CHIEF OPERATING OFFICER

0001565772-17-000004.txt : 20170814 0001565772-17-000004.hdr.sgml : 20170814 20170814144038 ACCESSION NUMBER: 0001565772-17-000004 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20170630 FILED AS OF DATE: 20170814 DATE AS OF CHANGE: 20170814 EFFECTIVENESS DATE: 20170814 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: 171029387 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 primary_doc.xml 13F-HR LIVE false false false 0001565772 XXXXXXXX 06-30-2017 06-30-2017 Pomelo Capital LLC

717 FIFTH AVENUE, SUITE 1403 NEW YORK NY 10022

13F HOLDINGS REPORT 028-15346 N ERIC KOSTROWSKI CHIEF OPERATING OFFICER 212-897-3343 /s/ ERIC KOSTROWSKI NEW YORK NY 08-14-2017 0 119 2282516 false INFORMATION TABLE 2 form13fInfoTable.xml AK STL CORP NOTE 5.000%11/1 001546AP5 1476 1000000 PRN SOLE 1000000 0 0 AMERICAN AIRLS GROUP INC COM 02376R102 3271 65000 SH SOLE 65000 0 0 AMERICAN RLTY CAP PPTYS INC NOTE 3.000% 8/0 02917TAA2 10372 10314000 PRN SOLE 10314000 0 0 ARVINMERITOR INC FRNT 4.000% 2/1 043353AH4 13944 13320000 PRN SOLE 13320000 0 0 AVIS BUDGET GROUP COM 053774105 1364 50000 SH SOLE 50000 0 0 BROADSOFT INC NOTE 1.500% 7/0 11133BAB8 7028 6000000 PRN SOLE 6000000 0 0 BROOKDALE SR LIVING INC NOTE 2.750% 6/1 112463AA2 15523 15591000 PRN SOLE 15591000 0 0 CIT GROUP INC COM NEW 125581801 1948 40000 SH SOLE 40000 0 0 CANADIAN SOLAR INC NOTE 4.250% 2/1 136635AE9 7531 7660000 PRN SOLE 7660000 0 0 CEMEX SAB DE CV NOTE 3.750% 3/1 151290BC6 13186 11000000 PRN SOLE 11000000 0 0 CHESAPEAKE ENERGY CORP COM 165167107 2550 513000 SH SOLE 513000 0 0 COMMUNITY HEALTH SYS INC NEW COM 203668108 743 74572 SH SOLE 74572 0 0 DHT HOLDINGS INC DEBT 4.500%10/0 23335SAB2 2466 2500000 PRN SOLE 2500000 0 0 FREEPORT-MCMORAN INC CL B 35671D857 1201 100000 SH SOLE 100000 0 0 GNC HLDGS INC COM CL A 36191G107 2401 284827 SH SOLE 284827 0 0 GNC HLDGS INC NOTE 1.500% 8/1 36191GAB3 8945 13351000 PRN SOLE 13351000 0 0 GENERAL MTRS CO COM 37045V100 1215 34787 SH SOLE 34787 0 0 HERBALIFE LTD NOTE 2.000% 8/1 42703MAB9 39117 37500000 PRN SOLE 37500000 0 0 HERTZ GLOBAL HLDGS INC COM 42806J106 805 70000 SH SOLE 70000 0 0 ICONIX BRAND GROUP INC COM 451055107 301 43500 SH SOLE 43500 0 0 ICONIX BRAND GROUP INC NOTE 1.500% 3/1 451055AF4 23178 23818000 PRN SOLE 23818000 0 0 INVENSENSE INC NOTE 1.750%11/0 46123DAB2 7026 7000000 PRN SOLE 7000000 0 0 MERITAGE HOMES CORP NOTE 1.875% 9/1 59001AAR3 16756 16529000 PRN SOLE 16529000 0 0 NAVISTAR INTL CORP NEW NOTE 4.500%10/1 63934EAQ1 17508 17475000 PRN SOLE 17475000 0 0 NAVISTAR INTL CORP NEW NOTE 4.750% 4/1 63934EAS7 13694 14000000 PRN SOLE 14000000 0 0 NUANCE COMMUNICATIONS INC COM 67020Y100 871 50000 SH SOLE 50000 0 0 PENNEY J C INC COM 708160106 12173 2617935 SH SOLE 2617935 0 0 PROSPECT CAPITAL CORPORATION