AlphaCentric Prime Meridian Income Fund (PMIFX) NPORT-P AlphaCentric Prime Meridian Income Fund (Jun 2022 report)

AlphaCentric Prime Meridian Income Fund
SCHEDULE OF INVESTMENTS
June 30, 2022 (Unaudited)
	Platform	Original Acquisition Date	Principal Amount	Cost	Fair Value
WHOLE LOANS - 42.5%
Consumer Loans - 42.5% (a)
171647609, 15.40%, 11/20/23	LendingClub	11/20/20	$          1,694	$          1,647	$          1,646
171949148, 14.71%, 11/16/23	LendingClub	11/16/20	3,635	3,511	3,520
171975587, 15.40%, 12/02/25	LendingClub	12/02/20	14,102	13,266	13,254
172061073, 16.08%, 11/18/23	LendingClub	11/18/20	5,319	5,037	5,099
172124627, 14.02%, 11/19/23	LendingClub	11/19/20	3,147	3,000	3,026
172410090, 16.08%, 12/04/25	LendingClub	12/04/20	7,785	7,373	7,350
172450861, 14.02%, 12/03/25 (b)	LendingClub	12/03/20	16,899	15,151	724
172526594, 16.08%, 12/03/25	LendingClub	12/03/20	8,482	8,033	7,977
172930301, 17.30%, 01/07/26	LendingClub	01/07/21	7,975	7,815	7,625
172953769, 10.81%, 01/04/24	LendingClub	01/04/21	5,126	5,038	5,043
173001562, 9.56%, 01/04/24	LendingClub	01/04/21	6,759	6,489	6,571
173189961, 13.33%, 01/04/24	LendingClub	01/04/21	5,770	5,661	5,607
173230532, 16.08%, 12/29/23	LendingClub	12/29/20	6,715	6,419	6,457
173245923, 15.40%, 01/04/26	LendingClub	01/04/21	11,840	11,542	11,398
173275380, 18.24%, 01/13/26	LendingClub	01/13/21	7,978	7,300	7,255
173282489, 14.71%, 01/07/24 (b)	LendingClub	01/07/21	4,044	3,983	477
173338471, 20.74%, 01/13/26	LendingClub	01/13/21	14,692	13,958	13,728
173339982, 18.24%, 12/31/23	LendingClub	12/31/20	5,951	5,561	5,587
173344582, 16.08%, 01/05/24	LendingClub	01/05/21	7,043	6,670	6,717
173358800, 19.95%, 01/13/24	LendingClub	01/13/21	12,016	11,235	11,304
173360905, 15.40%, 12/31/25 (b)	LendingClub	12/31/20	9,945	9,381	1,192
173377823, 19.95%, 01/04/26	LendingClub	01/04/21	11,642	11,025	10,840
173397739, 18.24%, 01/04/26	LendingClub	01/04/21	9,710	9,318	9,143
173401158, 15.40%, 01/04/24	LendingClub	01/04/21	1,768	1,701	1,700
173421109, 14.02%, 01/04/24	LendingClub	01/04/21	5,795	5,612	5,593
173425721, 16.08%, 01/06/26	LendingClub	01/06/21	9,507	9,032	8,986
173428112, 18.24%, 01/04/26	LendingClub	01/04/21	8,089	7,915	7,727
173440757, 15.40%, 01/07/26	LendingClub	01/07/21	15,683	15,056	14,958
173452322, 20.74%, 01/04/26	LendingClub	01/04/21	9,740	9,715	9,417
173472479, 17.30%, 01/07/26	LendingClub	01/07/21	15,950	15,551	15,193
173480973, 19.95%, 01/29/24	LendingClub	01/29/21	6,001	5,581	5,639
173481448, 16.08%, 01/07/26	LendingClub	01/07/21	9,032	8,896	8,762
173537826, 14.02%, 01/06/26	LendingClub	01/06/21	7,865	7,747	7,636
173555296, 13.33%, 01/07/24	LendingClub	01/07/21	5,770	5,568	5,561
173715688, 17.24%, 01/13/26	LendingClub	01/13/21	9,567	9,232	9,097
174073400, 15.19%, 01/26/24	LendingClub	01/26/21	4,670	4,390	4,435
174167788, 13.24%, 02/01/24	LendingClub	02/01/21	5,796	5,449	5,504
182645812, 23.99%, 11/08/26 (b)	LendingClub	11/08/21	18,138	17,956	6,859
182823625, 28.99%, 11/18/26	LendingClub	11/18/21	6,789	6,653	6,450
182847100, 28.99%, 11/24/26	LendingClub	11/23/21	13,818	13,404	12,993
182926009, 25.99%, 11/12/26	LendingClub	11/12/21	10,176	9,871	9,598
182943768, 24.99%, 11/10/26 (b)	LendingClub	11/10/21	11,898	11,303	1,111
183123528, 20.44%, 11/12/26	LendingClub	11/12/21	6,128	6,128	5,944
183167221, 28.99%, 11/16/26	LendingClub	11/16/21	9,052	8,690	8,432
183196256, 28.99%, 11/17/26	LendingClub	11/17/21	11,315	10,919	10,593
183289999, 28.99%, 11/19/26	LendingClub	11/19/21	5,658	5,573	5,401
183337972, 23.99%, 11/22/26	LendingClub	11/22/21	7,852	7,852	7,608
183380248, 16.99%, 11/24/26	LendingClub	11/23/21	1,659	1,651	1,619
183394979, 23.99%, 11/22/26	LendingClub	11/22/21	3,370	3,370	3,276
183489173, 23.99%, 11/24/26	LendingClub	11/24/21	18,696	18,696	18,142
183598008, 23.99%, 11/30/26	LendingClub	11/30/21	9,348	9,301	9,048
183657208, 28.99%, 12/09/26	LendingClub	12/09/21	15,878	15,402	14,915
183658618, 17.24%, 12/07/26	LendingClub	12/07/21	18,680	17,932	17,602
