Yorktown Management & Research Company

Yorktown Management & Research Company as of Sept. 30, 2012

Portfolio Holdings for Yorktown Management & Research Company

Yorktown Management & Research Company holds 283 positions in its portfolio as reported in the September 2012 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
SPDR Barclays Capital High Yield B 6.1 $23M 580k 40.22
iShares iBoxx $ High Yid Corp Bond (HYG) 6.0 $23M 248k 92.37
Annaly Capital Management 3.0 $12M 691k 16.84
Advisorshares Tr peritus hg yld 3.0 $11M 227k 49.91
PowerShares Hgh Yield Corporate Bnd 2.9 $11M 580k 19.06
PowerShares Build America Bond Portfolio 2.8 $11M 355k 30.06
PowerShares Emerging Markets Sovere 2.4 $9.1M 295k 30.69
Spdr Short-term High Yield mf (SJNK) 1.9 $7.4M 242k 30.44
Pimco Etf Tr 0-5 high yield (HYS) 1.9 $7.3M 71k 101.70
Ares Capital Corporation (ARCC) 1.8 $6.7M 393k 17.14
Compass Diversified Holdings (CODI) 1.7 $6.4M 431k 14.78
Solar Cap (SLRC) 1.6 $6.0M 263k 22.92
Cys Investments 1.6 $6.0M 427k 14.09
Arlington Asset Investment 1.6 $5.9M 249k 23.86
iShares IBoxx $ Invest Grade Corp Bd (LQD) 1.5 $5.7M 47k 121.76
Medley Capital Corporation 1.3 $4.8M 345k 14.07
Invesco Mortgage Capital 1.2 $4.7M 234k 20.13
American Capital Agency 1.2 $4.6M 132k 34.59
Market Vectors High Yield Muni. Ind 1.1 $4.4M 132k 32.97
ARMOUR Residential REIT 1.1 $4.4M 571k 7.66
Western Asset Mortgage cmn 1.1 $4.3M 193k 22.20
Market Vectors Etf Tr .......... intl hi yld bd 1.1 $4.3M 164k 26.06
Kohlberg Capital (KCAP) 1.1 $4.2M 453k 9.26
Hatteras Financial 1.1 $4.1M 146k 28.19
Resource Capital 1.1 $4.1M 697k 5.88
Northstar Realty Finance 1.0 $4.0M 624k 6.36
Horizon Technology Fin (HRZN) 1.0 $4.0M 246k 16.16
Triangle Capital Corporation 1.0 $4.0M 154k 25.66
Claymore Exchange Trd Fd Tr gug blt2018 hy 1.0 $3.9M 152k 25.87
Fifth Street Finance 1.0 $3.8M 348k 10.98
Fidus Invt (FDUS) 1.0 $3.8M 230k 16.70
PowerShares Fin. Preferred Port. 0.9 $3.6M 196k 18.46
Ag Mtg Invt Tr 0.9 $3.5M 147k 24.13
THL Credit 0.9 $3.5M 249k 14.03
PennantPark Investment (PNNT) 0.9 $3.4M 324k 10.61
MFA Mortgage Investments 0.9 $3.4M 403k 8.50
Ellington Financial 0.9 $3.3M 145k 22.82
Anworth Mortgage Asset Corporation 0.8 $3.2M 476k 6.80
iShares JPMorgan USD Emer Mkt Bnd Fd ETF (EMB) 0.8 $3.2M 27k 121.25
New Mountain Finance Corp (NMFC) 0.8 $3.2M 213k 14.82
Apollo Investment 0.8 $3.0M 385k 7.87
Tcp Capital 0.8 $3.0M 185k 15.96
Two Harbors Investment 0.8 $2.9M 248k 11.75
Dynex Capital 0.8 $2.9M 272k 10.75
Crexus Investment 0.8 $2.9M 265k 10.81
Market Vectors Etf Tr emkt hiyld bd 0.8 $2.9M 110k 26.03
New York Mortgage Trust 0.7 $2.7M 387k 7.05
America First Tax Exempt Investors 0.7 $2.6M 431k 6.02
