0000950123-14-005010.txt : 20140506
0000950123-14-005010.hdr.sgml : 20140506
20140506142028
ACCESSION NUMBER: 0000950123-14-005010
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20140331
FILED AS OF DATE: 20140506
DATE AS OF CHANGE: 20140506
EFFECTIVENESS DATE: 20140506
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: 14816499
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
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0001313559
XXXXXXXX
03-31-2014
03-31-2014
Yorktown Management & Research Co Inc
2303 Yorktown Ave
Lynchburg
VA
24501
13F HOLDINGS REPORT
028-12529
N
David D. Basten
President
(434) 846-1361
David D. Basten
Lynchburg
VA
05-06-2014
0
454
525194
false
INFORMATION TABLE
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form13fInfoTable.xml
INFORMATION TABLE FOR FORM 13F
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013817101
142
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AARONS INC
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002535300
242
8000
SH
SOLE
8000
0
0
APPLE INC
COM
037833100
268
500
SH
SOLE
500
0
0
AMBEV SA
SPONSORED ADR
02319V103
115
15500
SH
SOLE
15500
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0
AMERICAN CAP LTD
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02503Y103
174
11000
SH
SOLE
11000
0
0
ACE LTD
SHS
H0023R105
248
2500
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SOLE
2500
0
0
ACCENTURE PLC IRELAND
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G1151C101
287
3600
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SOLE
3600
0
0
AMERICAN CAP SR FLOATING LTD
COM
02504D108
2727
194258
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194258
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0
ACTAVIS PLC
SHS
G0083B108
247
1200
SH
SOLE
1200
0
0
AUTOMATIC DATA PROCESSING IN
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053015103
270
3500
SH
SOLE
3500
0
0
BLDRS INDEX FDS TR
EUR 100 ADR
09348R409
231
9300
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SOLE
9300
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ALLIANCE DATA SYSTEMS CORP
COM
018581108
354
1300
SH
SOLE
1300
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ADTRAN INC
COM
00738A106
239
9800
SH
SOLE
9800
0
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AEGON N V
NY REGISTRY SH
007924103
188
20426
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AMERICAN EAGLE OUTFITTERS NE
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02553E106
122
10000
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SOLE
10000
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AGL RES INC
COM
001204106
269
5500
SH
SOLE
5500
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ALLERGAN INC
COM
018490102
248
2000
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2000
0
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AGRIUM INC
COM
008916108
537
5500
SH
SOLE
5500
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ARGAN INC
COM
04010E109
241
8100
SH
SOLE
8100
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ASPEN INSURANCE HOLDINGS LTD
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G05384105
266
6700
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403000
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403000
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APOLLO INVT CORP
COM
03761U106
10554
1270000
SH
SOLE
1270000
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ASSURANT INC
COM
04621X108
325
5000
SH
SOLE
5000
0
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GALLAGHER ARTHUR J & CO
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363576109
1071
22500
SH
SOLE
22500
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AKORN INC
COM
009728106
279
12700
SH
SOLE
12700
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ALLEGION PUB LTD CO
ORD SHS
G0176J109
266
5100
SH
SOLE
5100
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AUTOLIV INC
COM
052800109
351
3500
SH
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3500
0
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AMAZON COM INC
COM
023135106
236
700
SH
SOLE
700
0
0
AON PLC
SHS CL A
G0408V102
287
3400
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3400
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AIR PRODS & CHEMS INC
COM
009158106
226
1900
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AMERICAN PUBLIC EDUCATION IN
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02913V103
235
6700
SH
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6700
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ARES CAP CORP
COM
04010L103
14167
804000
SH
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804000
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APOLLO COML REAL EST FIN INC
