0000898531-15-000185.txt : 20150501 0000898531-15-000185.hdr.sgml : 20150501 20150501123216 ACCESSION NUMBER: 0000898531-15-000185 CONFORMED SUBMISSION TYPE: N-CSR/A PUBLIC DOCUMENT COUNT: 9 CONFORMED PERIOD OF REPORT: 20141231 FILED AS OF DATE: 20150501 DATE AS OF CHANGE: 20150501 EFFECTIVENESS DATE: 20150501 FILER: COMPANY DATA: COMPANY CONFORMED NAME: ADVISORS SERIES TRUST CENTRAL INDEX KEY: 0001027596 IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FISCAL YEAR END: 1031 FILING VALUES: FORM TYPE: N-CSR/A SEC ACT: 1940 Act SEC FILE NUMBER: 811-07959 FILM NUMBER: 15823045 BUSINESS ADDRESS: STREET 1: U.S BANCORP FUND SERVICES, LLC STREET 2: 615 E MICHIGAN STREET CITY: MILWAUKEE STATE: WI ZIP: 53202 BUSINESS PHONE: 414-765-5340 MAIL ADDRESS: STREET 1: 615 E MICHIGAN STREET STREET 2: MK-WI-LC2 CITY: MILWAUKEE STATE: WI ZIP: 53202 0001027596 S000037381 Kellner Merger Fund C000115420 Class A GAKAX C000115421 Institutional Class GAKIX 0001027596 S000039481 Kellner Event Fund C000121609 Class A KEFAX C000121611 Institutional Class KEFIX N-CSR/A 1 kmf-ncsraa.htm KELLNER MERGER FUND AND KELLNER EVENT FUND ANNUAL REPORTS 12-31-14 kmf-ncsraa.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  811-07959



Advisors Series Trust
(Exact name of registrant as specified in charter)



615 East Michigan Street
Milwaukee, WI 53202
(Address of principal executive offices) (Zip code)


Douglas G. Hess, President
Advisors Series Trust
c/o U.S. Bancorp Fund Services, LLC
777 East Wisconsin Avenue, 5th Floor
Milwaukee, WI 53202
(Name and address of agent for service)



(414) 765-6609
(Registrant's telephone number, including area code)



Date of fiscal year end:  December 31, 2014



Date of reporting period:  December 31, 2014

 
 

 

Item 1. Reports to Stockholders.



 
 

 

 
Kellner Merger Fund
 
 
 

 

 

 
Annual Report
December 31, 2014
 

 
 

 

KELLNER MERGER FUND

December 31, 2014
 
Dear Fellow Shareholders:
 
The Kellner Merger Fund (the “Fund”) was up 3.31% (without load) and down -2.60% (with load) for the Class A shares and up 4.08% for the Institutional Class for the fiscal year ended December 31, 2014.
 
Annualized Total Returns as of 12/31/14
 
3-Month
1-Year
Since Inception
GAKAX – Class A (with load)
-4.89%
-2.60%
1.48%
GAKAX – Class A (without load)*
  1.32%
  3.31%
3.90%
GAKIX – Institutional Class
  1.31%
  4.08%
4.36%
BofA Merrill Lynch 3-Month
     
  T-Bill Index
  0.00%
  0.03%
0.07%
HFRX ED: Merger Arbitrage Index
  1.42%
  2.17%
2.45%
 
Returns greater than 1 year are average annual returns with inception date of 6/29/12. Performance data quoted represents past performance; past performance does not guarantee future results. The investment return and principal value of an investment will fluctuate so that an investor’s shares, when redeemed, may be worth more or less than their original cost. Current performance of the fund may be lower or higher than the performance quoted. Performance data current to the most recent month end may be obtained by calling 855-535-5637 or visiting www.kellnerfunds.com. *Performance data shown reflects the Class A maximum sales charge of 5.75%. Performance data shown for Class A shares without load does not reflect the deduction of the sales load. If reflected, the load would reduce the performance quoted.
 
Net Expense Ratio: 3.01% for Class A and 2.77% for Institutional Class^; Gross Expense Ratio: 8.30% for Class A and 8.04% for Institutional Class±
 
^
The Advisor has contractually agreed to waive a portion or all of its management fees and pay Fund expenses, through at least April 29, 2015, to ensure that Net Annual Fund Operating Expenses (excluding acquired fund fees and expenses (“AFFE”) of 0.01%, taxes, interest expense, dividends on securities sold short and extraordinary expenses) do not exceed 1.75% and 1.50% of average daily net assets of the Fund’s Class A and Institutional Class shares, respectively.
 
±
For updated expense information, please see the Financial Highlights beginning on page 25 of this report.
 
Portfolio Review
 
In 2014, the Fund invested in approximately 102 different merger situations and was heavily concentrated in North America.  Strategic deals continued to dominate the portfolio, making up about 85% of the Fund’s holdings, on average.  Large, strategic deals continued to pace activity with nearly 100 deals announced valued at over $5
 

 
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KELLNER MERGER FUND

billion each, worth a combined $1.2 trillion1.  These deals represented 37% of announced transactions1.  The cable and satellite industry’s latest round of consolidation brought two of the top five deals of the year.  Comcast Corporation agreed to purchase Time Warner Cable, Inc. for $68 billion in stock after outbidding Charter Communications, Inc.  AT&T, Inc. will buy satellite TV provider DIRECTV for $66 billion in cash and stock.  Both deals are before the Federal Communications Commission, which is expected to announce its views with regards to net neutrality sometime in February, 2015.
 
With oil prices continuing to slide, we would expect the energy sector to continue to consolidate.  In 2014, the oil and gas industry had $409 billion worth of deals which made up almost 12% of global activity.  Leading the way was Kinder Morgan, Inc.’s $79 billion roll-up of its master limited partnerships in order to simplify its structure.  Halliburton Company agreed to buy oil and gas equipment maker Baker Hughes Incorporated for $37.5 billion in cash and stock.  Spanish integrated oil company Repsol, S.A. will buy U.S. exploration and production company Talisman Energy, Inc. for $13 billion in cash and Germany’s Siemens AG will buy oil service and equipment maker Dresser-Rand Group, Inc. for $7.5 billion.
 
As expected, large pharmaceutical companies continued to acquire competitors in their effort to fill pipelines.  No one was more active than Actavis plc.  Actavis paid $65 billion to outbid Bill Ackman of Pershing Square Capital Management, L.P. and Valeant Pharmaceuticals International, Inc. for Botox-maker Allergan, Inc. and purchased specialty pharmaceutical company Forest Laboratories, LLC for $20.8 billion.  Becton, Dickinson and Company bought medical products company CareFusion Corporation for $12 billion in cash and Merck & Co., Inc. paid $8 billion for biotechnology company Cubist Pharmaceuticals, Inc..  Other notable deals were cigarette giants Reynolds American, Inc. and Lorillard, Inc.’s $26.4 billion deal, Suntory Holdings Limited of Japan’s $15.5 billion purchase of Beam, Inc., maker of bourbon whiskey Jim Beam, and Dollar Tree, Inc.’s $9 billion deal for Family Dollar Stores, Inc.
 
The battle between Jos A. Bank Clothiers, Inc. (“JOSB”) and The Men’s Wearhouse, Inc. (“MW”) carried over from 2013 when MW increased its offer from $55 to $57.50.  MW threatened to nominate two directors to the JOSB board of directors at the annual meeting of shareholders if an agreement was not reached.  Five large shareholders owning approximately 17% of JOSB publicly supported the transaction and wanted the two companies to sit down and negotiate a deal.  JOSB subsequently rejected the offer as inadequate and tried to sabotage the deal by making an expensive offer for EBHI Holdings, Inc. (formerly known as, Eddie Bauer Holdings, Inc.), parent of Eddie Bauer, an outerwear retailer with very little synergistic value to JOSB.  Shareholders of JOSB were outraged by the move and filed lawsuits in Delaware court in an effort to have the Eddie Bauer purchase enjoined, arguing that
 
__________
 
1 Healthcare Dominates Robust Year for Mergers: Financial Times, December 23, 2014, Page 15

 
3

 

KELLNER MERGER FUND

the Eddie Bauer defense was not within reasonable business practices.  MW increased its offer to acquire JOSB to $63.50 in cash and hinted at the opportunity for the offer to be increased further to $65.00 if JOSB came to the table.  MW’s Pac-Man defense proved to be the right strategy as the companies came to an agreement at $65 per share.  The deal ended the month’s long battle with the Eddie Bauer deal being a smart tactical move by JOSB, as it forced MW to bid against itself three times in order to get the deal done and delivering a nice profit for the Fund.
 
In April, 2014, serial acquirer Valeant Pharmaceuticals International, Inc. teamed up with a fund managed by Pershing Square Capital Management, L.P. (“Pershing Square”) to make a $45 billion offer for Botox-maker Allergan, Inc.  The cash and stock deal was a ground breaking structure in that it was one of the first times that a buyer teamed up with a large shareholder of the target in an attempt to facilitate a hostile deal.  Pershing Square was a 9.7% holder and rallied shareholders to push for the deal.  Even after a couple of increased offers from Valeant, Allergan continued to stonewall the offer.  It proved to be a good strategy as Allergan found a “white knight” in Actavis plc.  Actavis agreed to pay $65 billion in cash and stock for Allergan, effectively knocking Valeant out.  Pershing Square agreed to vote its stake in favor of the Actavis transaction.  The Fund profited from the increased offers and the deal should close in the second quarter of 2015.
 
Two situations that we were involved with this year, one profitable and one deal that broke, involved a popular tax advantage strategy called inversions.  In these deals, a U.S. company buys a smaller company in a country with a lower tax rate and repatriates the cash sitting on the balance sheet tax-free.  These deals have flown under the radar over the last few years, but became a political football with the Obama Administration and some members of Congress calling the use of this section of the tax code “unpatriotic.”  Two deals, Medtronic, Inc.’s $46 billion purchase of Covidien plc, and AbbVie, Inc.’s $55 billion deal for Shire plc, pushed this tax strategy to the forefront.  After the announcement of these deals, and with relentless pressure from the Obama Administration, the U.S. Department of the Treasury issued several amendments to the tax code in an effort to make inversions less appealing.  This caused the spreads on these deals to widen to extremely attractive levels.  Our analysis concluded that in addition to the tax advantages that the buyers would be getting, these deals made strategic sense as well, which would compel the companies to want to complete the deals, possibly at a lower price.  For the Covidien deal, the tight merger agreement allowed little wiggle room for Medtronic to back out, with one of the requirements being that both houses of Congress pass a bill outlawing the current practice, which we thought was an extremely low probability.  In the Shire deal, tax legislation by itself would not trigger the material adverse change clause in the merger agreement.  There was an adverse recommendation clause in the AbbVie/Shire merger agreement that AbbVie’s board of directors could make an adverse recommendation change “only if the board of AbbVie determines in good faith by a majority vote, after considering advice from outside legal counsel, that failure to take such action would be inconsistent with its fiduciary duties under
 

 
4

 

KELLNER MERGER FUND

Delaware law.”  Since there were other considerations for completing the merger (nearly 60% of AbbVie’s revenue come from one drug (Humira) which expires over the next few years), we believed that AbbVie would still be committed to the deal.  However, in October, 2014, AbbVie decided to withdraw its recommendation to its shareholders to vote in favor of the deal.  We, along with the market, believed that the strategic rationale of this merger outweighed the tax benefits.  This proved to be wrong as AbbVie made the decision to call off the deal, causing Shire shares to decline nearly 30% in two days.  Since this was such a surprise to the market, enormous losses were realized throughout the arbitrage community.  Many funds had positions outside of their normal risk limits, which caused Shire to trade lower than the fundamental value of the company.  We were patient and traded out of the position over time at a minimal loss.  The Covidien deal survived, as the strategic merits proved sound enough for Medtronic to want to close the deal, which it did in early 2015 at a profit to the Fund.
 
Outlook
 
It was a banner year for global merger and acquisition activity as $3.4 trillion of deals were announced in 2014, up nearly 30% from last year and the most since the pre-crisis levels of 20072.  Deal activity in the U.S. was $1.5 trillion, up 54% from 20132.  Pent-up demand finally broke through with large deals leading the way.  Private-equity activity picked up at the end of the fourth quarter of 2014 after a fairly lethargic year.  BC Partners Limited bought PetSmart, Inc. for $8.2 billion and Thoma Bravo, LLC’s $3.6 billion deal for Riverbed Technology, Inc. made up about half of the $23.7 billion in U.S. private equity activity.  This bodes well for leveraged buyout activity heading into 2015 as the dynamics are still there for leveraged buyouts:  record amounts of dry powder and debt financing still readily available.
 
The fourth quarter of 2014 introduced some volatility into the merger arbitrage market, providing us with many great opportunities.  The cancellation of the Shire/AbbVie deal caused large losses for many funds as they had positions outside of their normal risk limits, which caused spreads to widen across the merger arbitrage universe.  These large arbitrage losses forced all other spreads to widen as funds de-risked the rest of their book.  We took advantage and added to positions across the entire portfolio, as well as invested in new situations that were now at attractive spreads. Over the next two months, our strategy served us well as spreads tightened and should continue to help us into 2015 as these deals complete.
 
Debt financing is still historically cheap and plentiful, stocks have continued to rise providing a valuable currency for deals and acquiring company shares are still reacting well to deal announcements.  We believe these factors bode well for the merger arbitrage business as we head into 2015.
 
__________
 
2 M&A Resurgence Must Broaden to Keep Rolling in 2015. Wall Street Journal, Market Section, January 1, 2015
 

 

 
5

 

KELLNER MERGER FUND

Must be preceded or accompanied by a prospectus.
 
Opinions expressed are those of the Fund and are subject to change, are not guaranteed and should not be considered investment advice.
 
Past performance does not guarantee future results.
 
Mutual fund investing involves risk. Principal loss is possible. Investments in companies that are the subject of a publicly announced transaction carry the risk that the proposed or expected transaction may not be completed or may be completed on less favorable terms than originally expected, which may lower the Fund’s performance. Investments in foreign securities involve greater volatility and political, economic and currency risks and difference in accounting methods. Investments in small and medium sized companies involve additional risks such as limited liquidity or greater volatility. Derivatives involve special risks including correlation, counterparty, liquidity, operational, accounting and tax risks. These risks, in certain cases, may be greater than the risks presented by more traditional investments. The Fund may make short sales of securities, which involves the risk that losses may exceed the original amount invested. The Fund may use leverage which may exaggerate the effect of any increase or decrease in the value of portfolio securities or the Net Asset Value of the Fund, and money borrowed will be subject to interest costs. The Fund is non-diversified, meaning it may concentrate its assets in fewer individual holdings than a diversified fund. Therefore, the Fund is more exposed to individual stock volatility than a diversified fund.
 
Fund holdings and sector allocation are subject to change and should not be considered a recommendation to buy or sell any security. For a complete list of Fund holdings, please refer to the Schedule of Investments included in this report.
 
The Kellner Merger Fund is distributed by Quasar Distributors, LLC.
 
Any tax or legal information provided is merely a summary of our understanding and interpretation of some of the current income tax regulations and is not exhaustive. Investors must consult their tax advisor or legal counsel for advice and information concerning their particular situation. Neither the Fund nor any of its representatives may give legal tax advice.
 
The BoA Merrill Lynch 3-month Treasury Bill Index is an unmanaged index that measures returns of three-month Treasury Bills.
 
The HFRX ED: Merger Arbitrage Index is part of a series of benchmarks of hedge fund industry performance which are engineered to achieve representative performance of a larger universe of hedge fund strategies. Hedge Fund Research, Inc. (“HFR, Inc.”) employs the HFRX Methodology (UCITS compliant), a proprietary and highly quantitative process by which hedge funds are selected as constituents for the HFRX Indices. This methodology includes robust classification, cluster analysis, correlation analysis, advanced optimization and Monte Carlo simulations. More specifically, the HFRX Methodology defines certain qualitative characteristics, such as: whether the fund is open to transparent fund investment and the satisfaction of the index manager’s due diligence requirements. Production of the HFRX Methodology results in a model output which selects funds that, when aggregated and weighted, have the highest statistical likelihood of producing a return series that is most representative of the reference universe of strategies. Constituents of HFRX Indices are selected and weighted by the complex and robust process described above. The model output constitutes a sub-set of strategies which are representative of a larger universe of hedge fund strategies, geographic constituencies or groupings of funds maintaining certain specific characteristics. In order to be considered for inclusion in the HFRX Indices, a hedge fund must be currently open to new transparent investment, maintain a minimum asset size (typically $50 million) and meet the duration requirement (generally, a 24 month track record). These criteria may vary slightly by index.
 
One cannot invest directly in an index.
 

 
6

 

KELLNER MERGER FUND

Comparison of the change in value of a $100,000 investment in the
Kellner Merger Fund – Institutional Class Shares vs the BofA Merrill Lynch
3-month Treasury Bill Index and the HFRX ED: Merger Arbitrage Index


 
 
Average Annual Total Return:
1 Year
Since Inception1
Kellner Merger Fund – Class A
   
  (with sales load)
-2.60%
1.48%
Kellner Merger Fund – Class A
   
  (without sales load)
  3.31%
3.90%
Kellner Merger Fund – Institutional Class
  4.08%
4.36%
BofA Merrill Lynch 3-month Treasury Bill Index
  0.03%
0.07%
     
HFRX ED: Merger Arbitrage Index
  2.17%
2.45%
 
Performance data quoted represents past performance; past performance does not guarantee future results.  The investment return and principal value of an investment will fluctuate so that an investor’s shares, when redeemed, may be worth more or less than their original cost.  Current performance of the Fund may be lower or higher than the performance quoted.  Performance data current to the most recent month end may be obtained by calling 855-535-5637.
 
Returns reflect the reinvestment of dividends and capital gain distributions.  Fee waivers are in effect. In the absence of fee waivers, returns would be reduced.  The performance data and graph do not reflect the deduction of taxes that a shareholder may pay on dividends, capital gain distributions, or redemption of Fund shares.  Class A shares may be subject to a 5.75% front-end sales load.  Class A shares do not
 

 
7

 

KELLNER MERGER FUND

have a contingent deferred sales charge (“CDSC”) except that a charge of 1% applies to certain redemptions made within twelve months, following purchases of $1 million or more without an initial sales charge.  This chart does not imply any future performance.  Indices do not incur expenses and are not available for investment.
 
The BofA Merrill Lynch 3-month Treasury Bill Index is an unmanaged market index of U.S. Treasury securities maturing in 90 days.
 
The HFRX ED: Merger Arbitrage Index is part of a series of benchmarks of hedge fund industry performance which are engineered to achieve representative performance of a larger universe of hedge fund strategies.  Hedge Fund Research, Inc. (“HFR, Inc.”) employs the HFRX Methodology (UCITS compliant), a proprietary and highly quantitative process by which hedge funds are selected as constituents for the HFRX Indices.  This methodology includes robust classification, cluster analysis, correlation analysis, advanced optimization and Monte Carlo simulations. More specifically, the HFRX Methodology defines certain qualitative characteristics, such as: whether the fund is open to transparent fund investment and the satisfaction of the index manager’s due diligence requirements. Production of the HFRX Methodology results in a model output which selects funds that, when aggregated and weighted, have the highest statistical likelihood of producing a return series that is most representative of the reference universe of strategies.  Constituents of HFRX Indices are selected and weighted by the complex and robust process described above. The model output constitutes a sub-set of strategies which are representative of a larger universe of hedge fund strategies, geographic constituencies or groupings of funds maintaining certain specific characteristics.  In order to be considered for inclusion in the HFRX Indices, a hedge fund must be currently open to new transparent investment, maintain a minimum asset size (typically $50 million) and meet the duration requirement (generally, a 24 month track record). These criteria may vary slightly by index.
 
1 The Fund commenced operations on June 29, 2012.
 

 
8

 

KELLNER MERGER FUND
 
EXPENSE EXAMPLE at December 31, 2014 (Unaudited)

 
As a shareholder of a mutual fund, you incur two types of costs: (1) transaction costs, including sales charges (loads) on purchase payments, redemption fees, and exchange fees; and (2) ongoing costs, including management fees, distribution and/or service 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. The Example is based on an investment of $1,000 invested at the beginning of the period and held for the entire period (7/1/14 – 12/31/14).
 
Actual Expenses
 
The first set of lines of the table below provides information about actual account values and actual expenses, with actual net expenses being limited to 1.75% and 1.50% per the operating expenses limitation agreement for the Kellner Merger Fund Class A and Institutional Class, respectively.  Although the Fund charges no transaction fees, you will be assessed fees for outgoing wire transfers, returned checks, and stop payment orders at prevailing rates charged by U.S. Bancorp Fund Services, LLC, the Fund’s transfer agent. The Example below includes, but is not limited to, management fees, 12b-1 fees, fund accounting, custody and transfer agent fees. You may use the information in this line, together with the amount you invested, to estimate the expenses that you paid over the period. Simply divide your account value by $1,000 (for example, an $8,600 account value divided by $1,000 = 8.6), then multiply the result by the number in the first line under the heading entitled “Expenses Paid During Period” to estimate the expenses you paid on your account during this period.
 