TICC Capital 0.7 $2.5M 240k 10.40
Golub Capital BDC (GBDC) 0.7 $2.5M 157k 15.90
PIMCO High Income Fund (PHK) 0.6 $2.4M 170k 14.00
Market Vectors Emerging Mkts Local ETF 0.6 $2.3M 85k 26.53
Wisdomtree Tr................... wsdm emktbd (EMCB) 0.6 $2.2M 28k 78.86
NGP Capital Resources Company 0.5 $2.0M 270k 7.46
Blackrock Kelso Capital 0.5 $2.0M 210k 9.72
iShares S&P US Pref Stock Idx Fnd (PFF) 0.5 $2.0M 50k 39.86
Student Transn 0.5 $2.0M 293k 6.79
Vanguard Intermediate Tm Cpte Bd ETF (VCIT) 0.5 $1.8M 21k 87.71
Home Loan Servicing Solution ord 0.5 $1.8M 110k 16.27
Starwood Property Trust (STWD) 0.5 $1.8M 76k 23.28
Pioneer High Income Trust 0.5 $1.8M 95k 18.68
One Liberty Properties (OLP) 0.5 $1.7M 91k 18.65
Full Circle Cap Corp 0.5 $1.7M 212k 8.11
Pimco Total Return Etf totl (BOND) 0.5 $1.7M 16k 108.81
MCG Capital Corporation 0.4 $1.7M 367k 4.61
First Trust Strategic 0.4 $1.6M 91k 17.84
Apollo Commercial Real Est. Finance (ARI) 0.4 $1.6M 91k 17.34
Guggenheim Bulletshs Etf equity 0.4 $1.5M 59k 26.34
Aberdeen Asia-Pacific Income Fund 0.4 $1.4M 186k 7.78
Pennantpark Floating Rate Capi (PFLT) 0.4 $1.4M 114k 12.66
SPDR Barclay Cp Intr Trm Cr Bd (SPIB) 0.4 $1.4M 41k 34.88
Solar Senior Capital 0.4 $1.4M 76k 17.91
American Capital Mortgage In 0.3 $1.4M 54k 25.13
BlackRock Corporate High Yield Fund VI (HYT) 0.3 $1.2M 92k 13.15
KKR Financial Holdings 0.3 $1.2M 116k 10.05
Managed High Yield Plus Fund 0.3 $1.1M 498k 2.21
Dreyfus High Yield Strategies Fund 0.3 $1.1M 243k 4.35
SPDR Barclays Capital Aggregate Bo (SPAB) 0.3 $1.0M 17k 59.18
Claymore Etf gug blt2017 hy 0.3 $992k 38k 26.11
Newcastle Investment 0.2 $941k 125k 7.53
Western Asset Managed High Incm Fnd 0.2 $941k 144k 6.52
Credit Suisse High Yield Bond Fund (DHY) 0.2 $921k 279k 3.30
BlackRock Corporate High Yield Fund III 0.2 $871k 108k 8.06
inv grd crp bd (CORP) 0.2 $869k 8.0k 108.62
American Income Fund (MRF) 0.2 $847k 100k 8.44
iShares Barclays Credit Bond Fund (USIG) 0.2 $854k 7.5k 113.87
Guggenheim Bulletshs Etf equity 0.2 $778k 30k 26.37
Claymore Etf gug blt2016 hy 0.2 $774k 30k 25.80
Blackrock Credit All Inc Trust III 0.2 $690k 57k 12.11
Wells Fargo Adv Multi-Sector Inco Fund (ERC) 0.2 $652k 40k 16.30
PIMCO Strategic Global Government Fund (RCS) 0.1 $556k 45k 12.33
Claymore/BNY Mellon BRIC 0.1 $539k 15k 35.46
Credit Suisse AM Inc Fund (CIK) 0.1 $539k 135k 3.99
iShares Lehman Aggregate Bond (AGG) 0.1 $506k 4.5k 112.44
BlackRock Enhanced Capital and Income (CII) 0.1 $497k 38k 13.08
Invesco Van Kampen High Inc Trust II (VLT) 0.1 $515k 30k 17.17
SPDR Nuveen Barclays Capital Build Amer 0.1 $453k 7.5k 60.40
RMK Multi-Sector High Income Fund (HMH) 0.1 $468k 73k 6.38
