0001631273-16-000011.txt : 20160513 0001631273-16-000011.hdr.sgml : 20160513 20160513130721 ACCESSION NUMBER: 0001631273-16-000011 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20160331 FILED AS OF DATE: 20160513 DATE AS OF CHANGE: 20160513 EFFECTIVENESS DATE: 20160513 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: 161647244 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 03-31-2016 03-31-2016 Pyrrho Capital Management, LP

295 Madison Avenue Suite 1830 New York NY 10017

13F HOLDINGS REPORT 028-16574 N Milan Patel 2129841891 Milan Patel New York NY 5-13-2016 0 19 71204 INFORMATION TABLE 2 Form13FInfoTable.xml PYRRHO CAPITAL MANAGEMENT, LP INFORMATION TABLE AGRIUM INC COM 008916108 1324 15000 SH SOLE N/A 15000 0 0 ARDMORE SHIPPING CORP COM Y0207T100 738 87347 SH SOLE N/A 87347 0 0 ASSURED GUARANTY LTD COM G0585R106 569 22500 SH SOLE N/A 22500 0 0 DYNEGY INC NEW DEL COM 26817R108 1609 112000 SH SOLE N/A 112000 0 0 GREEN PLAINS INC COM 393222104 3671 230035 SH SOLE N/A 230035 0 0 ISHARES TR MSCI EMG MKT ETF 464287234 1541 45000 SH Put SOLE N/A 45000 0 0 NEW RESIDENTIAL INVT CORP COM NEW 64828T201 1105 95000 SH SOLE N/A 95000 0 0 NORTHSTAR ASSET MANAGEMENT COM 66705Y104 782 68914 SH SOLE N/A 68914 0 0 PBF ENERGY INC CL A 69318G106 631 19000 SH SOLE N/A 19000 0 0 RETROPHIN INC COM 761299106 926 67820 SH SOLE N/A 67820 0 0 SCORPIO TANKERS INC SHS Y7542C106 1008 172900 SH SOLE N/A 172900 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 28772 140000 SH Call SOLE N/A 140000 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 20552 100000 SH Put SOLE N/A 100000 0 0 STEEL DYNAMICS INC COM 858119100 2262 100500 SH SOLE N/A 100500 0 0 SWIFT TRANSN CO CL A 87074U101 745 40000 SH SOLE N/A 40000 0 0 VALEANT PHARMACEUTICALS INTL COM 91911K102 1525 58000 SH SOLE N/A 58000 0 0 VALEANT PHARMACEUTICALS INTL COM 91911K102 1052 40000 SH Call SOLE N/A 40000 0 0 VEREIT INC COM 92339V100 1197 135000 SH SOLE N/A 135000 0 0 WERNER ENTERPRISES INC COM 950755108 1195 44000 SH SOLE N/A 44000 0 0