0000930413-14-003134.txt : 20140702 0000930413-14-003134.hdr.sgml : 20140702 20140702173032 ACCESSION NUMBER: 0000930413-14-003134 CONFORMED SUBMISSION TYPE: N-CSRS PUBLIC DOCUMENT COUNT: 30 CONFORMED PERIOD OF REPORT: 20140430 FILED AS OF DATE: 20140702 DATE AS OF CHANGE: 20140702 EFFECTIVENESS DATE: 20140702 FILER: COMPANY DATA: COMPANY CONFORMED NAME: ALPINE SERIES TRUST CENTRAL INDEX KEY: 0001142010 IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FILING VALUES: FORM TYPE: N-CSRS SEC ACT: 1940 Act SEC FILE NUMBER: 811-10405 FILM NUMBER: 14957823 BUSINESS ADDRESS: STREET 1: 2500 WESTCHESTER AVENUE STREET 2: SUITE 215 CITY: PURCHASE STATE: NY ZIP: 10577 BUSINESS PHONE: 9142510880 MAIL ADDRESS: STREET 1: 2500 WESTCHESTER AVENUE STREET 2: SUITE 215 CITY: PURCHASE STATE: NY ZIP: 10577 0001142010 S000005205 Alpine Foundation Fund C000014197 Institutional Class ADBYX C000109313 Class A ADABX 0001142010 S000005206 Alpine Dynamic Dividend Fund C000014198 Institutional Class ADVDX C000109314 Class A ADAVX 0001142010 S000005207 Alpine Financial Services Fund C000014199 Institutional Class ADFSX C000109315 Class A ADAFX 0001142010 S000012556 Alpine Small Cap Fund C000034138 Institutional Class ADINX C000109316 Class A ADIAX 0001142010 S000020823 Alpine Transformations Fund C000058273 Institutional Class ADTRX C000109317 Class A ADATX 0001142010 S000024118 Alpine Accelerating Dividend Fund C000070833 Institutional Class AADDX C000109318 Class A AAADX N-CSRS 1 c77707_ncsrs.htm

UNITED STATES
SECURITIES AND EXCHANGE COMMISSION

Washington, D.C. 20549

 

FORM N-CSR

 

CERTIFIED SHAREHOLDER REPORT OF REGISTERED

MANAGEMENT INVESTMENT COMPANIES

 

Investment Company Act file number: 811-10405

 

 

Alpine Series Trust

 

 

(Exact name of registrant as specified in charter)

 

2500 Westchester Avenue, Suite 215

Purchase, New York 10577

 

(Address of principal executive offices)(Zip code)

 

(Name and Address of Agent for
Service)
Copy to:
   
Samuel A. Lieber
Alpine Woods Capital Investors, LLC
2500 Westchester Avenue, Suite 215
Purchase, New York 10577
Rose DiMartino
Attorney at Law
Willkie Farr & Gallagher
787 7th Avenue, 40th Floor
New York, New York 10019

 

Registrant’s telephone number, including area code: (914) 251-0880

 

Date of fiscal year end: October 31

 

Date of reporting period: November 1, 2013-April 30, 2014

 

Item 1: Shareholder Report

 

 

Table of Contents

 

Alpine’s Investment Outlook 1
   
Equity Manager Reports  
   
Alpine Dynamic Dividend Fund 7
   
Alpine Accelerating Dividend Fund 14
   
Alpine Financial Services Fund 20
   
Alpine Small Cap Fund 26
   
Alpine Transformations Fund 32
   
Alpine Foundation Fund 38
   
Fixed Income Manager Reports  
   
Alpine Ultra Short Tax Optimized Income Fund 44
   
Alpine Municipal Money Market Fund 47
   
Alpine High Yield Managed Duration Municipal Fund 49
   
Schedules of Portfolio Investments 61
   
Statements of Assets and Liabilities 93
   
Statements of Operations 96
   
Statements of Changes in Net Assets 99
   
Financial Highlights 108
   
Notes to Financial Statements 125
   
Information about your Funds Expenses 144
   
Additional Information 148

 

Additional Alpine Funds are offered in the Alpine Equity Trust. These Funds include:

 

Alpine International Real Estate Equity Fund Alpine Emerging Markets Real Estate Fund
   
Alpine Realty Income & Growth Fund Alpine Global Infrastructure Fund
   
Alpine Cyclical Advantage Property Fund Alpine Global Consumer Growth Fund

 

Alpine’s Real Estate Funds’ investment objectives, risks, charges and expenses must be considered carefully before investing in funds of the Alpine Equity Trust. The statutory and summary prospectuses contain this and other important information about the investment company, and it may be obtained by calling 1-888-785-5578, or visiting www.alpinefunds.com. Read it carefully before investing.

 

Mutual fund investing involves risk. Principal loss is possible.

 

Alpine’s Investment Outlook

 

The President’s Letter

 

Are We There Yet?

 

Over the past five years and two months since the S&P 500® Index intraday low of just under 667, the Index appreciated to 1,884 on April 30, 2014. Indeed, new highs subsequent to April 30 have extended the strong gains of 2013. During the past five years, we have seen a gradual, if not steady, improvement in global economic and financial market conditions, most notably in the U.S. This has been reflected in the outperformance of the U.S. equity indices over broad global and emerging market indices (MSCI World Index and MSCI Emerging Market Index) since mid-2011 but in particular for 2013 through April 30, 2014. On a cumulative basis, the U.S. market has finally recouped the lost jobs which occurred during the 2008-2009 recession and we have seen improvements in unemployment rates of other countries although, broadly speaking, Europe is a notable laggard.

 

This painfully slow recovery has been accomplished not by economic strategy or fiscal policy but rather on the backs of the world’s major Central Banks. Japan has been a notable exception to this pattern of constrained action, albeit they too are relying upon flexible Central Bank policy. Fundamentally, quantitative easing (QE) in the U.S., via buying bonds related to treasuries and mortgages, is currently being reduced by “tapering” the amount. It is expected that the U.K. may continue its QE program for a little longer and that the European Central Bank (ECB) may also adopt a modified QE program. Japan will continue its QE program and will likely add more fiscal stimulus over the coming year in the form of tax cuts or financial incentives for targeted businesses and investments. Even the few countries which have been tightening monetary policies over the past year including India, China and Brazil, are expected to be nearly done. We may see further loosening of monetary policy in China imminently, followed by India and Brazil over the next year. The ultimate impact of these Central Bank policies is how commercial banks and/or capital markets provide additional funding for their clients. Differing banking/corporate/retail clientele relationships require varying mechanisms to transmit downstream the impact

of monetary policies in different countries. Suffice it to say, some countries have seen financial liquidity support the residential or retail capital sector via mortgages and car loans, while others have emphasized the corporate sector. For example, mortgage rates in the U.K. are almost exclusively ‘floating rate,’ which, in combination with the government’s “help to buy” 95% loan to value program means that a lot of capital has been injected into the household sector. In contrast, the U.S. where tight credit standards and banks’ continued caution on accepting high loan to value mortgages has, in fact, constrained the household sector. This, in turn, has dampened retail sales in the U.S. leading many marginal store chains to either contract or restructure operations, while in the U.K., retail sales were up 4% year over year.

 

Indeed, the big impact of financial liquidity in the U.S. has been the appreciation of stock and bond prices. This has created an ongoing surge in refinancing of corporate debt, which has significantly increased the earnings potential of many companies over the last number of years. Today’s historic low lending rates in Europe and near historic low rates in the U.S. might normally have been expected to fuel a resurgence in capital expenditures (capex) on new or improved production facilities or research activity by corporations. However, the continued poor utilization of superfluous or inefficient plants and machinery has, in combination with slow demand growth, limited corporate capital expenditures. Either demand must grow or such capacity must be eliminated before capex resumes.

 

Instead, corporations have been using their low cost of debt to fund either mergers and acquisitions (M&A), or return cash to shareholders via dividends or share buybacks. We have recently witnessed the largest overall aggregate dividend in history as Vodafone distributed $23.9 billion to shareholders while Apple distributed $30 billion in the form of share buybacks over 2013 in addition to their substantial dividend payouts. While the U.S. is the center of such activity, we believe it may spread increasingly across the globe. The U.S. has also been the center of the M&A activity as businesses seek to increase market share or expand to new products by acquiring them from other companies using inexpensive capital.


 

1

 

 

 

While this may work in positive fashion for both the acquirer and the seller in terms of delivering value for shareholders and growth going forward, it is not adding positive investment in new facilities or increased employment. Often “Merger Synergies” are derived from eliminating redundant jobs and production facilities. That said, we believe that over time, facilities expansion will take place if demand continues to recover and inefficient productive capacity is rationalized. Thus, eventually, the pace of job growth and then wages should accelerate.

 

Another effect of this significant flood of financial liquidity is that the financial markets have experienced rather low volatility, which many investors have viewed in recent years as a measure of reduced risk. Witness the CBOE SPX Volatility Index (VIX Index) which peaked in 2008 at a level of 80 and has averaged just over 20 for the past ten years. The historic low in January 2007 was at 9.9, while the level at the end of April 2014 was 13.4 and has subsequently dropped below 12 during the month of May. This does not mean that there is no volatility in the stock market as significant rotation has occurred among sectors such as biotech, software and mobile technologies which offer the prospect of great long term growth and, thus, command very high price to earnings ratios. By comparison, the best performing stocks on a year to date basis are interest sensitive stocks such as utilities and real estate investment trusts (REITs) which reflect the strong performance of U.S. Treasury bonds, which rallied from over 3.00% yield on December 31, 2013 to the April close of 2.65% and in May to levels below last July’s 2.48%.

 

Interest rates are still near historic lows. Further easing in Europe along with recent weak U.S. gross domestic product (GDP) performance and depressed retail sales in the U.S. are factors contributing to the current low rate environment, as is the uncertainty over broad global economic recovery. However, when economic activity picks up, possibly in the fall, and more likely next year as excess capacity continues to be absorbed, we would expect to see another reversal in bonds. We do not expect such a reversal would be as violent as last May’s spike in yields, when many leveraged participants utilizing similar carry trades or other forms of financing were forced to reduce positions and take losses. Over the medium term, we expect that sustained moderate growth in the U.S. with continued recapitalization of European banks in a pattern following the past several years’ recovery in the U.S. may unfold. We expect limited price pressure over the medium term but that eventual demand growth resulting in new orders will collide with reduced industrial capacity to gradually create modest upward pressure for prices and wages.

During the interim period though, we would expect politics to intrude on the global economy in different fashions as unhappy or dissatisfied electorates work to remove or change the existing regimes and bring in new or at least different political perspectives. While their promises may prove empty, many politicians will attempt to solve some of the pressing issues related to quality of life. We suspect this will precipitate increased spending on infrastructure, housing and healthcare. We believe that many politicians will not utilize taxation, nor print more debt to fund such activity. Instead an emphasis of government oversight utilizing corporate management and private investment capital, or so called public private partnerships (PPP) could become a larger component of delivering services to meet the needs of expanding global population centers. In other words, we expect that the major drivers of long-term economic activity, which include developed as well as emerging markets, will continue to be an underlying theme over coming quarters as well as years. That, combined with new technologies used to access, communicate and transact business, pleasure or daily needs, will continue to be significant factors as we strive to maintain efficiency and security in our daily lives. This will continue to drive the prospects for stock performance even when interest rates return to historically “normal” levels.

 

Thank you for your interest and support.
 
Sincerely,
 
Samuel A. Lieber
President

 

Past performance is not a guarantee of future results. The specific market, sector or investment conditions that contribute to a Fund’s performance may not be replicated in future periods.

 

Mutual fund investing involves risk. Principal loss is possible. Please refer to individual fund letters for risks specific to that fund.

 

This letter and the letters that follow represent the opinions of the Funds’ management and are subject to change, are not guaranteed and should not be considered recommendations to buy or sell any security. The information provided is not intended to be, and is not, a forecast of future events, a guarantee of future results, or investment advice.


 

2

 
Disclosures and Definitions

 

Please refer to the Schedule of Portfolio Investments for each Fund’s holding information. Fund holdings and sector allocations are subject to change and should not be considered a recommendation to buy or sell any security.

 

Favorable tax treatment of Fund distributions may be adversely affected, changed or repealed by future changes in tax laws. Alpine may not be able to anticipate the level of dividends that companies will pay in any given timeframe.

 

The Funds’ monthly distributions may consist of net investment income, net realized capital gains and/or a return of capital. If a distribution includes anything other than net investment income, the Funds will provide a notice of the best estimate of its distribution sources when distributed, which will be posted on the Funds’ website: www.alpinefunds.com, or can be obtained by calling 1-800-617-7616. We estimate that the Alpine Series and Income Trusts did not pay any distributions during the fiscal semi-annual period ending April 30, 2014 through a return of capital. A return of capital distribution does not necessarily reflect the Funds’ performance and should not be confused with “yield” or “income.” Final determination of the Federal income tax characteristics of distributions paid during the calendar year will be provided on U.S. Form 1099-DIV, which will be mailed to shareholders. Please consult your tax advisor for further information.

 

All investments involve risk. Principal loss is possible. A small portion of the S&P 500 yield may include return of capital; the 10-year Treasury yield does not include return of capital; Corporate bonds and High Yield Bonds generally do not have return of capital; a portion of the dividend paid by REITs and REIT preferred stock may be deemed a return of capital for tax purposes in the event the company pays a dividend greater than its taxable income. A stock may trade with more or less liquidity than a bond depending on the number of shares and bonds outstanding, the size of the company, and the demand for the securities. The REIT and REIT preferred stock market are smaller than the broader equity and bond markets and often trade with less liquidity than these markets depending upon the size of the individual issue and the demand of the securities. Treasury notes are guaranteed by the U.S. Government and thus they are considered to be safer than other asset classes. Tax features of a Treasury Note, Corporate bond, Stock, High Yield bond, REITs and REIT preferred stock may vary based on an individual circumstances. Consult a tax professional for additional information. Neither the Fund nor any of its representatives may give tax advice. Investors should consult their tax advisor for information concerning their particular situation.

Standard & Poor’s Financial Services LLC (S&P) is a financial services company, a division of McGraw Hill Financial that publishes financial research and analysis on stocks and bonds. S&P is considered one of the Big Three credit-rating agencies, which also include Moody’s Investor Service and Fitch Ratings.

 

S&P assigns rating on a scale of ‘D’ to ‘AAA’, with ‘D’ the lowest/weakest rating, indicating a default, and ‘AAA’ the highest/strongest rating, indicating the strongest credit quality in S&P’s spectrum of credit ratings.

 

S&P incorporates a broad number of credit areas of each entity/municipality when assigning a bond rating to an entity’s debt instrument, including: (a) financial position, which encompasses liquidity metrics, cash reserves, non-liquid assets, liabilities, and other financial metrics; (b) debt position, which includes long and short-term bonded debt and other privately-placed notes/bonds, leases and other off-balance sheet liabilities; (c) pension and Other Post-Employment Benefits (OPEB); (d) socio-economic indices; (e) the aptitude and sophistication of management.

 

Earnings Growth and EPS Growth are not measures of the Funds’ future performance.

 

Diversification does not assure a profit or protect against loss in a declining market.

 

Must be preceded or accompanied by a prospectus.

 

Quasar Distributors, LLC, distributor.

 

Equity Income Funds – Definitions

 

Barclays Capital High Yield Municipal Bond Index is the Muni High Yield component of the Municipal Bond Index. The Barclays Municipal Bond Index is a rules-based, market-value-weighted index engineered for the long-term tax-exempt bond market.

 

Barclays Capital 1 Year Municipal Bond Index is a total return benchmark of BAA3 ratings or better designed to measure returns for tax exempt assets.

 

Basis Point is a value equaling one one-hundredth of a percent (1/100 of 1%).

 

Beta measures the sensitivity of the investment to the movements of its benchmark. A beta higher than 1.0 indicates the investment has been more volatile than the benchmark and a beta of less than 1.0 indicates that the investment has been less volatile than the benchmark.

 

Bloomberg 10-Year U.S. Muni General Obligation AAA Index is populated with U.S. municipal general obligations (G.O.) with an average rating of AAA from Moody’s and S&P, with an average maturity of ten years. The option-free yield curve is built using option-adjusted spread (OAS) model. Furthermore, the index is derived


 

3

 
Disclosures and Definitions (continued) 

 

from contributed pricing from the Municipal Securities Rulemaking Board (MSRB), new issues calendars and other proprietary contributed prices.

 

Book value is the net asset value of a company, calculated by subtracting total liabilities from total assets.

 

Capex (aka Capitalization Expenditure) are funds used by a company to acquire or upgrade physical assets such as property, industrial buildings or equipment. This type of outlay is made by companies to maintain or increase the scope of their operations.

 

CBOE Volatility Index (VIX Index) Chicago Board Options Exchange SPX Volatility Index reflects a market estimate of future volatility, based on the weighted average of the implied volatilities for a wide range of strikes.

 

Custom Balanced Benchmark reflects an unmanaged portfolio (rebalanced monthly) of 60% of the S&P 500 Index, which is a market capitalization-weighted index of 500 large capitalization stocks commonly used to represent the U.S. equity market, and 40% of the Barclays Capital U.S. Aggregate Bond Index (BCAG), which is a widely recognized, unmanaged index of U.S. dollar-denominated investment-grade fixed income securities. The Fund may, however, invest up to 75% of its total assets in equity securities.

 

Effective Duration – Effective duration is a duration calculation for bonds with embedded options. Effective duration takes into account that expected cash flows will fluctuate as interest rates change. Please note, duration measures the sensitivity of price (the value of principal) of a fixed-income investment to a change in interest rates.

 

FICO is an American public company that provides analytics software and services-including credit scoring-intended to help financial services companies make complex, high-volume decisions. FICO also has clients outside of the financial services sector.

 

First Tier Security is any eligible security that: (i) is a rated security that has received a short-term rating from the requisite Nationally Recognized Statistical Rating Organizations in the highest short-term rating category for debt obligations (within which there may be subcategories or gradations indicating relative standing); or (ii) is an unrated security that is of comparable quality to a security meeting the requirements for a rated security as determined by the Fund’s Board of Trustees; or (iii) is a security issued by a registered investment company that is a money market fund; or (iv) is a government security.

 

Hedge involves making an investment to reduce the risk of adverse price movements in an asset. Normally, a hedge consists of taking an offsetting position in a related security, such as a futures contract.

KBW Bank Index is a modified cap-weighted index consisting of 24 exchange-listed and National Market System stocks, representing national money center banks and leading regional institutions

 

Lipper Tax-Exempt Money Market Funds Average is an average of funds that invest in high quality municipal obligations with dollar-weighted average maturities of less than 90 days.

 

MSCI All Country World Index Gross USD is a free float-adjusted market capitalization-weighted index that is designed to measure the equity market performance of developed and emerging markets. Source: MSCI. MSCI makes no express or implied warranties or representations and shall have no liability whatsoever with respect to any MSCI data contained herein. The MSCI data may not be further redistributed or used as a basis for other indices or any securities or financial products. This report is not approved, reviewed or produced by MSCI.

 

MSCI Emerging Markets Index USD is a free float-adjusted market cap weighted index that is designed to measure equity market performance in the global emerging markets. Source: MSCI. MSCI makes no express or implied warranties or representations and shall have no liability whatsoever with respect to any MSCI data contained herein. The MSCI data may not be further redistributed or used as a basis for other indices or any securities or financial products. This report is not approved, reviewed or produced by MSCI.

 

MSCI Europe Index is a free float-adjusted market capitalization weighted index that is designed to measure the equity market performance of the developed markets in Europe. Source: MSCI. MSCI makes no express or implied warranties or representations and shall have no liability whatsoever with respect to any MSCI data contained herein. The MSCI data may not be further redistributed or used as a basis for other indices or any securities or financial products. This report is not approved, reviewed or produced by MSCI.

 

MSCI Europe Utilities Index is designed to capture the large and mid-cap segments across 15 Developed Markets (DM) countries in Europe. All securities in the index are classified in the Utilities sector as per the Global Industry Classification Standard (GICS®). Source: MSCI. MSCI makes no express or implied warranties or representations and shall have no liability whatsoever with respect to any MSCI data contained herein. The MSCI data may not be further redistributed or used as a basis for other indices or any securities or financial products. This report is not approved, reviewed or produced by MSCI.


 

4

 
   

 

MSCI World Index captures large and mid-cap representation across 23 Developed Markets (DM) countries. With 1,610 constituents, the index covers approximately 85% of the free float-adjusted market capitalization in each country. Source: MSCI. MSCI makes no express or implied warranties or representations and shall have no liability whatsoever with respect to any MSCI data contained herein. The MSCI data may not be further redistributed or used as a basis for other indices or any securities or financial products. This report is not approved, reviewed or produced by MSCI.

 

NASDAQ Financial-100 Index includes 100 of the largest domestic and international financial securities listed on the NASDAQ Stock Market based on market capitalization. They include companies classified according to the Industry Classification Benchmark as Financials, which are included within the NASDAQ Bank, NASDAQ Insurance, and NASDAQ Other Finance Indexes.

 

S&P 500® Index is a float-adjusted, market capitalization-weighted index of 500 common stocks chosen for market size, liquidity, and industry group representation to represent U.S. equity performance.

 

Price/Earnings Ratio (P/E) is a valuation ratio of a company’s current share price compared to its per-share earnings. Normalized earnings - earnings metric that shows you what earnings look like smoothed out in the long run, taking into account the cyclical changes in an economy or stock.

 

Return on Equity is the amount of net income returned as a percentage of shareholders equity. Return on equity measures a corporation’s profitability by revealing how much profit a company generates with the money shareholders have invested.

 

Russell 2000® Index is a small-cap stock market index of the bottom 2,000 stocks in the Russell 3000® Index. The Russell 2000 is by far the most common benchmark for mutual funds that identify themselves as “small-cap”, while the S&P 500® index is used primarily for large capitalization stocks. Source: Russell Investment Group. Russell is the owner of the trademarks and copyrights related to the Russell Indexes.

 

Russell 3000® Index measures the performance of the largest 3000 U.S. companies representing approximately 98% of the investable U.S. equity market. Source: Russell Investment Group. Russell is the owner of the trademarks and copyrights related to the Russell Indexes.

 

S&P 500® Utilities Index comprises those companies included in the S&P 500® that are classified as members of the GICS® utilities sector.

Securities Industry and Financial Markets Association (SIFMA) is a United States industry trade group representing securities firms, banks, and asset management companies. SIFMA was formed on November 1, 2006, from the merger of the Bond Market Association and the Securities Industry Association.

 

S&P Municipal Bond Short Intermediate Index consists of bonds in the S&P Municipal Bond Index with a minimum maturity of one year and a maximum maturity of up to, but not including, eight years as measured from the Rebalancing Date.

 

Weighted Average Maturity is the average time it takes for securities in a portfolio to mature, weighted in proportion to the dollar amount that is invested in the portfolio. Weighted average maturity (WAM) measures the sensitivity of fixed-income portfolios to interest rate changes. Portfolios with longer WAMs are more sensitive to changes in interest rates because the longer a bond is held, the greater the opportunity for interest rates to move up or down and affect the performance of the bonds in the portfolio.

 

Yield Co – A publicly-traded company structured as a C-Corporation that is formed to own operating assets (often infrastructure assets) that are intended to produce a predictable cash flow, which is distributed to investors as dividends.

 

The S&P 500® Index, and the S&P Municipal Bond Short Intermediate Index (the “Indices”) are products of S&P Dow Jones Indices LLC and have been licensed for use by Alpine Woods Capital Investors, LLC. Copyright © 2014 by S&P Dow Jones Indices LLC. All rights reserved. Redistribution or reproduction in whole or in part are prohibited without written the permission of S&P Dow Jones Indices LLC. S&P Dow Jones Indices LLC, its affiliates, and third party licensors make no representation or warranty, express or implied, with respect to the Index and none of such parties shall have any liability for any errors, omissions, or interruptions in the Index or the data included therein.

 

An investor cannot invest directly in an index.


 

5

 

Equity Manager Reports

 

 

 

  Alpine Dynamic Dividend Fund  
     
  Alpine Accelerating Dividend Fund  
     
  Alpine Financial Services Fund  
     
  Alpine Small Cap Fund  
     
  Alpine Transformations Fund  
     
  Alpine Foundation Fund  

 

6

 
Alpine Dynamic Dividend Fund

 

Comparative Annualized Returns as of 4/30/14 (Unaudited)    
   6 Months(1)    1 Year    3 Years    5 Years    10 Years    Since Inception(2)
Alpine Dynamic Dividend Fund — Institutional Class   5.65%    12.52%    0.79%    10.65%   2.92%    4.81% 
Alpine Dynamic Dividend Fund — Class A (Without Load)   5.53%    12.24%    N/A    N/A    N/A    13.17% 
Alpine Dynamic Dividend Fund — Class A (With Load)   -0.29%    6.15%    N/A    N/A    N/A    10.46% 
MSCI All Country World Index   5.48%    14.91%    7.94%    15.91%    7.82%    8.46% 
Lipper Global Equity Income Funds Average(3)   6.18%    12.91%    7.99%    15.03%   6.17%    7.15% 
Lipper Global Equity Income Funds Ranking(3)   N/A(4)    67/122    66/66    50/50    19/19    15/15 
Gross Expense Ratio (Institutional Class): 1.43%(5)                              
Net Expense Ratio (Institutional Class): 1.38%(5)                              
Gross Expense Ratio (Class A): 1.68%(5)                              
Net Expense Ratio (Class A): 1.63%(5)                              

 

 

 

  (1) Not annualized.
  (2) Institutional Class shares commenced on September 22, 2003 and Class A shares commenced on December 30, 2011. Returns for indices are since September 22, 2003.
  (3) The since inception return represents the period beginning September 25, 2003 (Institutional Class only).
  (4) FINRA does not recognize rankings for less than one year.
  (5) As disclosed in the prospectus dated February 28, 2014.

 

Performance data quoted represents past performance and is not predictive of future results. Investment return and principal value of the Fund fluctuate, so that the shares, when redeemed, may be worth more or less than their original cost. Performance current to the most recent month end may be lower or higher than performance quoted and may be obtained by calling 1-888-785-5578. Performance data shown does not reflect the 1.00% redemption fee imposed on shares held for fewer than 60 days. If it did, total returns would be reduced. Returns for the Class A shares with sales charge reflect a maximum sales charge of 5.50%. Performance for the Class A shares without sales charges does not reflect this load.

 

The MSCI All Country World Index is a free float-adjusted market capitalization-weighted index that is designed to measure the equity market performance of developed and emerging markets. Source: MSCI. MSCI data may not be reproduced or used for any other purpose. The Lipper Global Equity Income Funds Average is an average of funds that by prospectus language and portfolio practice seek relatively high current income and growth of income by investing at least 65% of their portfolio in dividend-paying securities of domestic and foreign companies. Lipper rankings for the periods shown are based on fund total returns with dividends and distributions reinvested and do not reflect sales charges. The MSCI All Country World Index and the Lipper Global Equity Income Funds Average are unmanaged and do not reflect the deduction of direct fees associated with a mutual fund, such as investment adviser fees; however, the Lipper Global Equity Income Funds Average reflects fees charged by the underlying funds. The performance for the Alpine Dynamic Dividend Fund reflects the deduction of fees for these value-added services. Investors cannot directly invest in an index.

 

Expense Ratios reflect the ratios reported in the Fund’s most recent prospectus. The Alpine Dynamic Dividend Fund has a contractual expense waiver that continues through February 28, 2015. Where a Fund’s gross and net expense ratios are the same for the period reported, the contractual expense reimbursement level was not reached as of the end of that period. To the extent the Fund’s expenses were reduced by waivers, the Fund’s total returns were increased. In these cases, in the absence of the expense waivers, the Fund’s total returns would have been lower.

 

To the extent that the Fund’s historical performance resulted from gains derived from participation in Initial Public Offerings (“IPOs”) and/or Secondary Offerings, there is no guarantee that these results can be replicated in future periods or that the Fund will be able to participate to the same degree in IPO/Secondary Offerings in the future.

 

 7

 
Alpine Dynamic Dividend Fund (continued)

 

 

 

Portfolio Distributions* (Unaudited)  
   
Top 10 Holdings* (Unaudited)  
1 . Roche Holding AG 2.22 %
2 . Apple, Inc. 2.19 %
3 . Vodafone Group PLC-ADR 1.95 %
4 . Novartis AG-ADR 1.78 %
5 . QUALCOMM, Inc. 1.72 %
6 . Nestle SA 1.65 %
7 . Avago Technologies, Ltd. 1.61 %
8 . Covidien PLC 1.57 %
9 . Canadian Pacific Railway, Ltd. 1.52 %
10 . Comcast Corp.-Class A 1.52 %
         
 
* Portfolio Distributions percentages are based on total investments. Top 10 Holdings do not include short-term investments and percentages are based on total net assets. Portfolio holdings and sector distributions are as of 04/30/14 and are subject to change. Portfolio holdings are not recommendations to buy or sell any securities.

  

Value of a $10,000 Investment (Unaudited)
 

 

This chart represents a comparison of a hypothetical $10,000 investment in the Fund versus a similar investment in the Fund’s benchmarks. The graph and the table do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares. Investment performance reflects the waiver and recovery of certain fees, if applicable. Without the waiver and recovery of fees, the Fund’s total return would have differed.

 

Performance data quoted represents past performance and is not predictive of future results. Investment return and principal value of the Fund fluctuate, so that shares, when redeemed, may be worth more or less than their original cost.

 

8

 
Alpine Dynamic Dividend Fund (continued)

 

Commentary

 

We are pleased to report the results for the Alpine Dynamic Dividend Fund (“ADVDX”) for the six month period ending April 30, 2014. For this period, the Fund generated a total return of 5.65%, versus the MSCI All Country World Index, which had a total return of 5.48%. All returns include reinvestment of all distributions. The Fund distributed $0.12 per share during the period.

 

Economic Analysis

 

Although stocks in most developed markets advanced during the six month period ending April 30, 2014, it was a volatile period characterized by a sell-off in emerging markets, increased geopolitical tensions and uncertainty in the United States amidst a transition in leadership at the Federal Reserve (the “Fed”). Economic data were mixed, with extremely cold weather affecting spending patterns in the United States this winter, and sluggish growth in Europe bringing a fresh round of deflation worries. That said, macroeconomic conditions in the United States and in the Eurozone continued to be broadly supportive of a moderate recovery.

 

We believe the slow recovery is the result of 1) the reluctance of U.S. banks to lend at the same levels as they did prior to the global financial crisis, 2) a less accommodative fiscal policy in the United States, and 3) a still sluggish U.S. housing market plagued by historically low mortgage originations. Bond yields in the United States remained low as the Fed reassured investors that despite the tapering of quantitative easing, interest rates would remain low for an extended period. Consequently, interest rate-sensitive sectors in the U.S. outperformed more cyclical sectors, with U.S. utilities up 13.63% as measured by the S&P 500® Utilities Index in the period. European sovereign yields decreased with both the Italian and Spanish ten-year yields dropping to multi-year lows, driving a similar rally with European utilities up 13.79% (in USD) as measured by the MSCI Europe Utilities Index. Emerging markets continued to lag behind developed markets in the period, with the MSCI Emerging Markets Index posting a total return of -2.98% vs. 8.59% for the MSCI Europe Index, 8.35% for the S&P 500 Index, and 5.48% for the MSCI All Country World Index. In Brazil, potential risk of power rationing was complicated by election politics. In China, the tightening of credit conditions and the consequent slowing of growth weighed on sectors dependent on government spending. Finally, the Russian annexation of Crimea brought investor concern about further aggression and the resulting economic impacts.

Portfolio Analysis

 

For the six month period ending April 30, 2014, the information technology and industrials sectors had the greatest positive effect on the Fund’s total return. In the information technology sector, the Fund benefited from its exposure to companies that had a specific catalyst such as Avago Technologies, with its accretive acquisition of LSI Corporation. In the industrials sector, the Fund benefited from owning companies with transformational events such as Abengoa SA, which is in the midst of a dramatic restructuring plan involving asset sales, debt reduction and the formation of a “yield co”. Financials and energy were the sectors that had the greatest negative effect on total return. Financials underperformed due to the Fund’s exposure to several global banks located outside of the United States. In the energy sector, the fund underperformed primarily due to its exposure to Scorpio Tankers, which suffered from near term demand weakness in the product tanker market caused by an unusually cold winter among other transient factors.

 

The top five stocks contributing to the Fund’s performance for the six month period ended April 30, 2014 based on contribution to total return, were Avago Technologies, Abengoa SA, Adani Ports & Special Economic Zone Ltd, Apple, and Walgreen Co.

 

Semiconductor manufacturer Avago Technologies received a boost during the period due to the announcement of its highly accretive acquisition of LSI Corporation. From a fundamental standpoint, Avago continued to benefit from the roll out of next generation (4G LTE) wireless networks. In addition, two of the company’s competitors in the market announced plans to merge their businesses, which we believe should be a long term positive for the industry.

 

Abengoa SA , an engineering and construction company focusing on the energy and water sectors, continued to execute on its turnaround plan, announcing new projects awards, further asset sales and additional debt reduction. In addition, it announced the plan to form a “yield co”, which would allow it to sell concessions from the parent company to a newly formed company, potentially allowing Abengoa to unlock significant value from its owned concessions.

 

Adani Ports & Special Economic Zone Ltd is a shipping port primarily on the west coast of India. The company reported strong growth in port traffic and announced a potential strategic acquisition of Dhamra Port on the eastern coast of India. The stock also rallied in anticipation of Narendra Modi (a charismatic, pro-business candidate) winning India’s general election.


 

9

 
Alpine Dynamic Dividend Fund (continued)

 

Innovative technology leader Apple was a positive contributor to the Fund after it reported second quarter results in which iPhone sales and gross margins were better than expected. Apple capitalized on its momentous deal to sell iPhones on China Mobile’s vast network. Furthermore, the company announced a $30 billion share buyback and a dividend increase.

 

Walgreen Co, the largest drugstore chain in the United States with over 8,600 stores, outperformed during the period as the company continued to reap the benefits of its highly accretive and strategic acquisition of UK retailer and pharmaceutical wholesaler Alliance Boots. The company also capitalized on the wave of generic drug launch activity through its distribution agreement with AmerisourceBergen, which allowed Walgreen to benefit from greater purchasing scale, distribution efficiencies and global growth opportunities.

 

The following stocks had the largest adverse impact on the performance of the Fund based on contribution to total return for the six month period ended April 30, 2014: Sberbank Russia OJSC., Scorpio Tankers, American Eagle Outfitters, East Japan Railway Company, and Corrections Corporation of America.

 

Sberbank Russia OJSC, Russia’s largest bank, underperformed during the period as the escalation of political turmoil in Ukraine led to concerns about a slowdown in Russia and its impact on loan growth and nonperforming loans. Fundamentally, the company continued to perform well with strong loan growth and solid cost controls, but provisioning expenses rose, reflecting the deteriorating macro environment.

 

Scorpio Tankers, which owns the world’s largest and most modern fleet of refined oil product tankers, underperformed during the period as an extremely cold winter increased domestic fuel demand, decreasing the attractiveness of shipping European gasoline to the U.S. and putting downward pressure on spot rates for product tankers.

 

American Eagle Outfitters is a specialty retailer of apparel targeting 15 to 25-year-olds. The company reported declining sales and gross margins for its 4th quarter, driven by poor customer response to the company’s core fashion merchandise, and exacerbated by weak traffic and a highly promotional retail environment. In addition, in January the CEO unexpectedly stepped down. We no longer own shares of the stock.

 

East Japan Railway Company is one of Japan’s leading rail carriers. The company’s shares underperformed during the period as investors took profits after a total return of over 25% (USD) in calendar 2013, and some concern that the April 2014 consumption tax increase may impact demand. We believe that the company is undervalued

due to its strong rail franchise and its underappreciated real estate, and thus continue to hold the stock.

 

Shares of Corrections Corp of America (CXW), an operator of prisons for state and federal government, suffered from uncertainty about the future of the California corrections market, one of its largest markets. A string of delays throughout 2013 eventually ended with a disappointing judicial decision in February 2014 that granted the state an additional two years to comply with laws meant to reduce overcrowding in prisons. With the ruling, CXW lost the opportunity to fill out-of-state beds with California inmates. While disappointing, the company still has a solid pipeline of non-California opportunities, and the long term opportunity for private prisons to increase their market share above the current 10% is still attractive.

 

In order to achieve its dividend, the Fund participates in a number of dividend capture strategies including (1) purchasing shares in the stock of a regular dividend payer before an upcoming ex-date and selling after the ex-date, (2) purchasing shares before an anticipated special dividend and selling opportunistically after the ex-date of the dividend, and (3) purchasing additional shares in stocks that the Fund already owns before the ex-date and selling the original shares after the ex-date, thus receiving a dividend on a larger position while still maintaining qualified dividend income eligibility (“QDI”) on its position. Although these strategies have resulted in higher turnover and associated transaction costs for the Fund, overall the Fund’s turnover rate has decreased as we have relied less upon these strategies this year. While there is the potential for market loss on the shares that are held for a short period, we seek to use these strategies to generate additional income with limited impact on the construction of the core portfolio.

 

We have hedged a portion of our currency exposures to the Euro, Swiss Franc, Japanese Yen and British Pound in an effort to reduce our net currency exposure.

 

Summary

 

We believe that global macroeconomic conditions generally remain positive for stocks, although the market environment remains fairly uncertain. In developed markets, we are mindful that expectations have continued to rise as growth has returned and financial risks have largely faded. In the United States, fiscal policy should be less of a drag and monetary policy will likely remain quite accommodative as the Federal Reserve unwinds its quantitative easing program at a measured pace. In Europe, we see similar characteristics but believe equity valuations are slightly more attractive, and the European Central Bank’s dovish bias should provide good support for stocks. In emerging markets, we see a mixed


 

10

 
Alpine Dynamic Dividend Fund (continued)

 

picture with better underlying economic growth, temporarily overshadowed by upcoming presidential or parliamentary elections in countries such as Brazil, India, South Africa and Turkey. This macro backdrop together with our view that equity market valuations are fairly robust, lead us to continue to take a more conservative investment stance.

 

Beyond the macroeconomic environment, the Fund continues to emphasize its focus on what we view as high quality companies with strong balance sheets and strong potential to grow earnings and dividends amidst an uncertain macro environment. Despite the extended bull

market we have experienced in several markets across the globe, we believe there are still plenty of opportunities to invest in companies with a history of paying strong dividends at attractive prices with potential for solid earnings growth. We will continue to adapt our investment approach as economic conditions change and look forward to discussing the portfolio and the prospects for the Fund in future communications.

 

Sincerely,

 

Brian Hennessey
Joshua E. Duitz
Portfolio Managers


 

11

 
Alpine Dynamic Dividend Fund (continued)

 

This letter represents the opinions of the Fund’s management and is subject to change, is not guaranteed and should not be considered a recommendation to buy or sell any security. The information provided is not intended to be, and is not, a forecast of future events, a guarantee of future results, or investment advice. Views expressed may vary from those of the firm as a whole. Past performance is no guarantee of future results.

 

 

 

Mutual fund investing involves risk. Principal loss is possible. The fund is subject to risks, including the following:

 

Credit Risk – Credit risk refers to the possibility that the issuer of a security will not be able to make payments of interest and principal when due. Changes in an issuer’s credit rating or the market’s perception of an issuer’s creditworthiness may also affect the value of the Fund’s investment in that issuer. The degree of credit risk depends on both the financial condition of the issuer and the terms of the obligation.

 

Currency Risk – The value of investments in securities denominated in foreign currencies increases or decreases as the rates of exchange between those currencies and the U.S. dollar change. Currency conversion costs and currency fluctuations could erase investment gains or add to investment losses. Currency exchange rates can be volatile, and are affected by factors such as general economic conditions, the actions of the U.S. and foreign governments or central banks, the imposition of currency controls and speculation.

 

Dividend Strategy Risk – The Fund’s strategy of investing in dividend-paying stocks involves the risk that such stocks may fall out of favor with investors and underperform the market. Companies that issue dividend paying-stocks are not required to continue to pay dividends on such stocks. Therefore, there is the possibility that such companies could reduce or eliminate the payment of dividends in the future. The Fund may hold securities for short periods of time related to the dividend payment periods and may experience loss during these periods.

 

Emerging Market Securities Risk – The risks of foreign investments are heightened when investing in issuers in emerging market countries. Emerging market countries tend to have economic, political and legal systems that are less fully developed and are less stable than those of more developed countries. They are often particularly sensitive to market movements because their market prices tend to reflect speculative expectations. Low trading volumes may result in a lack of liquidity and in extreme price volatility.

 

Equity Securities Risk – The stock or other security of a company may not perform as well as expected, and may decrease in value, because of factors related to the company (such as poorer than expected earnings or certain management decisions) or to the industry in which the company is engaged (such as a reduction in the demand for products or services in a particular industry).

 

Foreign Currency Transactions Risk – Foreign securities are often denominated in foreign currencies. As a result, the value of the Fund’s shares is affected by changes in exchange rates. The Fund may enter into foreign currency transactions to try to manage this risk. The Fund’s ability to use foreign currency transactions successfully depends on a number of factors, including the foreign currency transactions being available at prices that are not too costly, the availability of liquid markets and the ability of the Adviser to accurately predict the direction of changes in currency exchange rates. The Fund may enter into forward foreign currency exchange contracts in order to protect against possible losses on foreign investments resulting from adverse changes in the relationship between the U.S. dollar and foreign currencies. Although this method attempts to protect the value of the Fund’s portfolio securities against a decline in the value of a currency, it does not eliminate fluctuations in the underlying prices of the securities and while such contracts tend to minimize the risk of loss due to a decline in the value of the hedged currency, they tend to limit any potential gain which might result should the value of such currency increase.

 

Foreign Securities Risk – The Fund’s investments in securities of foreign issuers or issuers with significant exposure to foreign markets involve additional risk. Foreign countries in which the Fund may invest may have markets that are less liquid, less regulated and more volatile than U.S. markets. The value of the Fund’s investments may decline because of factors affecting the particular issuer as well as foreign markets and issuers generally, such as unfavorable government actions, and political or financial instability. Lack of information may also affect the value of these securities. The risks of foreign investment are heightened when investing in issuers of emerging market countries.

 

12

 
Alpine Dynamic Dividend Fund (continued)

 

Growth Stock Risk – Growth stocks are stocks of companies believed to have above-average potential for growth in revenue and earnings. Growth stocks typically are very sensitive to market movements because their market prices tend to reflect future expectations. When it appears those expectations will not be met, the prices of growth stocks typically fall. Growth stocks as a group may be out of favor and underperform the overall equity market while the market concentrates on undervalued stocks.

 

Initial Public Offerings and Secondary Offerings Risk – The Fund may invest a portion of its assets in shares of IPOs or secondary offerings of an issuer. IPOs and secondary offerings may have a magnified impact on the performance of a Fund with a small asset base. The impact of IPOs and secondary offerings on a Fund’s performance likely will decrease as the Fund’s asset size increases, which could reduce a Fund’s returns. IPOs and secondary offerings may not be consistently available to the Fund for investing. IPO and secondary offering shares frequently are volatile in price due to the absence of a prior public market, the small number of shares available for trading and limited information about the issuer. Therefore, the Fund may hold IPO and secondary offering shares for a very short period of time. This may increase the turnover of the Fund and may lead to increased expenses for the Fund, such as commissions and transaction costs. In addition, IPO and secondary offering shares can experience an immediate drop in value if the demand for the securities does not continue to support the offering price.

 

Leverage Risk – The Fund may use leverage to purchase securities. Increases and decreases in the value of the Fund’s portfolio will be magnified when the Fund uses leverage.

 

Management Risk – The Adviser’s judgment about the quality, relative yield or value of, or market trends affecting, a particular security or sector, or about interest rates generally, may be incorrect. The Adviser’s security selections and other investment decisions might produce losses or cause the Fund to underperform when compared to other funds with similar investment objectives and strategies.

 

Market Risk – The price of a security held by the Fund may fall due to changing market, economic or political conditions.

 

Portfolio Turnover Risk – High portfolio turnover necessarily results in greater transaction costs which may reduce Fund performance.

 

Qualified Dividend Tax Risk – Favorable U.S. federal tax treatment of Fund distributions may be adversely affected, changed or repealed by future changes in tax laws.

 

Small and Medium Capitalization Company Risk – Securities of small or medium capitalization companies are more likely to experience sharper swings in market values, less liquid markets, in which it may be more difficult for the Adviser to sell at times and at prices that the Adviser believes appropriate and generally are more volatile than those of larger companies.

 

Swaps Risk – Swap agreements are derivative instruments that can be individually negotiated and structured to address exposure to a variety of different types of investments or market factors. Depending on their structure, swap agreements may increase or decrease the Fund’s exposure to long- or short-term interest rates, foreign currency values, mortgage securities, corporate borrowing rates, or other factors such as security prices or inflation rates. The Fund also may enter into swaptions, which are options to enter into a swap agreement. Since these transactions generally do not involve the delivery of securities or other underlying assets or principal, the risk of loss with respect to swap agreements and swaptions generally is limited to the net amount of payments that the Fund is contractually obligated to make. There is also a risk of a default by the other party to a swap agreement or swaption, in which case the Fund may not receive the net amount of payments that the Fund contractually is entitled to receive.

 

Undervalued Stock Risk – The Fund may pursue strategies that may include investing in securities, which, in the opinion of the Adviser, are undervalued. The identification of investment opportunities in undervalued securities is a difficult task and there is no assurance that such opportunities will be successfully recognized or acquired. While investments in undervalued securities offer opportunities for above-average capital appreciation, these investments involve a high degree of financial risk and can result in substantial losses.

 

Please refer to pages 3-5 for other important disclosures and definitions.

 

13

 
Alpine Accelerating Dividend Fund

 

Comparative Annualized Returns as of 4/30/14 (Unaudited)   
                
   6 Months(1)    1 Year    3 Years    5 Years    Since Inception(2)
Alpine Accelerating Dividend Fund — Institutional Class    8.47%      18.67%      11.60%      16.93%      15.03%  
Alpine Accelerating Dividend Fund — Class A (Without Load)    8.34%      18.30%      N/A      N/A      18.98%  
Alpine Accelerating Dividend Fund — Class A (With Load)    2.40%      11.81%      N/A      N/A      16.13%  
S&P 500® Index    8.35%      20.43%      13.82%      19.13%      14.63%  
Dow Jones Industrial Average    7.90%      14.44%      11.85%      18.32%      13.52%  
Lipper Equity Income Funds Average(3)    7.37%      16.31%      11.68%      17.51%      15.20%  
Lipper Equity Income Funds Ranking(3)    N/A(4)      109/436      190/315      180/270      152/268  
Gross Expense Ratio (Institutional Class): 3.43%(5)                                   
Net Expense Ratio (Institutional Class): 1.35%(5)                                   
Gross Expense Ratio (Class A): 3.68%(5)                                   
Net Expense Ratio (Class A): 1.60%(5)                                   
 
  (1) Not annualized.
  (2) Institutional Class shares commenced on November 5, 2008 and Class A shares commenced on December 30, 2011. Returns for indices are since November 5, 2008.
  (3) The since inception data represents the period beginning November 6, 2008 (Institutional Class only).
  (4) FINRA does not recognize rankings for less than one year.
  (5) As disclosed in the prospectus dated February 28, 2014.

 

Performance data quoted represents past performance and is not predictive of future results. Investment return and principal value of the Fund fluctuate, so that the shares, when redeemed, may be worth more or less than their original cost. Performance current to the most recent month end may be lower or higher than performance quoted and may be obtained by calling 1-888-785-5578. Performance data shown does not reflect the 1.00% redemption fee imposed on shares held for fewer than 60 days. If it did, total returns would be reduced. Returns for the Class A shares with sales charge reflect a maximum sales charge of 5.50%. Performance for the Class A shares without sales charges does not reflect this load.

 

The S&P 500® Index is a float-adjusted market capitalization-weighted index of 500 common stocks chosen for market size, liquidity, and industry group representation to represent U.S. equity performance. The Dow Jones Industrial Average is a price-weighted average of 30 blue chip stocks that are generally the leaders in their industry. The Lipper Equity Income Funds Average is an average of funds that seek relatively high current income and income growth through investing 60% or more of their respective portfolios in equities. Lipper rankings for the periods shown are based on fund total returns with dividends and distributions reinvested and do not reflect sales charges. The S&P 500® Index, the Dow Jones Industrial Average, and the Lipper Equity Income Funds Average are unmanaged and do not reflect direct fees associated with a mutual fund, such as investment adviser fees; however, the Lipper Equity Income Funds Average reflects fees charged by the underlying funds. The performance for the Alpine Accelerating Dividend Fund reflects the deduction of fees for these value-added services. Investors cannot directly invest in an index.

 

Expense Ratios reflect the ratios reported in the Fund’s most recent prospectus. The Alpine Accelerating Dividend Fund has a contractual expense waiver that continues through February 28, 2015. Where a Fund’s gross and net expense ratios are the same for the period reported, the contractual expense reimbursement level was not reached as of the end of that period. To the extent the Fund’s expenses were reduced by waivers, the Fund’s total returns were increased. In these cases, in the absence of the expense waivers, the Fund’s total returns would have been lower.

 

To the extent that the Fund’s historical performance resulted from gains derived from participation in Initial Public Offerings (“IPOs”) and/or Secondary Offerings, there is no guarantee that these results can be replicated in future periods or that the Fund will be able to participate to the same degree in IPO/Secondary Offerings in the future.

 

14

 
Alpine Accelerating Dividend Fund (continued)

 

 

 

Portfolio Distributions* (Unaudited)

 

 

 

Top 10 Holdings* (Unaudited)  
1 . Apple, Inc. 2.11 %
2 . Avago Technologies, Ltd. 1.74 %
3 . Becton, Dickinson & Co. 1.66 %
4 . Energizer Holdings, Inc. 1.64 %
5 . Suncor Energy, Inc. 1.62 %
6 . Bristow Group, Inc. 1.61 %
7 . TE Connectivity, Ltd. 1.61 %
8 . Schlumberger, Ltd. 1.60 %
9 . AbbVie, Inc. 1.59 %
10 . Comcast Corp.-Class A 1.58 %
 
* Portfolio Distributions percentages are based on total investments. Top 10 Holdings do not include short-term investments and percentages are based on total net assets. Portfolio holdings and sector distributions are as of 04/30/14 and are subject to change. Portfolio holdings are not recommendations to buy or sell any securities.

 

Value of a $10,000 Investment (Unaudited)
 

 

This chart represents a comparison of a hypothetical $10,000 investment in the Fund versus a similar investment in the Fund’s benchmark. The graph and the table do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares. Investment performance reflects the waiver and recovery of certain fees, if applicable. Without the waiver and recovery of fees, the Fund’s total return would have differed.

 

Performance data quoted represents past performance and is not predictive of future results. Investment return and principal value of the Fund fluctuate, so that shares, when redeemed, may be worth more or less than their original cost.

 

15

 
Alpine Accelerating Dividend Fund (continued)

 

Commentary

 

For the six months ended April 30, 2014, the Alpine Accelerating Dividend Fund generated a total return of 8.47%. This compares with a total return of 8.35% for the S&P 500® Index for the same period. During the last six months, the Fund steadily increased its monthly per share distribution from $0.0409 in October, 2013 to $0.0415 in April, 2014. All references in this letter to the Fund’s performance relate to the performance of the Fund’s Institutional Class.

 

PERFORMANCE DRIVERS

 

The Fund generally prefers to take a more conservative investment stance with regard to portfolio construction and security selection during times of economic and geopolitical uncertainty. We believe that the six months ended April 30, 2014 was such a time. For this reason, the Fund had an average cash holding of 4.5% during the fiscal half year and a portfolio beta less than 1.0 during the same span. Despite this conservative positioning, the Fund was able to slightly outperform the S&P 500® Index for the six months ended April 30, 2014 due, in part, to stock selection.

 

On a sector basis, information technology, financials, and industrials had the largest impact on the absolute performance of the Fund. While still making positive absolute contributions, the telecommunication services, materials, and consumer discretionary sectors had the smallest impact. On a relative basis, the financial sector generated the largest outperformance versus the S&P 500® Index, followed by the information technology and industrials sectors. Energy, health care, and materials sectors were the worst relative performers.

 

PORTFOLIO ANALYSIS

 

The top five stocks contributing to the Fund’s performance during the six months ended April 30, 2014, based on contribution to total return were Avago Technologies, NorthStar Realty Finance, SES SA, Marten Transport, and Teva Pharmaceutical Industries.

 

  Semiconductor manufacturer Avago Technologies received a boost during the period due to the announced acquisition of LSI Corporation. The purchase should be strongly accretive to earnings immediately after closing. From a fundamental standpoint, Avago continued to benefit from the roll out of next generation (4G LTE) wireless networks. The company has been gaining share in the marketplace as a technology leader. Plus, two of the company’s competitors in the market announced plans to merge their businesses, which should be a long term positive for the industry.
  Shares of NorthStar Realty Finance, a commercial mortgage Real Estate Investment Trust (REIT), enjoyed a strong rally beginning in December 2013 when the company announced that it would be spinning off its asset management business into a separate publicly traded C-corp. Investors cheered the news as the new asset management company could trade at meaningfully higher multiples than the legacy REIT. Additionally, NRF unveiled several strategic initiatives including an investment into RXR Realty, a private real estate company focused on New York City and the tri-state area.
     
  Satellite operator SES’ shares rallied during the early part of the calendar year as investors began to appreciate the company’s ability to generate strong cash flow and the defensive nature of its business provided a relative sense of stability in a choppy market. Following a disappointing 2013, SES appears set to resume its steady mid-single-digit top line growth model in 2014.
     
  An improving outlook for truckload freight transport has led to a strong performance for shares of Marten Transport, one of the largest truckload carriers focused on the temperature controlled market. Additionally, Marten’s business transformation from a long haul focus to a more regional model has resulted in solid improvement in asset utilization, better yields, and reduced deadhead miles. These factors bode well for the shares, in our view, as the stock trades at attractive levels relative to its peers.
     
  There were several events over the first half of the fiscal year that contributed to the strong performance in Teva Pharmaceuticals shares – activist shareholders have taken an interest in the company, Teva has been the subject of merger and acquisition (M&A) speculation in the sector, and the CEO was replaced in early February by a well-regarded turnaround specialist. In addition, the underlying business has held up a bit better than expected.
     
GNC Holdings, Pier 1 Imports, J.M. Smucker, Corrections Corporation of America , and Dawson Geophysical had the largest adverse impact on the performance of the Fund over the fiscal half year.
     
  GNC Holdings shares had a poor start to the year as the underlying business stalled as we exited 2013 and it continued into the early part of 2014. Weather was one of the factors contributing to the disappointing performance but there are still some concerns that


 

16

 
Alpine Accelerating Dividend Fund (continued)

 

    the issues may be more ongoing in nature. The shares were also hit by headlines about the safety of some of the products sold in their stores.
     
  Retailer Pier 1 had a difficult start to the year. After posting solid results in mid-December, the company was hit by the weather-related issues that had an impact on much of the retail landscape. This caused management to take down its expectations three times during the first quarter. Given the multiple revisions, investors became concerned that there may be more issues in the underlying business. Housing-related names were also weak in the period as housing data experienced some slowing in the period.
     
  Like many of its branded food peers, the JM Smucker Company has struggled to grow volumes given a difficult consumer spending environment. In addition, sales of its coffee K-Cups have slowed dramatically as new entrants into the market have vastly increased competition. Finally, given its large exposure to packaged coffee segment through its Folgers brand, investor sentiment has soured for the shares as prices for green coffee beans have surged due to the ongoing drought in Brazil.
     
  Shares of Corrections Corp of America (CXW), an operator of prisons for state and federal government, suffered from uncertainty about the future of the California corrections market, one of its largest markets. A string of delays throughout 2013 eventually ended with a disappointing judicial decision in February 2014 that granted the state an additional two years to comply with laws meant to reduce overcrowding in prisons. With the ruling, CXW lost the opportunity to fill out-of-state beds with California inmates.
     
  A stretch of bad weather this past winter as well as some operational hiccups has caused Dawson Geophysical to report a string of weaker than expected quarterly results. Additionally, the company is contending with a still challenging environment for its onshore seismic data acquisition service offering. Despite the recent challenges, we remain bullish on Dawson’s long-term prospects given its
    investment in cutting edge equipment and its strong balance sheet.

