0000930413-17-000006.txt : 20170103 0000930413-17-000006.hdr.sgml : 20170103 20170103155823 ACCESSION NUMBER: 0000930413-17-000006 CONFORMED SUBMISSION TYPE: N-CSR PUBLIC DOCUMENT COUNT: 25 CONFORMED PERIOD OF REPORT: 20161031 FILED AS OF DATE: 20170103 DATE AS OF CHANGE: 20170103 EFFECTIVENESS DATE: 20170103 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-CSR SEC ACT: 1940 Act SEC FILE NUMBER: 811-10405 FILM NUMBER: 17501802 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 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 S000024118 Alpine Rising Dividend Fund C000070833 Institutional Class AADDX C000109318 Class A AAADX N-CSR 1 c86390_ncsr.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, 2015 - October 31, 2016

 

Item 1:  Shareholder Report

 

 

Table of Contents

 

 

 

Alpine’s Investment Outlook   1  
       
Equity Manager Reports      
Alpine Dynamic Dividend Fund   7  
Alpine Rising Dividend Fund   13  
Alpine Financial Services Fund   19  
Alpine Small Cap Fund   25  
       
Fixed Income Manager Reports      
Alpine Ultra Short Municipal Income Fund   31  
Alpine High Yield Managed Duration Municipal Fund   34  
Schedules of Portfolio Investments   44  
Statements of Assets and Liabilities   74  
Statements of Operations   76  
Statements of Changes in Net Assets   78  
Financial Highlights   84  
Notes to Financial Statements   96  
Report of Independent Registered Public Accounting Firm   115  
Information about your Funds’ Expenses   116  
Additional Information   119  

 

 

 

 

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 Global Realty Growth & Income 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

 

Dear Shareholders:

 

The fiscal year ended October 31, 2016 showed many of characteristics typical of an extended period of economic transition, as reflected through the capital markets. Uncertainty whether the slow growth, low inflation world economy would begin to trend toward growth or descend to deflation has made business cautious about spending for expansion. It has tempered even limited action by the Federal Reserve to normalize interest rates over the past few years. Thus, the collapse of commodity prices early in the year and Britain’s “Brexit” vote significantly influenced short term capital market trends during the year, but then markets returned to trend.

 

SEA CHANGE

 

However, after the fiscal year, we experienced a dramatic sea change in the aftermath of the U.S. presidential election of 2016, which for better or for worse, has created the prospect for a significant reshuffling of expectations. Initially, the markets have to rely upon campaign rhetoric, which may be unrealistic in terms of future enactment or execution of new policies. That said, we have adjusted our investment framework from the expectation of lower interest rates and slower growth for longer periods of time to the possibility of moderately stronger growth and a stronger dollar with higher interest rates due to potentially higher future domestic inflation. For reasons we will discuss in the following paragraphs, we believe this can be positive for the stock market, negative for bonds and positive for the U.S. dollar over the next six to eighteen months, albeit, with likely heightened bouts of volatility. Over time, as the process of negotiating the implications and feasibility of these new policies unfolds, the impact on market direction will be more precise. Longer term, the risk of significantly higher interest rates might have a negative impact on both capital markets and the economy. However, for now, one does not have to pay the piper to play, as the positive headline of reform outweighs the possible pain of change.

 

President-elect Trump actually lost the popular vote by 46.2% to Secretary Clinton’s 48.1%, yet he has made it very clear that he is going to push his agenda as if he has a mandate for change. We see proposed cabinet members who in many cases share his view and also share his lack of governmental experience. We believe that the President-elect sees this as providing a fresh perspective from which to restructure the various cabinet level departments ranging from education, labor, energy, Housing and Urban Development (HUD), Health and Human Services (HHS), the Environmental Protection Agency (EPA), transportation,

among others. In a fundamental sense, he is seeking a potential structural reform of government processes and regulations which have shaped our daily lives for the past 30-50 years. While this could have profound consequences, both positive and negative, we believe the scale and scope of these departments of government will require a long learning curve for many of the inexperienced cabinet bosses, which suggests that any potential reform might take years to enact. Nonetheless, we believe that potential structural adjustments to our economy may have very long lasting effects which are not at this time understood.

 

“FISCAL STIMULUS”

 

What is very clear to investors is that the ongoing gradual cyclical recovery from the Great Financial Collapse of 2008-2009 has the potential to be jumpstarted by the first meaningful fiscal stimulus since 2009, as Republican alignment promises the end of political gridlock between the Executive and Congress, enabling fiscal spending to grow again. Specifically, via tax cuts, focused primarily on corporations based on their domestic/international production and sales activities appears to be a major form of implementing the stimulus. In essence, this is intended to support domestic production and inhibit off-shore production, which is then sold into the U.S. While this structural shift in taxation is designed to promote growth in new productive capacity, it is very much a federal fiscal redistribution of taxes, which will have an uncertain impact on job growth. In effect, by lowering domestic tax rates from the high of 38% to potentially around 20%, many smaller U.S. companies should experience growth in after-tax earnings of between 20-25% by 2018. Other possible offsets may scale back perhaps 5-10% of these potential gains for some companies. However, multi-national companies with significant earnings in manufacturing abroad may not be as fortunate as they may already be paying very low tax rates. That is why estimates for the average U.S. corporate tax rate is around 23% as opposed to the aforementioned 38% rate. So overall, various estimates of earnings for the S&P 500® Index is for between 8-15%.

 

The net effect is that the stock market may start to revalue many companies with a higher current price/earnings ratio in anticipation of the following calendar year than they do currently. This could be very positive for not only longer term earnings and dividend payout ratios, but share prices as well. However, there will likely be losers as well as winners. Companies which have been able to use a multinational structure to shelter much of their taxable income may be disadvantaged. That said, those companies with


 

1

 

 

 

significant retained earnings abroad may be able to bring cash back at a reduced tax rate, which might be redeployed in job creating or shareholder friendly ways, such as expenditures on plant and equipment, special dividends and perhaps even share buybacks. Thus, the new tax regime for corporations could have a positive impact for many companies. Companies optimized for the existing array of tax deductions, which might be eliminated or modified may have to restructure their business model, potentially leading to significant changes in how they use debt and equity in their capital structure.

 

“RISING INTEREST RATES”

 

While we have experienced 35 years of falling interest rates since Paul Volker led the Federal Reserve in breaking the back of inflationary expectations, it has been three and a half years since Ben Bernanke began warning the market that he would taper the quantitative easing program, which supported asset prices in recent years. Ironically, it was financial assets and financially sensitive stocks that benefited most from such easing and yet it also sustained fears of a deflationary spiral as the natural buyers of many of these financial instruments (such as bonds, loans, utility and real estate investment trust (REIT) stocks) chased the spiraling yields downward, effectively reducing their expected returns. Indeed, this has created a serious problem for very long term investors, such as pension funds and insurance companies, even though interest rates have only just begun to rise in the U.S. The prospects for another Fed Funds increase in December and possibly two or three in 2017 seem to be partly baked into market expectations. Although possible, longer term rate hikes are not.

 

“SPECTER OF INFLATION”

 

If the majority of Mr. Trump’s tax plan becomes reality, we would expect to see already historically low levels of unemployment gradually lead to rising wages by 2018, and if the fiscal stimulus is further boosted by significant infrastructure spending which could start to flow by then, the potential for an inflationary surge into 2019 is possible. Needless to say, we will monitor such impacts, but it remains a fundamental concern that the markets may price in a return to longer term inflation if budget deficits continue to grow or accelerate to the downside. As we said at the beginning, we have experienced a sea change in expectations of how our government is run. We do not know how developed President-elect Trump’s thinking is on major matters of state or how they might evolve with experience. However, we do know that his fundamental business model encourages affiliates or associates to design and manage operations. Coordination will be key as large decentralized organizations can be tripped up by the complexities of managing an enterprise, which is anything but an island in the world. Trade policies which encourage ties that bind, such as the North American Free Trade Agreement (NAFTA), lead to mutual investment and support, whereas punitive barriers to trade may lead to retaliation or unilateral alliances which bypass our economy. Such scenarios could interrupt the free flow of goods, services and investment capital upon which our

economy, indeed the global economy, is primarily based. If this happens, we believe it would undo much of the positive benefit President-elect Trump seeks from his structural reforms. Thus, we believe that the markets will be watching his tweets on pins and needles, creating a potentially volatile environment over the near to medium term until long term policies become clarified. Even though the social, civil and even cultural impact of a Trump presidency may be in question for roughly half of the population, it appears that the short term economic program could jumpstart the American economy, which might even speed up the global recovery some eight years after the greatest recession of our lifetime.

 

“FOCUS ON FUNDAMENTALS”

 

The U.S. equity market has rebounded strongly post-election in anticipation of this possibility, despite uncertainty of its ultimate shape, but markets will adapt to new information as it becomes available over the following quarters. Another notable aspect of these potential tax and structural changes is that the market focus has shifted from macro-prudential (Central Bank) policy, which stimulated momentum investments and indeed has refocused on basic measures of business performance, profitability and growth at a reasonable price. As our investment approach is rooted in fundamentals, such as cash flow, replacement cost, and value creation through return on invested capital, Alpine is very pleased to see this change. We believe this may favor our investment methodology, which has historically led us to manage our funds with high active share as opposed to closely following indices.

 

We believe that our funds are well adapted to the current environment and we will continue to address them as economic and business conditions require. Thank you for your support and interest.

 

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 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 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 9.8% of the distributions Alpine Dynamic Dividend Fund paid were through a return of capital. The other Funds in the Alpine Series Trust and the Income Trust did not pay any distributions during the fiscal annual period ending October 31, 2016 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.

 

Ratings reflect 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. Additional information on ratings methodologies are available by visiting the NRSRO websites; www.standardandpoors.com, www.moodys.com, and www.fitchratings.com. 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; and (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.

 

Definitions

 

Active Share is a measure of the percentage of stock holdings in a manager’s portfolio that differ from the benchmark index.

 

Alpha – A measure of performance vs. a benchmark on a risk-adjusted basis. A positive alpha of 1.0 means the portfolio has outperformed its benchmark index by 1%. Correspondingly, a similar negative alpha would indicate an underperformance of 1%.

 

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


 

3

 
Disclosures and Definitions (Continued)

 

Bloomberg Barclays Municipal Bond: High Yield (non-Investment Grade) Index is the Muni High Yield component of the Barclays 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.

 

Bloomberg Barclays Municipal Bond: 1 Year (1-2) Index is a total return benchmark of BAA3 ratings or better designed to measure returns for tax exempt assets.

 

BVAL AAA Benchmark Yield Curve is derived from the estimated yields for bonds with the highest possible ratings in the muni market. The highest rating for Moody’s is Aaa, while S&P and Fitch are both AAA

 

BVAL Muni Benchmark 10 Year Index is the baseline curve for BVAL tax-exempt munis at the ten year spot on the curve. It is populated with high quality U.S. municipal bonds with an average rating of AAA from Moody’s and S&P. The yield curve is built using non-parametric fit of market data obtained from the Municipal Securities Rulemaking Board, new issues calendars and other proprietary contributed prices.

 

BVAL Muni Benchmark 1T Index is the baseline curve for BVAL tax-exempt munis at the one year spot on the curve. It is populated with high quality U.S. municipal bonds with an average rating of AAA from Moody’s and S&P. The yield curve is built using non-parametric fit of market data obtained from the Municipal Securities Rulemaking Board, new issues calendars and other proprietary contributed prices.

 

BVAL Muni Benchmark 6M Index is the baseline curve for BVAL tax-exempt munis at the six month spot on the curve. It is populated with high quality U.S. municipal bonds with an average rating of AAA from Moody’s and S&P. The yield curve is built using non-parametric fit of market data obtained from the Municipal Securities Rulemaking Board, new issues calendars and other proprietary contributed prices.

 

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

 

Distribution Yield is calculated by taking the most recent distribution, annualizing it, and dividing by the NAV of the Fund at the period end.

 

Duration is a commonly used measure of the potential volatility of the price of a debt securities, prior to maturity. Securities with a longer duration generally have more volatile prices than securities of comparable quality with a shorter 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.

 

Fed Funds Rate in the U.S. is the interest rate at which depository institutions lend reserve balances to other depository institutions overnight on an uncollateralized basis.

 

Free cash flow is a measure of financial performance calculated as operating cash flow minus capital expenditures. Free cash flow (FCF) represents the cash that a company is able to generate after laying out the money required to maintain or expand its asset base. Free cash flow is important because it allows a company to pursue opportunities that enhance shareholder value.

 

Free Cash Flow Yield (FCFY) is an indicator that compares free cash flow and market cap. It is a representation of the income (free cash flow) created by an investment. A yield of 12 percent means that a company is generating 12 percent of its Market Capitalization in free cash flow yearly.

 

Ibovespa Index is a total return index weighted by traded volume and is comprised of the most liquid stocks traded on the Sao Paulo Stock Exchange.

 

The Institute of Supply Management (ISM) Manufacturing Purchasing Managers Index (PMI) Report on Business is based on data compiled from monthly replies to questions asked of purchasing and supply executives in over 400 industrial companies.

 

KBW Nasdaq Bank Index is designed to track the performance of the leading banks and thrifts that are publicly-traded in the U.S. The Index includes 24 banking stocks representing the large U.S. national money centers, regional banks and thrift institutions.

 

Markit Eurozone Manufacturing PMI measures the performance of the manufacturing sector and is derived from a survey of 600 industrial companies.

 

MSCI All Country World Index is a total return, free-float adjusted market capitalization weighted index that captures large and mid-cap representation across 24 Developed and 21 Emerging Markets countries. With 2,483 constituents, the index covers approximately 85% of the global investable equity opportunity set. Net total return indices reinvest dividends after the deduction of withholding taxes, using (for international indices) a tax rate applicable to non-resident institutional investors who do not benefit from double taxation treaties.


 

4

 
 

 

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.

 

NASDAQ Financial 100 Total Return Index is a total return index that 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.

 

Net asset value (NAV) is the value of an entity’s assets minus the value of its liabilities, often in relation to open-end or mutual funds, since shares of such funds registered with the U.S. Securities and Exchange Commission are redeemed at their net asset value.

 

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 want earnings look like smoothed out in the long run, taking into account the cyclical changes in an economy or stock.

 

Russell 2000® Index measures the performance of the small-cap segment of the U.S. equity universe and includes approximately 2000 of the smallest securities based on a combination of their market cap and current index membership.

 

Russell 2000 Financial Services Index serves as a benchmark for all financial services sector small cap stocks in the US specifically those with the Russell 2000® Index.

 

Source: FTSE Russell Indexes. “FTSE®”, “Russell®”, “MTS®”, “FTSE TMX®” and “FTSE Russell” and other service marks and trademarks related to the FTSE or Russell indexes are trademarks of the London Stock Exchange Group companies and are used by FTSE, MTS, FTSE TMX and Russell under license.

 

S&P 500® Index is a total return, 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. Total return indexes include reinvestments of all dividends.

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

 

S&P 500® Telecommunications Services Index comprises those companies included in the S&P 500® that are classified as members of the GICS telecommunications services sector.

 

S&P Municipal Bond Short Intermediate Index consists of bonds in the S&P Municipal Bond Index with a min maturity of 1 year and a max of 8 years.

 

The S&P 500® Index, S&P Biotechnology Index, S&P 500® Telecommunications Services Index, S&P 500® Utilities 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 © 2015 by S&P Dow Jones Indices LLC. All rights reserved. Redistribution or reproductions 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.

 

Tangible book value is what an investor would expect to receive if the company liquidated all of its assets. For example, the tangible book value of company “XYZ” would be the liquidation value of all of its assets combined if they were valued on the accounting books today, including all land, capital, inventory, etc.

 

U.S. Revenue BVAL BBB Benchmark Yield Curve is derived from the estimated yields for bonds rated in the BBB range. For Moody’s, this range includes ratings of Baa1, Baa2, and Baa3. For S&P, this includes ratings of BBB+, BBB, and BBB-.

 

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.

 

An investor cannot invest directly in an index.


 

5

 

 

Equity Manager Reports

 

 

 

 

  Alpine Dynamic Dividend Fund
   
  Alpine Rising Dividend Fund
   
  Alpine Financial Services Fund
   
  Alpine Small Cap Fund

 

6

 
Alpine Dynamic Dividend Fund

 

Comparative Annualized Returns as of 10/31/16 (Unaudited)  
   1 Year  3 Years  5 Years  10 Years  Since Inception(1)  
Alpine Dynamic Dividend Fund — Institutional Class  0.18%  3.90%  6.52%  -0.14%  4.35%  
Alpine Dynamic Dividend Fund — Class A (Without Load)  -0.06%  3.65%  N/A  N/A  7.33%  
Alpine Dynamic Dividend Fund — Class A (With Load)  -5.63%  1.71%  N/A  N/A  6.09%  
MSCI All Country World Index  2.05%  3.21%  8.03%  3.78%  6.75%  
Lipper Global Equity Income Funds Average(2)  1.83%  2.07%  6.71%  2.90%  6.12%  
Lipper Global Equity Income Funds Ranking(2)  117/170  23/145  53/94  41/41  32/32  
Gross Expense Ratio (Institutional Class): 1.27%(3)                 
Net Expense Ratio (Institutional Class): 1.27%(3)                 
Gross Expense Ratio (Class A): 1.52%(3)                 
Net Expense Ratio (Class A): 1.52%(3)                 
                  
 
  (1) 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.
  (2) The since inception return represents the period beginning September 25, 2003 (Institutional Class only).
  (3) As disclosed in the prospectus dated February 29, 2016 as supplemented April 4, 2016.

 

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.

 

MSCI All Country World Index is a total return, free-float adjusted market capitalization weighted index that captures large- and mid-cap representation across 24 developed and 21 emerging markets countries. With 2,483 constituents, the index covers approximately 85% of the global investable equity opportunity set. Net total return indices reinvest dividends after the deduction of withholding taxes, using (for international indices) a tax rate applicable to non-resident institutional investors who do not benefit from double taxation treaties. (Source: MSCI.) MSCI data may not be reproduced or used for any other purpose. MSCI provides no warranties, has not prepared or approved this report, and has no liability hereunder. Lipper Analytical Services, Inc. is an independent mutual fund research and rating service. 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. The highest rank is 1 and the lowest is based on the total number of funds ranked in the category. Lipper rankings for the periods shown are based on fund total returns with dividends and distributions reinvested and do not reflect sales charges. 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 (as supplemented). The Alpine Dynamic Dividend Fund has a contractual expense waiver that continues through April 1, 2017. 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.  Apple, Inc. 1.83%
2.  CVS Health Corp. 1.49%
3.  CMS Energy Corp. 1.48%
4.  NextEra Energy, Inc. 1.40%
5.  American Tower Corp. 1.36%
6.  Svenska Cellulosa AB SCA-B Shares 1.35%
7.  Banco Bilbao Vizcaya Argentaria SA 1.33%
8.  Ferrovial SA 1.30%
9.  The Home Depot, Inc. 1.24%
10.  B/E Aerospace, Inc. 1.19%

 

 
* Portfolio Distributions percentages are based on total net investments. Top 10 Holdings do not include short-term investments and percentages are based on total net assets. Portfolio holdings sector distributions are as of 10/31/16 and are subject to change. Portfolio holdings are not recommendations to buy or sell any securities.


 

 

 

Value of a $1,000,000 Investment (Unaudited)

 

 

This chart represents a comparison of a hypothetical $1,000,000 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.

 

8

 
Alpine Dynamic Dividend Fund (Continued)

 

Commentary

 

 

Dear Shareholders:

 

For the fiscal year ended October 31, 2016, the Alpine Dynamic Dividend Fund generated a total return of 0.18% versus its benchmark, the MSCI All Country World Index, which had a total return of 2.05%. All returns include reinvestment of all distributions. The Fund distributed $0.24 per share during the period. All references in this letter to the Fund’s performance relate to the Fund’s Institutional Class.

 

PERFORMANCE DRIVERS

 

Global equities staged an impressive, albeit modest rally during the 12-month period ended October 31, 2016, climbing the proverbial “wall of worry.” It was far from a smooth ride, however, with the S&P 500® Index down 11% in the first 6 weeks of calendar year 2016 as concerns of a U.S. recession combined with a softening of macroeconomic indicators overseas. After recovering from this setback, global stocks faced a new challenge with the surprising outcome of the “Brexit” referendum, in which citizens of the United Kingdom voted in favor of leaving the European Union. While this also led to a brief panic-inspired selloff, investors once again generally shifted from risk aversion to risk seeking behavior as central banks banded together across the world to drive down interest rates and provide liquidity. While the volatility subsided, with the Chicago Board Options Exchange Volatility Index (VIX) declining from a peak of 28 in February to a trough of 11 in August 2016, investors were quite selective in where they chose to direct their funds. Stocks of regulated utilities and telecom services companies, known as “bond proxies” because their high dividend yields attract investors seeking income, performed quite well, with the S&P 500 Utilities Index up 17.11% and the S&P 500 Telecom Services Index up 10.75% for the 12-month period. Money flowed freely into emerging market stocks as well, with the Ibovespa Brasil Sau Paulo Stock Exchange Index up 71.85% in U.S. dollar terms, fueled in part by the prospect of a political regime change as a result of the impeachment of President Dilma Rousseff. Across the Atlantic, Europe struggled amidst fears that Brexit-inspired political change may put further pressure on the cohesion of the European Union. The MSCI Europe Index consequently declined by 6.68% in U.S. dollar terms.

 

On a sector basis, information technology, utilities and industrials had the greatest positive effect on the absolute total return of the Fund. The health care, financials, and consumer discretionary sectors had the greatest negative effect on the absolute performance of the Fund. On a relative basis, the utilities sector generated the largest outperformance versus the MSCI All Country World Index, followed by real estate and information technology sectors. The consumer

discretionary, financials, and consumer staples sectors were the worst relative performers during the period.

 

PORTFOLIO ANALYSIS

 

The top five contributors to the Fund’s performance for the fiscal year ending October 31, 2016 based on contribution to total return were Rumo Logistica Operadora Multimodal S.A., Cosan Logistica S.A., Broadcom Ltd., Applied Materials, and Four Corners Property Trust.

 

  Rumo Logistica Operadora Mulitimodal (“Rumo”) SA is a railway concession operator in Brazil. The stock outperformed after it raised $2.6 billion Reals ($705 million USD) through an equity stock offering. This allowed the company to significantly reduce its leverage and alleviate liquidity concerns, leading to a significant rerating of the stock.
     
  Cosan Logistica is a holding company whose sole asset is shares of Rumo (see above), hence the shares correlate strongly with Rumo. The stock currently trades at a significant discount to its net asset value.
     
  Semiconductor manufacturer Broadcom Ltd. continued to impress investors, realizing its synergy targets ahead of schedule following the first full quarter after the Avago/Broadcom merger. The company also benefited from significantly increased dollar content in the recently launched iPhone 7, which benefited from competitor Samsung’s Galaxy Note 7 challenges.
     
  Applied Materials, which supplies wafer fabrication equipment to the semiconductor industry, benefited from a surge in orders for equipment used to build logic semiconductors, dynamic random-access memory (DRAM) devices, and NAND flash memory. The company is especially well positioned for the shift towards higher resolution, thinner, less power consuming, foldable, stretchable displays in smartphones.
     
  Four Corners Property Trust is a real estate investment trust (“REIT”) that was formed in a tax-free spin-off from restaurant owner and operator Darden Restaurants in November 2015. The portfolio consists of over 25% of Darden’s 1,500, restaurants with brands including Olive Garden and Longhorn Steakhouse, the vast majority of which are leased to Darden. The company paid a special dividend of $8.12 per share in January 2016 as part of the REIT conversion process whereby a company must distribute all earnings and profits accumulated prior to achieving REIT status. The stock performed well as investors were attracted to its high quality portfolio with one of the highest internal growth rates across the net lease sector.


 

9

 
Alpine Dynamic Dividend Fund (Continued)

 

The bottom five contributors to the Fund’s performance for the fiscal year ending October 31, 2016 based on contribution to total return were The Williams Companies, Adani Ports & Special Economic Zone Ltd., Nokia Oyj, ITV plc, and Teva Pharmaceutical Industries.

 

  The Williams Companies is a midstream company with an extensive network of natural gas and natural gas liquids infrastructure. The company’s underlying fundamentals deteriorated due to declining olefin fiber margins and the financial distress of a key customer, Chesapeake Energy, which suffered from its exposure to declining natural gas prices. Investors also soured on the merger between Energy Transfer Equity and Williams, implying that the low price paid for Williams suggested a bearish statement regarding midstream valuations. The Fund has since exited the position.
     
  Adani Ports and Special Economic Zone Ltd. (“Adani Ports”) is an Indian port operator. The stock underperformed as investors became concerned with the company’s corporate governance and leverage, with an increase in loans to other Adani companies. Fundamentally, port volumes at Adani Ports continue to be strong relative to other global port operators. The Fund no longer has a position in the stock.
     
  Nokia Oyj is a Finnish manufacturer of network equipment to telecom operators. The stock under-performed as the outlook for the communications service provider market worsened, particularly in mobile infrastructure, as large Long Term Evolution (LTE) rollouts slowed down. Investors were also concerned by the unexpected departure of the company’s well respected chief financial officer. The company has continued to execute well as it integrates Alcatel-Lucent, but the macro environment will likely remain challenging into 2017.
     
  ITV is a media company located in the United Kingdom. The company owns a commercial television network and develops content for use on its and others’ channels. ITV’s stock underperformed due largely to a combination of the “Brexit” vote and a decline in advertising revenue. The latter is arguably an industry trend as firms are shifting their advertising budgets away from television towards other venues such as video and the internet. The Fund has since exited the position
     
  Teva Pharmaceutical is the world’s largest generic drug manufacturer and has a branded pharmaceutical business. The company underperformed for two reasons in 2016. First, generic drug sales softened in 2016 due to consolidation of drug purchasing organizations and increased rates of generic drug approvals at the FDA, putting pressure on generic drug prices. Second, Teva’s U.S. multiple sclerosis franchise was hit the second half of 2016, as the company failed to fend off patent challenges on their new 40mg formulation of Copaxone.

We have hedged a portion of our currency exposures to the Euro, the Japanese Yen and the British Pound. We have also used leverage at times both in the execution of the strategy of the Fund and to help manage net outflows during the fiscal year.

 

SUMMARY & OUTLOOK

 

As we look towards the balance of 2016, we see reasons for cautious optimism. While President-elect Donald Trump is arguably a controversial figure, Republican control of both branches of Congress could secure him a mandate to deliver on his market-friendly economic proposals of cutting taxes, reducing non-entitlement and non-military spending, and increasing military and infrastructure spending. And the backdrop leading into Trump’s inauguration is tilting in a positive direction. After five consecutive quarters of year-on-year earnings declines, the S&P 500 posted a year-over-year increase in earnings for the third quarter of 2016. In addition, the ISM Manufacturing PMI has spent 7 out of the last 8 months above 50, suggesting increased economic activity.

 

Europe also appears to be on the mend with the Markit Eurozone Manufacturing PMI remaining comfortably above 50 for all of calendar 2015 and 2016 through October 31st. Macroeconomic data suggest that the U.K.’s decision to leave the European Union is at least at the outset having less of an impact on European economies than was first feared. Even so, it is early days with the Pound down over 18% versus the U.S. dollar from June highs to October 2016 lows, and this deterioration in buying power is likely to be revealed in the months ahead. In late 2016, Italy will have a vote on constitutional reform. In 2017, France, the Netherlands and Germany will hold elections. Each event has the potential to dramatically alter the course of the “European project.”

 

The Asia-Pacific region has been more mixed. China continues to juggle the competing demands of economic rebalancing and a growth slowdown. The Japanese economy continues to chug along and the Bank of Japan’s decision to normalize the yield curve as part of their ongoing quantitative easing policy has had an arguably positive impact on sentiment in the region.

 

Finally, Brazil’s stock market is having a banner year as investors look forward to the potential for meaningful political change. While there there are still numerous headwinds, with fiscal deficits and lingering inflation concerns, investor confidence appears to have increased.

 

Beyond the macroeconomic environment, the Fund continues to emphasize its focus on high quality companies with strong balance sheets and a willingness to reward shareholders with dividends.

 

Sincerely,

 

Brian Hennessey

Joshua E. Duitz

Portfolio Managers


 

10

 
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.

 

Cybersecurity Risk – Cybersecurity incidents may allow an unauthorized party to gain access to Fund assets, customer data (including private shareholder information), or proprietary information, or cause the Fund, the Adviser and/or its service providers (including, but not limited to, Fund accountants, custodians, sub-custodians, transfer agents and financial intermediaries) to suffer data breaches, data corruption or lose operational functionality.

 

Dividend Strategy Risk – There is no guarantee that the issuers of the stocks held by the fund will declare dividends in the future or that, if dividends are declared, they will remain at their current levels or increase over time. The fund’s emphasis on dividend-paying stocks could cause the fund to underperform similar funds that invest without consideration of a company’s track record of paying dividends or ability to pay dividends in the future. Dividend-paying stocks may not participate in a broad market advance to the same degree as other stocks, and a sharp rise in interest rates or economic downturn could cause a company to unexpectedly reduce or eliminate its dividend. The Fund may hold securities for short periods of time related to the dividend payment periods and may experience loss during these periods.

 

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 and Emerging Market 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 or unsuccessful government actions, reduction of government or central bank support and political or financial instability. Lack of information may also affect the value of these securities. To the extent the Fund focuses its investments in a single country or only a few countries in a particular geographic region, economic, political, regulatory or other conditions affecting such country or region may have a greater impact on Fund performance relative to a more geographically diversified fund. 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.

 

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.

 

11

 
Alpine Dynamic Dividend Fund (Continued)

 

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.

 

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 the Fund’s performance likely will decrease as the Fund’s asset size increases, which could reduce the 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 assets held by the Fund may be impossible or difficult to sell, particularly during times of market turmoil. These illiquid assets 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.

 

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.

 

12

 
Alpine Rising Dividend Fund(1)

 

Comparative Annualized Returns as of 10/31/16 (Unaudited)
   1 Year   3 Years  5 Years  Since Inception(2)  
Alpine Rising Dividend Fund — Institutional Class  1.86%   5.31%  10.36%  11.12%  
Alpine Rising Dividend Fund — Class A (Without Load)  1.59%   5.08%  N/A  10.29%  
Alpine Rising Dividend Fund — Class A (With Load)  -4.02%   3.12%  N/A  9.01%  
S&P 500® Index  4.51%   8.84%  13.57%  12.24%  
Dow Jones Industrial Average  5.49%   7.91%  11.50%  11.20%  
Lipper Equity Income Funds Average(3)  4.70%   5.66%  10.55%  11.58%  
Lipper Equity Income Funds Ranking(3)  400/508   261/434  187/312  169/252  
Gross Expense Ratio (Institutional Class): 1.94%(4)               
Net Expense Ratio (Institutional Class): 1.26%(4)               
Gross Expense Ratio (Class A): 2.19%(4)               
Net Expense Ratio (Class A): 1.51%(4)               

 

 
  (1) Effective September 9, 2015 the Fund’s name was changed from the Alpine Accelerating Dividend Fund to Alpine Rising Dividend Fund.
  (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) As disclosed in the prospectus dated February 29, 2016 as supplemented April 4, 2016.

 

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.

 

S&P 500® Index is a total return, 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. Total return indexes include reinvestments of all dividends. The Dow Jones Industrial Average is a price-weighted average of 30 blue chip stocks that are generally the leaders in their industry. Lipper Analytical Services, Inc. is an independent mutual fund research and rating service. 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. The highest rank is 1 and the lowest is based on the total number of funds ranked in the category. 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 Rising 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 (as supplemented). The Alpine Rising Dividend Fund has a contractual expense waiver that continues through April 1, 2017. 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.

 

13

 
Alpine Rising Dividend Fund (Continued)

 

 

Portfolio Distributions* (Unaudited)

 

Top 10 Holdings* (Unaudited)  
1.  Apple, Inc.  2.65%
2.  Pfizer, Inc.  2.22%
3.  CVS Health Corp.  1.97%
4.  Johnson & Johnson  1.97%
5.  Raytheon Co.  1.92%
6.  Microsoft Corp.  1.82%
7.  The Hartford Financial Services Group, Inc.  1.75%
8.  JPMorgan Chase & Co.  1.70%
9.  Amgen, Inc.  1.65%
10.  Walgreens Boots Alliance, Inc.  1.64%

 

 
*Portfolio Distributions percentages are based on total net investments. Top 10 Holdings do not include short-term investments and percentages are based on total net assets. Portfolio holdings sector distributions are as of 10/31/16 and are subject to change. Portfolio holdings are not recommendations to buy or sell any securities.


 

 

 

Value of a $1,000,000 Investment (Unaudited)

 

 

This chart represents a comparison of a hypothetical $1,000,000 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.

 

14

 
Alpine Rising Dividend Fund (Continued)

 

Commentary

 

Dear Shareholders:

 

For the twelve months ended October 31, 2016, the Alpine Rising Dividend Fund generated a total return of 1.86% compared to the S&P 500® Index total return of 4.51% for the same period. The Fund distributed $0.526 per share during the fiscal year. All references in this letter to the Fund’s performance relate to the performance of the Fund’s Institutional Class.

 

PERFORMANCE DRIVERS

 

After a difficult start to the fiscal year, during which time the S&P 500 declined more than 12% from October 31, 2015 to the February 11, 2016 trough, markets regained their footing and rallied, nearly uninterrupted, into fiscal year end. The one brief sell-off during the fiscal year came at the end of June in the wake of the surprising outcome of the “Brexit” referendum, in which citizens UK voted in favor of leaving the European Union. The sell-off was short-lived, however, and the market resumed its upward climb only days after the vote. In the face of unprecedented central bank accommodation, government bond yields decreased (and thus prices increased) across the globe, and dipped into negative territory in Japan and much of continental Europe. In the U.S., the yield on 10-year Treasury bond declined from 2.14% on October 31, 2015 to 1.83% on October 31, 2016, and reached as low as 1.36% in the aftermath of Brexit.

 

On a sector basis, information technology, industrials, and utilities had the largest positive impact on the absolute performance of the Fund. The health care, materials, and consumer discretionary sectors had the largest negative impact. On a relative basis, industrials, telecommunication services, and utilities generated the largest outperformance versus the S&P 500, while consumer staples, health care, and materials were the worst relative performers.

 

PORTFOLIO ANALYSIS

 

The top five contributors to the Fund’s performance during the twelve months ended October 31, 2016, based on contribution to total return were Applied Materials, Qualcomm, CBS, Raytheon, and Johnson & Johnson.

 

  Shares of Applied Materials benefitted from better earnings and orders for its wafer fab equipment, as its semiconductor customers competed to produce chips with the latest technology and China began ramping up its domestic chip manufacturing industry. In addition, the company enjoyed strong
     
    orders in its display segment as mobile phone manufacturers transition to OLED screens for the next generation handsets.
     
  Early signs of better than expected sales of Apple’s latest iPhone, success in negotiating licensing deals with Chinese handset manufacturers, and the announced acquisition of NXP Semiconductors drove the outperformance of Qualcomm shares.
     
  Defense contractor Raytheon was a positive contributor as its steady growth and bookings from new international contracts helped the shares in a period of heightened geo-political tensions around the globe.
     
  CBS Corp. contributed positively to the Fund as advertising revenues performed better than expected and its programming strength continued. The Company also named its long-time CEO, Les Moonves, to the additional role of Chairman, settling a long speculated transition from founder Sumner Redstone.
     
  Diversified healthcare company Johnson & Johnson was also a positive contributor to the Fund for the period as a good earnings report and full year outlook for the company drove the shares.
     
Gilead Sciences, Western Digital, Prudential Financial, Teva Pharmaceutical Industries, and Citigroup had the largest adverse impact on the performance of the Fund over the fiscal year.
     
  Gilead reported results that were slightly disappointing as pricing competition negatively impacted sales of its largest selling drug franchise that treats the hepatitis C virus (HCV). We believe the shares have overreacted to the downside, offer a compelling value, and continue to hold them in the Fund.
     
  Shares of disk drive maker Western Digital suffered due to a weak PC market, a withdrawn investment of $3.8 billion from Unisplendour of China, and the perception that the price it paid in the acquisition of rival SanDisk was too high. We sold our entire position later in the fiscal year.
     
  Prudential Financial results suffered from a continuously low interest rate environment. We grew increasingly concerned that a turnaround in its results was farther off than we had hoped and the shares were subsequently sold in their entirety.


 

15

 
Alpine Rising Dividend Fund (Continued)

 

  Shares of Teva Pharmaceutical Industries sold off given the ill-timed and over-priced acquisition of Allergan’s generic drug franchise and negative legal developments related to its Copaxone multiple sclerosis franchise. We felt these fears became increasingly warranted through the year and difficult to overcome for the stock so we sold our position later in the fiscal year.
     
  Citigroup shares sold off in the early part of the calendar year after offering disappointing expense guidance for 2016 and concerns related to its above average energy sector and emerging markets exposures. We think Citigroup shares offer good value at these price levels and that these concerns are more than reflected in the current share price and continue to hold them.

 

SUMMARY & OUTLOOK

 

The fiscal year ended much the way it began, with investors once again anticipating a rate hike from the Federal Reserve. In December 2015, the Fed raised its target funds rate for the first time since the onset of the financial crisis. While there were numerous “head fakes” during the course of 2016 when it appeared that the Fed would act a second time, the market is now pricing in a more than an 85% probability that the Fed raises rates

another 25 basis points at the December 2016 meeting with further hikes on the table in 2017. The first hike in 2015, in combination with weak economic data in China and plunging crude oil prices, sent global equity markets into a sharp sell-off. Although history is unlikely to repeat itself exactly, we are positioning the Fund to help navigate choppy markets should subsequent rate hikes usher in another period of increased volatility. Additionally, markets must also contend with the prospect of tapering in Europe as the European Central Banks’s latest quantitative easing program nears its planned end in March 2017. Market valuation measures that have returned to near cycle highs in spite of lackluster earnings growth is also a reason for concern.

 

While we continue to be prudently cautious, we believe opportunities will continue to present themselves to purchase stocks of companies with a history and consistency of raising their dividends, as we believe these companies have the potential to outperform through a market cycle. We aim to make these stocks with a record of continuous dividend increases the foundation of the Fund.

 

Sincerely,

 

Andrew Kohl
Mark Spellman
Portfolio Managers


 

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.

 

Cybersecurity Risk – Cybersecurity incidents may allow an unauthorized party to gain access to Fund assets, customer data (including private shareholder information), or proprietary information, or cause the Fund, the Adviser and/or its service providers (including, but not limited to, Fund accountants, custodians, sub-custodians, transfer agents and financial intermediaries) to suffer data breaches, data corruption or lose operational functionality.

 

Dividend Strategy Risk – There is no guarantee that the issuers of the stocks held by the fund will declare dividends in the future or that, if dividends are declared, they will remain at their current levels or increase over time. The fund’s emphasis on dividend-paying stocks could cause the fund to underperform similar funds that invest without consideration of a company’s track record of paying dividends or ability to pay dividends in the future. Dividend-paying stocks may not participate in a broad market advance to the same degree as other stocks, and a sharp rise in interest rates or economic downturn could cause a company to unexpectedly reduce or eliminate its dividend. The Fund may hold securities for short periods of time related to the dividend payment periods and may experience losses during these periods.

 

16

 
Alpine Rising Dividend Fund (Continued)

 

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 or unsuccessful government actions, reduction of government or central bank support, and political or financial instability. Lack of information may also affect the value of these securities. To the extent the Fund focuses its investments in a single country or only a few countries in a particular geographic region, economic, political, regulatory, or other conditions affecting such country or region may have a greater impact on Fund performance relative to a more geographically diversified fund. The risks of foreign investments are heightened when investing in issuers of 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 the Fund’s performance likely will decrease as the Fund’s asset size increases, which could reduce the 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.

 

Liquidity Risk – Some assets held by the Fund may be impossible or difficult to sell, particularly during times of market turmoil. These illiquid assets 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.

 

17

 
Alpine Rising Dividend Fund (Continued)

 

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.

