-----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, IcEMzPr1NOzUon1UXk2Y2ZDZY5QUoNOo3PEOJ06rxAS2jfda90k8GQTk31r+bADL hLp1uJkGIplQbFcvTPGOvQ== 0001193125-09-173943.txt : 20090813 0001193125-09-173943.hdr.sgml : 20090813 20090813103831 ACCESSION NUMBER: 0001193125-09-173943 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20090630 FILED AS OF DATE: 20090813 DATE AS OF CHANGE: 20090813 EFFECTIVENESS DATE: 20090813 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: 091008812 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: June 30, 2009 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 August 13, 2009 [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: 283 Form 13F Information Table Value Total: $80,370 (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 VALUE TITLE OF (x$1000) SHARE/PRN SHARE/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER CLASS CUSIP (USD) AMOUNT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - -------------- --------------- ---------- -------- --------- ------ ---- ---------- -------- ------- ------ ---- APPLE INC COM 037833100 342 2,400 SH SOLE 2,400 COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD 20441W203 311 4,800 SH SOLE 4,800 ADVENT CLAY GBL CONV SEC INC COM BENE INTER 007639107 255 39,000 SH SOLE 39,000 AGRIUM INC COM 008916108 439 11,000 SH SOLE 11,000 AUTOLIV INC COM 052800109 316 11,000 SH SOLE 11,000 APPLIED MATLS INC COM 038222105 219 20,000 SH SOLE 20,000 AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 213 5,500 SH SOLE 5,500 AON CORP COM 037389103 235 6,200 SH SOLE 6,200 ALPINE TOTAL DYNAMIC DIVID F COM SBI 021060108 123 16,000 SH SOLE 16,000 AMERICAN APPAREL INC COM 023850100 153 42,000 SH SOLE 42,000 ARACRUZ CELULOSE S A SPON ADR PFD B 038496204 326 22,000 SH SOLE 22,000 ARES CAP CORP COM 04010L103 113 14,000 SH SOLE 14,000 BLACKROCK SR HIGH INCOME FD COM 09255T109 126 42,000 SH SOLE 42,000 ARVINMERITOR INC COM 043353101 239 54,500 SH SOLE 54,500 ALLIANT TECHSYSTEMS INC COM 018804104 288 3,500 SH SOLE 3,500 ADVENT CLAYMORE CV SECS & IN COM 00764C109 240 20,000 SH SOLE 20,000 ALLIANCEBERNSTEIN GBL HGH IN COM 01879R106 129 12,600 SH SOLE 12,600 AZZ INC COM 002474104 420 12,200 SH SOLE 12,200 BOEING CO COM 097023105 638 15,000 SH SOLE 15,000 BANCO BRADESCO S A SP ADR PFD NEW 059460303 230 15,600 SH SOLE 15,600 BELDEN CDT INC COM 077454106 551 33,000 SH SOLE 33,000 BLACKROCK ENHANCED DIV ACHV COM 09251A104 264 34,000 SH SOLE 34,000 FRANKLIN RES INC COM 354613101 612 8,500 SH SOLE 8,500 ENHANCED S&P500 CV CALL FD I COM 29332W107 121 14,000 SH SOLE 14,000 S&P 500 COVERED CALL FD INC COM 78381P109 114 11,000 SH SOLE 11,000 BLACKROCK GBL EQTY INCOME TR COM 09255D104 284 30,000 SH SOLE 30,000 BLACKROCK INTL GRWTH & INC T COM BENE INTER 092524107 153 15,000 SH SOLE 15,000 SPDR INDEX SHS FDS S&P BRIC 40 ETF 78463X798 859 43,000 SH SOLE 43,000 BLACKROCK KELSO CAPITAL CORP COM 092533108 271 43,500 SH SOLE 43,500 