The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
ALCOA INC COM 013817101 174 11,000 SH   SOLE   11,000 0 0
APPLE INC COM 037833100 276 2,500 SH   SOLE   2,500 0 0
ALCENTRA CAP CORP COM 01374T102 1,000 80,000 SH   SOLE   80,000 0 0
AMBEV SA SPONSORED ADR 02319V103 96 15,500 SH   SOLE   15,500 0 0
ARBOR RLTY TR INC COM 038923108 406 60,000 SH   SOLE   60,000 0 0
AMERICAN CAP LTD COM 02503Y103 181 12,400 SH   SOLE   12,400 0 0
ACE LTD SHS H0023R105 287 2,500 SH   SOLE   2,500 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 322 3,600 SH   SOLE   3,600 0 0
AMERICAN CAP SR FLOATING LTD COM 02504D108 3,633 300,000 SH   SOLE   300,000 0 0
ACTAVIS PLC SHS G0083B108 309 1,200 SH   SOLE   1,200 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 282 3,500 SH   SOLE   3,500 0 0
BLDRS INDEX FDS TR EUR 100 ADR 09348R409 223 10,000 SH   SOLE   10,000 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 286 1,000 SH   SOLE   1,000 0 0
ASSOCIATED ESTATES RLTY CORP COM 045604105 209 9,000 SH   SOLE   9,000 0 0
AEGON N V NY REGISTRY SH 007924103 153 20,426 SH   SOLE   20,426 0 0
ALLERGAN INC COM 018490102 340 1,600 SH   SOLE   1,600 0 0
AGRIUM INC COM 008916108 1,563 16,500 SH   SOLE   16,500 0 0
ARGAN INC COM 04010E109 272 8,100 SH   SOLE   8,100 0 0
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 293 6,700 SH   SOLE   6,700 0 0
ARLINGTON ASSET INVT CORP CL A NEW 041356205 11,176 420,000 SH   SOLE   420,000 0 0
APOLLO INVT CORP COM 03761U106 12,243 1,650,000 SH   SOLE   1,650,000 0 0
ASSURANT INC COM 04621X108 274 4,000 SH   SOLE   4,000 0 0
GALLAGHER ARTHUR J & CO COM 363576109 1,059 22,500 SH   SOLE   22,500 0 0
AKORN INC COM 009728106 235 6,500 SH   SOLE   6,500 0 0
ALKERMES PLC SHS G01767105 234 4,000 SH   SOLE   4,000 0 0
ALLEGION PUB LTD CO ORD SHS G0176J109 283 5,100 SH   SOLE   5,100 0 0
ALERE INC COM 01449J105 201 5,300 SH   SOLE   5,300 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 305 9,000 SH   SOLE   9,000 0 0
AUTOLIV INC COM 052800109 265 2,500 SH   SOLE   2,500 0 0
APPLIED MATLS INC COM 038222105 219 8,800 SH   SOLE   8,800 0 0
AFFILIATED MANAGERS GROUP COM 008252108 276 1,300 SH   SOLE   1,300 0 0
APOLLO RESIDENTIAL MTG INC COM 03763V102 513 32,500 SH   SOLE   32,500 0 0
AON PLC SHS CL A G0408V102 322 3,400 SH   SOLE   3,400 0 0
AIR PRODS & CHEMS INC COM 009158106 274 1,900 SH   SOLE   1,900 0 0
ARES CAP CORP COM 04010L103 16,432 1,053,000 SH   SOLE   1,053,000 0 0
AIRGAS INC COM 009363102 265 2,300 SH   SOLE   2,300 0 0
APOLLO COML REAL EST FIN INC COM 03762U105 3,108 190,000 SH   SOLE   190,000 0 0
AMERICA FIRST MULTIFAMILY IN BEN UNIT CTF 02364V107 2,630 500,000 SH   SOLE   500,000 0 0
AVIVA PLC ADR 05382A104 328 22,000 SH   SOLE   22,000 0 0
ALLIED WRLD ASSUR COM HLDG A SHS H01531104 228 6,000 SH   SOLE   6,000 0 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 255 5,000 SH   SOLE   5,000 0 0
AIRCASTLE LTD COM G0129K104 502 23,500 SH   SOLE   23,500 0 0
ASTRAZENECA PLC SPONSORED ADR 046353108 225 3,200 SH   SOLE   3,200 0 0
AUTOZONE INC COM 053332102 371 600 SH   SOLE   600 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 312 3,000 SH   SOLE   3,000 0 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 301 6,000 SH   SOLE   6,000 0 0
BAXTER INTL INC COM 071813109 293 4,000 SH   SOLE   4,000 0 0
BB&T CORP COM 054937107 226 5,800 SH   SOLE   5,800 0 0
CORPBANCA SPONSORED ADR 21987A209 222 12,500 SH   SOLE   12,500 0 0
BCE INC COM NEW 05534B760 1,468 32,000 SH   SOLE   32,000 0 0
BLUE CAP REINS HLDGS LTD COM G1190F107 178 10,000 SH   SOLE   10,000 0 0
BUNGE LIMITED COM G16962105 209 2,300 SH   SOLE   2,300 0 0
BGC PARTNERS INC CL A 05541T101 750 82,000 SH   SOLE   82,000 0 0
