0001565772-17-000005.txt : 20171114
0001565772-17-000005.hdr.sgml : 20171114
20171114141119
ACCESSION NUMBER: 0001565772-17-000005
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20170930
FILED AS OF DATE: 20171114
DATE AS OF CHANGE: 20171114
EFFECTIVENESS DATE: 20171114
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: 171200438
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
09-30-2017
09-30-2017
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
11-14-2017
0
117
2349747
false
INFORMATION TABLE
2
form13fInfoTable.xml
AK STL CORP
NOTE 5.000%11/1
001546AP5
1346
1000000
PRN
SOLE
1000000
0
0
AMERICAN AIRLS GROUP INC
COM
02376R102
3087
65000
SH
SOLE
65000
0
0
AMERICAN RLTY CAP PPTYS INC
NOTE 3.000% 8/0
02917TAA2
10391
10314000
PRN
SOLE
10314000
0
0
ARVINMERITOR INC
FRNT 4.000% 2/1
043353AH4
5279
4500000
PRN
SOLE
4500000
0
0
AVIS BUDGET GROUP
COM
053774105
1903
50000
SH
SOLE
50000
0
0
BROADSOFT INC
NOTE 1.500% 7/0
11133BAB8
7661
6000000
PRN
SOLE
6000000
0
0
BROOKDALE SR LIVING INC
NOTE 2.750% 6/1
112463AA2
15572
15591000
PRN
SOLE
15591000
0
0
CIT GROUP INC
COM NEW
125581801
1962
40000
SH
SOLE
40000
0
0
CANADIAN SOLAR INC
NOTE 4.250% 2/1
136635AE9
13336
13660000
PRN
SOLE
13660000
0
0
CEMEX SAB DE CV
NOTE 3.750% 3/1
151290BC6
12602
11000000
PRN
SOLE
11000000
0
0
CHESAPEAKE ENERGY CORP
COM
165167107
3270
760500
SH
SOLE
760500
0
0
COMMUNITY HEALTH SYS INC NEW
COM
203668108
573
74572
SH
SOLE
74572
0
0
DHT HOLDINGS INC
DEBT 4.500%10/0
23335SAB2
2478
2500000
PRN
SOLE
2500000
0
0
FREEPORT-MCMORAN INC
CL B
35671D857
1404
100000
SH
SOLE
100000
0
0
GNC HLDGS INC
COM CL A
36191G107
2888
326698
SH
SOLE
326698
0
0
GNC HLDGS INC
NOTE 1.500% 8/1
36191GAB3
9972
13351000
PRN
SOLE
13351000
0
0
GAMESTOP CORP NEW
CL A
36467W109
2196
106286
SH
SOLE
106286
0
0
GENERAL MTRS CO
COM
37045V100
395
9787
SH
SOLE
9787
0
0
HERBALIFE LTD
NOTE 2.000% 8/1
42703MAB9
37617
37500000
PRN
SOLE
37500000
0
0
ICONIX BRAND GROUP INC
COM
451055107
673
118357
SH
SOLE
118357
0
0
ICONIX BRAND GROUP INC
NOTE 1.500% 3/1
451055AF4
23699
23818000
PRN
SOLE
23818000
0
0
NAVISTAR INTL CORP NEW
NOTE 4.500%10/1
63934EAQ1
11991
11475000
PRN
SOLE
11475000
0
0
NAVISTAR INTL CORP NEW
NOTE 4.750% 4/1
63934EAS7
26400
24000000
PRN
SOLE
24000000
0
0
PENNEY J C INC
COM
708160106
11136
2922935
SH
SOLE
2922935
0
0
PROSPECT CAPITAL CORPORATION
NOTE 5.750% 3/1
74348TAL6
6563
6438000
PRN
SOLE
6438000
0
0
PROSPECT CAPITAL CORPORATION
NOTE 5.875% 1/1
74348TAM4
9455
9135000
PRN
SOLE
9135000
0
0
RYLAND GROUP INC
NOTE 0.250% 6/0
783764AS2
14438
15000000
PRN
SOLE
15000000
0
0
SANOFI
RIGHT 12/31/2020
80105N113
544
1510000
SH
SOLE
1510000
0
0
SOLARCITY CORP
NOTE 2.750%11/0
83416TAA8
15799
15829000
PRN
SOLE
15829000
0
0
SYNCHRONOSS TECHNOLOGIES INC
NOTE 0.750% 8/1
87157BAA1
685
800000
PRN
SOLE
800000
0
0
TENET HEALTHCARE CORP
COM NEW
88033G407
2193
133472
SH
SOLE
133472
0
0
TESLA MTRS INC
NOTE 0.250% 3/0
88160RAB7
11006
10000000
PRN
SOLE
10000000
0
0
TOLL BROTHERS INC
COM
