0001631273-17-000001.txt : 20170210 0001631273-17-000001.hdr.sgml : 20170210 20170210121109 ACCESSION NUMBER: 0001631273-17-000001 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20161231 FILED AS OF DATE: 20170210 DATE AS OF CHANGE: 20170210 EFFECTIVENESS DATE: 20170210 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: 17591256 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 12-31-2016 12-31-2016 Pyrrho Capital Management, LP

295 Madison Avenue Suite 1830 New York NY 10017

13F HOLDINGS REPORT 028-16574 N Milan Patel 212-984-1891 /s/ Milan Patel New York NY 2-10-2017 0 31 66533 INFORMATION TABLE 2 Form13FInfoTable.xml PYRRHO CAPITAL MANAGEMENT, LP INFORMATION TABLE AEGEAN MARINE PETROLEUM NETW SHS Y0017S102 1228 121000 SH SOLE N/A 121000 0 0 ALLY FINL INC COM 02005N100 609 32000 SH SOLE N/A 32000 0 0 ALTISOURCE RESIDENTIAL CORP CL B 02153W100 1325 120000 SH SOLE N/A 120000 0 0 AMERICAN CAP LTD COM 02503Y103 5107 285000 SH SOLE N/A 285000 0 0 BARRICK GOLD CORP COM 067901108 1470 92000 SH SOLE N/A 92000 0 0 BUNGE LIMITED COM G16962105 1156 16000 SH SOLE N/A 16000 0 0 CITIGROUP INC COM NEW 172967424 594 10000 SH SOLE N/A 10000 0 0 ENERGY TRANSFER PRTNRS L P UNIT LTD PARTN 29273R109 716 20000 SH SOLE N/A 20000 0 0 GREEN PLAINS INC COM 393222104 1114 40000 SH SOLE N/A 40000 0 0 HEWLETT PACKARD ENTERPRISE C COM 42824C109 926 40000 SH Put SOLE N/A 40000 0 0 HORIZON PHARMA INVT LTD NOTE 2.500% 3/1 44052TAB7 4357 4550000 PRN SOLE N/A 4550000 0 0 HORIZON PHARMA PLC SHS G4617B105 1519 93900 SH SOLE N/A 93900 0 0 MOSAIC CO NEW COM 61945C103 2346 80000 SH Put SOLE N/A 80000 0 0 NEUROCRINE BIOSCIENCES INC COM 64125C109 2136 55204 SH SOLE N/A 55204 0 0 NEURODERM LTD ORD SHS M74231107 504 22700 SH SOLE N/A 22700 0 0 NEW YORK REIT INC COM 64976L109 1086 107300 SH SOLE N/A 107300 0 0 NORTHSTAR ASSET MGMT GROUP I COM 66705Y104 1312 87914 SH SOLE N/A 87914 0 0 PATRIOT NATL INC COM 70338T102 756 162506 SH SOLE N/A 162506 0 0 RITE AID CORP COM 767754104 1121 136000 SH SOLE N/A 136000 0 0 SLM CORP COM 78442P106 2149 195000 SH SOLE N/A 195000 0 0 SPDR GOLD TRUST GOLD SHS 78463V107 4330 39500 SH SOLE N/A 39500 0 0 SPDR GOLD TRUST GOLD SHS 78463V107 7508 68500 SH Put SOLE N/A 68500 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 5365 24000 SH Put SOLE N/A 24000 0 0 SPDR SERIES TRUST S&P OILGAS EXP 78464A730 3314 80000 SH Put SOLE N/A 80000 0 0 SPECTRUM PHARMACEUTICALS INC NOTE 2.750%12/1 84763AAB4 2058 2250000 PRN SOLE N/A 2250000 0 0 TECK RESOURCES LTD CL B 878742204 400 19958 SH SOLE N/A 19958 0 0 UNITED STATES STL CORP NEW COM 912909108 264 8000 SH SOLE N/A 8000 0 0 VANECK VECTORS ETF TR GOLD MINERS ETF 92189F106 973 46500 SH SOLE N/A 46500 0 0 VANECK VECTORS ETF TR BIOTECH ETF 92189F726 8606 80000 SH Put SOLE N/A 80000 0 0 VEREIT INC COM 92339V100 973 115000 SH SOLE N/A 115000 0 0 WESTERN REFNG INC COM 959319104 1211 32000 SH Put SOLE N/A 32000 0 0