BAIDU INC SPON ADR REP A 056752108 251 1,100 SH   SOLE   1,100 0 0
BLACKROCK KELSO CAPITAL CORP COM 092533108 7,995 975,000 SH   SOLE   975,000 0 0
BLACKROCK INC COM 09247X101 251 700 SH   SOLE   700 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 266 4,500 SH   SOLE   4,500 0 0
BANK N S HALIFAX COM 064149107 257 4,500 SH   SOLE   4,500 0 0
BP PLC SPONSORED ADR 055622104 4,395 115,300 SH   SOLE   115,300 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 254 5,500 SH   SOLE   5,500 0 0
BLUEROCK RESIDENT GR REIT IN COM CL A 09627J102 819 65,869 SH   SOLE   65,869 0 0
BRUKER CORP COM 116794108 212 10,800 SH   SOLE   10,800 0 0
BT GROUP PLC ADR 05577E101 248 4,000 SH   SOLE   4,000 0 0
BLACKSTONE MTG TR INC COM CL A 09257W100 5,100 175,000 SH   SOLE   175,000 0 0
CABELAS INC COM 126804301 211 4,000 SH   SOLE   4,000 0 0
CACI INTL INC CL A 127190304 267 3,100 SH   SOLE   3,100 0 0
CONAGRA FOODS INC COM 205887102 236 6,500 SH   SOLE   6,500 0 0
CATERPILLAR INC DEL COM 149123101 220 2,400 SH   SOLE   2,400 0 0
CARDTRONICS INC COM 14161H108 251 6,500 SH   SOLE   6,500 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 271 14,300 SH   SOLE   14,300 0 0
CDW CORP COM 12514G108 281 8,000 SH   SOLE   8,000 0 0
CELGENE CORP COM 151020104 336 3,000 SH   SOLE   3,000 0 0
CF INDS HLDGS INC COM 125269100 327 1,200 SH   SOLE   1,200 0 0
COLFAX CORP COM 194014106 211 4,100 SH   SOLE   4,100 0 0
CHERRY HILL MTG INVT CORP COM 164651101 2,416 130,666 SH   SOLE   130,666 0 0
CH ROBINSON WORLDWIDE INC COM NEW 12541W209 300 4,000 SH   SOLE   4,000 0 0
CHUNGHWA TELECOM CO LTD SPON ADR NEW11 17133Q502 250 8,500 SH   SOLE   8,500 0 0
CHIMERA INVT CORP COM 16934Q109 12,243 3,850,000 SH   SOLE   3,850,000 0 0
CITY OFFICE REIT INC COM 178587101 1,792 140,000 SH   SOLE   140,000 0 0
CALAMOS ASSET MGMT INC CL A 12811R104 140 10,500 SH   SOLE   10,500 0 0
CLEARWATER PAPER CORP COM 18538R103 274 4,000 SH   SOLE   4,000 0 0
COLUMBUS MCKINNON CORP N Y COM 199333105 280 10,000 SH   SOLE   10,000 0 0
CME GROUP INC COM 12572Q105 3,191 36,000 SH   SOLE   36,000 0 0
CM FIN INC COM 12574Q103 1,909 173,534 SH   SOLE   173,534 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 274 400 SH   SOLE   400 0 0
COMPASS MINERALS INTL INC COM 20451N101 278 3,200 SH   SOLE   3,200 0 0
CMS ENERGY CORP COM 125896100 226 6,500 SH   SOLE   6,500 0 0
CENTENE CORP DEL COM 15135B101 260 2,500 SH   SOLE   2,500 0 0
CNH INDL N V SHS N20944109 86 10,718 SH   SOLE   10,718 0 0
CANADIAN NATL RY CO COM 136375102 262 3,800 SH   SOLE   3,800 0 0
COMPASS DIVERSIFIED HOLDINGS SHS BEN INT 20451Q104 8,515 524,000 SH   SOLE   524,000 0 0
ROCKWELL COLLINS INC COM 774341101 287 3,400 SH   SOLE   3,400 0 0
COSTCO WHSL CORP NEW COM 22160K105 326 2,300 SH   SOLE   2,300 0 0
CANADIAN PAC RY LTD COM 13645T100 289 1,500 SH   SOLE   1,500 0 0
COPART INC COM 217204106 255 7,000 SH   SOLE   7,000 0 0
COMPUTER PROGRAMS & SYS INC COM 205306103 255 4,200 SH   SOLE   4,200 0 0
CAPITALA FIN CORP COM 14054R106 8,542 478,000 SH   SOLE   478,000 0 0
CRITEO S A SPONS ADS 226718104 348 8,600 SH   SOLE   8,600 0 0
CISCO SYS INC COM 17275R102 774 27,800 SH   SOLE   27,800 0 0
OUTERWALL INC COM 690070107 301 4,000 SH   SOLE   4,000 0 0
COVANTA HLDG CORP COM 22282E102 220 10,000 SH   SOLE   10,000 0 0
CALAVO GROWERS INC COM 128246105 307 6,500 SH   SOLE   6,500 0 0
CHEVRON CORP NEW COM 166764100 286 2,550 SH   SOLE   2,550 0 0
NTT DOCOMO INC SPONS ADR 62942M201 175 12,000 SH   SOLE   12,000 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 1,819 24,600 SH   SOLE   24,600 0 0
WISDOMTREE TRUST EUROPE SMCP DV 97717W869 242 4,700 SH   SOLE   4,700 0 0
DANAHER CORP DEL COM 235851102 266 3,100 SH   SOLE   3,100 0 0
DELPHI AUTOMOTIVE PLC SHS G27823106 247 3,400 SH   SOLE   3,400 0 0