 

SUMMARY & OUTLOOK

 

As we look toward the balance of 2014, we see a market environment that remains fairly uncertain. The U.S. continues to grow below trend while contending with a partisan environment in Washington D.C. In December 2013, the Fed announced its intention to begin to taper its quantitative easing (QE3) program, and the market continues to grapple with the consequences of the Fed’s actions on all corners from Treasury yields to emerging market equities. In Europe, growth continued to be sluggish and the specter of deflation cannot be overlooked. Indeed, the European Central Bank continued to strike a dovish tone with its commitment to accommodative short rates for as long as needed to stimulate the economy and combat inflation deemed to be too low. Emerging markets (EM) appear to be undergoing a difficult transition from a world awash in liquidity to one where liquidity isn’t quite so abundant, although investment flows continue to create upside and downside volatility in the various EM equity markets. This macro backdrop together with our view that equity market valuations are fairly robust, lead us to continue to take a more conservative investment stance.

 

Beyond the macroeconomic environment, the Fund continues to emphasize its focus on what we view as quality companies with strong balance sheets that have a demonstrated track record of increasing and/or accelerating dividends. In addition, we remain on the lookout for stocks with the potential to initiate, grow, or accelerate their dividends over time. Although this strategy may lag behind the market in periods of robust returns, we believe it provides a more attractive risk/return profile over the long run. In conclusion, similar to the stocks in which we seek to invest, the Fund aims to provide a steadily rising distribution to its investors.

 

We thank our shareholders for their support.

 

Sincerely,

 

Bryan Keane
Andrew Kohl
Portfolio Managers


 

17

 
Alpine Accelerating Dividend Fund (continued)

 

This letter represents the opinions of the Fund’s management and is subject to change, is not guaranteed and should not be considered a recommendation to buy or sell any security. The information provided is not intended to be, and is not, a forecast of future events, a guarantee of future results, or investment advice. Views expressed may vary from those of the firm as a whole. Past performance is no guarantee of future results.

 

 

Mutual fund investing involves risk. Principal loss is possible. The Fund is subject to risks, including the following:

 

Currency Risk – The value of investments in securities denominated in foreign currencies increases or decreases as the rates of exchange between those currencies and the U.S. dollar change. Currency conversion costs and currency fluctuations could erase investment gains or add to investment losses. Currency exchange rates can be volatile, and are affected by factors such as general economic conditions, the actions of the U.S. and foreign governments or central banks, the imposition of currency controls and speculation.

 

Dividend Strategy Risk – The Fund’s strategy of investing in dividend-paying stocks involves the risk that such stocks may fall out of favor with investors and underperform the market. Companies that issue dividend paying-stocks are not required to continue to pay dividends on such stocks. Therefore, there is the possibility that such companies could reduce or eliminate the payment of dividends in the future or the anticipated acceleration of dividends could not occur.

 

Equity Securities Risk – The stock or other security of a company may not perform as well as expected, and may decrease in value, because of factors related to the company (such as poorer than expected earnings or certain management decisions) or to the industry in which the company is engaged (such as a reduction in the demand for products or services in a particular industry).

 

Foreign Currency Transactions Risk – Foreign securities are often denominated in foreign currencies. As a result, the value of the Fund’s shares is affected by changes in exchange rates. The Fund may enter into foreign currency transactions to try to manage this risk. The Fund’s ability to use foreign currency transactions successfully depends on a number of factors, including the foreign currency transactions being available at prices that are not too costly, the availability of liquid markets and the ability of the Adviser to accurately predict the direction of changes in currency exchange rates.

 

Foreign Securities Risk – The Fund’s investments in securities of foreign issuers or issuers with significant exposure to foreign markets involve additional risk. Foreign countries in which the Fund may invest may have markets that are less liquid, less regulated and more volatile than U.S. markets. The value of the Fund’s investments may decline because of factors affecting the particular issuer as well as foreign markets and issuers generally, such as unfavorable government actions, and political or financial instability. Lack of information may also affect the value of these securities. The risks of foreign investments are heightened when investing in issuers in emerging market countries.

 

Growth Stock Risk – Growth stocks typically are very sensitive to market movements because their market prices tend to reflect future expectations. When it appears those expectations will not be met, the prices of growth stocks typically fall. Growth stocks as a group may be out of favor and underperform the overall equity market while the market concentrates on undervalued stocks. Although the Fund will not concentrate its investments in any one industry or industry group, it may, like many growth funds, weight its investments toward certain industries, thus increasing its exposure to factors adversely affecting issuers within those industries.

 

Initial Public Offerings and Secondary Offerings Risk – The Fund may invest a portion of its assets in shares of IPOs or secondary offerings of an issuer. IPOs and secondary offerings may have a magnified impact on the performance of a Fund with a small asset base. The impact of IPOs and secondary offerings on a Fund’s performance likely will decrease as the Fund’s asset size increases, which could reduce a Fund’s returns. IPOs and secondary offerings may not be consistently available to the Fund for investing. IPO and secondary offering shares frequently are volatile in price due to the absence of a prior public market, the small number of shares available for trading and limited information about the issuer. Therefore, the Fund may hold IPO and secondary offering shares for a very short period of time. This may increase the turnover of the Fund and may lead to increased expenses for the Fund, such as commissions and transaction costs. In addition, IPO and secondary offering shares can experience an immediate drop in value if the demand for the securities does not continue to support the offering price.

 

Management Risk – The Adviser’s judgment about the quality, relative yield or value of, or market trends affecting, a particular security or sector, or about interest rates generally, may be incorrect. The Adviser’s security selections and other investment decisions might produce losses or cause the Fund to underperform when compared to other funds with similar investment objectives and strategies.

 

Market Risk – The price of a security held by the Fund may fall due to changing market, economic or political conditions.

 

18

 
Alpine Accelerating Dividend Fund (continued)

 

Micro Capitalization Company Risk – Stock prices of micro capitalization companies are significantly more volatile, and more vulnerable to adverse business and economic developments than those of larger companies. Micro capitalization companies often have narrower markets for their goods and/or services and more limited managerial and financial resources than larger, more established companies, including small or medium capitalization companies.

 

Portfolio Turnover Risk – High portfolio turnover necessarily results in greater transaction costs which may reduce Fund performance.

 

Small and Medium Capitalization Company Risk – Securities of small or medium capitalization companies are more likely to experience sharper swings in market values, less liquid markets, in which it may be more difficult for the Adviser to sell at times and at prices that the Adviser believes appropriate and generally are more volatile than those of larger companies.

 

Undervalued Stock Risk – The Fund may pursue strategies that may include investing in securities, which, in the opinion of the Adviser, are undervalued. The identification of investment opportunities in undervalued securities is a difficult task and there is no assurance that such opportunities will be successfully recognized or acquired. While investments in undervalued securities offer opportunities for above-average capital appreciation, these investments involve a high degree of financial risk and can result in substantial losses.

 

Please refer to pages 3-5 for other important disclosures and definitions.

 

19

 
Alpine Financial Services Fund

 

Comparative Annualized Returns as of 4/30/14 (Unaudited)        
   6 Months(1)   1 Year   3 Years   5 Years   Since Inception(2)
Alpine Financial Services Fund — Institutional Class   10.83%    28.89%    12.76%    21.00%    9.06% 
Alpine Financial Services Fund — Class A (Without Load)   10.60%    28.46%    N/A    N/A    32.72% 
Alpine Financial Services Fund — Class A (With Load)   4.54%    21.34%    N/A    N/A    29.55% 
KBW Bank Index   7.56%    22.65%    12.16%    17.76%    -1.84% 
NASDAQ Financial-100 Total Return Index   3.16%    19.33%    12.27%    14.02%    2.82% 
S&P 500® Index   8.35%    20.43%    13.82%    19.13%    7.64% 
Lipper Financial Services Funds Average(3)   5.46%    19.41%    11.43%    15.54%    1.16% 
Lipper Financial Services Funds Ranking(3)   N/A(4)    6/80    29/74    4/67    1/52 
Gross Expense Ratio (Institutional Class): 1.85%(5)                         
Net Expense Ratio (Institutional Class): 1.48%(5)                         
Gross Expense Ratio (Class A): 2.10%(5)                         
Net Expense Ratio (Class A): 1.73%(5)                         

 

 

 

  (1) Not annualized.
  (2) Institutional Class shares commenced on November 1, 2005 and Class A shares commenced on December 30, 2011. Returns for indices are since November 1, 2005.
  (3) The since inception data represents the period beginning November 3, 2005 (Institutional Class only).
  (4) FINRA does not recognize rankings for less than one year.
  (5) As disclosed in the prospectus dated February 28, 2014.

 

Performance data quoted represents past performance and is not predictive of future results. Investment return and principal value of the Fund fluctuate, so that the shares, when redeemed, may be worth more or less than their original cost. Performance current to the most recent month end may be lower or higher than performance quoted and may be obtained by calling 1-888-785-5578. Performance data shown does not reflect the 1.00% redemption fee imposed on shares held for fewer than 60 days. If it did, total returns would be reduced. Returns for the Class A shares with sales charge reflect a maximum sales charge of 5.50%. Performance for the Class A shares without sales charges does not reflect this load.

 

The KBW Bank Index is a modified cap-weighted index consisting of 24 exchange-listed and National Market System stocks, representing national money center banks and leading regional institutions. The NASDAQ Financial-100 Total Return Index includes 100 of the largest domestic and international financial securities listed on the NASDAQ Stock Market based on market capitalization. They include companies classified according to the Industry Classification Benchmark as Financials, which are included within the NASDAQ Bank, NASDAQ Insurance, and NASDAQ Other Finance Indexes. The S&P 500® Index is a float-adjusted market capitalization-weighted index of 500 common stocks chosen for market size, liquidity, and industry group representation to represent U.S. equity performance. The Lipper Financial Services Funds Average is an average of funds whose primary objective is to invest primarily in equity securities of companies engaged in providing financial services. Lipper rankings for the periods shown are based on fund total returns with dividends and distributions reinvested and do not reflect sales charges. The KBW Bank Index, the NASDAQ Financial-100 Total Return Index, the S&P 500® Index and the Lipper Financial Services Funds Average are unmanaged and do not reflect the deduction of direct fees associated with a mutual fund, such as investment adviser fees; however, the Lipper Financial Services Fund Average reflects fees charged by the underlying funds. The performance for the Alpine Financial Services Fund reflects the deduction of fees for these value-added services. Investors cannot directly invest in an index.

 

Expense Ratios reflect the ratios reported in the Fund’s most recent prospectus. The Alpine Financial Services Fund has a contractual expense waiver that continues through February 28, 2015. Where a Fund’s gross and net expense ratios are the same for the period reported, the contractual expense reimbursement level was not reached as of the end of that period. To the extent the Fund’s expenses were reduced by waivers, the Fund’s total returns were increased. In these cases, in the absence of the expense waivers, the Fund’s total returns would have been lower.

 

The Fund’s past performance benefitted significantly from Initial Public Offerings (“IPOs”) and Secondary Offerings of certain issuers, and there is no assurance that the Fund can replicate this performance in the future or that the Fund will be able to participate to the same degree in IPO/Secondary Offerings in the future.

 

20 

 

Alpine Financial Services Fund (continued)

 

 

Portfolio Distributions* (Unaudited)  
   
Top 10 Holdings* (Unaudited)  
1 . Lloyds Banking Group PLC 3.81 %
2 . PennyMac Financial Services,    
    Inc.-Class A 3.30 %
3 . Ally Financial, Inc. 2.64 %
4 . Banco de Chile-ADR 2.58 %
5 . Citigroup, Inc. 1.91 %
6 . NorthStar Realty Finance Corp. 1.71 %
7 . United Insurance Holdings Corp. 1.70 %
8 . Hudson Pacific Properties, Inc. 1.32 %
9 . Fortress Investment Group    
    LLC-Class A 1.32 %
10 . La Quinta Holdings, Inc. 1.26 %

 

 

 

* Portfolio Distributions percentages are based on total investments. Top 10 Holdings do not include short-term investments and percentages are based on total net assets. Portfolio holdings and sector distributions are as of 04/30/14 and are subject to change. Portfolio holdings are not recommendations to buy or sell any securities.


 

Value of a $10,000 Investment (Unaudited)
 

  

This chart represents a comparison of a hypothetical $10,000 investment in the Fund versus a similar investment in the Fund’s benchmarks. The graph and the table do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares. Investment performance reflects the waiver and recovery of certain fees, if applicable. Without the waiver and recovery of fees, the Fund’s total return would have differed.

 

Performance data quoted represents past performance and is not predictive of future results. Investment return and principal value of the Fund fluctuate, so that shares, when redeemed, may be worth more or less than their original cost.


 

21

 

Alpine Financial Services Fund (continued)

 

Commentary

 

The Alpine Financial Services Fund generated a 10.83% total return for the six months ended April 30, 2014. This compares to the Fund’s benchmarks which showed total returns of 3.16% for the NASDAQ Financial 100 Total Return Index and 7.56% for the KBW Bank Index during the same period. All references in this letter to the Fund’s performance relate to the performance of the Fund’s Institutional Class.

 

SEMI-ANNUAL IN REVIEW

 

After a strong finish to calendar 2013, the U.S. equity markets got off to a weak start in 2014. Uncertainty about the economic recovery contributed to the weakness. There was a mixture of both strong and weak economic data reported. Economists blamed the harsh winter weather for the disappointing data, while the strong economic data caused the acceleration of Federal Reserve tapering. Among the international markets, some of the best performing areas in 2014 included the European markets. Investor confidence in the European Central Bank’s ability to stabilize the region through an accommodative monetary policy contributed to an inflow of funds into these markets. In the Asia/Pacific region, Indonesia and the Philippines were among the best performing stock markets, while economic concerns have caused the China and Japan markets to underperform. In Latin America, there appears to be some interest by international investors to selectively re-enter the region.

 

Economic outlook is a contributing factor to the performance of financial stocks. During the first part of the semi-annual period, a positive outlook for U.S. economic growth drove government bond yields higher. These higher yields, combined with the belief that stronger economic growth would lead to an increase in loan demand, aided bank stocks in the first half of the six month period. Then as the economy began to wane, bond yields fell as did loan growth expectations. This led to weak bank stock performance in the second half of the six month period. Internationally, improved investor confidence toward the Eurozone contributed to strong stock performance among some banks located in the peripheral countries. Economic concerns in China and Japan contributed to an underperformance of financial stocks in those countries.

 

CONTRIBUTING STOCKS

 

The top five stocks contributing to the Fund’s performance during the first six months of fiscal 2014 were NorthStar Realty Finance Corp., Carolina Trust Bank,

First Business Financial Services, United Insurance Holdings Corp., and Blackstone Group L.P.

 

  NorthStar Realty Finance Corp. is a diversified commercial real estate and asset management company. The stock price reacted well to the announced spin-off of the Company’s asset management business into a separate public entity.
     
  Carolina Trust Bank is a $267 million in assets bank located in Lincolnton, North Carolina. After reporting an annual loss in 2013, the Bank returned to profitability in the first quarter of 2014.
     
  First Business Financial Services, Inc. is a bank with $1.3 billion in assets headquartered in Madison, Wisconsin. The company’s lean no retail branch distribution strategy has contributed an above peer return on equity. This has allowed the Bank to increase their cash dividend by 50% this year while also steadily growing book value.
     
  United Insurance Holdings Corp. is a property and casualty insurance company headquartered in Saint Petersburg, Florida. Better than expected earnings and a well-received capital raise aided the stock advance this period.
     
  Blackstone Group L.P. is an alternative asset management firm. The company has been successful in growing their assets under management. This growth combined with an increase in performance based management fees bolstered the stock performance this period.
     
The five stocks detracting the most from the Fund’s performance during the first six months of fiscal 2014 were Medallion Financial Corp., Fireye, Inc., Noah Holdings Ltd., PennyMac Financial Services, Inc., and Fortress Investment Group LLC.
 
  Medallion Financial Corp. is a specialty finance company. The stock declined on disappointing earnings and a dilutive equity offering.
     
  Fireye, Inc. is a provider of cybersecurity software. After their equity offering, the stock got caught up in the sell-off of technology growth stocks. Given the heightened attention by regulators within the financial industry along with more frequent cyber-attacks reported in other industries, we expect the demand for this type of product to grow significantly.
     
  Noah Holdings Ltd. is a wealth management firm located in China. Concern over the country’s


 

22

 
Alpine Financial Services Fund (continued)

 

    economic growth prospects weighed on the stock’s performance.
     
  PennyMac Financial Services, Inc. is a specialty financial services company. A stock offering late in the period contributed to the underperformance.
     
  Fortress Investment Group LLC is a diversified global investment management firm. The weak capital markets during the first part of 2014 have caused analysts to reduce their estimates for the Firm’s performance fees this year.

 

The Fund has participated in Initial Public Offerings (“IPO’s”) both within and outside of the financial sector. The Fund’s trading in IPO’s had a positive impact on the Fund’s return for the reporting period. We cannot predict whether there will be more IPO’s that meet our investment standards, or that we will be able to participate and benefit from them, but we will continue to search.

 

We also continued to find value in the Secondary Offerings in the financial sector. As a result, the Fund has been an active participant in these offerings and they have contributed to the Fund’s return for the period. Similar to the IPO’s, we cannot predict whether these offerings will continue to exist, but provided the market offers what we believe to be attractively-priced Secondary Offerings, the Fund will continue to participate in them.

 

We had significant net inflows to the Fund during the period and, as a result, maintained large cash positions that had a detrimental effect on the Fund’s total return for the period.

 

SUMMARY & OUTLOOK

 

The steady but slow growing economy is hampering bank profitability. Quality loan demand is modest and, combined with low interest rates, has led to reduced net interest margins for the industry. Helping offset some of the reduced spread income has been an improvement in asset quality which allows credit costs to decline. Also, with balance sheet growth weak, banks have been looking for ways to reduce overhead through improved efficiency. But until the growth rate for the economy strengthens it will be a challenge for banks to significantly increase their return on equity. This is a

reason why more banks are considering acquisitions as a way of augmenting their organic growth and potentially achieving higher profitability. During the semi-annual period, the Fund had holdings in four companies which signed merger agreements. Community National Bank of the Lakeway Area plans to merger with Trisummit Bank, Jefferson Bancshares signed a merger agreement with HomeTrust Bancshares, North Valley Bancorp will become part of Trico Bancshares and OmniAmerican Bancorp announced their intent to be acquired by Southside Bancshares. We believe the banking industry may be in the early stage of a multi-year consolidation cycle. Over 200 mergers were announced in each of the last two years. In the last cycle, which began after the thrift crisis, the number of annual deals reached over 500. While we don’t know if the pace of deals can reach 500 per year, we believe the volume of mergers could accelerate from the current level.

 

Under the assumption that economic growth will strengthen in the second half of the year, we believe the capital markets could also improve. Based in this projection, we continue to like the exchange stocks. In a better economic environment, we expect to see greater investor participation in the capital markets. If this were to happen, trading volumes should increase which would translate into higher revenue for the exchange companies. Greater investor participation should also benefit asset managers. If investor confidence in the market improves there could be a flow of funds from money market funds into equity funds which carry a higher management fee.

 

From a regional basis, we still prefer U.S. financial companies. But as economic growth and fiscal stability start to spread to other countries we are being more constructive on a selective basis internationally.

 

We look forward to updating you on future results and would like to thank you for your ongoing support.

 

Sincerely,

 

Peter Kovalski
Stephen A. Lieber
Portfolio Managers


 

23

 
Alpine Financial Services Fund (continued)

 

This letter represents the opinions of the Fund’s management and is subject to change, is not guaranteed and should not be considered a recommendation to buy or sell any security. The information provided is not intended to be, and is not, a forecast of future events, a guarantee of future results, or investment advice. Views expressed may vary from those of the firm as a whole. Past performance is no guarantee of future results.

 

 

 

Mutual fund investing involves risk. Principal loss is possible. The Fund is subject to risks, including the following:

 

Concentration Risk – The Fund’s strategy of concentrating in companies in a specific industry means that its performance will be closely tied to the performance of a particular market segment. The Fund’s concentration in these companies may present more risks than if it were broadly diversified over numerous industries and sectors of the economy. A downturn in these companies would have a larger impact on the Fund than on a mutual fund that does not concentrate in such companies. At times, the performance of these companies will lag the performance of other industries or the broader market as a whole.

 

Currency Risk – The value of investments in securities denominated in foreign currencies increases or decreases as the rates of exchange between those currencies and the U.S. dollar change. Currency conversion costs and currency fluctuations could erase investment gains or add to investment losses. Currency exchange rates can be volatile, and are affected by factors such as general economic conditions, the actions of the U.S. and foreign governments or central banks, the imposition of currency controls and speculation.

 

Equity Securities Risk – The stock or other security of a company may not perform as well as expected, and may decrease in value, because of factors related to the company (such as poorer than expected earnings or certain management decisions) or to the industry in which the company is engaged (such as a reduction in the demand for products or services in a particular industry).

 

Financial Services Industry Concentration Risk – The Fund is subject to the risk of concentrating investments in financial services companies, which makes it more susceptible to factors adversely affecting issuers within that industry than would a fund investing in a more diversified portfolio of securities. Economic downturns, credit losses and severe price competition can negatively affect this industry. The profitability of financial services companies is dependent on the availability and cost of capital and can fluctuate significantly when interest rates change. Financial services companies are also subject to extensive government regulation. The impact of recent legislation on any individual company or on the industry as a whole cannot be predicted.

 

Foreign Currency Transactions Risk – Foreign securities are often denominated in foreign currencies. As a result, the value of the Fund’s shares is affected by changes in exchange rates. The Fund may enter into foreign currency transactions to try to manage this risk. The Fund’s ability to use foreign currency transactions successfully depends on a number of factors, including the foreign currency transactions being available at prices that are not too costly, the availability of liquid markets and the ability of the Adviser to accurately predict the direction of changes in currency exchange rates.

 

Foreign Securities Risk – The Fund’s investments in securities of foreign issuers or issuers with significant exposure to foreign markets involve additional risk. Foreign countries in which the Fund may invest may have markets that are less liquid, less regulated and more volatile than U.S. markets. The value of the Fund’s investments may decline because of factors affecting the particular issuer as well as foreign markets and issuers generally, such as unfavorable government actions, and political or financial instability. Lack of information may also affect the value of these securities. The risks of foreign investments are heightened when investing in issuers in emerging market countries.

 

Growth Stock Risk – Growth stocks are stocks of companies believed to have above-average potential for growth in revenue and earnings. Growth stocks typically are very sensitive to market movements because their market prices tend to reflect future expectations. When it appears those expectations will not be met, the prices of growth stocks typically fall. Growth stocks as a group may be out of favor and underperform the overall equity market while the market concentrates on undervalued stocks.

 

Initial Public Offerings and Secondary Offerings Risk – The Fund may invest a portion of its assets in shares of IPOs or secondary offerings of an issuer. IPOs and secondary offerings may have a magnified impact on the performance of a Fund with a small asset base. The impact of IPOs and secondary offerings on a Fund’s performance likely will decrease as the Fund’s asset size increases, which could reduce a Fund’s returns. IPOs and secondary offerings may not be consistently available to the Fund for investing. IPO and secondary offering shares frequently are volatile in price due to the absence of a prior public market, the small number of shares available for trading and limited information about the issuer. Therefore, the Fund may hold IPO and secondary offering shares for a very short period of time. This may increase the turnover of the Fund and may lead to increased expenses for the Fund, such as commissions and transaction costs. In addition, IPO and secondary offering shares can experience an immediate drop in value if the demand for the securities does not continue to support the offering price.

 

24

 
Alpine Financial Services Fund (continued)

 

Leverage Risk – The Fund may use leverage to purchase securities. Increases and decreases in the value of the Fund’s portfolio will be magnified when the Fund uses leverage.

 

Liquidity Risk – Some securities held by the Fund may be difficult to sell, or illiquid, particularly during times of market turmoil. Illiquid securities may also be difficult to value. If the Fund is forced to sell an illiquid asset to meet redemption requests or other cash needs, the Fund may be forced to sell at a loss.

 

Management Risk – The Adviser’s judgment about the quality, relative yield or value of, or market trends affecting, a particular security or sector, or about interest rates generally, may be incorrect. The Adviser’s security selections and other investment decisions might produce losses or cause the Fund to underperform when compared to other funds with similar investment objectives and strategies.

 

Market Risk – The price of a security held by the Fund may fall due to changing market, economic or political conditions.

 

Micro Capitalization Company Risk – Stock prices of micro capitalization companies are significantly more volatile, and more vulnerable to adverse business and economic developments than those of larger companies. Micro capitalization companies often have narrower markets for their goods and/or services and more limited managerial and financial resources than larger, more established companies, including small or medium capitalization companies.

 

Portfolio Turnover Risk – High portfolio turnover necessarily results in greater transaction costs which may reduce Fund performance.

 

Small and Medium Capitalization Company Risk – Securities of small or medium capitalization companies are more likely to experience sharper swings in market values, less liquid markets, in which it may be more difficult for the Adviser to sell at times and at prices that the Adviser believes appropriate and generally are more volatile than those of larger companies.

 

Undervalued Stock Risk – The Fund may pursue strategies that may include investing in securities, which, in the opinion of the Adviser, are undervalued. The identification of investment opportunities in undervalued securities is a difficult task and there is no assurance that such opportunities will be successfully recognized or acquired. While investments in undervalued securities offer opportunities for above-average capital appreciation, these investments involve a high degree of financial risk and can result in substantial losses.

 

Please refer to pages 3-5 for other important disclosures and definitions.

25

 
Alpine Small Cap Fund(1)

 

Comparative Annualized Returns as of 4/30/14 (Unaudited)    
    6 Months(2)     1 Year     3 Years     5 Years     Since Inception(3)
Alpine Small Cap Fund — Institutional Class     4.07%       17.05%       7.46%       21.03%       5.89%  
Alpine Small Cap Fund — Class A (Without Load)     3.88%       16.72%       N/A       N/A       17.20%  
Alpine Small Cap Fund — Class A (With Load)     -1.87%       10.34%       N/A       N/A       14.40%  
Russell 2000® Index     3.08%       20.50%       10.74%       19.84%       7.57%  
Russell 3000® Index     7.83%       20.78%       13.54%       19.54%       7.72%  
Russell 2000® Growth Index     1.27%       21.46%       10.33%       20.50%       8.67%  
S&P 500® Index     8.35%       20.43%       13.82%       19.13%       7.48%  
Lipper Small-Cap Core Funds Average(4)     4.39%       21.42%       10.67%       19.73%       7.89%  
Lipper Small-Cap Core Funds Ranking(4)     N/A(5)       670/737       593/658       150/584       397/445  
Gross Expense Ratio (Institutional Class): 1.80%(6)                                        
Net Expense Ratio (Institutional Class): 1.35%(6)                                        
Gross Expense Ratio (Class A): 2.05%(6)                                        
Net Expense Ratio (Class A): 1.60%(6)                                        
 
  (1) Effective March 31, 2014 the Fund’s name, strategy and portfolio managers were changed. The investment objective remains the same. The Fund was formerly known as Alpine Innovators Fund.
  (2) Not annualized.
  (3) Institutional Class shares commenced on July 11, 2006 and Class A shares commenced on December 30, 2011. Returns for indices are since July 11, 2006.
  (4) The since inception data represents the period beginning July 13, 2006 (Institutional Class only).
  (5) FINRA does not recognize rankings for less than one year.
  (6) As disclosed in the prospectus dated February 28, 2014.

 

Performance data quoted represents past performance and is not predictive of future results. Investment return and principal value of the Fund fluctuate, so that the shares, when redeemed, may be worth more or less than their original cost. Performance current to the most recent month end may be lower or higher than performance quoted and may be obtained by calling 1-888-785-5578. Performance data shown does not reflect the 1.00% redemption fee imposed on shares held for fewer than 60 days. If it did, total returns would be reduced. Returns for the Class A shares with sales charge reflect a maximum sales charge of 5.50%. Performance for the Class A shares without sales charges does not reflect this load.

 

The Russell 2000® Index measures the performance of the small-cap segment of the U.S. equity universe. The Russell 2000® Index is a subset of the Russell 3000® Index representing approximately 10% of the total market capitalization of that index. It includes approximately 2000 of the smallest securities based on a combination of their market cap and current index membership. The Russell 2000 is constructed to provide a comprehensive and unbiased small-cap barometer and is completely reconstituted annually to ensure larger stocks do not distort the performance and characteristics of the true small-cap opportunity set. The Russell 3000® Index measures the performance of the largest 3000 U.S. companies representing approximately 98% of the investable U.S. equity market. The Russell 2000® Growth Index measures the performance of the small-cap growth segment of the U.S. equity universe. It includes those Russell 2000 Index companies with higher price-to-value ratios and higher forecasted growth values. The S&P 500® Index is a float-adjusted market capitalization-weighted index of 500 common stocks chosen for market size, liquidity, and industry group representation to represent U.S. equity performance. The Lipper Small-Cap Core Funds Average is an average of funds that, by portfolio practice, invest at least 75% of their equity assets in companies with market capitalizations (on a three-year weighted basis) below Lipper’s USDE small-cap ceiling. Small-cap core funds have more latitude in the companies in which they invest. These funds typically have average characteristics compared to the S&P SmallCap 600 Index. Lipper rankings for the periods shown are based on fund total returns with dividends and distributions reinvested and do not reflect sales charges. The Russell 2000® Index, Russell 3000® Index, the Russell 2000® Growth Index, the S&P 500® Index and the Lipper Small-Cap Core Funds Average are unmanaged and do not reflect the deduction of direct fees associated with a mutual fund, such as investment adviser fees; however, the Lipper Small-Cap Core Funds Average reflects fees charged by the underlying funds. The performance for the Alpine Small Cap Fund reflects the deduction of fees for these value-added services. Investors cannot directly invest in an index.

 

Expense Ratios reflect the ratios reported in the Fund’s most recent prospectus. The Alpine Small Cap Fund has a contractual expense waiver that continues through February 28, 2015. Where a Fund’s gross and net expense ratios are the same for the period, the contractual expense reimbursement level was not reached as of the end of that period. To the extent the Fund’s expenses were reduced by waivers, the Fund’s total returns were increased. In these cases, in the absence of the expense waivers, the Fund’s total returns would have been lower.

 

The Fund’s past performance benefitted significantly from Initial Public Offerings (“IPOs”) of certain issuers, and there is no assurance that the Fund can replicate this performance in the future. To the extent that the Fund’s historical performance resulted from gains derived from participation in Secondary Offerings, there is no guarantee that these results can be replicated or that the Fund will be able to participate to the same degree in IPO/Secondary Offerings in the future.

 

26

 
Alpine Small Cap Fund (continued)

 

 

 

Portfolio Distributions* (Unaudited)

 

 

 

Top 10 Holdings* (Unaudited)  
1 . Lannett Co., Inc. 3.80 %
2 . Nexstar Broadcasting Group,    
    Inc.-Class A 3.74 %
3 . Canadian Energy Services &    
    Technology Corp. 3.62 %
4 . National Research Corp.-Class B 3.48 %
5 . Akorn, Inc. 3.37 %
6 . Paramount Resources, Ltd.-Class A 3.33 %
7 . Applied Optoelectronics, Inc. 3.21 %
8 . Applied Micro Circuits Corp. 3.13 %
9 . Natus Medical, Inc. 3.12 %
10 . Aegean Marine Petroleum    
    Network, Inc. 3.08 %

 

 
* Portfolio Distributions percentages are based on total investments. Top 10 Holdings do not include short-term investments and percentages are based on total net assets. Portfolio holdings and sector distributions are as of 04/30/14 and are subject to change. Portfolio holdings are not recommendations to buy or sell any securities.

 

Value of a $10,000 Investment (Unaudited)
 
 

 

This chart represents a comparison of a hypothetical $10,000 investment in the Fund versus a similar investment in the Fund’s benchmarks. The graph and the table do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares. Investment performance reflects the waiver and recovery of certain fees, if applicable. Without the waiver and recovery of fees, the Fund’s total return would have differed.

 

Performance data quoted represents past performance and is not predictive of future results. Investment return and principal value of the Fund fluctuate, so that shares, when redeemed, may be worth more or less than their original cost.

 

Effective March 31, 2014 the Fund’s name, strategy and portfolio managers were changed. The investment objective remains the same. The Fund was formerly known as Alpine Innovators Fund.

 

27

 
Alpine Small Cap Fund (continued)

 

Commentary

 

Effective March 31, 2014, the Alpine Innovators Fund changed its name to Alpine Small Cap Fund. Consistent with this change, the Fund’s investment strategy has been modified effective March 31, 2014 so that, under normal circumstances, the Fund invests at least 80% of its net assets in the equity securities of small capitalization companies. Also effective March 31, 2014, Michael Smith and Peter Belton became the Fund’s portfolio managers. This letter marks the transition between the managers as we discuss performance and stocks in the Fund over the six month period ending April 30, 2014. In March, the Fund went through a transition period as positions were migrated into the revised strategy.

 

The portfolio return for the Fund for the six month period ending April 30, 2014 was 4.07% compared with the Russell 3000® Index at 7.83% and the Russell 2000® Index at 3.08%. The Russell 2000® Index became the primary benchmark for the Fund effective March 31, 2014, as we believe it is a more appropriate comparison with the revised strategy. Investment results for the first half of fiscal year 2014 reflect a blend of the positions held prior to the change and positions held at the end of the period. All references to the Fund’s performance relate to the performance of the Fund’s Institutional Class.

 

The five top and bottom performers also reflect a blend of the stocks held between the two portfolios, as some of the stocks were transitioned out due to market cap size being inconsistent with a small cap investment strategy.

 

The top five stocks based on contribution to the Fund’s total return during the six months ended April 30, 2014, were Priceline Group, Paramount Resources, Hydrogenics Corporation, Hexagon Composites and Google.

 

Priceline continued to gain market share in the hotel reservations field, open new geographies and attract new consumers.

 

Paramount Resources is a Canadian exploration and production company with extensive assets in the Montney and Duvernay fields in Canada.

 

Hydrogenics provides hydrogen fuel cells for stationary and mobile power applications as well as energy storage. The company had a large number of contract awards in a short period of time. As the stock appreciated quickly, we exited the position. We will continue to review its valuation and monitor their progress.

 

Hexagon Composites produces tanks for compressed natural gas storage suitable for transportation markets

(trucks) as well as field storage for compressed natural gas. Both product lines have been growing as natural gas has been gaining ground as a fuel for transportation markets – over 60% of all refuse trucks now run on natural gas and buses as well as other vocational trucks, increasingly look at natural gas as a cleaner and cheaper fuel source than diesel.

 

Google continued to dominate the search engine space.

 

Gigamon Inc., ANSYS, Inc., Medivation, Inc., Applied Optoelectronics, Inc., and CTS Corporation were the stocks that had the largest adverse impact on the performance of the Fund over the first half of this fiscal year.

 

Gigamon, Inc., a designer of networking products and solutions, had a negative earnings pre-announcement.

 

ANSYS, Inc., a maker of software solutions for design analysis, missed revenue expectations.

 

Medivation, a developer of early stage biomedical technologies, missed analyst expectations and reduced estimates for the second quarter.

 

Applied Optoelectronics, Inc., which makes advanced optical semiconductor devices for the fiber optic communication markets, raised research and development spending and suffered from the perception that growth in their cable markets had slowed.

 

CTS Corp. designs and manufactures electronic components and custom electronic assemblies for communications, auto and computer end markets. The company missed earnings expectations for the first quarter of 2014.

 

While calendar year 2013 ended on a good note for U.S. equities with the S&P 500® Index reaching new highs, the start of calendar year 2014 was a bit volatile, as equities gave up some performance rather quickly in February. Concern over the transition in both leadership and policy at the Federal Reserve (Fed) was again back in the headlines as financial markets worried over the Fed tapering their bond buying program. After some volatility in stocks in the first quarter of 2014, we have been experiencing a string of new highs in U.S. and European equity indices. While financial markets have recovered, economies worldwide are still struggling to grow at pre-crisis levels possibly creating the backdrop for further volatility.


 

28

 
Alpine Small Cap Fund (continued)

 

Small cap stocks, in particular, were weak in April, as the small cap indices saw similar volatility to the equity markets in general but did not see the quick recovery of the larger cap indices such as the S&P 500® and the Russell 3000®.

 

Sincerely,

 

Stephen A. Lieber
Sarah Hunt

Portfolio Managers - Alpine Innovators Fund
(Until March 31, 2014)

 

Michael Smith
Peter Belton

Portfolio Managers - Alpine Small Cap Fund
(Since March 31, 2014)


 

29

 
Alpine Small Cap Fund (continued)

 

This letter represents the opinions of the Fund’s management and is subject to change, is not guaranteed and should not be considered a recommendation to buy or sell any security. The information provided is not intended to be, and is not, a forecast of future events, a guarantee of future results, or investment advice. Views expressed may vary from those of the firm as a whole. Past performance is no guarantee of future results.

 

 

 

Mutual fund investing involves risk. Principal loss is possible. The fund is subject to risks, which currently including the following:

 

Currency Risk – The value of investments in securities denominated in foreign currencies increases or decreases as the rates of exchange between those currencies and the U.S. dollar change. Currency conversion costs and currency fluctuations could erase investment gains or add to investment losses. Currency exchange rates can be volatile, and are affected by factors such as general economic conditions, the actions of the U.S. and foreign governments or central banks, the imposition of currency controls and speculation.

 

Equity Securities Risk – The stock or other security of a company may not perform as well as expected, and may decrease in value, because of factors related to the company (such as poorer than expected earnings or certain management decisions) or to the industry in which the company is engaged (such as a reduction in the demand for products or services in a particular industry).

 

Foreign Currency Transactions Risk – Foreign securities are often denominated in foreign currencies. As a result, the value of the Fund’s shares is affected by changes in exchange rates. The Fund may enter into foreign currency transactions to try to manage this risk. The Fund’s ability to use foreign currency transactions successfully depends on a number of factors, including the foreign currency transactions being available at prices that are not too costly, the availability of liquid markets and the ability of the Adviser to accurately predict the direction of changes in currency exchange rates.

 

Foreign Securities Risk – The Fund’s investments in securities of foreign issuers or issuers with significant exposure to foreign markets involve additional risk. Foreign countries in which the Fund may invest may have markets that are less liquid, less regulated and more volatile than U.S. markets. The value of the Fund’s investments may decline because of factors affecting the particular issuer as well as foreign markets and issuers generally, such as unfavorable government actions, and political or financial instability. Lack of information may also affect the value of these securities. The risks of foreign investments are heightened when investing in issuers in emerging market countries.

 

Growth Stock Risk – Growth stocks are stocks of companies believed to have above-average potential for growth in revenue and earnings. Growth stocks typically are very sensitive to market movements because their market prices tend to reflect future expectations. When it appears those expectations will not be met, the prices of growth stocks typically fall. Growth stocks as a group may be out of favor and underperform the overall equity market while the market concentrates on undervalued stocks.

 

Initial Public Offerings and Secondary Offerings Risk – The Fund may invest a portion of its assets in shares of IPOs or secondary offerings of an issuer. IPOs and secondary offerings may have a magnified impact on the performance of a Fund with a small asset base. The impact of IPOs and secondary offerings on a Fund’s performance likely will decrease as the Fund’s asset size increases, which could reduce a Fund’s returns. IPOs and secondary offerings may not be consistently available to the Fund for investing. IPO and secondary offering shares frequently are volatile in price due to the absence of a prior public market, the small number of shares available for trading and limited information about the issuer. Therefore, the Fund may hold IPO and secondary offering shares for a very short period of time. This may increase the turnover of the Fund and may lead to increased expenses for the Fund, such as commissions and transaction costs. In addition, IPO and secondary offering shares can experience an immediate drop in value if the demand for the securities does not continue to support the offering price.

 

Leverage Risk – The Fund may use leverage to purchase securities. Increases and decreases in the value of the Fund’s portfolio will be magnified when the Fund uses leverage.

 

Liquidity Risk – Some securities held by the Fund may be difficult to sell, or illiquid, particularly during times of market turmoil. Illiquid securities may also be difficult to value. If the Fund is forced to sell an illiquid asset to meet redemption requests or other cash needs, the Fund may be forced to sell at a loss.

 

30

 
Alpine Small Cap Fund (continued)

 

Management Risk – The Adviser’s judgment about the quality, relative yield or value of, or market trends affecting, a particular security or sector, or about interest rates generally, may be incorrect. The Adviser’s security selections and other investment decisions might produce losses or cause the Fund to underperform when compared to other funds with similar investment objectives and strategies.

 

Market Risk – The price of a security held by the Fund may fall due to changing market, economic or political conditions.

 

Real Estate Investment Trusts (“REITs”) Risk – REITs’ share prices may decline because of adverse developments affecting the real estate industry including changes in interest rates. The returns from REITs may trail returns from the overall market. Additionally, there is always a risk that a given REIT will fail to qualify for favorable tax treatment.

 

Small Capitalization Company Risk – Securities of small capitalization companies are more likely to experience sharper swings in market values, less liquid markets, in which it may be more difficult for the Adviser to sell at times and at prices that the Adviser believes appropriate and generally are more volatile than those of larger companies.

 

Undervalued Stock Risk – The Fund may pursue strategies that may include investing in securities, which, in the opinion of the Adviser, are undervalued. The identification of investment opportunities in undervalued securities is a difficult task and there is no assurance that such opportunities will be successfully recognized or acquired. While investments in undervalued securities offer opportunities for above-average capital appreciation, these investments involve a high degree of financial risk and can result in substantial losses. By combining both growth and value styles, the Adviser seeks to diversify these risks and lower the volatility, but there is no assurance that this strategy will achieve that result.

 

Please refer to pages 3-5 for other important disclosures and definitions.

 

31

 
Alpine Transformations Fund

 

Comparative Annualized Returns as of 4/30/14 (Unaudited)  
   6 Months(1)    1 Year    3 Years    5 Years    Since Inception(2)
Alpine Transformations Fund — Institutional Class   9.75%    31.74%    8.62%    23.46%    8.61% 
Alpine Transformations Fund — Class A (Without Load)   9.60%    31.36%    N/A     N/A     18.41% 
Alpine Transformations Fund — Class A (With Load)   3.56%    24.16%    N/A     N/A     15.59% 
Russell 3000® Index   7.83%    20.78%    13.54%    19.54%    6.60% 
Russell 2000® Value Index   4.97%    19.61%    11.16%    19.13%    7.48% 
S&P 500® Index   8.35%    20.43%    13.82%    19.13%    6.21% 
S&P MidCap 400® Index   5.93%    18.58%    11.76%    21.06%    9.04% 
Lipper Multi-Cap Growth Funds Average(3)   4.71%    20.65%    11.01%    18.30%    5.74% 
Lipper Multi-Cap Growth Funds Ranking(3)   N/A(4)    1/535     378/460     8/401     38/363  
Gross Expense Ratio (Institutional Class): 2.24%(5)                         
Net Expense Ratio (Institutional Class): 1.35%(5)                         
Gross Expense Ratio (Class A): 2.49%(5)                         
Net Expense Ratio (Class A): 1.60%(5)                         

 

 

 

  (1) Not annualized.
  (2) Institutional Class shares commenced on December 31, 2007 and Class A shares commenced on December 30, 2011. Returns for indices are since December 31, 2007.
  (3) Institutional Class only.
  (4) FINRA does not recognize rankings for less than one year.
  (5) As disclosed in the prospectus dated February 28, 2014.

 

Performance data quoted represents past performance and is not predictive of future results. Investment return and principal value of the Fund fluctuate, so that the shares, when redeemed, may be worth more or less than their original cost. Performance current to the most recent month end may be lower or higher than performance quoted and may be obtained by calling 1-888-785-5578. Performance data shown does not reflect the 1.00% redemption fee imposed on shares held for fewer than 60 days. If it did, total returns would be reduced. Returns for the Class A shares with sales charge reflect a maximum sales charge of 5.50%. Performance for the Class A shares without sales charges does not reflect this load.

 

The Russell 3000® Index measures the performance of the largest 3000 U.S. companies representing approximately 98% of the investable U.S. equity market. The Russell 2000® Value Index measures the performance of the small-cap value segment of the U.S. equity universe. It includes those Russell 2000 Index companies with lower price-to-book ratios and lower forecasted growth values. The S&P 500® Index is a float-adjusted market capitalization-weighted index of 500 common stocks chosen for market size, liquidity, and industry group representation to represent U.S. equity performance. The S&P MidCap 400® Index is a float-adjusted market capitalization-weighted index of 400 medium-capitalization domestic stocks chosen for market size, liquidity, and industry group representation. The Lipper Multi-Cap Growth Funds Average is an average of Funds that, by portfolio practice, invest in a variety of market-capitalization ranges without concentrating 75% of their equity assets in any one market-capitalization range over an extended period of time. Multi-cap growth funds typically have an above-average price-to-earnings ratio, price-to-book ratio, and three-year sales per-share growth value, compared to the S&P SuperComposite 1500 Index. Lipper rankings for the periods shown are based on fund total returns with dividends and distributions reinvested and do not reflect sales charges. The Russell 3000® Index, the Russell 2000® Value Index, the S&P 500® Index, the S&P MidCap 400® Index and the Lipper Multi-Cap Growth Funds Average are unmanaged and do not reflect the deduction of direct fees associated with a mutual fund, such as investment adviser fees; however, the Lipper Multi-Cap Growth Funds Average reflects fees charged by the underlying funds. The performance for the Alpine Transformations Fund reflects the deduction of fees for these value-added services. Investors cannot directly invest in an index.

 

Expense Ratios reflect the ratios reported in the Fund’s most recent prospectus. The Alpine Transformations Fund has a contractual expense waiver that continues through February 28, 2015. Where a Fund’s gross and net expense ratios are the same for the period reported, the contractual expense reimbursement level was not reached as of the end of that period. To the extent the Fund’s expenses were reduced by waivers, the Fund’s total returns were increased. In these cases, in the absence of the expense waivers, the Fund’s total returns would have been lower.

 

To the extent that the Fund’s historical performance resulted from gains derived from participation in Initial Public Offerings (“IPOs”) and/or Secondary Offerings, there is no guarantee that these results can be replicated in future periods or that the Fund will be able to participate to the same degree in IPO/Secondary Offerings in the future.

 

32

 
Alpine Transformations Fund (continued)

 

 

Portfolio Distributions* (Unaudited)  
   
Top 10 Holdings* (Unaudited)  
1 . priceline.com, Inc. 5.81 %
2 . Snap-on, Inc. 4.37 %
3 . Garmin, Ltd. 3.58 %
4 . Deluxe Corp. 3.45 %
5 . Apple, Inc. 2.96 %
6 . Cray, Inc. 2.79 %
7 . Eastman Chemical Co. 2.73 %
8 . Hexagon Composites ASA 2.64 %
9 . Clariant AG 2.47 %
10 . AMERCO 2.20 %

 

 

 

* Portfolio Distributions percentages are based on total investments. Top 10 Holdings do not include short-term investments and percentages are based on total net assets. Portfolio holdings and sector distributions are as of 04/30/14 and are subject to change. Portfolio holdings are not recommendations to buy or sell any securities.
   


Value of a $10,000 Investment (Unaudited)
 

 

This chart represents a comparison of a hypothetical $10,000 investment in the Fund versus a similar investment in the Fund’s benchmarks. The graph and the table do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares. Investment performance reflects the waiver and recovery of certain fees, if applicable. Without the waiver and recovery of fees, the Fund’s total return would have differed.

 

Performance data quoted represents past performance and is not predictive of future results. Investment return and principal value of the Fund fluctuate, so that shares, when redeemed, may be worth more or less than their original cost.

 

33

 
Alpine Transformations Fund (continued)

 

Commentary

 

The portfolio return for Alpine Transformations Fund for the six months ending April 30, 2014 was 9.75% compared with the Russell 3000® Index at 7.83% and the S&P 500® Index at 8.35%. Investment results for the first half of fiscal year 2014 reflect a strong equity market as well as favorable returns for the industrials, consumer discretionary and information technology sectors, which were well represented in the Fund. All references to the Fund’s performance relate to the performance of the Fund’s Institutional Class.

 

We continue to believe that there is opportunity to find managements that are transforming their industries, their companies or their markets. The stock market recovery over the last five years has been impressive, even as economies struggle to regain the growth rates prior to the economic crisis of 2008. While there is much debate over the valuation of the financial markets, a recovery and U.S. equity indices reaching new highs suggests that individual stock selection will continue to remain an important key to fund performance. In this environment, carefully searching out corporate transformation and looking for managements that can successfully implement strategic changes should, we believe, prove to be a sound strategy.

 

Investment changes since the end of fiscal year 2013 (ended Oct 31) highlight some of the opportunities we have found recently. Among recent additions is Navistar, which after experiencing market share loss and financial difficulties due to problems with proprietary engines for their heavy duty trucks, went back to using Cummins engines and has now started to recover. Hexagon Composites and Scorpio Tankers are both companies looking to address new markets, Hexagon with composite tanks for natural gas engines and Scorpio with a portfolio of eco-friendly tankers for the liquid products markets. The Fund also invested in companies that added new technology and products to their portfolios such as Oceaneering, which caters to the subsea oil and gas markets and Applied Optoelectronics, which is used to bring fiber optics to the home. These are a few examples of the types of companies we look for in making investments for the Alpine Transformations Fund. We realize that transformation is not always a smooth process, and there can be volatility as investors and markets react to the changes a company is trying to achieve. For this reason we often hold companies for long periods of time as we continue to monitor the success of the changes and strategies being pursued.

The top five stocks contributing to the Fund’s performance during the six months ended April 30, 2014, based on contribution to total return were Hexagon Composites, Hydrogenics Corporation, Synaptics, Inc., Priceline, and Helen of Troy.

 

Hexagon Composites produces tanks for compressed natural gas storage suitable for transportation markets (trucks) as well as field storage for compressed natural gas, both product lines have been growing as natural gas has gained ground as a fuel for transportation markets – over 60% of all refuse trucks now run on natural gas. Busses, as well as other vocational trucks, increasingly look at natural gas as a cleaner and cheaper fuel source than diesel.

 

Hydrogenics provides hydrogen fuel cells for stationary and mobile power applications as well as energy storage. The company had a large number of contract awards in a short period of time, the stock appreciated quickly and we exited the position. We will continue to review its valuation and monitor their progress.

 

Synaptics continues to introduce new technologies for mobile computing and communication devices, including the touch-sensitive pad.

 

Priceline has continued to gain market share, open new geographies and attract new consumers.

 

Helen of Troy has made several transformational acquisitions, adding product lines and name brands like Oxo to its consumer product lines.

 

Zeltiq, Mitek Systems, Chart Industries, Protolabs, and Scorpio Tankers are the stocks that had the largest adverse impact on the performance of the Fund over the first half of this fiscal year.

 

Zeltiq is introducing new technology using machines that perform “coolsculpting” to compete with liposuction. As with many potentially revolutionary technologies the roll out has not been smooth, but we believe the technology has merit.

 

Mitek Systems continues to have competitive issues within the back office payments space.

 

Chart Industries has been hurt by slower than anticipated sales of liquid natural gas transportation technology in the U.S. While still experiencing growth in China, Chart has experienced some unevenness in demand and has reduced earnings estimates for calendar year 2014.


 

34

 
Alpine Transformations Fund (continued)

 

Protolabs is a company that uses 3D printing to make proto-types and small batch runs of parts for their customers. The valuations of companies in this area have fallen and while we had reduced exposure to Protolabs in November, our remaining position experienced a negative performance.

 

While calendar year 2013 ended on a good note for U.S. equities with the S&P 500® Index reaching new highs, the start of calendar 2014 was a bit volatile, as equities gave up some performance rather quickly in February. Concern over the transition in both leadership and policy at the Federal Reserve was again back in the headlines as financial markets worried over the Fed tapering their bond buying program. After some volatility in stocks in the first quarter of 2014, we have been experiencing a

string of new highs in U.S. and European equity indices. While financial markets have recovered, economies worldwide are still struggling to grow at pre-crisis levels possibly creating the backdrop for further volatility.

 

We continue to see opportunity and value in companies that are undergoing a transformation, whether by exiting or adding products, changing geographical reach, inventing new ways to do business or any other type of transformation.

 

Sincerely,

 

Stephen A. Lieber
Sarah Hunt
Portfolio Managers


 

35

 
Alpine Transformations Fund (continued)

 

This letter represents the opinions of the Fund’s management and is subject to change, is not guaranteed and should not be considered a recommendation to buy or sell any security. The information provided is not intended to be, and is not, a forecast of future events, a guarantee of future results, or investment advice. Views expressed may vary from those of the firm as a whole. Past performance is no guarantee of future results.

 

 

 

Mutual fund investing involves risk. Principal loss is possible. The fund is subject to risks, including the following:

 

Currency Risk – The value of investments in securities denominated in foreign currencies increases or decreases as the rates of exchange between those currencies and the U.S. dollar change. Currency conversion costs and currency fluctuations could erase investment gains or add to investment losses. Currency exchange rates can be volatile, and are affected by factors such as general economic conditions, the actions of the U.S. and foreign governments or central banks, the imposition of currency controls and speculation.

 

Equity Securities Risk – The stock or other security of a company may not perform as well as expected, and may decrease in value, because of factors related to the company (such as poorer than expected earnings or certain management decisions) or to the industry in which the company is engaged (such as a reduction in the demand for products or services in a particular industry).

 

Foreign Securities Risk – The Fund’s investments in securities of foreign issuers or issuers with significant exposure to foreign markets involve additional risk. Foreign countries in which the Fund may invest may have markets that are less liquid, less regulated and more volatile than U.S. markets. The value of the Fund’s investments may decline because of factors affecting the particular issuer as well as foreign markets and issuers generally, such as unfavorable government actions, and political or financial instability. Lack of information may also affect the value of these securities. The risks of foreign investments are heightened when investing in issuers in emerging market countries.

 

Growth Stock Risk – Growth stocks are stocks of companies believed to have above-average potential for growth in revenue and earnings. Growth stocks typically are very sensitive to market movements because their market prices tend to reflect future expectations. When it appears those expectations will not be met, the prices of growth stocks typically fall. Growth stocks as a group may be out of favor and underperform the overall equity market while the market concentrates on undervalued stocks.

 

Initial Public Offerings and Secondary Offerings Risk – The Fund may invest a portion of its assets in shares of IPOs or secondary offerings of an issuer. IPOs and secondary offerings may have a magnified impact on the performance of a Fund with a small asset base. The impact of IPOs and secondary offerings on a Fund’s performance likely will decrease as the Fund’s asset size increases, which could reduce a Fund’s returns. IPOs and secondary offerings may not be consistently available to the Fund for investing. IPO and secondary offering shares frequently are volatile in price due to the absence of a prior public market, the small number of shares available for trading and limited information about the issuer. Therefore, the Fund may hold IPO and secondary offering shares for a very short period of time. This may increase the turnover of the Fund and may lead to increased expenses for the Fund, such as commissions and transaction costs. In addition, IPO and secondary offering shares can experience an immediate drop in value if the demand for the securities does not continue to support the offering price.

 

Management Risk – The Adviser’s judgment about the quality, relative yield or value of, or market trends affecting, a particular security or sector, or about interest rates generally, may be incorrect. The Adviser’s security selections and other investment decisions might produce losses or cause the Fund to underperform when compared to other funds with similar investment objectives and strategies.

 

Market Risk – The price of a security held by the Fund may fall due to changing market, economic or political conditions.

 

Micro Capitalization Company Risk – Stock prices of micro capitalization companies are significantly more volatile, and more vulnerable to adverse business and economic developments than those of larger companies. Micro capitalization companies often have narrower markets for their goods and/or services and more limited managerial and financial resources than larger, more established companies, including small or medium capitalization companies.

 

Small and Medium Capitalization Company Risk – Securities of small or medium capitalization companies are more likely to experience sharper swings in market values, less liquid markets, in which it may be more difficult for the Adviser to sell at times and at prices that the Adviser believes appropriate and generally are more volatile than those of larger companies.

 

36

 
Alpine Transformations Fund (continued)

 

“Special Situations” Companies Risk – “Special situations” include a change in management or management policies, the acquisition of a significant equity position in the company by others, a merger or reorganization, or the sale or spin-off of a division or subsidiary which, if resolved favorably, would improve the value of the company’s stock. If the actual or prospective situation does not materialize as anticipated, the market price of the securities of a special situation company may decline significantly. There can be no assurance that a special situation that exists at the time of its investment will be consummated under the terms and within the time period contemplated. Investments in “special situations” companies can present greater risks than investments in companies not experiencing special situations.

 

Transformation Risk – The Adviser seeks to invest in the securities of companies that the Adviser believes are entering or on the verge of entering a corporate transformation. No assurance can be made that these transformations will result in the vigorous growth anticipated by the Adviser or such growth may be significantly delayed.

 

Undervalued Stock Risk – The Fund may pursue strategies that may include investing in securities, which, in the opinion of the Adviser, are undervalued. The identification of investment opportunities in undervalued securities is a difficult task and there is no assurance that such opportunities will be successfully recognized or acquired. While investments in undervalued securities offer opportunities for above-average capital appreciation, these investments involve a high degree of financial risk and can result in substantial losses.

