0000950123-14-000421.txt : 20140122 0000950123-14-000421.hdr.sgml : 20140122 20140122075325 ACCESSION NUMBER: 0000950123-14-000421 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20131231 FILED AS OF DATE: 20140122 DATE AS OF CHANGE: 20140122 EFFECTIVENESS DATE: 20140122 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Yorktown Management & Research Co Inc CENTRAL INDEX KEY: 0001313559 IRS NUMBER: 000000000 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-12529 FILM NUMBER: 14539141 BUSINESS ADDRESS: STREET 1: 2303 YORKTOWN AVE CITY: LYNCHBURG STATE: VA ZIP: 24501 BUSINESS PHONE: 800-544-6060 MAIL ADDRESS: STREET 1: 2303 YORKTOWN AVE CITY: LYNCHBURG STATE: VA ZIP: 24501 13F-HR 1 primary_doc.xml 13F-HR LIVE false true false 0001313559 XXXXXXXX 12-31-2013 12-31-2013 Yorktown Management & Research Co Inc

2303 Yorktown Ave Lynchburg VA 24501

13F HOLDINGS REPORT 028-12529 N David D. Basten (434) 846-1361 David D. Basten Lynchburg VA 01-22-2014 0 414 496960 false INFORMATION TABLE 2 form13fInfoTable.xml INFORMATION TABLE FOR FORM 13F ALCOA INC COM 013817101 117 11000 SH SOLE 11000 0 0 AARONS INC COM PAR $0.50 002535300 235 8000 SH SOLE 8000 0 0 APPLE INC COM 037833100 281 500 SH SOLE 500 0 0 AMBEV SA SPONSORED ADR 02319V103 114 15500 SH SOLE 15500 0 0 AMERICAN CAP LTD COM 02503Y103 172 11000 SH SOLE 11000 0 0 ACE LTD SHS H0023R105 259 2500 SH SOLE 2500 0 0 ACCENTURE PLC IRELAND SHS CLASS A G1151C101 296 3600 SH SOLE 3600 0 0 AUTOMATIC DATA PROCESSING IN COM 053015103 283 3500 SH SOLE 3500 0 0 BLDRS INDEX FDS TR EUR 100 ADR 09348R409 231 9300 SH SOLE 9300 0 0 ALLIANCE DATA SYSTEMS CORP COM 018581108 342 1300 SH SOLE 1300 0 0 ADTRAN INC COM 00738A106 265 9800 SH SOLE 9800 0 0 AEGON N V NY REGISTRY SH 007924103 194 20426 SH SOLE 20426 0 0 AMERICAN EAGLE OUTFITTERS NE COM 02553E106 144 10000 SH SOLE 10000 0 0 AGL RES INC COM 001204106 260 5500 SH SOLE 5500 0 0 ALLERGAN INC COM 018490102 222 2000 SH SOLE 2000 0 0 AGRIUM INC COM 008916108 503 5500 SH SOLE 5500 0 0 ASPEN INSURANCE HOLDINGS LTD SHS G05384105 277 6700 SH SOLE 6700 0 0 ARLINGTON ASSET INVT CORP CL A NEW 041356205 8973 340000 SH SOLE 340000 0 0 APOLLO INVT CORP COM 03761U106 10770 1270000 SH SOLE 1270000 0 0 ASSURANT INC COM 04621X108 332 5000 SH SOLE 5000 0 0 GALLAGHER ARTHUR J & CO COM 363576109 1056 22500 SH SOLE 22500 0 0 AKORN INC COM 009728106 313 12700 SH SOLE 12700 0 0 AUTOLIV INC COM 052800109 321 3500 SH SOLE 3500 0 0 APPLIED MICRO CIRCUITS CORP COM NEW 03822W406 308 23000 SH SOLE 23000 0 0 AMAZON COM INC COM 023135106 279 700 SH SOLE 700 0 0 AON PLC SHS CL A G0408V102 285 3400 SH SOLE 3400 0 0 AIR PRODS & CHEMS INC COM 009158106 212 1900 SH SOLE 1900 0 0 AMERICAN PUBLIC EDUCATION IN COM 02913V103 291 6700 SH SOLE 6700 0 0 ARES CAP CORP COM 04010L103 14020 789000 SH SOLE 789000 0 0 AMERICAN RLTY CAP PPTYS INC COM 02917T104 257 20000 SH SOLE 20000 0 0 APOLLO COML REAL EST FIN INC COM 03762U105 975 60000 SH SOLE 60000 0 0 ASML HOLDING N V NY REG SHS N07059210 231 2464 SH SOLE 2464 0 0 AMERICA FIRST MULTIFAMILY IN BEN UNIT CTF 02364V107 3160 500000 SH SOLE 500000 0 0 ATMI INC COM 00207R101 311 10300 SH SOLE 10300 0 0 AVIVA PLC ADR 05382A104 394 26000 SH SOLE 26000 0 0 ALLIED WRLD ASSUR COM HLDG A SHS H01531104 226 2000 SH SOLE 2000 0 0 AIRCASTLE LTD COM G0129K104 450 23500 SH SOLE 23500 0 0 ASTRAZENECA PLC SPONSORED