Pyrrho Capital Management as of Dec. 31, 2015
Portfolio Holdings for Pyrrho Capital Management
Pyrrho Capital Management holds 14 positions in its portfolio as reported in the December 2015 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| Spdr S&p Oil & Gas Exp & Pr put | 46.9 | $70M | 990k | 70.20 | |
| Ishares Nasdaq Biotech Indx call | 31.9 | $47M | 140k | 338.33 | |
| iShares NASDAQ Biotechnology Index (IBB) | 6.8 | $10M | 30k | 338.33 | |
| Diamond Resorts International | 3.1 | $4.6M | 178k | 25.51 | |
| Allergan | 2.5 | $3.7M | 12k | 312.48 | |
| Zogenix | 1.5 | $2.2M | 148k | 14.74 | |
| Scorpio Tankers | 1.5 | $2.2M | 270k | 8.02 | |
| ardmore Shipping (ASC) | 1.4 | $2.1M | 165k | 12.72 | |
| Alder Biopharmaceuticals | 1.4 | $2.1M | 63k | 33.03 | |
| Dht Holdings (DHT) | 1.1 | $1.6M | 203k | 8.09 | |
| Revance Therapeutics (RVNC) | 0.6 | $854k | 25k | 34.16 | |
| Service Corporation International (SCI) | 0.5 | $703k | 27k | 26.04 | |
| Green Plains Renewable Energy (GPRE) | 0.5 | $676k | 30k | 22.90 | |
| BioDelivery Sciences International | 0.4 | $647k | 135k | 4.79 |
