0001752724-24-043932.txt : 20240228
0001752724-24-043932.hdr.sgml : 20240228
20240228092135
ACCESSION NUMBER: 0001752724-24-043932
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20231231
FILED AS OF DATE: 20240228
DATE AS OF CHANGE: 20240228
PERIOD START: 20240630
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: MUTUAL FUND SERIES TRUST
CENTRAL INDEX KEY: 0001355064
ORGANIZATION NAME:
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: 24690674
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
0001355064
S000045922
Catalyst Systematic Alpha Fund
C000143112
Catalyst Systematic Alpha Fund Class A
ATRAX
C000143113
Catalyst Systematic Alpha Fund Class C
ATRCX
C000143114
Catalyst Systematic Alpha Fund Class I
ATRFX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001355064
XXXXXXXX
S000045922
C000143113
C000143114
C000143112
MUTUAL FUND SERIES TRUST
811-21872
0001355064
5493002ZGLQMLR4QMA96
C/O GEMINI FUND SERVICES LLC
4221 North 203rd Street, Suite 100
ELKHORN
68022
631-470-2600
Catalyst Systematic Alpha Fund
S000045922
549300D1D0DR2GYJY706
2024-06-30
2023-12-31
N
695304862.49
390047583.06
305257279.43
0.00000000
72254131.24999994
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
2725688.63000000
USD
N
United States Treasury Bills
254900HROIFWPRGM1V77
B 08/08/24
912797GK7
9000000.00000000
PA
USD
8741299.41000000
2.863584261224
Long
DBT
UST
US
N
2
2024-08-08
Fixed
0.00000000
N
N
N
N
N
N
Netflix, Inc.
549300Y7VHGU0I7CE873
NFLX 5 3/4 03/01/24
64110LAG1
6500000.00000000
PA
USD
6496815.00000000
2.128307967669
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
5.75000000
N
N
N
N
N
N
United States Treasury Bills
254900HROIFWPRGM1V77
B 10/31/24
912797HE0
5000000.00000000
PA
USD
4806032.65000000
1.574420324709
Long
DBT
UST
US
N
2
2024-10-31
Fixed
0.00000000
N
N
N
N
N
N
RTX Corp.
I07WOS4YJ0N7YRFE7309
RTX 3.95 08/16/25
913017DD8
13000000.00000000
PA
USD
12818248.30000000
4.199162203088
Long
DBT
CORP
US
N
2
2025-08-16
Fixed
3.95000000
N
N
N
N
N
N
Ares Capital Corp.
WEQ82666OJYSI5GUAB47
ARCC 4.2 06/10/24
04010LAX1
1650000.00000000
PA
USD
1634548.67000000
0.535465910281
Long
DBT
CORP
US
N
2
2024-06-10
Fixed
4.20000000
N
N
N
N
N
N
Lowes Companies, Inc.
WAFCR4OKGSC504WU3E95
LOW 4.8 04/01/26
548661EP8
1300000.00000000
PA
USD
1301846.75000000
0.426475251443
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
4.80000000
N
N
N
N
N
N
Intel Corporation
KNX4USFCNGPY45LOCE31
INTC 4 7/8 02/10/26
458140CD0
10000000.00000000
PA
USD
10080153.50000000
3.302182840265
Long
DBT
CORP
US
N
2
2026-02-10
Fixed
4.87500000
N
N
N
N
N
N
First American Funds Inc.
549300J5J5SJCZ9IA369
FIRST AM-TR OB-X
31846V328
21264675.62000000
PA
USD
21264675.62000000
6.966148574640
Long
STIV
RF
US
N
1
N
N
N
United States Treasury Bills
254900HROIFWPRGM1V77
B 06/13/24
912797FS1
5000000.00000000
PA
USD
4885761.35000000
1.600538850088
Long
DBT
UST
US
N
2
2024-06-13
Fixed
0.00000000
N
N
N
N
N
N
Microsoft Corporation
INR2EJN1ERAN0W5ZP974
MSFT 2.7 02/12/25
594918BB9
13000000.00000000
PA
USD
12732961.15000000
4.171222771091
Long
DBT
CORP
US
N
2
2025-02-12
Fixed
2.70000000
N
N
N
N
N
N
Ross Stores Inc
549300ENZFLPGRDFZQ60
ROST 3 3/8 09/15/24
778296AA1
3500000.00000000
PA
USD
3449423.11000000
1.130005193141
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
3.37500000
N
N
N
N
N
N
International Business Machines Corporation
VGRQXHF3J8VDLUA7XE92
IBM 3.3 05/15/26
459200JZ5
11000000.00000000
PA
USD
10677911.86000000
3.498004004994
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
3.30000000
N
N
N
N
N
N
McDonald's Corporation
UE2136O97NLB5BYP9H04
MCD 3.7 01/30/26
58013MEY6
13000000.00000000
PA
USD
12786182.50000000
4.188657687009
Long
DBT
CORP
US
N
2
2026-01-30
Fixed
3.70000000
N
N
N
N
N
N
Gilead Sciences, Inc.
