Yorktown Management & Research Company

Yorktown Management & Research Company as of Sept. 30, 2011

Portfolio Holdings for Yorktown Management & Research Company

Yorktown Management & Research Company holds 325 positions in its portfolio as reported in the September 2011 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
iShares IBoxx $ Invest Grade Corp Bd (LQD) 7.7 $16M 146k 112.34
iShares iBoxx $ High Yid Corp Bond (HYG) 3.2 $6.9M 83k 82.73
SPDR Barclays Capital High Yield B 3.2 $6.7M 187k 36.19
PowerShares Hgh Yield Corporate Bnd 2.8 $6.1M 346k 17.55
Vanguard Intermediate Tm Cpte Bd ETF (VCIT) 2.4 $5.1M 63k 80.95
Annaly Capital Management 2.3 $4.8M 290k 16.63
Vanguard Short Term Corporate Bond ETF (VCSH) 2.2 $4.7M 61k 77.62
Market Vectors High Yield Muni. Ind 1.9 $4.0M 132k 30.12
iShares S&P US Pref Stock Idx Fnd (PFF) 1.8 $3.8M 108k 35.61
Invesco Mortgage Capital 1.3 $2.8M 201k 14.13
MFA Mortgage Investments 1.2 $2.5M 356k 7.02
Wisdomtree Asia Local Debt etf us 1.1 $2.3M 47k 49.43
Powershares Etf Trust Ii intl corp bond 1.1 $2.3M 86k 26.33
PowerShares Fin. Preferred Port. 1.0 $2.1M 132k 16.14
Ares Capital Corporation (ARCC) 0.9 $2.0M 147k 13.78
SPDR Nuveen Barclays Capital Build Amer 0.9 $2.0M 34k 57.50
Cys Investments 0.9 $2.0M 162k 12.09
Chimera Investment Corporation 0.9 $1.9M 681k 2.77
Plum Creek Timber 0.8 $1.7M 49k 34.71
Anworth Mortgage Asset Corporation 0.8 $1.7M 251k 6.80
One Liberty Properties (OLP) 0.8 $1.7M 113k 14.66
Hatteras Financial 0.8 $1.6M 65k 25.15
Wisdomtree Tr em lcl debt (ELD) 0.7 $1.6M 33k 48.12
Ag Mtg Invt Tr 0.7 $1.5M 82k 18.70
Prospect Capital Corporation (PSEC) 0.7 $1.5M 178k 8.41
American Capital Agency 0.7 $1.5M 54k 27.09
Dynex Capital 0.7 $1.5M 180k 8.06
Resource Capital 0.7 $1.5M 291k 5.00
SPDR Barclay Cp Intr Trm Cr Bd (SPIB) 0.6 $1.4M 41k 33.15
Market Vectors Emerging Mkts Local ETF 0.6 $1.3M 54k 24.59
Dreyfus High Yield Strategies Fund 0.6 $1.3M 310k 4.26
Starwood Property Trust (STWD) 0.6 $1.3M 76k 17.16
Two Harbors Investment 0.6 $1.3M 146k 8.83
Pioneer High Income Trust 0.6 $1.2M 73k 16.36
ARMOUR Residential REIT 0.6 $1.2M 174k 6.80
Putnam Premier Income Trust (PPT) 0.5 $1.2M 215k 5.35
iShares JPMorgan USD Emer Mkt Bnd Fd ETF (EMB) 0.5 $1.1M 11k 105.46
Credit Suisse High Yield Bond Fund (DHY) 0.5 $1.1M 381k 2.95
Potlatch Corporation 0.5 $1.1M 35k 31.51
Fifth Street Finance 0.5 $1.1M 114k 9.32
Western Asset Glbl Partners Incm Fnd 0.5 $1.0M 89k 11.19
SPDR Barclays Capital Aggregate Bo (SPAB) 0.5 $991k 17k 58.29
BlackRock Corporate High Yield Fund VI (HYT) 0.5 $967k 92k 10.57