Hypothetical Example for Comparison Purposes
 
The second set of lines of the table below provides information about hypothetical account values and hypothetical expenses based on the Fund’s actual expense ratio and an assumed rate of return of 5% 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 this information to compare the ongoing costs of investing in the Fund and other funds. To do so, compare this 5% hypothetical example with the 5% hypothetical examples that appear in the shareholder reports of the other funds.  Please note that the expenses shown in the table are meant to highlight your ongoing costs only and do not reflect any transactional costs, such as sales charges (loads), redemption fees, or exchange fees. Therefore, the second line of 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 transactional costs were included, your costs would have been higher.
 

 
9

 

KELLNER MERGER FUND
 
EXPENSE EXAMPLE at December 31, 2014 (Unaudited), Continued

 
Beginning
Ending
Expenses Paid
 
Account Value
Account Value
During Period(1)
 
7/1/14
12/31/14
7/1/14 – 12/31/14
Actual(2)
     
  Class A Shares
$1,000.00
$1,019.10
$14.30
  Institutional Class Shares
$1,000.00
$1,023.80
$13.62
Hypothetical (5% return
     
  before expenses)(3)
     
  Class A Shares
$1,000.00
$1,011.04
$14.24
  Institutional Class Shares
$1,000.00
$1,011.75
$13.54

(1)
Expenses are equal to the Class A and Institutional Class fund shares’ annualized expense ratios of 2.81% and  2.67%, respectively, multiplied by the average account value over the period, multiplied by 184 (days in the most recent fiscal half-year)/365 days to reflect the one-half year expense.
(2)
Excluding interest expense and dividends on short positions, your actual expenses would be $8.91 and $7.65 for Class A shares and Institutional Class shares, respectively.
(3)
Excluding interest expense and dividends on short positions, your hypothetical expenses would be $8.89 and $7.63 for Class A shares and Institutional Class shares, respectively.

 

 
10

 

KELLNER MERGER FUND

SECTOR ALLOCATION OF PORTFOLIO ASSETS at December 31, 2014 (Unaudited)

 
 
 
 
Percentages represent market value as a percentage of total investments.
 


 
11

 

KELLNER MERGER FUND

SCHEDULE OF INVESTMENTS at December 31, 2014

Shares
 
COMMON STOCKS – 86.2%
 
Value
 
           
   
Administrative and Support Services – 2.1%
     
  19,900  
Baker Hughes, Inc.
  $ 1,115,793  
               
     
Beverage and Tobacco Product Manufacturing – 2.2%
       
  18,600  
Lorillard, Inc. (c)
    1,170,684  
               
     
Broadcasting (except Internet) – 3.7%
       
  10,300  
DIRECTV (a)(c)
    893,010  
  269,600  
Sirius XM Holdings, Inc. (a)(c)
    943,600  
  1,000  
Time Warner Cable, Inc.
    152,060  
            1,988,670  
     
Chemical Manufacturing – 28.1%
       
  19,600  
Allergan, Inc. (c)
    4,166,764  
  7,200  
AstraZeneca PLC – ADR (c)
    506,736  
  47,300  
Auxilium Pharmaceuticals, Inc. (a)(c)
    1,626,410  
  28,600  
Cubist Pharmaceuticals, Inc. (a)
    2,878,590  
  78,200  
Rockwood Holdings, Inc. (c)
    6,162,160  
            15,340,660  
     
Computer and Electronic
       
     
  Product Manufacturing – 4.0%
       
  22,100  
International Rectifier Corp. (a)(c)
    881,790  
  16,200  
Spansion, Inc. – Class A (a)
    554,364  
  27,400  
TriQuint Semiconductor, Inc. (a)
    754,870  
            2,191,024  
     
Credit Intermediation and Related Activities – 8.3%
       
  274,900  
Hudson City Bancorp, Inc. (c)
    2,781,988  
  131,900  
Susquehanna Bancshares, Inc.
    1,771,417  
            4,553,405  
     
Data Processing, Hosting, and Related Services – 3.0%
       
  81,200  
Riverbed Technology, Inc. (a)
    1,657,292  
               
     
General Merchandise Stores – 4.4%
       
  30,200  
Family Dollar Stores, Inc. (c)
    2,392,142  
               
     
Merchant Wholesalers, Durable Goods – 13.7%
       
  73,000  
Covidien PLC (b)(c)
    7,466,440  
               
     
Merchant Wholesalers, Nondurable Goods – 6.0%
       
  23,700  
Sigma-Aldrich Corp. (c)
    3,253,299  

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


 
12

 

KELLNER MERGER FUND
 
SCHEDULE OF INVESTMENTS at December 31, 2014, Continued

Shares
 
COMMON STOCKS – 86.2% (Continued)
 
Value
 
           
   
Miscellaneous Manufacturing – 3.6%
     
  12,900  
CareFusion Corp. (a)
  $ 765,486  
  69,800  
International Game Technology (c)
    1,204,050  
            1,969,536  
     
Miscellaneous Store Retailers – 0.6%
       
  4,200  
PetSmart, Inc.
    341,439  
               
     
Oil and Gas Extraction – 0.9%
       
  65,400  
Talisman Energy, Inc. (b)
    512,082  
               
     
Professional, Scientific and Technical Services – 3.9%
       
  15,000  
Covance, Inc. (a)
    1,557,600  
  23,800  
Sapient Corp. (a)
    592,144  
            2,149,744  
     
Telecommunications – 0.0%
       
  7,798  
Covisint Corp. (a)
    20,665  
               
     
Transportation Equipment Manufacturing – 1.1%
       
  5,800  
TRW Automotive Holdings Corp. (a)
    596,530  
     
Utilities – 0.6%
       
  11,500  
Pepco Holdings, Inc.
    309,695  
     
TOTAL COMMON STOCKS (Cost $44,741,421)
    47,029,100  
               
     
REITS – 4.4%
       
               
     
Lessors of Real Estate – 4.0%
       
  160,000  
Glimcher Realty Trust (c)
    2,198,400  
     
Real Estate – 0.4%
       
  2,690  
Ventas, Inc.
    192,873  
     
TOTAL REITS (Cost $2,346,861)
    2,391,273  
               
     
RIGHTS – 0.0%
       
               
     
Hospitals – 0.0%
       
  6,500  
Community Health Systems, Inc. (a)
    162  
     
TOTAL RIGHTS (Cost $0)
    162  

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


 
13

 

KELLNER MERGER FUND

SCHEDULE OF INVESTMENTS at December 31, 2014, Continued

Contracts
 
PURCHASED OPTIONS – 0.4%
 
Value
 
           
   
Call Options – 0.4%
     
  326  
Cubist Pharmaceuticals, Inc.
     
     
  Expiration: February 2015,
     
     
  Exercise Price: $95.00
  $  215,160  
     
TOTAL PURCHASED OPTIONS (Cost $199,361)
    215,160  
               
Shares
 
MONEY MARKET FUNDS – 23.2%
       
             
  12,682,710  
Fidelity Institutional Money Market
       
     
  Portfolio – Class I, 0.07% (c)(d)
    12,682,710  
     
TOTAL MONEY MARKET FUNDS
       
     
  (Cost $12,682,710)
    12,682,710  
     
TOTAL INVESTMENTS IN SECURITIES
       
     
  (Cost $59,970,353) – 114.2%
    62,318,405  
     
Liabilities in Excess of Other Assets – (14.2)%
    (7,743,340 )
     
NET ASSETS – 100.0%
  $ 54,575,065  

(a)
Non-income producing security.
(b)
Foreign issued security.
(c)
All or a portion of the security has been segregated for open short positions.
(d)
Rate shown is the 7-day annualized yield as of December 31, 2014.
ADR – American Depository Receipt
REIT – Real Estate Investment Trust

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


 
14

 

KELLNER MERGER FUND

SCHEDULE OF SECURITIES SOLD SHORT at December 31, 2014

Shares
 
COMMON STOCKS – 45.1%
 
Value
 
           
   
Ambulatory Health Care Services – 0.8%
     
  4,029  
Laboratory Corporation of America Holdings (a)
  $ 434,729  
               
     
Beverage and Tobacco Product Manufacturing – 0.4%
       
  3,352  
Reynolds American, Inc.
    215,433  
               
     
Broadcasting (except Internet) – 11.0%
       
  103,213  
Comcast Corp. – Class A
    5,987,386  
               
     
Chemical Manufacturing – 9.7%
       
  7,218  
Actavis PLC (a)(b)
    1,857,985  
  37,559  
Albemarle Corp.
    2,258,423  
  11,543  
Endo International PLC (a)(b)
    832,481  
  10,884  
Pfizer, Inc.
    339,037  
            5,287,926  
     
Computer and Electronic
       
     
  Product Manufacturing – 11.6%
       
  39,803  
Cypress Semiconductor Corp.
    568,387  
  69,789  
Medtronic, Inc.
    5,038,766  
  45,896  
RF Micro Devices, Inc. (a)
    761,415  
            6,368,568  
     
Credit Intermediation and Related Activities – 7.7%
       
  33,370  
BB&T Corp.
    1,297,759  
  23,098  
M&T Bank Corp.
    2,901,571  
            4,199,330  
     
Miscellaneous Manufacturing – 1.2%
       
  4,708  
Becton, Dickinson and Co.
    655,165  
               
     
Support Activities for Mining – 1.6%
       
  22,288  
Halliburton Co.
    876,587  
               
     
Telecommunications – 1.1%
       
  17,560  
AT&T, Inc.
    589,840  
     
TOTAL COMMON STOCKS
       
     
  (Proceeds $23,016,865)
    24,614,964  

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

 
15

 

KELLNER MERGER FUND

SCHEDULE OF SECURITIES SOLD SHORT at December 31, 2014, Continued

Shares
 
REITS – 1.4%
 
Value
 
           
   
Lessors of Real Estate – 1.0%
     
  31,824  
Washington Prime Group, Inc. (a)
  $ 548,009  
               
     
Real Estate – 0.4%
       
  17,700  
American Realty Capital Healthcare Trust
    210,630  
     
TOTAL REITS
       
     
  (Proceeds $752,972)
    758,639  
     
TOTAL SECURITIES SOLD SHORT
       
     
  (Proceeds $23,769,837)
  $ 25,373,603  

(a)
Non-income producing security.
(b)
Foreign issued security.
REIT – Real Estate Investment Trust

 

SCHEDULE OF OPTIONS WRITTEN at December 31, 2014

Contracts
 
PUT OPTIONS – 0.0%
 
Value
 
  326  
Cubist Pharmaceuticals, Inc.
  $ 3,260  
     
Expiration: May 2015, Exercise Price: $65.00
       
     
TOTAL OPTIONS WRITTEN
       
     
  (Proceeds $41,878)
  $ 3,260  

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


 
16

 

KELLNER MERGER FUND

SCHEDULE OF SWAP CONTRACTS at December 31, 2014

Termination
   
Notional
Unrealized
 
Date
Security
Shares
Amount
Appreciation*
Counterparty
LONG TOTAL RETURN SWAP CONTRACTS
   
11/19/24
CareFusion           
       
 
Corp.                 
47,700
$2,830,518
$107,097
Goldman Sachs & Co.
11/19/24
Dresser-Rand      
       
 
Group                
20,000
  1,636,000
       8,534
Goldman Sachs & Co.
10/18/24
Time Warner        
       
 
Cable, Inc.        
34,900
  5,306,894
   614,086
Goldman Sachs & Co.
10/21/24
TRW Automotive
       
 
Holdings Corp.
49,300
  5,070,505
     64,791
Goldman Sachs & Co.
       
$794,508    
 
 
* Unrealized appreciation is a receivable on the Statement of Assets and Liabilities.

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

 
17

 

KELLNER MERGER FUND

STATEMENT OF ASSETS AND LIABILITIES at December 31, 2014


ASSETS
     
Investments in securities, at value (identified cost $59,970,353)
  $ 62,318,405  
Deposit at broker
    16,922,851  
Receivables
       
Securities sold
    61,766  
Dividends and interest
    45,135  
Dividend tax reclaim
    5,256  
Fund shares purchased
    84  
Swap contracts
    794,508  
Other receivables
    1,279  
Prepaid expenses
    22,030  
Total assets
    80,171,314  
LIABILITIES
       
Options written, at value (premiums received $41,878)
    3,260  
Securities sold short (proceeds $23,769,837)
    25,373,603  
Payables
       
Fund shares redeemed
    63,478  
Due to advisor
    46,428  
Dividends on short positions
    38,238  
Payable to broker
    131  
Administration and fund accounting fees
    24,843  
Transfer agent fees and expenses
    11,491  
Audit fees
    20,100  
Chief Compliance Officer fee
    2,250  
Custody fees
    1,661  
Legal fees
    1,110  
Distribution fees
    4,076  
Reports to shareholders
    4,385  
Accrued other expenses
    1,195  
Total liabilities
    25,596,249  
NET ASSETS
  $ 54,575,065  

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


 
18

 

KELLNER MERGER FUND

STATEMENT OF ASSETS AND LIABILITIES at December 31, 2014, Continued


CALCULATION OF NET ASSET VALUE PER SHARE
     
Class A Shares
     
Net assets applicable to shares outstanding
  $ 1,311,754  
Shares issued and outstanding
       
  [unlimited number of shares (par value $0.01) authorized]
    125,799  
Net asset value and redemption price per share
  $ 10.43  
Maximum offering price per share
       
  (Net asset value per share divided by 94.25%)
  $ 11.07  
Institutional Class Shares
       
Net assets applicable to shares outstanding
  $ 53,263,311  
Shares issued and outstanding
       
  [unlimited number of shares (par value $0.01) authorized]
    5,048,496  
Net asset value, offering and redemption price per share
  $ 10.55  
COMPONENTS OF NET ASSETS
       
Paid-in capital
  $ 53,823,410  
Undistributed net investment loss
    (601,248 )
Accumulated net realized loss on investments
    (224,509 )
Net unrealized appreciation/(depreciation) on:
       
Investments and foreign currency
    2,332,253  
Purchased options
    15,799  
Written options
    38,618  
Securities sold short
    (1,603,766 )
Swap contracts
    794,508  
Net unrealized appreciation on investments, foreign currency,
       
  options, securities sold short and swap contracts
    1,577,412  
Net assets
  $ 54,575,065  

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


 
19

 

KELLNER MERGER FUND

STATEMENT OF OPERATIONS For the Year Ended December 31, 2014

INVESTMENT INCOME
     
Income
     
Dividends (net of foreign taxes withheld and
     
  issuance fees of $191 and $5,270, respectively)
  $ 415,726  
Interest
    1,526  
Total income
    417,252  
Expenses
       
Advisory fees (Note 4)
    403,256  
Administration and fund accounting fees (Note 4)
    98,828  
Transfer agent fees and expenses (Note 4)
    49,626  
Registration fees
    28,973  
Audit fees
    20,100  
Legal fees
    14,315  
Custody fees (Note 4)
    10,106  
Miscellaneous
    7,726  
Chief Compliance Officer fee (Note 4)
    7,500  
Trustee fees
    7,430  
Distribution fees – Class A (Note 5)
    6,155  
Printing and mailing expense
    5,075  
Total expenses before dividends expense on
       
  short positions and interest expense
    659,090  
Dividends expense on short positions
    218,143  
Interest expense
    135,341  
Total expenses before fee waivers by advisor
    1,012,574  
Less: advisory fees waived by advisor (Note 4)
    (169,027 )
Net expenses
    843,547  
Net investment loss
    (426,295 )
         
REALIZED AND UNREALIZED GAIN/(LOSS) ON INVESTMENTS,
       
  OPTIONS, SECURITIES SOLD SHORT AND SWAP CONTRACTS
       
Net realized gain/(loss) on transactions from:
       
Investments
    503,078  
Foreign currency
    226,618  
Purchased options
    (262 )
Written options
    74,665  
Securities sold short
    (666,878 )
Swap contracts
    36,059  
Net change in unrealized appreciation/(depreciation) on:
       
Investments and foreign currency
    2,147,845  
Purchased options
    15,799  
Written options
    38,447  
Securities sold short
    (1,462,126 )
Swap contracts
    794,508  
Net realized and unrealized gain on investments,
       
  options, securities sold short and swap contracts
    1,707,753  
Net Increase in Net Assets Resulting from Operations
  $ 1,281,458  

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

 
20

 

KELLNER MERGER FUND
 
 
 
 
 
 



(This Page Intentionally Left Blank.)
 
 
 
 

 

 
21

 

KELLNER MERGER FUND

STATEMENTS OF CHANGES IN NET ASSETS

         
May 1, 2013
   
June 29, 2012**
 
   
Year Ended
   
through
   
through
 
   
December 31, 2014
   
December 31, 2013*
   
April 30, 2013
 
NET INCREASE/(DECREASE) IN
                 
  NET ASSETS FROM:
                 
OPERATIONS
                 
Net investment loss
  $ (426,295 )   $ (13,556 )   $ (39,391 )
Net realized gain/(loss) on
                       
  transactions from:
                       
Investments
    503,078       195,858       164,117  
Foreign currency
    226,618              
Purchased options
    (262 )     (7,078 )     (1,613 )
Written options
    74,665       3,527       1,617  
Securities sold short
    (666,878 )     (38,986 )     (57,332 )
Swap contracts
    36,059              
Net change in unrealized
                       
  appreciation/(depreciation) on:
                       
Investments and foreign currency
    2,147,845       12,110       172,298  
Purchased options
    15,799              
Written options
    38,447       171        
Securities sold short
    (1,462,126 )     4,229       (145,869 )
Swap contracts
    794,508              
Net increase in net assets
                       
  resulting from operations
    1,281,458       156,275       93,827  
DISTRIBUTIONS TO SHAREHOLDERS
                       
From net realized gain on investments
                       
Class A Shares
    (14,482 )     (140,967 )      
Institutional Class Shares
    (581,946 )     (42,510 )      
Total distributions to shareholders
    (596,428 )     (183,477 )      
CAPITAL SHARE TRANSACTIONS
                       
Net increase in net assets
                       
  derived from net change in
                       
  outstanding shares (a)
    49,520,284       99,975       4,203,151  
Total increase in net assets
    50,205,314       72,773       4,296,978  
NET ASSETS
                       
Beginning of period
    4,369,751       4,296,978        
End of period
  $ 54,575,065     $ 4,369,751     $ 4,296,978  
Includes undistributed net
                       
  investment loss of
  $ (601,248 )   $     $  

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


 
22

 

KELLNER MERGER FUND

STATEMENTS OF CHANGES IN NET ASSETS, Continued

(a)
A summary of share transactions is as follows:

               
May 1, 2013
   
June 29, 2012**
 
   
Year Ended
   
through
   
through
 
   
December 31, 2014
   
December 31, 2013*
   
April 30, 2013
 
         
Paid-in
         
Paid-in
         
Paid-in
 
   
Shares
   
Capital
   
Shares
   
Capital
   
Shares
   
Capital
 
Class A Shares
                                   
Shares sold
    720,835     $ 7,474,179       7,507     $ 78,979       310,674     $ 3,109,266  
Shares issued
                                               
  on reinvestments
                                               
  of distributions
    1,409       14,482       13,847       140,968              
Shares redeemed
    (923,765 )     (9,617,160 )     (4,705 )     (48,010 )     (4 )     (40 )
Net increase/
                                               
  (decrease)
    (201,521 )   $ (2,128,499 )     16,649     $ 171,937       310,670     $ 3,109,226  

               
May 1, 2013
   
June 29, 2012**
 
   
Year Ended
   
through
   
through
 
   
December 31, 2014
   
December 31, 2013*
   
April 30, 2013
 
         
Paid-in
         
Paid-in
         
Paid-in
 
   
Shares
   
Capital
   
Shares
   
Capital
   
Shares
   
Capital
 
Institutional
                                   
  Class Shares
                                   
Shares sold
    5,337,527     $ 55,719,659       28,460     $ 299,970       106,616     $ 1,093,925  
Shares issued
                                               
  on reinvestments
                                               
  of distributions
    52,341       544,348       4,160       42,510              
Shares redeemed
    (441,480 )     (4,615,224 )     (39,127 )     (414,442 )            
Net increase/
                                               
  (decrease)
    4,948,388     $ 51,648,783       (6,507 )   $ (71,962 )     106,616     $ 1,093,925  

*
 
Effective September 19, 2013, the Fund changed its fiscal year end from April 30 to December 31.
**
 
Commencement of operations.

