0001565772-18-000003.txt : 20180515
0001565772-18-000003.hdr.sgml : 20180515
20180515153826
ACCESSION NUMBER: 0001565772-18-000003
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20180331
FILED AS OF DATE: 20180515
DATE AS OF CHANGE: 20180515
EFFECTIVENESS DATE: 20180515
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: 18835957
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
03-31-2018
03-31-2018
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
05-15-2018
0
106
1831055
false
INFORMATION TABLE
2
form13fInfoTable.xml
AK STL CORP
NOTE 5.000%11/1
001546AP5
19878
16623000
PRN
SOLE
16623000
0
0
ARVINMERITOR INC
FRNT 4.000% 2/1
043353AH4
4721
4500000
PRN
SOLE
4500000
0
0
AVIS BUDGET GROUP
COM
053774105
1874
40000
SH
SOLE
40000
0
0
CANADIAN SOLAR INC
NOTE 4.250% 2/1
136635AE9
13523
13660000
PRN
SOLE
13660000
0
0
CARDTRONICS INC
NOTE 1.000%12/0
14161HAG3
2802
3000000
PRN
SOLE
3000000
0
0
CEMEX SAB DE CV
NOTE 3.720% 3/1
151290BT9
3926
3800000
PRN
SOLE
3800000
0
0
CENTURYLINK INC
COM
156700106
596
36300
SH
SOLE
36300
0
0
COMMUNITY HEALTH SYS INC NEW
COM
203668108
813
205272
SH
SOLE
205272
0
0
DHT HOLDINGS INC
DEBT 4.500%10/0
23335SAB2
2423
2500000
PRN
SOLE
2500000
0
0
EXPEDIA INC DEL
COM NEW
30212P303
5455
49406
SH
SOLE
49406
0
0
FREEPORT-MCMORAN INC
CL B
35671D857
879
50000
SH
SOLE
50000
0
0
FRONTIER COMMUNICATIONS CORP
COM NEW
35906A306
378
51000
SH
SOLE
51000
0
0
GNC HLDGS INC
COM CL A
36191G107
5173
1340283
SH
SOLE
1340283
0
0
GNC HLDGS INC
NOTE 1.500% 8/1
36191GAB3
9454
13351000
PRN
SOLE
13351000
0
0
GAMESTOP CORP NEW
CL A
36467W109
3487
276286
SH
SOLE
276286
0
0
GOGO INC
NOTE 3.750% 3/0
38046CAB5
6675
7500000
PRN
SOLE
7500000
0
0
HERBALIFE LTD
NOTE 2.000% 8/1
42703MAB9
46735
38500000
PRN
SOLE
38500000
0
0
HERTZ GLOBAL HLDGS INC
COM
42806J106
1092
55000
SH
SOLE
55000
0
0
NAVISTAR INTL CORP NEW
NOTE 4.500%10/1
63934EAQ1
5579
5495000
PRN
SOLE
5495000
0
0
NAVISTAR INTL CORP NEW
NOTE 4.750% 4/1
63934EAS7
27328
26500000
PRN
SOLE
26500000
0
0
PENNEY J C INC
COM
708160106
1488
492800
SH
SOLE
492800
0
0
PROSPECT CAPITAL CORPORATION
COM
74348T102
449
68600
SH
SOLE
68600
0
0
PROSPECT CAPITAL CORPORATION
NOTE 5.875% 1/1
74348TAM4
9352
9135000
PRN
SOLE
9135000
0
0
PROSPECT CAPITAL CORPORATION
NOTE 4.750% 4/1
74348TAQ5
6639
6614000
PRN
SOLE
6614000
0
0
RITE AID CORP
COM
767754104
126
75000
SH
SOLE
75000
0
0
SANOFI
RIGHT 12/31/2020
80105N113
638
1510000
SH
SOLE
1510000
0
0
SOLARCITY CORP
NOTE 2.750%11/0
83416TAA8
15533
15829000
PRN
SOLE
15829000
0
0
TENET HEALTHCARE CORP
COM NEW
88033G407
1297
53472
SH
SOLE
53472
0
0
TESLA INC
NOTE 0.250% 3/0
88160RAB7
9992
10000000
PRN
SOLE
10000000
0
0
TESLA INC
NOTE 1.250% 3/0
88160RAC5