PowerShares Emerging Markets Sovere 0.5 $967k 37k 26.14
BlackRock Corporate High Yield Fund III 0.5 $971k 150k 6.47
Managed High Yield Plus Fund 0.5 $961k 498k 1.93
PIMCO High Income Fund (PHK) 0.4 $911k 80k 11.39
First Trust Strgy. High Income Fund II (FHY) 0.4 $920k 200k 4.61
Medical Properties Trust (MPT) 0.4 $895k 100k 8.95
Apollo Investment 0.4 $895k 119k 7.52
iShares Brclys Intrdte Gov/Crt Bd (GVI) 0.4 $889k 8.0k 111.12
iShares Barclays Govnment/Cdit Bond (GBF) 0.4 $903k 8.0k 112.88
Solar Senior Capital 0.4 $887k 62k 14.28
Solar Cap (SLRC) 0.4 $866k 43k 20.14
Pimco Etf Tr 1-3yr ustreidx 0.4 $870k 17k 51.18
W. P. Carey & Co 0.4 $852k 23k 36.41
Golub Capital BDC (GBDC) 0.4 $861k 58k 14.84
Vanguard Intmdte Tm Govt Bd ETF (VGIT) 0.4 $849k 13k 65.31
iShares Lehman 3-7 Yr Treasury Bond (IEI) 0.4 $850k 7.0k 121.43
Vanguard Sht Term Govt Bond ETF (VGSH) 0.4 $856k 14k 61.14
SPDR Barclays Capital Mortgage Back ETF (SPMB) 0.4 $864k 31k 27.87
Vanguard Total Bond Market ETF (BND) 0.4 $837k 10k 83.70
CenturyLink 0.4 $802k 24k 33.14
Vanguard Short-Term Bond ETF (BSV) 0.4 $814k 10k 81.40
Claymore/Zacks Multi-Asset Inc Idx 0.4 $804k 43k 18.70
Western Asset Managed High Incm Fnd 0.4 $818k 144k 5.67
inv grd crp bd (CORP) 0.4 $810k 8.0k 101.25
PennantPark Investment (PNNT) 0.4 $791k 89k 8.92
Crexus Investment 0.4 $787k 89k 8.88
PowerShares Dynamic Utilities 0.4 $799k 52k 15.37
Nicholas-Applegate Conv. & Inc Fund II 0.4 $762k 98k 7.77
Market Vectors Etf Tr......... latam aggr bd 0.4 $772k 33k 23.39
Chartwell Dividend & Income Fund (CWF) 0.3 $741k 211k 3.51
Wells Fargo Adv Inc Opport Fund (EAD) 0.3 $730k 78k 9.36
TICC Capital 0.3 $703k 86k 8.17
Blackrock Kelso Capital 0.3 $664k 91k 7.30
Compass Diversified Holdings (CODI) 0.3 $644k 53k 12.17
Allied World Assurance 0.3 $617k 12k 53.65
SYSCO Corporation (SYY) 0.3 $593k 23k 25.90
Chevron Corporation (CVX) 0.3 $583k 6.3k 92.54
American Strategic Income Portfolio III 0.3 $569k 83k 6.86
Norfolk Southern (NSC) 0.3 $561k 9.2k 60.98
Windstream Corporation 0.3 $548k 47k 11.66
MCG Capital Corporation 0.3 $550k 139k 3.96
Precision Castparts 0.2 $544k 3.5k 155.43
Macquarie Global Infr Total Rtrn Fnd 0.2 $521k 34k 15.32
Tyco Electronics Ltd S hs 0.2 $492k 18k 28.11
iShares Lehman Aggregate Bond (AGG) 0.2 $495k 4.5k 110.00
Kohlberg Capital (KCAP) 0.2 $493k 84k 5.85
PIMCO Strategic Global Government Fund (RCS) 0.2 $483k 45k 10.71
Invesco High Yield Inv Fund 0.2 $481k 86k 5.59
Guggenheim Enhanced Equity Strategy 0.2 $484k 34k 14.24
