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
Nicholas Financial Inc COM 65373J209 63 4,202 SH   SOLE None 4,202 0 0
AG Mortgage Investment Trust I COM 1228105 17 895 SH   SOLE None 895 0 0
AngloGold Ashanti Ltd COM 35128206 93 10,700 SH   SOLE None 10,700 0 0
Apple Inc COM 37833100 35,057 317,600 SH   SOLE None 317,600 0 0
Arbor Realty Trust Inc COM 38923108 2 355 SH   SOLE None 355 0 0
Ares Capital Corp COM 04010L103 288 18,459 SH   SOLE None 18,459 0 0
Bank of America Corp COM 60505104 1,395 78,000 SH   SOLE None 78,000 0 0
Bed Bath & Beyond Inc COM 75896100 5,896 77,400 SH   SOLE None 77,400 0 0
BlackRock Kelso Capital Corp COM 92533108 328 40,000 SH   SOLE None 40,000 0 0
Cherry Hill Mortgage Investmen COM 164651101 133 7,167 SH   SOLE None 7,167 0 0
Costco Wholesale Corp COM 22160K105 425 3,000 SH   SOLE None 3,000 0 0
Cree Inc COM 225447101 983 30,500 SH   SOLE None 30,500 0 0
eBay Inc COM 278642103 112 2,000 SH   SOLE None 2,000 0 0
Facebook Inc COM 30303M102 2,653 34,000 SH   SOLE None 34,000 0 0
Fifth Street Finance Corp COM 31678A103 265 33,143 SH   SOLE None 33,143 0 0
Full Circle Capital Corp COM 359671104 4 835 SH   SOLE None 835 0 0
Halliburton Co COM 406216101 4,916 125,000 SH   SOLE None 125,000 0 0
Horizon Technology Finance Cor COM 44045A102 61 4,387 SH   SOLE None 4,387 0 0
Host Hotels & Resorts Inc COM 44107P104 1,766 74,300 SH   SOLE None 74,300 0 0
InterDigital Inc/PA COM 45867G101 2,201 41,600 SH   SOLE None 41,600 0 0
KCAP Financial Inc COM 48668E101 321 47,000 SH   SOLE None 47,000 0 0
Keurig Green Mountain Inc COM 49271M100 530 4,000 SH   SOLE None 4,000 0 0
KINDER MORGAN INC COM 49456B119 533 125,000 SH   SOLE None 125,000 0 0
Liberty Media Corp COM 531229102 734 20,800 SH   SOLE None 20,800 0 0
MGM Resorts International COM 552953101 2,159 101,000 SH   SOLE None 101,000 0 0
Medley Capital Corp COM 58503F106 201 21,752 SH   SOLE None 21,752 0 0
MetLife Inc COM 59156R108 1,130 20,900 SH   SOLE None 20,900 0 0
Micron Technology Inc COM 595112103 245 7,000 SH   SOLE None 7,000 0 0
Pacific Coast Oil Trust COM 694103102 51 10,000 SH   SOLE None 10,000 0 0
PennantPark Floating Rate Capi COM 70806A106 76 5,559 SH   SOLE None 5,559 0 0
Permian Basin Royalty Trust COM 714236106 43 4,500 SH   SOLE None 4,500 0 0
Prospect Capital Corp COM 74348T102 5,978 723,706 SH   SOLE None 723,706 0 0
Rambus Inc COM 750917106 222 19,982 SH   SOLE None 19,982 0 0
Ryland Group Inc/The COM 783764103 347 9,000 SH   SOLE None 9,000 0 0
SPDR S&P 500 ETF Trust COM 78462F103 5,139 25,000 SH   SOLE None 25,000 0 0
salesforce.com inc COM 79466L302 119 2,000 SH   SOLE None 2,000 0 0
Energy Select Sector SPDR Fund COM 81369Y506 3,562 45,000 SH   SOLE None 45,000 0 0
Splunk Inc COM 848637104 1,474 25,000 SH   SOLE None 25,000 0 0
Stellus Capital Investment Cor COM 858568108 83 7,015 SH   SOLE None 7,015 0 0
Strategic Global Income Fund COM 862719101 16 1,900 SH   SOLE None 1,900 0 0
THL Credit Inc COM 872438106 341 28,985 SH   SOLE None 28,985 0 0
Tableau Software Inc COM 87336U105 1,399 16,500 SH   SOLE None 16,500 0 0
Twitter Inc COM 90184L102 2,619 73,000 SH   SOLE None 73,000 0 0
VirnetX Holding Corp COM 92823T108 92 16,824 SH   SOLE None 16,824 0 0
