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 117 11,000 SH   SOLE   11,000 0 0
AARONS INC COM PAR $0.50 002535300 235 8,000 SH   SOLE   8,000 0 0
APPLE INC COM 037833100 281 500 SH   SOLE   500 0 0
AMBEV SA SPONSORED ADR 02319V103 114 15,500 SH   SOLE   15,500 0 0
AMERICAN CAP LTD COM 02503Y103 172 11,000 SH   SOLE   11,000 0 0
ACE LTD SHS H0023R105 259 2,500 SH   SOLE   2,500 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 296 3,600 SH   SOLE   3,600 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 283 3,500 SH   SOLE   3,500 0 0
BLDRS INDEX FDS TR EUR 100 ADR 09348R409 231 9,300 SH   SOLE   9,300 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 342 1,300 SH   SOLE   1,300 0 0
ADTRAN INC COM 00738A106 265 9,800 SH   SOLE   9,800 0 0
AEGON N V NY REGISTRY SH 007924103 194 20,426 SH   SOLE   20,426 0 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 144 10,000 SH   SOLE   10,000 0 0
AGL RES INC COM 001204106 260 5,500 SH   SOLE   5,500 0 0
ALLERGAN INC COM 018490102 222 2,000 SH   SOLE   2,000 0 0
AGRIUM INC COM 008916108 503 5,500 SH   SOLE   5,500 0 0
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 277 6,700 SH   SOLE   6,700 0 0
ARLINGTON ASSET INVT CORP CL A NEW 041356205 8,973 340,000 SH   SOLE   340,000 0 0
APOLLO INVT CORP COM 03761U106 10,770 1,270,000 SH   SOLE   1,270,000 0 0
ASSURANT INC COM 04621X108 332 5,000 SH   SOLE   5,000 0 0
GALLAGHER ARTHUR J & CO COM 363576109 1,056 22,500 SH   SOLE   22,500 0 0
AKORN INC COM 009728106 313 12,700 SH   SOLE   12,700 0 0
AUTOLIV INC COM 052800109 321 3,500 SH   SOLE   3,500 0 0
APPLIED MICRO CIRCUITS CORP COM NEW 03822W406 308 23,000 SH   SOLE   23,000 0 0
AMAZON COM INC COM 023135106 279 700 SH   SOLE   700 0 0
AON PLC SHS CL A G0408V102 285 3,400 SH   SOLE   3,400 0 0
AIR PRODS & CHEMS INC COM 009158106 212 1,900 SH   SOLE   1,900 0 0
AMERICAN PUBLIC EDUCATION IN COM 02913V103 291 6,700 SH   SOLE   6,700 0 0
ARES CAP CORP COM 04010L103 14,020 789,000 SH   SOLE   789,000 0 0
AMERICAN RLTY CAP PPTYS INC COM 02917T104 257 20,000 SH   SOLE   20,000 0 0
APOLLO COML REAL EST FIN INC COM 03762U105 975 60,000 SH   SOLE   60,000 0 0
ASML HOLDING N V NY REG SHS N07059210 231 2,464 SH   SOLE   2,464 0 0
AMERICA FIRST MULTIFAMILY IN BEN UNIT CTF 02364V107 3,160 500,000 SH   SOLE   500,000 0 0
ATMI INC COM 00207R101 311 10,300 SH   SOLE   10,300 0 0
AVIVA PLC ADR 05382A104 394 26,000 SH   SOLE   26,000 0 0
ALLIED WRLD ASSUR COM HLDG A SHS H01531104 226 2,000 SH   SOLE   2,000 0 0
AIRCASTLE LTD COM G0129K104 450 23,500 SH   SOLE   23,500 0 0
ASTRAZENECA PLC SPONSORED ADR 046353108 237 4,000 SH   SOLE   4,000 0 0
AUTOZONE INC COM 053332102 287 600 SH   SOLE   600 0 0
BOEING CO COM 097023105 232 1,700 SH   SOLE   1,700 0 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 233 6,000 SH   SOLE   6,000 0 0
BAXTER INTL INC COM 071813109 278 4,000 SH   SOLE   4,000 0 0
BB&T CORP COM 054937107 1,269 34,000 SH   SOLE   34,000 0 0
BCE INC COM NEW 05534B760 788 18,200 SH   SOLE   18,200 0 0
BEAM INC COM 073730103 204 3,000 SH   SOLE   3,000 0 0
BE AEROSPACE INC COM 073302101 313 3,600 SH   SOLE   3,600 0 0
BGC PARTNERS INC CL A 05541T101 497 82,000 SH   SOLE   82,000 0 0
BIGLARI HLDGS INC COM 08986R101 243 480 SH   SOLE   480 0 0
BIO RAD LABS INC CL A 090572207 309 2,500 SH   SOLE   2,500 0 0
BLACKROCK KELSO CAPITAL CORP COM 092533108 4,105 440,000 SH   SOLE   440,000 0 0
BLACKROCK INC COM 09247X101 237 750 SH   SOLE   750 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 303 5,700 SH   SOLE   5,700 0 0