RMK Advantage Income Fund (HAV) 0.1 $442k 48k 9.21
Cenovus Energy (CVE) 0.1 $429k 12k 34.88
Blackrock Credit Alln Inc Trust I 0.1 $425k 40k 10.62
Western Asset Global Cp Defi (GDO) 0.1 $409k 20k 20.45
Extra Space Storage (EXR) 0.1 $366k 11k 33.27
Tenaris (TS) 0.1 $326k 8.0k 40.75
Ansys (ANSS) 0.1 $330k 4.5k 73.33
Broadridge Financial Solutions (BR) 0.1 $350k 15k 23.33
Diageo (DEO) 0.1 $338k 3.0k 112.67
eBay (EBAY) 0.1 $339k 7.0k 48.43
Honeywell International (HON) 0.1 $359k 6.0k 59.83
Precision Castparts 0.1 $359k 2.2k 163.18
Seadrill 0.1 $353k 9.0k 39.22
Te Connectivity Ltd for 0.1 $357k 11k 34.00
BP (BP) 0.1 $297k 7.0k 42.43
Fomento Economico Mexicano SAB (FMX) 0.1 $294k 3.2k 91.88
Coca-Cola Company (KO) 0.1 $303k 8.0k 37.88
Merck & Co 0.1 $316k 7.0k 45.14
Curtiss-Wright (CW) 0.1 $294k 9.0k 32.67
Kimberly-Clark Corporation (KMB) 0.1 $300k 3.5k 85.71
SYSCO Corporation (SYY) 0.1 $297k 9.5k 31.26
Agrium 0.1 $310k 3.0k 103.33
Horace Mann Educators Corporation (HMN) 0.1 $290k 16k 18.12
Partner Re 0.1 $297k 4.0k 74.25
Lockheed Martin Corporation (LMT) 0.1 $289k 3.1k 93.23
General Mills (GIS) 0.1 $319k 8.0k 39.88
Novo Nordisk A/S (NVO) 0.1 $316k 2.0k 158.00
Bce (BCE) 0.1 $308k 7.0k 44.00
Regal-beloit Corporation (RRX) 0.1 $317k 4.5k 70.44
DTE Energy Company (DTE) 0.1 $300k 5.0k 60.00
Flushing Financial Corporation (FFIC) 0.1 $300k 19k 15.79
Middleby Corporation (MIDD) 0.1 $294k 2.6k 115.29
SCANA Corporation 0.1 $290k 6.0k 48.33
Genesee & Wyoming 0.1 $301k 4.5k 66.89
Panera Bread Company 0.1 $291k 1.7k 171.18
Cleco Corporation 0.1 $294k 7.0k 42.00
Speedway Motorsports 0.1 $323k 21k 15.38
EnerNOC 0.1 $299k 23k 13.00
OceanFirst Financial (OCFC) 0.1 $293k 20k 14.65
Tor Dom Bk Cad (TD) 0.1 $292k 3.5k 83.43
CoreLogic 0.1 $292k 11k 26.55
Rayonier (RYN) 0.1 $294k 6.0k 49.00
Pinnacle West Capital Corporation (PNW) 0.1 $290k 5.5k 52.73
iShares MSCI Pacific ex-Japan Idx (EPP) 0.1 $290k 6.5k 44.62
iShares MSCI Singapore Index Fund 0.1 $308k 23k 13.39
Beam 0.1 $316k 5.5k 57.45
Ens 0.1 $273k 5.0k 54.60
America Movil Sab De Cv spon adr l 0.1 $280k 11k 25.45
BlackRock 0.1 $267k 1.5k 178.00
Caterpillar (CAT) 0.1 $258k 3.0k 86.00
McDonald's Corporation (MCD) 0.1 $275k 3.0k 91.67
Eli Lilly & Co. (LLY) 0.1 $284k 6.0k 47.33
Norfolk Southern (NSC) 0.1 $255k 4.0k 63.75
Chevron Corporation (CVX) 0.1 $268k 2.3k 116.52
Bristol Myers Squibb (BMY) 0.1 $287k 8.5k 33.76
At&t (T) 0.1 $287k 7.6k 37.76
FMC Technologies 0.1 $278k 6.0k 46.33
Paychex (PAYX) 0.1 $266k 8.0k 33.25
Reynolds American 0.1 $282k 6.5k 43.38
Dow Chemical Company 0.1 $261k 9.0k 29.00
Altria (MO) 0.1 $284k 8.5k 33.41
GlaxoSmithKline 0.1 $277k 6.0k 46.17
