Pyrrho Capital Management

Pyrrho Capital Management as of June 30, 2016

Portfolio Holdings for Pyrrho Capital Management

Pyrrho Capital Management holds 24 positions in its portfolio as reported in the June 2016 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Apollo Residential Mortgage 12.3 $4.0M 295k 13.40
iShares FTSE/Xinhua China 25 Index (FXI) 7.5 $2.4M 70k 34.21
Delta Air Lines (DAL) 7.4 $2.4M 65k 36.43
Starwood Property Trust note 6.5 $2.1M 2.0M 1.04
C&j Energy Services 6.3 $2.0M 3.0M 0.68
Northstar Asset Management C 5.9 $1.9M 187k 10.21
Apollo Coml Real Estate Fin Inc Sr Nt Conv 5.500% 03/15/19 B/e Dtd 03/17/14 5.1 $1.6M 1.6M 1.02
SPDR S&P Oil & Gas Explore & Prod. 4.9 $1.6M 45k 34.80
Helmerich & Payne (HP) 4.7 $1.5M 23k 67.11
Steel Dynamics (STLD) 4.0 $1.3M 53k 24.51
Service Corporation International (SCI) 3.9 $1.2M 46k 27.04
Macquarie Infrastructure Company 3.7 $1.2M 16k 74.06
Berry Plastics (BERY) 3.7 $1.2M 31k 38.85
Assured Guaranty (AGO) 3.6 $1.1M 45k 25.38
Calpine Corporation 3.2 $1.0M 70k 14.76
American Capital 2.7 $871k 55k 15.84
American Capital Mortgage In 2.7 $868k 55k 15.78
Solarcity Corp note 2.750%11/0 2.4 $780k 1.0M 0.78
Swift Transportation Company 2.4 $771k 50k 15.42
Xpo Logistics Inc equity (XPO) 2.2 $709k 27k 26.26
Parsley Energy Inc-class A 1.9 $622k 23k 27.04
Pioneer Natural Resources 1.2 $378k 2.5k 151.20
ardmore Shipping (ASC) 0.9 $287k 42k 6.78
Envision Healthcare Hlds 0.9 $279k 11k 25.36