COM
03762U105
998
60000
SH
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60000
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AMERICAN SCIENCE & ENGR INC
COM
029429107
242
3600
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SOLE
3600
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0
ASML HOLDING N V
NY REG SHS
N07059210
230
2464
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AMERICA FIRST MULTIFAMILY IN
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02364V107
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500000
SH
SOLE
500000
0
0
ATMI INC
COM
00207R101
350
10300
SH
SOLE
10300
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AVIVA PLC
ADR
05382A104
352
22000
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SOLE
22000
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ALLIED WRLD ASSUR COM HLDG A
SHS
H01531104
206
2000
SH
SOLE
2000
0
0
ACUITY BRANDS INC
COM
00508Y102
239
1800
SH
SOLE
1800
0
0
AIRCASTLE LTD
COM
G0129K104
455
23500
SH
SOLE
23500
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ASTRAZENECA PLC
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046353108
208
3200
SH
SOLE
3200
0
0
AUTOZONE INC
COM
053332102
322
600
SH
SOLE
600
0
0
BOEING CO
COM
097023105
213
1700
SH
SOLE
1700
0
0
BROOKFIELD ASSET MGMT INC
CL A LTD VT SH
112585104
245
6000
SH
SOLE
6000
0
0
BAXTER INTL INC
COM
071813109
294
4000
SH
SOLE
4000
0
0
BB&T CORP
COM
054937107
1366
34000
SH
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34000
0
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BCE INC
COM NEW
05534B760
785
18200
SH
SOLE
18200
0
0
BEAM INC
COM
073730103
250
3000
SH
SOLE
3000
0
0
BE AEROSPACE INC
COM
073302101
312
3600
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SOLE
3600
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BGC PARTNERS INC
CL A
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536
82000
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SOLE
82000
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BIGLARI HLDGS INC
COM
08986R101
234
480
SH
SOLE
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BIO RAD LABS INC
CL A
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320
2500
SH
SOLE
2500
0
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BLACKROCK KELSO CAPITAL CORP
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440000
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BLACKROCK INC
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09247X101
236
750
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BRISTOL MYERS SQUIBB CO
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296
5700
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BP PLC
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BRUKER CORP
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246
10800
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10800
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BT GROUP PLC
ADR
05577E101
255
4000
SH
SOLE
4000
0
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BLACKSTONE GROUP L P
COM UNIT LTD
09253U108
1616
48600
SH
SOLE
48600
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BLACKSTONE MTG TR INC
COM CL A
09257W100
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80000
SH
SOLE
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0
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CACI INTL INC
CL A
127190304
229
3100
SH
SOLE
3100
0
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CONAGRA FOODS INC
COM
205887102
202
6500
SH
SOLE
6500
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CAMERON INTERNATIONAL CORP
COM
13342B105
266
4300
SH
SOLE
4300
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CALAMP CORP
COM
128126109
279
10000
SH
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10000
0
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CATERPILLAR INC DEL
COM
149123101
238
2400
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2400
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CHICAGO BRIDGE & IRON CO N V
N Y REGISTRY SH
167250109
366
4200
SH
SOLE
4200
0
0
CELGENE CORP
COM
151020104
209
1500
SH
SOLE
1500
0
0
CF INDS HLDGS INC
COM
125269100
313
1200
SH
SOLE
1200
0
0
COLFAX CORP
COM
194014106
292
4100
SH
SOLE
4100
0
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CARLYLE GROUP L P
COM UTS LTD PTN
14309L102
200
5700
SH
SOLE
5700
0
0
CITY HLDG CO
COM
177835105
202
4500
SH
SOLE
4500
0
0
CHERRY HILL MTG INVT CORP
COM
164651101
1376
73400
SH
SOLE
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0
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CHUNGHWA TELECOM CO LTD
SPON ADR NEW11
17133Q502
261
8500
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CHIMERA INVT CORP