20906
21000000
PRN
SOLE
21000000
0
0
WEB COM GROUP INC
NOTE 1.000% 8/1
94733AAA2
4975
5000000
PRN
SOLE
5000000
0
0
WEIGHT WATCHERS INTL INC NEW
COM
948626106
929
14572
SH
SOLE
14572
0
0
WHITING PETE CORP NEW
COM NEW
966387409
1210
35750
SH
SOLE
35750
0
0
WHITING PETE CORP NEW
NOTE 1.250% 4/0
966387AL6
1892
2000000
PRN
SOLE
2000000
0
0
YANDEX NV
NOTE 1.125%12/1
98474TAB3
15527
15264000
PRN
SOLE
15264000
0
0
WEATHERFORD INTL PLC
ORD SHS
G48833100
1500
655000
SH
SOLE
655000
0
0
MALLINCKRODT PUB LTD CO
SHS
G5785G107
1046
72245
SH
SOLE
72245
0
0
AVON PRODS INC
COM
054303102
1799
633600
SH
Call
SOLE
633600
0
0
BROOKDALE SR LIVING INC
COM
112463104
714
67400
SH
Call
SOLE
67400
0
0
CANADIAN SOLAR INC
COM
136635109
231
13700
SH
Call
SOLE
13700
0
0
FRONTIER COMMUNICATIONS CORP
COM NEW
35906A306
1247
168000
SH
Call
SOLE
168000
0
0
GNC HLDGS INC
COM CL A
36191G107
362
93800
SH
Call
SOLE
93800
0
0
NAVISTAR INTL CORP NEW
COM
63934E108
2204
50000
SH
Call
SOLE
50000
0
0
PANDORA MEDIA INC
COM
698354107
126
16400
SH
Call
SOLE
16400
0
0
RH
COM
74967X103
5626
80000
SH
Call
SOLE
80000
0
0
RITE AID CORP
COM
767754104
672
400000
SH
Call
SOLE
400000
0
0
TANGER FACTORY OUTLET CTRS I
COM
875465106
557
22800
SH
Call
SOLE
22800
0
0
HERBALIFE LTD
COM USD SHS
G4412G101
2591
76400
SH
Call
SOLE
76400
0
0
AK STL HLDG CORP
COM
001547108
7938
1420000
SH
Put
SOLE
1420000
0
0
ALIBABA GROUP HLDG LTD
SPONSORED ADS
01609W102
36787
213000
SH
Put
SOLE
213000
0
0
AMAZON COM INC
COM
023135106
35666
37100
SH
Put
SOLE
37100
0
0
AMERICAN AIRLS GROUP INC
COM
02376R102
34843
733700
SH
Put
SOLE
733700
0
0
APPLE INC
COM
037833100
40611
263500
SH
Put
SOLE
263500
0
0
AVON PRODS INC
COM
054303102
1152
494600
SH
Put
SOLE
494600
0
0
BLACKSTONE GROUP L P
COM UNIT LTD
09253U108
31702
950000
SH
Put
SOLE
950000
0
0
PRICELINE GRP INC
COM
741503403
32955
18000
SH
Put
SOLE
18000
0
0
BROOKDALE SR LIVING INC
COM
112463104
1445
215300
SH
Put
SOLE
215300
0
0
CSX CORP
COM
126408103
18573
342300
SH
Put
SOLE
342300
0
0
CALIFORNIA RES CORP
COM NEW
13057Q206
14775
1195600
SH
Put
SOLE
1195600
0
0
CANADIAN SOLAR INC
COM
136635109
21857
1337000
SH
Put
SOLE
1337000
0
0
CEMEX SAB DE CV
SPON ADR NEW
151290889
2815
425200
SH
Put
SOLE
425200
0
0
CENTURYLINK INC
COM
156700106
24379
1408100
SH
Put
SOLE
1408100
0
0
CHEVRON CORP NEW
COM
166764100
34663
295000
SH
Put
SOLE
295000
0
0
COMMUNITY HEALTH SYS INC NEW
COM
203668108
3529
755700
SH
Put
SOLE
755700
0
0
CONSTELLATION BRANDS INC
CL A
21036P108
32032
160600
SH
Put
SOLE
160600
0
0
CTRIP COM INTL LTD
AMERICAN DEP SHS
22943F100
31955
605900
SH
Put
SOLE
605900
0
0
DISH NETWORK CORP
CL A
25470M109
10346
192100
SH
Put
SOLE
192100
0
0
DUKE ENERGY CORP NEW
COM NEW
