Catalyst/Millburn Hedge Strategy Fund

S000052043MUTUAL FUND SERIES TRUSTCIK 0001355064

Share classes

4 classes of this one portfolio · 0 exchange-listed

Class ID	Symbol	Status	Security in the master	Type
C000163769	MBXAX	NOT_LISTED	not exchange-listed	—
C000163770	MBXCX	NOT_LISTED	not exchange-listed	—
C000220411	MBXFX	NOT_LISTED	not exchange-listed	—
C000163771	MBXIX	NOT_LISTED	not exchange-listed	—

The share-class bridge is a snapshot, not history. The SEC's fund share-class file says what each class trades as today, not what it traded as at a past report date. A fund that changed ticker or converted from a mutual fund resolves to its present-day symbol for every historical month shown.

Share classes

Report period

1 period filed. Holdings below describe the selected month only.

2026-03-31

Filing

NPORT-P · filed 2026-06-01

Report date: 2026-03-31
Net assets: $9,480,388,127.53
Total assets: $46,679,682,587.58
Total liabilities: $37,199,294,460.05
Assets invested: $1,629,049,796.5
Cash not reported in C or D: $141,808,915.79
Amendment: No
Accession: 0000910472-26-008765

By asset category

N-PORT Item C.4.a

ECEquity - common$4.65B49.7%

DBTDebt$3.88B41.5%

STIVShort-term investment veh…$633.82M6.8%

DFEDerivative - foreign exch…$74.47M0.8%

DIRDerivative - interest rate$65.31M0.7%

DEDerivative - equity$44.72M0.5%

DCODerivative - commodity$3.06M0.0%

By asset category

By issuer category

N-PORT Item C.4.b

RFRegistered fund$5.28B56.5%

USTUS Treasury$3.88B41.5%

CORPCorporate$187.56M2.0%

By issuer category

By investment country

as filed

USUS$9.23B98.7%

N/AN/A$69.74M0.7%

GBGB$29.39M0.3%

DEDE$15.36M0.2%

FRFR$2.96M0.0%

CACA$2.84M0.0%

ITIT$2.30M0.0%

ZAZA$852.3K0.0%

ESES$734.3K0.0%

JPJP$388.7K0.0%

HKHK$328.9K0.0%

THTH$325.4K0.0%

By country

Classification look-through

Positions resolved to the master through ISIN, then rolled up through the taxonomy. 9.0% of reported value reaches a classification.

Not resolved to the master(6,434)$4.70B50.3%

Resolved, not yet classified(35)$3.80B40.7%

Equity(2)$720.38M7.7%

Alternative(1)$123.57M1.3%

Classification covers part of the master. 5,771 of 13,106 active securities are classified. Anything unclassified is shown as its own band rather than dropped, so a look-through total that falls short of 100% is telling you about coverage, not about the fund.

Percentages are of the reported value of positions above ($9.35B), not of the fund’s net assets ($9.48B). The two differ by cash, derivatives filed with no market value, and rounding.

