# EDGAR Filing Document

**Accession Number:** 0001355064
**File Stem:** 0001752724-23-046770
**Filing Date:** 2023-2
**Character Count:** 50555
**Document Hash:** aaa5be7820e4401072e19e3fa300b46e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-046770.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-046770

**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:** 23683037

**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 Strategic Income Fund (Series ID: S000071674)

| Class ID   | Class Name                                 | Ticker Symbol   |
|:---|:---|:---|
| C000227116 | AlphaCentric Strategic Income Fund Class I | SIIIX           |
| C000227117 | AlphaCentric Strategic Income Fund Class A | SIIAX           |
| C000227118 | AlphaCentric Strategic Income Fund Class C | SIICX           |

## Nport-Ex

---

| | | |
|:---|:---|:---|
| **ALPHACENTRIC STRATEGIC INCOME FUND (SIIAX, SIICX, SIIIX)** | **ALPHACENTRIC STRATEGIC INCOME FUND (SIIAX, SIICX, SIIIX)** | **ALPHACENTRIC STRATEGIC INCOME FUND (SIIAX, SIICX, SIIIX)** |
| **SCHEDULE OF INVESTMENTS (Unaudited)** | **SCHEDULE OF INVESTMENTS (Unaudited)** | **SCHEDULE OF INVESTMENTS (Unaudited)** |
| **December 31, 2022** | **December 31, 2022** | **December 31, 2022** |
| **Shares** |  | **Fair Value** |
|  | **COMMON STOCKS — 49.8%** |  |
|  | **HEALTH CARE REIT - 1.6%** |  |
| 11059 | Welltower, Inc. | &nbsp;&nbsp;&nbsp; $724917 |
|  | **HOME CONSTRUCTION - 1.6%** |  |
| 3000 | DR Horton, Inc. | &nbsp;&nbsp;&nbsp; 267420 |
| 4867 | Lennar Corporation, Class A | &nbsp;&nbsp;&nbsp; 440464 |
|  |  | &nbsp;&nbsp; 707884 |
|  | **MORTGAGE FINANCE - 6.8%** |  |
| 37500 | Annaly Capital Management, Inc. | &nbsp;&nbsp;&nbsp; 790500 |
| 83590 | Dynex Capital, Inc. | &nbsp;&nbsp;&nbsp; 1063265 |
| 65000 | Starwood Property Trust, Inc. | &nbsp;&nbsp;&nbsp; 1191450 |
|  |  | &nbsp;&nbsp; 3045215 |
|  | **MULTI ASSET CLASS REITS - 0.9%** |  |
| 50617 | iStar, Inc. | &nbsp;&nbsp;&nbsp; 386208 |
|  | **REAL ESTATE SERVICES - 0.2%** |  |
| 3874 | Safehold, Inc. | &nbsp;&nbsp;&nbsp; 110874 |
|  | **SPECIALTY FINANCE - 38.7%** |  |
| 92746 | AGNC Investment Corporation | &nbsp;&nbsp;&nbsp; 959921 |
| 165154 | Ellington Financial, Inc. | &nbsp;&nbsp;&nbsp; 2042955 |
| 25367 | Enact Holdings, Inc. | &nbsp;&nbsp;&nbsp; 611852 |
| 158230 | MFA Financial, Inc. | &nbsp;&nbsp;&nbsp; 1558566 |
| 53900 | MGIC Investment Corporation | &nbsp;&nbsp;&nbsp; 700700 |
| 56790 | Mr Cooper Group, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 2278983 |
| 491699 | New Residential Investment Corporation | &nbsp;&nbsp;&nbsp; 4017182 |
| 595731 | New York Mortgage Trust, Inc. | &nbsp;&nbsp;&nbsp; 1525071 |
| 35618 | Ocwen Financial Corporation<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1089198 |
| 31123 | PennyMac Financial Services, Inc. | &nbsp;&nbsp;&nbsp; 1763429 |
| 131398 | Redwood Trust, Inc. | &nbsp;&nbsp;&nbsp; 888250 |
|  |  | &nbsp;&nbsp; 17436107 |
|  | **TOTAL COMMON STOCKS (Cost $26,339,477)** | &nbsp;&nbsp; 22411205 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **ALPHACENTRIC STRATEGIC INCOME FUND (SIIAX, SIICX, SIIIX)** | **ALPHACENTRIC STRATEGIC INCOME FUND (SIIAX, SIICX, SIIIX)** | **ALPHACENTRIC STRATEGIC INCOME FUND (SIIAX, SIICX, SIIIX)** | **ALPHACENTRIC STRATEGIC INCOME FUND (SIIAX, SIICX, SIIIX)** | **ALPHACENTRIC STRATEGIC INCOME FUND (SIIAX, SIICX, SIIIX)** | **ALPHACENTRIC STRATEGIC INCOME FUND (SIIAX, SIICX, SIIIX)** |
| **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** |
| **Shares** |  |  |  |  | **Fair Value** |
