Yorktown Management & Research Company

Yorktown Management & Research Company as of June 30, 2012

Portfolio Holdings for Yorktown Management & Research Company

Yorktown Management & Research Company holds 313 positions in its portfolio as reported in the June 2012 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
iShares iBoxx $ High Yid Corp Bond (HYG) 6.2 $20M 216k 91.22
SPDR Barclays Capital High Yield B 6.1 $19M 490k 39.46
Annaly Capital Management 3.7 $12M 691k 16.78
PowerShares Hgh Yield Corporate Bnd 3.4 $11M 580k 18.73
PowerShares Build America Bond Portfolio 3.3 $11M 355k 29.71
PowerShares Emerging Markets Sovere 2.7 $8.5M 295k 28.83
Spdr Short-term High Yield mf (SJNK) 2.1 $6.8M 225k 30.10
iShares IBoxx $ Invest Grade Corp Bd (LQD) 1.7 $5.5M 47k 117.66
Ares Capital Corporation (ARCC) 1.7 $5.4M 341k 15.96
iShares S&P US Pref Stock Idx Fnd (PFF) 1.6 $5.2M 134k 39.06
PowerShares Fin. Preferred Port. 1.5 $4.8M 265k 18.00
Triangle Capital Corporation 1.4 $4.4M 194k 22.78
Market Vectors High Yield Muni. Ind 1.3 $4.3M 132k 32.25
Cys Investments 1.3 $4.2M 306k 13.77
Market Vectors Etf Tr .......... intl hi yld bd 1.2 $3.9M 164k 24.02
Invesco Mortgage Capital 1.2 $3.7M 201k 18.34
Horizon Technology Fin (HRZN) 1.2 $3.7M 222k 16.49
Solar Cap (SLRC) 1.1 $3.5M 158k 22.26
Northstar Realty Finance 1.0 $3.3M 624k 5.22
Hatteras Financial 1.0 $3.3M 114k 28.60
MFA Mortgage Investments 1.0 $3.2M 403k 7.89
Medley Capital Corporation 1.0 $3.1M 261k 12.04
Prospect Capital Corporation (PSEC) 0.9 $3.0M 260k 11.39
American Capital Agency 0.9 $2.9M 85k 33.61
Compass Diversified Holdings (CODI) 0.9 $2.8M 199k 13.96
Anworth Mortgage Asset Corporation 0.9 $2.8M 393k 7.05
Resource Capital 0.8 $2.5M 472k 5.33
Kohlberg Capital (KCAP) 0.8 $2.5M 340k 7.26
Ag Mtg Invt Tr 0.8 $2.4M 112k 21.49
Hercules Technology Growth Capital (HTGC) 0.7 $2.4M 208k 11.34
Western Asset Mortgage cmn 0.7 $2.3M 120k 19.49
America First Tax Exempt Investors 0.7 $2.3M 431k 5.28
Dynex Capital 0.7 $2.3M 217k 10.38
PennantPark Investment (PNNT) 0.7 $2.2M 212k 10.35
Market Vectors Emerging Mkts Local ETF 0.7 $2.2M 85k 25.56
Fifth Street Finance 0.7 $2.2M 216k 9.98
New Mountain Finance Corp (NMFC) 0.7 $2.2M 152k 14.19
One Liberty Properties (OLP) 0.7 $2.1M 113k 18.83
iShares JPMorgan USD Emer Mkt Bnd Fd ETF (EMB) 0.7 $2.1M 18k 114.70
NGP Capital Resources Company 0.6 $1.9M 270k 7.08
Arlington Asset Investment 0.6 $1.9M 87k 21.71