 

18

 
Alpine Financial Services Fund

 

Comparative Annualized Returns as of 10/31/16 (Unaudited)  
   1 Year  3 Years  5 Years  10 Years  Since Inception(1)  
Alpine Financial Services Fund — Institutional Class  5.97%  4.72%  14.32%  5.95%  7.27%  
Alpine Financial Services Fund — Class A (Without Load)  5.72%  4.45%  N/A  N/A  15.34%  
Alpine Financial Services Fund — Class A (With Load)  -0.09%  2.51%  N/A  N/A  14.00%  
Russell 2000® Financial Services Index  8.26%  8.18%  14.58%  3.73%  5.08%  
KBW Nasdaq Bank Index  5.00%  7.31%  15.57%  -1.86%  -0.19%  
NASDAQ Financial 100 Total Return Index  6.30%  8.34%  14.78%  3.49%  4.13%  
Lipper Financial Services Funds Average(2)  3.25%  5.95%  13.15%  0.56%  1.81%  
Lipper Financial Services Funds Ranking(2)  25/88  49/75  28/69  3/56  2/48  
Gross Expense Ratio (Institutional Class): 2.07%(3)                 
Net Expense Ratio (Institutional Class): 1.50%(3)                 
Gross Expense Ratio (Class A): 2.32%(3)                 
Net Expense Ratio (Class A): 1.75%(3)                 

 

 
  (1) 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.
  (2) The since inception data represents the period beginning November 1, 2005 (Institutional Class only).
  (3) As disclosed in the prospectus dated February 29, 2016 as supplemented April 4, 2016.

 

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.

 

Russell 2000® Financial Services Index serves as a benchmark for all financial services sector small cap stocks in the U.S., specifically those with the Russell 2000® Index. KBW Nasdaq Bank Index is designed to track the performance of the leading banks and thrifts that are publicly-traded in the U.S. The Index includes 24 banking stocks representing the large U.S. national money centers, regional banks and thrift institutions. NASDAQ Financial 100 Total Return Index is a total return index that 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 total return, 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. Total return indexes include reinvestments of all dividends. Lipper Analytical Services, Inc. is an independent mutual fund research and rating service. 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. The highest rank is 1 and the lowest is based on the total number of funds ranked in the category. 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® Financial Services Index, KBW Nasdaq 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 (as supplemented). The Alpine Financial Services Fund has a contractual expense waiver that continues through April 1, 2017. 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.

 

19

 
Alpine Financial Services Fund (Continued)

 

 

Portfolio Distributions* (Unaudited)

 

Top 10 Holdings* (Unaudited)  
1.  Citizens Financial Group, Inc.  2.27%
2.  Bank of America Corp.  2.13%
3.  KeyCorp  2.03%
4.  United Community Banks, Inc.  2.01%
5.  OceanFirst Financial Corp.  1.86%
6.  First Merchants Corp.  1.82%
7.  Bryn Mawr Bank Corp.  1.80%
8.  The Blackstone Group LP  1.80%
9.  American International Group, Inc.  1.77%
10.  FCB Financial Holdings, Inc.- Class A  1.74%

 

 
*Portfolio Distributions percentages are based on total net investments. Top 10 Holdings do not include short-term investments and percentages are based on total net assets. Portfolio holdings sector distributions are as of 10/31/16 and are subject to change. Portfolio holdings are not recommendations to buy or sell any securities.


 

 

 

Value of a $1,000,000 Investment (Unaudited)

 

 

This chart represents a comparison of a hypothetical $1,000,000 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.

 

20

 
Alpine Financial Services Fund (Continued)

 

Commentary

 

 

Dear Shareholders:

 

The Alpine Financial Services Fund generated a 5.97% total return for the fiscal year ended October 31, 2016. This compares to the Fund’s benchmarks that showed total returns of 8.26% for the Russell 2000® Financial Services Index, 5.00% for the KBW Bank Index, and 6.30% for the NASDAQ Financial 100 Total Return Index during the same period. All references in this letter to the Fund’s performance relate to the performance for the Fund’s Institutional Class.

 

YEAR IN REVIEW

 

The fiscal year ended October 31, 2016 was a challenging period for the financials sector. Investors had to contend with the first rate hike by the Federal Reserve since the onset of the financial crisis, plunging crude oil prices, aggressive monetary policy actions by the Bank of Japan and European Central Bank, the surprising outcome of the “Brexit” referendum, in which citizens of the United Kingdom voted in favor of leaving the European Union, and the run-up to the U.S. presidential election.

 

In December 2015, The Federal Reserve (Fed) raised its target rate by 0.25%, ushering in a new tightening cycle for the first time since the 2004-2006 cycle. Despite the beneficial impact of higher rates on banks’ net interest margin, the financial sector actually peaked on the day of the Fed meeting. Together with a string of weak economic data from China and plunging crude oil prices, the Fed rate hike created fear of a global slowdown or possible recession. Banks with above average exposure to energy lending, were particularly hard hit during the ensuing sell off that reached its bottom for the fiscal year in February, 2016.

 

In the Spring, shares of companies in the financials sector began rallying off the lows as crude oil rebounded and global growth prospects stabilized until the surprising outcome of the Brexit vote at the end of June. The Brexit-induced sell-off in stock markets was sharp but short lived, as a decrease in government bond yields (and thus an increase in prices) in the aftermath of the vote reignited risk taking and the so-called “search for yield” in equities. Government bond yields in many European countries and in Japan reached unprecedented negative levels, leaving investors with little choice but to invest in equities.

 

As the Fall approached, investors once again turned their attention to the Fed and began worrying about a December rate hike. In addition, the upcoming U.S. presidential election injected some volatility into the

market as a stream of shocking headlines swung sentiment back and forth between Mrs. Clinton and Mr. Trump. Ultimately, the surprising election of Donald Trump as the 45th President of the United States sparked a rally few people could have predicted. Bank stocks were the main beneficiary, as investors began pricing in a combination of lower taxes, higher interest rates, and the potential for less onerous regulation.

 

PORTFOLIO ANALYSIS

 

The top five stocks contributing to the Fund’s performance during the twelve months ended October 31, 2016 were Resource America, Bank of America, KeyCorp, PJT Partners, and EverBank Financial.

 

The Fund opportunistically purchased shares of Resource America, an alternative asset manager, near the end of December 2015 after a more than 50% sell-off from the end of October. The company’s stock fell out of favor with investors as sales of its investment products were expected to be adversely impacted by the recently released fiduciary standards rule promulgated by the U.S. Department of Labor. Shortly after the Fund bought the stock, famed hedge fund investor Leon Cooperman disclosed a nearly 13% stake in the company via a Form 13D filing with the U.S. Securities and Exchange Commission. Subsequently, the company announced it would review its strategic alternatives, a process that culminated in a sale of the company at a favorable price.
   
The Fund purchased shares of Bank of America in the immediate aftermath of Brexit, which created an attractive buying opportunity. Subsequently, Bank of America reported strong second and third quarter results that propelled the stock price of the company higher. The bank appears to be well positioned to benefit from higher interest rates should the Federal Reserve continue raising rates at future Federal Open Market Committee meetings.
   
KeyCorp stock languished after announcing the acquisition of First Niagara at the end of 2015. The Fund began accumulating shares of KeyCorp in March 2016, as we felt that investors were overly penalizing the bank for tangible book value dilution created in the merger. The shares have staged a strong turnaround since the February lows as management displays increasing conviction about potential cost synergies of the deal and reported solid third quarter results.


 

21

 
Alpine Financial Services Fund (Continued)

 

The Fund purchased shares of PJT Partners in the wake of the Andrew Casperson scandal that created an attractive entry point given our view that the financial and reputational damage to the firm would be limited. In additional, we believe PJT Partners is a unique growth story in the independent financial advisory market with a strong mix of businesses.
   
Florida-based EverBank Financial announced an agreement to be acquired by TIAA for $19.50 per share in cash, a 25% premium to the price before rumors of a deal began circulating.

 

The five largest detractors from the Fund’s performance during the twelve months ended October 31, 2016 were Mitsubishi UFJ Financial Group, LPL Financial Holdings, Lazard, Mizuho Financial Group, and Sumitomo Mitsui Financial Group.

 

Three of the five largest detractors from the Fund’s performance were Japanese mega-banks: Mitsubishi UFJ Financial Group, Mizuho Financial Group, and Sumitomo Mitsui Financial Group. All three banks suffered a sharp sell-off from the middle of November 2015 to the middle of February 2016. The catalyst for the sell-off was the Bank of Japan’s (BOJ) surprise decision to implement a negative interest rate policy framework in an effort to jumpstart the economy and raise inflation expectations. The market had been expecting the BOJ to embark on more quantitative easing as opposed to taking interest rates into negative territory. The earnings outlook for Japanese banks took a hit as a result of the BOJ’s actions.
   
Shares of LPL Financial Holdings, an independent broker-dealer for retail investors, suffered a sell-off triggered by its high financial leverage, the expected adverse impact of the U.S. Department of Labor’s fiduciary standards rule to the company as compared to its competitors, and leverage to higher interest rates. In addition, a disappointing fourth quarter report in February 2016 reinforced the negative sentiment around the company’s stock.
   
Lazard, an independent financial advisory firm, saw its shares come under pressure early in the year as its asset management segment’s large exposure to emerging markets equities was perceived as a negative by investors. The surprise result of the Brexit vote in June created additional pressure for the stock as investors expected a slowdown in mergers and acquisitions in the aftermath of the referendum.

 

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

SUMMARY & OUTLOOK

 

The election of Mr. Donald Trump as the 45th President of the United States has led to a dramatic rally in bank stocks to start the current fiscal year. While we appreciate the potential levers to higher earnings as a result of some of Mr. Trump’s economic proposals, we cannot help but view the rally with a certain degree of skepticism. Mr. Trump has pledged to dismantle the Dodd-Frank Wall Street Reform and Consumer Protection Act and relax regulation on smaller banks. He has promised to cut the corporate tax rate. His plans to boost infrastructure and defense spending have been perceived by the market as inflationary, which has led to a significant widening of the yield curve and increased the odds of a more aggressive Fed tightening cycle. All of these things should be beneficial to bank earnings. Many are also favorable for non-bank financials like asset managers and life insurers.

 

Still, Mr. Trump’s proposals must make their way through both houses of Congress before becoming law. In addition, his populist campaign promises to renegotiate trade deals, implement tariffs, curtail immigration, and deport millions of illegal aliens could spark a global recession in a worst case scenario. At the moment, the market appears to be pricing in the good from his proposals, but little of the risk, in our view. With this in mind, we are positioning the fund conservatively. We have built up cash levels somewhat as we trim the biggest winners from the post-election rally, and we are focused on identifying and investing in financial equities with stock specific catalysts, such as mergers and acquisitions, cost reductions, capital return, above average growth, or turnaround potential.

 

Sincerely,

 

Andrew Kohl
Portfolio Manager


 

22

 
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.

 

Cybersecurity Risk – Cybersecurity incidents may allow an unauthorized party to gain access to Fund assets, customer data (including private shareholder information), or proprietary information, or cause the Fund, the Adviser and/or its service providers (including, but not limited to, Fund accountants, custodians, sub-custodians, transfer agents and financial intermediaries) to suffer data breaches, data corruption or lose operational functionality.

 

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 or unsuccessful government actions, reduction of government or central bank support, and political or financial instability. Lack of information may also affect the value of these securities. To the extent the Fund focuses its investments in a single country or only a few countries in a particular geographic region, economic, political, regulatory, or other conditions affecting such country or region may have a greater impact on Fund performance relative to a more geographically diversified fund. The risks of foreign investments are heightened when investing in issuers of emerging market countries.

 

23

 
Alpine Financial Services Fund (Continued)

 

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.

 

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 the Fund’s performance likely will decrease as the Fund’s asset size increases, which could reduce the 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 assets held by the Fund may be impossible or difficult to sell, particularly during times of market turmoil. These illiquid assets 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.

 

24

 
Alpine Small Cap Fund(1)

 

Comparative Annualized Returns as of 10/31/16 (Unaudited)  
    1 Year   3 Years   5 Years   10 Years   Since Inception(2)  
Alpine Small Cap Fund — Institutional Class   7.73%   3.70%   8.68%   4.97%   5.13%  
Alpine Small Cap Fund — Class A (Without Load)   7.47%   3.43%   N/A   N/A   9.37%  
Alpine Small Cap Fund — Class A (With Load)   1.55%   1.49%   N/A   N/A   8.10%  
Russell 2000® Index   4.11%   4.12%   11.51%   5.96%   6.62%  
Russell 3000® Index   4.24%   8.13%   13.35%   6.76%   7.44%  
Russell 2000® Growth Index   -0.49%   3.70%   11.34%   6.92%   7.50%  
S&P 500® Index   4.51%   8.84%   13.57%   6.70%   7.41%  
Lipper Small-Cap Growth Funds Average(3)   -0.37%   2.31%   10.06%   6.43%   7.10%  
Lipper Small-Cap Growth Funds Ranking(3)   23/555   153/495   343/440   263/317   282/312  
Gross Expense Ratio (Institutional Class): 1.90%(4)                      
Net Expense Ratio (Institutional Class): 1.25%(4)                      
Gross Expense Ratio (Class A): 2.15%(4)                      
Net Expense Ratio (Class A): 1.50%(4)                      

 

 

  (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) 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.
  (3) The since inception data represents the period beginning July 13, 2006 (Institutional Class only).
  (4) As disclosed in the prospectus dated February 29, 2016 as supplemented April 4, 2016.

 

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.

 

Russell 2000® Index measures the performance of the small-cap segment of the U.S. equity universe and includes approximately 2000 of the smallest securities based on a combination of their market cap and current index membership. Russell 3000® Index measures the performance of the largest 3000 U.S. companies representing approximately 98% of the investable U.S. equity market. Russell 2000(r) 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. Source: FTSE Russell Indexes. “FTSE®”, “Russell®”, “MTS®”, “FTSE TMX®” and “FTSE Russell” and other service marks and trademarks related to the FTSE or Russell indexes are trademarks of the London Stock Exchange Group companies and are used by FTSE, MTS, FTSE TMX and Russell under license. S&P 500® Index is a total return, 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. Lipper Analytical Services, Inc. is an independent mutual fund research and rating service. The Lipper Small-Cap Growth Funds Average is an average of funds that by portfolio practice, invest at least 75% of their equity asssets in companies with market capitalizations below Lipper’s USDE small-cap ceiling. The highest rank is 1 and the lowest is based on the total number of funds ranked in the category. 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, the Russell 3000® Index, the Russell 2000® Growth Index, the S&P 500® Index and the Lipper Small-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 Small-Cap Growth 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. Total return indexes include reinvestments of all dividends.

 

Expense Ratios reflect the ratios reported in the Fund’s most recent prospectus (as supplemented). The Alpine Small Cap Fund has a contractual expense waiver that continues through April 1, 2017. 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.

 

25

 
Alpine Small Cap Fund (Continued)

 

 

Portfolio Distributions* (Unaudited)

 

Top 10 Holdings* (Unaudited)
1.   Dycom Industries, Inc.   4.20%
2.   Nexstar Broadcasting Group, Inc.-Class A   3.78%
3.   ICU Medical, Inc.   3.76%
4.   Live Nation Entertainment, Inc.   3.58%
5.   Nomad Foods, Ltd.   3.54%
6.   Kennedy-Wilson Holdings, Inc.   3.50%
7.   Essent Group, Ltd.   3.49%
8.   Patrick Industries, Inc.   3.47%
9.   Meta Financial Group, Inc.   3.27%
10.   INC Research Holdings, Inc.- Class A   3.20%

 

 
* Portfolio Distributions percentages are based on total net investments. Top 10 Holdings do not include short-term investments and percentages are based on total net assets. Portfolio holdings sector distributions are as of 10/31/16 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 $1,000,000 Investment (Unaudited)

 

 

This chart represents a comparison of a hypothetical $1,000,000 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.

 

26

 
Alpine Small Cap Fund (Continued)

 

Commentary

 

Dear Shareholders:

 

The small cap strategy calls for 80% of the Fund’s net assets to be invested in small capitalization companies. The Russell 2000® Index is the primary benchmark for the Fund.

 

The Fund’s strategy is to find and invest in small cap companies with sustainable competitive business models and managements that focus on creating shareholder value and who are strong capital allocators. Further, we continue to purchase companies with secular growth drivers that we believe will allow them to grow faster than Gross Domestic Product (GDP). We also look to purchase companies with strong free cash flow yields. We believe this strategy can allow for strong relative performance versus the Russell 2000 over a market cycle.

 

The portfolio return for the Fund for the fiscal year ended October 31, 2016 was 7.73% compared with the Russell 2000® Index which was up 4.11%. All references to the Fund’s performance relate to the performance of the Fund’s Institutional Class.

 

The top five stocks contributing to the Fund’s total return during the fiscal year ended October 31, 2016 were Patrick Industries, Meta Financial Group, Cardtronics, Fair Isaac, and Fleetmatics Group.

 

  Patrick Industries is a manufacturer of recreation vehicle components. Customer demand has been strong. The company has also benefited from strategic acquisitions.
     
  Meta Financial Group has been gaining market share in the growing prepaid card market.
     
  Cardtronics has been growing global market share in the non-bank site ATM market.
     
  Fair Isaac has been successful in expanding product offerings to the financial services market.
     
  Fleetmatics Group provides fleet management solutions to increase customer productivity and was acquired during the fiscal year.

 

PRA Group, Liberty Tax, Altisource Residential, Advisory Board, and Kennedy-Wilson had the largest adverse impact on the performance of the Fund over the fiscal year ended October 31, 2016.

 

  PRA Group encountered heavy regulatory burdens which added significant unexpected costs to the business.
     
  Liberty Tax, a large paid tax preparer, encountered limited new office growth which negatively impacted the business.
  Altisource Residential is transitioning to an operator of single family residential homes. The market has been concerned about the strength of the business model.
     
  Advisory Board encountered an unanticipated slowdown in customer demand.
     
  Kennedy-Wilson has a meaningful investment in the United Kingdom real estate market which was negatively impacted by the Brexit vote.

 

The Russell 2000® Index had a difficult start to the fiscal year, steadily declining into the early second fiscal quarter. This decline was driven by concerns about the general economy and anticipated interest rate increases by the Federal Reserve. As these concerns abated, the Russell 2000® had a mid-single digit return for the fiscal year.

 

The volatility was fueled by concerns about the Federal Reserve’s anticipated increase in the Fed Funds rate. Further, even with unprecedented easy money policies by the central banks around the world, economic growth remained slow in most of the world’s developed economies. We expect the interest rate environment to remain relatively benign. This backdrop, in combination with the modest economic growth we have been experiencing, should be a positive environment for small cap stocks. In addition, President-elect Trump’s expected fiscal and regulatory policies could potentially help the growth prospects of companies in the small cap market segment. We continue to find what we believe are attractive businesses at attractive valuations relative to their growth or free cash flow yield.

 

The Fund’s small cap strategy has been considerably more volatile because it invests in far fewer stocks than the 2000 in the index. We believe that this strategy can allow us to outperform the market over a full equity market cycle. However, this strategy will likely experience increased volatility over shorter periods of time as well. We continue to find securities for the Fund with what we view as attractive businesses with attractive valuations. Small cap securities also tend to have less investment coverage, which can create market inefficiencies. We believe that our performance versus the Russell 2000 should be rewarded by identifying and purchasing these stocks for the portfolio over a longer period.

 

Sincerely,

 

Michael T. Smith
Portfolio Manager


 

27

 
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, 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.

 

Cybersecurity Risk – Cybersecurity incidents may allow an unauthorized party to gain access to Fund assets, customer data (including private shareholder information), or proprietary information, or cause the Fund, the Adviser and/or its service providers (including, but not limited to, Fund accountants, custodians, sub-custodians, transfer agents and financial intermediaries) to suffer data breaches, data corruption or lose operational functionality.

 

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 or unsuccessful government actions, reduction of government or central bank support and political or financial instability. Lack of information may also affect the value of these securities. To the extent the Fund focuses its investments in a single country or only a few countries in a particular geographic region, economic, political, regulatory or other conditions affecting such country or region may have a greater impact on Fund performance relative to a more geographically diversified fund. 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.

 

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 the Fund’s performance likely will decrease as the Fund’s asset size increases, which could reduce the 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.

 

28

 
Alpine Small Cap 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 assets held by the Fund may be impossible or difficult to sell, particularly during times of market turmoil. These illiquid assets 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.

 

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.

 

29

 

 

Fixed Income Manager Reports

 

 

 

 

 

 

 

  Alpine Ultra Short Municipal Income Fund
   
  Alpine High Yield Managed Duration Municipal Fund

 

30

 
Alpine Ultra Short Municipal Income Fund

 

Comparative Annualized Returns as of 10/31/16 (Unaudited)  
    1 Year   3 Years   5 Years   10 Years   Since Inception(1)  
Alpine Ultra Short Municipal Income Fund — Institutional Class  0.64%  0.60%  0.62%  1.76%  2.14%  
Alpine Ultra Short Municipal Income Fund — Class A (With Load)  -0.20%  0.15%  0.27%  1.45%  1.64%  
Bloomberg Barclays Municipal Bond: 1 Year (1-2) Index  0.40%  0.62%  0.72%  1.89%  1.90%  
Lipper Short Municipal Debt Funds Average(2)  0.59%  0.70%  0.94%  1.67%  1.73%  
Lipper Short Municipal Debt Funds Ranking — Institutional Class(2)  49/108   59/95   63/83   25/49   10/35  
Gross Expense Ratio (Institutional Class): 0.68%(3)                 
Net Expense Ratio (Institutional Class): 0.45%(3)                 
Gross Expense Ratio (Class A): 0.93%(3)                 
Net Expense Ratio (Class A): 0.70%(3)                 

 

 
  (1) 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.
  (2) The since inception data represents the period beginning December 31, 2002.
  (3) As disclosed in the prospectus dated February 29, 2016 as supplemented April 4, 2016.

 

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 Municipal 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.

 

Bloomberg Barclays Municipal Bond: 1 Year (1-2) Index is a total return benchmark of BAA3 ratings or better designed to measure returns for tax exempt assets. Lipper Analytical Services, Inc. is an independent mutual fund research and rating service. 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. The highest rank is 1 and the lowest is based on the total number of funds ranked in the category. Lipper rankings for the periods shown are based on fund total returns with dividends and distributions reinvested and do not reflect sales charges. The Bloomberg Barclays Municipal Bond: 1 Year (1-2) 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 Municipal 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 (as amended). The Alpine Ultra Short Municipal Income Fund has a contractual expense waiver that continues through April 1, 2017. 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 Municipal 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.

 

31

 
Alpine Ultra Short Municipal Income Fund (Continued)

 

 

Portfolio Distributions* (Unaudited)

 

Top 10 Holdings* (Unaudited)   
1.  Mississippi Business Finance Corp., PSL-North America LLC Project, 3.22%, 11/01/2032 (Putable on 11/03/2016) 5.66%
2.  Indiana Finance Authority, Multifamily HSG Revenue, 1.03%, 10/26/2017 (Putable on 11/03/2016) 5.29%
3.  Chicago Board of Education, 1.28%, 12/01/2034 (Putable on 11/03/2016) 4.36%
4.  Phoenix Industrial Development Authority, Solid Waste Revenue, Republic Services, Inc. Project, 0.75%, 12/01/2035 (Putable on 11/01/2016) 3.69%
5.  Florida Development Finance Corp., Healthcare Facilities Revenue, UF Health-Jacksonville Project, 1.10%, 02/01/2029 (Putable on 11/03/2016) 2.44%
6.  New Jersey Economic Development Authority, Port Newark Container Terminal LLC Project, 0.80%, 07/01/2030 (Putable on 11/02/2016) 2.36%
7.  West Virginia Economic Development Authority, Appalachian Power Co., 0.91%, 02/01/2036 (Putable on 11/03/2016) 2.16%
8.  Plaquemines Port Harbor & Terminal District Revenue, International Marine Terminal Project, 0.85%, 03/15/2025 (Putable on 03/15/2017) 1.80%
9.  Hertford County Industrial Facilities & Pollution Control Financing Authority, Nucor Corp. Project, 0.90%, 11/01/2033 (Putable on 11/02/2016) 1.70%
10.  Delaware New County Castle Revenue, Airport Facility, FlightSafety International, Inc. Project., 0.63%, 06/01/2022 (Putable on 11/03/2016) 1.60%
 
* Portfolio holdings and sector distributions are as of 10/31/16 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%.
   
   

 


 

32

 
Alpine Ultra Short Municipal Income Fund (Continued)

 

 

Value of a $250,000 Investment (Unaudited)

 

 

This chart represents a comparison of a hypothetical $250,000 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 10/31/2016)

     
AAA   1.06%
AA   17.8%
A   32.1%
BBB   23.0%
Not Rated   26.4%

 

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.

 

33

 
Alpine High Yield Managed Duration Municipal Fund

 

Comparative Annualized Returns as of 10/31/16 (Unaudited)  
   1 Year   3 Years   Since
Inception(1)
 
Alpine High Yield Managed Duration Municipal Fund — Institutional Class  3.84%  4.92%  4.34%  
Alpine High Yield Managed Duration Municipal Fund — Class A (Without Load)  3.58%  4.68%  4.09%  
Alpine High Yield Managed Duration Municipal Fund — Class A (With Load)  1.03%  3.78%  3.31%  
S&P Municipal Bond Short Intermediate Index  1.86%  2.19%  2.00%  
Bloomberg Barclays Municipal Bond: High Yield (Non-Investment Grade) Index  8.61%  7.38%  4.08%  
Lipper High Yield Municipal Debt Funds Average(2)  6.60%  7.60%  4.50%  
Lipper High Yield Municipal Debt Funds Ranking(2)  153/159   130/131   67/125  
Gross Expense Ratio (Institutional Class): 1.02%(3)           
Net Expense Ratio (Institutional Class): 0.67%(3)           
Gross Expense Ratio (Class A): 1.27%(3)           
Net Expense Ratio (Class A): 0.92%(3)           

 

 
  (1) High Yield Managed Duration Municipal Fund commenced on May 31, 2013. Returns for indices are since May 31, 2013.
  (2) The since inception data represents the period beginning May 31, 2013.
  (3) As disclosed in the prospectus dated February 29, 2016 as supplemented April 4, 2016.

 

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 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 Bloomberg Barclays Municipal Bond: High Yield (non-Investment Grade) Index is the Municipal High Yield component of the Bloomberg Barclays Municipal Bond Index. The Bloomberg Barclays Municipal Bond Index is a rules-based, market-value-weighted index engineered for the long-term tax-exempt bond market. Lipper Analytical Services, Inc. is an independent mutual fund research and rating service. 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. The highest rank is 1 and the lowest is based on the total number of funds ranked in the category. Lipper rankings for the period shown are based on fund total returns with dividends and distributions reinvested and do not reflect sales charges. The Bloomberg Barclays Municipal Bond: High Yield (non-Investment Grade) Index and the Lipper High Yield 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 High Yield Municipal Debt Funds Average reflects fees charged by the underlying funds. The performance for the Alpine High Yield Managed Duration Municipal 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 (as amended). The Alpine High Yield Managed Duration Municipal Fund has a contractual expense waiver that continues through April 1, 2017. 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.

 

34

 
Alpine High Yield Managed Duration Municipal Fund (Continued)

 

 

Portfolio Distributions* (Unaudited)

 

Top 10 Holdings* (unaudited)

1.   Delaware New County Castle Revenue, Airport Facility, FlightSafety International, Inc. Project., 0.63%, 06/01/2022 (Putable on 11/03/2016) 2.80%  
2.   Mississippi Business Finance Corp., PSL-North America LLC Project, 3.22%, 11/01/2032 (Putable on 11/03/2016) 2.65%  
3.   Walker County, Tax Anticipation Notes General Obligation, 4.25%, 12/30/2016 2.64%  
4.   Minnesota Housing Finance Agency, Residential Housing, 0.65%, 07/01/2038 (Putable on 11/03/2016) 2.25%  
5.   Commonwealth of Puerto Rico, 5.50%, 07/01/2020 1.90%  
6.   Sevier County Public Building Authority, Local Government Public Improvement, 2.68%, 06/01/2026 (Putable on 11/03/2016) 1.70%  
7.   New York City Municipal Water Finance Authority, Water and Sewer System, 0.73%, 06/15/2032 (Putable on 11/01/2016) 1.64%  
8.   Allegheny County Industrial Development Authority, Environmental Improvement Revenue, United States Steel Corp., 5.50%, 11/01/2016 1.53%  
9.   Jefferson County Ltd. Obligation School Warrants, 4.75%, 01/01/2025 1.52%  
10.   Palomar Pomerado Health Care, 1.73%, 11/01/2036 (Putable on 11/02/2016) 1.43%  
 
* Portfolio Distributions percentages are based on total net investments. Top 10 Holdings do not include short-term investments and percentages are based on total net assets. Portfolio holdings sector distributions are as of 10/31/16 and are subject to change. Portfolio holdings are not recommendations to buy or sell any securities.
   


 

Value of a $250,000 Investment (Unaudited)

 

 

 

This chart represents a comparison of a hypothetical $250,000 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.

 

35

 
Alpine High Yield Managed Duration Municipal Fund (Continued)

 

Credit Quality Allocation (As of 10/31/2016)

   
AAA 0.3%
AA 20.3%
A 12.1%
BBB 15.3%
BB 13.7%
B 7.3%
Not Rated 31.0%

 

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.

 

36

 
Alpine Ultra Short Municipal Income Fund /
Alpine High Yield Managed Duration Municipal Fund

 

Commentary

 

Dear Shareholders:

 

During the fiscal year ended October 31, 2016, fixed income markets continued to experience significant interest rate volatility. On November 2, 2015, the yield on the 10-year Treasury bond was 2.17%, and with volatility throughout the fiscal year, ended the period down 34 basis points at 1.83% as of October 31, 2016. Market participants were surprised with a significant rally in the Treasury and Municipal markets during January and the first half of February 2016, despite the Federal Reserve (the Fed) raising the Fed Funds rate by 25 basis points in December 2015. The rally was primarily driven by notable market demand outstripping the supply of available bonds in both markets. During the fiscal year, 10-year Treasury bond yields fell to a low of 1.36% on July 8, 2016 after a strong five-week Treasury bond rally forced yields down 49 basis points. The yield decline primarily resulted from investors taking cues from Fed Chair Janet Yellen leading market participants to believe additional Fed Funds rate hikes were further away than expected. Additionally, investor fears of slowing global economic growth and its potential negative impact on the United States’ economy further drew investors into the Treasury market.

 

At the September 21, 2016 Fed meeting, the board left interest rates unchanged, but for the first time since 2014, three officials dissented in favor of increasing. As of October 31, 2016, the market implied probability of a Fed rate hike at the December meeting jumped to 71.4% from 59.3% the month prior according to Fed Funds Futures as the likelihood of an interest rate increase before the end of 2016 becomes more apparent.

 

The Municipal yield curve continued to flatten throughout the fiscal year. Ten-year Municipal bond yields moved with their Treasury counterpart, as the BVAL Muni Benchmark 10-Year Index decreased 34 basis points from 2.09% on November 2, 2015 to 1.75% by October 31, 2016, and prices increased commensurately. Over the period, starkly juxtaposed to the interest rate movements for bonds with longer maturities, the BVAL Muni Benchmark 1T Index and BVAL Muni Benchmark 6M Index saw their yields increase. The 1 year benchmark increased 50 basis points from 0.26% on November 2, 2015 to 0.76% on October 31, 2016, and the 6 month benchmark increased 60 basis points from 0.11% on November 2, 2015 to 0.71% on October 31, 2016. The Municipal market selloff for bonds with shorter maturities was primarily driven by outflows at municipal money market funds due to money market fund reform and by strong issuance of tax-exempt securities over the period.

Long term municipal bond issuance for the first ten months of calendar year 2016 increased 12.0% to $392.7 billion compared with volume of $350.7 billion during the same period during 2015. The increase in issuance was driven primarily by new issue activity versus refunding issuance, which each increased 20.9% and 6.9%, respectively, according to the latest Securities Industry and Financial Markets Association (SIFMA) U.S. Municipal issuance statistics.

 

ALPINE ULTRA SHORT MUNICIPAL INCOME FUND

 

Performance Review

 

Alpine Ultra Short Municipal Income Fund Institutional Class total return was 0.64%, which exceeded the Bloomberg Barclay’s Municipal Bond: 1 Year (1-2) Index (the “Benchmark”) return of 0.40% for the fiscal year ended October 31, 2016. All references in this letter to the Fund’s performance relate to the performance of the Fund’s Institutional Class.

 

Performance Highlights

 

The effective average maturity of the portfolio at fiscal year-end was 65 days, which stayed relatively unchanged from the average maturity of 63 days at the end of the previous fiscal year. Given market volatility for short maturity municipal bonds, this low average maturity compared to the Benchmark’s 1.4 years allowed the Fund to maintain a relatively stable net asset value (NAV). In addition, we were able to shift the strategy’s asset mix, adding to its exposure in municipal variable rate demand obligations (VRDO), from 46.9% at the beginning of the period to 55.5% to end the period, in order to take advantage of more attractive yields in the municipal market and prepare the Fund for increased market volatility headed into the end of 2016.

 

The majority of Fund performance can be attributed to solid A-rated securities in the portfolio followed by the Fund’s holdings in BBB-rated securities. As credit spreads tightened through much of the first half of the fiscal year, the value added by a lower investment grade securities, was significantly diminished. The second half of the fiscal year was a reversal of this tightening, as the yield curve flattened and higher grade securities became less attractive relative to previous fiscal year end when compared to lower investment grade securities. Despite credit spreads widening out over the second half of the fiscal year, we do not expect to reverse our objective of increasing the credit quality of the Fund. It is our view that credit spreads still have room to widen, and that as


 

37

 
Alpine Ultra Short Municipal Income Fund /
Alpine High Yield Managed Duration Municipal Fund

 

municipal yields increase, higher grade securities would be better suited to our performance objectives.

 

Over the year, the municipal bonds with shorter maturities saw the highest levels of volatility since 2010. Much of this volatility was, in our opinion, due to the structural changes that took place as a result of money market fund reform. Money market funds lost almost half of their assets over the period due to withdrawals. Regulation that forced money market funds to move to a floating NAV and, in certain circumstances, impose gates and fees on withdrawals caused assets to leave and, as a result, yields of short maturity municipal bonds increased. As the yield on the BVAL Muni Benchmark 6M Index increased from 0.11% on October 30, 2015 to 0.71% on October 31, 2016, there was very little movement in the Fund’s NAV during the same period. A major contributor to the stability of the Fund over the quarter was the holdings of variable rate demand notes, which comprised 55.5% of the portfolio as these trade at par and do not fluctuate in value.

 

While we continue to invest in three- to twelve-month put bonds and municipal note deals, we have lowered our exposure to these securities by 7.5% over the fiscal year as we have increased our VRDO positions. The largest holdings in these types of securities continue to be from Republic Services and Waste Management. Both issuers offer attractive yields and have been of improving credit quality over the past few years.

 

As of fiscal year end, our holdings of obligations issued by the Commonwealth of Puerto Rico represent less than 1% of the Fund, and all of our exposure benefits from insurance from either Assured Guaranty or National Public Financial Guarantee Corporation. Both of the monoline insurers are of high quality that fall in the Standard and Poor’s ‘AA’ ratings category and are well capitalized for our maturity profile of 2017 or less. Given the attractiveness in yields of these names and the relative low volatility, the Fund may choose to maintain or increase exposure to these positions as they mature.

 

Conclusion

 

A developing Fed policy and the uncertainty surrounding a new Trump administration, coupled with structural changes due to money market fund reform, in our opinion, continue to make the markets a volatile place on the short end of the Municipal bond yield curve. For this reason, we remain cautious in our investment approach going forward. In addition to maintaining a high level of liquidity, we intend to stay underweight duration as compared to the benchmark and continue to increase the credit quality of the portfolio. Furthermore, with credit

concerns in Illinois, New Jersey and Pennsylvania, we continue to monitor the markets closely and invest in ways that seek to minimize the impact to NAV while at the same time endeavoring to provide our investors with a high level of tax-exempt income.

 

Alpine High Yield Managed Duration Municipal Fund

 

Performance Review

 

Alpine High Yield Managed Duration Municipal had a total return of 3.84% for the fiscal year ended October 31, 2016. For the same period, the Fund outperformed the S&P Municipal Bond Short-Intermediate Index, which returned 1.86%, but underperformed the Bloomberg Barclay’s Municipal Bond: High Yield (non-investment grade) Index, which returned 8.61%. All references in this letter to the Fund’s performance relate to the performance for the Fund’s Institutional Class.

 

Performance Highlights

 

During the fiscal year, the Fund’s weighted average maturity slightly increased from 4.65 years to 4.75 years and our effective duration increased from 2.27 years to 2.96 years. Both our duration and average weighted maturity are significantly shorter than the Bloomberg Barclay’s High Yield Municipal Index. We maintained our barbell strategy this fiscal year and currently expect to maintain this Fund structure in the subsequent year. We believe this strategy should allow Alpine to deliver an attractive income stream while helping to minimize duration risk in this currently volatile market.

 

Positive contributors to total return this fiscal year included the education, general obligation, and health care sectors, specifically continuing care retirement communities (CCRCs) and senior living bonds within the health care category. We continued to look for CCRC securities that had call provisions that allow us to receive some or all of our principal back prior to maturity. The Fund’s exposure to the natural gas sector also had a positive impact on Fund performance. Tobacco bonds also continued to enhance performance during the period. During 2016, these bonds have been one of the most attractive areas of the high yield sector because investors are attracted to both their high level of liquidity and relatively high yield. Despite strong performance, we have been cautious when adding to our existing position, since historically the sector has a tendency to be volatile and has become more expensive throughout this year.

 

Less significant contributors to total return this year included obligations from the utility sector, specifically the energy industry, as well as the corporate backed


 

38

 
Alpine Ultra Short Municipal Income Fund /
Alpine High Yield Managed Duration Municipal Fund

 

municipal bonds sector. The corporate backed securities carry the same tax exempt qualities as state and local backed bonds but are guaranteed by the corporation issuing the bonds. During the latter part of the fiscal year, we reduced our exposure to the energy industry in order to invest in more favorable sectors, including the CCRC/senior living and the general obligation sectors.

 

Our exposure to bonds from the Commonwealth of Puerto Rico increased during the year to 5.9% of the portfolio as of October 31, 2016 from 4.6% on November 1, 2015. We continue to find value in some Standard and Poor’s ‘AA’ rated securities enhanced by bond insurance from financially healthy bond insurers. Importantly, all of the Fund’s current holdings from this territory are fully insured by Assured Guaranty or National Public Financial Guarantee Corporation, both of which have very strong financial claims paying reserves in our opinion. Additionally, all Puerto Rico bonds owned by the Fund were paid on time and in full by the respective aforementioned bond insurers during the year. This is important, since beginning on July 1, 2016, Puerto Rico began defaulting on its constitutionally guaranteed debt as well as several other revenue streams. The Fund’s positions are inside of five years and we are confident both abovementioned bond insurers can continue to pay bondholders in full and on time until Puerto Rico’s debt is restructured inside or outside of the courts.

 

Conclusion

 

Subsequent to the end of the Fund’s fiscal year, the results of the U.S. presidential election were unexpected by most investors. In response, fixed income markets sold off considerably in the seven business days following the election on concerns of higher inflation as a result of stronger than expected fiscal stimulus from a Trump administration as well as other concerns that the new administration may implement. Over this period,

municipal high grade yields have increased 49 basis points to 2.22% at the 10-year spot on the BVAL Muni AAA Benchmark Yield Curve versus a 55 basis point increase to 3.47% at the 10-year spot on the U.S. Revenue BBB BVAL Yield Curve. It is not clear whether the recent rate increases will remain elevated at these levels since these rate adjustments have occurred prior to any significant expenditure details or specific revisions to existing federal programs.

 

The new Trump administration combined with strong market sentiment that expects a Fed Funds increase in December 2016 of 25 basis points leads management to believe that the market will remain volatile across the Municipal bond yield curve. For this reason, we remain cautious in our investment approach during the next few months. We expect to maintain a relatively healthy level of liquidity and anticipate staying underweight duration as compared to the benchmark, while continuing to increase the credit quality of the portfolio. We believe credit selection will be a key component to providing alpha to investors.

 

We have continued credit concerns in pockets of the municipal market, including budgetary stress and large unfunded pension obligation issues for the State of Illinois, City of Chicago and Commonwealth of Puerto Rico. Management is closely monitoring the developments in these areas as well as specifics from the new Trump administration and in the capital markets in general. Management will continue to invest with a focus on providing investors with a high level of tax exempt income while striving to protect NAV volatility.

 

Sincerely,

 

Jonathan Mondillo

Mark Taylor

Portfolio Managers


 

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 Alpine Ultra Short Municipal 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.