ADR 046353108 237 4000 SH SOLE 4000 0 0 AUTOZONE INC COM 053332102 287 600 SH SOLE 600 0 0 BOEING CO COM 097023105 232 1700 SH SOLE 1700 0 0 BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 233 6000 SH SOLE 6000 0 0 BAXTER INTL INC COM 071813109 278 4000 SH SOLE 4000 0 0 BB&T CORP COM 054937107 1269 34000 SH SOLE 34000 0 0 BCE INC COM NEW 05534B760 788 18200 SH SOLE 18200 0 0 BEAM INC COM 073730103 204 3000 SH SOLE 3000 0 0 BE AEROSPACE INC COM 073302101 313 3600 SH SOLE 3600 0 0 BGC PARTNERS INC CL A 05541T101 497 82000 SH SOLE 82000 0 0 BIGLARI HLDGS INC COM 08986R101 243 480 SH SOLE 480 0 0 BIO RAD LABS INC CL A 090572207 309 2500 SH SOLE 2500 0 0 BLACKROCK KELSO CAPITAL CORP COM 092533108 4105 440000 SH SOLE 440000 0 0 BLACKROCK INC COM 09247X101 237 750 SH SOLE 750 0 0 BRISTOL MYERS SQUIBB CO COM 110122108 303 5700 SH SOLE 5700 0 0 BANK N S HALIFAX COM 064149107 281 4500 SH SOLE 4500 0 0 BP PLC SPONSORED ADR 055622104 1356 27900 SH SOLE 27900 0 0 BROADRIDGE FINL SOLUTIONS IN COM 11133T103 277 7000 SH SOLE 7000 0 0 BRUKER CORP COM 116794108 214 10800 SH SOLE 10800 0 0 BT GROUP PLC ADR 05577E101 253 4000 SH SOLE 4000 0 0 BABCOCK & WILCOX CO NEW COM 05615F102 205 6000 SH SOLE 6000 0 0 BLACKSTONE GROUP L P COM UNIT LTD 09253U108 1531 48600 SH SOLE 48600 0 0 CACI INTL INC CL A 127190304 227 3100 SH SOLE 3100 0 0 CONAGRA FOODS INC COM 205887102 219 6500 SH SOLE 6500 0 0 CALAMP CORP COM 128126109 280 10000 SH SOLE 10000 0 0 CATERPILLAR INC DEL COM 149123101 218 2400 SH SOLE 2400 0 0 CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 167250109 349 4200 SH SOLE 4200 0 0 CELGENE CORP COM 151020104 253 1500 SH SOLE 1500 0 0 CF INDS HLDGS INC COM 125269100 280 1200 SH SOLE 1200 0 0 COLFAX CORP COM 194014106 261 4100 SH SOLE 4100 0 0 CITY HLDG CO COM 177835105 208 4500 SH SOLE 4500 0 0 CHIMERA INVT CORP COM 16934Q109 6045 1950000 SH SOLE 1950000 0 0 CIRCOR INTL INC COM 17273K109 267 3300 SH SOLE 3300 0 0 CORE LABORATORIES N V COM N22717107 344 1800 SH SOLE 1800 0 0 CORELOGIC INC COM 21871D103 320 9000 SH SOLE 9000 0 0 CALAMOS ASSET MGMT INC CL A 12811R104 142 12000 SH SOLE 12000 0 0 COLUMBUS MCKINNON CORP N Y COM 199333105 331 12200 SH SOLE 12200 0 0 CME GROUP INC COM 12572Q105 1852 23600 SH SOLE 23600 0 0 CAPSTEAD MTG CORP COM NO PAR 14067E506 169 14000 SH SOLE 14000 0 0 CENTENE CORP DEL COM 15135B101 242 4100 SH SOLE 4100 0 0 CNH GLOBAL N V SHS NEW N20935206 122 10718 SH SOLE 10718 0 0 COMPASS DIVERSIFIED HOLDINGS SHS BEN INT 20451Q104 11896 606000 SH SOLE 606000 0 0 COPART INC COM 217204106 257 7000 SH SOLE 7000 0 0 COMPUTER PROGRAMS & SYS INC COM 205306103 291 4700 SH SOLE 4700 0 0 CAPITALA FIN CORP COM 14054R106 5979 300437 SH SOLE 300437 0 0 CREE INC COM 225447101 244 3900 SH SOLE 3900 0 0 SALESFORCE COM INC COM 79466L302 331 6000 SH SOLE 6000 0 0 CREDIT SUISSE GROUP SPONSORED ADR 225401108 200 6453 SH SOLE 6453 0 0 CISCO SYS INC COM 17275R102 456 20300 SH SOLE 20300 0 0 COSTAR GROUP INC COM 22160N109 332 1800 SH SOLE 1800 0 0 OUTERWALL INC COM 690070107 269 4000 SH SOLE 4000 0 0 CALAVO GROWERS INC COM 128246105 263 8700 SH SOLE 8700 0 0 CHEVRON CORP NEW COM 166764100 287 2300 SH SOLE 2300 0 0 CORRECTIONS CORP AMER NEW COM NEW 22025Y407 241 7500 SH SOLE 7500 0 0 NTT DOCOMO INC SPONS ADR 62942M201 198 12000 SH SOLE 12000 0 0 DU PONT E I DE NEMOURS & CO COM 263534109 1436 22100 SH