ARMOUR Residential REIT 0.6 $1.9M 264k 7.11
TICC Capital 0.6 $1.8M 190k 9.70
Apollo Investment 0.6 $1.8M 240k 7.68
Golub Capital BDC (GBDC) 0.6 $1.8M 117k 15.09
THL Credit 0.6 $1.8M 131k 13.47
Crexus Investment 0.6 $1.7M 171k 10.17
Vanguard Intermediate Tm Cpte Bd ETF (VCIT) 0.6 $1.7M 21k 85.07
Two Harbors Investment 0.5 $1.7M 161k 10.36
MCG Capital Corporation 0.5 $1.7M 367k 4.60
Pimco Total Return Etf totl (BOND) 0.5 $1.7M 16k 105.50
Tcp Capital 0.5 $1.7M 117k 14.46
Starwood Property Trust (STWD) 0.5 $1.6M 76k 21.32
Chimera Investment Corporation 0.5 $1.6M 681k 2.36
First Trust Strategic 0.5 $1.5M 91k 17.03
Student Transn 0.5 $1.5M 223k 6.67
Home Loan Servicing Solution ord 0.5 $1.5M 110k 13.40
Solar Senior Capital 0.5 $1.5M 86k 16.90
Aberdeen Asia-Pacific Income Fund (FAX) 0.5 $1.4M 186k 7.65
Full Circle Cap Corp 0.5 $1.4M 186k 7.63
SPDR Barclay Cp Intr Trm Cr Bd (SPIB) 0.4 $1.4M 41k 34.12
Fidus Invt (FDUS) 0.4 $1.4M 92k 15.17
Pennantpark Floating Rate Capi (PFLT) 0.4 $1.3M 114k 11.80
Medallion Financial (MFIN) 0.4 $1.2M 116k 10.62
Ellington Financial 0.4 $1.2M 58k 21.16
Blackrock Kelso Capital 0.4 $1.2M 123k 9.76
Wisdomtree Tr................... wsdm emktbd (EMCB) 0.4 $1.2M 16k 75.25
BlackRock Corporate High Yield Fund VI (HYT) 0.4 $1.1M 92k 12.43
PIMCO High Income Fund (PHK) 0.3 $1.1M 80k 13.54
Dreyfus High Yield Strategies Fund 0.3 $1.1M 243k 4.46
Managed High Yield Plus Fund 0.3 $1.1M 498k 2.19
Invesco Van Kampen Dyn Cr Opp Fund 0.3 $1.0M 88k 11.73
American Capital Mortgage In 0.3 $1.0M 42k 23.88
Apollo Commercial Real Est. Finance (ARI) 0.3 $980k 61k 16.07
SPDR Barclays Capital Aggregate Bo (SPAB) 0.3 $997k 17k 58.65
Advisorshares Tr peritus hg yld 0.3 $998k 21k 48.68
Western Asset Managed High Incm Fnd 0.3 $913k 144k 6.33
Credit Suisse High Yield Bond Fund (DHY) 0.3 $871k 279k 3.12
SPDR Barclays Capital Mortgage Back ETF (SPMB) 0.3 $859k 31k 27.71
inv grd crp bd (CORP) 0.3 $845k 8.0k 105.62
iShares Barclays Credit Bond Fund (USIG) 0.3 $832k 7.5k 110.93
BlackRock Corporate High Yield Fund III 0.3 $812k 108k 7.52
American Income Fund (MRF) 0.2 $791k 100k 7.89
Blackrock Credit All Inc Trust III 0.2 $650k 57k 11.40
Pioneer High Income Trust (PHT) 0.2 $624k 37k 17.10
Apollo Sr Floating Rate Fd I (AFT) 0.2 $649k 36k 18.03
KKR Financial Holdings 0.2 $605k 71k 8.52
Lowe's Companies (LOW) 0.2 $588k 21k 28.41
Allied World Assurance 0.2 $596k 7.5k 79.47
Wells Fargo Adv Multi-Sector Inco Fund (ERC) 0.2 $610k 40k 15.25
