# EDGAR Filing Document

**Accession Number:** 0001355064
**File Stem:** 0001752724-23-046773
**Filing Date:** 2023-2
**Character Count:** 28268
**Document Hash:** 5cdc40bdb520b41942930a0616fcb570
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-046773.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-046773

**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:** 23683041

**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 Premium Opportunity Fund (Series ID: S000055006)

| Class ID   | Class Name                                    | Ticker Symbol   |
|:---|:---|:---|
| C000173003 | AlphaCentric Premium Opportunity Fund Class A | HMXAX           |
| C000173004 | AlphaCentric Premium Opportunity Fund Class C | HMXCX           |
| C000173005 | AlphaCentric Premium Opportunity Fund Class I | HMXIX           |

## Nport-Ex

+-------------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **ALPHACENTRIC PREMIUM OPPORTUNITY FUND (HMXAX, HMXCX, HMXIX)** | **ALPHACENTRIC PREMIUM OPPORTUNITY FUND (HMXAX, HMXCX, HMXIX)** | **ALPHACENTRIC PREMIUM OPPORTUNITY FUND (HMXAX, HMXCX, HMXIX)** | **ALPHACENTRIC PREMIUM OPPORTUNITY FUND (HMXAX, HMXCX, HMXIX)** | **ALPHACENTRIC PREMIUM OPPORTUNITY FUND (HMXAX, HMXCX, HMXIX)** | **ALPHACENTRIC PREMIUM OPPORTUNITY FUND (HMXAX, HMXCX, HMXIX)** | **ALPHACENTRIC PREMIUM OPPORTUNITY FUND (HMXAX, HMXCX, HMXIX)** |
| **SCHEDULE OF INVESTMENTS (Unaudited)** | **SCHEDULE OF INVESTMENTS (Unaudited)** | **SCHEDULE OF INVESTMENTS (Unaudited)** | **SCHEDULE OF INVESTMENTS (Unaudited)** | **SCHEDULE OF INVESTMENTS (Unaudited)** | **SCHEDULE OF INVESTMENTS (Unaudited)** | **SCHEDULE OF INVESTMENTS (Unaudited)** |
| **December 31, 2022** | **December 31, 2022** | **December 31, 2022** | **December 31, 2022** | **December 31, 2022** | **December 31, 2022** | **December 31, 2022** |
| **Principal Amount ($)** |  |  |  | **Coupon Rate (%)** | **Maturity** | **Fair Value** |
|  | **U.S. GOVERNMENT & AGENCIES — 70.7%** | **U.S. GOVERNMENT & AGENCIES — 70.7%** | **U.S. GOVERNMENT & AGENCIES — 70.7%** |  |  |  |
|  | **U.S. TREASURY BILLS** — **47.1%** | **U.S. TREASURY BILLS** — **47.1%** | **U.S. TREASURY BILLS** — **47.1%** |  |  |  |
| 25000000 | United States Treasury Bill<sup>(a)</sup> | United States Treasury Bill<sup>(a)</sup> |  | 0.0000 | &nbsp;&nbsp;&nbsp;02/02/23 | $24920785 |
| 25000000 | United States Treasury Bill<sup>(a)</sup> | United States Treasury Bill<sup>(a)</sup> |  | 0.0000 | &nbsp;&nbsp;&nbsp;02/23/23 | 24849723 |
|  |  |  |  |  |  | 49770508 |
|  | **U.S. TREASURY NOTES** — **23.6%** | **U.S. TREASURY NOTES** — **23.6%** | **U.S. TREASURY NOTES** — **23.6%** |  |  |  |
| 25000000 | United States Treasury Note | United States Treasury Note |  | 0.1250 | &nbsp;&nbsp;&nbsp;01/31/23 | 24924753 |
|  | **TOTAL U.S. GOVERNMENT & AGENCIES (Cost $74,838,016)** | **TOTAL U.S. GOVERNMENT & AGENCIES (Cost $74,838,016)** | **TOTAL U.S. GOVERNMENT & AGENCIES (Cost $74,838,016)** |  |  | 74695261 |
| **Shares** |  |  |  |  |  | **Fair Value** |