SOLE 22100 0 0 3-D SYS CORP DEL COM NEW 88554D205 335 3600 SH SOLE 3600 0 0 DANAHER CORP DEL COM 235851102 239 3100 SH SOLE 3100 0 0 DINEEQUITY INC COM 254423106 1153 13800 SH SOLE 13800 0 0 DELPHI AUTOMOTIVE PLC SHS G27823106 204 3400 SH SOLE 3400 0 0 PHYSICIANS RLTY TR COM 71943U104 1274 100000 SH SOLE 100000 0 0 DOW CHEM CO COM 260543103 2043 46000 SH SOLE 46000 0 0 AMDOCS LTD ORD G02602103 289 7000 SH SOLE 7000 0 0 ISHARES ASIA/PAC DIV ETF 464286293 233 4300 SH SOLE 4300 0 0 DEMANDWARE INC COM 24802Y105 276 4300 SH SOLE 4300 0 0 DYNEX CAP INC COM NEW 26817Q506 720 90000 SH SOLE 90000 0 0 DEXCOM INC COM 252131107 251 7100 SH SOLE 7100 0 0 DXP ENTERPRISES INC NEW COM NEW 233377407 334 2900 SH SOLE 2900 0 0 ENI S P A SPONSORED ADR 26874R108 1382 28500 SH SOLE 28500 0 0 ECOPETROL S A SPONSORED ADS 279158109 231 6000 SH SOLE 6000 0 0 ISHARES MSCI CH CAP ETF 464286640 252 5300 SH SOLE 5300 0 0 US ECOLOGY INC COM 91732J102 242 6500 SH SOLE 6500 0 0 ELLINGTON FINANCIAL LLC COM 288522303 7708 340000 SH SOLE 340000 0 0 8 X 8 INC COM 282914100 188 18500 SH SOLE 18500 0 0 NIC INC COM 62914B100 271 10900 SH SOLE 10900 0 0 ISHARES MSCI EMK GRW ETF 464286467 275 5000 SH SOLE 5000 0 0 ISHARES MSCI ISR CAP ETF 464286632 246 5100 SH SOLE 5100 0 0 EMULEX CORP COM NEW 292475209 279 39000 SH SOLE 39000 0 0 REED ELSEVIER N V SPONS ADR NEW 758204200 235 5500 SH SOLE 5500 0 0 ENERNOC INC COM 292764107 198 11500 SH SOLE 11500 0 0 ENVESTNET INC COM 29404K106 270 6700 SH SOLE 6700 0 0 BOTTOMLINE TECH DEL INC COM 101388106 275 7600 SH SOLE 7600 0 0 ISHARES MSCI PAC JP ETF 464286665 304 6500 SH SOLE 6500 0 0 ERIE INDTY CO CL A 29530P102 256 3500 SH SOLE 3500 0 0 EMBRAER S A SP ADR REP 4 COM 29082A107 270 8400 SH SOLE 8400 0 0 ENSCO PLC SHS CLASS A G3157S106 286 5000 SH SOLE 5000 0 0 EATON CORP PLC SHS G29183103 244 3200 SH SOLE 3200 0 0 ISHARES MSCI AUST ETF 464286103 292 12000 SH SOLE 12000 0 0 ISHARES MSCI MALAYSI ETF 464286830 161 10200 SH SOLE 10200 0 0 ISHARES MSCI SINGAP ETF 464286673 303 23000 SH SOLE 23000 0 0 FARO TECHNOLOGIES INC COM 311642102 280 4800 SH SOLE 4800 0 0 FASTENAL CO COM 311900104 276 5800 SH SOLE 5800 0 0 ABERDEEN ASIA PACIFIC INCOM COM 003009107 1860 323000 SH SOLE 323000 0 0 FACEBOOK INC CL A 30303M102 361 6600 SH SOLE 6600 0 0 FACTSET RESH SYS INC COM 303075105 217 2000 SH SOLE 2000 0 0 FIDUS INVT CORP COM 316500107 7589 349100 SH SOLE 349100 0 0 FLUSHING FINL CORP COM 343873105 228 11000 SH SOLE 11000 0 0 FEDERATED INVS INC PA CL B 314211103 490 17000 SH SOLE 17000 0 0 FIVE BELOW INC COM 33829M101 220 5100 SH SOLE 5100 0 0 FLOWERS FOODS INC COM 343498101 232 10800 SH SOLE 10800 0 0 FLUOR CORP NEW COM 343412102 233 2900 SH SOLE 2900 0 0 FLOWSERVE CORP COM 34354P105 347 4400 SH SOLE 4400 0 0 FLY LEASING LTD SPONSORED ADR 34407D109 2615 162700 SH SOLE 162700 0 0 F M C CORP COM NEW 302491303 226 3000 SH SOLE 3000 0 0 FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 264 2700 SH SOLE 2700 0 0 FINANCIAL ENGINES INC COM 317485100 334 4800 SH SOLE 4800 0 0 FIFTH STREET FINANCE CORP COM 31678A103 10915 1180000 SH SOLE 1180000 0 0 FIFTH STR SR FLOATING RATE CO COM 31679F101 2523 190548 SH SOLE 190548 0 0 FULLER H B CO COM 359694106 271 5200 SH SOLE 5200 0 0 FULL CIRCLE CAP CORP COM 359671104 1607 228000 SH SOLE 228000 0 0 GARRISON CAP INC COM 366554103 4858 350025 SH SOLE 350025 0 0 GOLUB