 

39

 
Alpine Ultra Short Municipal Income Fund /
Alpine High Yield Managed Duration Municipal Fund

 

Cybersecurity Risk – Cybersecurity incidents may allow an unauthorized party to gain access to Fund assets, customer data (including private shareholder information), or proprietary information, or cause the Fund, the Adviser and/or its service providers (including, but not limited to, Fund accountants, custodians, sub-custodians, transfer agents and financial intermediaries) to suffer data breaches, data corruption or lose operational functionality.

 

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 assets held by the Fund may be impossible or difficult to sell, particularly during times of market turmoil. These illiquid assets 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.

 

Operational Risk – Your ability to transact with the Fund or the valuation of your investment may be negatively impacted because of the operational risks arising from factors such as processing errors and human errors, inadequate or failed internal or external processes, failures in systems and technology, changes in personnel, and errors caused by third party service providers or trading counterparties. It is not possible to identify all of the operational risks that may affect the Fund or to develop processes and controls that completely eliminate or mitigate the occurrence of such failures. The Fund and its shareholders could be negatively impacted as a result.

 

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

 

40

 
Alpine Ultra Short Municipal Income Fund /
Alpine High Yield Managed Duration Municipal Fund

 

Redemption Risk – The Fund may experience heavy redemptions that could cause the Fund to liquidate its assets at inopportune times or at a loss or depressed value, which could cause the value of your investment to decline.

 

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 (“VRDOs”) 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. In addition, the interest rates on variable rate demand obligations are short-term and may, for example, be reset daily, weekly or monthly. During periods of declining interest rates, the Fund’s yield on a VRDO will decrease and its shareholders will forego the opportunity for capital appreciation. During periods of rising interest rates, however, the Fund’s yield on a VRDO will increase and the Fund’s shareholders will have a reduced risk of capital depreciation.

 

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. The Fund may also have to sell assets at inopportune times to satisfy its obligations. The use of leverage is considered to be a speculative investment practice and may result in the loss of a substantial amount, and possibly all, of the Fund’s assets.

 

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.

 

Cybersecurity Risk – Cybersecurity incidents may allow an unauthorized party to gain access to Fund assets, customer data (including private shareholder information), or proprietary information, or cause the Fund, the Adviser and/or its service providers (including, but not limited to, Fund accountants, custodians, sub-custodians, transfer agents and financial intermediaries) to suffer data breaches, data corruption or lose operational functionality.

 

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.

 

41

 
Alpine Ultra Short Municipal Income Fund /
Alpine High Yield Managed Duration Municipal Fund

 

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 assets held by the Fund may be impossible or difficult to sell, particularly during times of market turmoil. These illiquid assets 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 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

 

42

 
Alpine Ultra Short Municipal Income Fund /
Alpine High Yield Managed Duration Municipal Fund

 

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.

 

Redemption Risk – The Fund may experience heavy redemptions that could cause the Fund to liquidate its assets at inopportune times or at a loss or depressed value, which could cause the value of your investment to decline.

 

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.

 

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.

 

43

 

Alpine Dynamic Dividend Fund

 

Schedule of Portfolio Investments
October 31, 2016

 

Shares   Security
Description
  Value 
      
Common Stocks—96.9%     
Aerospace & Defense—2.3%     
       31,000   B/E Aerospace, Inc.  $    1,845,120 
 11,500   Orbital ATK, Inc.   855,140 
 6,100   Raytheon Co.   833,321 
         3,533,581 
Air Freight & Logistics—1.2%     
 10,500   FedEx Corp.   1,830,360 
Airlines—1.5%     
 41,600   Delta Air Lines, Inc.   1,737,632 
 22,000   Japan Airlines Co., Ltd.   649,490 
         2,387,122 
Auto Components—1.0%     
 11,500   Delphi Automotive PLC   748,305 
 201,000   GKN PLC   785,309 
         1,533,614 
Banks—8.6%     
 285,765   Banco Bilbao Vizcaya Argentaria SA   2,063,510 
 107,000   Bank of America Corp.   1,765,500 
 27,000   Citigroup, Inc.   1,327,050 
 70,000   Citizens Financial Group, Inc.   1,843,800 
 35,000   Hana Financial Group, Inc.   1,003,277 
 174,000   Mitsubishi UFJ Financial Group, Inc.   903,599 
 162,500   Regions Financial Corp.   1,740,375 
 17,700   The PNC Financial Services Group, Inc.   1,692,120 
 23,400   Wells Fargo & Co.   1,076,634 
         13,415,865 
Beverages—0.7%     
 9,200   Anheuser-Busch InBev NV-SP ADR   1,062,508 
Biotechnology—0.7%     
 6,300   Shire PLC-ADR   1,062,432 
Capital Markets—3.2%     
 49,000   Azimut Holding SpA   786,406 
 15,000   Evercore Partners, Inc.-Class A   806,250 
 23,500   Federated Investors, Inc.-Class B   634,500 
 115,000   Mediobanca SpA   842,661 
 54,500   OM Asset Management PLC   766,815 
 43,000   The Blackstone Group LP   1,076,290 
         4,912,922 
Chemicals—1.6%     
 69,000   Clariant AG   1,142,853 
 18,500   Symrise AG   1,269,477 
         2,412,330 
Commercial Services & Supplies-0.8%     
 31,500   ISS A/S   1,238,466 
Communications Equipment—2.1%     
 29,000   Cisco Systems, Inc.    889,720 
 18,900   Harris Corp.   1,686,069 
 145,000   Nokia OYJ   647,519 
         3,223,308 
Construction & Engineering—3.0%     
 47,375   Bouygues SA   1,544,836 
  932,500     China Railway Construction Corp., Ltd.-Class H       1,168,698  
 103,663   Ferrovial SA   2,017,036 
         4,730,570 
Consumer Finance—1.2%     
 16,000   Discover Financial Services   901,280 
 34,000   Synchrony Financial   972,060 
         1,873,340 
Shares   Security
Description
  Value 
      
Common Stocks—continued     
Diversified Telecommunication Services—0.7%            
     222,500   Bharti Infratel, Ltd.  $    1,155,368 
Electric Utilities—1.4%     
 17,000   NextEra Energy, Inc.   2,176,000 
Electronic Equipment, Instruments & Components—1.1%     
 27,000   TE Connectivity, Ltd.   1,697,490 
Energy Equipment & Services—0.3%     
 5,500   Schlumberger, Ltd.   430,265 
Equity Real Estate Investment—5.3%     
 18,000   American Tower Corp.   2,109,420 
 16,000   CyrusOne, Inc.   713,760 
 1,700   LaSalle Logiport REIT   1,804,234 
 646,000   Prologis Property Mexico SA de CV   1,086,863 
 38,000   The Geo Group, Inc.   910,480 
 113,000   Westfield Corp.   765,036 
 26,000   Weyerhaeuser Co.   778,180 
         8,167,973 
Food & Staples Retailing—2.8%     
 27,500   CVS Health Corp.   2,312,750 
 27,900   Seven & i Holdings Co., Ltd.   1,166,069 
 25,500   The Kroger Co.   789,990 
         4,268,809 
Food Products—4.7%     
 76,000   BRF SA-ADR   1,270,720 
 36,000   Mondelez International, Inc.-Class A   1,617,840 
 23,500   Nestle SA   1,703,931 
 70,500   Nomad Foods, Ltd. (a)   866,445 
 20,500   The Kraft Heinz Co.   1,823,475 
         7,282,411 
Gas Utilities—0.4%     
  126,727     Infraestructura Energetica Nova SAB de CV     559,849  
Health Care Equipment & Supplies—1.9%     
 20,500   Medtronic PLC   1,681,410 
 12,600   Zimmer Biomet Holdings, Inc.   1,328,040 
         3,009,450 
Health Care Providers & Services—2.7%     
 13,100   HCA Holdings, Inc. (a)   1,002,543 
 9,191   McKesson Corp.   1,168,819 
 7,000   UnitedHealth Group, Inc.   989,310 
  8,800     Universal Health Services, Inc.-Class B     1,062,248  
         4,222,920 
Hotels, Restaurants & Leisure—0.9%     
 36,000   Aramark   1,340,280 
Household Durables—2.9%     
 31,000   Lennar Corp.-Class A   1,292,390 
 36,000   Newell Brands, Inc.   1,728,720 
 9,600   Whirlpool Corp.   1,438,272 
         4,459,382 
Household Products—1.3%     
 74,000   Svenska Cellulosa AB SCA-B Shares   2,096,577 
Independent Power and Renewables—2.3%     
 45,619   Atlantica Yield PLC   820,230 
 105,500   NRG Yield, Inc.-Class A   1,554,015 
 51,000   Pattern Energy Group, Inc.   1,139,850 
         3,514,095 


 

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

44

 

Alpine Dynamic Dividend Fund

 

Schedule of Portfolio Investments—Continued
October 31, 2016

 

Shares   Security
Description
  Value 
      
Common Stocks—continued     
Insurance—0.9%     
         8,700   Allianz SE  $    1,356,161 
Internet Software & Services-0.6%     
 1,200   Alphabet, Inc.-Class C (a)   941,448 
IT Services—0.5%     
 34,000   CSRA, Inc.   853,060 
Life Sciences Tools & Services—1.0%     
 11,000   Thermo Fisher Scientific, Inc.   1,617,330 
Machinery—1.6%     
 894,950   CRRC Corp., Ltd.-Class H   812,379 
 10,500   Snap-on, Inc.   1,618,050 
         2,430,429 
Media—1.9%     
 19,500   Comcast Corp.-Class A   1,205,490 
 265,193   NOS SGPS SA   1,761,832 
 1   UBM PLC   9 
         2,967,331 
Metals & Mining—0.5%     
 40,000   Nippon Steel & Sumitomo     
     Metal Corp.   792,791 
Mortgage Real Estate Investment—0.6%     
 52,000   Colony Capital, Inc.-Class A   988,520 
Multi-Utilities—2.6%     
 54,500   CMS Energy Corp.   2,297,175 
 76,500   Veolia Environnement SA   1,669,480 
         3,966,655 
Multiline Retail—0.8%     
 17,500   Dollar General Corp.   1,209,075 
Oil, Gas & Consumable Fuels—7.0%     
 20,654   Anadarko Petroleum Corp.   1,227,674 
 46,000   BP PLC-SP ADR   1,635,300 
 12,000   Chevron Corp.   1,257,000 
 34,000   Enbridge, Inc.   1,467,780 
 9,500   EOG Resources, Inc.   858,990 
 75,500   Kinder Morgan, Inc.   1,542,465 
 26,500   Marathon Petroleum Corp.   1,155,135 
 29,000   SemGroup Corp.-Class A   935,250 
 8,500   Tesoro Corp.   722,245 
         10,801,839 
Paper & Forest Products—1.7%     
 137,000   Stora Enso OYJ-R Shares   1,295,625 
 61,000   UPM-Kymmene OYJ   1,419,611 
         2,715,236 
Personal Products—0.7%     
 26,000   Unilever NV   1,089,715 
Pharmaceuticals—3.5%     
 40,000   AstraZeneca PLC-SP ADR   1,132,800 
 21,300   Novartis AG-SP ADR   1,512,726 
 15,500   Novo Nordisk A/S-SP ADR   550,870 
 33,000   Pfizer, Inc.   1,046,430 
  28,800     Teva Pharmaceutical Industries, Ltd.-SP ADR     1,230,912  
         5,473,738 
Real Estate Management & Development—1.0%     
 65,000   Mitsui Fudosan Co., Ltd.   1,481,668 
Shares   Security
Description
  Value 
      
Common Stocks—continued     
Road & Rail—2.3%     
 10,700   Canadian Pacific Railway, Ltd.  $1,529,672 
 1,003,935   Cosan Logistica SA (a)   1,550,564 
  215,000     Rumo Logistica Operadora Multimodal SA (a)     480,921  
         3,561,157 
Semiconductors & Semiconductor Equipment—3.8%     
 48,500   Applied Materials, Inc.   1,410,380 
 10,700   Broadcom, Ltd.   1,821,996 
 43,500   Intel Corp.   1,516,845 
 32,000   SK Hynix, Inc.   1,146,602 
         5,895,823 
Software—0.9%     
 9,919   Dell Technologies, Inc.— VMware, Inc.-Class V (a)   486,924 
 16,000   Microsoft Corp.   958,720 
         1,445,644 
Specialty Retail—3.5%     
 16,100   Dick’s Sporting Goods, Inc.   895,965 
 18,000   Foot Locker, Inc.   1,201,860 
 15,800   The Home Depot, Inc.   1,927,758 
 19,100   TJX Cos., Inc.   1,408,625 
         5,434,208 
Technology, Hardware, Storage & Peripherals—3.3%     
 25,000   Apple, Inc.   2,838,500 
 525   Samsung Electronics Co., Ltd.   751,999 
 26,500   Western Digital Corp.   1,548,660 
         5,139,159 
Textiles, Apparel & Luxury Goods—0.5%     
 9,000   Carter’s, Inc.   777,060 
Wireless Telecommunication Services—1.1%     
 627,500   Vodafone Group PLC   1,726,600 
     Total Common Stocks
(Cost $141,014,778)
   150,261,934 
Exchange-Traded Funds—1.0%     
 26,000   SPDR S&P Biotech Fund   1,459,900 
     Total Exchange-Traded Funds
(Cost $1,601,605)
   1,459,900 
Rights—0.0% (b)     
Construction & Engineering—0.0% (b)     
 103,663   Ferrovial SA Expiration: November 18, 2016   44,381 
     Total Rights
(Cost $46,459)
   44,381 
           
Principal          
Amount          
Short-Term Investments—2.5%     
$3,918,000   State Street Eurodollar Time Deposit, 0.01%   3,918,000 
     Total Short-Term Investments
(Cost $3,918,000)
   3,918,000 
Total Investments
(Cost $146,580,842) (c)—100.4%
   155,684,215 
Liabilities in Excess of Other Assets—(0.4)%   (619,944)
TOTAL NET ASSETS 100.0%  $155,064,271 


 

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

 

45

 

Alpine Dynamic Dividend Fund

 

Schedule of Portfolio Investments—Continued
October 31, 2016

 

 

Percentages are stated as a percent of net assets.

(a) Non-income producing security.
(b) Amount is less than 0.05%.
(c) See Note 7 for the cost of investments for federal tax purposes.

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.

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

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

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.

SAB de CV-Sociedad Anonima Bursátil de Capital Variable is the Spanish equivalent to Variable Capital Company.

SCA—Societe en Commandite par actions is the French equivalent of a limited partnership.

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.

SP ADR—Sponsored American Depositary Receipt

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

 

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

46

 

Alpine Rising Dividend Fund

 

Schedule of Portfolio Investments
October 31, 2016

 

Shares   Security
Description
  Value 
      
Common Stocks—95.6%     
Aerospace & Defense—2.7%     
       15,000   Hexcel Corp.  $       682,350 
 12,000   Raytheon Co.   1,639,320 
         2,321,670 
Air Freight & Logistics—1.6%     
 8,000   FedEx Corp.   1,394,560 
Auto Components—0.9%     
 19,500   Magna International, Inc.   800,475 
Banks—7.0%     
 61,000   Bank of America Corp.   1,006,500 
 13,000   Citigroup, Inc.   638,950 
 50,000   Citizens Financial Group, Inc.   1,317,000 
 21,000   JPMorgan Chase & Co.   1,454,460 
 7,000   Signature Bank (a)   843,920 
 7,500   The PNC Financial Services Group, Inc.   717,000 
         5,977,830 
Beverages—1.3%     
 10,000   PepsiCo, Inc.   1,072,000 
Biotechnology—3.0%     
 10,000   Amgen, Inc.   1,411,600 
 16,000   Gilead Sciences, Inc.   1,178,080 
         2,589,680 
Capital Markets—3.5%     
 7,000   CME Group, Inc.   700,700 
 30,000   KKR & Co. LP   425,700 
 30,000   Legg Mason, Inc.   861,600 
 25,000   NorthStar Asset Management Group, Inc.   342,500 
 15,000   Oaktree Capital Group LLC   624,000 
         2,954,500 
Chemicals—1.0%     
 6,500   Air Products & Chemicals, Inc.   867,230 
Commercial Services & Supplies—1.2%     
 17,000   Deluxe Corp.   1,040,400 
Communications Equipment—1.2%     
 39,000   Juniper Networks, Inc.   1,027,260 
Consumer Finance—1.8%     
 12,000   Discover Financial Services   675,960 
 30,000   Synchrony Financial   857,700 
         1,533,660 
Diversified Telecommunication Services—2.9%     
 32,000   AT&T, Inc.   1,177,280 
 27,000   Verizon Communications, Inc.   1,298,700 
         2,475,980 
Electric Utilities—1.6%     
 5,500   NextEra Energy, Inc.   704,000 
 9,000   Pinnacle West Capital Corp.   685,170 
         1,389,170 
Electronic Equipment, Instruments & Components—1.4%     
 19,000   TE Connectivity, Ltd.   1,194,530 
Energy Equipment & Services—1.1%     
 12,000   Schlumberger, Ltd.   938,760 
Equity Real Estate Investment—1.7%     
 3,000   Boston Properties, Inc.   361,440 
 16,000   Colony Starwood Homes   464,160 
 3,500   Simon Property Group, Inc.   650,860 
         1,476,460 
Shares   Security
Description
  Value 
      
Common Stocks—continued     
Food & Staples Retailing—5.9%     
         7,500   Casey’s General Stores, Inc.  $       847,425 
 20,000   CVS Health Corp.   1,682,000 
 50,000   Safeway, Inc. (a)(b)   23,933 
 35,000   The Kroger Co.   1,084,300 
 17,000   Walgreens Boots Alliance, Inc.   1,406,410 
         5,044,068 
Food Products—2.0%     
 25,000   ConAgra Foods, Inc.   1,204,500 
 10,000   Pinnacle Foods, Inc.   514,200 
         1,718,700 
Health Care Equipment & Supplies—4.0%     
 28,000   Abbott Laboratories   1,098,720 
 6,000   Becton, Dickinson & Co.   1,007,460 
 12,000   Zimmer Biomet Holdings, Inc.   1,264,800 
         3,370,980 
Health Care Providers & Services—1.0%     
 8,000   Aetna, Inc.   858,800 
Hotels, Restaurants & Leisure—2.1%     
 72,000   ClubCorp Holdings, Inc.   831,600 
 43,000   Hilton Worldwide Holdings, Inc.   971,800 
         1,803,400 
Household Durables—0.8%     
 9,000   Harman International Industries, Inc.   717,390 
Household Products—1.1%     
 10,500   The Procter & Gamble Co.   911,400 
Insurance—2.9%     
 21,000   MetLife, Inc.   986,160 
 34,000   The Hartford Financial Services Group, Inc.   1,499,740 
         2,485,900 
Internet Software & Services—2.3%     
 1,250   Alphabet, Inc.-Class A (a)   1,012,375 
 1,250   Alphabet, Inc.-Class C (a)   980,675 
         1,993,050 
IT Services—1.4%     
 48,000   CSRA, Inc.   1,204,320 
Machinery—2.3%     
 15,000   Ingersoll-Rand PLC   1,009,350 
 6,000   Snap-on, Inc.   924,600 
         1,933,950 
Media—3.9%     
 22,000   CBS Corp.-Class B   1,245,640 
 18,000   Cinemark Holdings, Inc.   716,400 
 22,300   Comcast Corp.-Class A   1,378,586 
         3,340,626 
Mortgage Real Estate Investment—0.6%     
 25,000   Colony Capital, Inc.-Class A   475,250 
Multi-Utilities—1.1%     
 11,000   CMS Energy Corp.   463,650 
 8,000   WEC Energy Group, Inc.   477,760 
         941,410 


 

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

47

 

Alpine Rising Dividend Fund

 

Schedule of Portfolio Investments—Continued
October 31, 2016

 

Shares   Security
Description
  Value 
      
Common Stocks—continued     
Oil, Gas & Consumable Fuels—6.7%     
       35,000   BP PLC-SP ADR  $     1,244,250 
 16,000   ConocoPhillips   695,200 
 12,000   Enbridge, Inc.   518,040 
 14,500   Exxon Mobil Corp.   1,208,140 
 23,000   Marathon Petroleum Corp.   1,002,570 
 14,000   Occidental Petroleum Corp.   1,020,740 
         5,688,940 
Pharmaceuticals—5.4%     
 5,000   Allergan PLC (a)   1,044,700 
 14,500   Johnson & Johnson   1,681,855 
 60,000   Pfizer, Inc.   1,902,600 
         4,629,155 
Road & Rail—2.1%    
 2,300   AMERCO   741,497 
 35,000   CSX Corp.   1,067,850 
         1,809,347 
Semiconductors & Semiconductor Equipment—5.7%     
 31,000   Applied Materials, Inc.   901,480 
 7,500   Broadcom, Ltd.   1,277,100 
 38,000   Intel Corp.   1,325,060 
 20,000   QUALCOMM, Inc.   1,374,400 
         4,878,040 
Software—4.0%    
 26,000   Microsoft Corp.   1,557,920 
 34,000   Oracle Corp.   1,306,280 
 22,000   Symantec Corp.   550,660 
         3,414,860 
Shares   Security
Description
  Value 
      
Common Stocks—continued     
Specialty Retail—2.9%     
 32,000   GameStop Corp.-Class A  $       769,600 
 13,000   Lowe’s Cos., Inc.   866,450 
 11,500   TJX Cos., Inc.   848,125 
         2,484,175 
Technology, Hardware, Storage & Peripherals—2.7%      
 20,000   Apple, Inc.   2,270,800 
Thrifts & Mortgage Finance—0.8%     
 37,000   EverBank Financial Corp.   714,470 
     Total Common Stocks
(Cost $70,656,964)
   81,743,196 
Exchange-Traded Funds—1.1%     
 20,000   Technology Select Sector SPDR Fund   948,400 
        Total Exchange-Traded Funds
(Cost $946,304)
    948,400  
           
Principal
Amount
         
Short-Term Investments—3.1%     
$2,681,000   State Street Eurodollar Time Deposit, 0.01%   2,681,000 
        Total Short-Term Investments
(Cost $2,681,000)
    2,681,000  
Total Investments
(Cost $74,284,268) (c)—99.8%
   85,372,596 
Other Assets in Excess of Liabilities-0.2%   168,641 
TOTAL NET ASSETS 100.0%  $85,541,237 


 

 

Percentages are stated as a percent of net assets.

 

(a) Non-income producing security.

 

(b) Security fair valued in accordance with procedures approved by the Board of Trustees. These securities comprised less than 0.05% of the Fund’s net assets.

 

(c) See Note 7 for the cost of investments for federal tax purposes.

 

PLC—Public Limited Company

 

SP ADR—Sponsored American Depositary Receipt

 

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

48

 

Alpine Financial Services Fund

 

Schedule of Portfolio Investments
October 31, 2016

 

Shares   Security
Description
  Value 
         
Common Stocks—97.9%    
Banks—45.2%    
         2,500   1st Constitution Bancorp  $         33,750 
 18,000   Bank of America Corp.   297,000 
 10,000   Bank of Commerce Holdings   73,000 
 3,500   Bank of the Ozarks, Inc.   129,360 
 1,500   Bankwell Financial Group, Inc.   36,990 
 6,500   BNC Bancorp   161,850 
 8,000   Bryn Mawr Bank Corp.   251,200 
 5,000   Carolina Trust Bancshares, Inc. (a)   30,525 
 10,000   CenterState Banks, Inc.   186,800 
 1,500   CIT Group, Inc.   54,495 
 3,000   Citigroup, Inc.   147,450 
 12,000   Citizens Financial Group, Inc.   316,080 
 1,500   Citizens First Corp.   25,410 
 4,000   Comerica, Inc.   208,360 
 4,000   ConnectOne Bancorp, Inc.   73,400 
 3,000   CU Bancorp (a)   70,500 
 5,500   East West Bancorp, Inc.   217,305 
 6,500   FCB Financial Holdings, Inc.-Class A (a)   242,450 
 1,500   First Business Financial Services, Inc.   28,275 
 9,000   First Merchants Corp.   253,350 
 4,000   FNB Corp.   52,280 
 4,500   Great Western Bancorp, Inc.   145,080 
 4,500   Green Bancorp, Inc. (a)   46,575 
 2,500   IBERIABANK Corp.   164,125 
 2,500   Investar Holding Corp.   40,625 
 20,000   KeyCorp   282,400 
 5,000   Pacific Mercantile Bancorp (a)   28,000 
 4,500   Pacific Premier Bancorp, Inc. (a)   116,325 
 2,000   Popular, Inc.   72,600 
 5,000   Preferred Bank   189,600 
 9,000   Republic First Bancorp, Inc. (a)   35,550 
 2,500   SB Financial Group, Inc.   31,925 
 3,500   Shore Bancshares, Inc.   44,695 
 3,500   Southern National Bancorp of Virginia, Inc.   45,920 
 12,000   Sterling Bancorp   216,000 
 4,000   Stonegate Bank   138,560 
 2,000   Summit State Bank   26,400 
 1,000   SVB Financial Group (a)   122,270 
 4,500   Synovus Financial Corp.   148,815 
 11,500   TCF Financial Corp.   164,450 
 1,500   The PNC Financial Services Group, Inc.   143,400 
 13,000   United Community Banks, Inc.   280,410 
 12,000   Valley National Bancorp   118,320 
 1,500   Washington Trust Bancorp, Inc.   68,850 
 5,000   Webster Financial Corp.   202,000 
 4,500   Western Alliance Bancorp (a)   168,120 
 6,000   Yadkin Financial Corp.   166,440 
 6,000   Zions BanCorp.   193,260 
         6,290,545 
Capital Markets—18.7%    
 1,300   Affiliated Managers Group, Inc. (a)   172,458 
 11,000   Ares Capital Corp.   168,300 
 4,600   Bats Global Markets, Inc.   135,286 
 17,000   BGC Partners, Inc.-Class A   146,030 
Shares   Security
Description
  Value 
         
Common Stocks—continued    
Capital Markets—continued    
         3,000   Evercore Partners, Inc.-Class A  $       161,250 
 10,500   Garrison Capital, Inc.   101,220 
 700   Intercontinental Exchange, Inc.   189,273 
 15,000   KKR & Co. LP   212,850 
 6,000   Legg Mason, Inc.   172,320 
 15,000   NorthStar Asset Management Group, Inc.   205,500 
 9,000   OM Asset Management PLC   126,630 
 10,000   Oppenheimer Holdings, Inc.-Class A   140,000 
 5,000   PJT Partners, Inc.-Class A   137,700 
 10,000   The Blackstone Group LP   250,300 
 7,000   The Charles Schwab Corp.   221,900 
 6,500   TriplePoint Venture Growth BDC Corp.   69,615 
         2,610,632 
Consumer Finance—2.7%    
 5,000   Ally Financial, Inc.   90,350 
 2,500   Discover Financial Services   140,825 
 5,000   Synchrony Financial   142,950 
         374,125 
Diversified Financial Services—0.5%    
 13,000   Tiptree Financial, Inc.-Class A   75,400 
Equity Real Estate Investment—1.4%    
 4,000   Colony Starwood Homes   116,040 
 8,000   New York REIT, Inc.   75,360 
         191,400 
Insurance—8.9%    
 4,000   American International Group, Inc.   246,800 
 2,500   CNA Financial Corp.   91,425 
 6,000   FNF Group   215,460 
 14,000   Hallmark Financial Services, Inc. (a)   145,040 
 6,000   Heritage Insurance Holdings, Inc.   70,740 
 3,000   MetLife, Inc.   140,880 
 1,800   The Hanover Insurance Group, Inc.   137,142 
 2,500   The Hartford Financial Services Group, Inc.   110,275 
 3,500   Universal Insurance Holdings, Inc.   74,550 
         1,232,312 
Internet Software & Services—0.4%    
 7,000   Bankrate, Inc. (a)   54,600 
IT Services—1.1%    
 1,000   Fidelity National Information Services, Inc.   73,920 
 6,000   First Data Corp.-Class A (a)   83,940 
         157,860 
Mortgage Real Estate Investment—6.1%    
 14,000   Altisource Residential Corp.   140,980 
 17,000   Anworth Mortgage Asset Corp.   83,470 
 2,500   Blackstone Mortgage Trust, Inc.-Class A   75,500 
 8,000   Colony Capital, Inc.-Class A   152,080 
 13,000   Five Oaks Investment Corp.   67,860 
 7,000   Owens Realty Mortgage, Inc.   127,750 


 

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

 

49

 

Alpine Financial Services Fund

 

Schedule of Portfolio Investments—Continued
October 31, 2016

 

Shares   Security
Description
  Value 
         
Common Stocks—continued    
Mortgage Real Estate Investment—continued    
         5,000   PennyMac Mortgage Investment Trust  $         76,100 
 5,500   Starwood Property Trust, Inc.   122,320 
         846,060 
Real Estate Management & Development—0.7%    
 5,000   Kennedy-Wilson Holdings, Inc.   103,000 
Thrifts & Mortgage Finance—12.2%    
 6,000   Atlantic Coast Financial Corp. (a)   38,520 
 2,500   BankUnited, Inc.   72,850 
 2,500   Berkshire Hills Bancorp, Inc.   73,875 
 8,000   Brookline Bancorp, Inc.   102,400 
 25,000   Central Federal Corp. (a)   36,375 
 8,000   EverBank Financial Corp.   154,480 
 3,000   HopFed Bancorp, Inc.   34,140 
 12,500   Impac Mortgage Holdings, Inc. (a)   198,125 
 25,000   NMI Holdings, Inc.-Class A (a)   191,250 
 12,500   OceanFirst Financial Corp.   258,500 
 10,000   PennyMac Financial Services, Inc.-Class A (a)   171,000 
Shares   Security
Description
  Value 
         
Common Stocks—continued    
Thrifts & Mortgage Finance—continued    
 2,000   Provident Financial Holdings, Inc.  $38,160 
 8,000   Radian Group, Inc.   108,720 
 7,000   Riverview Bancorp, Inc.   36,610 
 7,500   Walker & Dunlop, Inc. (a)   180,525 
         1,695,530 
     Total Common Stocks (Cost $11,000,782)   13,631,464 
           
Principal
Amount
         
Short -Term Investments—0.9%    
$   126,000   State Street Eurodollar Time Deposit, 0.01%          126,000 
     Total Short-Term Investments (Cost $126,000)   126,000 
Total Investments (Cost $11,126,782) (b)—98.8%  13,757,464 
Other Assets in Excess of Liabilities-1.2%  167,558 
TOTAL NET ASSETS 100.0% $13,925,022 


 

 

Percentages are stated as a percent of net assets.

 

(a)Non-income producing security.
(b)See Note 8 for the cost of investments for federal tax purposes.
PLC—Public Limited Company

 

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

 

50

 

Alpine Small Cap Fund

 

Schedule of Portfolio Investments
October 31, 2016

 

Shares   Security
Description
  Value 
         
Common Stocks—94.2%    
Aerospace & Defense—2.1%    
         4,541   HEICO Corp.-Class A  $       272,460 
Air Freight & Logistics—2.5%    
 9,018   Hub Group, Inc.-Class A (a)   328,706 
Banks—2.7%    
 10,866   Enterprise Financial Services Corp.   359,665 
Biotechnology—2.4%    
 3,284   Ligand Pharmaceuticals, Inc. (a)   314,377 
Building Products—3.5%    
 7,997   Patrick Industries, Inc. (a)   458,628 
Chemicals—2.1%    
 57,745   AgroFresh Solutions, Inc. (a)   271,402 
Communications Equipment—2.5%    
 11,823   ARRIS International PLC (a)   328,443 
Construction & Engineering—4.2%    
 7,207   Dycom Industries, Inc. (a)   554,435 
Construction Materials—2.4%    
 6,340   U.S. Concrete, Inc. (a)   316,366 
Consumer Finance—1.5%    
 6,055   PRA Group, Inc. (a)   193,155 
Electrical Equipment—2.8%    
 23,776   Babcock & Wilcox Enterprises, Inc. (a)   374,234 
Electronic Equipment, Instruments & Components—2.3%    
 2,148   Littelfuse, Inc.   299,646 
Energy Equipment & Services—0.0% (b)    
 84   Matrix Service Co. (a)   1,487 
Equity Real Estate Investment—2.5%    
 7,910   Education Realty Trust, Inc.   336,887 
Food Products—3.5%    
 38,025   Nomad Foods, Ltd. (a)   467,327 
Health Care Equipment & Supplies—5.8%    
 3,559   ICU Medical, Inc. (a)   495,769 
 6,956   Natus Medical, Inc. (a)   273,718 
         769,487 
Health Care Providers & Services—3.0%    
 10,595   National Research Corp.-Class B   393,710 
Hotels, Restaurants & Leisure—3.2%    
 7,884   Popeyes Louisiana Kitchen, Inc. (a)   420,848 
Insurance—5.7%    
 17,025   Greenlight Capital Re, Ltd.- Class A (a)   338,797 
 7,600   Primerica, Inc.   415,720 
         754,517 
Shares   Security
Description
  Value 
         
Common Stocks—continued    
Internet Software & Services—3.0%    
        5,617   j2 Global, Inc.  $       399,650 
IT Services—5.1%    
 6,930   Cardtronics PLC-Class A (a)   346,500 
 6,282   MAXIMUS, Inc.   327,041 
         673,541 
Life Sciences Tools & Services—3.2%    
 9,229   INC Research Holdings, Inc.- Class A (a)   421,765 
Machinery—1.1%    
 3,169   ESCO Technologies, Inc.   141,179 
Media—7.3%    
 17,058   Live Nation Entertainment, Inc. (a)   471,995 
 10,222   Nexstar Broadcasting Group, Inc.-Class A   498,833 
         970,828 
Mortgage Real Estate Investment—2.0%    
 25,897   Altisource Residential Corp.   260,783 
Real Estate Management & Development—3.5%    
 22,460   Kennedy-Wilson Holdings, Inc.   462,676 
Software—4.6%    
 2,601   Fair Isaac Corp.   313,889 
 14,232   The Descartes Systems Group, Inc. (a)   296,025 
         609,914 
Specialty Retail—2.9%    
 4,536   Lithia Motors, Inc., Class A   389,098 
Thrifts & Mortgage Finance—6.8%    
 17,449   Essent Group, Ltd. (a)   461,352 
 5,886   Meta Financial Group, Inc.   431,149 
         892,501 
     Total Common Stocks
(Cost $11,631,432)
   12,437,715 
           
Principal
Amount
         
Short-Term Investments—6.7%    
$882,000   State Street Eurodollar Time Deposit, 0.01%   882,000 
     Total Short-Term Investments
(Cost $882,000)
   882,000 
Total Investments (Cost $12,513,432) (c)—100.9%  13,319,715 
Liabilities in Excess of Other Assets—(0.9)%  (119,071)
TOTAL NET ASSETS 100.0% $13,200,644 


 

 

Percentages are stated as a percent of net assets.