Medicis Pharmaceutical Corporation 0.2 $474k 13k 36.46
RevenueShares ADR Fund 0.2 $468k 15k 31.20
Credit Suisse AM Inc Fund (CIK) 0.2 $466k 135k 3.45
Invesco Van Kampen High Inc Trust II (VLT) 0.2 $472k 30k 15.73
WisdomTree Int Real Estate Fund (WTRE) 0.2 $466k 21k 22.19
Medley Capital Corporation 0.2 $461k 46k 10.09
Claymore Guggenheim Strategic (GOF) 0.2 $461k 23k 20.04
Western Union Company (WU) 0.2 $459k 30k 15.30
eBay (EBAY) 0.2 $442k 15k 29.47
BlackRock Enhanced Capital and Income (CII) 0.2 $449k 38k 11.82
BlackRock Corporate High Yield Fund 0.2 $438k 67k 6.59
Microchip Technology (MCHP) 0.2 $426k 14k 31.09
ProAssurance Corporation (PRA) 0.2 $425k 5.9k 72.03
Verisk Analytics (VRSK) 0.2 $417k 12k 34.75
Laclede 0.2 $426k 11k 38.73
Taiwan Semiconductor Mfg (TSM) 0.2 $396k 35k 11.42
MICROS Systems 0.2 $395k 9.0k 43.89
Rockwell Collins 0.2 $396k 7.5k 52.80
Lowe's Companies (LOW) 0.2 $400k 21k 19.32
Silgan Holdings (SLGN) 0.2 $404k 11k 36.73
SCANA Corporation 0.2 $405k 10k 40.50
Ida (IDA) 0.2 $416k 11k 37.82
Cleco Corporation 0.2 $410k 12k 34.17
Pinnacle West Capital Corporation (PNW) 0.2 $408k 9.5k 42.95
Eaton Vance Tax-advntg Glbl Di (ETG) 0.2 $414k 34k 12.18
Flaherty & Crumrine/Claymore Preferred S (FFC) 0.2 $400k 25k 16.00
Pennantpark Floating Rate Capi (PFLT) 0.2 $411k 39k 10.54
Chubb Corporation 0.2 $390k 6.5k 60.00
Waste Connections 0.2 $391k 12k 33.85
Gilead Sciences (GILD) 0.2 $388k 10k 38.80
Measurement Specialties 0.2 $389k 15k 25.93
Horizon Technology Fin (HRZN) 0.2 $381k 26k 14.65
RMK Multi-Sector High Income Fund (HMH) 0.2 $376k 73k 5.13
Infosys Technologies (INFY) 0.2 $358k 7.0k 51.14
Monsanto Company 0.2 $366k 6.1k 60.00
Goodrich Corporation 0.2 $362k 3.0k 120.67
Macy's (M) 0.2 $368k 14k 26.29
Markel Corporation (MKL) 0.2 $357k 1.0k 357.00
Fair Isaac Corporation (FICO) 0.2 $371k 17k 21.82
World Wrestling Entertainment 0.2 $364k 41k 8.92
Hexcel Corporation (HXL) 0.2 $355k 16k 22.19
Panera Bread Company 0.2 $364k 3.5k 104.00
Triangle Capital Corporation 0.2 $353k 23k 15.22
Invesco Van Kampen Dyn Cr Opp Fund 0.2 $357k 34k 10.66
Pimco Income Strategy Fund II (PFN) 0.2 $367k 42k 8.76
RMK Advantage Income Fund (HAV) 0.2 $363k 48k 7.56
LKQ Corporation (LKQ) 0.2 $350k 15k 24.14
BE Aerospace 0.2 $331k 10k 33.10
salesforce (CRM) 0.2 $343k 3.0k 114.33
Aircastle 0.2 $352k 37k 9.51
Eni S.p.A. (E) 0.2 $351k 10k 35.10
FMC Corporation (FMC) 0.2 $345k 5.0k 69.00
Ralcorp Holdings 0.2 $345k 4.5k 76.67
Bancolombia 0.2 $334k 6.0k 55.67
ICU Medical, Incorporated (ICUI) 0.2 $350k 9.5k 36.84
