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