BANK N S HALIFAX COM 064149107 281 4,500 SH   SOLE   4,500 0 0
BP PLC SPONSORED ADR 055622104 1,356 27,900 SH   SOLE   27,900 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 277 7,000 SH   SOLE   7,000 0 0
BRUKER CORP COM 116794108 214 10,800 SH   SOLE   10,800 0 0
BT GROUP PLC ADR 05577E101 253 4,000 SH   SOLE   4,000 0 0
BABCOCK & WILCOX CO NEW COM 05615F102 205 6,000 SH   SOLE   6,000 0 0
BLACKSTONE GROUP L P COM UNIT LTD 09253U108 1,531 48,600 SH   SOLE   48,600 0 0
CACI INTL INC CL A 127190304 227 3,100 SH   SOLE   3,100 0 0
CONAGRA FOODS INC COM 205887102 219 6,500 SH   SOLE   6,500 0 0
CALAMP CORP COM 128126109 280 10,000 SH   SOLE   10,000 0 0
CATERPILLAR INC DEL COM 149123101 218 2,400 SH   SOLE   2,400 0 0
CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 167250109 349 4,200 SH   SOLE   4,200 0 0
CELGENE CORP COM 151020104 253 1,500 SH   SOLE   1,500 0 0
CF INDS HLDGS INC COM 125269100 280 1,200 SH   SOLE   1,200 0 0
COLFAX CORP COM 194014106 261 4,100 SH   SOLE   4,100 0 0
CITY HLDG CO COM 177835105 208 4,500 SH   SOLE   4,500 0 0
CHIMERA INVT CORP COM 16934Q109 6,045 1,950,000 SH   SOLE   1,950,000 0 0
CIRCOR INTL INC COM 17273K109 267 3,300 SH   SOLE   3,300 0 0
CORE LABORATORIES N V COM N22717107 344 1,800 SH   SOLE   1,800 0 0
CORELOGIC INC COM 21871D103 320 9,000 SH   SOLE   9,000 0 0
CALAMOS ASSET MGMT INC CL A 12811R104 142 12,000 SH   SOLE   12,000 0 0
COLUMBUS MCKINNON CORP N Y COM 199333105 331 12,200 SH   SOLE   12,200 0 0
CME GROUP INC COM 12572Q105 1,852 23,600 SH   SOLE   23,600 0 0
CAPSTEAD MTG CORP COM NO PAR 14067E506 169 14,000 SH   SOLE   14,000 0 0
CENTENE CORP DEL COM 15135B101 242 4,100 SH   SOLE   4,100 0 0
CNH GLOBAL N V SHS NEW N20935206 122 10,718 SH   SOLE   10,718 0 0
COMPASS DIVERSIFIED HOLDINGS SHS BEN INT 20451Q104 11,896 606,000 SH   SOLE   606,000 0 0
COPART INC COM 217204106 257 7,000 SH   SOLE   7,000 0 0
COMPUTER PROGRAMS & SYS INC COM 205306103 291 4,700 SH   SOLE   4,700 0 0
CAPITALA FIN CORP COM 14054R106 5,979 300,437 SH   SOLE   300,437 0 0
CREE INC COM 225447101 244 3,900 SH   SOLE   3,900 0 0
SALESFORCE COM INC COM 79466L302 331 6,000 SH   SOLE   6,000 0 0
CREDIT SUISSE GROUP SPONSORED ADR 225401108 200 6,453 SH   SOLE   6,453 0 0
CISCO SYS INC COM 17275R102 456 20,300 SH   SOLE   20,300 0 0
COSTAR GROUP INC COM 22160N109 332 1,800 SH   SOLE   1,800 0 0
OUTERWALL INC COM 690070107 269 4,000 SH   SOLE   4,000 0 0
CALAVO GROWERS INC COM 128246105 263 8,700 SH   SOLE   8,700 0 0
CHEVRON CORP NEW COM 166764100 287 2,300 SH   SOLE   2,300 0 0
CORRECTIONS CORP AMER NEW COM NEW 22025Y407 241 7,500 SH   SOLE   7,500 0 0
NTT DOCOMO INC SPONS ADR 62942M201 198 12,000 SH   SOLE   12,000 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 1,436 22,100 SH   SOLE   22,100 0 0
3-D SYS CORP DEL COM NEW 88554D205 335 3,600 SH   SOLE   3,600 0 0
DANAHER CORP DEL COM 235851102 239 3,100 SH   SOLE   3,100 0 0
DINEEQUITY INC COM 254423106 1,153 13,800 SH   SOLE   13,800 0 0
DELPHI AUTOMOTIVE PLC SHS G27823106 204 3,400 SH   SOLE   3,400 0 0
PHYSICIANS RLTY TR COM 71943U104 1,274 100,000 SH   SOLE   100,000 0 0
DOW CHEM CO COM 260543103 2,043 46,000 SH   SOLE   46,000 0 0
AMDOCS LTD ORD G02602103 289 7,000 SH   SOLE   7,000 0 0
ISHARES ASIA/PAC DIV ETF 464286293 233 4,300 SH   SOLE   4,300 0 0
DEMANDWARE INC COM 24802Y105 276 4,300 SH   SOLE   4,300 0 0
DYNEX CAP INC COM NEW 26817Q506 720 90,000 SH   SOLE   90,000 0 0
DEXCOM INC COM 252131107 251 7,100 SH   SOLE   7,100 0 0
DXP ENTERPRISES INC NEW COM NEW 233377407 334 2,900 SH   SOLE   2,900 0 0