BALL CORP COM 058498106 239 5,300 SH SOLE 5,300 BANK MONTREAL QUE COM 063671101 223 5,300 SH SOLE 5,300 BP PLC SPONSORED ADR 055622104 225 4,700 SH SOLE 4,700 BLACKROCK PFD OPPORTUNITY TR COM SHS 09249V103 178 21,000 SH SOLE 21,000 BROCADE COMMUNICATIONS SYS I COM NEW 111621306 328 42,000 SH SOLE 42,000 BLACKROCK PFD & EQ ADVANTAGE COM 092508100 266 27,500 SH SOLE 27,500 BLACKROCK WORLD INVT TR COM SHS BN INT 09250K103 138 14,000 SH SOLE 14,000 BROWN SHOE INC NEW COM 115736100 232 32,000 SH SOLE 32,000 CA INC COM 12673P105 241 13,800 SH SOLE 13,800 CABELAS INC COM 126804301 197 16,000 SH SOLE 16,000 CHUBB CORP COM 171232101 399 10,000 SH SOLE 10,000 CROSS CTRY HEALTHCARE INC COM 227483104 76 11,000 SH SOLE 11,000 CALAMOS CONV OPP AND INC FD SH BEN INT 128117108 272 26,000 SH SOLE 26,000 CHINA MOBILE LIMITED SPONSORED ADR 16941M109 331 6,600 SH SOLE 6,600 CHINA UNICOM (HONG KONG) LTD SPONSORED ADR 16945R104 267 20,000 SH SOLE 20,000 CALAMOS CONV & HIGH INCOME F COM SHS 12811P108 235 23,000 SH SOLE 23,000 BLACKROCK ENH CAP & INC FD I COM 09256A109 273 21,000 SH SOLE 21,000 CLIFFS NATURAL RESOURCES INC COM NEW 18683K1013 392 16,000 SH SOLE 16,000 CORNERSTONE STRATEGIC VALUE COM 21924B20 141 14,000 SH SOLE 14,000 COLONIAL PPTYS TR COM SH BEN INT 195872106 148 20,000 SH SOLE 20,000 CANADIAN NAT RES LTD COM 136385101 367 7,000 SH SOLE 7,000 CAPITAL ONE FINL CORP COM 14040H105 219 10,000 SH SOLE 10,000 BLACKROCK CORPOR HIGH YLD FD COM 09255L106 115 22,000 SH SOLE 22,000 CONERSTONE TOTAL RTRN FD IN COM NEW 21924U201 171 17,000 SH SOLE 17,000 CISCO SYS INC COM 17275R102 263 14,100 SH SOLE 14,100 CALAMOS STRATEGIC TOTL RETN COM SH BEN INT 128125101 144 19,000 SH SOLE 19,000 CHEVRON CORP NEW COM 166764100 252 3,800 SH SOLE 3,800 CHARTWELL DIVD & INCOME FD I COM 16139P104 232 73,100 SH SOLE 73,100 BLACKROCK CORPOR HI YLD III COM 09255M104 113 22,500 SH SOLE 22,500 CYTEC INDS INC COM 232820100 242 13,000 SH SOLE 13,000 DARLING INTL INC COM 237266101 107 16,200 SH SOLE 16,200 DREMAN/CLAYMORE DIVID & INC COM 26153R100 136 13,200 SH SOLE 13,200 DELAWARE INVTS DIV & INCOME COM 245915103 268 48,000 SH SOLE 48,000 DEERE & CO COM 244199105 240 6,000 SH SOLE 6,000 DELL INC COM 24702R101 141 10,300 SH SOLE 10,300 DELAWARE ENHANCED GBL DIV & COM 246060107 379 42,500 SH SOLE 42,500 WISDOMTREE TRUST JP SMALLCP DIV 97717W836 437 11,500 SH SOLE 11,500 DELAWARE INV GLBL DIV & INC COM 245916101 117 22,000 SH SOLE 22,000 DREYFUS HIGH YIELD STRATEGIE SH BEN INT 26200S101 122 40,000 SH SOLE 40,000