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16934Q109
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2625000
SH
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CIRCOR INTL INC
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17273K109
242
3300
SH
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CORE LABORATORIES N V
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N22717107
357
1800
SH
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CORELOGIC INC
COM
21871D103
270
9000
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CALAMOS ASSET MGMT INC
CL A
12811R104
155
12000
SH
SOLE
12000
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COLUMBUS MCKINNON CORP N Y
COM
199333105
327
12200
SH
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12200
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CME GROUP INC
COM
12572Q105
1747
23600
SH
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CAPSTEAD MTG CORP
COM NO PAR
14067E506
177
14000
SH
SOLE
14000
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COMPASS MINERALS INTL INC
COM
20451N101
264
3200
SH
SOLE
3200
0
0
CENTENE CORP DEL
COM
15135B101
255
4100
SH
SOLE
4100
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CNH INDL N V
SHS
N20944109
123
10718
SH
SOLE
10718
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CONVERSANT INC
COM
21249J105
225
8000
SH
SOLE
8000
0
0
COMPASS DIVERSIFIED HOLDINGS
SHS BEN INT
20451Q104
11459
606000
SH
SOLE
606000
0
0
ROCKWELL COLLINS INC
COM
774341101
271
3400
SH
SOLE
3400
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0
COPART INC
COM
217204106
255
7000
SH
SOLE
7000
0
0
COMPUTER PROGRAMS & SYS INC
COM
205306103
304
4700
SH
SOLE
4700
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CAPITALA FIN CORP
COM
14054R106
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305650
SH
SOLE
305650
0
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CREE INC
COM
225447101
221
3900
SH
SOLE
3900
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SALESFORCE COM INC
COM
79466L302
343
6000
SH
SOLE
6000
0
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CREDIT SUISSE GROUP
SPONSORED ADR
225401108
209
6453
SH
SOLE
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0
CISCO SYS INC
COM
17275R102
455
20300
SH
SOLE
20300
0
0
COSTAR GROUP INC
COM
22160N109
336
1800
SH
SOLE
1800
0
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OUTERWALL INC
COM
690070107
290
4000
SH
SOLE
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COVANTA HLDG CORP
COM
22282E102
209
11600
SH
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0
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CALAVO GROWERS INC
COM
128246105
310
8700
SH
SOLE
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CHEVRON CORP NEW
COM
166764100
303
2550
SH
SOLE
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CORRECTIONS CORP AMER NEW
COM NEW
22025Y407
235
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SH
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CYNOSURE INC
CL A
232577205
243
8300
SH
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NTT DOCOMO INC
SPONS ADR
62942M201
189
12000
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12000
0
0
DU PONT E I DE NEMOURS & CO
COM
263534109
1483
22100
SH
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22100
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WISDOMTREE TRUST
EUROPE SMCP DV
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282
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DOLLAR GEN CORP NEW
COM
256677105
227
4100
SH
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DANAHER CORP DEL
COM
235851102
233
3100
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3100
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DINEEQUITY INC
COM
254423106
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DELPHI AUTOMOTIVE PLC
SHS
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PHYSICIANS RLTY TR
COM
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DOVER CORP
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221
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DOW CHEM CO
COM
260543103
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AMDOCS LTD
ORD
G02602103
325
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DATALINK CORP
COM
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258
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DIRECTV
COM
25490A309
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4300
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DEXCOM INC
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275
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6000
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241
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US ECOLOGY INC
