0001631273-15-000005.txt : 20150512 0001631273-15-000005.hdr.sgml : 20150512 20150512170801 ACCESSION NUMBER: 0001631273-15-000005 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20150331 FILED AS OF DATE: 20150512 DATE AS OF CHANGE: 20150512 EFFECTIVENESS DATE: 20150512 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: 15855365 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 03-31-2015 03-31-2015 Pyrrho Capital Management, LP

295 Madison Avenue Suite 1830 New York NY 10017

13F HOLDINGS REPORT 028-16574 N Gigi Lam 212-984-1882 Gigi Lam New York NY 5-12-2015 0 25 116111 INFORMATION TABLE 2 Form13FInfoTable.xml PYRRHO CAPITAL MANAGEMENT, LP INFORMATION TABLE AEGEAN MARINE PETE NETWORK I NOTE 4.000%11/0 Y0020QAA9 239 200000 PRN SOLE N/A 200000 0 0 AEGEAN MARINE PETROLEUM NETW SHS Y0017S102 4373 304292 SH SOLE N/A 304292 0 0 AMERICAN RLTY CAP PPTYS INC NOTE 3.750%12/1 02917TAB0 1760 1800000 PRN SOLE N/A 1800000 0 0 APOLLO GROUP INC CL A 037604105 851 45000 SH SOLE N/A 45000 0 0 ARDMORE SHIPPING CORP COM Y0207T100 1085 107700 SH SOLE N/A 107700 0 0 ASHFORD HOSPITALITY TR INC COM SHS 044103109 2946 306200 SH SOLE N/A 306200 0 0 ASHFORD INC COM 044104107 1257 10583 SH SOLE N/A 10583 0 0 ASSURED GUARANTY LTD COM G0585R106 13285 503400 SH SOLE N/A 503400 0 0 BARCLAYS BK PLC IPATH S&P500 VIX 06742E711 2307 90000 SH Put SOLE N/A 90000 0 0 CEMEX SAB DE CV SPON ADR NEW 151290889 6705 708000 SH SOLE N/A 708000 0 0 DELTA AIR LINES INC DEL COM NEW 247361702 9891 220000 SH SOLE N/A 220000 0 0 DHT HOLDINGS INC SHS NEW Y2065G121 1813 259708 SH SOLE N/A 259708 0 0 FIRST MARBLEHEAD CORP COM NEW 320771207 748 120000 SH SOLE N/A 120000 0 0 HOWARD HUGHES CORP COM 44267D107 5914 38150 SH SOLE N/A 38150 0 0 IMPERIAL HLDGS INC COM 452834104 981 140800 SH SOLE N/A 140800 0 0 MORGANS HOTEL GROUP CO COM 61748W108 1289 166379 SH SOLE N/A 166379 0 0 NATIONSTAR MTG HLDGS INC COM 63861C109 4706 190000 SH SOLE N/A 190000 0 0 NORTHSTAR ASSET MGMT GROUP I COM 66705Y104 7632 326975 SH SOLE N/A 326975 0 0 NORTHSTAR RLTY FIN CORP COM NEW 66704R704 25360 1399570 SH SOLE N/A 1399570 0 0 RAIT FINANCIAL TRUST COM NEW 749227609 2397 349463 SH SOLE N/A 349463 0 0 SCIENTIFIC GAMES CORP CL A 80874P109 1699 162300 SH SOLE N/A 162300 0 0 SCORPIO TANKERS INC SHS Y7542C106 6197 657871 SH SOLE N/A 657871 0 0 TALISMAN ENERGY INC COM 87425E103 8294 1080000 SH SOLE N/A 1080000 0 0 VTTI ENERGY PARTNERS LP COM UNIT RP LT Y9384M101 1085 43700 SH SOLE N/A 43700 0 0 WEBSTER FINL CORP CONN COM 947890109 3297 89000 SH SOLE N/A 89000 0 0