MARKET VALUE TITLE OF (x$1000) SHARE/PRN SHARE/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER CLASS CUSIP (USD) AMOUNT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - -------------- --------------- ---------- -------- --------- ------ ---- ---------- -------- ------- ------ ---- DWS DREMAN VAL INCOME EDGE F COM 23339M105 132 30,000 SH SOLE 30,000 CREDIT SUISSE HIGH YLD BND F SH BEN INT 22544F103 167 74,000 SH SOLE 74,000 WISDOMTREE TRUST INTL MIDCAP DV 97717W778 216 5,500 SH SOLE 5,500 WISDOMTREE TRUST INTL SMCAP DIV 97717W760 221 6,000 SH SOLE 6,000 DOW 30SM ENHANCED PREM & INC COM 260537105 109 10,000 SH SOLE 10,000 BLACKROCK DEBT STRAT FD INC COM 09255R103 161 54,000 SH SOLE 54,000 BLACKROCK DIVERS OME STRATE COM 09255W102 244 32,000 SH SOLE 32,000 CAL DIVE INTL INC DEL COM 12802T101 207 24,000 SH SOLE 24,000 DXP ENTERPRISES INC NEW COM NEW 233377407 248 21,600 SH SOLE 21,600 EVERGREEN INCOME ADVANTAGE F COM SHS 30023Y105 130 16,000 SH SOLE 16,000 EBAY INC COM 278642103 257 15,000 SH SOLE 15,000 MORGAN STANLEY EMERG MKT DOM COM 617477104 375 30,000 SH SOLE 30,000 NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 303 4,500 SH SOLE 4,500 CLAYMORE EXCHANGE TRADED FD BNY BRI&C PTF 18383M100 289 9,000 SH SOLE 9,000 WESTERN AST EMRG MKT FLT RT COM 95766C107 239 25,200 SH SOLE 25,200 WESTERN ASSET GLB HI INCOME COM 95766B109 364 40,000 SH SOLE 40,000 WESTERN ASSET EMRG MKT INCM COM 95766E103 417 41,000 SH SOLE 41,000 ENERSIS S A SPONSORED ADR 29274F104 222 12,000 SH SOLE 12,000 EMPRESA NACIONAL DE ELCTRCID SPONSORED ADR 29244T101 304 6,100 SH SOLE 6,100 EATON VANCE CR OPPORTUNIT FD COM 278271101 159 23,000 SH SOLE 23,000 EATON VANCE ENH EQTY INC FD COM 278277108 172 14,000 SH SOLE 14,000 ISHARES INC MSCI PAC J IDX 464286665 238 7,500 SH SOLE 7,500 EVERGREEN MULTI SECT INC FUN COM SHS 30024Y104 123 10,000 SH SOLE 10,000 ENSCO INTL INC COM 26874Q100 279 8,000 SH SOLE 8,000 EATON VANCE TX ADV GLBL DIV COM 27828S101 214 20,000 SH SOLE 20,000 EATON VANCE TXMGD GL BUYWR O COM 27829C105 138 11,500 SH SOLE 11,500 EATON VANCE TX MGD DIV EQ IN COM 27828N102 135 11,500 SH SOLE 11,500 EATON VANCE ADVT DIV INC COM 27828G107 163 13,500 SH SOLE 13,500 EATON VANCE LTD DUR INCOME F COM 27828H105 135 10,500 SH SOLE 10,500 ISHARES INC MSCI AUSTRALIA 464286103 790 47,000 SH SOLE 47,000 ISHARES INC MSCI AUSTRIA 464286202 581 36,000 SH SOLE 36,000 ISHARES INC MSCI SINGAPORE 464286673 884 98,000 SH SOLE 98,000 ISHARES INC MSCI TAIWAN 464286731 413 41,000 SH SOLE 41,000 ISHARES INC MSCI UTD KINGD 464286699 396 30,000 SH SOLE 30,000 ISHARES INC MSCI MEXICO 464286822 516 14,000 SH SOLE 14,000 ISHARES INC MSCI BRAZIL 464286400 900 17,000 SH SOLE 17,000 EXAR CORP COM 300645108 96 13,400 SH SOLE 13,400 EATON VANCE TAX MNG GBL DV E COM 27829F108 302 28,000 SH SOLE 28,000 ISHARES INC MSCI STH AFRCA 464286780 568 12,000 SH SOLE 12,000 FIRST TR ABERDEEN GLBL OPP F COM SHS 337319107 133 10,000 SH SOLE 10,000 FIRST TR ACTIVE DIVID INCOME COM 33731L100 227 21,000 SH SOLE 21,000 FURNITURE BRANDS INTL INC COM 360921100 370 122,000 SH SOLE 122,000 FREEPORT-MCMORAN COPPER & GO COM 35671D857 276 5,500 SH SOLE 5,500 SPDR INDEX SHS FDS DJ EURSTX50ETF 78463X202 366 11,000 SH SOLE 11,000 FLAHERTY & CRMN/CLYMR PFD SE COM SHS 338478100 147 14,000 SH SOLE 14,000 FIRST TR STRAT HGH INC FD II COM 33735C106 319 85,000 SH SOLE 85,000 FIRST TR STRATEGIC