The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||
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UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
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| 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 |
| ALLY FINL INC | COM | 02005N100 | 7,651 | 364,699 | SH | OTR | 364,699 | 0 | 0 | ||
| AMERICAN CAP LTD | COM | 02503Y103 | 7,472 | 505,185 | SH | OTR | 505,185 | 0 | 0 | ||
| AMERICAN RLTY CAP PPTYS INC | COM | 02917T104 | 9,524 | 966,929 | SH | OTR | 966,929 | 0 | 0 | ||
| COBALT INTL ENERGY INC | COM | 19075F106 | 4,235 | 450,000 | SH | Put | OTR | 450,000 | 0 | 0 | |
| COBALT INTL ENERGY INC | NOTE 3.125% 5/1 | 19075FAB2 | 10,552 | 14,000,000 | PRN | OTR | 14,000,000 | 0 | 0 | ||
| CUMULUS MEDIA INC | CL A | 231082108 | 3,050 | 1,234,906 | SH | OTR | 1,234,906 | 0 | 0 | ||
| CUSTOMERS BANCORP INC | COM | 23204G100 | 8,584 | 352,401 | SH | OTR | 352,401 | 0 | 0 | ||
| ERICKSON INC | COM | 29482P100 | 2,453 | 567,825 | SH | OTR | 567,825 | 0 | 0 | ||
| GRACE W R & CO DEL NEW | COM | 38388F108 | 7,975 | 80,657 | SH | OTR | 80,657 | 0 | 0 | ||
| HORSEHEAD HLDG CORP | COM | 440694305 | 4,629 | 365,645 | SH | OTR | 365,645 | 0 | 0 | ||
| HORSEHEAD HLDG CORP | COM | 440694305 | 5,800 | 458,100 | SH | Put | OTR | 458,100 | 0 | 0 | |
| HORSEHEAD HLDG CORP | NOTE 3.800% 7/0 | 440694AB3 | 9,674 | 9,000,000 | PRN | OTR | 9,000,000 | 0 | 0 | ||
| ISHARES | IBOXX HI YD ETF | 464288513 | 46,211 | 510,000 | SH | Put | OTR | 510,000 | 0 | 0 | |
| ISHARES TR | RUSSELL 2000 ETF | 464287655 | 41,142 | 330,800 | SH | Put | OTR | 330,800 | 0 | 0 | |
| KEY ENERGY SVCS INC | COM | 492914106 | 1,170 | 642,846 | SH | OTR | 642,846 | 0 | 0 | ||
| NORTEK INC | COM NEW | 656559309 | 7,285 | 82,544 | SH | OTR | 82,544 | 0 | 0 | ||
| OUTFRONT MEDIA INC | COM | 69007J106 | 2,683 | 89,663 | SH | OTR | 89,663 | 0 | 0 | ||
| PLY GEM HLDGS INC | COM | 72941W100 | 5,053 | 388,667 | SH | OTR | 388,667 | 0 | 0 | ||
| SELECT SECTOR SPDR TR | SBI INT-ENERGY | 81369Y506 | 4,655 | 60,000 | SH | Put | OTR | 60,000 | 0 | 0 | |
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 44,114 | 213,700 | SH | Put | OTR | 213,700 | 0 | 0 | |
| UTI WORLDWIDE INC | NOTE 4.500% 3/0 | 90349LAB0 | 13,256 | 11,780,000 | PRN | OTR | 11,780,000 | 0 | 0 | ||