future | 03/13/2023 | &nbsp;&nbsp;&nbsp; 4643380 | &nbsp;&nbsp;&nbsp; 25747 |
| 61 | CME British Pound Currency Future | 03/13/2023 | &nbsp;&nbsp;&nbsp; 4607025 | &nbsp;&nbsp;&nbsp; 130037 |
| 62 | CME Canadian Dollar Currency Future | 03/14/2023 | &nbsp;&nbsp;&nbsp; 4583040 | &nbsp;&nbsp;&nbsp; (38864) |
| 32 | CME Euro Foreign Exchange Currency Future | 03/13/2023 | &nbsp;&nbsp;&nbsp; 4301600 | &nbsp;&nbsp;&nbsp; (6987) |
| 50 | CME Japanese Yen Currency Future | 03/13/2023 | &nbsp;&nbsp;&nbsp; 4816875 | &nbsp;&nbsp;&nbsp; (147216) |
| 21 | COMEX Copper Future<sup>(d)</sup> | 03/29/2023 | &nbsp;&nbsp;&nbsp; 2000513 | &nbsp;&nbsp;&nbsp; (86138) |
| 11 | COMEX Gold 100 Troy Ounces Future<sup>(d)</sup> | 02/24/2023 | &nbsp;&nbsp;&nbsp; 2008820 | &nbsp;&nbsp;&nbsp; (58960) |
| 4 | COMEX Gold 100 Troy Ounces Future<sup>(d)</sup> | 06/28/2023 | &nbsp;&nbsp;&nbsp; 743080 | &nbsp;&nbsp;&nbsp; (11670) |
| 50 | Eurex 10 Year Euro BUND Future | 03/08/2023 | &nbsp;&nbsp;&nbsp; 7116929 | &nbsp;&nbsp;&nbsp; 419749 |
| 57 | Long Gilt Future | 03/29/2023 | &nbsp;&nbsp;&nbsp; 6883659 | &nbsp;&nbsp;&nbsp; 372032 |
| 77 | Montreal Exchange 10 Year Canadian Bond Future | 03/22/2023 | &nbsp;&nbsp;&nbsp; 6969497 | &nbsp;&nbsp;&nbsp; 215954 |
| 28 | NYMEX Henry Hub Natural Gas Futures<sup>(d)</sup> | 02/24/2023 | &nbsp;&nbsp;&nbsp; 1149120 | &nbsp;&nbsp;&nbsp; 205500 |
| 24 | NYMEX Light Sweet Crude Oil Future<sup>(d)</sup> | 02/21/2023 | &nbsp;&nbsp;&nbsp; 1930800 | &nbsp;&nbsp;&nbsp; (97390) |
| 19 | NYMEX Reformulated Gasoline Blendstock for Oxygen<sup>(d)</sup> | 02/28/2023 | &nbsp;&nbsp;&nbsp; 1977683 | &nbsp;&nbsp;&nbsp; (239044) |
| 8 | NYMEX Reformulated Gasoline Blendstock for Oxygen<sup>(d)</sup> | 05/31/2023 | &nbsp;&nbsp;&nbsp; 872861 | &nbsp;&nbsp;&nbsp; (94819) |
|  | **TOTAL OPEN SHORT FUTURES CONTRACTS** | **TOTAL OPEN SHORT FUTURES CONTRACTS** |  | &nbsp;&nbsp; $598724 |
|  | **TOTAL OPEN FUTURES CONTRACTS** | **TOTAL OPEN FUTURES CONTRACTS** |  | &nbsp;&nbsp;&nbsp;$931492 |

