0000950123-16-016229.txt : 20160505 0000950123-16-016229.hdr.sgml : 20160505 20160505123649 ACCESSION NUMBER: 0000950123-16-016229 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20160331 FILED AS OF DATE: 20160505 DATE AS OF CHANGE: 20160505 EFFECTIVENESS DATE: 20160505 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: 161622674 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 03-31-2016 03-31-2016 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 05-05-2016 0 360 515434 false INFORMATION TABLE 2 form13fInfoTable.xml INFORMATION TABLE FOR FORM 13F APPLE INC COM 037833100 272 2500 SH SOLE 2500 0 0 AMBEV SA SPONSORED ADR 02319V103 80 15500 SH SOLE 15500 0 0 ACCENTURE PLC IRELAND SHS CLASS A G1151C101 415 3600 SH SOLE 3600 0 0 AVENUE INCOME CR STRATEGIES COM 05358E106 1206 110000 SH SOLE 110000 0 0 ARES COML REAL ESTATE CORP COM 04013V108 329 30000 SH SOLE 30000 0 0 ADOBE SYS INC COM 00724F101 375 4000 SH SOLE 4000 0 0 AUTOMATIC DATA PROCESSING IN COM 053015103 314 3500 SH SOLE 3500 0 0 BLDRS INDEX FDS TR EUR 100 ADR 09348R409 194 10000 SH SOLE 10000 0 0 ALLIANCE DATA SYSTEMS CORP COM 018581108 308 1400 SH SOLE 1400 0 0 AEGON N V NY REGISTRY SH 007924103 112 20426 SH SOLE 20426 0 0 ATLAS FINANCIAL HOLDINGS INC SHS NEW G06207115 236 13000 SH SOLE 13000 0 0 APOLLO SR FLOATING RATE FD I COM 037636107 2812 185000 SH SOLE 185000 0 0 ALLERGAN PLC SHS G0177J108 295 1100 SH SOLE 1100 0 0 AMERICAN CAPITAL AGENCY CORP COM 02503X105 9501 510000 SH SOLE 510000 0 0 AGRIUM INC COM 008916108 221 2500 SH SOLE 2500 0 0 ASPEN INSURANCE HOLDINGS LTD SHS G05384105 320 6700 SH SOLE 6700 0 0 APOLLO TACTICAL INCOME FD IN COM 037638103 953 70000 SH SOLE 70000 0 0 AIR METHODS CORP COM PAR $.06 009128307 286 7900 SH SOLE 7900 0 0 ALLEGION PUB LTD CO ORD SHS G0176J109 325 5100 SH SOLE 5100 0 0 AUTOLIV INC COM 052800109 296 2500 SH SOLE 2500 0 0 AMC NETWORKS INC CL A 00164V103 312 4800 SH SOLE 4800 0 0 APOLLO RESIDENTIAL MTG INC COM 03763V102 4120 307000 SH SOLE 307000 0 0 AMERICAN WOODMARK CORP COM 030506109 373 5000 SH SOLE 5000 0 0 AMAZON COM INC COM 023135106 297 500 SH SOLE 500 0 0 ANSYS INC COM 03662Q105 268 3000 SH SOLE 3000 0 0 AON PLC SHS CL A G0408V102 355 3400 SH SOLE 3400 0 0 ARES CAP CORP COM 04010L103 7167 483000 SH SOLE 483000 0 0 ARES DYNAMIC CR ALLOCATION F COM 04014F102 3573 267052 SH SOLE 267052 0 0 APOLLO COML REAL EST FIN INC COM 03762U105 4401 270000 SH SOLE 270000 0 0 AVIVA PLC ADR 05382A104 196 15000 SH SOLE 15000 0 0 ALLIANCEBERNSTEIN GBL HGH IN COM 01879R106 