549300WTZWR07K8MNV44
GILD 3.65 03/01/26
375558BF9
6500000.00000000
PA
USD
6363623.11000000
2.084675301399
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
3.65000000
N
N
N
N
N
N
HCA Inc.
L3CJ6J7LJ2DX62FTXD46
HCA 5 03/15/24
404119BN8
6988000.00000000
PA
USD
6975954.02000000
2.285270324437
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
5.00000000
N
N
N
N
N
N
Apple Inc.
HWUPKR0MPOU8FGXBT394
AAPL 2 1/2 02/09/25
037833AZ3
13000000.00000000
PA
USD
12689365.65000000
4.156941211588
Long
DBT
CORP
US
N
2
2025-02-09
Fixed
2.50000000
N
N
N
N
N
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
ORCL 2.95 05/15/25
68389XBC8
13000000.00000000
PA
USD
12628174.13000000
4.136895327633
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
2.95000000
N
N
N
N
N
N
Thermo Fisher Scientific Inc
HCHV7422L5HDJZCRFL38
TMO 1.215 10/18/24
883556CS9
13000000.00000000
PA
USD
12590332.17000000
4.124498584770
Long
DBT
CORP
US
N
2
2024-10-18
Fixed
1.21500000
N
N
N
N
N
N
Goldman Sachs Group, Inc.
784F5XWPLTWKTBV3E584
GS 3 3/4 05/22/25
38148LAE6
800000.00000000
PA
USD
784293.96000000
0.256928831136
Long
DBT
CORP
US
N
2
2025-05-22
Fixed
3.75000000
N
N
N
N
N
N
United States Treasury Bills
254900HROIFWPRGM1V77
B 07/11/24
912797GB7
7000000.00000000
PA
USD
6824240.22000000
2.235570019081
Long
DBT
UST
US
N
2
2024-07-11
Fixed
0.00000000
N
N
N
N
N
N
Lowes Companies, Inc.
WAFCR4OKGSC504WU3E95
LOW 4.4 09/08/25
548661EK9
11700000.00000000
PA
USD
11616962.88000000
3.805630090686
Long
DBT
CORP
US
N
2
2025-09-08
Fixed
4.40000000
N
N
N
N
N
N
United States Treasury Bills
254900HROIFWPRGM1V77
B 10/03/24
912797GW1
13000000.00000000
PA
USD
12532891.54000000
4.105681464305
Long
DBT
UST
US
N
2
2024-10-03
Fixed
0.00000000
N
N
N
N
N
N
United States Treasury Bills
254900HROIFWPRGM1V77
B 05/16/24
912797FH5
5000000.00000000
PA
USD
4904225.00000000
1.606587403634
Long
DBT
UST
US
N
2
2024-05-16
Fixed
0.00000000
N
N
N
N
N
N
Arbor Realty Trust, Inc.
549300ASFUWYQO0RW077
ABR 7 1/2 08/01/25
038923AZ1
225000.00000000
PA
USD
229275.00000000
0.075108773958
Long
DBT
CORP
US
Y
2
2025-08-01
Fixed
7.50000000
N
N
N
N
Y
Arbor Realty Trust, Inc.
Arbor Realty Trust, Inc. COM
USD
XXXX
N
N
N
Two Harbors Investment Corp.
549300ZUIBT6KH4HU823
TWO 6 1/4 01/15/26
90187BAB7
225000.00000000
PA
USD
208125.00000000
0.068180192259
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
6.25000000
N
N
N
N
N
Two Harbors Investment Corp.
