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Pyrrho Capital Management Portfolio holdings
AUM
$66.5M
1-Year Est. Return
7.14%
This Fund
S&P 500
This Quarter
Est. Return
-10.05%
1 Year Est. Return
-7.14%
3 Year Est. Return
–
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$71.2M
AUM Growth
-$76.9M
(-52%)
Cap. Flow
-$8.92M
Cap. Flow
% of AUM
-12.52%
Top 10 Holdings %
Top 10 Hldgs %
89.39%
Holding
30
New
16
Increased
1
Reduced
2
Closed
11
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Bausch Health
BHC
|
+$4.29M |
| 2 |
Green Plains
GPRE
|
+$3.22M |
| 3 |
Steel Dynamics
STLD
|
+$1.89M |
| 4 |
AGU
Agrium
AGU
|
+$1.3M |
| 5 |
DYN
Dynegy, Inc.
DYN
|
+$1.28M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares Biotechnology ETF
IBB
|
+$10.2M |
| 2 |
DRII
DIAMOND RESORTS INTL, INC
DRII
|
+$4.55M |
| 3 |
AGN
Allergan plc
AGN
|
+$3.66M |
| 4 |
ZGNX
Zogenix, Inc.
ZGNX
|
+$2.19M |
| 5 |
ALDR
Alder Biopharmaceuticals
ALDR
|
+$2.08M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Miscellaneous | 72.91% |
| 2 | Materials | 10.19% |
| 3 | Industrials | 3.76% |
| 4 | Healthcare | 3.44% |
| 5 | Real Estate | 3.23% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
1
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$827B
| $28.8M | 40.41% |
+140,000
| New | +$27.3M |
|
|
2
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$827B
| $20.6M | 28.86% |
+100,000
| New | +$19.5M |
|
|
3
Green Plains
GPRE
$984M
| $3.67M | 5.16% |
230,035
+200,517
| +679% | +$3.22M |
|
|
4
Steel Dynamics
STLD
$33.8B
| $2.26M | 3.18% |
+100,500
| New | +$1.89M |
|
|
DYN
5
DELISTED
Dynegy, Inc.
DYN
| $1.61M | 2.26% |
+112,000
| New | +$1.28M |
|
6
PUT
iShares MSCI Emerging Markets ETF
EEM
$31.4B
| $1.54M | 2.16% |
+45,000
| New | +$1.39M |
|
|
7
Bausch Health
BHC
$2.36B
| $1.52M | 2.14% |
+58,000
| New | +$4.29M |
|
|
AGU
8
DELISTED
Agrium
AGU
| $1.32M | 1.86% |
+15,000
| New | +$1.3M |
|
|
VER
9
DELISTED
VEREIT, Inc.
VER
| $1.2M | 1.68% |
+27,000
| New | +$1.07M |
|
10
Werner Enterprises
WERN
$2.31B
| $1.2M | 1.68% |
+44,000
| New | +$1.12M |
|
11
Rithm Capital
RITM
$5.59B
| $1.1M | 1.55% |
+95,000
| New | +$1.05M |
|
|
12
CALL
Bausch Health
BHC
$2.36B
| $1.05M | 1.48% |
+40,000
| New | +$2.96M |
|
13
Scorpio Tankers
STNG
$3.88B
| $1.01M | 1.42% |
17,290
-9,710
| -36% | -$575K |
|
14
Travere Therapeutics
TVTX
$6.36B
| $926K | 1.3% |
+67,820
| New | +$1.03M |
|
15
DigitalBridge
DBRG
$2.99B
| $782K | 1.1% |
+17,229
| New | +$761K |
|
|
SWFT
16
DELISTED
Swift Transportation Company
SWFT
| $745K | 1.05% |
+40,000
| New | +$648K |
|
17
Ardmore Shipping
ASC
$721M
| $738K | 1.04% |
87,347
-77,793
| -47% | -$695K |
|
18
PBF Energy
PBF
$8.13B
| $631K | 0.89% |
+19,000
| New | +$607K |
|
19
Assured Guaranty
AGO
$3.34B
| $569K | 0.8% |
+22,500
| New | +$553K |
|
20
DHT Holdings
DHT
$3.12B
| – | – |
-202,500
| Closed | -$1.64M |
|
|
21
iShares Biotechnology ETF
IBB
$10.8B
| – | – |
-90,000
| Closed | -$10.2M |
|
22
CALL
iShares S&P 100 ETF
OEF
$20.5B
| – | – |
-139,500
| Closed | -$47.2M |
|
23
Service Corp International
SCI
$11.4B
| – | – |
-27,000
| Closed | -$703K |
|
24
CALL
State Street SPDR NYSE Technology ETF
XNTK
$2.03B
| – | – |
-990,000
| Closed | -$69.5M |
|
|
RVNC
25
DELISTED
Revance Therapeutics, Inc.
RVNC
| – | – |
-25,000
| Closed | -$854K |
|
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Pyrrho Capital Management's Q1 2016 Portfolio in Review
As of Q1 2016, Pyrrho Capital Management held 30 positions worth $71.2M, down 52% from $148M the previous quarter. Its ten largest holdings account for 89% of the portfolio.
Pyrrho Capital Management withdrew a net $8.92M in Q1 2016, closing 11 positions and reducing 2 holdings. Its most notable exit was iShares Biotechnology ETF, an estimated $10.2M position sold in full.
By sector, the portfolio is most concentrated in Miscellaneous at 73% of assets, down from 86% a quarter earlier, followed by Materials and Industrials.
Against the trend, Pyrrho Capital Management opened a new position in Bausch Health worth $1.52M.
- Pyrrho Capital Management's largest Q1 2016 buy was Bausch Health: 58,000 shares worth $1.52M.
- Pyrrho Capital Management added most to Green Plains in Q1 2016, an estimated $3.22M increase.
- Pyrrho Capital Management's biggest Q1 2016 reduction was Ardmore Shipping, cutting an estimated $695K.
- Pyrrho Capital Management fully exited iShares Biotechnology ETF in Q1 2016, selling an estimated $10.2M.
- Pyrrho Capital Management's ten largest holdings make up 89% of its $71.2M portfolio in Q1 2016.
- Pyrrho Capital Management opened 16 new positions and closed 11 in Q1 2016.
- Pyrrho Capital Management's portfolio value fell 52% quarter-over-quarter to $71.2M.
Based on Pyrrho Capital Management's 13F filing for Q1 2016, filed 13 May 2016.