|  | **SHORT-TERM INVESTMENT — 3.7%** | **SHORT-TERM INVESTMENT — 3.7%** | **SHORT-TERM INVESTMENT — 3.7%** |  |  |  |
|  | **MONEY MARKET FUND - 3.7%** | **MONEY MARKET FUND - 3.7%** | **MONEY MARKET FUND - 3.7%** |  |  |  |
| 3929625 | Fidelity Government Portfolio, Class I, 4.06% (Cost $3,929,625)<sup>(b)</sup> | Fidelity Government Portfolio, Class I, 4.06% (Cost $3,929,625)<sup>(b)</sup> |  |  |  | &nbsp;&nbsp;&nbsp; 3929625 |
| **Contracts<sup>(c)</sup>** |  |  |  |  |  |  |
|  | **FUTURE OPTIONS PURCHASED - 0.0% <sup>(d)</sup>** | **Broker/Counterparty** | **Expiration Date** | **Exercise Price** | **Notional Value** | **Fair Value** |
|  | **CALL OPTIONS PURCHASED - 0.0%<sup>(d)</sup>** | **CALL OPTIONS PURCHASED - 0.0%<sup>(d)</sup>** | **CALL OPTIONS PURCHASED - 0.0%<sup>(d)</sup>** |  |  |  |
| 25 | S&P Emini 3rd Week | SXM | 02/17/2023 | $4240 | &nbsp;&nbsp;&nbsp; $5300000 | &nbsp;&nbsp;&nbsp; $11562 |
| 50 | S&P Emini 3rd Week | SXM | 02/17/2023 | 4300 | &nbsp;&nbsp;&nbsp; 10750000 | &nbsp;&nbsp;&nbsp; 14375 |
| 75 | S&P Emini 3rd Week | SXM | 01/20/2023 | 4190 | &nbsp;&nbsp;&nbsp; 15712500 | &nbsp;&nbsp;&nbsp; 6375 |
| 75 | S&P500 EMINI Option | SXM | 02/28/2023 | 4260 | &nbsp;&nbsp;&nbsp; 15975000 | &nbsp;&nbsp;&nbsp; 42187 |
| 40 | S&P500 EMINI Option | SXM | 01/31/2023 | 4200 | &nbsp;&nbsp;&nbsp; 8400000 | &nbsp;&nbsp;&nbsp; 7400 |
| 40 | S&P500 EMINI Option | SXM | 01/31/2023 | 4220 | &nbsp;&nbsp;&nbsp; 8440000 | &nbsp;&nbsp;&nbsp; 6000 |
| 75 | S&P500 EMINI Option | SXM | 03/17/2023 | 4350 | &nbsp;&nbsp;&nbsp; 16312500 | &nbsp;&nbsp;&nbsp; 40313 |
| 35 | S&P500 EMINI Option | SXM | 03/17/2023 | 4400 | &nbsp;&nbsp;&nbsp; 7700000 | &nbsp;&nbsp;&nbsp; 13563 |
|  | **TOTAL CALL OPTIONS PURCHASED** (Cost - $154,235) | **TOTAL CALL OPTIONS PURCHASED** (Cost - $154,235) | **TOTAL CALL OPTIONS PURCHASED** (Cost - $154,235) | **TOTAL CALL OPTIONS PURCHASED** (Cost - $154,235) |  | &nbsp;&nbsp; 141775 |
|  | **TOTAL FUTURE OPTIONS PURCHASED** (Cost - $154,235) | **TOTAL FUTURE OPTIONS PURCHASED** (Cost - $154,235) | **TOTAL FUTURE OPTIONS PURCHASED** (Cost - $154,235) |  |  | 141775 |
|  | **TOTAL INVESTMENTS - 74.4% (Cost $78,921,876)** | **TOTAL INVESTMENTS - 74.4% (Cost $78,921,876)** | **TOTAL INVESTMENTS - 74.4% (Cost $78,921,876)** |  |  | &nbsp;&nbsp;&nbsp; $78766661 |
|  | **CALL OPTIONS WRITTEN - (0.1)% (Proceeds - $878,190)** | **CALL OPTIONS WRITTEN - (0.1)% (Proceeds - $878,190)** | **CALL OPTIONS WRITTEN - (0.1)% (Proceeds - $878,190)** |  |  | &nbsp;&nbsp;&nbsp; (121475) |
|  | **PUT OPTIONS WRITTEN -(0.0)%<sup>(e)</sup> (Proceeds - $13,063)** | **PUT OPTIONS WRITTEN -(0.0)%<sup>(e)</sup> (Proceeds - $13,063)** | **PUT OPTIONS WRITTEN -(0.0)%<sup>(e)</sup> (Proceeds - $13,063)** |  |  | &nbsp;&nbsp;&nbsp; (7938) |
|  | **OTHER ASSETS IN EXCESS OF LIABILITIES - 25.7%** | **OTHER ASSETS IN EXCESS OF LIABILITIES - 25.7%** | **OTHER ASSETS IN EXCESS OF LIABILITIES - 25.7%** |  |  | &nbsp;&nbsp; 27141508 |
|  | **NET ASSETS - 100.0%** |  |  |  |  | &nbsp;&nbsp; $105778756 |

