0001565772-13-000005.txt : 20130515 0001565772-13-000005.hdr.sgml : 20130515 20130515160311 ACCESSION NUMBER: 0001565772-13-000005 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20130331 FILED AS OF DATE: 20130515 DATE AS OF CHANGE: 20130515 EFFECTIVENESS DATE: 20130515 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Pomelo Capital LLC CENTRAL INDEX KEY: 0001565772 IRS NUMBER: 453709116 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-15346 FILM NUMBER: 13846905 BUSINESS ADDRESS: STREET 1: 717 FIFTH AVENUE, SUITE 1403 CITY: NEW YORK STATE: NY ZIP: 10022 BUSINESS PHONE: 212-897-3340 MAIL ADDRESS: STREET 1: 717 FIFTH AVENUE, SUITE 1403 CITY: NEW YORK STATE: NY ZIP: 10022 13F-HR 1 pcap13fhr20130331.txt POMELO CAPITAL LLC UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: March 31, 2013 Check here if Amendment [ ]; Amendment Number: ______ This Amendment (Check only one): [ ] is a restatement. [ ] adds new holdings entries Institutional Investment Manager Filing this Report: Name: Pomelo Capital LLC Address: 717 FIFTH AVENUE, SUITE 1403 NEW YORK, NY 10022 Form 13F File Number: 028-15346 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person signing this Report on Behalf of Reporting Manager: Name: Eric Kostrowski Title: Chief Operating Officer & Chief Compliance Officer Phone: 212-897-3343 Signature, Place, and Date of Signing: /s/ Eric Kostrowski New York, NY May 15, 2013 ------------------------------------- ------------- -------------------- [Signature] [City, State] [Date] Report Type (Check only one): [X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) [ ] 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) [ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 103 Form 13F Information Table Value Total: $305,054 (thousands) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. NONE
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ---------------------------------- --------------- --------- -------- ------------------- ---------- -------- ---------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ---------------------------------- --------------- --------- -------- ---------- --- ---- ---------- -------- ---------- ------ ---- ALPHA NATURAL RESOURCES INC COM 02076X102 583 636,700 SH PUT SOLE 636,700 ALPHA NATURAL RESOURCES INC NOTE 2.375% 4/1 02076XAA0 1,907 2,000,000 PRN SOLE 2,000,000 ANNALY CAP MGMT INC COM 035710409 2,503 6,335,200 SH PUT SOLE 6,335,200 ANNALY CAP MGMT INC NOTE 5.000% 5/1 035710AB8 48,753 47,000,000 PRN SOLE 47,000,000 ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L104 681 1,338,700 SH PUT SOLE 1,338,700 ARCELORMITTAL SA LUXEMBOURG NOTE 5.000% 5/1 03938LAK0 20,575 20,000,000 PRN SOLE 20,000,000 BEST BUY INC COM 086516101 4,004 180,750 SH SOLE 180,750 BEST BUY INC COM 086516101 1,454 2,187,300 SH PUT SOLE 2,187,300 BLOCK H & R INC COM 093671105 853 29,000 SH SOLE 29,000 BLOCK H & R INC COM 093671105 182 1,454,600 SH PUT SOLE 1,454,600 CIT GROUP INC COM NEW 125581801 852 19,599 SH SOLE 19,599 CIT GROUP INC COM NEW 125581801 486 2,154,500 SH PUT