0000950123-15-010802.txt : 20151109 0000950123-15-010802.hdr.sgml : 20151109 20151105153826 ACCESSION NUMBER: 0000950123-15-010802 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20150930 FILED AS OF DATE: 20151105 DATE AS OF CHANGE: 20151105 EFFECTIVENESS DATE: 20151105 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: 151200339 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 09-30-2015 09-30-2015 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 11-05-2015 0 452 604124 false INFORMATION TABLE 2 form13fInfoTable.xml INFORMATION TABLE FOR FORM 13F APPLE INC COM 037833100 2482 22500 SH SOLE 22500 0 0 ABBVIE INC COM 00287Y109 2993 55000 SH SOLE 55000 0 0 ALCENTRA CAP CORP COM 01374T102 1449 125000 SH SOLE 125000 0 0 AMBEV SA SPONSORED ADR 02319V103 76 15500 SH SOLE 15500 0 0 AMERICAN CAP LTD COM 02503Y103 151 12400 SH SOLE 12400 0 0 ACE LTD SHS H0023R105 259 2500 SH SOLE 2500 0 0 ACCENTURE PLC IRELAND SHS CLASS A G1151C101 354 3600 SH SOLE 3600 0 0 AVENUE INCOME CR STRATEGIES COM 05358E106 1565 121800 SH SOLE 121800 0 0 AMERICAN CAP SR FLOATING LTD COM 02504D108 2662 240000 SH SOLE 240000 0 0 ALLERGAN PLC SHS G0177J108 299 1100 SH SOLE 1100 0 0 AUTOMATIC DATA PROCESSING IN COM 053015103 2330 29000 SH SOLE 29000 0 0 BLDRS INDEX FDS TR EUR 100 ADR 09348R409 204 10000 SH SOLE 10000 0 0 ALLIANCE DATA SYSTEMS CORP COM 018581108 259 1000 SH SOLE 1000 0 0 AEGON N V NY REGISTRY SH 007924103 922 160426 SH SOLE 160426 0 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PROOFPOINT INC COM 743424103 211 3500 SH SOLE 3500 0 0 PROCTER & GAMBLE CO COM 742718109 2122 29500 SH SOLE 29500 0 0 PGT INC COM 69336V101 350 28500 SH SOLE 28500 0 0 POWERSHARES GLOBAL ETF TRUST FDM HG YLD RAFI 73936T557 272 15300 SH SOLE 15300 0 0 PIONEER FLOATING RATE TR COM 72369J102 2284 201792 SH SOLE 201792 0 0 POWERSHARES ETF TRUST INTL DIV ACHV 73935X716 187 12950 SH SOLE 12950 0 0 POWERSHARES ETF TRUST II DWA EMKT MOM PTF 73936Q207 203 13200 SH SOLE 13200 0 0 PUTNAM MASTER INTER INCOME T SH BEN INT 746909100 47 10500 SH SOLE 10500 0 0 PHILIP MORRIS INTL INC COM 718172109 2126 26800 SH SOLE 26800 0 0 PENNYMAC MTG INVT TR COM 70931T103 4742 306500 SH SOLE 306500 0 0 PTC INC COM 69370C100 206 6500 SH SOLE 6500 0 0 PANERA BREAD CO CL A 69840W108 309 1600 SH SOLE 1600 0 0 POTASH CORP SASK INC COM 73755L107 1967 95700 SH SOLE 95700 0 0 PPG INDS INC COM 693506107 228 2600 SH SOLE 2600 0 0 PPL CORP COM 69351T106 2664 81000 SH SOLE 81000 0 0 VOYA PRIME RATE TR SH BEN INT 92913A100 202 40000 SH SOLE 40000 0 0 PRAXAIR INC COM 74005P104 204 2000 SH SOLE 2000 0 0 QUALCOMM INC COM 747525103 2579 48000 SH SOLE 48000 0 0 REYNOLDS AMERICAN INC COM 761713106 2253 50900 SH SOLE 50900 0 0 REGENERON PHARMACEUTICALS COM 75886F107 326 700 SH SOLE 700 0 0 RELX NV SPONSORED ADR 75955B102 278 16918 SH SOLE 16918 0 0 REGAL ENTMT GROUP CL A 758766109 2056 110000 SH SOLE 110000 0 0 RAYMOND JAMES FINANCIAL INC COM 754730109 248 5000 SH SOLE 5000 0 0 RYANAIR HLDGS PLC SPONSORED ADR 783513104 245 3125 SH SOLE 3125 0 0 SAFETY INS GROUP INC COM 78648T100 217 4000 SH SOLE 4000 0 0 BANCO SANTANDER SA ADR 05964H105 105 19876 SH SOLE 19876 0 0 SAP AG SPON ADR 803054204 220 3400 SH SOLE 3400 0 0 STARBUCKS CORP COM 855244109 364 6400 