CAP BDC INC COM 38173M102 4395 230000 SH SOLE 230000 0 0 GENERAL DYNAMICS CORP COM 369550108 268 2800 SH SOLE 2800 0 0 GENERAL ELECTRIC CO COM 369604103 1345 48000 SH SOLE 48000 0 0 GEO GROUP INC COM 36159R103 496 15400 SH SOLE 15400 0 0 G-III APPAREL GROUP LTD COM 36237H101 236 3200 SH SOLE 3200 0 0 GILEAD SCIENCES INC COM 375558103 271 3600 SH SOLE 3600 0 0 GENERAL MLS INC COM 370334104 299 6000 SH SOLE 6000 0 0 GNC HLDGS INC COM CL A 36191G107 234 4000 SH SOLE 4000 0 0 GOOGLE INC CL A 38259P508 280 250 SH SOLE 250 0 0 GOVERNMENT PPTYS INCOME TR COM SHS BEN INT 38376A103 209 8400 SH SOLE 8400 0 0 GRIFOLS S A SPADRREPBNVT 398438408 238 6600 SH SOLE 6600 0 0 GARMIN LTD SHS H2906T109 647 14000 SH SOLE 14000 0 0 GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 251 4700 SH SOLE 4700 0 0 GENESEE & WYO INC CL A 371559105 211 2200 SH SOLE 2200 0 0 HSBC HLDGS PLC SPON ADR NEW 404280406 1654 30000 SH SOLE 30000 0 0 HARVEST CAP CR CORP COM 41753F109 1987 132323 SH SOLE 132323 0 0 HEALTHCARE SVCS GRP INC COM 421906108 218 7700 SH SOLE 7700 0 0 HOLLYFRONTIER CORP COM 436106108 1093 22000 SH SOLE 22000 0 0 HANGER INC COM NEW 41043F208 287 7300 SH SOLE 7300 0 0 HARTFORD FINL SVCS GROUP INC COM 416515104 1410 38900 SH SOLE 38900 0 0 HIMAX TECHNOLOGIES INC SPONSORED ADR 43289P106 478 32500 SH SOLE 32500 0 0 HITTITE MICROWAVE CORP COM 43365Y104 247 4000 SH SOLE 4000 0 0 HOME LN SERVICING SOLUTIONS ORD SHS G6648D109 4204 183000 SH SOLE 183000 0 0 HONDA MOTOR LTD AMERN SHS 438128308 223 5400 SH SOLE 5400 0 0 HOME PROPERTIES INC COM 437306103 214 4000 SH SOLE 4000 0 0 HELIOS MULTI SEC HI INC FD I COM NEW 42327Y202 441 73300 SH SOLE 73300 0 0 HOME INNS & HOTELS MGMT INC SPON ADR 43713W107 262 6000 SH SOLE 6000 0 0 HORACE MANN EDUCATORS CORP N COM 440327104 347 11000 SH SOLE 11000 0 0 HMS HLDGS CORP COM 40425J101 270 11900 SH SOLE 11900 0 0 HNI CORP COM 404251100 311 8000 SH SOLE 8000 0 0 HARRIS CORP DEL COM 413875105 251 3600 SH SOLE 3600 0 0 HORIZON TECHNOLOGY FIN CORP COM 44045A102 4092 288000 SH SOLE 288000 0 0 HERCULES TECH GROWTH CAP INC COM 427096508 492 30000 SH SOLE 30000 0 0 HERTZ GLOBAL HOLDINGS INC COM 42805T105 292 10200 SH SOLE 10200 0 0 HEXCEL CORP NEW COM 428291108 264 5900 SH SOLE 5900 0 0 MANAGED HIGH YIELD PLUS FD I COM 561911108 526 259000 SH SOLE 259000 0 0 ISHARES IBOXX HI YD ETF 464288513 11610 125000 SH SOLE 125000 0 0 ADVISORSHARES TR PERITUS HG YLD 00768Y503 20559 397500 SH SOLE 397500 0 0 PIMCO ETF TR 0-5 HIGH YIELD 72201R783 21943 206300 SH SOLE 206300 0 0 IAC INTERACTIVECORP COM PAR $.001 44919P508 234 3400 SH SOLE 3400 0 0 INTERACTIVE BROKERS GROUP IN COM 45841N107 243 10000 SH SOLE 10000 0 0 INTERCONTINENTALEXCHANGE GRO COM 45866F104 292 1300 SH SOLE 1300 0 0 ICON PLC SHS G4705A100 210 5200 SH SOLE 5200 0 0 ICONIX BRAND GROUP INC COM 451055107 298 7500 SH SOLE 7500 0 0 ISHARES INTL SEL DIV ETF 464288448 266 7000 SH SOLE 7000 0 0 IDEX CORP COM 45167R104 332 4500 SH SOLE 4500 0 0 INTERVAL LEISURE GROUP INC COM 46113M108 247 8000 SH SOLE 8000 0 0 ING GROEP N V SPONSORED ADR 456837103 182 13000 SH SOLE 13000 0 0 SUMMIT HOTEL PPTYS COM 866082100 207 23000 SH SOLE 23000 0 0 INTEL CORP COM 458140100 1332 51300 SH SOLE 51300 0 0 INTER PARFUMS INC COM 458334109 301 8400 SH SOLE 8400 0 0 IPG PHOTONICS CORP COM 44980X109 326 4200 SH SOLE 4200 0 0 INGERSOLL-RAND PLC SHS G47791101 209 