Praxair 0.1 $260k 2.5k 104.00
Accenture (ACN) 0.1 $252k 3.6k 70.00
Sap (SAP) 0.1 $285k 4.0k 71.25
ConAgra Foods (CAG) 0.1 $257k 9.3k 27.63
Verisk Analytics (VRSK) 0.1 $286k 6.0k 47.67
CF Industries Holdings (CF) 0.1 $267k 1.2k 222.50
Eni S.p.A. (E) 0.1 $285k 6.5k 43.85
Transcanada Corp 0.1 $273k 6.0k 45.50
Littelfuse (LFUS) 0.1 $283k 5.0k 56.60
Bio-Rad Laboratories (BIO) 0.1 $267k 2.5k 106.80
Greatbatch 0.1 $268k 11k 24.36
Laclede 0.1 $280k 6.5k 43.08
Tim Hortons Inc Com Stk 0.1 $260k 5.0k 52.00
Flowserve Corporation (FLS) 0.1 $255k 2.0k 127.50
National Grid 0.1 $249k 4.5k 55.33
Ennis (EBF) 0.1 $279k 17k 16.41
ICU Medical, Incorporated (ICUI) 0.1 $272k 4.5k 60.44
National Health Investors (NHI) 0.1 $257k 5.0k 51.40
US Ecology 0.1 $281k 13k 21.62
Rackspace Hosting 0.1 $258k 3.9k 66.15
Ecopetrol (EC) 0.1 $265k 4.5k 58.89
Aviva 0.1 $271k 26k 10.42
Embraer S A (ERJ) 0.1 $253k 9.5k 26.63
Vanguard Pacific ETF (VPL) 0.1 $252k 5.0k 50.40
Vanguard European ETF (VGK) 0.1 $272k 6.0k 45.33
ISHARES TR MSCI Small Cap msci small cap (SCZ) 0.1 $271k 7.0k 38.71
iShares MSCI Australia Index Fund (EWA) 0.1 $285k 12k 23.75
iShares MSCI EAFE Growth Index (EFG) 0.1 $282k 5.0k 56.40
Vanguard Total World Stock Idx (VT) 0.1 $264k 5.5k 48.00
Jpmorgan Chase & Co........... 0.1 $283k 7.0k 40.43
Ishares Inc ..................... emkts grw idx 0.1 $267k 5.0k 53.40
Grupo Televisa (TV) 0.1 $223k 9.5k 23.47
Sociedad Quimica y Minera (SQM) 0.1 $247k 4.0k 61.75
Cnooc 0.1 $243k 1.2k 202.50
iShares MSCI Emerging Markets Indx (EEM) 0.1 $248k 6.0k 41.33
Taiwan Semiconductor Mfg (TSM) 0.1 $221k 14k 15.79
M&T Bank Corporation (MTB) 0.1 $238k 2.5k 95.20
Baxter International (BAX) 0.1 $241k 4.0k 60.25
AGL Resources 0.1 $225k 5.5k 40.91
Autoliv (ALV) 0.1 $217k 3.5k 62.00
Laboratory Corp. of America Holdings 0.1 $231k 2.5k 92.40
Cabela's Incorporated 0.1 $213k 3.9k 54.62
Colgate-Palmolive Company (CL) 0.1 $214k 2.0k 107.00
Sanofi-Aventis SA (SNY) 0.1 $215k 5.0k 43.00
Statoil ASA 0.1 $232k 9.0k 25.78
Qualcomm (QCOM) 0.1 $219k 3.5k 62.57
Syngenta 0.1 $225k 3.0k 75.00
Omni (OMC) 0.1 $232k 4.5k 51.56
Oracle Corporation (ORCL) 0.1 $242k 7.7k 31.43
Sina Corporation 0.1 $226k 3.5k 64.57
Ventas (VTR) 0.1 $218k 3.5k 62.29
Amdocs Ltd ord (DOX) 0.1 $231k 7.0k 33.00
salesforce (CRM) 0.1 $229k 1.5k 152.67
Rudolph Technologies 0.1 $231k 22k 10.50
Home Properties 0.1 $245k 4.0k 61.25
Northwest Bancshares (NWBI) 0.1 $245k 20k 12.25
Omega Healthcare Investors (OHI) 0.1 $227k 10k 22.70
Ulta Salon, Cosmetics & Fragrance (ULTA) 0.1 $231k 2.4k 96.25
Rockwood Holdings 0.1 $233k 5.0k 46.60
Actuate Corporation 0.1 $211k 30k 7.03
Sasol (SSL) 0.1 $223k 5.0k 44.60
State Auto Financial 0.1 $213k 13k 16.38
