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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
+7.18%
1 Year Est. Return
-7.14%
3 Year Est. Return
–
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$67.1M
AUM Growth
+$35M
(+109%)
Cap. Flow
+$11M
Cap. Flow
% of AUM
16.39%
Top 10 Holdings %
Top 10 Hldgs %
77.53%
Holding
47
New
21
Increased
3
Reduced
3
Closed
18
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 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$10.8M |
| 2 |
iShares Biotechnology ETF
IBB
|
+$3.85M |
| 3 |
PNK
Pinnacle Entertainment Inc.
PNK
|
+$1.97M |
| 4 |
WNRL
Western Refining Logistics, LP
WNRL
|
+$1.83M |
| 5 |
Invesco DB US Dollar Index Bullish Fund
UUP
|
+$1.73M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
AMTG
APOLLO RESIDENTIAL MTG INC COM STK
AMTG
|
+$3.95M |
| 2 |
CJES
C&J ENERGY SVCS LTD
CJES
|
+$2.04M |
| 3 |
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
|
+$1.57M |
| 4 |
Steel Dynamics
STLD
|
+$1.3M |
| 5 |
Berry Global Group, Inc.
BERY
|
+$1.19M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Miscellaneous | 66.66% |
| 2 | Financials | 8.72% |
| 3 | Industrials | 6.22% |
| 4 | Energy | 5.6% |
| 5 | Healthcare | 4.27% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
|
1
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$815B
| $20.9M | 31.12% |
+96,500
| New | +$20.9M |
2016 Q3
0 quarters
|
|
|
2
State Street SPDR S&P 500 ETF Trust
SPY
$815B
| $10.8M | 16.12% |
+50,000
| New | +$10.8M |
2016 Q3
0 quarters
|
|
3
Delta Air Lines
DAL
$51.4B
| $4.17M | 6.22% |
106,000
+41,000
| +63% | +$1.55M |
2016 Q2
1 quarter
|
|
|
4
iShares Biotechnology ETF
IBB
$10.6B
| $3.91M | 5.83% |
+40,500
| New | +$3.85M |
2016 Q3
0 quarters
|
|
5
CALL
Bausch Health
BHC
$2.36B
| $2.26M | 3.37% |
+92,000
| New | +$2.38M |
2016 Q3
0 quarters
|
|
6
DELISTED
DigitalBridge
DBRG
| $2.18M | 3.26% |
42,229
-4,500
| -10% | -$214K |
2016 Q1
2 quarters
|
|
|
PNK
7
DELISTED
Pinnacle Entertainment Inc.
PNK
| $2.12M | 3.16% |
+172,000
| New | +$1.97M |
2016 Q3
0 quarters
|
|
|
ACAS
8
DELISTED
American Capital Ltd
ACAS
| $1.86M | 2.77% |
110,000
+55,000
| +100% | +$911K |
2016 Q2
1 quarter
|
|
|
WNRL
9
DELISTED
Western Refining Logistics, LP
WNRL
| $1.79M | 2.67% |
+77,250
| New | +$1.83M |
2016 Q3
0 quarters
|
|
|
10
Invesco DB US Dollar Index Bullish Fund
UUP
$461M
| $1.73M | 2.58% |
+70,000
| New | +$1.73M |
2016 Q3
0 quarters
|
|
|
11
CALL
Delta Air Lines
DAL
$51.4B
| $1.57M | 2.35% |
+40,000
| New | +$1.51M |
2016 Q3
0 quarters
|
|
|
RESI
12
DELISTED
Front Yard Residential Corporation Common Stock
RESI
| $1.31M | 1.95% |
+120,000
| New | +$1.21M |
2016 Q3
0 quarters
|
|
13
Neurocrine Biosciences
NBIX
$13.9B
| $1.31M | 1.95% |
+25,800
| New | +$1.28M |
2016 Q3
0 quarters
|
|
14
DELISTED
Patriot National, Inc.
PN
| $1.18M | 1.76% |
+130,890
| New | +$1.14M |
2016 Q3
0 quarters
|
|
15
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
| $1.08M | 1.61% |
13,000
-3,000
| -19% | -$238K |
2016 Q2
1 quarter
|
|
|
NYRT
16
DELISTED
New York REIT, Inc.
NYRT
| $982K | 1.46% |
+10,730
| New | +$1.03M |
2016 Q3
0 quarters
|
|
|
HZNP
17
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
| $761K | 1.13% |
+42,000
| New | +$821K |
2016 Q3
0 quarters
|
|
18
Assured Guaranty
AGO
$3.07B
| $624K | 0.93% |
+22,500
| New | +$607K |
2016 Q3
0 quarters
|
|
|
ENLK
19
DELISTED
EnLink Midstream Partners, LP
ENLK
| $620K | 0.92% |
+35,000
| New | +$614K |
2016 Q3
0 quarters
|
|
|
PTXP
20
DELISTED
PennTex Midstream Partners, LP Common Units Reresenting Limited Partnership Interests
PTXP
| $534K | 0.8% |
+30,738
| New | +$502K |
2016 Q3
0 quarters
|
|
21
DELISTED
Pandora Media Inc
P
| $516K | 0.77% |
+36,000
| New | +$486K |
2016 Q3
0 quarters
|
|
22
Service Corp International
SCI
$11B
| $504K | 0.75% |
19,000
-27,000
| -59% | -$731K |
2016 Q2
1 quarter
|
|
|
EVHC
23
DELISTED
Envision Healthcare Holdings Inc
EVHC
| $490K | 0.73% |
7,348
+3,674
| +100% | +$253K |
2016 Q2
1 quarter
|
|
|
ZGNX
24
DELISTED
Zogenix, Inc.
ZGNX
| $305K | 0.45% |
+26,654
| New | +$246K |
2016 Q3
0 quarters
|
|
|
WPX
25
DELISTED
WPX Energy, Inc.
WPX
| $264K | 0.39% |
+20,000
| New | +$222K |
2016 Q3
0 quarters
|
|
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Pyrrho Capital Management's Q3 2016 Portfolio in Review
As of Q3 2016, Pyrrho Capital Management held 47 positions worth $67.1M, up 109% from $32.1M the previous quarter. Its ten largest holdings account for 78% of the portfolio.
Pyrrho Capital Management deployed $11M of net new capital in Q3 2016, opening 21 new positions and adding to 3 existing holdings. Its largest new stake was State Street SPDR S&P 500 ETF Trust: 50,000 shares worth $10.8M.
By sector, the portfolio is most concentrated in Miscellaneous at 67% of assets, up from 35% a quarter earlier, followed by Financials and Industrials.
On the sell side, the largest reduction was Service Corp International, an estimated $731K trimmed.
- Pyrrho Capital Management's largest Q3 2016 buy was State Street SPDR S&P 500 ETF Trust: 50,000 shares worth $10.8M.
- Pyrrho Capital Management added most to Delta Air Lines in Q3 2016, an estimated $1.55M increase.
- Pyrrho Capital Management's biggest Q3 2016 reduction was Service Corp International, cutting an estimated $731K.
- Pyrrho Capital Management fully exited APOLLO RESIDENTIAL MTG INC COM STK in Q3 2016, selling an estimated $3.95M.
- Pyrrho Capital Management's ten largest holdings make up 78% of its $67.1M portfolio in Q3 2016.
- Pyrrho Capital Management opened 21 new positions and closed 18 in Q3 2016.
- Pyrrho Capital Management's portfolio value rose 109% quarter-over-quarter to $67.1M.
Based on Pyrrho Capital Management's 13F filing for Q3 2016, filed 14 Nov 2016.