183694841, 28.99%, 12/09/26	LendingClub	12/09/21	19,112	18,538	18,036
183709052, 15.44%, 12/06/26	LendingClub	12/06/21	6,051	5,960	5,834
183714114, 15.44%, 12/06/26	LendingClub	12/06/21	13,498	13,295	13,013
183741816, 23.99%, 12/08/26	LendingClub	12/08/21	5,668	5,611	5,424
183757303, 23.99%, 12/07/26 (b)	LendingClub	12/07/21	8,758	8,539	1,049
183839826, 18.49%, 12/07/26	LendingClub	12/07/21	14,041	13,830	13,438
183844896, 28.99%, 12/08/26	LendingClub	12/08/21	17,131	16,531	16,004
183878363, 16.49%, 12/07/26	LendingClub	12/07/21	3,659	3,659	3,588
183897668, 24.99%, 12/09/26	LendingClub	12/09/21	3,406	3,389	3,276
183918274, 21.49%, 12/14/24	LendingClub	12/14/21	9,645	9,548	9,293
183932613, 20.99%, 12/09/26	LendingClub	12/09/21	18,802	18,708	18,166
183940931, 14.19%, 12/09/26	LendingClub	12/09/21	9,287	9,287	9,117
183964825, 24.99%, 12/13/26	LendingClub	12/13/21	9,461	9,225	8,942
183982510, 15.19%, 12/10/26	LendingClub	12/10/21	7,256	7,220	7,067
184360530, 18.99%, 01/06/27	LendingClub	01/06/22	6,864	6,735	6,577
184568910, 18.99%, 12/31/26	LendingClub	12/31/21	18,956	18,507	17,990
184582862, 17.44%, 12/31/26	LendingClub	12/31/21	14,474	14,335	14,070
184595768, 18.49%, 12/30/26	LendingClub	12/30/21	9,360	9,360	9,145
184715908, 21.99%, 01/04/27	LendingClub	01/04/22	9,518	9,473	9,157
184719283, 14.19%, 01/04/27	LendingClub	01/04/22	5,105	5,034	4,964
184722604, 16.49%, 01/04/27	LendingClub	01/04/22	9,496	9,496	9,331
184755913, 10.00%, 01/06/27	LendingClub	01/06/22	9,716	9,487	4,768
184921834, 20.49%, 01/11/27	LendingClub	01/11/22	9,499	9,499	9,239
186432035, 7.09%, 02/25/25	LendingClub	03/01/22	4,239	4,181	4,165
186491341, 8.79%, 03/01/25	LendingClub	03/03/22	7,526	7,390	7,360
187375805, 28.99%, 04/11/27	LendingClub	04/13/22	12,801	12,549	12,282
187522684, 7.09%, 04/01/25	LendingClub	04/05/22	3,406	3,359	3,353
187683541, 30.99%, 04/12/27	LendingClub	04/14/22	11,826	11,478	11,238
187697875, 12.49%, 03/29/25	LendingClub	03/31/22	6,945	6,878	6,812
187726663, 11.49%, 03/30/25	LendingClub	04/01/22	4,646	4,581	4,548
187789566, 8.79%, 03/31/25	LendingClub	04/04/22	2,315	2,294	2,285
188007866, 20.49%, 04/08/25	LendingClub	04/12/22	19,179	18,635	18,337
188138396, 30.99%, 04/12/27	LendingClub	04/14/22	14,783	14,275	13,978
188170710, 7.59%, 04/12/25	LendingClub	04/14/22	6,666	6,510	6,500
188218952, 30.99%, 04/12/27	LendingClub	04/14/22	9,855	9,758	9,550
163208217, 30.99%, 01/16/23	LendingClub	01/30/20	1,143	1,143	1,162
164014273, 26.99%, 01/17/23	LendingClub	01/30/20	3,061	3,061	3,070
164149433, 26.99%, 01/15/25 (b)	LendingClub	01/30/20	21,803	21,803	17,937
164176192, 29.96%, 01/17/23	LendingClub	01/30/20	1,369	1,369	1,397
164233307, 30.99%, 01/13/23	LendingClub	01/30/20	6,803	6,803	6,911
164363032, 29.41%, 01/16/23	LendingClub	01/30/20	3,216	3,216	3,273
164453124, 21.59%, 01/15/23	LendingClub	01/30/20	297	297	295
164549323, 25.21%, 01/14/23	LendingClub	01/30/20	1,628	1,628	1,631
164570836, 23.31%, 01/13/25	LendingClub	01/30/20	8,121	8,121	7,879
164606713, 22.33%, 01/14/23	LendingClub	01/30/20	2,286	2,286	2,277
164717993, 30.99%, 01/13/23	LendingClub	01/30/20	2,537	2,537	2,569
164756845, 21.59%, 01/13/23	LendingClub	01/30/20	2,477	2,477	2,461
164816754, 26.19%, 01/13/23	LendingClub	01/30/20	882	882	884
164848741, 30.99%, 01/14/23	LendingClub	01/30/20	1,633	1,633	1,659
164916212, 30.99%, 01/15/23	LendingClub	01/30/20	1,986	1,986	2,029
164951573, 21.59%, 01/15/23	LendingClub	01/30/20	495	495	492
165055308, 29.96%, 01/17/23	LendingClub	01/30/20	2,201	2,201	2,247
165058585, 30.99%, 01/17/23	LendingClub	01/30/20	7,411	7,411	7,528
165446373, 17.29%, 01/24/23	LendingClub	01/30/20	1,980	1,980	1,964
183535522, 17.99%, 12/27/24	LendingClub	12/28/21	1,910	1,927	1,904
183615887, 13.99%, 12/27/24	LendingClub	12/28/21	8,606	8,680	8,580
183691129, 18.49%, 12/27/24	LendingClub	12/28/21	9,809	9,894	9,783
183776530, 21.99%, 12/27/24	LendingClub	12/28/21	5,382	5,428	5,355
183824964, 28.24%, 12/27/26	LendingClub	12/28/21	6,655	6,717	6,630
183845635, 22.24%, 12/27/24	LendingClub	12/28/21	8,757	8,833	8,712