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

 
23

 

KELLNER MERGER FUND

STATEMENT OF CASH FLOWS For the Year Ended December 31, 2014

Increase/(decrease) in cash —
     
Cash flows from operating activities:
     
Net increase in net assets from operations
  $ 1,281,458  
Adjustments to reconcile net increase/(decrease) in
       
  net assets from operations to net cash used in operating activities:
       
Purchases of investment securities
    (121,274,308 )
Proceeds from sale of investment securities
    61,189,182  
Proceeds from short sales
    42,027,809  
Closed short sale transactions
    (7,982,956 )
Purchase of short term investments, net
    (12,459,029 )
Increase in swap contracts
    (794,508 )
Increase in deposits at broker
    (15,213,005 )
Increase in dividends and interest receivable
    (47,513 )
Increase in receivable for securities sold
    (61,583 )
Decrease in due from Advisor
    15,606  
Increase in prepaid expenses and other assets
    (9,371 )
Increase in due to Advisor
    46,428  
Decrease in due to broker/custodian
    (144,933 )
Increase in options written
    3,115  
Decrease in payable for securities purchased
    (110,724 )
Increase in payable for dividends on short positions
    36,960  
Decrease in accrued administration fees
    (6,589 )
Decrease in distribution and service fees
    (4,072 )
Increase in custody fees
    858  
Decrease in transfer agent expenses
    (3,737 )
Decrease in other accrued expenses
    (2,205 )
Unrealized appreciation on securities
    (701,256 )
Net realized loss on investments
    367,842  
Return of capital dividends received
    (338 )
Proceeds received through mergers
    4,883,335  
Net cash used in operating activities
    (48,963,534 )
         
Cash flows from financing activities:
       
Proceeds from shares sold
    63,193,754  
Payment on shares redeemed
    (14,192,747 )
Distributions paid in cash
    (37,598 )
Net cash provided by financing activizes
    48,963,409  
Net decrease in cash
    (125 )
Cash:
       
Beginning balance
    125  
Ending balance
  $  
         
Supplemental information:
       
Cash paid for interest
  $ 135,341  

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


 
24

 

KELLNER MERGER FUND

FINANCIAL HIGHLIGHTS For a share outstanding throughout the period

Class A Shares
         
May 1, 2013
   
June 29, 2012**
 
   
Year Ended
   
through
   
through
 
   
December 31, 2014
   
December 31, 2013*
   
April 30, 2013
 
Net asset value,
                 
   beginning of period
  $ 10.21     $ 10.29     $ 10.00  
Income from investment operations:
                       
Net investment loss^
    (0.13 )     (0.04 )     (0.12 )
Net realized and unrealized
                       
  gain on investments
    0.47       0.40       0.41  
Total from investment operations
    0.34       0.36       0.29  
                         
Less distributions:
                       
From net realized
                       
  gain on investments
    (0.12 )     (0.44 )      
Total distributions
    (0.12 )     (0.44 )      
Net asset value, end of period
  $ 10.43     $ 10.21     $ 10.29  
                         
Total return
    3.31 %     3.54 %+     2.90 %+
                         
Ratios/supplemental data:
                       
Net assets, end of period (thousands)
  $ 1,312     $ 3,343     $ 3,197  
Ratio of expenses to average net assets:
                       
Before fee waivers and
                       
  expense reimbursement
    4.75 %     8.29 %++     9.23 %++
After fee waivers and
                       
  expense reimbursement
    2.87 %     3.00 %++     2.50 %++
Ratio of expenses excluding interest
                       
  expense and dividends on short
                       
  positions to average net assets:
                       
Before fee waivers and
                       
  expense reimbursement
    3.63 %     7.04 %++     8.48 %++
After fee waivers and
                       
  expense reimbursement
    1.75 %     1.75 %++     1.75 %++
Ratio of net investment loss
                       
  to average net assets:
                       
Before fee waivers and
                       
  expense reimbursement
    (3.15 %)     (5.81 %)++     (8.20 %)++
After fee waivers and
                       
  expense reimbursement
    (1.27 )%     (0.52 %)++     (1.47 %)++
Portfolio turnover rate
    214.06 %     143.51 %+     37.59 %+

*
 
Effective September 19, 2013, the Fund changed its fiscal year end from April 30 to December 31.
**
 
Commencement of operations.
^
 
Based on average shares outstanding.
+
 
Not annualized.
++
 
Annualized.

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


 
25

 

KELLNER MERGER FUND

FINANCIAL HIGHLIGHTS For a share outstanding throughout the period

Institutional Class Shares
         
May 1, 2013
   
June 29, 2012**
 
   
Year Ended
   
through
   
through
 
   
December 31, 2014
   
December 31, 2013*
   
April 30, 2013
 
Net asset value,
                 
  beginning of period
  $ 10.25     $ 10.31     $ 10.00  
Income from investment operations:
                       
Net investment loss^
    (0.14 )     (0.02 )     (0.06 )
Net realized and unrealized
                       
  gain on investments
    0.56       0.40       0.37  
Total from investment operations
    0.42       0.38       0.31  
                         
Less distributions:
                       
From net realized
                       
  gain on investments
    (0.12 )     (0.44 )      
Total distributions
    (0.12 )     (0.44 )      
Net asset value, end of period
  $ 10.55     $ 10.25     $ 10.31  
                         
Total return
    4.08 %     3.73 %+     3.20 %+
                         
Ratios/supplemental data:
                       
Net assets, end of period (thousands)
  $ 53,263     $ 1,027     $ 1,100  
Ratio of expenses to average net assets:
                       
Before fee waivers and
                       
  expense reimbursement
    3.00 %     8.03 %++     7.50 %++
After fee waivers and
                       
  expense reimbursement
    2.59 %     2.76 %++     2.04 %++
Ratio of expenses excluding interest
                       
  expense and dividends on short
                       
  positions to average net assets:
                       
Before fee waivers and
                       
  expense reimbursement
    1.91 %     6.77 %++     6.96 %++
After fee waivers and
                       
  expense reimbursement
    1.50 %     1.50 %++     1.50 %++
Ratio of net investment loss
                       
  to average net assets:
                       
Before fee waivers and
                       
  expense reimbursement
    (1.74 )%     (5.53 %)++     (6.18 %)++
After fee waivers and
                       
  expense reimbursement
    (1.33 )%     (0.26 %)++     (0.72 %)++
Portfolio turnover rate
    214.06 %     143.51 %+     37.59 %+

*
 
Effective September 19, 2013, the Fund changed its fiscal year end from April 30 to December 31.
**
 
Commencement of operations.
^
 
Based on average shares outstanding.
+
 
Not annualized.
++
 
Annualized.

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


 
26

 

KELLNER MERGER FUND

NOTES TO FINANCIAL STATEMENTS at December 31, 2014


NOTE 1 – ORGANIZATION
 
The Kellner Merger Fund (the “Fund”) is a non-diversified series of Advisors Series Trust (the “Trust”), which is registered under the Investment Company Act of 1940 (“1940 Act”), as amended, as an open-end management investment company.  The investment objective of the Fund is to seek to achieve positive risk-adjusted returns with less volatility than in the equity markets.  The Fund commenced operations on June 29, 2012.  The Fund offers Class A and Institutional Class shares.  Class A shares are subject to a maximum sales load of 5.75%.  The sales load charged decreases depending on the amount invested.
 
NOTE 2 – SIGNIFICANT ACCOUNTING POLICIES
 
The following is a summary of significant accounting policies consistently followed by the Fund. These policies are in conformity with accounting principles generally accepted in the United States of America.
 
 
A.
Security Valuation: All investments in securities are recorded at their estimated fair value, as described in note 3.
 
 
B.
Federal Income Taxes: It is the Fund’s policy to comply with the requirements of Subchapter M of the Internal Revenue Code applicable to regulated investment companies and to distribute substantially all of its taxable income to its shareholders. Therefore, no Federal income or excise tax provision is required.
 
   
The Fund recognizes the tax benefits of uncertain tax positions only where the position is “more likely than not” to be sustained assuming examination by tax authorities.  Management has analyzed the Fund’s tax positions, and has concluded that no liability for unrecognized tax benefits should be recorded related to uncertain tax positions taken on the Fund’s returns filed for open tax year 2013, or expected to be taken in the Fund’s 2014 tax returns.  The Fund identifies its major tax jurisdictions as U.S. Federal and the state of Wisconsin; however, the Fund is not aware of any tax positions for which it is reasonably possible that the total amounts of unrecognized tax benefits will change materially in the next twelve months.
 
 
C.
Securities Transactions, Income and Distributions:  Securities transactions are accounted for on the trade date. Realized gains and losses on securities sold are determined on the basis of identified cost.  Interest income is recorded on an accrual basis.  Dividend income and distributions to shareholders are recorded on the ex-dividend date.  Withholding taxes on foreign dividends have been provided for in accordance with the Fund’s understanding of the applicable country’s tax rules and rates.
 
   
The Fund distributes substantially all net investment income, if any, and net realized capital gains, if any, annually.  The amount of dividends and distributions to shareholders from net investment income and net realized

 

 
27

 

KELLNER MERGER FUND

NOTES TO FINANCIAL STATEMENTS at December 31, 2014, Continued

 
   
capital gains is determined in accordance with Federal income tax regulations, which differs from accounting principles generally accepted in the United States of America.  To the extent these book/tax differences are permanent, such amounts are reclassified within the capital accounts based on their Federal tax treatment.
 
   
Investment income, expenses (other than those specific to the class of shares), and realized and unrealized gains and losses on investments are allocated to the separate classes of the Fund shares based upon their relative net assets on the date income is earned or expensed and realized and unrealized gains and losses are incurred.
 
   
The Fund and the Kellner Event Fund are charged for those expenses that are directly attributable to a Fund, such as investment advisory, custody and transfer agent fees.  Expenses that are not attributable to a Fund are typically allocated among the Funds in proportion to their respective net assets.
 
 
D.
Use of Estimates:  The preparation of financial statements in conformity with accounting principles generally accepted in the United States of America requires management to make estimates and assumptions that affect the reported amounts of assets and liabilities at the date of the financial statements and the reported amounts of increases and decreases in net assets during the reporting period. Actual results could differ from those estimates.
 
 
E.
REITs:  The Fund has made certain investments in real estate investment trusts (“REITs”) which pay dividends to its shareholders based upon funds available from operations.  It is quite common for these dividends to exceed the REITs’ taxable earnings and profits resulting in the excess portion of such dividends being designated as a return of capital.  The Fund intends to include the gross dividends from such REITs in its annual distributions to its shareholders and, accordingly, a portion of the Fund’s distributions may also be designated as a return of capital.
 
 
F.
Leverage and Short Sales:  The Fund may use leverage in connection with its investment activities and may affect short sales of securities.  Leverage can increase the investment returns of the Fund if the securities purchased increase in value in an amount exceeding the cost of the borrowing.  However, if the securities decrease in value, the Fund will suffer a greater loss than would have resulted without the use of leverage.
 
   
A short sale is the sale by the Fund of a security which it does not own in anticipation of purchasing the same security in the future at a lower price to close the short position.  A short sale will be successful if the price of the shorted security decreases. However, if the underlying security goes up in price during the period in which the short position is outstanding, the Fund will realize a loss. The risk on a short sale is unlimited because the Fund

 

 
28

 

KELLNER MERGER FUND

NOTES TO FINANCIAL STATEMENTS at December 31, 2014, Continued

 
   
must buy the shorted security at the higher price to complete the transaction. Therefore, short sales may be subject to greater risks than investments in long positions. With a long position, the maximum sustainable loss is limited to the amount paid for the security plus the transaction costs, whereas there is no maximum attainable price of the shorted security.  The Fund would also incur increased transaction costs associated with selling securities short. In addition, if the Fund sells securities short, it must maintain a segregated account with its custodian containing cash or high-grade securities equal to (i) the greater of the current market value of the securities sold short or the market value of such securities at the time they were sold short, less (ii) any collateral deposited with the Fund’s broker (not including the proceeds from the short sales). The Fund may be required to add to the segregated account as the market price of a shorted security increases. As a result of maintaining and adding to its segregated account, the Fund may maintain higher levels of cash or liquid assets (for example, U.S. Treasury bills, repurchase agreements, high quality commercial paper and long equity positions) for collateral needs thus reducing its overall managed assets available for trading purposes.
 
 
G.
Reclassification of Capital Accounts:  Accounting principles generally accepted in the United States of America require that certain components of net assets relating to permanent differences be reclassified between financial and tax reporting.  These reclassifications have no effect on net assets or net asset value per share.
 
   
For the year ended December 31, 2014, the Fund made the following permanent tax adjustments on the statement of assets and liabilities:

Undistributed
 
Net Investment
Accumulated Net
Loss
Realized Loss
$(174,953)
$174,953
 
 
H.
Derivatives:  The Fund has adopted the financial accounting reporting rules as required by the Derivatives and Hedging Topic of the FASB Accounting Standards Codification. The Fund is required to include enhanced disclosure that enables investors to understand how and why an entity uses derivatives, how derivatives are accounted for, and how derivative instruments affect an entity’s results of operations and financial position.
 
   
The Fund may utilize options for hedging purposes as well as direct investment. Some options strategies, including buying puts, tend to hedge the Fund’s investments against price fluctuations. Other strategies, such as writing puts and calls and buying calls, tend to increase market exposure. Options contracts may be combined with each other in order to adjust the risk and return characteristics of the Fund’s overall strategy in a manner

 

 
29

 

KELLNER MERGER FUND

NOTES TO FINANCIAL STATEMENTS at December 31, 2014, Continued

 
 
deemed appropriate to the Adviser and consistent with the Fund’s investment objective and policies. When a call or put option is written, an amount equal to the premium received is recorded as a liability. The liability is marked-to-market daily to reflect the current fair value of the written option. When a written option expires, a gain is realized in the amount of the premium originally received. If a closing purchase contract is entered into, a gain or loss is realized in the amount of the original premium less the cost of the closing transaction. If a written call option is exercised, a gain or loss is realized from the sale of the underlying security, and the proceeds from such sale are increased by the premium originally received. If a written option is exercised, the amount of the premium originally received reduces the cost of the security which is purchased upon the exercise of the option.
 
 
With options, there is minimal counterparty credit risk to the Fund since the options are covered or secured, which means that the Fund will own the underlying security or, to the extent they do not hold such a portfolio, will maintain a segregated account with the Fund’s custodian consisting of high quality liquid debt obligations equal to the market value of the option, marked to market daily.
 
 
Options purchased are recorded as investments and marked-to-market daily to reflect the current fair value of the option contract. If an option purchased expires, a loss is realized in the amount of the cost of the option contract. If a closing transaction is entered into, a gain or loss is realized to the extent that the proceeds from the sale are greater or less than the cost of the option. If a purchase put option is exercised, a gain or loss is realized from the sale of the underlying security by adjusting the proceeds from such sale by the amount of the premium originally paid. If a purchased call option is exercised, the cost of the security purchased upon exercise is increased by the premium originally paid.
 
 
The Fund invests in total return swaps to obtain exposure to the underlying referenced instrument, obtain leverage or attain the returns from ownership without actually owning the underlying position. Total return swaps are two-party contracts that generally obligate one party to pay the positive return and the other party to pay the negative return on a specified reference security, security index or index component during the period of the swap. Total return swap contracts are marked to market daily based on the value of the underlying reference entity and the change, if any, is recorded as an unrealized gain or loss. Total return swaps normally do not involve the delivery of securities or other underlying assets.  If the counterparty to a total return swap defaults, the Fund’s risk of loss consists of the net amount of payments that the Fund is contractually entitled to receive, if any. Total return swaps are derivatives and their value can be volatile. To the extent that an advisor does not accurately analyze and predict future market trends,

 

 
30

 

KELLNER MERGER FUND
 
NOTES TO FINANCIAL STATEMENTS at December 31, 2014, Continued

 
 
the values of assets or economic factors, a fund may suffer a loss, which may exceed the related amounts shown in the statement of assets and liabilities. Periodic payments received or paid by a Fund are recorded as realized gains or losses. Total return swap contracts outstanding at period end are listed after the Fund’s schedule of investments.
 
 
As of December 31, 2014, the location of derivatives in the statement of assets and liabilities and the value of the derivative instruments categorized by risk exposure is as follows:

 
Derivative Type
Statement of Assets and Liabilities Location
Value
 
Equity Contract
   
 
  Purchased Option
Investments in securities, at value
$215,160
 
Equity Contract
Options written, at value
      3,260
 
Swap Contracts
Net appreciation on swap contracts
  794,508
 
 
The effect of derivative instruments on the statement of operations for the year ended December 31, 2014 is as follows:

   
Location of  Gain/(Loss)
 
 
Derivative Type
on Derivatives Recognized in Income
Value
 
Equity Contract
Realized loss on purchased options
$       (262)
 
Equity Contract
Realized gain on written options
     74,665
 
Swap Contracts
Realized gain on swap contracts
    36,059
 
Equity Contract
Change in unrealized appreciation
 
   
  on purchased options
     15,799
 
Equity Contract
Change in unrealized appreciation
 
   
  on written options
     38,447
 
Swap Contracts
Change in unrealized appreciation
 
   
  on swap contracts
   794,508
 
 
The average monthly market values of purchased and written options during the year ended December 31, 2014 for the Fund was $174,856 and $7,386, respectively.
 
 
Transactions in written options contracts for the year ended December 31, 2014, are as follows:

     
Contracts
   
Premiums Received
 
 
Beginning Balance
    2     $ 316  
 
Options written
    2,131       120,953  
 
Options closed
    (12 )     (1,196 )
 
Options exercised
    (260 )     (4,404 )
 
Options expired
    (1,535 )     (73,791 )
 
Outstanding at December 31, 2014
    326     $ 41,878  
 
 
The Fund has adopted financial reporting rules regarding offsetting assets and liabilities and related arrangements to enable users of its financial statements to understand the effect of those arrangements on its financial position.

 

 
31

 

KELLNER MERGER FUND

NOTES TO FINANCIAL STATEMENTS at December 31, 2014, Continued

 
 
The table below shows the offsetting assets and liabilities relating to the written options and swap contracts shown on the statement of assets and liabilities.

 
Assets:
                                   
           
Gross
   
Net
   
Gross Amounts not
       
           
Amounts
   
Amounts
   
Offset in the Statement
       
     
Gross
   
Offset
   
Presented
   
of Assets & Liabilities
       
     
Amounts
   
in the
   
in the
                   
     
of
   
Statement
   
Statement
         
Collateral
       
     
Recognized
   
of Assets &
   
of Assets &
   
Financial
   
Pledged
   
Net
 
 
Description
 
Assets
   
Liabilities
   
Liabilities
   
Instruments
   
(Received)
   
Amount
 
 
Swap Contracts
  $ 794,508     $     $ 794,508     $     $     $ 794,508  
      $ 794,508     $     $ 794,508     $     $     $ 794,508  

 
Liabilities:
                                   
           
Gross
   
Net
   
Gross Amounts not
       
           
Amounts
   
Amounts
   
Offset in the Statement
       
     
Gross
   
Offset
   
Presented
   
of Assets & Liabilities
       
     
Amounts
   
in the
   
in the
                   
     
of
   
Statement
   
Statement
         
Collateral
       
     
Recognized
   
of Assets &
   
of Assets &
   
Financial
   
Pledged
   
Net
 
 
Description
 
Liabilities
   
Liabilities
   
Liabilities
   
Instruments
   
(Received)
   
Amount
 
 
Written Options
  $ 3,260     $     $ 3,260     $     $ 3,260     $  
      $ 3,260     $     $ 3,260     $     $ 3,260     $  
 
 
I.
Events Subsequent to the Fiscal Year End:  In preparing the financial statements as of December 31, 2014, management considered the impact of subsequent events for potential recognition or disclosure in the financial statements.
 
NOTE 3 – SECURITIES VALUATION
 
The Fund has adopted authoritative fair value accounting standards which establish an authoritative definition of fair value and set out a hierarchy for measuring fair value.  These standards require additional disclosures about the various inputs and valuation techniques used to develop the measurements of fair value, a discussion in changes in valuation techniques and related inputs during the period and expanded disclosure of valuation levels for major security types.  These inputs are summarized in the three broad levels listed below:
 
 
Level 1 –
Unadjusted quoted prices in active markets for identical assets or liabilities that the Fund has the ability to access.
 
 
Level 2 –
Observable inputs other than quoted prices included in level 1 that are observable for the asset or liability, either directly or indirectly.  These inputs may include quoted prices for the identical instrument

 

 
32

 

KELLNER MERGER FUND
 
NOTES TO FINANCIAL STATEMENTS at December 31, 2014, Continued

 
   
on an inactive market, prices for similar instruments, interest rates, prepayment speeds, credit risk, yield curves, default rates and similar data.
 
 
Level 3 –
Unobservable inputs for the asset or liability, to the extent relevant observable inputs are not available, representing the Fund’s own assumptions about the assumptions a market participant would use in valuing the asset or liability, and would be based on the best information available.
 
Following is a description of the valuation techniques applied to the Fund’s major categories of assets and liabilities measured at fair value on a recurring basis.
 
The Fund determines the fair value of its investments and computes its net asset value per share as of the close of regular trading on the New York Stock Exchange (4:00 pm EST).
 
Equity Securities:  The Fund’s investments are carried at fair value.  Equity securities, including common stocks, that are primarily traded on a national securities exchange shall be valued at the last sale price on the exchange on which they are primarily traded on the day of valuation or, if there has been no sale on such day, at the mean between the bid and asked prices.  Securities primarily traded in the NASDAQ Global Market System for which market quotations are readily available shall be valued using the NASDAQ Official Closing Price (“NOCP”).  If the NOCP is not available, such securities shall be valued at the last sale price on the day of valuation, or if there has been no sale on such day, at the mean between the bid and asked prices.  Over-the-counter securities which are not traded in the NASDAQ Global Market System shall be valued at the most recent sales price.  Investments in open-end mutual funds are valued at their net asset value per share.  To the extent, these securities are actively traded and valuation adjustments are not applied, they are categorized in level 1 of the fair value hierarchy.
 