ENI S P A SPONSORED ADR 26874R108 1,382 28,500 SH   SOLE   28,500 0 0
ECOPETROL S A SPONSORED ADS 279158109 231 6,000 SH   SOLE   6,000 0 0
ISHARES MSCI CH CAP ETF 464286640 252 5,300 SH   SOLE   5,300 0 0
US ECOLOGY INC COM 91732J102 242 6,500 SH   SOLE   6,500 0 0
ELLINGTON FINANCIAL LLC COM 288522303 7,708 340,000 SH   SOLE   340,000 0 0
8 X 8 INC COM 282914100 188 18,500 SH   SOLE   18,500 0 0
NIC INC COM 62914B100 271 10,900 SH   SOLE   10,900 0 0
ISHARES MSCI EMK GRW ETF 464286467 275 5,000 SH   SOLE   5,000 0 0
ISHARES MSCI ISR CAP ETF 464286632 246 5,100 SH   SOLE   5,100 0 0
EMULEX CORP COM NEW 292475209 279 39,000 SH   SOLE   39,000 0 0
REED ELSEVIER N V SPONS ADR NEW 758204200 235 5,500 SH   SOLE   5,500 0 0
ENERNOC INC COM 292764107 198 11,500 SH   SOLE   11,500 0 0
ENVESTNET INC COM 29404K106 270 6,700 SH   SOLE   6,700 0 0
BOTTOMLINE TECH DEL INC COM 101388106 275 7,600 SH   SOLE   7,600 0 0
ISHARES MSCI PAC JP ETF 464286665 304 6,500 SH   SOLE   6,500 0 0
ERIE INDTY CO CL A 29530P102 256 3,500 SH   SOLE   3,500 0 0
EMBRAER S A SP ADR REP 4 COM 29082A107 270 8,400 SH   SOLE   8,400 0 0
ENSCO PLC SHS CLASS A G3157S106 286 5,000 SH   SOLE   5,000 0 0
EATON CORP PLC SHS G29183103 244 3,200 SH   SOLE   3,200 0 0
ISHARES MSCI AUST ETF 464286103 292 12,000 SH   SOLE   12,000 0 0
ISHARES MSCI MALAYSI ETF 464286830 161 10,200 SH   SOLE   10,200 0 0
ISHARES MSCI SINGAP ETF 464286673 303 23,000 SH   SOLE   23,000 0 0
FARO TECHNOLOGIES INC COM 311642102 280 4,800 SH   SOLE   4,800 0 0
FASTENAL CO COM 311900104 276 5,800 SH   SOLE   5,800 0 0
ABERDEEN ASIA PACIFIC INCOM COM 003009107 1,860 323,000 SH   SOLE   323,000 0 0
FACEBOOK INC CL A 30303M102 361 6,600 SH   SOLE   6,600 0 0
FACTSET RESH SYS INC COM 303075105 217 2,000 SH   SOLE   2,000 0 0
FIDUS INVT CORP COM 316500107 7,589 349,100 SH   SOLE   349,100 0 0
FLUSHING FINL CORP COM 343873105 228 11,000 SH   SOLE   11,000 0 0
FEDERATED INVS INC PA CL B 314211103 490 17,000 SH   SOLE   17,000 0 0
FIVE BELOW INC COM 33829M101 220 5,100 SH   SOLE   5,100 0 0
FLOWERS FOODS INC COM 343498101 232 10,800 SH   SOLE   10,800 0 0
FLUOR CORP NEW COM 343412102 233 2,900 SH   SOLE   2,900 0 0
FLOWSERVE CORP COM 34354P105 347 4,400 SH   SOLE   4,400 0 0
FLY LEASING LTD SPONSORED ADR 34407D109 2,615 162,700 SH   SOLE   162,700 0 0
F M C CORP COM NEW 302491303 226 3,000 SH   SOLE   3,000 0 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 264 2,700 SH   SOLE   2,700 0 0
FINANCIAL ENGINES INC COM 317485100 334 4,800 SH   SOLE   4,800 0 0
FIFTH STREET FINANCE CORP COM 31678A103 10,915 1,180,000 SH   SOLE   1,180,000 0 0
FIFTH STR SR FLOATING RATE CO COM 31679F101 2,523 190,548 SH   SOLE   190,548 0 0
FULLER H B CO COM 359694106 271 5,200 SH   SOLE   5,200 0 0
FULL CIRCLE CAP CORP COM 359671104 1,607 228,000 SH   SOLE   228,000 0 0
GARRISON CAP INC COM 366554103 4,858 350,025 SH   SOLE   350,025 0 0
GOLUB CAP BDC INC COM 38173M102 4,395 230,000 SH   SOLE   230,000 0 0
GENERAL DYNAMICS CORP COM 369550108 268 2,800 SH   SOLE   2,800 0 0
GENERAL ELECTRIC CO COM 369604103 1,345 48,000 SH   SOLE   48,000 0 0
GEO GROUP INC COM 36159R103 496 15,400 SH   SOLE   15,400 0 0
G-III APPAREL GROUP LTD COM 36237H101 236 3,200 SH   SOLE   3,200 0 0
GILEAD SCIENCES INC COM 375558103 271 3,600 SH   SOLE   3,600 0 0
GENERAL MLS INC COM 370334104 299 6,000 SH   SOLE   6,000 0 0
GNC HLDGS INC COM CL A 36191G107 234 4,000 SH   SOLE   4,000 0 0
GOOGLE INC CL A 38259P508 280 250 SH   SOLE   250 0 0
GOVERNMENT PPTYS INCOME TR COM SHS BEN INT 38376A103 209 8,400 SH   SOLE   8,400 0 0
