0001565772-14-000004.txt : 20140515 0001565772-14-000004.hdr.sgml : 20140515 20140515160048 ACCESSION NUMBER: 0001565772-14-000004 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20140331 FILED AS OF DATE: 20140515 DATE AS OF CHANGE: 20140515 EFFECTIVENESS DATE: 20140515 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: 14847009 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 03-31-2014 03-31-2014 Pomelo Capital LLC

717 FIFTH AVENUE, SUITE 1403 NEW YORK NY 10022

13F HOLDINGS REPORT 028-15346 N ERIC KOSTROWSKI 212-897-3343 /s/ ERIC KOSTROWSKI NEW YORK NY 05-15-2014 0 84 201696 false INFORMATION TABLE 2 form13fInfoTable.xml ACTIVISION BLIZZARD INC COM 00507V109 29 37000 SH Call SOLE 37000 0 0 ADVANCED MICRO DEVICES INC COM 007903107 39 200000 SH Call SOLE 200000 0 0 AEROVIRONMENT INC COM 008073108 254 41300 SH Call SOLE 41300 0 0 ALPHA NATURAL RESOURCES INC COM 02076X102 847 199400 SH SOLE 199400 0 0 ALPHA NATURAL RESOURCES INC COM 02076X102 2024 1425900 SH Put SOLE 1425900 0 0 ALPHA NATURAL RESOURCES INC NOTE 2.375% 4/1 02076XAA0 10175 10200000 PRN SOLE 10200000 0 0 ANNALY CAP MGMT INC COM 035710409 1635 149000 SH SOLE 149000 0 0 ANNALY CAP MGMT INC COM 035710409 1359 5508000 SH Put SOLE 5508000 0 0 ANNALY CAP MGMT INC NOTE 5.000% 5/1 035710AB8 41513 40500000 PRN SOLE 40500000 0 0 ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L104 25 500000 SH Put SOLE 500000 0 0 BEST BUY INC COM 086516101 14 154100 SH Put SOLE 154100 0 0 C H ROBINSON WORLDWIDE INC COM NEW 12541W209 15 300000 SH Call SOLE 300000 0 0 CIT GROUP INC COM NEW 125581801 46 160300 SH Put SOLE 160300 0 0 CADENCE DESIGN SYSTEM INC NOTE 2.625% 6/0 127387AJ7 10353 5000000 PRN SOLE 5000000 0 0 CATERPILLAR INC DEL COM 149123101 122 96000 SH Put SOLE 96000 0 0 CELGENE CORP RIGHT 12/31/2030 151020112 42 15000 SH SOLE 15000 0 0 CELSION CORPORATION COM PAR $0.01 15117N404 17 49500 SH Call SOLE 49500 0 0 CEMEX SAB DE CV SPON ADR NEW 151290889 201 3477060 SH Put SOLE 3477060 0 0 CEMEX SAB DE CV NOTE 4.875% 3/1 151290AV5 13489 11000000 PRN SOLE 11000000 0 0 CHESAPEAKE ENERGY CORP COM 165167107 85 923600 SH Put SOLE 923600 0 0 CIENA CORP COM NEW 171779309 81 556600 SH Put SOLE 556600 0 0 CLIFFS NAT RES INC COM 18683K101 64 33400 SH Put SOLE 33400 0 0 COBALT INTL ENERGY INC COM 19075F106 471 25700 SH SOLE 25700 0 0 COBALT INTL ENERGY INC COM 19075F106 647 639800 SH Put SOLE 639800 0 0 COBALT INTL ENERGY INC NOTE 2.625%12/0 19075FAA4 9431 10000000 PRN SOLE 10000000 0 0 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