 

(a)Non-income producing security.
(b)Amount is less than 0.05%.
(c)See Note 8 for the cost of investments for federal tax purposes.
PLC—Public Limited Company

 

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

 

51

 

Alpine Ultra Short Municipal Income Fund

 

Schedule of Portfolio Investments
October 31, 2016

 

Principal
Amount
   Security
Description
  Value 
         
Municipal Bonds—102.1%    
Alabama—3.5%    
$3,781,000   Alabama Housing Finance Authority, Multi-Family Housing, Phoenix Apartments Project—Series A (LOC: Regions Bank)
1.050%, 01/01/2036
(Putable on 11/03/2016) (a)
  $    3,781,000 
 7,030,000   Chatom Industrial Development Board Gulf Opportunity Zone Revenue, National Rural Utilities Finance—Series A
0.875%, 11/15/2038
(Putable on 11/15/2016) (a)
   7,029,719 
 2,000,000   Chatom Industrial Development Board Pollution Control Revenue, National Rural Utilities Finance—Series C
0.875%, 12/01/2024
(Putable on 12/01/2016) (a)
   1,999,780 
 1,550,000   Chatom Industrial Development Board Revenue, National Rural Utilities Finance—Series A
0.875%, 08/01/2037
(Putable on 11/01/2016) (a)
   1,549,271 
 100,000   Health Care Authority for Baptist Health Revenue—Series B
(CS: Assured Guaranty Municipal)
0.850%, 11/15/2037
(Putable on 11/04/2016) (a)
   100,000 
 17,000,000   Health Care Authority for Baptist Health Revenue—Series B
0.900%, 11/01/2042
(putable on 11/03/2016) (a)
   17,000,000 
 7,300,000   Tuscaloosa County Industrial Development Authority
0.850%, 09/01/2020
(Putable on 11/02/2016) (a)
   7,300,000 
         38,759,770 
Arizona—5.0%    
 14,100,000   Cochise County Pollution Control Corp. Revenue, Arizona Electric Power Cooperative, Inc. Project
0.950%, 09/01/2024
(Putable on 03/01/2017) (a)
   14,097,180 
 41,000,000   Phoenix Industrial Development Authority, Solid Waste Revenue, Republic Services, Inc. Project
0.750%, 12/01/2035
(Putable on 11/01/2016) (a)
   41,000,000 
         55,097,180 
Arkansas—0.8%    
 500,000   Baxter County, Regional Medical Center—Series A
5.000%, 09/01/2017
   514,545 
 8,500,000   City of Blytheville Revenue, Nucor Corp. Project
0.900%, 01/02/2033
(Putable on 11/02/2016) (a)
   8,500,000 
         9,014,545 
Principal
Amount
   Security
Description
  Value 
         
Municipal Bonds—continued    
California—4.7%    
$5,000,000   California Pollution Control Financing Authority, Solid Waste Disposal Revenue, Waste Management, Inc. Project— Series A
1.050%, 11/01/2038
(Putable on 05/01/2017) (a)
  $5,001,000 
 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 05/01/2017) (a)
   3,504,655 
 540,000   California Statewide Communities Development Authority Industrial Development RevenueSpratling- Cranor Properties LLC—Series A
(LOC: City National Bank)
1.650%, 06/01/2020
(Putable on 11/02/2016) (a)
   540,000 
 14,700,000   Palomar Pomerado Health Care—Series A, ARN
(CS: Assured Guaranty Municipal)
1.740%, 11/01/2036
(Putable on 11/01/2016) (a)
   14,700,000 
 15,025,000   Palomar Pomerado Health Care—Series B, ARN
(CS: Assured Guaranty Municipal)
1.730%, 11/01/2036
(Putable on 11/02/2016) (a)
   15,025,000 
 12,950,000   Palomar Pomerado Health Care—Series C, ARN
(CS: Assured Guaranty Municipal)
1.750%, 11/01/2036
(Putable on 11/03/2016) (a)
   12,950,000 
 640,000   Riverside County Industrial Development Authority, Universal Forest Products
(LOC: JPMorgan Chase Bank NA)
0.750%, 08/01/2029
(Putable on 11/03/2016) (a)
   640,000 
         52,360,655 
Colorado—0.0% (b)    
 550,000   Colorado Health Facilities Authority, Covenant Retire Community Obligation
2.000%, 12/01/2016
   550,435 
Connecticut—2.2%    
 3,465,000   City of New Britain, Bond Anticipation Notes
2.000%, 03/23/2017
   3,481,078 
 15,000,000   Hartford County Metropolitan District, Bond Anticipation Notes
2.000%, 12/01/2016
   15,012,900 
 5,600,000   State of Connecticut, General Obligation—Series B
4.000%, 05/15/2018
   5,852,336 
         24,346,314 


 

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

 

52

 

Alpine Ultra Short Municipal Income Fund

 

Schedule of Portfolio Investments—Continued
October 31, 2016

 

Principal
Amount
   Security
Description
  Value 
         
Municipal Bonds—continued    
Delaware—1.6%    
$17,810,000   Delaware New County Castle Revenue, Airport Facility, FlightSafety International, Inc. Project.—Series 2002
(CS: Berkshire Hathaway, Inc.)
0.630%, 06/01/2022
(Putable on 11/03/2016) (a)
  $   17,810,000 
District of Columbia—0.7%    
 7,500,000   Washington Metropolitan Area
Transit Authority—Series A
4.000%, 07/01/2017
   7,661,400 
Florida—4.8%    
 300,000   City of Tallahassee Revenue, Tallahassee Memorial Healthcare, Inc. Project— Series A
5.000%, 12/01/2016
   300,933 
 27,100,000   Florida Development Finance Corp., Healthcare Facilities Revenue, UF Health-Jacksonville Project—Series B
1.100%, 02/01/2029
(Putable on 11/03/2016) (a)
   27,100,000 
 5,000,000   Liberty County, Industrial Development, Georgia Pacific Corp. Project
0.830%, 10/01/2028
(Putable on 11/03/2016) (a)
   5,000,000 
 11,355,000   Miami-Dade County Expressway Authority Toll System Revenue—Series DCL-2012-005
(CS: AMBAC; LOC: Dexia Credit Local)
1.130%, (MUNIPSA*1 + 50.000 bps) 05/20/2029
(Putable on 11/03/2016) (a)(c)
   11,355,000 
 10,000,000   Miami-Dade County, School Board
1.020%, 05/01/2037
(Putable on 11/03/2016) (a)(c)
   10,000,000 
         53,755,933 
Georgia—0.5%    
 650,000   Bartow County Development
Authority, Georgia Power Company Plant
2.375%, 09/01/2029
(Putable on 08/10/2017) (a)
   656,025 
 800,000   Douglas County Development Authority, Electrical Fiber Systems Project
(LOC: Regions Bank)
1.140%, 12/01/2021
(Putable on 11/03/2016) (a)
   800,000 
 4,000,000   Fulton County Development Authority Industrial Development, Leggett & Platt, Inc.Series A,
1.030%, 06/01/2027
(Putable on 11/02/2016) (a)
   4,000,000 
         5,456,025 
Principal
Amount
   Security
Description
  Value 
         
Municipal Bonds—continued    
Illinois-6.2%    
$48,470,000   Chicago Board of Education— Series-DCL-2012-001
(LOC: Dexia Credit Local)
1.284%, 12/01/2034
(Putable on 11/03/2016) (a)(c)
  $  48,470,000 
 2,285,000   Chicago Board of Education,
General Obligation—Series B
(CS: Assured Guaranty Municipal)
5.000%, 12/01/2016
   2,292,700 
 3,000,000   Chicago Midway International Airport, Second Lien—Series C-2
0.630%, 01/01/2035
(Putable on 11/03/2016) (a)
   3,000,000 
 200,000   City of Chicago
5.500%, 01/01/2017
   201,250 
 1,250,000   City of Chicago IL Wastewater Transmission Revenue, Second Lien—Series C
4.000%, 01/01/2017
   1,255,575 
 140,000   Cook County, High School District No. 202, Evanston Township
4.000%, 12/01/2016
   140,370 
 130,000   Illinois Finance Authority Industrial Development Revenue, Church Road Partnership
(LOC: JPMorgan Chase Bank)
0.880%, 10/01/2017
(Putable on 11/03/2016) (a)
   130,000 
 210,000   Joilet Park District, General Obligation—Series A
3.000%, 02/01/2017
   211,067 
 4,400,000   Springfield Airport Authority, Allied-Signal, Inc. Project
1.120%, 09/01/2018
(Putable on 11/02/2016) (a)
   4,400,000 
 2,550,000   State of Illinois, General Obligation
5.000%, 01/01/2018
   2,558,797 
 2,250,000   Town of Cicero, General Obligation—Series A
4.000%, 01/01/2017
   2,261,183 
 2,120,000   Upper Illinois River Valley Development, Cathy Asta Enterprises
0.750%, 08/01/2033
(Putable on 11/03/2016) (a)
   2,120,000 
 65,000   Village of Hanover Park Industrial Development Revenue, Spectra-Tech, Inc. Project
(LOC: BMO Harris Bank N.A.)
1.250%, 08/01/2017
(Putable on 11/03/2016) (a)
   65,000 
 500,000   Village of Oak Lawn,
General Obligation
(CS: Assured Guaranty Municipal)
2.500%, 12/01/2016
   500,690 
 955,000   Will-Kankakee Regional
Development, Triton
Manufacturing Co., Inc. Project
1.250%, 08/01/2025
(Putable on 11/02/2016) (a)
   955,000 
         68,561,632 


 

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

 

53

 

Alpine Ultra Short Municipal Income Fund

 

Schedule of Portfolio Investments—Continued
October 31, 2016

 

Principal
Amount
   Security
Description
  Value 
         
Municipal Bonds—continued    
Indiana—7.5%    
$320,000   City of South Bend Economic Development Revenue, Dynamic R.E.H.C., Inc. Project (LOC: KeyBank N.A.)
0.790%, 09/01/2020
(Putable on 11/02/2016) (a)
  $320,000 
 6,880,000   Elkhart County Revenue
(CS: Pedcor Ivnts-2000-xli LP)
0.830%, 01/01/2035
(Putable on 11/03/2016) (a)
       6,880,000 
 400,000   Gary Chicago International Airport Authority
5.000%, 02/01/2017
   403,172 
 1,500,000   Indiana Finance Authority Economic Development, Republic Services, Inc. Project—Series A
0.850%, 05/01/2034
(Putable on 12/01/2016) (a)
   1,499,985 
 11,385,000   Indiana Finance Authority, Environmental Improvement Revenue, Mittal Steel U.S.A., Inc. Project
(LOC: Banco Bilbao Vizcaya Argentaria)
0.790%, 08/01/2030
(Putable on 11/02/2016) (a)
   11,385,000 
 58,825,000   Indiana Finance Authority, Multifamily HSG Revenue (LIQ FAC: CitiGroup)
1.030%, 10/26/2017
(Putable on 11/03/2016) (a)
   58,825,000 
 3,715,000   Indiana Health Facility Financing Authority, Ascension Health—Series CR-A-1
5.000%, 10/01/2027
(Putable on 06/01/2017) (a)
   3,804,754 
         83,117,911 
Iowa—1.3%    
 1,090,000   Iowa Finance Authority, Pella Regional Health Center Project
5.000%, 12/01/2017
   1,093,390 
 1,250,000   Iowa Higher Education Loan Authority, Anticipation Notes, Private Education Working Capital
2.500%, 05/11/2017
   1,259,237 
 12,000,000   State Finance Authority Midwestern Disaster Area Economic Development, CJ Bio America Inc. Project (LOC: Korea Development Bank)
0.880%, 04/01/2022
(Putable on 11/03/2016) (a)
   12,000,000 
         14,352,627 
Kansas—0.2%    
 1,000,000   City of Dodge City Industrial Development Revenue, Farmland National Beef Packing Co., L.P. Project (LOC: Rabobank Int.)
1.100%, 03/01/2027
(Putable on 11/03/2016) (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.)
1.150%, 02/01/2029
(Putable on 11/03/2016) (a)
  $    1,000,000 
         2,000,000 
Kentucky—0.4%    
 500,000   Kenton County Airport Board, Special Facilities , FlightSafety International, Inc. Project—Series A
(CS: Berkshire Hathaway, Inc.)
0.630%, 06/01/2021
(Putable on 11/03/2016) (a)
   500,000 
 4,500,000   Pulaski County Solid Waste Disposal Revenue, National Rural Utilities-East Kentucky Power—Series B
0.950%, 08/15/2023
(Putable on 02/15/2017) (a)
   4,498,335 
         4,998,335 
Louisiana—5.8%    
 2,240,000   Caddo-Bossier Parishes Port Commission, Oakley Louisiana, Inc. (LOC: Bank of America N.A.)
0.750%, 01/01/2028
(Putable on 11/03/2016) (a)
   2,240,000 
 14,200,000   East Baton Rouge Parish Industrial Development Board, Solid Waste Disposal, Georgia Pacific Corp. Project
0.800%, 06/01/2029
(Putable on 11/02/2016) (a)(c)
   14,200,000 
 4,600,000   Jefferson Parish Industrial Development Board, Sara Lee Corp. Project
0.900%, 06/01/2024
(Putable on 11/01/2016) (a)
   4,600,000 
 430,000   Louisiana Public Facilities Authority, Equipment & Capital Facilities Pooled—Series B
(LOC: Capital One Bank NA)
1.040%, 07/01/2033
(Putable on 11/03/2016) (a)
   430,000 
 2,000,000   New Orleans Aviation Board—Series B2
5.000%, 01/01/2017
   2,013,300 
 1,105,000   North Webster Parish Industrial Development Revenue, CSP Project
(LOC: Regions Bank)
2.640%, 09/01/2021
(Putable on 11/03/2016) (a)
   1,105,000 
 230,000   Ouachita Parish Industrial Development Board, Garrett Manufacturing LLC
(LOC: Regions Bank)
1.140%, 12/01/2016
(Putable on 11/03/2016) (a)
   230,000 


 

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

 

54

 

Alpine Ultra Short Municipal Income Fund

 

Schedule of Portfolio Investments—Continued
October 31, 2016

 

Principal
Amount
   Security
Description
  Value 
         
Municipal Bonds—continued    
Louisiana—continued    
$6,900,000   Parish of Ascension, BASF Corp. Project
0.750%, 12/01/2027
(Putable on 11/02/2016) (a)
  $    6,900,000 
 12,300,000   Parish of Ascension, Variable Rate Demand Revenue, BASF Corp.
0.750%, 03/01/2025
(Putable on 11/02/2016) (a)
   12,300,000 
 20,000,000   Plaquemines Port Harbor & Terminal District Revenue, International Marine Terminal Project—Series A (LOC: Wells Fargo Bank N.A.)
0.850%, 03/15/2025
(Putable on 03/15/2017) (a)
   20,000,000 
         64,018,300 
Maryland—2.3%    
 395,000   Maryland Economic Development Corp., Bindagraphics, Inc. Facilities
1.130%, 09/01/2017
(Putable on 11/04/2016) (a)
   395,000 
 625,000   Maryland Economic Development Corp., Bindagraphics, Inc. Project
1.240%, 07/01/2021
(Putable on 11/03/2016) (a)
   625,000 
 330,000   Maryland Economic Development Corp., Games Lithographing Co. Facilities
1.130%, 05/01/2017
(Putable on 11/04/2016) (a)
   330,000 
 7,125,000   Maryland Economic Development Corp., Linemark Printing Project
1.130%, 12/01/2033
(Putable on 11/04/2016) (a)
   7,125,000 
 1,090,000   Maryland Economic Development Corp., Redrock LLC Facilities
1.130%, 11/01/2022
(Putable on 11/04/2016) (a)
   1,090,000 
 13,900,000   Maryland Industrial Development Financing Authority, Various Refunding Occidental Petroleum Corp.
0.790%, 03/01/2030
(Putable on 11/02/2016) (a)
   13,900,000 
 2,570,000   Washington County, Conservit, Inc. Facilities
1.130%, 02/01/2023
(Putable on 11/04/2016) (a)
   2,570,000 
         26,035,000 
Michigan—0.5%    
 6,000,000   City of Detroit MI Water Supply System—Series F
5.000%, 07/01/2033
   6,008,100 
Principal
Amount
   Security
Description
  Value 
         
Municipal Bonds—continued    
Michigan—0.5%    
$125,000   Michigan Finance Authority, Refunding College for Studies
3.000%, 12/01/2016
  $125,190 
         6,133,290 
Minnesota—0.1%    
 1,150,000   Minnesota Housing Finance Agency, Residential Housing—Series S (SPA: Wells Fargo Bank NA)
0.650%, 07/01/2038
(Putable on 11/03/2016) (a)
       1,150,000 
Mississippi—6.6%    
 6,495,000   Mississippi Business Finance Corp., Hattiesburg Clinic Professional Association Project
(LOC: Regions Bank)
0.950%, 11/01/2026
(Putable on 11/03/2016) (a)
   6,495,000 
 63,000,000   Mississippi Business Finance Corp., PSL-North America LLC Project—Series A
(LOC: ICICI Bank)
3.220%, 11/01/2032
(Putable on 11/03/2016) (a)
   63,000,000 
 3,960,000   Mississippi Business Finance Corp., Tri-State Truck Center, Inc. Project
(LOC: Regions Bank)
0.950%, 03/01/2033
(Putable on 11/03/2016) (a)
   3,960,000 
         73,455,000 
Missouri—0.0% (b)    
 300,000   Missouri Development Finance Board, Independence Centerpoint Project—Series B
3.000%, 04/01/2017
   302,280 
 200,000   Missouri Development Finance Board, Independence Events Center Project—Series A
3.000%, 04/01/2017
   201,520 
         503,800 
New Hampshire—0.1%    
 995,000   New Hampshire Business Finance Authority, Pennichuck Water Works, Inc. Project—Series A
4.000%, 01/01/2017
   999,209 
New Jersey—8.9%    
 7,338,619   Borough of Keansburg, Bond Anticipation Notes, General Obligation
2.000%, 06/22/2017
   7,386,467 
 13,295,000   Borough of Keansburg, Bond Anticipation Notes, General Obligation
2.000%, 08/02/2017
   13,390,325 
 4,632,928   Borough of Union Beach, Bond Anticipation Notes
2.000%, 03/01/2017
   4,648,726 


 

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

 

55

 

Alpine Ultra Short Municipal Income Fund

 

Schedule of Portfolio Investments—Continued

October 31, 2016

 

Principal
Amount
   Security
Description
  Value 
         
Municipal Bonds—continued    
New Jersey—continued    
$500,000   Casino Reinvestment Development Authority—Series D
4.000%, 11/01/2016
  $500,000 
 2,189,765   City of Linwood, Bond Anticipation Notes, General Obligation
2.000%, 07/27/2017
   2,204,283 
 8,799,000   City of Newark, General Obligation
2.500%, 12/06/2016
       8,805,687 
 1,270,000   New Jersey Economic Development Authority—Series H
1.530%, (MUNIPSA*1 +90.000 bps) 02/01/2017
(Putable on 11/03/2016) (a)
 1,270,241 
 2,000,000   New Jersey Economic Development Authority—Series K
1.360%, (MUNIPSA*1 +73.000 bps) 02/01/2017
(Putable on 11/03/2016) (a)
 2,000,200 
 26,300,000   New Jersey Economic Development Authority, Port Newark Container Terminal LLC Project—Series B (LOC: Sovereign Bank N.A.)
0.800%, 07/01/2030
(Putable on 11/02/2016) (a)
   26,300,000 
 4,200,000   New Jersey Higher Education Student Assistance Authority, AMT-Student Loan Recovery—Series 1A
5.000%, 12/01/2016
   4,213,608 
 5,000,000   New Jersey Transportation Trust Fund Authority, Transportation System—Series A
5.000%, 12/15/2017
   5,210,050 
 6,341,400   Township of Irvington, General Obligation
3.000%, 06/16/2017
   6,364,737 
 16,452,622   Township of Toms River, Bond Anticipation Notes, General Obligation
2.000%, 06/21/2017
   16,586,053 
         98,880,377 
New York—13.0%    
 7,000,000   Alden Central School District, Bond Anticipation Notes, General Obligation (CS: State Aid Withholding)
2.000%, 06/21/2017
   7,047,740 
 5,500,000   Binghamton City School District, Bond Anticipation Notes, General Obligation (CS: State Aid Withholding)
1.500%, 06/30/2017
   5,518,700 
 8,350,000   City of Dunkirk, Bond Anticipation Notes
2.000%, 03/23/2017
   8,382,481 
 6,930,361   City of Glen Cove, Bond Anticipation Notes—Series B
2.000%, 09/13/2017
   6,963,350 
 596,000   County of Rockland, Bond Anticipation Notes—Series A
2.000%, 12/01/2016
   596,542 
Principal
Amount
   Security
Description
  Value 
         
Municipal Bonds—continued    
New York—continued    
$7,000,000   County of Rockland, Tax Anticipation Notes
2.000%, 03/16/2017
  $    7,029,820 
 3,600,000   Dunkirk City School District, Bond Anticipation Notes, General Obligation (CS: State Aid Withholding)
2.000%, 07/26/2017
   3,626,424 
 2,500,000   East Greenbush Central School District, Bond Anticipation Notes, General Obligation—Series B
2.000%, 02/10/2017
   2,507,550 
 13,000,000   Fonda-Fultonville Central School District, Bond Anticipation Notes, General Obligation
2.000%, 08/04/2017
   13,095,420 
 1,000,000   Forestville Central School District, Bond Anticipation Notes, General Obligation (CS: State Aid Withholding)
2.000%, 06/07/2017
   1,005,980 
 10,195,000   Herkimer Central School District, Bond Anticipation Notes
2.000%, 08/11/2017
 10,262,185 
 5,110,000   Jamestown City School District, General Obligation (CS: State Aid Withholding)
2.000%, 06/22/2017
   5,148,632 
 6,825,000   Lackawanna City School District, Bond Anticipation Notes
2.000%, 03/02/2017
 6,845,953 
 10,000,000   Nassau County, Revenue Anticipation Notes, General Obligation—Series A
2.000%, 12/07/20161
   10,011,700 
 5,000,000   Nassau Health Care Corp., Revenue Anticipation Notes
2.000%, 01/17/2017
   5,006,500 
 640,000   New York City Housing Development Corp.—Series E-1-A
0.750%, 11/01/2016
   640,000 
 1,300,000   New York City Industrial Development Agency, Novelty Crystal Corp. Project.
1.180%, 12/01/2034
(Putable on 11/03/2016) (a)
   1,300,000 
 150,000   New York City Industrial Development Agency, Allway Tools, Inc. (LOC: Citibank N.A.)
1.130%, 08/01/2017
(Putable on 11/03/2016) (a)
   150,000 
 660,000   New York City Industrial Development Agency, Allway Tools, Inc. (LOC: Citibank N.A.)
1.130%, 08/01/2020
(Putable on 11/03/2016) (a)
   660,000 


 

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

 

56

 

Alpine Ultra Short Municipal Income Fund

 

Schedule of Portfolio Investments—Continued
October 31, 2016

 

Principal
Amount
   Security
Description
  Value 
         
Municipal Bonds—continued    
New York—continued    
$12,500,000   New York Environmental Facilities Corp. Solid Waste Disposal Revenue, Waste Management, Inc. Project—Series 2012
0.700%, 05/01/2030
(Putable on 11/01/2016) (a)
  $12,500,000 
 200,000   New York State Housing Finance Agency, HSG-605 West 42nd Street Owner LLC
0.720%, 05/01/2048
(Putable on 11/01/2016) (a)
   200,000 
 4,715,000   Port Authority of New York & New Jersey—Series 188
5.000%, 05/01/2017
   4,811,563 
 2,120,000   Rockland County, General Obligation
5.000%, 03/01/2017
   2,146,648 
 1,125,000   Rockland County, General Obligation—Series A (CS: AGM)
5.000%, 03/01/2017
   1,139,636 
 4,000,000   Salmon River Central School District, Anticipation Notes, General Obligation (CS: State Aid Withholding)
2.000%, 06/16/2017
   4,020,880 
 3,000,000   Town of Oyster Bay, Bond Anticipation Notes, General Obligation—Series A
2.750%, 02/03/2017
   3,001,290 
 6,257,000   Town of Salina, Bond Anticipation Notes, General Obligation
2.000%, 06/16/2017
   6,299,485 
 13,757,000   Utica School District, Bond Anticipation Notes, General Obligation (CS: State Aid Withholding)
2.000%, 07/21/2017
   13,817,256 
 300,000   Westchester Tobacco Asset Securitization Corp.
5.000%, 06/01/2026
   305,145 
         144,040,880 
North Carolina—3.8%    
 18,900,000   Hertford County Industrial Facilities & Pollution Control Financing Authority, Nucor Corp. Project—Series A
0.900%, 11/01/2033
(Putable on 11/02/2016) (a)
   18,900,000 
 13,100,000   Hertford County Industrial Facilities & Pollution Control Financing Authority, Nucor Corp. Project—Series B
0.880%, 11/01/2033
(Putable on 11/02/2016) (a)
   13,100,000 
Principal
Amount
   Security
Description
  Value 
         
Municipal Bonds—continued    
North Carolina—continued    
$10,000,000   North Carolina Capital Facilities Finance Agency, Solid Waste Disposal Revenue, Republic Services, Inc. Project—Series B
0.850%, 12/01/2020
(Putable on 12/01/2016) (a)
  $9,999,900 
           41,999,900 
Ohio—1.1%    
 2,700,000   State of Ohio Revenue, Universal Forest Products (LOC: JPMorgan Chase Bank NA)
0.800%, 10/01/2020
(Putable on 11/03/2016) (a)
   2,700,000 
 9,000,000   State of Ohio, University Hospital Health
0.760%, 01/15/2045
(Putable on 11/01/2016) (a)
   9,000,000 
         11,700,000 
Oregon—2.0%    
 250,000   City of Forest Grove, Pacific University
3.000%, 05/01/2017
   252,050 
 4,325,000   Gilliam County, Solid Waste Disposal Revenue, Waste Management, Inc. Project—Series A
1.200%, 08/01/2025
(Putable on 05/01/2017) (a)(c)
   4,327,292 
 2,000,000   State of Oregon Housing & Community Services Department Revenue, Holiday Garden Apartments Project—Series D
0.800%, 08/01/2018
(Putable on 02/01/2017) (a)
   1,998,960 
 15,550,000   State of Oregon, Adjustable Refunding, Georgia-Pacific Corp. Project
0.800%, 12/01/2025
(Putable on 11/02/2016) (a)
   15,550,000 
         22,128,302 
Pennsylvania—3.5%    
 4,000,000   Cumberland County, Municipal Authority, AICUP Financing Program, Messiah College
3.000%, 05/01/2044
(Putable on 05/01/2017) (a)
   4,033,000 
 290,000   Cumberland County, Municipal Authority, Diakon Lutheran Social Ministries
4.000%, 01/01/2017
   291,273 
 10,000,000   Dallastown Area School District
1.584%, (MUNIPSA*0.1 +
150.000 bps) 04/14/2017 (a)
   10,026,300 
 165,000   East Hempfield Township Industrial Development Authority, Willow Valley Communities
1.000%, 12/01/2016
   164,990 
 9,900,000   Emmaus General Authority (SPA: Wells Fargo Bank N.A.)
0.650%, 12/01/2028
(Putable on 11/02/2016) (a)
 9,900,000 


 

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

 

57

 

Alpine Ultra Short Municipal Income Fund

 

Schedule of Portfolio Investments—Continued
October 31, 2016

 

Principal
Amount
   Security
Description
  Value 
         
Municipal Bonds—continued    
Pennsylvania—continued    
$815,000   Franklin County Industrial Development Authority, Precast System LLC Project—Series A
1.130%, 11/01/2021
(Putable on 11/04/2016) (a)
  $815,000 
 480,000   Lancaster Industrial Development Authority, Henry Molded Products—Series C
1.130%, 02/01/2020
(Putable on 11/03/2016) (a)
   480,000 
 4,000,000   Pennsylvania Economic Development Financing Authority, Solid Waste Disposal Revenue, Waste Management, Inc.
0.700%, 08/01/2045
(Putable on 11/01/2016) (a)
       4,000,000 
 6,270,000   Pennsylvania Higher Educational Facilities Authority, VAR-AICUP Financing Program
3.000%, 05/01/2033
(Putable on 05/01/2017) (a)
   6,329,189 
 1,300,000   Pennsylvania Higher Educational Facilities Authority, Variable AICUP Financing Program—Series T2
1.000%, 05/01/2030
(Putable on 05/01/2017) (a)
   1,299,493 
 730,000   York County Industrial Development Authority, Riach Family, Ltd. Partners Project
1.130%, 03/01/2020
(Putable on 11/04/2016) (a)
   730,000 
 480,000   York County Industrial Development Authority, York Sheet Metal Project
1.240%, 08/01/2018
   480,000 
         38,549,245 
Puerto Rico—0.7%    
 2,590,000   Commonwealth of Puerto Rico, Public Improvement Bonds (CS: Assured Guaranty Municipal)
5.500%, 07/01/2017
   2,659,826 
 500,000   Commonwealth of Puerto Rico, Public Improvement Bonds—Series A (CS: Assured Guaranty Municipal)
5.000%, 07/01/2017
   512,130 
 670,000   Commonwealth of Puerto Rico, Public Improvement Bonds—Series A (CS: NATL-RE)
5.500%, 07/01/2017
   685,531 
 1,580,000   Puerto Rico Electric Power Authority—Series LL (CS: NATL-RE)
5.500%, 07/01/2017
   1,616,087 
 250,000   Puerto Rico Electric Power Authority—Series SS (CS: NATL-RE)
5.000%, 07/01/2017
   251,845 
Principal
Amount
   Security
Description
  Value 
         
Municipal Bonds—continued    
Puerto Rico—continued    
$1,465,000   Puerto Rico Highways & Transportation Authority—Series AA (CS: NATL-RE)
5.500%, 07/01/2017
  $    1,498,461 
 1,100,000   Puerto Rico Highways & Transportation Authority—Series E (CS: Assured Guaranty Municipal)
5.500%, 07/01/2017
   1,129,656 
         8,353,536 
Rhode Island—0.0% (b)    
 500,000   Providence Redevelopment Agency Revenue—Series A
3.000%, 04/01/2017
   503,120 
Tennessee—1.6%    
 14,000,000   Lewisburg Industrial Development Board Solid Waste Disposal Revenue, Waste Management, Inc. of Tennessee Project
0.700%, 07/02/2035
(Putable on 11/01/2016) (a)
   14,000,000 
 2,820,000   Sevier County Public Building Authority, Local Government Public Improvement (CS: AMBAC, LOC: KBC Bank NV)
2.680%, 06/01/2026
(Putable on 11/03/2016) (a)
   2,820,000 
 1,050,000   Tennessee State School Bond Authority, Refunding higher Educational Facilities—Series C
5.000%, 05/01/2017
   1,057,707 
         17,877,707 
Texas—7.0%    
 15,000,000   Calhoun County Navigation Industrial Development Authority, British Petroleum Co.
0.730%, 01/01/2024
(Putable on 11/02/2016) (a)
   15,000,000 
 2,635,000   City of Wichita Falls TX Water & Sewer System
2.000%, 08/01/2017
   2,655,843 
 2,000,000   Dallas Independent School District, Multi-Modal School Building—Series B-1
3.000%, 02/15/2036
(Putable on 02/15/2017) (a)
   2,012,860 
 4,680,000   Dallas Independent School District, Multi-Modal School Building—Series B-2
4.000%, 02/15/2036
(Putable on 02/15/2018) (a)
   4,856,062 
 220,000   Mesquite Health Facility Development Corp., Christian Care Centers, Inc.
1.400%, 02/15/2017
   219,910 


 

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

 

58

 

Alpine Ultra Short Municipal Income Fund

 

Schedule of Portfolio Investments—Continued
October 31, 2016

 

Shares   Security
Description
  Value 
         
Municipal Bonds—continued    
Texas—7.0%    
$7,500,000   Mission Economic Development Corp. Solid Waste Disposal Revenue, Republic Services, Inc. Project
0.750%, 01/01/2026
(Putable on 11/01/2016) (a)
  $    7,500,000 
 180,000   New Hope Cultural Education Facilities Corp., Cardinal Bay, Inc. Village On The Park—Series B
3.000%, 07/01/2017
   181,708 
 170,000   New Hope Cultural Education Facilities Corp., Cardinal Bay, Inc. Village On The Park—Series B
3.000%, 07/01/2018
   173,266 
 130,000   New Hope Cultural Education F acilities Corp., Cardinal Bay, Inc. Village On The Park—Series C
3.000%, 07/01/2017
   130,335 
 125,000   New Hope Cultural Education Facilities Corp., Cardinal Bay, Inc. Village On The Park—Series C
3.000%, 07/01/2018
   125,360 
 4,900,000   Port of Corpus Christi Authority of Nueces County, Flint Hills Resources LP, Project
0.710%, 01/01/2032
(Putable on 11/02/2016) (a)
   4,900,000 
 16,540,000   Port of Corpus Christi Authority of Nueces County, Solid Waste Disposal, Flint Hills Resources LP, West Plant Project—Series A
0.700%, 07/01/2029
(Putable on 11/02/2016) (a)(c)
   16,540,000 
 4,200,000   Port of Port Arthur Navigation District, Motiva Enterprises—Series B
0.730%, 12/01/2039
(Putable on 11/01/2016) (a)
   4,200,000 
 12,500,000   Port of Port Arthur Texas Navigation District, Environmental Facilities, Motiva Enterprises—Series E
0.730%, 11/01/2040
(Putable on 11/01/2016) (a)
 12,500,000 
 4,200,000   Port of Port Arthur Texas Navigation District, Motiva Enterprises LLC—Series A
0.730%, 12/01/2039
(Putable on 11/01/2016) (a)
   4,200,000 
 2,600,000   Texas Public Finance Authority, Texas Southern University
2.000%, 05/01/2017
   2,610,868 
         77,806,212 
Vermont—1.2%    
 2,500,000   Vermont Housing Finance Agency—Series A (SPA: TD Bank N.A.)
0.750%, 05/01/2029
(Putable on 11/03/2016) (a)
   2,500,000 
Shares   Security
Description
  Value 
         
Municipal Bonds—continued    
Vermont—continued    
$11,000,000   Vermont Housing Finance Agency, Multiple Purpose—Series C (SPA: Bank of New York Mellon; INS. Assured Guaranty)
0.680%, 11/01/2037
(Putable on 11/02/2016) (a)
  $  11,000,000 
         13,500,000 
Virginia—1.2%    
 13,700,000   Campbell County Industrial Development Authority, Solid Waste Disposal Facility Revenue, Georgia Pacific Corp. Project
0.800%, 12/01/2019
(Putable on 11/02/2016) (a)(c)
   13,700,000 
Washington—0.2%    
 1,400,000   Washington Economic Development Finance Authority, Belina Interiors, Inc.—Series E (LOC: KeyBank N.A.)
1.080%, 08/01/2033
(Putable on 11/03/2016) (a)
   1,400,000 
 1,090,000   Washington Economic Development Finance Authority, Belina Interiors, Inc.—Series F (LOC: KeyBank N.A.)
1.080%, 11/01/2023
(Putable on 11/03/2016) (a)
   1,090,000 
         2,490,000 
West Virginia—2.2%    
 24,000,000   West Virginia Economic Development Authority, Appalachian Power Co.—Series A
0.910%, 02/01/2036
(Putable on 11/03/2016) (a)
   24,000,000 
Wisconsin—0.6%     
 2,165,000   City of Baraboo, Industrial Development Revenue, Series 2007, Teel Plastics, Inc. Project (LOC: BMO Harris Bank N.A.)
1.250%, 11/01/2042
(Putable on 11/03/2016) (a)
   2,165,000 
 1,675,000   Mequon Industrial Development Revenue, SPI Lighting (LOC: BMO Harris Bank N.A.)
1.250%, 12/01/2023
(Putable on 11/03/2016) (a)
   1,675,000 
 475,000   Milwaukee Redevelopment Authority, Kubin Nicholson Corp. Project—Series A
(LOC: BMO Harris Bank N.A.)
1.250%, 08/01/2020
(Putable on 11/03/2016) (a)
   475,000 
 2,610,000   Village of Menomonee Falls Industrial Development Revenue, AJ Die-Namics Project (LOC: BMO Harris Bank N.A.)
1.250%, 11/01/2036
(Putable on 11/03/2016) (a)
   2,610,000 


 

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

 

59

 

Alpine Ultra Short Municipal Income Fund

 

Schedule of Portfolio Investments—Continued
October 31, 2016

 

Principal
Amount
   Security
Description
  Value 
         
Municipal Bonds—continued  
Wisconsin—continued    
$250,000   Wisconsin State Health & Educational Facilities, Community Care, Inc. (LOC: Bank Of Montreal)
1.250%, 09/01/2032
(Putable on 11/03/2016) (a)
  $250,000 
         7,175,000 
Wyoming-0.3%    
 2,855,000   Gillette Environmental Improvement Revenue, Black Hills Power and Light Co.—Series A
0.790%, 06/01/2024
(Putable on 11/02/2016) (a)
   2,855,000 
     Total Municipal Bonds
(Cost $1,135,702,918)
   1,135,696,640 
Shares   Security
Description
  Value 
         
Money Market Funds—0.0% (b)    
$     51,029   BlackRock Liquidity Funds MuniCash Portfolio, Institutional Shares, 0.46%  $51,029 
     Total Money Market Funds
(Cost $51,034)
   51,029 
Total Investments
(Cost $1,135,753,952) (d)—102.1%
  1,135,747,669 
Liabilities in Excess of Other Assets—(2.1)%  (23,645,555)
TOTAL NET ASSETS 100.0% $1,112,102,114 


 

 

Percentages are stated as a percent of net assets.

 

(a)Variable Rate Security—The rate reported is the rate in effect as of October 31, 2016.
(b)Amount is less than 0.05%.
(c)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 10.7% of the Fund’s net assets.
(d)See Note 7 for the cost of investments for federal tax purposes.

 

AGM—Assured Guaranty Municipal Corp.

 

AMBAC—American Municipal Bond Assurance Corp.

 

ARN—Auction Rate Note

 

CS—Credit Support

 

CSP—Continental Structural Plastics

 

LIQ FAC—Liquidity Facility

 

LOC—Line of Credit

 

MUNIPSA—SIFMA Municipal Swap Index Yield Analysis

 

NA—North America

 

NATL—RE-Reinsurance provided by National Public Finance Guarantee Corp.

 

SPA—Standby Purchase Agreement

 

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

 

60

 

Alpine High Yield Managed Duration Municipal Fund

 

Schedule of Portfolio Investments

October 31, 2016

 

Principal
Amount
   Security
Description
  Value 
           
Municipal Bonds-103.8%     
Alabama—3.8%     
$    750,000   Alabama Industrial Development Solid Waste Disposal Revenue (CS: OfficeMax, Inc.)
6.450%, 12/01/2023
  $       751,252 
 500,000   Alabama Special Care Facilities Financing Authority-Birmingham Revenue, Methodist Homes for the Aging—Series 2015-1
5.250%, 06/01/2025
   561,205 
 45,000   City of Jemison AL Water & Sewer—Series A
3.000%, 03/01/2017
   45,096 
 50,000   City of Jemison AL Water & Sewer—Series A
3.000%, 03/01/2018
   50,311 
 50,000   City of Jemison AL Water & Sewer—Series A
3.000%, 03/01/2019
   50,302 
 50,000   City of Jemison AL Water & Sewer—Series A
3.000%, 03/01/2020
   50,204 
 50,000   City of Jemison AL Water & Sewer—Series A
3.000%, 03/01/2021
   50,019 
 290,000   City of Jemison AL Water & Sewer—Series A
3.500%, 03/01/2026
   288,390 
 850,000   Health Care Authority for Baptist Health Revenue—Series D
5.000%, 11/15/2021
   852,915 
 2,855,000   Jefferson County Ltd. Obligation School Warrants—Series A
4.750%, 01/01/2025
   2,878,953 
 250,000   Jefferson County Ltd. Obligation School Warrants—Series A
5.250%, 01/01/2017
   253,817 
 160,000   Jefferson County, Capital Improvement Warrants—Series A (CS: NATL-RE)
5.000%, 04/01/2023
   162,946 
 65,000   Jemison Public Building Authority, Municipal Projects—Series B
3.000%, 03/01/2017
   65,176 
 65,000   Jemison Public Building Authority, Municipal Projects—Series B
3.000%, 03/01/2018
   65,625 
 70,000   Jemison Public Building Authority, Municipal Projects—Series B
3.000%, 03/01/2019
   70,912 
 70,000   Jemison Public Building Authority, Municipal Projects—Series B
3.000%, 03/01/2020
   70,885 
 70,000   Jemison Public Building Authority, Municipal Projects—Series B
3.000%, 03/01/2021
   70,708 
 400,000   Jemison Public Building Authority, Municipal Projects—Series B
3.500%, 03/01/2026
   406,788 
Principal
Amount
   Security
Description
  Value 
           
Municipal Bonds—continued     
Alabama—continued     
$445,000   Selma Industrial Development Board Revenue, Zilkha Biomass Selma LLC Project
7.500%, 05/01/2025 (a)
  $445,552 
             7,191,056 
Arizona—2.9%     
 640,000   Glendale Industrial Development Authority; Glencroft Retirementbligation
4.250%, 11/15/2026
   628,704 
 225,000   Industrial Development Authority of the City of Phoenix Revenue, Freedom Academy, Inc. (CS: Freedom Academy, Inc.)
3.875%, 07/01/2021 (a)
   225,706 
 725,000   La Paz County Industrial Development Authority Revenue, Charter School Solutions- Harmony Public School Project—Series A
5.000%, 02/15/2021 (a)
   791,685 
 500,000   La Paz County Industrial Development Authority Revenue, Charter School Solutions-Harmony Public School Project—Series A
5.000%, 02/15/2026 (a)
   565,760 
 500,000   Maricopa County Industrial Development, Paradise Schools Project
2.875%, 07/01/2021 (a)
   499,445 
 1,250,000   Maricopa County Industrial Development, Paradise Schools Project
4.000%, 07/01/2026 (a)
   1,286,325 
 1,000,000   Mohave County Industrial Development Authority, Prison LLC Expansion Project (CS: Mohave Prison LLC)
8.000%, 05/01/2025
   1,000,000 
 200,000   Phoenix Industrial Development Authority, AZ GFF Tiyan LLC (Guam annual appropriation)
5.000%, 02/01/2018
   204,830 
 175,000   Phoenix Industrial Development Authority, Basis School, Inc.
3.000%, 07/01/2020 (a)
   176,815 
 145,000   Phoenix Industrial Development Authority, Legacy Traditional Schools Project—Series A
4.750%, 07/01/2019 (a)
   151,244 
         5,530,514 
California—6.4%     
 250,000   California Municipal Finance Authority, Julian Charter School Project—Series A
5.000%, 03/01/2025 (a)
   259,465 
 2,500,000   California School Finance Authority, Ocean Charter School
6.000%, 01/01/2019 (a)
   2,500,250 


 

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

 

61

 

Alpine High Yield Managed Duration Municipal Fund

 

Schedule of Portfolio Investments—Continued
October 31, 2016

 

Principal
Amount
   Security
Description
  Value 
           
Municipal Bonds—continued     
California—continued     
$450,000   City of Roseville, HP Campus Oaks, Community Facilities District
4.000%, 09/01/2026
  $       452,893 
 180,000   Inland Empire Tobacco Securitization Authority, Tobacco Settlement—Series A
4.625%, 06/01/2021
   180,826 
 140,000   Inland Empire Tobacco Securitization Authority, Tobacco Settlement—Series A
5.000%, 06/01/2021
   140,676 
  1,175,000   Palomar Pomerado Health Care—Series A, ARN (CS: Assured Guaranty Municipal)
1.740%, 11/01/2036
(Putable on 11/01/2016) (b)
   1,175,000 
 2,700,000   Palomar Pomerado Health Care—Series B, ARN (CS: Assured Guaranty Municipal)
1.730%, 11/01/2036
(Putable on 11/02/2016) (b)
   2,700,000 
 1,250,000   Palomar Pomerado Health Care—Series C, ARN (CS: Assured Guaranty Municipal)
1.750%, 11/01/2036
(Putable on 11/03/2016) (b)
   1,250,000 
 2,520,000   Riverside County Industrial Development Authority, Universal Forest Products (LOC: JPMorgan Chase Bank NA)
0.750%, 08/01/2029
(Putable on 11/03/2016) (b)
   2,520,000 
 985,000   Tobacco Securitization Authority of Northern California Revenue—Series A-2
5.400%, 06/01/2027
   996,259 
         12,175,369 
Colorado—1.5%     
 110,000   Colorado Health Facilities Authority, Covenant Retirement Communities, Inc.—Series B
3.150%, 12/01/2018
   110,152 
 1,265,000   Colorado Housing & Finance Authority Economic Development, Pacific Instruments Project (LOC: Wells Fargo Bank N.A.)
0.800%, 08/01/2020
(Putable on 11/03/2016) (b)
   1,265,000 
 805,000   Denver Convention Center Hotel Authority
5.000%, 12/01/2024
   949,208 
 500,000   Lambertson Farms Metropolitan District No. 1, General Obligation
5.000%, 12/15/2025
   505,510 
         2,829,870 
Principal
Amount
   Security
Description
  Value 
           
Municipal Bonds—continued     
Connecticut—1.6%     
$1,000,000   Connecticut State Health & Educational Facility, Church Home Of Hartford, Inc. Project (CS: Church Home of Hartford)
2.875%, 09/01/2020 (a)
  $1,004,340 
 1,400,000   Connecticut State Health & Educational Facility, Church Home Of Hartford, Inc. Project—Series B-1 (CS: Church Home of Hartford)
3.250%, 09/01/2021 (a)
       1,414,518 
 500,000   Mohegan Tribe of Indians of Connecticut Revenue—Series C
4.750%, 02/01/2020 (a)
   501,725 
         2,920,583 
Delaware—2.8%     
 5,300,000   Delaware New County Castle Revenue, Airport Facility, FlightSafety International, Inc. Project.—Series 2002 (CS: Berkshire Hathaway, Inc.)
0.630%, 06/01/2022
(Putable on 11/03/2016) (b)
   5,300,000 
District of Columbia—0.5%     
 250,000   District of Columbia Revenue, National Law Enforcement Officers Memorial Fund, Inc.—Series B
5.750%, 07/01/2025
   250,593 
 475,000   District of Columbia, Howard University—Series A
5.250%, 10/01/2022
   511,912 
 240,000   District of Columbia, Methodist Home
4.500%, 01/01/2025
   244,752 
         1,007,257 
Florida—1.7%     
 250,000   Capital Trust Agency, Inc. Revenue, First Mortgage Revenue-Silver Creek St. Augustine Project—Series A
6.500%, 01/01/2024
   214,540 
 170,000   Capital Trust Agency, Inc. Revenue, River City Education Services, Inc. Project—Series A
4.625%, 02/01/2025
   173,317 
 100,000   Celebration Pointe Community Development District No.1, Special Assessment Revenue
4.750%, 05/01/2024
   103,180 
 200,000   City of Atlantic Beach, Health Care Facilities Revenue Naval CCRC—Series A
5.000%, 11/15/2021
   226,440 
 200,000   City Of Tampa, Solid Waste System Revenue
5.000%, 10/01/2020
   223,822 