SH SOLE 6400 0 0 WESTERN ASSET WORLDWIDE INCO COM 957668106 629 64000 SH SOLE 64000 0 0 SCHWAB STRATEGIC TR US BRD MKT ETF 808524102 2319 50000 SH SOLE 50000 0 0 SCHWAB STRATEGIC TR EMRG MKTEQ ETF 808524706 269 13300 SH SOLE 13300 0 0 SCHWAB CHARLES CORP NEW COM 808513105 278 9750 SH SOLE 9750 0 0 ISHARES MSCI JAPN SMCETF 464286582 249 4500 SH SOLE 4500 0 0 STELLUS CAP INVT CORP COM 858568108 3071 305000 SH SOLE 305000 0 0 ISHARES EAFE SML CP ETF 464288273 263 5500 SH SOLE 5500 0 0 SEALED AIR CORP NEW COM 81211K100 258 5500 SH SOLE 5500 0 0 STIFEL FINL CORP COM 860630102 211 5000 SH SOLE 5000 0 0 SHIP FINANCE INTERNATIONAL L SHS G81075106 2113 130000 SH SOLE 130000 0 0 ISHARES TR 0-5YR HI YL CP 46434V407 266 5800 SH SOLE 5800 0 0 SIGNET JEWELERS LIMITED SHS G81276100 327 2400 SH SOLE 2400 0 0 SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C108 254 9300 SH SOLE 9300 0 0 SIRONA DENTAL SYSTEMS INC COM 82966C103 261 2800 SH SOLE 2800 0 0 SIX FLAGS ENTMT CORP NEW COM 83001A102 2495 54500 SH SOLE 54500 0 0 SPDR SER TRUST CAP S/T HI YLD 78468R408 1131 42000 SH SOLE 42000 0 0 SCHLUMBERGER LTD COM 806857108 807 11700 SH SOLE 11700 0 0 SOLAR CAP LTD COM 83413U100 6882 435000 SH SOLE 435000 0 0 NEW SR INVT GROUP INC COM 648691103 942 90000 SH SOLE 90000 0 0 SANOFI SPONSORED ADR 80105N105 2635 55500 SH SOLE 55500 0 0 SOUTHERN CO COM 842587107 2481 55500 SH SOLE 55500 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 6324 33000 SH SOLE 33000 0 0 SPIRIT RLTY CAP INC COM 84860F109 119 13000 SH SOLE 13000 0 0 SIMPSON MANUFACTURING CO INC COM 829073105 238 7100 SH SOLE 7100 0 0 SENSATA TECHNOLOGIES HLDG NV SHS N7902X106 288 6500 SH SOLE 6500 0 0 STERIS CORP COM 859152100 292 4500 SH SOLE 4500 0 0 STEEL DYNAMICS INC COM 858119100 191 11100 SH SOLE 11100 0 0 STARZ LIBRTY CAP COM A 85571Q102 299 8000 SH SOLE 8000 0 0 STARWOOD PPTY TR INC COM 85571B105 1026 50000 SH SOLE 50000 0 0 SOLAR SR CAP LTD COM 83416M105 924 65000 SH SOLE 65000 0 0 SYSCO CORP COM 871829107 2144 55000 SH SOLE 55000 0 0 AT & T CORP COM 00206R102 7100 217922 SH SOLE 217922 0 0 TRIANGLE CAP CORP COM 895848109 5205 315800 SH SOLE 315800 0 0 TCP CAP CORP COM 87238Q103 5424 400000 SH SOLE 400000 0 0 THL CR INC COM 872438106 6443 590000 SH SOLE 590000 0 0 TORONTO DOMINION BK ONT COM NEW 891160509 276 7000 SH SOLE 7000 0 0 TELEDYNE TECHNOLOGIES INC COM 879360105 271 3000 SH SOLE 3000 0 0 TELEFONICA S A SPONSORED ADR 879382208 136 11314 SH SOLE 11314 0 0 TEMPLETON EMERG MKTS INCOME COM 880192109 485 50000 SH SOLE 50000 0 0 TARGET CORP COM 87612E106 2973 37800 SH SOLE 37800 0 0 HANOVER INS GROUP INC COM 410867105 311 4000 SH SOLE 4000 0 0 THOR INDS INC COM 885160101 259 5000 SH SOLE 5000 0 0 THORATEC CORP COM NEW 885175307 399 6300 SH SOLE 6300 0 0 GENTHERM INC COM 37253A103 270 6000 SH SOLE 6000 0 0 TELECOM ITALIA S P A NEW SPON ADR ORD 87927Y102 157 12800 SH SOLE 12800 0 0 TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 900111204 104 12000 SH SOLE 12000 0 0 LMP CORPORATE LN FD INC COM 50208B100 1182 115000 SH SOLE 115000 0 0 TOYOTA MOTOR CORP SP ADR REP2COM 892331307 311 2650 SH SOLE 2650 0 0 ISHARES MSCI KOKUSAI ETF 464288265 230 4600 SH SOLE 4600 0 0 TOTAL S A SPONSORED ADR 89151E109 3845 86000 SH SOLE 86000 0 0 