184176809, 26.74%, 12/27/26	LendingClub	12/28/21	11,384	11,491	11,344
184197962, 23.99%, 12/27/24	LendingClub	12/28/21	10,544	10,636	10,487
184199273, 30.99%, 12/27/26	LendingClub	12/28/21	18,182	18,356	17,928
184237668, 25.49%, 12/27/26	LendingClub	12/28/21	8,475	8,559	8,360
184303917, 13.99%, 12/27/24	LendingClub	12/28/21	4,750	4,791	4,732
184341030, 30.99%, 12/27/24	LendingClub	12/28/21	8,011	8,082	7,928
184361660, 28.49%, 12/27/24	LendingClub	12/28/21	2,658	2,682	2,633
184362215, 15.99%, 12/27/24	LendingClub	12/28/21	17,292	17,441	17,237
184370830, 17.99%, 12/27/24	LendingClub	12/28/21	4,624	4,663	4,607
184388558, 26.99%, 12/27/24	LendingClub	12/28/21	5,464	5,512	5,370
184397053, 30.99%, 12/27/26	LendingClub	12/28/21	14,315	14,451	14,144
184398398, 30.99%, 12/27/26 (b)	LendingClub	12/28/21	7,831	7,906	1,038
184403525, 17.99%, 12/27/24	LendingClub	12/28/21	3,473	3,503	3,461
184406135, 30.99%, 12/27/26	LendingClub	12/28/21	8,834	8,921	8,707
184414413, 15.74%, 12/27/24	LendingClub	12/28/21	4,148	4,184	4,135
184416593, 30.99%, 12/27/24 (b)	LendingClub	12/28/21	2,282	2,302	214
184416749, 30.99%, 12/27/26 (b)	LendingClub	12/28/21	11,914	12,028	-
184416777, 24.99%, 12/27/24	LendingClub	12/28/21	2,552	2,574	2,526
184417758, 30.49%, 12/27/24	LendingClub	12/28/21	2,668	2,692	2,641
184429316, 28.49%, 12/27/24	LendingClub	12/28/21	1,359	1,371	1,346
184430130, 30.99%, 12/27/26	LendingClub	12/28/21	9,543	9,634	9,430
184447010, 28.99%, 12/27/26	LendingClub	12/28/21	6,852	6,917	6,826
184450399, 30.99%, 12/27/24	LendingClub	12/28/21	5,358	5,400	5,288
184455585, 17.99%, 12/27/24	LendingClub	12/28/21	1,736	1,751	1,730
184459335, 19.99%, 12/27/24	LendingClub	12/28/21	20,922	21,104	20,797
184460455, 30.99%, 12/27/26	LendingClub	12/28/21	10,497	10,597	10,373
184463310, 26.49%, 12/27/24	LendingClub	12/28/21	8,034	8,104	7,963
184463486, 30.99%, 12/27/24	LendingClub	12/28/21	6,467	6,522	6,368
184463650, 15.74%, 12/27/24	LendingClub	12/28/21	6,913	6,973	6,891
184463700, 18.99%, 01/18/27	LendingClub	01/20/22	5,115	5,115	5,014
184464380, 30.99%, 12/27/26	LendingClub	12/28/21	19,505	19,699	19,137
184466611, 21.99%, 12/27/26	LendingClub	12/28/21	23,541	23,763	23,323
184466831, 30.99%, 12/27/24 (b)	LendingClub	12/28/21	2,333	2,354	-
184467082, 20.99%, 12/27/24	LendingClub	12/28/21	4,368	4,406	4,341
184467823, 17.99%, 12/27/24	LendingClub	12/28/21	17,364	17,514	17,305
184469051, 26.99%, 12/27/24	LendingClub	12/28/21	5,655	5,705	5,603
184470793, 27.99%, 12/27/24	LendingClub	12/28/21	10,544	10,635	10,405
184471643, 30.99%, 12/27/26	LendingClub	12/28/21	14,314	14,448	14,144
184472663, 27.49%, 12/27/26	LendingClub	12/28/21	9,497	9,587	9,462
184473552, 17.49%, 12/27/24	LendingClub	12/28/21	10,408	10,498	10,373
184474636, 24.99%, 12/27/24	LendingClub	12/28/21	3,333	3,359	3,298
184475340, 30.99%, 12/27/24	LendingClub	12/28/21	2,183	2,203	2,134
184476554, 30.99%, 12/27/24	LendingClub	12/28/21	4,093	4,130	4,044
184477367, 30.99%, 12/27/26	LendingClub	12/28/21	4,771	4,817	4,715
184477733, 30.99%, 12/27/24	LendingClub	12/28/21	4,450	4,490	4,405
184481397, 28.99%, 12/27/24	LendingClub	12/28/21	8,869	8,948	8,785
184487239, 19.99%, 12/27/24	LendingClub	12/28/21	4,467	4,506	4,440
184487535, 24.99%, 12/27/24	LendingClub	12/28/21	5,281	5,327	5,235
184519976, 30.99%, 01/18/27	LendingClub	01/20/22	5,774	5,774	5,624
184784913, 27.99%, 01/18/25	LendingClub	01/20/22	2,173	2,173	2,126
185049440, 23.99%, 01/18/25	LendingClub	01/20/22	900	900	884
185101413, 29.74%, 01/18/27 (b)	LendingClub	01/20/22	4,925	4,925	614
185170623, 16.99%, 01/18/25	LendingClub	01/20/22	8,539	8,539	8,429
185181915, 16.99%, 01/18/24	LendingClub	01/20/22	5,345	5,345	5,294
185204609, 24.99%, 01/18/25	LendingClub	01/20/22	1,364	1,364	1,335
185209914, 23.99%, 01/18/25	LendingClub	01/20/22	2,250	2,250	2,211
185212569, 27.49%, 01/18/26	LendingClub	01/20/22	18,845	18,845	18,472
185219366, 22.99%, 01/18/25 (b)	LendingClub	01/20/22	9,402	9,402	1,766