 

Please refer to pages 3-5 for other important disclosures and definitions.

 

37

 
Alpine Foundation Fund

 

Comparative Annualized Returns as of 4/30/14 (Unaudited)  
                        
   6 Months(1)     1 Year     3 Years     5 Years     10 Years     Since Inception(2)
Alpine Foundation Fund — Institutional Class    5.98%      7.51%      6.78%      12.00%      4.75%      5.38%  
Alpine Foundation Fund — Class A (Without Load)    5.87%      7.27%      N/A      N/A      N/A      10.99%  
Alpine Foundation Fund — Class A (With Load)    0.02%      1.38%      N/A      N/A      N/A      8.32%  
S&P 500® Index    8.35%      20.43%      13.82%      19.13%      7.67%      5.16%  
Custom Balanced Benchmark    5.74%      11.86%      9.86%      13.51%      6.81%      5.49%  
Lipper Mixed-Asset Target Allocation Growth Funds Average(3)    5.02%      12.11%      7.95%      13.79%      6.45%      5.04%  
Lipper Mixed-Asset Target Allocation Growth Funds Ranking(3)    N/A (4)      556/579      398/521      423/484      290/310      77/197  
Gross Expense Ratio (Institutional Class): 1.33%(5)                                          
Net Expense Ratio (Institutional Class): 1.33%(5)                                          
Gross Expense Ratio (Class A): 1.58%(5)                                          
Net Expense Ratio (Class A): 1.58%(5)                                          

 
  (1) Not annualized.
  (2) Institutional Class shares commenced on June 7, 2001 and Class A shares commenced on December 30, 2011. Returns for indices are since June 7, 2001.
  (3) Institutional Class only.
  (4) FINRA does not recognize rankings for less than one year.
  (5) As disclosed in the prospectus dated February 28, 2014.

 

Performance data quoted represents past performance and is not predictive of future results. Investment return and principal value of the Fund fluctuate, so that the shares, when redeemed, may be worth more or less than their original cost. Performance current to the most recent month end may be lower or higher than performance quoted and may be obtained by calling 1-888-785-5578. Performance data shown does not reflect the 1.00% redemption fee imposed on shares held for fewer than 60 days. If it did, total returns would be reduced. Returns for the Class A shares with sales charge reflect a maximum sales charge of 5.50%. Performance for the Class A shares without sales charges does not reflect this load.

 

The S&P 500® Index is a float-adjusted market capitalization-weighted index of 500 common stocks chosen for market size, liquidity, and industry group representation to represent U.S. equity performance. The Custom Balanced Benchmark reflects an unmanaged portfolio (rebalanced monthly) of 60% of the S&P 500® Index and 40% of the Barclays U.S. Aggregate Bond Index, which is a widely recognized, unmanaged index of U.S. dollar-denominated investment-grade fixed income securities. The Fund may, however, invest up to 75% of its total assets in equity securities. The Lipper Mixed-Asset Target Allocation Growth Funds Average is an average of funds that, by portfolio practice, maintain a mix of between 60%-80% equity securities, with the remainder invested in bonds, cash, and cash equivalents. Lipper rankings for the periods shown are based on fund total returns with dividends and distributions reinvested and do not reflect sales charges. The S&P 500® Index and the Lipper Mixed-Asset Target Allocation Growth Funds Average are unmanaged and do not reflect the deduction of direct fees associated with a mutual fund, such as investment adviser fees; however, the Lipper Mixed-Asset Target Allocation Growth Funds Average reflects fees charged by the underlying funds. The performance for the Alpine Foundation Fund reflects the deduction of fees for these value-added services. Investors cannot directly invest in an index.

 

Expense Ratios reflect the ratios reported in the Fund’s most recent prospectus. The Alpine Foundation Fund has a contractual expense waiver that continues through February 28, 2015. Where a Fund’s gross and net expense ratios are the same for the period reported, the contractual expense reimbursement level was not reached as of the end of that period. To the extent the Fund’s expenses were reduced by waivers, the Fund’s total returns were increased. In these cases, in the absence of the expense waivers, the Fund’s total returns would have been lower.

 

To the extent that the Fund’s historical performance resulted from gains derived from participation in Initial Public Offerings (“IPOs”) and/or Secondary Offerings, there is no guarantee that these results can be replicated in future periods or that the Fund will be able to participate to the same degree in IPO/Secondary Offerings in the future.

 

38

 
Alpine Foundation Fund (continued)

 

 

 

Portfolio Distributions* (Unaudited)

 

 

 

Top 10 Holdings* (Unaudited)  
1 . U.S. Treasury Bonds, 6.00,    
    02/15/2026 10.28 %
2 . U.S. Treasury Bonds, 5.25,    
    11/15/2028 6.53 %
3 . Simon Property Group, Inc. 4.06 %
4 . U.S. Treasury Bonds, 3.00,    
    05/15/2042 3.58 %
5 . JPMorgan Chase & Co. 3.30 %
6 . Johnson & Johnson 3.15 %
7 . General Electric Co. 2.60 %
8 . International Business Machines Corp. 2.54 %
9 . CBL & Associates Properties, Inc. 2.35 %
10 . Boston Properties, Inc. 1.97 %
 
*Portfolio Distributions percentages are based on total investments. Top 10 Holdings do not include short-term investments and percentages are based on total net assets. Portfolio holdings and sector distributions are as of 04/30/14 and are subject to change. Portfolio holdings are not recommendations to buy or sell any securities.

 

Value of a $10,000 Investment (Unaudited)
 
 

 

This chart represents a comparison of a hypothetical $10,000 investment in the Fund versus a similar investment in the Fund’s benchmarks. The graph and the table do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares. Investment performance reflects the waiver and recovery of certain fees, if applicable. Without the waiver and recovery of fees, the Fund’s total return would have differed.

 

Performance data quoted represents past performance and is not predictive of future results. Investment return and principal value of the Fund fluctuate, so that shares, when redeemed, may be worth more or less than their original cost.

 

39

 
Alpine Foundation Fund (continued)

 

Commentary

 

The Alpine Foundation Fund shares were up 5.98% in the first half of fiscal year 2014 ended April 30, 2014 compared to the Custom Balanced Benchmark’s increase of 5.74% and the Lipper Mixed-Asset Target Allocation Growth Funds Average of 5.02%. All references in this letter to the Fund’s performance relate to the performance of the Fund’s Institutional Class.

 

U.S. equity markets rose for the first half of the fiscal year ended April 30, 2014 with the S&P 500® Index posting an 8.35% total return for the period. The last two months of the calendar year 2013 continued the impressive gains for the overall stock market capping a 2013 year where the S&P 500® Index rose more than 32%. However, stocks did not start the calendar year 2014 off strongly and dropped nearly 6% through the beginning of February. In addition to profit taking after a multi-year bull market for stocks, some of the downdraft could also be attributable to earnings reports of a number of “high-expectation” companies coming in lower than expected, perceived slower growth in the Chinese economy, and weakness in emerging market equities. The Federal Reserve, while still historically accommodative from a monetary policy standpoint, continued to decrease the amount of its monthly quantitative easing (QE) purchases, putting further monetary tightening fears into markets both in the U.S. and abroad as the new Federal Reserve Governor attempted to back away from its massive QE purchasing program in an orderly fashion and minimize a negative market impact. By early February 2014, investors became increasingly pleased with newly released economic data and corporate profit reports that indicated the difficult winter weather had less of a negative impact on corporate earnings and the overall economy than many had feared. The Federal Reserve also strenuously reiterated its commitment to low short term interest rates for the foreseeable future in order to support further economic growth and job creation. Stocks ended the period near all-time highs and 10-year U.S. Treasury bond yields ended the period near their lows for the first half of the fiscal year.

 

The top five stocks by contribution to performance were Real Estate Investment Trusts (REITs) Simon Property Group and Boston Properties, global financial services

company JPMorgan Chase & Co., healthcare company Johnson & Johnson, and another financial services company Bank of America Corp. The top five detractors from performance were REIT CBL & Associates, utility FirstEnergy Corp., financial services company Medallion Financial Corp., Swedish telecom company Teliasonera AB and supermarket chain Weis Markets, Inc. The Fund owned shares of Bank America from the beginning of the period until early March 2014, after having risen 24.3%, when the shares were sold in their entirety. Since that time, Bank of America shares declined 13% through the end of April making our sale a timely one. Shares of utility operator First Energy detracted from the Fund’s performance for the period as it reported sub-par operating performance and profitability. The shares decreased 19.0% through early March when we sold our position in its entirety.

 

Although economic data from many aspects of the economy suggest the U.S. recovery is on track to grow gross domestic product and reduce unemployment, and stock indices flirt with all-time highs, the latest global geopolitical factor regarding Ukraine and Russia has been added to the list of external events that could impact share prices and increase market volatility going forward. We have also become increasingly concerned that the valuation levels of some stocks have grown extended. We worry the market has entered a period of “buyer capitulation” where investors in a rush to own stocks may be giving short attention to valuation levels in relationship to underlying fundamentals. While the shares of many companies with lofty valuations have in fact weakened in 2014, we sense there is more to go on their downside. While we are a bit more cautious on stocks, we believe many opportunities continue to present themselves to purchase quality stocks with historically high dividend yields, relatively low payout ratios, solid balance sheets and cash flow generation, and a history of raising their dividends.

 

Sincerely,

 

Mark T. Spellman
Stephen A. Lieber
Portfolio Managers


 

40

 
Alpine Foundation Fund (continued)

 

This letter represents the opinions of the Fund’s management and is subject to change, is not guaranteed and should not be considered a recommendation to buy or sell any security. The information provided is not intended to be, and is not, a forecast of future events, a guarantee of future results, or investment advice. Views expressed may vary from those of the firm as a whole. Past performance is no guarantee of future results.

 

 

Mutual fund investing involves risk. Principal loss is possible. The Fund is subject to risks, including the following:

 

Credit Risk – Credit risk refers to the possibility that the issuer of a security will not be able to make payments of interest and principal when due. Changes in an issuer’s credit rating or the market’s perception of an issuer’s creditworthiness may also affect the value of the Fund’s investment in that issuer.

 

Currency Risk – The value of investments in securities denominated in foreign currencies increases or decreases as the rates of exchange between those currencies and the U.S. dollar change. Currency conversion costs and currency fluctuations could erase investment gains or add to investment losses. Currency exchange rates can be volatile, and are affected by factors such as general economic conditions, the actions of the U.S. and foreign governments or central banks, the imposition of currency controls and speculation.

 

Dividend Strategy Risk – The Fund’s strategy of investing in dividend-paying stocks involves the risk that such stocks may fall out of favor with investors and underperform the market. Companies that issue dividend paying-stocks are not required to continue to pay dividends on such stocks. Therefore, there is the possibility that such companies could reduce or eliminate the payment of dividends in the future.

 

Equity Securities Risk – The stock or other security of a company may not perform as well as expected, and may decrease in value, because of factors related to the company (such as poorer than expected earnings or certain management decisions) or to the industry in which the company is engaged (such as a reduction in the demand for products or services in a particular industry).

 

Fixed Income Securities Risk – Fixed income securities are subject to issuer risk, interest rate risk and market risk.

 

Growth Stock Risk – Growth stocks typically are very sensitive to market movements because their market prices tend to reflect future expectations. When it appears those expectations will not be met, the prices of growth stocks typically fall. Growth stocks as a group may be out of favor and underperform the overall equity market while the market concentrates on undervalued stocks. Although the Fund will not concentrate its investments in any one industry or industry group, it may, like many growth funds, weight its investments toward certain industries, thus increasing its exposure to factors adversely affecting issuers within those industries.

 

Initial Public Offerings and Secondary Offerings Risk – The Fund may invest a portion of its assets in shares of IPOs or secondary offerings of an issuer. IPOs and secondary offerings may have a magnified impact on the performance of a Fund with a small asset base. The impact of IPOs and secondary offerings on a Fund’s performance likely will decrease as the Fund’s asset size increases, which could reduce a Fund’s returns. IPOs and secondary offerings may not be consistently available to the Fund for investing. IPO and secondary offering shares frequently are volatile in price due to the absence of a prior public market, the small number of shares available for trading and limited information about the issuer. Therefore, the Fund may hold IPO and secondary offering shares for a very short period of time. This may increase the turnover of the Fund and may lead to increased expenses for the Fund, such as commissions and transaction costs. In addition, IPO and secondary offering shares can experience an immediate drop in value if the demand for the securities does not continue to support the offering price.

 

Interest Rate Risk – Interest rates may rise resulting in a decrease in the value of securities held by the Fund, or may fall resulting in an increase in the value of such securities. Securities having longer maturities generally involve a greater risk of fluctuations in the value resulting from changes in interest rates.

 

Issuer Risk – Changes in the financial condition of the issuer of an obligation, changes in general economic conditions, or changes in economic conditions that affect the issuer may impact its actual or perceived willingness or ability to make timely payments of interest or principal.

 

Management Risk – The Adviser’s judgment about the quality, relative yield or value of, or market trends affecting, a particular security or sector, or about interest rates generally, may be incorrect. The Adviser’s security selections and other investment decisions might produce losses or cause the Fund to underperform when compared to other funds with similar investment objectives and strategies.

 

41

 
Alpine Foundation Fund (continued)

 

Market Risk – The price of a security held by the Fund may fall due to changing market, economic or political conditions.

 

Micro Capitalization Company Risk – Stock prices of micro capitalization companies are significantly more volatile, and more vulnerable to adverse business and economic developments than those of larger companies. Micro capitalization companies often have narrower markets for their goods and/or services and more limited managerial and financial resources than larger, more established companies, including small or medium capitalization companies.

 

Small and Medium Capitalization Company Risk – Securities of small or medium capitalization companies are more likely to experience sharper swings in market values, less liquid markets, in which it may be more difficult for the Adviser to sell at times and at prices that the Adviser believes appropriate and generally are more volatile than those of larger companies.

 

“Special Situations” Companies Risk – “Special situations” include a change in management or management policies, the acquisition of a significant equity position in the company by others, a merger or reorganization, or the sale or spin-off of a division or subsidiary which, if resolved favorably, would improve the value of the company’s stock. If the actual or prospective situation does not materialize as anticipated, the market price of the securities of a special situation company may decline significantly. There can be no assurance that a special situation that exists at the time of its investment will be consummated under the terms and within the time period contemplated. Investments in “special situations” companies can present greater risks than investments in companies not experiencing special situations.

 

Undervalued Stock Risk – The Fund may pursue strategies that may include investing in securities, which, in the opinion of the Adviser, are undervalued. The identification of investment opportunities in undervalued securities is a difficult task and there is no assurance that such opportunities will be successfully recognized or acquired. While investments in undervalued securities offer opportunities for above-average capital appreciation, these investments involve a high degree of financial risk and can result in substantial losses.

 

U.S. Government Securities Risk – U.S. government securities are obligations of, or guaranteed by, the U.S. government, its agencies or government-sponsored entities. U.S. government securities include issues by non-governmental entities (like financial institutions) that carry direct guarantees from U.S. government agencies as part of government initiatives in response to the market crisis or otherwise. Although the U.S. government guarantees principal and interest payments on securities issued by the U.S. government and some of its agencies, such as securities issued by the Government National Mortgage Association (Ginnie Mae), this guarantee does not apply to losses resulting from declines in the market value of these securities. Some of the U.S. government securities that the Fund may hold are not guaranteed or backed by the full faith and credit of the U.S. government, such as those issued by the Federal National Mortgage Association (Fannie Mae) and the Federal Home Loan Mortgage Corporation (Freddie Mac). Although the U.S. government has recently provided financial support to Fannie Mae and Freddie Mac, there can be no assurance that it will support these or other government-sponsored enterprises in the future.

 

Please refer to pages 3-5 for other important disclosures and definitions.

 

42

 

Fixed Income Manager Reports

 

 

 

  Alpine Ultra Short Tax Optimized Income Fund  
     
  Alpine Municipal Money Market Fund  
     
  Alpine High Yield Managed Duration Municipal Fund  

 

43

 
Alpine Ultra Short Tax Optimized Income Fund

 

Comparative Annualized Returns as of 4/30/14 (Unaudited) 
   6 Months(1)   1 Year   3 Years   5 Years   10 Years   Since Inception(2)
Alpine Ultra Short Tax Optimized Income Fund — Institutional Class   0.39%    0.56%    0.94%    1.32%    2.32%    2.49%
Alpine Ultra Short Tax Optimized Income Fund — Institutional Class (Pre-liquidation, After-tax)   0.39%    0.56%    0.94%    1.31%    2.18%    2.28%
Alpine Ultra Short Tax Optimized Income Fund — Institutional Class (Post-liquidation, After-tax)   0.35%    0.56%    0.93%    1.31%    2.20%    2.27%
Alpine Ultra Short Tax Optimized Income Fund — Class A   0.17%    0.21%    0.66%    1.06%    2.11%    2.02%
Alpine Ultra Short Tax Optimized Income Fund — Class A (Pre-liquidation, After-tax)   0.17%    0.21%    0.66%    1.06%    1.97%    1.88%
Alpine Ultra Short Tax Optimized Income Fund — Class A (Post-liquidation, After-tax)   0.17%    0.26%    0.66%    1.05%    1.98%    1.92%
Barclays 1 Year Municipal Bond Index   0.45%    0.78%    0.94%    1.31%    2.24%    2.20%
Lipper Short Municipal Debt Funds Average(3)   0.56%    0.23%    1.40%    1.80%    2.07%    1.99%
Lipper Short Municipal Debt Funds Ranking —
Institutional Class(3)
   N/A(4)    25/95    58/85    42/65    18/48    10/38 
Gross Expense Ratio (Institutional Class): 0.89%(5)                              
Net Expense Ratio (Institutional Class): 0.70%(5)                              
Gross Expense Ratio (Class A): 1.14%(5)                              
Net Expense Ratio (Class A): 0.95%(5)                              

 

 

 

  (1) Not annualized.
  (2) Institutional Class shares commenced on December 5, 2002 and Class A shares commenced on March 30, 2004. Returns for indices are since December 5, 2002.
  (3) The since inception data represents the period beginning December 31, 2002.
  (4) FINRA does not recognize rankings for less than one year.
  (5) As disclosed in the prospectus dated February 28, 2014.

 

Performance data quoted represents past performance and is not predictive of future results. Investment return and principal value of the Fund fluctuate, so that the shares, when redeemed, may be worth more or less than their original cost. Performance current to the most recent month end may be lower or higher than performance quoted and may be obtained by calling 1-888-785-5578. Performance data shown does not reflect the 0.25% redemption fee imposed on shares held for fewer than 30 days. If it did, total returns would be reduced. Effective 10/12/07, Alpine Ultra Short Tax Optimized Income Fund - Class A began imposing a maximum sales charge of 0.50% on purchases. Performance data shown for time period beginning with dates after October 12, 2007 reflect the sales charge.

 

The after-tax performance figures reflect a tax rate of 35% and the Medicare tax of 3.8%.

 

The Barclays 1 Year Municipal Bond Index is the 1-year component of the Municipal Bond Index. The Barclays 1 Year Municipal Bond Index is a rules-based, market value-weighted index engineered for the long-term, tax-exempt bond market. The Lipper Short Municipal Debt Funds Average is an unmanaged index that tracks funds that invest in municipal debt issues with dollar-weighted average maturities of less than three years. Lipper rankings for the periods shown are based on fund total returns with dividends and distributions reinvested and do not reflect sales charges. The Barclays 1 Year Municipal Bond Index and the Lipper Short Municipal Debt Funds Average are unmanaged and do not reflect the deduction of direct fees associated with a mutual fund, such as investment adviser fees; however, the Lipper Short Municipal Debt Funds Average reflects fees charged by the underlying funds. The performance for the Alpine Ultra Short Tax Optimized Income Fund reflects the deduction of fees for these value-added services. Investors cannot directly invest in an index.

 

Expense Ratios reflect the ratios reported in the Fund’s most recent prospectus. The Alpine Ultra Short Tax Optimized Income Fund has a contractual expense waiver that continues through February 28, 2015. Where a Fund’s gross and net expense ratios are the same for the period reported, the contractual expense reimbursement level was not reached as of the end of that period. To the extent the Fund’s expenses were reduced by waivers, the Fund’s total returns were increased. In these cases, in the absence of the expense waivers, the Fund’s total returns would have been lower. The Adviser has also voluntarily waived a portion of the expenses for the Alpine Ultra Short Tax Optimized Income Fund. To the extent the Fund’s expenses were reduced by waivers, the Fund’s total returns were increased. In these cases, in the absence of the expense waivers, the Fund’s total returns would have been lower.

 

44

 

Alpine Ultra Short Tax Optimized Income Fund (continued)

 

Alpine Ultra Short Tax Optimized Income Fund vs. Peer Performance (Unaudited)  
 

 

*The Class A Return for 2004 is from 3/30/2004 (inception) — 12/31/2004

 

Portfolio Distributions* (Unaudited)  
   

 

Top 10 Holdings* (Unaudited)      
1.     Virginia Capital Beltway Funding Corp., Hot Lanes, 1.00, 12/31/2047 (Putable on 05/01/2014)   6.27 %
2.     Mississippi Business Finance Corp. Revenue, PSL-North America LLC Project, 2.65%, 11/01/2032 (Putable on 05/01/2014)   6.06 %
3.     Chicago Board of Education, 0.901%, 12/01/2034 (Putable on 05/01/2014)   5.66 %
4.     Indiana Finance Authority, Multifamily HSG Revenue, 1.00%, 10/26/2017 (Putable on 05/01/2014)   5.33 %
5.     Arizona Phoenix Industrial Development Authority Solid Waste Revenue, Republic Services, Inc. Project, 0.53%, 12/01/2035 (Putable on 05/03/2014)   3.52 %
6.     New Jersey Economic Development Authority Revenue, Port Newark Container Terminal LLC Project, 1.00%, 07/01/2030 (Putable on 05/07/2014)   3.24 %
7.     Florida Miami-Dade County Expressway Authority Toll System Revenue, 0.63%, 05/20/2029 (Putable on 05/01/2014)   3.04 %
8.     New York Rockland County, Revenue Anticipation Notes, 1.75%, 06/27/2014   2.81 %
9.     Florida Development Finance Corp., Healthcare Facilities Revenue, UF Health-Jacksonville Project, 1.10%, 02/01/2029 (Putable on 05/01/2014)   2.67 %
10.     New York Suffolk County, Tax Anticipation Notes, 1.50%, 08/14/2014   2.50 %

 

 
* Portfolio holdings and sector distributions are as of 04/30/14 and are subject to change. Portfolio holdings are not recommendations to buy or sell any securities. Portfolio Distributions percentages are based on total investments and Top 10 Holdings percentages are based on total net assets.
   
(1) Amount is less than 0.05%.
   


 

45

 
Alpine Ultra Short Tax Optimized Income Fund (continued)

 

Value of a $10,000 Investment (Unaudited)
 

 

This chart represents a comparison of a hypothetical $10,000 investment in the Fund versus a similar investment in the Fund’s benchmark. The graph and the table do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares. Investment performance reflects the waiver and recovery of certain fees, if applicable. Without the waiver and recovery of fees, the Fund’s total return would have differed.

 

Performance data quoted represents past performance and is not predictive of future results. Investment return and principal value of the Fund fluctuate, so that shares, when redeemed, may be worth more or less than their original cost.

 

Credit Quality Allocation (As of 4/30/2014)

     
AAA 0.75 %
AA 16.35 %
A 26.05 %
BBB 27.19 %
BB 8.81 %
B 0.88 %
Not Rated 19.97 %

 

Bond Credit Quality-Reflects the higher of the ratings of Standards & Poor’s Corporation; Moody’s Investors Service, Inc. or Fitch, Inc. Ratings are relative, subjective and not absolute standards of quality, represent the opinions of the independent Nationally Recognized Statistical Rating Organizations (NRSRO), and are adjusted to the Standards and Poors scale shown. Ratings are measured using a scale that typically ranges from AAA (highest) to D (lowest). The security’s credit rating does not eliminate risk. The table excludes equity securities, cash and cash equivalents. For more information about securities ratings, please see the Fund’s Statement of Additional Information. Additional information on ratings methodologies are available by visiting the NRSRO websites; www.standardandpoors.com, www.moodys.com, and www.fitchratings.com.

 

46

 
Alpine Municipal Money Market Fund

 

Comparative Annualized Returns as of 4/30/14 (Unaudited) 
                       Since Inception
   6 Months(1)   1 Year   3 Years   5 Years   10 Years   (12/5/02)
Alpine Municipal Money Market Fund — Investor Class   0.01%    0.03%   0.07%   0.18%   1.43%    1.38%
Lipper Tax-Exempt Money Market Funds Average(2)   0.01%    0.02%   0.02%   0.03%   1.02%    0.98%
Lipper Tax-Exempt Money Market Funds Ranking(2)   N/A(3)    16/87    1/85    1/80    1/58    1/50 
Alpine Municipal Money Market Fund — Investor                              
Class, 7-day effective yield (as of 4/30/14): 0.05%                              
Expense Ratio: 0.57%(4)                              

 

 

 

  (1) Not annualized.
  (2) The since inception data represents the period beginning 12/31/2002.
  (3) FINRA does not recognize rankings for less than one year.
  (4) As disclosed in the prospectus dated February 28, 2014.
  Note, the yield more closely reflects the current earnings of the Alpine Municipal Money Market Fund than the total return.

Performance data quoted represents past performance and does not guarantee future results. The investment return and principal value of an investment will fluctuate so that an investor’s shares, when redeemed, may be worth more or less than their original cost. Performance data current to the most recent month end may be obtained by calling 1-888-785-5578 or visiting www.AlpineFunds.com.

Income from tax-exempt funds may be subject to state and local taxes and a portion of income may be subject to the Federal alternative minimum tax for certain investors.

The Lipper Tax-Exempt Money Market Funds Average is an average of funds that invest in high quality municipal obligations with dollar-weighted average maturities of less than 90 days. The Lipper Tax-Exempt Money Market Funds Average is unmanaged and does not reflect the deduction of direct fees associated with a mutual fund, such as investment adviser fees; however, the Lipper Tax-Exempt Money Market Funds Average reflects fees charged by the underlying funds. Lipper Rankings for the periods shown are based on fund total returns with dividends and distributions reinvested and do not reflect sales charges. The performance for the Alpine Municipal Money Market Fund reflects the deduction of fees for these value-added services. Investors cannot directly invest in an index.

Expense Ratios reflect the ratios reported in the Fund’s most recent prospectus. The Adviser has voluntarily waived a portion of the expenses for the Alpine Municipal Money Market Fund. To the extent the Fund’s expenses were reduced by waivers, the Fund’s total returns were increased. In these cases, in the absence of the expense waivers, the Fund’s total returns would have been lower.

 

Alpine Municipal Money Market Fund vs. Peer Performance (Unaudited)
 

The graph and the table do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares. Investment performance reflects the waiver of certain fees. Without the waiver of fees, the Fund’s total return would have been lower.

 

47

 
Alpine Municipal Money Market Fund (continued)

 

 

 

Portfolio Distributions* (Unaudited)

 

 

 

Top 10 Holdings*(Unaudited)    
1.   Illinois Deutsche Bank Spears/Lifers Trust, Various States Gold, 0.22%, 01/01/2029 (Putable on 05/07/2014) 5.46 %
2.   Tennessee Hendersonville Industrial Development Board, 0.24%, 05/01/2036 (Putable on 05/07/2014) 5.14 %
3.   Texas Jefferson County Industrial Development Corp. Revenue, Jefferson Refinery LLC, 0.60%, 12/01/2040 (Putable on 07/15/2014) 5.00 %
4.   North Carolina Davidson County Industrial Facilities & Pollution Control Financing Authority Revenue, Dieboid, Inc., 0.35%, 06/01/2017 (Putable on 05/07/2014) 4.87 %
5.   Texas Port of Corpus Christi Authority of Nueces County, Solid Waste Disposal Revenue, Flint Hills Resources LP, West Plant Project, 0.11%, 07/01/2029 (Putable on 05/07/2014) 4.59 %
6.   Michigan Strategic Fund Limited Obligation Revenue, Glastender, Inc., 0.20%, 11/01/2023 (Putable on 05/07/2014) 4.01 %
7.   Michigan Strategic Fund Limited Obligation Revenue, Sacred Heart Rehabilitation Center, 0.24%, 03/01/2037 (Putable on 05/07/2014) 3.60 %
8.   Kentucky Kenton County Airport Board, Special Facilities Revenue, FlightSafety International, Inc. Project, 0.13%, 06/01/2021 (Putable on 05/07/2014) 3.43 %
9.   Louisiana Plaquemines Port Harbor & Terminal District Revenue, International Marine Terminal Project, 0.50%, 03/15/2025 (Putable on 03/15/2015) 3.43 %
10.   Indiana Posey County Economic Development Revenue, Midwest Fertilizer Corp. Project, 0.30%, 07/01/2046 (Putable on 11/18/2014) 3.43 %
 
* Portfolio Distributions percentages are based on total investments. Top 10 Holdings do not include short-term investments and percentages are based on total net assets. Portfolio holdings and sector distributions are as of 04/30/14 and are subject to change. Portfolio holdings are not recommendations to buy or sell any securities.
   

 

Equivalent Taxable Yields as of 4/30/14 (Unaudited)  
            Your Tax-Exempt Current
        Marginal   7 Day Yield of 0.05% is
Joint Return   Single Return   Tax Rate   Equivalent to a Taxable Yield of:
$ 72,501 - 146,400   $36,251 - 87,850   25%   0.07%
$ 146,401 - 223,050   $87,851 - 183,250   28%   0.07%
$ 223,051 - 398,350   $183,251 - 398,350   33%   0.07%
$ 398,351 - 450,000   $398,351 - 400,000   35%   0.08%
Over $ 450,001   Over $ 400,001   39.6%   0.08%

 

 

The chart reflects 2013 marginal Federal tax rates before limitations and phaseouts. Individuals should consult a tax professional to determine their actual 2013 marginal tax rate.

 

48

 
Alpine High Yield Managed Duration Municipal Fund

 

Comparative Annualized Returns as of 4/30/14 (Unaudited)  
          Since Inception
   6 Months(1)  (5/31/2013)(1)
Alpine High Yield Managed Duration Municipal Fund — Institutional Class    3.43%      3.55%  
Alpine High Yield Managed Duration Municipal Fund — Class A (Without Load)    3.31%      3.31%  
Alpine High Yield Managed Duration Municipal Fund — Class A (With Load)    0.68%      0.70%  
S&P Municipal Bond Short Intermediate Index    1.42%      1.71%  
Barclays High Yield Municipal Bond Index    5.95%      -1.83%  
Lipper High Yield Municipal Debt Funds Average    6.25%      -0.79%  
Gross Expense Ratio (Institutional Class): 1.71%(2)              
Net Expense Ratio (Institutional Class): 0.85%(2)              
Gross Expense Ratio (Class A): 1.96%(2)              
Net Expense Ratio (Class A): 1.10%(2)              
 
  (1) Not annualized.
  (2) As disclosed in the prospectus dated February 28, 2014.

 

Performance data quoted represents past performance and is not predictive of future results. Investment return and principal value of the Fund fluctuate, so that shares, when redeemed, may be worth more or less than their original cost. Performance current to the most recent month end may be lower or higher than the performance quoted and may be obtained by calling 1-888-785-5578. Performance data shown does not reflect the 0.75% redemption fee imposed on shares held for fewer than 60 days. If it did, total returns would be reduced. Returns for the Class A shares with sales charge reflect a maximum sales charge of 2.50%. Performance for the Class A shares without sales charges does not reflect this load.

 

The Barclays Capital High Yield Municipal Bond Index is the Muni High Yield component of the Municipal Bond Index. The Barclays Municipal Bond Index is a rules-based, market-value-weighted index engineered for the long-term tax-exempt bond market.

 

The S&P Municipal Bond Short Intermediate Index consists of bonds in the S&P Municipal Bond Index with a minimum maturity of one year and a maximum maturity of up to, but not including, eight years as measured from the Rebalancing Date.

 

The Lipper High Yield Municipal Debt Funds Average is an unmanaged index that tracks funds that invest in funds that typically invest 50% or more of their assets in municipal debt issues rated BBB or less. Lipper rankings for the period shown are based on fund total returns with dividends and distributions reinvested and do not reflect sales charges.

 

Expense ratios reflect the ratios reported in the Fund’s most recent prospectus. The Alpine High Yield Managed Duration Municipal Fund has a contractual expense waiver that continues through February 28, 2015. Where a Fund’s gross and net expense ratios are the same for the period reported, the contractual expense reimbursement level was not reached as of the end of that period. To the extent the Fund’s expenses were reduced by waivers, the Fund’s total returns were increased. In these cases, in the absence of the expense waivers, the Fund’s total returns would have been lower. The Adviser has also voluntarily waived a portion of the expenses for the Alpine High Yield Managed Duration Municipal Fund. To the extent the Fund’s expenses were reduced by waivers, the Fund’s total returns were increased. In these cases, in the absence of the expense waivers, the Fund’s total returns would have been lower.

 

49

 
Alpine High Yield Managed Duration Municipal Fund (continued)

 

 

 

Portfolio Distributions* (Unaudited)

 

 

 

 

Top 10 Holdings* (Unaudited)  
1 . State of Illinois, General Obligation Refunding    
    Bond, 5.25%, 10/01/2015 5.16 %
2 . Wisconsin Health & Educational Facilities    
    Authority Revenue, Fort Healthcare, Inc.,    
    Project, 5.38%, 05/01/2018 3.07 %
3 . Michigan Finance Authority, St. AID Revenue,,    
    4.38%, 08/20/2014 2.38 %
4 . Massachusetts Port Authority Facilities Revenue,    
    Delta Air Lines, Inc. Project, 5.00%, 01/01/2021 2.12 %
5 . Commonwealth of Puerto Rico, General    
    Obligation Bonds, 5.50%, 07/01/2016 2.07 %
6 . New Jersey Tobacco Settlement Financing    
    Corp. Revenue, 4.50%, 06/01/2023 2.06 %
7 . Palm Beach County Health Facilities Authority    
    Revenue, Sinai Residences Boca Raton Project,    
    6.00%, 06/01/2021 1.92 %
8 . Vermont Student Assistance Corp. Education    
    Loan Revenue, 3.00%, 06/15/2019 1.92 %
9 . Tulsa Airports Improvement Trust Revenue,    
    American Airlines, Inc., 6.25%, 06/01/2020 1.90 %
10 . Puerto Rico Electric Power Authority, 5.00%,    
    07/01/2014 1.89 %
 
* Portfolio Distributions percentages are based on total investments. Top 10 Holdings do not include short-term investments and percentages are based on total net assets. Portfolio holdings and sector distributions are as of 04/30/14 and are subject to change. Portfolio holdings are not recommendations to buy or sell any securities.

 

(1) Amount is less than 0.05%.

 


Value of a $10,000 Investment (Unaudited)
 
 

 

This chart represents a comparison of a hypothetical $10,000 investment in the Fund versus a similar investment in the Fund’s benchmark. The graph and the table do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares. Investment performance reflects the waiver and recovery of certain fees, if applicable. Without the waiver and recovery of fees, the Fund’s total return would have differed.

 

Performance data quoted represents past performance and is not predictive of future results. Investment return and principal value of the Fund fluctuate, so that shares, when redeemed, may be worth more or less than their original cost.

 

50

 
Alpine High Yield Managed Duration Municipal Fund (continued)

 

 

Credit Quality Allocation (As of 4/30/2014)    
     
AA 24.03 %
A 9.31 %
BBB 19.89 %
BB 17.52 %
B 7.59 %
Not Rated 21.66 %

 

Bond Credit Quality-Reflects the higher of the ratings of Standards & Poor’s Corporation; Moody’s Investors Service, Inc. or Fitch, Inc. Ratings are relative, subjective and not absolute standards of quality, represent the opinions of the independent Nationally Recognized Statistical Rating Organizations (NRSRO), and are adjusted to the Standards and Poors scale shown. Ratings are measured using a scale that typically ranges from AAA (highest) to D (lowest). The security’s credit rating does not eliminate risk. The table excludes equity securities, cash and cash equivalents. For more information about securities ratings, please see the Fund’s Statement of Additional Information. Additional information on ratings methodologies are available by visiting the NRSRO websites; www.standardandpoors.com, www.moodys.com, and www.fitchratings.com.

 

51

 
Alpine Ultra Short Tax Optimized Income Fund /  
Alpine Municipal Money Market Fund /  
Alpine High Yield Managed Duration Municipal Fund

 

We are pleased to provide you with the semi-annual report for the Alpine Income Trust for the period ending April 30, 2014. The series of the Trust include the Alpine Municipal Money Market Fund, the Alpine Ultra Short Tax Optimized Income Fund and the Alpine High Yield Managed Duration Municipal Fund. All references in this letter to performance relate to the performance of the Alpine Municipal Money Market Fund’s Investor Class and the Alpine Ultra Short Tax Optimized Income Fund’s and the Alpine High Yield Managed Duration Municipal Fund’s Institutional Class.

 

MARKET OVERVIEW

 

Fourth-quarter (Q4) 2013 gross domestic product (GDP) growth was 2.6%, but still fell short of market expectations, which anticipated a rate above the 3% level. In Q1 2014, GDP unexpectedly fell 2.9%, in contrast to the Market consensus of 1.1%. The poor result reflects a deceleration primarily as a result of reduced exports, lower non-residential fixed investment, and a reduction in state and local government outlay.

 

During the six month period ending April 30, 2014, fixed income markets experienced notable interest rate volatility. At November 1, 2013, the 10-year Treasury bond yield stood at 2.62% with moderate volatility during the first six months of fiscal 2014, but ended the period largely unchanged at 2.65%. During that period, the 10-year Treasury bond yield rallied to a high of 3.02% on December 31, 2013, driven in part by investor concerns of a quicker than expected tapering of the Federal Reserve’s (Fed) monthly open-ended securities purchasing program known as quantitative easing (QE3) by the Fed. After the Fed publically assuaged those market fears, the 10-year Treasury bond yield quickly declined into a 2.60% to 2.80% trading range through the balance of the period ended April 30, 2014.

 

Similar yield patterns occurred in the municipal market. On November 1, 2013, Bloomberg’s 10-Year U.S. Muni General Obligation AAA Index stood at 2.77% and likewise increased during December 2013 above the 2.90% level until late February 2014. The 10-Year Muni yield declined for the remainder of the period until it hit 2.65% on April 30, 2014. The decline was driven primarily by investors’ reduced concern of rising inflation, coupled with a U.S. economy whose economic growth had demonstrated signs of stumbling from its more moderate pace in 2013.

 

As expected, Janet Yellen was confirmed by the U.S. Congress as Chair of the Board of Governors of the Fed during January 2014 and the Fed also began a long-anticipated tapering of QE3. Since January, the Fed has

reduced its purchases by $10 billion per month. The Fed has indicated that, barring a significant deterioration of the U.S. economy, it will complete its QE3 bond purchases in early Q4 2014. Subsequent to QE3, Fed funds short-term rates are expected to begin rising by June 2015 according to the most recent guidance by the Fed, which will likely result in rising bond yields and increased borrowing costs in general.

 

During the six months ending April 30, 2014, the U.S. unemployment rate has declined to 6.3%, according to the Bureau of Labor Statistics U.S. Department of Labor (BLS), after remaining stubbornly high five years after the Great Recession. The nation’s unemployment rate declined one full percentage point from 7.3% at the end of October 2013, driven by a combination of: a recent precipitous drop in unemployment in April, more people re-entering the work-force in the last six-months who previously stopped looking for work, and a moderate reduction in the number of people labeled “unemployed” by the BLS. The April 2014 unemployment rate fell notably from 6.7% from the prior month, with the number of unemployed persons (9.8 million) declining by 733,000. Both statistics had shown little movement over the prior four months. Despite the still above-average rate of unemployment, there was solid job growth in the last six-months, derived largely by housing sector job gains as well as renewed hiring by states and cities. These favorable dynamics should result in increasing business investment at a more rapid pace, which is expected to strengthen the overall economy as we move into the second-half of fiscal 2014.

 

Credit quality in the U.S. Public Finance (USPF) sector continued to improve during the fourth quarter of 2013 as rating actions at S&P trended primarily positive during the period for two reasons. First, credit conditions have been strengthening recently for the majority of public finance sectors, resulting in more upgrades than downgrades in the quarter — a five-quarter trend. Second, rating actions also include the implementation of S&P’s revised local government general obligation (GO) criteria which has been broadly discussed and embraced by the Public Finance industry.

 

During Q4 2013, S&P assigned 4.7 upgrades for every downgrade across USPF. Fourth-quarter rating actions were more favorable than in any other quarter of the year. S&P’s criteria modifications had actually begun during the third quarter, which also demonstrated strongly positive trends.

 

Long-term municipal bond issuance during the first four months of calendar year 2014, declined by a significant 29.3% to $86.7 billion, which compares with volume of


 

52

 
Alpine Ultra Short Tax Optimized Income Fund /  
Alpine Municipal Money Market Fund /  
Alpine High Yield Managed Duration Municipal Fund

 

$122.7 billion during the same period during 2013. This volume level was well-below what the majority of municipal investors expected. The reduced supply has been driven by two primary factors. First, a significant 53% drop in refunding volume with re-financings declining to $24.3 billion from $51.6 billion during the same period in 2013 as a result of increasing interest rates which made refunding transactions less economical. Second, state and local municipalities have continued to rein in avoidable capital expenditures in order to replenish depleted reserves as lagging property and sales tax receipts rebound from the prior recessionary period.

 

ALPINE MUNICIPAL MONEY MARKET FUND

 

The Alpine Municipal Money Market Fund had a total return of 0.01% for the six month period ending April 30, 2014, which was the same as the Lipper Tax Exempt Money Market Funds average of 0.01%. The Adviser has continued to support the Fund by voluntarily reimbursing the Fund’s expenses to maintain a positive yield.

 

The past six months in the municipal money market space mirrored the previous six months as rates remained at historic lows and issuance of short-term securities was limited. There was little movement seen in tax-exempt money market assets throughout the period until the beginning of April when funds started to experience seasonal redemptions due to tax time payments. The lack of movement in assets combined with a limited amount of new issuance and existing supply drove demand and thus the lack of movement in rates.

 

Variable rate demand note (VRDNs) issuance remained anemic and outstanding VRDNs continued to decline in 2014. The low issuance did not provide enough supply to keep pace with redemptions, maturities, and sinking fund payments and, as a result, Securities Industry and Financial Markets Association (SIFMA) (the Association which determines the base rate at which most VRDNs are set) declined to a historic low of three basis points (0.03%) in early January. From that point on, rates didn’t fluctuate much until the middle of April when funds started experiencing redemptions and supply increased.

 

Similar to the VRDN market, the tax-exempt commercial paper market held steady for the past six months. The 30/60/90-day scale was largely unchanged with slight adjustments to reflect the demand in the marketplace. While we looked to purchase this paper when Money Market Funds were seeing assets decline in early April, the availability of the product was limited, as issuers were reluctant to write paper that matured during tax time when they would have to reissue their paper at higher rates. The Fund did not own any tax exempt commercial

paper during the semi-annual period, nor does it own any currently.

 

Like the rest of the market, general market notes saw a decline in supply, driving demand for paper up and yields lower. Yields on one-year notes dropped from 19 basis points at the end of October to 15 basis points at the end of April. Typically, most issuers do not come to the market until mid to late June and thus it is not unusual to see rates drop like they did especially in a stagnant interest rate environment.

 

In anticipation of the low issuance and need for liquidity during tax season, we focused most of our investing in the VRDN marketplace. Our purchases for the most part produced a similar yield as compared to longer dated securities and provide the Fund with an extra layer of liquidity due to their daily and/or weekly put features. Furthermore, most of our VRDN holdings carry additional letters of credit (LOC) which add protection to our bonds. Our largest LOC exposures continue to be JPMorgan Chase, Wells Fargo, Bank of America and Fifth Third Bank. While VRDNs comprised 85% of our portfolio at the end of April, the remainder was invested in three-month to one-year maturities of First Tier securities. At the end of April, our weighted average maturity was 34 days which was slightly longer than where we were at the end of our fiscal year.

 

While the Fed has started to reduce its bond purchasing and will most likely do so until the fall, we do not anticipate Fed Fund rates to increase in 2014. We expect money market rates will remain at their current levels until the Fed starts raising the Fed Funds rate. We expect to continue to maintain the same basic portfolio as we have while being cautious not to extend out too far as rates could potentially increase in the first half of 2015.

 

ALPINE ULTRA SHORT TAX OPTIMIZED INCOME FUND

 

The Alpine Ultra Short Tax Optimized Income Fund’s total return was 0.39% versus the Barclay’s One-Year Municipal Bond Index return of 0.45% for the six-month period ending April 30, 2014. The Fund ended the reporting period with an average weighted maturity of 69 days and an effective duration of 0.18 years both of which are much shorter than the benchmark.

 

The Fund benefited from the increased value of our holdings in Puerto Rico, despite the recent volatility of these holdings. In March, Puerto Rico issued $3.5 billion in General Obligation bonds that were heavily oversubscribed and gave the Commonwealth a financial cushion until July 2015. As a result, the volatility subsided


 

53

 
Alpine Ultra Short Tax Optimized Income Fund /  
Alpine Municipal Money Market Fund /  
Alpine High Yield Managed Duration Municipal Fund

 

and our holdings increased in value. Furthermore, after July 1, 2014, the Fund’s exposure to Puerto Rico decreases materially. Lastly, we sold all of our variable rate demand notes issued by different issuers in Puerto Rico during the reporting period at our original cost of par as the decrease in yield for those securities no longer justified the headline risk associated with the securities.

 

As for the rest of the market, we saw yields drop among all types of securities that we previously purchased with the exception of VRDNs, which have stabilized somewhat. There has been an insatiable demand for short-term municipal bonds from both the tax-exempt and taxable market and that was evident especially in the last three months. Every one of our three to twelve-month put bonds that we rolled over into a new cycle dropped by at least ten basis points and, depending on how long the maturity was, even more. This drop in yield was even more apparent in the general note marketplace where most issuers were able to sell new one-year bonds at an average of 25 to 50 basis points lower than in 2013. This demand for bonds along with a limited supply has created an environment that we feel reinforces our strategy of not venturing too far out on the yield curve. As a result we focused the majority of our investing in three-month to one-year put bonds, general market notes, VRDNs, and municipal bonds out to 18 months.

 

VRDNs still make up the largest type of municipal bonds that we hold in the Fund’s portfolio. While their yields are lower in some cases than longer dated bonds they continued to provide the Fund with stability of principal and liquidity. We believe these are important attributes and that is why we remain committed to our holdings especially when compared to the yields on longer dated maturities out to three years.

 

As we develop our strategy for the remainder of the year, we remind ourselves that the first three months of 2014 are not necessarily an indication as to how the market will proceed going forward. We believe a lack of issuance, coupled with steady demand, has been the biggest factor in in driving municipal yields lower. The low issuance factor is fairly common for the first quarter and this year is no different. Should supply increase as the year progresses, as we believe it will, yields should increase somewhat, thus providing better buying opportunities down the road. In the meantime, we will continue to focus the majority of our investing in three-month to 18-month maturities.

ALPINE HIGH YIELD MANAGED DURATION MUNICIPAL FUND

 

The Alpine High Yield Managed Duration Municipal Fund’s total return was 3.43% versus the S&P Municipal Bond Short-Intermediate Index return of 1.42% and Barclays High Yield Municipal Bond Index return of 5.95% for the six-month period ending April 30, 2014.

 

The high yield market finished 2013 by finally stabilizing after a period of extreme volatility and roared into 2014 with robust demand and increasing bond prices. Anemic issuance and large inflows into high yield municipal funds resulted in very strong performance for the overall sector of the market. We believe these two factors caught most investors off guard as the market came limping to a finish at year-end and, as a result, we were, and continue to be, cautious in extending our effective duration until we have a better understanding of how the rest of the year is going to develop. Furthermore, if we look back to 2013, we saw a similar situation only to have the market collapse in the second quarter. We continued to take a barbell approach in structuring the portfolio with most of our purchases maturing in seven to ten years. We already had adequate exposure to the short-end and therefore our average maturity has not dramatically changed. At the end of our reporting period our average weighted maturity stood at 4.11 years with an effective duration of 2.93 years. This is shorter than our benchmark, Barclay’s High Yield Municipal Bond Index and we do not anticipate extending out much further until we get a clearer picture of how the market is progressing and if issuance picks up.

 

The Fund had positive performance from its holdings in Puerto Rico, despite the recent volatility of these holdings. In March, Puerto Rico issued $3.5 billion General Obligation bonds that was heavily oversubscribed and gave the Commonwealth a financial cushion until July 2015. As a result, all of our insured Puerto Rico paper increased in value including our uninsured holdings maturing in July 2014. We only have two uninsured positions that mature after July 2014, and they represent a very small part of the Fund’s portfolio.

 

In the healthcare sector we were able to buy bonds with above average yields. In general we remain focused on bonds that have certain call features that paid our bonds principal prior to maturity as the facilities reached certain occupation benchmarks. We find these types of securities appealing because they pay principal ahead of a normal bond with the same maturity.

 

Another sector of the market that we found appealing was issuers that sold bonds to finance charter schools. This


 

54

 
Alpine Ultra Short Tax Optimized Income Fund /  
Alpine Municipal Money Market Fund /  
Alpine High Yield Managed Duration Municipal Fund

 

has been a growing segment in the high yield market and under the right circumstances they can be a rewarding addition to the portfolio. As the issuers vary in credit quality we are cautious as to which deals we will invest in.

 

Moving forward, we anticipate that we will maintain a conservative stance. With just about everything working right in the high yield marketplace we are concerned the euphoria will last throughout the year. As a result, we will continue to monitor the supply and demand imbalance that has been plaguing the market and invest accordingly.

 

CONCLUSION

 

The past six months has seen not only the municipal market stabilize but thrive as we progress through 2014.

Whether it has been the short-end or long-end, high quality or high yield the market has benefitted dramatically from a lack of supply and strong demand. Because this market has been so technically driven versus a change in monetary policy we are concerned that the momentum can sustain itself should the variables change. As always, we will continue to monitor the markets for credit changes and buying opportunities and make any adjustments that will be consistent with the objectives of each fund.

 

Sincerely,

 

Steven C. Shachat
Portfolio Manager


 

This letter represents the opinions of the Fund’s management and is subject to change, is not guaranteed and should not be considered a recommendation to buy or sell any security. The information provided is not intended to be, and is not, a forecast of future events, a guarantee of future results, or investment advice. Views expressed may vary from those of the firm as a whole. Past performance is no guarantee of future results.

 

An investment in the Municipal Money Market Fund is not insured or guaranteed by the Federal Deposit Insurance Corporation or any other government agency. Although the Municipal Money Market seeks to preserve the value of your investment at $1.00 per share, it is possible to lose money by investing in the Municipal Money Market Fund.

 

Diversification does not assure a profit nor protect against loss in a declining market.

 

Mutual fund investing involves risk. Principal loss is possible.

 

The Alpine Municipal Money Market Fund is subject to risks, including the following:

 

Credit Risk – The credit quality and liquidity of the Fund’s investments in municipal obligations and other debt securities may be dependent in part on the credit quality of third parties, such as banks and other financial institutions, which provide credit and liquidity enhancements to the Fund’s investments. Adverse changes in the credit quality of these third parties could cause losses to the Fund and affect its share price.

 

Fixed Income Securities Risk – Fixed income securities are subject to issuer risk, interest rate risk and market risk.

 

Interest Rate Risk – Interest rates may rise resulting in a decrease in the value of the securities held by the Fund, or may fall resulting in an increase in the value of such securities. Securities having longer maturities generally involve a greater risk of fluctuations in the value resulting from federal tax consistent changes in interest rates. Securities having shorter maturities generally involve less risk of fluctuation in value resulting from changes in interest rates, but generally have yields lower than securities having longer maturities. Securities having shorter maturities are also subject to reinvestment risk, which is the risk that if interest rates fall the Fund may need to invest the proceeds of redeemed securities in securities with lower interest rates.

 

Issuer Risk – Changes in the financial condition of the issuer of an obligation, changes in general economic conditions, or changes in economic conditions that affect the issuer may impact its actual or perceived willingness or ability to make timely payments of interest or principal.

 

55

 
Alpine Ultra Short Tax Optimized Income Fund /  
Alpine Municipal Money Market Fund /  
Alpine High Yield Managed Duration Municipal Fund

 

Liquidity Risk – Some securities held by the Fund may be difficult to sell, or illiquid, particularly during times of market turmoil. Illiquid securities may also be difficult to value. Markets may become illiquid when, for instance, there are few, if any, interested buyers or sellers or when dealers are unwilling or unable to make a market for certain securities. If the Fund is forced to sell an illiquid asset to meet redemption requests or other cash needs, the Fund may be forced to sell at a loss.

 

Management Risk – The Adviser’s judgment about the quality, relative yield or value of, or market trends affecting, a particular security or sector, or about interest rates generally, may be incorrect. The Adviser’s security selections and other investment decisions might produce losses or cause the Fund to underperform when compared to other funds with similar investment objectives and strategies.

 

Market Risk – General market conditions, such as real or perceived adverse economic or political conditions, inflation, changes in interest rates, lack of liquidity in the bond markets or adverse investor sentiment could cause the value of your investment in the fund, or its yield, to decline.

 

Municipal Securities Concentration Risk – From time to time the Fund may invest a substantial amount of its assets in municipal securities whose interest is paid solely from revenues of similar projects. If the Fund concentrates its investments in this manner, it assumes the economic risks relating to such projects and this may have a significant impact on the Fund’s investment performance.

 

Municipal Securities Risk – Municipal securities risks include the ability of the issuer to repay the obligation, the relative lack of information about certain issuers of municipal securities, and the possibility of future legislative changes which could affect the market for and value of municipal securities. Certain municipal securities, including private activity bonds, are not backed by the full faith, credit and taxing power of the issuer. Additionally, if events occur after the security is acquired that impact the security’s tax-exempt status, the Fund and its shareholders could be subject to substantial tax liabilities.

 

Redemption Risk – The Fund may experience heavy redemptions, particularly during periods of declining or illiquid markets, that could cause the Fund to liquidate its assets at inopportune times or at a loss or depressed value and that could affect the Fund’s ability to maintain a $1.00 share price. In addition, the Fund may suspend redemptions when permitted by applicable regulations.

 

Regulatory Risk – The SEC continues to review the regulation of money market funds. Any changes by the SEC or legislative developments may affect the Fund’s operations, investment strategies, performance and yield.

 

Tax Risk – To be tax-exempt, municipal obligations generally must meet certain regulatory requirements. If any such municipal obligation fails to meet these regulatory requirements, the interest received by the Fund from its investment in such obligations and distributed to Fund shareholders will be taxable. There is no guarantee that all of the Fund’s income will remain exempt from federal or state income taxes. Income from municipal bonds held by a Fund could be declared taxable because of unfavorable changes in tax laws, adverse interpretations by the Internal Revenue Service or state tax authorities, or noncompliant conduct of a bond issuer.

 

Variable Rate Demand Obligations Risk – Variable rate demand obligations are floating rate securities that combine an interest in a long term municipal bond with a right to demand payment before maturity from a bank or other financial institution. If the bank or financial institution is unable to pay, the Fund may lose money.

 

Yield Risk – The amount of income received by the Fund will go up or down depending on day-to-day variations in short-term interest rates, and when interest rates are very low the Fund’s expenses could absorb all or a significant portion of the fund’s income. If interest rates increase, the Fund’s yield may not increase proportionately. For example, the Adviser may discontinue any temporary voluntary fee limitation or recoup amounts previously waived and/or reimbursed. In addition, the recent adoption of more stringent regulations governing the management of money market funds could have a negative effect on the Fund’s yield.

 

56

 
Alpine Ultra Short Tax Optimized Income Fund /  
Alpine Municipal Money Market Fund /  
Alpine High Yield Managed Duration Municipal Fund

 

The Alpine Ultra Short Tax Optimized Income Fund is subject to risks, including the following:

 

Credit Risk – The credit quality and liquidity of the Fund’s investments in municipal obligations and other debt securities may be dependent in part on the credit quality of third parties, such as banks and other financial institutions, which provide credit and liquidity enhancements to the Fund’s investments. Adverse changes in the credit quality of these third parties could cause losses to the Fund and affect its share price.

 

Fixed Income Securities Risk – Fixed income securities are subject to issuer risk, interest rate risk and market risk.