GRIFOLS S A SPADRREPBNVT 398438408 238 6,600 SH   SOLE   6,600 0 0
GARMIN LTD SHS H2906T109 647 14,000 SH   SOLE   14,000 0 0
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 251 4,700 SH   SOLE   4,700 0 0
GENESEE & WYO INC CL A 371559105 211 2,200 SH   SOLE   2,200 0 0
HSBC HLDGS PLC SPON ADR NEW 404280406 1,654 30,000 SH   SOLE   30,000 0 0
HARVEST CAP CR CORP COM 41753F109 1,987 132,323 SH   SOLE   132,323 0 0
HEALTHCARE SVCS GRP INC COM 421906108 218 7,700 SH   SOLE   7,700 0 0
HOLLYFRONTIER CORP COM 436106108 1,093 22,000 SH   SOLE   22,000 0 0
HANGER INC COM NEW 41043F208 287 7,300 SH   SOLE   7,300 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 1,410 38,900 SH   SOLE   38,900 0 0
HIMAX TECHNOLOGIES INC SPONSORED ADR 43289P106 478 32,500 SH   SOLE   32,500 0 0
HITTITE MICROWAVE CORP COM 43365Y104 247 4,000 SH   SOLE   4,000 0 0
HOME LN SERVICING SOLUTIONS ORD SHS G6648D109 4,204 183,000 SH   SOLE   183,000 0 0
HONDA MOTOR LTD AMERN SHS 438128308 223 5,400 SH   SOLE   5,400 0 0
HOME PROPERTIES INC COM 437306103 214 4,000 SH   SOLE   4,000 0 0
HELIOS MULTI SEC HI INC FD I COM NEW 42327Y202 441 73,300 SH   SOLE   73,300 0 0
HOME INNS & HOTELS MGMT INC SPON ADR 43713W107 262 6,000 SH   SOLE   6,000 0 0
HORACE MANN EDUCATORS CORP N COM 440327104 347 11,000 SH   SOLE   11,000 0 0
HMS HLDGS CORP COM 40425J101 270 11,900 SH   SOLE   11,900 0 0
HNI CORP COM 404251100 311 8,000 SH   SOLE   8,000 0 0
HARRIS CORP DEL COM 413875105 251 3,600 SH   SOLE   3,600 0 0
HORIZON TECHNOLOGY FIN CORP COM 44045A102 4,092 288,000 SH   SOLE   288,000 0 0
HERCULES TECH GROWTH CAP INC COM 427096508 492 30,000 SH   SOLE   30,000 0 0
HERTZ GLOBAL HOLDINGS INC COM 42805T105 292 10,200 SH   SOLE   10,200 0 0
HEXCEL CORP NEW COM 428291108 264 5,900 SH   SOLE   5,900 0 0
MANAGED HIGH YIELD PLUS FD I COM 561911108 526 259,000 SH   SOLE   259,000 0 0
ISHARES IBOXX HI YD ETF 464288513 11,610 125,000 SH   SOLE   125,000 0 0
ADVISORSHARES TR PERITUS HG YLD 00768Y503 20,559 397,500 SH   SOLE   397,500 0 0
PIMCO ETF TR 0-5 HIGH YIELD 72201R783 21,943 206,300 SH   SOLE   206,300 0 0
IAC INTERACTIVECORP COM PAR $.001 44919P508 234 3,400 SH   SOLE   3,400 0 0
INTERACTIVE BROKERS GROUP IN COM 45841N107 243 10,000 SH   SOLE   10,000 0 0
INTERCONTINENTALEXCHANGE GRO COM 45866F104 292 1,300 SH   SOLE   1,300 0 0
ICON PLC SHS G4705A100 210 5,200 SH   SOLE   5,200 0 0
ICONIX BRAND GROUP INC COM 451055107 298 7,500 SH   SOLE   7,500 0 0
ISHARES INTL SEL DIV ETF 464288448 266 7,000 SH   SOLE   7,000 0 0
IDEX CORP COM 45167R104 332 4,500 SH   SOLE   4,500 0 0
INTERVAL LEISURE GROUP INC COM 46113M108 247 8,000 SH   SOLE   8,000 0 0
ING GROEP N V SPONSORED ADR 456837103 182 13,000 SH   SOLE   13,000 0 0
SUMMIT HOTEL PPTYS COM 866082100 207 23,000 SH   SOLE   23,000 0 0
INTEL CORP COM 458140100 1,332 51,300 SH   SOLE   51,300 0 0
INTER PARFUMS INC COM 458334109 301 8,400 SH   SOLE   8,400 0 0
IPG PHOTONICS CORP COM 44980X109 326 4,200 SH   SOLE   4,200 0 0
INGERSOLL-RAND PLC SHS G47791101 209 3,400 SH   SOLE   3,400 0 0
INTERSIL CORP CL A 46069S109 1,620 141,200 SH   SOLE   141,200 0 0
INVESCO LTD SHS G49ABT108 582 16,000 SH   SOLE   16,000 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 253 2,000 SH   SOLE   2,000 0 0
SPDR SERIES TRUST BRC HGH YLD BD 78464A417 507 12,500 SH   SOLE   12,500 0 0
JPMORGAN CHASE & CO COM 46625H100 409 7,000 SH   SOLE   7,000 0 0
KCAP FINL INC COM 48668E101 3,817 473,000 SH   SOLE   473,000 0 0
KEYCORP NEW COM 493267108 161 12,000 SH   SOLE   12,000 0 0
KKR FINANCIAL HLDGS LLC COM 48248A306 4,876 400,000 SH   SOLE   400,000 0 0