185223458, 18.49%, 01/18/27	LendingClub	01/20/22	9,470	9,470	9,283
185224281, 19.99%, 01/18/25	LendingClub	01/20/22	11,072	11,072	10,922
185231280, 17.99%, 01/18/25 (b)	LendingClub	01/20/22	4,678	4,678	837
185338159, 29.49%, 02/11/25	LendingClub	02/15/22	13,905	13,905	13,553
185347789, 30.49%, 02/11/26	LendingClub	02/15/22	4,774	4,774	4,641
185399718, 30.99%, 02/11/25	LendingClub	02/15/22	8,861	8,861	8,632
185439817, 26.99%, 02/11/25	LendingClub	02/15/22	3,327	3,327	3,256
185468119, 22.99%, 02/11/25	LendingClub	02/15/22	3,678	3,678	3,616
185509674, 29.74%, 02/11/25	LendingClub	02/15/22	14,109	14,109	13,865
185561544, 30.99%, 02/11/27	LendingClub	02/15/22	19,406	19,406	18,866
185689040, 30.99%, 02/11/25	LendingClub	02/15/22	2,043	2,043	1,991
185735111, 21.49%, 02/11/27	LendingClub	02/15/22	23,071	23,071	22,654
185809208, 30.99%, 02/11/26	LendingClub	02/15/22	4,528	4,528	4,400
185921909, 30.99%, 02/11/25	LendingClub	02/15/22	12,072	12,072	11,764
185927616, 28.99%, 02/14/25	LendingClub	02/16/22	926	926	907
185998007, 22.74%, 02/11/25	LendingClub	02/15/22	928	928	917
186023602, 21.99%, 02/11/27	LendingClub	02/15/22	24,045	24,045	23,582
186064191, 15.99%, 02/11/24	LendingClub	02/15/22	4,273	4,273	4,225
186066793, 30.99%, 02/11/25	LendingClub	02/15/22	4,643	4,643	4,525
186071477, 28.99%, 02/11/25	LendingClub	02/15/22	2,779	2,779	2,719
186090313, 30.99%, 02/11/25	LendingClub	02/15/22	5,207	5,207	5,079
186105067, 20.49%, 02/11/25	LendingClub	02/15/22	2,383	2,383	2,347
186112970, 30.99%, 02/11/27	LendingClub	02/15/22	11,644	11,644	11,334
186112971, 17.99%, 02/11/25	LendingClub	02/15/22	2,753	2,753	2,725
186118303, 24.99%, 02/11/25	LendingClub	02/15/22	3,688	3,688	3,612
186126706, 30.99%, 02/11/27	LendingClub	02/15/22	8,753	8,753	8,538
186132867, 30.99%, 02/11/25 (b)	LendingClub	02/15/22	2,841	2,841	1,161
186132922, 12.54%, 02/11/25	LendingClub	02/15/22	9,079	9,079	8,996
186134274, 17.99%, 02/11/25	LendingClub	02/15/22	6,562	6,562	6,505
186136649, 30.99%, 02/11/25 (b)	LendingClub	02/15/22	3,410	3,410	1,394
186136774, 19.99%, 02/11/25	LendingClub	02/15/22	6,432	6,432	6,354
186136784, 15.74%, 02/11/25	LendingClub	02/15/22	6,226	6,226	6,150
186141899, 24.99%, 02/11/25 (b)	LendingClub	02/15/22	3,434	3,434	407
186142053, 25.49%, 02/11/27	LendingClub	02/15/22	15,445	15,445	15,094
186143344, 26.49%, 02/11/26	LendingClub	02/15/22	9,888	9,888	9,658
186144954, 28.49%, 02/11/27	LendingClub	02/15/22	17,426	17,426	17,087
186149058, 30.99%, 02/11/25	LendingClub	02/15/22	1,857	1,857	1,810
186150988, 30.49%, 02/11/25 (b)	LendingClub	02/15/22	24,567	24,567	2,955
186152115, 15.99%, 02/11/25	LendingClub	02/15/22	4,555	4,555	4,501
186152464, 30.99%, 02/11/27	LendingClub	02/15/22	12,053	12,053	11,769
186152678, 24.99%, 02/11/25	LendingClub	02/15/22	3,595	3,595	3,522
186153496, 30.99%, 02/11/27	LendingClub	02/15/22	14,555	14,555	14,168
186155024, 18.99%, 02/11/25	LendingClub	02/15/22	3,291	3,291	3,251
186155205, 18.74%, 02/11/27	LendingClub	02/15/22	5,750	5,750	5,649
186155341, 15.49%, 02/11/25	LendingClub	02/15/22	3,186	3,186	3,148
186156211, 30.99%, 02/11/27	LendingClub	02/15/22	17,466	17,466	17,001
186157752, 30.99%, 02/11/27 (b)	LendingClub	02/15/22	11,826	11,826	2,305
186158108, 15.99%, 02/11/25	LendingClub	02/15/22	5,479	5,479	5,429
186158605, 30.99%, 02/11/25	LendingClub	02/15/22	12,120	12,120	11,840
186158727, 17.99%, 02/11/25	LendingClub	02/15/22	4,606	4,606	4,571
186160312, 24.99%, 02/11/25	LendingClub	02/15/22	13,828	13,828	13,546
186165090, 15.99%, 02/11/25	LendingClub	02/15/22	5,466	5,466	5,411
186165112, 28.99%, 02/11/25	LendingClub	02/15/22	4,651	4,651	4,564
186165332, 30.99%, 02/11/27	LendingClub	02/15/22	4,852	4,852	4,723
186165420, 28.99%, 02/11/25	LendingClub	02/15/22	1,112	1,112	1,088
186167526, 23.99%, 02/11/25	LendingClub	02/15/22	5,524	5,524	5,431
186170176, 13.99%, 02/11/25 (b)	LendingClub	02/15/22	9,317	9,317	3,306
187766775, 30.99%, 04/11/25	LendingClub	04/13/22	5,309	5,359	5,231
187784900, 15.54%, 04/11/27	LendingClub	04/13/22	7,821	7,897	7,789
