We are live on !
Find out more
PCM
Pyrrho Capital Management Portfolio holdings
AUM
$66.5M
Turnover
80%
1-Year Est. Return
7.14%
This Fund
S&P 500
This Quarter Est. Return
+1.16%
1 Year Est. Return
-7.14%
3 Year Est. Return
–
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$66.5M
AUM Growth
-$542K
(-0.81%)
Cap. Flow
-$10.4M
Cap. Flow % of AUM
Cap. Flow %
-15.63%
Top 10 Holdings %
Top 10 Hldgs %
67.96%
Holding
50
New
21
Increased
4
Reduced
2
Closed
19
Avg Time Held
Equity + Options
0.1
years
Top 10 Avg Time Held
Equity + Options
0.1
years
Top 20 Avg Time Held
Equity + Options
0.1
years
Avg Time Held Equity only
0.1
years
Top 10 Avg Time Held Equity only
0.1
years
Top 20 Avg Time Held Equity only
0.1
years
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
SPDR Gold Trust
GLD
|
+$4.59M |
| 2 |
ACAS
American Capital Ltd
ACAS
|
+$3.01M |
| 3 |
SLM Corp
SLM
|
+$1.75M |
| 4 |
Barrick Mining
B
|
+$1.46M |
| 5 |
Neurocrine Biosciences
NBIX
|
+$1.33M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$10.9M |
| 2 |
Delta Air Lines
DAL
|
+$4.17M |
| 3 |
iShares Biotechnology ETF
IBB
|
+$3.91M |
| 4 |
PNK
Pinnacle Entertainment Inc.
PNK
|
+$2.12M |
| 5 |
WNRL
Western Refining Logistics, LP
WNRL
|
+$1.79M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Miscellaneous | 61.61% |
| 2 | Financials | 15.82% |
| 3 | Healthcare | 7.94% |
| 4 | Real Estate | 5.09% |
| 5 | Materials | 4.88% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
1
PUT
VanEck Biotech ETF
BBH
$507M
| $8.61M | 12.93% |
+80,000
| New | +$8.7M |
2016 Q4
0 quarters
|
|
|
2
PUT
SPDR Gold Trust
GLD
$136B
| $7.51M | 11.28% |
+68,500
| New | +$7.95M |
2016 Q4
0 quarters
|
|
|
3
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$817B
| $5.36M | 8.06% |
24,000
-72,500
| -75% | -$15.8M |
2016 Q3
1 quarter
|
|
|
ACAS
4
DELISTED
American Capital Ltd
ACAS
| $5.11M | 7.68% |
285,000
+175,000
| +159% | +$3.01M |
2016 Q2
2 quarters
|
|
|
5
SPDR Gold Trust
GLD
$136B
| $4.33M | 6.51% |
+39,500
| New | +$4.59M |
2016 Q4
0 quarters
|
|
6
PUT
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$4.27B
| $3.31M | 4.98% |
+20,000
| New | +$3.14M |
2016 Q4
0 quarters
|
|
7
PUT
The Mosaic Company
MOS
$5.97B
| $2.35M | 3.53% |
+80,000
| New | +$2.15M |
2016 Q4
0 quarters
|
|
|
8
SLM Corp
SLM
$3.56B
| $2.15M | 3.23% |
+195,000
| New | +$1.75M |
2016 Q4
0 quarters
|
|
|
9
Neurocrine Biosciences
NBIX
$14.8B
| $2.14M | 3.21% |
55,204
+29,404
| +114% | +$1.33M |
2016 Q3
1 quarter
|
|
|
HZNP
10
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
| $1.52M | 2.28% |
93,900
+51,900
| +124% | +$941K |
2016 Q3
1 quarter
|
|
|
11
Barrick Mining
B
$64.5B
| $1.47M | 2.21% |
+92,000
| New | +$1.46M |
2016 Q4
0 quarters
|
|
|
RESI
12
DELISTED
Front Yard Residential Corporation Common Stock
RESI
| $1.32M | 1.99% |
120,000
| – | – |
2016 Q3
1 quarter
|
|
13
DELISTED
DigitalBridge
DBRG
| $1.31M | 1.97% |
21,979
-20,250
| -48% | -$1.14M |
2016 Q1
3 quarters
|
|
|
ANW
14
DELISTED
Aegean Marine Petroleum Network
ANW
| $1.23M | 1.85% |
+121,000
| New | +$1.2M |
2016 Q4
0 quarters
|
|
|
WNR
15
PUT
DELISTED
Western Refining Inc
WNR
| $1.21M | 1.82% |
+32,000
| New | +$1.05M |
2016 Q4
0 quarters
|
|
16
Bunge Global
BG
$19.5B
| $1.16M | 1.74% |
+16,000
| New | +$1.07M |
2016 Q4
0 quarters
|
|
|
RAD
17
DELISTED
Rite Aid Corporation
RAD
| $1.12M | 1.68% |
+6,800
| New | +$1.03M |
2016 Q4
0 quarters
|
|
18
Green Plains
GPRE
$950M
| $1.11M | 1.67% |
+40,000
| New | +$1.06M |
2016 Q4
0 quarters
|
|
|
NYRT
19
DELISTED
New York REIT, Inc.