AMAG PHARMACEUTICALS INC Note AMAG 2 1/2 02/15/19 00163UAA4 585 350,000 PRN   SOLE None 12,918 0 0
ACORDA THERAPEUTICS INC Note ACOR 1 3/4 06/15/21 00484MAA4 3,457 3,000,000 PRN   SOLE None 70,490 0 0
AMERICAN REALTY CAP PROP Note ARCP 3 08/01/18 02917TAA2 1,853 2,000,000 PRN   SOLE None 119,610 0 0
COLONY FINANCIAL INC Note CLNY 3 7/8 01/15/21 19624RAB2 408 400,000 PRN   SOLE None 16,118 0 0
CTRIP.COM INTER LTD. Note CTRP 1 1/4 10/15/18 22943FAD2 1,462 1,500,000 PRN   SOLE None 19,135 0 0
ELECTRONIC ARTS INC Note EA 0 3/4 07/15/16 285512AA7 1,558 1,035,000 PRN   SOLE None 32,610 0 0
GILEAD SCIENCES INC Note GILD 1 5/8 05/01/16 375558AP8 11,171 2,697,000 PRN   SOLE None 118,783 0 0
MEDICINES COMPANY Note MDCO 1 3/8 06/01/17 584688AC9 2,896 2,487,000 PRN   SOLE None 89,044 0 0
MEDIDATA SOLUTIONS INC Note MDSO 1 08/01/18 58471AAB1 2,216 2,000,000 PRN   SOLE None 34,457 0 0
MICROCHIP TECHNOLOGY INC Note MCHP 2 1/8 12/15/37 595017AB0 8,928 5,000,000 PRN   SOLE None 197,875 0 0
MYLAN INC Note MYL 3 3/4 09/15/15 628530AJ6 30,041 7,098,000 PRN   SOLE None 532,883 0 0
NXP SEMICONDUCTOR NV Note NXPI 1 12/01/19 N6596XAA7 1,538 1,500,000 PRN   SOLE None 14,585 0 0
NUANCE COMMUNICATIONS Note NUAN 2 3/4 11/01/31 67020YAF7 100 100,000 PRN   SOLE None 3,096 0 0
REDWOOD TRUST INC Note RWT 4 5/8 04/15/18 758075AB1 2,411 2,441,000 PRN   SOLE None 100,403 0 0
STILLWATER MINING COMPAN Note SWC 1 3/4 10/15/32 86074QAL6 6,389 5,149,000 PRN   SOLE None 311,494 0 0
SUNPOWER CORP Note SPWR 0 3/4 06/01/18 867652AG4 3,678 3,000,000 PRN   SOLE None 120,261 0 0
TELEFLEX INC Note TFX 3 7/8 08/01/17 879369AA4 4,691 2,500,000 PRN   SOLE None 40,771 0 0
TESLA MOTORS INC Note TSLA 1 1/2 06/01/18 88160RAA9 11,120 6,000,000 PRN   SOLE None 48,184 0 0
TESLA MOTORS INC Note TSLA 1 1/4 03/01/21 88160RAC5 3,503 3,873,000 PRN   SOLE None 10,762 0 0
UNITED STATES STEEL CORP Note X 2 3/4 04/01/19 912909AH1 3,731 3,000,000 PRN   SOLE None 118,647 0 0
Barrick Gold Corp CALL 67901908 6,450 600,000 SH Call SOLE None 600,000 0 0
ACTAVIS INC CALL G0083B908 25,741 100,000 SH Call SOLE None 100,000 0 0
AngloGold Ashanti Ltd CALL 35128906 938 107,800 SH Call SOLE None 107,800 0 0
AngloGold Ashanti Ltd CALL 35128906 174 20,000 SH Call SOLE None 20,000 0 0
AngloGold Ashanti Ltd CALL 35128906 4,350 500,000 SH Call SOLE None 500,000 0 0
AngloGold Ashanti Ltd CALL 35128906 6,960 800,000 SH Call SOLE None 800,000 0 0
AngloGold Ashanti Ltd CALL 35128906 1,392 160,000 SH Call SOLE None 160,000 0 0
AngloGold Ashanti Ltd CALL 35128906 1,427 164,000 SH Call SOLE None 164,000 0 0
Apple Inc CALL 37833900 2,208 20,000 SH Call SOLE None 20,000 0 0
Bed Bath & Beyond Inc CALL 75896900 3,047 40,000 SH Call SOLE None 40,000 0 0
Bed Bath & Beyond Inc CALL 75896900 1,523 20,000 SH Call SOLE None 20,000 0 0
Citigroup Inc CALL 172967904 1,082 20,000 SH Call SOLE None 20,000 0 0
eBay Inc CALL 278642903 449 8,000 SH Call SOLE None 8,000 0 0
Facebook Inc CALL 30303M902 2,341 30,000 SH Call SOLE None 30,000 0 0
General Motors Co CALL 37045V900 34,910 1,000,000 SH Call SOLE None 1,000,000 0 0
Gilead Sciences Inc CALL 375558903 18,852 200,000 SH Call SOLE None 200,000 0 0