187860335, 28.49%, 04/11/25	LendingClub	04/13/22	9,074	9,158	8,944
187887928, 22.49%, 04/20/25	LendingClub	04/22/22	3,680	3,715	3,665
187887977, 25.49%, 04/11/27	LendingClub	04/13/22	11,403	11,514	11,294
187887993, 30.99%, 04/11/25	LendingClub	04/13/22	5,791	5,846	5,706
187899884, 27.99%, 04/11/25	LendingClub	04/13/22	14,453	14,590	14,314
187944914, 19.99%, 04/11/25	LendingClub	04/13/22	11,504	11,613	11,471
187989828, 30.99%, 04/11/27	LendingClub	04/13/22	14,902	15,051	14,972
188051774, 22.99%, 04/11/25	LendingClub	04/13/22	961	970	955
188053108, 15.49%, 04/11/24	LendingClub	04/13/22	6,539	6,598	6,578
188078858, 17.99%, 04/11/25	LendingClub	04/13/22	5,746	5,801	5,761
188081773, 16.49%, 04/11/25	LendingClub	04/13/22	1,913	1,931	1,913
188082582, 30.99%, 04/11/25	LendingClub	04/13/22	4,054	4,092	3,994
188083049, 24.49%, 04/11/27	LendingClub	04/13/22	7,074	7,143	7,007
188083850, 23.49%, 04/11/25	LendingClub	04/13/22	10,598	10,699	10,580
188085005, 15.99%, 04/11/25	LendingClub	04/13/22	23,953	24,179	24,042
188085440, 23.49%, 04/11/25	LendingClub	04/13/22	8,744	8,826	8,693
188086896, 30.99%, 04/11/25	LendingClub	04/13/22	2,874	2,902	2,820
188087040, 29.74%, 04/11/25	LendingClub	04/13/22	1,913	1,932	1,897
188087478, 23.24%, 04/11/25	LendingClub	04/13/22	5,764	5,819	5,731
188087681, 30.49%, 04/11/25	LendingClub	04/13/22	5,790	5,845	5,705
188088747, 20.49%, 04/11/25	LendingClub	04/13/22	8,727	8,809	8,702
188088983, 26.99%, 04/11/24	LendingClub	04/13/22	9,462	9,550	9,461
188089525, 25.99%, 04/11/25	LendingClub	04/13/22	14,435	14,572	14,309
188089558, 28.49%, 04/11/25	LendingClub	04/13/22	1,157	1,168	1,145
188089781, 28.49%, 04/11/25	LendingClub	04/13/22	4,839	4,885	4,820
188090337, 23.49%, 04/11/27	LendingClub	04/13/22	7,365	7,437	7,315
188090472, 24.99%, 04/11/25	LendingClub	04/13/22	1,731	1,748	1,716
188090767, 30.99%, 04/11/27	LendingClub	04/13/22	5,961	6,020	5,989
188091239, 30.99%, 04/11/27	LendingClub	04/13/22	14,783	14,928	14,528
188091311, 20.49%, 04/11/25	LendingClub	04/13/22	3,721	3,756	3,725
188092145, 28.99%, 04/11/25	LendingClub	04/13/22	4,820	4,866	4,774
188092760, 17.99%, 04/11/25	LendingClub	04/13/22	3,829	3,866	3,829
188094202, 26.24%, 04/11/25	LendingClub	04/13/22	1,918	1,936	1,900
188094205, 19.99%, 04/11/25	LendingClub	04/13/22	3,685	3,720	3,672
188094215, 27.99%, 04/11/25	LendingClub	04/13/22	6,745	6,809	6,680
188096188, 30.99%, 04/12/27	LendingClub	04/14/22	9,153	9,243	8,982
188096691, 30.99%, 04/11/25	LendingClub	04/13/22	1,990	2,009	1,982
188097398, 17.49%, 04/11/25	LendingClub	04/13/22	1,924	1,942	1,929
188097672, 15.99%, 04/11/24	LendingClub	04/13/22	2,321	2,342	2,321
188099700, 15.74%, 04/11/25	LendingClub	04/13/22	5,735	5,789	5,735
188100809, 20.99%, 04/11/27	LendingClub	04/13/22	5,100	5,149	5,073
188101947, 22.99%, 04/11/25	LendingClub	04/13/22	1,441	1,454	1,433
188103138, 30.99%, 04/11/25	LendingClub	04/13/22	11,293	11,401	11,127
188103170, 30.99%, 04/11/25	LendingClub	04/13/22	13,513	13,642	13,314
188103172, 25.49%, 04/11/25	LendingClub	04/13/22	4,810	4,856	4,768
188103493, 24.99%, 04/11/25	LendingClub	04/13/22	4,809	4,854	4,767
188108259, 21.49%, 04/11/27	LendingClub	04/13/22	7,357	7,429	7,318
188108404, 19.49%, 04/11/25	LendingClub	04/13/22	5,750	5,804	5,734
188112597, 17.74%, 04/11/25	LendingClub	04/13/22	6,739	6,803	6,771
188112793, 20.49%, 04/11/25	LendingClub	04/13/22	19,203	19,384	19,219
188114972, 30.99%, 04/11/25	LendingClub	04/13/22	3,378	3,410	3,329
188116962, 30.99%, 04/11/27	LendingClub	04/13/22	11,826	11,942	11,623
188117634, 25.49%, 04/11/27	LendingClub	04/13/22	6,927	6,995	6,911
188119794, 23.99%, 04/11/25	LendingClub	04/13/22	14,417	14,554	14,333
188121795, 28.99%, 04/11/25	LendingClub	04/13/22	6,749	6,813	6,683
188123133, 30.99%, 04/11/27	LendingClub	04/13/22	9,461	9,554	9,298
188123577, 25.99%, 04/11/27	LendingClub	04/13/22	4,916	4,964	4,869
188123711, 28.99%, 04/11/25 (b)	LendingClub	04/13/22	7,269	7,337	2,873
188124880, 30.99%, 04/11/25	LendingClub	04/13/22	2,362	2,386	2,324