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241
6500
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4700
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340000
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8 X 8 INC
COM
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15000
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NIC INC
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62914B100
210
10900
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266
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EMULEX CORP
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292475209
288
39000
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SOLE
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REED ELSEVIER N V
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5500
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11500
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ENVESTNET INC
COM
29404K106
269
6700
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BOTTOMLINE TECH DEL INC
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101388106
267
7600
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SOLE
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ENTERPRISE PRODS PARTNERS L
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293792107
208
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SOLE
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313
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ERIE INDTY CO
CL A
29530P102
244
3500
SH
SOLE
3500
0
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EMBRAER S A
SP ADR REP 4 COM
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298
8400
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SOLE
8400
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ENSCO PLC
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G3157S106
264
5000
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SOLE
5000
0
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EATON CORP PLC
SHS
G29183103
240
3200
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SOLE
3200
0
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ISHARES
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310
12000
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ISHARES
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10200
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SOLE
10200
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ISHARES
MSCI SINGAP ETF
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300
23000
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SOLE
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FARO TECHNOLOGIES INC
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311642102
254
4800
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SOLE
4800
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FASTENAL CO
COM
311900104
286
5800
SH
SOLE
5800
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ABERDEEN ASIA PACIFIC INCOM
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003009107
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323000
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SOLE
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FACEBOOK INC
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30303M102
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6600
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SOLE
6600
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FACTSET RESH SYS INC
COM
303075105
216
2000
SH
SOLE
2000
0
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FIDUS INVT CORP
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316500107
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349100
SH
SOLE
349100
0
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SPDR INDEX SHS FDS
EURO STOXX 50
78463X202
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5400
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SOLE
5400
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FLUSHING FINL CORP
COM
343873105
232
11000
SH
SOLE
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314211103
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17000
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SOLE
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FLUOR CORP NEW
COM
343412102
225
2900
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2900
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0
FLOWSERVE CORP
COM
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345
4400
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34407D109
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2700
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COM
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4800