2332 200000 SH SOLE 200000 0 0 ALLIED WRLD ASSUR COM HLDG A SHS H01531104 210 6000 SH SOLE 6000 0 0 AXIS CAPITAL HOLDINGS LTD SHS G0692U109 277 5000 SH SOLE 5000 0 0 AIRCASTLE LTD COM G0129K104 522 23500 SH SOLE 23500 0 0 AUTOZONE INC COM 053332102 335 420 SH SOLE 420 0 0 BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 313 9000 SH SOLE 9000 0 0 BCE INC COM NEW 05534B760 319 7000 SH SOLE 7000 0 0 BGC PARTNERS INC CL A 05541T101 5992 662000 SH SOLE 662000 0 0 BLACKROCK FLOATING RATE INCO COM 091941104 3682 287000 SH SOLE 287000 0 0 BLACKROCK MULTI-SECTOR INC T COM 09258A107 3794 240000 SH SOLE 240000 0 0 BLACKROCK CAPITAL INVESTMENT COM 092533108 6916 735000 SH SOLE 735000 0 0 POWERSHARES ETF TRUST II SENIOR LN PORT 73936Q769 204 9000 SH SOLE 9000 0 0 BLACKROCK LTD DURATION INC T COM SHS 09249W101 5025 340000 SH SOLE 340000 0 0 VANGUARD BD INDEX FD INC TOTAL BND MRKT 921937835 356 4300 SH SOLE 4300 0 0 BENEFITFOCUS INC COM 08180D106 233 7000 SH SOLE 7000 0 0 PIMCO ETF TR TTL RTN ACTV ETF 72201R775 374 3550 SH SOLE 3550 0 0 BRUKER CORP COM 116794108 308 11000 SH SOLE 11000 0 0 BRITISH AMERN TOB PLC SPONSORED ADR 110448107 210 1800 SH SOLE 1800 0 0 BLACKROCK CR ALLCTN INC TR COM 092508100 3193 255000 SH SOLE 255000 0 0 BLACKSTONE MTG TR INC COM CL A 09257W100 10207 380000 SH SOLE 380000 0 0 CACI INTL INC CL A 127190304 331 3100 SH SOLE 3100 0 0 CAL MAINE FOODS INC COM NEW 128030202 322 6200 SH SOLE 6200 0 0 CARDTRONICS INC COM 14161H108 234 6500 SH SOLE 6500 0 0 CHUBB LIMITED COM H1467J104 298 2500 SH SOLE 2500 0 0 SPDR SERIES TRUST BRC ISSUER SCORD 78464A144 357 11200 SH SOLE 11200 0 0 CROWN CASTLE INTL CORP COM 22822V101 2319 26800 SH SOLE 26800 0 0 CDK GLOBAL INC COM 12508E101 256 5500 SH SOLE 5500 0 0 CADENCE DESIGN SYSTEM INC COM 127387108 337 14300 SH SOLE 14300 0 0 CDW CORP COM 12514G108 332 8000 SH SOLE 8000 0 0 CELGENE CORP COM 151020104 210 2100 SH SOLE 2100 0 0 CHEMED CORP NEW COM 16359R103 325 2400 SH SOLE 2400 0 0 CHERRY HILL MTG INVT CORP COM 164651101 899 63500 SH SOLE 63500 0 0 CHUNGHWA TELECOM CO LTD SPON ADR NEW11 17133Q502 287 8500 SH SOLE 8500 0 0 MFS INTERMEDIATE HIGH INC FD SH BEN INT 59318T109 234 100000 SH SOLE 100000 0 0 CHIMERA INVT CORP COM 16934Q109 8834 650000 SH SOLE 650000 0 0 CITY OFFICE REIT INC COM 178587101 1075 94266 SH SOLE 94266 0 0 CENTENE CORP DEL COM 15135B101 308 5000 SH SOLE 5000 0 0 COMPASS DIVERSIFIED HOLDINGS SHS BEN INT 20451Q104 3913 250000 SH SOLE 250000 0 0 ROCKWELL COLLINS INC COM 774341101 314 3400 SH SOLE 3400 0 0 