SOLE 2,154,500 CELGENE CORP RIGHT 12/31/203 151020112 367 51,700 SH SOLE 51,700 CEMEX SAB DE CV SPON ADR NEW 151290889 1,340 3,256,908 SH PUT SOLE 3,256,908 CEMEX SAB DE CV NOTE 4.875% 3/1 151290AV5 16,035 13,000,000 PRN SOLE 13,000,000 CENTURYLINK INC COM 156700106 597 17,000 SH SOLE 17,000 CENTURYLINK INC COM 156700106 10 102,600 SH CALL SOLE 102,600 CHESAPEAKE ENERGY CORP COM 165167107 2,041 100,000 SH SOLE 100,000 CHESAPEAKE ENERGY CORP COM 165167107 2,700 3,153,100 SH PUT SOLE 3,153,100 CLEARWIRE CORP NEW CL A 18538Q105 96 1,142,100 SH PUT SOLE 1,142,100 CLIFFS NAT RES INC COM 18683K101 142 58,400 SH PUT SOLE 58,400 CONSTELLATION BRANDS INC CL A 21036P108 128 100,000 SH CALL SOLE 100,000 D R HORTON INC NOTE 2.000% 5/1 23331ABB4 35,717 19,000,000 PRN SOLE 19,000,000 DELL INC COM 24702R101 60 150,000 SH CALL SOLE 150,000 DELTA AIR LINES INC DEL COM NEW 247361702 1,403 6,278,400 SH PUT SOLE 6,278,400 DONNELLEY R R & SONS CO COM 257867101 2,409 199,958 SH SOLE 199,958 DONNELLEY R R & SONS CO COM 257867101 451 905,500 SH PUT SOLE 905,500 EXPEDIA INC DEL COM NEW 30212P303 900 15,000 SH SOLE 15,000 FORD MTR CO DEL COM PAR $0.01 345370860 901 68,490 SH SOLE 68,490 FORD MTR CO DEL COM PAR $0.01 345370860 44 86,700 SH CALL SOLE 86,700 FORD MTR CO DEL COM PAR $0.01 345370860 157 337,600 SH PUT SOLE 337,600 FREEPORT-MCMORAN COPPER & GO COM 35671D857 3,675 111,027 SH SOLE 111,027 FRONTIER COMMUNICATIONS CORP COM 35906A108 1,436 360,000 SH SOLE 360,000 GOLDMAN SACHS GROUP INC COM 38141G104 186 741,400 SH PUT SOLE 741,400 GOODYEAR TIRE & RUBR CO COM 382550101 1,045 82,877 SH SOLE 82,877 GOODYEAR TIRE & RUBR CO COM 382550101 319 1,064,800 SH PUT SOLE 1,064,800 HCA HOLDINGS INC COM 40412C101 1 20,000 SH PUT SOLE 20,000 HEWLETT PACKARD CO COM 428236103 43 365,700 SH PUT SOLE 365,700 ISTAR FINL INC COM 45031U101 3,770 346,154 SH SOLE 346,154 ISTAR FINL INC COM 45031U101 1,135 5,677,100 SH PUT SOLE 5,677,100 INTEROIL CORP COM 460951106 594 7,800 SH SOLE 7,800 INTEROIL CORP COM 460951106 1,282 274,200 SH PUT SOLE 274,200 INTEROIL CORP NOTE 2.750%11/1 460951AC0 5,971 6,100,000 PRN SOLE 6,100,000 IRON MTN INC COM 462846106 60 240,000 SH PUT SOLE 240,000 JOHNSON & JOHNSON COM 478160104 29 212,000 SH CALL SOLE 212,000 KINDER MORGAN ENERGY PARTNER UT LTD PARTNER 494550106 5 25,000 SH CALL SOLE 25,000 LEAP WIRELESS INTL INC NOTE 4.500% 7/1 521863AL4 4,142 4,055,000 PRN SOLE 4,055,000 LENNAR CORP CL A 526057104 1,037 25,000 SH SOLE 25,000 LEVEL 3 COMMUNICATIONS INC NOTE 7.000% 3/1 52729NBP4 2,336 2,000,000 PRN SOLE 2,000,000 LEXMARK INTL NEW CL A 529771107 519 467,000 SH PUT SOLE 467,000 LIBERTY MEDIA CORP NEW DEB 3.125% 3/3 530718AF2 6,509 4,000,000 PRN SOLE 4,000,000 LOUISIANA PAC CORP COM 546347105 274 150,000 SH CALL SOLE 150,000 MBIA INC COM 55262C100 571 55,559 SH SOLE 55,559 MBIA INC COM 55262C100 0 10,000 SH CALL SOLE 10,000 MBIA INC COM 55262C100 3,054 6,267,900 SH PUT SOLE 6,267,900 MGM RESORTS INTERNATIONAL NOTE 4.250% 4/1 55303QAE0 10,877 10,000,000 PRN SOLE 10,000,000 MASSEY ENERGY CO NOTE 3.250% 8/0 576203AJ2 13,030 13,500,000 