Options:  Exchange-traded options are valued at the composite price, using the National Best Bid and Offer quotes. Specifically, composite pricing looks at the last trades on the exchanges where the options are traded.  If there are no trades for the option on a given business day, composite option pricing calculates the mean of the highest bid price and the lowest ask price across the exchanges where the option is traded.  Exchange-traded options that are actively traded are categorized in level 1 of the fair value hierarchy.
 
Short-Term Securities:  Short-term debt securities, including those securities having a maturity of 60 days or less, are valued at the evaluated mean between the bid and asked prices.  To the extent the inputs are observable and timely, these securities would be classified in level 2 of the fair value hierarchy
 
The Board of Trustees (“Board”) has delegated day-to-day valuation issues to a Valuation Committee of the Trust which is comprised of representatives from U.S.
 

 
33

 

KELLNER MERGER FUND

NOTES TO FINANCIAL STATEMENTS at December 31, 2014, Continued

 
Bancorp Fund Services, LLC, the Fund’s administrator.  The function of the Valuation Committee is to value securities where current and reliable market quotations are not readily available or the closing price does not represent fair value by following procedures approved by the Board.  These procedures consider many factors, including the type of security, size of holding, trading volume and news events.  All actions taken by the Valuation Committee are subsequently reviewed and ratified by the Board.
 
Depending on the relative significance of the valuation inputs, fair valued securities may be classified in either level 2 or level 3 of the fair value hierarchy.
 
The inputs or methodology used for valuing securities are not an indication of the risk associated with investing in those securities.  The following is a summary of the fair valuation hierarchy of the Fund’s securities as of December 31, 2014:
 
   
Level 1
   
Level 2
   
Level 3
   
Total
 
Common Stocks
                       
  Administrative Support
  $ 1,115,793     $     $     $ 1,115,793  
  Finance and Insurance
    4,553,405                   4,553,405  
  Information
    3,666,627                   3,666,627  
  Manufacturing
    21,268,434                   21,268,434  
  Mining, Quarrying, and Oil
                               
    and Gas Extraction
    512,082                   512,082  
  Professional, Scientific and
                               
    Technical Services
    2,149,744                   2,149,744  
  Retail Trade
    2,733,581                   2,733,581  
  Utilities
    309,695                   309,695  
  Wholesale Trade
    10,719,739                   10,719,739  
Total Common Stocks
    47,029,100                   47,029,100  
REITS
    2,391,273                   2,391,273  
Rights
    162                   162  
Purchased Options
                               
  Call Options
    215,160                   215,160  
Total Purchased Options
    215,160                   215,160  
Money Market Funds
    12,682,710                   12,682,710  
Total Investments in Securities
  $ 62,318,405     $     $     $ 62,318,405  
Swap Contracts*
  $     $ 794,508     $     $ 794,508  
Securities Sold Short
  $ 25,373,603     $     $     $ 25,373,603  
Written Options
                               
  Put Options
  $     $ 3,260     $     $ 3,260  
Total Written Options
  $     $ 3,260     $     $ 3,260  

* Swap contracts are valued at the net unrealized appreciation/(depreciation) on the instrument.
 

 
34

 

KELLNER MERGER FUND

NOTES TO FINANCIAL STATEMENTS at December 31, 2014, Continued

 
Refer to the Fund’s Schedule of Investments for a detailed break-out of common stocks by industry classification.  Transfers between levels are recognized at December 31, 2014, the end of the reporting period.  During the year ended December 31, 2014, the Fund recognized no significant transfers to/from level 1 or level 2. There were no level 3 securities held in the Fund during the year ended December 31, 2014.
 
NOTE 4 – INVESTMENT ADVISORY FEE AND OTHER TRANSACTIONS WITH AFFILIATES
 
For the year ended December 31, 2014, Kellner Management, L.P. (the “Advisor”) provided the Fund with investment management services under an Investment Advisory Agreement.  The Advisor furnished all investment advice, office space, facilities, and provides most of the personnel needed by the Fund.  As compensation for its services, the Advisor is entitled to a fee, computed daily and payable monthly.  The Fund pays fees calculated at an annual rate of 1.25% based upon the average daily net assets of the Fund. For the year ended December 31, 2014, the Fund incurred $403,256 in advisory fees.
 
The Fund is responsible for its own operating expenses.  The Advisor has contractually agreed to reduce fees payable to it by the Fund and to pay Fund operating expenses to the extent necessary to limit the Fund’s aggregate annual operating expenses to 1.75% and 1.50% of average daily net assets for Class A shares and Institutional Class shares, respectively.
 
Any such reductions made by the Advisor in its fees or payment of expenses which are the Fund’s obligation are subject to reimbursement by the Fund to the Advisor, if so requested by the Advisor, in subsequent fiscal years if the aggregate amount actually paid by the Fund toward the operating expenses for such fiscal year (taking into account the reimbursement) does not exceed the applicable limitation on the Fund’s expenses. The Advisor is permitted to be reimbursed for fee reductions and expense payments made in the previous three fiscal years.  Any such reimbursement is also contingent upon Board of Trustees review and approval at the time the reimbursement is made. Such reimbursement may not be paid prior to the Fund’s payment of current ordinary operating expenses. For the year ended December 31, 2014, the Advisor reduced its fees in the amount of $169,027; no amounts were reimbursed to the Advisor.  Cumulative expenses subject to recapture pursuant to the aforementioned conditions expire as follows:
 
Date
Amount
4/30/16
$184,895
12/31/16
  157,035
12/31/17
  169,027
 
$510,957
 

 

 
35

 

KELLNER MERGER FUND

NOTES TO FINANCIAL STATEMENTS at December 31, 2014, Continued

 
U.S. Bancorp Fund Services, LLC (the “Administrator” or the “Transfer Agent”) acts as the Fund’s Administrator under an Administration Agreement.  The Administrator prepares various federal and state regulatory filings, reports and returns for the Fund; prepares reports and materials to be supplied to the Trustees; monitors the activities of the Fund’s custodian, transfer agent and accountants; coordinates the preparation and payment of the Fund’s expenses and reviews the Fund’s expense accruals.
 
U.S. Bancorp Fund Services, LLC (“USBFS”) also serves as the fund accountant and transfer agent to the Fund.  U.S. Bank N.A., an affiliate of USBFS, serves as the Fund’s custodian.
 
Quasar Distributors, LLC (the “Distributor”) acts as the Fund’s principal underwriter in a continuous public offering of the Fund’s shares.  The Distributor is an affiliate of the Administrator.
 
Certain officers of the Fund are employees of the Administrator.
 
For the year ended December 31, 2014, the Fund incurred the following expenses for administration, fund accounting, transfer agency, custody, and Chief Compliance Officer fees:
 
 
Administration and Fund Accounting
$98,828
 
Transfer agency (a)
36,438
 
Chief Compliance Officer
7,500
 
Custody
10,106
 
(a) Does not include out-of-pocket expenses.
 
 
At December 31, 2014, the Fund had payables due to USBFS for administration, fund accounting, transfer agency and Chief Compliance Officer fees, and to U.S. Bank N.A. for custody fees in the following amounts:
 
 
Administration and Fund Accounting
$24,843
 
Transfer agency (a)
9,100
 
Chief Compliance Officer
2,250
 
Custody
1,661
 
(a) Does not include out-of-pocket expenses.
 
 
NOTE 5 – DISTRIBUTION AGREEMENT AND PLAN
 
The Fund has adopted a Distribution Plan pursuant to Rule 12b-1 (the “Plan”). The Plan permits the Fund to pay for distribution and related expenses at an annual rate of up to 0.25% of the average daily net assets of the Fund’s Class A shares. The expenses covered by the Plan may include the cost in connection with the promotion and distribution of shares and the provision of personal services to shareholders, including, but not necessarily limited to, advertising, compensation to underwriters, dealers and selling personnel, the printing and mailing of prospectuses to other than
 

 
36

 

KELLNER MERGER FUND

NOTES TO FINANCIAL STATEMENTS at December 31, 2014, Continued

 
current Fund shareholders, and the printing and mailing of sales literature. Payments made pursuant to the Plan will represent compensation for distribution and service activities, not reimbursements for specific expenses incurred. For the year ended December 31, 2014, the Fund incurred distribution expenses of $6,155 for the Class A shares pursuant to the Plan.
 
NOTE 6 – SECURITIES TRANSACTIONS
 
For the year ended December 31, 2014, the cost of purchases and the proceeds from sales of securities, excluding short-term securities, were $139,394,911 and $61,184,777, respectively.
 
NOTE 7 – INCOME TAXES AND DISTRIBUTIONS TO SHAREHOLDERS
 
The tax character of distributions paid during the year ended December 31, 2014 and the periods ended December 31, 2013 and April 30, 2013 was as follows:
 
   
December 31, 2014
December 31, 2013
April 30, 2013
 
Ordinary Income
$422,367
$183,477
$    —
 
Long-Term Capital Gains
  174,061
         —
      —
 
Ordinary income distributions may include dividends paid from short-term capital gains.
 
As of December 31, 2014, the components of accumulated earnings/(losses) on a tax basis were as follows:
 
 
Cost of investments (a)
  $ 59,983,676  
 
Gross unrealized appreciation
    3,925,118  
 
Gross unrealized depreciation
    (1,590,389 )
 
Net unrealized appreciation
    2,334,729  
 
Net unrealized depreciation on short sales
       
 
  and written options
    (1,565,148 )
 
Undistributed ordinary income
    193,260  
 
Undistributed long-term capital gain
     
 
Total distributable earnings
    193,260  
 
Other accumulated gains/(losses)
    (211,186 )
 
Total accumulated earnings/(losses)
  $ 751,655  
 
 
(a)
The difference between the book basis and tax basis net unrealized appreciation and cost is attributable primarily to the tax deferral of losses on wash sale adjustments.
 
At December 31, 2014, the Fund deferred, on a tax basis, post-October losses of $211,186.

 
37

 

KELLNER MERGER FUND

REPORT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM

 
To the Board of Trustees
Advisors Series Trust and
Shareholders of
Kellner Merger Fund
 
We have audited the accompanying statement of assets and liabilities of the Kellner Merger Fund, a series of Advisors Series Trust (the “Trust”), including the schedule of investments, as of December 31, 2014, and the related statement of operations and the statement of cash flows for the year then ended, and the statements of changes in net assets and the financial highlights for the year then ended, for the eight month period ended December 31, 2013 and for the period June 29, 2012 (commencement of operations) to April 30, 2013.  These financial statements and financial highlights are the responsibility of the Trust’s management.  Our responsibility is to express an opinion on these financial statements and financial highlights based on our audits.
 
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.  The Trust is not required to have, nor were we engaged to perform, an audit of its 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 Trust’s 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, assessing the accounting principles used and significant estimates made by management, as well as evaluating the overall financial statement presentation.  Our procedures included confirmation of securities owned as of December 31, 2014, by correspondence with the custodian and brokers or by other appropriate auditing procedures where replies from brokers 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 the Kellner Merger Fund, as of December 31, 2014, the results of its operations and its cash flows for the year then ended, the changes in its net assets and its financial highlights for the year then ended, for the eight month period ended December 31, 2013 and for the period June 29, 2012 to April 30, 2013, in conformity with accounting principles generally accepted in the United States of America.
 
TAIT, WELLER & BAKER LLP
 
Philadelphia, Pennsylvania
March 2, 2015
 

 
38

 

KELLNER FUNDS
 
APPROVAL OF INVESTMENT ADVISORY AGREEMENT (Unaudited)


At a meeting held on December 2-4, 2014, the Board (which is comprised of five persons, four of whom are Independent Trustees as defined under the Investment Company Act of 1940, as amended), considered and approved the continuance of the investment advisory agreement (the “Advisory Agreement”) between Advisors Series Trust (the “Trust”) and Kellner Management, L.P. (the “Advisor”) for another annual term for the Kellner Merger Fund (the “Merger Fund”) and the Kellner Event Fund (the “Event Fund”) (collectively, the “Funds”).  At this meeting, and at a prior meeting held on October 15-16, 2014, the Board received and reviewed substantial information regarding the Funds, the Advisor and the services provided by the Advisor to the Funds under the Advisory Agreement.  This information, together with the information provided to the Board throughout the course of the year, formed the primary (but not exclusive) basis for the Board’s determinations.  Below is a summary of the factors considered by the Board and the conclusions that formed the basis for the Board’s approval of the continuance of the Advisory Agreement:
 
1.
THE NATURE, EXTENT AND QUALITY OF THE SERVICES PROVIDED AND TO BE PROVIDED BY THE ADVISOR UNDER THE ADVISORY AGREEMENT.  The Board considered the nature, extent and quality of the Advisor’s overall services provided to the Funds as well as its specific responsibilities in all aspects of day-to-day investment management of the Funds.  The Board considered the qualifications, experience and responsibilities of the portfolio managers, as well as the responsibilities of other key personnel of the Advisor involved in the day-to-day activities of the Funds.  The Board also considered the resources and compliance structure of the Advisor, including information regarding its compliance program, its chief compliance officer, the Advisor’s compliance record, and the Advisor’s disaster recovery/business continuity plan.  The Board also considered the prior relationship between the Advisor and the Trust, as well as the Board’s knowledge of the Advisor’s operations, and noted that during the course of the prior year they had met with the Advisor in person to discuss Fund performance and investment outlook as well as various marketing and compliance topics, including the Advisor’s risk management process.  The Board concluded that the Advisor had the quality and depth of personnel, resources, investment methods and compliance policies and procedures essential to performing its duties under the Advisory Agreement and that the nature, overall quality and extent of such management services are satisfactory.
 
2.
THE FUNDS’ HISTORICAL PERFORMANCE AND THE OVERALL PERFORMANCE OF THE ADVISOR.  In assessing the quality of the portfolio management delivered by the Advisor, the Board reviewed the performance of the Merger Fund as of July 31, 2014 on both an absolute basis and in comparison to appropriate securities benchmarks and its peer funds

 

 
39

 

KELLNER FUNDS

APPROVAL OF INVESTMENT ADVISORY AGREEMENT (Unaudited), Continued

 
 
utilizing Lipper and Morningstar classifications.  The Board determined that the Event Fund, which commenced operations on November 28, 2014; had no meaningful performance to consider at this time.  When reviewing performance of the Merger Fund against the comparative peer group universe, the Board took into account that the investment objective and strategies of the Merger Fund, as well as its level of risk tolerance, may differ significantly from funds in the peer universe.
 
 
The Board noted that the Merger Fund’s performance, with regard to its Lipper comparative universe, was above its peer group median and average for the one-year period and above its peer group median and below its peer group average for the since inception period.
 
 
The Board noted that the Fund’s performance, with regard to its Morningstar comparative universe, was above its peer group median and average for all relevant periods.
 
 
The Board also considered any differences in performance between similarly managed accounts (managed by the Advisor’s affiliate) and the performance of the Fund and reviewed the performance of the Fund against broad-based securities market benchmarks.
 
3.
THE COSTS OF THE SERVICES TO BE PROVIDED BY THE ADVISOR AND THE STRUCTURE OF THE ADVISOR’S FEE UNDER THE ADVISORY AGREEMENT.  In considering the advisory fee and total fees and expenses of each Fund, the Board reviewed comparisons to the peer funds and similarly managed separate accounts for other types of clients advised by the Advisor, as well as all expense waivers and reimbursements.  When reviewing fees charged to other similarly managed accounts, the Board took into account the type of account and the differences in the management of that account that might be germane to the difference, if any, in the fees charged to such accounts.  The Board found that the fees charged to the Funds were generally lower than the fees charged to similarly managed account clients (managed by the Advisor’s affiliate), and to the extent fees charged to the similarly managed account clients were higher than for the Funds, it was largely a reflection of the nature of the client.
 
 
Kellner Merger Fund:  The Board noted that the Advisor had contractually agreed to maintain an annual expense ratio for the Fund of 1.75% for Class A shares and 1.50% for the Institutional Class (the “Expense Caps”).  The Board noted that the Fund’s total expense ratio for Class A shares was above the peer group median and average and the total expense ratio for Class I shares was below the peer group median and average.  The Board also noted that the contractual advisory fee was significantly above the peer group median and

 

 
40

 

KELLNER FUNDS

APPROVAL OF INVESTMENT ADVISORY AGREEMENT (Unaudited), Continued

 
 
average however the Board also considered that after advisory fee waivers and the payment of Fund expenses necessary to maintain the Expense Caps, the advisory fee was significantly below the peer group median and average.  The Board also took into consideration the services the Advisor’s affiliate provides to its similarly managed account clients, comparing the fees charged for those management services to the fees charged to the Fund.  The Board found that the management fees charged to the Fund were generally below the management fees charged by the Advisor’s affiliate to its similarly managed account clients.  The Trustees noted that the Fund’s expenses and advisory fee were not outside the range of its peer group.
 
 
Kellner Event Fund:  The Board noted that the Advisor had contractually agreed to maintain an annual expense ratio for the Fund of 2.24% for Class A shares and 1.99% for the Institutional Class (the “Expense Caps”).  The Board noted that the Fund’s total expense ratio for Class A shares was significantly above the peer group median and average and the total expense ratio for Class I shares was above the peer group median and average.  The Board also noted that the contractual advisory fee was significantly above its peer group median and average however the Board also considered that after advisory fee waivers and the payment of Fund expenses necessary to maintain the Expense Caps, the Advisor received no advisory fees from the Fund during the most recent fiscal period.  The Board also took into consideration the services the Advisor’s affiliate provides to its similarly managed account clients, comparing the fees charged for those management services to the fees charged to the Fund.  The Board found that the management fees charged to the Fund were generally below the management fees charged by the Advisor’s affiliate to its similarly managed account clients.  The Trustees noted that the Fund’s expenses and advisory fee were not outside the range of its peer group.
 
4.
ECONOMIES OF SCALE.  The Board also considered whether economies of scale were being realized by the Advisor that should be shared with shareholders.  In this regard, the Board noted that the Advisor anticipated recognizing certain economies of scale if Fund assets should increase materially from current levels.  The Board noted that the Advisor has contractually agreed to reduce its advisory fees or reimburse Fund expenses so that the Funds do not exceed their specified Expense Caps.  The Board noted that at current asset levels, it did not appear that there were additional significant economies of scale being realized by the Advisor that should be shared with shareholders and concluded that it would continue to monitor economies of scale in the future as circumstances changed and assuming asset levels continue to increase.

 

 
41

 

KELLNER FUNDS

APPROVAL OF INVESTMENT ADVISORY AGREEMENT (Unaudited), Continued

 
5.
THE PROFITS TO BE REALIZED BY THE ADVISOR AND ITS AFFILIATES FROM THEIR RELATIONSHIP WITH THE FUNDS.  The Board reviewed the Advisor’s financial information and took into account both the direct benefits and the indirect benefits to the Advisor from advising the Funds.  The Board considered the profitability to the Advisor from its relationship with the Funds and considered any additional benefits derived by the Advisor from its relationship with the Funds, including benefits received in the form of Rule 12b-1 fees received from the Funds with respect to Class A shares and which are used to offset broker-dealer platform fees and other distribution and marketing costs, as well as any “soft dollar” benefits that may be received by the Advisor in exchange for Fund brokerage.  The Board also reviewed information from the Advisor indicating that the Advisor does not have any clients who invest in the Funds through separately managed accounts, and as a result the Advisor was not receiving additional fall-out benefits from any such relationships.  After such review, the Board determined that the profitability to the Advisor with respect to the Advisory Agreement was not excessive, and that the Advisor had maintained adequate resources and profit levels to support the services it provides to the Funds.
 
No single factor was determinative of the Board’s decision to approve the continuance of the Advisory Agreement for the Kellner Merger Fund and the Kellner Event Fund, but rather the Board based its determination on the total combination of information available to them.  Based on a consideration of all the factors in their totality, the Board determined that the advisory arrangements with the Advisor, including the advisory fees, were fair and reasonable.  The Board therefore determined that the continuance of the Advisory Agreement for the Kellner Merger Fund and Kellner Event Fund would be in the best interest of the Funds and their shareholders.
 

 
42

 

KELLNER MERGER FUND

INFORMATION ABOUT TRUSTEES AND OFFICERS (Unaudited)

 
This chart provides information about the Trustees and Officers who oversee the Fund.  Officers elected by the Trustees manage the day-to-day operations of the Fund and execute policies formulated by the Trustees.
 
   
Term
 
Number of
 
   
of Office
 
Portfolios
Other
   
and
 
in Fund
Directorships
 
Position
Length
Principal
Complex
Held
Name, Address
Held with
of Time
Occupation During
Overseen by
During Past
and Age
the Trust
Served
Past Five Years
Trustee(2)
Five Years(3)
           
Independent Trustees(1)
         
           
Gail S. Duree
Trustee
Indefinite
Director, Alpha Gamma
2
Trustee,
  (age 68)
 
term
Delta Housing
 
Advisors Series
615 E. Michigan Street
 
since
Corporation (collegiate
 
Trust (for series
Milwaukee, WI 53202
 
March
housing management)
 
not affiliated
   
2014.
2012 to present);
 
with the Funds);
     
(Trustee and Chair
 
Independent
     
(2000 to 2012), New
 
Trustee from
     
Covenant Mutual
 
1999 to 2012,
     
Funds (1999-2012);
 
New Covenant
     
Director and Board
 
Mutual Funds.
     
