-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, CBt2z4mVmHc1oQMD5KpzrhvIw/9o74yJ5nIecUMpyxneVJyWOXR4fmNPaNEiNKJ7 RfKET7n2vWwmu5/FnTZ53A== 0001193125-08-233334.txt : 20081112 0001193125-08-233334.hdr.sgml : 20081111 20081112111428 ACCESSION NUMBER: 0001193125-08-233334 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20080930 FILED AS OF DATE: 20081112 DATE AS OF CHANGE: 20081112 EFFECTIVENESS DATE: 20081112 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: 081179071 BUSINESS ADDRESS: STREET 1: AMERICAN PENSION INVESTORS TRUST STREET 2: 2303 YORKTOWN AVE CITY: LYNCHBURG STATE: VA ZIP: 24501 MAIL ADDRESS: STREET 1: AMERICAN PENSION INVESTORS TRUST STREET 2: 2303 YORKTOWN AVE CITY: LYNCHBURG STATE: VA ZIP: 24501 13F-HR 1 d13fhr.txt 13F-HR UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F Cover Page Report for the Calendar Year or Quarter Ended: September 30, 2008 Check here if Amendment [_]; Amendment Number: -------- This Amendment (Check only one): [_] is a restatement [_] adds new holding entries Institutional Investment Manager Filing this Report: Name: Yorktown Management & Research Company, Inc. Address: 2303 Yorktown Avenue Lynchburg, Virginia 24501 Form 13F File Number: 28-12529 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: David D. Basten Title: President Phone: (434) 846-1361 Signature, Place, and Date of Signing: /s/ David D. Basten - ----------------------- Lynchburg, Virginia November 12, 2008 [Signature] [City, State] [Date] Report Type (Check only one.): [X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) [_] 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) [_] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 149 Form 13F Information Table Value Total: $126,572 (thousands) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. [If there are no entries in this list, state "NONE" and omit the column headings and list entries.] NONE
MARKET TITLE OF VALUE (x$1000) SHARE/PRN SHARE/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER CLASS CUSIP (USD) AMOUNT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - -------------- --------------- --------- -------------- --------- ------ ---- ---------- -------- ------- ------ ---- ALLIANCE BERNSTEIN HOLDING LP UNIT LTD PARTN 01881G106 814 22,000 SH SOLE 22,000 AMBAC FINL GROUP INC COM 023139108 233 100,000 SH SOLE 100,000 ACE LTD ORD G0070K103 1,028 19,000 SH SOLE 19,000 AMERICREDIT CORP COM 03060R101 841 83,000 SH SOLE 83,000 BLDRS INDEX FDS TR DEV MK 100 ADR 09348R201 668 30,000 SH SOLE 30,000 BLDRS INDEX FDS TR EMER MK 50 ADR 09348R300 1,318 35,000 SH SOLE 35,000 AGRIUM INC COM 008916108 393 7,000 SH SOLE 7,000 AIXTRON AKTIENGESELLSCHAFT SPONSORED ADR 009606104 228 38,000 SH SOLE 38,000 AUTOLIV INC COM 052800109 506 15,000 SH SOLE 15,000 ARACRUZ CELULOSE S A SPON ADR PFD B 038496204 404 11,000 SH SOLE 11,000 ALLIANCE BERSTEIN GB HGH INC COM 01879R106 542 54,000 SH SOLE 54,000 BOEING CO COM 097023105 574 10,000 SH SOLE 10,000 BB&T CORP COM 054937107 1,380 36,500 SH SOLE 36,500 BELDEN CDT INC COM 077454106 732 23,000 SH SOLE 23,000 FRANKLIN RES INC COM 354613101 881 10,000 SH SOLE 