---

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **ALPHACENTRIC PREMIUM OPPORTUNITY FUND (HMXAX, HMXCX, HMXIX)** | **ALPHACENTRIC PREMIUM OPPORTUNITY FUND (HMXAX, HMXCX, HMXIX)** | **ALPHACENTRIC PREMIUM OPPORTUNITY FUND (HMXAX, HMXCX, HMXIX)** | **ALPHACENTRIC PREMIUM OPPORTUNITY FUND (HMXAX, HMXCX, HMXIX)** | **ALPHACENTRIC PREMIUM OPPORTUNITY FUND (HMXAX, HMXCX, HMXIX)** | **ALPHACENTRIC PREMIUM OPPORTUNITY FUND (HMXAX, HMXCX, HMXIX)** | **ALPHACENTRIC PREMIUM OPPORTUNITY FUND (HMXAX, HMXCX, HMXIX)** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **December 31, 2022** | **December 31, 2022** | **December 31, 2022** | **December 31, 2022** | **December 31, 2022** | **December 31, 2022** | **December 31, 2022** |
| **Contracts<sup>(c)</sup>** |  |  |  |  |  |  |
|  | **WRITTEN FUTURE OPTIONS - (0.1)%** | **Counterparty** | **Expiration Date** | **Exercise Price** | **Notional Value** | **Fair Value** |
|  | **CALL OPTIONS WRITTEN- (0.1)%** | **CALL OPTIONS WRITTEN- (0.1)%** | **CALL OPTIONS WRITTEN- (0.1)%** |  |  |  |
| 75 | Emini SP W Week | SXM | 01/04/2023 | $3990 | &nbsp;&nbsp;&nbsp; $14962500 | &nbsp;&nbsp;&nbsp; $1312 |
| 150 | S&P Emini 1st Week | SXM | 01/06/2023 | 4035 | &nbsp;&nbsp;&nbsp; 30262500 | &nbsp;&nbsp;&nbsp; 6750 |
| 100 | S&P Emini 3rd Week | SXM | 02/17/2023 | 4475 | &nbsp;&nbsp;&nbsp; 22375000 | &nbsp;&nbsp;&nbsp; 7250 |
| 200 | S&P Emini 3rd Week | SXM | 02/17/2023 | 4510 | &nbsp;&nbsp;&nbsp; 45100000 | &nbsp;&nbsp;&nbsp; 11500 |
| 45 | S&P Emini 3rd Week | SXM | 01/20/2023 | 4250 | &nbsp;&nbsp;&nbsp; 9562500 | &nbsp;&nbsp;&nbsp; 1912 |
| 250 | S&P Emini 3rd Week | SXM | 01/20/2023 | 4370 | &nbsp;&nbsp;&nbsp; 54625000 | &nbsp;&nbsp;&nbsp; 3750 |
| 100 | S&P EMINI Tues Week | SXM | 01/03/2023 | 4025 | &nbsp;&nbsp;&nbsp; 20125000 | &nbsp;&nbsp;&nbsp; 250 |
| 300 | S&P500 EMINI Option | SXM | 02/28/2023 | 4460 | &nbsp;&nbsp;&nbsp; 66900000 | &nbsp;&nbsp;&nbsp; 37500 |
| 5 | S&P500 EMINI Option | SXM | 01/31/2023 | 4270 | &nbsp;&nbsp;&nbsp; 1067500 | &nbsp;&nbsp;&nbsp; 438 |
| 5 | S&P500 EMINI Option | SXM | 01/31/2023 | 4300 | &nbsp;&nbsp;&nbsp; 1075000 | &nbsp;&nbsp;&nbsp; 325 |
| 75 | S&P500 EMINI Option | SXM | 01/31/2023 | 4350 | &nbsp;&nbsp;&nbsp; 16312500 | &nbsp;&nbsp;&nbsp; 3188 |
| 70 | S&P500 EMINI Option | SXM | 01/31/2023 | 4400 | &nbsp;&nbsp;&nbsp; 15400000 | &nbsp;&nbsp;&nbsp; 1925 |
| 150 | S&P500 EMINI Option | SXM | 01/31/2023 | 4430 | &nbsp;&nbsp;&nbsp; 33225000 | &nbsp;&nbsp;&nbsp; 3375 |
| 150 | S&P500 EMINI Option | SXM | 01/31/2023 | 4460 | &nbsp;&nbsp;&nbsp; 33450000 | &nbsp;&nbsp;&nbsp; 2625 |
| 150 | S&P500 EMINI Option | SXM | 03/17/2023 | 4460 | &nbsp;&nbsp;&nbsp; 33450000 | &nbsp;&nbsp;&nbsp; 39375 |