Member, Alpha Gamma
   
     
Delta Foundation
   
     
(philanthropic
   
     
organization) (2005
   
     
to 2011).
   
           
Donald E. O’Connor
Trustee
Indefinite
Retired; former
2
Trustee,
  (age 78)
 
term
Financial Consultant
 
Advisors Series
615 E. Michigan Street
 
since
and former Executive
 
Trust (for series
Milwaukee, WI 53202
 
February
Vice President and
 
not affiliated
   
1997.
Chief Operating
 
with the Funds);
     
Officer of ICI Mutual
 
Trustee, The
     
Insurance Company
 
Forward Funds
     
(until January 1997).
 
(31 portfolios).
           
George J. Rebhan
Trustee
Indefinite
Retired; formerly
2
Trustee,
  (age 80)
 
term
President, Hotchkis and
 
Advisors Series
615 E. Michigan Street
 
since
Wiley Funds (mutual
 
Trust (for series
Milwaukee, WI 53202
 
May
funds) (1985 to 1993).
 
not affiliated
   
2002.
   
with the Funds);
         
Independent
         
Trustee from
         
1999 to 2009,
         
E*TRADE
         
Funds.

 

 
43

 

KELLNER MERGER FUND

INFORMATION ABOUT TRUSTEES AND OFFICERS (Unaudited), Continued

   
Term
 
Number of
 
   
of Office
 
Portfolios
Other
   
and
 
in Fund
Directorships
 
Position
Length
Principal
Complex
Held
Name, Address
Held with
of Time
Occupation During
Overseen by
During Past
and Age
the Trust
Served
Past Five Years
Trustee(2)
Five Years(3)
           
George T. Wofford
Trustee
Indefinite
Retired; formerly
2
Trustee,
  (age 75)
 
term
Senior Vice President,
 
Advisors Series
615 E. Michigan Street
 
since
Federal Home Loan
 
Trust (for series
Milwaukee, WI 53202
 
February
Bank of San Francisco.
 
not affiliated
   
1997.
   
with the Funds).
Interested Trustee
         
           
Joe D. Redwine(4)
Interested
Indefinite
President, CEO,
2
Trustee,
  (age 67)
Trustee
term
U.S. Bancorp Fund
 
Advisors Series
615 E. Michigan Street
 
since
Services, LLC (May
 
Trust (for series
Milwaukee, WI 53202
 
September
1991 to present).
 
not affiliated
   
2008.
   
with the Funds).
Officers
   
Term of Office
 
Name, Address
Position Held
and Length
Principal Occupation
and Age
with the Trust
of Time Served
During Past Five Years
       
Joe D. Redwine
Chairman and
Indefinite term since
President, CEO, U.S. Bancorp
  (age 67)
Chief
September 2007.
Fund Services, LLC
615 E. Michigan Street
Executive
 
(May 1991 to present).
Milwaukee, WI 53202
Officer
   
       
Douglas G. Hess
President and
Indefinite term since
Senior Vice President,
  (age 47)
Principal
June 2003.
Compliance and Administration,
615 E. Michigan Street
Executive Officer
 
U.S. Bancorp Fund Services, LLC
Milwaukee, WI 53202
   
(March 1997 to present).
       
Cheryl L. King
Treasurer and
Indefinite term since
Vice President, Compliance and
  (age 53)
Principal
December 2007.
Administration, U.S. Bancorp
615 E. Michigan Street
Financial
 
Fund Services, LLC
Milwaukee, WI 53202
Officer
 
(October 1998 to present).
       
Kevin J. Hayden
Assistant
Indefinite term since
Assistant Vice President,
  (age 43)
Treasurer
September 2013.
Compliance and Administration,
615 E. Michigan Street
   
U.S. Bancorp Fund Services, LLC
Milwaukee, WI 53202
   
(June 2005 to present).
       
Albert Sosa
Assistant
Indefinite term since
Assistant Vice President,
  (age 44)
Treasurer
September 2013.
Compliance and Administration,
615 E. Michigan Street
   
U.S. Bancorp Fund Services, LLC
Milwaukee, WI 53202
   
(June 2004 to present).
       
Michael L. Ceccato
Vice President,
Indefinite term since
Senior Vice President,
  (age 57)
Chief Compliance
September 2009.
U.S. Bancorp Fund Services, LLC
615 E. Michigan Street
Officer and AML
 
(February 2008 to present).
Milwaukee, WI 53202
Officer
   


 
44

 

KELLNER MERGER FUND

INFORMATION ABOUT TRUSTEES AND OFFICERS (Unaudited), Continued

 
   
Term of Office
 
Name, Address
Position Held
and Length
Principal Occupation
and Age
with the Trust
of Time Served
During Past Five Years
       
Jeanine M. Bajczyk, Esq.
Secretary
Indefinite term since
Senior Vice President and
  (age 49)
 
June 2007.
Counsel, U.S. Bancorp Fund
615 E. Michigan Street
   
Services, LLC
Milwaukee, WI 53202
   
(May 2006 to present).

(1)
The Trustees of the Trust who are not “interested persons” of the Trust as defined under the 1940 Act (“Independent Trustees”).
(2)
As of December 31, 2014, the Trust is comprised of 47 active portfolios managed by unaffiliated investment advisors.  The term “Fund Complex” applies only to the Fund and the Kellner Event Fund.  The Funds do not hold themselves out as related to any other series within the Trust for investment purposes, nor do they share the same investment adviser with any other series.
 
(3)
“Other Directorships Held” includes only directorships of companies required to register or file reports with the SEC under the Securities Exchange Act of 1934, as amended, (that is, “public companies”) or other investment companies registered under the 1940 Act.
 
(4)
Mr. Redwine is an “interested person” of the Trust as defined by the 1940 Act.  Mr. Redwine is an interested Trustee of the Trust by virtue of the fact that he is an interested person of Quasar Distributors, LLC who acts as principal underwriter to the series of the Trust.
 
The Statement of Additional Information includes additional information about the Fund’s Trustees and Officers and is available, without charge, upon request by calling 855-535-5637.
 
 
HOUSEHOLDING

 
In an effort to decrease costs, the Fund intends to reduce the number of duplicate prospectuses, annual and semi-annual reports, proxy statements and other similar documents you receive by sending only one copy of each to those addresses shared by two or more accounts and to shareholders the Transfer Agent reasonably believes are from the same family or household.  Once implemented, if you would like to discontinue householding for your accounts, please call toll-free at 855-KELLNER (855-535-5637) to request individual copies of these documents.  Once the Transfer Agent receives notice to stop householding, the Transfer Agent will begin sending individual copies thirty days after receiving your request.  This policy does not apply to account statements.
 

 

 
45

 

KELLNER MERGER FUND
 
NOTICE TO SHAREHOLDERS at December 31, 2014 (Unaudited)

 
For the year ended December 31, 2014, the Fund designated $422,367 as ordinary income and $174,061 as long-term capital gains for purposes of the dividends paid deduction.
 
Certain dividends paid by the Fund may be subject to a maximum tax rate of 15%, as provided by the Jobs and Growth Tax Relief Reconciliation Act of 2003.  For the year ended December 31, 2014, the percentage of dividends declared from net investment income designated as qualified dividend income was 83.80%.
 
For corporate shareholders in the Fund, the percent of ordinary income distributions qualifying for the corporate dividends received deduction for the year ended December 31, 2014 was 78.30%.
 
The percentage of taxable ordinary income distributions that are designated as short-term capital gain distributions under Internal Revenue Section 871(k)(2)(C) for the year ended December 31, 2014 was 5.60% for the Fund.
 
How to Obtain a Copy of the Fund’s Proxy Voting Policies
 
A description of the policies and procedures that the Fund uses to determine how to vote proxies relating to portfolio securities is available without charge, upon request, by calling 855-KELLNER (855-535-5637) or on the U.S. Securities and Exchange Commission’s (“SEC”) website at http://www.sec.gov.
 
How to Obtain a Copy of the Fund’s Proxy Voting Records for the 12-Month Period Ended June 30, 2014
 
Information regarding how the Fund voted proxies relating to portfolio securities during the most recent 12-month period ended June 30 is available without charge, upon request, by calling 855-KELLNER (855-535-5637).  Furthermore, you can obtain the Fund’s proxy voting records on the SEC’s website at http://www.sec.gov.
 
Quarterly Filings on Form N-Q
 
The Fund files its complete schedule of portfolio holdings with the SEC for the first and third quarters of each fiscal year on Form N-Q.  The Fund’s Form N-Q is available on the SEC’s website at http://www.sec.gov.  The Fund’s Form N-Q may be reviewed and copied at the SEC’s Public Reference Room in Washington, DC, and information on the operation of the Public Reference Room may be obtained by calling 1-202-551-8090.  Information included in the Fund’s Form N-Q is also available, upon request, by calling 855-KELLNER (855-535-5637).
 

 
46

 

KELLNER MERGER FUND
 
PRIVACY NOTICE


The Fund collects 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/or
 
•  Information about your transactions with us or others.
 
We do not disclose any non-public personal information about our customers or former customers without the customer’s authorization, except as permitted by law or in response to inquiries from governmental authorities.  We may share information with affiliated and unaffiliated third parties with whom we have contracts for servicing the Fund.  We will provide unaffiliated third parties with only the information necessary to carry out their assigned responsibilities.  We maintain physical, electronic and procedural safeguards to guard your non-public personal information and require third parties to treat your personal information with the same high degree of confidentiality.
 
In the event that you hold shares of the Fund 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 by those entities with unaffiliated third parties.
 


 
 

 

Investment Advisor
Kellner Management, L.P.
900 Third Avenue, Suite 1401
New York, New York 10022

Distributor
Quasar Distributors, LLC
615 East Michigan Street
Milwaukee, Wisconsin 53202

Custodian
U.S. Bank National Association
Custody Operations
1555 North River Center Drive, Suite 302
Milwaukee, Wisconsin 53212

Transfer Agent
U.S. Bancorp Fund Services, LLC
615 East Michigan Street
Milwaukee, Wisconsin 53202

Independent Registered Public Accounting Firm
Tait, Weller & Baker LLP
1818 Market Street, Suite 2400
Philadelphia, Pennsylvania 19103

Legal Counsel
Paul Hastings LLP
75 East 55th Street
New York, New York 10022






This report is intended for shareholders of the Fund and may not be used as sales literature unless preceded or accompanied by a current prospectus.  For a current prospectus please call 855-535-5637.
 

 
 

 







 




KELLNER EVENT FUND
Class A
Institutional Class












ANNUAL REPORT

December 31, 2014


 
 
 
 
 
 

 

 
 

 

December 31, 2014
 
Dear Fellow Shareholders:
 
The Kellner Event Fund (the “Fund”) was up 0.30% (without load) and down -5.47% (with load) for the Class A shares and up 0.30% for the Institutional Class shares for the period ended December 31, 2014.
 
Total Returns as of 12/31/14
 
 
Since Inception*
 
KEFAX – Class A (with load)
-5.47%
 
KEFAX – Class A (without load)**
 0.30%
 
KEFIX – Institutional Class
 0.30%
 
S&P 500® Index
-0.25%
 
 
*  The Kellner Event Fund began trading 11/28/14.
 
**  Without maximum sales load of 5.75%.
 
Net Expense Ratio: 2.25% for Class A and 2.00% for Institutional Class^; Gross Expense Ratio 2.95% for Class A and 2.70% for Institutional Class±
 
^  The Advisor has contractually agreed to waive a portion or all of its management fees and pay Fund expenses, through at least April 29, 2016, to ensure that Net Annual Fund Operating Expenses (excluding acquired fund fees and expenses (“AFFE”) of 0.01%, taxes, interest expense, dividends on securities sold short and extraordinary expenses) do not exceed 1.99% and 1.74% of average daily net assets of the Fund’s Class A and Institutional Class shares, respectively.
 
±  For updated expense information, please see the Financial Highlights beginning on page 16 of this report.
 
Portfolio Review
 
The Kellner Event Fund was launched on November 28, 2014.  The Fund is team managed and allocates its assets using various strategies that seek to profit from securities experiencing catalyst driven changes.  During 2014, the Fund's assets were primarily allocated among high yield credit, special situations equities and merger arbitrage.  A summary of each strategy follows:
 

 
 

 

High Yield Credit/Special Situations Equities
 
The U.S. high yield market, according to the BofA Merrill Lynch U.S. High Yield Master II Index, posted a negative 1.07% return in the fourth quarter 2014 and ended 2014 with a modest return of 2.50%.  Weakness in fourth quarter 2014 was concentrated in the energy sector - the largest Index constituent at 13.4%.  Over the last few years, U.S. exploration and production (“E&P”) companies increasingly tapped credit markets to fund growth in fracking, and the precipitous decline in West Texas Intermediate (“WTI”) oil weighed heavily on leveraged companies, especially those with high costs of production.  The U.S. high yield energy sector was the second worst performing segment, posting returns of -7.44% in 2014, with the worst performance sector being metals and mining at -8.35%.  Higher default expectations resulted in credit spreads widening 59 basis points in the fourth quarter, from 454 basis points at September 30, 2014, to 513 at December 31st.  This was the first time spreads crossed the 500 basis point threshold since mid-2013.
 
As markets remained volatile in December, the Fund adopted a cautious approach to deploying capital. We purchased opportunistically a closed-end high yield fund trading at 11% discount to net asset value (“NAV”) with an 8.1% twelve-month trailing yield, capitalizing on year-end tax selling.  The Fund also started accumulating shares in an event-driven stock that may benefit from pending FCC rulings that would allow the company’s spectrum to be used for Wi-Fi services.  We believe the company could attract strong interest from strategic players in technology, wireless, and cable industries when/if the FCC proposal is approved and that the company’s existing spectrum is highly valuable, especially in light of record prices paid at the recent FCC auction.
 
The Fund also purchased preferred shares of an REIT at a 7.6% current yield, a discount to trading levels for other REIT preferred comps.  Announcement of financial misstatements and management changes resulted in significant declines in price.  Employee litigation and company disclosures thus far suggest modest revisions to the company’s financials related to minority shareholdings.  We anticipate either the company’s ratings will be upgraded to investment grade once accounting issues are resolved or the company will sell assets in pieces.  In either case, we believe the preferred is fully covered.
 
The high yield credit/special situations equities portfolios focus on off-the-run opportunities with a fundamental research approach and near-term catalysts.  The sell-off in high yield should provide an attractive entry point as the Fund ramps up its portfolio.
 
Merger Arbitrage
 
It was a banner year for global merger and acquisition activity as $3.4 trillion of deals were announced in 2014, up nearly 30% from last year and the most since the pre-crisis levels of 2007.  Such activity in the U.S. was $1.5 trillion, up 54% from 2013.  Pent-up demand finally broke through with large transactions leading the way.  Nearly 100 deals were announced valued
 

 
 

 
 
at over $5 billion each, worth a combined $1.2 trillion and representing 37% of transactions.  Private-equity activity also picked up at the end of the quarter after a fairly lethargic year.  BC Partners bought PetSmart, Inc. for $8.2 billion and Thoma Bravo’s $3.6 billion deal for Riverbed Technologies, Inc. made up about half of the $23.7 billion in U.S. private equity activity.  This bodes well for leveraged buyout activity also heading into 2015 as the dynamics are still there for leveraged buyouts: record amounts of dry powder and debt financing still readily available.
 
The fourth quarter introduced some needed volatility into the merger arbitrage market, providing us with many good opportunities.  We took advantage and added to positions across the entire portfolio, as well as invested in new situations that were now at attractive spreads. Over the next few months, our strategy should serve us well if spreads tighten and these deals complete.
 
Debt financing is still historically cheap and plentiful, stocks have continued to rise providing a valuable currency for deals and acquiring company shares are still reacting well to deal announcements.  We believe these factors bode well for the merger arbitrage business in 2015.

Must be preceded or accompanied by a prospectus.

Opinions expressed are those of the Fund and are subject to change, are not guaranteed and should not be considered investment advice.

Past performance does not guarantee future results.  Short-term performance, in particular, is not a good indication of the fund’s future performance, and an investment should not be made solely on returns.

Mutual fund investing involves risk. Principal loss is possible. Investments in companies that are the subject of a publicly announced transaction carry the risk that the proposed or expected transaction may not be completed or may be completed on less favorable terms than originally expected, which may lower the Fund’s performance. Investments in foreign securities involve greater volatility and political, economic and currency risks and difference in accounting methods. These risks increase for emerging markets. Investments in small and medium sized companies involve additional risks such as limited liquidity or greater volatility. Derivatives involve special risks including correlation, counterparty, liquidity, operational, accounting and tax risks. These risks, in certain cases, may be greater than the risks presented by more traditional investments. The Fund may make short sales of securities, which involves the risk that losses may exceed the original amount invested. The Fund may use leverage which may exaggerate the effect of any increase or decrease in the value of portfolio securities or the Net Asset Value of the Fund, and money borrowed will be subject to interest costs. The Fund is non-diversified, meaning it may concentrate its assets in fewer individual holdings than a diversified fund. Therefore, the Fund is more exposed to individual stock volatility than a diversified fund. Fixed income securities will decline in value because of changes in interest rates. Fixed income
 

 
 

 
 
securities that are rated below investment grade (i.e. “junk bonds”) are subject to additional risk factors due to the speculative nature of these securities. Investments in securities (units) of partnerships, including MLPs, involve risks that differ from an investment in common stock. Investing in Asset-Backed & Mortgage-Backed securities involve various risks, including market risk, interest rate risk, credit risk & prepayment risk. Investing in IPO shares are subject to market risk & liquidity risk. When investing in other investment vehicles, which may include partnerships, ETFs or mutual funds, it will bear additional expenses based on its pro rata share of the fund’s operating expenses, including the potential duplication of management fees.

The Kellner Event Fund is distributed by Quasar Distributors, LLC.

Fund holdings and sector allocation are subject to change and should not be considered a recommendation to buy or sell any security. For a complete list of Fund holdings, please refer to the Schedule of Investments included in this report.

A basis point is a unit of measurement equal to 1/100th of 1 percent.
 
The S&P 500® Index is an unmanaged index commonly used to measure performance of U.S. stocks.
 
The BofA Merrill Lynch U.S. High Yield Master II Index tracks the performance of below-investment-grade, U.S.-dollar-denominated corporate bonds publicly issued in the U.S. domestic market.
 
One cannot invest directly in an index.




 
 

 


 
 

 
Since
 
Average Annual Total Return:
Inception1
 
Kellner Event Fund - Class A (with sales load)
-5.47%
 
Kellner Event Fund - Class A (without sales load)
 0.30%
 
Kellner Event Fund - Institutional Class
 0.30%
 
S&P 500® Index
-0.25%
 

Performance data quoted represents past performance; past performance does not guarantee future results.  The investment return and principal value of an investment will fluctuate so that an investor’s shares, when redeemed, may be worth more or less than their original cost.  Current performance of the Fund may be lower or higher than the performance quoted.  Performance data current to the most recent month end may be obtained by calling 855-535-5637.

Returns reflect the reinvestment of dividends and capital gain distributions.  Fee waivers are in effect. In the absence of fee waivers, returns would be reduced.  The performance data and graph do not reflect the deduction of taxes that a shareholder may pay on dividends, capital gain distributions, or redemption of Fund shares.  Class A shares may be subject to a 5.75% front-end sales load.  Class A shares do not have a contingent deferred sales charge (“CDSC”) except that a charge  of 1% applies to certain redemptions made within twelve months, following purchases of $1 million or more without an initial sales charge.  This chart does not imply any  future performance.  Indices do not incur expenses and are not available for investment.

The S&P 500® Index is an unmanaged capitalization-weighted index of 500 stocks designed to represent the broad domestic economy.

1  The Fund commenced operations on November 28, 2014.




 
 

 

Expense Example at December 31, 2014 (Unaudited)


As a shareholder of a mutual fund, you incur two types of costs: (1) transaction costs, including sales charges (loads) on purchase payments, redemption fees, and exchange fees; and (2) ongoing costs, including management fees, distribution and/or service 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. The Example is based on an investment of $1,000 invested at the beginning of the period and held for the entire period (11/28/14 – 12/31/14).

Actual Expenses
The first set of lines of the table below provides information about actual account values and actual expenses, with actual net expenses being limited to 1.99% and 1.74% per the operating expenses limitation agreement for the Kellner Event Fund Class A and Institutional Class, respectively.  Although the Fund charges no transaction fees, you will be assessed fees for outgoing wire transfers, returned checks, and stop payment orders at prevailing rates charged by U.S. Bancorp Fund Services, LLC, the Fund’s transfer agent. The example below includes, but is not limited to, management fees, 12b-1 fees, fund accounting, custody and transfer agent fees. You may use the information in this line, together with the amount you invested, to estimate the expenses that you paid over the period. Simply divide your account value by $1,000 (for example, an $8,600 account value divided by $1,000 = 8.6), then multiply the result by the number in the first line under the heading entitled “Expenses Paid During Period” to estimate the expenses you paid on your account during this period.