889478103
415
10000
SH
SOLE
10000
0
0
TWITTER INC
NOTE 0.250% 9/1
90184LAB8
8550
9000000
PRN
SOLE
9000000
0
0
WEB COM GROUP INC
NOTE 1.000% 8/1
94733AAA2
8240
8250000
PRN
SOLE
8250000
0
0
WHITING PETE CORP NEW
COM
966387102
781
143000
SH
SOLE
143000
0
0
YANDEX NV
NOTE 1.125%12/1
98474TAB3
14491
14500000
PRN
SOLE
14500000
0
0
WEATHERFORD INTL PLC
ORD SHS
G48833100
2702
590000
SH
SOLE
590000
0
0
MALLINCKRODT PUB LTD CO
SHS
G5785G107
299
8000
SH
SOLE
8000
0
0
TRANSOCEAN LTD
REG SHS
H8817H100
1883
175000
SH
SOLE
175000
0
0
AVON PRODS INC
COM
054303102
1212
520000
SH
Call
SOLE
520000
0
0
FRONTIER COMMUNICATIONS CORP
COM NEW
35906A306
2193
186000
SH
Call
SOLE
186000
0
0
GNC HLDGS INC
COM CL A
36191G107
1253
141700
SH
Call
SOLE
141700
0
0
HERC HLDGS INC
COM
42704L104
786
16000
SH
Call
SOLE
16000
0
0
HERTZ GLOBAL HLDGS INC
COM
42806J106
1207
54000
SH
Call
SOLE
54000
0
0
PENNEY J C INC
COM
708160106
2762
725000
SH
Call
SOLE
725000
0
0
RITE AID CORP
COM
767754104
784
400000
SH
Call
SOLE
400000
0
0
TECK RESOURCES LTD
CL B
878742204
791
37500
SH
Call
SOLE
37500
0
0
VALEANT PHARMACEUTICALS INTL
COM
91911K102
3153
220000
SH
Call
SOLE
220000
0
0
VALE S A
ADR
91912E105
5035
500000
SH
Call
SOLE
500000
0
0
YPF SOCIEDAD ANONIMA
SPON ADR CL D
984245100
223
10000
SH
Call
SOLE
10000
0
0
NABORS INDUSTRIES LTD
SHS
G6359F103
1614
200000
SH
Call
SOLE
200000
0
0
SEADRILL LIMITED
SHS
G7945E105
207
591100
SH
Call
SOLE
591100
0
0
TRANSOCEAN LTD
REG SHS
H8817H100
4304
400000
SH
Call
SOLE
400000
0
0
ADOBE SYS INC
COM
00724F101
22004
147500
SH
Put
SOLE
147500
0
0
ALLY FINL INC
COM
02005N100
47195
1945400
SH
Put
SOLE
1945400
0
0
AMAZON COM INC
COM
023135106
16824
17500
SH
Put
SOLE
17500
0
0
AMERICAN AIRLS GROUP INC
COM
02376R102
182571
3844400
SH
Put
SOLE
3844400
0
0
AMERICAN AXLE & MFG HLDGS IN
COM
024061103
7941
451700
SH
Put
SOLE
451700
0
0
ARCELORMITTAL SA LUXEMBOURG
NY REGISTRY SH
03938L203
12313
478005
SH
Put
SOLE
478005
0
0
AUTODESK INC
COM
052769106
10103
90000
SH
Put
SOLE
90000
0
0
BROOKDALE SR LIVING INC
COM
112463104
16204
1528700
SH
Put
SOLE
1528700
0
0
CIT GROUP INC
COM NEW
125581801
85994
1753200
SH
Put
SOLE
1753200
0
0
CANADIAN SOLAR INC
COM
136635109
21133
1254900
SH
Put
SOLE
1254900
0
0
CATERPILLAR INC DEL
COM
149123101
3330
26700
SH
Put
SOLE
26700
0
0
CEMEX SAB DE CV
SPON ADR NEW
151290889
30465
3355128
SH
Put
SOLE
3355128
0
0
CENTURYLINK INC
COM
156700106
15812
836600
SH
Put
SOLE
836600
0
0
CHESAPEAKE ENERGY CORP
COM
165167107
5407
1257400
SH
Put
SOLE
1257400
0
0
CLEVELAND CLIFFS INC
COM
185899101
16564
2316600
SH
Put
SOLE
2316600
0
0
COMMUNITY HEALTH SYS INC NEW
COM
203668108
77
10000
SH
Put
SOLE
10000
0
0
CONSTELLATION BRANDS INC
CL A
21036P108
8636
43300
SH
Put
SOLE
43300
0
0
DELTA AIR LINES INC DEL
COM NEW
247361702
3911
81100
SH
Put
SOLE
81100
0
0
FACEBOOK INC
CL A
30303M102
34789
203600
SH
Put
SOLE
203600
0
0
FREEPORT-MCMORAN INC
CL B
35671D857
69995
4985400
SH
Put
SOLE
4985400
0
0
GNC HLDGS INC
COM CL A
36191G107
18785
2125000