Two Harbors Investment Corp. COM
USD
XXXX
N
N
N
Constellation Brands, Inc.
5493005GKEG8QCVY7037
STZ 5 02/02/26
21036PBN7
13000000.00000000
PA
USD
12961509.99000000
4.246093660469
Long
DBT
CORP
US
N
2
2026-02-02
Fixed
5.00000000
N
N
N
N
N
N
United States Treasury Bills
254900HROIFWPRGM1V77
B 11/29/24
912797HP5
20000000.00000000
PA
USD
19160839.20000000
6.276947509909
Long
DBT
UST
US
N
2
2024-11-29
Fixed
0.00000000
N
N
N
N
N
N
United States Treasury Bills
254900HROIFWPRGM1V77
B 03/21/24
912797LL9
1000000.00000000
PA
USD
988617.97000000
0.323863847521
Long
DBT
UST
US
N
2
2024-03-21
Fixed
0.00000000
N
N
N
N
N
N
AbbVie Inc.
FR5LCKFTG8054YNNRU85
ABBV 3.8 03/15/25
00287YCX5
13000000.00000000
PA
USD
12835476.68000000
4.204806091427
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.80000000
N
N
N
N
N
N
Equifax Inc.
5493004MCF8JDC86VS77
EFX 2.6 12/01/24
294429AQ8
13000000.00000000
PA
USD
12662228.41000000
4.148051254877
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
2.60000000
N
N
N
N
N
N
United States Treasury Bills
254900HROIFWPRGM1V77
B 09/05/24
912797GL5
5000000.00000000
PA
USD
4837713.30000000
1.584798668530
Long
DBT
UST
US
N
2
2024-09-05
Fixed
0.00000000
N
N
N
N
N
N
N/A
N/A
BNPXCASA SWAP
N/A
76487.00000000
NS
USD
57350.87000000
0.018787715761
Long
DO
US
N
2
BNP PARIBAS
N/A
N/A
N/A
Y
performance
2024-06-12
0.00000000
USD
0.00000000
USD
-389403591.98000000
USD
57350.87000000
N
N
N
Verisign, Inc.
LMPL4N8ZOJRMF0KOF759
VRSN 5 1/4 04/01/25
92343EAH5
13000000.00000000
PA
USD
13015020.46000000
4.263623289935
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
5.25000000
N
N
N
N
N
N
Amazon.com, Inc.
ZXTILKJKG63JELOEG630
AMZN 4.7 11/29/24
023135CM6
7291000.00000000
PA
USD
7282008.16000000
2.385531369996
Long
DBT
CORP
US
N
2
2024-11-29
Fixed
4.70000000
N
N
N
N
N
N
The Sherwin-Williams Company
Z15BMIOX8DDH0X2OBP21
SHW 3 1/8 06/01/24
824348AV8
5000000.00000000
PA
USD
4948071.45000000
1.620951172479
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
3.12500000
N
N
N
N
N
N
New Mountain Finance Corporation
549300L1MPTT1H7SES77
NMFC 7 1/2 10/15/25
647551AE0
225000.00000000
PA
USD
229612.50000000
0.075219336432
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
7.50000000
N
N
N
N
N
New Mountain Finance Corporation
New Mountain Finance Corporation COM
USD
XXXX
N
N
N
Kraft Heinz Foods Company
5493003STKEZ2S0RNU91
KHC 3 06/01/26
50077LAD8
5000000.00000000
PA
USD
4807871.40000000
1.575022685446
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
3.00000000
N
N
N
N
N
N
Dupont De Nemours Inc
5493004JF0SDFLM8GD76
DD 4.493 11/15/25
26078JAC4
5000000.00000000
PA
USD
4967274.85000000
1.627242062589
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
4.49300000
N
N
N
N
N
N
United States Treasury Bills
254900HROIFWPRGM1V77
B 04/18/24
912796CX5
2000000.00000000
PA
USD
1969164.68000000
0.645083610676
Long
DBT
UST
US
N
2
2024-04-18
Fixed
0.00000000
N
N
N
N
N
N
2024-01-26
MUTUAL FUND SERIES TRUST
Erik Naviloff
Erik Naviloff
Treasurer