|  | **PREFERRED STOCKS** — **14.8%** | **PREFERRED STOCKS** — **14.8%** |  |  |  |
|  | **SPECIALTY FINANCE** — **14.8%** | **SPECIALTY FINANCE** — **14.8%** |  |  |  |
| 59964 | AGNC Investment Corporation – Series F<sup>(d) (h)</sup> |  |  |  | &nbsp;&nbsp;&nbsp; $1156107 |
| 10000 | Arbor Realty Trust, Inc. – Series E <sup>(h)</sup> |  |  |  | &nbsp;&nbsp;&nbsp; 166100 |
| 20000 | Arbor Realty Trust, Inc. – Series D <sup>(h)</sup> |  |  |  | &nbsp;&nbsp;&nbsp; 345200 |
| 63126 | Arbor Realty Trust, Inc. – Series F <sup>(d) (h)</sup> |  |  |  | &nbsp;&nbsp;&nbsp; 1143212 |
| 28308 | Chimera Investment Corporation - Series B <sup>(d) (h)</sup> |  |  |  | &nbsp;&nbsp;&nbsp; 560781 |
| 7881 | Chimera Investment Corporation - Series C <sup>(d) (h)</sup> |  |  |  | &nbsp;&nbsp;&nbsp; 135159 |
| 2252 | Chimera Investment Corporation - Series D <sup>(d) (h)</sup> |  |  |  | &nbsp;&nbsp;&nbsp; 42405 |
| 36754 | Granite Point Mortgage Trust, Inc. <sup>(d) (h)</sup> |  |  |  | &nbsp;&nbsp;&nbsp; 630331 |
| 40000 | KKR Real Estate Finance Trust, Inc. - Series A <sup>(h)</sup> |  |  |  | &nbsp;&nbsp;&nbsp; 660000 |
| 11272 | MFA Financial, Inc. – Series C <sup>(d) (h)</sup> |  |  |  | &nbsp;&nbsp;&nbsp; 198387 |
| 22500 | New York Mortgage Trust, Inc. – Series F<sup>(d) (h)</sup> |  |  |  | &nbsp;&nbsp;&nbsp; 375075 |
| 37930 | Rithm Capital Corporation – Series D<sup>(d) (h)</sup> |  |  |  | &nbsp;&nbsp;&nbsp; 685016 |
| 9000 | Two Harbors Investment Corporation - Series A <sup>(d) (h)</sup> |  |  |  | &nbsp;&nbsp;&nbsp; 182610 |
| 20472 | Two Harbors Investment Corporation - Series C <sup>(d) (h)</sup> |  |  |  | &nbsp;&nbsp;&nbsp; 383031 |
|  | **TOTAL PREFERRED STOCKS (Cost $8,966,722)** |  |  |  | 6663414 |
| **Principal Amount ($)** |  | **Spread** | **Coupon Rate (%)** | **Maturity** | **Fair Value** |
|  | **ASSET BACKED SECURITIES — 9.2%** | **ASSET BACKED SECURITIES — 9.2%** |  |  |  |
|  | **CDO** — **0.9%** | **CDO** — **0.9%** |  |  |  |
| 400000 | GPMT 2019-FL2 Ltd. Series 2019-FL2 D<sup>(b),(c)</sup> | US0001M + 2.950% | 7.3040 | &nbsp;&nbsp;&nbsp;02/22/36 | 398981 |
|  | **COLLATERALIZED MORTGAGE OBLIGATIONS** — **3.7%** | **COLLATERALIZED MORTGAGE OBLIGATIONS** — **3.7%** |  |  |  |
| 56480 | Adjustable Rate Mortgage Trust 2007-1 Series 2007-1 1A1<sup>(d)</sup> |  | 3.8760 | &nbsp;&nbsp;&nbsp;03/25/37 | 49563 |
| 19478 | Alternative Loan Trust 2003-J2 Series 2003-J2 B2 |  | 0.0000 | &nbsp;&nbsp;&nbsp;10/25/33 | —<sup>(i)</sup> |
| 568232 | Alternative Loan Trust 2005-11CB Series 2005-11CB 3A2<sup>(c)</sup> | US0001M + 0.500% | 4.8890 | &nbsp;&nbsp;&nbsp;06/25/35 | 429616 |
| 504697 | Alternative Loan Trust 2005-65CB Series 2005-65CB 2A1<sup>(c)</sup> | US0001M + 0.425% | 4.8140 | &nbsp;&nbsp;&nbsp;12/25/35 | 334355 |
| 244287 | Alternative Loan Trust 2005-J6 Series 2005-J6 1A5<sup>(c)</sup> | US0001M + 0.500% | 4.8890 | &nbsp;&nbsp;&nbsp;07/25/35 | 198781 |
| 522972 | Impac CMB Trust Series 2005-2 Series 2005-2 1M2<sup>(c)</sup> | US0001M + 0.735% | 5.1240 | &nbsp;&nbsp;&nbsp;04/25/35 | 472154 |
| 236185 | Washington Mutual Mortgage Pass-Through Series 2007-HY1 A2A<sup>(c)</sup> | US0001M + 0.160% | 4.7090 | &nbsp;&nbsp;&nbsp;02/25/37 | 194092 |
|  |  |  |  |  | 1678561 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **ALPHACENTRIC STRATEGIC INCOME FUND (SIIAX, SIICX, SIIIX)** | **ALPHACENTRIC STRATEGIC INCOME FUND (SIIAX, SIICX, SIIIX)** | **ALPHACENTRIC STRATEGIC INCOME FUND (SIIAX, SIICX, SIIIX)** | **ALPHACENTRIC STRATEGIC INCOME FUND (SIIAX, SIICX, SIIIX)** | **ALPHACENTRIC STRATEGIC INCOME FUND (SIIAX, SIICX, SIIIX)** | **ALPHACENTRIC STRATEGIC INCOME FUND (SIIAX, SIICX, SIIIX)** |