HIGH INC COM SHS 337353106 102 22,000 SH SOLE 22,000 FEDERATED INVS INC PA CL B 314211103 241 10,000 SH SOLE 10,000 FOOT LOCKER INC COM 344849104 131 12,500 SH SOLE 12,500 FLAHERTY & CRMRN/CLYMRE T R COM 338479108 126 12,000 SH SOLE 12,000 FLOWSERVE CORP COM 34354P105 279 4,000 SH SOLE 4,000 F M C CORP COM NEW 302491303 274 5,800 SH SOLE 5,800 FIDUCIARY CLAYMORE MLP OPP F COM 31647Q106 153 10,000 SH SOLE 10,000 FIDELITY NATIONAL FINANCIAL CL A 31620R105 135 10,000 SH SOLE 10,000 CLAYMORE ETF TRUST 2 CLAY/BNY ETF 18383Q838 257 17,000 SH SOLE 17,000 FEDERAL SIGNAL CORP COM 313855108 86 11,200 SH SOLE 11,200 FRANKLIN TEMPLETON LTD DUR I COM 35472T101 166 16,000 SH SOLE 16,000 ISHARES TR FTSE XNHUA IDX 464287184 1,305 34,000 SH SOLE 34,000 GABELLI EQUITY TR INC COM 362397101 131 29,000 SH SOLE 29,000 WESTERN ASSET GLB PTNRS INCO COM 95766G108 107 11,500 SH SOLE 11,500 GABELLI DIVD & INCOME TR COM 36242H104 146 14,500 SH SOLE 14,500 GAFISA S A SPONS ADR 362607301 561 34,000 SH SOLE 34,000 GRIFFON CORP COM 398433102 111 13,400 SH SOLE 13,400 WESTERN ASSET VAR RT STRG FD COM 957667108 217 18,000 SH SOLE 18,000 GERDAU S A SPONS ADR 373737105 739 70,600 SH SOLE 70,600 GLOBAL HIGH INCOME FUND INC COM 37933G108 131 11,900 SH SOLE 11,900 CLOUGH GLOBAL OPPORTUNITIES SH BEN INT 18914E106 219 20,300 SH SOLE 20,300 CLOUGH GLOBAL ALLOCATION FUN COM SHS BEN IN 18913Y103 139 11,000 SH SOLE 11,000
MARKET VALUE TITLE OF (x$1000) SHARE/PRN SHARE/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER CLASS CUSIP (USD) AMOUNT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - -------------- --------------- ---------- -------- --------- ------ ---- ---------- -------- ------- ------ ---- SPDR INDEX SHS FDS ASIA PACIF ETF 78463X301 2,490 41,400 SH SOLE 41,400 SPDR INDEX SHS FDS EMERG MKTS ETF 78463X509 750 15,000 SH SOLE 15,000 GOOGLE INC CL A 38259P508 295 700 SH SOLE 700 S & P 500 GEARED FD INC COM 78381R105 103 10,000 SH SOLE 10,000 GOLDMAN SACHS GROUP INC COM 38141G104 959 6,500 SH SOLE 6,500 GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 283 8,000 SH SOLE 8,000 SPDR INDEX SHS FDS EUROPE ETF 78463X608 876 28,000 SH SOLE 28,000 CLAYMORE ETF TRUST 2 CHINA SML CAP 18383Q853 336 16,000 SH SOLE 16,000 HIGHLAND CR STRATEGIES FD COM 43005Q107 275 56,000 SH SOLE 56,000 BLACKROCK HIGH INCOME SHS SHS BEN INT 09250E107 163 10,000 SH SOLE 10,000 WESTERN ASSET HIGH INCM FD I COM 95766J102 129 18,000 SH SOLE 18,000 HERBALIFE LTD COM USD SHS G4412G101 284 9,000 SH SOLE 9,000 PIONEER DIV HIGH INCOME TRUS COM BENE INTER 723653101 232 15,200 SH SOLE 15,200 HEWLETT PACKARD CO COM 428236103 278 7,200 SH SOLE 7,200 HANCOCK JOHN PFD INCOME FD I COM 41021P103 137 11,000 SH SOLE 11,000 HQ SUSTAINABLE MARITIM IND I COM NEW 40426A208 119 13,000 SH SOLE 13,000 HARRIS STRATEX NTWRKS INC CL A 41457P106 110 17,000 SH SOLE 17,000 HOUSTON AMERN ENERGY CORP COM 44183U100 99 54,000 SH SOLE 54,000 HEXCEL CORP NEW COM 428291108 639 