 

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

 

62

 

Alpine High Yield Managed Duration Municipal Fund

 

Schedule of Portfolio Investments—Continued

October 31, 2016

 

Principal
Amount
   Security
Description
  Value 
           
Municipal Bonds—continued     
Florida—continued     
$300,000   Collier County Industrial Development Authority CCRC, Arlington of Naples Project—Series B-1
6.875%, 05/15/2021 (a)
  $       301,398 
 340,000   Florida Development Finance Corp. Revenue, Tuscan Isle Champions Gate Project—Series A6.000%,
06/01/2030 (a)
   347,681 
 100,000   Florida Development Finance Corp., Educational Facilities Revenue Bonds, Miami Arts Charter School Project—Series A
5.000%, 06/15/2024 (a)
   102,412 
 700,000   Liberty County, Industrial Development, Georgia Pacific Corp. Project
0.830%, 10/01/2028
(Putable on 11/03/2016) (b)
   700,000 
 290,000   State Development Finance Corp. Revenue, Tuscan Isle Obligated Group—Series A
6.500%, 06/01/2025 (a)
   307,820 
 75,000   Village Community Development District #11, Special Assessment Revenue
3.250%, 05/01/2019
   75,220 
 500,000   Village Community Development District #12, Special Assessment Revenue
2.875%, 05/01/2021
   497,805 
         3,273,635 
Georgia—3.2%     
 997,000   Georgia Local Government, Certificate Participation—Series A
4.750%, 06/01/2028
   1,111,755 
 5,000,000   Walker County, Tax Anticipation Notes General Obligation
4.250%, 12/30/2016
   4,998,750 
         6,110,505 
Guam—0.4%     
 250,000   Guam International Airport Authority—Series C
5.000%, 10/01/2021
   277,555 
 200,000   Territory of Guam—Series A
2.000%, 12/01/2016
   200,148 
 200,000   Territory of Guam—Series A
5.000%, 12/01/2017
   207,608 
         685,311 
Idaho—0.7%     
 120,000   Idaho Health Facilities Authority, The Terraces Boise Project—Series B-2
6.000%, 10/01/2021
   120,152 
Principal
Amount
   Security
Description
  Value 
           
Municipal Bonds—continued     
Idaho—continued     
$   900,000   Idaho Housing & Finance Association; Idaho Arts Charter School—Series A
4.000%, 12/01/2026
  $948,483 
 200,000   Idaho Housing & Finance Association; Victory Charter School—Series A
4.000%, 07/01/2026
   210,816 
             1,279,451 
Illinois—6.9%     
 100,000   Chicago Board of Education—Series A
5.500%, 12/01/2018
   103,241 
 155,000   Chicago Board of Education, Dedicated Revenues (CS: Assured Guaranty Municipal)
5.000%, 12/01/2022
   158,791 
 225,000   Chicago Board of Education, General Obligation—Series A (CS: NATL-RE)
5.000%, 12/01/2020
   227,855 
 100,000   Chicago Board of Education, General Obligation—Series A (CS: NATL-RE)
5.000%, 12/01/2021
   100,333 
 75,000   Chicago Board of Education, General Obligation—Series A (CS: NATL-RE)
5.250%, 12/01/2018
   79,337 
 725,000   Chicago Board of Education, General Obligation—Series A (CS: NATL-RE)
5.250%, 12/01/2019
   731,075 
 500,000   Chicago Board of Education, General Obligation—Series B (CS: Assured Guaranty Municipal)
5.000%, 12/01/2016
   501,685 
 200,000   Chicago Board of Education, Refunding—Series G 4.630%, (MUNIPSA*1 +
400,000 bps) 03/01/2032
(Putable on 11/03/2016) (b)
   199,840 
 150,000   City of Chicago—Series A
4.000%, 01/01/2019
   151,356 
 210,000   City of Chicago—Series A
4.000%, 01/01/2020
   211,176 
 100,000   City of Chicago, General Obligation (CS: AMBAC)
5.000%, 12/01/2024
   100,238 
 135,000   City of Chicago, General Obligation—Series A
5.000%, 01/01/2018
   137,696 
 10,000   City of Chicago, General Obligation—Series A (CS: Assured Guaranty Municipal)
5.000%, 01/01/2023
   10,034 


 

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

 

63

 

Alpine High Yield Managed Duration Municipal Fund

 

Schedule of Portfolio Investments—Continued

October 31, 2016

 

Principal
Amount
   Security
Description
  Value 
           
Municipal Bonds—continued     
Illinois—continued     
$70,000   City of Chicago, General Obligation—Series B (CS: Assured Guaranty Municipal)
5.000%, 01/01/2018
  $71,242 
 40,000   City of Chicago, General Obligation—Series B (CS: Assured Guaranty Municipal)
5.000%, 01/01/2026
   40,138 
 1,000,000   City of Chicago, General Obligation—Series B (CS: Assured Guaranty Municipal)
5.000%, 01/01/2027
        1,012,930 
 600,000   Cook County School District No. 144, Prairie Hills—Series A
4.000%, 12/01/2033
   616,830 
 310,000   Illinois Finance Authority Educational Facility Revenue, Senior Rogers Park Montessori School Project
5.000%, 02/01/2024
   321,827 
 685,000   Illinois Finance Authority Revenue, Refunding Christian Homes (CS: Christian Homes, Inc. Obligation)
5.000%, 05/15/2031
   766,494 
 440,000   Illinois Finance Authority, Belmont School Project
4.500%, 12/01/2020 (a)
   447,194 
 350,000   Illinois Finance, Riverside Health System
4.000%, 11/15/2034
   363,493 
 635,000   Macon & De Witt Counties Community Unit School District No. 2 Maroa-Forsyth, General Obligation
4.500%, 10/01/2018
   643,217 
 150,000   Southwestern Development Authority, Memorial Group, Inc.
5.750%, 11/01/2019
   165,888 
 745,000   State of Illinois, General Obligation (INS. Assured Guaranty)
4.000%, 02/01/2030
   746,833 
 740,000   State of Illinois, General Obligation
5.000%, 02/01/2020
   790,128 
 700,000   State of Illinois, General Obligation (CS: AMBAC)
5.000%, 04/01/2021
   702,415 
 100,000   State of Illinois, General Obligation (CS: AMBAC)
5.000%, 11/01/2024
   100,345 
 380,000   State of Illinois, General Obligation—Series A
5.000%, 03/01/2017
   381,227 
Principal
Amount
   Security
Description
  Value 
           
Municipal Bonds—continued     
Illinois—continued     
$50,000   State of Illinois, General Obligation Refunding Bond
5.000%, 08/01/2021
  $54,459 
 180,000   Stephenson County Revenue (CS: AMBAC)
4.500%, 12/01/2020
   185,749 
 900,000   United City of Yorkville, Special Service NO. 04-104-MPI Grande Reserve Project
6.375%, 03/01/2034
   891,558 
 1,540,000   Upper Illinois River Valley Development, Cathy Asta Enterprises
0.750%, 08/01/2033
(Putable on 11/03/2016) (b)
   1,540,000 
 245,000   Village of Willow Springs—Series A
4.500%, 12/15/2022
   244,978 
 285,000   Village of Willow Springs—Series C
4.450%, 12/15/2021
   284,974 
           13,084,576 
Indiana—1.7%     
 100,000   City of Anderson, Economic Development Revenue, Anderson University Project
5.000%, 10/01/2024
   100,418 
 1,000,000   City of Indianapolis Indiana Economic Development Refunding, Brookhaven At County Line Apartments Project.—Series A
6.250%, 07/01/2043
   1,110,610 
 235,000   City of Valparaiso Exempt Facilities Revenue, Pratt Paper LLC Project
5.875%, 01/01/2024
   271,759 
 1,425,000   Indiana Finance Authority Revenue, Private Activity OH River Bridge—Series B (CS: Wvb East End Partners LLC)
5.000%, 01/01/2019
   1,433,892 
 225,000   Indiana Finance Authority, King’s Daughters Hospital & Health Services
5.000%, 08/15/2020
   247,860 
 50,000   Indiana Finance Authority, United States Steel Corp.
6.000%, 12/01/2019
   50,305 
         3,214,844 
Iowa—0.2%     
 430,000   Iowa Higher Education Loan Authority, Wartburg College Project
2.500%, 10/01/2020
   428,723 
Kansas—1.9%     
 1,040,000   Kansas Independent College Finance Authority, Anticipation Notes, Bethany College—Series A
6.950%, 05/01/2017 (a)
   1,043,942 


 

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

 

64

 

Alpine High Yield Managed Duration Municipal Fund

 

Schedule of Portfolio Investments—Continued

October 31, 2016

 

Principal
Amount
   Security
Description
  Value 
           
Municipal Bonds—continued     
Kansas—continued     
$200,000   Kansas Independent College Finance Authority, Anticipation Notes, Bethel College—Series D
4.050%, 05/01/2017
  $200,822 
 1,600,000   Kansas Independent College Finance Authority, Anticipation Notes, Ottawa University—Series C
4.900%, 05/01/2017
   1,606,352 
 235,000   Overland Park Development Corp. Revenue, Second Tier Convention Center Hotel—Series B (CS: AMBAC)
5.125%, 01/01/2022
   236,003 
 520,000   Wichita Airport Authority, FlightSafety International, Inc.— Series A (CS: Berkshire Hathaway, Inc.)
0.630%, 11/01/2031
(Putable on 11/03/2016) (b)
   520,000 
         3,607,119 
Kentucky—2.0%     
 700,000   Kenton County Airport Board, Special Facilities , FlightSafety International, Inc. Project—Series A (CS: Berkshire Hathaway, Inc.)
0.630%, 06/01/2021
(Putable on 11/03/2016) (b)
   700,000 
 1,000,000   Kentucky Economic Development Finance Authority, Baptist Life Community Project—Series S
5.500%, 11/15/2027
   1,008,550 
 500,000   Kentucky Economic Development Finance Authority, Temps-85, Masonic Home Independent
3.250%, 05/15/2022
   499,240 
 1,500,000   Ohio County Revenue, Big Rivers Electric Project—Series A (CS: Big Rivers Electric Corp.)
6.000%, 07/15/2031
   1,582,590 
         3,790,380 
Louisiana—0.3%     
 250,000   Louisiana Local Government Environmental Facilities & Community Development Authority, St James Place of Baton Rouge—Series A
5.500%, 11/15/2025
   266,920 
 250,000   Parish of St. Charles, Gulf Opportunity Zone Revenue, Valero Energy Corp.
4.000%, 12/01/2040
(Putable on 06/01/2022) (b)
   275,153 
         542,073 
Maryland—1.4%     
 110,000   Anne Arundel County, Consolidated Special Taxing District Bonds, Villages at Two Rivers Project
4.200%, 07/01/2024
   113,265 
Principal
Amount
   Security
Description
  Value 
           
Municipal Bonds—continued     
Maryland—continued     
$500,000   City of Westminster, Lutheran Village at Miller’s Grant, Inc.—Series C
4.375%, 07/01/2021
  $515,170 
 500,000   City of Westminster, Lutheran Village at Miller’s Grant, Inc.—Series D
3.875%, 07/01/2019
   509,170 
 1,445,000   Maryland Economic Development Corp., CNX Marine Terminal, Inc.
5.750%, 09/01/2025
   1,465,331 
         2,602,936 
Massachusetts—1.2%     
 1,500,000   Massachusetts Development Finance Agency, UMass Boston Student Housing Project; Provident Commonwealth Education Resource
5.000%, 10/01/2024
   1,769,550 
 450,000   Massachusetts Port Authority Facilities Revenue, Delta Air Lines, Inc. Project—Series A (CS: AMBAC)
5.000%, 01/01/2021
   455,836 
 30,000   Massachusetts Port Authority Facilities Revenue, Delta Air Lines, Inc. Project—Series A (CS: AMBAC)
5.500%, 01/01/2017
   30,116 
 50,000   Massachusetts Port Authority Facilities Revenue, Delta Air Lines, Inc. Project—Series A (CS: AMBAC)
5.500%, 01/01/2022
   50,143 
             2,305,645 
Michigan—2.6%     
 500,000   Calhoun County Hospital Finance Authority Refunding Bonds, Oaklawn Hospital
5.000%, 02/15/2024
   561,145 
 115,000   Charyl Stockwell Academy Revenue
4.875%, 10/01/2023
   116,646 
 385,000   Jackson College Dormitories, College Housing Revenue
5.000%, 05/01/2021
   400,731 
 1,000,000   Michigan Municipal Bond Authority, Local Government Public Improvement—Series A (CS: AMBAC)
5.000%, 12/01/2018
   1,014,150 
 1,255,000   Michigan State Hospital Finance, Henry Ford Health System—Series A
5.250%, 11/15/2046
   1,256,945 
 790,000   Michigan Strategic Fund Revenue, Genesee Power Station Project
7.500%, 01/01/2021
   784,344 


 

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

 

65

 

Alpine High Yield Managed Duration Municipal Fund

 

Schedule of Portfolio Investments—Continued

October 31, 2016

 

Principal
Amount
   Security
Description
  Value 
           
Municipal Bonds—continued     
Michigan—continued     
$200,000   Michigan Strategic Fund Revenue, United Methodist Retirement Communities, Inc. Project
5.125%, 11/15/2025
  $206,006 
 615,000   Michigan Tobacco Settlement Finance
Authority—Series A
5.125%, 06/01/2022
   608,665 
             4,948,632 
Minnesota—3.2%     
 540,000   City of Blaine Revenue, Crest V iew Senior Community Project—Series A
5.125%, 07/01/2025
   567,119 
 145,000   City of Hugo, Charter School Lease Revenue, Noble Academy Project—Series A
4.000%, 07/01/2020
   152,093 
 200,000   City of International Falls Revenue, Boise Cascade Corp. Project (CS: Officemax, Inc.)
5.650%, 12/01/2022
   200,754 
 300,000   City of Oak Park Heights, Nursing Home Revenue, Boutwells Landing Care Center Project
4.000%, 02/01/2020
   310,515 
 4,245,000   Minnesota Housing Finance Agency, Residential Housing—Series S (SPA: Wells Fargo Bank NA)
0.650%, 07/01/2038
(Putable on 11/03/2016) (b)
   4,245,000 
 495,000   Rice County Revenue, St. Mary’s School—Series A
5.000%, 08/01/2022 (a)
   532,427 
         6,007,908 
Mississippi—3.0%     
 570,000   Mississippi Business Finance Corp., Northrop Grumman Ship System
4.550%, 12/01/2028
   571,134 
 5,000,000   Mississippi Business Finance Corp., PSL-North America LLC Project—Series A (LOC: ICICI Bank)
3.220%, 11/01/2032
(Putable on 11/03/2016) (b)
   5,000,000 
         5,571,134 
Missouri—1.5%     
 250,000   Saint Louis County Industrial Development Authority, Nazareth Living Center—Series B
3.850%, 08/15/2020
   250,125 
 555,000   Saint Louis County Missouri Industrial Development Authority Refunding And Improvement; Ranken-Jordan Pediatric Sp
4.000%, 11/15/2021
   583,660 
Principal
Amount
   Security
Description
  Value 
           
Municipal Bonds—continued     
Missouri—continued     
$625,000   Saint Louis County Missouri Industrial Development Authority Refunding And Improvement; Ranken-Jordan Pediatric Sp
5.000%, 11/15/2022
  $689,881 
 350,000   Saint Louis County Missouri Industrial Development Authority Refunding And Improvement; Ranken-Jordan Pediatric Sp
5.000%, 11/15/2023
   388,000 
 1,000,000   State Louis County Industrial Development Authority, St. Andrews Resources for Seniors Obligated Group—Series B
3.125%, 12/01/2019
   1,001,990 
             2,913,656 
Nevada—0.1%     
 250,000   City of North Las Vegas, Refunding Bonds, Water and Sewer System—Series B (CS: AMBAC)
4.000%, 08/01/2017
   250,088 
New Hampshire—0.1%
 250,000   New Hampshire Business Finance Authority, Casella Waste Systems, Inc. Project
4.000%, 04/01/2029
(Putable on 10/01/2019) (a)(b)
   246,283 
New Jersey—1.8%     
 415,000   Atlantic City Municipal Utilities Authority, Refunding Water System—Series 2007 (CS: AMBAC)
4.000%, 06/01/2018
   414,361 
 540,000   New Jersey Economic Development Authority Revenue, Continental Airlines, Inc. Project (CS: United Airlines, Inc.)
4.875%, 09/15/2019
   571,163 
 100,000   New Jersey Economic Development Authority, Charter School Revenue, Greater Brunswick Charter School Project—Series A
4.750%, 08/01/2024 (a)
   104,135 
 500,000   New Jersey Economic Development Authority, Lions Gate Project—Series 2014
4.375%, 01/01/2024
   529,110 
 125,000   New Jersey Economic Development Authority, Private Activity—The Goethals Bridge Replacement Project
5.250%, 01/01/2025
   145,271 


 

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

 

66

 

Alpine High Yield Managed Duration Municipal Fund

 

Schedule of Portfolio Investments—Continued

October 31, 2016

 

Shares   Security
Description
  Value 
           
Municipal Bonds—continued     
New Jersey—contimnued     
$55,000   New Jersey Economic Development Authority, United Airlines, Inc. Project
5.500%, 04/01/2028
  $55,193 
 420,000   New Jersey Tobacco Settlement Financing Corp. Revenue—Series A
4.500%, 06/01/2023
   427,535 
 1,000,000   New Jersey Transportation Trust Fund Authority, FED Highway Reimbursement Notes
5.000%, 06/15/2024
       1,044,210 
 5,000   Tobacco Settlement Financing Corp. Revenue—Series 1-A
4.625%, 06/01/2026
   5,021 
         3,295,999 
New Mexico—0.0% (c)     
 40,000   City of Albuquerque, Karsten Co.—Series A (LOC: U.S. Bank N.A.)
3.000%, 12/01/2017
(Putable on 11/03/2016) (b)
   40,000 
 15,000   City of Albuquerque, Karsten Co.—Series B
3.000%, 12/01/2017
(Putable on 11/03/2016) (b)
   15,000 
         55,000 
New York—9.8%     
 1,680,000   City of Poughkeepsie, Bond Anticipation Notes, General Obligation—Series A
3.750%, 05/07/2017
   1,686,552 
 1,150,000   Nassau County Tobacco Settlement Corp. Revenue, Asset Brookfield—Series A-2
5.250%, 06/01/2026
(Putable on 05/31/2026)
   1,150,518 
 3,100,000   New York City Municipal Water Finance Authority, Water and Sewer System (SPA: Dexia Credit Local)
0.730%, 06/15/2032
(Putable on 11/01/2016) (b)
   3,100,000 
 300,000   New York State Dormitory Authority, Orange Regional Medical Center
6.000%, 12/01/2016
   301,152 
 445,000   New York State Dormitory Authority, Touro College And University—Series A
4.000%, 01/01/2023
   468,567 
 15,000   New York State Dormitory Authority, Yeshiva University (CS: Yeshiva University)
5.000%, 09/01/2017
   15,420 
 440,000   New York State Dormitory Authority, Yeshiva University—Series A
5.000%, 11/01/2018
   465,629 
Shares   Security
Description
  Value 
           
Municipal Bonds—continued     
New York—continued     
$95,000   New York State Dormitory Authority, Yeshiva University—Series A (CS: Yeshiva University)
5.000%, 11/01/2019
  $101,160 
 1,600,000   New York State Housing Finance Agency, HSG-605 West 42nd Street Owner LLC
0.720%, 05/01/2048
(Putable on 11/01/2016) (b)
        1,600,000 
 500,000   New York Transportation Development Corp., American Airlines, Inc.
5.000%, 08/01/2018
   525,705 
 1,000,000   New York Transportation Development Corp., American Airlines, Inc.
5.000%, 08/01/2020
   1,096,870 
 500,000   New York Transportation Development Corp., American Airlines, Inc.
5.000%, 08/01/2031
   535,205 
 100,000   Onondaga Civic Development Corp., St Joseph’s Hospital Health Center Project—Series A
4.625%, 07/01/2022
   109,605 
 100,000   Onondaga Civic Development Corp., St Joseph’s Hospital Health Center Project—Series A
5.000%, 07/01/2019
   107,870 
 115,000   Suffolk Tobacco Asset Securitization Corp., General Obligation—Series A
5.000%, 06/01/2018
   120,422 
 2,000,000   Town of Oyster Bay, Bond Anticipation Notes General Obligation—Series C
4.000%, 06/01/2018
   2,015,180 
 1,075,000   Town of Oyster Bay, Bond Anticipation Notes, General Obligation—Series A
2.750%, 02/03/2017
   1,075,462 
 675,000   Town of Oyster Bay, General Obligation Public Improvement
3.000%, 08/15/2017
   672,536 
 975,000   Town of Oyster Bay, General Obligation Public Improvement—Series A
3.500%, 03/15/2017
   975,653 
 300,000   TSASC, Inc.—Series 1
5.000%, 06/01/2026
   300,459 
 2,000,000   Village of Johnson City, Bond Anticipation Notes
3.750%, 10/05/2017
   2,014,680 
         18,438,645 


 

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

 

67

 

Alpine High Yield Managed Duration Municipal Fund

 

Schedule of Portfolio Investments—Continued

October 31, 2016

 

Shares   Security
Description
  Value 
           
Municipal Bonds—continued     
North Carolina—0.2%     
$300,000   Guilford County Industrial Facilities & Pollution Control Financing Authority, Industrial Development (LOC: Commerce Bank N.A.)
0.750%, 03/01/2022
(Putable on 11/03/2016) (b)
  $       300,000 
North Dakota—0.4%     
 300,000   City of Bowman, Southwest Healthcare Services Project, Revenue Anticipation Notes—Series A
2.500%, 02/15/2017
   300,009 
 500,000   City of Hazen Revenue, Sakakawea Medical Center Project
2.500%, 07/01/2017
   499,990 
         799,999 
Ohio—2.1%     
 910,000   Buckeye Tobacco Settlement Financing Authority—Series A
5.125%, 06/01/2024
   859,914 
 2,150,000   Buckeye Tobacco Settlement Financing Authority—Series A-2
5.375%, 06/01/2024
   2,071,546 
 400,000   City of Cleveland, Airport Special Revenue, United Airlines, Inc.
5.375%, 09/15/2027
   401,308 
 255,000   Licking County Revenue, Kendal Granville Obligation Group—Series B
3.750%, 07/01/2020
   255,273 
 200,000   Ohio Air Quality Development Authority, AK Steel Corp. Project
6.750%, 06/01/2024
   174,830 
 265,000   Southeastern Ohio Port Authority, Memorial Health System
5.000%, 12/01/2016
   265,596 
         4,028,467 
Oklahoma—1.6% (c)     
 1,510,000   Payne County Economic Development Authority, Epworth Living At The Ranch-SE (CS: White Woods Retirement)
4.750%, 11/01/2023
   1,516,538 
 1,500,000   Payne County Economic Development Authority, Epworth Living At The Ranch-SE (CS: White Woods Retirement)
5.250%, 11/01/2024
   1,507,680 
         3,024,218 
Oregon—0.1%     
 60,000   Hospital Facilities Authority of Multnomah County Oregon, Mirabella At South Waterfront
Project—Series A
5.000%, 10/01/2019
   63,676 
Shares   Security
Description
  Value 
           
Municipal Bonds—continued     
Oregon—continued     
$100,000   Hospital Facilities Authority of Multnomah County Oregon, Mirabella At South Waterfront
Project—Series A
5.000%, 10/01/2024
  $       115,897 
         179,573 
Pennsylvania—8.5%     
 2,890,000   Allegheny County Industrial Development Authority, Environmental Improvement Revenue, United States Steel Corp.
5.500%, 11/01/2016
   2,890,000 
 1,750,000   Allegheny County Industrial Development Authority, Environmental Improvement Revenue, United States Steel Corp.
6.500%, 05/01/2017
   1,766,485 
 325,000   Chester County Health & Education Facilities Authority, Simpson Senior Services Project
5.000%, 12/01/2025
   351,842 
 505,000   Delaware County Authority Revenue, Eastern University (CS: Eastern University)
4.000%, 10/01/2019
   515,711 
 1,605,000   Delaware County Authority Revenue, Eastern University
5.000%, 10/01/2027
   1,650,373 
 1,500,000   Delaware County Industrial Development Authority, Chester Charter School Arts Project—Series A
5.000%, 06/01/2031 (a)
   1,517,010 
 560,000   Emmaus General Authority (SPA: Wells
Fargo Bank N.A.)
0.650%, 12/01/2028
(Putable on 11/02/2016) (b)
   560,000 
 100,000   Indiana County Hospital Authority, Regional Medical Center—Series A
5.000%, 06/01/2023
   113,839 
 235,000   Lancaster Industrial Development Authority, Davco Family—Series A (SPA: Fulton Bank)
1.000%, 01/15/2023
(Putable on 11/03/2016) (b)
   235,000 
 330,000   Moon Industrial Development Authority, Baptist Homes Society Obligation
5.000%, 07/01/2020
   350,120 
 1,400,000   Pennsylvania Economic Development Financing Authority, Colver Project
5.000%, 12/01/2037
(Putable on 09/01/2020) (b)
   1,440,642 


 

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

 

68

 

Alpine High Yield Managed Duration Municipal Fund

 

Schedule of Portfolio Investments—Continued

October 31, 2016

 

Shares   Security
Description
  Value 
           
Municipal Bonds—continued     
Pennsylvania—continued     
$695,000   Philadelphia Authority for Industrial Development Revenue, Discovery Charter School Project (CS: Discovery Charter School)
5.000%, 04/01/2022
  $687,195 
 800,000   Philadelphia Authority for Industrial Development Revenue, Kipp Philadelphia Charter School Project—Series A (CS: Kipp Philadelphia Charter)
4.000%, 04/01/2026
   813,176 
 70,000   Philadelphia Authority for Industrial Development, Discovery Charter School Project
4.000%, 04/01/2017
   69,631 
 380,000   Philadelphia Hospitals & Higher Education Facilities Authority, Refunding-Temple University Health System—Series B
5.500%, 07/01/2026
   386,434 
 2,000,000   Philadelphia School District—Series F
5.000%, 09/01/2024
   2,304,500 
 135,000   Pottsville Hospital Authority, Schuylkill Health System Project
5.250%, 07/01/2033 (a)
   145,048 
 200,000   Pottsville Hospital Facilities Authority, Schuylkill Health System Project
5.750%, 07/01/2022
   240,424 
           16,037,430 
Puerto Rico—5.9%     
 210,000   Commonwealth of Puerto Rico (CS: Assured Guaranty Municipal)
5.500%, 07/01/2018
   220,181 
 3,290,000   Commonwealth of Puerto Rico—Series A
(CS: NATL-RE)
5.500%, 07/01/2020
   3,591,792 
 1,030,000   Commonwealth of Puerto Rico, General Obligation Bonds—Series A (CS: NATL-RE)
5.500%, 07/01/2020
   1,124,472 
 115,000   Commonwealth of Puerto Rico, Public Improvement Bonds (CS: Assured Guaranty Municipal)
5.500%, 07/01/2019
   123,057 
 760,000   Commonwealth of Puerto Rico, Public Improvement Bonds—Series A (CS: Assured Guaranty Municipal)
5.000%, 07/01/2017
   778,438 
 265,000   Commonwealth of Puerto Rico, Public Improvement Bonds—Series A (CS: NATL-RE)
5.500%, 07/01/2018
   278,958 
Shares   Security
Description
  Value 
           
Municipal Bonds—continued
Puerto Rico—continued     
$   885,000   Commonwealth of Puerto Rico, Public Improvement Bonds—Series A
5.500%, 07/01/2019
  $       948,419 
 220,000   Commonwealth of Puerto Rico, Public Improvement Bonds—Series A (CS: NATL-RE)
5.500%, 07/01/2019
   235,765 
 125,000   Commonwealth of Puerto Rico, Public Improvement Bonds—Series A
5.500%, 07/01/2021
   138,321 
 100,000   Puerto Rico Electric Power Authority—Series A (CS: Assured Guaranty Municipal)
5.000%, 08/01/2020
   102,794 
 200,000   Puerto Rico Electric Power Authority—Series LL (CS: NATL-RE)
5.500%, 07/01/2017
   204,568 
 265,000   Puerto Rico Electric Power Authority—Series NN
5.250%, 07/01/2019
   282,299 
 205,000   Puerto Rico Electric Power Authority—Series PP
5.000%, 07/01/2023
   207,601 
 260,000   Puerto Rico Electric Power Authority—Series SS
5.000%, 07/01/2022
   263,513 
 235,000   Puerto Rico Electric Power Authority—Series SS
4.000%, 07/01/2019
   235,284 
 155,000   Puerto Rico Electric Power Authority—Series SS (CS: NATL-RE)
5.000%, 07/01/2020
   157,472 
 335,000   Puerto Rico Electric Power Authority—Series UU
4.500%, 07/01/2018
   347,214 
 250,000   Puerto Rico Electric Power Authority—Series UU (CS: Assured Guaranty Municipal)
5.000%, 07/01/2020
   255,730 
 350,000   Puerto Rico Highways & Transportation Authority—Series E (CS: Assured Guaranty Municipal)
5.500%, 07/01/2017
   359,436 
 200,000   Puerto Rico Highways & Transportation
Authority—Series E
5.500%, 07/01/2023
   222,444 
 500,000   Puerto Rico Municipal Finance Agency—Series C
5.250%, 08/01/2017
   514,250 


 

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

 

69

 

Alpine High Yield Managed Duration Municipal Fund

 

Schedule of Portfolio Investments—Continued

October 31, 2016

 

Shares   Security
Description
  Value 
           
Municipal Bonds—continued     
Puerto Rico—continued     
$500,000   Puerto Rico Public Buildings Authority—Series F (INS. Assured Guaranty)
5.250%, 07/01/2019
  $531,845 
            11,123,853 
Rhode Island—0.8%     
 680,000   Rhode Island Health & Educational Building Corp., Care New England
5.000%, 09/01/2022
   747,612 
 500,000   Rhode Island Health & Educational Building Corp., Care New England
5.000%, 09/01/2023
   551,885 
 100,000   Rhode Island Health & Educational Building Corp., Hospital Financing- Care New England—Series A
5.000%, 09/01/2021
   117,463 
         1,416,960 
South Carolina—0.1%     
 85,000   Clarendon Hospital District, General Obligation
4.250%, 04/01/2017
   86,221 
 85,000   Clarendon Hospital District, General Obligation
4.500%, 04/01/2018
   89,281 
 65,000   South Carolina Jobs-Economic     
     Development Authority,     
     Palmetto Health     
     5.000%, 08/01/2019   70,873 
         246,375 
Tennessee—3.1%     
 3,220,000   Sevier County Public Building Authority, Local Government Public Improvement (CS: AMBAC, LOC: KBC Bank NV)
2.680%, 06/01/2026
(Putable on 11/03/2016) (b)
   3,220,000 
 1,000,000   Shelby County Health Educational & Housing Facilities Board, Trezevant Manor Project—Series A
5.000%, 09/01/2024
   1,102,600 
 1,000,000   Shelby County Health Educational & Housing Facilities Board, Trezevant Manor Project—Series A
5.000%, 09/01/2025
   1,105,820 
 345,000   Tennessee Energy Acquisition Corp. Revenue—Series A (CS: Goldman Sachs & Co.)
5.250%, 09/01/2018
   369,398 
         5,797,818 
Texas—11.8%     
 650,000   Arlington Higher Education Finance Corp. Revenue, Newman International Academy—Series A
4.375%, 08/15/2026
   653,822 
Shares   Security
Description
  Value 
           
Municipal Bonds—continued     
Texas—continued     
$500,000   Bexar County Health Facilities Development Corp., Army Retirement Residence Foundation Project.
4.000%, 07/15/2031
  $       511,290 
 300,000   Bexar County Health Facilities Development Corp., Army Retirement Residence Foundation Project.
5.000%, 07/15/2023
   345,594 
 150,000   Bexar County Health Facilities Development Corp., Army Retirement Residence Foundation Project.
5.000%, 07/15/2024
   173,609 
 275,000   Bexar County Health Facilities Development Corp., Army Retirement Residence Foundation Project.
5.000%, 07/15/2025
   320,031 
 250,000   Bexar County Health Facilities Development Corp., Army Retirement Residence Foundation Project.
5.000%, 07/15/2026
   292,260 
 500,000   Board of Managers Joint Guadalupe County-City of Seguin Hospital Revenue
5.000%, 12/01/2021
   553,465 
 150,000   City of Houston Airport System, United Airlines, Inc.—Series C
5.000%, 07/15/2020
   164,169 
 200,000   City of Houston Airport System, United Airlines, Inc. Terminal E Project
4.500%, 07/01/2020
   215,908 
 215,000   City of Rowlett, Bayside Public Improvement District
4.900%, 09/15/2024
   215,823 
 75,000   Decatur Hospital Authority, Wise Regional Health System.—Series A
5.000%, 09/01/2023
   83,267 
 50,000   Gulf Coast Waste Disposal Authority, U.S. Steel Corp. Project
5.750%, 09/01/2017
   50,391 
 895,000   Harris County Cultural Education Facilities Finance Corp., First Mortgage Brazos Presbyterian Homes
5.000%, 01/01/2027
   1,009,381 
 155,000   Harris County Cultural Education Facilities Finance Corp., Willow Winds Project—Series A
5.000%, 10/01/2023
   174,108 
 500,000   Mission Economic Development Corp. Revenue, Senior Lien Natgasoline Project—Series B
5.750%, 10/01/2031 (a)
   530,310 


 

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

 

70

 

Alpine High Yield Managed Duration Municipal Fund

 

Schedule of Portfolio Investments—Continued

October 31, 2016

 

Shares   Security
Description
  Value 
           
Municipal Bonds—continued     
Texas—continued     
$675,000   New Hope Cultural Education Facilities Corp., Cardinal Bay, Inc. Village On The Park—Series B
4.000%, 07/01/2025
  $        722,932 
 500,000   New Hope Cultural Education Facilities Corp., Cardinal Bay, Inc. Village On The Park—Series B
4.000%, 07/01/2026
   534,715 
 500,000   New Hope Cultural Education Facilities Corp., Cardinal Bay, Inc. Village On The Park—Series B
4.000%, 07/01/2031
   525,350 
 255,000   New Hope Cultural Education Facilities Corp., Cardinal Bay, Inc. Village On The Park—Series C
4.000%, 07/01/2019
   260,549 
 275,000   New Hope Cultural Education Facilities Corp., Cardinal Bay, Inc. Village On The Park—Series C
4.000%, 07/01/2021
   279,909 
 300,000   New Hope Cultural Education Facilities Corp., Cardinal Bay, Inc. Village On The Park—Series C
5.000%, 07/01/2023
   317,376 
 330,000   New Hope Cultural Education Facilities Corp., Cardinal Bay, Inc. Village On The Park—Series C
5.000%, 07/01/2025
   347,269 
 300,000   New Hope Cultural Education Facilities Corp., Cardinal Bay, Inc. Village On The Park—Series C
5.000%, 07/01/2031
   317,172 
 350,000   New Hope Cultural Education Facilities Corp., Cardinal Bay, Inc. Village On The Park—Series C
5.250%, 07/01/2036
   374,041 
 150,000   New Hope Cultural Education Facilities Corp., Cardinal Bay, Inc. Village On The Park—Series D
6.000%, 07/01/2026
   150,141 
 1,000,000   New Hope Cultural Education Facilities Finance Corp., TEMPS-80 MRC Senior Living Project
3.250%, 11/15/2022
   996,730 
 1,200,000   Port Beaumont Navigation District Revenue, Jefferson Energy Co. Project (CS: Jefferson Railport LLC; SPA: See Notes)
7.250%, 02/01/2036
(Putable on 02/13/2020) (a)(b)
   1,257,348 
 1,960,000   Port of Corpus Christi Authority of Nueces County, Solid Waste Disposal, Flint Hills Resources LP, West Plant Project—Series A
0.700%, 07/01/2029
(Putable on 11/02/2016) (a)(b)
   1,960,000 
Shares   Security
Description
  Value 
           
Municipal Bonds—continued     
Texas—continued     
$700,000   Port of Port Arthur Navigation District, Motiva Enterprises LLC—Series B
0.730%, 04/01/2040
(Putable on 11/01/2016) (b)
  $       700,000 
 600,000   Pottsboro Higher Education Finance Corp.—Series A (CS: Imagine International Academy N TX)
3.875%, 08/15/2026
   589,656 
 100,000   Red River Health Facilities Development Corp. Revenue, TEMPS-MRC Crossings Project—Series B-1
6.125%, 11/15/2020
   100,276 
 80,000   SA Energy Acquisition Public Facility Corp. Revenue, Gas Supply Revenue (CS: Goldman Sachs & Co.)
5.500%, 08/01/2022
   94,644 
 50,000   SA Energy Acquisition Public Facility Corp. Revenue, Gas Supply Revenue (CS: Goldman Sachs & Co.)
5.500%, 08/01/2023
   59,976 
 2,000,000   Tarrant County Cultural Education Facilities Finance Corp. Air Force Villages Obligated Group Project
4.000%, 05/15/2027
   2,046,820 
 500,000   Tarrant County Cultural Education Facilities Finance Corp. Revenue, Buckingham Senior Living Project
3.875%, 11/15/2020
   504,865 
 1,500,000   Texas Municipal Gas Acquisition & Supply Corp. I, Sr. Lien—Series D
2.020%, 12/15/2026
(Putable on 12/15/2016)
   1,398,375 
 1,700,000   Texas Municipal Gas Acquisition & Supply Corp. I, Sr. Lien—Series D (CS: Merrill Lynch)
6.250%, 12/15/2026
   2,058,173 
 100,000   Texas Public Finance Authority, Refunding, Southern University Financing System
5.000%, 11/01/2021
   115,116 
 1,250,000   Texas Public Finance Authority, Texas Southern University
4.000%, 05/01/2030
   1,350,462 
         22,355,323 
Vermont—0.2%     
 385,000   Vermont Student Assistance Corp. Education Loan Revenue—Series A
3.000%, 06/15/2019
   390,817 
Virgin Islands—0.4%     
 485,000   Virgin Islands Public Finance Authority, Matching Fund Loan Note—Series A
5.000%, 10/01/2020
   490,810 


 

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

 

71

 

Alpine High Yield Managed Duration Municipal Fund

 

Schedule of Portfolio Investments—Continued

October 31, 2016

 

Shares   Security
Description
  Value 
           
Municipal Bonds—continued     
Virgin Islands—0.4%     
$200,000   Virgin Islands Public Finance, Gross Receipts Taxes Loan Note— Series A
5.000%, 10/01/2032
  $       226,024 
         716,834 
Washington—4.0%     
 245,000   Klickitat County Public Hospital District No. 2, Skyline Hospital
5.750%, 12/01/2017
   248,472 
 1,500,000   Skagit County Public Hospital District No 1 Refunding Bonds & Improvement, Skagit Regional Health
4.000%, 12/01/2024
   1,618,035 
 195,000   Washington Housing Finance Commission, Rockwood Retirement Communities Project—Series B-1
5.875%, 01/01/2021 (a)
   195,332 
 800,000   Washington Housing Finance Commission, TEMPS 65-Heron’s Key Senior Living
4.875%, 01/01/2022 (a)
   812,408 
 100,000   Washington State Housing Finance Commission
5.000%, 01/01/2023 (a)
   105,289 
 80,000   Washington State Housing Finance Commission
5.000%, 01/01/2023
   88,795 
 1,500,000   Washington State Housing Finance Commission, Bayview Manor Homes—Series B
2.800%, 07/01/2021 (a)
   1,500,060 
 1,480,000   Washington State Housing Finance Commission, Mirabella
6.000%, 10/01/2022
   1,670,032 
 530,000   Washington State Housing Finance Commission, Single Family Program—Series 1A-R
4.000%, 12/01/2025
   559,653 
 485,000   Washington State Housing Finance Commission, Wesley Homes at Lea Hill Project
3.200%, 07/01/2021 (a)
   482,075 
Shares   Security
Description
  Value 
           
Municipal Bonds—continued     
Washington—continued     
$250,000   Washington State Housing Finance Commission, Wesley Homes at Lea Hill Project
3.750%, 07/01/2026 (a)
  $246,205 
         7,526,356 
West Virginia—1.0%     
 300,000   Fayette County Commission Solid Waste Disposal Facility, Georgia Pacific Corp.
0.800%, 05/01/2018
(Putable on 11/02/2016) (a)(b)
   300,000 
 600,000   Ohio County WV
1.750%, 06/01/2018
   596,490 
 1,000,000   Ohio County WV Special District Excise Tax Revenue—Series B
4.375%, 03/01/2035
   1,011,070 
         1,907,560 
Wisconsin—0.4%     
 315,000   Public Finance Authority Revenue, Glenridge Palmer Ranch—Series A
7.000%, 06/01/2020
   348,352 
 200,000   Public Finance Authority, Church Home Of Hartford
5.000%, 09/01/2025 (a)
   226,992 
 180,000   Wisconsin Public Finance Authority, Roseman University of Health Sciences Project
5.000%, 04/01/2022
   192,674 
         768,018 
     Total Municipal Bonds
(Cost $194,863,187)
   196,226,793 
           
Shares         
Money Market Funds—0.1%     
 97,408   BlackRock Liquidity Funds MuniCash Portfolio, Institutional Shares, 0.46%   97,523 
 114   Federated Municipal Obligation Fund, Wealth Shares, 0.64%   114 
     Total Money Market Funds
(Cost $97,523)
   97,637 
Total Investments (Cost $194,960,719) (d)—103.9%   196,324,316 
Liabilities in Excess of Other Assets—(3.9)%   (7,318,986)
TOTAL NET ASSETS 100.0%  $189,005,330 


 

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

 

72

 

Alpine High Yield Managed Duration Municipal Fund

 

Schedule of Portfolio Investments—Continued

October 31, 2016

 

 

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 11.9% of the Fund’s net assets.