American Income Fund (MRF) 0.2 $339k 46k 7.31
THL Credit 0.2 $349k 32k 10.91
Ameriprise Financial (AMP) 0.1 $315k 8.0k 39.38
M&T Bank Corporation (MTB) 0.1 $319k 4.6k 69.97
Cabela's Incorporated 0.1 $328k 16k 20.50
Allergan 0.1 $330k 4.0k 82.50
CIGNA Corporation 0.1 $315k 7.5k 42.00
United Technologies Corporation 0.1 $317k 4.5k 70.44
Omni (OMC) 0.1 $313k 8.5k 36.82
Aptar (ATR) 0.1 $313k 7.0k 44.71
Alaska Communications Systems 0.1 $327k 50k 6.55
Alliant Techsystems 0.1 $327k 6.0k 54.50
Flowserve Corporation (FLS) 0.1 $311k 4.2k 74.05
Ball Corporation (BALL) 0.1 $329k 11k 31.04
UFP Technologies (UFPT) 0.1 $317k 22k 14.41
Royce Value Trust (RVT) 0.1 $321k 29k 11.07
Broadridge Financial Solutions (BR) 0.1 $302k 15k 20.13
Redwood Trust (RWT) 0.1 $307k 28k 11.16
PAREXEL International Corporation 0.1 $303k 16k 18.94
General Mills (GIS) 0.1 $308k 8.0k 38.50
Fortune Brands 0.1 $297k 5.5k 54.00
Balchem Corporation (BCPC) 0.1 $298k 8.0k 37.25
Amazon (AMZN) 0.1 $303k 1.4k 216.43
Ventas (VTR) 0.1 $296k 6.0k 49.33
Invesco (IVZ) 0.1 $295k 19k 15.53
CF Industries Holdings (CF) 0.1 $296k 2.4k 123.33
Houston American Energy Corporation 0.1 $296k 22k 13.77
Intuit (INTU) 0.1 $308k 6.5k 47.38
Teledyne Technologies Incorporated (TDY) 0.1 $308k 6.3k 48.89
Extra Space Storage (EXR) 0.1 $298k 16k 18.62
Quality Systems 0.1 $291k 3.0k 97.00
Mednax (MD) 0.1 $301k 4.8k 62.71
Virtus Investment Partners (VRTS) 0.1 $295k 5.5k 53.64
Tri-Continental Corporation (TY) 0.1 $305k 24k 12.71
Claymore/BNY Mellon BRIC 0.1 $309k 9.0k 34.33
iShares S&P/Citi Intl Treasury Bond (IGOV) 0.1 $303k 2.9k 104.48
Royce Micro Capital Trust (RMT) 0.1 $290k 38k 7.63
RMK High Income Fund (HIH) 0.1 $308k 42k 7.35
RMK Strategic Income Fund 0.1 $305k 57k 5.31
Coca-Cola Company (KO) 0.1 $270k 4.0k 67.50
Bristol Myers Squibb (BMY) 0.1 $267k 8.5k 31.41
Franklin Resources (BEN) 0.1 $287k 3.0k 95.67
Boeing Company (BA) 0.1 $272k 4.5k 60.44
Eastman Chemical Company (EMN) 0.1 $274k 4.0k 68.50
Amgen (AMGN) 0.1 $275k 5.0k 55.00
Sigma-Aldrich Corporation 0.1 $278k 4.5k 61.78
Live Nation Entertainment (LYV) 0.1 $280k 35k 8.00
IDEX Corporation (IEX) 0.1 $280k 9.0k 31.11
Hercules Technology Growth Capital (HTGC) 0.1 $268k 31k 8.54
Thomson Reuters Corp 0.1 $268k 9.9k 27.07
Valeant Pharmaceuticals Int 0.1 $278k 7.5k 37.07
Western Asst High Incm Opprtnty Fnd (HIO) 0.1 $282k 49k 5.78
PIMCO Income Opportunity Fund 0.1 $271k 11k 24.64
Cliffs Natural Resources Inc.. 0.1 $281k 5.5k 51.09
McDonald's Corporation (MCD) 0.1 $263k 3.0k 87.67
Tractor Supply Company (TSCO) 0.1 $250k 4.0k 62.50