67,000 SH SOLE 67,000 MANAGED HIGH YIELD PLUS FD I COM 561911108 130 83,000 SH SOLE 83,000 ISHARES TR HIGH YLD CORP 464288513 327 4,100 SH SOLE 4,100 BLACKROCK CORPOR HI YLD FD V COM 09255P107 166 20,000 SH SOLE 20,000 INTERLINE BRANDS INC COM 458743101 198 14,500 SH SOLE 14,500 INTERNATIONAL BUSINESS MACHS COM 459200101 407 3,900 SH SOLE 3,900 INTERNATIONAL BANCSHARES COR COM 459044103 139 13,500 SH SOLE 13,500 ISHARES TR S&P EURO PLUS 464287861 377 12,000 SH SOLE 12,000 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 213 6,500 SH SOLE 6,500 ISHARES TR DEV SM CP EX-N 464288497 272 10,000 SH SOLE 10,000 ING GLOBAL EQTY DIV & PRIM O COM 45684E107 153 13,000 SH SOLE 13,000 ISHARES TR GLMN SCHS NETW 464287531 981 41,000 SH SOLE 41,000 ING CLARION GLB RE EST INCM COM 44982G104 301 62,000 SH SOLE 62,000 INVERNESS MED INNOVATIONS IN COM 46126P106 498 14,000 SH SOLE 14,000 IMAX CORP COM 45245E109 114 14,000 SH SOLE 14,000 IMATION CORP COM 45245A107 99 13,000 SH SOLE 13,000 COHEN & STEERS GLOBAL INC BL COM 19248M103 167 19,000 SH SOLE 19,000 BARCLAYS BK PLC IP MSCI IND 36 06739F291 343 7,000 SH SOLE 7,000 INTEL CORP COM 458140100 268 16,200 SH SOLE 16,200 ITAU UNIBANCO BANCO MULTIPL SPONS ADR 465562106 352 22,250 SH SOLE 22,250 ISHARES TR DJ US INDEX FD 464287846 817 18,000 SH SOLE 18,000 SANFILIPPO JOHN B & SON INC COM 800422107 150 21,000 SH SOLE 21,000 NUVEEN TAX ADV FLTG RATE FUN COM 6706EV102 141 45,000 SH SOLE 45,000 NUVEEN FLOATING RATE INCOME COM 67072T108 154 20,000 SH SOLE 20,000 NUVEEN MULR CURR ST GV INCM COM 67090N109 173 11,500 SH SOLE 11,500 JONES LANG LASALLE INC COM 48020Q107 425 13,000 SH SOLE 13,000 SPDR SERIES TRUST BRCLYS YLD ETF 78464A417 310 8,800 SH SOLE 8,800 JANUS CAP GROUP INC COM 47102X105 267 23,400 SH SOLE 23,400 NUVEEN MULTI STRAT INC & GR COM 67073B106 168 30,000 SH SOLE 30,000 NUVEEN QUALITY PFD INCOME FD COM 67072C105 181 29,000 SH SOLE 29,000 NUVEEN MULTI STRAT INC GR FD COM SHS 67073D102 172 30,000 SH SOLE 30,000 NUVEEN TX ADV TOTAL RET STRG COM 67090H102 238 29,000 SH SOLE 29,000 NUVEEN TAX ADVANTAGED DIV GR COM 67073G105 147 16,000 SH SOLE 16,000 NUVEEN QUALITY PFD INCOME FD COM 67071S101 171 31,000 SH SOLE 31,000 DWS MULTI MKT INCOME TR SHS 23338L108 113 16,200 SH SOLE 16,200 DWS GLOBAL HIGH INCOME FD COM 23338W104 123 18,700 SH SOLE 18,700 ADVENT CLAYMORE ENH GRW & IN COM 00765E104 154 17,000 SH SOLE 17,000 CHINA LIFE INS CO LTD SPON ADR REP H 16939P106 377 6,800 SH SOLE 6,800 LKQ CORP COM 501889208 239 14,500 SH SOLE 14,500 LEGG MASON INC COM 524901105 610 25,000 SH SOLE 25,000 MACYS INC COM 55616P104 165 14,000 SH SOLE 14,000 MICROS SYS INC COM 594901100 228 9,000 SH SOLE 9,000 METHODE ELECTRS INC COM 591520200 183 26,000 SH SOLE 26,000 MANULIFE FINL CORP COM 56501R106 668 38,500 SH SOLE 38,500 MIZUHO FINL GROUP INC COM 60687Y109 74 16,000 SH SOLE 16,000 MEDCO HEALTH SOLUTIONS INC COM 58405U102 228 5,000 SH SOLE 5,000 MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 348 10,000 SH SOLE 10,000 MINDRAY MEDICAL INTL LTD SPON ADR 602675100 838 30,000 SH SOLE 30,000 MORGAN STANLEY EMER MKTS DEB COM 61744H105 385 46,500 SH SOLE 46,500 MICROSOFT CORP COM 594918104 257 10,800 SH SOLE 10,800
