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
ACCESS MIDSTREAM PARTNERS LP COM 00434L109 266 4,185 SH   SOLE   2,655 0 1,530
APOLLO GLOBAL MANAGEMENT, LLC COM 037612306 2,574 107,985 SH   SOLE   105,435 0 2,550
ARES CAPITAL CORP COM 04010L103 6,288 389,154 SH   SOLE   375,454 0 13,700
ARTISAN PARTNERS ASSET MANAGEN COM 04316A108 1,940 37,283 SH   SOLE   31,215 0 6,068
BABSON CAPITAL CORPORATE INVES COM 05617K109 909 59,234 SH   SOLE   56,484 0 2,750
BABSON CAPITAL PARTICIPATION I COM 05616B100 1,671 122,975 SH   SOLE   116,925 0 6,050
BLACKROCK INC. COM 09247X101 2,552 7,775 SH   SOLE   7,585 0 190
BP PLC SPONS ADR COM 055622104 527 12,000 SH   SOLE   12,000 0 0
CYS INVESTMENTS COM 12673A108 411 49,925 SH   SOLE   49,925 0 0
DUPONT FABROS TECHNOLOGY, INC. COM 26613Q106 383 14,165 SH   SOLE   5,390 0 8,775
ELLINGTON FINANCIAL LLC COM 288522303 17,789 800,618 SH   SOLE   774,558 0 26,060
ENBRIDGE ENERGY PARTNERS, L.P. COM 29250R106 268 6,920 SH   SOLE   1,480 0 5,440
EQT MIDSTREAM PARTNERS, LP. COM 26885b100 406 4,540 SH   SOLE   3,000 0 1,540
EXXON MOBIL CORP COM COM 30231G102 1,838 19,544 SH   SOLE   19,544 0 0
FRANKLIN RESOURCES INC COM 354613101 2,752 50,395 SH   SOLE   48,380 0 2,015
GLOBAL PARTNERS LP COM 37946r109 2,486 59,670 SH   SOLE   55,765 0 3,905
HUGOTON ROYALTY TRUST COM 444717102 219 24,525 SH   SOLE   24,525 0 0
JOHNSON & JOHNSON COM 478160104 251 2,361 SH   SOLE   2,361 0 0
KKR & CO. L.P. COM 48248M102 5,886 263,985 SH   SOLE   250,885 0 13,100
LIFELOCK, INC. COM 53224V100 662 46,355 SH   SOLE   44,705 0 1,650
MAGELLAN MIDSTREAM PARTNERS L. COM 559080106 214 2,550 SH   SOLE   2,550 0 0
MAIN STREET CAPITAL CORP COM 56035L104 8,490 277,103 SH   SOLE   264,238 0 12,865
MEDLEY CAPITAL CORP. COM 58503F106 729 61,730 SH   SOLE   58,755 0 2,975
NGL ENERGY PARTNERS COM 62913M107 2,590 65,790 SH   SOLE   62,450 0 3,340
NRG YIELD INC. COM 62942X108 1,206 25,635 SH   SOLE   22,955 0 2,680
OAKTREE CAPITAL GROUP LLC COM 674001201 21,581 422,328 SH   SOLE   412,299 0 10,029
OMEGA HEALTHCARE INVESTORS INC COM 681936100 4,524 132,335 SH   SOLE   126,460 0 5,875
PENNANTPARK INVESTMENT CORP. COM 708062104 784 71,950 SH   SOLE   70,100 0 1,850
PENNYMAC FINANCIAL SERVICES, I COM 70932B101 2,414 164,795 SH   SOLE   157,095 0 7,700
PENNYMAC MTG INVT TR COM 70931T103 18,106 844,912 SH   SOLE   825,712 0 19,200
RENTECH NITROGEN PARTERNS LP COM 760113100 586 47,118 SH   SOLE   44,293 0 2,825
ROSE ROCK MIDSTREAM L.P. COM 777149105 1,750 29,588 SH   SOLE   26,788 0 2,800
STARWOOD PPTY TRUST INC COM 85571B105 11,501 523,766 SH   SOLE   499,111 0 24,655
SUNOCO LOGISTICS PTNR LP COM 86764l108 249 5,180 SH   SOLE   3,180 0 2,000
T ROWE PRICE GROUP INC COM 74144T108 4,109 52,418 SH   SOLE   50,973 0 1,445
TESORO LOGISTICS LP COM 88160T107 343 4,850 SH   SOLE   2,400 0 2,450
TORONTO DOMINION BANK F COM 891160509 3,149 63,765 SH   SOLE   58,240 0 5,525
TRIANGLE CAPITAL CORP COM 895848109 10,698 422,526 SH   SOLE   407,342 0 15,183
WESTWOOD HOLDINGS GROUP COM 961765104 899 15,861 SH   SOLE   15,166 0 695
WILLIAMS COS. COM 969457100 1,903 34,393 SH   SOLE   31,865 0 2,528
WILLIAMS PARTNERS L.P. COM 96950F104 1,349 25,442 SH   SOLE   24,617 0 825