188125305, 19.99%, 04/11/25	LendingClub	04/13/22	2,876	2,903	2,868
188125693, 15.99%, 04/11/25	LendingClub	04/13/22	3,346	3,378	3,346
188128785, 24.99%, 04/11/27	LendingClub	04/13/22	2,876	2,903	2,867
188129556, 30.99%, 04/11/27	LendingClub	04/13/22	4,928	4,976	4,843
160708165, 16.12%, 11/15/24	LendingClub	02/19/20	8,715	8,192	8,366
161523634, 17.74%, 11/08/22	LendingClub	03/04/20	2,413	2,278	2,400
161565701, 18.62%, 11/08/24	LendingClub	02/19/20	6,570	6,011	6,318
161657418, 18.62%, 11/12/24	LendingClub	02/19/20	8,959	8,287	8,626
161704640, 18.62%, 11/12/24	LendingClub	02/20/20	11,942	10,926	11,498
161741565, 16.95%, 11/15/24	LendingClub	02/19/20	11,747	11,101	11,275
161908462, 17.74%, 11/15/24	LendingClub	02/19/20	8,881	8,348	8,523
163899498, 11.71%, 12/31/22	LendingClub	01/16/20	958	950	946
164519373, 7.56%, 01/28/23	LendingClub	05/22/20	2,550	2,372	2,536
164938162, 14.30%, 01/28/25	LendingClub	02/13/20	7,669	7,343	7,289
165287847, 11.71%, 01/30/23	LendingClub	07/24/20	244	217	242
165603303, 20.55%, 02/04/25	LendingClub	02/14/20	701	660	686
165836621, 8.81%, 02/04/23	LendingClub	05/04/20	4,451	4,095	4,412
166595031, 17.74%, 02/12/23	LendingClub	07/24/20	543	495	535
166633377, 13.08%, 02/27/23	LendingClub	09/09/20	3,186	2,501	3,127
166645557, 17.74%, 02/14/23	LendingClub	03/05/20	4,114	3,857	4,050
166676755, 17.74%, 03/13/25	LendingClub	10/08/20	13,769	12,874	13,160
167094451, 14.30%, 02/24/23	LendingClub	07/28/20	3,104	2,739	3,038
167190347, 13.08%, 02/24/23	LendingClub	07/27/20	1,010	929	997
167369199, 25.65%, 02/26/23 (b)	LendingClub	07/24/20	3,457	2,912	-
167374459, 15.24%, 02/26/23	LendingClub	09/02/20	394	355	391
167464521, 11.71%, 02/27/23	LendingClub	09/02/20	3,800	3,401	3,756
167523901, 16.95%, 03/09/23	LendingClub	09/02/20	1,795	1,588	1,765
167669367, 17.74%, 03/03/23	LendingClub	07/24/20	2,718	2,392	2,689
167903543, 7.02%, 03/06/23	LendingClub	06/15/20	1,350	1,222	1,338
167918460, 7.56%, 03/06/23	LendingClub	09/30/20	6,845	6,605	6,719
168129697, 10.33%, 03/10/23	LendingClub	09/09/20	2,152	1,668	2,103
168130519, 13.08%, 03/10/23	LendingClub	07/24/20	1,029	939	1,011
168132569, 17.74%, 04/14/23	LendingClub	10/19/20	2,231	2,097	2,182
168172636, 18.62%, 04/14/23	LendingClub	10/15/20	2,850	2,622	2,793
168173979, 15.24%, 03/13/23	LendingClub	09/28/20	6,466	4,753	5,542
168183156, 7.56%, 03/11/23	LendingClub	06/12/20	1,711	1,591	1,695
168200504, 6.46%, 03/13/23	LendingClub	06/12/20	2,565	2,386	2,541
168220915, 20.55%, 04/14/25	LendingClub	10/07/20	14,603	13,435	13,985
168303877, 11.02%, 03/13/23	LendingClub	09/22/20	1,528	1,104	1,298
168306633, 8.81%, 03/16/23	LendingClub	06/15/20	2,548	2,357	2,526
168345597, 14.30%, 03/17/23	LendingClub	07/28/20	1,163	1,029	1,146
168365641, 8.81%, 03/16/23	LendingClub	07/24/20	2,752	2,559	2,727
168429535, 17.74%, 03/17/23 (b)	LendingClub	09/25/20	21,624	15,785	-
168556628, 23.05%, 03/19/23	LendingClub	07/27/20	965	782	952
168602126, 14.30%, 04/14/23	LendingClub	10/29/20	3,419	3,231	3,358
168607697, 17.74%, 04/27/23	LendingClub	10/22/20	1,998	1,878	1,958
168615219, 16.95%, 04/15/23	LendingClub	10/20/20	2,806	2,637	2,748
168652487, 14.30%, 04/14/23	LendingClub	10/19/20	3,861	3,668	3,797
168657591, 18.62%, 03/27/23	LendingClub	10/19/20	912	830	899
Total Whole Loans				2,439,871	2,243,080
BRIDGE LOANS - 39.3%
Real Estate Loans - 39.3% (a)(c)
39028, 8.75%, 04/30/23	Fund That Flip	04/01/21	50,000	50,000	49,156
39301, 9.50%, 08/26/22	Fund That Flip	03/31/21	50,000	50,000	47,959
39333, 8.50%, 05/01/23	Fund That Flip	08/31/21	30,000	30,000	29,552
39753, 9.00%, 01/15/23 (b)	Fund That Flip	03/24/21	50,000	50,000	49,791
40671, 8.75%, 09/19/22	Fund That Flip	03/29/21	50,000	50,000	48,238
40785, 8.25%, 05/25/23	Fund That Flip	03/29/21	50,000	50,000	49,062
40833, 8.75%, 06/18/23	Fund That Flip	04/22/21	36,000	36,000	34,585
41159, 8.50%, 03/11/23	Fund That Flip	03/29/21	58,000	58,000	57,047
41250, 10.00%, 10/27/23 (b)	Fund That Flip	07/19/21	40,000	40,000	40,127
41289, 8.50%, 12/22/22	Fund That Flip	03/29/21	50,000	50,000	48,598