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FRANCESCAS HLDGS CORP
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12600
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FIFTH STREET FINANCE CORP
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31678A103
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SOLE
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0
0
FIFTH STR SR FLOATING RATE CO
COM
31679F101
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SOLE
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FORTINET INC
COM
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242
11000
SH
SOLE
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FULLER H B CO
COM
359694106
251
5200
SH
SOLE
5200
0
0
FULL CIRCLE CAP CORP
COM
359671104
1774
228000
SH
SOLE
228000
0
0
GARRISON CAP INC
COM
366554103
4946
350025
SH
SOLE
350025
0
0
GOLUB CAP BDC INC
COM
38173M102
4103
230000
SH
SOLE
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0
0
GENERAL DYNAMICS CORP
COM
369550108
305
2800
SH
SOLE
2800
0
0
GENERAL ELECTRIC CO
COM
369604103
1243
48000
SH
SOLE
48000
0
0
GEO GROUP INC
COM
36159R103
496
15400
SH
SOLE
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GILEAD SCIENCES INC
COM
375558103
255
3600
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GENERAL MLS INC
COM
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6000
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SHS
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GREENLIGHT CAPITAL RE LTD
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7900
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GOOGLE INC
CL A
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279
250
SH
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250
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COM SHS BEN INT
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8400
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COM
38489R100
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SPADRREPBNVT
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SOLE
6600
0
0
GARMIN LTD
SHS
H2906T109
774
14000
SH
SOLE
14000
0
0
GLAXOSMITHKLINE PLC
SPONSORED ADR
37733W105
251
4700
SH
SOLE
4700
0
0
GENESEE & WYO INC
CL A
371559105
214
2200
SH
SOLE
2200
0
0
HAIN CELESTIAL GROUP INC
COM
405217100
256
2800
SH
SOLE
2800
0
0
HSBC HLDGS PLC
SPON ADR NEW
404280406
1525
30000
SH
SOLE
30000
0
0
HARVEST CAP CR CORP
COM
41753F109
1952
132323
SH
SOLE
132323
0
0
HEALTHCARE SVCS GRP INC
COM
421906108
224
7700
SH
SOLE
7700
0
0
HFF INC
CL A
40418F108
279
8300
SH
SOLE
8300
0
0
HOLLYFRONTIER CORP
COM
436106108
1047
22000
SH
SOLE
22000
0
0
HANGER INC
COM NEW
41043F208
246
7300
SH
SOLE
7300
0
0
HARTFORD FINL SVCS GROUP INC
COM
416515104
1372
38900
SH
SOLE
38900
0
0
HITTITE MICROWAVE CORP
COM
43365Y104
252
4000
SH
SOLE
4000
0
0
HOME LN SERVICING SOLUTIONS
ORD SHS
G6648D109
7366
341000
SH
SOLE
341000
0
0
HOME PROPERTIES INC
COM
437306103
240
4000
SH
SOLE
4000
0
0
HELIOS MULTI SEC HI INC FD I
COM NEW
42327Y202
496
73300
SH
SOLE
73300
0
0
HORACE MANN EDUCATORS CORP N
COM
440327104
319
11000
SH
SOLE
11000
0
0
HMS HLDGS CORP
COM
40425J101
227
11900
SH
SOLE
11900
0
0
HELMERICH & PAYNE INC
COM
423452101
226
2100
SH
SOLE
2100
0
0
HARRIS CORP DEL
COM
413875105
263
3600
SH
SOLE
3600
0
0
HILLSHIRE BRANDS CO
COM
432589109
279
7500
SH
SOLE
7500
0
0
HERCULES TECH GROWTH CAP INC
COM
427096508
422
30000
SH
SOLE
30000
0
0
HERTZ GLOBAL HOLDINGS INC
COM
42805T105
272
10200
SH
SOLE
10200
0
0
HEXCEL CORP NEW
COM
428291108
257
5900
SH
SOLE
5900
0
0
MANAGED HIGH YIELD PLUS FD I
COM
561911108
549
259000
SH
SOLE
259000
0
0
ISHARES
IBOXX HI YD ETF
464288513
10289
109000
SH
SOLE
109000
0
0
ADVISORSHARES TR
PERITUS HG YLD
00768Y503
20961
398500
SH
SOLE
398500
0
0
PIMCO ETF TR
0-5 HIGH YIELD
72201R783
22100
207300
SH
SOLE
207300
0
0
IAC INTERACTIVECORP
COM PAR $.001
44919P508
243
3400
SH
SOLE
3400
0
0
INTERCONTINENTALEXCHANGE GRO
COM
45866F104
257
1300
SH
SOLE
1300
0
0
ICON PLC
SHS
G4705A100
247
5200
SH
SOLE
5200
0
0
ICONIX BRAND GROUP INC
COM
451055107
295
7500
SH
SOLE
7500
0
0
ISHARES
INTL SEL DIV ETF
464288448
270
7000
SH
SOLE
7000
0
0
ISHARES INC
CORE MSCI EMKT
46434G103
270
5500
SH
SOLE
5500
0
0
IDEX CORP
COM
45167R104
328
4500
SH
SOLE
4500
0
0
INTERVAL LEISURE GROUP INC
COM
46113M108
209
8000
SH
SOLE
8000
0
0
IMPERIAL OIL LTD
COM NEW
453038408
265
5700
SH
SOLE
5700
0
0
ING GROEP N V
SPONSORED ADR
456837103
185
13000
SH
SOLE
13000
0
0
SUMMIT HOTEL PPTYS
COM
866082100
213
23000
SH
SOLE
23000
0
0
INTEL CORP
COM
458140100
1324
51300
SH
SOLE
51300
0
0
INTER PARFUMS INC
COM
458334109
304
8400
SH
SOLE
8400
0
0
IPG PHOTONICS CORP
COM
44980X109
299
4200
SH
SOLE
4200
0
0
INDEPENDENCE RLTY TR INC
COM
45378A106
1691
189800
SH
SOLE
189800