MARKET VALUE TITLE OF (x$1000) SHARE/PRN SHARE/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER CLASS CUSIP (USD) AMOUNT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - -------------- --------------- ---------- -------- --------- ------ ---- ---------- -------- ------- ------ ---- MORGAN STANLEY HIGH YIELD FD COM 61744M104 146 32,000 SH SOLE 32,000 M & T BK CORP COM 55261F104 283 5,559 SH SOLE 5,559 MITSUBISHI UFJ FINL GROUP IN SPONSORED ADR 606822104 194 31,500 SH SOLE 31,500 NCR CORP NEW COM 62886E108 213 18,000 SH SOLE 18,000 NICHOLAS-APPLEGATE CV & INC COM 65370F101 128 18,500 SH SOLE 18,500 NICHOLAS APPLEGATE CV&INC FD COM 65370G109 472 74,600 SH SOLE 74,600 NETFLIX INC COM 64110L106 207 5,000 SH SOLE 5,000 NEUBERGER BERMAN HGH YLD FD COM 64128C106 131 14,200 SH SOLE 14,200 NALCO HOLDING COMPANY COM 62985Q101 354 21,000 SH SOLE 21,000 ANNALY CAP MGMT INC COM 035710409 878 58,000 SH SOLE 58,000 NEUBERGER BERMAN INCOME OPP COM SHS 64126L108 352 77,000 SH SOLE 77,000 NOVARTIS A G SPONSORED ADR 66987V109 228 5,600 SH SOLE 5,600 NYSE EURONEXT COM 629491101 341 12,500 SH SOLE 12,500 OLD MUTUAL CLAYMORE LNG SHT COM 68003N103 126 16,000 SH SOLE 16,000 OLIN CORP COM PAR $1 680665205 141 11,900 SH SOLE 11,900 OMNICOM GROUP INC COM 681919106 237 7,500 SH SOLE 7,500 PACCAR INC COM 693718108 293 9,000 SH SOLE 9,000 PUTNAM HIGH INCOME SEC FUND SHS BEN INT 746779107 275 44,500 SH SOLE 44,500 PIMCO CORPORATE INCOME FD COM 72200U100 119 11,000 SH SOLE 11,000 PRECISION CASTPARTS CORP COM 740189105 460 6,300 SH SOLE 6,300 HANCOCK JOHN PATRIOT PREM II COM SH BEN INT 41013T105 127 16,000 SH SOLE 16,000 MEDNAX INC COM 58502B106 202 4,800 SH SOLE 4,800 PRINCIPAL FINANCIAL GROUP IN COM 74251V102 236 12,500 SH SOLE 12,500 PACHOLDER HIGH YIELD FD INC COM 693742108 190 35,000 SH SOLE 35,000 PIONEER HIGH INCOME TR COM 72369H106 112 10,000 SH SOLE 10,000 PROLOGIS SH BEN INT 743410102 234 29,000 SH SOLE 29,000 PARAMETRIC TECHNOLOGY CORP COM NEW 699173209 187 16,000 SH SOLE 16,000 PALOMAR MED TECHNOLOGIES INC COM NEW 697529303 257 17,500 SH SOLE 17,500 POLYONE CORP COM 73179P106 81 30,000 SH SOLE 30,000 POTASH CORP SASK INC COM 73755L107 279 3,000 SH SOLE 3,000 POWELL INDS INC COM 739128106 267 7,200 SH SOLE 7,200 ING PRIME RATE TR SH BEN INT 44977W106 131 31,500 SH SOLE 31,500 PAREXEL INTL CORP COM 699462107 411 28,600 SH SOLE 28,600 BLACKROCK PFD & CORPORATE IN COM 09255J101 145 20,500 SH SOLE 20,500 BLACKROCK PFD INCOME STRATEG COM 09255H105 141 18,000 SH SOLE 18,000 PIMCO CORPORATE OPP FD COM 72201B101 118 10,500 SH SOLE 10,500 SMALL CAP PREM & DIV INCM FD COM 83165P101 232 25,000 SH SOLE 25,000 ROCHE HOLDINGS INC 77119510 272 8,000 SH SOLE 8,000 VALE S A ADR 91912E105 