PRICE T ROWE GROUP INC COM 74144T108 209 3000 SH SOLE 3000 0 0 TRACTOR SUPPLY CO COM 892356106 337 4000 SH SOLE 4000 0 0 TESLA MTRS INC COM 88160R101 248 1000 SH SOLE 1000 0 0 TPG SPECIALTY LENDING INC COM 87265K102 6326 385000 SH SOLE 385000 0 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 301 14500 SH SOLE 14500 0 0 TORO CO COM 891092108 317 4500 SH SOLE 4500 0 0 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 330 11500 SH SOLE 11500 0 0 TELUS CORP COM 87971M103 1596 50600 SH SOLE 50600 0 0 TOWERS WATSON & CO CL A 891894107 270 2300 SH SOLE 2300 0 0 TWO HBRS INVT CORP COM 90187B101 2294 260055 SH SOLE 260055 0 0 2U INC COM 90214J101 201 5600 SH SOLE 5600 0 0 TRI CONTL CORP COM 895436103 980 50239 SH SOLE 50239 0 0 UNIVERSAL AMERN CORP NEW COM 91338E101 198 29000 SH SOLE 29000 0 0 ULTA SALON COSMETCS & FRAG I COM 90384S303 310 1900 SH SOLE 1900 0 0 ULTIMATE SOFTWARE GROUP INC COM 90385D107 269 1500 SH SOLE 1500 0 0 VANGUARD SCOTTSDALE FDS SHRT TRM CORP BD 92206C409 359 4500 SH SOLE 4500 0 0 VANGUARD INTL EQUITY INDEX F ALLWRLD EX US 922042775 256 6000 SH SOLE 6000 0 0 VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 6593 134050 SH SOLE 134050 0 0 VALERO ENERGY CORP NEW COM 91913Y100 234 3900 SH SOLE 3900 0 0 INVESCO HIGH INCOME TR II COM 46131F101 1351 105000 SH SOLE 105000 0 0 VANTIV INC CL A 92210H105 292 6500 SH SOLE 6500 0 0 VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W209 1746 55000 SH SOLE 55000 0 0 VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 6150 35000 SH SOLE 35000 0 0 VOYA FINL INC COM 929089100 252 6500 SH SOLE 6500 0 0 VANGUARD INTL EQUITY INDEX F FTSE PACIFIC ETF 922042866 215 4000 SH SOLE 4000 0 0 VALIDUS HOLDINGS LTD COM SHS G9319H102 1352 30000 SH SOLE 30000 0 0 POWERSHARES ETF TR II VAR RATE PFD POR 73937B597 352 14500 SH SOLE 14500 0 0 VALEANT PHARMACEUTICALS INTL COM 91911K102 268 1500 SH SOLE 1500 0 0 VANGUARD INTL EQUITY INDEX F FTSE SMCAP ETF 922042718 227 2500 SH SOLE 2500 0 0 INVESCO DYNAMIC CR OPP FD COM 46132R104 4968 470000 SH SOLE 470000 0 0 VIAD CORP COM NEW 92552R406 290 10000 SH SOLE 10000 0 0 INVESCO SR INCOME TR COM 46131H107 1735 415000 SH SOLE 415000 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 6170 141809 SH SOLE 141809 0 0 WABTEC CORP COM 929740108 317 3600 SH SOLE 3600 0 0 WEBMD HEALTH CORP COM 94770V102 259 6500 SH SOLE 6500 0 0 WASTE CONNECTIONS INC COM 941053100 291 6000 SH SOLE 6000 0 0 WISDOMTREE INVTS INC COM 97717P104 231 14300 SH SOLE 14300 0 0 WHITEHORSE FIN INC COM 96524V106 4947 425000 SH SOLE 425000 0 0 WHEELER REAL ESTATE INVT TR COM 963025101 95 50000 SH SOLE 50000 0 0 WIPRO LTD SPON ADR 1 SH 97651M109 238 19400 SH SOLE 19400 0 0 WILLIAMS COS INC DEL COM 969457100 3004 81500 SH SOLE 81500 0 0 WAL-MART STORES INC COM 931142103 2101 32400 SH SOLE 32400 0 0 VCA INC COM 918194101 342 6500 SH SOLE 6500 0 0 WOODWARD INC COM 980745103 224 5500 SH SOLE 5500 0 0 WYNN RESORTS LTD COM 983134107 563 10600 SH SOLE 10600 0 0 SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 2228 30000 SH SOLE 30000 0 0 CLAYMORE EXCHANGE-TRD FD TR GUGG CHINA ALLCP 18385P101 214 9000 SH SOLE 9000 0 0 ZAIS FINL CORP COM 98886K108 5561 415000 SH SOLE 415000 0 0 ZOETIS INC CL A 98978V103 226 5500 SH SOLE 5500 0 0