DIGITAL RLTY TR INC COM 253868103 245 3,700 SH   SOLE   3,700 0 0
PHYSICIANS RLTY TR COM 71943U104 166 10,000 SH   SOLE   10,000 0 0
WISDOMTREE TR INTL DIV EX FINL 97717W786 226 5,250 SH   SOLE   5,250 0 0
DOW CHEM CO COM 260543103 1,254 27,500 SH   SOLE   27,500 0 0
AMDOCS LTD ORD G02602103 327 7,000 SH   SOLE   7,000 0 0
DSW INC CL A 23334L102 298 8,000 SH   SOLE   8,000 0 0
DIRECTV COM 25490A309 303 3,500 SH   SOLE   3,500 0 0
ISHARES ASIA/PAC DIV ETF 464286293 224 4,500 SH   SOLE   4,500 0 0
ISHARES EM MKTS DIV ETF 464286319 209 5,000 SH   SOLE   5,000 0 0
DYNEX CAP INC COM NEW 26817Q506 743 90,000 SH   SOLE   90,000 0 0
ENI S P A SPONSORED ADR 26874R108 227 6,500 SH   SOLE   6,500 0 0
ELECTRONIC ARTS INC COM 285512109 390 8,300 SH   SOLE   8,300 0 0
US ECOLOGY INC COM 91732J102 261 6,500 SH   SOLE   6,500 0 0
ISHARES EM MK MINVOL ETF 464286533 266 4,700 SH   SOLE   4,700 0 0
ELLINGTON FINANCIAL LLC COM 288522303 8,495 425,600 SH   SOLE   425,600 0 0
ISHARES EAFE GRWTH ETF 464288885 230 3,500 SH   SOLE   3,500 0 0
8 X 8 INC COM 282914100 137 15,000 SH   SOLE   15,000 0 0
ISHARES MSCI EMK GRW ETF 464286467 261 5,000 SH   SOLE   5,000 0 0
ISHARES MSCI ISR CAP ETF 464286632 239 5,100 SH   SOLE   5,100 0 0
EASTMAN CHEM CO COM 277432100 266 3,500 SH   SOLE   3,500 0 0
REED ELSEVIER N V SPONS ADR NEW 758204200 262 5,500 SH   SOLE   5,500 0 0
ISHARES MSCI PAC JP ETF 464286665 286 6,500 SH   SOLE   6,500 0 0
ERIE INDTY CO CL A 29530P102 272 3,000 SH   SOLE   3,000 0 0
EMBRAER S A SP ADR REP 4 COM 29082A107 240 6,500 SH   SOLE   6,500 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 305 3,600 SH   SOLE   3,600 0 0
ISHARES MSCI AUST ETF 464286103 266 12,000 SH   SOLE   12,000 0 0
ISHARES MSCI MALAYSI ETF 464286830 216 16,000 SH   SOLE   16,000 0 0
ISHARES MSCI SINGAP ETF 464286673 301 23,000 SH   SOLE   23,000 0 0
SPDR INDEX SHS FDS S&P EMKTSC ETF 78463X756 217 4,900 SH   SOLE   4,900 0 0
EXAMWORKS GROUP INC COM 30066A105 270 6,500 SH   SOLE   6,500 0 0
EXELON CORP COM 30161N101 219 5,900 SH   SOLE   5,900 0 0
ABERDEEN ASIA PACIFIC INCOM COM 003009107 1,793 323,000 SH   SOLE   323,000 0 0
FACEBOOK INC CL A 30303M102 257 3,300 SH   SOLE   3,300 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 294 6,500 SH   SOLE   6,500 0 0
FIBRIA CELULOSE S A SP ADR REP COM 31573A109 297 24,500 SH   SOLE   24,500 0 0
FIRST TR EXCH TRD ALPHA FD I CANADA ALPHA 33737J208 251 8,000 SH   SOLE   8,000 0 0
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 214 18,500 SH   SOLE   18,500 0 0
FRESH DEL MONTE PRODUCE INC ORD G36738105 268 8,000 SH   SOLE   8,000 0 0
FACTSET RESH SYS INC COM 303075105 282 2,000 SH   SOLE   2,000 0 0
FIDUS INVT CORP COM 316500107 7,639 514,405 SH   SOLE   514,405 0 0
FIRST TR EXCH TRD ALPHA FD I EUROPE ALPHA 33737J117 265 9,000 SH   SOLE   9,000 0 0
SPDR INDEX SHS FDS EURO STOXX 50 78463X202 227 6,150 SH   SOLE   6,150 0 0
FLUSHING FINL CORP COM 343873105 223 11,000 SH   SOLE   11,000 0 0
FEDERATED INVS INC PA CL B 314211103 329 10,000 SH   SOLE   10,000 0 0
FLY LEASING LTD SPONSORED ADR 34407D109 3,027 230,200 SH   SOLE   230,200 0 0
ISHARES MSCI FRNTR100ETF 464286145 206 6,700 SH   SOLE   6,700 0 0
FRESENIUS MED CARE AG&CO KGA SPONSORED ADR 358029106 253 6,800 SH   SOLE   6,800 0 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 238 2,700 SH   SOLE   2,700 0 0
TWENTY FIRST CENTY FOX CL A 90130A101 207 5,400 SH   SOLE   5,400 0 0
FIFTH STREET FINANCE CORP COM 31678A103 10,413 1,300,000 SH   SOLE   1,300,000 0 0
FIFTH STR SR FLOATING RATE CO COM 31679F101 3,373 330,000 SH   SOLE   330,000 0 0
FS INVT CORP COM 302635107 7,326 737,725 SH   SOLE   737,725 0 0
FIRST TR EXCH TRD ALPHA FD I SWITZLND ALPHA 33737J232 266 7,000 SH   SOLE   7,000 0 0
