0001631273-16-000013.txt : 20161114
0001631273-16-000013.hdr.sgml : 20161111
20161114145345
ACCESSION NUMBER: 0001631273-16-000013
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20160930
FILED AS OF DATE: 20161114
DATE AS OF CHANGE: 20161114
EFFECTIVENESS DATE: 20161114
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: PYRRHO CAPITAL MANAGEMENT, LP
CENTRAL INDEX KEY: 0001631273
IRS NUMBER: 611676127
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-16574
FILM NUMBER: 161993927
BUSINESS ADDRESS:
STREET 1: 295 MADISON AVENUE
STREET 2: SUITE 1830
CITY: NEW YORK
STATE: NY
ZIP: 10017
BUSINESS PHONE: (212) 984-1883
MAIL ADDRESS:
STREET 1: 295 MADISON AVENUE
STREET 2: SUITE 1830
CITY: NEW YORK
STATE: NY
ZIP: 10017
13F-HR
1
primary_doc.xml
13F-HR
LIVE
false
true
false
0001631273
XXXXXXXX
09-30-2016
09-30-2016
Pyrrho Capital Management, LP
295 Madison Avenue
Suite 1830
New York
NY
10017
13F HOLDINGS REPORT
028-16574
N
Milan Patel
Ops Analyst
212-984-1891
/s/ Milan Patel
New York
NY
11-14-2016
0
29
67075
INFORMATION TABLE
2
Form13FInfoTable.xml
PYRRHO CAPITAL MANAGEMENT, LP INFORMATION TABLE
ALTISOURCE RESIDENTIAL CORP
CL B
02153W100
1308
120000
SH
SOLE
N/A
120000
0
0
AMERICAN CAP LTD
COM
02503Y103
1860
110000
SH
SOLE
N/A
110000
0
0
ASSURED GUARANTY LTD
COM
G0585R106
624
22500
SH
SOLE
N/A
22500
0
0
BOISE CASCADE CO DEL
COM
09739D100
203
8000
SH
SOLE
N/A
8000
0
0
DELTA AIR LINES INC DEL
COM NEW
247361702
4172
106000
SH
SOLE
N/A
106000
0
0
DELTA AIR LINES INC DEL
COM NEW
247361702
1574
40000
SH
Call
SOLE
N/A
40000
0
0
ENLINK MIDSTREAM PARTNERS LP
COM UNIT REP LTD
29336U107
620
35000
SH
SOLE
N/A
35000
0
0
ENVISION HEALTHCARE HLDGS IN
COM
29413U103
490
22000
SH
SOLE
N/A
22000
0
0
HORIZON PHARMA PLC
SHS
G4617B105
761
42000
SH
SOLE
N/A
42000
0
0
HORNBECK OFFSHORE SVCS INC N
NOTE 1.500% 9/0
440543AN6
1002
1750000
PRN
SOLE
N/A
1750000
0
0
ISHARES TR
NASDQ BIOTEC ETF
464287556
3908
13500
SH
SOLE
N/A
13500
0
0
MACQUARIE INFRASTRUCTURE COR
COM
55608B105
1082
13000
SH
SOLE
N/A
13000
0
0
MORGANS HOTEL GROUP CO
COM
61748W108
91
44941
SH
SOLE
N/A
44941
0
0
NEUROCRINE BIOSCIENCES INC
COM
64125C109
1307
25800
SH
SOLE
N/A
25800
0
0
NEW YORK REIT INC
COM
64976L109
982
107300
SH
SOLE
N/A
107300
0
0
NORTHSTAR ASSET MGMT GROUP I
COM
66705Y104
2184
168914
SH
SOLE
N/A
168914
0
0
PANDORA MEDIA INC
COM
698354107
516
36000
SH
SOLE
N/A
36000
0
0
PATRIOT NATL INC
COM
70338T102
1179
130890
SH
SOLE
N/A
130890
0
0
PENNTEX MIDSTREAM PARTNERS L
COM UNIT LTD
709311104
534
30738
SH
SOLE
N/A
30738
0
0
PINNACLE ENTMT INC NEW
COM
72348Y105
2122
172000
SH
SOLE
N/A
172000
0
0
POWERSHS DB US DOLLAR INDEX
DOLL INDX BULL
73936D107
1728
70000
SH
SOLE
N/A
70000
0
0
SERVICE CORP INTL
COM
817565104
504
19000
SH
SOLE
N/A
19000
0
0
SPDR S&P 500 ETF TR
TR UNIT
78462F103
20873
96500
SH
Put
SOLE
N/A
96500
0
0
SPDR S&P 500 ETF TR
TR UNIT
78462F103
10815
50000
SH
SOLE
N/A
50000
0
0
SPECTRUM PHARMACEUTICALS INC
NOTE 2.750%12/1
84763AAB4
2017
2250000
PRN
SOLE
N/A
2250000
0
0
VALEANT PHARMACEUTICALS INTL
COM
91911K102
2259
92000
SH
Call
SOLE
N/A
92000
0
0
WESTERN REFNG LOGISTICS LP
COM UNIT REP LTP
95931Q205
1791
77250
SH
SOLE
N/A
77250
0
0
WPX ENERGY INC
COM
98212B103
264
20000
SH
SOLE
N/A
20000
0
0
ZOGENIX INC
COM NEW
98978L204
305
26654
SH
SOLE
N/A
26654
0
0