Te Connectivity Ltd for (TEL) 0.2 $558k 18k 31.89
FMC Corporation (FMC) 0.2 $535k 10k 53.50
Credit Suisse AM Inc Fund (CIK) 0.2 $529k 135k 3.92
iShares Lehman Aggregate Bond (AGG) 0.2 $501k 4.5k 111.33
iShares Brclys Intrdte Gov/Crt Bd (GVI) 0.2 $505k 4.5k 112.22
Invesco Van Kampen High Inc Trust II (VLT) 0.2 $514k 30k 17.13
PIMCO Strategic Global Government Fund (RCS) 0.2 $515k 45k 11.42
Taiwan Semiconductor Mfg (TSM) 0.1 $484k 35k 13.96
MICROS Systems 0.1 $461k 9.0k 51.22
Flowserve Corporation (FLS) 0.1 $482k 4.2k 114.76
BlackRock Enhanced Capital and Income (CII) 0.1 $486k 38k 12.79
Vanguard Short Term Corporate Bond ETF (VCSH) 0.1 $475k 6.0k 79.17
BE Aerospace 0.1 $437k 10k 43.70
PAREXEL International Corporation 0.1 $452k 16k 28.25
Markel Corporation (MKL) 0.1 $442k 1.0k 442.00
Aircastle 0.1 $446k 37k 12.05
Virtus Investment Partners (VRTS) 0.1 $446k 5.5k 81.09
SPDR Nuveen Barclays Capital Build Amer 0.1 $450k 7.5k 60.00
RMK Multi-Sector High Income Fund (HMH) 0.1 $441k 73k 6.02
Eastman Chemical Company (EMN) 0.1 $403k 8.0k 50.38
Omni (OMC) 0.1 $413k 8.5k 48.59
salesforce (CRM) 0.1 $415k 3.0k 138.33
US Ecology 0.1 $408k 23k 17.74
Blackrock Credit Alln Inc Trust I 0.1 $407k 40k 10.18
RMK Advantage Income Fund (HAV) 0.1 $424k 48k 8.83
Monster Beverage 0.1 $427k 6.0k 71.17
PPG Industries (PPG) 0.1 $371k 3.5k 106.00
Allergan 0.1 $370k 4.0k 92.50
eBay (EBAY) 0.1 $378k 9.0k 42.00
ProAssurance Corporation (PRA) 0.1 $365k 4.1k 89.02
Ventas (VTR) 0.1 $379k 6.0k 63.17
Teledyne Technologies Incorporated (TDY) 0.1 $388k 6.3k 61.59
Wabtec Corporation (WAB) 0.1 $390k 5.0k 78.00
Bancolombia (CIB) 0.1 $371k 6.0k 61.83
Claymore/BNY Mellon BRIC 0.1 $368k 11k 34.07
UFP Technologies (UFPT) 0.1 $372k 22k 16.91
Main Street Capital Corporation (MAIN) 0.1 $375k 16k 24.19
Western Asset Global Cp Defi (GDO) 0.1 $384k 20k 19.20
Ecolab (ECL) 0.1 $339k 4.9k 68.62
Chevron Corporation (CVX) 0.1 $349k 3.3k 105.76
Franklin Resources (BEN) 0.1 $333k 3.0k 111.00
Waste Connections 0.1 $346k 12k 29.96
Apple (AAPL) 0.1 $350k 600.00 583.33
Honeywell International (HON) 0.1 $335k 6.0k 55.83
Aptar (ATR) 0.1 $357k 7.0k 51.00
IDEX Corporation (IEX) 0.1 $351k 9.0k 39.00
Precision Castparts 0.1 $362k 2.2k 164.55
Toro Company (TTC) 0.1 $359k 4.9k 73.27
Parametric Technology 0.1 $335k 16k 20.94
Extra Space Storage (EXR) 0.1 $337k 11k 30.64
Interline Brands 0.1 $364k 15k 25.10
Speedway Motorsports 0.1 $355k 21k 16.90