 

Interest Rate Risk – Interest rates may rise resulting in a decrease in the value of the securities held by the Fund, or may fall resulting in an increase in the value of such securities. Securities having longer maturities generally involve a greater risk of fluctuations in the value resulting from changes in interest rates. Securities having shorter maturities generally involve less risk of fluctuation in value resulting from changes in interest rates, but generally have yields lower than securities having longer maturities. Securities having shorter maturities are also subject to reinvestment risk, which is the risk that if interest rates fall the Fund may need to invest the proceeds of redeemed securities in securities with lower interest rates.

 

Issuer Risk – Changes in the financial condition of the issuer of an obligation, changes in general economic conditions, or changes in economic conditions that affect the issuer may impact its actual or perceived willingness or ability to make timely payments of interest or principal.

 

Liquidity Risk – Some securities held by the Fund may be difficult to sell, or illiquid, particularly during times of market turmoil. Illiquid securities may also be difficult to value. Markets may become illiquid when, for instance, there are few, if any, interested buyers or sellers or when dealers are unwilling or unable to make a market for certain securities. If the Fund is forced to sell an illiquid asset to meet redemption requests or other cash needs, it may be forced to sell at a loss.

 

Management Risk – The Adviser’s judgment about the quality, relative yield or value of, or market trends affecting, a particular security or sector, or about interest rates generally, may be incorrect. The Adviser’s security selections and other investment decisions might produce losses or cause the Fund to underperform when compared to other funds with similar investment objectives and strategies.

 

Market Risk – General market conditions, such as real or perceived adverse economic or political conditions, inflation, changes in interest rates, lack of liquidity in the bond markets or adverse investor sentiment could cause the value of your investment in the fund, or its yield, to decline.

 

Municipal Securities Concentration Risk – From time to time the Fund may invest a substantial amount of its assets in municipal securities whose interest is paid solely from revenues of similar projects. If the Fund concentrates its investments in this manner, it assumes the economic risks relating to such projects and this may have a significant impact on the Fund’s investment performance.

 

Municipal Securities Risk – Municipal securities risks include the ability of the issuer to repay the obligation, the relative lack of information about certain issuers of municipal securities, and the possibility of future legislative changes which could affect the market for and value of municipal securities. Certain municipal securities, including private activity bonds, are not backed by the full faith, credit and taxing power of the issuer. Additionally, if events occur after the security is acquired that impact the security’s tax-exempt status, the Fund and its shareholders could be subject to substantial tax liabilities.

 

Portfolio Turnover Risk – High portfolio turnover necessarily results in greater transaction costs which may reduce Fund performance.

 

Puerto Rico and U.S. Territories Risk – Because the Fund invests in the municipal securities of U.S. territories, and currently invests in Puerto Rican municipal securities, events in Puerto Rico are likely to affect the Fund’s investments and its performance. These events may include economic or political policy changes, tax base erosion, territory constitutional limits on tax increases, budget deficits and other financial difficulties, and changes in the credit ratings assigned to Puerto Rico’s municipal issuers. As with Puerto Rican municipal securities, events in any of the other territories where the Fund is invested may affect the Fund’s investments and its performance.

 

57

 
Alpine Ultra Short Tax Optimized Income Fund /  
Alpine Municipal Money Market Fund /  
Alpine High Yield Managed Duration Municipal Fund

 

Tax Risk – Changes in tax laws or adverse determinations by the Internal Revenue Service may make the income from some municipal obligations taxable. Additionally, maximizing after-tax income may require trade-offs that reduce pre-tax income. The Fund’s tax-efficient strategies may reduce the taxable income of the Fund’s shareholders, but will not eliminate it. There can be no assurance that taxable distributions can always be avoided or that the Fund will achieve its investment objective.

 

Variable Rate Demand Obligations Risk – Variable rate demand obligations are floating rate securities that combine an interest in a long term municipal bond with a right to demand payment before maturity from a bank or other financial institution. If the bank or financial institution is unable to pay, the Fund may lose money.

 

Yield Risk – The amount of income received by the Fund will go up or down depending on day-to-day variations in short-term interest rates, and when interest rates are very low the Fund’s expenses could absorb all or a significant portion of the fund’s income. If interest rates increase, the Fund’s yield may not increase proportionately. For example, the Adviser may discontinue any temporary voluntary fee limitation or recoup amounts previously waived and/or reimbursed.

 

The Alpine High Yield Managed Duration Municipal Fund is subject to risks, including the following:

 

Borrowing and Leverage Risk – When the Fund borrows for leverage, changes in the value of the Fund’s investments will have a larger effect on its share price than if it did not borrow. Borrowing results in interest payments to the lenders and related expenses. The costs of borrowing for investment purposes might reduce the Fund’s return if the yield on the securities purchased is less than the borrowing costs.

 

Credit Risk – The credit quality and liquidity of the Fund’s investments in municipal obligations and other debt securities may be dependent in part on the credit quality of third parties, such as banks and other financial institutions, which provide credit and liquidity enhancements to the Fund’s investments. Adverse changes in the credit quality of these third parties could cause losses to the Fund and affect its share price.

 

Debt Securities Risk – Debt securities, such as bonds, involve credit risk and interest rate risk. In general, the market price of debt securities with longer maturities will go up or down more in response to changes in interest rates than the market price of shorter term securities.

 

Fixed Income Securities Risk – Fixed income securities are subject to issuer risk, interest rate risk and market risk.

 

Interest Rate Risk – Interest rates may rise resulting in a decrease in the value of the securities held by the Fund, or may fall resulting in an increase in the value of such securities. Securities having longer maturities generally involve a greater risk of fluctuations in the value resulting from changes in interest rates. Securities having shorter maturities generally involve less risk of fluctuations in the value resulting from changes in interest rates, but generally have lower yields than securities having longer maturities. Securities having shorter maturities are also subject to reinvestment risk, which is the risk that if interest rates fall the Fund may need to invest the proceeds of redeemed securities in securities with lower interest rates.

 

Issuer Risk – Changes in the financial condition of the issuer of an obligation, changes in general economic conditions, or changes in economic conditions that affect the issuer may impact its actual or perceived willingness or ability to make timely payments of interest or principal.

 

Junk Bond Risk – Junk bonds involve a greater risk of default or price changes due to changes in the credit quality of the issuer. The values of junk bonds fluctuate more than those of high-quality bonds in response to company, political, regulatory or economic developments. Values of junk bonds can decline significantly over short periods of time.

 

Land-Secured or “Dirt” Bonds Risk – These special assessment or special tax bonds are issued to promote residential, commercial or industrial growth and redevelopment. They are exposed to real estate development-related risks. The bonds could default if the developments failed to progress as anticipated or if taxpayers failed to pay the assessments, fees and taxes specified in the financing plans for a project.

 

Liquidity Risk – Some securities held by the Fund may be difficult to sell, or illiquid, particularly during times of market turmoil. Illiquid securities may also be difficult to value. Markets may become illiquid when, for instance, there are few,

 

58

 
Alpine Ultra Short Tax Optimized Income Fund /  
Alpine Municipal Money Market Fund /  
Alpine High Yield Managed Duration Municipal Fund

 

if any, interested buyers or sellers or when dealers are unwilling or unable to make a market for certain securities. If the Fund is forced to sell an illiquid asset to meet redemption requests or other cash needs, the Fund may be forced to sell at a loss.

 

Management Risk – The Adviser’s judgment about the quality, relative yield or value of, or market trends affecting, a particular security or sector, or about interest rates generally, may be incorrect. The Adviser’s security selections and other investment decisions might produce losses or cause the Fund to underperform when compared to other funds with similar investment goals.

 

Market Risk – General market conditions, such as real or perceived adverse economic or political conditions, inflation, changes in interest rates, lack of liquidity in the bond markets or adverse investor sentiment could cause the value of your investment in the fund, or its yield, to decline.

 

Medium- and Lower-Grade Municipal Securities Risk – Securities which are in the medium- and lower-grade categories generally offer higher yields than are offered by higher-grade securities of similar maturity, but they also generally involve more volatility and greater risks, such as greater credit risk, market risk, liquidity risk, management risk, and regulatory risk. Furthermore, many medium- and lower-grade securities are not listed for trading on any national securities exchange and many issuers of medium- and lower-grade securities choose not to have a rating assigned to their obligations by any nationally recognized statistical rating organization.

 

Municipal Market Volatility and Illiquidity Risk – The municipal bond market can be susceptible to unusual volatility, particularly for lower-rated and unrated securities. Liquidity can be reduced unpredictably in response to overall economic conditions or credit tightening. During times of reduced market liquidity, the Fund may not be able to readily sell bonds at the prices at which they are carried on the Fund’s books. If the Fund needed to sell large blocks of bonds to meet shareholder redemption requests or to raise cash, those sales could further reduce the bonds’ prices.

 

Municipal Sector Concentration Risk – From time to time the Fund may invest a substantial amount of its assets in municipal securities whose interest is paid solely from revenues of similar projects. If the Fund concentrates its investments in this manner, it assumes the economic risks relating to such projects and this may have a significant impact on the Fund’s investment performance.

 

Municipal Securities Risk – Municipal securities risks include the ability of the issuer to repay the obligation, the relative lack of information about certain issuers of municipal securities, and the possibility of future legislative changes which could affect the market for and value of municipal securities. Certain municipal securities, including private activity bonds, are not backed by the full faith, credit and taxing power of the issuer. Additionally, if events occur after the security is acquired that impact the security’s tax-exempt status, the Fund and its shareholders could be subject to substantial tax liabilities.

 

Puerto Rico and U.S. Territories Risk – Because the Fund invests in the municipal securities of U.S. territories, and currently invests in Puerto Rican municipal securities, events in Puerto Rico are likely to affect the Fund’s investments and its performance. These events may include economic or political policy changes, tax base erosion, territory constitutional limits on tax increases, budget deficits and other financial difficulties, and changes in the credit ratings assigned to Puerto Rico’s municipal issuers. As with Puerto Rican municipal securities, events in any of the other territories where the Fund is invested may affect the Fund’s investments and its performance.

 

Tax Risk – To be tax-exempt, municipal obligations generally must meet certain regulatory requirements. If any such municipal obligation fails to meet these regulatory requirements, the interest received by the Fund from its investment in such obligations and distributed to Fund shareholders will be taxable. There is no guarantee that all of the Fund’s income will remain exempt from federal or state income taxes. Income from municipal bonds held by a Fund could be declared taxable because of unfavorable changes in tax laws, adverse interpretations by the Internal Revenue Service or state tax authorities, or noncompliant conduct of a bond issuer.

 

Tender Option Bonds Risk – Tender option bonds are synthetic floating-rate or variable-rate securities issued when long-term bonds are purchased in the primary or secondary market and then deposited into a trust. Tender option bonds may be considered derivatives, and may expose the Fund to the same risks as investments in derivatives, as well as risks associated with leverage, especially the risk of increased volatility.

 

59

 
Alpine Ultra Short Tax Optimized Income Fund /  
Alpine Municipal Money Market Fund /  
Alpine High Yield Managed Duration Municipal Fund

 

Tobacco Related Bonds Risk – In 1998, the largest U.S. tobacco manufacturers reached an out of court agreement, known as the Master Settlement Agreement (the “MSA”), to settle claims against them by 46 states and six other U.S. jurisdictions. The tobacco manufacturers agreed to make annual payments to the government entities in exchange for the release of all litigation claims. A number of the states have sold bonds that are backed by those future payments. The Fund may invest in two types of those bonds: (i) bonds that make payments only from a state’s interest in the MSA and (ii) bonds that make payments from both the MSA revenue and from an “appropriation pledge” by the state. An “appropriation pledge” requires the state to pass a specific periodic appropriation to make the payments and is generally not an unconditional guarantee of payment by a state. The settlement payments are based on factors, including, but not limited to, annual domestic cigarette shipments, cigarette consumption, inflation and the financial capability of participating tobacco companies. Payments could be reduced if consumption decreases, if market share is lost to non-MSA manufacturers, or if there is a negative outcome in litigation regarding the MSA.

 

Please refer to pages 3-5 for other important disclosures and definitions.

 

60

 

Alpine Dynamic Dividend Fund

 

Schedule of Portfolio Investments
April 30, 2014 (Unaudited)

 

Shares  Security
Description
  Value 
         
Common Stocks—98.9%     
Aerospace & Defense—1.3%     
43,200  Airbus Group NV   $2,966,108 
Airlines—1.2%     
53,598  Japan Airlines Co., Ltd. (a)   2,773,350 
Auto Components—1.8%     
19,000  Delphi Automotive PLC   1,269,960 
454,000  GKN PLC   2,943,488 
       4,213,448 
Banks—5.0 %     
185,000  Bangkok Bank PCL   1,077,642 
48,300  Hana Financial Group, Inc.   1,699,124 
101,900  Mitsubishi UFJ Financial Group, Inc.   540,224 
31,200  PNC Financial Services Group, Inc. (a)   2,622,048 
60,500  Sberbank of Russia—ADR   510,015 
91,000  Standard Chartered PLC   1,968,952 
12,300  Sumitomo Mitsui Financial Group, Inc.   485,215 
54,300  Wells Fargo & Co. (a)   2,695,452 
       11,598,672 
Beverages—2.1%     
18,500  Anheuser-Busch InBev NV—ADR .   1,957,670 
93,400  Diageo PLC   2,866,134 
       4,823,804 
Capital Markets—1.3%     
65,400  Daiwa Securities Group, Inc.   489,372 
163,000  Fortress Investment Group LLC— Class A   1,165,450 
110,000  Och-Ziff Capital Management Group, LLC—Class A (a)   1,318,900 
       2,973,722 
Chemicals—2.5%     
159,000  Clariant AG (b)   3,129,054 
9,000  Koninklijke DSM NV   645,284 
10,200  Linde AG   2,114,861 
       5,889,199 
Commercial Services & Supplies—2.0%     
34,500  ISS A/S (b)   1,201,088 
74,231  KAR Auction Services, Inc.   2,210,599 
36,500  The Geo Group, Inc.   1,223,845 
       4,635,532 
Communications Equipment—2.8%     
108,700  Cisco Systems, Inc. (a)   2,512,057 
50,600  QUALCOMM, Inc. (a)   3,982,726 
       6,494,783 
Construction & Engineering—2.2%     
490,813  Abengoa SA—B Shares   2,186,463 
37,800  Vinci SA   2,849,688 
       5,036,151 
Containers & Packaging—1.2%     
519,000  DS Smith PLC   2,760,279 
Diversified Financial Services—1.6%     
97,400  Bank of America Corp. (a)   1,474,636 
46,900  Citigroup, Inc. (a)   2,246,979 
       3,721,615 
Electric Utilities—0.6%     
29,500  Northeast Utilities   1,394,170 
Shares  Security
Description
  Value 
         
Common Stocks—continued     
Electronic Equipment, Instruments & Components—1.1%     
44,500  TE Connectivity, Ltd.  $2,624,610 
Energy Equipment & Services—3.2%     
17,300  Bristow Group, Inc.   1,328,640 
8,000  Canadian Energy Services & Technology Corp.   235,901 
25,000  Gulfmark Offshore, Inc.—Class A .   1,125,250 
23,000  National Oilwell Varco, Inc.   1,806,190 
16,500  Oceaneering International, Inc.   1,209,120 
145,000  Petroleum Geo-Services ASA   1,747,767 
       7,452,868 
Food & Staples Retailing—2.2%     
17,500  Costco Wholesale Corp. (a)   2,024,400 
46,100  Walgreen Co. (a)   3,130,190 
       5,154,590 
Food Products—2.8%     
74,000  Mondelez International, Inc.— Class A (a)   2,638,100 
49,600  Nestle SA   3,829,474 
       6,467,574 
Health Care Equipment & Supplies—1.6%     
51,100  Covidien PLC (a)   3,640,875 
Health Care Providers & Services—4.1%     
15,500  Fresenius Medical Care AG & Co. KGaA   1,065,519 
9,000  Fresenius SE & Co. KGaA   1,367,857 
49,000  HCA Holdings, Inc. (a)(b)   2,548,000 
19,300  McKesson Corp. (a)   3,265,367 
16,500  UnitedHealth Group, Inc.   1,238,160 
       9,484,903 
Hotels, Restaurants & Leisure—1.1%     
32,500  Las Vegas Sands Corp. (a)   2,571,725 
Household Durables—1.3%     
41,600  Lennar Corp.—Class A   1,605,344 
37,400  Ryland Group, Inc.   1,435,786 
       3,041,130 
Household Products—2.1%     
39,100  Colgate-Palmolive Co. (a)   2,631,430 
20,500  Energizer Holdings, Inc. (a)   2,289,645 
       4,921,075 
Industrial Conglomerates—0.8%     
33,500  Koninklijke Philips NV   1,072,439 
6,500  Siemens AG   856,688 
       1,929,127 
Insurance—2.5%     
120,300  BB Seguridade Participacoes SA   1,409,772 
53,900  Validus Holdings, Ltd. (a)   1,998,073 
7,900  Zurich Insurance Group AG (b)   2,262,913 
       5,670,758 
IT Services—2.5%     
37,000  Accenture PLC—Class A (a)   2,968,140 
14,800  International Business Machines Corp. (a)   2,907,756 
       5,875,896 
Machinery—2.2%     
87,500  IMI PLC   2,216,024 
25,000  Snap-on, Inc. (a)   2,900,000 
       5,116,024 


 

The accompanying notes are an integral part of these financial statements.

 

61

 

Alpine Dynamic Dividend Fund

 

Schedule of Portfolio Investments—Continued
April 30, 2014 (Unaudited)

 

 Shares   Security
Description
   Value 
         
Common Stocks—continued      
Media—3.3 %     
61,500  AMC Entertainment Holdings, Inc.—Class A (b)  $1,423,110 
67,800  Comcast Corp.—Class A (a)   3,509,328 
33,800  The Walt Disney Co. (a)   2,681,692 
       7,614,130 
Multi-Utilities—1.0%      
76,000  CMS Energy Corp. (a)   2,303,560 
Multiline Retail—1.1%      
11,500  Kering   2,543,150 
Office Electronics—0.8%      
160,000  Xerox Corp.   1,934,400 
Oil, Gas & Consumable Fuels—6.8%      
53,900  Enbridge, Inc. (a)   2,602,831 
39,000  Energy XXI Bermuda, Ltd.   933,270 
12,000  HollyFrontier Corp. (a)   631,080 
5,600  Marathon Petroleum Corp.   520,520 
19,800  Murphy Oil Corp.   1,255,914 
19,400  Occidental Petroleum Corp.   1,857,550 
206,000  Scorpio Tankers, Inc.   1,856,060 
67,500  The Williams Cos., Inc. (a)   2,846,475 
45,000  Total SA   3,213,933 
       15,717,633 
Paper & Forest Products—0.6%      
30,000  International Paper Co.   1,399,500 
Pharmaceuticals—6.5%      
47,500  Novartis AG—ADR (a)   4,129,650 
78,901  Pfizer, Inc.   2,468,023 
17,500  Roche Holding AG   5,130,099 
61,000  Sanofi—ADR (a)   3,281,800 
       15,009,572 
Real Estate Investment Trusts—3.6%      
27,800  American Tower Corp. (a)   2,321,856 
36,000  Corrections Corp. of America (a)    1,180,800 
178  Nippon Building Fund, Inc.   985,455 
233,200  Two Harbors Investment Corp. (a)    2,420,616 
149,000  Westfield Group   1,515,710 
       8,424,437 
Real Estate Management & Development—3.5%      
137,000  BR Malls Participacoes SA   1,179,069 
147,691  Cheung Kong Holdings, Ltd.   2,510,744 
280,822  Foxtons Group PLC   1,508,238 
54,400  Mitsui Fudosan Co., Ltd.   1,607,497 
186,200  Wharf Holdings, Ltd.   1,306,507 
       8,112,055 
Road & Rail—3.3%      
566,100  All America Latina Logistica SA   2,241,804 
22,500  Canadian Pacific Railway, Ltd. (a)    3,509,325 
26,500  East Japan Railway Co.   1,931,868 
       7,682,997 
Semiconductors & Semiconductor Equipment—1.6%      
58,600  Avago Technologies, Ltd. (a)   3,721,100 
 Shares  Security
Description
   Value 
         
Common Stocks—continued     
Specialty Retail—2.4%     
34,000  Penske Automotive Group, Inc.  $1,559,240 
590,426  Pets at Home Group PLC (b)   2,220,538 
91,576  Pier 1 Imports, Inc.   1,672,178 
       5,451,956 
Technology, Hardware, Storage  & Peripherals—3.3%     
8,600  Apple, Inc. (a)   5,074,774 
100,700  EMC Corp.   2,598,060 
       7,672,834 
Textiles, Apparel & Luxury Goods—0.5%     
10,500  Adidas AG   1,120,652 
Tobacco—1.1%     
42,900  British American Tobacco PLC   2,475,013 
Trading Companies & Distributors—1.8%     
193,000  Ashtead Group PLC   2,849,655 
21,000  Wolseley PLC   1,212,963 
       4,062,618 
Transportation Infrastructure—1.2%     
860,300  Adani Ports and Special Economic Zone, Ltd.   2,706,490 
Water Utilities—1.4%     
49,500  American Water Works Co., Inc. (a)   2,253,735 
114,000  Cia de Saneamento Basico do Estado de Sao Paulo—ADR   1,080,720 
       3,334,455 
Wireless Telecommunication Services—2.0%     
119,000  Vodafone Group PLC—ADR   4,517,240 
   Total Common Stocks
(Cost $199,337,270)
   229,035,780 
Equity-Linked Structured Notes—1.0%     
Multi-Utilities—1.0%     
126,000  Veolia Environnement SA— Morgan Stanley BV   2,349,393 
   Total Equity-Linked Structured Notes
(Cost $2,470,971)
   2,349,393 

 

Principal        
Amount        
Convertible Bonds—0.0% (c)     
Household Durables—0.0% (c)     
$ 791,393  PDG Realty SA Empreendimentos e Participacoes—Series 8, 0.000%, 9/19/16 (Brazilian Real) (d)   3,549 
   Total Convertible Bonds
(Cost $283,909)
   3,549 
Total Investments
(Cost $202,092,150)—99.9%
    231,388,722  
Other Assets in Excess of Liabilities—0.1%     194,825  
TOTAL NET ASSETS 100.0%  $231,583,547 


 

The accompanying notes are an integral part of these financial statements.

 

62

 

Alpine Dynamic Dividend Fund

 

Schedule of Portfolio Investments—Continued
April 30, 2014 (Unaudited)

 

 

 

Percentages are stated as a percent of net assets.

 

(a) All or a portion of the security has been designated as collateral for the line of credit.
   
(b) Non-income producing security.
   
(c) Amount is less than 0.05%.
   
(d) Represents a zero-coupon bond. Rate shown reflects the current yield as of the report date.

 

ADR—American Depositary Receipt

 

AG—Aktiengesellschaft is a German term that refers to a corporation that is limited by shares, i.e., owned by shareholders.

 

ASA—Allmennaksjeselskap is the Norwegian term for a public limited company.

 

A/S—Aktieselskab is the Danish term for a stock-based corporation.

 

BV—Besloten Vennootschap is the Dutch equivalent of a private limited liability company.

 

NV—Naamloze Vennootschap is the Dutch term for a public limited liability corporation.

 

PCL—Public Company Limited

 

PLC—Public Limited Company

 

SA—Generally designates corporations in various countries, mostly those employing the civil law.

 

The accompanying notes are an integral part of these financial statements.

 

63

 

Alpine Accelerating Dividend Fund

 

Schedule of Portfolio Investments
April 30, 2014 (Unaudited)

 

Shares  Security
Description
   Value 
      
Common Stocks—96.6%     
Aerospace & Defense—1.5%     
600  United Technologies Corp.  $70,998 
Banks—1.2%     
700  PNC Financial Services Group, Inc.   58,828 
Beverages—2.8%     
650  Anheuser-Busch InBev NV—ADR .   68,783 
750  PepsiCo, Inc.   64,418 
       133,201 
Biotechnology—1.5%     
650  Amgen, Inc.   72,638 
Capital Markets—2.3%     
7,500  Fortress Investment Group LLC—Class A   53,625 
4,500  Och-Ziff Capital Management Group, LLC—Class A   53,955 
       107,580 
Chemicals—1.1%     
450  Air Products & Chemicals, Inc.   52,884 
Communications Equipment—2.9%     
3,000  Cisco Systems, Inc.   69,330 
900  QUALCOMM, Inc.   70,839 
       140,169 
Construction & Engineering—1.2%     
3,500  Aecon Group, Inc.   58,788 
Diversified Financial Services—1.5%     
1,450  Citigroup, Inc.   69,470 
Diversified Telecommunication Services—1.1%     
1,100  Verizon Communications, Inc.   51,403 
Electric Utilities—1.2%     
1,000  Pinnacle West Capital Corp.   55,950 
Electronic Equipment, Instruments & Components—1.6%     
1,300  TE Connectivity, Ltd.   76,674 
Energy Equipment & Services—4.4%     
1,000  Bristow Group, Inc.   76,800 
2,000  Dawson Geophysical Co.   56,520 
750  Schlumberger, Ltd.   76,162 
       209,482 
Food & Staples Retailing—2.3%     
650  CVS Caremark Corp.   47,268 
950  Walgreen Co.   64,505 
       111,773 
Food Products—1.5%     
2,350  Pinnacle Foods, Inc.   71,440 
Gas Utilities—1.1%     
1,000  Atmos Energy Corp.   51,040 
Health Care Equipment & Supplies—1.7%     
700  Becton, Dickinson & Co.   79,121 
Health Care Providers & Services—4.4%     
1,000  Aetna, Inc.   71,450 
1,100  AmerisourceBergen Corp.   71,698 
1,600  Patterson Cos., Inc.   65,120 
       208,268 
Household Products—3.0%     
700  Energizer Holdings, Inc.   78,183 
800  The Procter & Gamble Co.   66,040 
       144,223 
Shares  Security
Description
  Value 
      
Common Stocks—continued     
Industrial Conglomerates—1.5%     
500  3M Co.  $69,545 
Insurance—2.3%     
650  Prudential Financial, Inc.   52,442 
1,600  Validus Holdings, Ltd.   59,312 
       111,754 
Internet & Catalog Retail—1.3%     
1,100  HSN, Inc.   63,844 
IT Services—2.9%     
375  International Business Machines Corp.   73,676 
325  Visa, Inc.—Class A   65,848 
       139,524 
Life Sciences Tools & Services—1.5%     
1,300  Agilent Technologies, Inc.   70,252 
Machinery—3.8%     
650  Dover Corp.   56,160 
500  Snap-on, Inc.   58,000 
440  Valmont Industries, Inc.   65,520 
       179,680 
Media—4.5%     
1,200  CBS Corp.—Class B   69,312 
1,450  Comcast Corp.—Class A   75,052 
1,800  SES SA   67,787 
       212,151 
Metals & Mining—1.2%     
800  Kaiser Aluminum Corp.   56,320 
Multi-Utilities—1.0%     
1,600  CMS Energy Corp.   48,496 
Oil, Gas & Consumable Fuels—6.1%     
580  Chevron Corp.   72,802 
1,050  Devon Energy Corp.   73,500 
700  Occidental Petroleum Corp.   67,025 
2,000  Suncor Energy, Inc.   77,200 
       290,527 
Pharmaceuticals—3.8%     
1,450  AbbVie, Inc.   75,516 
1,150  Mylan, Inc. (a)   58,397 
1,000  Teva Pharmaceutical Industries, Ltd.—ADR   48,860 
       182,773 
Real Estate Investment Trusts—4.3%     
2,700  American Residential Properties, Inc. (a)   48,519 
650  American Tower Corp.   54,288 
2,600  Colony Financial, Inc.   56,550 
4,500  Two Harbors Investment Corp.   46,710 
       206,067 
Real Estate Management & Development—2.2%     
500  Altisource Portfolio Solutions SA (a)   51,855 
450  Jones Lang LaSalle, Inc.   52,151 
       104,006 
Road & Rail—1.5%     
3,000  Marten Transport, Ltd.   70,380 
Semiconductors & Semiconductor Equipment—2.8%     
1,300  Avago Technologies, Ltd.   82,550 
1,100  Linear Technology Corp.   48,950 
       131,500 


 

The accompanying notes are an integral part of these financial statements.

 

64

 

Alpine Accelerating Dividend Fund

 

Schedule of Portfolio Investments—Continued
April 30, 2014 (Unaudited)

 

Shares  Security
Description
  Value 
         
Common Stocks—continued     
Software—2.5%     
1,200  Microsoft Corp.  $48,480 
1,700  Oracle Corp.   69,496 
       117,976 
Specialty Retail—3.7%    
1,100  Dick’s Sporting Goods, Inc.   57,926 
1,200  GNC Holdings, Inc.—Class A   54,000 
3,500  Pier 1 Imports, Inc.   63,910 
       175,836 
Technology, Hardware, Storage & Peripherals—3.6%     
170  Apple, Inc.   100,315 
2,800  EMC Corp.   72,240 
       172,555 
Textiles, Apparel & Luxury Goods—2.8%     
600  Adidas AG   64,037 
1,100  VF Corp.   67,199 
       131,236 
Thrifts & Mortgage Finance—2.6%     
2,800  EverBank Financial Corp.   52,416 
3,500  Territorial Bancorp, Inc.   71,610 
       124,026 
Shares  Security
Description
  Value 
         
Common Stocks—continued     
Water Utilities—1.0%     
1,000  American Water Works Co., Inc.  $45,530
Wireless Telecommunication Services—1.4%     
1,800  Vodafone Group PLC—ADR   68,328 
   Total Common Stocks
(Cost $4,008,335)
   4,596,236 
         
Principal        
Amount        
Short-Term Investments—4.8%     
$  228,000   State Street Eurodollar Time Deposit, 0.01%   228,000 
   Total Short-Term Investments
(Cost $228,000)
   228,000 
Total Investments
(Cost $4,236,335)—101.4%
   4,824,236 
Liabilities in Excess of Other Assets—(1.4)%   (67,777)
TOTAL NET ASSETS 100.0%  $4,756,459 


 

 

 

Percentages are stated as a percent of net assets.

 

(a) Non-income producing security.

 

ADR—American Depositary Receipt

 

AG—Aktiengesellschaft is a German term that refers to a corporation that is limited by shares, i.e., owned by shareholders.

 

NV—Naamloze Vennootschap is the Dutch term for a public limited liability corporation.

 

PLC—Public Limited Company

 

SA—Generally designates corporations in various countries, mostly those employing the civil law.

 

The accompanying notes are an integral part of these financial statements.

 

65

 

Alpine Financial Services Fund

 

Schedule of Portfolio Investments
April 30, 2014 (Unaudited)

 

Shares  Security
Description
  Value 
        
Common Stocks—91.6%     
Banks—29.4%     
4,150  1st Constitution Bancorp (a)  $43,243 
51,965  1st United Bancorp, Inc.   380,384 
8,316  American River Bankshares (a)   79,501 
5,895  Banc of California, Inc.   74,100 
20,000  Banco de Chile—ADR   1,547,400 
13,000  Banco Industrial e Comercial SA    46,584 
1,500  Bancolombia SA—ADR   85,395 
6,000  Bancorp, Inc. (a)   94,920 
46,381  Bank of Commerce Holdings   294,519 
5,000  Bank of Georgia Holdings PLC   219,745 
116,785  Barclays PLC   497,287 
8,244  BNC Bancorp   134,377 
106,783  Carolina Trust Bank (a)   649,241 
5,000  Carter Bank & Trust   55,500 
12,493  Centerstate Banks, Inc.   137,048 
36,627  Citizens First Corp. (a)   394,839 
7,095  Comerica, Inc.   342,263 
6,700  Community National Bank of the Lakeway Area (a)   35,510 
10,000  Community Southern Holdings, Inc.   86,000 
9,786  Cordia Bancorp, Inc. (a)   42,422 
5,000  County Commerce Bank (a)   89,250 
13,900  Credit Agricole SA (a)   218,972 
15,000  CU Bancorp (a)   272,250 
10,000  DNB ASA   176,808 
325,000  Eurobank Ergasias SA (a)   184,864 
9,500  Fifth Third Bancorp   195,795 
128,572  First BanCorp (a)   660,860 
13,900  First Business Financial Services, Inc.   628,419 
10,010  First Internet Bancorp   218,518 
5,000  Intervest Bancshares Corp. (a)   37,850 
1,800,000  Lloyds Banking Group PLC (a)   2,290,280 
1,000  Manhattan Bancorp (a)   4,120 
5,000  Metro Bancorp, Inc. (a)   102,100 
1,000  Middleburg Financial Corp.   17,330 
60,000  Mitsubishi UFJ Financial Group, Inc.   318,091 
150,000  Mizuho Financial Group, Inc.   293,442 
1,000  National Bank Holdings Corp.— Class A   19,160 
10,200  New Century Bancorp, Inc. (a)   75,582 
6,000  New Resource Bank (a)   27,600 
25,000  Nordea Bank AB   361,224 
400  North Valley Bancorp (a)   9,040 
20,000  OFG Bancorp   341,200 
2,375  Old Point Financial Corp.   36,385 
10,000  Old Second Bancorp, Inc. (a)   47,600 
8,000  OmniAmerican Bancorp, Inc.   198,880 
14,644  Pacific Mercantile Bancorp (a)   95,918 
47,776  Pacific Premier Bancorp, Inc. (a)   652,142 
2,500  Plaza Bank (a)   8,250 
7,000  Popular, Inc. (a)   216,300 
75,000  Republic First Bancorp, Inc. (a)   331,500 
8,120  SB Financial Group, Inc.   64,148 
5,000  Seacoast Commerce Bank (a)   45,625 
2,000  Security California Bancorp (a)   19,720 
2,000  Shore Bancshares, Inc. (a)   18,980 
4,800  Societe Generale SA   298,336 
6,500  SouthCrest Financial Group, Inc. (a)   33,930 
1,543  Southeastern Bank Financial Corp.   34,324 
38,750  Southern National Bancorp of Virginia, Inc.   400,287 
Shares  Security
Description
   Value 
         
Common Stocks—continued    
Banks—continued     
13,158  Square 1 Financial, Inc.—Class A (a)  $248,028 
20,000  Standard Chartered PLC   432,737 
5,000  Sterling Bancorp   59,800 
2,000  Stonegate Bank   47,800 
8,000  Sumitomo Mitsui Financial Group, Inc.   315,587 
8,000  Summit State Bank   92,800 
4,000  Susquehanna Bancshares, Inc.   41,440 
177,347  Synovus Financial Corp.   569,284 
3,726  TCS Group Holding PLC— GDR (a)(b)   22,207 
12,000  Texas Capital Bancshares, Inc. (a)    674,280 
30,000  Turkiye Garanti Bankasi AS   109,825 
16,000  Turkiye Halk Bankasi AS   106,841 
50,000  Turkiye Is Bankasi   117,686 
2,551  Valley Commerce Bancorp   38,239 
29,635,132  VTB Bank OJSC (a)   32,539 
62,000  VTB Bank OJSC—GDR (b)   131,316 
658  Yadkin Financial Corp. (a)   12,601 
10,500  Zions BanCorp.   303,660 
       17,642,028 
Capital Markets—15.5%    
57,300  Aberdeen Asset Management PLC    422,583 
2,000  Ameriprise Financial, Inc.   223,260 
36,842  Anima Holding SpA (a)   217,229 
12,500  Apollo Global Management LLC—Class A   339,125 
25,000  BGC Partners, Inc.—Class A   179,250 
600  BlackRock, Inc.   180,600 
25,000  City of London Investment Group PLC   112,701 
66,856  Cowen Group, Inc.—Class A (a)   274,778 
3,151  Deutsche Bank AG   138,840 
10,000  Evercore Partners, Inc.—Class A   534,300 
110,500  Fortress Investment Group LLC— Class A   790,075 
13,000  Franklin Resources, Inc.   680,550 
24,000  FXCM, Inc.—Class A   371,520 
11,100  GAM Holding AG (a)   201,795 
18,500  GFI Group, Inc.   68,820 
40,000  Grupo Financiero Interacciones SA de CV   241,539 
6,000  Invesco, Ltd.   211,260 
12,003  JMP Group, Inc.   82,941 
26,900  KKR & Co. LP   610,899 
4,869  LPL Financial Holdings, Inc.   230,547 
4,443  Manning & Napier, Inc.   73,843 
5,000  Morgan Stanley   154,650 
26,782  Noah Holdings, Ltd.—ADR (a)   360,486 
500  Oaktree Capital Group LLC   26,500 
33,200  Och-Ziff Capital Management Group, LLC—Class A  398,068 
1,705  SWS Group, Inc. (a)   12,634 
20,000  The Blackstone Group LP   590,600 
20,000  The Carlyle Group LP   641,600 
2,878  Virtus Investment Partners, Inc. (a)    532,401 
36,340  WisdomTree Investments, Inc. (a)   410,279 
       9,313,673 

 

 

The accompanying notes are an integral part of these financial statements.

66

Alpine Financial Services Fund

 

Schedule of Portfolio Investments—Continued
April 30, 2014 (Unaudited)

 

Shares  Security
Description
  Value 
        
Common Stocks—continued    
Consumer Finance—6.8%    
65,571  Ally Financial, Inc. (a)  $1,583,540 
5,158  Capital One Financial Corp.   381,176 
2,000  Credit Acceptance Corp. (a)   263,040 
24,800  DFC Global Corp. (a)   231,136 
6,000  Discover Financial Services   335,400 
17,591  Ezcorp, Inc.—Class A (a)   183,474 
91,113  Imperial Holdings, Inc. (a)   609,546 
12,500  JGWPT Holdings, Inc.—Class A (a)   177,125 
4,500  Santander Consumer USA Holdings, Inc. (a)   102,330 
3,100  World Acceptance Corp. (a)   225,060 
       4,091,827 
Diversified Financial Services—8.0%    
17,124  BM&FBovespa SA   87,550 
26,100  BTG Pactual Participations, Ltd.   356,194 
24,000  Citigroup, Inc.   1,149,840 
3,325  CME Group, Inc.   234,047 
35,000  Gain Capital Holdings, Inc.   353,500 
30,000  Haci Omer Sabanci Holding AS   126,447 
3,457  IntercontinentalExchange Group, Inc.   706,749 
4,000  JPMorgan Chase & Co.   223,920 
52,285  Medallion Financial Corp.   711,076 
10,000  MSCI, Inc. (a)   405,400 
7,000  The NASDAQ OMX Group, Inc.   258,300 
16,700  Warsaw Stock Exchange   208,498 
       4,821,521 
Hotels, Restaurants & Leisure—1.3%    
45,000  La Quinta Holdings, Inc.   755,550 
Household Durables—0.4%    
17,253  UCP, Inc.—Class A (a)   244,130 
Insurance—10.2%    
1,400  Allianz SE   242,495 
1,056  American Equity Investment     
   Life Holding Co.   24,626 
10,000  Amtrust Financial Services, Inc.   386,700 
5,000  Arthur J Gallagher & Co.   225,100 
20,000  Assured Guaranty, Ltd.   478,200 
21,000  Atlas Financial Holdings, Inc. (a)   293,160 
50,000  BB Seguridade Participacoes SA   585,940 
42,200  Brasil Insurance Participacoes e Administracao SA   188,502 
8,000  Brown & Brown, Inc.   238,240 
61,515  esure Group PLC   261,213 
4,000  FBL Financial Group, Inc.—Class A   178,840 
19,000  Health Insurance Innovations, Inc.—Class A (a)   191,710 
35,000  National General Holdings Corp.    483,350 
7,500  Prudential Financial, Inc.   605,100 
10,000  QBE Insurance Group, Ltd.   107,578 
6,000  The Allstate Corp.   341,700 
5,700  The Phoenix Co., Inc. (a)   250,914 
67,000  United Insurance Holdings Corp.    1,021,750 
       6,105,118 
Internet Software & Services—0.6%    
18,701  Bankrate, Inc. (a)   327,641 
1,000  Xoom Corp. (a)   22,310 
       349,951 
Shares  Security
Description
   Value 
         
Common Stocks—continued    
IT Services—0.7%    
7,400  EVERTEC, Inc.  $174,196 
1,000  VeriFone Systems, Inc. (a)   33,440 
1,000  Visa, Inc.—Class A   202,610 
       410,246 
Media—0.1%    
5,000  Multiplus SA   63,976 
Real Estate Investment Trusts—7.4%    
3,880  Altisource Residential Corp.   109,106 
2,000  American Capital Agency Corp.   45,420 
5,000  American Residential Properties, Inc. (a)   89,850 
8,500  Government Properties Income Trust   216,325 
33,714  Hudson Pacific Properties, Inc.   793,965 
10,576  Kennedy Wilson Europe Real Estate PLC   182,136 
32,830  Kite Realty Group Trust   203,546 
24,687  Lar Espana Real Estate Socimi SA    352,770 
13,000  MFA Financial, Inc.   103,090 
64,048  NorthStar Realty Finance Corp.   1,026,049 
6,500  Plum Creek Timber Co., Inc.   283,400 
3,000  Rayonier, Inc.   135,300 
20,000  Rexford Industrial Realty, Inc.   284,400 
7,407  Select Income REIT   227,987 
6,557  Silver Bay Realty Trust Corp.   98,224 
10,000  Two Harbors Investment Corp.   103,800 
7,000  Weyerhaeuser Co.   208,950 
       4,464,318 
Real Estate Management & Development—1.7%    
2,000  Altisource Portfolio Solutions SA (a)   207,420 
7,249  Daiwa House Industry Co., Ltd.   122,170 
20,400  DAMAC Real Estate Development,     
   Ltd.—GDR (b)   320,280 
24,594  Hispania Activos Inmobiliarios SAU    345,982 
3,061  ZipRealty, Inc. (a)   10,162 
       1,006,014 
Software—0.4%    
1,000  Ellie Mae, Inc. (a)   24,390 
6,000  FireEye, Inc. (a)   235,560 
       259,950 
Thrifts & Mortgage Finance—8.8%    
15,105  Alliance Bancorp, Inc. of Pennsylvania   235,713 
50,000  America First Multifamily Investors LP   300,500 
2,000  Astoria Financial Corp.   26,520 
100,000  Atlantic Coast Financial Corp. (a)    430,000 
10,000  Bank Mutual Corp.   60,200 
3,000  Cape Bancorp, Inc.   31,950 
126,234  Central Federal Corp. (a)   193,138 
2,500  Dime Community Bancshares, Inc.   40,750 
500  First Defiance Financial Corp.   13,510 
2,000  First Savings Financial Group, Inc.   47,000 
6,000  Flagstar Bancorp, Inc. (a)   105,600 
8,823  HopFed Bancorp, Inc.   100,406 
15,000  Jefferson Bancshares, Inc. (a)   117,750 
12,888  Ladder Capital Corp.—Class A (a)   230,566 
2,000  Laporte Bancorp, Inc.   21,740 


 

The accompanying notes are an integral part of these financial statements.

67

Alpine Financial Services Fund

 

Schedule of Portfolio Investments—Continued
April 30, 2014 (Unaudited)

 

Shares  Security
Description
  Value
     
Common Stocks—continued    
Thrifts & Mortgage Finance—continued    
1,000  LSB Financial Corp.  $29,470 
4,466  Meta Financial Group, Inc.   187,170 
6,000  Nationstar Mortgage Holdings, Inc. (a)   196,380 
1,000  Northwest Indiana Bancorp   26,150 
6,000  Ocean Shore Holding Co.   89,940 
9,000  Ocwen Financial Corp. (a)   341,100 
125,001  PennyMac Financial Services, Inc.—Class A (a)   1,983,766 
1,000  Peoples Federal Bancshares, Inc.    18,010 
23,751  Provident Financial Holdings, Inc.   334,177 
11,000  Riverview Bancorp, Inc. (a)   38,280 
1,000  Stonegate Mortgage Corp. (a)   12,650 
1,000  TF Financial Corp.   31,360 
19,752  United Community Financial Corp. (a)   65,774 
       5,309,570 
Trading Companies & Distributors—0.3%    
2,652  Fly Leasing, Ltd.—ADR   37,260 
2,769  Textainer Group Holdings, Ltd.   108,822 
       146,082 
   Total Common Stocks
(Cost $51,254,119)
   54,983,954 
Shares  Security
Description
  Value
     
Preferred Stocks—0.6%    
Banks—0.6%     
60,538  Banco ABC Brasil SA  $354,309 
   Total Preferred Stocks
(Cost $315,064)
   354,309 
Investment Companies—0.1%    
1,000  ProShares UltraShort 20+ Year Treasury (a)   64,660 
   Total Investment Companies
(Cost $76,205)
   64,660 
         
Principal        
Amount        
Short-Term Investments—8.0%    
$ 4,826,000  State Street Eurodollar Time Deposit, 0.01%   4,826,000 
   Total Short-Term Investments
(Cost $4,826,000)
   4,826,000 
Total Investments
(Cost $56,471,388)—100.3%
   60,228,923 
Liabilities in Excess of Other Assets—(0.3)%   (178,949)
TOTAL NET ASSETS 100.0%  $60,049,974 


 

 

 

Percentages are stated as a percent of net assets.

 

(a) Non-income producing security.
   
(b) Restricted under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. These securities have been determined to be liquid under guidelines established by the Board of Trustees. Liquid securities restricted under Rule 144A comprised 0.8% of the Fund’s net assets.

 

AB—Aktiebolag is the Swedish equivalent of a corporation.

 

ADR—American Depositary Receipt

 

AG—Aktiengesellschaft is a German term that refers to a corporation that is limited by shares, i.e., owned by shareholders.

 

 

AS—Anonim Sirketi is the Turkish term for joint stock company.

 

ASA—Allmennaksjeselskap is the Norwegian term for a public limited company.

 

GDR—Global Depositary Receipt

 

OJSC—Open Joint Stock Company

 

PLC—Public Limited Company

 

REIT—Real Estate Investment Trust

 

SA—Generally designates corporations in various countries, mostly those employing the civil law.

 

SA de CV—Sociedad Anonima de Capital Variable is the Spanish equivalent to Variable Capital Company.

 

SE—SE Regulation. A European Company which can operate on a Europe—wide basis and be governed by Community law directly applicable in all Member States.

 

SpA—Societa’ Per Azioni is an Italian shared company.

 

The accompanying notes are an integral part of these financial statements.

68

Alpine Small Cap Fund

 

Schedule of Portfolio Investments
April 30, 2014 (Unaudited)

 

Shares  Security
Description
  Value 
         
Common Stocks—100.0%     
Banks—4.5%     
46,608  Park Sterling Corp.  $304,350 
26,313  Southern National Bancorp of Virginia, Inc.   271,814 
       576,164 
Building Products—1.9%     
6,128  Patrick Industries, Inc. (a)   245,549 
Capital Markets—3.0%     
22,182  Silvercrest Asset Management Group, Inc.—Class A   385,967 
Communications Equipment—5.3%     
18,389  Applied Optoelectronics, Inc. (a)    413,752 
25,270  Ruckus Wireless, Inc. (a)   264,072 
       677,824 
Construction & Engineering—3.0%     
12,282  Dycom Industries, Inc. (a)   385,655 
Diversified Consumer Services—4.6%     
9,748  Hillenbrand, Inc.   296,339 
10,948  JTH Holding, Inc.—Class A (a)   297,786 
       594,125 
Diversified Financials—2.9%     
6,651  Portfolio Recovery  Associates, Inc. (a)   380,105 
Electronic Equipment, Instruments & Components—2.7%    
19,377  CTS Corp.   344,717 
Energy Equipment & Services—3.6%     
15,836  Canadian Energy Services &  Technology Corp.   466,967 
Food Products—1.0%     
1,379  J&J Snack Foods Corp.   129,074 
Health Care Equipment & Supplies—3.1%     
16,220  Natus Medical, Inc. (a)   402,743 
Health Care Providers & Services—5.3%     
10,232  National Research Corp.—  Class B (a)   448,980 
5,949  The Providence Service Corp. (a)   241,589 
       690,569 
Hotels, Restaurants & Leisure—1.6%     
5,557  Popeyes Louisiana Kitchen, Inc. (a)   211,722 
Insurance—2.6%     
16,299  Employers Holdings, Inc.   331,685 
IT Services—2.3%     
8,717  Cardtronics, Inc. (a)   291,845 
Machinery—5.7%     
62,750  Hexagon Composites ASA   388,473 
25,584  Wabash National Corp. (a)   341,802 
       730,275 
Marine—2.3%     
33,834  Scorpio Bulkers, Inc. (a)   302,814 
Shares  Security
Description
  Value 
         
Common Stocks—continued     
Media—9.2%     
56,938  Cumulus Media, Inc.—Class A (a)   $364,973 
16,232  Live Nation Entertainment, Inc. (a)    338,924 
12,111  Nexstar Broadcasting Group, Inc.— Class A   482,623 
       1,186,520 
Oil, Gas & Consumable Fuels—5.9%     
7,904  Paramount Resources, Ltd.—Class A (a)   430,085 
37,315  Scorpio Tankers, Inc.   336,208 
       766,293 
Pharmaceuticals—7.2%     
17,246  Akorn, Inc. (a)   434,944 
14,197  Lannett Co., Inc. (a)   490,222 
       925,166 
Real Estate Investment Trusts—2.8%     
13,000  Altisource Residential Corp.   365,560 
Real Estate Management & Development—3.0%     
17,506  Kennedy—Wilson Holdings, Inc.    382,331 
Road & Rail—1.5%     
8,565  Celadon Group, Inc.   197,081 
Semiconductors & Semiconductor Equipment—4.6%     
41,545  Applied Micro Circuits Corp. (a)   403,402 
5,141  Monolithic Power Systems, Inc. (a)   190,731 
       594,133 
Software—2.6%     
21,610  Gigamon, Inc. (a)   340,790 
Thrifts & Mortgage Finance—4.7%     
5,450  Meta Financial Group, Inc.   228,409 
9,940  Ocwen Financial Corp. (a)   376,726 
       605,135 
Transportation Infrastructure—3.1%     
42,993  Aegean Marine Petroleum Network, Inc.   396,825 
   Total Common Stocks
(Cost $13,136,861)
   12,907,634 
         
Principal
Amount
        
Short -Term Investments—1.1%     
$139,000  State Street Eurodollar Time Deposit, 0.01%   139,000 
   Total Short-Term Investments
(Cost $139,000)
   139,000 
Total Investments
(Cost $13,275,861)—101.1%
   13,046,634 
Liabilities in Excess of Other Assets—(1.1)%   (143,109)
TOTAL NET ASSETS 100.0%  $12,903,525 


 

 

 

Percentages are stated as a percent of net assets.

 

(a) Non-income producing security.

 

ASA—Allmennaksjeselskap is the Norwegian term for a public limited company.

 

The accompanying notes are an integral part of these financial statements.

 

69

 

Alpine Transformations Fund

 

Schedule of Portfolio Investments
April 30, 2014 (Unaudited)

 

Shares  Security
Description
  Value 
         
Common Stocks—89.7%     
Aerospace & Defense—0.4%     
2,000  Erickson, Inc. (a)  $31,620 
Auto Components—1.1%     
14,000  GKN PLC   90,768 
Biotechnology—0.6%     
1,500  Receptos, Inc. (a)   50,685 
Chemicals—5.2%     
10,000  Clariant AG (a)   196,796 
2,500  Eastman Chemical Co.   217,925 
       414,721 
Commercial Services & Supplies—3.5%     
5,000  Deluxe Corp.   274,750 
Communications Equipment—1.0%     
3,441  Applied Optoelectronics, Inc. (a)    77,423 
Containers & Packaging—1.0%     
15,000  DS Smith PLC   79,777 
Diversified Financial Services—1.9%     
10,000  Bank of America Corp.   151,400 
Diversified Financials—1.1%     
1,500  Portfolio Recovery Associates, Inc. (a)   85,725 
Electronic Equipment, Instruments & Components—2.6%     
2,000  CTS Corp.   35,580 
3,500  Oxford Instruments PLC   76,172 
3,700  Universal Display Corp. (a)   96,385 
       208,137 
Energy Equipment & Services—6.1%     
5,000  Canadian Energy Services & Technology Corp.   147,439 
1,000  Helmerich & Payne, Inc.   108,650 
2,000  National Oilwell Varco, Inc.   157,060 
1,000  Oceaneering International, Inc.   73,280 
       486,429 
Food & Staples Retailing—1.7%     
3,000  Weis Markets, Inc.   138,270 
Health Care Equipment & Supplies—4.7%     
2,000  Edwards Lifesciences Corp. (a)   162,940 
100  Intuitive Surgical, Inc. (a)   36,170 
2,000  Natus Medical, Inc. (a)   49,660 
11,000  Synergetics U.S.A., Inc. (a)   36,630 
5,000  Zeltiq Aesthetics, Inc. (a)   91,450 
       376,850 
Health Care Providers & Services—1.2%     
6,923  Select Medical Holdings Corp.   96,645 
Household Durables—5.7%     
5,000  Garmin, Ltd.   285,500 
3,000  Jarden Corp. (a)   171,450 
       456,950 
Internet & Catalog Retail—5.8%     
400  priceline.com, Inc. (a)   463,100 
Internet Software & Services—2.7%     
200  Google, Inc.—Class A (a)   106,976 
200  Google, Inc.—Class C (a)   105,332 
       212,308 
Shares  Security
Description
  Value 
         
Common Stocks—continued     
Machinery—12.0%     
700  Chart Industries, Inc. (a)  $47,754 
34,000  Hexagon Composites ASA   210,487 
7,000  Manitex International, Inc. (a)   115,220 
1,500  Navistar International Corp. (a)   56,895 
3,000  Snap-on, Inc.   348,000 
13,000  Wabash National Corp. (a)   173,680 
       952,036 
Multi-Utilities—1.0%     
10,000  Just Energy Group, Inc.   79,467 
Office Electronics—1.8%     
12,000  Xerox Corp.   145,080 
Oil, Gas & Consumable Fuels—4.8%     
372  Apache Corp.   32,290 
10,000  Emerald Oil, Inc. (a)   70,700 
1,000  HollyFrontier Corp.   52,590 
14,000  Scorpio Tankers, Inc.   126,140 
2,000  Stone Energy Corp. (a)   98,100 
       379,820 
Paper & Forest Products—1.8%     
3,000  International Paper Co.   139,950 
Pharmaceuticals—4.2%     
2,000  Akorn, Inc. (a)   50,440 
3,000  Mylan, Inc. (a)   152,340 
1,000  Valeant Pharmaceuticals International, Inc. (a)   133,710 
       336,490 
Road & Rail—2.2%    
700  AMERCO   175,077 
Semiconductors & Semiconductor Equipment—2.1%     
10,500  Himax Technologies, Inc.—ADR   91,560 
20,000  Vitesse Semiconductor Corp. (a)    74,400 
       165,960 
Software—2.6%     
15,000  Callidus Software, Inc. (a)   143,175 
20,600  Mitek Systems, Inc. (a)   67,156 
       210,331 
Technology, Hardware, Storage & Peripherals—7.7%     
400  Apple, Inc.   236,036 
7,758  Cray, Inc. (a)   222,732 
2,500  Synaptics, Inc. (a)   155,375 
       614,143 
Trading Companies & Distributors—1.8%     
1,500  United Rentals, Inc. (a)   140,745 
Transportation Infrastructure—1.4%     
12,000  Aegean Marine Petroleum Network, Inc.   110,760 
   Total Common Stocks
(Cost $5,301,189)
   7,145,417 


 

The accompanying notes are an integral part of these financial statements.

 

70

 

Alpine Transformations Fund

 

Schedule of Portfolio Investments—Continued
April 30, 2014 (Unaudited)

 

Principal Amount  Security
Description
   Value  
         
Short-Term Investments—10.5%     
$ 837,000  State Street Eurodollar Time Deposit, 0.01%  $837,000 
   Total Short-Term Investments
(Cost $837,000)
   837,000 
Total Investments
(Cost $6,138,189)—100.2%
   7,982,417 
Liabilities in Excess of Other Assets—(0.2)%   (13,113)
TOTAL NET ASSETS 100.0%  $7,969,304 


 

 

 

Percentages are stated as a percent of net assets.

 

(a) Non-income producing security.

 

ADR—American Depositary Receipt

 

AG—Aktiengesellschaft is a German term that refers to a corporation that is limited by shares, i.e., owned by shareholders.

 

ASA—Allmennaksjeselskap is the Norwegian term for a public limited company.

 

PLC—Public Limited Company

 

The accompanying notes are an integral part of these financial statements.