0
0
INTERSIL CORP
CL A
46069S109
1824
141200
SH
SOLE
141200
0
0
INVESCO LTD
SHS
G49ABT108
592
16000
SH
SOLE
16000
0
0
JAZZ PHARMACEUTICALS PLC
SHS USD
G50871105
277
2000
SH
SOLE
2000
0
0
J2 GLOBAL INC
COM
48123V102
255
5100
SH
SOLE
5100
0
0
JACOBS ENGR GROUP INC DEL
COM
469814107
254
4000
SH
SOLE
4000
0
0
SPDR SERIES TRUST
BRC HGH YLD BD
78464A417
516
12500
SH
SOLE
12500
0
0
JPMORGAN CHASE & CO
COM
46625H100
304
5000
SH
SOLE
5000
0
0
KCAP FINL INC
COM
48668E101
4096
473000
SH
SOLE
473000
0
0
KEYCORP NEW
COM
493267108
171
12000
SH
SOLE
12000
0
0
KKR FINANCIAL HLDGS LLC
COM
48248A306
4628
400000
SH
SOLE
400000
0
0
KINDER MORGAN INC DEL
COM
49456B101
1202
37000
SH
SOLE
37000
0
0
CARMAX INC
COM
143130102
206
4400
SH
SOLE
4400
0
0
KNOWLES CORP
COM
49926D109
246
7800
SH
SOLE
7800
0
0
COCA COLA CO
COM
191216100
309
8000
SH
SOLE
8000
0
0
LAZARD LTD
SHS A
G54050102
2001
42500
SH
SOLE
42500
0
0
LIBERTY GLOBAL PLC
SHS CL C
G5480U120
411
10100
SH
SOLE
10100
0
0
LANDAUER INC
COM
51476K103
468
10317
SH
SOLE
10317
0
0
LITTELFUSE INC
COM
537008104
346
3700
SH
SOLE
3700
0
0
LACLEDE GROUP INC
COM
505597104
306
6500
SH
SOLE
6500
0
0
LIBERTY INTERACTIVE CORP
INT COM SER A
53071M104
231
8000
SH
SOLE
8000
0
0
LKQ CORP
COM
501889208
240
9100
SH
SOLE
9100
0
0
LILLY ELI & CO
COM
532457108
353
6000
SH
SOLE
6000
0
0
LIBERTY MEDIA CORP DELAWARE
CL A
531229102
209
1600
SH
SOLE
1600
0
0
LOCKHEED MARTIN CORP
COM
539830109
1861
11400
SH
SOLE
11400
0
0
LINCOLN NATL CORP IND
COM
534187109
715
14100
SH
SOLE
14100
0
0
LINDSAY CORP
COM
535555106
273
3100
SH
SOLE
3100
0
0
LORILLARD INC
COM
544147101
1222
22600
SH
SOLE
22600
0
0
GRAND CANYON ED INC
COM
38526M106
262
5600
SH
SOLE
5600
0
0
LOWES COS INC
COM
548661107
293
6000
SH
SOLE
6000
0
0
LAM RESEARCH CORP
COM
512807108
215
3900
SH
SOLE
3900
0
0
LANDSTAR SYS INC
COM
515098101
255
4300
SH
SOLE
4300
0
0
LUXOTTICA GROUP S P A
SPONSORED ADR
55068R202
208
3600
SH
SOLE
3600
0
0
LIBERTY INTERACTIVE CORP
LBT VENT COM A
53071M880
287
2200
SH
SOLE
2200
0
0
LAS VEGAS SANDS CORP
COM
517834107
210
2600
SH
SOLE
2600
0
0
LYONDELLBASELL INDUSTRIES N
SHS - A -
N53745100
952
10700
SH
SOLE
10700
0
0
LLOYDS BANKING GROUP PLC
SPONSORED ADR
539439109
229
45000
SH
SOLE
45000
0
0
LIVE NATION ENTERTAINMENT IN
COM
538034109
376
17300
SH
SOLE
17300
0
0
MEDLEY CAP CORP
COM
58503F106
6308
463500
SH
SOLE
463500
0
0
MCDONALDS CORP
COM
580135101
294
3000
SH
SOLE
3000
0
0
MCG CAPITAL CORP
COM
58047P107
5117
1350000
SH
SOLE
1350000
0
0
MICROCHIP TECHNOLOGY INC
COM
595017104
205
4300
SH
SOLE
4300
0
0
MDC PARTNERS INC
CLA SUB VTG
552697104
313
13700
SH
SOLE
13700
0
0
MEASUREMENT SPECIALTIES INC
COM
583421102
237
3500
SH
SOLE
3500
0
0
MENTOR GRAPHICS CORP
COM
587200106
229
10400
SH
SOLE
10400
0
0
METLIFE INC
COM
59156R108
2376
45000
SH
SOLE
45000
0
0
MAIDEN HOLDINGS LTD
SHS
G5753U112
1096
87800
SH
SOLE
87800
0
0
WESTERN ASSET MGD HI INCM F
COM
95766L107
365
63700
SH
SOLE
63700
0
0
MIDDLEBY CORP
COM
596278101
396
1500
SH
SOLE
1500
0
0
ADVISORSHARES TR
NEWFLT MULSINC
00768Y727
289
5800
SH
SOLE
5800
0
0
MOBILE MINI INC
COM
60740F105
351
8100
SH
SOLE
8100
0
0
AG MTG INVT TR INC
COM
001228105
4903
280000
SH
SOLE
280000
0
0
MARKEL CORP
COM
570535104
238
400
SH
SOLE
400
0
0
MUELLER INDS INC
COM
624756102
276
9200
SH
SOLE
9200
0
0
MANNING & NAPIER INC
CL A
56382Q102
234
14000
SH
SOLE
14000
0
0
ALTRIA GROUP INC
COM
02209S103
1643
43900
SH
SOLE
43900
0
0
MONROE CAP CORP
COM
610335101
3964
293000
SH
SOLE
293000
0
0
MERCK & CO INC
COM
589331107
1601
28200
SH
SOLE
28200
0
0
MICROSOFT CORP
COM
594918104
598
14600
SH
SOLE
14600
0
0
ARCELORMITTAL SA LUXEMBOURG
NY REGISTRY SH
03938L104
162
10000
SH
SOLE
10000
0
0
M & T BK CORP
COM
55261F104
303
2500
SH
SOLE
2500
0
0
MITSUBISHI UFJ FINL GROUP IN
SPONSORED ADR
606822104
122
22000
SH
SOLE
22000
0
0
MAXIM INTEGRATED PRODS INC
COM
57772K101
2003
60500
SH
SOLE
60500
0
0
MYERS INDS INC
COM
628464109
213
10700
SH
SOLE
10700
0
0
MYLAN INC
COM
628530107
234
4800
SH
SOLE
4800
0
0
NEWCASTLE INVT CORP
COM
65105M108
1645
350000
SH
SOLE
350000
0
0
NORDSON CORP
COM
655663102
247
3500
SH
SOLE
3500
0
0
NEWMARKET CORP
COM
651587107
313
800
SH
SOLE
800
0
0
NEW MEDIA INVT GROUP INC
COM
64704V106
380
25268
SH
SOLE
25268
0
0
NGP CAP RES CO
COM
62912R107
1240
183393
SH
SOLE
183393
0
0
NIKE INC
CL B
654106103
295
4000
SH
SOLE
4000
0
0
NEW MTN FIN CORP
COM
647551100
5384
370000
SH
SOLE
370000
0
0
NAVIOS MARITIME PARTNERS L P
UNIT LPI
Y62267102
1250
50000
SH
SOLE
50000
0
0
NOMURA HLDGS INC
SPONSORED ADR
65535H208
231
36000
SH
SOLE
36000
0
0
NPS PHARMACEUTICALS INC
COM
62936P103
248
8300
SH
SOLE
8300
0
0
NORTHSTAR RLTY FIN CORP
COM
66704R100
17028
1055000
SH
SOLE
1055000
0
0
NEW RESIDENTIAL INVT CORP
COM
64828T102
10870
1680000
SH
SOLE
1680000
0
0
NORFOLK SOUTHERN CORP
COM
655844108
389
4000
SH