Valeant Pharmaceuticals Int 0.1 $336k 7.5k 44.80
RMK Strategic Income Fund 0.1 $350k 57k 6.10
Beam 0.1 $344k 5.5k 62.55
Broadridge Financial Solutions (BR) 0.1 $319k 15k 21.27
Coca-Cola Company (KO) 0.1 $313k 4.0k 78.25
Tractor Supply Company (TSCO) 0.1 $332k 4.0k 83.00
Bristol Myers Squibb (BMY) 0.1 $306k 8.5k 36.00
Ross Stores (ROST) 0.1 $312k 5.0k 62.40
Cabela's Incorporated 0.1 $302k 8.0k 37.75
Partner Re 0.1 $303k 4.0k 75.75
CIGNA Corporation 0.1 $330k 7.5k 44.00
Diageo (DEO) 0.1 $309k 3.0k 103.00
General Mills (GIS) 0.1 $308k 8.0k 38.50
Amazon (AMZN) 0.1 $320k 1.4k 228.57
VeriFone Systems 0.1 $331k 10k 33.10
Mednax (MD) 0.1 $329k 4.8k 68.54
Seadrill 0.1 $320k 9.0k 35.56
Biglari Holdings 0.1 $309k 800.00 386.25
BP (BP) 0.1 $284k 7.0k 40.57
America Movil Sab De Cv spon adr l 0.1 $287k 11k 26.09
Fomento Economico Mexicano SAB (FMX) 0.1 $286k 3.2k 89.38
Tenaris (TS) 0.1 $280k 8.0k 35.00
Ansys (ANSS) 0.1 $284k 4.5k 63.11
Merck & Co 0.1 $292k 7.0k 41.71
Norfolk Southern (NSC) 0.1 $287k 4.0k 71.75
At&t (T) 0.1 $271k 7.6k 35.66
Curtiss-Wright (CW) 0.1 $279k 9.0k 31.00
Kimberly-Clark Corporation (KMB) 0.1 $293k 3.5k 83.71
Reynolds American 0.1 $292k 6.5k 44.92
SYSCO Corporation (SYY) 0.1 $283k 9.5k 29.79
Dow Chemical Company 0.1 $284k 9.0k 31.56
Harris Corporation 0.1 $276k 6.6k 41.82
Horace Mann Educators Corporation (HMN) 0.1 $280k 16k 17.50
Lockheed Martin Corporation (LMT) 0.1 $270k 3.1k 87.10
Altria (MO) 0.1 $294k 8.5k 34.59
GlaxoSmithKline 0.1 $273k 6.0k 45.50
Praxair 0.1 $272k 2.5k 108.80
Novo Nordisk A/S (NVO) 0.1 $291k 2.0k 145.50
Coinstar 0.1 $275k 4.0k 68.75
Bce (BCE) 0.1 $288k 7.0k 41.14
Verisk Analytics (VRSK) 0.1 $296k 6.0k 49.33
Eni S.p.A. (E) 0.1 $276k 6.5k 42.46
Littelfuse (LFUS) 0.1 $284k 5.0k 56.80
Regal-beloit Corporation (RRX) 0.1 $280k 4.5k 62.22
DTE Energy Company (DTE) 0.1 $297k 5.0k 59.40
SCANA Corporation 0.1 $287k 6.0k 47.83
Robbins & Myers 0.1 $293k 7.0k 41.86
Cleco Corporation 0.1 $293k 7.0k 41.86
OceanFirst Financial (OCFC) 0.1 $287k 20k 14.35
Triumph (TGI) 0.1 $281k 5.0k 56.20
Tor Dom Bk Cad (TD) 0.1 $274k 3.5k 78.29
Pinnacle West Capital Corporation (PNW) 0.1 $285k 5.5k 51.82
RevenueShares ADR Fund 0.1 $270k 8.5k 31.76
iShares MSCI Singapore Index Fund 0.1 $283k 23k 12.30
iShares Barclays Govnment/Cdit Bond (GBF) 0.1 $287k 2.5k 114.80
PIMCO Income Opportunity Fund 0.1 $296k 11k 26.91
Fortune Brands (FBIN) 0.1 $290k 13k 22.31
Cnooc 0.1 $242k 1.2k 201.67
