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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
-4.8%
1 Year Est. Return
-7.14%
3 Year Est. Return
–
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$32.1M
AUM Growth
-$39.1M
Cap. Flow
+$9.04M
Cap. Flow %
28.17%
Top 10 Hldgs %
64.63%
Holding
39
New
20
Increased
2
Reduced
2
Closed
15

Top Buys

Rank Stock Value
1
AMTG
APOLLO RESIDENTIAL MTG INC COM STK
AMTG
+$3.98M
2
CJES
C&J ENERGY SVCS LTD
CJES
+$2.8M
3
DAL icon
Delta Air Lines
DAL
+$2.76M
4
XOP icon
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
+$1.54M
5
DBRG icon
DigitalBridge
DBRG
+$1.4M

Top Sells

Rank Stock Value
1
GPRE icon
Green Plains
GPRE
+$3.67M
2
DYN
Dynegy, Inc.
DYN
+$1.61M
3
BHC icon
Bausch Health
BHC
+$1.52M
4
AGU
Agrium
AGU
+$1.32M
5
VER
VEREIT, Inc.
VER
+$1.2M

Sector Composition

Rank Sector Weight
1 Miscellaneous 34.58%
2 Real Estate 15.02%
3 Energy 13.16%
4 Industrials 12.88%
5 Financials 8.66%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
AMTG
1
DELISTED
APOLLO RESIDENTIAL MTG INC COM STK
AMTG
$3.95M 12.31%
+295,000
New +$3.98M
FXI icon
2
CALL
iShares China Large-Cap ETF
FXI
$4.2B
$2.4M 7.46%
+70,000
New +$2.33M
DAL icon
3
Delta Air Lines
DAL
$53.4B
$2.37M 7.38%
+65,000
New +$2.76M
CJES
4
DELISTED
C&J ENERGY SVCS LTD
CJES
$2.04M 6.35%
+3,000,000
New +$2.8M
DBRG icon
5
DigitalBridge
DBRG
$2.99B
$1.91M 5.94%
46,729
+29,500
+171% +$1.4M
XOP icon
6
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.77B
$1.57M 4.88%
+11,250
New +$1.54M
HP icon
7
PUT
Helmerich & Payne
HP
$4.24B
$1.51M 4.7%
+22,500
New +$1.39M
STLD icon
8
Steel Dynamics
STLD
$33.8B
$1.3M 4.05%
53,000
-47,500
-47% -$1.16M
SCI icon
9
Service Corp International
SCI
$11.4B
$1.24M 3.88%
+46,000
New +$1.21M
BERY
10
DELISTED
Berry Global Group, Inc.
BERY
$1.19M 3.69%
+33,215
New +$1.14M
MIC
11
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
$1.19M 3.69%
+16,000
New +$1.13M
AGO icon
12
CALL
Assured Guaranty
AGO
$3.34B
$1.14M 3.56%
+45,000
New +$1.16M
CPN
13
DELISTED
Calpine Corporation
CPN
$1.03M 3.22%
+70,000
New +$1.04M
ACAS
14
DELISTED
American Capital Ltd
ACAS
$871K 2.71%
+55,000
New +$869K
MTGE
15
DELISTED
MTGE Investment Corp. Common Stock
MTGE
$868K 2.7%
+55,000
New +$842K
SWFT
16
DELISTED
Swift Transportation Company
SWFT
$771K 2.4%
50,000
+10,000
+25% +$165K
XPO icon
17
XPO
XPO
$22.4B
$709K 2.21%
+78,068
New +$775K
PE
18
DELISTED
PARSLEY ENERGY INC
PE
$622K 1.94%
+23,000
New +$571K
PXD
19
DELISTED
Pioneer Natural Resource Co.
PXD
$378K 1.18%
+2,500
New +$392K
ASC icon
20
Ardmore Shipping
ASC
$721M
$287K 0.89%
42,347
-45,000
-52% -$393K
EVHC
21
DELISTED
Envision Healthcare Holdings Inc
EVHC
$279K 0.87%
+3,674
New +$261K
AGO icon
22
Assured Guaranty
AGO
$3.34B
– –
-22,500
Closed -$579K
BHC icon
23
CALL
Bausch Health
BHC
$2.36B
– –
-40,000
Closed -$1.05M
BHC icon
24
Bausch Health
BHC
$2.36B
– –
-58,000
Closed -$1.52M
EEM icon
25
PUT
iShares MSCI Emerging Markets ETF
EEM
$31.4B
– –
-45,000
Closed -$1.54M
1
2

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Pyrrho Capital Management's Q2 2016 Portfolio in Review

As of Q2 2016, Pyrrho Capital Management held 39 positions worth $32.1M, down 55% from $71.2M the previous quarter. Its ten largest holdings account for 65% of the portfolio.

Pyrrho Capital Management deployed $9.04M of net new capital in Q2 2016, opening 20 new positions and adding to 2 existing holdings. Its largest new stake was APOLLO RESIDENTIAL MTG INC COM STK: 295,000 shares worth $3.95M.

By sector, the portfolio is most concentrated in Miscellaneous at 35% of assets, down from 73% a quarter earlier, followed by Real Estate and Energy.

On the sell side, the largest reduction was Steel Dynamics, an estimated $1.16M trimmed.

  • Pyrrho Capital Management's largest Q2 2016 buy was APOLLO RESIDENTIAL MTG INC COM STK: 295,000 shares worth $3.95M.
  • Pyrrho Capital Management added most to DigitalBridge in Q2 2016, an estimated $1.4M increase.
  • Pyrrho Capital Management's biggest Q2 2016 reduction was Steel Dynamics, cutting an estimated $1.16M.
  • Pyrrho Capital Management fully exited Green Plains in Q2 2016, selling an estimated $3.67M.
  • Pyrrho Capital Management's ten largest holdings make up 65% of its $32.1M portfolio in Q2 2016.
  • Pyrrho Capital Management opened 20 new positions and closed 15 in Q2 2016.
  • Pyrrho Capital Management's portfolio value fell 55% quarter-over-quarter to $32.1M.

Based on Pyrrho Capital Management's 13F filing for Q2 2016, filed 27 Jul 2016.