| **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** |
| **Principal Amount ($)** |  | **Spread** | **Coupon Rate (%)** | **Maturity** | **Fair Value** |
|  | **ASSET BACKED SECURITIES — 9.2% (Continued)** | **ASSET BACKED SECURITIES — 9.2% (Continued)** |  |  |  |
|  | **HOME EQUITY** — **0.5%** | **HOME EQUITY** — **0.5%** |  |  |  |
| 234943 | Terwin Mortgage Trust 2004-7HE<sup>(b),(c)</sup> | US0001M + 1.400% | 5.7890 | &nbsp;&nbsp;&nbsp;07/25/34 | $203905 |
|  | **NON AGENCY CMBS** — **2.3%** | **NON AGENCY CMBS** — **2.3%** |  |  |  |
| 4675714 | CD 2017-CD4 Mortgage Trust Series 2017-CD4 Class X-A<sup>(d),(e)</sup> |  | 1.2300 | &nbsp;&nbsp;&nbsp;05/10/50 | 185563 |
| 100000 | COMM 2013-CCRE6 Mortgage Trust Series 2013-CR6 F<sup>(b),(d)</sup> |  | 4.0770 | &nbsp;&nbsp;&nbsp;03/10/46 | 96135 |
| 10000 | COMM 2015-DC1 Mortgage Trust Series 2015-DC1 C<sup>(d)</sup> |  | 4.2970 | &nbsp;&nbsp;&nbsp;02/10/48 | 8626 |
| 81000 | COMM 2015-LC19 Mortgage Trust Series 2015-LC19 D<sup>(b)</sup> |  | 2.8670 | &nbsp;&nbsp;&nbsp;02/10/48 | 68542 |
| 33371 | CSAIL 2016-C5 Commercial Mortgage Trust Series 2016-C5 C<sup>(d)</sup> |  | 4.6450 | &nbsp;&nbsp;&nbsp;11/15/48 | 30154 |
| 45000 | JPMBB Commercial Mortgage Securities Trust Series 2015-C30 B<sup>(d)</sup> |  | 4.2300 | &nbsp;&nbsp;&nbsp;07/15/48 | 41277 |
| 10000 | JPMBB Commercial Mortgage Securities Trust Series 2015-C28 C<sup>(d)</sup> |  | 4.1450 | &nbsp;&nbsp;&nbsp;10/15/48 | 9066 |
| 15000 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C12 C<sup>(d)</sup> |  | 4.7560 | &nbsp;&nbsp;&nbsp;10/15/46 | 14235 |
| 17233 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C24 C<sup>(d)</sup> |  | 4.3290 | &nbsp;&nbsp;&nbsp;05/15/48 | 15597 |
| 25000 | Wells Fargo Commercial Mortgage Trust 2015-C27 Series 2015-C27 B<sup>(d)</sup> |  | 4.1390 | &nbsp;&nbsp;&nbsp;02/15/48 | 22546 |
| 75000 | Wells Fargo Commercial Mortgage Trust 2015-NXS1 Series 2015-NXS1 D<sup>(d)</sup> |  | 4.1490 | &nbsp;&nbsp;&nbsp;05/15/48 | 64342 |
| 100000 | Wells Fargo Commercial Mortgage Trust 2016-NXS6 Series 2016-NXS6 B |  | 3.8110 | &nbsp;&nbsp;&nbsp;11/15/49 | 88226 |
| 270000 | WFRBS Commercial Mortgage Trust 2013-C15 Series 2013-C15 B<sup>(d)</sup> |  | 4.5290 | &nbsp;&nbsp;&nbsp;08/15/46 | 230921 |
| 160000 | WFRBS Commercial Mortgage Trust 2013-C15 Series 2013-C15 C<sup>(d)</sup> |  | 4.5290 | &nbsp;&nbsp;&nbsp;08/15/46 | 130613 |
| 15000 | WFRBS Commercial Mortgage Trust 2014-C24 Series 2014-C24 B<sup>(d)</sup> |  | 4.2040 | &nbsp;&nbsp;&nbsp;11/15/47 | 13653 |
|  |  |  |  |  | 1019496 |
|  | **RESIDENTIAL MORTGAGE** — **1.8%** | **RESIDENTIAL MORTGAGE** — **1.8%** |  |  |  |
| 148442 | Credit-Based Asset Servicing and Securitization, Series 2003-CB2 M2<sup>(f)</sup> |  | 6.0450 | &nbsp;&nbsp;&nbsp;08/25/32 | 109643 |
| 483497 | Ellington Loan Acquisition Trust 2007-2 Series 2007-2 M2B<sup>(b),(c)</sup> | US0001M + 1.700% | 6.0890 | &nbsp;&nbsp;&nbsp;05/25/37 | 332574 |
| 375574 | Morgan Stanley A.B.S Capital I Inc Trust 2005-HE3 Series 2005-HE3 M6<sup>(c)</sup> | US0001M + 1.110% | 5.4990 | &nbsp;&nbsp;&nbsp;07/25/35 | 276236 |
| 116567 | Park Place Securities Inc Asset-Backed Series 2004-WWF1 M4<sup>(c)</sup> | US0001M + 1.650% | 6.0390 | &nbsp;&nbsp;&nbsp;12/25/34 | 117197 |
|  |  |  |  |  | 835650 |
|  | **TOTAL ASSET BACKED SECURITIES (Cost $4,361,599)** | **TOTAL ASSET BACKED SECURITIES (Cost $4,361,599)** |  |  | 4136593 |
| **Principal Amount ($)** |  |  | **Coupon Rate (%)** | **Maturity** | **Fair Value** |