SH
Put
SOLE
2125000
0
0
GAMESTOP CORP NEW
CL A
36467W109
8809
426400
SH
Put
SOLE
426400
0
0
GENERAL MTRS CO
COM
37045V100
37977
940500
SH
Put
SOLE
940500
0
0
IAC INTERACTIVECORP
COM
44919P508
87421
743500
SH
Put
SOLE
743500
0
0
ICONIX BRAND GROUP INC
COM
451055107
25337
4452900
SH
Put
SOLE
4452900
0
0
JABIL CIRCUIT INC
COM
466313103
303
10600
SH
Put
SOLE
10600
0
0
JINKOSOLAR HLDG CO LTD
SPONSORED ADR
47759T100
1148
46000
SH
Put
SOLE
46000
0
0
KB HOME
COM
48666K109
17460
723900
SH
Put
SOLE
723900
0
0
KROGER CO
COM
501044101
602
30000
SH
Put
SOLE
30000
0
0
LENNAR CORP
CL A
526057104
1665
31600
SH
Put
SOLE
31600
0
0
NATIONSTAR MTG HLDGS INC
COM
63861C109
4364
235000
SH
Put
SOLE
235000
0
0
NAVISTAR INTL CORP NEW
COM
63934E108
231420
5251200
SH
Put
SOLE
5251200
0
0
NAVIENT CORP
COM
63938C108
15335
1021000
SH
Put
SOLE
1021000
0
0
NIKE INC
CL B
654106103
5185
100000
SH
Put
SOLE
100000
0
0
NUANCE COMMUNICATIONS INC
COM
67020Y100
25033
1592400
SH
Put
SOLE
1592400
0
0
OCWEN FINL CORP
COM NEW
675746309
509
148000
SH
Put
SOLE
148000
0
0
PALO ALTO NETWORKS INC
COM
697435105
6124
42500
SH
Put
SOLE
42500
0
0
PENNEY J C INC
COM
708160106
18890
4958000
SH
Put
SOLE
4958000
0
0
PETROLEO BRASILEIRO SA PETRO
SPONSORED ADR
71654V408
3053
304100
SH
Put
SOLE
304100
0
0
PIONEER NAT RES CO
COM
723787107
4426
30000
SH
Put
SOLE
30000
0
0
PROSPECT CAPITAL CORPORATION
COM
74348T102
25170
3745500
SH
Put
SOLE
3745500
0
0
RH
COM
74967X103
124734
1773800
SH
Put
SOLE
1773800
0
0
SALESFORCE COM INC
COM
79466L302
5082
54400
SH
Put
SOLE
54400
0
0
SCIENTIFIC GAMES CORP
CL A
80874P109
4585
100000
SH
Put
SOLE
100000
0
0
TENET HEALTHCARE CORP
COM NEW
88033G407
7620
463800
SH
Put
SOLE
463800
0
0
TESLA MTRS INC
COM
88160R101
295325
865801
SH
Put
SOLE
865801
0
0
TWITTER INC
COM
90184L102
5567
330000
SH
Put
SOLE
330000
0
0
ULTA SALON COSMETCS & FRAG I
COM
90384S303
6714
29700
SH
Put
SOLE
29700
0
0
UNITED CONTL HLDGS INC
COM
910047109
62158
1021000
SH
Put
SOLE
1021000
0
0
UNITED STATES STL CORP NEW
COM
912909108
30384
1184100
SH
Put
SOLE
1184100
0
0
VALEANT PHARMACEUTICALS INTL
COM
91911K102
15005
1047100
SH
Put
SOLE
1047100
0
0
VEREIT INC
COM
92339V100
29492
3557500
SH
Put
SOLE
3557500
0
0
WEIGHT WATCHERS INTL INC NEW
COM
948626106
58536
1344100
SH
Put
SOLE
1344100
0
0
WHITING PETE CORP NEW
COM
966387102
393
18000
SH
Put
SOLE
18000
0
0
WORKDAY INC
CL A
98138H101
4911
46600
SH
Put
SOLE
46600
0
0
YPF SOCIEDAD ANONIMA
SPON ADR CL D
984245100
7475
335500
SH
Put
SOLE
335500
0
0
HERBALIFE LTD
COM USD SHS
G4412G101
77448
1141800
SH
Put
SOLE
1141800
0
0
WEATHERFORD INTL PLC
ORD SHS
G48833100
46
10000
SH
Put
SOLE
10000
0
0
MALLINCKRODT PUB LTD CO
SHS
G5785G107
23409
626400
SH
Put
SOLE
626400
0
0
SEADRILL LIMITED
SHS
G7945E105
53
152600
SH
Put
SOLE
152600
0
0
TRANSOCEAN LTD
REG SHS
H8817H100
23357
2170700
SH
Put
SOLE
2170700
0
0
AERCAP HOLDINGS NV
SHS
N00985106
34131
667800
SH
Put
SOLE
667800
0
0
YANDEX N V
SHS CLASS A
N97284108
51639
1567200
SH
Put
SOLE
1567200
0
0