---

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **CREDIT DEFAULT SWAPS** | **CREDIT DEFAULT SWAPS** | **CREDIT DEFAULT SWAPS** | **CREDIT DEFAULT SWAPS** | **CREDIT DEFAULT SWAPS** | **CREDIT DEFAULT SWAPS** | **CREDIT DEFAULT SWAPS** | **CREDIT DEFAULT SWAPS** | **CREDIT DEFAULT SWAPS** | **CREDIT DEFAULT SWAPS** | **CREDIT DEFAULT SWAPS** |
| **Counterparty** | **Index** | **Buy/Sell Protection** | **Fixed Rate Received** | **Implied Credit Spread** | **Frequency of Payments** | **Expiration Date** | **Notional Amount** | **Value** | **Upfront Premiums Paid/ (Received)** | **Unrealized Appreciation/ (Depreciation)** |
| SOC | Markit CDX North America High Yield Index | Sell | 5.00% | 484.23% | Quarterly | 12/20/2027 | $234500 | $1802 | $3445 | $(1643) |
| SOC | Markit CDX North America Investment Grade Index | Sell | 1.00% | 81.95% | Quarterly | 12/20/2027 | &nbsp;&nbsp;&nbsp;&nbsp;102500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;851 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;331 |
| SOC | Markit iTraxx Europe Index | Sell | 1.00% | 90.62% | Quarterly | 12/20/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;453 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;699 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(246) |
| SOC | Markit iTraxx Europe Crossover Index | Sell | 5.00% | 474.07% | Quarterly | 12/20/2027 | &nbsp;&nbsp;&nbsp;&nbsp;225500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6492 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4082) |
|  |  | **Net Unrealized Depreciation on Swap Contracts** | **Net Unrealized Depreciation on Swap Contracts** | **Net Unrealized Depreciation on Swap Contracts** | **Net Unrealized Depreciation on Swap Contracts** | **Net Unrealized Depreciation on Swap Contracts** | **Net Unrealized Depreciation on Swap Contracts** | **Net Unrealized Depreciation on Swap Contracts** | **$11156** | **$(5640)** |

---

---

| | |
|:---|:---|
| ETF | - Exchange-Traded Fund |
| LTD | - Limited Company |
| MSCI | - Morgan Stanley Capital International |
| NV | - Naamioze Vennootschap |
| SPDR | - Standard & Poor's Depositary Receipt |
| SOC | - Societe Generale |
| <sup>(a)</sup> | Non-income producing security. |
| <sup>(b)</sup> | Zero coupon bond. |
| <sup>(c)</sup> | The amounts shown are the underlying reference notional amounts to stock exchange indices and equities upon which the fair value of the futures contracts held by the Fund are based. Notional values do not represent the current fair value of, and are not necessarily indicative of the future cash flows of the Fund's futures contracts. Further, the underlying price changes in relation to the variables specified by the notional values affects the fair value of these derivative financial instruments. The notional values as set forth within this schedule do not purport to represent economic value at risk to the Fund. |
| <sup>(d)</sup> | All or a portion of this investment is a holding of the ACSSF Fund Limited. |

---

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** MUTUAL FUND SERIES TRUST

- **b. Investment Company Act file number:** 811-21872

- **c. CIK number of Registrant:** 0001355064

- **d. LEI of Registrant:** 5493002ZGLQMLR4QMA96

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** C/O GEMINI FUND SERVICES LLC

  - **City:** ELKHORN

  - **State:** NE

  - **Foreign country:** US

  - **Zip / Postal Code:** 68022

  - **Telephone number:** 631-470-2600

**Item A.2. Information about the Series.**

- **a. Name of Series:** AlphaCentric Symmetry Strategy Fund

- **b. EDGAR series identifier (if any):** S000066020

- **c. LEI of Series:** 549300KS6XKZRXD32T67

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2023-03-31

- **b. Date as of which information is reported:** 2022-12-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $55342065.25

**Total Liabilities:** $333555.71

**Net Assets:** $55008509.54

**Amount of Assets Invested in Other Investment Companies:** $3378555.55

**Cash Not Reported:** $3774855.16

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** 0.00000000 | **1-Year:** -0.70002200 | **5-Year:** -92.27579800 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** 0.00000000 | **1-Year:** -1.39534600 | **5-Year:** -183.93207200 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000213450 | 5.13%                | -2.18%               | -2.62%               |
| Class ID C000213451 | 5.05%                | -2.18%               | -2.69%               |
| Class ID C000213452 | 5.04%                | -2.28%               | -2.72%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-19163.67               | $2597220.89                                |
| Month 2  | $-58572.58               | $1164676.60                                |
| Month 3  | $-463141.27              | $-868848.85                                |