(b) Variable Rate Security - The rate reported is the rate in effect as of October 31, 2016.

(c) Amount is less than 0.05%.

(d) See Note 7 for the cost of investments for federal tax purposes.

AMBAC—American Municipal Bond Assurance Corp.

ARN—Auction Rate Note

CS—Credit Support

LOC—Line of Credit

MUNIPSA—SIFMA Municipal Swap Index Yield Analysis

NA—North America

NATL—RE-Reinsurance provided by National Public Finance Guarantee Corp.

SPA—Standby Purchase Agreement

 

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

 

73

 

Alpine Mutual Funds

 

Statements of Assets and Liabilities
October 31, 2016

 

   Dynamic
Dividend
Fund
   Rising
Dividend
Fund
   Financial
Services
Fund
 
ASSETS:               
Investments, at value(1)  $155,684,215   $85,372,596   $13,757,464 
Foreign currencies, at value(2)           553 
Cash   444,781    931    820 
Receivable from investment securities sold   724,587    2,980,306    292,795 
Dividends and interest receivable   238,849    226,008    1,222 
Tax reclaim receivable   203,860    113    6,253 
Receivable from capital shares issued   21,118    1,260    74,159 
Unrealized appreciation on forward currency contracts   464,160         
Due from Adviser   258         
Prepaid expenses and other assets   3,018    4,244    324 
Total assets   157,784,846    88,585,458    14,133,590 
                
LIABILITIES:               
Payable for investment securities purchased   1,908,545    2,917,350    135,632 
Payable for distributions to shareholders   244,226         
Payable for capital shares redeemed   224,887        7,348 
Accrued expenses and other liabilities:               
Investment advisory fees (Note 6)   133,324    74,036    17,304 
Distribution fees (Note 5)   8,289    17,187    3,331 
Trustee fees (Note 6)   3,788    2,089    362 
Other   197,516    33,559    44,591 
Total liabilities   2,720,575    3,044,221    208,568 
Net Assets  $155,064,271   $85,541,237   $13,925,022 
                
NET ASSETS REPRESENTED BY:               
Paid-in-capital  $707,968,602   $74,047,334   $11,570,977 
Undistributed (distributions in excess of) net investment income   (517,335)   600,016    7,885 
Accumulated net realized loss from investments and foreign currency transactions   (561,932,752)   (194,413)   (283,828)
Net unrealized appreciation/(depreciation) on:               
Investments   9,103,373    11,088,328    2,630,681 
Foreign currency translations   442,383    (28)   (693)
Net Assets  $155,064,271   $85,541,237   $13,925,022 
                
Net asset value               
Institutional Class               
Net assets  $151,199,739   $84,271,194   $11,985,308 
Shares outstanding   43,350,013    5,732,758    883,978 
Net asset value, offering price and redemption price per share*  $3.49   $14.70   $13.56 
Class A               
Net assets  $3,864,532   $1,270,043   $1,939,714 
Shares outstanding   1,106,871    86,380    144,161 
Net asset value per share  $3.49   $14.70   $13.46 
Maximum offering price per share (net asset value plus sales charge of 5.50% of offering price)  $3.69   $15.56   $14.24 
*   If applicable, redemption price per share may be reduced by a redemption fee.               
(1) Total cost of investments  $146,580,842   $74,284,268   $11,126,782 
(2) Total cost of foreign currencies  $   $   $931 

 

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

 

74

 

Alpine Mutual Funds

 

Statements of Assets and Liabilities—Continued
October 31, 2016

 

   Small Cap
Fund
   Ultra Short
Municipal
Income
Fund
   High Yield
Managed Duration
Municipal Fund
ASSETS:                 
Investments, at value(1)  $13,319,715   $1,135,747,669     $196,324,316 
Cash   654           
Receivable from investment securities sold   50,905          5,245,313 
Dividends and interest receivable   3,006    4,107,088      2,062,864 
Receivable from capital shares issued   1,403    13,282,266      1,110,763 
Due from Adviser   3,880    211,316      73,624 
Prepaid expenses and other assets   295    24,333      4,009 
Total assets   13,379,858    1,153,372,672      204,820,889 
                  
LIABILITIES:                 
Payable for investment securities purchased   99,539    38,758,609      15,352,179 
Payable for distributions to shareholders             139,471 
Payable for capital shares redeemed   43,464    1,225,498      112,754 
Accrued expenses and other liabilities:                 
Investment advisory fees (Note 6)   11,483    462,793      102,221 
Distribution fees (Note 5)   1,785    89,425      42,569 
Trustee fees (Note 6)   297    24,151      2,931 
Other   22,646    710,082      63,434 
Total liabilities   179,214    41,270,558      15,815,559 
Net Assets  $13,200,644   $1,112,102,114     $189,005,330 
                  
NET ASSETS REPRESENTED BY:                 
Paid-in-capital  $20,247,352   $1,112,654,951     $188,561,887 
Undistributed (distributions in excess of) net investment income   (68,771)   (12)     262 
Accumulated net realized loss from investments and foreign currency transactions   (7,784,220)   (546,542)     (920,416)
Net unrealized appreciation/(depreciation) on:                 
Investments   806,283    (6,283)     1,363,597 
Net Assets  $13,200,644   $1,112,102,114     $189,005,330 
                  
Net asset value                 
Institutional Class                 
Net assets  $12,596,422   $905,843,445     $153,300,102 
Shares outstanding   792,876    90,255,088      14,830,130 
Net asset value, offering price and redemption price per share*  $15.89   $10.04     $10.34 
Class A                 
Net assets  $604,222   $206,258,669     $35,705,228 
Shares outstanding   38,523    20,434,586      3,454,354 
Net asset value per share  $15.68   $10.09     $10.34 
Maximum offering price per share (net asset value plus sales charge of 5.50%, 0.50% and 2.50%, respectively, of offering price)  $16.59   $10.14     $10.61 
*   If applicable, redemption price per share may be reduced by a redemption fee.                 
(1) Total cost of investments  $12,513,432   $1,135,753,952     $194,960,719 

 

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

 

75

 

Alpine Mutual Funds

 

Statements of Operations
For the year ended October 31, 2016

 

   Dynamic
Dividend
Fund
   Rising
Dividend
Fund
   Financial
Services
Fund
 
INVESTMENT INCOME:               
Dividend income  $12,207,386   $4,864,354   $325,694 
Less: Foreign taxes withheld   (245,189)   (21,735)   (651)
Interest and other income (Note 9)   265,745    220    98 
Total investment income   12,227,942    4,842,839    325,141 
                
EXPENSES:               
Investment advisory fee (Note 6)   1,650,845    892,623    179,919 
Transfer agent fees   246,982    27,683    35,847 
Distribution fees - Class A (Note 5)   8,429    3,910    8,601 
Administration fee (Note 6)   38,196    20,794    4,149 
Registration and filing fees   28,412    21,038    28,442 
Audit and tax fees   43,075    39,239    28,738 
Accounting and custody fees   45,394    11,608    5,662 
Trustee fees (Note 6)   21,908    11,741    2,501 
Printing and mailing fees   18,227    8,823    948 
Legal fees   2,880    2,425    1,107 
Compliance fees (Note 6)   45    3,653    683 
Interest (Note 2)   17,481    142    1,326 
Other fees   46,910    9,534    5,021 
Total expenses   2,168,784    1,053,213    302,944 
Less: Fee waivers and/or expense reimbursements (Note 6)   (12,047)       (59,030)
Net expenses   2,156,737    1,053,213    243,914 
Net investment income   10,071,205    3,789,626    81,227 
                
NET REALIZED AND UNREALIZED GAIN/(LOSS) ON INVESTMENTS AND FOREIGN CURRENCY:               
Net realized gain/(loss) from:               
Investments   (9,197,039)   (165,039)   318,200 
Foreign currency transactions   680,883    4,127    (36,438)
Written options contracts       35,626     
Net realized gain/(loss) from investments and foreign currency   (8,516,156)   (125,286)   281,762 
Change in net unrealized depreciation on:               
Investments   (2,058,550)   (1,998,406)   (530,789)
Foreign currency translations   (77,584)   (33)   (499)
Written options contracts       (13,026)    
Change in net unrealized depreciation on investments and foreign currency    (2,136,134)   (2,011,465)   (531,288)
Net loss on investments and foreign currency   (10,652,290)   (2,136,751)   (249,526)
Increase (decrease) in net assets from operations  $(581,085)  $1,652,875   $(168,299)

 

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

 

76

 

Alpine Mutual Funds

 

Statements of Operations—Continued
For the year ended October 31, 2016

 

   Small Cap
Fund
   Ultra Short
Municipal
Income
Fund
   High Yield
Managed Duration
Municipal Fund
INVESTMENT INCOME:                 
Dividend income  $80,226   $          $     
Interest income   94    11,016,486            4,446,018       
Total investment income   80,320    11,016,486      4,446,018 
                  
EXPENSES:                 
Investment advisory fee (Note 6)   129,848    6,125,581      759,453 
Transfer agent fees   14,052    558,548      63,087 
Distribution fees - Class A (Note 5)   2,285    511,941      60,390 
Administration fee (Note 6)   2,947    232,176      25,132 
Registration and filing fees   27,992    110,561      65,480 
Audit and tax fees   27,736    96,549      28,802 
Accounting and custody fees   2,101    110,610      10,182 
Trustee fees (Note 6)   1,705    134,651      12,968 
Printing and mailing fees   3,091    54,691       
Legal fees   264    50,827      4,191 
Compliance fees (Note 6)   476    43,426      4,883 
Interest (Note 2)             1,500 
Other fees   1,404    80,468      5,470 
Total expenses   213,901    8,110,029      1,041,538 
Less: Fee waivers and/or expense reimbursements (Note 6)   (43,985)   (3,156,071)     (216,236)
Net expenses   169,916    4,953,958      825,302 
Net investment income (loss)   (89,596)   6,062,528      3,620,716 
                  
NET REALIZED AND UNREALIZED GAIN/(LOSS) ON INVESTMENTS:                 
Net realized gain/(loss) from:                 
Investments   158,814    (272,143)     (917,105)
Net realized gain/(loss) from investments   158,814    (272,143)     (917,105)
Change in net unrealized appreciation/(depreciation) on:                 
Investments   850,880    (104,135)     789,473 
Net gain/(loss) on investments   1,009,694    (376,278)     (127,632)
Increase in net assets from operations  $920,098   $5,686,250     $3,493,084 

 

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

 

77

 

Alpine Mutual Funds

 

Statements of Changes in Net Assets

 

   Dynamic Dividend Fund
   Year Ended
October 31, 2016
  Year Ended
October 31, 2015
OPERATIONS:              
Net investment income     $10,071,205     $12,676,067 
Net realized gain (loss) from:              
Investments     (9,197,039)     2,094,877 
Foreign currency transactions     680,883      5,177,818 
Change in net unrealized depreciation on:              
Investments     (2,058,550)     (9,954,704)
Foreign currency translations     (77,584)     (2,274,026)
Increase (decrease) in net assets from operations     (581,085)     7,720,032 
               
DISTRIBUTIONS TO SHAREHOLDERS:              
Distributions to Institutional Class Shareholders:              
From net investment income     9,917,678      (12,083,554)
From tax return of capital     1,078,120       
Distributions to Class A Shareholders:              
From net investment income     202,757      (244,816)
From tax return of capital     22,041       
Decrease in net assets from distributions to shareholders     (11,220,596)     (12,328,370)
               
CAPITAL SHARE TRANSACTIONS (NOTE 3):              
Net proceeds from shares sold     6,886,618      14,993,760 
Dividends reinvested     7,975,592      8,502,088 
Redemption fees (Note 2)     2,641      2,198 
Cost of shares redeemed     (34,048,040)     (47,494,989)
Decrease in net assets from capital share transactions     (19,183,189)     (23,996,943)
Net decrease in net assets     (30,984,870)     (28,605,281)
               
NET ASSETS:              
Beginning of year     186,049,141      214,654,422 
End of year*    $155,064,271     $186,049,141 
*   Including distributions in excess of net investment of:    $(517,335)    $(353,948)

 

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

 

78

 

Alpine Mutual Funds

 

Statements of Changes in Net Assets—Continued

 

   Rising Dividend Fund
   Year Ended
October 31, 2016
  Year Ended
October 31, 2015
OPERATIONS:              
Net investment income        $3,789,626             $206,199     
Net realized gain (loss) from:              
Investments     (165,039)     506,148 
Written options contracts     35,626       
Foreign currency transactions     4,127      882 
Change in net unrealized appreciation/(depreciation) on:              
Investments     (1,998,406)     (657,874)
Foreign currency translations     (33)     75 
Written options contracts     (13,026)     13,026 
Increase in net assets from operations     1,652,875      68,456 
               
DISTRIBUTIONS TO SHAREHOLDERS:              
Distributions to Institutional Class Shareholders:              
From net investment income     (3,121,087)     (170,683)
From net realized gain on investments     (574,673)     (199,861)
Distributions to Class A Shareholders:              
From net investment income     (57,954)     (59,375)
From net realized gain on investments     (15,062)     (84,793)
Decrease in net assets from distributions to shareholders     (3,768,776)     (514,712)
               
CAPITAL SHARE TRANSACTIONS (NOTE 3):              
Net proceeds from shares sold     826,270      3,356,210 
Proceeds from shares sold - Merger           85,240,165 
Dividends reinvested     3,721,938      468,937 
Redemption fees (Note 2)     73       
Cost of shares redeemed     (9,374,860)     (1,485,856)
Increase (decrease) in net assets from capital share transactions     (4,826,579)     87,579,456 
Net increase (decrease) in net assets     (6,942,480)     87,133,200 
               
NET ASSETS:              
Beginning of year     92,483,717      5,350,517 
End of year*    $85,541,237     $92,483,717 
*   Including undistributed net investment income of:    $600,016     $10,950 

 

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

 

79

 

Alpine Mutual Funds

 

Statements of Changes in Net Assets—Continued

 

   Financial Services Fund
   Year Ended
October 31, 2016
  Year Ended
October 31, 2015
OPERATIONS:              
Net investment income        $81,227         $165,951 
Net realized gain (loss) from:              
Investments     318,200      (16,039)
Foreign currency transactions     (36,438)     (41,924)
Change in net unrealized appreciation/(depreciation) on:              
Investments     (530,789)     (896,534)
Foreign currency translations     (499)     187 
Decrease in net assets from operations     (168,299)     (788,359)
               
DISTRIBUTIONS TO SHAREHOLDERS:              
Distributions to Institutional Class Shareholders:              
From net investment income     (285,431)     (15,838)
From net realized gain on investments           (291,458)
Distributions to Class A Shareholders:              
From net investment income     (70,527)     (4,306)
From net realized gain on investments           (79,233)
Decrease in net assets from distributions to shareholders     (355,958)     (390,835)
               
CAPITAL SHARE TRANSACTIONS (NOTE 3):              
Net proceeds from shares sold     1,890,651      5,873,328 
Dividends reinvested     207,008      218,645 
Redemption fees (Note 2)     261      2,385 
Cost of shares redeemed     (12,943,797)     (15,882,712)
Decrease in net assets from capital share transactions     (10,845,877)     (9,788,354)
Net decrease in net assets     (11,370,134)     (10,967,548)
               
NET ASSETS:              
Beginning of year     25,295,156      36,262,704 
End of year*    $13,925,022     $25,295,156 
*   Including undistributed net investment income of:    $7,885     $225,763 

 

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

 

80

 

Alpine Mutual Funds

 

Statements of Changes in Net Assets—Continued

 

   Small Cap Fund
   Year Ended
October 31, 2016
  Year Ended
October 31, 2015
OPERATIONS:              
Net investment loss        $(89,596)    $(52,056)
Net realized gain (loss) from:                          
Investments     158,814      (227,094)
Foreign currency transactions           77 
Change in net unrealized appreciation on:              
Investments     850,880      926,881 
Foreign currency translations           9 
Increase in net assets from operations     920,098      647,817 
               
CAPITAL SHARE TRANSACTIONS (NOTE 3):              
Net proceeds from shares sold     416,047      913,271 
Redemption fees (Note 2)     2      892 
Cost of shares redeemed     (1,964,185)     (2,544,087)
Decrease in net assets from capital share transactions     (1,548,136)     (1,629,924)
Net decrease in net assets     (628,038)     (982,107)
               
NET ASSETS:              
Beginning of year     13,828,682      14,810,789 
End of year*    $13,200,644     $13,828,682 
*   Including distributions in excess of net investment of:    $(68,771)    $(62,343)

 

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

 

81

 

Alpine Mutual Funds

 

Statements of Changes in Net Assets—Continued

 

   Ultra Short Municipal Income Fund
   Year Ended
October 31, 2016
  Year Ended
October 31, 2015
OPERATIONS:              
Net investment income    $6,062,528     $4,629,271 
Net realized gain (loss) from investments     (272,143)     149,302 
Change in net unrealized (depreciation) on investments     (104,135)     (14,807)
Increase in net assets from operations     5,686,250      4,763,766 
               
DISTRIBUTIONS TO SHAREHOLDERS:              
Distributions to Institutional Class Shareholders:              
From net investment income     (5,257,029)     (4,076,167)
Distributions to Class A Shareholders:              
From net investment income     (805,490)     (553,131)
Decrease in net assets from distributions to shareholders     (6,062,519)     (4,629,298)
               
CAPITAL SHARE TRANSACTIONS (NOTE 3):              
Net proceeds from shares sold     703,408,017      366,438,670 
Dividends reinvested     4,837,618      3,637,200 
Redemption fees (Note 2)     21,792      16,215 
Cost of shares redeemed     (571,569,245)     (473,550,338)
Increase (decrease) in net assets from capital share transactions     136,698,182      (103,458,253)
Net increase (decrease) in net assets     136,321,913      (103,323,785)
NET ASSETS:              
Beginning of year     975,780,201      1,079,103,986 
End of year*    $1,112,102,114     $975,780,201 
*   Including accumulated net investment loss of:    $(12)    $(21)

 

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

 

82

 

Alpine Mutual Funds

 

Statements of Changes in Net Assets—Continued

 

   High Yield Managed
Duration Municipal Fund
   Year Ended
October 31, 2016
  Year Ended
October 31, 2015
OPERATIONS:              
Net investment income    $3,620,716         $1,364,631     
Net realized loss from investments     (917,105)     (3,311)
Change in net unrealized appreciation/(depreciation) on investments     789,473      (47,109)
Increase in net assets from operations     3,493,084      1,314,211 
               
DISTRIBUTIONS TO SHAREHOLDERS:              
Distributions to Institutional Class Shareholders:              
From net investment income     (2,887,562)     (1,240,090)
From net realized gain on investments           (14,739)
Distributions to Class A Shareholders:              
From net investment income     (733,144)     (124,386)
From net realized gain on investments           (1,479)
Decrease in net assets from distributions to shareholders     (3,620,706)     (1,380,694)
               
CAPITAL SHARE TRANSACTIONS (NOTE 3):              
Net proceeds from shares sold     156,983,773      35,898,673 
Dividends reinvested     2,564,687      1,136,399 
Redemption fees (Note 2)     27,563      4,830 
Cost of shares redeemed     (28,873,503)     (4,216,056)
Increase in net assets from capital share transactions     130,702,520      32,823,846 
Net increase in net assets     130,574,898      32,757,363 
               
NET ASSETS:              
Beginning of year     58,430,432      25,673,069 
End of year*    $189,005,330     $58,430,432 
*   Including undistributed net investment income of:    $262     $252 

 

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

 

83

 

Alpine Mutual Funds

 

Financial Highlights

(For a share outstanding throughout each year)

 

     Dynamic Dividend Fund 
     Years Ended October 31, 
     2016     2015†     2014†     2013†     2012† 
Institutional Class:                                   
Net asset value per share, beginning of year    $3.73     $3.83     $3.77     $3.49     $3.84 
Income from investment operations:                                   
Net investment income     0.21      0.25      0.21      0.22      0.50 
Net realized and unrealized gain (loss)     (0.21)     (0.11)     0.09      0.34      (0.35)
Total from investment operations     0.00      0.14      0.30      0.56      0.15 
Redemption fees     0.00(a)     0.00(a)     0.00(a)     0.00(a)     0.00(a)
Less distributions:                                   
From net investment income     (0.22)     (0.24)     (0.24)     (0.28)     (0.50)
From net realized gains           (0.00 )(a)                  
Tax return of capital     (0.02)                        
Total distributions     (0.24)     (0.24)     (0.24)     (0.28)     (0.50)
Net asset value per share, end of year    $3.49     $3.73     $3.83     $3.77     $3.49 
Total return     0.18%     3.59%     8.09%     17.02%     4.46%
Ratios/Supplemental Data:                                   
Net Assets at end of year (000)    $151,200     $182,039     $210,436     $247,276     $353,501 
Ratio of total expenses to average net assets:                                   
Before waivers and/or expense reimbursements (b)     1.31%     1.27%     1.44%     1.43%     1.28%
After waivers and/or expense reimbursements (c)     1.30%     1.27%     1.38%     1.38%     %
Ratio of net investment income to average net assets     6.13%     6.28%     5.30%     5.78%     13.17%
Portfolio turnover (d)     88%     111%     81%     197%     258%

 

 

Beginning with the year ended October 31, 2015, the Fund was audited by Ernst & Young LLP. The previous years were audited by another independent registered public accounting firm.
(a) The amount is less than $0.005 per share.
(b) Ratio of total expenses to average net assets excluding interest expense before waivers and/or expense reimbursements was 1.30%, 1.24%, 1.41%, 1.40% and 1.27% for the years ended October 31, 2016, 2015, 2014, 2013 and 2012, respectively.
(c) Ratio of total expenses to average net assets excluding interest expense after waivers and/or expense reimbursements was 1.29%, 1.24%, 1.35%, 1.35% and 0.00% for the years ended October 31, 2016, 2015, 2014, 2013 and 2012, respectively.
(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.

 

84

 

Alpine Mutual Funds

 

Financial Highlights—Continued

(For a share outstanding throughout each year or period)

 

   Dynamic Dividend Fund 
   Years Ended October 31,  Period
Ended
October 31,
 
   2016   2015†   2014†   2013†   2012†(a) 
Class A:                                   
Net asset value per share, beginning of period    $3.73     $3.83     $3.77     $3.49     $3.61 
Income from investment operations:                                   
Net investment income     0.18      0.24      0.17      0.23      0.35 
Net realized and unrealized gain (loss)     (0.19)     (0.11)     0.12      0.33      (0.06)
Total from investment operations     (0.01)     0.13      0.29      0.56      0.29 
Redemption fees     0.00(b)     0.00(b)

 

   0.00(b)     0.00(b)     0.00(b)
Less distributions:                                   
From net investment income     (0.21)     (0.23)     (0.23)     (0.28)     (0.41)
From net realized gains           (0.00)(b)                  
Tax return of capital     (0.02)                        
Total distributions     (0.23)     (0.23)     (0.23)     (0.28)     (0.41)
Net asset value per share, end of period    $3.49     $3.73     $3.83     $3.77     $3.49 
Total return (c)     (0.06)%     3.34%     7.83%     16.73%     8.36%(d)
Ratios/Supplemental Data                                   
Net Assets at end of period (000)    $3,865     $4,010     $4,219     $2,479     $1,612 
Ratio of total expenses to average net assets:                                   
Before waivers and/or expense reimbursements (e)     1.56%     1.52%     1.69%     1.68%     1.56%(f)
After waivers and/or expense reimbursements (g)     1.55%     1.52%     1.63%     1.63%     %
Ratio of net investment income to average net assets     5.02%     5.95%     4.51%     5.38%     8.02%(f)
Portfolio turnover (h)     88%     111%     81%     197%     258%

 

 

Beginning with the year ended October 31, 2015, the Fund was audited by Ernst & Young LLP. The previous years were audited by another independent registered public accounting firm.
(a) Class A commenced operations on December 30, 2011.
(b) The amount is less than $0.005 per share.
(c) Total returns would be reduced if a sales or redemption charge was taken into account.
(d) Not annualized.
(e) Ratio of total expenses to average net assets excluding interest expense before waivers and/or expense reimbursements was 1.55%, 1.49%, 1.66% and 1.65% for the years ended October 31, 2016, 2015, 2014 and 2013, respectively, and 1.55% for the period ended October 31, 2012.
(f) Annualized.
(g) Ratio of total expenses to average net assets excluding interest expense after waivers and/or expense reimbursements was 1.54%, 1.49%, 1.60% and 1.60% for the years ended October 31, 2016, 2015, 2014 and 2013, respectively, and 0.00% for the period ended October 31, 2012.
(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.

 

85

 

Alpine Mutual Funds

 

Financial Highlights—Continued

(For a share outstanding throughout each year)

 

   Rising Dividend Fund 
   Years Ended October 31, 
   2016   2015†   2014†   2013†   2012† 
Institutional Class:                                   
Net asset value per share, beginning of year    $15.05     $15.88     $15.19     $12.88     $12.83 
Income from investment operations:                                   
Net investment income     0.63      0.38      0.49      0.51      0.62 
Net realized and unrealized gain (loss)     (0.35)     (0.02)     1.29      2.65      0.73 
Total from investment operations     0.28      0.36      1.78      3.16      1.35 
Redemption fees     0.00(a)           0.01      0.03       
Less distributions:                                   
From net investment income     (0.53)     (0.50)     (0.51)     (0.64)     (0.50)
From net realized gains     (0.10)     (0.69)     (0.59)     (0.24)     (0.80)
Total distributions     (0.63)     (1.19)     (1.10)     (0.88)     (1.30)
Net asset value per share, end of year    $14.70     $15.05     $15.88     $15.19     $12.88 
Total return     1.86%     2.16%     12.25%     25.94%     11.28%
Ratios/Supplemental Data:                                   
Net Assets at end of year (000)    $84,271     $90,126     $4,486     $3,418     $2,155 
Ratio of total expenses to average net assets:                                   
Before waivers and/or expense reimbursements (b)     1.18%     1.93%     2.25%     3.43%     3.26%
After waivers and/or expense reimbursements (c)     1.18%     1.35%     1.35%     1.35%     1.35%
Ratio of net investment income to average net assets     4.24%     2.14%     3.33%     3.94%     4.52%
Portfolio turnover (d)     93%     97%     78%     86%     73%

 

 

Beginning with the year ended October 31, 2015, the Fund was audited by Ernst & Young LLP. The previous years were audited by another independent registered public accounting firm.
(a) The amount is less than $0.005 per share.
(b) Ratio of total expenses to average net assets excluding interest expense before waivers and/or expense reimbursements was 1.18%, 1.93%, 2.25%, 3.43% and 3.26% for the years ended October 31, 2016, 2015, 2014, 2013 and 2012, respectively.
(c) Ratio of total expenses to average net assets excluding interest expense after waivers and/or expense reimbursements was 1.18%, 1.35%, 1.35%, 1.35% and 1.35% for the years ended October 31, 2016, 2015, 2014, 2013 and 2012, respectively.
(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.

 

86

 

Alpine Mutual Funds

 

Financial Highlights—Continued

(For a share outstanding throughout each year or period)

 

   Rising Dividend Fund 
   Years Ended October 31,    Period
Ended
October 31,
 
   2016   2015†   2014†   2013†   2012†(a) 
Class A:                                   
Net asset value per share, beginning of period    $15.05     $15.88     $15.18     $12.88     $12.02 
Income from investment operations:                                   
Net investment income     0.68      0.43      0.38      0.63      0.31 
Net realized and unrealized gain (loss)     (0.44)     (0.10)     1.37      2.48      0.92 
Total from investment operations     0.24      0.33      1.75      3.11      1.23 
Redemption fees     0.00 (b)           0.01      0.04       
Less distributions:                                   
From net investment income     (0.49)     (0.47)     (0.47)     (0.61)     (0.37)
From net realized gains     (0.10)     (0.69)     (0.59)     (0.24)      
Total distributions     (0.59)     (1.16)     (1.06)     (0.85)     (0.37)
Net asset value per share, end of period    $14.70     $15.05     $15.88     $15.18     $12.88 
Total return (c)     1.59%     1.93%     12.04%     25.55%     10.29%(d)
Ratios/Supplemental Data                                   
Net Assets at end of period (000)    $1,270     $2,358     $865     $917     $257 
Ratio of total expenses to average net assets:                                   
Before waivers and/or expense reimbursements (e)     1.41%     2.18%     2.50%     3.68%     3.83 %(f)
After waivers and/or expense reimbursements (g)     1.41%     1.60%     1.60%     1.60%     1.60 %(f)
Ratio of net investment income to average net assets     4.46%     2.65%     2.41%     3.72%     2.71%(f)
Portfolio turnover (h)     93%     97%     78%     86%     73%

 

 

Beginning with the year ended October 31, 2015, the Fund was audited by Ernst & Young LLP. The previous years were audited by another independent registered public accounting firm.
(a) Class A commenced operations on December 30, 2011.
(b) The amount is less than $0.005 per share.
(c) Total returns would be reduced if a sales or redemption charge was taken into account.
(d) Not annualized.
(e) Ratio of total expenses to average net assets excluding interest expense before waivers and/or expense reimbursements was 1.41%, 2.18%, 2.50% and 3.68% for the years ended October 31, 2016, 2015, 2014 and 2013, respectively, and 3.83% for the period ended October 31, 2012.
(f) Annualized.
(g) Ratio of total expenses to average net assets excluding interest expense after waivers and/or expense reimbursements was 1.41%, 1.60%, 1.60% and 1.60% for the years ended October 31, 2016, 2015, 2014 and 2013, respectively, and 1.60% for the period ended October 31, 2012.
(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.

 

87

 

Alpine Mutual Funds

 

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

 

   Financial Services Fund 
   Years Ended October 31, 
   2016   2015†   2014†   2013†   2012† 
Institutional Class:                                   
Net asset value per share, beginning of year    $12.99     $13.48     $12.13     $8.77     $7.15 
Income from investment operations:                                   
Net investment income (loss)     0.05      0.10      (0.01)     (0.02)     (0.00 )(a)
Net realized and unrealized gain (loss)     0.71      (0.43)     1.36      3.36      1.64 
Total from investment operations     0.76      (0.33)     1.35      3.34      1.64 
Redemption fees     0.00 (a)     0.00 (a)     0.00 (a)     0.02      0.00 (a)
Less distributions:                                   
From net investment income     (0.19)     (0.16)     (0.00 )(a)            
From net realized gains           (0.00 )(a)                  
Tax return of capital                             (0.02)
Total distributions     (0.19)     (0.16)                 (0.02)
Net asset value per share, end of year    $13.56     $12.99     $13.48     $12.13     $8.77 
Total return     5.97%     (2.51)%     11.16%     38.31%     22.95%
Ratios/Supplemental Data:                                   
Net Assets at end of year (000)    $11,985     $19,452     $27,995     $13,561     $8,874 
Ratio of total expenses to average net assets:                                   
Before waivers and/or expense reimbursements (b)     1.63%     1.86%     1.36%     1.72%     1.94%
After waivers and/or expense reimbursements (c)     1.30%     1.38%     1.36%     1.36%     1.38%
Ratio of net investment income (loss) to average net assets     0.49%     0.63%     (0.08)%     (0.20)%     (0.16)%
Portfolio turnover (d)     93%     80%     131%     108%     120%
 
Beginning with the year ended October 31, 2015, the Fund was audited by Ernst & Young LLP. The previous years were audited by another independent registered public accounting firm.
(a) The amount is less than $0.005 per share.
(b) Ratio of total expenses to average net assets excluding interest expense before waivers and/or expense reimbursements was 1.63%, 1.82%, 1.33%, 1.71% and 1.91% for the years ended October 31, 2016, 2015, 2014, 2013 and 2012, respectively.
(c) Ratio of total expenses to average net assets excluding interest expense after waivers and/or expense reimbursements was 1.30%, 1.35%, 1.33%, 1.35% and 1.35% for the years ended October 31, 2016, 2015, 2014, 2013 and 2012, respectively.
(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.

 

88

 

Alpine Mutual Funds

 

Financial Highlights—Continued

(For a share outstanding throughout each year or period)

 

   Financial Services Fund 
   Years Ended October 31,   Period
Ended
October 31,
 
   2016   2015†   2014†   2013†   2012†(a) 
Class A:                                   
Net asset value per share, beginning of period    $12.89     $13.39     $12.08     $8.75     $6.90 
Income from investment operations:                                   
Net investment income (loss)     (0.19)     0.04      (0.06)     (0.04)     (0.01)
Net realized and unrealized gain (loss)     0.92      (0.40)     1.37      3.35      1.86 
Total from investment operations     0.73      (0.36)     1.31      3.31      1.85 
Redemption fees     0.00 (b)     0.00 (b)     0.00 (b)     0.02      0.00 (b)
Less distributions:                                   
From net investment income     (0.16)     (0.14)                  
From net realized gains           (0.00 )(b)                  
Total distributions     (0.16)     (0.14)                  
Net asset value per share, end of period    $13.46     $12.89     $13.39     $12.08     $8.75 
Total return (c)     5.72%     (2.75)%     10.84%     38.06%     26.81 %(d)
Ratios/Supplemental Data                                   
Net Assets at end of period (000)    $1,940     $5,844     $8,268     $7,318     $1,375 
Ratio of total expenses to average net assets:                                   
Before waivers and/or expense reimbursements (e)     1.89%     2.10%     1.61%     1.97%     2.05 %(f)
After waivers and/or expense reimbursements (g)     1.56%     1.63%     1.61%     1.61%     1.53 %(f)
Ratio of net investment income (loss) to average net assets     0.28%     0.36%     (0.36)%     (0.44)%     (0.50 )%(f)
Portfolio turnover (h)     93%     80%     131%     108%     120%
 
Beginning with the year ended October 31, 2015, the Fund was audited by Ernst & Young LLP. The previous years were audited by another independent registered public accounting firm.
(a) Class A commenced operations on December 30, 2011.
(b) The amount is less than $0.005 per share.
(c) Total returns would be reduced if a sales or redemption charge was taken into account.
(d) Not annualized.
(e) Ratio of total expenses to average net assets excluding interest expense before waivers and/or expense reimbursements was 1.88%, 2.07%, 1.61% and 1.96% for the years ended October 31, 2016, 2015, 2014 and 2013, respectively, and 2.05% for the period ended October 31, 2012.
(f) Annualized.
(g) Ratio of total expenses to average net assets excluding interest expense after waivers and/or expense reimbursements was 1.56%, 1.60%, 1.61% and 1.60% for the years ended October 31, 2016, 2015, 2014 and 2013, respectively, and 1.53% for the period ended October 31, 2012.
(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.

 

89

 

Alpine Mutual Funds

 

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

 

   Small Cap Fund 
   Years Ended October 31, 
   2016   2015†   2014†   2013†   2012† 
Institutional Class:                                   
Net asset value per share, beginning of year    $14.75     $14.08     $14.25     $11.33     $10.48 
Income from investment operations:                                   
Net investment loss     (0.11)     (0.06)     (0.09)     (0.14)     (0.13)
Net realized and unrealized gain (loss)     1.25      0.73      (0.08)     3.06      0.98 
Total from investment operations     1.14      0.67      (0.17)     2.92      0.85 
Redemption fees     0.00 (a)     0.00 (a)     0.00 (a)     0.00 (a)     0.00 (a)
Net asset value per share, end of year    $15.89     $14.75     $14.08     $14.25     $11.33 
Total return     7.73%     4.76%     (1.19)%     25.77%     8.11%
Ratios/Supplemental Data:                                   
Net Assets at end of year (000)    $12,596     $12,673     $13,589     $12,263     $10,877 
Ratio of total expenses to average net assets:                                   
Before waivers and/or expense reimbursements (b)     1.63%     1.90%     1.62%     1.80%     1.67%
After waivers and/or expense reimbursements (c)     1.29%     1.35%     1.35%     1.35%     1.36%
Ratio of net investment loss to average net assets     (0.68)%     (0.35)%     (0.73)%     (0.97)%     (1.07)%
Portfolio turnover (d)     85%     96%     171%     39%     29%
 
Beginning with the year ended October 31, 2015, the Fund was audited by Ernst & Young LLP. The previous years were audited by another independent registered public accounting firm.
(a) The amount is less than $0.005 per share.
(b) Ratio of total expenses to average net assets excluding interest expense before waivers and/or expense reimbursements was 1.63%, 1.90%, 1.62%, 1.80% and 1.66% for the years ended October 31, 2016, 2015, 2014, 2013 and 2012, respectively.
(c) Ratio of total expenses to average net assets excluding interest expense after waivers and/or expense reimbursements was 1.29%, 1.35%, 1.35%, 1.35% and 1.35% for the years ended October 31, 2016, 2015, 2014, 2013 and 2012, respectively.
(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.

 

90

 

Alpine Mutual Funds

 

Financial Highlights—Continued

(For a share outstanding throughout each year or period)

 

   Small Cap Fund 
   Years Ended October 31,   Period
Ended
October 31,
 
   2016   2015†   2014†   2013†   2012†(a) 
Class A:                                   
Net asset value per share, beginning of period    $14.60     $13.98     $14.18     $11.30     $10.17 
Income from investment operations:                                   
Net investment income (loss)     (0.24)     (0.09)     0.07      (0.16)     (0.14)
Net realized and unrealized gain (loss)     1.32      0.71      (0.27)     3.04      1.27 
Total from investment operations     1.08      0.62      (0.20)     2.88      1.13 
Redemption fees     0.00 (b)     0.00 (b)     0.00 (b)     0.00 (b)      
Net asset value per share, end of period    $15.68     $14.60     $13.98     $14.18     $11.30 
Total return (c)     7.40 %(d)     4.43%     (1.41)%     25.49%     11.11 %(e)
Ratios/Supplemental Data                                   
Net Assets at end of period (000)    $604     $1,155     $1,221     $139     $111 
Ratio of total expenses to average net assets:                                   
Before waivers and/or expense reimbursements (f)     1.88%     2.15%     1.87%     2.05%     1.92 %(g)
After waivers and/or expense reimbursements (h)     1.54%     1.60%     1.60%     1.60%     1.60 %(g)
Ratio of net investment loss to average net assets     (0.88)%     (0.59)%     (0.92)%     (1.22)%     (1.34 )%(g)
Portfolio turnover (i)     85%     96%     171%     39%     29%
 
Beginning with the year ended October 31, 2015, the Fund was audited by Ernst & Young LLP. The previous years were audited by another independent registered public accounting firm.
(a) Class A commenced operations on December 30, 2011.
(b) The amount is less than $0.005 per share.
(c) Total returns would be reduced if a sales or redemption charge was taken into account.
(d) Generally accepted accounting principles require adjustments to be made to the net assets of the Fund at period end for financial reporting purposes, and as such, the net asset values for shareholder transactions and the returns based on those net asset values may differ from the net asset values and returns reported in the management’s discussion of Fund performance.
(e) Not annualized.
(f) Ratio of total expenses to average net assets excluding interest expense before waivers and/or expense reimbursements was 1.88%, 2.15%, 1.87% and 2.05% for the years ended October 31, 2016, 2015, 2014 and 2013, respectively, and 1.92% for the period ended October 31, 2012.
(g) Annualized.
(h) Ratio of total expenses to average net assets excluding interest expense after waivers and/or expense reimbursements was 1.54%, 1.60%, 1.60% and 1.60% for the years ended October 31, 2016, 2015, 2014 and 2013, respectively, and 1.60% for the period ended October 31, 2012.
(i) 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.

