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
ALLIANCEBERNSTEIN HLDG L P COM 01881G106 2,108 89,995 SH   SOLE   89,995 0 0
APOLLO GLOBAL MANAGEMENT, LLC COM 037612306 994 58,070 SH   SOLE   58,070 0 0
APOLLO INVESTMENT CORPORATION COM 03761U106 86 15,525 SH   SOLE   15,525 0 0
APPLE INC. COM 037833100 226 2,076 SH   SOLE   2,076 0 0
ARES CAPITAL CORP COM 04010L103 6,454 434,907 SH   SOLE   434,907 0 0
BABSON CAPITAL CORPORATE INVES COM 05617K109 753 44,317 SH   SOLE   44,317 0 0
BABSON CAPITAL PARTICIPATION I COM 05616B100 1,859 130,118 SH   SOLE   130,118 0 0
CBL & ASSOC PPTYS INC COM 124830100 2,787 234,256 SH   SOLE   233,656 0 600
CORRECTIONS CORPORATION OF AME COM 22025Y407 464 14,500 SH   SOLE   14,500 0 0
CROWN CASTLE INTERNATIONAL COR COM 22822V101 305 3,535 SH   SOLE   395 0 3,140
CYRUSONE, INC. COM 23283R100 1,069 23,430 SH   SOLE   14,265 0 9,165
CYS INVESTMENTS COM 12673A108 1,547 190,100 SH   SOLE   189,825 0 275
ELLINGTON FINANCIAL LLC COM 288522303 9,672 555,274 SH   SOLE   553,874 0 1,400
ELLINGTON RESIDENTIAL MORTGAGE COM 288578107 632 52,840 SH   SOLE   52,690 0 150
ENBRIDGE ENERGY MANAGEMENT L.L COM 29250X103 723 40,314 SH   SOLE   40,314 0 0
EQUITY COMMONWEALTH COM 294628102 234 8,325 SH   SOLE   2,575 0 5,750
EXXON MOBIL CORP COM COM 30231G102 1,501 17,964 SH   SOLE   17,964 0 0
FIFTH STREET ASSET MANAGEMENT, COM 31679P109 337 110,330 SH   SOLE   110,330 0 0
FIFTH STREET FINANCE COM 31678A103 333 66,500 SH   SOLE   29,975 0 36,525
FISERV INC COM COM 337738108 207 2,024 SH   SOLE   2,024 0 0
GEO GROUP INC COM 36162J106 1,293 37,315 SH   SOLE   37,265 0 50
GOLDMAN SACHS BDC, INC. COM 38147U107 266 13,605 SH   SOLE   1,250 0 12,355
GOLDMAN SACHS GROUP INC COM COM 38141G104 550 3,510 SH   SOLE   3,510 0 0
HOOPER HOLMES INC COM 439104100 97 703,250 SH   SOLE   703,250 0 0
HUGOTON ROYALTY TRUST COM 444717102 205 149,836 SH   SOLE   149,836 0 0
JOHNSON & JOHNSON COM 478160104 260 2,410 SH   SOLE   2,410 0 0
LIFELOCK, INC. COM 53224V100 465 38,590 SH   SOLE   38,315 0 275
MAIN STREET CAPITAL CORP COM 56035L104 6,351 202,611 SH   SOLE   194,516 0 8,095
MEDLEY CAPITAL CORP. COM 58503F106 425 64,495 SH   SOLE   64,495 0 0
MIDCOAST ENERGY PARTNERS LP CL COM 59564N103 593 115,443 SH   SOLE   108,643 0 6,800
NGL ENERGY PARTNERS COM 62913M107 442 58,785 SH   SOLE   58,785 0 0
OAKTREE CAPITAL GROUP LLC COM 674001201 960 19,466 SH   SOLE   19,466 0 0
OMEGA HEALTHCARE INVESTORS INC COM 681936100 3,998 113,259 SH   SOLE   111,384 0 1,875
ONEOK INC. COM 682680103 1,891 63,330 SH   SOLE   63,205 0 125
PENNANTPARK FLOATING RATE CAPI COM 70806A106 413 35,328 SH   SOLE   35,328 0 0
PENNANTPARK INVESTMENT CORP. COM 708062104 3,117 514,381 SH   SOLE   511,681 0 2,700
PENNYMAC FINANCIAL SERVICES, I COM 70932B101 1,213 103,183 SH   SOLE   102,708 0 475
PENNYMAC MTG INVT TR COM 70931T103 7,016 514,400 SH   SOLE   512,600 0 1,800
RENTECH NITROGEN PARTERNS LP COM 760113100 496 43,483 SH   SOLE   43,483 0 0
STARWOOD PPTY TRUST INC COM 85571B105 6,392 337,669 SH   SOLE   337,669 0 0
SUNCOR ENERGY INC COM 867224107 249 8,974 SH   SOLE   8,974 0 0
SUNOCO LP COM 86765K109 380 11,500 SH   SOLE   2,385 0 9,115
T ROWE PRICE GROUP INC COM 74144T108 5,799 78,948 SH   SOLE   78,723 0 225
TIER REIT INC COM 88650V208 168 12,500 SH   SOLE   12,500 0 0
TORONTO DOMINION BANK F COM 891160509 2,398 55,610 SH   SOLE   55,435 0 175
TRIANGLE CAPITAL CORP COM 895848109 2,764 134,336 SH   SOLE   133,286 0 1,050
WESTWOOD HOLDINGS GROUP COM 961765104 2,706 46,140 SH   SOLE   46,140 0 0