FORTINET INC COM 34959E109 337 11,000 SH   SOLE   11,000 0 0
FULLER H B CO COM 359694106 232 5,200 SH   SOLE   5,200 0 0
FULL CIRCLE CAP CORP COM 359671104 136 30,000 SH   SOLE   30,000 0 0
FXCM INC COM CL A 302693106 257 15,500 SH   SOLE   15,500 0 0
GENPACT LIMITED SHS G3922B107 227 12,000 SH   SOLE   12,000 0 0
GARRISON CAP INC COM 366554103 5,457 377,925 SH   SOLE   377,925 0 0
GOLUB CAP BDC INC COM 38173M102 6,007 335,000 SH   SOLE   335,000 0 0
GENERAL DYNAMICS CORP COM 369550108 275 2,000 SH   SOLE   2,000 0 0
GENERAL ELECTRIC CO COM 369604103 1,163 46,000 SH   SOLE   46,000 0 0
GEO GROUP INC COM 36159R103 520 12,900 SH   SOLE   12,900 0 0
G-III APPAREL GROUP LTD COM 36237H101 222 2,200 SH   SOLE   2,200 0 0
GENERAL MLS INC COM 370334104 240 4,500 SH   SOLE   4,500 0 0
GREENLIGHT CAPITAL RE LTD CLASS A G4095J109 258 7,900 SH   SOLE   7,900 0 0
CORNING INC COM 219350105 211 9,200 SH   SOLE   9,200 0 0
GRAMERCY PPTY TR INC COM 38489R100 110 16,000 SH   SOLE   16,000 0 0
GRIFOLS S A SPADRREPBNVT 398438408 224 6,600 SH   SOLE   6,600 0 0
HAIN CELESTIAL GROUP INC COM 405217100 326 5,600 SH   SOLE   5,600 0 0
HSBC HLDGS PLC SPON ADR NEW 404280406 1,573 33,300 SH   SOLE   33,300 0 0
HARVEST CAP CR CORP COM 41753F109 2,031 175,700 SH   SOLE   175,700 0 0
HEALTHCARE SVCS GRP INC COM 421906108 238 7,700 SH   SOLE   7,700 0 0
HFF INC CL A 40418F108 298 8,300 SH   SOLE   8,300 0 0
HOLLYFRONTIER CORP COM 436106108 825 22,000 SH   SOLE   22,000 0 0
BROOKFIELD HIGH INCOME FD IN COM 11272P102 266 29,887 SH   SOLE   29,887 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 246 5,900 SH   SOLE   5,900 0 0
HOME LN SERVICING SOLUTIONS ORD SHS G6648D109 8,198 420,000 SH   SOLE   420,000 0 0
HOME PROPERTIES INC COM 437306103 262 4,000 SH   SOLE   4,000 0 0
HNI CORP COM 404251100 204 4,000 SH   SOLE   4,000 0 0
HONEYWELL INTL INC COM 438516106 260 2,600 SH   SOLE   2,600 0 0
HARRIS CORP DEL COM 413875105 259 3,600 SH   SOLE   3,600 0 0
HSN INC COM 404303109 319 4,200 SH   SOLE   4,200 0 0
HERCULES TECH GROWTH CAP INC COM 427096508 2,976 200,000 SH   SOLE   200,000 0 0
HURCO COMPANIES INC COM 447324104 290 8,500 SH   SOLE   8,500 0 0
HEXCEL CORP NEW COM 428291108 245 5,900 SH   SOLE   5,900 0 0
MANAGED HIGH YIELD PLUS FD I COM 561911108 466 259,000 SH   SOLE   259,000 0 0
ISHARES IBOXX HI YD ETF 464288513 8,100 90,400 SH   SOLE   90,400 0 0
PIMCO ETF TR 0-5 HIGH YIELD 72201R783 1,034 10,250 SH   SOLE   10,250 0 0
IAC INTERACTIVECORP COM PAR $.001 44919P508 207 3,400 SH   SOLE   3,400 0 0
ICICI BK LTD ADR 45104G104 185 16,000 SH   SOLE   16,000 0 0
ICON PLC SHS G4705A100 265 5,200 SH   SOLE   5,200 0 0
ICONIX BRAND GROUP INC COM 451055107 206 6,100 SH   SOLE   6,100 0 0
ISHARES INTL SEL DIV ETF 464288448 236 7,000 SH   SOLE   7,000 0 0
ISHARES INC CORE MSCI EMKT 46434G103 259 5,500 SH   SOLE   5,500 0 0
IDEX CORP COM 45167R104 257 3,300 SH   SOLE   3,300 0 0
ISHARES LATN AMER 40 ETF 464287390 207 6,500 SH   SOLE   6,500 0 0
IMPERIAL OIL LTD COM NEW 453038408 245 5,700 SH   SOLE   5,700 0 0
INFOSYS LTD SPONSORED ADR 456788108 220 7,000 SH   SOLE   7,000 0 0
ING GROEP N V SPONSORED ADR 456837103 169 13,000 SH   SOLE   13,000 0 0
SUMMIT HOTEL PPTYS COM 866082100 267 21,500 SH   SOLE   21,500 0 0
INTEL CORP COM 458140100 1,031 28,400 SH   SOLE   28,400 0 0
INTUIT COM 461202103 277 3,000 SH   SOLE   3,000 0 0
INTL PAPER CO COM 460146103 589 11,000 SH   SOLE   11,000 0 0
IPG PHOTONICS CORP COM 44980X109 315 4,200 SH   SOLE   4,200 0 0
INGERSOLL-RAND PLC SHS G47791101 216 3,400 SH   SOLE   3,400 0 0
INDEPENDENCE RLTY TR INC COM 45378A106 3,673 394,500 SH   SOLE   394,500 0 0
INTERSIL CORP CL A 46069S109 1,565 108,200 SH   SOLE   108,200 0 0