PIMCO ETF TR INV GRD CRP BD 20825C104 361 3500 SH SOLE 3500 0 0 COSTCO WHSL CORP NEW COM 22160K105 362 2300 SH SOLE 2300 0 0 COPART INC COM 217204106 285 7000 SH SOLE 7000 0 0 CAPITALA FIN CORP COM 14054R106 998 83200 SH SOLE 83200 0 0 CRITEO S A SPONS ADS 226718104 290 7000 SH SOLE 7000 0 0 ISHARES 1-3YRCRBDETF 464288646 374 3550 SH SOLE 3550 0 0 COVANTA HLDG CORP COM 22282E102 169 10000 SH SOLE 10000 0 0 CONVERGYS CORP COM 212485106 333 12000 SH SOLE 12000 0 0 CHEVRON CORP NEW COM 166764100 243 2550 SH SOLE 2550 0 0 CYS INVTS INC COM 12673A108 1791 220000 SH SOLE 220000 0 0 DOMINION RES INC VA NEW COM 25746U109 2442 32500 SH SOLE 32500 0 0 DBX EFT TR EX US HDG EQTY 233051820 330 15000 SH SOLE 15000 0 0 WISDOMTREE TRUST EUROPE SMCP DV 97717W869 240 4200 SH SOLE 4200 0 0 DANAHER CORP DEL COM 235851102 294 3100 SH SOLE 3100 0 0 WISDOMTREE TR INTL SMCAP DIV 97717W760 265 4500 SH SOLE 4500 0 0 DOW CHEM CO COM 260543103 200 3925 SH SOLE 3925 0 0 AMDOCS LTD ORD G02602103 302 5000 SH SOLE 5000 0 0 DIVERSIFIED REAL ASSET INC F COM SHS 25533B108 2671 169068 SH SOLE 169068 0 0 BLACKROCK DEBT STRAT FD INC COM 09255R103 3470 1000000 SH SOLE 1000000 0 0 DTE ENERGY CO COM 233331107 2403 26500 SH SOLE 26500 0 0 DUKE ENERGY CORP NEW COM NEW 26441C204 226 2800 SH SOLE 2800 0 0 DREW INDS INC COM NEW 26168L205 303 4700 SH SOLE 4700 0 0 WISDOMTREE TR INTL EQUITY FD 97717W703 206 4500 SH SOLE 4500 0 0 ELECTRONIC ARTS INC 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WESTERN ASSET HGH YLD DFNDFD COM 95768B107 3067 220000 SH SOLE 220000 0 0 BLACKROCK CORPOR HI YLD FD I COM 09255P107 4337 435000 SH SOLE 435000 0 0 ICICI BK LTD ADR 45104G104 115 16000 SH SOLE 16000 0 0 ICON PLC SHS G4705A100 308 4100 SH SOLE 4100 0 0 ISHARES INTL SEL DIV ETF 464288448 203 7000 SH SOLE 7000 0 0 ISHARES INC CORE MSCI EMKT 46434G103 229 5500 SH SOLE 5500 0 0 IDEX CORP COM 45167R104 274 3300 SH SOLE 3300 0 0 INTERCONTINENTAL HOTELS GROU SPON ADR NEW2014 45857P509 231 5600 SH SOLE 5600 0 0 ISHARES TR LATN AMER 40 ETF 464287390 302 12000 SH SOLE 12000 0 0 ISHARES TR MSCI INDIA ETF 46429B598 228 8400 SH SOLE 8400 0 0 INFINERA CORPORATION COM 45667G103 360 22400 SH SOLE 22400 0 0 INFOSYS LTD SPONSORED ADR 456788108 266 14000 SH SOLE 14000 0 0 ING GROEP N V SPONSORED ADR 456837103 155 13000 SH SOLE 13000 0 0 INTEL CORP COM 458140100 272 8400 SH SOLE 8400 0 0 INTUIT COM 461202103 312 3000 SH SOLE 3000 0 0 IPG PHOTONICS CORP COM 44980X109 269 2800 SH SOLE 2800 0 0 INVESCO 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SH