NOTE 5.750% 3/1 74348TAL6 6631 6438000 PRN SOLE 6438000 0 0 PROSPECT CAPITAL CORPORATION NOTE 5.875% 1/1 74348TAM4 7122 6865000 PRN SOLE 6865000 0 0 RYLAND GROUP INC NOTE 0.250% 6/0 783764AS2 14269 15000000 PRN SOLE 15000000 0 0 SANOFI RIGHT 12/31/2020 80105N113 574 1510000 SH SOLE 1510000 0 0 SOLARCITY CORP NOTE 2.750%11/0 83416TAA8 15839 15829000 PRN SOLE 15829000 0 0 SYNCHRONOSS TECHNOLOGIES INC NOTE 0.750% 8/1 87157BAA1 3264 3500000 PRN SOLE 3500000 0 0 TENET HEALTHCARE CORP COM NEW 88033G407 2117 109472 SH SOLE 109472 0 0 TESLA MTRS INC NOTE 0.250% 3/0 88160RAB7 30343 26500000 PRN SOLE 26500000 0 0 TOLL BROTHERS INC COM 889478103 395 10000 SH SOLE 10000 0 0 TWITTER INC NOTE 0.250% 9/1 90184LAB8 8544 9000000 PRN SOLE 9000000 0 0 VALEANT PHARMACEUTICALS INTL COM 91911K102 433 25000 SH SOLE 25000 0 0 WEB COM GROUP INC NOTE 1.000% 8/1 94733AAA2 8307 8250000 PRN SOLE 8250000 0 0 WHITING PETE CORP NEW COM 966387102 788 143000 SH SOLE 143000 0 0 YANDEX NV NOTE 1.125%12/1 98474TAB3 14110 14500000 PRN SOLE 14500000 0 0 WEATHERFORD INTL PLC ORD SHS G48833100 2051 530000 SH SOLE 530000 0 0 SEADRILL LIMITED SHS G7945E105 485 1344000 SH SOLE 1344000 0 0 TRANSOCEAN LTD REG SHS H8817H100 1440 175000 SH SOLE 175000 0 0 AVON PRODS INC COM 054303102 1849 486600 SH Call SOLE 486600 0 0 FRONTIER COMMUNICATIONS CORP COM 35906A108 626 36000 SH Call SOLE 36000 0 0 GNC HLDGS INC COM CL A 36191G107 791 93800 SH Call SOLE 93800 0 0 NAVISTAR INTL CORP NEW COM 63934E108 876 33400 SH Call SOLE 33400 0 0 TECK RESOURCES LTD CL B 878742204 650 37500 SH Call SOLE 37500 0 0 VALEANT PHARMACEUTICALS INTL COM 91911K102 3806 220000 SH Call SOLE 220000 0 0 VALE S A ADR 91912E105 3728 426000 SH Call SOLE 426000 0 0 YPF SOCIEDAD ANONIMA SPON ADR CL D 984245100 219 10000 SH Call SOLE 10000 0 0 HERBALIFE LTD COM USD SHS G4412G101 6448 90400 SH Call SOLE 90400 0 0 NABORS INDUSTRIES LTD SHS G6359F103 1628 200000 SH Call SOLE 200000 0 0 TRANSOCEAN LTD REG SHS H8817H100 3292 400000 SH Call SOLE 400000 0 0 ADOBE SYS INC COM 00724F101 20862 147500 SH Put SOLE 147500 0 0 ALLY FINL INC COM 02005N100 40659 1945400 SH Put SOLE 1945400 0 0 AMAZON COM INC COM 023135106 16940 17500 SH Put SOLE 17500 0 0 AMERICAN AIRLS GROUP INC COM 02376R102 193450 3844400 SH Put SOLE 3844400 0 0 AMERICAN AXLE & MFG HLDGS IN COM 024061103 7015 449700 SH Put SOLE 449700 0 0 ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L104 10865 478005 SH Put SOLE 478005 0 0 AUTODESK INC COM 052769106 9074 90000 SH Put SOLE 90000 0 0 BROOKDALE SR LIVING INC COM 112463104 22487 1528700 SH Put SOLE 1528700 0 0 CIT GROUP INC COM NEW 125581801 85381 1753200 SH Put SOLE 1753200 0 0 CANADIAN SOLAR INC COM 136635109 12699 797700 SH Put SOLE 797700 0 0 CATERPILLAR INC DEL COM 149123101 2869 26700 SH Put SOLE 26700 0 0 