CHIEF OPERATING OFFICER

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