INVESCO LTD SHS G49ABT108 632 16,000 SH   SOLE   16,000 0 0
J2 GLOBAL INC COM 48123V102 316 5,100 SH   SOLE   5,100 0 0
SPDR SERIES TRUST BRC HGH YLD BD 78464A417 927 24,000 SH   SOLE   24,000 0 0
JPMORGAN CHASE & CO COM 46625H100 282 4,500 SH   SOLE   4,500 0 0
KCAP FINL INC COM 48668E101 3,226 473,000 SH   SOLE   473,000 0 0
KEYCORP NEW COM 493267108 167 12,000 SH   SOLE   12,000 0 0
KIMBERLY CLARK CORP COM 494368103 208 1,800 SH   SOLE   1,800 0 0
KINDER MORGAN INC DEL COM 49456B101 5,395 127,500 SH   SOLE   127,500 0 0
CARMAX INC COM 143130102 293 4,400 SH   SOLE   4,400 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 263 3,500 SH   SOLE   3,500 0 0
MULTI-COLOR CORP COM 625383104 227 4,100 SH   SOLE   4,100 0 0
LAZARD LTD SHS A G54050102 1,251 25,000 SH   SOLE   25,000 0 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 357 7,400 SH   SOLE   7,400 0 0
LEAR CORP COM NEW 521865204 294 3,000 SH   SOLE   3,000 0 0
LITTELFUSE INC COM 537008104 261 2,700 SH   SOLE   2,700 0 0
LACLEDE GROUP INC COM 505597104 239 4,500 SH   SOLE   4,500 0 0
LIBERTY INTERACTIVE CORP INT COM SER A 53071M104 235 8,000 SH   SOLE   8,000 0 0
LKQ CORP COM 501889208 256 9,100 SH   SOLE   9,100 0 0
LILLY ELI & CO COM 532457108 276 4,000 SH   SOLE   4,000 0 0
LINCOLN NATL CORP IND COM 534187109 790 13,700 SH   SOLE   13,700 0 0
LINDSAY CORP COM 535555106 266 3,100 SH   SOLE   3,100 0 0
LOWES COS INC COM 548661107 413 6,000 SH   SOLE   6,000 0 0
LAM RESEARCH CORP COM 512807108 274 3,450 SH   SOLE   3,450 0 0
LANDSTAR SYS INC COM 515098101 312 4,300 SH   SOLE   4,300 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 1,008 12,700 SH   SOLE   12,700 0 0
MASTERCARD INC CL A 57636Q104 215 2,500 SH   SOLE   2,500 0 0
MAIN STREET CAPITAL CORP COM 56035L104 877 30,000 SH   SOLE   30,000 0 0
MATTHEWS INTL CORP CL A 577128101 292 6,000 SH   SOLE   6,000 0 0
MCDONALDS CORP COM 580135101 234 2,500 SH   SOLE   2,500 0 0
MOODYS CORP COM 615369105 240 2,500 SH   SOLE   2,500 0 0
MDC PARTNERS INC CLA SUB VTG 552697104 279 12,300 SH   SOLE   12,300 0 0
MONDELEZ INTL INC CL A 609207105 236 6,500 SH   SOLE   6,500 0 0
MENTOR GRAPHICS CORP COM 587200106 228 10,400 SH   SOLE   10,400 0 0
METLIFE INC COM 59156R108 1,623 30,000 SH   SOLE   30,000 0 0
MAGNA INTL INC COM 559222401 239 2,200 SH   SOLE   2,200 0 0
MAIDEN HOLDINGS LTD SHS G5753U112 2,786 217,800 SH   SOLE   217,800 0 0
WESTERN ASSET MGD HI INCM F COM 95766L107 326 63,700 SH   SOLE   63,700 0 0
MIDDLEBY CORP COM 596278101 327 3,300 SH   SOLE   3,300 0 0
ADVISORSHARES TR NEWFLT MULSINC 00768Y727 787 16,000 SH   SOLE   16,000 0 0
MOBILE MINI INC COM 60740F105 247 6,100 SH   SOLE   6,100 0 0
AG MTG INVT TR INC COM 001228105 7,428 400,000 SH   SOLE   400,000 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 302 3,000 SH   SOLE   3,000 0 0
MARKEL CORP COM 570535104 273 400 SH   SOLE   400 0 0
MUELLER INDS INC COM 624756102 314 9,200 SH   SOLE   9,200 0 0
GLOBAL X FDS GLBXMLPENRGI 37950E226 269 14,500 SH   SOLE   14,500 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 222 2,242 SH   SOLE   2,242 0 0
ALTRIA GROUP INC COM 02209S103 222 4,500 SH   SOLE   4,500 0 0
MONROE CAP CORP COM 610335101 4,309 298,000 SH   SOLE   298,000 0 0
MERCK & CO INC COM 589331107 1,460 25,700 SH   SOLE   25,700 0 0
MICROSOFT CORP COM 594918104 864 18,600 SH   SOLE   18,600 0 0
M & T BK CORP COM 55261F104 251 2,000 SH   SOLE   2,000 0 0
MITSUBISHI UFJ FINL GROUP IN SPONSORED ADR 606822104 122 22,000 SH   SOLE   22,000 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 1,227 38,500 SH   SOLE   38,500 0 0
MYERS INDS INC COM 628464109 188 10,700 SH   SOLE   10,700 0 0
MYLAN INC COM 628530107 271 4,800 SH   SOLE   4,800 0 0
NORDSON CORP COM 655663102 273 3,500 SH   SOLE   3,500 0 0