3400 SH SOLE 3400 0 0 INTERSIL CORP CL A 46069S109 1620 141200 SH SOLE 141200 0 0 INVESCO LTD SHS G49ABT108 582 16000 SH SOLE 16000 0 0 JAZZ PHARMACEUTICALS PLC SHS USD G50871105 253 2000 SH SOLE 2000 0 0 SPDR SERIES TRUST BRC HGH YLD BD 78464A417 507 12500 SH SOLE 12500 0 0 JPMORGAN CHASE & CO COM 46625H100 409 7000 SH SOLE 7000 0 0 KCAP FINL INC COM 48668E101 3817 473000 SH SOLE 473000 0 0 KEYCORP NEW COM 493267108 161 12000 SH SOLE 12000 0 0 KKR FINANCIAL HLDGS LLC COM 48248A306 4876 400000 SH SOLE 400000 0 0 KIMBERLY CLARK CORP COM 494368103 261 2500 SH SOLE 2500 0 0 KINDER MORGAN INC DEL COM 49456B101 252 7000 SH SOLE 7000 0 0 CARMAX INC COM 143130102 207 4400 SH SOLE 4400 0 0 COCA COLA CO COM 191216100 330 8000 SH SOLE 8000 0 0 LAZARD LTD SHS A G54050102 1927 42500 SH SOLE 42500 0 0 LIBERTY GLOBAL PLC SHS CL A G5480U104 294 3300 SH SOLE 3300 0 0 LIBERTY GLOBAL PLC SHS CL C G5480U120 287 3400 SH SOLE 3400 0 0 LANDAUER INC COM 51476K103 690 13117 SH SOLE 13117 0 0 LITTELFUSE INC COM 537008104 344 3700 SH SOLE 3700 0 0 LACLEDE GROUP INC COM 505597104 296 6500 SH SOLE 6500 0 0 LABORATORY CORP AMER HLDGS COM NEW 50540R409 228 2500 SH SOLE 2500 0 0 LIBERTY INTERACTIVE CORP INT COM SER A 53071M104 235 8000 SH SOLE 8000 0 0 LILLY ELI & CO COM 532457108 306 6000 SH SOLE 6000 0 0 LIBERTY MEDIA CORP DELAWARE CL A 531229102 234 1600 SH SOLE 1600 0 0 LOCKHEED MARTIN CORP COM 539830109 1799 12100 SH SOLE 12100 0 0 LINCOLN NATL CORP IND COM 534187109 759 14700 SH SOLE 14700 0 0 LINDSAY CORP COM 535555106 256 3100 SH SOLE 3100 0 0 LORILLARD INC COM 544147101 1145 22600 SH SOLE 22600 0 0 GRAND CANYON ED INC COM 38526M106 244 5600 SH SOLE 5600 0 0 LOWES COS INC COM 548661107 297 6000 SH SOLE 6000 0 0 LAM RESEARCH CORP COM 512807108 212 3900 SH SOLE 3900 0 0 LANDSTAR SYS INC COM 515098101 247 4300 SH SOLE 4300 0 0 LULULEMON ATHLETICA INC COM 550021109 207 3500 SH SOLE 3500 0 0 LIBERTY INTERACTIVE CORP LBT VENT COM A 53071M880 270 2200 SH SOLE 2200 0 0 LAS VEGAS SANDS CORP COM 517834107 205 2600 SH SOLE 2600 0 0 LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 1020 12700 SH SOLE 12700 0 0 LIVE NATION ENTERTAINMENT IN COM 538034109 342 17300 SH SOLE 17300 0 0 MASTERCARD INC CL A 57636Q104 209 250 SH SOLE 250 0 0 MEDLEY CAP CORP COM 58503F106 6419 463500 SH SOLE 463500 0 0 MCDONALDS CORP COM 580135101 291 3000 SH SOLE 3000 0 0 MCG CAPITAL CORP COM 58047P107 5940 1350000 SH SOLE 1350000 0 0 MDC PARTNERS INC CLA SUB VTG 552697104 402 15750 SH SOLE 15750 0 0 MEASUREMENT SPECIALTIES INC COM 583421102 212 3500 SH SOLE 3500 0 0 MENTOR GRAPHICS CORP COM 587200106 250 10400 SH SOLE 10400 0 0 METLIFE INC COM 59156R108 2426 45000 SH SOLE 45000 0 0 MAIDEN HOLDINGS LTD SHS G5753U112 459 42000 SH SOLE 42000 0 0 WESTERN ASSET MGD HI INCM F COM 95766L107 361 63700 SH SOLE 63700 0 0 MIDDLEBY CORP COM 596278101 360 1500 SH SOLE 1500 0 0 ADVISORSHARES TR NEWFLT MULSINC 00768Y727 287 5800 SH SOLE 5800 0 0 MOBILE MINI INC COM 60740F105 334 8100 SH SOLE 8100 0 0 AG MTG INVT TR INC COM 001228105 4379 280000 SH SOLE 280000 0 0 MARKEL CORP COM 570535104 232 400 SH SOLE 400 0 0 MUELLER INDS INC COM 624756102 290 4600 SH SOLE 4600 0 0 MANNING & NAPIER INC CL A 56382Q102 247 14000 SH SOLE 14000 0 0 ALTRIA GROUP INC COM 02209S103 1412 36800 SH SOLE 36800 0 0 MINDRAY MEDICAL INTL LTD SPON ADR 602675100 3638 286100 SH SOLE 286100 