219 12,400 SH SOLE 12,400 COHEN & STEERS ADV INC RLTY COM 19247W102 169 46,000 SH SOLE 46,000 RADIOSHACK CORP COM 750438103 147 10,500 SH SOLE 10,500 WESTERN ASSET WORLDWIDE INCO COM 957668106 121 11,400 SH SOLE 11,400 SEI INVESTMENTS CO COM 784117103 433 24,000 SH SOLE 24,000 SINOPEC SHANGHAI PETROCHEMIC SPON ADR H 82935M109 310 9,000 SH SOLE 9,000 COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W105 266 11,900 SH SOLE 11,900 SILGAN HOLDINGS INC COM 827048109 834 17,000 SH SOLE 17,000 SIMS METAL MANAGEMENT LTD SPONS ADR 829160100 660 32,000 SH SOLE 32,000 SPX CORP COM 784635104 245 5,000 SH SOLE 5,000 SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 221 6,100 SH SOLE 6,100 STATE STR CORP COM 857477103 260 5,500 SH SOLE 5,500 SYSCO CORP COM 871829107 211 9,400 SH SOLE 9,400 TELEFONICA S A SPONSORED ADR 879382208 224 3,300 SH SOLE 3,300 TEMPLETON EMERG MKTS INCOME COM 880192109 134 11,700 SH SOLE 11,700 TRIUMPH GROUP INC NEW COM 896818101 268 6,700 SH SOLE 6,700 ISHARES INC MSCI THAILAND 464286624 801 24,000 SH SOLE 24,000 P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 270 9,000 SH SOLE 9,000 TOYOTA MOTOR CORP SP ADR REP2COM 892331307 242 3,200 SH SOLE 3,200 TRUSTCO BK CORP N Y COM 898349105 80 13,500 SH SOLE 13,500 SOUTH FINL GROUP INC COM 837841105 87 73,000 SH SOLE 73,000 TCW STRATEGIC INCOME FD IN COM 872340104 159 44,000 SH SOLE 44,000 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 325 34,500 SH SOLE 34,500 ISHARES INC MSCI TURKEY FD 464286715 678 18,000 SH SOLE 18,000 UMPQUA HLDGS CORP COM 904214103 78 10,000 SH SOLE 10,000 LIBERTY ALL STAR EQUITY FD SH BEN INT 530158104 110 32,000 SH SOLE 32,000 PROSHARES TR PSHS ULTRA FINL 74347R743 259 67,000 SH SOLE 67,000 VEOLIA ENVIRONNEMENT SPONSORED ADR 92334N1033 266 9,000 SH SOLE 9,000 VAN KAMPEN HIGH INCOME TR II COM NEW 920913506 120 10,200 SH SOLE 10,200 VAN KAMPEN DYNAMIC CR OPPORT COM 921166104 133 14,400 SH SOLE 14,400
MARKET VALUE TITLE OF (x$1000) SHARE/PRN SHARE/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER CLASS CUSIP (USD) AMOUNT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - -------------- --------------- ---------- -------- --------- ------ ---- ---------- -------- ------- ------ ---- VAN KAMPEN SENIOR INCOME TR COM 920961109 240 75,000 SH SOLE 75,000 VANGUARD INTL EQUITY INDEX F EMR MKT ETF 922042858 1,113 35,000 SH SOLE 35,000 WALTER INVT MGMT CORP COM 93317W102 146 11,000 SH SOLE 11,000 WALGREEN CO COM 931422109 221 7,500 SH SOLE 7,500 WELLS FARGO & CO NEW COM 949746101 230 9,500 SH SOLE 9,500 WOODWARD GOVERNOR CO COM 980745103 495 25,000 SH SOLE 25,000 WINDSTREAM CORP COM 97381W104 92 11,000 SH SOLE 11,000 WALTER ENERGY INC COM 93317Q105 381 10,500 SH SOLE 10,500 WMS INDS INC COM 929297109 208 6,600 SH SOLE 6,600 XEROX CORP COM 984121103 102 15,700 SH SOLE 15,700 ZWEIG TOTAL RETURN FD INC COM 989837109 195 58,000 SH SOLE 58,000
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