|  | **COLLATERALIZED MORTGAGE OBLIGATIONS — 1.5%** | **COLLATERALIZED MORTGAGE OBLIGATIONS — 1.5%** |  |  |  |
|  | **CMBS** — **1.5%** | **CMBS** — **1.5%** |  |  |  |
| 1382872 | Fannie Mae-Aces Series 2014-M8 X2<sup>(d),(e)</sup> |  | 0.2880 | &nbsp;&nbsp;&nbsp;06/25/24 | 5328 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **ALPHACENTRIC STRATEGIC INCOME FUND (SIIAX, SIICX, SIIIX)** | **ALPHACENTRIC STRATEGIC INCOME FUND (SIIAX, SIICX, SIIIX)** | **ALPHACENTRIC STRATEGIC INCOME FUND (SIIAX, SIICX, SIIIX)** | **ALPHACENTRIC STRATEGIC INCOME FUND (SIIAX, SIICX, SIIIX)** | **ALPHACENTRIC STRATEGIC INCOME FUND (SIIAX, SIICX, SIIIX)** |
| **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** |
| **Principal Amount ($)** |  | **Coupon Rate (%)** | **Maturity** | **Fair Value** |
|  | **COLLATERALIZED MORTGAGE OBLIGATIONS — 1.5% (Continued)** |  |  |  |
|  | **CMBS** — **1.5% (Continued)** |  |  |  |
| 1000000 | Freddie Mac Multifamily Structured Pass Through Series K126 X3<sup>(d),(e)</sup> | 2.7190 | &nbsp;&nbsp;&nbsp;01/25/49 | $152788 |
| 321294 | Government National Mortgage Association Series 2015-108 IO<sup>(d),(e)</sup> | 0.3360 | &nbsp;&nbsp;&nbsp;10/16/56 | 8679 |
| 164808 | Government National Mortgage Association Series 2017-106 IO<sup>(d),(e)</sup> | 0.6910 | &nbsp;&nbsp;&nbsp;12/16/56 | 5950 |
| 922248 | Government National Mortgage Association Series 2018-17 MI<sup>(d),(e)</sup> | 0.4310 | &nbsp;&nbsp;&nbsp;11/01/57 | 29564 |
| 4813191 | Government National Mortgage Association Series 2017-171 IO<sup>(d),(e)</sup> | 0.6540 | &nbsp;&nbsp;&nbsp;09/16/59 | 191221 |
| 2097068 | Government National Mortgage Association Series 2020-155 IO<sup>(d),(e)</sup> | 1.2720 | &nbsp;&nbsp;&nbsp;09/16/60 | 177648 |
| 1751711 | Government National Mortgage Association Series 2019-81 IO<sup>(d),(e)</sup> | 0.9450 | &nbsp;&nbsp;&nbsp;02/16/61 | 105700 |
| 300155 | Government National Mortgage Association Series 2019-105 IO<sup>(d),(e)</sup> | 0.7000 | &nbsp;&nbsp;&nbsp;08/16/61 | 18467 |
|  | **TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS (Cost $1,089,393)** |  |  | 695345 |
|  | **CONVERTIBLE BONDS — 5.8%** |  |  |  |
|  | **ASSET MANAGEMENT** — **2.1%** |  |  |  |
| 1124000 | RWT Holdings, Inc. | 5.7500 | &nbsp;&nbsp;&nbsp;10/01/25 | 953995 |
|  | **SPECIALTY FINANCE** — **3.7%** |  |  |  |
| 30000 | KKR Real Estate Finance Trust, Inc. | 6.1250 | &nbsp;&nbsp;&nbsp;05/15/23 | 29593 |
| 315000 | MFA Financial, Inc. | 6.2500 | &nbsp;&nbsp;&nbsp;06/15/24 | 285075 |
| 614000 | PennyMac Corporation | 5.5000 | &nbsp;&nbsp;&nbsp;11/01/24 | 551065 |
| 255000 | Redwood Trust, Inc. | 5.6250 | &nbsp;&nbsp;&nbsp;07/15/24 | 233325 |
| 640000 | Two Harbors Investment Corporation | 6.2500 | &nbsp;&nbsp;&nbsp;01/15/26 | 552437 |
|  |  |  |  | 1651495 |
|  | **TOTAL CONVERTIBLE BONDS (Cost $2,895,837)** |  |  | 2605490 |
|  | **CORPORATE BONDS — 9.0%** |  |  |  |
|  | **SPECIALTY FINANCE** — **9.0%** |  |  |  |
| 250000 | Nationstar Mortgage Holdings, Inc.<sup>(b)</sup> | 5.5000 | &nbsp;&nbsp;&nbsp;08/15/28 | 204259 |
| 1989000 | New Residential Investment Corporation<sup>(b)</sup> | 6.2500 | &nbsp;&nbsp;&nbsp;10/15/25 | 1787872 |
| 390000 | PennyMac Financial Services, Inc.<sup>(b)</sup> | 5.3750 | &nbsp;&nbsp;&nbsp;10/15/25 | 352160 |
| 1664000 | PHH Mortgage Corporation<sup>(b)</sup> | 7.8750 | &nbsp;&nbsp;&nbsp;03/15/26 | 1480268 |
| 280000 | United Wholesale Mortgage, LLC<sup>(b)</sup> | 5.5000 | &nbsp;&nbsp;&nbsp;11/15/25 | 252582 |
|  | **TOTAL CORPORATE BONDS (Cost $4,437,516)** |  |  | 4077141 |