Hypothetical Example for Comparison Purposes
The second set of lines of the table below provides information about hypothetical account values and hypothetical expenses based on the Fund’s actual expense ratio and an assumed rate of return of 5% 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 this information to compare the ongoing costs of investing in the Fund and other funds. To do so, compare this 5% hypothetical example with the 5% hypothetical examples that appear in the shareholder reports of the other funds.  Please note that the expenses shown in the table are meant to highlight your ongoing costs only and do not reflect any transactional costs, such as sales charges (loads), redemption fees, or exchange fees. Therefore, the second line of 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 transactional costs were included, your costs would have been higher.
 
 
Beginning
Ending
Expenses Paid
 
Account Value
Account Value
During Period(1)
 
11/28/14
12/31/14
11/28/14 – 12/31/14
Actual (2)
     
   Class A
$1,000.00
$1,003.00
$1.86
   Institutional Class
$1,000.00
$1,003.00
$1.62
       
Hypothetical (5% return
     
  before expenses) (3)
     
   Class A
$1,000.00
$1,002.80
$1.86
   Institutional Class
$1,000.00
$1,003.04
$1.62

(1)   Expenses are equal to the Class A and Institutional Class fund shares’ annualized expense ratios of 1.99% and 1.74%, respectively, multiplied by the average account value over the period, multiplied by 34 (days in the most recent fiscal half-year)/365 days to reflect the one-half year expense.
 
(2)   Excluding interest expense and dividends on short positions, your actual expenses would be $1.86 and $1.62 for Class A and Institutional Class, respectively.
 
(3)   Excluding interest expense and dividends on short positions, your hypothetical expenses would be $1.86 and $1.62 for Class A and Institutional Class, respectively.
 



 
 

 

Kellner Event Fund
Sector Allocation of Portfolio Assets at December 31, 2014 (Unaudited)

 
 

Percentages represent market value as a percentage of total investments.

 
 

 

 
 

 

Kellner Event Fund
Schedule of Investments
at December 31, 2014

Shares
     
Value
 
   
COMMON STOCKS - 32.2%
     
           
   
Broadcasting (except Internet) - 2.2%
     
  64,000  
Sirius XM Holdings, Inc. (a)(c)
  $ 224,000  
               
     
Chemical Manufacturing - 6.8%
       
  2,000  
Allergan, Inc.
    425,180  
  2,500  
Cubist Pharmaceuticals, Inc. (a)
    251,625  
            676,805  
               
     
Credit Intermediation and Related Activities - 4.5%
       
  27,000  
Hudson City Bancorp, Inc. (c)
    273,240  
  13,000  
Susquehanna Bancshares, Inc.
    174,590  
            447,830  
               
     
Data Processing, Hosting, and Related Services - 1.6%
       
  8,000  
Riverbed Technology, Inc. (a)(c)
    163,280  
               
     
General Merchandise Stores - 2.5%
       
  3,200  
Family Dollar Store, Inc. (c)
    253,472  
               
     
Machinery Manufacturing - 1.6%
       
  2,000  
Dresser-Rand Group, Inc. (a)
    163,600  
               
     
Merchant Wholesalers - Nondurable Goods - 3.3%
       
  2,400  
Sigma-Aldrich Corp. (c)
    329,448  
               
     
Mining (except Oil and Gas) - 1.4%
       
  5,000  
SunCoke Energy Partners L.P.
    135,650  
               
     
Miscellaneous Manufacturing - 1.2%
       
  7,200  
International Game Technology (c)
    124,200  
               
     
Miscellaneous Store Retailers - 0.3%
       
  400  
PetSmart, Inc.
    32,518  
               
     
Oil and Gas Extraction - 0.5%
       
  6,400  
Talisman Energy, Inc. (b)
    50,112  
               
     
Telecommunications - 0.2%
       
  6,860  
Globalstar, Inc. (a)
    18,865  
               
     
Transportation Equipment Manufacturing - 5.7%
       
  5,600  
TRW Automotive Holdings Corp. (a)(c)
    575,960  
               
     
Utilities - 0.4%
       
  1,400  
Pepco Holdings, Inc. (c)
    37,702  
     
TOTAL COMMON STOCKS (Cost $3,184,947)
    3,233,442  


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

 
 

 

 
   
PREFERRED STOCKS - 2.8%
     
           
   
Real Estate - 2.3%
     
  10,000  
American Realty Capital Properties, Inc.
    228,500  
               
     
Telecommunications - 0.5%
       
  2,050  
United States Cellular Corp. (a)
    51,189  
     
TOTAL PREFERRED STOCKS (Cost $270,988)
    279,689  
               
     
CLOSED-END FUNDS - 1.2%
       
  33,000  
BlackRock Debt Strategies Fund, Inc.
    122,760  
     
TOTAL CLOSED-END FUNDS (Cost $122,270)
    122,760  
               
Principal Amount
           
     
MUNICIPAL BONDS - 1.8%
       
     
Commonwealth of Puerto Rico Public Improvement Funding Bonds,
       
     
  Series 2012 A, General Obligation
       
$ 250,000  
  4.00%, 7/1/2020
    185,145  
     
TOTAL MUNICIPAL BONDS (Cost $181,487)
    185,145  
               
Shares
           
     
MONEY MARKET FUNDS - 62.3%
       
  6,258,776  
Fidelity Institutional Money Market Portfolio, Institutional Class, 0.07%(d)
    6,258,776  
     
TOTAL MONEY MARKET FUNDS (Cost $6,258,776)
    6,258,776  
               
     
Total Investments in Securities (Cost $10,018,468) - 100.3%
    10,079,812  
     
Liabilities in Excess of Other Assets - (0.3)%
    (35,753 )
     
NET ASSETS - 100.0%
  $ 10,044,059  

(a)
 
Non-income producing security.
(b)
 
Foreign issued security.
(c)
 
All or a portion of the security has been segregated for open short positions.
(d)
 
Rate shown is the 7-day annualized yield as of December 31, 2014.

 
 
 

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

 
 

 

Kellner Event Fund
Schedule of Securities Sold Short
at December 31, 2014

Shares
     
Value
 
   
COMMON STOCKS - 6.0%
     
           
   
Chemical Manufacturing - 1.9%
     
  737  
Actavis PLC(a)(b)
  $ 189,711  
               
     
Credit Intermediation and Related Activities - 4.1%
       
  3,289  
BB&T Corp.
    127,909  
  2,269  
M&T Bank Corp.
    285,032  
            412,941  
     
TOTAL COMMON STOCKS (Proceeds $587,390)
    602,652  
     
Total Securities Sold Short (Proceeds $587,390)
  $ 602,652  

(a)
 
Non-income producing security.
(b)
 
Foreign issued security.

 
 
 
 
 
 
 
 

 

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

 
 

 

Kellner Event Fund
STATEMENT OF ASSETS AND LIABILITIES
at December 31, 2014

ASSETS
     
Investments in securities, at value
     
(identified cost $10,018,468)
  $ 10,079,812  
Deposit at broker
    587,386  
Receivables
       
Dividends and interest
    8,194  
Due from Advisor (Note 4)
    12,626  
Prepaid expenses
    2,535  
Total assets
    10,690,553  
         
LIABILITIES
       
Securities sold short (proceeds $587,390)
    602,652  
Payables
       
Securities purchased
    19,056  
Administration and fund accounting fees
    8,801  
Transfer agent fees and expenses
    3,942  
Audit fees
    9,500  
Chief Compliance Officer fee
    814  
Custody fees
    1,052  
Legal fees
    425  
Reports to shareholders
    150  
Accrued other expenses
    102  
Total liabilities
    646,494  
NET ASSETS
  $ 10,044,059  
         
CALCULATION OF NET ASSET VALUE PER SHARE
       
Class A Shares
       
Net assets applicable to shares outstanding
  $ 2,007  
Shares issued and outstanding [unlimited number of shares
       
(par value $0.01) authorized]
    200  
Net asset value and redemption price per share
  $ 10.03  
Maximum offering price per share (Net asset value per share divided by 94.25%)
  $ 10.64  
         
Institutional Class Shares
       
Net assets applicable to shares outstanding
  $ 10,042,052  
Shares issued and outstanding [unlimited number of shares
       
(par value $0.01) authorized]
    1,001,201  
Net asset value, offering and redemption price per share
  $ 10.03  
         
COMPONENTS OF NET ASSETS
       
Paid-in capital
  $ 9,997,977  
Net unrealized appreciation/(depreciation) on:
       
Investments
    61,344  
Securities sold short
    (15,262 )
Net assets
  $ 10,044,059  

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

 
 

 

Kellner Event Fund
S T A T E M E N T  O F  O P E R A T I O N S
For the Period November 28, 2014* through December 31, 2014


INVESTMENT INCOME
     
Income
     
Dividends
  $ 2,908  
Interest
    1,096  
Total income
    4,004  
         
Expenses
       
Audit fees
    9,500  
Administration and fund accounting fees (Note 4)
    8,801  
Advisory fees (Note 4)
    8,640  
Transfer agent fees and expenses (Note 4)
    3,942  
Custody fees (Note 4)
    1,052  
Chief Compliance Officer fee (Note 4)
    814  
Miscellaneous
    650  
Legal fees
    425  
Registration fees
    213  
Printing and mailing expense
    150  
Pricing fees (Note 4)
    102  
Total expenses before dividends and interest on short positions
    34,289  
Interest expense
    4  
Total expenses before reimbursement from Advisor
    34,293  
Less: expenses waived and reimbursed by Advisor (Note 4)
    (24,266 )
Net expenses
    10,027  
Net investment loss
    (6,023 )
         
UNREALIZED GAIN/(LOSS) ON INVESTMENTS AND SECURITIES SOLD SHORT
       
Net change in unrealized appreciation/(depreciation) on:
       
Investments
    61,344  
Securities sold short
    (15,262 )
Net unrealized gain on investments and securities sold short
    46,082  
Net Increase in Net Assets Resulting from Operations
  $ 40,059  

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




 
 

 

Kellner Event Fund
S T A T E M E N T  O F  C H A N G E S  I N  N E T  A S S E T S

 
November 28, 2014*
 
   
through
   
 
December 31, 2014
 
         
NET INCREASE/(DECREASE) IN NET ASSETS FROM:
       
OPERATIONS
       
Net investment loss
  $ (6,023 )  
Net change in unrealized appreciation/(depreciation) on:
         
Investments
    61,344    
Securities sold short
    (15,262 )  
Net increase in net assets resulting from operations
    40,059    
           
CAPITAL SHARE TRANSACTIONS
         
Net increase in net assets derived from net change
         
  in outstanding shares (a)
    10,004,000    
Total increase in net assets
    10,044,059    
           
NET ASSETS
         
Beginning of period
    -    
End of period
  $ 10,044,059    
Includes undistributed net investment income of
  $ -    

(a)  A summary of share transactions is as follows:

Class A Shares
           
   
November 28, 2014*
 
   
through
 
   
December 31, 2014
 
   
Shares
   
Paid-in Capital
 
Shares sold
    200     $ 2,000  
Net increase
    200     $ 2,000  
                 
Institutional Class Shares
               
   
November 28, 2014*
 
   
through
 
   
December 31, 2014
 
   
Shares
   
Paid-in Capital
 
Shares sold
    1,001,201     $ 10,002,000  
Net increase
    1,001,201     $ 10,002,000  

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



 
 

 

Kellner Event Fund
STATEMENT OF CASHFLOWS
For the Period November 28, 2014* through December 31, 2014

Increase/(decrease) in cash--
     
       
Cash flows from operating activities:
     
Net increase in net assets from operations
  $ 40,059  
Adjustments to reconcile net increase/(decrease) in
       
  net assets from operations to net cash used in operating activities:
       
         
Purchases of investment securities
    (3,759,298 )
Proceeds from short sales
    587,390  
Purchase of short term investments, net
    (6,258,776 )
Increase in deposits at broker
    (587,386 )
Increase in dividends and interest receivable
    (8,194 )
Increase in due from Advisor
    (12,626 )
Increase in prepaid expenses and other assets
    (2,535 )
Increase in payable for securities purchased
    19,056  
Increase in accrued administration fees
    8,801  
Increase in custody fees
    1,052  
Increase in transfer agent expenses
    3,942  
Increase in other accrued expenses
    10,991  
Unrealized appreciation on securities
    (46,082 )
Amortization
    (394 )
Net cash used in operating activities
    (10,004,000 )
         
Cash flows from financing activities:
       
Proceeds from shares sold
    10,004,000  
Net cash provided by financing activities
    10,004,000  
         
Net increase in cash
    -  
         
Cash:
       
Beginning balance
    -  
Ending balance
  $ -  

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



 
 

 

Kellner Event Fund
F I N A N C I A L   H I G H L I G H T S
For a share outstanding throughout the period

Class A Shares

 
November 28, 2014*
 
   
through
   
 
December 31, 2014
 
         
Net asset value, beginning of period
  $ 10.00    
           
Income from investment operations:
         
Net investment loss
    (0.01 )  
Net realized and unrealized gain on investments
    0.04    
Total from investment operations
    0.03    
           
Net asset value, end of period
  $ 10.03    
           
Total return
    0.30 %+  
           
Ratios/supplemental data:
         
Net assets, end of period (thousands)
  $ 2    
Ratio of expenses to average net assets:
         
Before expense reimbursement
    6.20 %++  
After expense reimbursement
    1.99 %++  
Ratio of expenses excluding interest expense and dividends
         
  on short positions to average net assets:
         
Before expense reimbursement
    6.20 %++  
After expense reimbursement
    1.99 %++  
Ratio of net investment loss to average net assets:
         
Before expense reimbursement
    (5.51 %)++  
After expense reimbursement
    (1.30 %)++  
Portfolio turnover rate
    0.00 %+  

*  Commencement of operations.
+  Not annualized.
++  Annualized.

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



 
 

 

Kellner Event Fund
F I N A N C I A L   H I G H L I G H T S
For a share outstanding throughout the period

Institutional Class Shares

 
November 28, 2014*
 
   
through
   
 
December 31, 2014
 
         
Net asset value, beginning of period
  $ 10.00    
           
Income from investment operations:
         
Net investment loss
    (0.01 )  
Net realized and unrealized gain on investments
    0.04    
Total from investment operations
    0.03    
           
Net asset value, end of period
  $ 10.03    
           
Total return
    0.30 %+  
           
Ratios/supplemental data:
         
Net assets, end of period (thousands)
  $ 10,042    
Ratio of expenses to average net assets:
         
Before expense reimbursement
    5.95 %++  
After expense reimbursement
    1.74 %++  
Ratio of expenses excluding interest expense and dividends
         
  on short positions to average net assets:
         
Before expense reimbursement
    5.95 %++  
After expense reimbursement
    1.74 %++  
Ratio of net investment loss to average net assets:
         
Before expense reimbursement
    (5.26 %)++  
After expense reimbursement
    (1.05 %)++  
Portfolio turnover rate
    0.00 %+  

*  Commencement of operations.
+  Not annualized.
++  Annualized.

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




 
 

 
 
Kellner Event Fund

NOTES TO FINANCIAL STATEMENTS at December 31, 2014

NOTE 1 - ORGANIZATION

The Kellner Event Fund (the “Fund”) is a non-diversified series of Advisors Series Trust (the “Trust”), which is registered under the Investment Company Act of 1940 (“1940 Act”), as amended, as an open-end management investment company.  The investment objective of the Fund is to seek to achieve positive risk-adjusted returns independent of the returns generated by the overall equity markets.  The Fund commenced operations on November 28, 2014.  The Fund offers Class A and Institutional Class shares.  Class A shares are subject to a maximum sales load of 5.75%.  The sales load charged decreases depending on the amount invested.

NOTE 2 - SIGNIFICANT ACCOUNTING POLICIES

The following is a summary of significant accounting policies consistently followed by the Fund. These policies are in conformity with accounting principles generally accepted in the United States of America.

 
A.
Security Valuation: All investments in securities are recorded at their estimated fair value, as described in note 3.
     
 
B.
Federal Income Taxes: It is the Fund’s policy to comply with the requirements of Subchapter M of the Internal Revenue Code applicable to regulated investment companies and to distribute substantially all of its taxable income to its shareholders. Therefore, no Federal income or excise tax provision is required.
     
   
The Fund recognizes the tax benefits of uncertain tax positions only where the position is “more likely than not” to be sustained assuming examination by tax authorities.  Management has analyzed the Fund’s tax positions, and has concluded that no liability for unrecognized tax benefits should be recorded related to uncertain tax positions expected to be taken in the Fund’s 2014 tax returns.  The Fund identifies its major tax jurisdictions as U.S. Federal and the state of Wisconsin; however, the Fund is not aware of any tax positions for which it is reasonably possible that the total amounts of unrecognized tax benefits will change materially in the next twelve months.
     
 
C.
Securities Transactions, Income and Distributions: Securities transactions are accounted for on the trade date. Realized gains and losses on securities sold are determined on the basis of identified cost.  Interest income is recorded on an accrual basis.  Dividend income and distributions to shareholders are recorded on the ex-dividend date.  Withholding taxes on foreign dividends have been provided for in accordance with the Fund’s understanding of the applicable country’s tax rules and rates.
     
   
The Fund distributes substantially all net investment income, if any, and net realized capital gains, if any, annually.  The amount of dividends and distributions to shareholders from net investment income and net realized capital gains is determined in accordance with Federal income tax regulations, which differs from accounting principles generally accepted in the United States of America.  To the extent these book/tax differences are permanent, such amounts are reclassified within the capital accounts based on their Federal tax treatment.
     
   
Investment income, expenses (other than those specific to the class of shares), and realized and unrealized gains and losses on investments are allocated to the separate classes of the Fund shares based upon their relative net assets on the date income is earned or expensed and realized and unrealized gains and losses are incurred.
     
   
The Fund and the Kellner Merger Fund are charged for those expenses that are directly attributable to a Fund, such as investment advisory, custody and transfer agent fees.  Expenses that are not attributable to a Fund are typically allocated among the Funds in proportion to their respective net assets.
     
 
D.
Use of Estimates: The preparation of financial statements in conformity with accounting principles generally accepted in the United States of America requires management to make estimates and assumptions that affect the reported amounts of assets and liabilities at the date of the financial

 

 
 

 

 
   
statements and the reported amounts of increases and decreases in net assets during the reporting period. Actual results could differ from those estimates.
     
 
E.
REITs: The Fund can make certain investments in real estate investment trusts (“REITs”) which pay dividends to its shareholders based upon funds available from operations.  It is quite common for these dividends to exceed the REITs’ taxable earnings and profits resulting in the excess portion of such dividends being designated as a return of capital.  The Fund intends to include the gross dividends from such REITs in its annual distributions to its shareholders and, accordingly, a portion of the Fund’s distributions may also be designated as a return of capital.
     
 
F.
Leverage and Short Sales: The Fund may use leverage in connection with its investment activities and may affect short sales of securities.  Leverage can increase the investment returns of the Fund if the securities purchased increase in value in an amount exceeding the cost of the borrowing.  However, if the securities decrease in value, the Fund will suffer a greater loss than would have resulted without the use of leverage.
     
   
A short sale is the sale by the Fund of a security which it does not own in anticipation of purchasing the same security in the future at a lower price to close the short position.  A short sale will be successful if the price of the shorted security decreases. However, if the underlying security goes up in price during the period in which the short position is outstanding, the Fund will realize a loss. The risk on a short sale is unlimited because the Fund must buy the shorted security at the higher price to complete the transaction. Therefore, short sales may be subject to greater risks than investments in long positions.  With a long position, the maximum sustainable loss is limited to the amount paid for the security plus the transaction costs, whereas there is no maximum attainable price of the shorted security.  The Fund would also incur increased transaction costs associated with selling securities short. In addition, if the  Fund sells securities short, it must maintain a segregated account with its custodian containing cash or high-grade securities equal to (i) the greater of the current market value of the securities sold short or the market value of such securities at the time they were sold short, less (ii) any collateral deposited with the Fund’s broker (not including the proceeds from the short sales). The Fund may be required to add to the segregated account as the market price of a shorted security increases. As a result of maintaining and adding to its segregated account, the Fund may maintain higher levels of cash or liquid assets (for example, U.S. Treasury bills, repurchase agreements, high quality commercial paper and long equity positions) for collateral needs thus reducing its overall managed assets available for trading purposes.
 
 
G.
Reclassification of Capital Accounts: Accounting principles generally accepted in the United States of America require that certain components of net assets relating to permanent differences be reclassified between financial and tax reporting.  These reclassifications have no effect on net assets or net asset value per share.
     
   
For the period ended December 31, 2014, the Fund made the following permanent tax adjustments on the statement of assets and liabilities:

Undistributed
   
Net Investment
Paid-in
 
Income/(Loss)
Capital
 
$6,023
$(6,023)
 

 
H.
Events Subsequent to the Fiscal Period End:  In preparing the financial statements as of December 31, 2014, management considered the impact of subsequent events for potential recognition or disclosure in the financial statements.