 

71

 

Alpine Foundation Fund

 

Schedule of Portfolio Investments
April 30, 2014 (Unaudited)

 

Shares  Security
Description
  Value 
         
Common Stocks—69.7%     
Banks—2.0%     
5,000  PNC Financial Services Group, Inc.  $420,200 
5,000  Signature Bank (a)   594,100 
9,109  Southside Bancshares, Inc.   251,219 
8,000  Washington Trust Bancorp, Inc.   273,600 
       1,539,119 
Capital Markets—1.5%     
5,000  Ameriprise Financial, Inc.   558,150 
11,971  Oaktree Capital Group LLC   634,463 
       1,192,613 
Chemicals—3.7%     
20,000  E.I. du Pont de Nemours & Co.   1,346,400 
12,000  Eastman Chemical Co.   1,046,040 
5,000  International Flavors &  Fragrances, Inc.   492,600 
       2,885,040 
Commercial Services & Supplies—1.4%     
20,000  Deluxe Corp.   1,099,000 
Consumer Finance—1.1%     
11,000  Capital One Financial Corp.   812,900 
Diversified Financial Services—6.0%     
16,367  Citigroup, Inc.   784,143 
10,000  CME Group, Inc.   703,900 
45,600  JPMorgan Chase & Co.   2,552,688 
43,739  Medallion Financial Corp.   594,850 
       4,635,581 
Diversified Telecommunication Services—1.5%     
12,000  AT&T, Inc.   428,400 
16,000  Verizon Communications, Inc.   747,680 
       1,176,080 
Electric Utilities—1.2%     
9,900  American Electric Power Co., Inc.   532,719 
5,000  Duke Energy Corp.   372,450 
       905,169 
Energy Equipment & Services—1.7%     
12,000  Ensco PLC—Class A   605,400 
10,000  Oceaneering International, Inc.   732,800 
       1,338,200 
Food & Staples Retailing—4.4%     
15,000  CVS Caremark Corp.   1,090,800 
25,000  Safeway, Inc.   851,500 
15,000  Walgreen Co.   1,018,500 
9,000  Weis Markets, Inc.   414,810 
       3,375,610 
Gas Utilities—0.8%     
11,539  Atmos Energy Corp.   588,951 
Health Care Equipment & Supplies—2.3%     
8,600  Becton, Dickinson & Co.   972,058 
8,000  Zimmer Holdings, Inc.   774,400 
       1,746,458 
Health Care Providers & Services—1.3%     
5,000  Cardinal Health, Inc.   347,550 
4,000  McKesson Corp.   676,760 
       1,024,310 
Hotels, Restaurants & Leisure—0.9%     
55,000  International Game Technology   690,250 
Shares  Security
Description
  Value 
         
Common Stocks—continued     
Household Durables—1.4%     
28,000  Lennar Corp.—Class A  $1,080,520 
Household Products—1.6%     
8,000  Colgate-Palmolive Co.   538,400 
6,173  Orchids Paper Products Co.   165,869 
6,000  The Procter & Gamble Co.   495,300 
       1,199,569 
Industrial Conglomerates—2.6%     
74,600  General Electric Co.   2,005,994 
Insurance—1.6%     
5,000  The Chubb Corp.   460,400 
12,000  The Hartford Financial Services  Group, Inc.   430,440 
10,000  Validus Holdings, Ltd.   370,700 
       1,261,540 
IT Services—3.7%     
10,000  Accenture PLC—Class A   802,200 
4,107  Blackhawk Network     
   Holdings, Inc.—Class B (a)   94,584 
10,000  International Business Machines  Corp.   1,964,700 
       2,861,484 
Machinery—0.7%     
5,000  Caterpillar, Inc.   527,000 
Media—2.8%     
7,692  CBS Corp.—Class B   444,290 
27,000  Cinemark Holdings, Inc.   799,740 
17,000  Comcast Corp.—Class A   879,920 
       2,123,950 
Multi -Utilities—0.4%     
40,000  Just Energy Group, Inc.   317,869 
Office Electronics—0.9%     
55,000  Xerox Corp.   664,950 
Oil, Gas & Consumable Fuels—2.2%     
4,000  Chevron Corp.   502,080 
12,000  Kinder Morgan, Inc.   391,920 
17,547  World Fuel Services Corp.   799,090 
       1,693,090 
Pharmaceuticals—5.5%     
7,000  Abbott Laboratories   271,180 
15,000  AbbVie, Inc.   781,200 
24,000  Johnson & Johnson   2,430,960 
13,000  Pfizer, Inc.   406,640 
8,000  Teva Pharmaceutical Industries,  Ltd.—ADR   390,880 
       4,280,860 
Real Estate Investment Trusts—10.5%     
4,000  American Tower Corp.   334,080 
13,000  Boston Properties, Inc.   1,522,820 
100,000  CBL & Associates Properties, Inc.    1,817,000 
20,000  Digital Realty Trust, Inc.   1,068,000 
5,669  Prologis, Inc.   230,331 
18,123  Simon Property Group, Inc.   3,138,904 
       8,111,135 
Road & Rail—0.8%     
2,500  AMERCO   625,275 


 

The accompanying notes are an integral part of these financial statements.

 

72

 

Alpine Foundation Fund

 

Schedule of Portfolio Investments—Continued
April 30, 2014 (Unaudited)

 

Shares  Security
Description
  Value 
         
Common Stocks—continued     
Specialty Retail—0.7%     
9,000  Williams-Sonoma, Inc.  $565,380 
Technology, Hardware, Storage & Peripherals—1.5%     
2,000  Apple, Inc.   1,180,180 
Textiles, Apparel & Luxury Goods—1.8%     
5,000  PVH Corp.   627,850 
13,000  VF Corp.   794,170 
       1,422,020 
Trading Companies & Distributors—1.2%     
1,500  Watsco, Inc.   154,365 
3,000  WW Grainger, Inc.   763,200 
       917,565 
   Total Common Stocks
(Cost $39,662,384)
   53,847,662 
Principal
Amount
  Security
Description
  Value 
         
Bonds—20.4%      
U.S. Treasury Bonds—20.4%     
$   6,000,000  6.000%, 02/15/2026  $7,941,564 
4,000,000  5.250%, 11/15/2028   5,049,376 
3,000,000  3.000%, 05/15/2042   2,763,282 
       15,754,222 
   Total Bonds (Cost $14,759,919)   15,754,222 
Short-Term Investments—10.5%     
$   8,108,000  State Street Eurodollar Time  Deposit, 0.01%   8,108,000 
   Total Short-Term Investments  
(Cost $8,108,000)
   8,108,000 
Total Investments
(Cost $62,530,303)—100.6%
   77,709,884 
Liabilities in Excess of Other Assets—(0.6)%   (435,160)
TOTAL NET ASSETS 100.0%  $77,274,724 


 

 

 

Percentages are stated as a percent of net assets.

 

(a) Non-income producing security.

 

ADR—American Depositary Receipt

 

PLC—Public Limited Company

 

The accompanying notes are an integral part of these financial statements.

 

73

 

Alpine Ultra Short Tax Optimized Income Fund

 

Schedule of Portfolio Investments
April 30, 2014 (Unaudited)

 

Principal
Amount
   Security
Description
  Value 
         
Municipal Bonds—100.6%    
Alabama—3.6%      
$3,895,000   Alabama Housing Finance Authority Revenue, Multi-Family Housing Revenue, Phoenix Apartments Project—Series A (LOC: Regions Bank)
0.670%, 01/01/2036
(Putable on 05/01/2014) (a)
  $3,895,000 
 8,320,000   Alabama Port Authority Docks Facilities Revenue (CS: NATL-RE; LOC: Dexia Credit Local)
0.550%, 10/01/2024
(Putable on 05/01/2014) (a)
   8,320,000 
 7,820,000   Chatom Industrial Development Board Gulf Opportunity Zone Revenue, PowerSouth Energy Cooperative—Series A
0.600%, 11/15/2038
(Putable on 05/15/2014)(a)
   7,820,235 
 2,000,000   Chatom Industrial Development Board Pollution Control Revenue PowerSouth Energy Cooperative—
Series C
0.600%, 12/01/2024
(Putable on 06/01/2014) (a)
   2,000,260 
 10,000,000   Health Care Authority for Baptist Health Revenue—Series B
0.500%, 11/01/2042
(Putable on 05/01/2014) (a)
   10,000,000 
 1,250,000   Health Care Authority for Baptist Health Revenue—Series B (CS: Assured Guaranty)
0.510%, 11/15/2037
(Putable on 05/02/2014)(a)
   1,250,000 
 5,575,000   Mobile Downtown Redevelopment Authority Revenue, Lafayette Plaza Hotel Project—Series A (LOC: Regions Bank)
0.500%, 05/01/2032
(Putable on 05/01/2014) (a)
   5,575,000 
 1,735,000   The Medical Clinic Board of the City of Gulf Shores Revenue, Colonial Pinnacle MOB Project (LOC: Regions Bank)
0.500%, 07/01/2034
(Putable on 05/01/2014) (a)
   1,735,000 
         40,595,495 
Arizona—6.2%     
 850,000   Arizona Health Facilities Authority Hospital System Revenue, Phoenix Children’s Hospital, Series A
2.000%, 02/01/2015
   858,695 
 17,900,000   Cochise County Pollution Control Corp. Revenue, Arizona Electric Power Cooperative, Inc. Project
0.650%, 09/01/2024
(Putable on 09/01/2014) (a)
   17,906,265 
Principal
Amount
   Security
Description
   Value 
          
Municipal Bonds—continued     
Arizona—continued     
$10,775,000   Maricopa County Pollution Control Corp. Pollution Control Revenue, Palo Verde Project—Series A
6.000%, 05/01/2029
(Putable on 05/01/2014)(a)
  $10,775,000 
 39,500,000   Phoenix Industrial Development Authority Solid Waste Revenue, Republic Services, Inc. Project
0.530%, 12/01/2035
(Putable on 05/03/2014)(a)
   39,500,000  
         69,039,960 
California—3.6%     
 670,000   ABAG Finance Authority for Nonprofit Corp., Episcopal Senior Communities—Series B
2.000%, 07/01/2014
   670,844 
 820,000   ABAG Finance Authority for Nonprofit Corp., Episcopal Senior Communities—Series B
3.000%, 07/01/2015
   833,079 
 370,000   California Health Facilities Financing Authority Revenue, Children’s Hospital of Los Angeles—
Series A
5.000%, 11/15/2015
   385,647 
 2,000,000   California Pollution Control Financing Authority, Solid Waste Disposal Revenue, Waste Management, Inc. Project—Series
A 0.850%, 11/01/2038
(Putable on 05/01/2014) (a)
   2,000,000 
 3,500,000   California Pollution Control Financing Authority, Solid Waste Disposal Revenue, Waste Management, Inc. Project—Series A
1.650%, 07/01/2031
(Putable on 05/01/2014) (a)
   3,500,000 
 3,800,000   California School Cash Reserve Program Authority Revenue—Series O
2.000%, 12/31/2014
   3,831,502 
 870,000   California Statewide Communities Development Authority Industrial Development Revenue—Spratling-Cranor Properties LLC—Series A (LOC: City National Bank)
1.650%, 06/01/2020
Putable on 05/07/2014) (a)
   870,000 
 540,000   California Statewide Communities Development Authority Revenue, Episcopal Communities & Services
2.000%, 05/15/2014
   540,124 

 

 

The accompanying notes are an integral part of these financial statements.

74

Alpine Ultra Short Tax Optimized Income Fund

 

Schedule of Portfolio Investments—Continued
April 30, 2014 (Unaudited)

 

Principal
Amount
   Security
Description
  Value 
         
Municipal Bonds—continued     
California—continued     
$545,000   California Statewide Communities Development Authority Revenue, Episcopal Communities & Services
3.000%, 05/15/2015
  $553,306 
 1,935,000   California Statewide Communities Development Authority, Ltd. Obligation Revenue, Bakersfield Reassessment District
2.000%, 09/02/2014
   1,936,587 
 5,270,000   City of Los Angeles Multifamily Housing Revenue, Masselin Manor Project—Series J (LOC: Bank of America N.A.)
1.025%, 07/01/2015
(Putable on 05/07/2014) (a)
   5,270,000 
 8,200,000   Palomar Pomerado Health Care—Series A, ARN (CS: Assured Guaranty Municipal)
0.870%, 11/01/2036
(Putable on 05/06/2014) (a)
   8,200,000 
 3,500,000   Palomar Pomerado Health Care—Series B, ARN (CS: Assured Guaranty Municipal)
0.860%, 11/01/2036
(Putable on 05/07/2014) (a)
   3,500,000 
 8,050,000   Palomar Pomerado Health Care—Series C, ARN (CS: Assured Guaranty Municipal)
0.890%, 11/01/2036
(Putable on 05/01/2014) (a)
   8,050,000 
         40,141,089 
Colorado—0.8%     
 9,435,000   Arkansas River Power Authority Power Revenue (CS: Dexia Credit)
0.500%, 10/01/2026
(Putable on 05/01/2014) (a)
   9,435,000 
Connecticut—0.2%     
 1,890,000   City of New Haven, General Obligation Bond—Series B
2.000%, 09/01/2014
   1,899,847 
 145,000   City of West Haven, General Obligation Bond
4.000%, 08/01/2014
   146,227 
         2,046,074 
Delaware—0.0%(b)     
 300,000   Delaware Health Facilities Authority Revenue, Nanticoke Memorial Hospital Project
4.000%, 07/01/2014
   301,026 
Florida—6.1%     
 250,000   City of Tampa Hospital Refunding Revenue, H. Lee Moffitt Cancer Center Project—Series B
3.000%, 07/01/2014
   250,815 
Principal
Amount
  Security
Description
  Value
         
Municipal Bonds—continued     
Florida—continued     
$30,000,000   Florida Development Finance Corp., Healthcare Facilities Revenue, UF Health-Jacksonville Project— Series B
1.100%, 02/01/2029
(Putable on 05/01/2014) (a)
  $30,000,000 
 3,200,000   Liberty County Industrial Development Revenue, Georgia Pacific Corp. Project
0.330%, 10/01/2028
(Putable on 05/01/2014) (a)
   3,200,000 
 34,075,000   Miami-Dade County Expressway Authority Toll System Revenue, Series DCL-2012-005 (CS: AMBAC; LOC: Dexia Credit Local)
0.630%, 05/20/2029
(Putable on 05/01/2014) (a)
   34,075,000 
 1,000,000   Miami-Dade County Industrial Development Authority Revenue, Waste Management, Inc. Project
2.625%, 08/01/2023
(Putable on 08/01/2014) (a)
   1,005,130  
         68,530,945 
Georgia—0.9%     
 1,000,000   Douglas County Development Authority Revenue, Electrical Fiber Systems Project (LOC: Regions Bank)
0.700%, 12/01/2021
(Putable on 05/01/2014) (a)
   1,000,000 
 9,430,000   Walker Dade & Catoosa Counties Hospital Authority, Anticipation Certificates, Hutcheson Medical Center (LOC: Regions Bank)
0.500%, 10/01/2028
(Putable on 05/01/2014) (a)
   9,430,000 
         10,430,000 
Guam —0.1 %     
 100,000   Guam International Airport Authority Revenue—
Series A
3.000%, 10/01/2014
   100,680 
 150,000   Guam International Airport Authority Revenue—
Series B
3.000%, 10/01/2014
   151,020 
 500,000   Guam International Airport Authority Revenue—
Series C
3.000%, 10/01/2014
   502,160 
         753,860 
Hawaii—0.4%     
 5,000,000   Hawaii Health System Corp. Maui Regional System Revenue, Bond Anticipation Notes—Series 2013
2.250%, 02/01/2015
   5,001,200 

 

 

The accompanying notes are an integral part of these financial statements.

75

Alpine Ultra Short Tax Optimized Income Fund

 

Schedule of Portfolio Investments—Continued
April 30, 2014 (Unaudited)

 

Principal
Amount
   Security
Description
  Value 
         
Municipal Bonds—continued   
Illinois—6.7%     
$63,470,000   Chicago Board of Education,—Series-DCL-2012-001 (LOC: Dexia Credit Local)
0.901%, 12/01/2034
(Putable on 05/01/2014) (a)
  $63,470,000 
 2,165,000   Illinois Development Finance Authority Industrial Development Revenue, Durex Industries Project (LOC: RBS Citizens N.A.)
0.580%, 12/01/2023
(Putable on 05/01/2014) (a)
   2,165,000 
 4,400,000   Springfield Airport Authority, Allied-Signal, Inc. Project
5.000%, 09/01/2018
(Putable on 05/07/2014) (a)
   4,400,000 
 5,000,000   State of Illinois, General Obligation Bond—Series 2014 (CS: Assured Guaranty)
5.000%, 04/01/2015
   5,208,150 
         75,243,150 
Indiana—6.7%     
 1,000,000   City of Indianapolis Industrial Development Revenue, Joint Clutch Service (LOC: PNC Bank N.A.)
0.840%, 12/01/2014
(Putable on 05/01/2014) (a)
   1,000,000 
 8,230,000   Indiana Finance Authority Economic Development Revenue, Republic Services, Inc. Project—Series A
0.470%, 05/01/2034
(Putable on 06/02/2014) (a)
   8,230,082 
 6,435,000   Indiana Finance Authority Environmental Improvement Revenue, Mittal Steel U.S.A, Inc. Project (LOC: Banco Bilbao Vizcaya Argentaria)
0.550%, 08/01/2030
(Putable on 05/07/2014) (a)
   6,435,000 
 59,760,000   Indiana Finance Authority, Multifamily HSG Revenue (LIQ FAC: Citigroup)
1.000%, 10/26/2017
(Putable on 05/01/2014) (a)
   59,760,000 
         75,425,082 
Iowa—0.1%     
 1,200,000   Iowa Higher Education Loan Authority Revenue, University Dubuque—Series A
3.000%, 05/15/2014
   1,200,996 
Kansas—0.2%     
 1,000,000   City of Dodge City Industrial Development Revenue, Farmland National Beef Packing Co., L.P. Project (LOC: Rabobank Int.)
1.320%, 03/01/2027
(Putable on 05/01/2014) (a)
   1,000,000 
Principal
Amount
   Security
Description
  Value
           
Municipal Bonds—continued     
Kansas—continued     
$1,000,000   City of Liberal KS Industrial Development Revenue, Farmland National Beef Packing Co., L.P. Project (LOC: Rabobank Int.)
1.320%, 02/01/2029
(Putable on 05/01/2014) (a)
  $1,000,000 
         2,000,000 
Kentucky—0.7%     
 2,000,000   Lexington-Fayette Urban County Government Revenue, Richmond Place Associates, L.P. Project (LOC: Bank of America N.A.)
0.400%, 04/01/2015
   2,000,000 
 6,000,000   Pulaski County Solid Waste Disposal Revenue, National Rural Utilities—East Kentucky Power—Series B
0.650%, 08/15/2023
(Putable on 08/15/2014) (a)
   6,001,860 
         8,001,860 
Louisiana—2.1%     
 250,000   Louisiana Citizens Property Insurance Corp. Assessment Revenue 2.000%, 06/01/2014   250,223 
 2,050,000   Louisiana Housing Finance Agency Revenue, Multifamily Housing Restoration—Series A (LOC: Regions Bank)
0.600%, 12/01/2032
(Putable on 05/01/2014)(a)
   2,050,000 
 2,625,000   Louisiana Public Facilities Authority Revenue, Equipment & Capital Facilities Pooled—Loan B (LOC: Capital One Bank N.A.)
0.620%, 07/01/2033
(Putable on 05/01/2014) (a)
   2,625,000 
 865,000   Louisiana Public Facilities Authority Revenue, Equipment & Capital Facilities Pooled—Series B (LOC: Capital One Bank N.A.)
0.620%, 07/01/2033
(Putable on 05/01/2014) (a)
   865,000 
 1,630,000   North Webster Parish Industrial Development Revenue, CSP Project (LOC: Regions Bank)
2.100%, 09/01/2021
(Putable on 05/01/2014) (a)
   1,630,000 
 1,320,000   Ouachita Parish Industrial Development Board, Garrett Manufacturing LLC (LOC: Regions Bank)
0.700%, 12/01/2016
(Putable on 05/07/2014) (a)
   1,320,000 


 

 

The accompanying notes are an integral part of these financial statements.

76

Alpine Ultra Short Tax Optimized Income Fund

 

Schedule of Portfolio Investments—Continued
April 30, 2014 (Unaudited)

 

Principal
Amount
   Security
Description
  Value 
         
Municipal Bonds—continued     
Louisiana—continued     
$15,000,000   Plaquemines LA Port Harbor & Terminal District Revenue, International Marine Terminal Project—Series A, (LOC: Wells Fargo Bank N.A.)
0.500%, 03/15/2025
(Putable on 03/15/2015) (a)
  $15,000,000 
         23,740,223 
Maryland—0.0%(b)     
 250,000   Maryland Economic Development Corp. Student Housing Revenue, Morgan State University Project
3.000%, 07/01/2014
   250,393 
Massachusetts—1.3%     
 9,105,000   Massachusetts Development Finance Agency, Jewish Rehabilitation Center—Series A (LOC: RBS Citizens N.A.)
0.300%, 04/01/2041
(Putable on 05/01/2014) (a)
   9,105,000 
 1,000,000   Massachusetts Development Finance Agency, Waste Management, Inc.—Series B
2.125%, 12/01/2029
(Putable on 12/01/2015) (a)
   1,023,510 
 4,504,617   Massachusetts Housing Finance Agency Revenue—Series 2970 (CS: Assured Gty LIQ FAC Morgan Stanley Bank)
0.870%, 07/01/2025
(Putable on 05/01/2014) (a)
   4,504,617 
         14,633,127 
Michigan—2.2%     
 1,000,000   City of Detroit Sewage Disposal System Revenue,—Series A
5.000%, 07/01/2014
   1,002,080 
 7,900,000   City of Detroit Sewage Disposal System Revenue, Senior Lien—Series 1182 (CS: Assured Guaranty; LOC: Rabobank Int.)
1.120%, 07/01/2029
(Putable on 05/01/2014) (a)
   7,900,000 
 300,000   City of Detroit Sewage Disposal System Revenue, Senior Lien—Series A (CS: Assured Guaranty)
5.000%, 07/01/2015
   300,330 
 250,000   Detroit Wayne County Stadium Authority Revenue, Wayne County Limited Tax General Obligation
5.000%, 10/01/2014
   253,160 
 1,000,000   Michigan Finance Authority Revenue, Crittenton Hospital Medical Center—Series A
4.000%, 06/01/2014
   1,002,360 
 500,000   Michigan Finance Authority Revenue, Detroit School District
4.000%, 06/01/2014
   501,345 
Principal
Amount
  Security
Description
  Value
         
Municipal Bonds—continued        
Michigan—continued        
$ 1,200,000     Michigan Finance Authority Revenue, Detroit School District
5.000%, 06/01/2014
  $ 1,204,200  
  10,000,000     Michigan Finance Authority, St. AID Revenue—
Series C
4.375%, 08/20/2014
    10,085,000  
  2,000,000     Michigan Strategic Fund Limited Obligations Revenue, Waste Management, Inc. Project
1.500%, 08/01/2027
(Putable on 08/01/2014) (a)
    2,004,900  
              24,253,375  
Mississippi—7.1%        
  68,000,000     Mississippi Business Finance Corp. Revenue, PSL—North America LLC Project—Series A (LOC: ICICI Bank)
2.650%, 11/01/2032
(Putable on 05/01/2014) (a)
    68,000,000  
  6,495,000     Mississippi Business Finance Corp., Hattiesburg Clinic Professional Association Project (LOC: Regions Bank)
0.500%, 11/01/2026
(Putable on 05/01/2014) (a)
    6,495,000  
  4,560,000     Mississippi Business Finance Corp., Tri-State Truck Center, Inc. Project (LOC: Regions Bank)
0.500%, 03/01/2033
(Putable on 05/01/2014) (a)
    4,560,000  
              79,055,000  
Missouri—0.3%        
  1,245,000     Missouri Health & Educational Facilities Authority Health Facilities Revenue, Freeman Health System
5.000%, 02/15/2015
    1,274,917  
  1,930,000     Missouri Health & Educational Facilities Authority Revenue, St. Louis College of Pharmacy Project
2.000%, 05/01/2014
    1,930,000  
              3,204,917  
Montana—0.7%        
  8,000,000     City of Livingston, Revenue Anticipation Notes, Livingston Healthcare Project—Series 2013 2.000%, 12/01/2015     8,008,400  
Nebraska—0.1%        
  655,000     Central Plains Energy Project, Gas Project Revenue Project No. 3 (CS: Goldman Sachs)
4.000%, 09/01/2014
    661,642  
New Hampshire—0.1%        
  1,000,000     New Hampshire Health & Education Facilities Authority Revenue, Catholic Medical Center
4.000%, 07/01/2014
    1,004,400  


 

The accompanying notes are an integral part of these financial statements.

77

Alpine Ultra Short Tax Optimized Income Fund

 

Schedule of Portfolio Investments—Continued
April 30, 2014 (Unaudited)

 

Principal
Amount
  Security
Description
  Value
           
Municipal Bonds—continued     
New Jersey—10.9%     
$3,830,000   Casino Reinvestment Development Authority—Series A (CS: NATL-RE)
5.000%, 06/01/2016
  $3,988,754 
 6,400,000   City of Atlantic City, Bond Anticipation Notes—Series 2014
1.750%, 02/03/2015
   6,430,464 
 4,500,000   City of Newark, General Obligation Notes—Series B
1.500%, 06/26/2014
   4,505,490 
 7,000,000   City of Newark, General Obligation Notes—Series D
1.500%, 06/26/2014
   7,008,610 
 5,119,000   City of Newark, General Obligation Notes—Series E
1.500%, 12/10/2014
   5,138,657 
 1,000,000   City of Newark, School Promissory Notes—Series C
1.500%, 06/26/2014
   1,001,190 
 21,000,000   City of Newark, Tax Anticipation Notes—Series A
1.750%, 02/20/2015
   21,065,100 
 9,795,000   New Jersey Economic Development Authority Revenue, Arbor Glen of Bridgewater Project (LOC: Sovereign Bank N.A.)
0.800%, 05/15/2033
(Putable on 05/01/2014) (a)
   9,795,000 
 36,300,000   New Jersey Economic Development Authority Revenue, Port Newark Container Terminal LLC Project—Series—B (LOC: Sovereign Bank N.A.)
1.000%, 07/01/2030
(Putable on 05/07/2014) (a)
   36,300,000 
 480,000   New Jersey Health Care Facilities Financing Authority Revenue, Barnabas Health—Series A
4.000%, 07/01/2015
   497,064 
 1,290,000   New Jersey Health Care Facilities Financing Authority Revenue, Palisades Medical Center Obligation Group
4.000%, 07/01/2014
   1,294,205 
 23,045,000   New Jersey Higher Education Student Assistance Authority (CS: Assured Guaranty; SPA: Citibank N.A.)
0.420%, 06/01/2016
(Putable on 05/01/2014) (a)
   23,045,000 
 500,000   New Jersey Higher Education Student Assistance Authority Senior Student Loan Revenue—Series—1A
4.000%, 12/01/2014
   510,100 
 2,225,800   Township of Irvington, General Obligation Notes
2.250%, 06/20/2014
   2,227,447 
         122,807,081 

 

 

Principal
Amount
  Security
Description
  Value
           
Municipal Bonds—continued     
New York—11.9%     
$5,385,000   City of Glen Cove, Bond Anticipation Notes—Series A
1.500%, 10/01/2014
  $5,393,831 
 545,000   City of Poughkeepsie, Public Improvement—Series A
3.125%, 04/15/2015
   555,856 
 4,100,000   City of Utica, Bond Anticipation Notes—Series A
1.500%, 02/25/2015
   4,118,860 
 500,000   City of Yonkers General Obligation Bond—Series A
2.000%, 07/01/2014
   501,195 
 1,530,000   City of Yonkers General Obligation Bond—Series A
4.000%, 07/01/2015
   1,586,549 
 1,000,000   City of Yonkers General Obligation Bond—Series C
2.000%, 08/15/2014
   1,004,210 
 1,000,000   City of Yonkers General Obligation Bond—Series C
4.000%, 08/15/2015
   1,040,980 
 3,860,000   Franklin County Solid Waste Management Authority, Revenue Bond Anticipation Notes
1.000%, 03/31/2015
   3,860,116 
 385,000   Nassau County Local Economic Assistance Corp. Revenue, South Nassau Communities Hospital Project
4.000%, 07/01/2014
   386,975 
 1,000,000   Nassau County Local Economic Assistance Corp. Revenue, Winthrop University Hospital Association Project
4.000%, 07/01/2014
   1,005,340 
 1,000,000   New York City Industrial Development Agency Airport Facilities Revenue, TRIPs Obligated Group—Series A
5.000%, 07/01/2014
   1,004,980 
 10,400,000   New York City Municipal Water Finance Authority, Water & Sewer System Revenue (SPA: Dexia Credit Local)
0.290%, 06/15/2032
(Putable on 05/01/2014) (a)
   10,400,000 
 2,500,000   New York City, General Obligation Bond, Fiscal 2008 Series J—5 (SPA: Dexia Credit Local)
0.290%, 08/01/2028
(Putable on 05/01/2014) (a)
   2,500,000 
 1,285,000   New York Dormitory Authority Revenue, Long Island University
3.000%, 09/01/2014
   1,293,147 
 3,734,732   Prattsburgh Central School District, Bond Anticipation Notes
1.000%, 06/27/2014
   3,735,218 
 2,350,000   Rockland County, Bond Anticipation Notes—Series B
2.000%, 06/05/2014
   2,353,055 

 


The accompanying notes are an integral part of these financial statements.

 

78

 

Alpine Ultra Short Tax Optimized Income Fund

 

Schedule of Portfolio Investments—Continued
April 30, 2014 (Unaudited)

 

Principal
Amount
  Security
Description
  Value
           
Municipal Bonds—continued     
New York—continued     
$500,000   Rockland County, General Obligation Bond—Series B
3.000%, 12/15/2014
  $506,720 
 31,500,000   Rockland County, Revenue Anticipation Notes—Series B
1.750%, 06/27/2014
   31,550,400 
 6,000,000   Rockland County, Tax Anticipation Notes
2.000%, 03/17/2015
   6,054,720 
 8,000,000   Suffolk County, Revenue Anticipation Notes
1.500%, 03/26/2015
   8,074,080 
 28,000,000   Suffolk County, Tax Anticipation Notes—Series I
1.500%, 08/14/2014
   28,099,120 
 2,500,000   Town of Oyster Bay, Bond Anticipation Notes—Series B
5.000%, 08/08/2014
   2,528,950 
 10,000,000   Town of Ramapo, Bond Anticipation Notes
4.700%, 05/28/2014
   10,008,500 
 5,750,000   Ulster County Industrial Development Agency, Civic Facility Revenue, Kingston Regional Senior Living Corp.—Woodland Pond At New Paltz Project—Series C (LOC: Sovereign Bank N.A.)
0.850%, 09/15/2037
(Putable on 05/01/2014) (a)
   5,750,000 
 500,000   Westchester Tobacco Asset Securitization Corp.
5.000%, 06/01/2026
   500,600 
         133,813,402 
North Carolina—0.6%     
 7,000,000   North Carolina Capital Facilities Finance Agency, Solid Waste Disposal Revenue, Republic Services, Inc. Project—Series B
0.450%, 12/01/2020
(Putable on 06/02/2014) (a)
   7,000,070 
Ohio—1.9%     
 3,005,000   City of Marysville, Tax Increment Financing Revenue Notes, Coleman’s Crossing Development (LOC: Fifth Third Bank)
2.250%, 08/27/2014
   3,018,582 
 1,415,000   City of Marysville, Tax Increment Financing Revenue, City Gate Development (LOC: Fifth Third Bank)
2.250%, 08/27/2014
   1,421,396 
 7,230,000   Columbus Regional Airport Authority Revenue, West Bay Apartments Project (LOC: Sovereign Bank N.A.)
0.860%, 12/01/2034
(Putable on 05/01/2014) (a)
   7,230,000 

 

 

Principal
Amount
  Security
Description
  Value
           
Municipal Bonds—continued     
Ohio—continued     
$475,000   Fairfield County Hospital Facilities Revenue, Fairfield Medical Center Project
3.000%, 06/15/2014
  $475,912 
 9,000,000   Ohio Water Development Authority, Solid Waste Revenue, Waste Management Project
2.250%, 11/01/2022
(Putable on 11/02/2015) (a)
   9,221,580 
         21,367,470 
Oklahoma—0.3%     
 250,000   Comanche County Hospital Authority Revenue—Series A
4.000%, 07/01/2014
   250,733 
 3,300,000   Oklahoma Development Finance Authority, Public Service Co. Project
5.250%, 06/01/2014
   3,311,715 
         3,562,448 
Oregon—0.3%     
 3,150,000   Gilliam County, Solid Waste Disposal Revenue, Waste Management, Inc. Project—Series A
0.850%, 08/01/2025
(Putable on 05/01/2014)(a)
   3,150,000 
 150,000   Multnomah County Hospital Facilities Authority Revenue, Terwilliger Plaza, Inc.
2.000%, 12/01/2014
   151,181 
         3,301,181 
Pennsylvania—2.7%     
 5,080,000   Allegheny County Airport Authority Revenue (CS: NATL-RE; LOC: Dexia Credit Local)
0.480%, 01/01/2022
(Putable on 05/01/2014) (a)
   5,080,000 
 5,220,000   Allegheny County Airport Authority Revenue (CS: NATL-RE; LOC: Dexia Credit Local)
0.550%, 01/01/2021
(Putable on 05/01/2014) (a)
   5,220,000 
 1,100,000   Allegheny County Hospital Development Authority, University of Pittsburgh Medical Center—Series B
5.000%, 06/15/2018
   1,105,643 
 455,000   Lancaster Industrial Development Authority Revenue, Garden Spot Village Project
3.000%, 05/01/2014
   455,000 
 270,000   Northampton County Industrial Development Authority Revenue, Morningstar Senior Living, Inc. Project
2.400%, 07/01/2014
   270,021 

 


The accompanying notes are an integral part of these financial statements.

 

79

 

Alpine Ultra Short Tax Optimized Income Fund

 

Schedule of Portfolio Investments—Continued
April 30, 2014 (Unaudited)

 

Principal
Amount
  Security
Description
  Value
           
Municipal Bonds—continued     
Pennsylvania—continued     
$3,670,000   Pennsylvania Economic Development Financing Authority, First Energy Generation LLC—Series A
3.375%, 12/01/2040
(Putable on 07/01/2015) (a)
  $3,728,133 
 1,800,000   Pennsylvania Economic Development Financing Authority, Solid Waste Disposal Revenue, Republic Services, Inc. Project—Series A
0.450%, 04/01/2019
(Putable on 07/01/2014) (a)
   1,800,000 
 10,000,000   Pennsylvania Economic Development Financing Authority, Solid Waste Disposal Revenue, Waste Management, Inc.
0.500%, 08/01/2045
(Putable on 05/01/2014) (a)
   10,000,000 
 2,000,000   Pennsylvania Economic Development Financing Authority, Solid Waste Disposal Revenue, Waste Management, Inc.
1.750%, 12/01/2033
(Putable on 12/01/2015) (a)
   2,041,320 
         29,700,117 
Puerto Rico—3.9%     
 4,365,000   Commonwealth of Puerto Rico, General Obligation Bonds—Series A
5.250%, 07/01/2014
   4,358,933 
 750,000   Commonwealth of Puerto Rico, General Obligation Bonds
6.500%, 07/01/2014
   747,930 
 725,000   Commonwealth of Puerto Rico, General Obligation Bonds—Series A (CS: NATL-RE)
5.500%, 07/01/2014
   725,834 
 8,000,000   Government Development Bank for Puerto Rico Revenue (CS: NATL-RE)
4.750%, 12/01/2015 (a)
   8,006,000 
 900,000   Puerto Rico Electric Power Authority—Series JJ (CS: NATL-RE)
5.250%, 07/01/2014
   903,294 
 500,000   Puerto Rico Electric Power Authority—Series UU (CS: Assured Guaranty Municipal)
5.000%, 07/01/2014
   501,625 
 3,800,000   Puerto Rico Electric Power Authority—Series WW
5.250%, 07/01/2014
   3,813,908 
 500,000   Puerto Rico Industrial Tourist Educational Medical & Environmental Control Facilities Financing Authority Revenue, International American University Project
4.000%, 10/01/2014
   503,480 

 

 

Principal
Amount
  Security
Description
  Value
           
Municipal Bonds—continued     
Puerto Rico—continued     
$250,000   Puerto Rico Industrial Tourist Educational Medical & Environmental Control Facilities Financing Authority Revenue, Universidad Sacred Heart Project
3.000%, 10/01/2014
  $249,982 
 250,000   Puerto Rico Industrial Tourist Educational Medical & Environmental Control Facilities Financing Authority Revenue, Universidad Sacred Heart Project
4.000%, 10/01/2015
   252,172 
 1,000,000   Puerto Rico Municipal Finance Agency Revenue—Series B (CS: Assured Guaranty Municipal)
5.000%, 07/01/2014
   1,001,430 
 2,425,000   Puerto Rico Public Buildings Authority Revenue, Government Facilities—Series H (CS: FGIC)
5.250%, 07/01/2014
   2,421,629 
 4,905,000   Puerto Rico Public Buildings Authority Revenue, Government Facilities—Series M
5.750%, 07/01/2014
   4,885,674 
 5,000,000   University of Puerto Rico Revenue—Series P
5.000%, 06/01/2014
   4,976,800 
 5,585,000   University of Puerto Rico Revenue—Series Q
5.000%, 06/01/2014
   5,559,086 
 4,835,000   University of Puerto Rico Revenue—Series Q
5.000%, 06/01/2015
   4,436,161 
         43,343,938 
Rhode Island—0.1%     
 500,000   Rhode Island Economic Development Corp. Revenue, Airport Revenue—Series C
3.000%, 07/01/2014
   501,795 
 900,000   Rhode Island Health & Educational Building Corp. Revenue, Hospital Financing Revenue, Lifespan Obligated Group Issue—Series A (CS: Assured Guaranty Municipal)
5.000%, 05/15/2015
   940,320 
         1,442,115 
Tennessee—2.3%     
 8,450,000   Franklin Public Building Authority, Local Government Public Improvement Bonds—Series 101-A-1 (SPA: DEPFA Bank PLC)
0.290%, 06/01/2037
(Putable on 05/01/2014) (a)
   8,450,000 

 


The accompanying notes are an integral part of these financial statements.

 

80

 

Alpine Ultra Short Tax Optimized Income Fund

 

Schedule of Portfolio Investments—Continued
April 30, 2014 (Unaudited)

 

Principal
Amount
  Security
Description
  Value
           
Municipal Bonds—continued     
Tennessee—continued     
$5,000,000   Lewisburg Industrial Development Board Solid Waste Disposal Revenue, Waste Management, Inc. of Tennessee Project
0.500%, 07/02/2035
(Putable on 05/01/2014) (a)
  $5,000,000 
 170,000   Metropolitan Government Nashville & Davidson County Health & Educational Facilities Board Revenue, The Blakeford at Green Hills,
2.000%, 07/01/2014
   170,190 
 2,830,000   Metropolitan Government Nashville & Davidson County Health & Educational Facilities Board Revenue, Wedgewood—Series A (LOC: Regions Bank)
0.600%, 06/01/2034
(Putable on 05/02/2014) (a)
   2,830,000 
 6,000,000   Metropolitan Government Nashville & Davidson County Industrial Development Board Exempt Revenue, Waste Management, Inc. of Tennessee Project
1.500%, 08/01/2031
(Putable on 08/01/2014) (a)
   6,014,700 
 3,800,000   Metropolitan Government Nashville & Davidson County Industrial Development Board Revenue, Rodgers Welch Venture (LOC: Regions Bank)
2.250%, 12/01/2014
(Putable on 05/06/2014) (a)
   3,800,000 
         26,264,890 
Texas—8.2%     
 17,500,000   Brazos River Authority, Texas Competitive Electric Holdings Co. (LOC: Citibank N.A.)
0.310%, 05/01/2033
(Putable on 05/01/2014) (a)
   17,500,000 
 2,920,000   Fort Bend County Industrial Development Corp., Aaron Rents, Inc. Project (LOC: Wells Fargo Bank N.A.)
0.330%, 01/01/2026
(Putable on 05/01/2014) (a)
   2,920,000 
 2,000,000   Harris County Industrial Development Corp. Solid Waste Disposal Revenue, Deer Park Refining Ltd. Partnership Project
0.370%, 03/01/2023
(Putable on 05/01/2014) (a)
   2,000,000 
 10,000,000   Mission TX Economic Development Corp. Solid Waste Disposal Revenue, Waste Management, Inc.
1.500%, 08/01/2020
(Putable on 08/01/2014) (a)
   10,024,500 

 

 

Principal
Amount
  Security
Description
  Value
           
Municipal Bonds—continued     
Texas— continued     
$19,100,000   Port of Port Arthur Navigation District, Environmental Facilities Revenue, Motiva Enterprises LLC Project—Series E
0.330%, 11/01/2040
(Putable on 05/01/2014) (a)
  $19,100,000 
 10,100,000   Port of Port Arthur Navigation District, Motiva Enterprises LLC— Series B
0.330%, 04/01/2040
(Putable on 05/01/2014) (a)
   10,100,000 
 1,500,000   Texas Municipal Gas Acquisition & Supply Corp. III Gas Supply Revenue,—Series 2012 (CS: Macquarie Group Ltd.)
5.000%, 12/15/2014
   1,533,090 
 2,000,000   Texas Municipal Gas Acquisition & Supply Corp. III Gas Supply Revenue,—Series 2012 (CS: Macquarie Group, Ltd.)
5.000%, 12/15/2015
   2,109,660 
 9,000,000   Texas Transportation Commission Turnpike System Revenue, —Series B
1.250%, 08/15/2042
(Putable on 02/15/2015) (a)
   9,038,250 
 13,190,000   Weslaco Health Facilities Development Corp., Knapp Medical Center—Series A (LOC: Compass Bank)
0.620%, 06/01/2038
(Putable on 05/01/2014) (a)
   13,190,000 
 4,155,000   Weslaco Health Facilities Development Corp., Knapp Medical Center—Series B (LOC: Compass Bank)
0.620%, 06/01/2031
(Putable on 05/01/2014) (a)
   4,155,000 
         91,670,500 
Virginia—7.0%     
 1,750,000   Amelia County Industrial Development Authority, Solid Waste Disposal Revenue, Waste Management, Inc. Project
0.625%, 04/01/2027
(Putable on 04/01/2015) (a)
   1,750,000 
 70,350,000   Capital Beltway Funding Corp., Hot Lanes—Series B (LOC: Banco Espirito Santo SA)
1.000%, 12/31/2047
(Putable on 05/01/2014) (a)
   70,350,000 
 1,000,000   Gloucester County Industrial Development Authority Solid Waste Disposal Revenue, Waste Management, Inc.
1.600%, 09/01/2038
(Putable on 05/01/2014) (a)
   1,000,000 

 


The accompanying notes are an integral part of these financial statements.

 

81

 

Alpine Ultra Short Tax Optimized Income Fund

 

Schedule of Portfolio Investments—Continued
April 30, 2014 (Unaudited)

 

Principal
Amount
  Security
Description
  Value
           
Municipal Bonds—continued     
Virginia—continued     
$5,000,000   King George County Industrial Development Authority, Solid Waste Disposal Revenue, Waste Management, Inc. Project
1.000%, 06/01/2023
(Putable on 05/01/2014) (a)
  $5,000,000 
         78,100,000 
Wyoming—0.3%     
 2,855,000   Gillette Environmental Improvement Revenue, Black Hills Power and Light Co.—Series A
0.750%, 06/01/2024
(Putable on 05/07/2014) (a)
   2,855,000 
     Total Municipal Bonds
(Cost $1,128,274,288)
   1,128,185,426 

 

 

Shares  Security
Description
  Value
           
Money Market Funds—0.0%(b)     
 95,444   BlackRock Liquidity Funds:
MuniCash Portfolio, 0.01%
  $95,444 
     Total Money Market Funds
(Cost $95,444)
   95,444 
Total Investments
(Cost $1,128,369,732)—100.6%
   1,128,280,870 
Liabilities in Excess of Other Assets—(0.6)%   (6,286,305)
TOTAL NET ASSETS 100.0%  $1,121,994,565 

 


 

 

Percentages are stated as a percent of net assets.

 

(a) Variable Rate Security—The rate reported is the rate in effect as of April 30, 2014.

 

(b) Amount is less than 0.05%.

 

ARN—Auction Rate Note

 

CS—Credit Support

 

CSP—Continental Structural Plastics

 

FGIC—Federal Guaranty Insurance Co.

 

LIQ FAC—Liquidity Facility

 

LOC—Letter of Credit

 

PLC—Public Limited Company

 

SA—Generally designates corporations in various countries, mostly those employing the civil law.

 

SPA—Standby Purchase Agreement

 

The accompanying notes are an integral part of these financial statements.

 

82

 

Alpine Municipal Money Market Fund

 

Schedule of Portfolio Investments
April 30, 2014 (Unaudited)

 

Principal
Amount
   Security
Description
  Value 
           
Municipal Bonds—101.8%     
Alabama—0.2%     
$355,000   Mobile AL Industrial Development Board Pollution Control Revenue, Alabama Power Co., Barry Plant Project
0.450%, 07/15/2034
(Putable on 09/23/2014) (a)
  $355,000 
California—0.2%     
 350,000   Los Angeles Regional Airports Improvement Corp. Lease Revenue, Los Angeles International Airport (LOC: Societe Generale)
0.400%, 12/01/2015
(Putable on 05/07/2014) (a)
   350,000 
Colorado—5.1%     
 2,790,000   Colorado Housing & Finance Authority Economic Development Revenue, Monaco LLC—Series A (LOC: UMB Bank N.A.)
0.240%, 12/01/2027
(Putable on 05/07/2014) (a)
   2,790,000 
 2,150,000   Colorado Housing & Finance Authority Economic Development Revenue, Pacific Instruments Project (LOC: Wells Fargo Bank N.A.)
0.330%, 08/01/2020
(Putable on 05/07/2014) (a)
   2,150,000 
 2,245,000   Colorado Housing & Finance Authority Economic Development Revenue, Popiel Properties LLC Project—Series A (LOC: UMB Bank N.A.)
0.320%, 12/01/2029
(Putable on 05/07/2014) (a)
   2,245,000 
 200,000   Midcities Metropolitan District No. 1 Special Revenue—Series B (LOC: BNP Paribas)
0.230%, 12/01/2031
(Putable on 05/07/2014) (a)
   200,000 
         7,385,000 
Florida—4.4%     
 750,000   Broward County Housing Finance Authority Sailboat Bend Artist Lofts Project (LOC: Citibank N.A.)
0.300%, 04/15/2038
(Putable on 05/07/2014) (a)
   750,000 
 3,400,000   Manatee County Industrial Development Revenue, Gaemmerler U.S. Corp. (LOC: Wells Fargo Bank N.A.)
0.330%, 10/01/2035
(Putable on 05/07/2014) (a)
   3,400,000 
Principal
Amount
   Security
Description
  Value 
           
Municipal Bonds—continued     
Florida—continued     
$2,220,000   Sarasota County Industrial Development Revenue, Tervis Tumbler Co. (LOC: Bank of America N.A.)
0.300%, 11/01/2024
(Putable on 05/07/2014) (a)
  $2,220,000 
         6,370,000 
Georgia—1.1%     
 1,600,000   Rome—Floyd County Development Authority Revenue, Steel King Industries, Inc. Project (LOC: BMO Harris Bank N.A.)
0.280%, 07/01/2020
(Putable on 05/07/2014) (a)
   1,600,000 
Illinois—13.1%     
 7,970,000   City of Chicago, Deutsche Bank Spears/Lifers Trust, Various States Gold—Series DBE-494 (CS: Deutsche Bank AG)
0.220%, 01/01/2029
(Putable on 05/07/2014) (a)(b) .
   7,970,000 
 1,120,000   City of East Moline, Rock Island County Industrial Development Revenue, Elliott Aviation (LOC: U.S. Bank N.A.)
0.230%, 12/01/2019
(Putable on 05/07/2014) (a)
   1,120,000 
 500,000   Des Plaines Industrial Development Revenue, MMP Properties LLC (LOC: JPMorgan Chase Bank)
0.390%, 10/01/2018
(Putable on 05/07/2014) (a)
   500,000 
 310,000   Elk Grove Village Industrial Development Revenue, Rainbow Fish House, Inc. Project (LOC: JPMorgan Chase Bank)
0.590%, 05/01/2016
(Putable on 05/07/2014) (a)
   310,000 
 1,000,000   Elmhurst Industrial Development Revenue, John Sakash Co., Inc. Project (LOC: Bank of America N.A.)
0.320%, 02/01/2025
(Putable on 05/07/2014) (a)
   1,000,000 
 875,000   Illinois Finance Authority Industrial Development Revenue, 2500 DevelGroup LLC—Series A (LOC: JPMorgan Chase Bank)
0.300%, 01/01/2021
(Putable on 05/07/2014) (a)
   875,000 
 955,000   Illinois Finance Authority Industrial Development Revenue, Alpha Beta Press, Inc.—Series A (LOC: JPMorgan Chase Bank)
0.390%, 06/01/2020
(Putable on 05/07/2014) (a)
   955,000 


 

The accompanying notes are an integral part of these financial statements.

 

83

 

Alpine Municipal Money Market Fund

 

Schedule of Portfolio Investments—Continued
April 30, 2014 (Unaudited)

 

Principal
Amount
   Security
Description
  Value 
           
Municipal Bonds—continued     
Illinois—continued     
$345,000   Illinois Finance Authority Industrial Development Revenue, Church Road Partnership (LOC: JPMorgan Chase Bank)
0.390%, 10/01/2017
(Putable on 05/07/2014) (a)
  $345,000 
 1,875,000   Illinois Finance Authority Industrial Development Revenue, Industrial Steel Construction, Inc. (LOC: JPMorgan Chase Bank)
0.390%, 07/15/2023
(Putable on 05/07/2014) (a)
   1,875,000 
 495,000   Illinois Finance Authority Industrial Development Revenue, Merug LLC—Series B (LOC: JPMorgan Chase Bank)
0.390%, 12/01/2018
(Putable on 05/07/2014) (a)
   495,000 
 260,000   Illinois Finance Authority Revenue, Knead Dough Baking Co. Project (LOC: JPMorgan Chase Bank)
0.590%, 09/01/2025
(Putable on 05/07/2014) (a)
   260,000 
 1,000,000   Illinois Finance Authority Revenue, Reliable Materials Project (LOC: Fifth Third Bank)
0.390%, 06/01/2026
(Putable on 05/07/2014) (a)
   1,000,000 
 335,000   Village of Hanover Park Industrial Development Revenue, Spectra-Tech, Inc. Project (LOC: BMO Harris Bank N.A.)
0.580%, 08/01/2017
(Putable on 05/07/2014) (a)
   335,000 
 2,065,000   Village of Woodridge, DuPage, Will & Cook Counties Industrial Development Revenue, Home Run Inn Frozen Food (LOC: JPMorgan Chase Bank)
0.390%, 10/01/2025
(Putable on 05/07/2014) (a)
   2,065,000 
         19,105,000 
Indiana—5.0%     
 565,000   City of South Bend Economic Development Revenue, Dynamic R.E.H.C., Inc. Project, (LOC: KeyBank N.A.)
0.700%, 09/01/2020
(Putable on 05/07/2014) (a)
   565,000 
 1,785,000   Indiana Finance Authority Development Revenue, TTP, Inc. Project (LOC: Bank of America N.A.)
0.270%, 02/01/2026
(Putable on 05/07/2014) (a)
   1,785,000 
Principal
Amount
   Security
Description
  Value 
           
Municipal Bonds—continued     
Indiana—continued     
$5,000,000   Posey County Economic Development Revenue, Midwest Fertilizer Corp. Project—Series A (CS: Midwest Fertilizer Corp.)
0.300%, 07/01/2046
(Putable on 11/18/2014) (a)
  $5,000,000 
         7,350,000 
Kentucky—3.4%     
 5,000,000   Kenton County Airport Board, Special Facilities Revenue, FlightSafety International, Inc. Project—Series A (CS: Berkshire Hathaway, Inc.)
0.130%, 06/01/2021
(Putable on 05/07/2014) (a)
   5,000,000 
Louisiana—6.1%     
 2,635,000   Caddo-Bossier Parishes Port Commission Revenue, Oakley Louisiana, Inc. (LOC: Bank of America N.A.)
0.370%, 01/01/2028
(Putable on 05/07/2014) (a)
   2,635,000 
 1,200,000   Parish of Ascension, Variable Rate Demand Revenue Bonds, BASF Corp.
0.260%, 03/01/2025
Putable on 05/07/2014) (a)
   1,200,000 
 5,000,000   Plaquemines Port Harbor & Terminal District Revenue, International Marine Terminal Project—Series A (LOC: Wells Fargo Bank N.A.)
0.500%, 03/15/2025
(Putable on 03/15/2015) (a)
   5,000,000 
         8,835,000 
Michigan—9.4%     
 790,000   Michigan Strategic Fund Limited Obligation Revenue, Dawnbreakers LLC (LOC: Fifth Third Bank)
0.280%, 05/01/2018
(Putable on 05/07/2014) (a)
   790,000 
 1,400,000   Michigan Strategic Fund Limited Obligation Revenue, Envelope Printery, Inc. (LOC: Fifth Third Bank)
0.260%, 03/01/2027
(Putable on 05/07/2014) (a)
   1,400,000 
 5,845,000   Michigan Strategic Fund Limited Obligation Revenue, Glastender, Inc. (LOC: JPMorgan Chase Bank)
0.200%, 11/01/2023
(Putable on 05/07/2014) (a)
   5,845,000 
 5,250,000   Michigan Strategic Fund Limited Obligation Revenue, Sacred Heart Rehabilitation Center (LOC: Fifth Third Bank)
0.240%, 03/01/2037
(Putable on 05/07/2014) (a)
   5,250,000 


 

The accompanying notes are an integral part of these financial statements.

 

84

 

Alpine Municipal Money Market Fund

 

Schedule of Portfolio Investments—Continued
April 30, 2014 (Unaudited)

 

Principal
Amount
   Security
Description
  Value 
           
Municipal Bonds—continued     
Michigan—continued     
$300,000   Michigan Strategic Fund Limited Obligation Revenue, Warren Screw Products, Inc. (LOC: JPMorgan Chase Bank)
0.570%, 09/01/2016
(Putable on 05/07/2014) (a)
  $300,000 
 100,000   Sterling Heights Economic Development Corp. Revenue, Kunath Enterprises LLC (LOC: JPMorgan Chase Bank)
0.570%, 02/01/2016
(Putable on 05/07/2014) (a)
   100,000 
         13,685,000 
New Jersey—3.5%     
 1,120,000   Burlington County Bridge Commission Revenue, Lutheran Home at Moorestown Project—Series A (LOC: TD Bank N.A.)
0.140%, 12/01/2025
(Putable on 05/07/2014) (a)
   1,120,000 
 3,000,000   Hudson County Improvement Authority, Guaranteed Pooled Notes—Series Q-1
2.000%, 07/25/2014
   3,009,369 
 1,000,000   Hudson County Improvement Authority, Guaranteed Pooled Notes—Series S-1
1.000%, 12/10/2014
   1,003,647 
         5,133,016 
New Mexico—3.7%     
 380,000   Albuquerque Industrial Development Revenue, Karsten Co.—Series A (LOC: U.S. Bank N.A.)
0.250%, 12/01/2017
(Putable on 05/07/2014) (a)
   380,000 
 5,000,000   Santa Fe County Education Facility Revenue, Archdioceses of Santa Fe School Project—Series A (LOC: U.S. Bank N.A.)
0.270%, 06/01/2028
(Putable on 05/07/2014) (a)
   5,000,000 
         5,380,000 
New York—1.6%     
 815,000   Erie County Industrial Development Agency Revenue, Heritage Centers Project (LOC: KeyBank N.A.)
0.280%, 09/01/2018
(Putable on 05/07/2014) (a)
   815,000 
 1,000,000   Nassau County, Tax Anticipation Notes—Series A
2.000%, 09/15/2014
   1,005,451 
 560,000   New York City Industrial Development Agency, Allway Tools, Inc. (LOC: Citibank N.A.)
0.320%, 08/01/2017
(Putable on 05/07/2014) (a)
   560,000 
         2,380,451 
Principal
Amount
   Security
Description
  Value 
           
Municipal Bonds—continued     
North Carolina—4.9%     
$7,100,000   Davidson County Industrial Facilities & Pollution Control Financing Authority Revenue, Dieboid, Inc.  (LOC: Bank of America N.A.) 
0.350%, 06/01/2017 
(Putable on 05/07/2014) (a)
  $7,100,000 
Ohio—1.4%     
 200,000   City of Marysville, Tax Increment  Financing Revenue,  City Gate Development  (LOC: Fifth Third Bank) 
2.250%, 08/27/2014
   200,477 
 1,895,000   Stark County Industrial  Development Authority,  H-P Products, Inc.  (LOC: KeyBank N.A.) 
0.260%, 06/01/2018 
(Putable on 05/07/2014) (a)
   1,895,000 
         2,095,477 
Pennsylvania—2.7%     
 4,000,000   Washington County Hospital  Authority Revenue, Washington Hospital—Series A  (LOC: PNC Bank N.A.) 
0.500%, 07/01/2037 
(Putable on 07/01/2014) (a)
   4,000,000 
South Carolina—1.7%     
 2,400,000   South Carolina Jobs—Economic  Development Authority, Dorris Properties LLC Project  (LOC: TD Bank N.A.) 
0.150%, 07/01/2032
(Putable on 05/07/2014) (a)
   2,400,000 
Tennessee—6.6%     
 7,500,000   Hendersonville Industrial Development Board—Series A  (LOC: Fifth Third Bank)
0.240%, 05/01/2036
(Putable on 05/07/2014) (a)
   7,500,000 
 2,100,000   Union City Industrial Development Board, Industrial Development  Revenue, Kohler Co. Project (LOC: Wells Fargo Bank N.A.)
0.330%, 10/01/2020
(Putable on 05/07/2014) (a)
   2,100,000 
         9,600,000 
Texas—13.8%     
 2,600,000   Dallam County Industrial  Development Corp.,  Rick & Janice Van Ryan (LOC: Wells Fargo Bank N.A.)
0.320%, 07/01/2037
(Putable on 05/07/2014) (a)
   2,600,000 
 7,300,000   Jefferson County Industrial Development Corp. Revenue, Jefferson Refinery LLC—Series A  (CS: Branch Bank & Trust)
0.600%, 12/01/2040
(Putable on 07/15/2014) (a)
   7,300,000 


 

The accompanying notes are an integral part of these financial statements.