---

---

| | | |
|:---|:---|:---|
| **ALPHACENTRIC STRATEGIC INCOME FUND (SIIAX, SIICX, SIIIX)** | **ALPHACENTRIC STRATEGIC INCOME FUND (SIIAX, SIICX, SIIIX)** | **ALPHACENTRIC STRATEGIC INCOME FUND (SIIAX, SIICX, SIIIX)** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **December 31, 2022** | **December 31, 2022** | **December 31, 2022** |
| **Shares** |  | **Fair Value** |
|  | **SHORT-TERM INVESTMENT — 3.9%** |  |
|  | **MONEY MARKET FUND - 3.9%** |  |
| 1777141 | First American Government Obligations Fund, Class U, 4.10% (Cost $1,777,141)<sup>(g)</sup> | &nbsp;&nbsp;&nbsp; $1777141 |
|  | **TOTAL INVESTMENTS - 94.0% (Cost $49,867,685)** | &nbsp;&nbsp;&nbsp; $42366329 |
|  | **OTHER ASSETS IN EXCESS OF LIABILITIES - 6.0%** | &nbsp;&nbsp; 2689424 |
|  | **NET ASSETS - 100.0%** | &nbsp;&nbsp; $45055753 |

---

---

| | |
|:---|:---|
| LLC | - Limited Liability Company |
| LTD | - Limited Company |
| REIT | - Real Estate Investment Trust |
| H15T5Y | US Treasury Yield Curve Rate T Note Constant Maturity 5 Year |
| SOFRRATE | United States SOFR Secured Overnight Financing Rate |
| US0001M | ICE LIBOR USD 1 Month |
| US0003M | ICE LIBOR USD 3 Month |

---

<sup>(a)</sup> Non-income producing security.

<sup>(b)</sup> Security exempt from registration under Rule 144A or Section 4(2) of the Securities Act of 1933. The security may be resold in transactions exempt from registration, normally to qualified institutional buyers. As of December 31, 2022 the total market value of 144A securities is $5,177,278 or 11.5% of net assets.

<sup>(c)</sup> Floating rate security, the interest rate of which adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets.

<sup>(d)</sup> Variable rate security; the rate shown represents the rate on December 31, 2022.

<sup>(e)</sup> Interest only securities.

<sup>(f)</sup> Step bond. Coupon rate is fixed rate that changes on a specified date. The rate shown is the current rate at December 31, 2022.

<sup>(g)</sup> Rate disclosed is the seven day effective yield as of December 31, 2022.

<sup>(h)</sup> Real Estate Investment Trust.

<sup>(i)</sup> Less than $1.

## 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 Strategic Income Fund

- **b. EDGAR series identifier (if any):** S000071674

- **c. LEI of Series:** 549300YDYHXBQRIQH163

**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:** $45283959.28

**Total Liabilities:** $228206.08

**Net Assets:** $45055753.20

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 7.21990300 | **1-Year:** 198.38249500 | **5-Year:** 332.04876800 | **10-Year:** 40.32170200 | **30-Year:** 21.97460300

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

- **3-Month:** 32.82111200 | **1-Year:** 705.51492000 | **5-Year:** 1173.85607800 | **10-Year:** 799.39799900 | **30-Year:** 81.59458200