 

91

 

Alpine Mutual Funds

 

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

 

   Ultra Short Municipal Income Fund 
   Years Ended October 31, 
   2016   2015†   2014†   2013†   2012† 
Institutional Class: (a)                                   
Net asset value per share, beginning of year    $10.04     $10.04     $10.03     $10.05     $10.05 
Income from investment operations:                                   
Net investment income     0.06      0.05      0.05      0.06      0.10 
Net realized and unrealized gain (loss)     (0.00 )(b)     0.00 (b)     0.01      (0.02)     0.00 (b)
Total from investment operations     0.06      0.05      0.06      0.04      0.10 
Redemption fees     0.00(b)     0.00(b)     0.00(b)     0.00(b)     0.00(b)
Less distributions:                                   
From net investment income     (0.06)     (0.05)     (0.05)     (0.06)     (0.10)
From net realized gains           (0.00 )(b)                  
Total distributions     (0.06)     (0.05)     (0.05)     (0.06)     (0.10)
Net asset value per share, end of year    $10.04     $10.04     $10.04     $10.03     $10.05 
Total return     0.64%     0.52%     0.63%     0.36%     0.95%
Ratios/Supplemental Data:                                   
Net Assets at end of year (000)    $905,843     $772,308     $831,505     $933,294     $1,375,490 
Ratio of total expenses to average net assets:                                   
Before waivers and/or expense reimbursements     0.74%     0.93%     0.90%     0.89%     0.84%
After waivers and/or expense reimbursements     0.43%     0.50%     0.53%     0.61%     0.65%
Ratio of net investment income to average net assets     0.64%     0.51%     0.53%     0.55%     0.95%
Portfolio turnover (c)     143%     155%     168%     185%     192%
 
Beginning with the year ended October 31, 2015, the Fund was audited by Ernst & Young LLP. The previous years were audited by another independent registered public accounting firm.
(a) Effective January 3, 2012, the share class was renamed Institutional Class.
(b) The amount is less than $0.005 per share.
(c) 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.

 

92

 

Alpine Mutual Funds

 

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

 

   Ultra Short Municipal Income Fund 
   Years Ended October 31, 
   2016   2015†   2014†   2013†   2012† 
Class A: (a)                                   
Net asset value per share, beginning of year    $10.10     $10.10     $10.09     $10.10     $10.10 
Income from investment operations:                                   
Net investment income     0.04      0.03      0.03      0.03      0.07 
Net realized and unrealized gain (loss)     (0.01)     0.00 (b)     0.01      (0.01)     0.00 (b)
Total from investment operations     0.03      0.03      0.04      0.02      0.07 
Redemption fees     0.00 (b)     0.00 (b)     0.00 (b)     0.00 (b)     0.00 (b)
Less distributions:                                   
From net investment income     (0.04)     (0.03)     (0.03)     (0.03)     (0.07)
From net realized gains           (0.00 )(b)                  
Total distributions     (0.04)     (0.03)     (0.03)     (0.03)     (0.07)
Net asset value per share, end of year    $10.09     $10.10     $10.10     $10.09     $10.10 
Total return (c)     0.29%     0.26%     0.38%     0.21%     0.70%
Ratios/Supplemental Data                                   
Net Assets at end of year (000)    $206,259     $203,472     $247,599     $305,193     $443,598 
Ratio of total expenses to average net assets:                                   
Before waivers and/or expense reimbursements     0.99%     1.18%     1.15%     1.14%     1.09%
After waivers and/or expense reimbursements     0.68%     0.75%     0.78%     0.86%     0.90%
Ratio of net investment income to average net assets     0.39%     0.26%     0.28%     0.30%     0.67%
Portfolio turnover (d)     143%     155%     168%     185%     192%
 
Beginning with the year ended October 31, 2015, the Fund was audited by Ernst & Young LLP. The previous years were audited by another independent registered public accounting firm.
(a) Effective January 3, 2012, the share class was renamed Class A.
(b) The amount is less than $0.005 per share.
(c) Total returns would be reduced if a sales or redemption charge was taken into account.
(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.

 

93

 

Alpine Mutual Funds

 

Financial Highlights—Continued

(For a share outstanding throughout each year or period)

 

   High Yield Managed Duration Municipal Fund 
   Years Ended October 31,   Period
Ended
October 31,
 
   2016   2015†   2014†   2013†(a) 
Institutional Class:                            
Net asset value per share, beginning of period    $10.29     $10.29     $9.95     $10.00 
Income from investment operations:                            
Net investment income     0.34      0.36      0.37      0.06 
Net realized and unrealized gain (loss)     0.05      (0.00 )(b)     0.34      (0.05)
Total from investment operations     0.39      0.36      0.71      0.01 
Redemption fees     0.00 (b)                  
Less distributions:                            
From net investment income     (0.34)     (0.36)     (0.37)     (0.06)
From net realized gains           (0.00 )(b)            
Total distributions     (0.34)     (0.36)     (0.37)     (0.06)
Net asset value per share, end of period    $10.34     $10.29     $10.29     $9.95 
Total return     3.84%     3.65%     7.32%     0.11 %(c)
Ratios/Supplemental Data:                            
Net Assets at end of period (000)    $153,300     $48,261     $25,566     $19,915 
Ratio of total expenses to average net assets:                            
Before waivers and/or expense reimbursements (d)     0.88%     1.12%     1.30%     1.66 %(e)
After waivers and/or expense reimbursements (f)     0.68%     0.82%     0.81%     0.74 %(e)
Ratio of net investment income to average net assets     3.28%     3.49%     3.75%     1.47 %(e)
Portfolio turnover (g)     132%     58%     62%     117%
 
Beginning with the year ended October 31, 2015, the Fund was audited by Ernst & Young LLP. The previous years were audited by another independent registered public accounting firm.
(a) Institutional Class commenced operations on June 3, 2013.
(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 0.88%, 1.12%, and 1.30% for the years ended October 31, 2016, 2015 and 2014, respectively, and 1.66% for the period ended October 31, 2013.
(e) Annualized.
(f) Ratio of total expenses to average net assets excluding interest expense after waivers and/or expense reimbursements was 0.68%, 0.80% and 0.80% for the years ended October 31, 2016, 2015 and 2014, respectively, and 0.74% for the period 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.

 

94

 

Alpine Mutual Funds

 

Financial Highlights—Continued

(For a share outstanding throughout each year or period)

 

   High Yield Managed Duration Municipal Fund 
   Years Ended October 31,   Period
Ended
October 31,
 
   2016   2015†   2014†   2013†(a) 
Class A:                            
Net asset value per share, beginning of period    $10.29     $10.29     $9.95     $10.00 
Income from investment operations:                            
Net investment income     0.32      0.34      0.35      0.05 
Net realized and unrealized gain (loss)     0.04      0.00 (b)     0.34      (0.05)
Total from investment operations     0.36      0.34      0.69      0.00 
Redemption fees     0.00 (b)                  
Less distributions:                            
From net investment income     (0.31)     (0.34)     (0.35)     (0.05)
From net realized gains           (0.00 )(b)            
Total distributions     (0.31)     (0.34)     (0.35)     (0.05)
Net asset value per share, end of period    $10.34     $10.29     $10.29     $9.95 
Total return (c)     3.58%     3.42%     7.08%     0.01 %(d)
Ratios/Supplemental Data                            
Net Assets at end of period (000)    $35,705     $10,170     $107     $100 
Ratio of total expenses to average net assets:                            
Before waivers and/or expense reimbursements (e)     1.12%     1.37%     1.55%     1.91 %(f)
After waivers and/or expense reimbursements (g)     0.93%     1.07%     1.06%     0.99 %(f)
Ratio of net investment income to average net assets     3.03%     3.16%     3.49%     1.21 %(f)
Portfolio turnover (h)     132%     58%     62%     117%
 
Beginning with the year ended October 31, 2015, the Fund was audited by Ernst & Young LLP. The previous years were audited by another independent registered public accounting firm.
(a) Class A commenced operations on June 3, 2013.
(b) The amount is less than $0.005 per share.
(c) Total returns would be reduced if a sales or redemption charge was taken into account.
(d) Not annualized.
(e) Ratio of total expenses to average net assets excluding interest expense before waivers and/or expense reimbursements was 1.12%, 1.37% and 1.55% for the years ended October 31, 2016, 2015 and 2014, respectively, and 1.91% for the period ended October 31, 2013.
(f) Annualized.
(g) Ratio of total expenses to average net assets excluding interest expense after waivers and/or expense reimbursements was 0.93%, 1.05% and 1.05% for the years ended October 31, 2016, 2015 and 2014, respectively, and 0.99% for the period ended October 31, 2013.
(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.

 

95

 

Alpine Mutual Funds

 

Notes to Financial Statements
October 31, 2016

 

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 Rising Dividend Fund, Alpine Financial Services Fund and Alpine Small Cap Fund are four separate series of the Series Trust. The Alpine Ultra Short Municipal Income Fund and Alpine High Yield Managed Duration Municipal Fund are two separate series of the Income Trust. The Alpine Dynamic Dividend Fund, Alpine Rising Dividend Fund, Alpine Financial Services Fund, Alpine Small Cap Fund, Alpine Ultra Short Municipal Income Fund and Alpine High Yield Managed Duration Municipal Fund (individually referred to as a “Fund” and collectively, “the Funds”) are diversified funds. Alpine Dynamic Dividend Fund seeks high current dividend income that qualifies for the reduced U.S. federal income tax rates created by the “Jobs and Growth Tax Relief Reconciliation Act of 2003,” while also focusing on total return for long-term growth of capital. Alpine Rising Dividend Fund seeks income. Long-term growth of capital is a secondary objective. Alpine Financial Services Fund seeks long-term growth of capital and consistent above average total returns as compared to those typical of investments made in public equities. Alpine Small Cap Fund seeks capital appreciation. Alpine Ultra Short Municipal Income Fund seeks high after-tax current income consistent with preservation of capital. Alpine High Yield Managed Duration Municipal Fund seeks a high level of current income exempt from federal income tax.
   
  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. Institutional 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 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 class. Each class has exclusive voting rights with respect to matters relating to its shareholders servicing and distribution expenditures.
   
  The Funds are each an investment company and accordingly follow the investment company accounting and reporting guidance of the Financial Accounting Standards Board (“FASB”) Accounting Standards Codification Topic (“ASC”) 946 Financial Services - Investment Companies.
   
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 fair values determined on the basis of market quotations or if market quotations are not readily available or determined to be unreliable, through procedures and/or guidelines established by the Board. In computing the Funds’ NAV, equity securities that are traded on a securities exchange in the United States, except for those listed on NASDAQ Global Market, NASDAQ Global Select Market and NASDAQ Capital Market exchanges (collectively, “NASDAQ”) and option securities are valued at the last reported sale price as of the time of valuation. Securities traded on NASDAQ will be valued at the NASDAQ Official Closing Prices (“NOCP”). If, on a particular day, an exchange traded or NASDAQ security does not trade, then the mean between the most recent quoted bid and asked prices will be used. For equity investments traded on more than one exchange, the last reported sale price on

 

96

 

Alpine Mutual Funds

 

Notes to Financial Statements—Continued
October 31, 2016

 

  the exchange where the stock is primarily traded is used. Equity-linked structured notes are valued by referencing the last reported sale or settlement price of the underlying security on the day of valuation. Foreign exchange adjustments are applied to the last reported price to convert the underlying security’s trading currency to the equity-linked structured note’s settlement currency. Each option security traded on a securities exchange in the United States is valued at the last current reported sales price as of the time of valuation if the last current reported sales price falls within the consolidated bid/ask quote. If the last current reported sale price does not fall within the consolidated bid/ask quote, the security 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 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 of the option, or if the counterparty’s price is not readily available, then by using the Black-Scholes method. Debt and short-term securities are valued based on an evaluated bid 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 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.
   
  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’ NAVs are not calculated.
   
  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’ NAVs are calculated 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 equities and OTC derivatives 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’ NAVs may differ from quoted or official closing prices. The Fund may also fair value a security if the Fund or Adviser believes that the market price is stale. Other types of securities that the Funds may hold for which fair value pricing might be required include illiquid securities including restricted securities and private placements for which there is no public market.
   
  For securities valued by the Funds, valuation techniques are used 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 comparable securities. The income approach uses valuation techniques to discount estimated future cash flows to present value.
   
  The Board of Trustees adopted procedures which utilize fair value procedures when any assets for which reliable market quotations are not readily available or for which the Funds’ pricing service does not provide a valuation or provides a valuation that in the judgment of the Adviser does not represent fair value. The Board of Trustees has established a Valuation Committee which is responsible for: (1) monitoring the valuation of Fund securities and other investments; and (2) as required, when the Board of Trustees is not in session, reviewing and approving the fair value of illiquid and other holdings after consideration of all relevant factors, which determinations are reported to the Board of Trustees.

 

97

 

Alpine Mutual Funds

 

Notes to Financial Statements—Continued
October 31, 2016

 

Fair Value Measurement:

 

In accordance with FASB ASC, “Fair Value Measurement” (“ASC 820”), defines fair value as the value that the Funds would receive to sell an investment or pay to transfer a liability in a timely transaction with an independent buyer in the principal market, or in the absence of a principal market the most advantageous market for the investment or liability. ASC 820 uses 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 —  Unadjusted 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, 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 ASC 820.

 

The following is a summary of the inputs used to value the Funds’ assets and liabilities carried at fair value as of October 31, 2016:

 

   Valuation Inputs     
Dynamic Dividend Fund*  Level 1   Level 2   Level 3   Total Value 
Common Stocks  $150,261,934   $   $   $150,261,934 
Exchange-Traded Funds   1,459,900            1,459,900 
Rights       44,381        44,381 
Short-Term Investments       3,918,000        3,918,000 
Total  $151,721,834   $3,962,381   $   $155,684,215 

 

   Valuation Inputs      
Other Financial Instruments   Level 1    Level 2    Level 3    Total Value 
Assets                    
Forward Currency Contracts  $   $464,160   $   $464,160 
Total  $   $464,160   $   $464,160 

 

98

 

Alpine Mutual Funds

 

Notes to Financial Statements—Continued
October 31, 2016

 

   Valuation Inputs     
Rising Dividend Fund *  Level 1   Level 2   Level 3   Total Value 
Common Stocks                    
Aerospace & Defense  $2,321,670   $   $   $2,321,670 
Air Freight & Logistics   1,394,560            1,394,560 
Auto Components   800,475            800,475 
Banks   5,977,830            5,977,830 
Beverages   1,072,000            1,072,000 
Biotechnology   2,589,680            2,589,680 
Capital Markets   2,954,500            2,954,500 
Chemicals   867,230            867,230 
Commercial Services & Supplies   1,040,400            1,040,400 
Communications Equipment   1,027,260            1,027,260 
Consumer Finance   1,533,660            1,533,660 
Diversified Telecommunication Services   2,475,980            2,475,980 
Electric Utilities   1,389,170            1,389,170 
Electronic Equipment, Instruments & Components   1,194,530            1,194,530 
Energy Equipment & Services   938,760            938,760 
Equity Real Estate Investment   1,476,460            1,476,460 
Food & Staples Retailing   5,020,135        23,933    5,044,068 
Food Products   1,718,700            1,718,700 
Health Care Equipment & Supplies   3,370,980            3,370,980 
Health Care Providers & Services   858,800            858,800 
Hotels, Restaurants & Leisure   1,803,400            1,803,400 
Household Durables   717,390            717,390 
Household Products   911,400            911,400 
IT Services   1,204,320            1,204,320 
Insurance   2,485,900            2,485,900 
Internet Software & Services   1,993,050            1,993,050 
Machinery   1,933,950            1,933,950 
Media   3,340,626            3,340,626 
Mortgage Real Estate Investment   475,250            475,250 
Multi-Utilities   941,410            941,410 
Oil, Gas & Consumable Fuels   5,688,940            5,688,940 
Pharmaceuticals   4,629,155            4,629,155 
Road & Rail   1,809,347            1,809,347 
Semiconductors & Semiconductor Equipment   4,878,040            4,878,040 
Software   3,414,860            3,414,860 
Specialty Retail   2,484,175            2,484,175 
Technology, Hardware, Storage & Peripherals   2,270,800            2,270,800 
Thrifts & Mortgage Finance   714,470            714,470 
Exchange-Traded Fund   948,400            948,400 
Short-Term Investment       2,681,000        2,681,000 
Total  $82,667,663   $2,681,000   $23,933   $85,372,596 

 

99

 

Alpine Mutual Funds

 

Notes to Financial Statements—Continued
October 31, 2016

 

   Valuation Inputs     
Financial Services Fund*  Level 1   Level 2   Level 3   Total Value 
Common Stocks  $13,631,464   $   $   $13,631,464 
Short-Term Investments       126,000        126,000 
Total  $13,631,464   $126,000   $   $13,757,464 

 

   Valuation Inputs      
Small Cap Fund*  Level 1   Level 2   Level 3   Total Value 
Common Stocks  $12,437,715   $   $   $12,437,715 
Short-Term Investments       882,000        882,000 
Total  $12,437,715   $882,000   $   $13,319,715 

 

   Valuation Inputs      
Ultra Short Municipal Income Fund*  Level 1   Level 2   Level 3   Total Value 
Municipal Bonds  $   $1,135,696,640   $   $1,135,696,640 
Money Market Funds       51,029        51,029 
Total  $   $1,135,747,669   $   $1,135,747,669 

 

   Valuation Inputs      
High Yield Managed Duration Municipal Fund*  Level 1   Level 2   Level 3   Total Value 
Municipal Bonds  $   $196,226,793   $   $196,226,793 
Money Market Funds       97,523        97,523 
Total  $   $196,324,316   $   $196,324,316 

 

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

 

For the year ended October 31, 2016, there were no transfers between Level 1, Level 2 and Level 3. The Funds recognize transfers as of the beginning of the year.

 

The following is a reconciliation of Level 3 assets for which significant unobservable inputs were used to determine fair value:

 

   Rising
Dividend
Fund
 
Balance as of October 31, 2015  $23,933 
Realized gain (loss)    
Change in unrealized depreciation*    
Purchases    
Sales    
Transfers in to Level 3    
Transfers out of Level 3    
Balance as of October 31, 2016  $23,933 
Change in net unrealized appreciation/(depreciation) on Level 3 assets held at year end  $ 

 

* Statements of Operations Location: Change in net unrealized appreciation/(depreciation) on investments.

 

100

 

Alpine Mutual Funds

 

Notes to Financial Statements—Continued
October 31, 2016

 

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. Upon notification from issuers, some of the dividend income received from a real estate investment trust may be redesignated as a reduction of cost of the related investment and/or realized gain. 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 Federal Funds rate plus 0.95% per annum on amounts borrowed. The BNPP NY facility provides secured, uncommitted lines of credit for the Funds where selected Funds’ assets are pledged against advances made to the respective Fund. Each Fund has granted a security interest in all pledged assets used as collateral to the BNPP NY facility. 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 is 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 year ended October 31, 2016, the average interest rate paid on outstanding borrowings under the line of credit was 1.38%, 1.47%, 1.39% and 1.41% for the Dynamic Dividend Fund, Rising Dividend Fund, Financial Services Fund and High Yield Managed Duration Municipal Fund, respectively. The Funds may also incur interest expense on custody overdraft charges.

 

   Dynamic
Dividend
Fund
   Rising
Dividend
Fund
   Financial
Services
Fund
   Small Cap
Fund
 
Total line of credit amount available for investment purposes at October 31, 2016  $15,778,485   $8,858,546   $1,413,359   $1,337,986 
Line of credit outstanding at October 31, 2016                
Line of credit amount unused at October 31, 2016   15,778,485    8,858,546    1,413,359    1,337,986 
Average balance outstanding during the period   1,244,392    9,511    94,126     
Maximum balance outstanding during the period   11,941,995    1,226,479    2,094,819     
Interest expense incurred on line of credit during the period   17,481    142    1,326     
Interest expense incurred on custody overdrafts during the period           37     

 

   Ultra Short
Municipal
Income Fund
   High Yield
Managed
Duration
Municipal Fund
                 
Total line of credit amount available for investment purposes at October 31, 2016  $   $20,482,089                 
Line of credit outstanding at October 31, 2016                        
Line of credit amount unused at October 31, 2016       20,482,089                 
Average balance outstanding during the period       104,598                 
Maximum balance outstanding during the period       5,384,222                 
Interest expense incurred on line of credit during the period       1,500                 
Interest expense incurred on custody overdrafts during the period   1,351    123                 

 

101

 

Alpine Mutual Funds

 

Notes to Financial Statements—Continued
October 31, 2016

 

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, which are accrued as applicable, 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.

 

FASB ASC 740-10 “Income Taxes” - Overall sets forth a minimum threshold for financial statement recognition of the benefit of a tax position taken or expected to be taken in a tax return. Management has analyzed the Funds’ tax positions taken on income tax returns for all open tax years and has concluded that as of October 31, 2016, 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 October 31, 2016, open Federal and New York tax years include the tax years ended October 31, 2013 through 2016. 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.

 

Foreign taxes withheld, if any, represent amounts withheld by foreign tax authorities, net of refunds recoverable. Foreign capital gains on certain foreign securities may be subject to foreign taxes, which are accrued as applicable. As of October 31, 2016, there were no outstanding balances of accrued capital gains taxes for the Funds.

 

E. Distributions to Shareholders:

 

Each Fund 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. 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 distribution expenses are limited to those incurred under the Distribution Plan for Class A shares (See Note 5).

 

G. Foreign Currency Translation Transactions:

 

Each of the Dynamic Dividend Fund, Rising Dividend Fund and Financial Services Fund may invest without limitation in foreign securities. The Small Cap Fund may invest up to 30% of the value of its net assets in foreign securities. The Funds do not isolate the portion of each portfolio invested in foreign securities of their net realized and unrealized gains and losses on investments resulting from changes in foreign exchange rates from the impact arising from changes in market process. Such fluctuations are included with net realized and unrealized gain or loss from investments. Net realized foreign currency transaction gains and losses arise from sales of foreign currencies, currency gains or losses realized between the trade and settlement dates on securities transactions, and the differences between the amounts of dividends, interest and foreign withholding taxes recorded on the Funds’ books and the U.S. dollar equivalent of the amounts actually received or paid. Net unrealized foreign currency translations gains and losses arise from changes in the value of assets and liabilities, other than investments in securities, resulting from

 

102

 

Alpine Mutual Funds

 

Notes to Financial Statements—Continued
October 31, 2016

 

changes in the exchange rates. 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) fair 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. Generally, when the U.S. dollar rises in value against a foreign currency, the Funds’ investments denominated in that currency will lose value because that currency is worth fewer U.S. dollars; the opposite effect occurs if the U.S. dollar falls in relative value.

 

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.

 

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 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 Funds did not hold equity-linked structured notes as of October 31, 2016.

 

J. Options:

 

The Funds may engage in option transactions and in doing so achieve similar objectives to what they would achieve through the sale or purchase of individual securities. A call option, upon payment of a premium, gives the purchaser of the option the right to buy, and the seller of the option the obligation to sell, the underlying security, index or other instrument at the exercise price. A put option gives the purchaser of the option, upon payment of a premium, the right to sell, and the seller the obligation to buy, the underlying security, index, or other instrument at the exercise price.

 

To seek to offset some of the risk of a potential decline in value of certain long positions, the Funds may also purchase put options on individual securities. The Funds may also seek to generate income from option premiums by writing (selling) options on a portion of the equity securities in the Funds’ portfolio.

 

When a Fund purchases an option, it pays a premium and an amount equal to that premium is recorded as an asset. When a Fund writes an option, it receives a premium and an amount equal to that premium is recorded as a liability. The asset or liability is adjusted daily to reflect the current market value of the option. If an option expires unexercised, the Fund realizes a gain or loss to the extent of the premium received or paid. If an option is exercised, the premium received or paid is recorded as an adjustment to the proceeds from the sale or the cost basis of the purchase. The difference between the premium and the amount received or paid on a closing purchase or sale transaction is also treated as a realized gain or loss. The cost of securities acquired through the exercise of call options is increased by premiums paid. The proceeds from securities sold through the exercise of put options are decreased by the premiums paid. Gain or loss on written options and purchased options is presented separately as net realized

 

103

 

Alpine Mutual Funds

 

Notes to Financial Statements—Continued
October 31, 2016

 

gain or loss on written options and net realized gain or loss on purchased options, respectively. There were no options contracts held as of October 31, 2016.

 

Written options transactions for the year ended October 31, 2016 were as follows in the Rising Dividend Fund:

 

    Number of
Contracts
  Premiums
Received
 
Written Options, outstanding as of October 31, 2015     240     $ 14,226  
Options written     180       29,518  
Options exercised     25       (3,174 )
Options expired     (210 )     (20,135 )
Options bought back     (235 )     (20,435 )
Written Options, outstanding as of October 31, 2016         $  

 

K. 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. The Funds’ forward contracts are not subject to an enforceable master netting agreement or similar agreement. The Dynamic Dividend Fund and the Financial Services Fund entered into forward currency contracts during the reporting period to economically hedge against changes in the value of foreign currencies. During the year ended October 31, 2016, the Dynamic Dividend Fund and Financial Services Fund entered into twelve and nineteen forward contracts, respectively. The average monthly principal amount for forward contracts held by the Dynamic Dividend Fund and Financial Services Fund throughout the period was $13,221,731 and $1,366,025, respectively. This is based on amounts held as of each month-end throughout the fiscal year.

 

The following forward currency contracts were held as of October 31, 2016:

 

Dynamic Dividend Fund

 

Description  Counterparty  Settlement
 Date
  Currency  Settlement
 Value
   Current
 Value
   Unrealized
 Appreciation
 
Contracts Sold:                       
Euro  State Street Bank
and Trust Company
  12/07/16  7,000,000 EUR  $8,038,100   $7,695,578   $342,522 
Japanese Yen  State Street Bank
and Trust Company
  12/07/16  320,000,000 JPY   3,176,841    3,055,203    121,638 
                 $10,750,781   $464,160 

 

L. Derivative Instruments:

 

The following tables provide information about the effect of derivatives on the Funds’ Statements of Assets and Liabilities and Statements of Operations as of and for the year ended October 31, 2016. 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 during the year.

 

104

 

Alpine Mutual Funds

 

Notes to Financial Statements—Continued
October 31, 2016

 

The effect of derivative instruments in the Statements of Assets and Liabilities as of October 31, 2016:

 

Dynamic Dividend Fund         
   Statements of Assets  Unrealized
Derivatives  and Liabilities Location  Appreciation
Forward Currency Contracts          
Foreign exchange risk  Unrealized appreciation on forward currency contracts           $464,160         

 

The effect of derivative instruments in the Statements of Operations for the year ended October 31, 2016:

 

Dynamic Dividend Fund           
   Statements of  Net Realized  Change in Net
Derivatives  Operations Location  Gain  Unrealized Depreciation
Forward Currency Contracts            
Foreign exchange risk   Net realized gain/(loss) from foreign currency transactions  $815,289        
Foreign exchange risk     Change in net unrealized appreciation/(depreciation) on foreign currency translations                  $ (108,643 )           
            
Rising Dividend Fund           
   Statements of  Net Realized  Change in Net Unrealized
Derivatives  Operations Location  Gain/(Loss)  Appreciation/(Depreciation)
Options Contracts             
Equity risk  Net realized gain/(loss) from investments  $(111,024)     
Equity risk  Change in net unrealized appreciation/(depreciation) on investments                       $48,401                 
Equity risk  Net realized gain/(loss) from written options contracts  $35,626      
Equity risk  Change in net unrealized appreciation/(depreciation) on written options contracts       $(13,026)
              
Financial Services Fund             
   Statements of  Net Realized  Change in Net
Derivatives  Operations Location  Loss  Unrealized Depreciation
Forward Currency Contracts          
Foreign exchange risk  Net realized gain/(loss) from foreign currency transactions  $(27,702)     
Foreign exchange risk  Change in net unrealized appreciation/(depreciation) on foreign currency translations       $(2,420)

 

M. Redemption Fees:

 

The Funds of the 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 Municipal Income Fund imposes a 0.25% redemption fee for shares redeemed or exchanged within 30 days of buying them and the High Yield Managed Duration Municipal Fund imposes a 0.75% redemption fee for shares redeemed or exchanged within 60 days of buying them, 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.

 

105

 

Alpine Mutual Funds

 

Notes to Financial Statements—Continued

October 31, 2016

 

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

 

   Year Ended   Year Ended 
   October 31, 2016   October 31, 2015 
   Shares   Amount   Shares   Amount 
Institutional Class                    
Shares sold   1,486,955   $5,166,679    3,466,999   $13,621,647 
Shares issued in reinvestment of dividends   2,243,462    7,864,987    2,162,374    8,384,107 
Redemption fees       2,584        2,152 
Shares redeemed   (9,246,176)   (32,274,678)   (11,756,955)   (45,912,677)
Total net change   (5,515,759)  $(19,240,428)   (6,127,582)  $(23,904,771)
                     
Class A                    
Shares sold   500,144   $1,719,939    347,585   $1,372,113 
Shares issued in reinvestment of dividends   31,513    110,605    30,404    117,981 
Redemption fees       57        46 
Shares redeemed   (500,200)   (1,773,362)   (404,030)   (1,582,312)
Total net change   31,457   $57,239    (26,041)  $(92,172)

 

Rising Dividend Fund                
                 
   Year Ended   Year Ended 
   October 31, 2016   October 31, 2015 
   Shares   Amount   Shares   Amount 
Institutional Class                    
Shares sold   53,207   $758,478    118,489   $1,905,372 
Proceeds from shares issued in connection with the tax-free transfer of assets from Alpine Transformations Fund (Note 8)           507,899    7,643,926 
Proceeds from shares issued in connection with the tax-free transfer of assets from Alpine Equity Income Fund (Note 8)           5,123,760    77,113,107 
Shares issued in reinvestment of dividends   248,227    3,665,092    22,856    357,891 
Redemption fees       72         
Shares redeemed   (555,655)   (8,220,628)   (68,404)   (1,092,652)
Total net change   (254,221)  $(3,796,986)   5,704,600   $(85,927,644)
                     
Class A                    
Shares sold   4,425   $67,792    89,014   $1,450,838 
Proceeds from shares issued in connection with the tax-free transfer of assets from Alpine Transformations Fund (Note 8)           10,346    155,703 
Proceeds from shares issued in connection with the tax-free transfer of assets from Alpine Equity Income Fund (Note 8)           21,756    327,429 
Shares issued in reinvestment of dividends   3,857    56,846    7,101    111,046 
Redemption fees       1         
Shares redeemed   (78,595)   (1,154,232)   (25,995)   (393,204)
Total net change   (70,313)  $(1,029,593)   102,222   $(1,651,812)

 

106

 

Alpine Mutual Funds

 

Notes to Financial Statements—Continued

October 31, 2016

 

Financial Services Fund                
   Year Ended   Year Ended 
   October 31, 2016   October 31, 2015 
   Shares   Amount   Shares   Amount 
Institutional Class                    
Shares sold   135,507   $1,673,566    369,389   $4,998,497 
Shares issued in reinvestment of dividends   13,575    172,672    12,761    171,655 
Redemption fees       203        1,836 
Shares redeemed   (762,779)   (9,193,716)   (962,004)   (12,790,683)
Total net change   (613,697)  $(7,347,275)   (579,854)  $(7,618,695)
                     
Class A                    
Shares sold   18,462   $217,085    66,509   $874,831 
Shares issued in reinvestment of dividends   2,714    34,336    3,511    46,990 
Redemption fees       58        549 
Shares redeemed   (330,395)   (3,750,081)   (234,275)   (3,092,029)
Total net change   (309,219)  $(3,498,602)   (164,255)  $(2,169,659)

 

Small Cap Fund                
   Year Ended   Year Ended 
   October 31, 2016   October 31, 2015 
   Shares   Amount   Shares   Amount 
Institutional Class                    
Shares sold   27,831   $407,257    33,543   $472,343 
Shares issued in reinvestment of dividends                
Redemption fees       2        822 
Shares redeemed   (93,944)   (1,358,321)   (139,381)   (1,991,521)
Total net change   (66,113)  $(951,062)   (105,838)  $(1,518,356)
                     
Class A                    
Shares sold   604   $8,790    30,976   $440,928 
Shares issued in reinvestment of dividends                
Redemption fees               70 
Shares redeemed   (41,197)   (605,864)   (39,243)   (552,566)
Total net change   (40,593)  $(597,074)   (8,267)  $(111,568)

 

107

 

Alpine Mutual Funds

 

Notes to Financial Statements—Continued

October 31, 2016

 

Ultra Short Municipal Income Fund
   Year Ended   Year Ended 
   October 31, 2016   October 31, 2015 
   Shares   Amount   Shares   Amount 
Institutional Class                    
Shares sold   57,341,218   $575,628,307    27,287,282   $273,964,312 
Shares issued in reinvestment of dividends   416,008    4,176,278    315,186    3,164,465 
Redemption fees       17,574        12,623 
Shares redeemed   (44,425,596)   (445,984,747)   (33,510,389)   (336,444,301)
Total net change   13,331,630   $133,837,412    (5,907,921)  $(59,302,901)
                     
Class A                    
Shares sold   12,653,132   $127,779,710    9,158,022   $92,474,358 
Shares issued in reinvestment of dividends   65,499    661,340    46,820    472,735 
Redemption fees       4,218        3,592 
Shares redeemed   (12,436,462)   (125,584,498)   (13,577,730)   (137,106,037)
Total net change   282,169   $2,860,770    (4,372,888)  $(44,155,352)

 

High Yield Managed Duration Municipal Fund
   Year Ended   Year Ended 
   October 31, 2016   October 31, 2015 
   Shares   Amount   Shares   Amount 
Institutional Class                    
Shares sold   12,248,523   $127,050,001    2,437,080   $25,137,443 
Shares issued in reinvestment of dividends   198,535    2,055,480    103,944    1,071,225 
Redemption fees       21,666        4,190 
Shares redeemed   (2,306,308)   (23,920,920)   (336,237)   (3,457,415)
Total net change   10,140,750   $105,206,227    2,204,787   $22,755,443 
                     
Class A                    
Shares sold   2,893,642   $29,933,772    1,045,193   $10,761,230 
Shares issued in reinvestment of dividends   49,097    509,207    6,339    65,174 
Redemption fees       5,897        640 
Shares redeemed   (476,576)   (4,952,583)   (73,749)   (758,641)
Total net change   2,466,163   $25,496,293    977,783   $10,068,403 

 

4.Purchases and Sales of Securities:

 

Purchases and sales of securities (excluding short-term securities) for the year ended October 31, 2016 are as follows:

 

   Purchases   Sales 
Dynamic Dividend Fund  $142,896,306   $155,403,550 
Rising Dividend Fund   79,892,646    84,250,454 
Financial Services Fund   16,688,834    26,357,997 
Small Cap Fund   10,469,638    12,254,366 
Ultra Short Municipal Income Fund   1,479,765,848    1,313,754,415 
High Yield Managed Duration Municipal Fund   273,226,692    139,639,051 

 

The Funds did not have purchases and sales of U.S. Government Obligations during the year ended October 31, 2016.

 

108

 

Alpine Mutual Funds

 

Notes to Financial Statements—Continued

October 31, 2016

 

5. Distribution Plan:

 

Quasar Distributors, LLC (“Quasar”) serves as each Fund’s distributor. Each of the Funds have adopted a distribution and servicing plan (the “Plan”) for their Class A shares as allowed by Rule 12b-1 under the 1940 Act. The Plan authorizes 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 Plan 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, Rising Dividend Fund, Financial Services Fund, Small Cap Fund, Ultra Short Municipal Income Fund and High Yield Managed Duration Municipal Fund incurred $8,429, $3,910, $8,601, $2,285, $511,941 and $60,390, respectively, pursuant to the Plan for the year ended October 31, 2016.

 

The Plan for the Funds may be terminated at any time by a majority 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 Fund.

 

6. Investment Advisory Agreement, Administration 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 (until March 31, 2016), Rising Dividend Fund (until March 31, 2016), Financial Services Fund and Small Cap Fund. From April 1, 2016 to April 1, 2017, the Adviser shall waive 0.05% of the Small Cap Fund’s Advisory Fee at an annualized rate. Fees waived pursuant to this 0.05% waiver are not subject to recoupment by the Adviser discussed below. Effective April 1, 2016, the Adviser is entitled to an annual fee based on each Fund’s average daily net asset for the Dynamic Dividend Fund and Rising Dividend Fund, in accordance with the following schedule:

 

First $250 million   1.00 %
Over $250 million   0.95 %

 

The Adviser was entitled to an annual fee based on 0.75% of each of the Fund’s average net assets for the Ultra Short Municipal Income Fund and High Yield Managed Duration Municipal Fund until March 31, 2016.

 

Effective April 1, 2016, the Adviser is entitled to an annual fee based on the Ultra Short Municipal Income Fund’s average daily net assets, in accordance with the following schedule:

 

First $2.5 billion 0.50 %
Over $2.5 billion 0.45 %

 

Effective April 1, 2016, the Adviser is entitled to an annual fee based on the High Yield Managed Duration Municipal Fund’s average daily net assets, in accordance with the following schedule:

 

First $250 million 0.65 %
Over $250 million 0.60 %

 

The Adviser agreed to waive fees and/or reimburse the Dynamic Dividend Fund, Rising Dividend Fund, Financial Services Fund and Small Cap 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 (until March 31, 2016). Effective April 1, 2016, the Adviser agreed to waive fees and/or reimburse the Dynamic Dividend Fund, Rising Dividend Fund, Financial Services Fund and Small Cap 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 1.50% of each Fund’s Class A shares average daily net assets and 1.25% of each Fund’s Institutional Class shares average daily net assets. The contractual expense cap for the Ultra Short Municipal Income Fund Class A shares and Institutional Class shares is 0.95% and 0.70% (until March 31, 2016). Effective April 1, 2016, the Adviser agreed to waive fees and/or reimburse the Ultra Short Municipal Income Fund to the extent necessary to ensure that ordinary operating expenses (including

 

109

 

Alpine Mutual Funds

 

Notes to Financial Statements—Continued

October 31, 2016

 

12b-1 fees, but excluding interest, brokerage commissions, acquired fund fees and extraordinary expenses) do not exceed annually 0.70%, respectively, of the Fund’s Class A shares average daily net assets and 0.45% of the Fund’s Institutional Class shares average daily net assets. 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 (until March 31, 2016). Effective April 1, 2016, the Adviser agreed to waive fees and/or reimburse the High Yield Managed Duration Municipal 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 0.90% of the Fund’s Class A shares average daily net assets and 0.65% of the Fund’s Institutional Class shares average daily net assets. For the year ended October 31, 2016, the Adviser waived investment advisory fees and other expenses totaling $12,047, $59,030, $43,985, $3,156,071 and $216,236 for the Dynamic Dividend Fund, Financial Services Fund, Small Cap Fund, Ultra Short Municipal Income Fund and High Yield Managed Duration Municipal Fund, respectively. The expense limitations will remain in effect for each Fund through April 1, 2017 unless and until the Board of the Series and Income Trusts approve its modification or termination with respect to each Fund. 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. Waived expenses subject to potential recovery by year of expiration are as follows:

 

               Ultra Short  High Yield
   Dynamic  Rising  Financial      Municipal  Managed
   Dividend  Dividend  Services  Small Cap  Income  Duration
Years of Expiration  Fund  Fund  Fund  Fund  Fund  Municipal Fund
10/31/2017  $146,717   $44,557   $   $37,668   $2,325,098   $106,330 
10/31/2018       55,991    137,078    77,751    2,283,138    115,543 
10/31/2019   12,047        59,030    40,153    1,983,569    205,015 

 

For the year ended October 31, 2016, the Adviser voluntarily agreed to reimburse the Ultra Short Municipal 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) were within the range 0.65%-0.75% and 0.40%-0.50% of the average daily net assets of the Class A shares and Institutional Class shares, respectively, during the year ended October 31, 2016.