Classification look-through

Holdings

6,472 positions in this filing

Issuer nameAsset categoryIssuer category

Holdings

Issuer↕	In master	CUSIP / ISIN	Asset	Balance↕	Value↕	Weight▼	Country
N/A CURRENCY CONTRACT - BRL	—	— —	DFE CORP	2,634,405.18 NC	$77.1K	0.001%	N/A
N/A CURRENCY CONTRACT - USD	—	— —	DFE CORP	209,690,000 NC	$73.9K NOK	0.001%	N/A
N/A CURRENCY CONTRACT - USD	—	— —	DFE CORP	57,630,000 NC	$71.2K EUR	0.001%	N/A
N/A CURRENCY CONTRACT - BRL	—	— —	DFE CORP	2,460,858.49 NC	$69.6K	0.001%	N/A
N/A CURRENCY CONTRACT - NZD	—	— —	DFE CORP	12,377,390.4 NC	$69.5K	0.001%	N/A
N/A CURRENCY CONTRACT - USD	—	— —	DFE CORP	17,703,000,000 NC	$68.9K JPY	0.001%	N/A
N/A CURRENCY CONTRACT - BRL	—	— —	DFE CORP	3,353,893.31 NC	$68.3K	0.001%	N/A
N/A CURRENCY CONTRACT - BRL	—	— —	DFE CORP	2,738,320.32 NC	$67.6K	0.001%	N/A
N/A CURRENCY CONTRACT - PLN	—	— —	DFE CORP	27,296,455.04 NC	$66.1K	0.001%	N/A
ICE FUTURES EUROPE Low Su Gasoil G Jul26	—	— GB00HBC8RJ09	DCO CORP	76 NC	$65.6K	0.001%	GB
N/A CURRENCY CONTRACT - BRL	—	— —	DFE CORP	2,258,190.15 NC	$64.3K	0.001%	N/A
N/A CURRENCY CONTRACT - ZAR	—	— —	DFE CORP	10,305,353.55 NC	$61.7K	0.001%	N/A
N/A CURRENCY CONTRACT - NOK	—	— —	DFE CORP	10,966,058.94 NC	$60.6K	0.001%	N/A
N/A CURRENCY CONTRACT - ZAR	—	— —	DFE CORP	9,626,004.78 NC	$58.0K	0.001%	N/A
N/A CURRENCY CONTRACT - USD	—	— —	DFE CORP	25,530,000 NC	$56.8K EUR	0.001%	N/A
N/A CURRENCY CONTRACT - USD	—	— —	DFE CORP	13,590,000 NC	$56.4K EUR	0.001%	N/A
N/A CURRENCY CONTRACT - BRL	—	— —	DFE CORP	2,301,430.63 NC	$55.8K	0.001%	N/A
N/A CURRENCY CONTRACT - MXN	—	— —	DFE CORP	55,403,432.52 NC	$55.5K	0.001%	N/A
N/A CURRENCY CONTRACT - BRL	—	— —	DFE CORP	2,171,540.42 NC	$54.7K	0.001%	N/A
N/A CURRENCY CONTRACT - BRL	—	— —	DFE CORP	2,015,776.69 NC	$54.5K	0.001%	N/A
N/A CURRENCY CONTRACT - BRL	—	— —	DFE CORP	2,472,313.67 NC	$54.3K	0.001%	N/A
N/A CURRENCY CONTRACT - USD	—	— —	DFE CORP	11,740,000 NC	$54.2K ILS	0.001%	N/A
N/A CURRENCY CONTRACT - BRL	—	— —	DFE CORP	2,101,313.74 NC	$53.7K	0.001%	N/A
N/A CURRENCY CONTRACT - BRL	—	— —	DFE CORP	1,853,592.41 NC	$53.0K	0.001%	N/A