41515, 9.25%, 09/23/22	Fund That Flip	08/16/21	14,547	14,547	13,861
41663, 9.50%, 04/02/23 (b)	Fund That Flip	04/06/21	30,000	30,000	29,793
41710, 9.25%, 04/15/23 (b)	Fund That Flip	04/22/21	35,000	35,000	34,953
41711, 9.50%, 04/02/23 (b)	Fund That Flip	04/06/21	30,000	30,000	29,793
41923, 10.00%, 12/10/22 (b)	Fund That Flip	07/19/21	40,000	40,000	40,127
42127, 8.75%, 04/30/23	Fund That Flip	05/06/21	30,000	30,000	29,499
42375, 9.00%, 07/15/23	Fund That Flip	09/30/21	30,000	30,000	28,958
43028, 8.75%, 07/29/23 (b)	Fund That Flip	08/16/21	30,000	30,000	29,973
43347, 8.75%, 08/03/23	Fund That Flip	08/16/21	30,000	30,000	28,992
44866, 8.50%, 08/10/22	Fund That Flip	12/09/21	45,000	45,000	43,810
45227, 9.00%, 09/21/22	Fund That Flip	10/13/21	50,000	50,000	48,553
54018, 8.50%, 08/16/22	Fund That Flip	12/08/21	40,000	40,000	38,939
56212, 9.00%, 01/21/23	Fund That Flip	02/24/22	40,000	40,000	39,469
56260, 8.50%, 07/20/23	Fund That Flip	02/24/22	40,000	40,000	39,181
57816, 8.75%, 12/28/22	Fund That Flip	04/12/22	50,000	50,000	49,503
57920, 8.75%, 12/21/22	Fund That Flip	04/12/22	50,000	50,000	49,503
58698, 8.75%, 09/28/22	Fund That Flip	04/12/22	50,000	50,000	49,389
184333436, 9.00%, 01/01/21 (b)	Patch of Land	01/02/20	25,000	25,000	24,994
184333602, 9.00%, 01/01/21 (b)	Patch of Land	01/16/20	25,000	25,000	24,994
184333907, 8.75%, 06/01/22 (b)	Patch of Land	02/10/20	20,000	20,000	19,996
184333908, 9.00%, 06/01/22 (b)	Patch of Land	02/10/20	15,000	15,000	14,996
184333924, 9.20%, 06/01/22 (b)	Patch of Land	02/11/20	25,000	25,000	24,994
184333926, 9.20%, 06/01/22 (b)	Patch of Land	02/11/20	25,000	25,000	20,988
184333968, 9.20%, 06/01/22 (b)	Patch of Land	02/14/20	25,000	25,000	20,989
184335020, 9.20%, 02/01/22 (b)	Patch of Land	01/04/21	10,000	10,000	9,998
17406, 11.00%, 12/31/22 (b)	Sharestates	01/02/20	25,000	25,000	24,720
17409, 10.00%, 08/31/22	Sharestates	01/02/20	25,000	25,000	24,862
17920, 8.00%, 09/30/22	Sharestates	02/11/20	25,000	25,000	24,935
18070, 8.75%, 07/31/23	Sharestates	02/24/20	30,000	30,000	29,836
18833, 8.75%, 06/30/23	Sharestates	07/17/20	25,000	25,000	24,872
19234, 9.50%, 08/31/22 (b)	Sharestates	11/20/20	30,000	30,000	26,056
19238, 10.00%, 08/31/22 (b)	Sharestates	11/24/20	30,000	30,000	26,022
19434, 9.00%, 07/31/23 (b)	Sharestates	01/19/21	20,000	20,000	19,925
19675, 9.25%, 01/31/23 (b)	Sharestates	03/09/21	31,000	31,000	28,860
19681, 8.75%, 06/30/23	Sharestates	03/12/21	23,000	23,000	22,913
19682, 8.75%, 04/30/23 (b)	Sharestates	03/12/21	40,000	40,000	39,623
19684, 10.50%, 05/31/23 (b)	Sharestates	03/12/21	45,000	45,000	41,452
19711, 11.00%, 06/30/23 (b)	Sharestates	03/17/21	40,000	40,000	36,779
20164, 10.00%, 03/31/23 (b)	Sharestates	06/24/21	15,000	15,000	14,055
20208, 10.00%, 04/30/23	Sharestates	06/29/21	35,000	35,000	35,169
20347, 9.00%, 07/31/23	Sharestates	07/30/21	35,000	35,000	34,788
20403, 9.00%, 02/28/23	Sharestates	08/20/21	29,000	29,000	28,961
20454, 9.50%, 08/31/22 (b)	Sharestates	09/07/21	50,000	50,000	45,097
20636, 9.50%, 09/30/22	Sharestates	10/01/21	30,000	30,000	29,869
20681, 9.00%, 10/31/22	Sharestates	10/14/21	35,000	35,000	34,861
20890, 8.25%, 08/31/22	Sharestates	12/03/21	50,000	50,000	49,781
20909, 8.50%, 08/31/22	Sharestates	12/09/21	40,000	40,000	39,820
21603, 10.50%, 05/31/23	Sharestates	05/18/22	50,000	50,000	49,923
21718, 11.00%, 06/30/23	Sharestates	06/06/22	50,000	50,000	49,892
21723, 11.00%, 05/31/23	Sharestates	06/06/22	50,000	50,000	49,912
Total Bridge Loans				2,126,547	2,073,343
Total Investments - 81.8%				4,566,418	4,316,423
Other Assets in Excess of Liabilities - 18.2%					958,485
TOTAL NET ASSETS - 100.0%					$5,274,908
(a) Fair valued by a third party pricing service using unobservable inputs and subject to review by AlphaCentric Advisors LLC (the "Advisor") pursuant to policies approved by the Board of Trustees of the Fund.
(b) Past-due loan.
(c) Short-term loans backed by single-family, multi-family and commercial properties.

