Catalyst Dynamic Alpha Fund Class A · NASDAQ:CPEAX
Catalyst Dynamic Alpha Fund Class A — Catalyst/Millburn Hedge Strategy Fund — Investor Presentation (October 2025)
12 slides from Catalyst Dynamic Alpha Fund Class A's investor presentation, October 2025
Slide 1: Catalyst/Millburn Hedge Strategy Fund Presentation
CATALYST/MILLBURN HEDGE STRATEGY FUND PRESENTATION MBXIX • MBXAX • MBXCX
Slide 2: Catalyst Capital Advisors LLC: The Investment Advisor
Catalyst Capital Advisors LLC The Investment Advisor Founded in 2006 Affiliated with By Jerry Szilagyi and David Miller Rational Funds and Strategy Shares ETFs Multi-Boutique Asset Manager Assets Under Management Focused on non-traditional products for '40 Act markets $10.3 Billion as of 9/30/2025 2
Slide 3: Millburn Ridgefield LLC: The Sub-Advisor
Millburn Ridgefield LLC The Sub-Advisor Legacy Since 1971 • Quantitative approach for more than 54 years • Valuable experience gained through multiple market cycles • Innovators in use of machine learning in futures Millburn Ridgefield LLC Alternative Universe 150+ Futures & FX (and 1000s of Securit
Slide 4: Catalyst and Millburn: A Strategic Partnership
Catalyst and Millburn A Strategic Partnership Catalyst Funds MBXIX Intelligent Alternatives • MBXIX Strategy Running Since January 1997 • Investment Manager for MBXIX • Catalyst Engagement and • Sole Sub-Adviser for MBXIX • Sole Distributor for the Conversion to Mutual Fund • Continuous Operator of
Slide 5: MBXIX Key Features of the Fund
MBXIX Key Features of the Fund The Approach •A hybrid strategy, combining two strategies Futures that have historically demonstrated low correlation: Component n active strategy trading global, ॰A A proprietary quantitative liquid, futures and FX markets, making strategy for forecasting forecasts us
Slide 6: Philosophy and Process
Philosophy and Process We believe that an investment edge can result from the right blend of economic insight, historical data, and technology. Economic Data Quantitative Risk Insight Discovery Modeling Management Seek to uncover Seek to understand Quantify & actionable Track and manage what can mov
Slide 7: MBX Investment Universe
MBX Investment Universe Futures Component Equity Component Interest Rates Currencies vs USD Stock Indices Energy Metals Agriculturals US Equities Global Equities Futures Futures & Forwards Futures Futures Futures Futures ETF Securities ETF Securities Australian 3-yr Bond Australian Dollar All Shares
Slide 8: Risk Management is Multi-Dimensional
Risk Management is Multi-Dimensional Well-defined processes, both systematic and human, are key elements of Millburn’s risk management framework. Market Risk • Diversification via multiple approaches, models • Real-time systematic adjustments to exposures • VaR overlay (Value at Risk is a statistica
Slide 9: Performance in Different Environments
Performance in Different Environments Extreme Bull Market Upward Trending Market Structural Bear Market Market Shock •Both equities and futures •Both equities and futures • Equities experience • Equities experience programs can contribute programs can contribute negative returns negative returns whi
Slide 10: Fund Performance
Fund Performance Growth of $10,000 as of 9/30/2025 Annual Returns Denotes Structural Bear Market $180,000 MBXIX $158,960 MBXIX S&P 500 $160,000 S&P 500 $152,242 1997 28.39 33.36 $140,000 1998 21.02 28.58 $120,000 1999 17.00 21.04 $100,000 2000 4.70 -9.10 2001 3.29 -11.89 $80,000 2002 13.84 -22.10 $6
Slide 11: Important Information
Important Information PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. THE POTENTIAL FOR PROFIT IS ACCOMPANIED BY THE RISK OF LOSS. Please see the Important Disclosure and Information on Risks below and at the end of this presentation. By reading further, you will be deemed to have
Slide 12: Important Information continued
Important Information continued derivatives and the resulting high portfolio turn-over may expose the Fund to additional risks that it would not be subject to if it invested directly in the securities and commodities underlying those derivatives. The Fund may experience losses that exceed those expe
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