0 0 MONROE CAP CORP COM 610335101 159 13000 SH SOLE 13000 0 0 MERCK & CO INC COM 589331107 1411 28200 SH SOLE 28200 0 0 MICROSOFT CORP COM 594918104 722 19300 SH SOLE 19300 0 0 ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L104 178 10000 SH SOLE 10000 0 0 M & T BK CORP COM 55261F104 291 2500 SH SOLE 2500 0 0 MITSUBISHI UFJ FINL GROUP IN SPONSORED ADR 606822104 147 22000 SH SOLE 22000 0 0 MAXIM INTEGRATED PRODS INC COM 57772K101 1688 60500 SH SOLE 60500 0 0 MYERS INDS INC COM 628464109 226 10700 SH SOLE 10700 0 0 NEWCASTLE INVT CORP COM 65105M108 2009 350000 SH SOLE 350000 0 0 NORDSON CORP COM 655663102 260 3500 SH SOLE 3500 0 0 NEWMARKET CORP COM 651587107 267 800 SH SOLE 800 0 0 NGP CAP RES CO COM 62912R107 1370 183393 SH SOLE 183393 0 0 NIKE INC CL B 654106103 315 4000 SH SOLE 4000 0 0 NEW MTN FIN CORP COM 647551100 5565 370000 SH SOLE 370000 0 0 NOMURA HLDGS INC SPONSORED ADR 65535H208 280 36000 SH SOLE 36000 0 0 NPS PHARMACEUTICALS INC COM 62936P103 252 8300 SH SOLE 8300 0 0 NORTHSTAR RLTY FIN CORP COM 66704R100 14190 1055000 SH SOLE 1055000 0 0 NEW RESIDENTIAL INVT CORP COM 64828T102 5564 833000 SH SOLE 833000 0 0 NORFOLK SOUTHERN CORP COM 655844108 371 4000 SH SOLE 4000 0 0 NETAPP INC COM 64110D104 247 6000 SH SOLE 6000 0 0 NETEASE INC SPONSORED ADR 64110W102 307 3900 SH SOLE 3900 0 0 NUCOR CORP COM 670346105 219 4100 SH SOLE 4100 0 0 NORTHWEST BANCSHARES INC MD COM 667340103 296 20000 SH SOLE 20000 0 0 FIVE OAKS INVT CORP COM 33830W106 823 79000 SH SOLE 79000 0 0 OASIS PETE INC NEW COM 674215108 225 4800 SH SOLE 4800 0 0 OCEANFIRST FINL CORP COM 675234108 343 20000 SH SOLE 20000 0 0 OFS CAP CORP COM 67103B100 139 10800 SH SOLE 10800 0 0 ONE LIBERTY PPTYS INC COM 682406103 1250 62077 SH SOLE 62077 0 0 OMNICELL INC COM 68213N109 281 11000 SH SOLE 11000 0 0 ORACLE CORP COM 68389X105 295 7700 SH SOLE 7700 0 0 OLD REP INTL CORP COM 680223104 1269 73500 SH SOLE 73500 0 0 ORION MARINE GROUP INC COM 68628V308 125 10400 SH SOLE 10400 0 0 PALO ALTO NETWORKS INC COM 697435105 287 5000 SH SOLE 5000 0 0 PAYCHEX INC COM 704326107 364 8000 SH SOLE 8000 0 0 PRICELINE COM INC COM NEW 741503403 232 200 SH SOLE 200 0 0 PRECISION CASTPARTS CORP COM 740189105 310 1150 SH SOLE 1150 0 0 PDF SOLUTIONS INC COM 693282105 277 10800 SH SOLE 10800 0 0 MEDNAX INC COM 58502B106 320 6000 SH SOLE 6000 0 0 PENNANTPARK FLOATING RATE CA COM 70806A106 3516 256058 SH SOLE 256058 0 0 PROCTER & GAMBLE CO COM 742718109 244 3000 SH SOLE 3000 0 0 KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 500472303 203 5500 SH SOLE 5500 0 0 PHH CORP COM NEW 693320202 219 9000 SH SOLE 9000 0 0 PARK OHIO HLDGS CORP COM 700666100 383 7300 SH SOLE 7300 0 0 PHILIP MORRIS INTL INC COM 718172109 1102 12650 SH SOLE 12650 0 0 PTC INC COM 69370C100 283 8000 SH SOLE 8000 0 0 PENNANTPARK INVT CORP COM 708062104 5939 512000 SH SOLE 512000 0 0 PANERA BREAD CO CL A 69840W108 283 1600 SH SOLE 1600 0 0 PPG INDS INC COM 693506107 341 1800 SH SOLE 1800 0 0 PARTNERRE LTD COM G6852T105 422 4000 SH SOLE 4000 0 0 PROTHENA CORP PLC SHS G72800108 276 10400 SH SOLE 10400 0 0 PROSPECT CAPITAL CORPORATION COM 74348T102 10098 900000 SH SOLE 900000 0 0 PRICESMART INC COM 741511109 289 2500 SH SOLE 2500 0 0 PEARSON PLC SPONSORED ADR 705015105 220 9800 SH SOLE 9800 0 0 PRAXAIR INC COM 74005P104 260 2000 SH SOLE 2000 0 0 QUALCOMM INC COM 747525103 1121 