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000227118 | 5.73%                | 5.57%                | -4.51%               |
| Class ID C000227117 | 5.78%                | 5.70%                | -4.44%               |
| Class ID C000227116 | 5.79%                | 5.71%                | -4.41%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $5628.40                 | $2048932.05                                |
| Month 2  | $77872.32                | $2044083.99                                |
| Month 3  | $-15189.55               | $-2405713.04                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Rithm Capital Corp.                              | NRZ 6 1/4 10/15/25      | CUSIP: 64828TAA0<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              | CORP              | US        |   1989000 | PA      | $1787871.62   | 3.97%             | 2025-10-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Wf-Rbs Com Mg Tst                                | WFRBS 2013-C15 C        | CUSIP: 92938CAJ6<br>LEI: 5493003CHVRASC16O965 | Long             | ABS-O            | CORP              | US        |    160000 | PA      | $130612.50    | 0.29%             | 2046-08-15      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| MFA Financial Inc.                               | MFA FINANCIAL           | CUSIP: 55272X607<br>LEI: YW72IMH2RRC8Z1TGLG58 | Long             | EC               | CORP              | US        |    158230 | NS      | $1558565.50   | 3.46%             |  |  |  | No            |                  1 | On Loan: No      |
| iStar Inc                                        | ISTAR INC               | CUSIP: 45031U101<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | EC               | CORP              | US        |     50617 | NS      | $386207.71    | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Pennymac Corporation                             | PMT 5 1/2 11/01/24      | CUSIP: 70932AAD5<br>LEI: EWN0I878407TKQNXZ933 | Long             | DBT              | CORP              | US        |    614000 | PA      | $551065.00    | 1.22%             | 2024-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CWMBS Inc                                        | CWALT 2003-J2 B2        | CUSIP: 12669E4G8<br>LEI: 549300430UQIJMFG3R47 | Long             | ABS-O            | CORP              | US        |     19478 | PA      | $0.19         | 0.00%             | 2033-10-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust 2015-Dc1               | COMM 2015-DC1 C         | CUSIP: 12629NAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10000 | PA      | $8626.44      | 0.02%             | 2048-02-10      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| MGIC Investment Corp.                            | MGIC INVT CORP          | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |     53900 | NS      | $700700.00    | 1.56%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST            | WFCM 2015-NXS1 D        | CUSIP: 94989HBM1<br>LEI: 5493002S7XBI8CVRR075 | Long             | ABS-O            | CORP              | US        |     75000 | PA      | $64341.57     | 0.14%             | 2048-05-15      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| Ellington Ln Acq T                               | ELAT 2007-2 M2B         | CUSIP: 288547AU6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    483497 | PA      | $332573.61    | 0.74%             | 2037-05-25      | Floating      | 6.09%                 | Yes           |                  2 | On Loan: No      |
| Granite Point Mortgage Trust Inc                 | GPMT 7 PERP             | CUSIP: 38741L305<br>LEI: 529900VX2HQZ76AYIE02 | Long             | EP               | CORP              | US        |     36754 | NS      | $630331.10    | 1.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Impac CMB Trust                                  | IMM 2005-2 1M2          | CUSIP: 45254NNC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    522972 | PA      | $472153.35    | 1.05%             | 2035-04-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Rithm Capital Corp.                              | NRZ 7 PERP              | CUSIP: 64828T706<br>LEI: 549300WNTHGEO5LP2G31 | Long             | EP               | CORP              | US        |     37930 | NS      | $685015.80    | 1.52%             |  |  |  | No            |                  1 | On Loan: No      |
| D.R. Horton, Inc.                                | DR HORTON INC           | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |      3000 | NS      | $267420.00    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Park Pl Secs Inc                                 | PPSI 2004-WWF1 M4       | CUSIP: 70069FDM6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    116567 | PA      | $117197.35    | 0.26%             | 2034-12-25      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST       | JPMBB 2015-C28 C        | CUSIP: 46644FAK7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10000 | PA      | $9065.79      | 0.02%             | 2048-10-15      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                 | WELLTOWER INC           | CUSIP: 95040Q104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11059 | NS      | $724917.45    | 1.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Chimera Investment Corporation                   | CHIMERA INVESTMENT CORP | CUSIP: 16934Q406<br>LEI: 2JBBQFJOL123LOUBE657 | Long             | EP               | CORP              | US        |     28308 | NS      | $560781.48    | 1.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Arbor Realty Trust, Inc.                         | ABR 6 1/4 PERP          | CUSIP: 038923850<br>LEI: 549300ASFUWYQO0RW077 | Long             | EP               | CORP              | US        |     63126 | NS      | $1143211.86   | 2.54%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR Real Estate Finance Trust Inc.               | KREF 6 1/8 05/15/23     | CUSIP: 48251KAB6<br>LEI: 549300K23AYZDZ2REL62 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29592.59     | 0.07%             | 2023-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | GNR 2015-108 IO         | CUSIP: 38379KYD4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    321294 | PA      | $8679.34      | 0.02%             | 2056-10-16      | Floating      | 0.34%                 | No            |                  2 | On Loan: No      |
| Nationstar Mortgage LLC                          | NSM 5 1/2 08/15/28      | CUSIP: 63861CAC3<br>LEI: 549300LBCBNR1OT00651 | Long             | DBT              | CORP              | US        |    250000 | PA      | $204259.09    | 0.45%             | 2028-08-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Agnc Investment Corp                             | AGNC 6 1/8 PERP         | CUSIP: 00123Q872<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EP               | CORP              | US        |     59964 | NS      | $1156105.92   | 2.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association         | GNR 2017-171 IO         | CUSIP: 38380JGF9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   4813191 | PA      | $191220.84    | 0.42%             | 2059-09-16      | Floating      | 0.65%                 | No            |                  2 | On Loan: No      |