PDF Solutions (PDFS) 0.1 $225k 17k 13.64
Erie Indemnity Company (ERIE) 0.1 $225k 3.5k 64.29
Mednax (MD) 0.1 $223k 3.0k 74.33
Virtus Investment Partners (VRTS) 0.1 $215k 2.5k 86.00
Envestnet (ENV) 0.1 $222k 19k 11.68
iShares MSCI EAFE Value Index (EFV) 0.1 $218k 4.8k 45.42
iShares S&P Latin America 40 Index (ILF) 0.1 $234k 5.5k 42.55
Vanguard FTSE All-World ex-US ETF (VEU) 0.1 $219k 5.1k 42.94
Ishares Inc .................... emkts valu idx 0.1 $220k 4.5k 48.89
China Petroleum & Chemical 0.1 $203k 2.2k 92.27
Abbott Laboratories (ABT) 0.1 $206k 3.0k 68.67
Brookfield Asset Management 0.1 $207k 6.0k 34.50
Franklin Resources (BEN) 0.1 $200k 1.6k 125.00
PPG Industries (PPG) 0.1 $207k 1.8k 115.00
Sonoco Products Company (SON) 0.1 $205k 6.6k 31.06
Simpson Manufacturing (SSD) 0.1 $203k 7.1k 28.59
PAREXEL International Corporation 0.1 $200k 6.5k 30.77
Apple (AAPL) 0.1 $200k 300.00 666.67
International Business Machines (IBM) 0.1 $207k 1.0k 207.00
Maxim Integrated Products 0.1 $200k 7.5k 26.67
Procter & Gamble Company (PG) 0.1 $208k 3.0k 69.33
Total (TTE) 0.1 $200k 4.0k 50.00
Freeport-McMoRan Copper & Gold (FCX) 0.1 $202k 5.1k 39.61
Valley National Ban (VLY) 0.1 $179k 18k 10.02
Multimedia Games 0.1 $173k 11k 15.73
Landstar System (LSTR) 0.1 $203k 4.3k 47.21
Hertz Global Holdings 0.1 $185k 14k 13.70
NTT DoCoMo 0.1 $194k 12k 16.17
Empresa Nacional de Electricidad 0.1 $206k 4.3k 47.91
First Niagara Financial 0.1 $178k 22k 8.09
HNI Corporation (HNI) 0.1 $204k 8.0k 25.50
Rubicon Technology 0.1 $194k 20k 9.60
Tredegar Corporation (TG) 0.1 $195k 11k 17.73
Knoll 0.1 $181k 13k 13.92
Wabtec Corporation (WAB) 0.1 $201k 2.5k 80.40
Enersis 0.1 $197k 12k 16.42
Accelrys 0.1 $182k 21k 8.67
BRF Brasil Foods SA 0.1 $192k 11k 17.30
UFP Technologies (UFPT) 0.1 $176k 10k 17.60
Seacube Container Leasing 0.1 $188k 10k 18.80
Telefonica (TEF) 0.0 $146k 11k 13.27
Live Nation Entertainment (LYV) 0.0 $149k 17k 8.61
Aircastle 0.0 $159k 14k 11.36
ArcelorMittal 0.0 $144k 10k 14.40
Grupo Simec S.A.B. de C.V. (SIM) 0.0 $145k 12k 12.08
Emulex Corporation 0.0 $166k 23k 7.22
Sims Metal Management (SMSMY) 0.0 $142k 14k 9.93
Elan Corporation 0.0 $139k 13k 10.69
Transalta Corp (TAC) 0.0 $156k 10k 15.29
iShares MSCI Malaysia Index Fund 0.0 $149k 10k 14.61
8x8 (EGHT) 0.0 $136k 21k 6.54
Companhia Siderurgica Nacional (SID) 0.0 $129k 23k 5.61
Aegon 0.0 $104k 20k 5.20
Alcoa 0.0 $97k 11k 8.82
WNS 0.0 $133k 13k 10.23
American Capital 0.0 $125k 11k 11.36
Key (KEY) 0.0 $105k 12k 8.75
Steel Dynamics (STLD) 0.0 $133k 12k 11.27
Pep Boys - Manny, Moe & Jack 0.0 $108k 11k 10.19
Mercer International (MERC) 0.0 $127k 17k 7.47
Brooks Automation (AZTA) 0.0 $88k 11k 8.00