KIMBERLY CLARK CORP COM 494368103 261 2,500 SH   SOLE   2,500 0 0
KINDER MORGAN INC DEL COM 49456B101 252 7,000 SH   SOLE   7,000 0 0
CARMAX INC COM 143130102 207 4,400 SH   SOLE   4,400 0 0
COCA COLA CO COM 191216100 330 8,000 SH   SOLE   8,000 0 0
LAZARD LTD SHS A G54050102 1,927 42,500 SH   SOLE   42,500 0 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 294 3,300 SH   SOLE   3,300 0 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 287 3,400 SH   SOLE   3,400 0 0
LANDAUER INC COM 51476K103 690 13,117 SH   SOLE   13,117 0 0
LITTELFUSE INC COM 537008104 344 3,700 SH   SOLE   3,700 0 0
LACLEDE GROUP INC COM 505597104 296 6,500 SH   SOLE   6,500 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 228 2,500 SH   SOLE   2,500 0 0
LIBERTY INTERACTIVE CORP INT COM SER A 53071M104 235 8,000 SH   SOLE   8,000 0 0
LILLY ELI & CO COM 532457108 306 6,000 SH   SOLE   6,000 0 0
LIBERTY MEDIA CORP DELAWARE CL A 531229102 234 1,600 SH   SOLE   1,600 0 0
LOCKHEED MARTIN CORP COM 539830109 1,799 12,100 SH   SOLE   12,100 0 0
LINCOLN NATL CORP IND COM 534187109 759 14,700 SH   SOLE   14,700 0 0
LINDSAY CORP COM 535555106 256 3,100 SH   SOLE   3,100 0 0
LORILLARD INC COM 544147101 1,145 22,600 SH   SOLE   22,600 0 0
GRAND CANYON ED INC COM 38526M106 244 5,600 SH   SOLE   5,600 0 0
LOWES COS INC COM 548661107 297 6,000 SH   SOLE   6,000 0 0
LAM RESEARCH CORP COM 512807108 212 3,900 SH   SOLE   3,900 0 0
LANDSTAR SYS INC COM 515098101 247 4,300 SH   SOLE   4,300 0 0
LULULEMON ATHLETICA INC COM 550021109 207 3,500 SH   SOLE   3,500 0 0
LIBERTY INTERACTIVE CORP LBT VENT COM A 53071M880 270 2,200 SH   SOLE   2,200 0 0
LAS VEGAS SANDS CORP COM 517834107 205 2,600 SH   SOLE   2,600 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 1,020 12,700 SH   SOLE   12,700 0 0
LIVE NATION ENTERTAINMENT IN COM 538034109 342 17,300 SH   SOLE   17,300 0 0
MASTERCARD INC CL A 57636Q104 209 250 SH   SOLE   250 0 0
MEDLEY CAP CORP COM 58503F106 6,419 463,500 SH   SOLE   463,500 0 0
MCDONALDS CORP COM 580135101 291 3,000 SH   SOLE   3,000 0 0
MCG CAPITAL CORP COM 58047P107 5,940 1,350,000 SH   SOLE   1,350,000 0 0
MDC PARTNERS INC CLA SUB VTG 552697104 402 15,750 SH   SOLE   15,750 0 0
MEASUREMENT SPECIALTIES INC COM 583421102 212 3,500 SH   SOLE   3,500 0 0
MENTOR GRAPHICS CORP COM 587200106 250 10,400 SH   SOLE   10,400 0 0
METLIFE INC COM 59156R108 2,426 45,000 SH   SOLE   45,000 0 0
MAIDEN HOLDINGS LTD SHS G5753U112 459 42,000 SH   SOLE   42,000 0 0
WESTERN ASSET MGD HI INCM F COM 95766L107 361 63,700 SH   SOLE   63,700 0 0
MIDDLEBY CORP COM 596278101 360 1,500 SH   SOLE   1,500 0 0
ADVISORSHARES TR NEWFLT MULSINC 00768Y727 287 5,800 SH   SOLE   5,800 0 0
MOBILE MINI INC COM 60740F105 334 8,100 SH   SOLE   8,100 0 0
AG MTG INVT TR INC COM 001228105 4,379 280,000 SH   SOLE   280,000 0 0
MARKEL CORP COM 570535104 232 400 SH   SOLE   400 0 0
MUELLER INDS INC COM 624756102 290 4,600 SH   SOLE   4,600 0 0
MANNING & NAPIER INC CL A 56382Q102 247 14,000 SH   SOLE   14,000 0 0
ALTRIA GROUP INC COM 02209S103 1,412 36,800 SH   SOLE   36,800 0 0
MINDRAY MEDICAL INTL LTD SPON ADR 602675100 3,638 286,100 SH   SOLE   286,100 0 0
MONROE CAP CORP COM 610335101 159 13,000 SH   SOLE   13,000 0 0
MERCK & CO INC COM 589331107 1,411 28,200 SH   SOLE   28,200 0 0
MICROSOFT CORP COM 594918104 722 19,300 SH   SOLE   19,300 0 0
ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L104 178 10,000 SH   SOLE   10,000 0 0
M & T BK CORP COM 55261F104 291 2,500 SH   SOLE   2,500 0 0