N/A CURRENCY CONTRACT - PLN	—	— —	DFE CORP	6,011,322.97 NC	$52.9K	0.001%	N/A
N/A CURRENCY CONTRACT - MXN	—	— —	DFE CORP	111,517,403.82 NC	$52.3K	0.001%	N/A
N/A CURRENCY CONTRACT - BRL	—	— —	DFE CORP	1,964,245.85 NC	$52.1K	0.001%	N/A
N/A CURRENCY CONTRACT - USD	—	— —	DFE CORP	9,700,000 NC	$51.9K SGD	0.001%	N/A
N/A CURRENCY CONTRACT - BRL	—	— —	DFE CORP	1,616,139 NC	$51.6K	0.001%	N/A
N/A CURRENCY CONTRACT - BRL	—	— —	DFE CORP	2,390,580.96 NC	$51.3K	0.001%	N/A
N/A CURRENCY CONTRACT - BRL	—	— —	DFE CORP	1,613,978.85 NC	$49.9K	0.001%	N/A
N/A CURRENCY CONTRACT - USD	—	— —	DFE CORP	12,340,000 NC	$49.8K SGD	0.001%	N/A
N/A CURRENCY CONTRACT - BRL	—	— —	DFE CORP	1,917,831.89 NC	$48.4K	0.001%	N/A
N/A CURRENCY CONTRACT - BRL	—	— —	DFE CORP	1,776,702.13 NC	$47.0K	0.000%	N/A
N/A CURRENCY CONTRACT - BRL	—	— —	DFE CORP	1,717,465.65 NC	$46.6K	0.000%	N/A
N/A CURRENCY CONTRACT - BRL	—	— —	DFE CORP	1,613,495.56 NC	$46.5K	0.000%	N/A
N/A CURRENCY CONTRACT - BRL	—	— —	DFE CORP	1,727,170.78 NC	$46.5K	0.000%	N/A
N/A CURRENCY CONTRACT - BRL	—	— —	DFE CORP	1,900,683.19 NC	$46.3K	0.000%	N/A
N/A CURRENCY CONTRACT - BRL	—	— —	DFE CORP	1,636,090.7 NC	$45.1K	0.000%	N/A
N/A CURRENCY CONTRACT - BRL	—	— —	DFE CORP	1,630,917.7 NC	$44.5K	0.000%	N/A
N/A CURRENCY CONTRACT - BRL	—	— —	DFE CORP	1,553,955 NC	$44.5K	0.000%	N/A
N/A CURRENCY CONTRACT - BRL	—	— —	DFE CORP	1,423,123.33 NC	$44.3K	0.000%	N/A
N/A CURRENCY CONTRACT - BRL	—	— —	DFE CORP	1,406,209.73 NC	$43.9K	0.000%	N/A
N/A CURRENCY CONTRACT - BRL	—	— —	DFE CORP	1,612,286.37 NC	$43.9K	0.000%	N/A
N/A CURRENCY CONTRACT - BRL	—	— —	DFE CORP	1,577,770.89 NC	$43.8K	0.000%	N/A
N/A CURRENCY CONTRACT - BRL	—	— —	DFE CORP	1,816,759.32 NC	$43.6K	0.000%	N/A
N/A CURRENCY CONTRACT - BRL	—	— —	DFE CORP	1,402,907.06 NC	$43.4K	0.000%	N/A
N/A CURRENCY CONTRACT - BRL	—	— —	DFE CORP	1,586,325.35 NC	$42.9K	0.000%	N/A
N/A CURRENCY CONTRACT - BRL	—	— —	DFE CORP	1,848,268.8 NC	$42.9K	0.000%	N/A
N/A CURRENCY CONTRACT - BRL	—	— —	DFE CORP	1,738,610.69 NC	$42.8K	0.000%	N/A