NOTE 3 – SECURITIES VALUATION

The Fund has adopted authoritative fair value accounting standards which establish an authoritative definition of fair value and set out a hierarchy for measuring fair value.  These standards require additional disclosures about the various inputs and valuation techniques used to develop the measurements of fair value, a discussion in changes in valuation techniques and related inputs during the period and expanded disclosure of valuation levels for major
 

 
 

 
 
security types.  These inputs are summarized in the three broad levels listed below:

 
Level 1 –
Unadjusted quoted prices in active markets for identical assets or liabilities that the Fund has the ability to access.
 
 
Level 2 –
Observable inputs other than quoted prices included in level 1 that are observable for the asset or liability, either directly or indirectly.  These inputs may include quoted prices for the identical instrument on an inactive market, prices for similar instruments, interest rates, prepayment speeds, credit risk, yield curves, default rates and similar data.
 
 
Level 3 –
Unobservable inputs for the asset or liability, to the extent relevant observable inputs are not available, representing the Fund’s own assumptions about the assumptions a market participant would use in valuing the asset or liability, and would be based on the best information available.
 
Following is a description of the valuation techniques applied to the Fund’s major categories of assets and liabilities measured at fair value on a recurring basis.
 
The Fund determines the fair value of its investments and computes its net asset value per share as of the close of regular trading on the New York Stock Exchange (4:00 pm EST).
 
Equity Securities: The Fund’s investments are carried at fair value.  Equity securities, including common stocks and preferred stocks, that are primarily traded on a national securities exchange shall be valued at the last sale price on the exchange on which they are primarily traded on the day of valuation or, if there has been no sale on such day, at the mean between the bid and asked prices.  Securities primarily traded in the NASDAQ Global Market System for which market quotations are readily available shall be valued using the NASDAQ Official Closing Price (“NOCP”).  If the NOCP is not available, such securities shall be valued at the last sale price on the day of valuation, or if there has been no sale on such day, at the mean between the bid and asked prices.  Over-the-counter securities which are not traded in the NASDAQ Global Market System shall be valued at the most recent sales price.  Investments in open-end mutual funds are valued at their net asset value per share.  To the extent, these securities are actively traded and valuation adjustments are not applied, they are categorized in level 1 of the fair value hierarchy.

Short-Term Securities: Short-term debt securities, including those securities having a maturity of 60 days or less, are valued at the evaluated mean between the bid and asked prices.  To the extent the inputs are observable and timely, these securities would be classified in level 2 of the fair value hierarchy

The Board of Trustees (“Board”) has delegated day-to-day valuation issues to a Valuation Committee of the Trust which is comprised of representatives from U.S. Bancorp Fund Services, LLC, the Fund’s administrator.  The function of the Valuation Committee is to value securities where current and reliable market quotations are not readily available or the closing price does not represent fair value by following procedures approved by the Board.  These procedures consider many factors, including the type of security, size of holding, trading volume and news events.  All actions taken by the Valuation Committee are subsequently reviewed and ratified by the Board.

Depending on the relative significance of the valuation inputs, fair valued securities may be classified in either level 2 or level 3 of the fair value hierarchy.
 
The inputs or methodology used for valuing securities are not an indication of the risk associated with investing in those securities.  The following is a summary of the fair valuation hierarchy of the Fund’s securities as of December 31, 2014:
 
     
Level 1
   
Level 2
   
Level 3
   
Total
 
 
Common Stocks
                       
 
Finance and Insurance
  $ 447,830     $ -     $ -     $ 447,830  
 
Information
    406,145       -       -       406,145  
 
Manufacturing
    1,540,565       -       -       1,540,565  
 
Mining, Quarrying and
                               
 
  Oil and Gas Extraction
    185,762       -       -       185,762  
 
Retail Trade
    285,990       -       -       285,990  
 
Utilities
    37,702       -       -       37,702  
 
Wholesale Trade
    329,448       -       -       329,448  
                                   
 
 
 
 

 
 
 
                                   
 
Total Common Stocks
    3,233,442       -       -       3,233,442  
 
Preferred Stocks
                               
 
Real Estate and Rental
                               
 
  and Leasing
    228,500       -       -       228,500  
 
Information
    51,189       -       -       51,189  
 
Total Preferred Stocks
    279,689       -       -       279,689  
 
Closed-End Funds
    122,760       -       -       122,760  
 
Fixed Income
                               
 
Municipal Bonds
    -       185,145       -       185,145  
 
Total Fixed Income
    -       185,145       -       185,145  
 
Short-Term Investments
    6,258,776       -       -       6,258,776  
 
Total Investments in
                               
 
  Securities
  $ 9,894,667     $ 185,145     $ -     $ 10,079,812  
 
Securities Sold Short
  $ 602,652     $ -     $ -     $ 602,652  

Refer to the Fund’s Schedule of Investments for a detailed break-out of common stocks and preferred stocks by industry classification.  Transfers between levels are recognized at December 31, 2014, the end of the reporting period.  During the period ended December 31, 2014, the Fund recognized no significant transfers to/from level 1 or level 2. There were no level 3 securities held in the Fund during the period ended December 31, 2014.

NOTE 4 - INVESTMENT ADVISORY FEE AND OTHER TRANSACTIONS WITH AFFILIATES

For the period ended December 31, 2014, Kellner Management, L.P. (the “Advisor”) provided the Fund with investment management services under an Investment Advisory Agreement.  The Advisor furnished all investment advice, office space, facilities, and provides most of the personnel needed by the Fund.  As compensation for its services, the Advisor is entitled to a fee, computed daily and payable monthly.  The Fund pays fees calculated at an annual rate of 1.50% based upon the average daily net assets of the Fund. For the period ended December 31, 2014, the Fund incurred $8,640 in advisory fees.

The Fund is responsible for its own operating expenses.  The Advisor has contractually agreed to reduce fees payable to it by the Fund and to pay Fund operating expenses to the extent necessary to limit the Fund’s aggregate annual operating expenses to 1.99% and 1.74% of average daily net assets for Class A shares and Institutional Class shares, respectively.

Any such reductions made by the Advisor in its fees or payment of expenses which are the Fund’s obligation are subject to reimbursement by the Fund to the Advisor, if so requested by the Advisor, in subsequent fiscal years if the aggregate amount actually paid by the Fund toward the operating expenses for such fiscal year (taking into account the reimbursement) does not exceed the applicable limitation on the Fund’s expenses. The Advisor is permitted to be reimbursed for fee reductions and expense payments made in the previous three fiscal years.  Any such reimbursement is also contingent upon Board of Trustees review and approval at the time the reimbursement is made. Such reimbursement may not be paid prior to the Fund’s payment of current ordinary operating expenses. For the period ended December 31, 2014, the Advisor reduced its fees in the amount of $24,266; no amounts were reimbursed to the Advisor.  Cumulative expenses subject to recapture pursuant to the aforementioned conditions expire as follows:

Date
Amount
12/31/17
$24,266

U.S. Bancorp Fund Services, LLC (the “Administrator” or the “Transfer Agent”) acts as the Fund’s Administrator under an Administration Agreement.  The Administrator prepares various federal and state regulatory filings, reports and returns for the Fund; prepares reports and materials to be supplied to the Trustees; monitors the activities of the Fund’s custodian, transfer agent and accountants; coordinates the preparation and payment of the Fund’s expenses and reviews the Fund’s expense accruals.

U.S. Bancorp Fund Services, LLC (“USBFS”) also serves as the fund accountant and transfer agent to the Fund.  



 
 

 

 
U.S. Bank N.A., an affiliate of USBFS, serves as the Fund’s custodian.

Quasar Distributors, LLC (the “Distributor”) acts as the Fund’s principal underwriter in a continuous public offering of the Fund’s shares.  The Distributor is an affiliate of the Administrator.

Certain officers of the Fund are employees of the Administrator.

For the period ended December 31, 2014, the Fund incurred the following expenses for administration, fund accounting, transfer agency, custody, and Chief Compliance Officer fees:

   
Administration and Fund Accounting
$8,801
   
   
Transfer agency (a)
3,399
   
   
Custody
1,052
   
   
Chief Compliance Officer
814
   
   
(a) Does not include out-of-pocket expenses.
     

At December 31, 2014, the Fund had payables due to USBFS for administration, fund accounting, transfer agency and Chief Compliance Officer fees, and to U.S. Bank N.A. for custody fees in the following amounts:

   
Administration and Fund Accounting
$8,801
   
   
Transfer agency (a)
3,399
   
   
Chief Compliance Officer
1,052
   
   
Custody
814
   
   
(a) Does not include out-of-pocket expenses.
     

NOTE 5 – DISTRIBUTION AGREEMENT AND PLAN

The Fund has adopted a Distribution Plan pursuant to Rule 12b-1 (the “Plan”). The Plan permits the Fund to pay for distribution and related expenses at an annual rate of up to 0.25% of the average daily net assets of the Fund’s Class A shares. The expenses covered by the Plan may include the cost in connection with the promotion and distribution of shares and the provision of personal services to shareholders, including, but not necessarily limited to, advertising, compensation to underwriters, dealers and selling personnel, the printing and mailing of prospectuses to other than current Fund shareholders, and the printing and mailing of sales literature. Payments made pursuant to the Plan will represent compensation for distribution and service activities, not reimbursements for specific expenses incurred. For the period ended December 31, 2014, the Fund incurred distribution expenses of $0.34 for the Class A shares pursuant to the Plan.

NOTE 6 – SECURITIES TRANSACTIONS

For the period ended December 31, 2014, the cost of purchases and the proceeds from sales of securities, excluding short-term securities, were $3,759,298 and $0, respectively.

NOTE 7 – UNDERLYING INVESTMENT IN OTHER INVESTMENT COMPANIES

As of December 31, 2014, the Fund currently invests 62.3% of its net assets in Fidelity Institutional Money Market Portfolio – Institutional Class.  The investment in Fidelity Institutional Money Market Portfolio – Institutional Class represents less than 0.5% of Fidelity Institutional Money Market Portfolio –Institutional Class net assets, which was approximately $1.4 billion at December 31, 2014.  If the Advisor determines that it is in the best interest of the Fund and its shareholders, it may redeem its investment.

The performance of the Fund may be directly affected by the performance of the Fidelity Institutional Money Market Portfolio – Institutional Class.  The investment strategy of Fidelity Institutional Money Market Portfolio – Institutional Class:  investing at least 80% of assets in U.S. Government securities and repurchase agreements for those securities; generally maintaining a dollar-weighted average maturity of 60 days or less; potentially entering into reverse repurchase agreements.  The net expense ratio per the September 30, 2014 Annual Report of Fidelity Institutional Money Market Portfolio – Institutional Class was 0.10%.  The financial statements of the Fidelity Institutional Money Market Portfolio – Institutional Class can be found at Fidelity website www.fidelity.com or the Securities and Exchange Commission’s website www.sec.gov and should be read in


 
 

 

 
conjunction with the Fund’s financial statements.
 
NOTE 8 – INCOME TAXES AND DISTRIBUTIONS TO SHAREHOLDERS

The Fund made no distributions during the period ended December 31, 2014.

As of December 31, 2014, the components of accumulated earnings/(losses) on a tax basis were as follows:

 
Cost of investments (a)
  $ 10,018,468    
 
Gross unrealized appreciation
    64,732    
 
Gross unrealized depreciation
    (3,388 )  
 
Net unrealized appreciation
    61,344    
 
Undistributed ordinary income
    -    
 
Undistributed long-term capital gain
    -    
 
Total distributable earnings
    -    
 
Unrealized depreciation on securities sold short
    (15,262 )  
 
Total accumulated earnings/(losses)
  $ 46,082    
 
 
(a) Book basis and tax basis net unrealized appreciation and cost are the same.


 
 
 
 
 

 
 
REPORT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM




To the Board of Trustees
Advisors Series Trust and
Shareholders of
Kellner Event Fund


We have audited the accompanying statement of assets and liabilities of the Kellner Event Fund, a series of Advisors Series Trust (the “Trust”), including the schedule of investments, as of December 31, 2014, and the related statement of operations, the statement of changes in net assets, the statement of cash flows, and the financial highlights for the period November 28, 2014 (commencement of operations) to December 31, 2014.  These financial statements and financial highlights are the responsibility of the Fund’s management.   Our responsibility is to express an opinion on these financial statements and financial highlights based on our audit.

We conducted our audit 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. The Fund is not required to have, nor were we engaged to perform, an audit of its internal control over financial reporting. Our audit 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 Fund’s 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, assessing the accounting principles used and significant estimates made by management, as well as evaluating the overall financial statement presentation. Our procedures included confirmation of securities owned as of December 31, 2014, by correspondence with the custodian and brokers or by other appropriate auditing procedures where replies from brokers were not received. We believe that our audit provides 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 the Kellner Event Fund as of December 31, 2014, and the results of its operations, the changes in its net assets, its cash flows, and its financial highlights for the period November 28, 2014 to December 31, 2014, in conformity with accounting principles generally accepted in the United States of America.





TAIT, WELLER & BAKER LLP
Philadelphia, Pennsylvania
March 2, 2015

 
 
 
 

 
 
KELLNER FUNDS


Approval of Investment Advisory Agreement (Unaudited)

At a meeting held on December 2-4, 2014, the Board (which is comprised of five persons, four of whom are Independent Trustees as defined under the Investment Company Act of 1940, as amended), considered and approved the continuance of the investment advisory agreement (the “Advisory Agreement”) between Advisors Series Trust (the “Trust”) and Kellner Management, L.P. (the “Advisor”) for another annual term for the Kellner Merger Fund (the “Merger Fund”) and the Kellner Event Fund (the “Event Fund”) (collectively, the “Funds”).  At this meeting, and at a prior meeting held on October 15-16, 2014, the Board received and reviewed substantial information regarding the Funds, the Advisor and the services provided by the Advisor to the Funds under the Advisory Agreement.  This information, together with the information provided to the Board throughout the course of the year, formed the primary (but not exclusive) basis for the Board’s determinations.  Below is a summary of the factors considered by the Board and the conclusions that formed the basis for the Board’s approval of the continuance of the Advisory Agreement:

 
1.
The nature, extent and quality of the services provided and to be provided by the Advisor under the Advisory Agreement.  The Board considered the nature, extent and quality of the Advisor’s overall services provided to the Funds as well as its specific responsibilities in all aspects of day-to-day investment management of the Funds.  The Board considered the qualifications, experience and responsibilities of the portfolio managers, as well as the responsibilities of other key personnel of the Advisor involved in the day-to-day activities of the Funds.  The Board also considered the resources and compliance structure of the Advisor, including information regarding its compliance program, its chief compliance officer, the Advisor’s compliance record, and the Advisor’s disaster recovery/business continuity plan.  The Board also considered the prior relationship between the Advisor and the Trust, as well as the Board’s knowledge of the Advisor’s operations, and noted that during the course of the prior year they had met with the Advisor in person to discuss Fund performance and investment outlook as well as various marketing and compliance topics, including the Advisor’s risk management process.  The Board concluded that the Advisor had the quality and depth of personnel, resources, investment methods and compliance policies and procedures essential to performing its duties under the Advisory Agreement and that the nature, overall quality and extent of such management services are satisfactory.
     
 
2.
The Funds’ historical performance and the overall performance of the Advisor.  In assessing the quality of the portfolio management delivered by the Advisor, the Board reviewed the performance of the Merger Fund as of July 31, 2014 on both an absolute basis and in comparison to appropriate securities benchmarks and its peer funds utilizing Lipper and Morningstar classifications.  The Board determined that the Event Fund, which commenced operations on November 28, 2014; had no meaningful performance to consider at this time.  When reviewing performance of the Merger Fund against the comparative peer group universe, the Board took into account that the
 


 
 

 
 
KELLNER FUNDS

 
   
investment objective and strategies of the Merger Fund, as well as its level of risk tolerance, may differ significantly from funds in the peer universe.
     
   
The Board noted that the Merger Fund’s performance, with regard to its Lipper comparative universe, was above its peer group median and average for the one-year period and above its peer group median and below its peer group average for the since inception period.
     
   
The Board noted that the Fund’s performance, with regard to its Morningstar comparative universe, was above its peer group median and average for all relevant periods.
     
   
The Board also considered any differences in performance between similarly managed accounts (managed by the Advisor’s affiliate) and the performance of the Fund and reviewed the performance of the Fund against broad-based securities market benchmarks.
     
 
3.
The costs of the services to be provided by the Advisor and the structure of the Advisor’s fee under the Advisory Agreement.  In considering the advisory fee and total fees and expenses of each Fund, the Board reviewed comparisons to the peer funds and similarly managed separate accounts for other types of clients advised by the Advisor, as well as all expense waivers and reimbursements.  When reviewing fees charged to other similarly managed accounts, the Board took into account the type of account and the differences in the management of that account that might be germane to the difference, if any, in the fees charged to such accounts.  The Board found that the fees charged to the Funds were generally lower than the fees charged to similarly managed account clients (managed by the Advisor’s affiliate), and to the extent fees charged to the similarly managed account clients were higher than for the Funds, it was largely a reflection of the nature of the client.
     
    Kellner Merger Fund:  The Board noted that the Advisor had contractually agreed to maintain an annual expense ratio for the Fund of 1.75% for Class A shares and 1.50% for the Institutional Class (the “Expense Caps”).  The Board noted that the Fund’s total expense ratio for Class A shares was above the peer group median and average and the total expense ratio for Class I shares was below the peer group median and average. The Board also noted that the contractual advisory fee was significantly above the peer group median and average however the Board also considered that after advisory fee waivers and the payment of Fund expenses necessary to maintain the Expense Caps, the advisory fee was significantly below the peer group median and average.  The Board also took into consideration the services the Advisor’s affiliate provides to its similarly managed account clients, comparing the fees charged for those management services to the fees charged to the Fund.  The Board found that the management fees charged to the Fund were generally below the management fees charged by the Advisor’s affiliate to its similarly managed account clients.  The Trustees noted that the Fund’s expenses and advisory fee were not outside the range of its peer group.
   
     
   
Kellner Event Fund:  The Board noted that the Advisor had contractually agreed to maintain an annual expense ratio for the Fund of 2.24% for Class A shares and 1.99% for



 
 

 
 
KELLNER FUNDS


   
the Institutional Class (the “Expense Caps”).  The Board noted that the Fund’s total expense ratio for Class A shares was significantly above the peer group median and average and the total expense ratio for Class I shares was above the peer group median and average.  The Board also noted that the contractual advisory fee was significantly above its peer group median and average however the Board also considered that after advisory fee waivers and the payment of Fund expenses necessary to maintain the Expense Caps, the Advisor received no advisory fees from the Fund during the most recent fiscal period.  The Board also took into consideration the services the Advisor’s affiliate provides to its similarly managed account clients, comparing the fees charged for those management services to the fees charged to the Fund.  The Board found that the management fees charged to the Fund were generally below the management fees charged by the Advisor’s affiliate to its similarly managed account clients.  The Trustees noted that the Fund’s expenses and advisory fee were not outside the range of its peer group.
     
 
4.
Economies of Scale.  The Board also considered whether economies of scale were being realized by the Advisor that should be shared with shareholders.  In this regard, the Board noted that the Advisor anticipated recognizing certain economies of scale if Fund assets should increase materially from current levels.  The Board noted that the Advisor has contractually agreed to reduce its advisory fees or reimburse Fund expenses so that the Funds do not exceed their specified Expense Caps.  The Board noted that at current asset levels, it did not appear that there were additional significant economies of scale being realized by the Advisor that should be shared with shareholders and concluded that it would continue to monitor economies of scale in the future as circumstances changed and assuming asset levels continue to increase.
     
 
5.
The profits to be realized by the Advisor and its affiliates from their relationship with the Funds.  The Board reviewed the Advisor’s financial information and took into account both the direct benefits and the indirect benefits to the Advisor from advising the Funds.  The Board considered the profitability to the Advisor from its relationship with the Funds and considered any additional benefits derived by the Advisor from its relationship with the Funds, including benefits received in the form of Rule 12b-1 fees received from the Funds with respect to Class A shares and which are used to offset broker-dealer platform fees and other distribution and marketing costs, as well as any “soft dollar” benefits that may be received by the Advisor in exchange for Fund brokerage.  The Board also reviewed information from the Advisor indicating that the Advisor does not have any clients who invest in the Funds through separately managed accounts, and as a result the Advisor was not receiving additional fall-out benefits from any such relationships.  After such review, the Board determined that the profitability to the Advisor with respect to the Advisory Agreement was not excessive, and that the Advisor had maintained adequate resources and profit levels to support the services it provides to the Funds.

No single factor was determinative of the Board’s decision to approve the continuance of the Advisory Agreement for the Kellner Merger Fund and the Kellner Event Fund, but rather the Board based its determination on the total combination of information available to them.  Based



 
 

 
 
KELLNER FUNDS


on a consideration of all the factors in their totality, the Board determined that the advisory arrangements with the Advisor, including the advisory fees, were fair and reasonable.  The Board therefore determined that the continuance of the Advisory Agreement for the Kellner Merger Fund and Kellner Event Fund would be in the best interest of the Funds and their shareholders.