MITSUBISHI UFJ FINL GROUP IN SPONSORED ADR 606822104 147 22,000 SH   SOLE   22,000 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 1,688 60,500 SH   SOLE   60,500 0 0
MYERS INDS INC COM 628464109 226 10,700 SH   SOLE   10,700 0 0
NEWCASTLE INVT CORP COM 65105M108 2,009 350,000 SH   SOLE   350,000 0 0
NORDSON CORP COM 655663102 260 3,500 SH   SOLE   3,500 0 0
NEWMARKET CORP COM 651587107 267 800 SH   SOLE   800 0 0
NGP CAP RES CO COM 62912R107 1,370 183,393 SH   SOLE   183,393 0 0
NIKE INC CL B 654106103 315 4,000 SH   SOLE   4,000 0 0
NEW MTN FIN CORP COM 647551100 5,565 370,000 SH   SOLE   370,000 0 0
NOMURA HLDGS INC SPONSORED ADR 65535H208 280 36,000 SH   SOLE   36,000 0 0
NPS PHARMACEUTICALS INC COM 62936P103 252 8,300 SH   SOLE   8,300 0 0
NORTHSTAR RLTY FIN CORP COM 66704R100 14,190 1,055,000 SH   SOLE   1,055,000 0 0
NEW RESIDENTIAL INVT CORP COM 64828T102 5,564 833,000 SH   SOLE   833,000 0 0
NORFOLK SOUTHERN CORP COM 655844108 371 4,000 SH   SOLE   4,000 0 0
NETAPP INC COM 64110D104 247 6,000 SH   SOLE   6,000 0 0
NETEASE INC SPONSORED ADR 64110W102 307 3,900 SH   SOLE   3,900 0 0
NUCOR CORP COM 670346105 219 4,100 SH   SOLE   4,100 0 0
NORTHWEST BANCSHARES INC MD COM 667340103 296 20,000 SH   SOLE   20,000 0 0
FIVE OAKS INVT CORP COM 33830W106 823 79,000 SH   SOLE   79,000 0 0
OASIS PETE INC NEW COM 674215108 225 4,800 SH   SOLE   4,800 0 0
OCEANFIRST FINL CORP COM 675234108 343 20,000 SH   SOLE   20,000 0 0
OFS CAP CORP COM 67103B100 139 10,800 SH   SOLE   10,800 0 0
ONE LIBERTY PPTYS INC COM 682406103 1,250 62,077 SH   SOLE   62,077 0 0
OMNICELL INC COM 68213N109 281 11,000 SH   SOLE   11,000 0 0
ORACLE CORP COM 68389X105 295 7,700 SH   SOLE   7,700 0 0
OLD REP INTL CORP COM 680223104 1,269 73,500 SH   SOLE   73,500 0 0
ORION MARINE GROUP INC COM 68628V308 125 10,400 SH   SOLE   10,400 0 0
PALO ALTO NETWORKS INC COM 697435105 287 5,000 SH   SOLE   5,000 0 0
PAYCHEX INC COM 704326107 364 8,000 SH   SOLE   8,000 0 0
PRICELINE COM INC COM NEW 741503403 232 200 SH   SOLE   200 0 0
PRECISION CASTPARTS CORP COM 740189105 310 1,150 SH   SOLE   1,150 0 0
PDF SOLUTIONS INC COM 693282105 277 10,800 SH   SOLE   10,800 0 0
MEDNAX INC COM 58502B106 320 6,000 SH   SOLE   6,000 0 0
PENNANTPARK FLOATING RATE CA COM 70806A106 3,516 256,058 SH   SOLE   256,058 0 0
PROCTER & GAMBLE CO COM 742718109 244 3,000 SH   SOLE   3,000 0 0
KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 500472303 203 5,500 SH   SOLE   5,500 0 0
PHH CORP COM NEW 693320202 219 9,000 SH   SOLE   9,000 0 0
PARK OHIO HLDGS CORP COM 700666100 383 7,300 SH   SOLE   7,300 0 0
PHILIP MORRIS INTL INC COM 718172109 1,102 12,650 SH   SOLE   12,650 0 0
PTC INC COM 69370C100 283 8,000 SH   SOLE   8,000 0 0
PENNANTPARK INVT CORP COM 708062104 5,939 512,000 SH   SOLE   512,000 0 0
PANERA BREAD CO CL A 69840W108 283 1,600 SH   SOLE   1,600 0 0
PPG INDS INC COM 693506107 341 1,800 SH   SOLE   1,800 0 0
PARTNERRE LTD COM G6852T105 422 4,000 SH   SOLE   4,000 0 0
PROTHENA CORP PLC SHS G72800108 276 10,400 SH   SOLE   10,400 0 0
PROSPECT CAPITAL CORPORATION COM 74348T102 10,098 900,000 SH   SOLE   900,000 0 0
PRICESMART INC COM 741511109 289 2,500 SH   SOLE   2,500 0 0
PEARSON PLC SPONSORED ADR 705015105 220 9,800 SH   SOLE   9,800 0 0
PRAXAIR INC COM 74005P104 260 2,000 SH   SOLE   2,000 0 0
QUALCOMM INC COM 747525103 1,121 15,100 SH   SOLE   15,100 0 0
REYNOLDS AMERICAN INC COM 761713106 1,325 26,500 SH   SOLE   26,500 0 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 1,041 14,600 SH   SOLE   14,600 0 0
ALTISOURCE RESIDENTIAL CORP CL B 02153W100 211 7,000 SH   SOLE   7,000 0 0