 

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. For the year ended October 31, 2016, the Dynamic Dividend Fund, Rising Dividend Fund, Financial Services Fund, Small Cap Fund, Ultra Short Municipal Income Fund and High Yield Managed Duration Municipal Fund incurred $151,308, $1,296, $33,343, $5,827, $491,845 and $220, respectively, in reimbursements to the Adviser.

 

State Street Bank and Trust Company (“SSBT”) serves as the fund accounting agent and custodian. The custodian is responsible for the safekeeping of the assets of the Funds and the fund accounting agent is responsible for calculating the Funds’ NAVs. SSBT, as the Funds’ custodian and fund accounting agent, is paid on the basis of net assets and transaction costs of the Funds. SSBT also serves as the administrator for the Series Trust and Income Trust. SSBT, as the Funds’ administrator, is paid on the basis of net assets of the Funds which are allocated among the series of the Series Trust and Income Trust, on the basis of relative net assets.

 

Boston Financial Data Services, Inc. (“BFDS”) serves as the transfer agent to the Equity Trust. BFDS is paid on the basis of net assets, per account fees and certain transaction costs.

 

110

 

Alpine Mutual Funds

 

Notes to Financial Statements—Continued

October 31, 2016

 

During the year ended October 31, 2016, 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 Municipal Income Fund  $   $5,572,941 
High Yield Managed Duration Municipal Fund   5,572,941     

 

Certain officers and trustees of the Funds are also officers and/or trustees of the Adviser. No interested trustee, who is deemed an interested person due to current or former service with Adviser or an affiliate of Adviser, receives compensation from the Funds.

 

7. Federal Income Tax Information:

 

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 of the Funds.

 

As of October 31, 2016, the components of distributable earnings on a tax basis were as follows:

 

   Dynamic
Dividend Fund
 Rising Dividend
Fund
 
Financial
Services Fund
Undistributed ordinary income    $     $600,016     $7,928 
Undistributed tax exempt income                  
Undistributed long-term capital gain                 27,776 
Accumulated capital loss     (560,644,359)     (150,415)      
Unrealized appreciation/(depreciation)     7,984,250      11,044,302      2,318,341 
Total    $(552,660,109)    $11,493,903     $2,354,045 
                      
         High Yield
      Ultra Short  Managed
   Small Cap Fund  Municipal
Income Fund
 Duration
Municipal Fund
Undistributed tax exempt income    $     $145,696     $139,733 
Late year ordinary loss deferral     (68,771)            
Accumulated capital loss     (7,778,434)     (546,542)     (920,416)
Unrealized appreciation/(depreciation)     800,498      (6,283)     1,363,597 
Total    $(7,046,707)    $(407,129)    $582,914 

 

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. These permanent differences are primarily due to the differing treatment of gains (losses) related to foreign currency transactions, basis adjustments on certain equity securities designated as passive foreign investment companies, acquired capital loss carryforwards and distribution redesignations. Accordingly, for the year ended October 31, 2016, the effects of certain differences were reclassified as follows:

 

         Accumulated  Accumulated
Fund  Capital stock  net investment
income (loss)
 net realized
gains (losses)
Dynamic Dividend Fund    $(536,971,766)    $(114,157)    $537,085,923 
Rising Dividend Fund     14      (21,519)     21,505 
Financial Services Fund     7,523      56,853      (64,376)
Small Cap Fund     (191,165)     83,168      107,997 

 

111

 

Alpine Mutual Funds

 

Notes to Financial Statements—Continued

October 31, 2016

 

As of October 31, 2016, net unrealized appreciation/(depreciation) of investments, excluding foreign currency, based on Federal tax costs was as follows:

 

         Gross  Gross  Net unrealized
Fund  Cost of
investments
 unrealized
appreciation
 unrealized
depreciation
 appreciation/
(depreciation)
Dynamic Dividend Fund    $147,678,861     $16,734,813     $(8,729,459)    $8,005,354 
Rising Dividend Fund     74,328,266      11,808,211      (763,881)     11,044,330 
Financial Services Fund     11,438,440      2,349,410      (30,386)     2,319,024 
Small Cap Fund     12,519,217      1,603,158      (817,460)     785,698 
Ultra Short Municipal Income Fund     1,135,753,952      130,365      (136,648)     (6,283)
High Yield Managed Duration Municipal Fund     194,960,719      1,882,733      (519,135)     1,363,598 

 

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 mark-to-market cost basis adjustments for investments in passive foreign investment companies (PFICs) for tax purposes.

 

The tax character of distributions paid during the years ended October 31, 2016 and 2015 were as follows:

 

   2016   2015 
Dynamic Dividend Fund          
Ordinary income  $10,120,435   $12,328,370 
Long-term capital gain        
Return of capital   1,100,161      
Total  $11,220,596   $12,328,370 
Rising Dividend Fund          
Ordinary income  $3,179,041   $230,058 
Long-term capital gain   589,735    284,654 
Total  $3,768,776   $514,712 
Financial Services Fund          
Ordinary income  $355,958   $390,835 
Long-term capital gain        
Total  $355,958   $390,835 
Small Cap Fund          
Long-term capital gain  $   $ 
Total  $   $ 
Ultra Short Municipal Income Fund          
Ordinary income  $861      
Exempt interest dividends   6,061,658   $4,685 
Long-term capital gain       4,624,613 
Total  $6,062,519   $4,629,298 
High Yield Managed Duration Municipal Fund          
Ordinary income  $113,462   $34,949 
Exempt interest dividends   3,507,244    1,345,745 
Long-term capital gain        
Total  $3,620,706   $1,380,694 

 

112

 

Alpine Mutual Funds

 

Notes to Financial Statements—Continued

October 31, 2016

 

During the year ended October 31, 2016, the Financial Services Fund and Small Cap Fund utilized $181,543 and $126,133 of capital loss carryovers, respectively. Capital loss carryovers as of October 31, 2016 are as follows:

 

Expiration Date  Dynamic
Dividend Fund
  Rising
Dividend Fund
  Financial
Services Fund
10/31/2017  $388,131,987   $   $ 
10/31/2018  $154,525,095   $   $ 
10/31/2019  $   $   $ 
                
             High Yield
        Ultra Short  Managed
Expiration Date  Small Cap
Fund
  Municipal
Income Fund
  Duration
Municipal Fund
10/31/2017  $5,637,266   $   $ 
10/31/2018  $1,581,056   $   $ 
10/31/2019  $342,429   $67,228   $ 

 

During the year ended October 31, 2016, the Dynamic Dividend Fund and Small Cap Fund had $536,971,822 and $113,385 of expired capital loss carryovers, respectively.

 

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, 2016 with no expiration are as follows:

 

Fund  Short Term   Long Term 
Dynamic Dividend Fund  $15,425,258   $2,562,019 
Rising Dividend Fund  $150,415   $ 
Small Cap Fund  $217,683   $ 
Ultra Short Municipal Income Fund  $443,488   $35,826 
High Yield Managed Duration Municipal Fund  $703,551   $216,865 

 

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 year ended October 31, 2016, the following Funds elected to defer late-year ordinary losses:

 

  Late Year
Fund Ordinary Losses
Small Cap Fund $ (68,771)

 

113

 

Alpine Mutual Funds

 

Notes to Financial Statements—Continued

October 31, 2016

 

8. Reorganizations:

 

At a meeting held on July 31, 2015, the Board, unanimously approved the tax free reorganization of the Alpine Transformations Fund and the Alpine Equity Income Fund (the “Target Funds”) into the Alpine Accelerating Dividend Fund (the “Acquiring Fund”), a separate series of the Trust. On September 9, 2015, the Acquiring Fund was renamed Alpine Rising Dividend Fund and on October 23, 2015, acquired all of the net assets of the Target Funds in a tax-free exchange of shares pursuant to an Agreement and Plan of Reorganization approved by the Target Funds shareholders. The purpose of the transaction was to combine two portfolios with comparable investment objectives and strategies.

 

Alpine     Shares Issued by   
Transformations  Shares Prior to  the Acquiring  Net Assets Prior
Fund                        Reorganization  Fund  to Reorganization
Institutional Class   664,477    507,899   $7,643,926 
Class A   13,727    10,346   $155,703 
                
Alpine       Shares Issued by   
Equity Income  Shares Prior to  the Acquiring  Net Assets Prior
Fund                   Reorganization  Fund  to Reorganization
Institutional Class   6,042,454    5,123,760      $77,113,107   
Class A   25,724    21,756   $327,429 

 

The appreciation of the Transformations Fund and Equity Income Fund were $779,528 and $12,159,650, respectively, as of the date of the reorganization. The combined net assets of the Acquiring Fund immediately after the reorganization were $92,462,283.

 

Assuming the reorganization had been completed on November 1, 2014, the beginning of the reporting period of the Acquiring Fund, the Acquiring Fund’s pro forma results of operations for the period ended October 31, 2015, were as follows:

 

Net Investment Income (Loss)  $1,329,773 
Net Realized and Unrealized Gains/Losses onInvestments and Foreign Currency Transactions  $(603,933)
Net Increase/Decrease in Net Assets resulting from Operations  $725,840 

 

Because the combined investment portfolios have been managed as a single integrated portfolio since the reorganization was completed, it is not practicable to separate the amounts of revenue and earnings of the Target Funds that have been included in the Acquiring Fund’s Statement of Operations as of October 31, 2015.

 

9. Other Income:

 

Other income of $265,972 is recognized by the Fund as a result of a class action settlement related to improper foreign exchange contract transactions conducted by Dynamic Dividend Fund’s former Custodian.

 

10. Subsequent Events:

 

Distributions: The Dynamic Dividend Fund - Institutional Class and Class A shares paid a distribution from net investment income of $968,837 and $20,881 or $0.02 and $0.0193 per share, respectively, on November 30, 2016 to shareholders of record on November 29, 2016.

 

The Small Cap Fund—Institutional Class and Class A paid a distribution from long-term capital gains of $27,843 on December 16, 2016 to shareholders of record on December 15, 2016.

 

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Report of Independent Registered Public Accounting Firm

 

To the Shareholders and Board of Trustees of

Alpine Series Trust and Alpine Income Trust:

 

We have audited the accompanying statements of assets and liabilities, including the portfolios of investments, of Alpine Series Trust (comprising, respectively, Alpine Dynamic Dividend Fund, Alpine Rising Dividend Fund, Alpine Financial Services Fund and Alpine Small Cap Fund); and Alpine Income Trust (comprising, respectively, Alpine High Yield Managed Duration Municipal Fund and Alpine Ultra Short Municipal Income Fund) (collectively the “Funds”) as of October 31, 2016, and the related statement of operations for the year then ended, and the statements of changes in net assets and the financial highlights for each of the two years in the period then ended. These financial statements and financial highlights are the responsibility of the Funds’ management. Our responsibility is to express an opinion on these financial statements and financial highlights based on our audits. The financial highlights for the periods ended prior to November 1, 2014 were audited by another independent registered public accounting firm whose report, dated December 29, 2014, expressed an unqualified opinion on those financial statements and financial highlights.

 

We conducted our audits in accordance with the standards of the Public Company Accounting Oversight Board (United States). Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements and financial highlights are free of material misstatement. We were not engaged to perform an audit of the Funds’ internal control over financial reporting. Our audits included consideration of internal control over financial reporting as a basis for designing audit procedures that are appropriate in the circumstances, but not for the purpose of expressing an opinion on the effectiveness of the Funds’ internal control over financial reporting. Accordingly, we express no such opinion. An audit also includes examining, on a test basis, evidence supporting the amounts and disclosures in the financial statements and financial highlights, assessing the accounting principles used and significant estimates made by management, and evaluating the overall financial statement presentation. Our procedures included confirmation of securities owned as of October 31, 2016, by correspondence with the custodian and others or by other appropriate auditing procedures where replies from others were not received. We believe that our audits provide a reasonable basis for our opinion.

 

In our opinion, the financial statements and financial highlights referred to above present fairly, in all material respects, the financial position of each of the respective portfolios comprising Alpine Series Trust and Alpine Income Trust at October 31, 2016, the results of their operations for the year then ended, the changes in their net assets and the financial highlights for each of the two years in the period then ended in conformity with U.S. generally accepted accounting principles.

 

New York, NY

December 22, 2016

 

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Alpine Mutual Funds

 

Information about your Funds’ Expenses

October 31, 2016

 

Fund expenses (Unaudited)

 

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 May 1, 2016 and held for the six months ended October 31, 2016.

 

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   2.57%  $1,000.00   $1,025.70    1.25%     $6.36  
                          
Class A   2.44%  $1,000.00   $1,024.40    1.51%  $7.68 
                          
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   $1,018.85    1.25%  $6.34 
                          
Class A   5.00%  $1,000.00   $1,017.55    1.51%  $7.66 

 

116

 

Alpine Mutual Funds

 

Information about your Funds’ Expenses—Continued

October 31, 2016

 

Rising 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   2.56%  $1,000.00   $1,025.60    1.18%     $6.01    
                          
Class A   2.48%  $1,000.00   $1,024.80    1.38%  $7.02 
                          
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   $1,019.20    1.18%  $5.99 
                          
Class A   5.00%  $1,000.00   $1,018.20    1.38%  $7.00 
                          
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   8.65%  $1,000.00   $1,086.50    1.25%  $6.56 
                          
Class A   8.55%  $1,000.00   $1,085.50    1.50%  $7.86 
                          
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   $1,018.85    1.25%  $6.34 
                          
Class A   5.00%  $1,000.00   $1,017.60    1.50%  $7.61 
                          
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   9.89%  $1,000.00   $1,098.90    1.25%  $6.59 
                          
Class A   9.80%  $1,000.00   $1,098.00    1.49%  $7.86 
                          
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   $1,018.85    1.25%  $6.34 
                          
Class A   5.00%  $1,000.00   $1,017.65    1.49%  $7.56 

 

117

 

Alpine Mutual Funds

 

Information about your Funds’ Expenses—Continued

October 31, 2015

 

Ultra Short Municipal 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   0.37%  $1,000.00   $1,003.70    0.41%     $2.07    
                          
Class A   0.15%  $1,000.00   $1,001.50    0.66%  $3.32 
                          
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   $1,023.08    0.41%  $2.08 
                          
Class A   5.00%  $1,000.00   $1,021.82    0.66%  $3.35 
                          
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   1.46%  $1,000.00   $1,014.60    0.65%  $3.29 
                          
Class A   1.33%  $1,000.00   $1,013.30    0.90%  $4.55 
                          
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   $1,021.87    0.65%  $3.30 
                          
Class A   5.00%  $1,000.00   $1,020.61    0.90%  $4.57 

 

 

 

(1) For the six months ended October 31, 2016.
(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 366.
(4) Hypothetical expense examples assume a 5% return over a hypothetical 184 day period.

 

118

 

Alpine Mutual Funds

 

Additional Information (Unaudited)

October 31, 2016

 

The Fund’s Statement of Additional Information includes additional information about Trust Trustees and is available, without charge and upon request, by visiting www.alpinefunds.com.

 

Independent Trustees

                     
Name, Address
and Year of Birth
  Position(s)
Held with
the Trusts
  Term of Office
and Length of
Time Served
  Principal Occupation During
Past Five Years
  Number of
Portfolios in
Fund Complex*
  Other Directorships
Held by Trustee
H. Guy Leibler
(1954)
  Independent Trustee   Indefinite, since the Trust’s inception   President, Simone Healthcare development (since 2013); Private investor (since 2007).   14   Chairman Emeritus, White Plains Hospital Center (1988 to Present); Trustee of each of the Alpine Trusts (1996 to Present).**
Jeffrey E. Wacksman
(1960)
  Independent Trustee   Indefinite, since 2004   Partner, Loeb, Block & Partners LLP (law firm) (since 1994).   14   Director, International Succession Planning Association (2008 to present); Director, Bondi Icebergs Inc. (women’s sports-wear) (1994 to present); Director, MH Properties, Inc. (a real estate holding company) (since 1996); Trustee of each of the Alpine Trusts.**
Eleanor T.M. Hoagland
(1951)
  Independent Trustee   Indefinite, since October 2012   Principal, VCS Advisory, LLC (since 2011); Chief Compliance Officer and Senior Managing Director of Magni Asset Management LLC since 2011) and Park Fifth Capital Management LLC (2011-2013).   14   Trustee of each of the Alpine Trusts.**

 

119

 

Alpine Mutual Funds

 

Additional Information (Unaudited)—Continued

October 31, 2016

 

Interested Trustee & Officers

                     
Name, Address
and Year of Birth
  Position(s)
Held with
the Trusts
  Term of Office
and Length of
Time Served
  Principal Occupation During
Past Five Years
  Number of
Portfolios in
Fund Complex*
  Other Directorships
Held by Trustee
Samuel A. Lieber***
(1956)
  Interested Trustee and President   Indefinite, since the Trust’s inception   Chief Executive Officer, Alpine Woods Capital Investors, LLC (since 1997); President of Alpine Trusts (since 1998).   14   Trustee of each of the Alpine Trusts.**
Stephen A. Lieber****
(1925)
  Vice President   Indefinite, since the Trust’s inception   Chairman and Senior Portfolio Manager, Saxon Woods Advisors, LLC (since 1999).   14   N/A
Kenneth Corrado
(1964)
  Chief Compliance Officer   Indefinite, since July 2013   Chief Compliance Officer, Alpine Woods Capital Investors, LLC (since July 2013); Independent Compliance Consultant (2012 to 2013); Vice President and Deputy Chief Compliance Officer, Artio Global Management, LLC (2007 to 2012).   14   N/A
Ronald G. Palmer, Jr.
(1968)
  Chief Financial Officer   Indefinite, since 2010   Chief Financial Officer, Alpine Woods Capital Investors, LLC (since January 2010).   14   N/A
Joe C. Caruso
(1971)
  Treasurer   Indefinite, since July 2013   Fund Accountant, Alpine Woods Capital Investors, LLC (since 2011); Independent Tax Consultant (2010 to 2011); Assistant Vice President Global Fund Services, Deutsche Bank AG (2009 to 2010)   14   N/A
Andrew Pappert
(1980)
  Secretary   Indefinite, since 2009   Director of Fund Operations, Alpine Woods Capital Investors, LLC (since September 2008).   14   N/A

 

*   The term “Fund Complex” refers to the Funds in the Alpine Equity Trust, Alpine Series Trust, Alpine Income Trust, Alpine Global Dynamic Dividend Fund, Alpine Total Dynamic Dividend Fund and Alpine Global Premier Properties Fund (the “Alpine Trusts”). As of October 31, 2016, Alpine Woods Capital Investors, LLC manages fourteen portfolios within the six investment companies that comprise the Alpine Trusts. The Alpine Equity Trust, Alpine Series Trust and Alpine Income Trust are each registered as an open-end management investment company. The Alpine Global Dynamic Dividend Fund, Alpine Total Dynamic Dividend Fund and Alpine Global Premier Properties Fund are each registered as a closed-end management investment company. As of October 31, 2016, the Trustees oversee fourteen portfolios within the six Alpine Trusts.
     
**   The Trustees are members of the Board of Trustees for each of the Alpine Equity Trust, Alpine Income Trust, Alpine Series Trust, Alpine Global Dynamic Dividend Fund, Alpine Total Dynamic Dividend Fund and Alpine Global Premier Properties Fund (the “Alpine Trusts”). Shareholders may contact the Trustee at c/o Alpine Woods Capital Investors, LLC, 2500 Westchester Ave., Suite 215, Purchase NY, 10577. Each Trust’s Statement of Additional Information (“SAI”) includes additional information about the Trustees and is available, without charge, by calling 1-888-785-5578.
     
***   Denotes Trustees who are “interested persons” of the Trust or Fund under the 1940 Act.
     
****   Stephen A. Lieber is the father of Samuel A. Lieber.

 

120

 

Alpine Mutual Funds

 

Additional Information (Unaudited)—Continued

October 31, 2016

 

Tax Information

 

The Funds designated the following percentages of dividends declared from net investment income for the fiscal year ended October 31, 2016 as qualified dividend income under the Jobs & Growth Tax Relief Reconciliation Act of 2003.

 

Dynamic Dividend Fund  80%
Rising Dividend Fund  57%
Financial Services Fund  100%
Small Cap Fund  0%
Ultra Short Municipal Income Fund  0%
High Yield Managed Duration Municipal Fund  0%

 

The Funds designated the following percentages of dividends declared during the fiscal year ended October 31, 2016 as dividends qualifying for the dividends received deduction available to corporate shareholders.

 

Dynamic Dividend Fund  32%
Rising Dividend Fund  51%
Financial Services Fund  100%
Small Cap Fund  0%
Ultra Short Municipal Income Fund  0%
High Yield Managed Duration Municipal Fund  0%

 

The Funds designated the following percentages of taxable ordinary income distributions as short-term capital gain distributions under Internal Revenue Section 871(k)(2)(C).

 

Dynamic Dividend Fund  0%
Rising Dividend Fund  0%
Financial Services Fund  0%
Small Cap Fund  0%
Ultra Short Municipal Income Fund  0%
High Yield Managed Duration Municipal Fund  0%

 

The Fund designated as long-term capital gain dividend, pursuant to Internal Revenue Code Section 852(b)(3), the amount necessary to reduce the earnings and profits of the Fund related to net capital gain to zero for the tax year ended October 31, 2016.

 

Availability of Proxy Voting Information

 

The policies and procedures used in determining how to vote proxies relating to portfolio securities are available without a charge, upon request, by contacting the Funds at 1(800) 617.7616 and on the SEC’s web site at http://www.sec.gov.

 

Information regarding how the Funds voted proxies relating to portfolio securities during the most recent twelve-month period ended June 30 is available without charge, upon request, by contacting the Fund at 1(800) 617.7616 and on the SEC’s web site at http://www.sec.gov.

 

Availability of Quarterly Portfolio Schedule

 

Beginning with each Fund’s fiscal quarter ended July 31, 2004, each Fund filed its complete schedule of portfolio holdings on Form N-Q with the SEC. Going forward, each Fund will file 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.

 

121

 

Alpine Mutual Funds

 

Additional Information (Unaudited)—Continued

October 31, 2016

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.

 

122

 

TRUSTEES

Samuel A. Lieber

Eleanor T.M. Hoagland

H. Guy Leibler

Jeffrey E.Wacksman

 

CUSTODIAN &

ADMINISTRATOR

State Street Bank & Trust Company

One Lincoln Street

Boston, MA 02111

 

INDEPENDENT REGISTERED

PUBLIC ACCOUNTING FIRM

Ernst & Young

5 Times Square

New York, NY 10019

 

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

 

(a)The Registrant, as of the end of the period covered by the report, has adopted a code of ethics that applies to the Registrant’s principal executive officer, principal financial officer, principal accounting officer or controller or persons performing similar functions.

 

(b)Not applicable.

 

(c)There have been no amendments, during the period covered by this report, to a provision of the code of ethics that applies to the Registrant’s principal executive officer, principal financial officer, principal accounting officer or controller, or persons performing similar functions and that relates to any element of the code of ethics described in Item 2(b) of Form N-CSR.

 

(d)The Registrant has not granted any waivers, including an implicit waiver, from a provision of the code of ethics that applies to the Registrant’s principal executive officer, principal financial officer, principal accounting officer or controller, or persons performing similar functions that relates to any element of the code of ethics described in Item 2(b) of Form N-CSR.

 

(e)Not applicable.

 

(f)The Registrant’s Code of Ethics is attached as EX-99.CODE ETH hereto.

 

Item 3.  Audit Committee Financial Expert

 

(a)(1)The Board of Trustees of the Registrant has determined that the Registrant has at least one audit committee financial expert serving on its audit committee.

 

(a)(2)The Board of Trustees has determined that H. Guy Leibler is an audit committee financial expert. Mr. Leibler is “independent” as defined in paragraph (a)(2) of Item 3 to Form N-CSR. It has been determined that Mr. Leibler qualifies as an audit committee financial expert based on his substantial experience as a senior executive of an operating company actively supervising principal financial officers in the preparation of financial statements, other board service, as well as his educational background.

 

(a)(3)Not applicable.

 

Item 4.  Principal Accountant Fees and Services

 

(a)Audit Fees: The aggregate fees billed for each of the last two fiscal years for professional services rendered by the principal accountant for the audit of the Registrant’s annual financial statements or services that are normally provided by the accountant in
 

connection with statutory and regulatory filings or engagements fiscal year 2015 was $123,770 and for fiscal year 2016 was $104,854.

 

(b)Audit-Related Fees: The aggregate fees billed in each of the last two fiscal years for assurance and related services by the principal accountant that are reasonably related to the performance of the audit of the Registrant’s financial statements and are not reported under paragraph (a) of this Item was $542 in fiscal year 2015 and $0 in fiscal year 2016. The fees in fiscal year 2015 were for professional services for auditor transition.

 

(c)Tax Fees: The aggregate fees billed in each of the last two fiscal years for professional services rendered by the principal accountant for tax compliance, tax advice, and tax planning was $29,043 in fiscal year 2015 and was $46,038 in fiscal year 2016. Services for which fees in the Tax Fees category are billed include the principle accountant’s review of the registrant’s U.S. federal income tax returns and the required state corporate income tax returns, as well as the principal accountant’s review of excise tax distribution calculations.

 

(d)All Other Fees: The aggregate fees billed in each of the last two fiscal years for products and services provided by the principal accountant, other than the services reported in paragraphs (a) through (c) of this Item was $0 in fiscal year 2015 and $0 in fiscal year 2016.

 

(e)(1)Audit Committee Pre-Approval Policies and Procedures: All services to be performed by the Registrant’s principal auditors must be pre-approved by the Registrant’s audit committee, which may include the approval of certain services up to an amount determined by the audit committee. Any services that would exceed that amount would require additional approval of the audit committee.

 

(e)(2)No services described in paragraphs (b) through (d) were approved pursuant to paragraph (c)(7)(i)(C) of Rule 2-01 of Regulation S-X.

 

(f)Not applicable.

 

(g)The aggregate non-audit fees billed by the Registrant’s accountant for services rendered to the Registrant, and the Registrant’s investment adviser, and any entity controlling, controlled by, or under common control with the adviser that provides ongoing services to the Registrant was $0 in fiscal year 2015 and $0 in fiscal year 2016.

 

(h)Not applicable. There were no non-audit services rendered to the Registrant in the fiscal year 2016.

 

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)The Code of Ethics that applies to the Registrant’s principal executive officer and principal financial officer is attached hereto as Exhibit EX-99.CODE ETH.

 

(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 Ex-99.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 Ex-99.906Cert.
 

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: December 30, 2016  

 

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: December 30, 2016  
 
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M@Q^T)^R9X/\ !_[+7C/XX?";XO?";P)X=\4W?A6YT#]G[QG\+O']HM[K$FK6 MUC?^(]1_:4^*/AZ_T^PN]2O42*+P5974ULT$;7B2Q27$_P"O@@#$'?(-V[C< M2!AFQU).> ,YZ#&,5S<5YO6AG>;PQ$\3.&+QE>JO9UH4^>A4K<]*-2U*4Y1A M&4?W3Y55P\<,JF'PU*FW*C5G"%>%."J3IQE5A%.*2'1S>FR M58TB$)@58S_4P;4 OB) M4<#*MBJ:I8BK]5GS5J>BY:C6(7-%:Z/IIJV?S&?LP_%#_@D%^QWXE?Q'\ /& MG[?O@F"]U*+5_$'A*/X%?MRZCX(\5W]M8S6%M<>)?"]_\$Y[#49;:UN,13*L M$VZ*#?*X@1%\K^+FE_\ !$GX^>-I/B-\9_$__!0OXG>./LUK8VWB7Q;\'?V\ M+[4M*TW3[R6_TW3-%>'X+6T6D6&G7UQ)=6EOIT5N([EEN'+S@2#^LA8,X)DD MY!/#,.,9P.3C@8R<\Y/?%!@''SOS%YGWCC*XXZYP<\\]N<\U4.(JZQ<\;&OF M"QDXN%3$K&VK3A*,5*+J>PYFFM'=V:5FF#X>H2PE+ SHX!X2E)3AA_JDO90G M&SC*,?;M*2:O=+S33=S\ 6_;4_X)9:Y\!=9_9N^)VJ?M=?'7X8ZY-=S7UI\< M/V4OVS?B'K\<M[G[1%\/-3_9Q_:[N?#"1"83?V>UY'^SHGB=] M-+?*;8:\K&)BIFYW5_:\;?Y?]9)WQEB<9+=.<<8]/3CCD:WVE:WR_BW'9;3Q%# 8S,\+2Q%Y8BE2QL5";FHWFXO#N*FUHYQ4 M9Z)2661IYYI7E^$KRRW$\SO///,[SSRN\LLCN[,?Z?S" '^=^ _\ M$>J[O?@' Z8(/0@<4HMQA/WC_..>3Q\I;C)/M^OK7)AL\J82=2OA:V98>K5E M>K5H9A*E.;DTVYRA2C*3;NVVWKJ[MLZ\3DD,93I4<50R[$4:*2ITJN"4X02Y M4E",JW+'1.R2M96>^O\ ,'_;'_!O.1D?LM>-<;01_P 8.?MH\KP<$_\ "H\' MD<8P1@CJ":Z'0OB'_P $#?#5MK]IX<_9S^(>AP^*M*/A_7YM*_8B_;2L;R_T M2259KK2/[1@^$B:A:Z??[%CU.WM+B"/4;0&TO1/:LT1_I<%OD@&1^5Y(+9R- MW(RQP>!Z]/>@6H*[O,D!P>C''4GH2?I70^+\RJ+EGF>>3B]XRS;$2BU[O246 MMGIH]O,XUPIEB:E#+I->[&.<8A+9=%"W?Y:=7>O]4\M> MLLNR9MWO_P )E-W>E[WJ=.KU>BML?S!G6/\ @WHS_P FL^--<_P"$4_9X^(_ARX\1Z+=>'-7U#1OV M(_VTK#5IM$O7C:]L+75K?X21W^FQ7RHL%Y+IT]M<75F7M9)C;RNC_P!+AM@# MGS)"!@D9."22..>!P..>_KPT0=/G?/))W'G(?C!)Z;/QR<]L3/BW,9KDJ9GG M%,MA)..6Y/!I-J2RZFGM&UFJET[/7?:US^7. M.?\ X-XH8HHXOV7?'Z0Q)Y<*1?L3?MLJD:%CA4"_"G"@[23P"Q)O)/[$_[;>>N.O_"JAM.7 R>I) Z\?U%/ $!.]SA21\Q'3/7D M^GM33 -X422X*[N7)/0D@'L./J,YS6L>,QBDDE'-\0HI)1=DE#1 M*_WI$/A'*IN\\LR9R;5V\N@VW9-W;J=M+W=[=M#^7C[9_P &\X)S^S!\0@<$ M'_C"?]MON<'_ )I5R?E(..0I.?E)R"[_ .#>8?\ -L/Q!QG_ *,H_;;R#G:! MN'PJR/O 8Z?,">V/ZB# -K-YDF5&?\ !O+R/^&7_B#C'_1E'[;.WD K_P TIS@@ @$X)QT/%?U&"WP4'F/P",DD MDX)Z\XYP<\=Z#;@;B9'.T'(W$9PN>N>/KU[]:%QGG"_YF^?Z7O\ \+.(Z6O; MW=DOTMIL_P#4[*'?_A+R7KOEE-KIT]KU]%_G_+Q%<_\ !O2[HB_LO_$$M(R1 MH&_8I_;8"'(;>RU_07T_PNVEVC:+KE MG::QI;0FQU.V@O8)XD^W#%AE4.X+*3G<>,$C@#&#P.(S"K7LI*+?+SJ/+=K6WQ:7V.O"\-Y?A8R]C@L 8MI<[BY*A@XT+VMK+EE+F>KMM972WN?_9 end EX-99.CODE ETH 23 c86390_ex99-codeeth.htm

Exhibit 12(a)(1)

 

ALPINE EQUITY TRUST
ALPINE SERIES TRUST
ALPINE INCOME TRUST
ALPINE GLOBAL DYNAMIC DIVIDEND FUND
ALPINE TOTAL DYNAMIC DIVIDEND FUND
ALPINE GLOBAL PREMIER PROPERTIES FUND

 

Senior Officer Code of Ethics

 

Policy

 

The 1940 Act requires Funds to file annual and semi-annual reports on Form N-CSR containing certain financial-related information. Each N-CSR must contain: (i) the Alpine Funds’ annual or semi-annual shareholder report certified by the proper officers of the Alpine Funds; and (ii) new disclosures concerning the Alpine Funds’ audit committee financial expert(s), disclosure controls and procedures, the code of ethics governing conduct of the Alpine Funds’ senior financial officers, and any policies regarding pre-approval of audit and non-audit services. This report also must describe any non-audit services that were pre-approved (and related fees) during the reporting period. These requirements are designed to restore investor confidence in the securities markets by requiring disclosure of certain Fund governance matters and financial reporting.

 

Procedures

 

The Funds’ procedures set forth in the administrator section (“Shareholder and SEC Reports”) of this Manual are intended to implement the certification and disclosure requirements cited above.

 

A. Senior Officer Code of Ethics

 

Preamble

 

Section 406 of the Sarbanes-Oxley Act of 2002 directs that rules be adopted disclosing whether a company has a code of ethics for senior financial officers. The U.S. Securities and Exchange Commission (the “SEC”) has adopted rules requiring annual disclosure of an investment company’s code of ethics applicable to the company’s principal executive as well as principal financial officers, if such a code has been adopted. In response, the Alpine Equity Trust, the Alpine Series Trust, the Alpine Income Trust, the Alpine Global Dynamic Dividend Fund, the Alpine Total Dynamic Dividend Fund and the Alpine Global Premier Properties Fund (the “Trusts”) have adopted this Code of Ethics.

 

Statement of Policy

 

It is the obligation of the senior officers of the Trusts to provide full, fair, timely and comprehensible disclosure--financial and otherwise--to Fund shareholders, regulatory authorities and the general public. In fulfilling that obligation, senior officers must act ethically, honestly and diligently. This Code is intended to enunciate guidelines to be followed by persons who serve the Fund in senior officer positions. No Code of Ethics can address every situation that a senior officer might face; however, as a guiding principle, senior officers should strive to implement the spirit as well as the letter of applicable laws, rules and regulations, and to provide the type of clear and complete disclosure and information each Trusts’ shareholders have a right to expect.

 

The purpose of this Code of Ethics (the “Code”) is to promote high standards of ethical conduct by Covered Persons (as defined below) in their capacities as officers of the Trusts, to instruct them as to what is considered to be inappropriate and unacceptable conduct or activities for officers and to prohibit such conduct or activities. This Code supplements other policies that the Trusts and its adviser have adopted or may adopt in the future with which Trust officers are also required to comply (e.g., code of ethics relating to personal trading and conduct).

 

Covered Persons

 

This Code applies to those persons appointed by the each Trusts’ Board of Directors as Chief Executive Officer, President, Chief Financial Officer and Chief Accounting Officer, or persons performing similar functions.

 

Promotion of Honest and Ethical Conduct

 

In serving as an officer of a Trust, each Covered Person must maintain high standards of honesty and ethical conduct and must encourage his or her colleagues who provide services to the Trusts, whether directly or indirectly, to do the same.

 

Each Covered Person understands that as an officer of a Trust, he or she has a duty to act in the best interests of the Trust and its shareholders. The interests of the Covered Person’s personal interests should not be allowed to compromise the Covered Person from fulfilling his or her duties as an officer of the Trust.

 

If a Covered Person believes that his or her personal interests are likely to materially compromise his or her objectivity or ability to perform the duties as an officer of a Trust, he or she should consult with the Trusts’ chief legal officer or outside counsel. Under appropriate circumstances, a Covered Person should also consider whether to present the matter to the Trustees of the Trusts or a committee thereof for their consideration.

 

No Covered Person shall suggest that any person providing, or soliciting to be retained to provide, services to a Trust give a gift or provide entertainment, without regard to its value, or an economic benefit of any kind to him or her in connection with the person’s retention or the provision of services.

 

Promotion of Full, Fair, Accurate, Timely and Understandable Disclosure

 

No Covered Person shall create or further the creation of false or misleading information in any SEC filing or report to Trust shareholders. No Covered Person shall conceal or fail to disclose information within the Covered Person’s possession legally required to be disclosed or necessary to make the disclosure made not misleading. If a Covered Person shall become aware that information filed with the SEC or made available to the public contains any false or misleading information or omits to disclose necessary information, he or she shall promptly report it to Fund counsel, who shall advise such Covered Person whether corrective action is necessary or appropriate.

 

Each Covered Person, consistent with his or her responsibilities, shall exercise appropriate supervision over and shall assist Trust service providers in developing financial information and other disclosure that complies with relevant law and presents information in a clear, comprehensible and complete manner. Each Covered Person shall use his or her best efforts, within his or her area of expertise, to ensure that Trust reports reveal, rather than conceal, each Trusts’ accurate financial condition.

 

Each Covered Person shall seek to obtain additional resources if he or she believes that available resources are inadequate to enable the Trust to provide full, fair and accurate financial information and other disclosure to regulators and Fund shareholders.

 

Each Covered Person shall inquire of other Trust officers and service providers, as appropriate, to assure that information provided is accurate and complete and presented in an understandable format using comprehensible language.

 

Each Covered Person shall diligently perform his or her services to the Trusts, so that information can be gathered and assessed early enough to facilitate timely filings and issuance of reports and required certifications.

 

Promotion of Compliance with Applicable Government Laws, Rules and Regulations

 

Each Covered Person shall become and remain knowledgeable concerning the laws and regulations relating to the Trusts and their operations and shall act with competence and due care in serving as an officer of the Trusts. Each Covered Person with specific responsibility for financial statement disclosure will become and remain knowledgeable concerning relevant auditing standards, generally accepted accounting principles, FASB pronouncements and other accounting and tax literature and developments.

 

Each Covered Person shall devote sufficient time to fulfilling his or her responsibilities to the Trusts.

 

Each Covered Person shall cooperate with the Trusts’ independent auditors, regulatory agencies and internal auditors in their review or inspection of the Fund and its operations.

 

No Covered Person shall knowingly violate any law or regulation relating to the Trusts or their operations or seek to illegally circumvent any such law or regulation.

 

No Covered Person shall engage in any conduct involving dishonesty, fraud, deceit or misrepresentation involving the Trusts or their operations.

 

Promoting Prompt Internal Reporting of Violations

 

Each Covered Person shall promptly report his or her own violations of this Code and violations by other Covered Persons of which he or she is aware to the Chairman of the Fund’s Audit Committee.

 

Any requests for a waiver from or an amendment to this Code shall be made to the Chairman of the Fund’s Audit Committee. All waivers and amendments shall be disclosed as required by law.

 

Sanctions

 

Failure to comply with this Code will subject the violator to appropriate sanctions, which will vary based on the nature and severity of the violation. Such sanctions may include censure, suspension or termination of position as an officer of the Fund. Sanctions shall be imposed by the Fund’s Audit Committee, subject to review by the entire Board of Directors of the Fund.

 

Each Covered Person shall be required to certify annually whether he or she has complied with this Code.

 

No Rights Created

 

This Code of Ethics is a statement of certain fundamental principles, policies and procedures that govern the Fund’s senior officers in the conduct of the Fund’s business. It is not intended to and does not create any rights in any employee, investor, supplier, competitor, shareholder or any other person or entity.

 

Recordkeeping

 

The Fund will maintain and preserve for a period of not less than six (6) years from the date such action is taken, the first two (2) years in an easily accessible place, a copy of the information or materials supplied to the Board (1) that provided the basis for any amendment or waiver to this Code and (2) relating to any violation of the Code and sanctions imposed for such violation, together with a written record of the approval or action taken by the Board.

 

Amendments

 

The Directors will make and approve such changes to this Code of Ethics as they deem necessary or appropriate to effectuate the purposes of this Code.

 
EX-99.CERT 24 c86390_ex99cert.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: December 30, 2016  
     
/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: December 30, 2016  
     
/s/ Ronald G. Palmer, Jr.  
Ronald G. Palmer, Jr.  
Chief Financial Officer (Principal Financial Officer)
 
EX-99.906 CERT 25 c86390_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 October 31, 2016 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: December 30, 2016  
 

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 October 31, 2016 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: December 30, 2016