| US BANK MMDA                                     | US BANK MMDA-USBGFS 5   | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | US        |   2131772 | PA      | $2131771.92   | 4.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Cwalt Incorporation                              | CWALT 2005-11CB 3A2     | CUSIP: 12667GJS3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    568232 | PA      | $429616.15    | 0.95%             | 2035-06-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Safehold Inc                                     | SAFEHOLD INC            | CUSIP: 78645L100<br>LEI: 549300MHMP6BIE0XV355 | Long             | EC               | CORP              | US        |      3874 | NS      | $110873.88    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| MFA Financial Inc.                               | MFA 6 1/2 PERP          | CUSIP: 55272X508<br>LEI: YW72IMH2RRC8Z1TGLG58 | Long             | EP               | CORP              | US        |     11272 | NS      | $198387.20    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Gpmt 2019-Fl2 Ltd / Gpmt 2019-Fl2 Llc            | GPMT 2019-FL2 D         | CUSIP: 36259BAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $398980.80    | 0.89%             | 2036-02-22      | Floating      | 7.30%                 | Yes           |                  2 | On Loan: No      |
| Two Harbors Investment Corp.                     | TWO 7 1/4 PERP          | CUSIP: 90187B507<br>LEI: 549300ZUIBT6KH4HU823 | Long             | EP               | CORP              | US        |     20472 | NS      | $383031.12    | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Agnc Investment Corp                             | AGNC INVESTMENT         | CUSIP: 00123Q104<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EC               | CORP              | US        |     92746 | NS      | $959921.10    | 2.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Enact Holdings Inc                               | ENACT HOLDINGS I        | CUSIP: 29249E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25367 | NS      | $611852.04    | 1.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley BAML Trust                        | MSBAM 2015-C24 C        | CUSIP: 61765LAY6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     17233 | PA      | $15597.20     | 0.03%             | 2048-05-15      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| Two Harbors Investment Corp.                     | TWO 8 1/8 PERP          | CUSIP: 90187B200<br>LEI: 549300ZUIBT6KH4HU823 | Long             | EP               | CORP              | US        |      9000 | NS      | $182610.00    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Arbor Realty Trust, Inc.                         | ABR 6 1/4 PERP          | CUSIP: 038923868<br>LEI: 549300ASFUWYQO0RW077 | Long             | EP               | CORP              | US        |     10000 | NS      | $166100.00    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Starwood Property Trust, Inc.                    | STARWOOD PROPERT        | CUSIP: 85571B105<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | EC               | CORP              | US        |     65000 | NS      | $1191450.00   | 2.64%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mortgage Trust, Inc.                    | NYMT 6 7/8 PERP         | CUSIP: 649604865<br>LEI: 549300JFGR0M7ULHWG48 | Long             | EP               | CORP              | US        |     22500 | NS      | $375075.00    | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association         | GNR 2019-105 IO         | CUSIP: 38380NKC2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    300155 | PA      | $18467.30     | 0.04%             | 2061-08-16      | Floating      | 0.70%                 | No            |                  2 | On Loan: No      |
| MFA Financial Inc.                               | MFA 6 1/4 06/15/24      | CUSIP: 55272XAA0<br>LEI: YW72IMH2RRC8Z1TGLG58 | Long             | DBT              | CORP              | US        |    315000 | PA      | $285075.00    | 0.63%             | 2024-06-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | GNR 2019-81 IO          | CUSIP: 38380NFK0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   1751711 | PA      | $105699.63    | 0.23%             | 2061-02-16      | Floating      | 0.95%                 | No            |                  2 | On Loan: No      |
| Dynex Capital Inc                                | DYNEX CAPITAL           | CUSIP: 26817Q886<br>LEI: 5CIJ4S9HAEBWILA19B65 | Long             | EC               | CORP              | US        |     83590 | NS      | $1063264.80   | 2.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Pennymac Financial Services Inc                  | PENNYMAC FINANCI        | CUSIP: 70932M107<br>LEI: 549300W1D516HBDEU871 | Long             | EC               | CORP              | US        |     31123 | NS      | $1763429.17   | 3.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Annaly Capital Management, Inc.                  | ANNALY CAPITAL M        | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               | CORP              | US        |     37500 | NS      | $790500.00    | 1.75%             |  |  |  | No            |                  1 | On Loan: No      |
| PHH Mortgage Corp.                               | OCN 7 7/8 03/15/26      | CUSIP: 69356NAA2<br>LEI: PAOOWF3GUFM46FBSP561 | Long             | DBT              | CORP              | US        |   1664000 | PA      | $1480268.34   | 3.29%             | 2026-03-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| United Shore Financial Service Llc               | UNSHFI 5 1/2 11/15/25   | CUSIP: 91153LAA5<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |    280000 | PA      | $252582.37    | 0.56%             | 2025-11-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FNA 2014-M8 X2          | CUSIP: 3136AKQQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   1382872 | PA      | $5327.51      | 0.01%             | 2024-06-25      | Floating      | 0.29%                 | No            |                  2 | On Loan: No      |
| Ocwen Financial Corporation                      | OCWEN FINL CORP         | CUSIP: 675746606<br>LEI: 549300DDD1YQ8EIAT278 | Long             | EC               | CORP              | US        |     35618 | NS      | $1089198.44   | 2.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Arbor Realty Trust, Inc.                         | ABR 6 3/8 PERP          | CUSIP: 038923876<br>LEI: 549300ASFUWYQO0RW077 | Long             | EP               | CORP              | US        |     20000 | NS      | $345200.00    | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Mortgage Trust 2015-Lc19              | COMM 2015-LC19 D        | CUSIP: 200474AE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     81000 | PA      | $68541.92     | 0.15%             | 2048-02-10      | Fixed         | 2.87%                 | Yes           |                  2 | On Loan: No      |
| Adjustable Rate Mortgage Trust                   | ARMT 2007-1 1A1         | CUSIP: 007037AA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     56480 | PA      | $49563.40     | 0.11%             | 2037-03-25      | Floating      | 3.88%                 | No            |                  2 | On Loan: No      |
| Csail Commercial Mortgage Trust                  | CSAIL 2016-C5 C         | CUSIP: 12636LBE9<br>LEI: 549300FU8TZDHFLQZL50 | Long             | ABS-O            | CORP              | US        |     33371 | PA      | $30154.29     | 0.07%             | 2048-11-15      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| Asset Backed Funding Corp                        | CBASS 2003-CB2 M2       | CUSIP: 04542BCX8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    148442 | PA      | $109643.35    | 0.24%             | 2032-08-25      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| WFRBS COMMERCIAL MORTGAGE TRUST                  | WFRBS 2014-C24 B        | CUSIP: 92939KBR8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     15000 | PA      | $13653.45     | 0.03%             | 2047-11-15      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| Jpmbb Commercial Mortgage Securities Trust-C30   | JPMBB 2015-C30 B        | CUSIP: 46644UBF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     45000 | PA      | $41277.30     | 0.09%             | 2048-07-15      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| Lennar Corporation                               | LENNAR CORP-A           | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |      4867 | NS      | $440463.50    | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae                                       | GNR 2018-17 MI          | CUSIP: 38380UUN1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    922248 | PA      | $29564.15     | 0.07%             | 2057-11-01      | Floating      | 0.43%                 | No            |                  2 | On Loan: No      |
