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
ALEXANDRIA REAL ESTATE EQUITIE COM 015271109 253 2,810 SH   SOLE   450 0 2,360
ALLIANCEBERNSTEIN HLDG L P COM 01881G106 2,701 113,250 SH   SOLE   104,645 0 8,605
APOLLO GLOBAL MANAGEMENT, LLC COM 037612306 898 59,195 SH   SOLE   59,195 0 0
APOLLO INVESTMENT CORPORATION COM 03761U106 81 15,525 SH   SOLE   15,525 0 0
ARES CAPITAL CORP COM 04010L103 6,188 434,280 SH   SOLE   434,280 0 0
BABSON CAPITAL CORPORATE INVES COM 05617K109 797 46,217 SH   SOLE   46,217 0 0
BABSON CAPITAL PARTICIPATION I COM 05616B100 1,797 130,793 SH   SOLE   130,793 0 0
BLACKSTONE GROUP LP COM 09253U108 284 9,725 SH   SOLE   2,300 0 7,425
BP PLC SPONS ADR COM 055622104 250 8,000 SH   SOLE   8,000 0 0
CBL & ASSOC PPTYS INC COM 124830100 2,738 221,366 SH   SOLE   220,766 0 600
COLONY CAPITAL, INC. CL A COM 19624R106 316 16,235 SH   SOLE   2,975 0 13,260
CORRECTIONS CORPORATION OF AME COM 22025Y407 381 14,400 SH   SOLE   14,400 0 0
CYRUSONE, INC. COM 23283R100 296 7,905 SH   SOLE   1,065 0 6,840
CYS INVESTMENTS COM 12673A108 1,339 187,825 SH   SOLE   187,550 0 275
DIAMOND HILL INVESTMENT GROUP COM 25264R207 336 1,778 SH   SOLE   661 0 1,117
DUPONT FABROS TECHNOLOGY, INC. COM 26613Q106 1,256 39,525 SH   SOLE   39,525 0 0
EAST WEST BANCORP, INC. COM 27579R104 295 7,120 SH   SOLE   400 0 6,720
ELLINGTON FINANCIAL LLC COM 288522303 9,463 564,001 SH   SOLE   562,601 0 1,400
ELLINGTON RESIDENTIAL MORTGAGE COM 288578107 765 62,015 SH   SOLE   61,865 0 150
ENBRIDGE ENERGY MANAGEMENT L.L COM 29250X103 875 39,211 SH   SOLE   39,211 0 0
EXXON MOBIL CORP COM COM 30231G102 1,486 19,064 SH   SOLE   19,064 0 0
FIFTH STREET ASSET MANAGEMENT, COM 31679P109 368 113,105 SH   SOLE   113,105 0 0
FIFTH STREET FINANCE COM 31678A103 293 45,950 SH   SOLE   14,775 0 31,175
GEO GROUP INC COM 36162J106 1,004 34,750 SH   SOLE   34,700 0 50
GLOBAL PARTNERS LP COM 37946R109 679 38,680 SH   SOLE   38,680 0 0
GOLDMAN SACHS BDC, INC. COM 38147U107 239 12,630 SH   SOLE   1,250 0 11,380
GOLDMAN SACHS GROUP INC COM COM 38141G104 704 3,907 SH   SOLE   3,907 0 0
HOOPER HOLMES INC COM 439104100 38 629,700 SH   SOLE   629,700 0 0
HUGOTON ROYALTY TRUST COM 444717102 238 148,951 SH   SOLE   148,951 0 0
JOHNSON & JOHNSON COM 478160104 247 2,410 SH   SOLE   2,410 0 0
LIFELOCK, INC. COM 53224V100 598 41,740 SH   SOLE   41,465 0 275
MAIN STREET CAPITAL CORP COM 56035L104 5,852 201,256 SH   SOLE   194,246 0 7,010
MANNING & NAPIER (CL A) COM 56382Q102 635 74,823 SH   SOLE   74,823 0 0
MEDLEY CAPITAL CORP. COM 58503F106 415 55,310 SH   SOLE   55,310 0 0
MIDCOAST ENERGY PARTNERS LP CL COM 59564N103 136 14,025 SH   SOLE   7,225 0 6,800
NGL ENERGY PARTNERS COM 62913M107 640 58,000 SH   SOLE   58,000 0 0
OAKTREE CAPITAL GROUP LLC COM 674001201 1,074 22,516 SH   SOLE   22,516 0 0
OMEGA HEALTHCARE INVESTORS INC COM 681936100 4,162 119,009 SH   SOLE   117,134 0 1,875
ONEOK INC. COM 682680103 1,228 49,815 SH   SOLE   49,690 0 125
PENNANTPARK FLOATING RATE CAPI COM 70806A106 421 37,503 SH   SOLE   37,503 0 0
PENNANTPARK INVESTMENT CORP. COM 708062104 2,759 446,535 SH   SOLE   441,685 0 4,850
PENNYMAC FINANCIAL SERVICES, I COM 70932B101 1,377 89,683 SH   SOLE   89,208 0 475
PENNYMAC MTG INVT TR COM 70931T103 7,949 520,910 SH   SOLE   519,110 0 1,800
RENTECH NITROGEN PARTERNS LP COM 760113100 461 43,583 SH   SOLE   43,583 0 0
STARWOOD PPTY TRUST INC COM 85571B105 7,033 342,119 SH   SOLE   342,119 0 0
SUNOCO LP COM 86765K109 279 7,065 SH   SOLE   1,660 0 5,405
T ROWE PRICE GROUP INC COM 74144T108 5,895 82,463 SH   SOLE   82,238 0 225
TIER REIT INC COM 88650V208 184 12,500 SH   SOLE   12,500 0 0
TORONTO DOMINION BANK F COM 891160509 2,155 55,040 SH   SOLE   54,865 0 175
TRIANGLE CAPITAL CORP COM 895848109 2,622 137,236 SH   SOLE   136,186 0 1,050
WESTWOOD HOLDINGS GROUP COM 961765104 2,568 49,315 SH   SOLE   47,265 0 2,050