|  | **TOTAL CALL OPTIONS WRITTEN** (Proceeds - $878,190) | **TOTAL CALL OPTIONS WRITTEN** (Proceeds - $878,190) | **TOTAL CALL OPTIONS WRITTEN** (Proceeds - $878,190) | **TOTAL CALL OPTIONS WRITTEN** (Proceeds - $878,190) |  | &nbsp;&nbsp; 121475 |
|  | **PUT OPTIONS WRITTEN - (0.0)%<sup>(e)</sup>** | **PUT OPTIONS WRITTEN - (0.0)%<sup>(e)</sup>** | **PUT OPTIONS WRITTEN - (0.0)%<sup>(e)</sup>** |  |  |  |
| 75 | Emini SP W Week | SXM | 01/04/2023 | $3600 | &nbsp;&nbsp;&nbsp; $13500000 | &nbsp;&nbsp;&nbsp; $938 |
| 150 | S&P Emini 1st Week | SXM | 01/06/2023 | 3600 | &nbsp;&nbsp;&nbsp; 27000000 | &nbsp;&nbsp;&nbsp; 6000 |
| 100 | S&P EMINI Tues Week | SXM | 01/03/2023 | 3660 | &nbsp;&nbsp;&nbsp; 18300000 | &nbsp;&nbsp;&nbsp; 1000 |
|  | **TOTAL PUT OPTIONS WRITTEN** (Proceeds - $13,063) | **TOTAL PUT OPTIONS WRITTEN** (Proceeds - $13,063) | **TOTAL PUT OPTIONS WRITTEN** (Proceeds - $13,063) | **TOTAL PUT OPTIONS WRITTEN** (Proceeds - $13,063) |  | &nbsp;&nbsp; 7938 |
|  | **TOTAL FUTURE OPTIONS WRITTEN** (Proceeds - $891,253) | **TOTAL FUTURE OPTIONS WRITTEN** (Proceeds - $891,253) | **TOTAL FUTURE OPTIONS WRITTEN** (Proceeds - $891,253) |  |  | &nbsp;&nbsp; $129413 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **ALPHACENTRIC PREMIUM OPPORTUNITY FUND (HMXAX, HMXCX, HMXIX)** | **ALPHACENTRIC PREMIUM OPPORTUNITY FUND (HMXAX, HMXCX, HMXIX)** | **ALPHACENTRIC PREMIUM OPPORTUNITY FUND (HMXAX, HMXCX, HMXIX)** | **ALPHACENTRIC PREMIUM OPPORTUNITY FUND (HMXAX, HMXCX, HMXIX)** | **ALPHACENTRIC PREMIUM OPPORTUNITY FUND (HMXAX, HMXCX, HMXIX)** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **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 Long Futures Contracts** | **Expiration** | **Notional Amount<sup>(f)</sup>** | **Value and Unrealized Depreciation** |
| 10 | CME E-Mini NASDAQ 100 Index Future | 03/17/2023 | &nbsp;&nbsp;&nbsp; $2204460 | &nbsp;&nbsp;&nbsp; $(167119) |
| 30 | CME E-mini Russell 2000 Index Futures | 03/17/2023 | &nbsp;&nbsp;&nbsp; 2656350 | &nbsp;&nbsp;&nbsp; (95668) |
| 200 | CME E-Mini Standard & Poor's 500 Index Future | 03/17/2023 | &nbsp;&nbsp;&nbsp; 38610000 | &nbsp;&nbsp;&nbsp; (1670035) |
|  | **TOTAL FUTURES CONTRACTS** | **TOTAL FUTURES CONTRACTS** |  | &nbsp;&nbsp; $(1932822) |
| **OPEN FUTURES CONTRACTS** | **OPEN FUTURES CONTRACTS** |  |  |  |
| **Number of Contracts** | **Open Short Futures Contracts** | **Expiration** | **Notional Amount<sup>(f)</sup>** | **Value and Unrealized Appreciation** |
| 140 | CBOE Volatility Index Future | 01/18/2023 | &nbsp;&nbsp;&nbsp; $3233734 | &nbsp;&nbsp;&nbsp; $104136 |
|  | **TOTAL FUTURES CONTRACTS** | **TOTAL FUTURES CONTRACTS** |  |  |