REINSURANCE GROUP AMER INC COM NEW 759351604 209 2,700 SH   SOLE   2,700 0 0
ROCKWOOD HLDGS INC COM 774415103 273 3,800 SH   SOLE   3,800 0 0
REPUBLIC SVCS INC COM 760759100 996 30,000 SH   SOLE   30,000 0 0
RESOURCE CAP CORP COM 76120W302 593 100,000 SH   SOLE   100,000 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 1,129 16,800 SH   SOLE   16,800 0 0
BANCO SANTANDER SA ADR 05964H105 140 15,381 SH   SOLE   15,381 0 0
SAP AG SPON ADR 803054204 296 3,400 SH   SOLE   3,400 0 0
ISHARES MSCI JAPN SMCETF 464286582 244 4,500 SH   SOLE   4,500 0 0
STELLUS CAP INVT CORP COM 858568108 2,151 143,900 SH   SOLE   143,900 0 0
ISHARES EAFE SML CP ETF 464288273 280 5,500 SH   SOLE   5,500 0 0
SEADRILL LIMITED SHS G7945E105 3,410 83,000 SH   SOLE   83,000 0 0
STIFEL FINL CORP COM 860630102 240 5,000 SH   SOLE   5,000 0 0
SHIP FINANCE INTERNATIONAL L SHS G81075106 3,931 240,000 SH   SOLE   240,000 0 0
SHIRE PLC SPONSORED ADR 82481R106 254 1,800 SH   SOLE   1,800 0 0
SIGNET JEWELERS LIMITED SHS G81276100 307 3,900 SH   SOLE   3,900 0 0
SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C108 256 18,100 SH   SOLE   18,100 0 0
SPDR SER TRUST CAP S/T HI YLD 78468R408 13,162 426,500 SH   SOLE   426,500 0 0
SOLERA HOLDINGS INC COM 83421A104 255 3,600 SH   SOLE   3,600 0 0
SOLAR CAP LTD COM 83413U100 12,752 565,500 SH   SOLE   565,500 0 0
INVENTURE FOODS INC COM 461212102 259 19,500 SH   SOLE   19,500 0 0
CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 235 2,860 SH   SOLE   2,860 0 0
SANOFI AVENTIS SPONSORED ADR 80105N105 268 5,000 SH   SOLE   5,000 0 0
SONOCO PRODS CO COM 835495102 275 6,600 SH   SOLE   6,600 0 0
SUBURBAN PROPANE PARTNERS L UNIT LTD PARTN 864482104 220 4,700 SH   SOLE   4,700 0 0
SPIRIT RLTY CAP INC COM 84860F109 1,604 163,143 SH   SOLE   163,143 0 0
SIMPSON MANUFACTURING CO INC COM 829073105 261 7,100 SH   SOLE   7,100 0 0
SASOL LTD SPONSORED ADR 803866300 247 5,000 SH   SOLE   5,000 0 0
STRATASYS LTD SHS M85548101 350 2,600 SH   SOLE   2,600 0 0
SENSATA TECHNOLOGIES HLDG NV SHS N7902X106 252 6,500 SH   SOLE   6,500 0 0
STUDENT TRANSN INC COM 86388A108 2,971 480,000 SH   SOLE   480,000 0 0
STATE AUTO FINL CORP COM 855707105 276 13,000 SH   SOLE   13,000 0 0
STEEL DYNAMICS INC COM 858119100 293 15,000 SH   SOLE   15,000 0 0
STATOIL ASA SPONS ADR 85771P102 217 9,000 SH   SOLE   9,000 0 0
STARZ LIBRTY CAP COM A 85571Q102 298 10,200 SH   SOLE   10,200 0 0
STARWOOD PPTY TR INC COM 85571B105 1,385 50,000 SH   SOLE   50,000 0 0
SOLAR SR CAP LTD COM 83416M105 2,156 118,350 SH   SOLE   118,350 0 0
SAFEWAY INC COM NEW 786514208 1,407 43,200 SH   SOLE   43,200 0 0
SYNGENTA AG SPONSORED ADR 87160A100 240 3,000 SH   SOLE   3,000 0 0
SYSCO CORP COM 871829107 343 9,500 SH   SOLE   9,500 0 0
AT & T CORP COM 00206R102 1,248 35,500 SH   SOLE   35,500 0 0
MEDALLION FINL CORP COM 583928106 187 13,000 SH   SOLE   13,000 0 0
TRUEBLUE INC COM 89785X101 242 9,400 SH   SOLE   9,400 0 0
TRIANGLE CAP CORP COM 895848109 1,521 55,000 SH   SOLE   55,000 0 0
TCP CAP CORP COM 87238Q103 10,613 632,457 SH   SOLE   632,457 0 0
THL CR INC COM 872438106 9,894 600,000 SH   SOLE   600,000 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 330 3,500 SH   SOLE   3,500 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 276 3,000 SH   SOLE   3,000 0 0
TELEFONICA S A SPONSORED ADR 879382208 180 11,000 SH   SOLE   11,000 0 0
ISHARES MSCI THI CAP ETF 464286624 264 3,850 SH   SOLE   3,850 0 0
MARKET VECTORS ETF TR HI YLD TREA BD 57061R775 685 27,000 SH   SOLE   27,000 0 0
THOR INDS INC COM 885160101 276 5,000 SH   SOLE   5,000 0 0