| Pennymac Financial Services Inc                  | PFSI 5 3/8 10/15/25     | CUSIP: 70932MAA5<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    390000 | PA      | $352159.99    | 0.78%             | 2025-10-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association         | GNR 2017-106 IO         | CUSIP: 38379RQ22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    164808 | PA      | $5950.10      | 0.01%             | 2056-12-16      | Floating      | 0.69%                 | No            |                  2 | On Loan: No      |
| Redwood Trust, Inc.                              | RWT 5 5/8 07/15/24      | CUSIP: 758075AD7<br>LEI: DRBV4N1ERQLEMIF11G78 | Long             | DBT              | CORP              | US        |    255000 | PA      | $233325.00    | 0.52%             | 2024-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Chimera Investment Corporation                   | CIM 7 3/4 PERP          | CUSIP: 16934Q505<br>LEI: 2JBBQFJOL123LOUBE657 | Long             | EP               | CORP              | US        |      7881 | NS      | $135159.15    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Wf-Rbs Com Mg Tst                                | WFRBS 2013-C15 B        | CUSIP: 92938CAH0<br>LEI: 5493003CHVRASC16O965 | Long             | ABS-O            | CORP              | US        |    270000 | PA      | $230920.42    | 0.51%             | 2046-08-15      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| Redwood Trust, Inc.                              | REDWOOD TRUST           | CUSIP: 758075402<br>LEI: DRBV4N1ERQLEMIF11G78 | Long             | EC               | CORP              | US        |    131398 | NS      | $888250.48    | 1.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley BAML Trust                        | MSBAM 2013-C12 C        | CUSIP: 61762XAZ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     15000 | PA      | $14235.20     | 0.03%             | 2046-10-15      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Mr Cooper Group Inc                              | MR COOPER GROUP         | CUSIP: 62482R107<br>LEI: 549300KD8C6DPXYC2M26 | Long             | EC               | CORP              | US        |     56790 | NS      | $2278982.70   | 5.06%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR Real Estate Finance Trust Inc.               | KREF 6 1/2 PERP         | CUSIP: 48251K209<br>LEI: 549300K23AYZDZ2REL62 | Long             | EP               | CORP              | US        |     40000 | NS      | $660000.00    | 1.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Wamu Wmalt 07-0c1                                | WMALT 2007-HY1 A2A      | CUSIP: 93936AAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    236185 | PA      | $194092.48    | 0.43%             | 2037-02-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust, Inc.                    | NEW YORK MTGE           | CUSIP: 649604501<br>LEI: 549300JFGR0M7ULHWG48 | Long             | EC               | CORP              | US        |    595731 | NS      | $1525071.36   | 3.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Rwt Holdings Inc                                 | RWT 5 3/4 10/01/25      | CUSIP: 749772AD1<br>LEI: Z31FN4C0IQMCYFAEUP31 | Long             | DBT              | CORP              | US        |   1124000 | PA      | $953995.00    | 2.12%             | 2025-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FIRST AMERN FDS INC                              | FRST AM-GV OB-U         | CUSIP: 31846V211<br>LEI: 549300J5J5SJCZ9IA369 | Long             | STIV             | RF                | US        |   1777141 | PA      | $1777141.36   | 3.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo Coml T                               | WFCM 2016-NXS6 B        | CUSIP: 95000KBG9<br>LEI: 549300CFP9NBBMZH1008 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $88225.81     | 0.20%             | 2049-11-15      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Cd Mtg Tr 2017-Cd3                               | CD 2017-CD4 XA          | CUSIP: 12515DAS3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4675714 | PA      | $185563.17    | 0.41%             | 2050-05-10      | Floating      | 1.23%                 | No            |                  2 | On Loan: No      |
| Chimera Investment Corporation                   | CIM 8 PERP              | CUSIP: 16934Q604<br>LEI: 2JBBQFJOL123LOUBE657 | Long             | EP               | CORP              | US        |      2252 | NS      | $42405.16     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Cwalt Incorporation                              | CWALT 2005-J6 1A5       | CUSIP: 12667GVF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    244287 | PA      | $198781.10    | 0.44%             | 2035-07-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Coml Mtg Tr 2015-C27                 | WFCM 2015-C27 B         | CUSIP: 94989DBB4<br>LEI: 5493001SKB2HKIF64L70 | Long             | ABS-O            | CORP              | US        |     25000 | PA      | $22546.04     | 0.05%             | 2048-02-15      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation           | FHMS K126 X3            | CUSIP: 3137FXYY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1000000 | PA      | $152788.00    | 0.34%             | 2049-01-25      | Floating      | 2.72%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | GNR 2020-155 IO         | CUSIP: 38380P8N7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   2097068 | PA      | $177648.48    | 0.39%             | 2060-09-16      | Floating      | 1.27%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Inc                          | ELLINGTON FINANC        | CUSIP: 28852N109<br>LEI: 60GS1D1R1YY5G1W7IT74 | Long             | EC               | CORP              | US        |    165154 | NS      | $2042954.98   | 4.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Mortgage Trust                        | COMM 2013-CR6 F         | CUSIP: 12624XAZ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $96134.60     | 0.21%             | 2046-03-10      | Floating      | 4.08%                 | Yes           |                  2 | On Loan: No      |
| Cwalt Incorporation                              | CWALT 2005-65CB 2A1     | CUSIP: 12668AY90<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    504697 | PA      | $334354.62    | 0.74%             | 2035-12-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Terwin Mtg Tst                                   | TMTS 2004-7HE A3        | CUSIP: 881561FX7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    234943 | PA      | $203905.20    | 0.45%             | 2034-07-25      | Floating      | 5.79%                 | Yes           |                  2 | On Loan: No      |
| Rithm Capital Corp.                              | RITHM CAPITAL CO        | CUSIP: 64828T201<br>LEI: 549300WNTHGEO5LP2G31 | Long             | EC               | CORP              | US        |    491699 | NS      | $4017180.83   | 8.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Two Harbors Investment Corp.                     | TWO 6 1/4 01/15/26      | CUSIP: 90187BAB7<br>LEI: 549300ZUIBT6KH4HU823 | Long             | DBT              | CORP              | US        |    640000 | PA      | $552437.63    | 1.23%             | 2026-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley ABS Capital I Inc. Trust 2004-NC1 | MSAC 2005-HE3 M6        | CUSIP: 61744CSL1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    375574 | PA      | $276235.58    | 0.61%             | 2035-07-25      | Floating      | 5.50%                 | No            |                  2 | 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