### Schedule of Portfolio Investments

| Name                                             | Title                     | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ICE FUTURES U.S.                                 | SUGAR #11 (WORLD) May23   | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | Long             | DCO              | CORP              | US        |        36 | NC      | $62328.00     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                     | WTI CRUDE FUTURE  Jun23   | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |        10 | NC      | $27400.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                | EURO-BUND FUTURE  Mar23   | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Short            | DIR              | CORP              | DE        |       -50 | NC      | $419747.78    | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Ishares Trust                                    | ISHARES MSCI PERU ETF     | CUSIP: 464289842<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |      1996 | NS      | $57225.32     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Bills                     | B 09/07/23                | CUSIP: 912796YH6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1454999.69   | 2.65%             | 2023-09-07      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MetLife Inc.                                     | METLIFE INC               | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |      2062 | NS      | $149226.94    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| CME GLOBEX                                       | AUDUSD Crncy Fut  Mar23   | CUSIP: N/A<br>LEI: N/A                        | Short            | DFE              | CORP              | US        |       -68 | NC      | $25747.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Builders Firstsource, Inc.                       | BUILDERS FIRSTSO          | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |      1628 | NS      | $105624.64    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMODITIES EXCHANGE CENTER                      | GOLD 100 OZ FUTR  Jun23   | CUSIP: N/A<br>LEI: N/A                        | Short            | DCO              | CORP              | US        |        -4 | NC      | $-11670.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Kellogg Company                                  | KELLOGG CO                | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |      3579 | NS      | $254967.96    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corporation                             | MCKESSON CORP             | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |       743 | NS      | $278714.16    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyson Foods, Inc.                                | TYSON FOODS-A             | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |      1457 | NS      | $90698.25     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                     | NATURAL GAS FUTR  Jun23   | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |        17 | NC      | $-195040.00   | -0.35%            |  |  |  | No            |                  1 | On Loan: No      |
| Albemarle Corp                                   | ALBEMARLE CORP            | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |       210 | NS      | $45540.60     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CME GLOBEX                                       | EURO FX CURR FUT  Mar23   | CUSIP: N/A<br>LEI: N/A                        | Short            | DFE              | CORP              | US        |       -32 | NC      | $-6987.50     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                     | NY Harb ULSD Fut  Mar23   | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |         6 | NC      | $39358.20     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| The Hartford Financial Services Group, Inc.      | HARTFORD FINL SV          | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |      1883 | NS      | $142787.89    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Exchange Traded Fd Tr                    | INVESCO S&P 500 PURE VALU | CUSIP: 46137V258<br>LEI: QPT4TMG79RF3UWNU0R52 | Long             | EC               | RF                | US        |     34219 | NS      | $2668397.62   | 4.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Pepsico Inc                                      | PEPSICO INC               | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      1496 | NS      | $270267.36    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Imperial Oil Limited                             | IMPERIAL OIL LTD          | CUSIP: 453038408<br>LEI: 549300MO45LTBPAU4Z27 | Long             | EC               | CORP              | CA        |      5431 | NS      | $264706.94    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Marvell Technology Inc                           | MARVELL TECHNOLO          | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       949 | NS      | $35150.96     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources, Inc.                              | EOG RESOURCES             | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |      1274 | NS      | $165008.48    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Ishares Trust                                    | ISHARES RUSSELL 1000 VALU | CUSIP: 464287598<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |     17888 | NS      | $2712715.20   | 4.93%             |  |  |  | No            |                  1 | On Loan: No      |