NEWMARKET CORP COM 651587107 242 600 SH   SOLE   600 0 0
BLUE NILE INC COM 09578R103 306 8,500 SH   SOLE   8,500 0 0
NIKE INC CL B 654106103 317 3,300 SH   SOLE   3,300 0 0
NEW MTN FIN CORP COM 647551100 7,097 475,000 SH   SOLE   475,000 0 0
NEW RESIDENTIAL INVT CORP COM 64828T102 16,090 1,260,000 SH   SOLE   1,260,000 0 0
NORTHSTAR ASSET MGMT GROUP I COM 66705Y104 4,514 200,000 SH   SOLE   200,000 0 0
NORFOLK SOUTHERN CORP COM 655844108 274 2,500 SH   SOLE   2,500 0 0
NETAPP INC COM 64110D104 249 6,000 SH   SOLE   6,000 0 0
NETEASE INC SPONSORED ADR 64110W102 218 2,200 SH   SOLE   2,200 0 0
NUCOR CORP COM 670346105 201 4,100 SH   SOLE   4,100 0 0
NOVO-NORDISK A S ADR 670100205 212 5,000 SH   SOLE   5,000 0 0
NORTHWEST BANCSHARES INC MD COM 667340103 251 20,000 SH   SOLE   20,000 0 0
QUANEX BUILDING PRODUCTS COR COM 747619104 263 14,000 SH   SOLE   14,000 0 0
NXP SEMICONDUCTORS N V COM N6596X109 298 3,900 SH   SOLE   3,900 0 0
FIVE OAKS INVT CORP COM 33830W106 559 51,786 SH   SOLE   51,786 0 0
OCEANFIRST FINL CORP COM 675234108 257 15,000 SH   SOLE   15,000 0 0
OMNICARE INC COM 681904108 270 3,700 SH   SOLE   3,700 0 0
ONE LIBERTY PPTYS INC COM 682406103 1,469 62,077 SH   SOLE   62,077 0 0
OMNICELL INC COM 68213N109 364 11,000 SH   SOLE   11,000 0 0
OLD NATL BANCORP IND COM 680033107 164 11,000 SH   SOLE   11,000 0 0
ORACLE CORP COM 68389X105 279 6,200 SH   SOLE   6,200 0 0
OLD REP INTL CORP COM 680223104 856 58,500 SH   SOLE   58,500 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 289 1,500 SH   SOLE   1,500 0 0
ORION MARINE GROUP INC COM 68628V308 115 10,400 SH   SOLE   10,400 0 0
ORASURE TECHNOLOGIES INC COM 68554V108 330 32,500 SH   SOLE   32,500 0 0
OMNIVISION TECHNOLOGIES INC COM 682128103 260 10,000 SH   SOLE   10,000 0 0
OXFORD LANE CAP CORP COM 691543102 299 20,000 SH   SOLE   20,000 0 0
PALO ALTO NETWORKS INC COM 697435105 368 3,000 SH   SOLE   3,000 0 0
PAYCHEX INC COM 704326107 272 5,900 SH   SOLE   5,900 0 0
PRICELINE GROUP INC COM NEW 741503403 228 200 SH   SOLE   200 0 0
PRECISION CASTPARTS CORP COM 740189105 277 1,150 SH   SOLE   1,150 0 0
PRINCIPAL FINANCIAL GROUP IN COM 74251V102 208 4,000 SH   SOLE   4,000 0 0
PENNANTPARK FLOATING RATE CA COM 70806A106 3,516 256,058 SH   SOLE   256,058 0 0
PGT INC COM 69336V101 274 28,500 SH   SOLE   28,500 0 0
PHH CORP COM NEW 693320202 216 9,000 SH   SOLE   9,000 0 0
POWERSHARES ETF TRUST INTL DIV ACHV 73935X716 227 12,950 SH   SOLE   12,950 0 0
POWERSHARES ETF TRUST II DWA EMKT MOM PTF 73936Q207 232 13,200 SH   SOLE   13,200 0 0
POSCO SPONSORED ADR 693483109 230 3,600 SH   SOLE   3,600 0 0
PHILIP MORRIS INTL INC COM 718172109 1,034 12,700 SH   SOLE   12,700 0 0
PTC INC COM 69370C100 238 6,500 SH   SOLE   6,500 0 0
PENNANTPARK INVT CORP COM 708062104 5,670 595,000 SH   SOLE   595,000 0 0
PANERA BREAD CO CL A 69840W108 280 1,600 SH   SOLE   1,600 0 0
POTASH CORP SASK INC COM 73755L107 1,290 36,500 SH   SOLE   36,500 0 0
PPG INDS INC COM 693506107 300 1,300 SH   SOLE   1,300 0 0
PARTNERRE LTD COM G6852T105 205 1,800 SH   SOLE   1,800 0 0
PRIMERICA INC COM 74164M108 212 3,900 SH   SOLE   3,900 0 0
QUANTA SVCS INC COM 74762E102 227 8,000 SH   SOLE   8,000 0 0
PRAXAIR INC COM 74005P104 259 2,000 SH   SOLE   2,000 0 0
QUALCOMM INC COM 747525103 446 6,000 SH   SOLE   6,000 0 0
REYNOLDS AMERICAN INC COM 761713106 206 3,200 SH   SOLE   3,200 0 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 1,245 18,600 SH   SOLE   18,600 0 0
REGENERON PHARMACEUTICALS COM 75886F107 287 700 SH   SOLE   700 0 0
ALTISOURCE RESIDENTIAL CORP CL B 02153W100 4,074 210,000 SH   SOLE   210,000 0 0
REINSURANCE GROUP AMER INC COM NEW 759351604 237 2,700 SH   SOLE   2,700 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 286 5,000 SH   SOLE   5,000 0 0