---

---

| | |
|:---|:---|
| SXM | StoneX Financial Inc. |
| <sup>(a)</sup> | Zero coupon bond. |
| <sup>(b)</sup> | Rate disclosed is the seven day effective yield as of December 31, 2022. |
| <sup>(c)</sup> | Each contract is equivalent to one futures contract. |
| <sup>(d)</sup> | Percentage rounds to less than 0.1%. |
| <sup>(e)</sup> | Percentage rounds to greater than (0.1)%. |
| <sup>(f)</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. |

---

## 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 Premium Opportunity Fund

- **b. EDGAR series identifier (if any):** S000055006

- **c. LEI of Series:** 54930050MG8D4Y1NZE85

**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:** $106282905.88

**Total Liabilities:** $504149.58

**Net Assets:** $105778756.30

**Cash Not Reported:** $19010418.56

**Currency Risk Metrics (dv01):**

- 

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

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

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

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

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000173003 | 2.97%                | 2.50%                | -2.82%               |
| Class ID C000173004 | 2.91%                | 2.47%                | -2.89%               |
| Class ID C000173005 | 2.99%                | 2.53%                | -2.79%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $0.00                    | $-32406.45                                 |
| Month 2  | $0.00                    | $115770.84                                 |
| Month 3  | $0.00                    | $145523.70                                 |