PRN SOLE 13,500,000 MCMORAN EXPLORATION CO COM 582411104 50 631,500 SH CALL SOLE 631,500 MCMORAN EXPLORATION CO COM 582411104 25 250,000 SH PUT SOLE 250,000 MERITOR INC COM 59001K100 30 150,000 SH CALL SOLE 150,000 NRG ENERGY INC COM NEW 629377508 1,147 43,307 SH SOLE 43,307 NRG ENERGY INC COM NEW 629377508 160 2,988,600 SH PUT SOLE 2,988,600 NETAPP INC COM 64110D104 22 50,000 SH CALL SOLE 50,000 NETAPP INC COM 64110D104 36 785,000 SH PUT SOLE 785,000 NETAPP INC NOTE 1.750% 6/0 64110DAB0 19,652 18,000,000 PRN SOLE 18,000,000 OFFICE DEPOT INC COM 676220106 393 100,000 SH SOLE 100,000 OMNICARE INC DBCV 3.250%12/1 681904AL2 5,527 5,500,000 PRN SOLE 5,500,000 PHH CORP COM NEW 693320202 1,098 50,000 SH SOLE 50,000 PHH CORP COM NEW 693320202 245 991,500 SH PUT SOLE 991,500 PHH CORP NOTE 4.000% 9/0 693320AN3 3,313 3,000,000 PRN SOLE 3,000,000 PEABODY ENERGY CORP COM 704549104 158 54,600 SH PUT SOLE 54,600 PENNEY J C INC COM 708160106 1,813 120,000 SH SOLE 120,000 PENNEY J C INC COM 708160106 10,833 3,362,600 SH PUT SOLE 3,362,600 PLAINS EXPL& PRODTN CO COM 726505100 4,271 89,976 SH SOLE 89,976 PLAINS EXPL& PRODTN CO COM 726505100 447 676,100 SH CALL SOLE 676,100 PRICELINE COM INC DEBT 1.000% 3/1 741503AQ9 5,523 5,000,000 PRN SOLE 5,000,000 PROLOGIS NOTE 2.625% 5/1 74340XAS0 2,301 2,300,000 PRN SOLE 2,300,000 PROLOGIS NOTE 2.625% 5/1 743410AS1 2,701 2,700,000 PRN SOLE 2,700,000 RADIOSHACK CORP COM 750438103 27 108,200 SH CALL SOLE 108,200 RITE AID CORP NOTE 8.500% 5/1 767754BU7 14,281 12,000,000 PRN SOLE 12,000,000 ROSETTA STONE INC COM 777780107 1,860 120,908 SH SOLE 120,908 RYLAND GROUP INC COM 783764103 1,519 36,500 SH SOLE 36,500 SLM CORP COM 78442P106 1,646 80,283 SH SOLE 80,283 SLM CORP COM 78442P106 363 2,250,300 SH PUT SOLE 2,250,300 SPDR GOLD TRUST GOLD SHS 78463V107 91 437,500 SH PUT SOLE 437,500 SPDR SERIES TRUST S&P OILGAS EXP 78464A730 50 75,000 SH PUT SOLE 75,000 SAFEWAY INC COM NEW 786514208 55 245,900 SH PUT SOLE 245,900 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 79 514,400 SH PUT SOLE 514,400 SPRINT NEXTEL CORP COM SER 1 852061100 4,037 650,000 SH SOLE 650,000 SPRINT NEXTEL CORP COM SER 1 852061100 975 250,000 SH PUT SOLE 250,000 TOLL BROTHERS INC COM 889478103 1,057 30,859 SH SOLE 30,859 UNITED CONTL HLDGS INC COM 910047109 640 20,000 SH SOLE 20,000 UNITED CONTL HLDGS INC COM 910047109 751 2,475,200 SH PUT SOLE 2,475,200 UNITED STATES STL CORP NEW COM 912909108 2,407 3,343,300 SH PUT SOLE 3,343,300 VALE S A ADR 91912E105 1 18,000 SH PUT SOLE 18,000 WAL-MART STORES INC COM 931142103 14 400,000 SH CALL SOLE 400,000 WINDSTREAM CORP COM 97381W104 126 105,400 SH PUT SOLE 105,400 NABORS INDUSTRIES LTD SHS G6359F103 380 23,400 SH SOLE 23,400 WEATHERFORD INTERNATIONAL LT REG SHS H27013103 832 68,500 SH SOLE 68,500 WEATHERFORD INTERNATIONAL LT REG SHS H27013103 17 100,000 SH CALL SOLE 100,000 TRANSOCEAN LTD REG SHS H8817H100 1,849 35,592 SH SOLE 35,592 TRANSOCEAN LTD REG SHS H8817H100 1,957 68,600 SH PUT SOLE 68,600 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 64 349,400 SH PUT SOLE 349,400