NYRT
| $1.09M | 1.63% |
10,730
| – | – |
2016 Q3
1 quarter
|
|
20
VanEck Gold Miners ETF
GDX
$25.4B
| $973K | 1.46% |
+46,500
| New | +$1.03M |
2016 Q4
0 quarters
|
|
|
VER
21
DELISTED
VEREIT, Inc.
VER
| $973K | 1.46% |
+23,000
| New | +$1.02M |
2016 Q4
0 quarters
|
|
22
PUT
Hewlett Packard
HPE
$80.6B
| $926K | 1.39% |
+68,822
| New | +$919K |
2016 Q4
0 quarters
|
|
23
DELISTED
Patriot National, Inc.
PN
| $756K | 1.14% |
162,506
+31,616
| +24% | +$208K |
2016 Q3
1 quarter
|
|
|
ETP
24
DELISTED
Energy Transfer Partners L.p.
ETP
| $716K | 1.08% |
+20,000
| New | +$713K |
2016 Q4
0 quarters
|
|
25
Ally Financial
ALLY
$11.9B
| $609K | 0.92% |
+32,000
| New | +$616K |
2016 Q4
0 quarters
|
|
Similar funds
NCIM
NA
SAM
OL
JPC
Pyrrho Capital Management's Q4 2016 Portfolio in Review
As of Q4 2016, Pyrrho Capital Management held 50 positions worth $66.5M, down 0.81% from $67.1M the previous quarter. Its ten largest holdings account for 68% of the portfolio.
Pyrrho Capital Management withdrew a net $10.4M in Q4 2016, closing 19 positions and reducing 2 holdings. Its most notable exit was State Street SPDR S&P 500 ETF Trust, an estimated $10.9M position sold in full.
By sector, the portfolio is most concentrated in Miscellaneous at 62% of assets, down from 67% a quarter earlier, followed by Financials and Healthcare.
Against the trend, Pyrrho Capital Management opened a new position in SPDR Gold Trust worth $4.33M.
- Pyrrho Capital Management's largest Q4 2016 buy was SPDR Gold Trust: 39,500 shares worth $4.33M.
- Pyrrho Capital Management added most to American Capital Ltd in Q4 2016, an estimated $3.01M increase.
- Pyrrho Capital Management's biggest Q4 2016 reduction was DigitalBridge, cutting an estimated $1.14M.
- Pyrrho Capital Management fully exited State Street SPDR S&P 500 ETF Trust in Q4 2016, selling an estimated $10.9M.
- Pyrrho Capital Management's ten largest holdings make up 68% of its $66.5M portfolio in Q4 2016.
- Pyrrho Capital Management opened 21 new positions and closed 19 in Q4 2016.
- Pyrrho Capital Management's portfolio value fell 0.81% quarter-over-quarter to $66.5M.
Based on Pyrrho Capital Management's 13F filing for Q4 2016, filed 10 Feb 2017.