 

85

 

Alpine Municipal Money Market Fund

 

Schedule of Portfolio Investments—Continued
April 30, 2014 (Unaudited)

 

Principal
Amount
   Security
Description
  Value 
           
Municipal Bonds—continued     
Texas—continued     
$6,700,000   Port of Corpus Christi Solid Waste Disposal Revenue, Flint Hills Resources LP, West Plant Project—Series A
0.110%, 07/01/2029
(Putable on 05/07/2014) (a)
  $6,700,000 
 3,500,000   Port of Port Arthur Navigation District Revenue, BASF Corp.
0.260%, 04/01/2033
(Putable on 05/07/2014) (a)
   3,500,000 
         20,100,000 
Utah—1.3%     
 1,860,000   City of West Jordan Industrial Development Revenue, PenCo Products, Inc. (LOC: KeyBank N.A.)
0.370%, 04/01/2019
(Putable on 05/07/2014) (a)
   1,860,000 
Washington—5.5%     
 1,870,000   Seattle Housing Authority Revenue, Douglas Apartments (LOC: KeyBank N.A.)
0.280%, 06/01/2040
(Putable on 05/07/2014) (a)
   1,870,000 
 920,000   Washington Economic Development Finance Authority, Art & Theresa Mensonides—Series I (LOC: Wells Fargo Bank N.A.)
0.320%, 10/01/2016
(Putable on 05/07/2014) (a)
   920,000 
 1,400,000   Washington Economic Development Finance Authority, Belina Interiors, Inc.—Series E (LOC: KeyBank N.A.)
0.770%, 08/01/2033
(Putable on 05/07/2014) (a)
   1,400,000 
 1,110,000   Washington Economic Development Finance Authority, Belina Interiors, Inc.—Series F (LOC: KeyBank N.A.)
0.770%, 11/01/2023
(Putable on 05/07/2014) (a)
   1,110,000 
 2,745,000   Washington Economic Development Finance Authority, Wesmar Co., Inc. Project—Series F (LOC: U.S. Bank N.A.)
0.240%, 07/01/2032
(Putable on 05/07/2014) (a)
   2,745,000 
         8,045,000 
Principal
Amount
   Security
Description
  Value 
           
Municipal Bonds—continued     
Wisconsin—7.1%     
$2,510,000   City of Baraboo, Industrial Development Revenue, Series 2007, Teel Plastics, Inc., Project (LOC: BMO Harris Bank N.A.)
0.480%, 11/01/2042
(Putable on 05/07/2014) (a)
  $2,510,000 
 1,000,000   Mequon Industrial Development Revenue, Gateway Plastics, Inc.— Series A (LOC: JPMorgan Chase Bank)
0.390%, 08/01/2026
(Putable on 05/07/2014) (a)
   1,000,000 
 1,585,000   Mequon Industrial Development Revenue, SPI Lighting (LOC: BMO Harris Bank N.A.)
0.480%, 12/01/2023
(Putable on 05/07/2014) (a)
   1,585,000 
 500,000   Milwaukee Redevelopment Authority, Kubin Nicholson Corp. Project—Series A (LOC: BMO Harris Bank N.A.)
0.480%, 08/01/2020
(Putable on 05/07/2014) (a)
   500,000 
 925,000   Rhinelander Industrial Development Revenue, Super Diesel/SDI Properties (LOC: JPMorgan Chase Bank)
0.430%, 07/01/2021
(Putable on 05/07/2014) (a)
   925,000 
 2,825,000   Village of Menomonee Falls Industrial Development Revenue, AJ Die-Namics Project (LOC: BMO Harris Bank N.A.)
0.480%, 11/01/2036
(Putable on 05/07/2014) (a)
   2,825,000 
 1,000,000   Wausau Industrial Development Revenue, Apogee Enterprises, Inc. (LOC: Comerica Bank)
0.240%, 03/01/2022
(Putable on 05/07/2014) (a)
   1,000,000 
         10,345,000 
     Total Municipal Bonds (Cost $148,473,944)   148,473,944 
           
Shares         
Money Market Funds—0.0% (c)     
 27,657   BlackRock Liquidity Funds: MuniCash Portfolio, 0.01%   27,657 
     Total Money Market Funds
(Cost $27,657)
   27,657 
Total Investments
(Cost $148,501,601)—101.8%
   148,501,601 
Liabilities in Excess of Other Assets—(1.8)%   (2,578,460)
TOTAL NET ASSETS 100.0%  $145,923,141 


 

The accompanying notes are an integral part of these financial statements.

 

86

 

Alpine Municipal Money Market Fund

 

Schedule of Portfolio Investments—Continued
April 30, 2014 (Unaudited)

 

 

 

Percentages are stated as a percent of net assets.

 

(a) Variable Rate Security—The rate reported is the rate in effect as of April 30, 2014.
   
(b) Restricted under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. These securities have been determined to be liquid under guidelines established by the Board of Trustees. Liquid securities restricted under Rule 144A comprised 5.5% of the Fund’s net assets.
   
(c) Amount is less than 0.05%.

 

AG—Aktiengesellschaft is a German term that refers to a corporation that is limited by shares, i.e., owned by shareholders.

 

CS—Credit Support

 

LOC—Letter of Credit

 

The accompanying notes are an integral part of these financial statements.

 

87

 

Alpine High Yield Managed Duration Municipal Fund

 

Schedule of Portfolio Investments
April 30, 2014 (Unaudited)

 

Principal
Amount
  Security
Description
  Value 
          
Municipal Bonds—101.5%     
Alabama—2.0%     
$15,000  Jefferson County Ltd. Obligation School Warrants—Series A
5.250%, 01/01/2015
  $15,081 
 250,000  Jefferson County Ltd. Obligation School Warrants—Series A
5.250%, 01/01/2017
   251,930 
 160,000  Jefferson County, Capital Improvement Warrants—Series A (CS: NATL-RE)
5.000%, 04/01/2023
   159,311 
        426,322 
Arizona—0.9%     
 200,000  Phoenix Industrial Development Authority Revenue, Legacy Traditional Schools Project— Series A
4.750%, 07/01/2019
   199,356 
Colorado—1.2%     
 250,000  Colorado Health Facilities Authority Revenue, Covenant Retirement Communities, Inc.—Series B
3.150%, 12/01/2018
   251,525 
Florida—5.5%     
 200,000  City of Atlantic Beach, Health Care Facilities Revenue Naval CCRC—Series A
5.000%, 11/15/2021
   221,514 
 200,000  City Of Tampa, Solid Waste System Revenue (CS: Assured Guaranty Municipal)
5.000%, 10/01/2020
   227,644 
 300,000  Collier County Industrial Development Authority CCRC, Arlington Of Naples Project—Series B-1
6.875%, 05/15/2021 (a)
   300,828 
 400,000  Palm Beach County Health Facilities Authority Revenue, Sinai Residences Boca Raton Project—Series C
6.000%, 06/01/2021
   406,420 
        1,156,406 
Guam—1.3%     
 250,000  Guam International Airport Authority Revenue—Series C
5.000%, 10/01/2021
   264,555 
Idaho—1.7%     
 360,000  Idaho Health Facilities Authority Revenue, The Terraces Boise Project—Series B-2
6.000%, 10/01/2021
   360,752 
Illinois—9.6%     
 155,000  Chicago Board of Education, Dedicated Revenues (CS: Assured Guaranty Municipal)
5.000%, 12/01/2022
   166,185 
 150,000  City of Chicago—Series A
4.000%, 01/01/2019
   162,713 
Principal
Amount
  Security
Description
  Value 
          
Municipal Bonds—continued     
Illinois—continued     
$210,000  City of Chicago—Series A
4.000%, 01/01/2020
  $221,235 
 150,000  Southwestern Development Authority Revenue, Memorial Group, Inc.
5.750%, 11/01/2019
   154,689 
 50,000  State of Illinois, General Obligation Refunding Bond
5.000%, 08/01/2021
   57,337 
 1,090,000  State of Illinois, General Obligation Refunding Bond—Series A (CS: NATL-RE)
5.250%, 10/01/2015
   1,093,891 
 180,000  Stephenson County Revenue (CS: AMBAC)
4.500%, 12/01/2020
   181,888 
        2,037,938 
Indiana—2.4%     
 250,000  City of Valparaiso Exempt Facilities Revenue, Pratt Paper LLC Project
5.875%, 01/01/2024
   268,157 
 225,000  Indiana Finance Authority Revenue, King’s Daughters Hospital & Health Services
5.000%, 08/15/2020
   248,128 
        516,285 
Iowa—2.2%     
 100,000  City of Coralville, Certificate of Participation—Series D
5.250%, 06/01/2022
   99,089 
 350,000  Iowa Finance Authority, Midwestern Disaster Area Revenue, Iowa Fert. Co.
5.000%, 12/01/2019
   355,939 
        455,028 
Kansas—1.3%     
 280,000  Overland Park Development Corp. Revenue, Second Tier Convention Center Hotel—Series B (CS: AMBAC)
5.125%, 01/01/2022
   285,300 
Louisiana—1.2%     
 250,000  Parish of State Charles, Gulf Opportunity Zone Revenue, Valero Energy Corp.
4.000%, 12/01/2040
(Putable on 06/01/2022) (b)
   263,395 
Massachusetts—3.6%     
 200,000  Massachusetts Development Finance Agency Revenue, North Hills Communities—Series B-3
4.000%, 11/15/2017
   200,026 
 450,000  Massachusetts Port Authority Facilities Revenue, Delta Air Lines, Inc. Project—Series A
(CS: AMBAC)
5.000%, 01/01/2021
   449,986 


 

The accompanying notes are an integral part of these financial statements.

 

88

 

Alpine High Yield Managed Duration Municipal Fund

 

Schedule of Portfolio Investments—Continued
April 30, 2014 (Unaudited)

 

Principal
Amount
  Security
Description
  Value 
          
Municipal Bonds—continued     
Massachusetts—continued     
$25,000  Massachusetts Port Authority Facilities Revenue, Delta Air Lines, Inc. Project—Series A (CS: AMBAC)
5.500%, 01/01/2015
  $25,023 
 30,000  Massachusetts Port Authority Facilities Revenue, Delta Air Lines, Inc. Project—Series A (CS: AMBAC)
5.500%, 01/01/2017
   30,020 
 50,000  Massachusetts Port Authority Facilities Revenue, Delta Air Lines, Inc. Project—Series A (CS: AMBAC)
5.500%, 01/01/2022
   50,010 
        755,065 
Michigan—7.5%     
 150,000  City of Detroit, Sewage Disposal System Revenue—Series B (CS: NATL-RE)
5.000%, 07/01/2014
   150,312 
 50,000  City of Detroit, Sewage Disposal System Revenue—Series B (CS: NATL-RE)
5.000%, 07/01/2015
   50,738 
 180,000  City of Detroit, Sewage Disposal System Revenue—Series B (CS: NATL-RE)
5.500%, 07/01/2015
   183,662 
 100,000  City of Detroit, Water Supply System Revenue—Series A (CS: NATL-RE)
6.000%, 07/01/2015
   101,461 
 175,000  City of Detroit, Water Supply System Revenue, Refunding—Series C (CS: NATL-RE)
5.000%, 07/01/2014
   175,072 
 500,000  Michigan Finance Authority, St. Aid Revenue,—Series C
4.375%, 08/20/2014
   504,250 
 200,000  Michigan Strategic Fund Revenue, United Methodist Retirement Communities, Inc. Project
5.125%, 11/15/2025
   202,532 
 250,000  Michigan Tobacco Settlement Finance Authority Revenue—Series A
5.125%, 06/01/2022
   219,200 
        1,587,227 
Minnesota—2.3%     
 175,000  City of Minneapolis, Health Care Facilities Refunding Revenue Bonds, Providence Project— Series A
5.500%, 10/01/2014
   175,875 
 300,000  City of Oak Park Heights, Nursing Home Revenue, Boutwells Landing Care Center Project
4.000%, 02/01/2020
   306,627 
        482,502 
Principal
Amount
  Security
Description
  Value 
          
Municipal Bonds—continued     
Nevada—1.4%     
$300,000  Las Vegas Valley Water District, Water Improvement—Series B (SPA: Dexia Credit Local)
0.250%, 06/01/2036 (b)
  $300,000 
New Jersey—3.9%     
 125,000  New Jersey Economic Development Authority Revenue, Private Activity—The Goethals Bridge Replacement Project
5.250%, 01/01/2025
   140,389 
 450,000  New Jersey Tobacco Settlement Financing Corp. Revenue —Series A
4.500%, 06/01/2023
   435,969 
 250,000  Township of Irvington, General Obligation Notes
2.250%, 06/20/2014
   250,185 
        826,543 
New York—3.1%     
 140,000  New York City Industrial Development Agency Revenue, American Airlines, Inc.
7.500%, 08/01/2016
   147,741 
 300,000  New York State Dormitory Authority Revenue, Orange Regional Medical Center
6.000%, 12/01/2016
   308,895 
 100,000  Onondaga Civic Development Corp. Revenue, St Joseph’s Hospital Health Center Project—Series A
4.625%, 07/01/2022
   100,336 
 100,000  Onondaga Civic Development Corp. Revenue, St Joseph’s Hospital Health Center Project—Series A
5.000%, 07/01/2019
   103,668 
        660,640 
Ohio—3.0%     
 250,000  Buckeye Ohio Tobacco Settlement Financing Authority Revenue—Series
A 5.125%, 06/01/2024
   215,208 
 230,000  City of Cleveland, Airport Special Revenue, Continental Airlines, Inc.
5.700%, 12/01/2019
   230,057 
 200,000  Ohio Air Quality Development Authority Revenue, AK Steel Corp. Project
6.750%, 06/01/2024
   191,686 
        636,951 
Oklahoma—2.6%     
 400,000  Tulsa Airports Improvement Trust Revenue, American Airlines, Inc.
6.250%, 06/01/2020
   401,924 
 140,000  Tulsa Industrial Authority Revenue—Series A (CS: NATL-RE)
6.000%, 10/01/2016
   146,065 
        547,989 


 

The accompanying notes are an integral part of these financial statements.

 

89

 

Alpine High Yield Managed Duration Municipal Fund

 

Schedule of Portfolio Investments—Continued
April 30, 2014 (Unaudited)

 

Principal
Amount
  Security
Description
  Value 
          
Municipal Bonds—continued     
Pennsylvania—3.2%     
$50,000  Allegheny County Industrial Development Authority Revenue, Environmental Improvement Revenue Bonds, US Steel Corp.
6.500%, 05/01/2017
  $53,517 
 100,000  City of Philadelphia, Gas Works Revenue, Ninth Series
4.000%, 08/01/2014
   100,868 
 100,000  Indiana County Hospital Authority Revenue, Regional Medical Center—Series A
5.000%, 06/01/2023
   109,374 
 200,000  Pennsylvania Economic Development Financing Authority Revenue, Colver Project—Series F (CS: AMBAC)
5.000%, 12/01/2015
   207,156 
 200,000  Pottsville Hospital Facilities Authority Schuylkill Health System Project
5.750%, 07/01/2022
   198,700 
        669,615 
Puerto Rico—20.4%     
 15,000  Commonwealth of Puerto Rico, General Obligation Bonds (CS: Assured Guaranty Municipal)
5.250%, 07/01/2016
   15,392 
 100,000  Commonwealth of Puerto Rico, General Obligation Bonds (CS: NATL-RE)
6.000%, 07/01/2015
   102,538 
 150,000  Commonwealth of Puerto Rico, General Obligation Bonds (CS: NATL-RE)
6.000%, 07/01/2016
   156,222 
 250,000  Commonwealth of Puerto Rico, General Obligation Bonds
6.500%, 07/01/2014
   249,310 
 300,000  Commonwealth of Puerto Rico, General Obligation Bonds—Series A (CS: Assured Guaranty Municipal)
5.000%, 07/01/2017
   304,701 
 75,000  Commonwealth of Puerto Rico, General Obligation Bonds—Series A (CS: NATL-RE)
5.500%, 07/01/2014
   75,086 
 425,000  Commonwealth of Puerto Rico, General Obligation Bonds—Series A (CS: NATL-RE)
5.500%, 07/01/2016
   438,281 
 285,000  Government Development Bank for Puerto Rico Revenue (CS: NATL-RE)
4.750%, 12/01/2015 (b)
   285,214 
 180,000  Puerto Rico Electric Power Authority—Series JJ (CS: NATL-RE)
5.250%, 07/01/2014
   180,659 
Principal
Amount
  Security
Description
  Value 
          
Municipal Bonds—continued     
Puerto Rico—continued     
$200,000  Puerto Rico Electric Power Authority—Series LL (CS: NATL-RE)
5.500%, 07/01/2017
  $205,218 
 200,000  Puerto Rico Electric Power Authority—Series OO (CS: NATL-RE)
5.000%, 07/01/2014
   200,650 
 200,000  Puerto Rico Electric Power Authority—Series WW
5.250%, 07/01/2014
   200,732 
 200,000  Puerto Rico Electric Power Authority—Series ZZ
5.000%, 07/01/2014
   200,650 
 195,000  Puerto Rico Industrial Development Company Revenue—Series B (CS: NATL-RE)
5.375%, 07/01/2016
   195,181 
 430,000  Puerto Rico Highways & Transportation Authority Revenue
5.250%, 07/01/2015
   352,884 
 280,000  Puerto Rico Highways & Transportation Authority Revenue (CS: NATL-RE)
5.500%, 07/01/2015
   283,217 
 25,000  Puerto Rico Highways & Transportation Authority Revenue—Series W (CS: NATL-RE)
5.500%, 07/01/2015
   25,523 
 270,000  Puerto Rico Infrastructure Financing Authority Special Tax Revenue—Series C (CS: AMBAC)
5.500%, 07/01/2014
   270,562 
 100,000  Puerto Rico Municipal Finance Agency Revenue—Series A (CS: Assured Guaranty Municipal)
5.250%, 08/01/2014
   100,093 
 360,000  Puerto Rico Municipal Finance Agency Revenue—Series B (CS: Assured Guaranty Municipal)
5.000%, 07/01/2014
   360,515 
 120,000  Puerto Rico Public Buildings Authority Revenue, Government Facilities—Series C
5.750%, 07/01/2018
   104,600 
 20,000  Puerto Rico Public Buildings Authority Revenue, Government Facilities—Series M
5.750%, 07/01/2014
   19,921 
        4,327,149 
Rhode Island—1.7%     
 100,000  Rhode Island Health & Educational Building Corp. Revenue, Hospital Financing-Care New England—Series A
5.000%, 09/01/2021
   106,484 


 

The accompanying notes are an integral part of these financial statements.

 

90

 

Alpine High Yield Managed Duration Municipal Fund

 

Schedule of Portfolio Investments—Continued
April 30, 2014 (Unaudited)

 

Principal
Amount
  Security
Description
  Value 
          
Municipal Bonds—continued     
Rhode Island—continued
$250,000  Rhode Island Tobacco Settlement Financing Corp. Revenue— Series 2002-A, Class A
6.000%, 06/01/2023
  $250,138 
        356,622 
South Carolina—0.3%
 65,000  South Carolina Jobs—Economic Development Authority Revenue, Palmetto Health
5.000%, 08/01/2019
   73,237 
Tennessee—1.8%     
 345,000  Tennessee Energy Acquisition Corp. Revenue—Series A (CS: Goldman Sachs & Co.)
5.250%, 09/01/2018
   387,542 
Texas—5.2%     
 250,000  City of Houston Airport System Revenue, Special Facilities Continental Airlines—Series B
6.125%, 07/15/2017
   250,367 
 200,000  Harris County Cultural Education Facilities Finance Corp. Revenue, Willow Winds Project—Series A
5.000%, 10/01/2023
   212,160 
 150,000  Red River Health Facilities Development Corp. Revenue, TEMPS-MRC Crossings Project— Series B-1
6.125%, 11/15/2020
   150,290 
 100,000  Red River Health Facilities Development Corp. Revenue, TEMPS—MSC Crossings Project— Series B-2
5.000%, 11/15/2019
   100,103 
 80,000  SA Energy Acquisition Public Facility Corp. Revenue, Gas Supply Revenue (CS: Goldman Sachs & Co.)
5.500%, 08/01/2022
   92,103 
 50,000  SA Energy Acquisition Public Facility Corp. Revenue, Gas Supply Revenue (CS: Goldman Sachs & Co.)
5.500%, 08/01/2023
   57,070 
 200,000  Texas Municipal Gas Acquisition & Supply Corp. I Revenue, Sr. Lien —Series D (CS: Merrill Lynch)
6.250%, 12/15/2026
   241,344 
        1,103,437 
Utah—2.6%     
 250,000  Utah Charter School Finance Authority Revenue, George Washington Academy—Series A
6.375%, 07/15/2018
   260,198 
 275,000  Utah County Environmental Improvement Revenue, US Corp. Project
5.375%, 11/01/2015
   282,455 
        542,653 
Principal
Amount
  Security
Description
  Value 
          
Municipal Bonds—continued     
Vermont—1.9%     
$400,000  Vermont Student Assistance Corp. Education Loan Revenue—Series A
3.000%, 06/15/2019
  $406,260 
Washington—3.0%     
 230,000  Washington Housing Finance Commission Revenue, Presbyterian Retirement Communities Northwest Project
5.000%, 01/01/2023
   235,175 
 400,000  Washington Housing Finance Commission, Rockwood Retirement Communities Project—Series B-1
5.875%, 01/01/2021 (a)
   400,080 
        635,255 
Wisconsin—4.7%     
 115,000  Wisconsin Health & Educational Facilities Authority Revenue, Beaver Dam Community Hospitals, Inc.—Series A
2.000%, 08/15/2014
   115,115 
 650,000  Wisconsin Health & Educational Facilities Authority Revenue, Fort Healthcare, Inc., Project
5.375%, 05/01/2018
   651,866 
 225,000  Wisconsin Public Finance Authority Revenue, Roseman University of Health Sciences Project
5.000%, 04/01/2022
   235,298 
        1,002,279 
    Total Municipal Bonds
(Cost $21,290,673)
   21,517,828 
          
Shares        
Money Market Funds—0.0% (c)     
 10,198  Federated Municipal Obligation Fund, 0.01%   10,198 
    Total Money Market Funds
(Cost $10,198)
   10,198 
Total Investments
(Cost $21,300,871)—101.5%
   21,528,026 
Liabilities in Excess of Other Assets—(1.5)%   (320,725)
TOTAL NET ASSETS 100.0%  $21,207,301 


 

The accompanying notes are an integral part of these financial statements.

 

91

 

Alpine High Yield Managed Duration Municipal Fund

 

Schedule of Portfolio Investments—Continued
April 30, 2014 (Unaudited)

 

 

Percentages are stated as a percent of net assets.

 

(a) Restricted under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. These securities have been determined to be liquid under guidelines established by the Board of Trustees. Liquid securities restricted under Rule 144A comprised 3.3% of the Fund’s net assets.
(b) Variable Rate Security—The rate reported is the rate in effect as of April 30, 2014.
(c) Amount is less than 0.05%.

AMBAC—American Municipal Bond Assurance Corp.

 

CS—Credit Support

 

SPA—Standby Purchase Agreement

 

The accompanying notes are an integral part of these financial statements.

 

92

 

Alpine Mutual Funds

 

Statements of Assets and Liabilities
April 30, 2014 (Unaudited)

 

  Dynamic
Dividend
Fund
  Accelerating
Dividend
Fund
  Financial
Services
Fund
ASSETS:                     
Investments, at value(1)    $231,388,722     $4,824,236     $60,228,923 
Foreign currencies, at value(2)     54,382             
Cash           621      366 
Receivable from investment securities sold     4,743,078      64,749      7,055 
Dividends and interest receivable     1,511,027      4,627      42,694 
Receivable from capital shares issued     27,694      300      46,928 
Unrealized appreciation on forward currency contracts     65,245             
Due from Adviser     13,551      6,125       
Prepaid expenses and other assets     48,608      1,256      7,265 
Total assets     237,852,307      4,901,914      60,333,231 
                      
LIABILITIES:                     
Payable for investment securities purchased     2,578,105      113,668      196,863 
Payable for distributions to shareholders     389,289      1,406       
Unrealized depreciation on forward currency contracts     461,730             
Payable for capital shares redeemed     342,718      152      6,607 
Accrued expenses and other liabilities:                     
Investment advisory fees     190,480      6,701      51,438 
Line of credit     1,881,284             
Distribution fees     4,617      1,155      3,090 
Other     420,537      22,373      25,259 
Total liabilities     6,268,760      145,455      283,257 
Net Assets    $231,583,547     $4,756,459     $60,049,974 
                      
NET ASSETS REPRESENTED BY:                     
Paid-in-capital    $1,330,526,353     $3,728,030     $56,125,765 
Undistributed net investment income     4,407,267      76,443      41,812 
Accumulated net realized gain (loss) from investments and foreign currency transactions     (1,132,277,188)     364,065      124,729 
Net unrealized appreciation/(depreciation) on:                     
Investments     29,296,572      587,901      3,757,535 
Foreign currency translations     (369,457)     20      133 
Net Assets    $231,583,547     $4,756,459     $60,049,974 
                      
Net asset value                     
Institutional Class                     
Net assets    $227,915,749     $3,883,360     $49,644,170 
Shares outstanding     59,096,597      249,085      3,694,535 
Net asset value, offering price and redemption price per share*    $3.86     $15.59     $13.44 
Class A                     
Net assets    $3,667,798     $873,099     $10,405,804 
Shares outstanding     950,081      56,022      778,687 
Net asset value per share    $3.86     $15.58     $13.36 
Maximum offering price per share (net asset value plus sales charge of 5.50% of offering price)    $4.08     $16.49     $14.14 
* If applicable, redemption price per share may be reduced by a redemption fee.                 

 

 

  
(1) Total cost of investments  $202,092,150     $4,236,335   $56,471,388 
(2) Cost of foreign currencies  $54,382     $   $ 

 

The accompanying notes are an integral part of these financial statements.

 

93

 

Alpine Mutual Funds

 

Statements of Assets and Liabilities—Continued
April 30, 2014 (Unaudited)

 

   Small Cap
Fund
  Transformations
Fund
  Foundation
Fund
ASSETS:                     
Investments, at value(1)    $13,046,634     $7,982,417     $77,709,884 
Foreign currencies, at value(2)           543      2,171 
Cash     527      34      59 
Receivable from investment securities sold                 8,094 
Dividends and interest receivable     3,472      1,860      262,207 
Receivable from capital shares issued     1,583             
Prepaid expenses and other assets     8,490      3,456      13,263 
Total assets     13,060,706      7,988,310      77,995,678 
                      
LIABILITIES:                     
Payable for investment securities purchased     107,164            608,727 
Payable for capital shares redeemed     20,782            7,319 
Accrued expenses and other liabilities:                     
Investment advisory fees     7,652      3,203      62,939 
Distribution fees     769      701      2,810 
Other     20,814      15,102      39,159 
Total liabilities     157,181      19,006      720,954 
Net Assets    $12,903,525     $7,969,304     $77,274,724 
                      
NET ASSETS REPRESENTED BY:                     
Paid-in-capital    $21,114,371     $5,684,360     $63,377,912 
Undistributed (accumulated) net investment income (loss)     (151,572)     (6,643)     124,822 
Accumulated net realized gain (loss) from investments and foreign currency transactions     (7,830,073)     447,347      (1,407,586)
Net unrealized appreciation/(depreciation) on:                     
Investments     (229,227)     1,844,228      15,179,581 
Foreign currency translations     26      12      (5)
Net Assets    $12,903,525     $7,969,304     $77,274,724 
                      
Net asset value                     
Institutional Class                     
Net assets    $12,712,678     $7,818,561     $73,824,968 
Shares outstanding     857,360      541,898      5,620,828 
Net asset value, offering price and redemption price per share*    $14.83     $14.43     $13.13 
Class A                     
Net assets    $190,847     $150,743     $3,449,756 
Shares outstanding     12,955      10,522      262,879 
Net asset value per share    $14.73     $14.33     $13.12 
Maximum offering price per share (net asset value plus sales charge of 5.50% of offering price)    $15.59     $15.16     $13.88 
* If applicable, redemption price per share may be reduced by a redemption fee.                     
(1) Total cost of investments    $13,275,861     $6,138,189     $62,530,303 
(2) Cost of foreign currencies    $     $543     $2,171 

 

The accompanying notes are an integral part of these financial statements.

 

94

 

Alpine Mutual Funds

 

Statements of Assets and Liabilities—Continued
April 30, 2014 (Unaudited)

 

   Ultra Short
Tax Optimized
Income
Fund
  Municipal
Money Market
Fund
  High Yield
Managed Duration
Municipal Fund
ASSETS:                     
Investments, at value(1)    $1,128,280,870     $148,501,601     $21,528,026 
Cash           6       
Dividends and interest receivable     4,835,716      115,828      331,706 
Receivable from capital shares issued     6,636,123      11,400       
Due from Adviser     318,313      36,021      7,391 
Prepaid expenses and other assets     52,538      17,924      3,633 
Total assets     1,140,123,560      148,682,780      21,870,756 
                      
LIABILITIES:                     
Payable for investment securities purchased     11,675,000            599,082 
Payable for distributions to shareholders                 1,523 
Payable for capital shares redeemed     4,628,124      2,652,579       
Accrued expenses and other liabilities:                     
Investment advisory fees     701,846      55,123      12,962 
Distribution fees     84,279            230 
Other     1,039,746      51,937      49,658 
Total liabilities     18,128,995      2,759,639      663,455 
Net Assets    $1,121,994,565     $145,923,141     $21,207,301 
                      
NET ASSETS REPRESENTED BY:                     
Paid-in-capital    $1,122,568,899     $145,923,149     $20,983,773 
Undistributed net investment income     2             
Accumulated net realized loss from investments     (485,474)     (8)     (3,627)
Net unrealized appreciation/(depreciation) on:                     
Investments     (88,862)           227,155 
Net Assets    $1,121,994,565     $145,923,141     $21,207,301 
                      
Net asset value                     
Institutional Class                     
Net assets    $872,958,267     $     $21,103,999 
Shares outstanding     86,982,598            2,087,781 
Net asset value, offering price and redemption price per share*    $10.04     $     $10.11 
Class A                     
Net assets    $249,036,298     $     $103,302 
Shares outstanding     24,673,979            10,220 
Net asset value per share    $10.09     $     $10.11 
Maximum offering price per share (net asset value plus sales charge of 0.50%, —, 2.50%, respectively, of offering price)    $10.14     $     $10.37 
Investor Class                     
Net Assets    $     $145,923,141     $ 
Shares outstanding           145,925,817       
Net asset value, offering price and redemption price per share*    $     $1.00     $ 
* If applicable, redemption price per share may be reduced by a redemption fee.                     
(1) Total cost of investments    $1,128,369,732     $148,501,601     $21,300,871 

 

The accompanying notes are an integral part of these financial statements.

 

95

 

Alpine Mutual Funds

 

Statements of Operations
For the six months ended April 30, 2014 (Unaudited)

 

   Dynamic
Dividend
Fund
  Accelerating
Dividend
Fund
  Financial
Services
Fund
INVESTMENT INCOME:                     
Dividend income    $13,179,728     $186,628     $393,428 
Less: Foreign taxes withheld     (510,163)     (11,330)     (22,770)
Interest income           13      282 
Total investment income     12,669,565      175,311      370,940 
                      
EXPENSES:                     
Investment advisory fee (Note 6)     1,181,024      24,097      202,764 
Transfer agent fees     227,484      5,223      13,565 
Distribution fees - Class A (Note 5)     3,758      987      11,007 
Registration and filing fees     17,450      16,464      24,084 
Administration fee (Note 6)     24,302      484      4,055 
Audit and tax fees     45,853      7,109      9,308 
Accounting and custody fees     34,664      1,955      6,627 
Printing and mailing fees     50,756      826      1,920 
Trustee fees     31,919      386      1,966 
Legal fees     26,210            2,986 
Interest (Note 2)     34,609      67      44 
Other fees     23,618      1,873      3,483 
Total expenses     1,701,647      59,471      281,809 
Less: Fee waivers and/or expense reimbursements (Note 6)     (68,976)     (25,886)      
Net expenses     1,632,671      33,585      281,809 
Net investment income     11,036,894      141,726      89,131 
                      
NET REALIZED AND UNREALIZED ON INVESTMENTS AND FOREIGN CURRENCY:                     
Net realized gain (loss) from:                     
Investments     4,762,036      368,880      469,330 
Foreign currency transactions     (355,872)     (124)     (8,568)
Net realized gain from investments and foreign currency     4,406,164      368,756      460,762 
Change in net unrealized appreciation/(depreciation) on:                     
Investments     (2,529,288)     (120,797)     2,221,297 
Foreign currency translations     (177,387)     5      115 
Change in net unrealized appreciation/(depreciation) on investments and foreign currency     (2,706,675)     (120,792)     2,221,412 
Net gain on investments and foreign currency     1,699,489      247,964      2,682,174 
Increase in net assets from operations    $12,736,383     $389,690     $2,771,305 

 

The accompanying notes are an integral part of these financial statements.

 

96

 

Alpine Mutual Funds

 

Statements of Operations—Continued
For the six months ended April 30, 2014 (Unaudited)

 

   Small Cap
Fund
  Transformations
Fund
  Foundation
Fund
INVESTMENT INCOME:                     
Dividend income    $40,573     $47,108     $859,309 
Less: Foreign taxes withheld     (1,137)     (1,189)     (8,175)
Interest income     18      25      274,231 
Total investment income     39,454      45,944      1,125,365 
                      
EXPENSES:                     
Investment advisory fee (Note 6)     65,319      38,803      365,214 
Transfer agent fees     8,172      4,422      8,109 
Distribution fees - Class A (Note 5)     194      182      2,310 
Registration and filing fees     15,040      15,950      15,468 
Administration fee (Note 6)     1,306      777      7,304 
Audit and tax fees     8,199      7,526      15,735 
Accounting and custody fees     2,346      2,369      5,108 
Printing and mailing fees     1,455      724      7,181 
Trustee fees     1,339      754      7,852 
Legal fees     2,254      1,287      6,270 
Interest (Note 2)     11      24       
Other fees     2,478      2,557      6,855 
Total expenses     108,113      75,375      447,406 
Less: Fee waivers and/or expense reimbursements (Note 6)     (19,732)     (22,788)      
Net expenses     88,381      52,587      447,406 
Net investment income (loss)     (48,927)     (6,643)     677,959 
                      
NET REALIZED AND UNREALIZED ON INVESTMENTS AND FOREIGN CURRENCY:                     
Net realized gain (loss) from:                     
Investments     4,771,877      447,384      (977,330)
Foreign currency transactions     (960)     3      (737)
Net realized gain (loss) from investments and foreign currency     4,770,917      447,387      (978,067)
Change in net unrealized appreciation/(depreciation) on:                     
Investments     (4,223,015)     265,608      4,625,566 
Foreign currency translations     26      13      1 
Change in net unrealized appreciation/(depreciation) on investments and foreign currency     (4,222,989)     265,621      4,625,567 
Net gain on investments and foreign currency     547,928      713,008      3,647,500 
Increase in net assets from operations    $499,001     $706,365     $4,325,459 

 

The accompanying notes are an integral part of these financial statements.

 

97

 

Alpine Mutual Funds

 

Statements of Operations—Continued
For the six months ended April 30, 2014 (Unaudited)

 

   Ultra Short
Tax Optimized
Income
Fund
  Municipal
Money Market
Fund
  High Yield
Managed Duration
Municipal Fund
INVESTMENT INCOME:                     
Interest income    $6,632,734     $245,181     $443,742 
Total investment income     6,632,734      245,181      443,742 
                      
EXPENSES:                     
Investment advisory fee (Note 6)     4,367,774      365,337      75,634 
Transfer agent fees     424,050      15,604      3,150 
Distribution fees - Class A (Note 5)     344,041            125 
Registration and filing fees     44,770      14,939      22,201 
Administration fee (Note 6)     116,474      16,160      2,017 
Audit and tax fees     57,730      12,028      8,750 
Accounting and custody fees     71,412      13,861      864 
Printing and mailing fees     53,315      7,754      11,471 
Trustee fees     39,140      5,613      522 
Legal fees     28,291      6,598      8,161 
Insurance fees     36,232      4,240       
Compliance fees     15,996      1,262       
Other fees     2,475      932      8,045 
Total expenses     5,601,700      464,328      140,940 
Less: Fee waivers and/or expense reimbursements (Note 6)     (2,054,625)     (239,179)     (60,135)
Net expenses     3,547,075      225,149      80,805 
Net investment income     3,085,659      20,032      362,937 
                      
NET REALIZED AND UNREALIZED ON INVESTMENTS:                     
Net realized gain (loss) from:                     
Investments     2,830      (8)     1,712 
Net realized gain (loss) from investments     2,830      (8)     1,712 
Change in net unrealized appreciation on:                     
Investments     867,040            328,793 
Net gain (loss) on investments     869,870      (8)     330,505 
Increase in net assets from operations    $3,955,529     $20,024     $693,442 

 

The accompanying notes are an integral part of these financial statements.

 

98

 

Alpine Mutual Funds

 

Statements of Changes in Net Assets

 

   Dynamic Dividend Fund
   Six Months Ended
April 30, 2014
  Year Ended
October 31, 2013
   (Unaudited)      
OPERATIONS:              
Net investment income    $11,036,894     $16,502,825 
Net realized gain (loss) from:              
Investments     4,762,036      25,360,454 
Foreign currency transactions     (355,872)     (1,017,948)
Change in net unrealized appreciation/(depreciation) on:              
Investments     (2,529,288)     4,231,571 
Foreign currency translations     (177,387)     (259,908)
Increase in net assets from operations     12,736,383      44,816,994 
               
DISTRIBUTIONS TO SHAREHOLDERS:              
Distributions to Institutional Class Shareholders:              
From net investment income     (7,366,384)     (23,127,472)
Distributions to Class A Shareholders:              
From net investment income     (96,216)     (151,338)
Decrease in net assets from distributions to shareholders     (7,462,600)     (23,278,810)
               
CAPITAL SHARE TRANSACTIONS (NOTE 3):              
Net proceeds from shares sold     6,460,715      17,991,750 
Dividends reinvested     5,104,184      15,480,325 
Redemption fees     1,981      33,269 
Cost of shares redeemed     (35,012,183)     (160,400,826)
Decrease in net assets from capital share transactions     (23,445,303)     (126,895,482)
Net decrease in net assets     (18,171,520)     (105,357,298)
               
NET ASSETS:              
Beginning of period     249,755,067      355,112,365 
End of period*    $231,583,547     $249,755,067 
*   Including undistributed net investment income of:    $4,407,267     $832,973 

 

The accompanying notes are an integral part of these financial statements.

 

99 

 

Alpine Mutual Funds

 

Statements of Changes in Net Assets—Continued

 

   Accelerating Dividend Fund
   Six Months Ended
April 30, 2014
  Year Ended
October 31, 2013
   (Unaudited)      
OPERATIONS:              
Net investment income    $141,726     $126,615 
Net realized gain (loss) from:              
Investments     368,880      164,582 
Foreign currency transactions     (124)     112 
Change in net unrealized appreciation/(depreciation) on:              
Investments     (120,797)     442,811 
Foreign currency translations     5      15 
Increase in net assets from operations     389,690      734,135 
               
DISTRIBUTIONS TO SHAREHOLDERS:              
Distributions to Institutional Class Shareholders:              
From net investment income     (70,895)     (122,021)
From net realized gain on investments     (130,272)     (42,591)
Distributions to Class A Shareholders:              
From net investment income     (11,915)     (22,139)
From net realized gain on investments     (36,437)     (4,715)
Decrease in net assets from distributions to shareholders     (249,519)     (191,466)
               
CAPITAL SHARE TRANSACTIONS (NOTE 3):              
Net proceeds from shares sold     1,738,316      2,288,600 
Dividends reinvested     210,533      170,647 
Redemption fees     3,115      7,462 
Cost of shares redeemed     (1,669,772)     (1,087,467)
Increase in net assets from capital share transactions     282,192      1,379,242 
Net increase in net assets     422,363      1,921,911 
               
NET ASSETS:              
Beginning of period     4,334,096      2,412,185 
End of period*    $4,756,459     $4,334,096 
*   Including undistributed net investment income of:    $76,443     $17,527 

 

The accompanying notes are an integral part of these financial statements.

 

100

 

Alpine Mutual Funds

 

Statements of Changes in Net Assets—Continued

 

   Financial Services Fund
   Six Months Ended
April 30, 2014
  Year Ended
October 31, 2013
   (Unaudited)      
OPERATIONS:              
Net investment income (loss)    $89,131     $(42,746)
Net realized gain (loss) from:              
Investments     469,330      1,429,369 
Foreign currency transactions     (8,568)     (9,724)
Change in net unrealized appreciation on:              
Investments     2,221,297      3,450,666 
Foreign currency translations     115      8,148 
Increase in net assets from operations     2,771,305      4,835,713 
               
DISTRIBUTIONS TO SHAREHOLDERS:              
Distributions to Institutional Class Shareholders:              
From net investment income     (7,300)      
Decrease in net assets from distributions to shareholders     (7,300)      
               
CAPITAL SHARE TRANSACTIONS (NOTE 3):              
Net proceeds from shares sold     42,741,476      13,458,721 
Dividends reinvested     6,074       
Redemption fees     1,088      33,010 
Cost of shares redeemed     (6,341,835)     (7,696,853)
Increase in net assets from capital share transactions     36,406,803      5,794,878 
Net increase in net assets     39,170,808      10,630,591 
               
NET ASSETS:              
Beginning of period     20,879,166      10,248,575 
End of period*    $60,049,974     $20,879,166 
*   Including undistributed (accumulated) net investment income (loss) of:    $41,812     $(40,019)

 

The accompanying notes are an integral part of these financial statements.

 

101

 

Alpine Mutual Funds

 

Statements of Changes in Net Assets—Continued

 

   Small Cap Fund
   Six Months Ended
April 30, 2014
  Year Ended
October 31, 2013
   (Unaudited)      
OPERATIONS:              
Net investment loss    $(48,927)    $(113,092)
Net realized gain (loss) from:              
Investments     4,771,877      1,354,497 
Foreign currency transactions     (960)     (10)
Change in net unrealized appreciation/(depreciation) on:              
Investments     (4,223,015)     1,434,422 
Foreign currency translations     26       
Increase in net assets from operations     499,001      2,675,817 
               
CAPITAL SHARE TRANSACTIONS (NOTE 3):              
Net proceeds from shares sold     272,875      211,505 
Redemption fees     35      302 
Cost of shares redeemed     (270,454)     (1,473,954)
Increase (decrease) in net assets from capital share transactions     2,456      (1,262,147)
Net increase in net assets     501,457      1,413,670 
               
NET ASSETS:              
Beginning of period     12,402,068      10,988,398 
End of period*    $12,903,525     $12,402,068 
*   Including accumulated net investment loss of:    $(151,572)    $(102,645)

 

The accompanying notes are an integral part of these financial statements.

 

102

 

Alpine Mutual Funds

 

Statements of Changes in Net Assets—Continued

 

   Transformations Fund
   Six Months Ended
April 30, 2014
  Year Ended
October 31, 2013
   (Unaudited)      
OPERATIONS:              
Net investment loss    $(6,643)    $(5,670)
Net realized gain (loss) from:              
Investments     447,384      1,055,030 
Foreign currency transactions     3      (38)
Change in net unrealized appreciation on:              
Investments     265,608      692,115 
Foreign currency translations     13      2 
Increase in net assets from operations     706,365      1,741,439 
               
DISTRIBUTIONS TO SHAREHOLDERS:              
Distributions to Institutional Class Shareholders:              
From net realized gain on investments     (995,393)     (41,395)
Distributions to Class A Shareholders:              
From net realized gain on investments     (18,923)     (722)
Decrease in net assets from distributions to shareholders     (1,014,316)     (42,117)
               
CAPITAL SHARE TRANSACTIONS (NOTE 3):              
Net proceeds from shares sold     99,826      85,651 
Dividends reinvested     1,010,557      41,872 
Redemption fees           754 
Cost of shares redeemed     (118,310)     (716,428)
Increase (decrease) in net assets from capital share transactions     992,073      (588,151)
Net increase in net assets     684,122      1,111,171 
               
NET ASSETS:              
Beginning of period     7,285,182      6,174,011 
End of period*    $7,969,304     $7,285,182 
*   Including accumulated net investment loss of:    $(6,643)    $ 

 

The accompanying notes are an integral part of these financial statements.

 

103

 

Alpine Mutual Funds

 

Statements of Changes in Net Assets—Continued

 

   Foundation Fund
   Six Months Ended
April 30, 2014
  Year Ended
October 31, 2013
   (Unaudited)      
OPERATIONS:              
Net investment income    $677,959     $977,297 
Net realized gain (loss) from:              
Investments     (977,330)     3,555,893 
Foreign currency transactions     (737)     242 
Change in net unrealized appreciation on:              
Investments     4,625,566      2,295,367 
Foreign currency translations     1      8 
Increase in net assets from operations     4,325,459      6,828,807 
               
DISTRIBUTIONS TO SHAREHOLDERS:              
Distributions to Institutional Class Shareholders:              
From net investment income     (585,912)     (1,023,608)
Distributions to Class A Shareholders:              
From net investment income     (12,584)     (1,443)
Decrease in net assets from distributions to shareholders     (598,496)     (1,025,051)
               
CAPITAL SHARE TRANSACTIONS (NOTE 3):              
Net proceeds from shares sold     3,251,710      80,791 
Dividends reinvested     573,822      1,001,145 
Redemption fees     2      24 
Cost of shares redeemed     (1,415,974)     (1,253,455)
Increase (decrease) in net assets from capital share transactions     2,409,560      (171,495)
Net increase in net assets     6,136,523      5,632,261 
               
NET ASSETS:              
Beginning of period     71,138,201      65,505,940 
End of period*    $77,274,724     $71,138,201 
*   Including undistributed net investment income of:    $124,822     $45,359 

 

The accompanying notes are an integral part of these financial statements.

 

104

 

Alpine Mutual Funds

 

Statements of Changes in Net Assets—Continued

 

   Ultra Short
Tax Optimized Income Fund
   Six Months Ended
April 30, 2014
  Year Ended
October 31, 2013
   (Unaudited)      
OPERATIONS:              
Net investment income    $3,085,659     $7,288,766 
Net realized gain (loss) from investments     2,830      (421,076)
Change in unrealized appreciation/(depreciation) on investments     867,040      (1,994,222)
Increase in net assets from operations     3,955,529      4,873,468 
               
DISTRIBUTIONS TO SHAREHOLDERS:              
Distributions to Institutional Class Shareholders:              
From net investment income     (2,619,409)     (6,172,993)
Distributions to Class A Shareholders:              
From net investment income     (466,248)     (1,119,016)
Decrease in net assets from distributions to shareholders     (3,085,657)     (7,292,009)
               
CAPITAL SHARE TRANSACTIONS (NOTE 3):              
Net proceeds from shares sold     281,015,016      646,453,903 
Dividends reinvested     2,422,028      5,415,059 
Redemption fees     12,028      41,661 
Cost of shares redeemed     (400,810,610)     (1,230,093,080)
Decrease in net assets from capital share transactions     (117,361,538)     (578,182,457)
Net decrease in net assets     (116,491,666)     (580,600,998)
               
NET ASSETS:              
Beginning of period     1,238,486,231      1,819,087,229 
End of period*    $1,121,994,565     $1,238,486,231 
*   Including undistributed net investment income of:    $2     $ 

 

The accompanying notes are an integral part of these financial statements.

 

105

 

Alpine Mutual Funds

 

Statements of Changes in Net Assets—Continued

 

   Municipal Money Market Fund
   Six Months Ended
April 30, 2014
  Year Ended
October 31, 2013
   (Unaudited)      
OPERATIONS:              
Net investment income    $20,032     $86,557 
Net realized loss from investments     (8)      
Increase in net assets from operations     20,024      86,557 
               
DISTRIBUTIONS TO SHAREHOLDERS:              
From net investment income     (20,032)     (86,557)
Decrease in net assets from distributions to shareholders     (20,032)     (86,557)
               
CAPITAL SHARE TRANSACTIONS (NOTE 3):              
Net proceeds from shares sold     78,879,566      145,994,821 
Dividends reinvested     14,781      65,951 
Cost of shares redeemed     (103,384,042)     (204,289,468)
Decrease in net assets from capital share transactions     (24,489,695)     (58,228,696)
Net decrease in net assets     (24,489,703)     (58,228,696)
               
NET ASSETS:              
Beginning of period     170,412,844      228,641,540 
End of period*    $145,923,141     $170,412,844 
*   Including undistributed net investment income of:    $     $ 

 

The accompanying notes are an integral part of these financial statements.

 

106

 

Alpine Mutual Funds

 

Statements of Changes in Net Assets—Continued

 

   High Yield Managed
Duration Municipal Fund
   Six Months Ended
April 30, 2014
  Period Ended
October 31, 2013 (a)
   (Unaudited)      
OPERATIONS:              
Net investment income    $362,937     $122,340 
Net realized gain (loss) from investments     1,712      (5,339)
Change in unrealized appreciation/(depreciation) on investments     328,793      (101,638)
Increase in net assets from operations     693,442      15,363 
               
DISTRIBUTIONS TO SHAREHOLDERS:              
Distributions to Institutional Class Shareholders:              
From net investment income     (361,257)     (121,832)
Distributions to Class A Shareholders:              
From net investment income     (1,680)     (508)
Decrease in net assets from distributions to shareholders     (362,937)     (122,340)
               
CAPITAL SHARE TRANSACTIONS (NOTE 3):              
Net proceeds from shares sold     500,000      20,000,020 
Dividends reinvested     361,413      122,340 
Increase in net assets from capital share transactions     861,413      20,122,360 
Net increase in net assets     1,191,918      20,015,383 
               
NET ASSETS:              
Beginning of period     20,015,383       
End of period*    $21,207,301     $20,015,383 
*   Including undistributed net investment income of:    $     $ 

 

 

 

(a) Commenced operations on June 3, 2013.

 

The accompanying notes are an integral part of these financial statements.

 

107

 

Alpine Mutual Funds

 

Financial Highlights

(For a share outstanding throughout each period)

 

   Dynamic Dividend Fund 
   Six Months
Ended
April 30,
  Year Ended October 31, 
   2014  2013   2012   2011   2010   2009 
   (Unaudited)                    
Institutional Class:                                
Net asset value per share, beginning of period    $3.77   $3.49   $3.84   $4.48   $4.78   $5.72 
Income from investment operations:                                
Net investment income     0.17    0.22    0.50    0.49    0.56    1.37 (a)
Net realized and unrealized gain (loss)     0.04    0.34    (0.35)   (0.59)   0.00(b)   (1.14)
Total from investment operations     0.21    0.56    0.15    (0.10)   0.56    0.23 
Redemption fees     0.00(b)   0.00(b)   (0.00)(b)   0.00(b)   0.00(b)   0.00(b)
Less distributions:                                
From net investment income     (0.12)   (0.28)   (0.50)   (0.54)   (0.86)   (1.17)
Total distributions     (0.12)   (0.28)   (0.50)   (0.54)   (0.86)   (1.17)
Net asset value per share, end of period    $3.86   $3.77   $3.49   $3.84   $4.48   $4.78 
Total return     5.65%(c)   17.02%   4.46%   (3.48)%   12.72%   6.64%
Ratios/Supplemental Data:                                
Net Assets at end of period (000)    $227,916   $247,276   $353,501   $460,466   $628,844   $572,151 
Ratio of total expenses to average net assets:                                
Before waivers and/or expense reimbursements (d)     1.44%(e)   1.43%   1.28%   1.21%   1.21%   1.20%
After waivers and/or expense reimbursements (f)     1.38%(e)   1.38%   %   %   %   %
Ratio of net investment income to average net assets     9.34%(e)   5.78%   13.17%   10.39%   12.85%   26.04%
Portfolio turnover (g)     46%(c)   197%   258%   358%   506%   656%

 

 

 

(a) Net investment income per share is calculated using ending balances after consideration of adjustments for permanent book and tax differences.
   
(b) The amount is less than $0.005 per share.
   
(c) Not annualized.
   
(d) Ratio of total expenses to average net assets excluding interest expense before waivers and/or expense reimbursements was 1.41% for the six months ended April 30, 2014, and 1.40%, 1.27%, 1.18%, 1.18%, and 1.18% for the years ended October 31, 2013, 2012, 2011, 2010 and 2009, respectively.
   
(e) Annualized.
   
(f) Ratio of total expenses to average net assets excluding interest expense after waivers and/or expense reimbursements was 1.35% for the six months ended April 30, 2014, and 1.35% for the year ended October 31, 2013.
   
(g) Portfolio turnover is calculated on the basis of the Fund as a whole, without distinguishing between classes of shares issued.

 

The accompanying notes are an integral part of these financial statements.

 

108

 

Alpine Mutual Funds

 

Financial Highlights—Continued
(For a share outstanding throughout each period)

 

  Dynamic Dividend Fund
   Six Months
Ended
April 30,
2014
  Year
Ended
October 31,
2013
  Period
Ended
October 31,
2012 (a)
   (Unaudited)            
Class A:                     
Net asset value per share, beginning of period    $3.77     $3.49     $3.61 
Income from investment operations:                     
Net investment income     0.20      0.23      0.35 
Net realized and unrealized gain (loss)     0.01      0.33      (0.06)
Total from investment operations     0.21      0.56      0.29 
Redemption fees     0.00 (b)     0.00 (b)     0.00(b)
Less distributions:                     
From net investment income     (0.12)     (0.28)     (0.41)
Total distributions     (0.12)     (0.28)     (0.41)
Net asset value per share, end of period    $3.86     $3.77     $3.49 
Total return     5.53 %(c)     16.73%     8.36 %(c)
Ratios/Supplemental Data                     
Net Assets at end of period (000)    $3,668     $2,479     $1,612 
Ratio of total expenses to average net assets:                     
Before waivers and/or expense reimbursements (d)     1.69 %(e)     1.68%     1.56 %(e)
After waivers and/or expense reimbursements (f)     1.63 %(e)     1.63%     %
Ratio of net investment income to average net assets     9.43 %(e)     5.38%     8.02 %(e)
Portfolio turnover (g)     46 %(c)     197%     258%

 

 

 

(a) Class A commenced operations on December 30, 2011.
   
(b) The amount is less than $0.005 per share.
   
(c) Not annualized.
   
(d) Ratio of total expenses to average net assets excluding interest expense before waivers and/or expense reimbursements was 1.66% for the six months ended April 30, 2014, 1.65% for the year ended October 31, 2013, and 1.55% for the period ended October 31, 2012.
   
(e) Annualized.
   
(f) Ratio of total expenses to average net assets excluding interest expense after waivers and/or expense reimbursements was 1.60% for the six months ended April 30, 2014 and 1.60% for the year ended October 31, 2013.
   
(g) Portfolio turnover is calculated on the basis of the Fund as a whole, without distinguishing between classes of shares issued.

 

The accompanying notes are an integral part of these financial statements.