BlackRock (BLK) 0.1 $255k 1.5k 170.00
Reinsurance Group of America (RGA) 0.1 $239k 4.5k 53.11
Caterpillar (CAT) 0.1 $255k 3.0k 85.00
McDonald's Corporation (MCD) 0.1 $266k 3.0k 88.67
Eli Lilly & Co. (LLY) 0.1 $257k 6.0k 42.83
Brown & Brown (BRO) 0.1 $259k 9.5k 27.26
Copart (CPRT) 0.1 $261k 11k 23.73
Gen-Probe Incorporated 0.1 $247k 3.0k 82.33
Paychex (PAYX) 0.1 $251k 8.0k 31.38
McGraw-Hill Companies 0.1 $248k 5.5k 45.09
V.F. Corporation (VFC) 0.1 $267k 2.0k 133.50
Agrium 0.1 $265k 3.0k 88.33
Macy's (M) 0.1 $258k 7.5k 34.40
Dr Pepper Snapple 0.1 $241k 5.5k 43.82
ConAgra Foods (CAG) 0.1 $241k 9.3k 25.91
Transcanada Corp 0.1 $251k 6.0k 41.83
Bio-Rad Laboratories (BIO) 0.1 $250k 2.5k 100.00
Flushing Financial Corporation (FFIC) 0.1 $259k 19k 13.63
Greatbatch 0.1 $250k 11k 22.73
Home Properties 0.1 $245k 4.0k 61.25
Laclede 0.1 $259k 6.5k 39.85
Tim Hortons Inc Com Stk 0.1 $263k 5.0k 52.60
Genesee & Wyoming 0.1 $238k 4.5k 52.89
National Grid 0.1 $238k 4.5k 52.89
Astec Industries (ASTE) 0.1 $245k 8.0k 30.62
Ennis (EBF) 0.1 $261k 17k 15.35
ICU Medical, Incorporated (ICUI) 0.1 $240k 4.5k 53.33
Erie Indemnity Company (ERIE) 0.1 $251k 3.5k 71.71
KMG Chemicals 0.1 $251k 13k 19.31
National Health Investors (NHI) 0.1 $255k 5.0k 51.00
Rayonier (RYN) 0.1 $269k 6.0k 44.83
iShares MSCI Taiwan Index 0.1 $269k 22k 12.23
Ecopetrol (EC) 0.1 $251k 4.5k 55.78
iShares MSCI Pacific ex-Japan Idx (EPP) 0.1 $265k 6.5k 40.77
Embraer S A (ERJ) 0.1 $252k 9.5k 26.53
Royce Value Trust (RVT) 0.1 $249k 20k 12.45
iShares MSCI Australia Index Fund (EWA) 0.1 $263k 12k 21.92
MFS Intermediate High Income Fund (CIF) 0.1 $253k 82k 3.09
Vanguard Total World Stock Idx (VT) 0.1 $251k 5.5k 45.64
Jpmorgan Chase & Co........... 0.1 $250k 7.0k 35.71
Ingredion Incorporated (INGR) 0.1 $248k 5.0k 49.60
Ens 0.1 $235k 5.0k 47.00
Sociedad Quimica y Minera (SQM) 0.1 $223k 4.0k 55.75
iShares MSCI Emerging Markets Indx (EEM) 0.1 $235k 6.0k 39.17
Goldman Sachs (GS) 0.1 $220k 2.3k 95.65
Western Union Company (WU) 0.1 $236k 14k 16.86
M&T Bank Corporation (MTB) 0.1 $206k 2.5k 82.40
Baxter International (BAX) 0.1 $213k 4.0k 53.25
Martin Marietta Materials (MLM) 0.1 $236k 3.0k 78.67
AGL Resources 0.1 $213k 5.5k 38.73
FMC Technologies 0.1 $235k 6.0k 39.17
Intel Corporation (INTC) 0.1 $224k 8.4k 26.67
Laboratory Corp. of America Holdings (LH) 0.1 $232k 2.5k 92.80
Rockwell Collins 0.1 $222k 4.5k 49.33
Cenovus Energy (CVE) 0.1 $216k 6.8k 31.76