| iTraxx Europe Crossover Series 38                | ITXEX538 12/27 CLEAR      | CUSIP: N/A<br>LEI: N/A                        | Long             | DCR              | CORP              | N/A       |   -225500 | PA      | $2410.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cigna Corporation                                | CIGNA CORP                | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      1287 | NS      | $426434.58    | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Datadog Inc                                      | DATADOG INC-A             | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |       500 | NS      | $36750.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Natural Resources Company                | PIONEER NATURAL           | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |      1312 | NS      | $299647.68    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Sector Spdr                               | HEALTH CARE SELECT SECTOR | CUSIP: 81369Y209<br>LEI: 5493008JJKIPMEX3CO91 | Long             | EC               | RF                | US        |      1860 | NS      | $252681.00    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| THE MONTREAL EXCHANGE / BOURSE DE MONTREAL       | BANK ACCEPT FUTR  Sep24   | CUSIP: N/A<br>LEI: N/A                        | Long             | DIR              | CORP              | CA        |        49 | NC      | $-10274.60    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                           | WHEAT FUTURE(CBT) Mar23   | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Short            | DCO              | CORP              | US        |       -49 | NC      | $2100.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Westlake Corporation                             | WESTLAKE CORP             | CUSIP: 960413102<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | EC               | CORP              | US        |       841 | NS      | $86236.14     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Principal Financial Group                        | PRINCIPAL FINL            | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |      1594 | NS      | $133768.48    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Company                   | ARCHER-DANIELS            | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |      3103 | NS      | $288113.55    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| The Mosaic Company                               | MOSAIC CO/THE             | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |      7358 | NS      | $322795.46    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Globe Life Inc                                   | GLOBE LIFE INC            | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |      2358 | NS      | $284256.90    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| CME GLOBEX                                       | C$ CURRENCY FUT   Mar23   | CUSIP: N/A<br>LEI: N/A                        | Short            | DFE              | CORP              | US        |       -62 | NC      | $-38864.00    | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corporation                         | DEVON ENERGY CO           | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |       846 | NS      | $52037.46     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| The Progressive Corporation                      | PROGRESSIVE CORP          | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |      2147 | NS      | $278487.37    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| HF Sinclair Corp.                                | HF SINCLAIR CORP          | CUSIP: 403949100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4494 | NS      | $233193.66    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Ishares Trust                                    | ISHARES 0-5 YR HY CORP BO | CUSIP: 46434V407<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |      3608 | NS      | $147531.12    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Monolithic Power Systems Inc.                    | MONOLITHIC POWER          | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |       126 | NS      | $44554.86     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                     | NATURAL GAS FUTR  Mar23   | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Short            | DCO              | CORP              | US        |       -28 | NC      | $205500.00    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Ishares Trust                                    | ISHARES 1-3 YEAR TREASURY | CUSIP: 464287457<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |    148221 | NS      | $12031098.57  | 21.87%            |  |  |  | No            |                  1 | On Loan: No      |
| Select Sector Spdr                               | MATERIALS SELECT SECTOR S | CUSIP: 81369Y100<br>LEI: 5493008JJKIPMEX3CO91 | Long             | EC               | RF                | US        |       149 | NS      | $11574.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ishares Inc                                      | ISHARES MSCI CHILE ETF    | CUSIP: 464286640<br>LEI: 549300MGJZCNMJLBAJ67 | Long             | EC               | RF                | US        |      6557 | NS      | $177629.13    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION | LONG GILT FUTURE  Mar23   | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DIR              | CORP              | GB        |       -57 | NC      | $372032.93    | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Exchange Traded Fund Trust II            | INVESCO SENIOR LOAN ETF   | CUSIP: 46138G508<br>LEI: O540V2L4S174Y60FMD36 | Long             | EC               | RF                | US        |     17562 | NS      | $360547.86    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwestern Energy Company                      | SOUTHWESTRN ENGY          | CUSIP: 845467109<br>LEI: EFWMP121W54QV9MGOP87 | Long             | EC               | CORP              | US        |     16557 | NS      | $96858.45     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Ishares Inc                                      | ISHARES MSCI MEXICO ETF   | CUSIP: 464286822<br>LEI: 549300MGJZCNMJLBAJ67 | Long             | EC               | RF                | US        |      3298 | NS      | $163086.10    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Enphase Energy Inc                               | ENPHASE ENERGY            | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |       175 | NS      | $46368.