10,000 SPDR INDEX SHS FDS S&P BRIC 40 ETF 78463X798 871 43,000 SH SOLE 43,000 BANK NOVA SCOTIA HALIFAX COM 064149107 967 21,000 SH SOLE 21,000 MORGAN STANLEY CHINA A SH FD COM 617468103 1,067 37,000 SH SOLE 37,000 CHUBB CORP COM 171232101 549 10,000 SH SOLE 10,000 CIT GROUP INC COM 125581108 912 131,000 SH SOLE 131,000 CANADIAN NAT RES LTD COM 136385101 479 7,000 SH SOLE 7,000 COHEN & STEERS INC COM 19247A100 1,048 37,000 SH SOLE 37,000 COPART INC COM 217204106 1,064 28,000 SH SOLE 28,000 CADBURY PLC SPONS ADR 12721E102 696 17,000 SH SOLE 17,000 DONALDSON INC COM 257651109 754 18,000 SH SOLE 18,000 PROSHARES TR ULTRA DOW 30 74347R305 2,264 42,000 SH SOLE 42,000 DEERE & CO COM 244199105 446 9,000 SH SOLE 9,000 WISDOMTREE TRUST EMRG MKT HGHYD 97717W315 611 14,000 SH SOLE 14,000 WISDOMTREE TRUST EUROPE SMCP DV 97717W869 444 11,000 SH SOLE 11,000 WISDOMTREE TRUST JP SMALLCP DIV 97717W836 575 15,000 SH SOLE 15,000 WISDOMTREE TRUST HG-YIELDING EQ 97717W208 421 10,000 SH SOLE 10,000 WISDOMTREE TRUST MIDCAP DIVI FD 97717W505 1,133 25,000 SH SOLE 25,000 WISDOMTREE TRUST INTL DV TOP100 97717W786 559 11,000 SH SOLE 11,000 DR PEPPER SNAPPLE GROUP INC COM 26138E109 1,242 46,900 SH SOLE 46,900 DARWIN PROFESSIONAL UNDERWRI COM 237502109 778 25,000 SH SOLE 25,000 ISHARES TR DJ SEL DIV INX 464287168 636 12,000 SH SOLE 12,000 CLAYMORE EXCHANGE TRADED FD BNY BRI&C PTF 18383M100 1,144 33,000 SH SOLE 33,000 ISHARES TR MSCI EAFE IDX 464287465 957 17,000 SH SOLE 17,000 ISHARES TR MSCI GRW IDX 464288885 1,415 25,000 SH SOLE 25,000 ISHARES TR MSCI VAL IDX 464288877 772 15,300 SH SOLE 15,300 ISHARES TR JPMORGAN USD 464288281 461 5,000 SH SOLE 5,000 ISHARES INC MSCI PAC J IDX 464286665 1,454 40,500 SH SOLE 40,500 ENSCO INTL INC COM 26874Q100 461 8,000 SH SOLE 8,000 ISHARES INC MSCI AUSTRALIA 464286103 965 47,000 SH SOLE 47,000 ISHARES INC MSCI CDA INDEX 464286509 632 24,000 SH SOLE 24,000 ISHARES INC MSCI SWEDEN 464286756 1,363 66,700 SH SOLE 66,700 ISHARES INC MSCI HONG KONG 464286871 1,295 98,000 SH SOLE 98,000 ISHARES INC MSCI JAPAN 464286848 1,034 97,000 SH SOLE 97,000 ISHARES INC MSCI AUSTRIA 464286202 787 36,000 SH SOLE 36,000
MARKET TITLE OF VALUE (x$1000) SHARE/PRN SHARE/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER CLASS CUSIP (USD) AMOUNT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - -------------- --------------- --------- -------------- --------- ------ ---- ---------- -------- ------- ------ ---- ISHARES INC MSCI SPAIN 464286764 1,022 22,000 SH SOLE 22,000 ISHARES INC MSCI SINGAPORE 464286673 2,309 237,000 SH SOLE 237,000 ISHARES INC MSCI TAIWAN 464286731 1,196 111,000 SH SOLE 111,000 ISHARES INC MSCI UTD KINGD 464286699 500 30,000 SH SOLE 30,000 ISHARES INC MSCI MEXICO 464286822 653 14,000 SH SOLE 14,000 ISHARES INC MSCI S KOREA 464286772 636 16,000 SH SOLE 16,000 ISHARES INC MSCI BRAZIL 464286400 1,641 29,000 SH SOLE 29,000 ISHARES INC MSCI STH AFRCA 464286780 1,030 21,000 SH SOLE 21,000 FIRST TR MORNINGSTAR DIV LEA SHS 336917109 298 19,000 SH SOLE 19,000 SPDR INDEX SHS FDS DJ EURSTX50ETF 78463X202 1,256 29,500 SH SOLE 29,500 FEDERATED INVS INC PA CL B 314211103 721 25,000 SH SOLE 