 

109

 

Alpine Mutual Funds

 

Financial Highlights—Continued
(For a share outstanding throughout each period)

 

   Accelerating Dividend Fund
   Six Months Ended
April 30,
  Year Ended October 31,   Period
Ended
October 31,

   2014  2013   2012   2011   2010   2009 (a)
   (Unaudited)                      
Institutional Class:                                  
Net asset value per share, beginning of period    $15.19   $12.88   $12.83   $12.80   $11.48     $10.00 
Income from investment operations:                                  
Net investment income     0.46    0.51    0.62    0.51    0.51      0.12 (b)
Net realized and unrealized gain     0.78    2.65    0.73    0.32    1.29      1.36 
Total from investment operations     1.24    3.16    1.35    0.83    1.80      1.48 
Redemption fees     0.01    0.03        0.00 (c)   0.00 (c)     0.00 (c)
Less distributions:                                  
From net investment income     (0.26)   (0.64)   (0.50)   (0.58)   (0.45)      
From net realized gains     (0.59)   (0.24)   (0.80)   (0.22)   (0.03)      
Total distributions     (0.85)   (0.88)   (1.30)   (0.80)   (0.48)      
Net asset value per share, end of period    $15.59   $15.19   $12.88   $12.83   $12.80     $11.48 
Total return     8.47 %(d)   25.94%   11.28%   6.43%   16.06%     14.80 %(d)
Ratios/Supplemental Data:                                  
Net Assets at end of period (000)    $3,883   $3,418   $2,155   $3,218   $2,393     $1,215 
Ratio of total expenses to average net assets:                                  
Before waivers and/or expense reimbursements (e)     2.43%(f)   3.43%   3.26%   2.64%   2.70%     5.26 %(f)
After waivers and/or expense reimbursements (g)     1.35%(f)   1.35%   1.35%   1.35%   1.35%     1.35 %(f)
Ratio of net investment income to average net assets     6.11%(f)   3.94%   4.52%   4.09%   4.85%     1.19 %(f)
Portfolio turnover (h)     51%(d)   86%   73%   137%   225%     104%

 

 

 

(a) For the period from November 5, 2008 (inception of fund) to October 31, 2009.
   
(b) Net investment income per share is calculated using ending balances after consideration of adjustments for permanent book and tax differences.
   
(c) The amount is less than $0.005 per share.
   
(d) Not annualized.
   
(e) Ratio of total expenses to average net assets excluding interest expense before waivers and/or expense reimbursements was 2.42% for the six months ended April 30, 2014, 3.43%, 3.26%, 2.64%, and 2.70% for the years ended October 31, 2013, 2012, 2011 and 2010, respectively, and 5.26% for the period ended October 31, 2009.
   
(f) Annualized.
   
(g) Ratio of total expenses to average net assets excluding interest expense after waivers and/or expense reimbursements was 1.35% for the six months ended April 30, 2014, 1.35%, 1.35%, 1.35%, and 1.35% for the years ended October 31, 2013, 2012, 2011 and 2010, respectively, and 1.35% for the period ended October 31, 2009.
   
(h) Portfolio turnover is calculated on the basis of the Fund as a whole, without distinguishing between classes of shares issued.

 

The accompanying notes are an integral part of these financial statements.

 

110

 

Alpine Mutual Funds

 

Financial Highlights—Continued
(For a share outstanding throughout each period)

 

   Accelerating Dividend Fund
   Six Months
Ended
April 30,
2014
  Year
Ended
October 31,
2013
  Period
Ended
October 31,
2012 (a)
   (Unaudited)      
Class A:                     
Net asset value per share, beginning of period    $15.18     $12.88     $12.02 
Income from investment operations:                     
Net investment income     0.36      0.63      0.31 
Net realized and unrealized gain     0.86      2.48      0.92 
Total from investment operations     1.22      3.11      1.23 
Redemption fees     0.01      0.04       
Less distributions:                     
From net investment income     (0.24)     (0.61)     (0.37)
From net realized gains     (0.59)     (0.24)      
Total distributions     (0.83)     (0.85)     (0.37)
Net asset value per share, end of period    $15.58     $15.18     $12.88 
Total return     8.34 %(b)     25.55%     10.29%(b)
Ratios/Supplemental Data                     
Net Assets at end of period (000)    $873     $917     $257 
Ratio of total expenses to average net assets:                     
Before waivers and/or expense reimbursements (c)     2.68%(d)     3.68%     3.83%(d)
After waivers and/or expense reimbursements (e)     1.60%(d)     1.60%     1.60%(d)
Ratio of net investment income to average net assets     4.72%(d)     3.72%     2.71 %(d)
Portfolio turnover (f)     51%(b)     86%     73%

 

 

 

(a) Class A commenced operations on December 30, 2011.
   
(b) Not annualized.
   
(c) Ratio of total expenses to average net assets excluding interest expense before waivers and/or expense reimbursements was 2.67% for the six months ended April 30, 2014, 3.68% for the year ended October 31, 2013, and 3.83% for the period ended October 31, 2012.
   
(d) Annualized.
   
(e) Ratio of total expenses to average net assets excluding interest expense after waivers and/or expense reimbursements was 1.60% for the six months ended April 30, 2014, 1.60% for the year ended October 31, 2013, and 1.60% for the period ended October 31, 2012.
   
(f) Portfolio turnover is calculated on the basis of the Fund as a whole, without distinguishing between classes of shares issued.

 

The accompanying notes are an integral part of these financial statements.

 

111

 

Alpine Mutual Funds

 

Financial Highlights—Continued

(For a share outstanding throughout each period)

 

   Financial Services Fund 
   Six Months                    
   Ended    
   April 30,  Year Ended October 31, 
   2014  2013   2012   2011   2010   2009 
   (Unaudited)                    
Institutional Class:                                
Net asset value per share, beginning of period    $12.13   $8.77   $7.15   $7.69   $6.86   $6.24 
Income from investment operations:                                
Net investment income (loss)     0.03    (0.02)   0.00(a)   0.02    (0.01)   0.03(b)
Net realized and unrealized gain (loss)     1.28    3.36    1.64    (0.54)   0.84    1.10 
Total from investment operations     1.31    3.34    1.64    (0.52)   0.83    1.13 
Redemption fees     0.00    0.02    0.00(a)   0.00(a)   0.00(a)   0.00(a)
Less distributions:                                
From net investment income     (0.00)(b)           (0.01)       (0.10)
From net realized gains                         (0.41)
Tax return of capital             (0.02)   (0.01)       0.00(a)
Total distributions     (0.00)(b)       (0.02)   (0.02)       (0.51)
Net asset value per share, end of period    $13.44   $12.13   $8.77   $7.15   $7.69   $6.86 
Total return     10.83%(c)   38.31%   22.95%   (6.77)%   12.26%   21.83%
Ratios/Supplemental Data:                                
Net Assets at end of period (000)    $49,644   $13,561   $8,874   $6,251   $7,718   $7,895 
Ratio of total expenses to average net assets:                                
Before waivers and/or expense reimbursements (d)     1.34%(e)   1.72%   1.94%   1.85%   1.85%   2.06%
After waivers and/or expense reimbursements (f)     1.34%(e)   1.36%   1.38%   1.44%   1.43%   1.44%
Ratio of net investment income (loss) to average net assets     0.51%(e)   (0.20)%   (0.16)%   0.30%   (0.09)%   0.39%
Portfolio turnover (g)     28%(c)   108%   120%   73%   133%   437%

 

 

 

(a) The amount is less than $0.005 per share.
   
(b) Net investment income per share is calculated using ending balances after consideration of adjustments for permanent book and tax differences.
   
(c) Not annualized.
   
(d) Ratio of total expenses to average net assets excluding interest expense before waivers and/or expense reimbursements was 1.34% for the six months ended April 30, 2014, and 1.71%, 1.91%, 1.75%, 1.77%, and 1.97% for the years ended October 31, 2013, 2012, 2011, 2010 and 2009, respectively.
   
(e) Annualized.
   
(f) Ratio of total expenses to average net assets excluding interest expense after waivers and/or expense reimbursements was 1.34% for the six months ended April 30, 2014, and 1.35%, 1.35%, 1.35%, 1.35%, and 1.35%, for the years ended October 31, 2013, 2012, 2011, 2010 and 2009, respectively.
   
(g) Portfolio turnover is calculated on the basis of the Fund as a whole, without distinguishing between classes of shares issued.

 

The accompanying notes are an integral part of these financial statements.

 

112

 

Alpine Mutual Funds

 

Financial Highlights—Continued

(For a share outstanding throughout each period)

 

   Financial Services Fund
   Six Months  Year  Period
   Ended  Ended  Ended
   April 30,  October 31,  October 31,
   2014  2013  2012 (a)
   (Unaudited)            
Class A:                     
Net asset value per share, beginning of period    $12.08     $8.75     $6.90 
Income from investment operations:                     
Net investment income (loss)     0.02      (0.04)     (0.01)
Net realized and unrealized gain     1.26      3.35      1.86 
Total from investment operations     1.28      3.31      1.85 
Redemption fees     0.00(b)     0.02      0.00(b)
Net asset value per share, end of period    $13.36     $12.08     $8.75 
Total return     10.60%(c)     38.06%     26.81%(c)
Ratios/Supplemental Data                     
Net Assets at end of period (000)    $10,406     $7,318     $1,375 
Ratio of total expenses to average net assets:                     
Before waivers and/or expense reimbursements (d)     1.59%(e)     1.97%     2.05%(e)
After waivers and/or expense reimbursements (f)     1.59%(e)     1.61%     1.53%(e)
Ratio of net investment income (loss) to average net assets     0.20%(e)     (0.44)%     (0.50)%(e)
Portfolio turnover (g)     28%(c)     108%     120%

 

 

 

(a) Class A commenced operations on December 30, 2011.
   
(b) The amount is less than $0.005 per share.
   
(c) Not annualized.
   
(d) Ratio of total expenses to average net assets excluding interest expense before waivers and/or expense reimbursements was 1.59% for the six months ended April 30, 2014, 1.96% for the year ended October 31, 2013, and 2.05% for the period ended October 31, 2012.
   
(e) Annualized.
   
(f) Ratio of total expenses to average net assets excluding interest expense after waivers and/or expense reimbursements was 1.59% for the six months ended April 30, 2014, 1.60% for the year ended October 31, 2013, and 1.53% for the period ended October 31, 2012.
   
(g) Portfolio turnover is calculated on the basis of the Fund as a whole, without distinguishing between classes of shares issued.

 

The accompanying notes are an integral part of these financial statements.

 

113

 

Alpine Mutual Funds

 

Financial Highlights—Continued

(For a share outstanding throughout each period)

 

   Small Cap Fund 
   Six Months                    
   Ended    
   April 30,  Year Ended October 31, 
   2014  2013   2012   2011   2010   2009 
   (Unaudited)                    
Institutional Class:                                
Net asset value per share, beginning of period    $14.25   $11.33   $10.48   $10.14   $8.13   $6.83 
Income from investment operations:                                
Net investment loss     (0.06)   (0.14)   (0.13)   (0.11)   (0.10)   (a)
Net realized and unrealized gain     0.64    3.06    0.98    0.45    2.11    1.30 
Total from investment operations     0.58    2.92    0.85    0.34    2.01    1.30 
Redemption fees     0.00(b)   0.00(b)   0.00(b)   0.00(b)   0.00(b)   0.00(b)
Net asset value per share, end of period    $14.83   $14.25   $11.33   $10.48   $10.14   $8.13 
Total return     4.07%(c)   25.77%   8.11%   3.35%   24.72%   19.03%
Ratios/Supplemental Data:                                
Net Assets at end of period (000)    $12,713   $12,263   $10,877   $10,383   $11,847   $11,108 
Ratio of total expenses to average net assets:                                
Before waivers and/or expense reimbursements (d)     1.65%(e)   1.80%   1.67%   1.59%   1.70%   1.86%
After waivers and/or expense reimbursements (f)     1.35%(e)   1.35%   1.36%   1.41%   1.44%   1.54%
Ratio of net investment loss to average net assets     (0.75)%(e)   (0.97)%   (1.07)%   (0.97)%   (1.01)%  (0.92 )%
Portfolio turnover (g)     127%(c)   39%   29%   18%   22%   20%

 

 

 

(a) Net investment income per share is calculated using ending balances after consideration of adjustments for permanent book and tax differences.
   
(b) The amount is less than $0.005 per share.
   
(c) Not annualized.
   
(d) Ratio of total expenses to average net assets excluding interest expense before waivers and/or expense reimbursements was 1.65% for the six months ended April 30, 2014, and 1.80%, 1.66%, 1.53%, 1.61%, and 1.67% for the years ended October 31, 2013, 2012, 2011, 2010 and 2009, respectively.
   
(e) Annualized.
   
(f) Ratio of total expenses to average net assets excluding interest expense after waivers and/or expense reimbursements was 1.35% for the six months ended April 30, 2014, and 1.35%, 1.35%, 1.35%, 1.35%, and 1.35%, for the years ended October 31, 2013, 2012, 2011, 2010 and 2009, respectively.
   
(g) Portfolio turnover is calculated on the basis of the Fund as a whole, without distinguishing between classes of shares issued.

 

The accompanying notes are an integral part of these financial statements.

 

114

 

Alpine Mutual Funds

 

Financial Highlights—Continued

(For a share outstanding throughout each period)

 

   Small Cap Fund
   Six Months  Year  Period
   Ended  Ended  Ended
   April 30,  October 31,  October 31,
   2014  2013  2012 (a)
   (Unaudited)            
Class A:                     
Net asset value per share, beginning of period    $14.18     $11.30     $10.17 
Income from investment operations:                     
Net investment loss     (0.02)     (0.16)     (0.14)
Net realized and unrealized gain     0.57      3.04      1.27 
Total from investment operations     0.55      2.88      1.13 
Redemption fees     0.00(b)     0.00(b)      
Net asset value per share, end of period    $14.73     $14.18     $11.30 
Total return     3.88%(c)     25.49%     11.11%(c)
Ratios/Supplemental Data                     
Net Assets at end of period (000)    $191     $139     $111 
Ratio of total expenses to average net assets:                     
Before waivers and/or expense reimbursements     1.90%(d)     2.05%     1.92%(d)
After waivers and/or expense reimbursements     1.60%(d)     1.60%     1.60%(d)
Ratio of net investment loss to average net assets     (1.01)%(d)     (1.22)%     (1.34)%(d)
Portfolio turnover (e)     127%(c)     39%     29%

 

 

 

(a) Class A commenced operations on December 30, 2011.
   
(b) The amount is less than $0.005 per share.
   
(c) Not annualized.
   
(d) Annualized.
   
(e) Portfolio turnover is calculated on the basis of the Fund as a whole, without distinguishing between classes of shares issued.

 

The accompanying notes are an integral part of these financial statements.

 

115

 

Alpine Mutual Funds

 

Financial Highlights—Continued

(For a share outstanding throughout each period)

 

   Transformations Fund 
   Six Months                    
   Ended    
   April 30,  Year Ended October 31, 
   2014  2013   2012   2011   2010   2009 
   (Unaudited)                    
Institutional Class:                                
Net asset value per share, beginning of period    $15.16   $11.73   $11.75   $10.30   $7.68   $5.79 
Income from investment operations:                                
Net investment income (loss)     (0.01)   (0.02)   (0.07)   (0.07)   (0.06)   0.01(a)
Net realized and unrealized gain     1.39    3.53    0.05    1.52    2.68    1.92 
Total from investment operations     1.38    3.51    (0.02)   1.45    2.62    1.93 
Redemption fees         0.00(b)   0.00(b)   0.00(b)   0.00(b)   0.00(b)
Less distributions:                                
From net investment income                         (0.03)
From net realized gains     (2.11)   (0.08)                
Tax return of capital                         (0.01)
Total distributions     (2.11)   (0.08)               (0.04)
Net asset value per share, end of period    $14.43   $15.16   $11.73   $11.75   $10.30   $7.68 
Total return     9.75%(c)   30.09%   (0.17)%   14.08%   34.11%   33.61%
Ratios/Supplemental Data:                                
Net Assets at end of period (000)    $7,819   $7,150   $6,070   $6,267   $5,294   $3,514 
Ratio of total expenses to average net assets:                                
Before waivers and/or expense reimbursements (d)     1.94%(e)   2.24%   1.98%   1.68%   2.17%   2.86%
After waivers and/or expense reimbursements (f)     1.35%(e)   1.35%   1.35%   1.35%   1.37%   1.35%
Ratio of net investment loss to average net assets     (0.17)%(e)   (0.08)%   (0.58)%   (0.60)%   (0.68)%   (0.16)%
Portfolio turnover (g)     24%(c)   61%   63%   72%   52%   57%

 

 

 

(a) Net investment income per share is calculated using ending balances after consideration of adjustments for permanent book and tax differences.
   
(b) The amount is less than $0.005 per share.
   
(c) Not annualized.
   
(d) Ratio of total expenses to average net assets excluding interest expense before waivers and/or expense reimbursements was 1.94% for the six months ended April 30, 2014, and 2.24%, 1.98%, 1.68%, 2.15%, and 2.86% for the years ended October 31, 2013, 2012, 2011, 2010 and 2009, respectively.
   
(e) Annualized.
   
(f) Ratio of total expenses to average net assets excluding interest expense after waivers and/or expense reimbursements was 1.35% for the six months ended April 30, 2014, and 1.35%, 1.35%, 1.35%, 1.35%, and 1.35%, for the years ended October 31, 2013, 2012, 2011, 2010 and 2009, respectively.
   
(g) Portfolio turnover is calculated on the basis of the Fund as a whole, without distinguishing between classes of shares issued.

 

The accompanying notes are an integral part of these financial statements.

 

116

 

Alpine Mutual Funds

 

Financial Highlights—Continued

(For a share outstanding throughout each period)

 

   Transformations Fund
   Six Months  Year  Period
   Ended  Ended  Ended
   April 30,  October 31,  October 31,
   2014  2013  2012 (a)
   (Unaudited)            
Class A:                     
Net asset value per share, beginning of period    $15.09     $11.70     $11.22 
Income from investment operations:                     
Net investment loss     (0.03)     (0.04)     (0.09)
Net realized and unrealized gain     1.38      3.51      0.57 
Total from investment operations     1.35      3.47      0.48 
Redemption fees           0.00(b)     0.00(b)
Less distributions:                     
From net realized gains     (2.11)     (0.08)      
Total distributions     (2.11)     (0.08)      
Net asset value per share, end of period    $14.33     $15.09     $11.70 
Total return     9.60%(c)     29.82%     4.28%(c)
Ratios/Supplemental Data                     
Net Assets at end of period (000)    $151     $135     $104 
Ratio of total expenses to average net assets:                     
Before waivers and/or expense reimbursements (d)     2.19%(e)     2.49%     2.27%(e)
After waivers and/or expense reimbursements (f)     1.60%(e)     1.60%     1.60%(e)
Ratio of net investment loss to average net assets     (0.42)%(e)     (0.33)%     (0.85)%(e)
Portfolio turnover (g)     24%(c)     61%     63%

 

 

 

(a) Class A commenced operations on December 30, 2011.
   
(b) The amount is less than $0.005 per share.
   
(c) Not annualized.
   
(d) Ratio of total expenses to average net assets excluding interest expense before waivers and/or expense reimbursements was 2.19% for the six months ended April 30, 2014, 2.49% for the year ended October 31, 2013, and 2.27% for the period ended October 31, 2012.
   
(e) Annualized.
   
(f) Ratio of total expenses to average net assets excluding interest expense after waivers and/or expense reimbursements was 1.60% for the six months ended April 30, 2014, 1.60% for the year ended October 31, 2013, and 1.60% for the period ended October 31, 2012.
   
(g) Portfolio turnover is calculated on the basis of the Fund as a whole, without distinguishing between classes of shares issued.

 

The accompanying notes are an integral part of these financial statements.

 

117

 

Alpine Mutual Funds

 

Financial Highlights—Continued

(For a share outstanding throughout each period)

 

   Foundation Fund 
   Six Months                    
   Ended    
   April 30,  Year Ended October 31, 
   2014  2013   2012   2011   2010   2009 
   (Unaudited)                    
Institutional Class:                                
Net asset value per share, beginning of period    $12.49   $11.47   $10.61   $10.16   $8.88   $8.15 
Income from investment operations:                                
Net investment income     0.11    0.17    0.20    0.16    0.12    0.13(a)
Net realized and unrealized gain     0.63    1.03    0.85    0.47    1.27    0.75 
Total from investment operations     0.74    1.20    1.05    0.63    1.39    0.88 
Redemption fees     0.00(b)   0.00(b)       0.00(b)   0.00(b)   0.00(b)
Less distributions:                                
From net investment income     (0.10)   (0.18)   (0.19)   (0.18)   (0.11)   (0.13)
Tax return of capital                         (0.02)
Total distributions     (0.10)   (0.18)   (0.19)   (0.18)   (0.11)   (0.15)
Net asset value per share, end of period    $13.13   $12.49   $11.47   $10.61   $10.16   $8.88 
Total return     5.98%(c)   10.56%   9.95%   6.19%   15.77%   11.03%
Ratios/Supplemental Data:                                
Net Assets at end of period (000)    $73,825   $71,018   $65,397   $61,701   $62,934   $55,230 
Ratio of total expenses to average net assets (d)     1.22%(e)   1.28%   1.21%   1.16%   1.23%   1.26%
Ratio of net investment income to average net assets      1.86%(e)   1.43%   1.79%   1.46%   1.22%   1.65%
Portfolio turnover (f)     15%(c)   28%   36%   34%   16%   41%

 

 

 

(a) Net investment income per share is calculated using ending balances after consideration of adjustments for permanent book and tax differences.
   
(b) The amount is less than $0.005 per share.
   
(c) Not annualized.
   
(d) Ratio of total expenses to average net assets excluding interest expense was 1.22% for the six months ended April 30, 2014, and 1.28%, 1.21%, 1.16%, 1.23%, and 1.26% for the years ended October 31, 2013, 2012, 2011, 2010 and 2009, respectively.
   
(e) Annualized.
   
(f) Portfolio turnover is calculated on the basis of the Fund as a whole, without distinguishing between classes of shares issued.

 

The accompanying notes are an integral part of these financial statements.

 

118

 

Alpine Mutual Funds

 

Financial Highlights—Continued

(For a share outstanding throughout each period)

 

   Foundation Fund
   Six Months  Year  Period
   Ended  Ended  Ended
   April 30,  October 31,  October 31,
   2014  2013  2012 (a)
   (Unaudited)            
Class A:                     
Net asset value per share, beginning of period    $12.48     $11.47     $10.61 
Income from investment operations:                     
Net investment income     0.11      0.14      0.14 
Net realized and unrealized gain     0.62      1.02      0.85 
Total from investment operations     0.73      1.16      0.99 
Redemption fees                  
Less distributions:                     
From net investment income     (0.09)     (0.15)     (0.13)
Total distributions     (0.09)     (0.15)     (0.13)
Net asset value per share, end of period    $13.12     $12.48     $11.47 
Total return     5.87%(b)     10.20%     9.33%(b)
Ratios/Supplemental Data                     
Net Assets at end of period (000)    $3,450     $120     $109 
Ratio of total expenses to average net assets     1.47%(c)     1.53%     1.47%(c)
Ratio of net investment income to average net assets     1.62%(c)     1.18%     1.49%(c)
Portfolio turnover (d)     15%(b)     28%     36%

 

 

 

(a) Class A commenced operations on December 30, 2011.
   
(b) Not annualized.
   
(c) Annualized.
   
(d) Portfolio turnover is calculated on the basis of the Fund as a whole, without distinguishing between classes of shares issued.

 

The accompanying notes are an integral part of these financial statements.

 

119

 

Alpine Mutual Funds

 

Financial Highlights—Continued

(For a share outstanding throughout each period)

 

   Ultra Short Tax Optimized Income Fund 
   Six Months                    
   Ended    
   April 30,  Year Ended October 31, 
   2014  2013   2012   2011   2010   2009 
   (Unaudited)                    
Institutional Class*:                                
Net asset value per share, beginning of period    $10.03   $10.05   $10.05   $10.05   $10.05   $10.00 
Income from investment operations:                                
Net investment income     0.03    0.06    0.10    0.19    0.13    0.31(a)
Net realized and unrealized gain (loss)     0.01    (0.02)   0.00(b)   0.00(b)   0.00(b)   0.05 
Total from investment operations     0.04    0.04    0.10    0.19    0.13    0.36 
Redemption fees     0.00(b)   0.00(b)   0.00(b)   0.00(b)   0.00(b)   0.00(b)
Less distributions:                                
From net investment income     (0.03)   (0.06)   (0.10)   (0.19)   (0.13)   (0.31)
Total distributions     (0.03)   (0.06)   (0.10)   (0.19)   (0.13)   (0.31)
Net asset value per share, end of period    $10.04   $10.03   $10.05   $10.05   $10.05   $10.05 
Total return     0.39%(c)      0.36%   0.95%   1.87%   1.31%   3.65%
Ratios/Supplemental Data:                                
Net Assets at end of period (000)    $872,958   $933,294   $1,375,490   $1,265,829   $1,146,333   $1,462,217 
Ratio of total expenses to average net assets:                                
Before waivers and/or expense reimbursements     0.90%(d)   0.89%   0.84%   0.82%   0.78%   0.80%
After waivers and/or expense reimbursements     0.55%(d)   0.61%   0.65%   0.63%   0.53%   0.60%
Ratio of net investment income to average net assets     0.59%(d)   0.55%   0.95%   1.86%   1.29%   3.00%
Portfolio turnover (e)     77%(c)   185%   192%   174%   19%   16%

 

 

 

(a) Net investment income per share is calculated using ending balances after consideration of adjustments for permanent book and tax differences.
   
(b) The amount is less than $0.005 per share.
   
(c) Not annualized.
   
(d) Annualized.
   
(e) Portfolio turnover is calculated on the basis of the Fund as a whole, without distinguishing between classes of shares issued.
   
 * Effective January 3, 2012, the share class was renamed Institutional Class.

 

The accompanying notes are an integral part of these financial statements.

 

120

 

Alpine Mutual Funds

 

Financial Highlights—Continued

(For a share outstanding throughout each period)

 

   Ultra Short Tax Optimized Income Fund 
   Six Months                    
   Ended    
   April 30,  Year Ended October 31, 
   2014  2013   2012   2011   2010   2009 
   (Unaudited)                    
Class A*:                                
Net asset value per share, beginning of period    $10.09   $10.10   $10.10   $10.10   $10.10   $10.05 
Income from investment operations:                                
Net investment income     0.02    0.03    0.07    0.16    0.10    0.30(a)
Net realized and unrealized gain (loss)         (0.01)   0.00(b)   0.00(b)   0.01    0.04 
Total from investment operations     0.02    0.02    0.07    0.16    0.11    0.34 
Redemption fees     0.00(b)   0.00(b)   0.00(b)   0.00(b)   0.00(b)   0.00(b)
Less distributions:                                
From net investment income     (0.02)   (0.03)   (0.07)   (0.16)   (0.11)   (0.29)
Total distributions     (0.02)   (0.03)   (0.07)   (0.16)   (0.11)   (0.29)
Net asset value per share, end of period    $10.09   $10.09   $10.10   $10.10   $10.10   $10.10 
Total return     0.17%(c)      0.21%   0.70%   1.61%   1.05%   3.40%
Ratios/Supplemental Data                                
Net Assets at end of period (000)    $249,036   $305,193   $443,598   $358,284   $292,565   $211,643 
Ratio of total expenses to average net assets:                                
Before waivers and/or expense reimbursements     1.15%(d)   1.14%   1.09%   1.07%   1.03%   1.05%
After waivers and/or expense reimbursements     0.80%(d)   0.86%   0.90%   0.88%   0.78%   0.85%
Ratio of net investment income to average net assets     0.34%(d)   0.30%   0.67%   1.61%   1.04%   2.75%
Portfolio turnover (e)     77%(c)   185%   192%   174%   19%   16%

 

 

 

(a) Net investment income per share is calculated using ending balances after consideration of adjustments for permanent book and tax differences.
   
(b) The amount is less than $0.005 per share.
   
(c) Not annualized.
   
(d) Annualized.
   
(e) Portfolio turnover is calculated on the basis of the Fund as a whole, without distinguishing between classes of shares issued.
   
 * Effective January 3, 2012, the share class was renamed Class A.

 

The accompanying notes are an integral part of these financial statements.

 

121

 

Alpine Mutual Funds

 

Financial Highlights—Continued
(For a share outstanding throughout each period)

 

   Municipal Money Market Fund 
   Six Months
 Ended
 April 30,
  Year Ended October 31, 
   2014   2013     2012     2011     2010     2009  
   (Unaudited)                    
Investor Class*:                                
Net asset value per share, beginning of period    $1.00   $1.00   $1.00   $1.00   $1.00   $1.00 
Income from investment operations:                                
Net investment income     0.00 (a)   0.00 (a)   0.00 (a)   0.00 (a)   0.00 (a)   0.01 (b)
Total from investment operations     0.00 (a)   0.00 (a)   0.00 (a)   0.00 (a)   0.00 (a)   0.01 
Less distributions:                                
From net investment income     (0.00)(a)   (0.00)(a)   (0.00)(a)   (0.00)(a)   (0.00)(a)   (0.01)
From net realized gains                 (0.00)(a)        
Tax return of capital                         (0.00)(a)
Total distributions     (0.00)(a)   (0.00)(a)   (0.00)(a)   (0.00)(a)   (0.00)(a)   (0.01)
Net asset value per share, end of period    $1.00   $1.00   $1.00   $1.00   $1.00   $1.00 
Total return     0.01%(c)   0.04%   0.10%   0.18%   0.20%   1.03%
Ratios/Supplemental Data:                                
Net Assets at end of period (000)    $145,923   $170,413   $228,642   $310,058   $470,169   $789,832 
Ratio of total expenses to average net assets:                                
Before waivers and/or expense reimbursements (d)     0.56%(e)   0.57%   0.56%   0.52%   0.48%   0.53%
After waivers and/or expense reimbursements (f)     0.27%(e)   0.32%   0.32%   0.38%   0.43%   0.53%
Ratio of net investment income to average net assets     0.02%(e)   0.04%   0.10%   0.18%   0.20%   0.99%

 

 

 

(a) The amount is less than $0.005 per share.
   
(b) Net investment income per share is calculated using ending balances after consideration of adjustments for permanent book and tax differences.
   
(c) Not annualized.
   
(d) Ratio of total expenses to average net assets excluding interest expense before waivers and/or expense reimbursements was 0.56% for the six months ended April 30, 2014, and 0.57%, 0.56%, 0.52%, 0.48%, and 0.53% for the years ended October 31, 2013, 2012, 2011, 2010 and 2009, respectively.
   
(e) Annualized.
   
(f) Ratio of total expenses to average net assets excluding interest expense after waivers and/or expense reimbursements was 0.27% for the six months ended April 30, 2014, and 0.32%, 0.32%, 0.38%, 0.43%, and 0.53% for the years ended October 31, 2013, 2012, 2011, 2010 and 2009, respectively.
   
 * Effective January 3, 2012, the Investor Class was renamed the Institutional Class and subsequently reverted to the Investor Class effective July 26, 2012.

 

The accompanying notes are an integral part of these financial statements.

 

122

 

Alpine Mutual Funds

 

Financial Highlights—Continued
(For a share outstanding throughout each period)

 

 High Yield Managed
Duration Municipal Fund
  Six Months
Ended
April 30,
2014
   Period
Ended
October 31,
2013 (a)
    (Unaudited)  
Institutional Class:              
Net asset value per share, beginning of period    $9.95     $10.00 
Income from investment operations:              
Net investment income     0.18      0.06 
Net realized and unrealized income (loss)     0.16      (0.05)
Total from investment operations     0.34      0.01 
Redemption fees     0.00      0.00 
Less distributions:              
From net investment income     (0.18)     (0.06)
Total distributions     (0.18)     (0.06)
Net asset value per share, end of period    $10.11     $9.95 
Total return      3.43 %(b)      0.11 %(b)
Ratios/Supplemental Data:              
Net Assets at end of period (000)    $21,104     $19,915 
Ratio of total expenses to average net assets:              
Before waivers and/or expense reimbursements      1.40 %(c)      1.66 %(c)
After waivers and/or expense reimbursements      0.80 %(c)      0.74 %(c)
Ratio of net investment income to average net assets      3.60 %(c)      1.47 %(c)
Portfolio turnover (d)      42 %(b)     117%

 

 

 

(a) Institutional Class commenced operations on June 3, 2013.
   
(b) Not annualized.
   
(c) Annualized.
   
(d) Portfolio turnover is calculated on the basis of the Fund as a whole, without distinguishing between classes of shares issued.

 

The accompanying notes are an integral part of these financial statements.

 

123

 

Alpine Mutual Funds

 

Financial Highlights—Continued
(For a share outstanding throughout each period)

 

   High Yield Managed
Duration Municipal Fund
    Six Months
Ended
April 30,
2014
   Period
Ended
October 31,
2013 (a)
   (Unaudited)     
Class A:              
Net asset value per share, beginning of period    $9.95     $10.00 
Income from investment operations:              
Net investment income     0.17      0.05 
Net realized and unrealized income (loss)     0.16      (0.05)
Total from investment operations     0.33      0.00 
Redemption fees     0.00      0.00 
Less distributions:              
From net investment income     (0.17)     (0.05)
Total distributions     (0.17)     (0.05)
Net asset value per share, end of period    $10.11     $9.95 
Total return     3.31%(b)     0.01%(b)
Ratios/Supplemental Data              
Net Assets at end of period (000)    $103     $100 
Ratio of total expenses to average net assets:              
Before waivers and/or expense reimbursements     1.65%(c)     1.91%(c)
After waivers and/or expense reimbursements     1.05%(c)     0.99%(c)
Ratio of net investment income to average net assets     3.35%(c)     1.21%(c)
Portfolio turnover (d)     42%(b)     117%

 

 

 

(a) Class A commenced operations on June 3, 2013.
   
(b) Not annualized.
   
(c) Annualized.
   
(d) Portfolio turnover is calculated on the basis of the Fund as a whole, without distinguishing between classes of shares issued.

 

The accompanying notes are an integral part of these financial statements.

 

124

 

Alpine Mutual Funds

 

Notes to Financial Statements
April 30, 2014 (Unaudited)

 

1. Organization:

 

Alpine Series Trust (the “Series Trust”) was organized in 2001 as a Delaware Statutory Trust, and is registered under the Investment Company Act of 1940, as amended (the “1940 Act”), as an open-end management investment company. Alpine Income Trust (the “Income Trust”) was organized in 2002 as a Delaware Statutory Trust, and is registered under the 1940 Act, as an open-end management investment company. The Alpine Dynamic Dividend Fund, Alpine Accelerating Dividend Fund, Alpine Financial Services Fund, Alpine Small Cap Fund (formerly the Alpine Innovators Fund), Alpine Transformations Fund and Alpine Foundation Fund are six separate series of the Series Trust. The Alpine Ultra Short Tax Optimized Income Fund, Alpine Municipal Money Market Fund and Alpine High Yield Managed Duration Municipal Fund are three separate series of the Income Trust. The Alpine Dynamic Dividend Fund, Alpine Accelerating Dividend Fund, Alpine Financial Services Fund, Alpine Small Cap Fund, Alpine Transformations Fund, Alpine Foundation Fund, Alpine Municipal Money Market Fund, Alpine Ultra Short Tax Optimized Income Fund and Alpine High Yield Managed Duration Municipal Fund (individually referred to as a “Fund” and collectively, “the Funds”) are diversified funds. Alpine Woods Capital Investors, LLC (the “Adviser”) is a Delaware limited liability company and serves as the investment manager to the Funds. The Funds offer Institutional Class and Class A shares (except for Money Market Municipal Fund, which has Investor Class shares). Institutional Class and Investor Class shares are sold without a sales charge. Class A shares have an initial sales charge which may be waived under certain conditions as described in the Funds’ prospectus. Class A shares may be subject to a Contingent Deferred Sales Charges (“CDSC”) for certain redemptions where no initial sales charge was paid at the time of purchase. All shares of the Funds have equal rights and privileges. Each share of a Fund is entitled to one vote on all matters as to which shares are entitled to vote, to participate equally with other shares in dividends and distributions declared by the Funds and on liquidation to their proportionate share of the assets remaining after satisfaction of outstanding liabilities, except that Class A shares bear certain expenses related to the distribution fee of such shares. Each class has exclusive voting rights with respect to the distribution fee of such share. Each class has exclusive voting rights with respect to matters relating to its shareholders servicing and distribution expenditures.

 

2. Significant Accounting Policies:

 

The following is a summary of significant accounting policies consistently followed by the Funds in the preparation of their financial statements. The policies are in conformity with accounting principles generally accepted in the United States of America (“GAAP”), which require management to make estimates and assumptions that affect amounts reported herein. Actual results could differ from those estimates. Changes in the economic environment, financial markets and any other parameters used in determining these estimates could cause actual results to differ.

 

A. Valuation of Securities:

 

The net asset value (“NAV”) of shares of the Funds are calculated by dividing the value of the Funds’ net assets by the number of outstanding shares. NAV is determined each day the New York Stock Exchange (“NYSE”) is open as of the close of regular trading (normally, 4:00 p.m., Eastern time). In computing NAV, portfolio securities of the Funds are valued at their current market values determined on the basis of market quotations or if market quotations are not available or determined to be unreliable, through procedures and/or guidelines established by the Board of Trustees (“Board”). In computing the Funds’ NAV, equity securities that are traded on a securities exchange in the United States, except for option securities, are valued at the last reported sale price as of the time of valuation, or lacking any current reported sale at the time of valuation, at the mean between the most recent bid and asked quotations, or if market quotations are not available or determined to be unreliable, through procedures and/or guidelines established by the Board. Each option security traded on a securities exchange in the United States is valued at the last current reported sale price as of the time of valuation, or lacking any current reported sale at the time of valuation, the option is valued at the mid-point of the consolidated bid/ask quote for the option security. Forward currency contracts are valued based on third-party vendor quotations. Each security traded in the over-the-counter market and quoted on the NASDAQ National Market System, is valued at the NASDAQ Official Closing Price (“NOCP”), as determined by NASDAQ, or lacking an NOCP, the last current reported sale price as of the time of valuation by NASDAQ, or lacking any current reported sale on NASDAQ at the time of valuation, at the mean between the most recent bid and asked quotations. Each over-the-counter option that is not traded through the Options Clearing Corporation is valued by the counterparty, or if the counterparty’s price is not readily available, then by using the Black-Scholes method. Debt securities are valued based on an evaluated mean price as furnished by pricing services approved by the Board, which may be based on market transactions for comparable securities and various relationships between securities that are generally recognized by institutional traders, a computerized matrix

 

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Notes to Financial Statements—Continued
April 30, 2014 (Unaudited)

 

system, or appraisals derived from information concerning the securities or similar securities received from recognized dealers in those securities. Each other security traded over-the-counter is valued at the mean between the most recent bid and asked quotations. Short-term securities with maturities of 60 days or less are valued at amortized cost, which approximates fair value.

 

Equity securities that are principally traded in a foreign market are valued at the last current sale price at the time of valuation or lacking any current or reported sale, at the time of valuation, at the mean between the most recent bid and asked quotations as of the close of the appropriate exchange or other designated time. Trading in securities on European and Far Eastern securities exchanges and over-the-counter markets is normally completed at various times before the close of business on each day on which the NYSE is open. Trading of these securities may not take place on every NYSE business day. In addition, trading may take place in various foreign markets on Saturdays or on other days when the NYSE is not open and on which the Funds’ NAV is not calculated. As stated above, if the market prices are not readily available or not reflective of the fair value of the security, as of the close of the regular trading on the NYSE, the security will be priced at fair value following procedures approved by the Board.

 

When market quotations are not readily available or when the valuation methods mentioned above are not reflective of a fair value of the security, the security is valued at fair value following procedures and/or guidelines approved by the Board. The Funds may also use fair value pricing, if the value of a security it holds is, pursuant to the Board guidelines, materially affected by events occurring before the Funds’ pricing time but after the close of the primary market or market transactions for comparable securities and various relationships between securities that are generally recognized by institutional traders, a computerized matrix system, or appraisals derived from information concerning the securities or similar securities received from recognized dealers in those securities. The Board has approved the use of a third-party pricing vendor’s proprietary fair value pricing model to assist in determining current valuation for foreign securities traded in markets that close prior to the NYSE. When fair value pricing is employed, the value of the portfolio security used to calculate the Funds’ NAV may differ from quoted or official closing prices.

 

Fair Value Measurement:

 

In accordance with GAAP, the Funds use a three-tier hierarchy to establish classification of fair value measurements for disclosure purposes. Inputs refer broadly to the assumptions that market participants would use in pricing the asset or liability, including assumptions about risk. Inputs may be observable or unobservable. Observable inputs are inputs that reflect the assumptions market participants would use in pricing the asset or liability that are developed based on market data obtained from sources independent of the reporting entity. Unobservable inputs are inputs that reflect the reporting entities’ own assumptions about the assumptions market participants would use in pricing the asset or liability that are developed based on the best information available.

 

  Level 1 —  Quoted prices in active markets for identical investments.
       
  Level 2 —  Other significant observable inputs (including quoted prices for similar instruments, interest rates, prepayment speeds, credit risk, yield curves, default rates, etc.).
       
  Level 3 —  Significant unobservable inputs (including the Funds’ own assumptions in determining the fair value of investments).

 

The availability of observable inputs can vary from security to security and is affected by a wide variety of factors, including, for example, the type of security, whether the security is new and not yet established in the marketplace, the liquidity of markets, and other characteristics particular to the security. To the extent that valuation is based on models or inputs that are less observable or unobservable in the market, the determination of fair value requires more judgment. Accordingly, the degree of judgment exercised in determining fair value is greatest for instruments categorized in Level 3.

 

The inputs used to measure fair value may fall into different levels of the fair value hierarchy. In such cases, for disclosure purposes, the level in the fair value hierarchy within which the fair value measurement falls in its entirety, is determined based on the lowest level input that is significant to the fair value measurement in its entirety.

 

Various inputs are used in determining the value of the Funds’ investments as of the reporting period end. The designated input levels are not necessarily an indication of the risk or liquidity associated with these investments. These inputs are categorized in the following hierarchy under GAAP.

 

126

 

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Notes to Financial Statements—Continued
April 30, 2014 (Unaudited)

 

The Funds use valuation techniques to measure fair value that are consistent with the market approach and/or income approach, depending on the type of security and the particular circumstance. The market approach uses prices and other relevant information generated by market transactions involving identical or comparable securities. The income approach uses valuation techniques to discount estimated future cash flows to present value.

 

The following is a summary of the inputs used to value the Funds’ assets and liabilities carried at fair value as of April 30, 2014:

 

     Valuation Inputs     
  Dynamic Dividend Fund*  Level 1   Level 2   Level 3   Total Value 
  Common Stocks                    
  Consumer Discretionary  $26,556,191   $   $   $26,556,191 
  Consumer Staples   23,842,056            23,842,056 
  Energy   23,170,501            23,170,501 
  Financials   39,423,617    1,077,642        40,501,259 
  Health Care   28,135,350            28,135,350 
  Industrials   36,908,397            36,908,397 
  Information Technology   28,323,623            28,323,623 
  Materials   10,048,978            10,048,978 
  Telecommunication Services   4,517,240            4,517,240 
  Utilities   7,032,185            7,032,185 
  Equity-Linked Structured Notes       2,349,393        2,349,393 
  Convertible Bonds       3,549        3,549 
  Total  $227,958,138   $3,430,584   $   $231,388,722 
                       
     Valuation Inputs      
  Other Financial Instruments   Level 1    Level 2    Level 3    Total Value 
  Assets                    
  Forward Currency Contracts  $   $65,245   $   $65,245 
  Liabilities                    
  Forward Currency Contracts       (461,730)       (461,730)
  Total  $   $(396,485)  $   $(396,485)
                       
     Valuation Inputs      
  Accelerating Dividend Fund*   Level 1    Level 2    Level 3    Total Value 
  Common Stocks  $4,596,236   $   $   $4,596,236 
  Short-Term Investments       228,000        228,000 
  Total  $4,596,236   $228,000   $   $4,824,236 

 

127

 

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Notes to Financial Statements—Continued
April 30, 2014 (Unaudited)

 

     Valuation Inputs     
  Financial Services Fund*  Level 1   Level 2   Level 3   Total Value 
  Common Stocks                    
  Banks  $17,455,966   $186,062   $   $17,642,028 
  Capital Markets   9,313,673            9,313,673 
  Consumer Finance   4,091,827            4,091,827 
  Diversified Financial Services   4,821,521            4,821,521 
  Hotels, Restaurants & Leisure   755,550            755,550 
  Household Durables   244,130            244,130 
  IT Services   410,246            410,246 
  Insurance   6,105,118            6,105,118 
  Internet Software & Services   349,951            349,951 
  Media   63,976            63,976 
  Real Estate Investment Trusts   4,464,318            4,464,318 
  Real Estate Management & Development   685,734    320,280        1,006,014 
  Software   259,950            259,950 
  Thrifts & Mortgage Finance   5,309,570            5,309,570 
  Trading Companies & Distributors   146,082            146,082 
  Preferred Stocks   354,309            354,309 
  Investment Companies   64,660            64,660 
  Short-Term Investments       4,826,000        4,826,000 
  Total  $54,896,581   $5,332,342   $   $60,228,923 
                       
     Valuation Inputs      
  Small Cap Fund*   Level 1    Level 2    Level 3    Total Value 
  Common Stocks  $12,907,634   $   $   $12,907,634 
  Short-Term Investments       139,000        139,000 
  Total  $12,907,634   $139,000   $   $13,046,634 
                       
     Valuation Inputs      
  Transformations Fund*   Level 1    Level 2    Level 3    Total Value 
  Common Stocks  $7,145,417   $   $   $7,145,417 
  Short-Term Investments       837,000        837,000 
  Total  $7,145,417   $837,000   $   $7,982,417 
                       
     Valuation Inputs      
  Foundation Fund*   Level 1    Level 2    Level 3    Total Value 
  Common Stocks  $53,847,662   $   $   $53,847,662 
  Bonds       15,754,222        15,754,222 
  Short-Term Investments       8,108,000        8,108,000 
  Total  $53,847,662   $23,862,222   $   $77,709,884 

 

128

 

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Notes to Financial Statements—Continued
April 30, 2014 (Unaudited)

 

      Valuation Inputs     
  Ultra Short Tax Optimized Income Fund*   Level 1    Level 2    Level 3    Total Value 
  Municipal Bonds  $   $1,128,185,426   $   $1,128,185,426 
  Money Market Funds       95,444        95,444 
  Total  $   $1,128,280,870   $   $1,128,280,870 
            
      Valuation Inputs      
  Municipal Money Market Fund*    Level 1     Level 2     Level 3     Total Value 
  Municipal Bonds  $   $148,473,944   $   $148,473,944 
  Money Market Funds       27,657        27,657 
  Total  $   $148,501,601   $   $148,501,601 
            
      Valuation Inputs      
  High Yield Managed Duration Municipal Fund*    Level 1     Level 2     Level 3     Total Value 
  Municipal Bonds  $   $21,517,828   $   $21,517,828 
  Money Market Funds       10,198        10,198 
  Total  $   $21,528,026   $   $21,528,026 

 

* For detailed sector, country and state descriptions, see accompanying Schedule of Portfolio Investments.

 

For the period ended April 30, 2014, there were no transfers between Level 1, Level 2 and Level 3.

 

B. Security Transactions and Investment Income:

 

Security transactions are accounted for on a trade date basis. Realized gains and losses are computed on the identified cost basis. Dividend income is recorded on the ex-dividend date or in the case of some foreign securities, on the date thereafter when the Funds are made aware of the dividend. Interest income is recorded on the accrual basis and includes accretion of discounts and amortization of premiums, where applicable. To the extent any issuer defaults or a credit event occurs that impacts the issuer, the Funds may halt any additional interest income accruals and consider the realizability of interest accrued up to the date of default or credit event.

 

C. Line of Credit and Custody Overdrafts:

 

On December 1, 2010, each of the Series Trust and Income Trust entered into a lending agreement with BNP Paribas through its New York branch (“BNPP NY”) on behalf of each of the Funds. Loans in aggregate, whether to cover overdrafts or for investment purposes, may not exceed the maximum amount that is permitted under the 1940 Act. The terms of the lending agreement indicate the rate to be the Fed Funds rate plus 0.95% per annum on amounts borrowed. The BNP Paribas Facility provides for secured, uncommitted lines of credit for the Funds where selected Funds’ assets are pledged against advances made to the respective Fund. Each Fund is permitted to borrow up to 33.33% of its total assets for extraordinary or emergency purposes. Additionally, each of the following Funds are permitted to borrow up to 10% of its total assets for investment purposes but in no case shall any Fund’s total outstanding borrowings exceed 33.33% of their respective total assets. Either BNPP NY or the Funds may terminate this agreement upon delivery of written notice. For the period ended April 30, 2014, the average interest rate paid on outstanding borrowings under the line of credit was 1.02%, 1.01%, 1.04%, 1.04% and 1.01% for the Dynamic Dividend Fund, Accelerating Dividend Fund, Financial Services Fund, Small Cap Fund and Transformations Fund, respectively. The Funds may also incur interest expense on custody overdraft charges.

 

129

 

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Notes to Financial Statements—Continued
April 30, 2014 (Unaudited)

 

     Dynamic
Dividend
Fund
   Accelerating
Dividend
Fund
   Financial
Services
Fund
    Small Cap
Fund
 
  Total line of credit amount available for investment purposes at April 30, 2014   $23,785,231   $490,191   $6,033,323   $1,306,071 
  Line of credit outstanding at April 30, 2014   1,881,284             
  Line of credit amount unused at April 30, 2014   21,903,947    490,191    6,033,323    1,306,071 
  Average balance outstanding during the period   5,957,789    13,147    8,423    2,108 
  Maximum balance outstanding during the period   16,710,378    759,750    359,108    41,500 
  Interest expense incurred on line of credit during the period   34,609    67    44    11 
  Interest expense incurred on custody overdrafts during the period   33             
                       
     Transformations
Fund
   Foundation
Fund
   Ultra Short
Tax Optimized
Income Fund
   Municipal
Money Market
Fund
 
  Total line of credit amount available for investment purposes at April 30, 2014  $798,831   $7,799,568   $114,012,356   $14,868,278 
  Line of credit outstanding at April 30, 2014                
  Line of credit amount unused at April 30, 2014   798,831    7,799,568    114,012,356    14,868,278 
  Average balance outstanding during the period   4,737             
  Maximum balance outstanding during the period   260,980             
  Interest expense incurred on line of credit during the period   24             
  Interest expense incurred on custody overdrafts during the period           63    111 
         
      High Yield
Managed
Duration
Municipal Fund
   
  Total line of credit amount available for investment purposes at April 30, 2014  $2,187,076   
  Line of credit outstanding at April 30, 2014      
  Line of credit amount unused at April 30, 2014   2,187,076   
  Average balance outstanding during the period      
  Maximum balance outstanding during the period      
  Interest expense incurred on line of credit during the period      
  Interest expense incurred on custody overdrafts during the period      

 

The line of credit outstanding as of April 30, 2014 approximates its fair value and would be categorized at Level 2.

 

D. Federal and Other Income Taxes:

 

It is each Fund’s policy to comply with the Federal income and excise tax requirements of the Internal Revenue Code of 1986 (the “Code”), as amended, applicable to regulated investment companies and to timely distribute, all of its investment company taxable income and net realized capital gains to shareholders in accordance with the timing requirements imposed by the Code. Therefore, no Federal income tax provision is required. Capital gains realized on some foreign securities are subject to foreign taxes. Dividends and interest from non-U.S. sources received by the Funds are generally subject to non-U.S. withholding taxes at rates ranging up to 30%. Such capital gains and withholding taxes may be reduced or eliminated under the terms of applicable U.S. income tax treaties, and the Funds intend to undertake procedural steps to claim the benefits of such treaties. Where available, the Funds will file refund claims for foreign taxes withheld.

 

130

 

Alpine Mutual Funds

 

Notes to Financial Statements—Continued
April 30, 2014 (Unaudited)

 

Management has analyzed the Funds’ tax positions taken on income tax returns for all open tax years and has concluded that as of April 30, 2014, no provision for income tax is required in the Funds’ financial statements. The Funds’ Federal and state income and Federal excise tax returns for tax years for which the applicable statutes of limitations have not expired are subject to examination by the Internal Revenue Service and state departments of revenue. As of April 30, 2014, open Federal and New York tax years include the tax years ended October 31, 2010 through 2013.

 

GAAP requires that certain components of net assets be reclassified to reflect permanent differences between financial and tax reporting. These reclassifications have no effect on net assets or net asset values per share.

 

E. Distributions to Shareholders:

 

Each of the Dynamic Dividend, Accelerating Dividend, Financial Services, Small Cap, Transformations, Foundation, Ultra Short Tax Optimized Income and High Yield Managed Duration Municipal Funds intends to distribute all of its net investment income and net realized capital gains, if any, throughout the year to its shareholders in the form of dividends. The Municipal Money Market Fund declares and accrues dividends daily on each business day based upon the Fund’s net income, and pays dividends monthly. Distributions to shareholders are recorded at the close of business on the ex-dividend date. All dividends are automatically reinvested in full and fractional shares of the respective Funds at net asset value per share, unless otherwise requested.

 

The amounts of dividends from net investment income and of distributions from net realized gains are determined in accordance with Federal income tax regulations, which may differ from GAAP. These differences are either considered temporary or permanent in nature. To the extent these differences are permanent in nature, such amounts are reclassified within the composition of net assets based on their Federal tax-basis treatment; temporary differences do not require reclassification. In the event dividends and distributions to shareholders exceed net investment income and net realized gains for tax purposes they are reported as returns of capital.

 

F. Class Allocations:

 

Income, expenses (other than class specific expenses) and realized and unrealized gains and losses are allocated among the classes of the Funds based on the relative net assets of each class. Class specific expenses are allocated to the class to which they relate. Currently, class specific expenses are limited to those incurred under the Distribution Plan for Class A shares.

 

G. Foreign Currency Translation Transactions:

 

Each of the Dynamic Dividend, Accelerating Dividend, Financial Services and Transformations Funds may invest without limitation in foreign securities. The Small Cap Fund and Foundation Fund may invest up to 30% and 15%, respectively, of the value of its net assets in foreign securities. The books and records of each Fund are maintained in U.S. dollars. Non-U.S. dollar-denominated amounts are translated into U.S. dollars as follows, with the resultant translations gains and losses recorded in the Statements of Operations.

 

  i) market value of investment securities and other assets and liabilities at the exchange rate on the valuation date.
     
  ii) purchases and sales of investment securities, income and expenses at the exchange rate prevailing on the respective date of such transactions.

 

H. Risks Associated with Foreign Securities and Currencies:

 

Investments in securities of foreign issuers carry certain risks not ordinarily associated with investments in securities of domestic issuers. Such risks include future political and economic developments and the possible imposition of exchange controls or other foreign governmental laws and restrictions. In addition, with respect to certain countries, there is a possibility of expropriation of assets, confiscatory taxation, political or social instability or diplomatic developments, which could adversely affect investments in those countries.

 

Certain countries may also impose substantial restrictions on investments in their capital markets by foreign entities, including restrictions on investments in issuers or industries deemed sensitive to relevant national interests. These factors may limit the investment opportunities available to the Funds or result in a lack of liquidity and high price volatility with respect to securities of issuers from developing countries.

 

131

 

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Notes to Financial Statements—Continued
April 30, 2014 (Unaudited)

 

I. Equity-Linked Structured Notes:

 

The Funds may invest in equity-linked structured notes. Equity-linked structured notes are securities which are specially designed to combine the characteristics of one or more underlying securities and their equity derivatives in a single note form. The return and/or yield or income component may be based on the performance of the underlying equity securities, and equity index, and/or option positions. Equity-linked structured notes are typically offered in limited transactions by financial institutions in either registered or non-registered form. An investment in equity-linked structured notes creates exposure to the credit risk of the issuing financial institution, as well as to the market risk of the underlying securities. There is no guaranteed return of principal with these securities and the appreciation potential of these securities may be limited by a maximum payment or call right. In certain cases, equity-linked structured notes may be more volatile and less liquid than less complex securities or other types of fixed-income securities. Such securities may exhibit price behavior that does not correlate with other fixed-income securities. The Dynamic Dividend Fund held 1 equity-linked structured note at April 30, 2014.