Colgate-Palmolive Company (CL) 0.1 $208k 2.0k 104.00
Statoil ASA 0.1 $215k 9.0k 23.89
Stericycle (SRCL) 0.1 $229k 2.5k 91.60
Accenture (ACN) 0.1 $216k 3.6k 60.00
Sap (SAP) 0.1 $237k 4.0k 59.25
Oracle Corporation (ORCL) 0.1 $229k 7.7k 29.74
Gra (GGG) 0.1 $230k 5.0k 46.00
Landstar System (LSTR) 0.1 $222k 4.3k 51.63
New Oriental Education & Tech 0.1 $221k 9.0k 24.56
Amdocs Ltd ord (DOX) 0.1 $208k 7.0k 29.71
CF Industries Holdings (CF) 0.1 $232k 1.2k 193.33
Owens-Illinois 0.1 $211k 11k 19.18
Measurement Specialties 0.1 $228k 7.0k 32.57
Empresa Nacional de Electricidad 0.1 $219k 4.3k 50.93
HNI Corporation (HNI) 0.1 $206k 8.0k 25.75
Northwest Bancshares (NWBI) 0.1 $234k 20k 11.70
Omega Healthcare Investors (OHI) 0.1 $225k 10k 22.50
Ulta Salon, Cosmetics & Fragrance (ULTA) 0.1 $224k 2.4k 93.33
Hexcel Corporation (HXL) 0.1 $206k 8.0k 25.75
Jos. A. Bank Clothiers 0.1 $212k 5.0k 42.40
Panera Bread Company 0.1 $237k 1.7k 139.41
Rockwood Holdings 0.1 $222k 5.0k 44.40
Actuate Corporation 0.1 $208k 30k 6.93
A. O. Smith Corporation (AOS) 0.1 $220k 4.5k 48.89
Sasol (SSL) 0.1 $212k 5.0k 42.40
Enersis 0.1 $224k 12k 18.67
Diamond Hill Investment (DHIL) 0.1 $235k 3.0k 78.33
Towers Watson & Co 0.1 $222k 3.7k 60.00
Envestnet (ENV) 0.1 $228k 19k 12.00
iShares S&P Latin America 40 Index (ILF) 0.1 $228k 5.5k 41.45
Aviva 0.1 $223k 26k 8.58
Tim Participacoes Sa- 0.1 $220k 8.0k 27.50
Cost Plus Inc Calif............. 0.1 $220k 10k 22.00
Grupo Televisa (TV) 0.1 $204k 9.5k 21.47
Syngenta 0.1 $205k 3.0k 68.33
Valley National Ban (VLY) 0.1 $189k 18k 10.58
American Capital 0.1 $196k 20k 10.05
Rudolph Technologies 0.1 $192k 22k 8.73
Ralcorp Holdings 0.1 $200k 3.0k 66.67
Elan Corporation 0.1 $190k 13k 14.62
Graham Corporation (GHM) 0.1 $186k 10k 18.60
CoreLogic 0.1 $201k 11k 18.27
iShares MSCI EAFE Value Index (EFV) 0.1 $204k 4.8k 42.50
Ishares Inc .................... emkts valu idx 0.1 $203k 4.5k 45.11
Telefonica (TEF) 0.1 $144k 11k 13.09
Hertz Global Holdings 0.1 $173k 14k 12.81
First Niagara Financial 0.1 $168k 22k 7.64
Aceto Corporation 0.1 $148k 16k 9.02
PDF Solutions (PDFS) 0.1 $163k 17k 9.88
Accelrys 0.1 $170k 21k 8.10
Transalta Corp (TAC) 0.1 $173k 10k 16.96
Companhia Siderurgica Nacional (SID) 0.0 $130k 23k 5.65
WNS 0.0 $126k 13k 9.69
Luby's 0.0 $116k 17k 6.71
Alcoa 0.0 $96k 11k 8.73
Brooks Automation (AZTA) 0.0 $104k 11k 9.45
Pep Boys - Manny, Moe & Jack 0.0 $105k 11k 9.91
Mercer International (MERC) 0.0 $97k 17k 5.71