 
 
 
 
 

 

 
 

 
 
KELLNER EVENT FUND

This chart provides information about the Trustees and Officers who oversee the Fund.  Officers elected by the Trustees manage the day-to-day operations of the Fund and execute policies formulated by the Trustees.

       
Number of
 
   
Term of
 
Portfolios
Other
 
Position
Office and
Principal
in Fund
Directorships
 
Held
Length of
Occupation
Complex
Held During
Name, Address
with the
Time
During Past Five
Overseen
Past Five
and Age
Trust
Served
Years
by Trustee2
Years3
           
Independent Trustees1
         
           
Gail S. Duree
Trustee
Indefinite
Director, Alpha
2
Trustee,
(age 68)
 
term since
Gamma Delta
 
Advisors
615 E. Michigan Street
 
March
Housing
 
Series Trust
Milwaukee, WI 53202
 
2014.
Corporation
 
(for series
     
(collegiate housing
 
not affiliated
     
management) (2012
 
with the
     
to present); Trustee
 
Funds);
     
and Chair (2000 to
 
Independent
     
2012), New
 
Trustee from
     
Covenant Mutual
 
1999 to
     
Funds (1999-2012);
 
2012, New
     
Director and Board
 
Covenant
     
Member, Alpha
 
Mutual
     
Gamma Delta
 
Funds.
     
Foundation
   
     
(philanthropic
   
     
organization) (2005
   
     
to 2011).
   
           
Donald E. O’Connor
Trustee
Indefinite
Retired; former
2
Trustee,
(age 78)
 
term since
Financial
 
Advisors
615 E. Michigan Street
 
February
Consultant and
 
Series Trust
Milwaukee, WI 53202
 
1997.
former Executive
 
(for series
     
Vice President and
 
not affiliated
     
Chief Operating
 
with the
     
Officer of ICI
 
Funds);
     
Mutual Insurance
 
Trustee, The
     
Company (until
 
Forward
     
January 1997).
 
Funds (31
         
portfolios).
           
George J. Rebhan
Trustee
Indefinite
Retired; formerly
2
Trustee,
(age 80)
 
term since
President, Hotchkis
 
Advisors
615 E. Michigan Street
 
May 2002.
and Wiley Funds
 
Series Trust
Milwaukee, WI 53202
   
(mutual funds)
 
(for series
     
(1985 to 1993).
 
not affiliated
         
with the
         
Funds);
         
Independent



 
 

 



           
         
Trustee from
         
1999 to
         
2009,
         
E*TRADE
         
Funds.
           
George T. Wofford
Trustee
Indefinite
Retired; formerly
2
Trustee,
(age 75)
 
term since
Senior Vice
 
Advisors
615 E. Michigan Street
 
February
President, Federal
 
Series Trust
Milwaukee, WI 53202
 
1997.
Home Loan Bank
 
(for series
     
of San Francisco.
 
not affiliated
         
with the
         
Funds).
           
Interested Trustee
         
           
       
Number of
 
   
Term of
 
Portfolios
Other
 
Position
Office and
Principal
in Fund
Directorships
 
Held
Length of
Occupation
Complex
Held During
Name, Address
with the
Time
During Past Five
Overseen
Past Five
and Age
Trust
Served
Years
by Trustee2
Years3
Joe D. Redwine4
Interested
Indefinite
President, CEO,
2
Trustee,
(age 67)
Trustee
term since
U.S. Bancorp
 
Advisors Series
615 E. Michigan Street
 
September
Fund Services,
 
Trust (for series
Milwaukee, WI 53202
 
2008.
LLC (May 1991
 
not affiliated
     
to present).
 
with the Funds).
 
Officers      
   
Term of
 
   
Office and
 
Name, Address
Position Held
Length of
Principal Occupation
and Age
with the Trust
Time Served
During Past Five Years
Joe D. Redwine
Chairman and Chief
Indefinite
President, CEO, U.S.
(age 67)
Executive Officer
term since
Bancorp Fund Services,
615 E. Michigan Street
 
September
LLC (May 1991 to
Milwaukee, WI 53202
 
2007.
present).
       
Douglas G. Hess
President and Principal
Indefinite
Senior Vice President,
(age 47)
Executive Officer
term since
Compliance and
615 E. Michigan Street
 
June 2003.
Administration, U.S.
Milwaukee, WI 53202
   
Bancorp Fund Services,
     
LLC (March 1997 to
     
present).
       
Cheryl L. King
Treasurer and Principal
Indefinite
Vice President,
(age 53)
Financial Officer
term since
Compliance and
615 E. Michigan Street
 
December
Administration, U.S.
Milwaukee, WI 53202
 
2007.
Bancorp Fund Services,
     
LLC (October 1998 to



 
 

 
 
       
   
Term of
 
   
Office and
 
Name, Address
Position Held
Length of
Principal Occupation
and Age
with the Trust
Time Served
During Past Five Years
     
present).
       
Kevin J. Hayden
Assistant Treasurer
Indefinite
Assistant Vice President,
(age 43)
 
term since
Compliance and
615 E. Michigan Street
 
September
Administration, U.S.
Milwaukee, WI 53202
 
2013.
Bancorp Fund Services,
     
LLC (June 2005 to
     
present).
       
Albert Sosa
Assistant Treasurer
Indefinite
Assistant Vice President,
(age 44)
 
term since
Compliance and
615 E. Michigan Street
 
September
Administration, U.S.
Milwaukee, WI 53202
 
2013.
Bancorp Fund Services,
     
LLC (June 2004 to
     
present).
       
Michael L. Ceccato
Vice President, Chief
Indefinite
Senior Vice President,
(age 57)
Compliance Officer and
term since
U.S. Bancorp Fund
615 E. Michigan Street
AML Officer
September
Services, LLC (February
Milwaukee, WI 53202
 
2009.
2008 to present).
       
Jeanine M. Bajczyk, Esq.
Secretary
Indefinite
Senior Vice President and
(age 49)
 
term since
Counsel, U.S. Bancorp
615 E. Michigan Street
 
June 2007.
Fund Services, LLC (May
Milwaukee, WI 53202
   
2006 to present).
       
       

1
The Trustees of the Trust who are not “interested persons” of the Trust as defined under the 1940 Act (“Independent Trustees”).
2
As of December 31, 2014, the Trust is comprised of 47 active portfolios managed by unaffiliated investment advisors.  The term “Fund Complex” applies only to the Fund and the Kellner Merger Fund.  The Funds do not hold themselves out as related to any other series within the Trust for investment purposes, nor do they share the same investment adviser with any other series.
3
“Other Directorships Held” includes only directorships of companies required to register or file reports with the SEC under the Securities Exchange Act of 1934, as amended, (that is, “public companies”) or other investment companies registered under the 1940 Act.
4
Mr. Redwine is an “interested person” of the Trust as defined by the 1940 Act.  Mr. Redwine is an interested Trustee of the Trust by virtue of the fact that he is an interested person of Quasar Distributors, LLC who acts as principal underwriter to the series of the Trust.

The Statement of Additional Information includes additional information about the Fund’s Trustees and Officers and is available, without charge, upon request by calling 855-535-5637.

 


 
 

 

HOUSEHOLDING

In an effort to decrease costs, the Fund intends to reduce the number of duplicate prospectuses, annual and semi-annual reports, proxy statements and other similar documents you receive by sending only one copy of each to those addresses shared by two or more accounts and to shareholders the Transfer Agent reasonably believes are from the same family or household.  Once implemented, if you would like to discontinue householding for your accounts, please call toll-free at 855-KELLNER (855-535-5637) to request individual copies of these documents.  Once the Transfer Agent receives notice to stop householding, the Transfer Agent will begin sending individual copies thirty days after receiving your request.  This policy does not apply to account statements.

 
 
 
 
 

 

 
 

 

NOTICE TO SHAREHOLDERS at December 31, 2014 (Unaudited)

How to Obtain a Copy of the Fund’s Proxy Voting Policies

A description of the policies and procedures that the Fund uses to determine how to vote proxies relating to portfolio securities is available without charge, upon request, by calling 855-KELLNER (855-535-5637) or on the U.S. Securities and Exchange Commission’s (“SEC”) website at http://www.sec.gov.

How to Obtain a Copy of the Fund’s Proxy Voting Records for the 12-Month Period Ended June 30

Information regarding how the Fund voted proxies relating to portfolio securities during the most recent 12-month period ended June 30 will be available without charge, upon request, by calling 855-KELLNER (855-535-5637).  Furthermore, once filed, you can obtain the Fund’s proxy voting records on the SEC’s website at http://www.sec.gov.

Quarterly Filings on Form N-Q

The Fund files its complete schedule of portfolio holdings with the SEC for the first and third quarters of each fiscal year on Form N-Q.  The Fund’s Form N-Q is available on the SEC’s website at http://www.sec.gov.  The Fund’s Form N-Q may be reviewed and copied at the SEC’s Public Reference Room in Washington, DC, and information on the operation of the Public Reference Room may be obtained by calling 1-202-551-8090.  Information included in the Fund’s Form N-Q is also available, upon request, by calling 855-KELLNER (855-535-5637).





 
 

 


PRIVACY NOTICE

The Fund collects 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/or
Information about your transactions with us or others.

We do not disclose any non-public personal information about our customers or former customers without the customer’s authorization, except as permitted by law or in response to inquiries from governmental authorities.  We may share information with affiliated and unaffiliated third parties with whom we have contracts for servicing the Fund.  We will provide unaffiliated third parties with only the information necessary to carry out their assigned responsibilities.  We maintain physical, electronic and procedural safeguards to guard your non-public personal information and require third parties to treat your personal information with the same high degree of confidentiality.

In the event that you hold shares of the Fund 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 by those entities with unaffiliated third parties.


 

 

 
 

 

 

Investment Advisor
Kellner Management, L.P.
900 Third Avenue, Suite 1401
New York, New York 10022

Distributor
Quasar Distributors, LLC
615 East Michigan Street
Milwaukee, Wisconsin 53202

Custodian
U.S. Bank National Association
Custody Operations
1555 North River Center Drive, Suite 302
Milwaukee, Wisconsin 53212

Transfer Agent
U.S. Bancorp Fund Services, LLC
615 East Michigan Street
Milwaukee, Wisconsin 53202

Independent Registered Public Accounting Firm
Tait, Weller & Baker LLP
1818 Market Street, Suite 2400
Philadelphia, Pennsylvania 19103

Legal Counsel
Paul Hastings LLP
75 East 55th Street
New York, New York 10022



This report is intended for shareholders of the Fund and may not be used as sales literature unless preceded or accompanied by a current prospectus.  For a current prospectus please call 855-535-5637.
 

 
 

 

Item 2. Code of Ethics.

The registrant has adopted a code of ethics that applies to the registrant’s principal executive officer and principal financial officer.  The registrant has not made any amendments to its code of ethics during the period covered by this report.  The registrant has not granted any waivers from any provisions of the code of ethics during the period covered by this report.

A copy of the registrant’s Code of Ethics is filed herewith.

Item 3. Audit Committee Financial Expert.

The registrant’s Board of Trustees has determined that there is at least one audit committee financial expert serving on its audit committee.  Ms. Gail S. Duree is the “audit committee financial expert” and is considered to be “independent” as each term is defined in Item 3 of Form N-CSR.

Item 4. Principal Accountant Fees and Services.

The registrant has engaged its principal accountant to perform audit services, audit-related services, tax services and other services during the past two fiscal years.  “Audit services” refer to performing an 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 for those fiscal years.  “Audit-related services” refer to the assurance and related services by the principal accountant that are reasonably related to the performance of the audit.  “Tax services” refer to professional services rendered by the principal accountant for tax compliance, tax advice, and tax planning.  There were no “other services” provided by the principal accountant.  The following table details the aggregate fees billed or expected to be billed for the last two fiscal years for audit fees, audit-related fees, tax fees and other fees by the principal accountant.

 
FYE  12/31/2014
FYE  12/31/2013
Audit Fees
$23,200
$17,400
Audit-Related Fees
N/A
N/A
Tax Fees
$6,400
$3,600
All Other Fees
N/A
N/A

The audit committee has adopted pre-approval policies and procedures that require the audit committee to pre-approve all audit and non-audit services of the registrant, including services provided to any entity affiliated with the registrant.

The percentage of fees billed by Tait, Weller & Baker LLP applicable to non-audit services pursuant to waiver of pre-approval requirement were as follows:

 
FYE  12/31/2014
FYE  12/31/2013
Audit-Related Fees
0%
0%
Tax Fees
0%
0%
All Other Fees
0%
0%

All of the principal accountant’s hours spent on auditing the registrant’s financial statements were attributed to work performed by full-time permanent employees of the principal accountant.

The following table indicates the non-audit fees billed or expected to be billed by the registrant’s accountant for services to the registrant and to the registrant’s investment adviser (and any other controlling entity, etc.—not sub-adviser) for the last two years.  The audit committee of the Board of Trustees has considered whether the provision of non-audit services that were rendered to the registrant's investment adviser is compatible with maintaining the principal accountant's independence and has concluded that the provision of such non-audit services by the accountant has not compromised the accountant’s independence.

Non-Audit Related Fees
FYE  12/31/2014
FYE  12/31/2013
Registrant
N/A
N/A
Registrant’s Investment Adviser
N/A
N/A

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. Investments.

(a)  Schedule of Investments is included as part of the report to shareholders filed under Item 1 of this Form.
 
(b)  Not Applicable.
 
Item 7. Disclosure of Proxy Voting Policies and Procedures for Closed-End Management Investment Companies.

Not applicable to open-end investment companies.

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

Not applicable to open-end investment companies.

Item 9. Purchases of Equity Securities by Closed-End Management Investment Company and Affiliated Purchasers.

Not applicable to open-end investment companies.

Item 10. Submission of Matters to a Vote of Security Holders.

There have been 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 President/Principal Executive Officer and Treasurer/Principal Financial Officer have reviewed the Registrant's disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940 (the “Act”)) as of a date within 90 days of the filing of this report, as required by Rule 30a-3(b) under the Act and Rules 13a-15(b) or 15d-15(b) under the Securities Exchange Act of 1934.  Based on their review, such officers have concluded that the disclosure controls and procedures are effective in ensuring that information required to be disclosed in this report is appropriately recorded, processed, summarized and reported and made known to them by others within the Registrant and by the Registrant’s service provider.

(b)  
There were no changes in the Registrant's internal control over financial reporting (as defined in Rule 30a-3(d) under the Act) that occurred during the fourth 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) Any code of ethics or amendment thereto, that is subject of the disclosure required by Item 2, to the extent that the registrant intends to satisfy Item 2 requirements through filing an exhibit. Filed herewith.

(2) Certifications pursuant to Section 302 of the Sarbanes-Oxley Act of 2002.  Filed herewith.

(3) Any written solicitation to purchase securities under Rule 23c-1 under the Act sent or given during the period covered by the report by or on behalf of the registrant to 10 or more persons.  Not applicable to open-end investment companies.

(b)  
Certification pursuant to Section 906 of the Sarbanes-Oxley Act of 2002.  Furnished herewith.

 
 

 

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.


(Registrant)  Advisors Series Trust                                                                                                

By (Signature and Title)*   /s/ Douglas G. Hess                                                                                                          
Douglas G. Hess, President

Date     4/30/15                                                                                                



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 (Signature and Title)*   /s/ Douglas G. Hess                                                                                                                
Douglas G. Hess, President

Date    4/30/15

By (Signature and Title)*   /s/ Cheryl L. King                                                                                     
Cheryl L. King, Treasurer

Date     4/30/15                                                                                                           

* Print the name and title of each signing officer under his or her signature.

EX-99.CODE ETH 2 kmf-ex99codeeth.htm CODE OF ETHICS kmf-ex99codeeth.htm
Exhibit A

ADVISORS SERIES TRUST

Code of Ethics
For Principal Executive Officer & Principal Financial Officer


This Code of Ethics is designed to comply with Section 406 of the Sarbanes-Oxley Act of 2002 and the rules promulgated by the Securities and Exchange Commission (the “SEC”) thereunder.  This Code of Ethics is in addition to, not in replacement of, the Advisors Series Trust (the “Trust”) Code of Ethics for access persons (the “Investment Company Code of Ethics”), adopted pursuant to Rule 17j-1 under the Investment Company Act of 1940, as amended (the “Investment Company Act”). The persons covered by this Code of Ethics may also be subject to the Investment Company Code of Ethics.

The Trust requires its Principal Executive Officer, Principal Financial Officer, or other Trust officers performing similar functions (the “Principal Officers”), to maintain the highest ethical and legal standards while performing their duties and responsibilities to the Trust and each of its series (each a “Fund,” collectively the “Funds”), with particular emphasis on those duties that relate to the preparation and reporting of the financial information of the Funds.  The following principles and responsibilities shall govern the professional conduct of the Principal Officers:

1.  
HONEST AND ETHICAL CONDUCT.

The Principal Officers shall act with honesty and integrity, avoiding actual or apparent conflicts of interest in personal and professional relationships, and shall report any material transaction or relationship that reasonably could be expected to give rise to such conflict between their interests and those of a Fund to the Audit Committee, the full Board of Trustees of the Trust, and, in addition, to any other appropriate person or entity that may reasonably be expected to deal with any conflict of interest in timely and expeditious manner.

The Principal Officers shall act in good faith, responsibly, with due care, competence and diligence, without misrepresenting material facts or allowing their independent judgment to be subordinated or compromised.

2.  
FINANCIAL RECORDS AND REPORTING

The Principal Officers shall provide full, fair, accurate, timely and understandable disclosure in the reports and/or other documents to be filed with or submitted to the SEC or other applicable body by a Fund, or that is otherwise publicly disclosed or communicated.  The Principal Officers shall comply with applicable rules and regulations of federal, state, and local governments, and other appropriate private and public regulatory agencies.

The Principal Officers shall respect the confidentiality of information acquired in the course of their work and shall not disclose such information except when authorized or legally obligated to disclose.  The Principal Officers will not use confidential information acquired in the course of their duties as Principal Officers.

The Principal Officers shall share knowledge and maintain skills important and relevant to the Trust’s needs; shall proactively promote ethical behavior of the Trust’s employees and as a partner with industry peers and associates; and shall maintain control over and responsibly manage assets and resources employed or entrusted to them by the Trust.

3.  
COMPLIANCE WITH LAWS, RULES AND REGULATIONS

The Principal Officers shall establish and maintain mechanisms to oversee the compliance of the Funds with applicable federal, state or local law, regulation or administrative rule, and to identify, report and correct in a swift and certain manner, any detected deviations from applicable federal, state or local law regulation or rule.

4.  
COMPLIANCE WITH THIS CODE OF ETHICS

The Principal Officers shall promptly report any violations of this Code of Ethics to the Audit Committee as well as the full Board of Trustees of the Trust and shall be held accountable for strict adherence to this Code of Ethics.  A proven failure to uphold the standards stated herein shall be grounds for such sanctions as shall be reasonably imposed by the Board of Trustees of the Trust.

5.  
AMENDMENT AND WAIVER

This Code of Ethics may only be amended or modified by approval of the Board of Trustees.  Any substantive amendment that is not technical or administrative in nature or any material waiver, implicit or otherwise, of any provision of this Code of Ethics, shall be communicated publicly in accordance with Item 2 of Form N-CSR under the Investment Company Act.

Adopted by the Board of Trustees on March 18, 2010
EX-99.CERT 3 kmf-ex99cert302.htm CERTIFICATION 302 kmf-ex99cert302.htm
CERTIFICATIONS

I, Douglas G. Hess, certify that:

 
1.  
I have reviewed this report on Form N-CSR of Advisors 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 officer(s) 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 fourth 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:     4/30/15
 
­­­­­­­­­­­­­­­­­­­­/s/ Douglas G. Hess
Douglas G. Hess
President


 
 

 

CERTIFICATIONS

I, Cheryl L. King, certify that:

 
1.  
I have reviewed this report on Form N-CSR of Advisors 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 officer(s) 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 fourth 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:     4/30/15
 
/s/ Cheryl L. King
Cheryl L. King
Treasurer

EX-99.906 CERT 4 kmf-ex99cert906.htm CERTIFICATION 906 kmf-ex99cert906.htm
Certification Pursuant to Section 906 of the Sarbanes-Oxley Act

Pursuant to Section 906 of the Sarbanes-Oxley Act of 2002, each of the undersigned officers of the Advisors Series Trust, does hereby certify, to such officer’s knowledge, that the report on Form N-CSR of the Advisors Series Trust for the period ended December 31, 2014 fully complies with the requirements of Section 13(a) or 15(d) of the Securities Exchange Act of 1934, as applicable, and that the information contained in the Form N-CSR fairly presents, in all material respects, the financial condition and results of operations of the Advisors Series Trust for the stated period.


/s/ Douglas G. Hess
Douglas G. Hess
President, Advisors Series Trust
 
/s/ Cheryl L. King
Cheryl L. King
Treasurer, Advisors Series Trust
Dated:     4/30/15
Dated:     4/30/15


This statement accompanies this report on Form N-CSR pursuant to Section 906 of the Sarbanes-Oxley Act of 2002 and shall not be deemed as filed by Advisors Series Trust for purposes of Section 18 of the Securities Exchange Act of 1934.
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