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Teck Resources Limited                           | TECK RESOURCES-B          | CUSIP: 878742204<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | EC               | CORP              | CA        |      4420 | NS      | $167164.40    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66                                      | PHILLIPS 66               | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |      3843 | NS      | $399979.44    | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Dow Inc                                          | DOW INC                   | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |      1980 | NS      | $99772.20     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corporation                              | CHEVRON CORP              | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1463 | NS      | $262593.87    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                     | NY Harb ULSD Fut  Jun23   | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |         7 | NC      | $89023.20     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMODITIES EXCHANGE CENTER                      | COPPER FUTURE     Mar23   | CUSIP: N/A<br>LEI: N/A                        | Short            | DCO              | CORP              | US        |       -21 | NC      | $-86137.50    | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard Whitehall Funds                         | VANGUARD HIGH DVD YIELD E | CUSIP: 921946406<br>LEI: 5493006QD7VQBS2FQD13 | Long             | EC               | RF                | US        |      4524 | NS      | $489542.04    | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                     | WTI CRUDE FUTURE  Mar23   | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Short            | DCO              | CORP              | US        |       -24 | NC      | $-97390.00    | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries NV                     | LYONDELLBASELL-A          | CUSIP: N53745100<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | NL        |      1311 | NS      | $108852.33    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Bills                     | CMB 01/31/23              | CUSIP: 912796ZM4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1495409.16   | 2.72%             | 2023-01-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Hershey Co (The)                                 | HERSHEY CO/THE            | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |      1144 | NS      | $264916.08    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Avis Budget Group, Inc.                          | AVIS BUDGET GROU          | CUSIP: 053774105<br>LEI: 529900E95812SYWMCE44 | Long             | EC               | CORP              | US        |       531 | NS      | $87046.83     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corporation                          | EXXON MOBIL CORP          | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |      4419 | NS      | $487415.70    | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Sector Spdr                               | INDUSTRIAL SELECT SECT SP | CUSIP: 81369Y704<br>LEI: 5493008JJKIPMEX3CO91 | Long             | EC               | RF                | US        |      2542 | NS      | $249649.82    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Ishares Inc                                      | ISHARES MSCI ITALY ETF    | CUSIP: 46434G830<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |      5679 | NS      | $152992.26    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| CME GLOBEX                                       | JPN YEN CURR FUT  Mar23   | CUSIP: N/A<br>LEI: N/A                        | Short            | DFE              | CORP              | US        |       -50 | NC      | $-147216.25   | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Natural Resources Limited               | CAN NATURAL RES           | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |      1958 | NS      | $108727.74    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corporation                        | VALERO ENERGY             | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |      4055 | NS      | $514417.30    | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                           | CORN FUTURE       Mar23   | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Long             | DCO              | CORP              | US        |        58 | NC      | $27337.50     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group, Inc.               | AMERICAN INTERNA          | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |      4547 | NS      | $287552.28    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Ishares Inc                                      | ISHARES MSCI THAILAND ETF | CUSIP: 464286624<br>LEI: 549300MGJZCNMJLBAJ67 | Long             | EC               | RF                | US        |      2417 | NS      | $181734.23    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Bills                     | B 02/14/23                | CUSIP: 912796ZU6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1990339.13   | 3.62%             | 2023-02-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CDX.NA.HY Series 39                              | CDX.NA.HY.39 12/27 CLEAR  | CUSIP: N/A<br>LEI: N/A                        | Long             | DCR              | CORP              | N/A       |   -234500 | PA      | $1365.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                | JOHNSON&JOHNSON           | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      1596 | NS      | $281933.40    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| THE MONTREAL EXCHANGE / BOURSE DE MONTREAL       | CAN 10YR BOND FUT Mar23   | CUSIP: N/A<br>LEI: N/A                        | Short            | DIR              | CORP              | CA        |       -77 | NC      | $215954.47    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| CME GLOBEX                                       | BP CURRENCY FUT   Mar23   | CUSIP: N/A<br>LEI: N/A                        | Short            | DFE              | CORP              | US        |       -61 | NC      | $130037.52    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Spdr Series Trust                                | SPDR BLOOMBERG I          | CUSIP: 78468R200<br>LEI: 5493001XGU6MOBRXUU78 | Long             | EC               | RF                | US        |      3519 | NS      | $106942.41    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CME GLOBEX                                       | LIVE CATTLE FUTR  Feb23   | CUSIP: N/A<br>LEI: N/A                        | Long             | DCO              | CORP              | US        |        31 | NC      | $28630.