ROCKWOOD HLDGS INC COM 774415103 252 3,200 SH   SOLE   3,200 0 0
REPUBLIC SVCS INC COM 760759100 1,208 30,000 SH   SOLE   30,000 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 1,160 16,800 SH   SOLE   16,800 0 0
SAFETY INS GROUP INC COM 78648T100 256 4,000 SH   SOLE   4,000 0 0
SCORPIO BULKERS INC SHS Y7546A106 28 14,000 SH   SOLE   14,000 0 0
BANCO SANTANDER SA ADR 05964H105 136 16,376 SH   SOLE   16,376 0 0
SAP AG SPON ADR 803054204 237 3,400 SH   SOLE   3,400 0 0
STARBUCKS CORP COM 855244109 263 3,200 SH   SOLE   3,200 0 0
SCHWAB STRATEGIC TR EMRG MKTEQ ETF 808524706 220 9,200 SH   SOLE   9,200 0 0
SCHWAB CHARLES CORP NEW COM 808513105 294 9,750 SH   SOLE   9,750 0 0
ISHARES MSCI JAPN SMCETF 464286582 232 4,500 SH   SOLE   4,500 0 0
STELLUS CAP INVT CORP COM 858568108 3,707 314,700 SH   SOLE   314,700 0 0
ISHARES EAFE SML CP ETF 464288273 257 5,500 SH   SOLE   5,500 0 0
SEALED AIR CORP NEW COM 81211K100 327 7,700 SH   SOLE   7,700 0 0
STIFEL FINL CORP COM 860630102 255 5,000 SH   SOLE   5,000 0 0
SHIP FINANCE INTERNATIONAL L SHS G81075106 3,389 240,000 SH   SOLE   240,000 0 0
SIGNET JEWELERS LIMITED SHS G81276100 316 2,400 SH   SOLE   2,400 0 0
SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C108 220 9,300 SH   SOLE   9,300 0 0
SIRONA DENTAL SYSTEMS INC COM 82966C103 245 2,800 SH   SOLE   2,800 0 0
SPDR SER TRUST CAP S/T HI YLD 78468R408 1,937 67,000 SH   SOLE   67,000 0 0
SOLAR CAP LTD COM 83413U100 10,185 565,500 SH   SOLE   565,500 0 0
SALIX PHARMACEUTICALS INC COM 795435106 230 2,000 SH   SOLE   2,000 0 0
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 209 5,000 SH   SOLE   5,000 0 0
SANDISK CORP COM 80004C101 314 3,200 SH   SOLE   3,200 0 0
CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 232 2,860 SH   SOLE   2,860 0 0
NEW SR INVT GROUP INC COM 648691103 247 15,000 SH   SOLE   15,000 0 0
SANOFI SPONSORED ADR 80105N105 251 5,500 SH   SOLE   5,500 0 0
SPIRIT RLTY CAP INC COM 84860F109 155 13,000 SH   SOLE   13,000 0 0
SIMPSON MANUFACTURING CO INC COM 829073105 246 7,100 SH   SOLE   7,100 0 0
SENSATA TECHNOLOGIES HLDG NV SHS N7902X106 341 6,500 SH   SOLE   6,500 0 0
STUDENT TRANSN INC COM 86388A108 2,986 480,000 SH   SOLE   480,000 0 0
STATE AUTO FINL CORP COM 855707105 222 10,000 SH   SOLE   10,000 0 0
STEEL DYNAMICS INC COM 858119100 219 11,100 SH   SOLE   11,100 0 0
STARZ LIBRTY CAP COM A 85571Q102 303 10,200 SH   SOLE   10,200 0 0
STARWOOD PPTY TR INC COM 85571B105 12,666 545,000 SH   SOLE   545,000 0 0
SUNCOR ENERGY INC NEW COM 867224107 219 6,900 SH   SOLE   6,900 0 0
SOLAR SR CAP LTD COM 83416M105 1,772 118,350 SH   SOLE   118,350 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 334 4,600 SH   SOLE   4,600 0 0
AT & T CORP COM 00206R102 1,155 34,400 SH   SOLE   34,400 0 0
TRIANGLE CAP CORP COM 895848109 5,478 270,000 SH   SOLE   270,000 0 0
TCP CAP CORP COM 87238Q103 10,613 632,457 SH   SOLE   632,457 0 0
THL CR INC COM 872438106 8,585 730,000 SH   SOLE   730,000 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 334 7,000 SH   SOLE   7,000 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 308 3,000 SH   SOLE   3,000 0 0
TELEFONICA S A SPONSORED ADR 879382208 161 11,314 SH   SOLE   11,314 0 0
TARGET CORP COM 87612E106 213 2,800 SH   SOLE   2,800 0 0
ISHARES MSCI THI CAP ETF 464286624 232 3,000 SH   SOLE   3,000 0 0
HANOVER INS GROUP INC COM 410867105 285 4,000 SH   SOLE   4,000 0 0
MARKET VECTORS ETF TR HI YLD TREA BD 57061R775 665 27,000 SH   SOLE   27,000 0 0
THOR INDS INC COM 885160101 279 5,000 SH   SOLE   5,000 0 0
THORATEC CORP COM NEW 885175307 308 9,500 SH   SOLE   9,500 0 0
GENTHERM INC COM 37253A103 220 6,000 SH   SOLE   6,000 0 0
