ALPHACENTRIC INCOME OPPORTUNITIES FUND CLASS I

Alpha 1 Year-8.45 Alpha 3 Years-9.59 Alpha 5 Years-3.18 Average Gain 1 Year1.45 Average Gain 3 Years1.18 Average Gain 5 Years1.82 Average Loss 1 Year-1.50 Average Loss 3 Years-1.94 Average Loss 5 Years-3.71 Batting Average 1 Year33.33 Batting Average 3 Years47.22 Batting Average 5 Years60.00 Beta 1 Year0.76 Beta 3 Years0.30 Beta 5 Years0.59 Capture Ratio Down 1 Year130.82 Capture Ratio Down 3 Years52.23 Capture Ratio Down 5 Years125.43 Capture Ratio Up 1 Year47.63 Capture Ratio Up 3 Years-31.71 Capture Ratio Up 5 Years68.48 Correlation 1 Year78.79 Correlation 3 Years25.52 Correlation 5 Years18.83 High 1 Year8.59 Information Ratio 1 Year-1.78 Information Ratio 3 Years-0.56 Information Ratio 5 Years-0.23 Low 1 Year7.47 Maximum Loss 1 Year-8.26 Maximum Loss 3 Years-29.71 Maximum Loss 5 Years-37.96 Performance Current Year-0.71 Performance since Inception22.25 Risk adjusted Return 3 Years-11.85 Risk adjusted Return 5 Years-13.15 Risk adjusted Return Since Inception-12.63 R-Squared (R²) 1 Year62.08 R-Squared (R²) 3 Years6.51 R-Squared (R²) 5 Years3.54 Sortino Ratio 1 Year-1.69 Sortino Ratio 3 Years-1.34 Sortino Ratio 5 Years-0.25 Tracking Error 1 Year4.93 Tracking Error 3 Years9.78 Tracking Error 5 Years19.43 Trailing Performance 1 Month2.01 Trailing Performance 1 Week1.20 Trailing Performance 1 Year-3.71 Trailing Performance 2 Years-8.96 Trailing Performance 3 Months2.28 Trailing Performance 3 Years-22.83 Trailing Performance 4 Years-4.83 Trailing Performance 5 Years-20.84 Trailing Performance 6 Months-0.47 Trailing Return 1 Month-0.13 Trailing Return 1 Year-6.15 Trailing Return 2 Months0.26 Trailing Return 2 Years-5.77 Trailing Return 3 Months-2.18 Trailing Return 3 Years-8.49 Trailing Return 4 Years-1.05 Trailing Return 5 Years-4.73 Trailing Return 6 Months-2.67 Trailing Return 6 Years-2.86 Trailing Return 7 Years-1.14 Trailing Return 8 Years0.48 Trailing Return 9 Months-2.01 Trailing Return 9 Years1.42 Trailing Return Since Inception2.01 Trailing Return YTD - Year to Date-2.67 Treynor Ratio 1 Year-15.32 Treynor Ratio 3 Years-38.32 Treynor Ratio 5 Years-11.47

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