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US 10YR NOTE (CBT)Mar23   | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Short            | DIR              | CORP              | US        |       -64 | NC      | $69093.20     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMODITIES EXCHANGE CENTER                      | GOLD 100 OZ FUTR  Feb23   | CUSIP: N/A<br>LEI: N/A                        | Short            | DCO              | CORP              | US        |       -11 | NC      | $-58960.00    | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Company                       | MARATHON PETROLE          | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |      4819 | NS      | $560883.41    | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OSAKA EXCHANGE                                   | JPN 10Y BOND(OSE) Mar23   | CUSIP: N/A<br>LEI: N/A                        | Long             | DIR              | CORP              | JP        |         1 | NC      | $-21783.41    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Bills                     | B 07/13/23                | CUSIP: 912796XQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $2440650.73   | 4.44%             | 2023-07-13      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                           | SOYBEAN FUTURE    Mar23   | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Long             | DCO              | CORP              | US        |        26 | NC      | $151025.00    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation, Inc.                                 | AUTONATION INC            | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       881 | NS      | $94531.30     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Hess Corporation                                 | HESS CORP                 | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |       401 | NS      | $56869.82     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Company               | HEWLETT PACKA             | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |     17013 | NS      | $271527.48    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Resources Corporation                     | ANTERO RESOURCES CORP     | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |      3503 | NS      | $108557.97    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc.                          | UNITEDHEALTH GRP          | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |       530 | NS      | $280995.40    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries Holdings, Inc.                     | CF INDUSTRIES HO          | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |      2468 | NS      | $210273.60    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Companies, Inc.                        | TRAVELERS COS IN          | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |       754 | NS      | $141367.46    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| W.R. Berkley Corporation                         | WR BERKLEY CORP           | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |      3828 | NS      | $277797.96    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corporation                                | NUCOR CORP                | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |      1939 | NS      | $255579.59    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                     | GASOLINE RBOB FUT Mar23   | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Short            | DCO              | CORP              | US        |       -19 | NC      | $-239043.00   | -0.43%            |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips Co.                               | CONOCOPHILLIPS            | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      4282 | NS      | $505276.00    | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Ishares Inc                                      | ISHARES MSCI TURKEY ETF   | CUSIP: 464286715<br>LEI: 549300MGJZCNMJLBAJ67 | Long             | EC               | RF                | US        |      5182 | NS      | $191734.00    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| AmerisourceBergen Corporation                    | AMERISOURCEBERGE          | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |      1678 | NS      | $278061.38    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Genuine Parts Co                                 | GENUINE PARTS CO          | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |      1539 | NS      | $267031.89    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| APA Corp.                                        | APA CORP                  | CUSIP: 03743Q108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11571 | NS      | $540134.28    | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Ishares Inc                                      | ISHARES MSCI AUSTRALIA ET | CUSIP: 464286103<br>LEI: 549300MGJZCNMJLBAJ67 | Long             | EC               | RF                | US        |     12862 | NS      | $285922.26    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Ovintiv Inc                                      | OVINTIV INC               | CUSIP: 69047Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2146 | NS      | $108823.66    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Company                     | BRISTOL-MYER SQB          | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |      3518 | NS      | $253120.10    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Coterra Energy Inc                               | COTERRA ENERGY I          | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |     17606 | NS      | $432579.42    | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Global X Fds                                     | GLOBAL X MSCI GR          | CUSIP: 37954Y319<br>LEI: 5493003RA4QUTSYF1N15 | Long             | EC               | RF                | US        |      6705 | NS      | $178621.20    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Aflac Incorporated                               | AFLAC INC                 | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |      3954 | NS      | $284450.76    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Ishares Trust                                    | ISHARES MSCI UNITED KINGD | CUSIP: 46435G334<br>LEI: 549300MGJZCNMJLBAJ67 | Long             | EC               | RF                | US        |      4057 | NS      | $124387.62    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy Inc                           | DIAMONDBACK ENER          | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |      2863 | NS      | $391601.14    | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                                  | CVS HEALTH CORP           | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |      1337 | NS      | $124595.03    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                     | GASOLINE RBOB FUT Jun23   | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Short            | DCO              | CORP              | US        |        -8 | NC      | $-94819.20    | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corporation                 | OCCIDENTAL PETE           | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |      5942 | NS      | $374286.58    | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Ishares Inc                                      | ISHARES MSCI FRANCE ETF   | CUSIP: 464286707<br>LEI: 549300MGJZCNMJLBAJ67 | Long             | EC               | RF                | US        |      4677 | NS      | $154902.24    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| CDX.NA.IG Series 39                              | CDX NA.IG.39 12/27 CLEAR  | CUSIP: N/A<br>LEI: N/A                        | Long             | DCR              | CORP              | N/A       |   -102500 | PA      | $816.