InterDigital Inc/PA CALL 45867G901 1,058 20,000 SH Call SOLE None 20,000 0 0
Micron Technology Inc CALL 595112903 7,002 200,000 SH Call SOLE None 200,000 0 0
Micron Technology Inc CALL 595112903 1,050 30,000 SH Call SOLE None 30,000 0 0
salesforce.com inc CALL 79466L902 1,186 20,000 SH Call SOLE None 20,000 0 0
salesforce.com inc CALL 79466L902 593 10,000 SH Call SOLE None 10,000 0 0
3D Systems Corp CALL 88554D905 1,578 48,000 SH Call SOLE None 48,000 0 0
3D Systems Corp CALL 88554D905 1,328 40,400 SH Call SOLE None 40,400 0 0
Toll Brothers Inc CALL 889478903 1,028 30,000 SH Call SOLE None 30,000 0 0
Twitter Inc CALL 90184L902 717 20,000 SH Call SOLE None 20,000 0 0
Twitter Inc CALL 90184L902 1,076 30,000 SH Call SOLE None 30,000 0 0
Twitter Inc CALL 90184L902 1,435 40,000 SH Call SOLE None 40,000 0 0
Twitter Inc CALL 90184L902 1,435 40,000 SH Call SOLE None 40,000 0 0
Twitter Inc CALL 90184L902 717 20,000 SH Call SOLE None 20,000 0 0
Twitter Inc CALL 90184L902 1,435 40,000 SH Call SOLE None 40,000 0 0
VirnetX Holding Corp CALL 92823T908 55 10,000 SH Call SOLE None 10,000 0 0
Amazon.com Inc PUT 23135956 2,483 8,000 SH Put SOLE None 8,000 0 0
Apple Inc PUT 37833950 2,208 20,000 SH Put SOLE None 20,000 0 0
Apple Inc PUT 37833950 5,519 50,000 SH Put SOLE None 50,000 0 0
Apple Inc PUT 37833950 1,104 10,000 SH Put SOLE None 10,000 0 0
Bank of America Corp PUT 60505954 716 40,000 SH Put SOLE None 40,000 0 0
Bank of America Corp PUT 60505954 537 30,000 SH Put SOLE None 30,000 0 0
Caterpillar Inc PUT 149123951 1,831 20,000 SH Put SOLE None 20,000 0 0
Caterpillar Inc PUT 149123951 915 10,000 SH Put SOLE None 10,000 0 0
Caterpillar Inc PUT 149123951 2,746 30,000 SH Put SOLE None 30,000 0 0
Caterpillar Inc PUT 149123951 1,831 20,000 SH Put SOLE None 20,000 0 0
Citigroup Inc PUT 172967954 541 10,000 SH Put SOLE None 10,000 0 0
Facebook Inc PUT 30303M952 7,802 100,000 SH Put SOLE None 100,000 0 0
General Electric Co PUT 369604953 253 10,000 SH Put SOLE None 10,000 0 0
Keurig Green Mountain Inc PUT 49271M950 2,648 20,000 SH Put SOLE None 20,000 0 0
Keurig Green Mountain Inc PUT 49271M950 2,648 20,000 SH Put SOLE None 20,000 0 0
Keurig Green Mountain Inc PUT 49271M950 1,324 10,000 SH Put SOLE None 10,000 0 0
Keurig Green Mountain Inc PUT 49271M950 5,296 40,000 SH Put SOLE None 40,000 0 0
MetLife Inc PUT 59156R958 108 2,000 SH Put SOLE None 2,000 0 0
Powershares QQQ Trust Series 1 PUT 73935A954 2,891 28,000 SH Put SOLE None 28,000 0 0
Powershares QQQ Trust Series 1 PUT 73935A954 2,065 20,000 SH Put SOLE None 20,000 0 0
Tesla Motors Inc PUT 88160R951 2,669 12,000 SH Put SOLE None 12,000 0 0
Tesla Motors Inc PUT 88160R951 1,334 6,000 SH Put SOLE None 6,000 0 0
Tesla Motors Inc PUT 88160R951 890 4,000 SH Put SOLE None 4,000 0 0
3D Systems Corp PUT 88554D955 66 2,000 SH Put SOLE None 2,000 0 0
VirnetX Holding Corp PUT 92823T958 110 20,000 SH Put SOLE None 20,000 0 0
VirnetX Holding Corp PUT 92823T958 329 60,000 SH Put SOLE None 60,000 0 0
Tesla Motors Inc Equity swap 88160R101 1,546 6,950 SH   SOLE None 6,950 0 0
Twitter Inc Equity swap 90184L102 1,512 42,140 SH   SOLE None 42,140 0 0
Visa Inc Equity swap 92826C839 6,089 23,222 SH   SOLE None 23,222 0 0