25,000 FLIR SYS INC COM 302445101 1,383 36,000 SH SOLE 36,000 CLAYMORE ETF TRUST 2 CLAY/BNY ETF 18383Q838 373 20,000 SH SOLE 20,000 FRONTLINE LTD SHS G3682E127 577 12,000 SH SOLE 12,000 ISHARES TR FTSE XNHUA IDX 464287184 1,172 34,000 SH SOLE 34,000 GABELLI EQUITY TR INC COM 362397101 296 43,000 SH SOLE 43,000 SPDR INDEX SHS FDS MIDEAST AFRICA 78463X806 602 11,000 SH SOLE 11,000 GAMCO INVESTORS INC COM 361438104 1,305 22,000 SH SOLE 22,000 GAFISA S A SPONS ADR 362607301 771 30,000 SH SOLE 30,000 GERDAU S A SPONS ADR 373737105 311 28,000 SH SOLE 28,000 SPDR INDEX SHS FDS ASIA PACIF ETF 78463X301 1,791 33,000 SH SOLE 33,000 SPDR INDEX SHS FDS EMERG MKTS ETF 78463X509 621 12,000 SH SOLE 12,000 GOLDMAN SACHS GROUP INC COM 38141G104 768 6,000 SH SOLE 6,000 SPDR INDEX SHS FDS EUROPE ETF 78463X608 877 20,000 SH SOLE 20,000 HDFC BANK LTD ADR REPS 3 SHS 40415F101 892 10,500 SH SOLE 10,500 HONEYWELL INTL INC COM 438516106 540 13,000 SH SOLE 13,000 HOUSTON AMERN ENERGY CORP COM 44183U100 404 64,000 SH SOLE 64,000 HEXCEL CORP NEW COM 428291108 534 39,000 SH SOLE 39,000 INTERNATIONAL BUSINESS MACHS COM 459200101 1,053 9,000 SH SOLE 9,000 ISHARES TR COHEN&ST RLTY 464287564 690 9,000 SH SOLE 9,000 ISHARES TR S&P EURO PLUS 464287861 478 12,000 SH SOLE 12,000 ISHARES TR DEV SM CP EX-N 464288497 506 16,000 SH SOLE 16,000 ISHARES TR GLMN SCHS NETW 464287531 967 41,500 SH SOLE 41,500 ISHARES TR S&P LTN AM 40 464287390 1,937 50,000 SH SOLE 50,000 INVERNESS MED INNOVATIONS IN COM 46126P106 900 30,000 SH SOLE 30,000 BARCLAYS BK PLC IP MSCI IND 36 06739F291 995 22,000 SH SOLE 22,000 ISHARES TR S&P/TOPIX 150 464287382 567 12,000 SH SOLE 12,000 ISHARES TR RSSL MCRCP IDX 464288869 935 21,000 SH SOLE 21,000 ISHARES TR S&P GBL FIN 464287333 333 6,000 SH SOLE 6,000 ISHARES TR DJ US INDEX FD 464287846 1,029 18,000 SH SOLE 18,000 JP MORGAN CHASE & CO COM 46625H100 1,168 25,000 SH SOLE 25,000 SPDR SERIES TRUST KBW BK ETF 78464A797 706 21,000 SH SOLE 21,000 SPDR SERIES TRUST KBW CAP MKTS 78464A771 634 16,000 SH SOLE 16,000 KRAFT FOODS INC CL A 50075N104 693 21,154 SH SOLE 21,154 SPDR SERIES TRUST KBW INS ETF 78464A789 691 18,000 SH SOLE 18,000 COCA COLA CO COM 191216100 635 12,000 SH SOLE 12,000 LATIN AMERN DISCOVERY FD INC COM 51828C106 472 26,500 SH SOLE 26,500 CLAYMORE EXCHANGE TRADED FD BBD HGH INCOME 18383M860 164 11,000 SH SOLE 11,000 VANGUARD WORLD FD MEGA GRWTH IND 921910816 1,481 36,000 SH SOLE 36,000 MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 648 20,000 SH SOLE 20,000
MARKET TITLE OF VALUE (x$1000) SHARE/PRN SHARE/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER CLASS CUSIP (USD) AMOUNT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - -------------- --------------- --------- -------------- --------- ------ ---- ---------- -------- ------- ------ ---- MINDRAY MEDICAL INTL LTD SPON ADR 602675100 1,147 34,000 SH SOLE 34,000 ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L104 346 7,000 SH SOLE 7,000 PROSHARES TR ULTRA MDCAP 400 74347R404 803 16,000 SH SOLE 16,000 NET SERVICOS DE COMUNICACAO SPONSD ADR NEW 64109T201 667 76,000 SH SOLE 76,000 NUANCE COMMUNICATIONS INC COM 67020Y100 683 