15100 SH SOLE 15100 0 0 REYNOLDS AMERICAN INC COM 761713106 1325 26500 SH SOLE 26500 0 0 ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 1041 14600 SH SOLE 14600 0 0 ALTISOURCE RESIDENTIAL CORP CL B 02153W100 211 7000 SH SOLE 7000 0 0 REINSURANCE GROUP AMER INC COM NEW 759351604 209 2700 SH SOLE 2700 0 0 ROCKWOOD HLDGS INC COM 774415103 273 3800 SH SOLE 3800 0 0 REPUBLIC SVCS INC COM 760759100 996 30000 SH SOLE 30000 0 0 RESOURCE CAP CORP COM 76120W302 593 100000 SH SOLE 100000 0 0 ROYAL BK CDA MONTREAL QUE COM 780087102 1129 16800 SH SOLE 16800 0 0 BANCO SANTANDER SA ADR 05964H105 140 15381 SH SOLE 15381 0 0 SAP AG SPON ADR 803054204 296 3400 SH SOLE 3400 0 0 ISHARES MSCI JAPN SMCETF 464286582 244 4500 SH SOLE 4500 0 0 STELLUS CAP INVT CORP COM 858568108 2151 143900 SH SOLE 143900 0 0 ISHARES EAFE SML CP ETF 464288273 280 5500 SH SOLE 5500 0 0 SEADRILL LIMITED SHS G7945E105 3410 83000 SH SOLE 83000 0 0 STIFEL FINL CORP COM 860630102 240 5000 SH SOLE 5000 0 0 SHIP FINANCE INTERNATIONAL L SHS G81075106 3931 240000 SH SOLE 240000 0 0 SHIRE PLC SPONSORED ADR 82481R106 254 1800 SH SOLE 1800 0 0 SIGNET JEWELERS LIMITED SHS G81276100 307 3900 SH SOLE 3900 0 0 SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C108 256 18100 SH SOLE 18100 0 0 SPDR SER TRUST CAP S/T HI YLD 78468R408 13162 426500 SH SOLE 426500 0 0 SOLERA HOLDINGS INC COM 83421A104 255 3600 SH SOLE 3600 0 0 SOLAR CAP LTD COM 83413U100 12752 565500 SH SOLE 565500 0 0 INVENTURE FOODS INC COM 461212102 259 19500 SH SOLE 19500 0 0 CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 235 2860 SH SOLE 2860 0 0 SANOFI AVENTIS SPONSORED ADR 80105N105 268 5000 SH SOLE 5000 0 0 SONOCO PRODS CO COM 835495102 275 6600 SH SOLE 6600 0 0 SUBURBAN PROPANE PARTNERS L UNIT LTD PARTN 864482104 220 4700 SH SOLE 4700 0 0 SPIRIT RLTY CAP INC COM 84860F109 1604 163143 SH SOLE 163143 0 0 SIMPSON MANUFACTURING CO INC COM 829073105 261 7100 SH SOLE 7100 0 0 SASOL LTD SPONSORED ADR 803866300 247 5000 SH SOLE 5000 0 0 STRATASYS LTD SHS M85548101 350 2600 SH SOLE 2600 0 0 SENSATA TECHNOLOGIES HLDG NV SHS N7902X106 252 6500 SH SOLE 6500 0 0 STUDENT TRANSN INC COM 86388A108 2971 480000 SH SOLE 480000 0 0 STATE AUTO FINL CORP COM 855707105 276 13000 SH SOLE 13000 0 0 STEEL DYNAMICS INC COM 858119100 293 15000 SH SOLE 15000 0 0 STATOIL ASA SPONS ADR 85771P102 217 9000 SH SOLE 9000 0 0 STARZ LIBRTY CAP COM A 85571Q102 298 10200 SH SOLE 10200 0 0 STARWOOD PPTY TR INC COM 85571B105 1385 50000 SH SOLE 50000 0 0 SOLAR SR CAP LTD COM 83416M105 2156 118350 SH SOLE 118350 0 0 SAFEWAY INC COM NEW 786514208 1407 43200 SH SOLE 43200 0 0 SYNGENTA AG SPONSORED ADR 87160A100 240 3000 SH SOLE 3000 0 0 SYSCO CORP COM 871829107 343 9500 SH SOLE 9500 0 0 AT & T CORP COM 00206R102 1248 35500 SH SOLE 35500 0 0 MEDALLION FINL CORP COM 583928106 187 13000 SH SOLE 13000 0 0 TRUEBLUE INC COM 89785X101 242 9400 SH SOLE 9400 0 0 TRIANGLE CAP CORP COM 895848109 1521 55000 SH SOLE 55000 0 0 TCP CAP CORP COM 87238Q103 10613 632457 SH SOLE 632457 0 0 THL CR INC COM 872438106 9894 600000 SH SOLE 600000 0 0 TORONTO DOMINION BK ONT COM NEW 891160509 330 3500 SH SOLE 3500 0 0 TELEDYNE TECHNOLOGIES INC COM 879360105 276 3000 SH SOLE 3000 0 0 TELEFONICA S A SPONSORED ADR 879382208 180 11000 SH SOLE 11000 0 0 ISHARES MSCI THI CAP ETF 464286624 264 3850 SH SOLE 3850 0 0 MARKET VECTORS