CEMEX SAB DE CV SPON ADR NEW 151290889 31605 3355128 SH Put SOLE 3355128 0 0 CENTURYLINK INC COM 156700106 19978 836600 SH Put SOLE 836600 0 0 CHESAPEAKE ENERGY CORP COM 165167107 6314 1270400 SH Put SOLE 1270400 0 0 CLIFFS NAT RES INC COM 18683K101 16031 2316600 SH Put SOLE 2316600 0 0 COMMUNITY HEALTH SYS INC NEW COM 203668108 100 10000 SH Put SOLE 10000 0 0 CONSTELLATION BRANDS INC CL A 21036P108 8389 43300 SH Put SOLE 43300 0 0 DELTA AIR LINES INC DEL COM NEW 247361702 4358 81100 SH Put SOLE 81100 0 0 FACEBOOK INC CL A 30303M102 30740 203600 SH Put SOLE 203600 0 0 FREEPORT-MCMORAN INC CL B 35671D857 59875 4985400 SH Put SOLE 4985400 0 0 GNC HLDGS INC COM CL A 36191G107 17293 2051400 SH Put SOLE 2051400 0 0 GAMESTOP CORP NEW CL A 36467W109 9215 426400 SH Put SOLE 426400 0 0 GENERAL MTRS CO COM 37045V100 32852 940500 SH Put SOLE 940500 0 0 IAC INTERACTIVECORP COM 44919P508 76759 743500 SH Put SOLE 743500 0 0 ICONIX BRAND GROUP INC COM 451055107 30749 4449900 SH Put SOLE 4449900 0 0 JABIL 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304100 SH Put SOLE 304100 0 0 PIONEER NAT RES CO COM 723787107 4787 30000 SH Put SOLE 30000 0 0 PROSPECT CAPITAL CORPORATION COM 74348T102 30413 3745500 SH Put SOLE 3745500 0 0 RH COM 74967X103 112000 1735900 SH Put SOLE 1735900 0 0 SALESFORCE COM INC COM 79466L302 4711 54400 SH Put SOLE 54400 0 0 SCIENTIFIC GAMES CORP CL A 80874P109 2610 100000 SH Put SOLE 100000 0 0 TENET HEALTHCARE CORP COM NEW 88033G407 8970 463800 SH Put SOLE 463800 0 0 TESLA MTRS INC COM 88160R101 331741 917401 SH Put SOLE 917401 0 0 TWITTER INC COM 90184L102 5897 330000 SH Put SOLE 330000 0 0 ULTA SALON COSMETCS & FRAG I COM 90384S303 8534 29700 SH Put SOLE 29700 0 0 UNITED CONTL HLDGS INC COM 910047109 76830 1021000 SH Put SOLE 1021000 0 0 UNITED STATES STL CORP NEW COM 912909108 26216 1184100 SH Put SOLE 1184100 0 0 VALEANT PHARMACEUTICALS INTL COM 91911K102 11472 663100 SH Put SOLE 663100 0 0 VEREIT INC COM 92339V100 28958 3557500 SH Put SOLE 3557500 0 0 WEIGHT WATCHERS INTL INC NEW COM 948626106 44078 1318900 SH Put SOLE 1318900 0 0 WHITING PETE CORP NEW COM 966387102 397 72000 SH Put SOLE 72000 0 0 WORKDAY INC CL A 98138H101 4520 46600 SH Put SOLE 46600 0 0 YPF SOCIEDAD ANONIMA SPON ADR CL D 984245100 7347 335500 SH Put SOLE 335500 0 0 HERBALIFE LTD COM USD SHS G4412G101 73213 1026400 SH Put SOLE 1026400 0 0 WEATHERFORD INTL PLC ORD SHS G48833100 39 10000 SH Put SOLE 10000 0 0 MALLINCKRODT PUB LTD CO SHS G5785G107 21123 471400 SH Put SOLE 471400 0 0 SEADRILL LIMITED SHS G7945E105 485 1344000 SH Put SOLE 1344000 0 0 TRANSOCEAN LTD REG SHS H8817H100 17865 2170700 SH Put SOLE 2170700 0 0 AERCAP HOLDINGS NV SHS N00985106 31006 667800 SH Put SOLE 667800 0 0 YANDEX N V SHS CLASS A N97284108 41123 1567200 SH Put SOLE 1567200 0 0