 

J. Forward Currency Contracts:

 

The Funds are subject to foreign currency exchange rate risk in the normal course of pursuing their investment objectives. The Funds may use forward currency contracts to gain exposure to or economically hedge against changes in the value of foreign currencies. A forward currency contract (“forward”) is an agreement between two parties to buy and sell a currency at a set price on a future date. The market value of the forward contract fluctuates with changes in forward currency exchange rates. The forward contract is marked-to-market daily and the change in market value is recorded by each Fund as unrealized appreciation or depreciation. When the forward contract is closed, a Fund records a realized gain or loss equal to the fluctuation in value during the period the forward contract was open. A Fund could be exposed to risk if a counterparty is unable to meet the terms of a forward or if the value of the currency changes unfavorably. During the period ended April 30, 2014, the Dynamic Dividend Fund entered into 10 forward currency contracts.

 

The following forward currency contracts were held at April 30, 2014:

 

Dynamic Dividend Fund

 

Description  Settlement
Date
  Currency    Settlement
Value
   Current
Value
   Unrealized
Gain/(Loss)
 
Contracts Sold:                       
Swiss Franc  07/09/14   8,350,000 CHF  $9,557,712   $9,492,467   $65,245 
Euro  07/09/14   10,500,000 EUR   14,268,240    14,564,829    (296,589)
British Pound  07/09/14   5,000,000 GBP   8,309,600    8,437,540    (127,940)
Japanese Yen  07/30/14   690,000,000 JPY   6,715,492    6,752,693    (37,201)
                $39,247,529   $(396,485)

 

K. Derivative Instruments and Hedging Activities:

 

The following tables provide information about the effect of derivatives and hedging activities on the Funds’ Statements of Assets and Liabilities and Statements of Operations as of and for the period ended April 30, 2014. The first table provides additional detail about the amounts and sources of unrealized appreciation/(depreciation) on derivatives at the end of the period. The second table provides additional information about the amounts and sources of net realized gain (loss) and the change in net unrealized appreciation/(depreciation) resulting from the Funds’ derivatives and hedging activities during the period.

 

The effect of derivative instruments on the Statements of Assets and Liabilities as of April 30, 2014:

 

Dynamic Dividend Fund

 

Derivatives  Statements of Assets
and Liabilities Location
  Unrealized
Appreciation/(Depreciation)
Foreign exchange risk  Unrealized appreciation on forward currency contracts    $65,245   
Foreign exchange risk  Unrealized depreciation on forward currency contracts     (461,730)  
Total       $(396,485)  

 

132

 

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Notes to Financial Statements—Continued
April 30, 2014 (Unaudited)

 

The effect of derivative instruments on the Statements of Operations for the period ended April 30, 2014:

 

Dynamic Dividend Fund

 

Derivatives  Statements of
Operations Location
  Net Realized Loss   Change in Net
Unrealized Depreciation
 
Foreign exchange risk  Net realized gain (loss) from foreign currency transactions/Change in net unrealized appreciation/(depreciation) on foreign currency translations   $(396,488)    $(199,682) 

 

L. Redemption Fees:

 

The Funds of the Alpine Series Trust impose a redemption fee of 1% of the total redemption amount on all Fund shares redeemed or exchanged within 60 days of buying them, either by purchase or exchange. This fee is assessed and retained by the Funds for the benefit of the remaining shareholders. The redemption fee is accounted for as an increase to paid-in-capital. The Alpine Ultra Short Tax Optimized Income Fund and Alpine High Yield Managed Duration Municipal Fund of the Alpine Income Trust, impose a 0.25% redemption fee for shares redeemed or exchanged within 30 days of buying them and 0.75% redemption fee for shares redeemed or exchanged within 60 days of buying them respectively of the total redemption amount on all Fund shares redeemed or exchanged. This fee is assessed and retained by the Funds for the benefit of the remaining shareholders. The redemption fee is accounted for as an increase to paid-in-capital. There is no redemption fee assessed on the Alpine Municipal Money Market Fund redemptions.

 

3. Capital Share Transactions:

 

The Funds have an unlimited number of shares of beneficial interest, with $0.001 par value, authorized. Transactions in shares and dollars of the Funds were as follows:

 

Dynamic Dividend Fund

 

   Six Months Ended
April 30, 2014
   Year Ended
October 31, 2013
 
   Shares   Amount   Shares   Amount 
Institutional Class                    
Shares sold   1,397,615   $5,287,873    4,626,855   $16,410,716 
Shares issued in reinvestment of dividends   1,329,067    5,065,390    4,374,413    15,422,518 
Redemption fees       1,954        32,998 
Shares redeemed   (9,220,473)   (34,916,666)   (44,820,185)   (159,446,914)
Total net change   (6,493,791)  $(24,561,449)   (35,818,917)  $(127,580,682)
Class A                    
Shares sold   308,079   $1,172,842    438,000   $1,581,034 
Shares issued in reinvestment of dividends   10,165    38,794    16,275    57,807 
Redemption fees       27        271 
Shares redeemed   (25,208)   (95,517)   (259,548)   (953,912)
Total net change   293,036   $1,116,146    194,727   $685,200 

 

133

 

Alpine Mutual Funds

 

Notes to Financial Statements—Continued
April 30, 2014 (Unaudited)

 

Accelerating Dividend Fund

 

   Six Months Ended
April 30, 2014
   Year Ended
October 31, 2013
 
   Shares   Amount   Shares   Amount 
Institutional Class                    
Shares sold   104,117   $1,574,605    115,324   $1,681,377 
Shares issued in reinvestment of dividends   12,285    185,146    11,768    158,067 
Redemption fees       2,424        5,960 
Shares redeemed   (92,294)   (1,414,721)   (69,439)   (1,032,609)
Total net change   24,108   $347,454    57,653   $812,795 
Class A                    
Shares sold   10,640   $163,711    43,398   $607,223 
Shares issued in reinvestment of dividends   1,687    25,387    920    12,580 
Redemption fees       691        1,502 
Shares redeemed   (16,666)   (255,051)   (3,889)   (54,858)
Total net change   (4,339)  $(65,262)   40,429   $566,447 
                     
Financial Services Fund                    
                     
   Six Months Ended
April 30, 2014
    Year Ended
October 31, 2013
 
   Shares   Amount   Shares   Amount 
Institutional Class                    
Shares sold   3,013,617   $39,999,591    670,949   $6,828,522 
Shares issued in reinvestment of dividends   460    6,074         
Redemption fees       880        23,701 
Shares redeemed   (437,494)   (5,867,391)   (564,902)   (5,679,360)
Total net change   2,576,583   $34,139,154    106,047   $1,172,863 
Class A                    
Shares sold   208,724   $2,741,885    630,668   $6,630,199 
Shares issued in reinvestment of dividends                
Redemption fees       208        9,309 
Shares redeemed   (35,967)   (474,444)   (181,877)   (2,017,493)
Total net change   172,757   $2,267,649    448,791   $4,622,015 

 

134

 

Alpine Mutual Funds

 

Notes to Financial Statements—Continued
April 30, 2014 (Unaudited)

 

Small Cap Fund                
                 
   Six Months Ended
April 30, 2014
   Year Ended
October 31, 2013
 
   Shares   Amount   Shares   Amount 
Institutional Class                    
Shares sold   14,717   $221,970    17,099   $211,505 
Shares issued in reinvestment of dividends                
Redemption fees       35        302 
Shares redeemed   (17,645)   (267,460)   (116,859)   (1,473,954)
Total net change   (2,928)  $(45,455)   (99,760)  $(1,262,147)
Class A                    
Shares sold   3,318   $50,905       $ 
Shares issued in reinvestment of dividends                
Redemption fees                
Shares redeemed   (196)   (2,994)        
Total net change   3,122   $47,911       $ 
                     
Transformations Fund                    
                        
   Six Months Ended
April 30, 2014
   Year Ended
October 31, 2013
 
   Shares   Amount   Shares   Amount 
Institutional Class                    
Shares sold   6,645   $97,464    6,493   $85,651 
Shares issued in reinvestment of dividends   71,961    991,634    3,340    41,150 
Redemption fees               754 
Shares redeemed   (8,284)   (118,310)   (55,827)   (716,428)
Total net change   70,322   $970,788    (45,994)  $(588,873)
Class A                    
Shares sold   169   $2,362       $ 
Shares issued in reinvestment of dividends   1,382    18,923    58    722 
Redemption fees                
Shares redeemed                
Total net change   1,551   $21,285    58   $722 

 

135

 

Alpine Mutual Funds

 

Notes to Financial Statements—Continued
April 30, 2014 (Unaudited)

 

Foundation Fund         
   Six Months Ended   Year Ended 
   April 30, 2014   October 31, 2013 
   Shares   Amount   Shares   Amount 
Institutional Class                    
Shares sold   1,452   $18,636    6,872   $80,791 
Shares issued in reinvestment of dividends   44,490    572,943    84,305    999,702 
Redemption fees       2        24 
Shares redeemed   (111,260)   (1,415,974)   (104,909)   (1,253,455)
Total net change   (65,318)  $(824,393)   (13,732)  $(172,938)
Class A                    
Shares sold   253,157   $3,233,074       $ 
Shares issued in reinvestment of dividends   68    879    122    1,443 
Redemption fees                
Shares redeemed                
Total net change   253,225   $3,233,953    122   $1,443 

 

Ultra Short Tax Optimized Income Fund        
   Six Months Ended   Year Ended 
   April 30, 2014   October 31, 2013 
   Shares   Amount   Shares   Amount 
Institutional Class                    
Shares sold   24,486,720   $245,708,321    52,181,272   $523,938,733 
Shares issued in reinvestment of dividends   201,957    2,025,932    443,294    4,450,048 
Redemption fees       9,237        31,220 
Shares redeemed   (30,767,859)   (308,745,357)   (96,484,972)   (968,788,065)
Total net change   (6,079,182)  $(61,001,867)   (43,860,406)  $(440,368,064)
Class A                    
Shares sold   3,499,157   $35,306,695    12,132,904   $122,515,170 
Shares issued in reinvestment of dividends   39,256    396,096    95,577    965,011 
Redemption fees       2,791        10,441 
Shares redeemed   (9,124,338)   (92,065,253)   (25,877,405)   (261,305,015)
Total net change   (5,585,925)  $(56,359,671)   (13,648,924)  $(137,814,393)

 

Municipal Money Market Fund        
   Six Months Ended   Year Ended 
   April 30, 2014   October 31, 2013 
   Shares   Amount   Shares   Amount 
Investor Class                    
Shares Sold   78,879,566   $78,879,566    145,994,821   $145,994,821 
Shares issued in reinvestment of dividends   14,781    14,781    65,951    65,951 
Redemption fees                
Shares redeemed   (103,384,042)   (103,384,042)   (204,289,468)   (204,289,468)
Total net change   (24,489,695)  $(24,489,695)   (58,228,696)  $(58,228,696)

 

136

 

Alpine Mutual Funds

 

Notes to Financial Statements—Continued
April 30, 2014 (Unaudited)

 

High Yield Managed Duration Municipal Fund        
   Six Months Ended   Period Ended 
   April 30, 2014   October 31, 2013* 
   Shares   Amount   Shares   Amount 
Institutional Class                    
Shares sold   49,554   $500,000    1,990,001   $19,900,010 
Shares issued in reinvestment of dividends   35,961    359,733    12,265    121,832 
Redemption fees                
Shares redeemed                
Total net change   85,515   $859,733    2,002,266   $20,021,842 
Class A                    
Shares sold      $    10,001   $100,010 
Shares issued in reinvestment of dividends   168    1,680    51    508 
Redemption fees                
Shares redeemed                
Total net change   168   $1,680    10,052   $100,518 
                     
* Class A and Institutional Class commenced operations on June 3, 2013.

 

4.Purchases and Sales of Securities:

 

Purchases and sales of securities (excluding short-term securities) for the period ended April 30, 2014 are as follows:
 
   Purchases   Sales 
Dynamic Dividend Fund  $111,342,950   $131,095,591 
Accelerating Dividend Fund   2,629,791    2,412,115 
Financial Services Fund   42,890,683    10,067,779 
Small Cap Fund   16,980,677    16,352,992 
Transformations Fund   1,728,107    2,329,003 
Foundation Fund   10,816,037    10,207,447 
Ultra Short Tax Optimized Income Fund   852,436,402    1,058,154,530 
High Yield Managed Duration Municipal Fund   10,199,108    7,560,440 

 

 The Funds did not have purchases and sales of U.S. Government Obligations during the period ended April 30, 2014.
  
5.Distribution Plans:
  
 Quasar Distributors, LLC (“Quasar”) serves as each Funds’ distributor. Each of the Funds, except for Municipal Money Market Fund, have adopted distribution and servicing plans (the “Plans”) for their Class A shares as allowed by Rule 12b-1 under the 1940 Act. The Plans authorize payments by the Funds in connection with the distribution and servicing of their Class A shares at an annual rate, as determined from time to time by the Board, of up to 0.25% of the average daily net assets of the Class A shares of the Funds. Amounts paid under the Plans by the Funds may be spent by the Funds on any activities or expenses primarily intended to result in the sale of Class A shares of the Funds, including but not limited to advertising, compensation for sales and marketing activities of financial institutions and others such as dealers and distributors, shareholder account servicing, the printing and mailing of prospectuses to other than current shareholders and the printing and mailing of sales literature. Dynamic Dividend Fund, Accelerating Dividend Fund, Financial Services Fund, Small Cap Fund, Transformations Fund, Foundation Fund, Ultra Short Tax Optimized Income Fund and High Yield Managed Duration Municipal Fund incurred $3,758, $987, $11,007, $194, $182, $2,310, $344,041 and $125, respectively, pursuant to the Plans for the period ended April 30, 2014.
  
 The Plans for the Funds may be terminated at any time by vote of the Trustees of the Trusts who are not “interested persons,” as defined by the 1940 Act, or by vote of a majority of the outstanding voting shares of the respective class.

 

137

 

Alpine Mutual Funds

 

Notes to Financial Statements—Continued
April 30, 2014 (Unaudited)

 

6.Investment Advisory Agreement and Other Affiliated Transactions:
  
 The Adviser provides investment advisory services to each of the Funds. Pursuant to the advisory agreements with the Funds, the Adviser is entitled to an annual fee based on 1.00% of each Fund’s average daily net assets for the Dynamic Dividend Fund, Accelerating Dividend Fund, Financial Services Fund, Small Cap Fund, Transformations Fund and Foundation Fund. The Adviser is entitled to an annual fee based on 0.75% of the Ultra Short Tax Optimized Income Fund’s average daily net assets and High Yield Managed Duration Municipal Fund’s average daily net assets and an annual fee based on 0.45% of the Municipal Money Market Fund.
  
 The Adviser agreed to reimburse the Dynamic Dividend Fund, Accelerating Dividend Fund, Financial Services Fund, Small Cap Fund, Transformations Fund and Foundation Fund to the extent necessary to ensure that ordinary operating expenses (including 12b-1 fees, but excluding interest, brokerage commissions, acquired fund fees and extraordinary expenses) do not exceed annually 1.60% of each Fund’s Class A shares average daily net assets, and 1.35% of each Fund’s Institutional Class shares average daily net assets. The contractual expense cap for the Ultra Short Tax Optimized Income Fund Class A shares and Ultra Short Tax Optimized Income Fund Institutional Class shares is 0.95% and 0.70%, respectively, at April 30, 2014. Additionally the Adviser voluntarily agreed to reimburse the Ultra Short Tax Optimized Income Fund to the extent necessary to ensure that the Fund’s total operating expenses (including 12b-1 fees, where applicable, but excluding interest, brokerage commissions and extraordinary expenses) did not exceed certain limits. The limits were 0.80% and 0.55% of the average daily net assets of the Class A Shares and Institutional Class Shares, respectively, during the period ended April 30, 2014. The Adviser may recover expenses paid in excess of the cap on expenses for the three previous years, as long as the recovery does not cause the Fund to exceed such cap on expenses. The contractual expense cap for High Yield Managed Duration Municipal Fund Class A shares and Institutional Class shares is 1.05% and 0.80%, respectively. For the period ended April 30, 2014, the Adviser waived investment advisory fees and other expenses totaling $68,976, $25,886, $19,732, $22,788, $2,054,625 and $60,135 for the Dynamic Dividend Fund, Accelerating Dividend Fund, Small Cap Fund, Transformations Fund, Ultra Short Tax Optimized Income Fund and High Yield Managed Duration Municipal Fund, respectively. The expense limitations will remain in effect for each Fund through February 28, 2015 unless and until the Board of the Series and Income Trusts approve its modification or termination with respect to each Fund. Waived expenses subject to potential recovery by year of expiration are as follows:

 

                  Ultra Short  High Yield  
   Dynamic  Accelerating  Financial        Tax Optimized  Managed  
   Dividend  Dividend  Services  Small Cap  Transformations  Income  Duration  
Years of Expiration  Fund  Fund  Fund  Fund  Fund  Fund  Municipal Fund  
10/31/2014  $   $35,094   $32,910   $20,239   $21,099   $2,722,733   $   
10/31/2015       51,048    42,851    35,981    42,826    3,353,608       
10/31/2016   144,069    67,570    58,369    52,638    58,060    4,236,779    76,676   
10/31/2017   68,976    25,886        19,732    22,788    2,054,625    60,135   

 

 For the period ended April 30, 2014, the Adviser voluntarily agreed to reimburse the Municipal Money Market Fund to the extent necessary to ensure that the Fund’s total operating expenses (excluding interest, brokerage commissions and extraordinary expenses) did not exceed certain limits. The limits ranged from 0.26% to 0.32% of the Fund’s average daily net assets during the period ended April 30, 2014. For the period ended April 30, 2014, the Adviser waived investment advisory fees and other expenses totaling $239,179 for the Municipal Money Market Fund.
  
 The Adviser makes payments to intermediaries that provide omnibus account services, sub-accounting services and/or networking services with respect to the Funds. On February 2, 2012, the Board approved, subject to certain limitations, the reimbursement to the Adviser by the appropriate Fund, of up to a certain percentage of such fees paid by the Adviser to intermediaries that provide omnibus account services, sub-accounting services, and/or networking services. Reimbursement of these fees are subject to review by the Board and are included in the transfer agent fees in the Statements of Operations. The Dynamic Dividend Fund, Accelerating Dividend Fund, Financial Services Fund, Small Cap Fund, Transformations Fund, Foundation Fund, Ultra Short Tax Optimized Income Fund and Municipal Money Market Fund incurred $122,424, $270, $3,504, $1,954, $210, $1,006, $323,170, and $135, respectively, in reimbursements to the Adviser.

 

138

 

Alpine Mutual Funds

 

Notes to Financial Statements—Continued
April 30, 2014 (Unaudited)

 

 State Street Bank and Trust Company (“SSBT”) serves as the Funds’ Administrator pursuant to an Administration Agreement with the Funds. As compensation for its services to the Funds, SSBT receives an annual administration fee of 0.02% of total net assets on the first $5 billion and 0.015% on total net assets exceeding $5 billion, computed daily and payable monthly.
  
 During the period ended April 30, 2014, the Funds engaged in purchase and sale transactions with funds that have a common investment adviser (or affiliated investment advisers), common Directors/Trustees and/or common Officers. These purchase and sale transactions complied with Rule 17a-7 under the 1940 Act and were as follows:

 

   Purchases   Sales 
Ultra Short Tax Optimized Income Fund  $   $4,600,000 
Municipal Money Market Fund   4,600,000     

 

7.Federal Income Tax Information:
  
 At October 31, 2013, the components of distributable earnings on a tax basis were as follows:

 

   Dynamic   Accelerating   Financial     
   Dividend Fund   Dividend Fund   Services Fund   Small Cap Fund 
Undistributed ordinary income  $2,178,139   $30,978   $   $ 
Other undistributed ordinary losses   (419,675)   (2,320)        
Undistributed tax exempt income                
Undistributed long-term capital gain       156,623         
Late year ordinary loss deferral           (21,120)   (102,645)
Accumulated capital loss   (1,136,305,939)       (79,726)   (12,600,990)
Unrealized appreciation   30,330,887    702,977    1,261,050    3,993,788 
Total  $(1,104,216,588)  $888,258   $1,160,204   $(8,709,847)
                     
           Ultra Short   Municipal 
   Transformations   Foundation   Tax Optimized   Money Market 
   Fund   Fund   Income Fund   Fund 
Undistributed ordinary income  $294,884   $45,359   $   $ 
Other undistributed ordinary losses                
Undistributed tax exempt income                
Undistributed long-term capital gain   719,392             
Late year ordinary loss deferral                
Accumulated capital loss       (429,515)   (488,304)    
Unrealized appreciation/(depreciation)   1,578,619    10,554,005    (955,902)    
Total  $2,592,895   $10,169,849   $(1,444,206)  $ 
                     
   High Yield                         
   Managed                         
   Duration                         
   Municipal Fund                         
Undistributed ordinary income  $                         
Other undistributed ordinary losses                            
Undistributed tax exempt income                            
Undistributed long-term capital gain                            
Late year ordinary loss deferral                            
Accumulated capital loss   (5,339)                        
Unrealized depreciation   (101,638)                        
Total  $(106,977)                        

 

139

 

Alpine Mutual Funds

 

Notes to Financial Statements—Continued
April 30, 2014 (Unaudited)

 

 Tax components of distributable earnings are determined in accordance with income tax regulations which may differ from the composition of net assets reported under GAAP. Accordingly, for the year ended October 31, 2013, the effects of certain differences were reclassified as follows:

 

       Accumulated  Accumulated
       net investment  net realized
   Capital stock  income (loss)  gains (losses)
Dynamic Dividend Fund  $   $549,218   $(549,218)
Accelerating Dividend Fund   (11)   (1,540)   1,551 
Financial Services Fund   10,772    4,546    (15,318)
Small Cap Fund   (117,150)   116,775    375 
Transformations Fund       40,716    (40,716)
Foundation Fund   2    69,042    (69,044)
Ultra Short Tax Optimized Income Fund   (3,164)   3,164     

 

As of April 30, 2014, net unrealized appreciation/(depreciation) of investments, excluding foreign currency, based on Federal tax costs was as follows:
                 
   Dynamic   Accelerating   Financial     
   Dividend Fund   Dividend Fund   Services Fund   Small Cap Fund 
Cost of investments  $202,092,150   $4,236,335   $56,471,388   $13,275,861 
Gross unrealized appreciation   38,266,395    664,858    6,303,518    431,944 
Gross unrealized depreciation   (8,969,823)   (76,957)   (2,545,983)   (661,171)
Net unrealized appreciation/(depreciation)  $29,296,572   $587,901   $3,757,535   $(229,227)
                     
           Ultra Short   Municipal 
   Transformations   Foundation   Tax Optimized   Money Market 
   Fund   Fund   Income Fund   Fund 
Cost of investments  $6,138,189   $62,530,303   $1,128,369,732   $148,501,601 
Gross unrealized appreciation   2,068,232    16,391,213    652,435     
Gross unrealized depreciation   (224,004)   (1,211,632)   (741,297)    
Net unrealized appreciation/(depreciation)  $1,844,228   $15,179,581   $(88,862)  $ 
                     
   High Yield                         
   Managed                         
   Duration                         
   Municipal Fund                         
Cost of investments  $21,300,871                         
Gross unrealized appreciation   375,398                         
Gross unrealized depreciation   (148,243)                        
Net unrealized appreciation  $227,155                         

 

 The tax basis of investments for tax and financial reporting purposes differs principally due to the deferral of losses on wash sales, partnership tax adjustments, and marked-to-market cost basis adjustments for investments in passive foreign investment companies (PFICs) for tax purposes.
  
 The tax character of distributions paid during the year ended October 31, 2013 were as follows:

 

                   2013         
Dynamic Dividend Fund                             
Ordinary income                  $23,278,810         
Long-term capital gain                            
                   $23,278,810         

 

140

 

Alpine Mutual Funds

 

Notes to Financial Statements—Continued
April 30, 2014 (Unaudited)

 

Accelerating Dividend Fund     
Ordinary income  $144,160 
Long-term capital gain   47,306 
   $191,466 
      
Financial Services Fund     
Ordinary income  $ 
Long-term capital gain    
Return of capital    
   $ 
      
Small Cap Fund     
Ordinary income  $ 
Long-term capital gain    
   $ 
      
Transformations Fund     
Ordinary income  $ 
Long-term capital gain   42,117 
   $42,117 
      
Foundation Fund     
Ordinary income  $1,025,051 
Long-term capital gain    
   $1,025,051 
      
Ultra Short Tax Optimized Income Fund     
Ordinary income  $ 
Exempt interest dividends   7,292,009 
   $7,292,009 
      
Municipal Money Market Fund     
Ordinary income  $ 
Exempt interest dividends   86,577 
   $86,577 
      
High Yield Managed Duration Municipal Fund     
Ordinary income  $1,661 
Exempt interest dividends   120,679 
   $122,340 

 

141

 

Alpine Mutual Funds

 

Notes to Financial Statements—Continued
April 30, 2014 (Unaudited)

 

During the year ended October 31, 2013, the Dynamic Dividend Fund, Financial Services Fund, Small Cap Fund, and Foundation Fund utilized $21,879,285, $1,427,852, $1,354,862 and $3,553,121 of capital loss carryovers, respectively. Capital loss carryovers as of October 31, 2013 are as follows:

 

Expiration Date  Dynamic
Dividend Fund
  Accelerating
Dividend Fund
  Financial
Services Fund
  Small Cap Fund  Transformations
Fund
10/31/2015  $25,935,421   $   $   $   $ 
10/31/2016  $536,971,822   $   $   $5,040,239   $ 
10/31/2017  $388,131,987   $   $   $5,637,266   $ 
10/31/2018  $154,525,095   $   $   $1,581,056   $ 
10/31/2019  $   $   $79,726   $342,429   $ 

 

Expiration Date  Foundation
Fund
  Ultra Short
Tax Optimized
Income Fund
  Municipal
Money
Market Fund
  High Yield
Managed
Duration
Municipal Fund
       
10/31/2015  $   $   $   $         
10/31/2016  $   $   $   $         
10/31/2017  $   $   $   $         
10/31/2018  $353,585   $   $   $         
10/31/2019  $   $67,228   $   —   $         

 

Under the Regulated Investment Company (“RIC”) Modernization Act of 2010 (“the Modernization Act”), post-enactment capital losses that are carried forward will retain their character as either short-term or long-term capital losses rather than being considered all short-term as under previous law. However, any losses incurred during those future taxable years will be required to be utilized prior to the losses incurred in pre-enactment taxable years, which carry an expiration date. As a result of this ordering rule, pre-enactment capital loss carryovers may be more likely to expire unused. Capital loss carryover as of October 31, 2013 with no expiration are as follows:

 

Fund  Short Term  Long Term
Dynamic Dividend Fund  $30,741,614   $ 
Foundation Fund       75,930 
Ultra Short Tax Optimized Income Fund   368,096    52,980 
High Yield Managed Duration Municipal Fund   5,339     

 

Certain ordinary losses incurred after December 31 and within the taxable year are deemed to arise on the first day of the Funds’ next taxable year, if the Funds so elect. For the period ended April 30, 2014, the following Funds elected to defer late-year ordinary losses:

 

Fund  Late Year
Ordinary Losses
       
Financial Services Fund  $21,120         
Small Cap Fund   102,645         

 

In accordance with U.S. GAAP, the Funds have previously adopted accounting standards related to the accounting for uncertain tax positions. In accordance with this guidance, the Funds analyzed all open tax years, as defined by the Statute of Limitations, for all major jurisdictions. Open tax years are those that are open for examination by taxing authorities. Major jurisdictions for the Funds included Federal and the state of New York. As of April 30, 2014, open Federal and New York tax years include the tax years ended October 31, 2010 through 2013. The Funds have no examinations in progress.

142

Alpine Mutual Funds

 

Notes to Financial Statements—Continued
April 30, 2014 (Unaudited)

 

The Funds have reviewed all open tax years and major jurisdictions and concluded that there is no impact on the Funds’ net assets and no tax liability resulting from unrecognized tax benefits relating to uncertain income tax positions taken in previous years or expected to be taken on the tax return for the fiscal year ended October 31, 2013 or 2014. Also, the Funds have recognized no interest and penalties related to uncertain tax benefits. The Funds are also not aware of any tax positions for which it is reasonably possible that the total amounts of unrecognized tax benefits will significantly change in the next twelve months.

 

8.Subsequent Events:

 

Distributions: The Dynamic Dividend Fund — Institutional Class and Class A paid a distribution from net investment income of $1,161,451 and $18,416 or $0.02 and $0.0192 per share, respectively, on May 30, 2014 to shareholders of record on May 29, 2014. The Accelerating Dividend Fund — Institutional Class and Class A paid a distribution from net investment income of $10,448 and $2,133 or $0.0416 and $0.0383 per share, respectively, on May 30, 2014 to shareholders of record on May 29, 2014. The Ultra Short Tax Optimized Income Fund — Class A and Institutional Class paid a distribution from net investment income of $60,801 and $400,529 or $0.0024499 and $0.00449086 per share, respectively, on May 30, 2014 to shareholders of record on May 29, 2014. The High Yield Managed Duration Municipal Fund — Class A and Institutional Class paid a distribution from net investment income of $304 and $68,194 or $0.02979632 and $0.03190819 per share, respectively, on May 30, 2014 to shareholders of record on May 29, 2014.

 

Pending the results of shareholder vote scheduled for July 24, 2014, the Alpine Foundation Fund will be changing its investment objectives and revising its strategy. If the changes are approved, the Fund will no longer require a minimum investment in fixed income and will focus on an equity income strategy. In addition, the Fund’s investment objective will become a non-fundamental objective, meaning it can be changed upon 60 days’ prior notice to shareholders. The Fund will also change its name to the Alpine Equity Income Fund. The Fund filed a definitive proxy statement and a sticker to its prospectus on June 17, 2014 containing details on the potential changes to the Fund. If approved by shareholders, these changes are scheduled to become effective on or about July 28, 2014.

143

Alpine Mutual Funds

 

Information about your Funds Expenses (Unaudited)
April 30, 2014

 

Fund expenses

 

Example

 

As a shareholder of the Fund, you may incur two types of costs: (1) transaction costs, including front-end on purchase payments; and (2) ongoing costs, including management fees; service and/or distribution 12b-1 fees; and other Fund expenses. This example is intended to help you understand your ongoing costs (in dollars) of investing in the Fund and to compare these costs with the ongoing costs of investing in other mutual funds. This example is based on an investment of $1,000 invested on November 1, 2013 and held for the six months ended April 30, 2014.

 

Actual Expenses

 

The table below titled “Based on Actual Total Return” provides information about actual account values and actual expenses. You may use the information provided in this table, together with the amount you invested, to estimate the expenses that you paid over the period. To estimate the expenses you paid on your account, divide your ending account value by $1,000 (for example, an $8,600 ending account value divided by $1,000 = 8.6), then multiply the result by the number under the heading entitled “Expenses Paid During the Period.”

 

Hypothetical Example for Comparison Purposes

 

The table below titled “Based on Hypothetical Total Return” provides information about hypothetical account values and hypothetical expenses based on the actual expense ratio and an assumed rate of return of 5.00% per year before expenses, which is not the Fund’s actual return. The hypothetical account values and expenses may not be used to estimate the actual ending account balance or expenses you paid for the period. You may use the information provided in this table to compare the ongoing costs of investing in the Fund and other funds. To do so, compare the 5.00% hypothetical example relating to the Fund with the 5.00% hypothetical examples that appear in the shareholder reports of the other funds.

 

Please note that the expenses shown in the table below are meant to highlight your ongoing costs only and do not reflect any transactional costs, such as front-end or back-end sales charges (loads). Therefore, the table is useful in comparing ongoing costs only, and will not help you determine the relative total costs of owning different funds. In addition, if these transaction costs were included, your costs would have been higher.

 

Dynamic Dividend Fund

 

Based on actual total return (1)

 

Class  Actual Total
Return Without
Sales Charges (2)
  Beginning
Account Value
  Ending
Account Value
  Annualized
Expense
Ratio
  Expenses
Paid During
the Period (3)
                
Institutional   5.65%  $1,000.00   $1,056.50    1.38%  $7.04 
                          
Class A   5.53%  $1,000.00   $1,055.30    1.63%  $8.31 

 

Based on hypothetical total return (1)

 

Class  Hypothetical
Annualized
Total Return
 
Beginning
Account Value
 
Ending
Account Value
  Annualized
Expense
Ratio
  Expenses
Paid During
the Period (4)
                
Institutional   5.00%  $1,000.00   $1,017.95    1.38%  $6.90 
                          
Class A   5.00%  $1,000.00   $1,016.71    1.63%  $8.15 
144

Alpine Mutual Funds

 

Information about your Funds Expenses (Unaudited)—Continued
April 30, 2014

 

Accelerating Dividend Fund

 

Based on actual total return (1)

 

Class  Actual Total
Return Without
Sales Charges (2)
  Beginning
Account Value
  Ending
Account Value
  Annualized
Expense
Ratio
  Expenses
Paid During
the Period (3)
                
Institutional   8.47%  $1,000.00   $1,084.70    1.35%  $6.98 
                          
Class A   8.34%  $1,000.00   $1,083.40    1.60%  $8.27 

 

Based on hypothetical total return (1)

 

Class  Hypothetical
Annualized
Total Return
  Beginning
Account Value
  Ending
Account Value
  Annualized
Expense
Ratio
  Expenses
Paid During
the Period (4)
                
Institutional   5.00%  $1,000.00   $1,018.10    1.35%  $6.76 
                          
Class A   5.00%  $1,000.00   $1,016.86    1.60%  $8.00 

 

Financial Services Fund

 

Based on actual total return (1)

 

Class  Actual Total
Return Without
Sales Charges (2)
  Beginning
Account Value
  Ending
Account Value
  Annualized
Expense
Ratio
  Expenses
Paid During
the Period (3)
                
Institutional   10.83%  $1,000.00   $1,108.30    1.34%  $7.00 
                          
Class A   10.60%  $1,000.00   $1,106.00    1.59%  $8.30 

 

Based on hypothetical total return (1)

 

Class  Hypothetical
Annualized
Total Return
  Beginning
Account Value
  Ending
Account Value
  Annualized
Expense
Ratio
  Expenses
Paid During
the Period (4)
                
Institutional   5.00%  $1,000.00   $1,018.15    1.34%  $6.71 
                          
Class A   5.00%  $1,000.00   $1,016.91    1.59%  $7.95 

 

Small Cap Fund

 

Based on actual total return (1)

 

Class  Actual Total
Return Without
Sales Charges (2)
  Beginning
Account Value
  Ending
Account Value
  Annualized
Expense
Ratio
  Expenses
Paid During
the Period (3)
                
Institutional   4.07%  $1,000.00   $1,040.70    1.35%  $6.83 
                          
Class A   3.88%  $1,000.00   $1,038.80    1.60%  $8.09 

 

Based on hypothetical total return (1)

 

Class  Hypothetical
Annualized
Total Return
  Beginning
Account Value
  Ending
Account Value
  Annualized
Expense
Ratio
  Expenses
Paid During
the Period (4)
                
Institutional   5.00%  $1,000.00   $1,018.10    1.35%  $6.76 
                          
Class A   5.00%  $1,000.00   $1,016.86    1.60%  $8.00 
145

Alpine Mutual Funds

 

Information about your Funds Expenses (Unaudited)—Continued
April 30, 2014

 

Transformations Fund

 

Based on actual total return (1)

 

Class  Actual Total
Return Without
Sales Charges (2)
  Beginning
Account Value
  Ending
Account Value
  Annualized
Expense
Ratio
  Expenses
Paid During
the Period (3)
                
Institutional   9.75%  $1,000.00   $1,097.50    1.35%  $7.02 
                          
Class A   9.60%  $1,000.00   $1,096.00    1.60%  $8.32 

 

Based on hypothetical total return (1)

 

Class  Hypothetical
Annualized
Total Return
  Beginning
Account Value
  Ending
Account Value
  Annualized
Expense
Ratio
  Expenses
Paid During
the Period (4)
                
Institutional   5.00%  $1,000.00   $1,018.10    1.35%  $6.76 
                          
Class A   5.00%  $1,000.00   $1,016.86    1.60%  $8.00 

 

Foundation Fund

 

Based on actual total return (1)

 

Class  Actual Total
Return Without
Sales Charges (2)
  Beginning
Account Value
  Ending
Account Value
  Annualized
Expense
Ratio
  Expenses
Paid During
the Period (3)
                
Institutional   5.98%  $1,000.00   $1,059.80    1.22%  $6.23 
                          
Class A   5.87%  $1,000.00   $1,058.70    1.47%  $7.50 

 

Based on hypothetical total return (1)

 

Class  Hypothetical
Annualized
Total Return
  Beginning
Account Value
  Ending
Account Value
  Annualized
Expense
Ratio
  Expenses
Paid During
the Period (4)
                
Institutional   5.00%  $1,000.00   $1,018.75    1.22%  $6.11 
                          
Class A   5.00%  $1,000.00   $1,017.51    1.47%  $7.35 

 

Ultra Short Tax Optimized Income Fund

 

Based on actual total return (1)

 

Class  Actual Total
Return Without
Sales Charges (2)
  Beginning
Account Value
  Ending
Account Value
  Annualized
Expense
Ratio
  Expenses
Paid During
the Period (3)
                
Institutional   0.39%  $1,000.00   $1,003.90    0.55%  $2.73 
                          
Class A   0.17%  $1,000.00   $1,001.70    0.80%  $3.97 

 

Based on hypothetical total return (1)

 

Class  Hypothetical
Annualized
Total Return
  Beginning
Account Value
  Ending
Account Value
  Annualized
Expense
Ratio
  Expenses
Paid During
the Period (4)
                
Institutional   5.00%  $1,000.00   $1,022.07    0.55%  $2.76 
                          
Class A   5.00%  $1,000.00   $1,020.83    0.80%  $4.01 
146

Alpine Mutual Funds

 

Information about your Funds Expenses (Unaudited)—Continued
April 30, 2014

 

Municipal Money Market Fund

 

Based on actual total return (1)

 

Class  Actual Total
Return Without
Sales Charges (2)
  Beginning
Account Value
  Ending
Account Value
  Annualized
Expense
Ratio
  Expenses
Paid During
the Period (3)
                
Investor   0.01%  $1,000.00   $1,000.10    0.27%  $1.34 

 

Based on hypothetical total return (1)

 

Class  Hypothetical
Annualized
Total Return
  Beginning
Account Value
  Ending
Account Value
  Annualized
Expense
Ratio
  Expenses
Paid During
the Period (4)
                
Investor   5.00%  $1,000.00   $1,023.46    0.27%  $1.35 

 

High Yield Managed Duration Municipal Fund

 

Based on actual total return (1)

 

Class  Actual Total
Return Without
Sales Charges (2)
  Beginning
Account Value
  Ending
Account Value
  Annualized
Expense
Ratio
  Expenses
Paid During
the Period (3)
                
Institutional   3.43%  $1,000.00   $1,034.30    0.80%  $4.04 
                          
Class A   3.31%  $1,000.00   $1,033.10    1.05%  $5.29 

 

Based on hypothetical total return (1)

 

Class  Hypothetical
Annualized
Total Return
  Beginning
Account Value
  Ending
Account Value
  Annualized
Expense
Ratio
  Expenses
Paid During
the Period (4)
                
Institutional   5.00%  $1,000.00   $1,020.83    0.80%  $4.01 
                          
Class A   5.00%  $1,000.00   $1,019.59    1.05%  $5.26 

 

 

(1) For the six months ended April 30, 2014.
(2) Assumes the reinvestment of all distributions, including returns of capital, if any, at net asset value and does not reflect the deduction of the applicable sales charge. Total return is not annualized, as it may not be representative of the total return for the year. Performance figures may reflect fee waivers and/or expense reimbursements. In the absence of fee waivers and/or expense reimbursements, the total return would have been lower. Past performance is no guarantee of future results.
(3) Expenses (net of fee waivers and/or expense reimbursements) are equal to each class’ respective annualized expense ratio multiplied by the average account value over the period, multiplied by the number of days in the most recent fiscal half-year then divided by 365.
(4) Hypothetical expense examples assume a 5% return over a hypothetical 181 day period.
147

Alpine Mutual Funds

 

Additional Information (Unaudited)
April 30, 2014

 

Approval of Investment Management Agreements

 

In the weeks leading up to the Meeting of the Board of Trustees on March 26-27, 2014, the Independent Trustees reviewed materials (“15(c) Materials”) provided by the Adviser relating to the Advisory Contracts. The 15(c) Materials responded to information requested by the Independent Trustees, through independent legal counsel, which the Independent Trustees discussed prior to the meeting and with the Adviser at the meeting. In reviewing the Agreements, the Independent Trustees considered various factors, including among other things (i) the nature, extent and quality of the services provided by the Adviser under the Agreement, (ii) the investment performance of the Funds, (iii) the costs to the Adviser of its services and the profits realized by the Adviser, from its relationship with the Funds, and (iv) the extent to which economies of scale would be realized if and as a Fund grows and whether the fee levels in the Agreements reflect these economies of scale. The Independent Trustees evaluated a variety of information they deemed relevant on a Fund by Fund basis. No one particular factor was identified as determinative, but rather it was a combination of all the factors and conclusions that formed the basis for the determinations made by the Independent Trustees, and different Independent Trustees may have placed greater weight on certain factors than did other Independent Trustees.

 

In considering the nature, extent and quality of the services provided by the Adviser, the Independent Trustees relied on their prior experience as Independent Trustees of the Funds, the 15(c) Materials provided at and prior to the meeting, as well as on materials and updates provided at Board meetings throughout the year. They noted that under the Agreements, the Adviser is responsible for managing the Funds’ investments in accordance with each Fund’s investment objectives and policies, applicable legal and regulatory requirements, and the oversight of the Independent Trustees, for providing necessary and appropriate reports and information to the Independent Trustees, and for furnishing the Funds with the assistance, cooperation, and information necessary for the Funds to meet various legal requirements regarding registration and reporting. They also noted the experience and expertise of the Adviser as appropriate as an adviser to the Funds.

 

The Independent Trustees reviewed the background and experience of the Adviser’s Senior Management, including those individuals responsible for the investment, operations and compliance with respect to the Funds’ investments, and the responsibilities of the investment, operations and compliance personnel with respect to the Funds. They also considered the resources, operational structures and practices of the Adviser in managing the Funds’ portfolios, in monitoring and securing the Funds’ compliance with investment objectives and policies and with applicable laws and regulations, and in seeking best execution of portfolio transactions. Drawing upon all the materials provided throughout the year, including the 15(c) Materials, and their knowledge of the business of the Adviser formed through meetings with Portfolio Managers among others, the Independent Trustees took into account that the Adviser’s experience, resources and strength in these areas are deep, extensive and of high quality. On the basis of this review, the Independent Trustees determined that the nature and extent of the services provided by the Adviser to the Funds were appropriate, had been of high quality, and could be expected to remain so.

 

The Independent Trustees discussed the Fund performance metrics in the 15(c) Materials that were compiled by Morningstar. In assessing the quality of the portfolio management, the Independent Trustees were able to compare the short-term and long-term performance of each Fund on both an absolute basis and in comparison to its peer group, as set forth in the Morningstar Report. The Board recognized the steps that management has taken over the past year with respect to the performance of the Funds, including additions to the portfolio management and research teams and the continued development of a more team-based approach. The Independent Trustees noted that the performance of certain of these funds had recently improved but that the Board acknowledged that they will continue to closely monitor these funds for improvement of performance. The Independent Trustees also considered the formation of the Senior Investment Committee to serve as the Office of the CIO, the Adviser’s explanation of how the Committee would operate and the potential impact this could be expected to have on performance. Additionally, the Independent Trustees noted the Adviser’s expanded use of performance attribution and risk reporting. The Independent Trustees also reviewed a summary of certain Fund expenses against those of peer and category groups. For certain of the Funds, they noted that higher expenses relative to peer and category groups were due to the small size of a Fund or its decline in assets. In other instances, the net expenses exceeded the peer group and category medians largely due to an advisory fee higher than the category median. The Board considered the use of Adviser profits to potentially benefit shareholders over time through the addition of certain employees over the past several years, enhancements to portfolio management and research teams and investment in additional risk and analytic tools to aid in portfolio management. The Board also considered the infrastructure and technology services provided by the Adviser. The Independent Trustees concluded on balance that the fees to the Adviser were fair and equitable.

 

The Independent Trustees also considered the profitability of the advisory agreements with the Adviser. The Independent Trustees were provided with data on the Funds’ profitability generally and on the profitability of each Fund. The

148

Alpine Mutual Funds

 

Additional Information (Unaudited)—Continued
April 30, 2014

 

Independent Trustees also examined the expense limitation agreements in place and any other expense subsidization undertaken by the Adviser, as well as each Funds’ brokerage and commissions, commission sharing agreements and the open-end Funds’ payments to intermediaries whose customers invest in the Funds. After discussion and analysis, including regarding plans and potential plans for modification or enhancement of existing products, the Independent Trustees concluded that, to the extent that the Adviser’s relationship with the Funds has been profitable, the profitability was in no instance such as to render any advisory fee excessive.

 

The Independent Trustees also had an opportunity to review and discuss the other 15(c) Materials provided by Alpine in response to the request of their Counsel, including, among others, comparative performance expense information, organization charts, advisory fee breakpoints, and profitability. Further, the Independent Trustees had the opportunity to consider whether the management of the Funds resulted in any “fall-out” benefits to the Adviser. In considering whether the Adviser benefits in other ways from its relationship with the Funds, the Independent Trustees concluded that, to the extent that Adviser derives other benefits from its relationship with the Funds, those benefits are not so significant as to render the Adviser’s fees excessive.

 

On the basis of their ongoing discussions with Management and their analysis of information provided prior to and at the meeting, the Independent Trustees determined that the nature of the Funds and their operations, particularly the open-end Funds, is such that the Adviser may realize economies of scale in the management of certain Funds as they grow in size.

 

The Independent Trustees approved the continuance of the Funds’ Agreements with the Adviser after weighing, among others, the foregoing factors. They reasoned that the nature and extent of the services provided by the Adviser were appropriate and that the Adviser had and was taking appropriate steps to address performance issues affecting certain Funds. As to the Adviser’s fees for the Funds, the Independent Trustees determined that the fees, considered in relation to the services provided, were fair and reasonable, that the Funds’ relationship with the Adviser was not so profitable as to render the fees excessive, any additional benefits to the Adviser were not of a magnitude that resulted in excessive fees, and that the fees adequately reflected shared economies of scale with the Funds. Accordingly, the Trustees, including a majority of the Independent Trustees, agreed to approve the continuation of the Agreements for one year.

 

Availability of Proxy Voting Information

 

Information regarding how each Fund votes proxies relating to portfolio securities is available without charge upon request by calling toll-free at 1-888-785-5578 and on the SEC’s website at www.sec.gov. Information regarding how each Fund voted proxies relating to portfolio securities during the most recent twelve month period ended June 30 is available on the SEC’s website at www.sec.gov or by calling the toll-free number listed above.

 

Availability of Quarterly Portfolio Schedule

 

Each Fund files Form N-Q for the first and third quarters of each fiscal year on Form N-Q. Each Fund’s Form N-Q is available on the SEC’s website at www.sec.gov and may be reviewed and copied at the SEC’s Public Reference Room in Washington, DC. Information on the operation of the Public Reference Room may be obtained by calling 1-202-551-8090.

 

Privacy Policy

 

The Funds collect non-public information about you from the following sources:

 

  information we receive about you on applications or other forms;
  information you give us orally; and
  information about your transactions with others or us.

 

The Funds do not disclose any non-public personal information about our customers or former customers without the customer’s authorization, except as required by law or in response to inquiries from governmental authorities. The Funds restrict access to your personal and account information to those employees who need to know that information to provide products and services to you. The Funds also may disclose that information to unaffiliated third parties (such as to brokers or custodians) only as permitted by law and only as needed for us to provided agreed services to you. The Funds maintain physical, electronic and procedural safeguards to guard your non-public personal information.

 

In the event that you hold shares of the Funds through a financial intermediary, including, but not limited to a broker dealer, bank or trust company, the privacy policy of your financial intermediary would govern how your non-public personal information would be shared with unaffiliated third parties.

149

TRUSTEES

Samuel A. Lieber

Eleanor T.M. Hoagland

James A. Jacobson

H. Guy Leibler

Jeffrey E. Wacksman

 

CUSTODIAN &
ADMINISTRATOR

State Street Bank & Trust Company

One Lincoln Street

Boston, MA 02111

 

INDEPENDENT REGISTERED
PUBLIC ACCOUNTING FIRM

Deloitte & Touche LLP

500 College Road East

Princeton, NJ 08540

 

FUND COUNSEL

Willkie Farr & Gallagher LLP

787 7th Avenue

New York, NY 10019

 

DISTRIBUTOR

Quasar Distributors, LLC

615 East Michigan Street

Milwaukee, WI 53202

 

INVESTMENT Adviser

Alpine Woods Capital Investors, LLC

2500 Westchester Ave., Suite 215

Purchase, NY 10577

 

TRANSFER AGENT

Boston Financial Data Services

2000 Crown Colony Drive

Quincy, MA 02169

 

 

SHAREHOLDER  |  INVESTOR INFORMATION

 

1(888)785.5578
www.alpinefunds.com

 

This material must be preceded or accompanied by a current prospectus.

 

Item 2. Code of Ethics

 

Not applicable to semi-annual reports.

 

Item 3. Audit Committee Financial Expert

 

Not applicable to semi-annual reports.

 

Item 4. Principal Accountant Fees and Services

 

Not applicable to semi-annual reports.

 

Item 5. Audit Committee of Listed Registrants

 

Not applicable to registrants who are not listed issuers (as defined in Rule 10A-3 under the Securities Exchange Act of 1934).

 

Item 6. Schedule of Investments

 

(a) Schedule of Investments is included as part of Item 1 of the Form N-CSR.
   
(b) Not applicable.

 

Item 7. Disclosure of Proxy Voting Policies and Procedures for Closed-End Management Investment Companies.

 

Not applicable to open-end investment management companies.

 

Item 8. Portfolio Managers of Closed-End Management Investment Companies.

 

Not applicable to open-end investment management companies.

 

Item 9. Purchases of Equity Securities by Closed-End Management Investment Company and Affiliated Purchasers.

 

Not applicable to open-end investment management companies.

 

Item 10. Submission of Matters to a Vote of Security Holders.

 

There were no material changes to the procedures by which shareholders may recommend nominees to the Registrant’s Board of Trustees.

 

Item 11. Controls and Procedures.

 

(a) The Registrant’s principal executive officer and principal financial officer have evaluated the registrant’s disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940, as amended) within 90 days of this filing and have concluded that the Registrant’s disclosure controls and procedures were effective, as of that date.

 

(b) There was no change in the Registrant’s internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940, as amended) during the second fiscal quarter of the period covered by this report that has materially affected, or is reasonably likely to materially affect, the Registrant’s internal control over financial reporting.

 

Item 12. Exhibits

 

(a)(1) Not applicable to semi-annual reports.

 

(a)(2) The certifications required by Rule 30a-2(a) of the Investment Company Act of 1940, as amended, and Section 302 of the Sarbanes-Oxley Act of 2002 are attached hereto as Ex99.Cert.

 

(a)(3) Not applicable.

 

(b) The certifications by the Registrant’s Principal Executive Officer and Principal Financial Officer, as required by Rule 30a-2(b) of the Investment Company Act of 1940, as amended, and Section 906 of the Sarbanes-Oxley Act of 2002 are attached hereto as Ex99.906Cert.

 

SIGNATURES

 

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.

 

Alpine Series Trust

 

By:  /s/ Samuel A. Lieber  
  Samuel A. Lieber
Chief Executive Officer (Principal Executive Officer)

 

Date:  July 2, 2014  

 

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.

 

By:  /s/ Samuel A. Lieber  
  Samuel A. Lieber
Chief Executive Officer (Principal Executive Officer)

 

By:  /s/ Ronald G. Palmer, Jr.  
  Ronald G. Palmer, Jr.
  Chief Financial Officer (Principal Financial Officer)

 

Date:  July 2, 2014  
 
EX-99.CERT 2 c77707_ex99-cert.htm

EX-99.CERT

 

CERTIFICATIONS

(Form for Principal Executive Officer or Principal Financial Officer)

 

I, Samuel A. Lieber, Chief Executive Officer of the Alpine Series Trust certify that:

 

1. I have reviewed this report on Form N-CSR of the Alpine Series Trust;
     
2. Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report;
     
3. Based on my knowledge, the financial statements, and other financial information included in this report, fairly present in all material respects the financial condition, results of operations, changes in net assets, and cash flows (if the financial statements are required to include a statement of cash flows) of the registrant as of, and for, the periods presented in this report;
     
4. The registrant’s other certifying officers and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) and internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the registrant and have:
     
  (a) Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is being prepared;
     
  (b) Designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles;
     
  (c) Evaluated the effectiveness of the registrant’s disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this report based on such evaluation; and
     
  (d) Disclosed in this report any change in the registrant’s internal control over financial reporting that occurred during the second fiscal quarter of the period covered by this report that has materially affected, or is reasonably likely to materially affect, the registrant’s internal control over financial reporting; and
 
5. The registrant’s other certifying officer(s) and I have disclosed to the registrant’s auditors and the audit committee of the registrant’s board of directors (or persons performing the equivalent functions):
     
  (a) All significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect the registrant’s ability to record, process, summarize, and report financial information; and
     
  (b) Any fraud, whether or not material, that involves management or other employees who have a significant role in the registrant’s internal control over financial reporting.

 

Date: July 2, 2014  

 

/s/ Samuel A. Lieber  
Samuel A. Lieber  
Chief Executive Officer (Principal Executive Officer)
 

EX-99.CERT

 

CERTIFICATIONS

(Form for Principal Executive Officer or Principal Financial Officer)

 

I, Ronald G. Palmer, Jr., Chief Financial Officer of the Alpine Series Trust certify that:

 

1. I have reviewed this report on Form N-CSR of the Alpine Series Trust;
     
2. Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report;
     
3. Based on my knowledge, the financial statements, and other financial information included in this report, fairly present in all material respects the financial condition, results of operations, changes in net assets, and cash flows (if the financial statements are required to include a statement of cash flows) of the registrant as of, and for, the periods presented in this report;
     
4. The registrant’s other certifying officers and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) and internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the registrant and have:
     
  (a) Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is being prepared;
     
  (b) Designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles;
     
  (c) Evaluated the effectiveness of the registrant’s disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this report based on such evaluation; and
     
  (d) Disclosed in this report any change in the registrant’s internal control over financial reporting that occurred during the second fiscal quarter of the period covered by this report that has materially affected, or is reasonably likely to materially affect, the registrant’s internal control over financial reporting; and
 
5. The registrant’s other certifying officer(s) and I have disclosed to the registrant’s auditors and the audit committee of the registrant’s board of directors (or persons performing the equivalent functions):
     
  (a) All significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect the registrant’s ability to record, process, summarize, and report financial information; and
     
  (b) Any fraud, whether or not material, that involves management or other employees who have a significant role in the registrant’s internal control over financial reporting.

 

Date: July 2, 2014  

 

/s/ Ronald G. Palmer, Jr.  
Ronald G. Palmer, Jr.  
Chief Financial Officer (Principal Financial Officer)
 
EX-99.906 CERT 3 c77707_ex99-906cert.htm

EX-99.906CERT

 

This certification is furnished pursuant to Section 906 of the Sarbanes-Oxley Act of 2002, 18 U.S.C. § 1350, and accompanies the report on Form N-CSR for the period ended April 30, 2014 of the Alpine Series Trust, (the “Fund”).

 

I, Samuel A. Lieber, Chief Executive Officer of the Fund, certify that:

 

1. This Form N-CSR filing for the Alpine Series Trust (the “Report”) fully complies with the requirements of Section 13(a) or 15(d) of the Securities Exchange Act of 1934; and
   
2. The information contained in the Report fairly presents, in all material respects, the financial condition and results of operations of the Fund.

 

By: /s/ Samuel A. Lieber  
  Samuel A. Lieber
Chief Executive Officer (Principal Executive Officer)

 

Date: July 2, 2014  
 

EX-99.906CERT

 

This certification is furnished pursuant to Section 906 of the Sarbanes-Oxley Act of 2002, 18 U.S.C. § 1350, and accompanies the report on Form N-CSR for the period ended April 30, 2014 of the Alpine Series Trust, (the “Fund”).

 

I, Ronald G. Palmer, Jr., Chief Financial Officer of the Fund, certify that:

 

1.This Form N-CSR filing for the Alpine Series Trust (the “Report”) fully complies with the requirements of Section 13(a) or 15(d) of the Securities Exchange Act of 1934; and

 

2.The information contained in the Report fairly presents, in all material respects, the financial condition and results of operations of the Fund.

 

By: /s/ Ronald G. Palmer, Jr.  
  Ronald G. Palmer, Jr.
Chief Financial Officer (Principal Financial Officer)

 

Date: July 2, 2014  
 
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