Johnson & Johnson (JNJ) 0.1 $255k 4.0k 63.75
FirstEnergy (FE) 0.1 $265k 5.9k 44.92
Curtiss-Wright (CW) 0.1 $259k 9.0k 28.78
Kimberly-Clark Corporation (KMB) 0.1 $249k 3.5k 71.14
Nalco Holding Company 0.1 $262k 7.5k 34.93
GlaxoSmithKline 0.1 $248k 6.0k 41.33
Walgreen Company 0.1 $247k 7.5k 32.93
Hansen Natural Corporation 0.1 $262k 3.0k 87.33
Bce (BCE) 0.1 $262k 7.0k 37.43
Par Pharmaceutical Companies 0.1 $266k 10k 26.60
Gardner Denver 0.1 $254k 4.0k 63.50
HEICO Corporation (HEI) 0.1 $246k 5.0k 49.20
Parametric Technology 0.1 $246k 16k 15.38
Raven Industries 0.1 $265k 5.5k 48.18
Wabtec Corporation (WAB) 0.1 $264k 5.0k 52.80
Erie Indemnity Company (ERIE) 0.1 $249k 3.5k 71.14
Seadrill 0.1 $248k 9.0k 27.56
John Hancock Preferred Income Fund (HPI) 0.1 $253k 12k 21.08
America Movil Sab De Cv spon adr l 0.1 $243k 11k 22.09
Total System Services 0.1 $229k 14k 16.96
Wal-Mart Stores (WMT) 0.1 $234k 4.5k 52.00
Baxter International (BAX) 0.1 $225k 4.0k 56.25
Merck & Co 0.1 $229k 7.0k 32.71
FMC Technologies 0.1 $226k 6.0k 37.67
Fidelity National Financial 0.1 $243k 16k 15.19
Reynolds American 0.1 $244k 6.5k 37.54
McGraw-Hill Companies 0.1 $226k 5.5k 41.09
Harris Corporation 0.1 $226k 6.6k 34.24
Limited Brands 0.1 $231k 6.0k 38.50
Lockheed Martin Corporation (LMT) 0.1 $225k 3.1k 72.58
Altria (MO) 0.1 $228k 8.5k 26.82
Apple (AAPL) 0.1 $229k 600.00 381.67
Diageo (DEO) 0.1 $228k 3.0k 76.00
Praxair 0.1 $234k 2.5k 93.60
Schlumberger (SLB) 0.1 $239k 4.0k 59.75
ConAgra Foods (CAG) 0.1 $225k 9.3k 24.19
NewMarket Corporation (NEU) 0.1 $228k 1.5k 152.00
Applied Materials (AMAT) 0.1 $243k 24k 10.34
Aaron's 0.1 $227k 9.0k 25.22
Pos (PKX) 0.1 $228k 3.0k 76.00
Toro Company (TTC) 0.1 $241k 4.9k 49.18
Complete Production Services 0.1 $226k 12k 18.83
Transcanada Corp 0.1 $243k 6.0k 40.50
Black Hills Corporation (BKH) 0.1 $245k 8.0k 30.62
Bio-Rad Laboratories (BIO) 0.1 $227k 2.5k 90.80
Delhaize 0.1 $234k 4.0k 58.50
DTE Energy Company (DTE) 0.1 $245k 5.0k 49.00
Home Properties 0.1 $227k 4.0k 56.75
Talisman Energy Inc Com Stk 0.1 $233k 19k 12.26
Centene Corporation (CNC) 0.1 $229k 8.0k 28.62
Jos. A. Bank Clothiers 0.1 $233k 5.0k 46.60
Kinetic Concepts 0.1 $231k 3.5k 66.00
Astec Industries (ASTE) 0.1 $234k 8.0k 29.25
Bk Nova Cad (BNS) 0.1 $231k 4.6k 50.22
Triumph (TGI) 0.1 $244k 5.0k 48.80
Tor Dom Bk Cad (TD) 0.1 $241k 3.4k 70.88
Biglari Holdings 0.1 $237k 800.00 296.25
Embraer S A (EMBJ) 0.1 $241k 9.5k 25.37
John Hancock Preferred Income Fund III (HPS) 0.1 $226k 14k 16.14
MFS Intermediate High Income Fund (CIF) 0.1 $225k 82k 2.74
