0001631273-16-000012.txt : 20160727 0001631273-16-000012.hdr.sgml : 20160727 20160727142305 ACCESSION NUMBER: 0001631273-16-000012 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20160630 FILED AS OF DATE: 20160727 DATE AS OF CHANGE: 20160727 EFFECTIVENESS DATE: 20160727 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: 161786379 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 false false 0001631273 XXXXXXXX 06-30-2016 06-30-2016 Pyrrho Capital Management, LP

295 Madison Avenue Suite 1830 New York NY 10017

13F HOLDINGS REPORT 028-16574 N Milan Patel 212-984-1891 Milan New York NY 7-27-2016 0 24 32101 INFORMATION TABLE 2 Form13FInfoTable.xml PYRRHO CAPITAL MANAGEMENT, LP INFORMATION TABLE AMERICAN CAP LTD COM 02503Y103 871 55000 SH SOLE N/A 55000 0 0 AMERICAN CAP MTG INVT CORP COM 02504A104 868 55000 SH SOLE N/A 55000 0 0 APOLLO COML REAL EST FIN INC NOTE 5.500% 3/1 03762UAA3 1624 1600000 SH SOLE N/A 1600000 0 0 APOLLO RESIDENTIAL MTG INC COM 03763V102 3953 295000 SH SOLE N/A 295000 0 0 ARDMORE SHIPPING CORP COM Y0207T100 287 42347 SH SOLE N/A 42347 0 0 ASSURED GUARANTY LTD COM G0585R106 1142 45000 SH Call SOLE N/A 45000 0 0 BERRY PLASTICS GROUP INC COM 08579W103 1185 30500 SH SOLE N/A 30500 0 0 C&J ENERGY SVCS LTD SHS G3164Q101 2040 3000000 SH SOLE N/A 3000000 0 0 CALPINE CORP COM NEW 131347304 1033 70000 SH SOLE N/A 70000 0 0 DELTA AIR LINES INC DEL COM NEW 247361702 2368 65000 SH SOLE N/A 65000 0 0 ENVISION HEALTHCARE HLDGS IN COM 29413U103 279 11000 SH SOLE N/A 11000 0 0 HELMERICH & PAYNE INC COM 423452101 1510 22500 SH Put SOLE N/A 22500 0 0 ISHARES TR CHINA LG-CAP ETF 464287184 2395 70000 SH Call SOLE N/A 70000 0 0 MACQUARIE INFRASTRUCTURE COR COM 55608B105 1185 16000 SH SOLE N/A 16000 0 0 NORTHSTAR ASSET MGMT GROUP I COM 66705Y104 1908 186914 SH SOLE N/A 186914 0 0 PARSLEY ENERGY INC CL A 701877102 622 23000 SH SOLE N/A 23000 0 0 PIONEER NAT RES CO COM 723787107 378 2500 SH SOLE N/A 2500 0 0 SERVICE CORP INTL COM 817565104 1244 46000 SH SOLE N/A 46000 0 0 SOLARCITY CORP NOTE 2.750%11/0 83416TAA8 780 1000000 SH SOLE N/A 1000000 0 0 SPDR SERIES TRUST S&P OILGAS EXP 78464A730 1566 45000 SH SOLE N/A 45000 0 0 STARWOOD PPTY TR INC NOTE 4.550% 3/0 85571BAA3 2084 2000000 SH SOLE N/A 2000000 0 0 STEEL DYNAMICS INC COM 858119100 1299 53000 SH SOLE N/A 53000 0 0 SWIFT TRANSN CO CL A 87074U101 771 50000 SH SOLE N/A 50000 0 0 XPO LOGISTICS INC COM 983793100 709 27000 SH SOLE N/A 27000 0 0