TEEKAY CORPORATION COM Y8564W103 2,698 53,000 SH   SOLE   53,000 0 0
TRINET GROUP INC COM 896288107 313 10,000 SH   SOLE   10,000 0 0
ISHARES MSCI KOKUSAI ETF 464288265 249 4,600 SH   SOLE   4,600 0 0
TOTAL S A SPONSORED ADR 89151E109 1,536 30,000 SH   SOLE   30,000 0 0
TRIPADVISOR INC COM 896945201 217 2,900 SH   SOLE   2,900 0 0
SPEEDWAY MOTORSPORTS INC COM 847788106 252 11,500 SH   SOLE   11,500 0 0
PRICE T ROWE GROUP INC COM 74144T108 258 3,000 SH   SOLE   3,000 0 0
TRANSCANADA CORP COM 89353D107 295 6,000 SH   SOLE   6,000 0 0
TRIMAS CORP COM NEW 896215209 241 7,700 SH   SOLE   7,700 0 0
TRW AUTOMOTIVE HLDGS CORP COM 87264S106 247 2,400 SH   SOLE   2,400 0 0
TRACTOR SUPPLY CO COM 892356106 315 4,000 SH   SOLE   4,000 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 414 18,500 SH   SOLE   18,500 0 0
TORO CO COM 891092108 287 4,500 SH   SOLE   4,500 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 322 11,500 SH   SOLE   11,500 0 0
GRUPO TELEVISA SA SPON ADR REP ORD 40049J206 238 7,000 SH   SOLE   7,000 0 0
TOWERS WATSON & CO CL A 891894107 260 2,300 SH   SOLE   2,300 0 0
TWO HBRS INVT CORP COM 90187B101 11,273 1,125,000 SH   SOLE   1,125,000 0 0
TEXAS INSTRS INC COM 882508104 1,149 21,500 SH   SOLE   21,500 0 0
UNIVERSAL AMERN CORP NEW COM 91338E101 269 29,000 SH   SOLE   29,000 0 0
ULTA SALON COSMETCS & FRAG I COM 90384S303 345 2,700 SH   SOLE   2,700 0 0
UMB FINL CORP COM 902788108 262 4,600 SH   SOLE   4,600 0 0
UMPQUA HLDGS CORP COM 904214103 264 15,500 SH   SOLE   15,500 0 0
VISA INC COM CL A 92826C839 210 800 SH   SOLE   800 0 0
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 474 9,050 SH   SOLE   9,050 0 0
MERIDIAN BIOSCIENCE INC COM 589584101 280 17,000 SH   SOLE   17,000 0 0
VANTIV INC CL A 92210H105 220 6,500 SH   SOLE   6,500 0 0
VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W209 1,333 39,000 SH   SOLE   39,000 0 0
VOYA FINL INC COM 929089100 275 6,500 SH   SOLE   6,500 0 0
VANGUARD INTL EQUITY INDEX F FTSE PACIFIC ETF 922042866 228 4,000 SH   SOLE   4,000 0 0
VALIDUS HOLDINGS LTD COM SHS G9319H102 1,247 30,000 SH   SOLE   30,000 0 0
VALEANT PHARMACEUTICALS INTL COM 91911K102 329 2,300 SH   SOLE   2,300 0 0
VANGUARD INTL EQUITY INDEX F FTSE SMCAP ETF 922042718 239 2,500 SH   SOLE   2,500 0 0
VANGUARD INTL EQUITY INDEX F TT WRLD ST ETF 922042742 265 4,400 SH   SOLE   4,400 0 0
VANGUARD INDEX FDS TOTAL STK MKT 922908769 265 2,500 SH   SOLE   2,500 0 0
VIAD CORP COM NEW 92552R406 267 10,000 SH   SOLE   10,000 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 220 5,500 SH   SOLE   5,500 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 836 17,874 SH   SOLE   17,874 0 0
WABTEC CORP COM 929740108 313 3,600 SH   SOLE   3,600 0 0
WEBMD HEALTH CORP COM 94770V102 257 6,500 SH   SOLE   6,500 0 0
WASTE CONNECTIONS INC COM 941053100 264 6,000 SH   SOLE   6,000 0 0
WENDYS CO COM 95058W100 212 23,500 SH   SOLE   23,500 0 0
WHITEHORSE FIN INC COM 96524V106 6,004 519,799 SH   SOLE   519,799 0 0
WIPRO LTD SPON ADR 1 SH 97651M109 220 19,400 SH   SOLE   19,400 0 0
WASTE MGMT INC DEL COM 94106L109 1,242 24,200 SH   SOLE   24,200 0 0
WILLIAMS COS INC DEL COM 969457100 5,640 125,500 SH   SOLE   125,500 0 0
WABASH NATL CORP COM 929566107 214 17,300 SH   SOLE   17,300 0 0
VCA INC COM 918194101 317 6,500 SH   SOLE   6,500 0 0
WORTHINGTON INDS INC COM 981811102 211 7,000 SH   SOLE   7,000 0 0
WESTERN UN CO COM 959802109 1,093 61,000 SH   SOLE   61,000 0 0
WOODWARD INC COM 980745103 271 5,500 SH   SOLE   5,500 0 0
WYNN RESORTS LTD COM 983134107 1,160 7,800 SH   SOLE   7,800 0 0
CLAYMORE EXCHANGE-TRD FD TR GUGG CHINA ALLCP 18385P101 249 9,000 SH   SOLE   9,000 0 0
ZAIS FINL CORP COM 98886K108 7,245 420,000 SH   SOLE   420,000 0 0