Portfolio Valuation

The Board of Trustees (the “Board”) has adopted Valuation Procedures pursuant to which the AlphaCentric Prime Meridian Income Fund (the “Fund”) values its investments (the “Valuation Procedures”) to ensure investments are valued in a manner consistent with U.S. GAAP as required by the 1940 Act. The Board has delegated to the Fund’s Valuation Committee the responsibility for implementing the Valuation Procedures.

The vast majority of the Fund’s holdings are loans sourced through Marketplace Loans for which market quotations are not readily available. As of June 30, 2022, the Fund’s holdings were comprised of consumer and real estate loans. The Fund has engaged a third party pricing service (“Valuation Service Provider”) to provide the fair value of the Fund’s Marketplace Loan holdings. The Valuation Service Provider’s proprietary pricing procedures utilize, among other inputs, a discounted cash flow approach that utilizes historical data received from the clients/platforms, as well as proprietary loan level models and roll rates and simulation-based FICO migration matrix and logistic regression models based on historical data of similar investments in loan/borrower (or receivable/account debtor) characteristics, which estimate forecasted contractual cash flows for each loan or receivable for its remaining life, and which incorporate adjustments for risk factors (such as default and prepayment, as applicable). AlphaCentric Advisors LLC (the “Advisor”) and Prime Meridian Capital Management, LLC (the “Sub-Advisor”) monitor the application of the valuation methodology and consult with the Valuation Service Provider to ensure proper valuation of the Fund’s holdings. The net asset value (the “NAV”) of shares of the Fund is determined daily. The Fund has adopted a valuation policy which states that the unit of account is at the individual loan level and fair valuation will be performed using inputs which incorporate borrower-level data that is updated as often as the NAV is calculated to reflect new information regarding the borrower and loan.

The Fund follows a fair value hierarchy that distinguishes between market data obtained from independent sources (observable inputs) and the Fund's own market assumptions (unobservable inputs). These inputs are used in determining the value of the Fund's investments and are summarized in the following fair value hierarchy:

Level 1 Inputs — Quoted prices in active markets for identical securities that the Fund has the ability to access

Level 2 Inputs — Inputs other than quoted prices included in Level 1 that are observable for the asset or liability, either directly or indirectly including inputs in markets that are not considered to be active or in active markets for similar assets or liabilities, observable inputs other than quoted prices and inputs that are not directly observable but are corroborated by observable market data

Level 3 Inputs — Significant unobservable inputs (including the Fund's own assumptions in determining fair value of investments)

Transfers between levels are recognized at the end of the reporting period. There were no transfers between levels during the reporting period. The following is a summary of inputs used to value the Fund’s investments as of June 30, 2022:

Investments at Fair Value	Level 1		Level 2		Level 3		Total
Whole Loans
Consumer Loans	$	—	$	—	$	2,243,080	$	2,243,080
Bridge Loans
Real Estate Loans		—		—		2,073,343		2,073,343
Total	$	—	$	—	$	4,316,423	$	4,316,423

The following is a reconciliation of Level 3 investments for the period from October 1, 2021 to June 30, 2022:

	Consumer Loans			Real Estate Loans
Beginning Balance – October 1, 2021	$	950,579		$	2,753,396
Acquisitions		2,188,093			849,000
Paydowns		(734,965	)		(1,556,417	)
Net realized losses		(18,912	)		—
Change in unrealized appreciation/depreciation		(167,987	)		(9,876	)
Accretion of discounts		26,272			37,240
Ending Balance – June 30, 2022	$	2,243,080		$	2,073,343
Change in unrealized appreciation/deprecation on investments still held at June 30, 2022	$	(176,687	)	$	(26,871	)

The following is a summary of quantitative information about the significant unobservable valuation inputs for Level 3 investments held as of June 30, 2022:

Type of Investment	Fair Value as of June 30, 2022	Valuation Techniques	Unobservable Inputs	Range	Weighted Average
Consumer Loans	$   2,243,080	Discounted Cash Flow	Loss-Adjusted Discount Rate; Projected Loss Percentage	1.77%-47.04% 0.00%-100.00%	13.77% 21.33%
Real Estate Loans	2,073,343	Discounted Cash Flow	Loss-Adjusted Discount Rate; Projected Loss Percentage	1.83%-10.23% 0.00%-0.89%	5.36% 0.40%
Total	$   4,316,423

During the period ended June 30, 2022, the Fund had charge offs of $18,912 of outstanding principal on the loans and recoveries of $5,652, which resulted a net charge offs of $13,260.