SOLE
4000
0
0
NETAPP INC
COM
64110D104
221
6000
SH
SOLE
6000
0
0
NETEASE INC
SPONSORED ADR
64110W102
262
3900
SH
SOLE
3900
0
0
NUCOR CORP
COM
670346105
207
4100
SH
SOLE
4100
0
0
NOVADAQ TECHNOLOGIES INC
COM
66987G102
272
12200
SH
SOLE
12200
0
0
NOVO-NORDISK A S
ADR
670100205
228
5000
SH
SOLE
5000
0
0
NORTHWEST BANCSHARES INC MD
COM
667340103
292
20000
SH
SOLE
20000
0
0
NXP SEMICONDUCTORS N V
COM
N6596X109
229
3900
SH
SOLE
3900
0
0
FIVE OAKS INVT CORP
COM
33830W106
577
51786
SH
SOLE
51786
0
0
OCEANFIRST FINL CORP
COM
675234108
354
20000
SH
SOLE
20000
0
0
OFS CAP CORP
COM
67103B100
135
10800
SH
SOLE
10800
0
0
OLIN CORP
COM PAR $1
680665205
240
8700
SH
SOLE
8700
0
0
ONE LIBERTY PPTYS INC
COM
682406103
1323
62077
SH
SOLE
62077
0
0
OMNICELL INC
COM
68213N109
315
11000
SH
SOLE
11000
0
0
OLD NATL BANCORP IND
COM
680033107
164
11000
SH
SOLE
11000
0
0
ORACLE CORP
COM
68389X105
315
7700
SH
SOLE
7700
0
0
OLD REP INTL CORP
COM
680223104
1205
73500
SH
SOLE
73500
0
0
O REILLY AUTOMOTIVE INC NEW
COM
67103H107
223
1500
SH
SOLE
1500
0
0
ORION MARINE GROUP INC
COM
68628V308
131
10400
SH
SOLE
10400
0
0
OXFORD LANE CAP CORP
COM
691543102
334
20000
SH
SOLE
20000
0
0
PANDORA MEDIA INC
COM
698354107
218
7200
SH
SOLE
7200
0
0
PALO ALTO NETWORKS INC
COM
697435105
343
5000
SH
SOLE
5000
0
0
PAYCHEX INC
COM
704326107
341
8000
SH
SOLE
8000
0
0
PRICELINE COM INC
COM NEW
741503403
238
200
SH
SOLE
200
0
0
PRECISION CASTPARTS CORP
COM
740189105
291
1150
SH
SOLE
1150
0
0
PDF SOLUTIONS INC
COM
693282105
196
10800
SH
SOLE
10800
0
0
MEDNAX INC
COM
58502B106
372
6000
SH
SOLE
6000
0
0
PIONEER ENERGY SVCS CORP
COM
723664108
277
21400
SH
SOLE
21400
0
0
PENNANTPARK FLOATING RATE CA
COM
70806A106
3539
256058
SH
SOLE
256058
0
0
PROCTER & GAMBLE CO
COM
742718109
242
3000
SH
SOLE
3000
0
0
PHH CORP
COM NEW
693320202
233
9000
SH
SOLE
9000
0
0
POWERSHARES ETF TRUST
INTL DIV ACHV
73935X716
226
12400
SH
SOLE
12400
0
0
PARK OHIO HLDGS CORP
COM
700666100
410
7300
SH
SOLE
7300
0
0
POSCO
SPONSORED ADR
693483109
250
3600
SH
SOLE
3600
0
0
PHILIP MORRIS INTL INC
COM
718172109
1351
16500
SH
SOLE
16500
0
0
PTC INC
COM
69370C100
283
8000
SH
SOLE
8000
0
0
PENNANTPARK INVT CORP
COM
708062104
5658
512000
SH
SOLE
512000
0
0
PANERA BREAD CO
CL A
69840W108
282
1600
SH
SOLE
1600
0
0
INSULET CORP
COM
45784P101
247
5200
SH
SOLE
5200
0
0
PPG INDS INC
COM
693506107
348
1800
SH
SOLE
1800
0
0
PARTNERRE LTD
COM
G6852T105
373
3600
SH
SOLE
3600
0
0
PROTHENA CORP PLC
SHS
G72800108
398
10400
SH
SOLE
10400
0
0
PROSPECT CAPITAL CORPORATION
COM
74348T102
9720
900000
SH
SOLE
900000
0
0
PRAXAIR INC
COM
74005P104
262
2000
SH
SOLE
2000
0
0
QUALCOMM INC
COM
747525103
1191
15100
SH
SOLE
15100
0
0
REYNOLDS AMERICAN INC
COM
761713106
1415
26500
SH
SOLE
26500
0
0
RAIT FINANCIAL TRUST
COM NEW
749227609
934
110000
SH
SOLE
110000
0
0
ROYAL DUTCH SHELL PLC
SPONS ADR A
780259206
1067
14600
SH
SOLE
14600
0
0
ALTISOURCE RESIDENTIAL CORP
CL B
02153W100
221
7000
SH
SOLE
7000
0
0
ROCKWOOD HLDGS INC
COM
774415103
283
3800
SH
SOLE
3800
0
0
ROADRUNNER TRNSN SVCS HLDG I
COM
76973Q105
240
9500
SH
SOLE
9500
0
0
REPUBLIC SVCS INC
COM
760759100
1025
30000
SH
SOLE
30000
0
0
RESOURCE CAP CORP
COM
76120W302
557
100000
SH
SOLE
100000
0
0
ROYAL BK CDA MONTREAL QUE
COM
780087102
1109
16800
SH
SOLE
16800
0
0
RAYONIER INC
COM
754907103
207
4500
SH
SOLE
4500
0
0
BANCO SANTANDER SA
ADR
05964H105
147
15381
SH
SOLE
15381
0
0
SAP AG
SPON ADR
803054204
276
3400
SH
SOLE
3400
0
0
SCHWAB STRATEGIC TR
EMRG MKTEQ ETF
808524706
275
11300
SH
SOLE
11300
0
0
ISHARES
MSCI JAPN SMCETF
464286582
236
4500
SH
SOLE
4500
0
0
STELLUS CAP INVT CORP
COM
858568108
2069
143900
SH
SOLE
143900
0
0
ISHARES
EAFE SML CP ETF
464288273
287
5500
SH
SOLE
5500
0
0
SEADRILL LIMITED
SHS
G7945E105
2918
83000
SH
SOLE
83000
0
0
STIFEL FINL CORP
COM
860630102
249
5000
SH
SOLE
5000
0
0
SHIP FINANCE INTERNATIONAL L
SHS
G81075106
4313
240000
SH
SOLE
240000
0
0
SHIRE PLC
SPONSORED ADR
82481R106
267
1800
SH
SOLE
1800
0
0
SIGNET JEWELERS LIMITED
SHS
G81276100
413
3900
SH
SOLE
3900
0
0
SILICON MOTION TECHNOLOGY CO
SPONSORED ADR
82706C108
304
18100
SH
SOLE
18100
0
0
SIRONA DENTAL SYSTEMS INC
COM
82966C103
209
2800
SH
SOLE
2800
0
0
SPDR SER TRUST
CAP S/T HI YLD
78468R408
11284
364600
SH
SOLE
364600
0
0
SOLERA HOLDINGS INC
COM
83421A104
228
3600
SH
SOLE
3600
0
0
SOLAR CAP LTD
COM
83413U100
12317
565500
SH
SOLE
565500
0
0
SALIX PHARMACEUTICALS INC
COM
795435106
280
2700
SH
SOLE
2700
0
0
INVENTURE FOODS INC
COM
461212102
273
19500
SH
SOLE
19500
0
0
CHINA PETE & CHEM CORP
SPON ADR H SHS
16941R108
256
2860
SH
SOLE
2860
0
0
SANOFI
SPONSORED ADR
80105N105
288
5500
SH
SOLE
5500
0
0
SONOCO PRODS CO
COM
835495102
271
6600
SH
SOLE
6600
0
0
SPIRIT RLTY CAP INC
COM
84860F109
1791
163143
SH
SOLE
163143
0
0
SIMPSON MANUFACTURING CO INC
COM
829073105
251
7100