**Designated Index Information**

- **Index Name:** 80S&P500_20VIX

- **Index Identifier:** 80S&P500_20VIX

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| OPTION ISSUER                          | S&P Emini 3rd Wk  Feb23C | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |      -200 | NC      | $-11500.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| OPTION ISSUER                          | S&P500 EMINI OPTN Mar23C | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |      -150 | NC      | $-39375.00    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Institutional Cash Portfolios | FID-MM GOVT-I            | CUSIP: 316175108<br>LEI: 549300SHPEJB1OPRCV46 | Long             | STIV             | RF                | US        |   3929625 | PA      | $3929625.15   | 3.71%             |  |  |  | No            |                  1 | On Loan: No      |
| CME GLOBEX                             | E-MINI RUSS 2000  MAR23  | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |        30 | NC      | $-95667.50    | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| OPTION ISSUER                          | S&P Emini 3rd Wk  Jan23C | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |        75 | NC      | $6375.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OPTION ISSUER                          | S&P500 EMINI OPTN Feb23C | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |        75 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Bills           | B 02/23/23               | CUSIP: 912796T33<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25000000 | PA      | $24849722.75  | 23.49%            | 2023-02-23      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CBOE FUTURES EXCHANGE                  | CBOE VIX FUTURE   Jan23  | CUSIP: N/A<br>LEI: 254900O9GJPIWCP8RH13       | Short            | DE               | CORP              | US        |      -140 | NC      | $104136.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| OPTION ISSUER                          | S&P500 EMINI OPTN Jan23C | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |        -5 | NC      | $-437.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| OPTION ISSUER                          | S&P Emini 3rd Wk  Feb23C | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |        50 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US BANK MMDA                           | US BANK MMDA-USBGFS 5    | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | CORP              | US        |  10094650 | PA      | $10094650.44  | 9.54%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE (FLOOR)    | S&P500 EMINI FUT  Mar23  | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |       200 | NC      | $-1670035.00  | -1.58%            |  |  |  | No            |                  1 | On Loan: No      |
| OPTION ISSUER                          | Emini SP W Week O Jan23P | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |       -75 | NC      | $-937.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| OPTION ISSUER                          | Emini SP W Week O Jan23C | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |       -75 | NC      | $-1312.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| OPTION ISSUER                          | S&P500 EMINI OPTN Jan23C | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |        40 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OPTION ISSUER                          | S&P500 EMINI OPTN Jan23C | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |       -70 | NC      | $-1925.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| OPTION ISSUER                          | S&P EMINI Tues Wk Jan23C | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |      -100 | NC      | $-250.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| OPTION ISSUER                          | S&P Emini 3rd Wk  Jan23C | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |      -250 | NC      | $-3750.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| OPTION ISSUER                          | S&P500 EMINI OPTN Jan23C | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |       -75 | NC      | $-3187.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| OPTION ISSUER                          | S&P Emini 3rd Wk  Feb23C | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |        25 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OPTION ISSUER                          | S&P Emini 3rd Wk  Feb23C | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |      -100 | NC      | $-7250.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| OPTION ISSUER                          | S&P EMINI Tues Wk Jan23P | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |      -100 | NC      | $-1000.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| OPTION ISSUER                          | S&P500 EMINI OPTN Jan23C | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |        40 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OPTION ISSUER                          | S&P500 EMINI OPTN Feb23C | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |      -300 | NC      | $-37500.00    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Notes           | T 0 1/8 01/31/23         | CUSIP: 91282CBG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25000000 | PA      | $24924752.75  | 23.56%            | 2023-01-31      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE (FLOOR)    | NASDAQ 100 E-MINI Mar23  | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |        10 | NC      | $-167119.00   | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| OPTION ISSUER                          | S&P500 EMINI OPTN Jan23C | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |      -150 | NC      | $-2625.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| OPTION ISSUER                          | S&P500 EMINI OPTN Jan23C | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |        -5 | NC      | $-325.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| OPTION ISSUER                          | S&P Emini 1st Wee Jan23P | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |      -150 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OPTION ISSUER                          | S&P Emini 3rd Wk  Jan23C | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |       -45 | NC      | $-1912.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Bills           | B 02/02/23               | CUSIP: 912796XT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25000000 | PA      | $24920784.75  | 23.56%            | 2023-02-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| OPTION ISSUER                          | S&P500 EMINI OPTN Jan23C | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |      -150 | NC      | $-3375.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| OPTION ISSUER                          | S&P500 EMINI OPTN Mar23C | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |        75 | NC      | $40312.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| OPTION ISSUER                          | S&P Emini 1st Wee Jan23C | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |      -150 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OPTION ISSUER                          | S&P500 EMINI OPTN Mar23C | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |        35 | NC      | $13562.50     | 0.01%             |  |  |  | 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