56,000 SH SOLE 56,000 PENSKE AUTOMOTIVE GRP INC COM 70959W103 528 46,000 SH SOLE 46,000 PACCAR INC COM 693718108 592 15,500 SH SOLE 15,500 POWERSHARES GLOBAL ETF TRUST SOVEREIGN DEBT 73936T573 426 19,000 SH SOLE 19,000 POWERSHARES ETF TRUST FINL PFD PTFL 73935X229 328 24,000 SH SOLE 24,000 POWERSHARES ETF TRUST AGGRESV GROWTH 73935X294 1,627 74,000 SH SOLE 74,000 PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 718252604 563 10,000 SH SOLE 10,000 POWERSHARES ETF TRUST INTL DIV ACHV 73935X716 157 10,500 SH SOLE 10,500 PROLOGIS SH BEN INT 743410102 499 12,100 SH SOLE 12,100 POWERSHARES GLOBAL ETF TRUST ASIA PAC OPPOR 73936T102 402 25,000 SH SOLE 25,000 POWERSHARES ETF TRUST DYNAMIC OTC PT 73935X203 1,706 40,000 SH SOLE 40,000 POWERSHARES ETF TRUST ZACKS MC PRTFL 73935X740 918 73,000 SH SOLE 73,000 PROSHARES TR ULTRA QQQ PSHS 74347R206 783 15,000 SH SOLE 15,000 POWERSHARES QQQ TRUST UNIT SER 1 73935A104 428 11,000 SH SOLE 11,000 DR REDDYS LABS LTD ADR 256135203 580 52,000 SH SOLE 52,000 RYDEX ETF TRUST S&PMC400 PURVL 78355W502 1,147 42,000 SH SOLE 42,000 TRANSOCEAN INC NEW SHS G90073100 439 4,000 SH SOLE 4,000 ROFIN SINAR TECHNOLOGIES INC COM 775043102 888 29,000 SH SOLE 29,000 RYDEX ETF TRUST S&P 500 2X ETF 78355W783 1,225 28,000 SH SOLE 28,000 RYDEX ETF TRUST S&PSC600 PURVL 78355W700 916 31,000 SH SOLE 31,000 PROSHARES TR ULTRA SMCAP 600 74347R818 963 21,000 SH SOLE 21,000 AT&T INC COM 00206R102 475 17,000 SH SOLE 17,000 SPDR SERIES TRUST S&P DIVID ETF 78464A763 756 15,500 SH SOLE 15,500 SILGAN HOLDINGS INC COM 827048109 869 17,000 SH SOLE 17,000 PROSHARES TR ULTRA S&P 500 74347R107 637 13,000 SH SOLE 13,000 BANCO SANTANDER SA ADR 05964H105 706 47,000 SH SOLE 47,000 STATOILHYDRO ASA SPONSORED ADR 85771P102 784 32,950 SH SOLE 32,950 ISHARES INC MSCI THAILAND 464286624 827 24,000 SH SOLE 24,000 P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 596 20,000 SH SOLE 20,000 SPDR SERIES TRUST DJWS TOTAL MKT 78464A805 714 8,000 SH SOLE 8,000 TELE NORTE LESTE PART S A SPON ADR PFD 879246106 663 38,000 SH SOLE 38,000 ISHARES INC MSCI TURKEY FD 464286715 803 18,000 SH SOLE 18,000 PROSHARES TR ULT 1000 GRWTH 74347R537 1,250 30,000 SH SOLE 30,000 PROSHARES TR ULT 2000 GRWTH 74347R487 1,516 36,000 SH SOLE 36,000 PROSHARES TR ULT MDCP GRWTH 74347R511 1,104 32,000 SH SOLE 32,000 POWERSHS DB US DOLLAR INDEX DOLL INDX BULL 73936D107 257 10,500 SH SOLE 10,500 PROSHARES TR ULT 1000 VALUE 74347R529 776 22,000 SH SOLE 22,000 PROSHARES TR ULT 2000 VALUE 74347R479 2,045 53,000 SH SOLE 53,000 PROSHARES TR ULT MDCP VALUE 74347R495 581 17,000 SH SOLE 17,000 PROSHARES TR ULTRA FINL PRO 74347R743 626 36,000 SH SOLE 36,000 VANGUARD INDEX FDS SML CP GRW ETF 922908595 1,778 30,000 SH SOLE 30,000 VANGUARD WORLD FUNDS INF TECH ETF 92204A702 1,624 35,000 SH SOLE 35,000 OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R109 751 37,000 SH SOLE 37,000 VANGUARD INDEX FDS GROWTH ETF 922908736 1,723 33,000 SH SOLE 33,000 VANGUARD INTL EQUITY INDEX F EMR MKT ETF 922042858 2,149 62,000 SH SOLE 62,000 WADELL & REED FINL INC CL A 930059100 842 34,000 SH SOLE 34,000
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