Fomento Economico Mexicano SAB (FMX) 0.1 $207k 3.2k 64.69
Tenaris (TS) 0.1 $204k 8.0k 25.50
Ansys (ANSS) 0.1 $221k 4.5k 49.11
Reinsurance Group of America (RGA) 0.1 $207k 4.5k 46.00
Caterpillar (CAT) 0.1 $222k 3.0k 74.00
Eli Lilly & Co. (LLY) 0.1 $222k 6.0k 37.00
AGL Resources 0.1 $224k 5.5k 40.73
At&t (T) 0.1 $217k 7.6k 28.55
Copart (CPRT) 0.1 $215k 5.5k 39.09
National-Oilwell Var 0.1 $205k 4.0k 51.25
Weight Watchers International 0.1 $204k 3.5k 58.29
Cenovus Energy (CVE) 0.1 $209k 6.8k 30.74
ConocoPhillips (COP) 0.1 $222k 3.5k 63.43
Telefonica 0.1 $210k 11k 19.09
TJX Companies (TJX) 0.1 $222k 4.0k 55.50
Dr Pepper Snapple 0.1 $213k 5.5k 38.73
Oracle Corporation (ORCL) 0.1 $221k 7.7k 28.70
National Presto Industries (NPK) 0.1 $217k 2.5k 86.80
New Oriental Education & Tech 0.1 $207k 9.0k 23.00
PolyOne Corporation 0.1 $214k 20k 10.70
Regal-beloit Corporation (RRX) 0.1 $204k 4.5k 45.33
Cibc Cad (CM) 0.1 $209k 3.0k 69.67
Ceradyne 0.1 $215k 8.0k 26.88
CARBO Ceramics 0.1 $205k 2.0k 102.50
Greatbatch 0.1 $220k 11k 20.00
GrafTech International 0.1 $222k 18k 12.69
Kirby Corporation (KEX) 0.1 $211k 4.0k 52.75
ScanSource (SCSC) 0.1 $207k 7.0k 29.57
Genesee & Wyoming 0.1 $209k 4.5k 46.44
National Grid 0.1 $223k 4.5k 49.56
PriceSmart (PSMT) 0.1 $218k 3.5k 62.29
Telefonos de Mexico 0.1 $217k 15k 14.97
Enersis 0.1 $203k 12k 16.92
National Health Investors (NHI) 0.1 $211k 5.0k 42.20
Diamond Hill Investment (DHIL) 0.1 $208k 3.0k 69.33
Rayonier (RYN) 0.1 $221k 6.0k 36.83
Towers Watson & Co 0.1 $221k 3.7k 59.73
Shutterfly 0.1 $206k 5.0k 41.20
Transalta Corp (TAC) 0.1 $222k 10k 21.76
BroadSoft 0.1 $212k 7.0k 30.29
Winmark Corporation (WINA) 0.1 $213k 4.6k 46.30
Ens 0.1 $202k 5.0k 40.40
Agrium 0.1 $200k 3.0k 66.67
CVS Caremark Corporation (CVS) 0.1 $201k 6.0k 33.50
Stericycle (SRCL) 0.1 $202k 2.5k 80.80
Sap (SAP) 0.1 $202k 4.0k 50.50
Ez (EZPW) 0.1 $200k 7.0k 28.57
Littelfuse (LFUS) 0.1 $201k 5.0k 40.20
Allete (ALE) 0.1 $201k 5.5k 36.55
Interline Brands 0.1 $187k 15k 12.90
Carpenter Technology Corporation (CRS) 0.1 $202k 4.5k 44.89
Miller Industries (MLR) 0.1 $198k 11k 17.37
US Ecology 0.1 $201k 13k 15.46
Valero Energy Corporation (VLO) 0.1 $178k 10k 17.80
Valley National Ban (VLY) 0.1 $180k 17k 10.58
American Capital 0.1 $164k 24k 6.83
Actuate Corporation 0.1 $166k 30k 5.53
Vishay Intertechnology (VSH) 0.1 $159k 19k 8.37
Cresud (CRESY) 0.1 $157k 15k 10.83
Omega Healthcare Investors (OHI) 0.1 $159k 10k 15.90
Sims Metal Management (SMSMY) 0.1 $154k 13k 11.85
Manulife Finl Corp (MFC) 0.1 $159k 14k 11.36