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
APOLLO GLOBAL MANAGEMENT, LLC COM 037612306 4,042 145,845 SH   SOLE   143,295 0 2,550
ARES CAPITAL CORP COM 04010L103 10,838 606,880 SH   SOLE   590,680 0 16,200
ARTISAN PARTNERS ASSET MANAGEN COM 04316A108 2,059 36,333 SH   SOLE   31,280 0 5,053
BABSON CAPITAL PART INVESTORS COM 05617K109 900 58,974 SH   SOLE   56,224 0 2,750
BABSON CAPITAL PART INVESTORS COM 05616B100 1,682 122,975 SH   SOLE   116,925 0 6,050
BLACKROCK INC. COM 09247X101 2,251 7,045 SH   SOLE   6,855 0 190
BP PLC SPONS ADR COM 055622104 633 12,000 SH   SOLE   12,000 0 0
CYS INVESTMENTS COM 12673A108 450 49,925 SH   SOLE   49,925 0 0
ELLINGTON FINANCIAL LLC COM 288522303 19,425 809,403 SH   SOLE   785,818 0 23,585
ENERGEN CORP COM 29265N108 200 2,258 SH   SOLE   2,258 0 0
ENERGY TRANSFER EQUITY COM 29273v100 233 3,960 SH   SOLE   1,610 0 2,350
EQT MIDSTREAM PARTNERS, LP. COM 26885b100 672 6,950 SH   SOLE   3,600 0 3,350
EXXON MOBIL CORP COM COM 30231G102 1,902 18,894 SH   SOLE   18,894 0 0
FRANKLIN RESOURCES INC COM 354613101 2,835 49,025 SH   SOLE   47,010 0 2,015
GLOBAL PARTNERS LP COM 37946r109 2,162 53,225 SH   SOLE   50,975 0 2,250
JOHNSON & JOHNSON COM 478160104 247 2,361 SH   SOLE   2,361 0 0
KKR & CO. L.P. COM 48248M102 6,474 266,130 SH   SOLE   256,430 0 9,700
LIFELOCK, INC. COM 53224V100 669 47,930 SH   SOLE   46,280 0 1,650
MAGELLAN MIDSTREAM PARTNERS L. COM 559080106 214 2,550 SH   SOLE   2,550 0 0
MAIN STREET CAPITAL CORP COM 56035L104 9,345 283,805 SH   SOLE   270,450 0 13,355
MEDLEY CAPITAL CORP. COM 58503F106 834 63,919 SH   SOLE   60,944 0 2,975
MERCK & CO INC COM COM 58933Y105 223 3,870 SH   SOLE   3,870 0 0
NGL ENERGY PARTNERS COM 62913M107 2,764 63,790 SH   SOLE   62,085 0 1,705
NRG YIELD INC. COM 62942X108 1,303 25,035 SH   SOLE   23,120 0 1,915
OAKTREE CAPITAL GROUP LLC COM 674001201 21,456 429,220 SH   SOLE   419,226 0 9,994
OMEGA HEALTHCARE INVESTORS INC COM 681936100 2,922 79,285 SH   SOLE   75,310 0 3,975
PENNANTPARK INVESTMENT CORP. COM 708062104 824 71,950 SH   SOLE   70,100 0 1,850
PENNYMAC FINANCIAL SERVICES, I COM 70932B101 2,656 174,855 SH   SOLE   167,155 0 7,700
PENNYMAC MTG INVT TR COM 70931T103 19,280 878,793 SH   SOLE   859,593 0 19,200
RENTECH NITROGEN PARTERNS LP COM 760113100 833 49,068 SH   SOLE   45,418 0 3,650
ROSE ROCK MIDSTREAM L.P. COM 777149105 1,642 30,053 SH   SOLE   26,823 0 3,230
ROYAL DUTCH SHELL PLC SPONSORE COM 780259206 268 3,263 SH   SOLE   3,263 0 0
STARWOOD PPTY TRUST INC COM 85571B105 12,164 511,773 SH   SOLE   487,673 0 24,100
SUNOCO LOGISTICS PTNR LP COM 86764l108 274 5,830 SH   SOLE   2,680 0 3,150
T ROWE PRICE GROUP INC COM 74144T108 2,009 23,810 SH   SOLE   23,035 0 775
TESORO LOGISTICS LP COM 88160T107 431 5,875 SH   SOLE   2,300 0 3,575
TORONTO DOMINION BANK F COM 891160509 804 15,655 SH   SOLE   13,705 0 1,950
TRIANGLE CAPITAL CORP COM 895848109 12,023 423,805 SH   SOLE   408,446 0 15,358
WESTWOOD HOLDINGS GROUP COM 961765104 821 13,675 SH   SOLE   12,980 0 695
WILLIAMS COS. COM 969457100 1,487 25,553 SH   SOLE   23,925 0 1,628
WILLIAMS PARTNERS L.P. COM 96950F104 1,406 25,912 SH   SOLE   25,087 0 825