SOLE 3000 0 0 HANOVER INS GROUP INC COM 410867105 361 4000 SH SOLE 4000 0 0 THOR INDS INC COM 885160101 319 5000 SH SOLE 5000 0 0 GENTHERM INC COM 37253A103 250 6000 SH SOLE 6000 0 0 TELECOM ITALIA S P A NEW SPON ADR ORD 87927Y102 138 12800 SH SOLE 12800 0 0 TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 900111204 126 12000 SH SOLE 12000 0 0 LMP CORPORATE LN FD INC COM 50208B100 1122 115000 SH SOLE 115000 0 0 TOYOTA MOTOR CORP SP ADR REP2COM 892331307 282 2650 SH SOLE 2650 0 0 T MOBILE US INC COM 872590104 318 8300 SH SOLE 8300 0 0 ISHARES MSCI KOKUSAI ETF 464288265 238 4600 SH SOLE 4600 0 0 TOTAL S A SPONSORED ADR 89151E109 224 4922 SH SOLE 4922 0 0 PRICE T ROWE GROUP INC COM 74144T108 220 3000 SH SOLE 3000 0 0 TRACTOR SUPPLY CO COM 892356106 362 4000 SH SOLE 4000 0 0 TESLA MTRS INC COM 88160R101 230 1000 SH SOLE 1000 0 0 TPG SPECIALTY LENDING INC COM 87265K102 7904 490000 SH SOLE 490000 0 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 380 14500 SH SOLE 14500 0 0 TORO CO COM 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0 INVESCO HIGH INCOME TR II COM 46131F101 1192 90000 SH SOLE 90000 0 0 VANTIV INC CL A 92210H105 350 6500 SH SOLE 6500 0 0 VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W209 1795 56000 SH SOLE 56000 0 0 VANGUARD INTL EQUITY INDEX F FTSE PACIFIC ETF 922042866 221 4000 SH SOLE 4000 0 0 POWERSHARES ETF TR II VAR RATE PFD POR 73937B597 348 14500 SH SOLE 14500 0 0 VANGUARD INTL EQUITY INDEX F FTSE SMCAP ETF 922042718 346 3700 SH SOLE 3700 0 0 INVESCO DYNAMIC CR OPP FD COM 46132R104 6128 570000 SH SOLE 570000 0 0 VIAD CORP COM NEW 92552R406 292 10000 SH SOLE 10000 0 0 INVESCO SR INCOME TR COM 46131H107 2747 680000 SH SOLE 680000 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 7669 141809 SH SOLE 141809 0 0 WABTEC CORP COM 929740108 285 3600 SH SOLE 3600 0 0 WASHINGTON FED INC COM 938824109 335 14800 SH SOLE 14800 0 0 WEBMD HEALTH CORP COM 94770V102 407 6500 SH SOLE 6500 0 0 WASTE CONNECTIONS INC COM 941053100 388 6000 SH SOLE 6000 0 0 WHITEHORSE FIN INC COM 96524V106 218 21000 SH SOLE 21000 0 0 WIPRO LTD SPON ADR 1 SH 97651M109 244 19400 SH SOLE 19400 0 0 WABASH NATL CORP COM 929566107 317 24000 SH SOLE 24000 0 0 WOODWARD INC COM 980745103 286 5500 SH SOLE 5500 0 0 DENTSPLY SIRONA INC COM 24906P109 313 5079 SH SOLE 5079 0 0 CLAYMORE EXCHANGE-TRD FD TR GUGG CHINA ALLCP 18385P101 212 9000 SH SOLE 9000 0 0 ZAIS FINL CORP COM 98886K108 5446 365000 SH SOLE 365000 0 0 ZOETIS INC CL A 98978V103 319 7200 SH SOLE 7200 0 0