Issuer↕

In master

CUSIP / ISIN

Asset

Balance↕

Value↕

Weight▼

Country

N/A

CURRENCY CONTRACT - BRL

—

DFE

CORP

2,634,405.18 NC

$77.1K

0.001%

N/A

CURRENCY CONTRACT - USD

—

DFE

CORP

209,690,000 NC

$73.9K

NOK

0.001%

N/A

CURRENCY CONTRACT - USD

—

DFE

CORP

57,630,000 NC

$71.2K

EUR

0.001%

N/A

CURRENCY CONTRACT - BRL

—

DFE

CORP

2,460,858.49 NC

$69.6K

0.001%

N/A

CURRENCY CONTRACT - NZD

—

DFE

CORP

12,377,390.4 NC

$69.5K

0.001%

N/A

CURRENCY CONTRACT - USD

—

DFE

CORP

17,703,000,000 NC

$68.9K

JPY

0.001%

N/A

CURRENCY CONTRACT - BRL

—

DFE

CORP

3,353,893.31 NC

$68.3K

0.001%

N/A

CURRENCY CONTRACT - BRL

—

DFE

CORP

2,738,320.32 NC

$67.6K

0.001%

N/A

CURRENCY CONTRACT - PLN

—

DFE

CORP

27,296,455.04 NC

$66.1K

0.001%

N/A

ICE FUTURES EUROPE

Low Su Gasoil G Jul26

—

GB00HBC8RJ09

DCO

CORP

76 NC

$65.6K

0.001%

N/A

CURRENCY CONTRACT - BRL

—

DFE

CORP

2,258,190.15 NC

$64.3K

0.001%

N/A

CURRENCY CONTRACT - ZAR

—

DFE

CORP

10,305,353.55 NC

$61.7K

0.001%

N/A

CURRENCY CONTRACT - NOK

—

DFE

CORP

10,966,058.94 NC

$60.6K

0.001%

N/A

CURRENCY CONTRACT - ZAR

—

DFE

CORP

9,626,004.78 NC

$58.0K

0.001%

N/A

CURRENCY CONTRACT - USD

—

DFE

CORP

25,530,000 NC

$56.8K

EUR

0.001%

N/A

CURRENCY CONTRACT - USD

—

DFE

CORP

13,590,000 NC

$56.4K

EUR

0.001%

N/A

CURRENCY CONTRACT - BRL

—

DFE

CORP

2,301,430.63 NC

$55.8K

0.001%

N/A

CURRENCY CONTRACT - MXN

—

DFE

CORP

55,403,432.52 NC

$55.5K

0.001%

N/A

CURRENCY CONTRACT - BRL

—

DFE

CORP

2,171,540.42 NC

$54.7K

0.001%

N/A

CURRENCY CONTRACT - BRL

—

DFE

CORP

2,015,776.69 NC

$54.5K

0.001%

N/A

CURRENCY CONTRACT - BRL

—

DFE

CORP

2,472,313.67 NC

$54.3K

0.001%

N/A

CURRENCY CONTRACT - USD

—

DFE

CORP

11,740,000 NC

$54.2K

ILS

0.001%

N/A

CURRENCY CONTRACT - BRL

—

DFE

CORP

2,101,313.74 NC

$53.7K

0.001%

N/A

CURRENCY CONTRACT - BRL

—

DFE

CORP

1,853,592.41 NC

$53.0K

0.001%

N/A

CURRENCY CONTRACT - PLN

—

DFE

CORP

6,011,322.97 NC

$52.9K

0.001%

N/A

CURRENCY CONTRACT - MXN

—

DFE

CORP

111,517,403.82 NC

$52.3K

0.001%

N/A

CURRENCY CONTRACT - BRL

—

DFE

CORP

1,964,245.85 NC

$52.1K

0.001%

N/A

CURRENCY CONTRACT - USD

—

DFE

CORP

9,700,000 NC

$51.9K

SGD

0.001%

N/A

CURRENCY CONTRACT - BRL

—

DFE

CORP

1,616,139 NC

$51.6K

0.001%

N/A

CURRENCY CONTRACT - BRL

—

DFE

CORP

2,390,580.96 NC

$51.3K

0.001%

N/A

CURRENCY CONTRACT - BRL

—

DFE

CORP

1,613,978.85 NC

$49.9K

0.001%

N/A

CURRENCY CONTRACT - USD

—

DFE

CORP

12,340,000 NC

$49.8K

SGD

0.001%

N/A

CURRENCY CONTRACT - BRL

—

DFE

CORP

1,917,831.89 NC

$48.4K

0.001%

N/A

CURRENCY CONTRACT - BRL

—

DFE

CORP

1,776,702.13 NC

$47.0K

0.000%

N/A

CURRENCY CONTRACT - BRL

—

DFE

CORP

1,717,465.65 NC

$46.6K

0.000%

N/A

CURRENCY CONTRACT - BRL

—

DFE

CORP

1,613,495.56 NC

$46.5K

0.000%

N/A

CURRENCY CONTRACT - BRL

—

DFE

CORP

1,727,170.78 NC

$46.5K

0.000%

N/A

CURRENCY CONTRACT - BRL

—

DFE

CORP

1,900,683.19 NC

$46.3K

0.000%

N/A

CURRENCY CONTRACT - BRL

—

DFE

CORP

1,636,090.7 NC

$45.1K

0.000%

N/A

CURRENCY CONTRACT - BRL

—

DFE

CORP

1,630,917.7 NC

$44.5K

0.000%

N/A

CURRENCY CONTRACT - BRL

—

DFE

CORP

1,553,955 NC

$44.5K

0.000%

N/A

CURRENCY CONTRACT - BRL

—

DFE

CORP

1,423,123.33 NC

$44.3K

0.000%

N/A

CURRENCY CONTRACT - BRL

—

DFE

CORP

1,406,209.73 NC

$43.9K

0.000%

N/A

CURRENCY CONTRACT - BRL

—

DFE

CORP

1,612,286.37 NC

$43.9K

0.000%

N/A

CURRENCY CONTRACT - BRL

—

DFE

CORP

1,577,770.89 NC

$43.8K

0.000%

N/A

CURRENCY CONTRACT - BRL

—

DFE

CORP

1,816,759.32 NC

$43.6K

0.000%

N/A

CURRENCY CONTRACT - BRL

—

DFE

CORP

1,402,907.06 NC

$43.4K

0.000%

N/A

CURRENCY CONTRACT - BRL

—

DFE

CORP

1,586,325.35 NC

$42.9K

0.000%

N/A

CURRENCY CONTRACT - BRL

—

DFE

CORP

1,848,268.8 NC

$42.9K

0.000%

N/A

CURRENCY CONTRACT - BRL

—

DFE

CORP

1,738,610.69 NC

$42.8K

0.000%

N/A