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 | 8,360 | 372,699 | SH | OTR | 372,699 | 0 | 0 | ||
| AMERICAN CAP LTD | COM | 02503Y103 | 8,891 | 656,185 | SH | OTR | 656,185 | 0 | 0 | ||
| AMERICAN RLTY CAP PPTYS INC | COM | 02917T104 | 7,861 | 966,929 | SH | OTR | 966,929 | 0 | 0 | ||
| ASCENT CAP GROUP INC | NOTE 4.000% 7/1 | 043632AA6 | 5,320 | 6,210,000 | PRN | OTR | 6,210,000 | 0 | 0 | ||
| COBALT INTL ENERGY INC | COM | 19075F106 | 2,816 | 290,000 | SH | Put | OTR | 290,000 | 0 | 0 | |
| COBALT INTL ENERGY INC | NOTE 3.125% 5/1 | 19075FAB2 | 6,600 | 9,000,000 | PRN | OTR | 9,000,000 | 0 | 0 | ||
| CUMULUS MEDIA INC | CL A | 231082108 | 2,507 | 1,234,906 | SH | OTR | 1,234,906 | 0 | 0 | ||
| CUSTOMERS BANCORP INC | COM | 23204G100 | 6,981 | 259,601 | SH | OTR | 259,601 | 0 | 0 | ||
| ERICKSON INC | COM | 29482P100 | 998 | 229,925 | SH | OTR | 229,925 | 0 | 0 | ||
| EXTERRAN HLDGS INC | COM | 30225X103 | 5,870 | 179,800 | SH | OTR | 179,800 | 0 | 0 | ||
| GRACE W R & CO DEL NEW | COM | 38388F108 | 6,585 | 65,657 | SH | OTR | 65,657 | 0 | 0 | ||
| HORSEHEAD HLDG CORP | COM | 440694305 | 5,369 | 458,100 | SH | Put | OTR | 458,100 | 0 | 0 | |
| HORSEHEAD HLDG CORP | COM | 440694305 | 4,285 | 365,645 | SH | OTR | 365,645 | 0 | 0 | ||
| HORSEHEAD HLDG CORP | NOTE 3.800% 7/0 | 440694AB3 | 12,818 | 12,300,000 | PRN | OTR | 12,300,000 | 0 | 0 | ||
| INTERNATIONAL SPEEDWAY CORP | CL A | 460335201 | 5,365 | 146,301 | SH | OTR | 146,301 | 0 | 0 | ||
| ISHARES | IBOXX HI YD ETF | 464288513 | 62,782 | 707,000 | SH | Put | OTR | 707,000 | 0 | 0 | |
| ISHARES TR | RUSSELL 2000 ETF | 464287655 | 55,987 | 448,400 | SH | Put | OTR | 448,400 | 0 | 0 | |
| LPL FINL HLDGS INC | COM | 50212V100 | 6,662 | 143,304 | SH | OTR | 143,304 | 0 | 0 | ||
| NORTEK INC | COM NEW | 656559309 | 6,862 | 82,544 | SH | OTR | 82,544 | 0 | 0 | ||
| OUTFRONT MEDIA INC | COM | 69007J106 | 2,263 | 89,663 | SH | OTR | 89,663 | 0 | 0 | ||
| PLY GEM HLDGS INC | COM | 72941W100 | 3,551 | 301,197 | SH | OTR | 301,197 | 0 | 0 | ||
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 74,785 | 363,300 | SH | Put | OTR | 363,300 | 0 | 0 | |
| UTI WORLDWIDE INC | NOTE 4.500% 3/0 | 90349LAB0 | 20,622 | 19,805,000 | PRN | OTR | 19,805,000 | 0 | 0 | ||