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Henry Jack & Associates Inc.                     | JACK HENRY                | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |      1532 | NS      | $268957.92    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| HP Inc                                           | HP INC                    | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |      3558 | NS      | $95603.46     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleveland-Cliffs Inc                             | CLEVELAND-CLIFFS          | CUSIP: 185899101<br>LEI: 549300TM2WLI2BJMDD86 | Long             | EC               | CORP              | US        |      5013 | NS      | $80759.43     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| United Airlines Holdings Inc                     | UNITED AIRLINES           | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |      2364 | NS      | $89122.80     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CME GLOBEX                                       | CHF CURRENCY FUT  Mar23   | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              | CORP              | US        |        28 | NC      | $10387.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cenovus Energy Inc                               | CENOVUS ENERGY            | CUSIP: 15135U109<br>LEI: 549300F4XPHJ7NOSP309 | Long             | EC               | CORP              | CA        |     17060 | NS      | $331134.60    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills, Inc.                              | GENERAL MILLS IN          | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |      3536 | NS      | $296493.60    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc.                                       | AMGEN INC                 | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |       992 | NS      | $260538.88    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Sector Spdr                               | ENERGY SELECT SECTOR SPDR | CUSIP: 81369Y506<br>LEI: 5493008JJKIPMEX3CO91 | Long             | EC               | RF                | US        |      2836 | NS      | $248064.92    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                           | WHEAT FUTURE(CBT) May23   | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Short            | DCO              | CORP              | US        |       -20 | NC      | $-39150.00    | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Select Sector Spdr                               | CONSUMER STAPLES SPDR     | CUSIP: 81369Y308<br>LEI: 5493008JJKIPMEX3CO91 | Long             | EC               | RF                | US        |      3349 | NS      | $249667.95    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Ishares Inc                                      | ISHARES MSCI SPAIN ETF    | CUSIP: 464286764<br>LEI: 549300MGJZCNMJLBAJ67 | Long             | EC               | RF                | US        |      6446 | NS      | $155864.28    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S.                                 | SUGAR #11 (WORLD) Mar23   | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | Long             | DCO              | CORP              | US        |        88 | NC      | $124376.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| US BANK MMDA                                     | US BANK MMDA-USBGFS 5     | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | US        |   5137970 | PA      | $5137969.80   | 9.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Oil Corporation                         | MARATHON OIL              | CUSIP: 565849106<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | EC               | CORP              | US        |     11143 | NS      | $301641.01    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corporation                                  | EQT CORP                  | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |      6817 | NS      | $230619.11    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc.                                      | ABBVIE INC                | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      1693 | NS      | $273605.73    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| iTraxx Europe Series 38                          | ITXEB538 12/27 CLEAR      | CUSIP: N/A<br>LEI: N/A                        | Long             | DCR              | CORP              | N/A       |    -98500 | PA      | $452.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                           | SOYBEAN FUTURE    May23   | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Short            | DCO              | CORP              | US        |       -10 | NC      | $-21250.00    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Select Sector Spdr                               | UTILITIES SELECT SECTOR S | CUSIP: 81369Y886<br>LEI: 5493008JJKIPMEX3CO91 | Long             | EC               | RF                | US        |      3620 | NS      | $255210.00    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services, Inc.                          | REPUBLIC SVCS             | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |      1961 | NS      | $252949.39    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| The Coca-Cola Company                            | COCA-COLA CO/THE          | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |      3963 | NS      | $252086.43    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Steel Dynamics, Inc.                             | STEEL DYNAMICS            | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |      1483 | NS      | $144889.10    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-27

**Name of Applicant:** MUTUAL FUND SERIES TRUST

**Signature:** Erik Naviloff

**Name of Signer:** Erik Naviloff

**Title:** Treasurer