SH
SOLE
7100
0
0
SASOL LTD
SPONSORED ADR
803866300
279
5000
SH
SOLE
5000
0
0
STRATASYS LTD
SHS
M85548101
276
2600
SH
SOLE
2600
0
0
SENSATA TECHNOLOGIES HLDG NV
SHS
N7902X106
277
6500
SH
SOLE
6500
0
0
STUDENT TRANSN INC
COM
86388A108
2971
480000
SH
SOLE
480000
0
0
STATE AUTO FINL CORP
COM
855707105
277
13000
SH
SOLE
13000
0
0
STEEL DYNAMICS INC
COM
858119100
267
15000
SH
SOLE
15000
0
0
STATOIL ASA
SPONS ADR
85771P102
254
9000
SH
SOLE
9000
0
0
STARZ
LIBRTY CAP COM A
85571Q102
329
10200
SH
SOLE
10200
0
0
STARWOOD PPTY TR INC
COM
85571B105
8964
380000
SH
SOLE
380000
0
0
SUNCOR ENERGY INC NEW
COM
867224107
241
6900
SH
SOLE
6900
0
0
SOLAR SR CAP LTD
COM
83416M105
2025
118350
SH
SOLE
118350
0
0
STARWOOD WAYPOINT RESIDENTL
COM SHS
85571W109
288
10000
SH
SOLE
10000
0
0
SYNGENTA AG
SPONSORED ADR
87160A100
227
3000
SH
SOLE
3000
0
0
SYSCO CORP
COM
871829107
343
9500
SH
SOLE
9500
0
0
AT & T CORP
COM
00206R102
1245
35500
SH
SOLE
35500
0
0
MEDALLION FINL CORP
COM
583928106
172
13000
SH
SOLE
13000
0
0
TRUEBLUE INC
COM
89785X101
275
9400
SH
SOLE
9400
0
0
TRIANGLE CAP CORP
COM
895848109
1424
55000
SH
SOLE
55000
0
0
TCP CAP CORP
COM
87238Q103
10467
632457
SH
SOLE
632457
0
0
THL CR INC
COM
872438106
8280
600000
SH
SOLE
600000
0
0
TORONTO DOMINION BK ONT
COM NEW
891160509
329
7000
SH
SOLE
7000
0
0
TELEDYNE TECHNOLOGIES INC
COM
879360105
292
3000
SH
SOLE
3000
0
0
TELEFONICA S A
SPONSORED ADR
879382208
174
11000
SH
SOLE
11000
0
0
ISHARES
MSCI THI CAP ETF
464286624
280
3850
SH
SOLE
3850
0
0
MARKET VECTORS ETF TR
HI YLD TREA BD
57061R775
697
27000
SH
SOLE
27000
0
0
THOR INDS INC
COM
885160101
305
5000
SH
SOLE
5000
0
0
TICC CAPITAL CORP
COM
87244T109
4274
437000
SH
SOLE
437000
0
0
THERMO FISHER SCIENTIFIC INC
COM
883556102
228
1900
SH
SOLE
1900
0
0
TERRA NITROGEN CO L P
COM UNIT
881005201
350
2300
SH
SOLE
2300
0
0
ISHARES
MSCI KOKUSAI ETF
464288265
247
4600
SH
SOLE
4600
0
0
TOTAL S A
SPONSORED ADR
89151E109
2493
38000
SH
SOLE
38000
0
0
TRIPADVISOR INC
COM
896945201
263
2900
SH
SOLE
2900
0
0
SPEEDWAY MOTORSPORTS INC
COM
847788106
356
19000
SH
SOLE
19000
0
0
TRANSCANADA CORP
COM
89353D107
273
6000
SH
SOLE
6000
0
0
TRIMAS CORP
COM NEW
896215209
189
5700
SH
SOLE
5700
0
0
TRAVELERS COMPANIES INC
COM
89417E109
1038
12200
SH
SOLE
12200
0
0
TRACTOR SUPPLY CO
COM
892356106
283
4000
SH
SOLE
4000
0
0
TAIWAN SEMICONDUCTOR MFG LTD
SPONSORED ADR
874039100
280
14000
SH
SOLE
14000
0
0
TORO CO
COM
891092108
284
4500
SH
SOLE
4500
0
0
GRUPO TELEVISA SA DE CV
SP ADR REP ORD
40049J206
316
9500
SH
SOLE
9500
0
0
TOWERS WATSON & CO
CL A
891894107
262
2300
SH
SOLE
2300
0
0
TWO HBRS INVT CORP
COM
90187B101
4613
450000
SH
SOLE
450000
0
0
TEXAS INSTRS INC
COM
882508104
1311
27800
SH
SOLE
27800
0
0
UFP TECHNOLOGIES INC
COM
902673102
244
10000
SH
SOLE
10000
0
0
UMB FINL CORP
COM
902788108
298
4600
SH
SOLE
4600
0
0
UMPQUA HLDGS CORP
COM
904214103
289
15500
SH
SOLE
15500
0
0
US BANCORP DEL
COM NEW
902973304
3052
71200
SH
SOLE
71200
0
0
VANGUARD INTL EQUITY INDEX F
FTSE EUROPE ETF
922042874
578
9800
SH
SOLE
9800
0
0
MERIDIAN BIOSCIENCE INC
COM
589584101
370
17000
SH
SOLE
17000
0
0
VANGUARD NATURAL RESOURCES L
COM UNIT
92205F106
1608
54000
SH
SOLE
54000
0
0
VODAFONE GROUP PLC NEW
SPONS ADR NEW
92857W209
1028
27927
SH
SOLE
27927
0
0
VANGUARD INTL EQUITY INDEX F
MSCI PAC ETF
922042866
296
5000
SH
SOLE
5000
0
0
VALIDUS HOLDINGS LTD
COM SHS
G9319H102
1131
30000
SH
SOLE
30000
0
0
VERISK ANALYTICS INC
CL A
92345Y106
282
4700
SH
SOLE
4700
0
0
VALEANT PHARMACEUTICALS INTL
COM
91911K102
303
2300
SH
SOLE
2300
0
0
VANGUARD INTL EQUITY INDEX F
FTSE SMCAP ETF
922042718
214
2000
SH
SOLE
2000
0
0
VANGUARD INTL EQUITY INDEX F
TT WRLD ST ETF
922042742
263
4400
SH
SOLE
4400
0
0
VERIZON COMMUNICATIONS INC
COM
92343V104
851
17874
SH
SOLE
17874
0
0
WABTEC CORP
COM
929740108
388
5000
SH
SOLE
5000
0
0
WAGEWORKS INC
COM
930427109
275
4900
SH
SOLE
4900
0
0
WASTE CONNECTIONS INC
COM
941053100
263
6000
SH
SOLE
6000
0
0
WENDYS CO
COM
95058W100
214
23500
SH
SOLE
23500
0
0
WHITEHORSE FIN INC
COM
96524V106
6332
450000
SH
SOLE
450000
0
0
WIPRO LTD
SPON ADR 1 SH
97651M109
362
27000
SH
SOLE
27000
0
0
WASTE MGMT INC DEL
COM
94106L109
1018
24200
SH
SOLE
24200
0
0
WILLIAMS COS INC DEL
COM
969457100
223
5500
SH
SOLE
5500
0
0
VCA ANTECH INC
COM
918194101
290
9000
SH
SOLE
9000
0
0
WESTERN UN CO
COM
959802109
998
61000
SH
SOLE
61000
0
0
WOODWARD INC
COM
980745103
228
5500
SH
SOLE
5500
0
0
WYNN RESORTS LTD
COM
983134107
1944
8750
SH
SOLE
8750
0
0
YELP INC
CL A
985817105
215
2800
SH
SOLE
2800
0
0
YANDEX N V
SHS CLASS A
N97284108
202
6700
SH
SOLE
6700
0
0
ZILLOW INC
CL A
98954A107
264
3000
SH
SOLE
3000
0
0
ZEBRA TECHNOLOGIES CORP
CL A
989207105
354
5100
SH
SOLE
5100
0
0
ZAIS FINL CORP
COM
98886K108
6664
400000
SH
SOLE
400000
0
0
ZIX CORP
COM
98974P100
224
54000
SH
SOLE
54000
0
0