ETF TR HI YLD TREA BD 57061R775 685 27000 SH SOLE 27000 0 0 THOR INDS INC COM 885160101 276 5000 SH SOLE 5000 0 0 TICC CAPITAL CORP COM 87244T109 4519 437000 SH SOLE 437000 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 212 1900 SH SOLE 1900 0 0 TERRA NITROGEN CO L P COM UNIT 881005201 325 2300 SH SOLE 2300 0 0 ISHARES MSCI KOKUSAI ETF 464288265 242 4600 SH SOLE 4600 0 0 TOTAL S A SPONSORED ADR 89151E109 2328 38000 SH SOLE 38000 0 0 TRIPADVISOR INC COM 896945201 240 2900 SH SOLE 2900 0 0 SPEEDWAY MOTORSPORTS INC COM 847788106 377 19000 SH SOLE 19000 0 0 TRANSCANADA CORP COM 89353D107 274 6000 SH SOLE 6000 0 0 TRIMAS CORP COM NEW 896215209 227 5700 SH SOLE 5700 0 0 TRAVELERS COMPANIES INC COM 89417E109 1105 12200 SH SOLE 12200 0 0 TRACTOR SUPPLY CO COM 892356106 310 4000 SH SOLE 4000 0 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 244 14000 SH SOLE 14000 0 0 TORO CO COM 891092108 286 4500 SH SOLE 4500 0 0 GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J206 287 9500 SH SOLE 9500 0 0 TOWERS WATSON & CO CL A 891894107 294 2300 SH SOLE 2300 0 0 TWO HBRS INVT CORP COM 90187B101 4037 435000 SH SOLE 435000 0 0 TEXAS INSTRS INC COM 882508104 1221 27800 SH SOLE 27800 0 0 UFP TECHNOLOGIES INC COM 902673102 252 10000 SH SOLE 10000 0 0 ULTA SALON COSMETICS & FRAG I COM 90384S303 232 2400 SH SOLE 2400 0 0 UMB FINL CORP COM 902788108 296 4600 SH SOLE 4600 0 0 UMPQUA HLDGS CORP COM 904214103 297 15500 SH SOLE 15500 0 0 US BANCORP DEL COM NEW 902973304 2876 71200 SH SOLE 71200 0 0 VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 511 8700 SH SOLE 8700 0 0 MERIDIAN BIOSCIENCE INC COM 589584101 637 24000 SH SOLE 24000 0 0 VANGUARD NATURAL RESOURCES L COM UNIT 92205F106 1792 60700 SH SOLE 60700 0 0 VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W209 2194 55800 SH SOLE 55800 0 0 VANGUARD INTL EQUITY INDEX F MSCI PAC ETF 922042866 307 5000 SH SOLE 5000 0 0 VALIDUS HOLDINGS LTD COM SHS G9319H102 1209 30000 SH SOLE 30000 0 0 VERISK ANALYTICS INC CL A 92345Y106 309 4700 SH SOLE 4700 0 0 VALEANT PHARMACEUTICALS INTL COM 91911K102 270 2300 SH SOLE 2300 0 0 VANGUARD INTL EQUITY INDEX F FTSE SMCAP ETF 922042718 206 2000 SH SOLE 2000 0 0 VANGUARD INTL EQUITY INDEX F TT WRLD ST ETF 922042742 327 5500 SH SOLE 5500 0 0 VANGUARD INDEX FDS TOTAL STK MKT 922908769 259 2700 SH SOLE 2700 0 0 WABTEC CORP COM 929740108 371 5000 SH SOLE 5000 0 0 WAGEWORKS INC COM 930427109 291 4900 SH SOLE 4900 0 0 WASTE CONNECTIONS INC COM 941053100 262 6000 SH SOLE 6000 0 0 WENDYS CO COM 95058W100 205 23500 SH SOLE 23500 0 0 WHITEHORSE FIN INC COM 96524V106 6800 450000 SH SOLE 450000 0 0 WIPRO LTD SPON ADR 1 SH 97651M109 340 27000 SH SOLE 27000 0 0 WASTE MGMT INC DEL COM 94106L109 1086 24200 SH SOLE 24200 0 0 WILLIAMS COS INC DEL COM 969457100 3452 89500 SH SOLE 89500 0 0 VCA ANTECH INC COM 918194101 282 9000 SH SOLE 9000 0 0 WESTERN UN CO COM 959802109 1052 61000 SH SOLE 61000 0 0 WOLVERINE WORLD WIDE INC COM 978097103 285 8400 SH SOLE 8400 0 0 WYNN RESORTS LTD COM 983134107 1515 7800 SH SOLE 7800 0 0 CLAYMORE EXCHANGE-TRD FD TR GUGG CHINA ALLCP 18385P101 207 7600 SH SOLE 7600 0 0 YANDEX N V SHS CLASS A N97284108 289 6700 SH SOLE 6700 0 0 ZEBRA TECHNOLOGIES CORP CL A 989207105 276 5100 SH SOLE 5100 0 0 ZAIS FINL CORP COM 98886K108 6412 400000 SH SOLE 400000 0 0 ZIX CORP COM 98974P100 246 54000 SH SOLE 54000 0 0