26441C204
39275
468000
SH
Put
SOLE
468000
0
0
EBAY INC
COM
278642103
33891
881200
SH
Put
SOLE
881200
0
0
ENERGEN CORP
COM
29265N108
3638
65900
SH
Put
SOLE
65900
0
0
EXPEDIA INC DEL
COM NEW
30212P303
41527
288500
SH
Put
SOLE
288500
0
0
GNC HLDGS INC
COM CL A
36191G107
14733
3689000
SH
Put
SOLE
3689000
0
0
GAMESTOP CORP NEW
CL A
36467W109
6358
464300
SH
Put
SOLE
464300
0
0
GENERAL ELECTRIC CO
COM
369604103
6045
250000
SH
Put
SOLE
250000
0
0
GOGO INC
COM
38046C109
10054
1163200
SH
Put
SOLE
1163200
0
0
HILTON WORLDWIDE HLDGS INC
COM
43300A203
32294
465000
SH
Put
SOLE
465000
0
0
INTERCONTINENTAL EXCHANGE IN
COM
45866F104
18460
268700
SH
Put
SOLE
268700
0
0
LAUDER ESTEE COS INC
CL A
518439104
38413
356200
SH
Put
SOLE
356200
0
0
LAYNE CHRISTENSEN CO
COM
521050104
3742
258500
SH
Put
SOLE
258500
0
0
MBIA INC
COM
55262C100
180
20400
SH
Put
SOLE
20400
0
0
MATTEL INC
COM
577081102
352
25000
SH
Put
SOLE
25000
0
0
NAVISTAR INTL CORP NEW
COM
63934E108
34148
976500
SH
Put
SOLE
976500
0
0
NVIDIA CORP
COM
67066G104
38704
216500
SH
Put
SOLE
216500
0
0
OCWEN FINL CORP
COM NEW
675746309
610
148000
SH
Put
SOLE
148000
0
0
PROSPECT CAPITAL CORPORATION
COM
74348T102
13880
2109200
SH
Put
SOLE
2109200
0
0
RH
COM
74967X103
151190
1787100
SH
Put
SOLE
1787100
0
0
RENT A CTR INC NEW
COM
76009N100
762
76100
SH
Put
SOLE
76100
0
0
SCHLUMBERGER LTD
COM
806857108
27360
392200
SH
Put
SOLE
392200
0
0
SOUTHWEST AIRLS CO
COM
844741108
31461
562000
SH
Put
SOLE
562000
0
0
TANGER FACTORY OUTLET CTRS I
COM
875465106
2807
127600
SH
Put
SOLE
127600
0
0
TENET HEALTHCARE CORP
COM NEW
88033G407
5578
231100
SH
Put
SOLE
231100
0
0
TESLA INC
COM
88160R101
173405
544420
SH
Put
SOLE
544420
0
0
TEXTRON INC
COM
883203101
43104
800000
SH
Put
SOLE
800000
0
0
UNITED STATES STL CORP NEW
COM
912909108
904
25700
SH
Put
SOLE
25700
0
0
UNITI GROUP INC
COM
91325V108
13092
814400
SH
Put
SOLE
814400
0
0
VALEANT PHARMACEUTICALS INTL
COM
91911K102
29478
1861900
SH
Put
SOLE
1861900
0
0
VERTEX PHARMACEUTICALS INC
COM
92532F100
18503
121700
SH
Put
SOLE
121700
0
0
VISA INC
COM CL A
92826C839
44653
424300
SH
Put
SOLE
424300
0
0
WEB COM GROUP INC
COM
94733A104
3620
200000
SH
Put
SOLE
200000
0
0
WEIGHT WATCHERS INTL INC NEW
COM
948626106
118029
1852300
SH
Put
SOLE
1852300
0
0
WHITING PETE CORP NEW
COM NEW
966387409
4841
146600
SH
Put
SOLE
146600
0
0
YPF SOCIEDAD ANONIMA
SPON ADR CL D
984245100
4921
226800
SH
Put
SOLE
226800
0
0
HERBALIFE LTD
COM USD SHS
G4412G101
67929
1570800
SH
Put
SOLE
1570800
0
0
MALLINCKRODT PUB LTD CO
SHS
G5785G107
31444
1343700
SH
Put
SOLE
1343700
0
0
YANDEX N V
SHS CLASS A
N97284108
30574
775000
SH
Put
SOLE
775000
0
0
TEEKAY CORPORATION
COM
Y8564W103
654
79900
SH
Put
SOLE
79900
0
0