TICC CAPITAL CORP COM 87244T109 4,519 437,000 SH   SOLE   437,000 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 212 1,900 SH   SOLE   1,900 0 0
TERRA NITROGEN CO L P COM UNIT 881005201 325 2,300 SH   SOLE   2,300 0 0
ISHARES MSCI KOKUSAI ETF 464288265 242 4,600 SH   SOLE   4,600 0 0
TOTAL S A SPONSORED ADR 89151E109 2,328 38,000 SH   SOLE   38,000 0 0
TRIPADVISOR INC COM 896945201 240 2,900 SH   SOLE   2,900 0 0
SPEEDWAY MOTORSPORTS INC COM 847788106 377 19,000 SH   SOLE   19,000 0 0
TRANSCANADA CORP COM 89353D107 274 6,000 SH   SOLE   6,000 0 0
TRIMAS CORP COM NEW 896215209 227 5,700 SH   SOLE   5,700 0 0
TRAVELERS COMPANIES INC COM 89417E109 1,105 12,200 SH   SOLE   12,200 0 0
TRACTOR SUPPLY CO COM 892356106 310 4,000 SH   SOLE   4,000 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 244 14,000 SH   SOLE   14,000 0 0
TORO CO COM 891092108 286 4,500 SH   SOLE   4,500 0 0
GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J206 287 9,500 SH   SOLE   9,500 0 0
TOWERS WATSON & CO CL A 891894107 294 2,300 SH   SOLE   2,300 0 0
TWO HBRS INVT CORP COM 90187B101 4,037 435,000 SH   SOLE   435,000 0 0
TEXAS INSTRS INC COM 882508104 1,221 27,800 SH   SOLE   27,800 0 0
UFP TECHNOLOGIES INC COM 902673102 252 10,000 SH   SOLE   10,000 0 0
ULTA SALON COSMETICS & FRAG I COM 90384S303 232 2,400 SH   SOLE   2,400 0 0
UMB FINL CORP COM 902788108 296 4,600 SH   SOLE   4,600 0 0
UMPQUA HLDGS CORP COM 904214103 297 15,500 SH   SOLE   15,500 0 0
US BANCORP DEL COM NEW 902973304 2,876 71,200 SH   SOLE   71,200 0 0
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 511 8,700 SH   SOLE   8,700 0 0
MERIDIAN BIOSCIENCE INC COM 589584101 637 24,000 SH   SOLE   24,000 0 0
VANGUARD NATURAL RESOURCES L COM UNIT 92205F106 1,792 60,700 SH   SOLE   60,700 0 0
VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W209 2,194 55,800 SH   SOLE   55,800 0 0
VANGUARD INTL EQUITY INDEX F MSCI PAC ETF 922042866 307 5,000 SH   SOLE   5,000 0 0
VALIDUS HOLDINGS LTD COM SHS G9319H102 1,209 30,000 SH   SOLE   30,000 0 0
VERISK ANALYTICS INC CL A 92345Y106 309 4,700 SH   SOLE   4,700 0 0
VALEANT PHARMACEUTICALS INTL COM 91911K102 270 2,300 SH   SOLE   2,300 0 0
VANGUARD INTL EQUITY INDEX F FTSE SMCAP ETF 922042718 206 2,000 SH   SOLE   2,000 0 0
VANGUARD INTL EQUITY INDEX F TT WRLD ST ETF 922042742 327 5,500 SH   SOLE   5,500 0 0
VANGUARD INDEX FDS TOTAL STK MKT 922908769 259 2,700 SH   SOLE   2,700 0 0
WABTEC CORP COM 929740108 371 5,000 SH   SOLE   5,000 0 0
WAGEWORKS INC COM 930427109 291 4,900 SH   SOLE   4,900 0 0
WASTE CONNECTIONS INC COM 941053100 262 6,000 SH   SOLE   6,000 0 0
WENDYS CO COM 95058W100 205 23,500 SH   SOLE   23,500 0 0
WHITEHORSE FIN INC COM 96524V106 6,800 450,000 SH   SOLE   450,000 0 0
WIPRO LTD SPON ADR 1 SH 97651M109 340 27,000 SH   SOLE   27,000 0 0
WASTE MGMT INC DEL COM 94106L109 1,086 24,200 SH   SOLE   24,200 0 0
WILLIAMS COS INC DEL COM 969457100 3,452 89,500 SH   SOLE   89,500 0 0
VCA ANTECH INC COM 918194101 282 9,000 SH   SOLE   9,000 0 0
WESTERN UN CO COM 959802109 1,052 61,000 SH   SOLE   61,000 0 0
WOLVERINE WORLD WIDE INC COM 978097103 285 8,400 SH   SOLE   8,400 0 0
WYNN RESORTS LTD COM 983134107 1,515 7,800 SH   SOLE   7,800 0 0
CLAYMORE EXCHANGE-TRD FD TR GUGG CHINA ALLCP 18385P101 207 7,600 SH   SOLE   7,600 0 0
YANDEX N V SHS CLASS A N97284108 289 6,700 SH   SOLE   6,700 0 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 276 5,100 SH   SOLE   5,100 0 0
ZAIS FINL CORP COM 98886K108 6,412 400,000 SH   SOLE   400,000 0 0
ZIX CORP COM 98974P100 246 54,000 SH   SOLE   54,000 0 0