0001565772-15-000005.txt : 20151113
0001565772-15-000005.hdr.sgml : 20151113
20151113133307
ACCESSION NUMBER: 0001565772-15-000005
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20150930
FILED AS OF DATE: 20151113
DATE AS OF CHANGE: 20151113
EFFECTIVENESS DATE: 20151113
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: 151228285
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
09-30-2015
09-30-2015
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
11-13-2015
0
127
241665
false
INFORMATION TABLE
2
form13fInfoTable.xml
AMERICAN RLTY CAP PPTYS INC
NOTE 3.000% 8/0
02917TAA2
4275
4500000
PRN
SOLE
4500000
0
0
ARCELORMITTAL SA LUXEMBOURG
NY REGISTRY SH
03938L104
773
150000
SH
SOLE
150000
0
0
BROADSOFT INC
NOTE 1.500% 7/0
11133BAB8
1543
1500000
PRN
SOLE
1500000
0
0
CATERPILLAR INC DEL
COM
149123101
2935
44900
SH
SOLE
44900
0
0
CENTURYLINK INC
COM
156700106
754
30000
SH
SOLE
30000
0
0
COBALT INTL ENERGY INC
COM
19075F106
2407
340000
SH
SOLE
340000
0
0
COBALT INTL ENERGY INC
NOTE 2.625%12/0
19075FAA4
4988
7000000
PRN
SOLE
7000000
0
0
DBX ETF TR
DBXTR HAR CS 300
233051879
647
20000
SH
SOLE
20000
0
0
DELTA AIR LINES INC DEL
COM NEW
247361702
449
10000
SH
SOLE
10000
0
0
FREEPORT-MCMORAN INC
CL B
35671D857
727
75000
SH
SOLE
75000
0
0
FRONTIER COMMUNICATIONS CORP
COM
35906A108
475
100000
SH
SOLE
100000
0
0
GENERAL ELECTRIC CO
COM
369604103
12610
500000
SH
SOLE
500000
0
0
IAC INTERACTIVECORP
COM PAR $.001
44919P508
3394
52000
SH
SOLE
52000
0
0
INTEROIL CORP
COM
460951106
674
20000
SH
SOLE
20000
0
0
INTEROIL CORP
NOTE 2.750%11/1
460951AC0
15015
15100000
PRN
SOLE
15100000
0
0
INVENSENSE INC
NOTE 1.750%11/0
46123DAB2
4516
5000000
PRN
SOLE
5000000
0
0
KB HOME
COM
48666K109
542
40000
SH
SOLE
40000
0
0
LINEAR TECHNOLOGY CORP
COM
535678106
404
10000
SH
SOLE
10000
0
0
MBIA INC
COM
55262C100
3040
500000
SH
SOLE
500000
0
0
MGM RESORTS INTERNATIONAL
COM
552953101
1384
75000
SH
SOLE
75000
0
0
MERITAGE HOMES CORP
NOTE 1.875% 9/1
59001AAR3
6382
6362000
PRN
SOLE
6362000
0
0
MICRON TECHNOLOGY INC
COM
595112103
3146
210000
SH
SOLE
210000
0
0
NAVISTAR INTL CORP NEW
COM
63934E108
1399
110000
SH
SOLE
110000
0
0
NAVISTAR INTL CORP NEW
NOTE 4.500%10/1
63934EAQ1
2758
3743000
PRN
SOLE
3743000
0
0
NUANCE COMMUNICATIONS INC
NOTE 2.750%11/0
67020YAF7
5116
5000000
PRN
SOLE
5000000
0
0
PHH CORP
COM NEW
693320202
353
25000
SH
SOLE
25000
0
0
PETROLEO BRASILEIRO SA PETRO
SPONSORED ADR
71654V408
218
50000
SH
SOLE
50000
0
0
PRICELINE GRP INC
NOTE 1.000% 3/1
741503AQ9
7053
5000000
PRN
SOLE
5000000
0
0
PROSPECT CAPITAL CORPORATION
NOTE 5.375%10/1
74348TAK8
6282
6259000
PRN
SOLE
6259000
0
0
QUNAR CAYMAN IS LTD
SPNS ADR CL B
74906P104
1504
50000
SH
SOLE
50000
0
0
SANOFI
RIGHT 12/31/2020
80105N113
233
1223054
SH
SOLE
1223054
0
0
SERVICESOURCE INTL LLC
NOTE 1.500% 8/0
81763UAB6
2088
2500000
PRN
SOLE
2500000
0
0
SINA CORP
NOTE 1.000%12/0
82922RAD5
6937
7293000
PRN
SOLE
7293000
0
0
TESLA MTRS INC
NOTE 1.500% 6/0
88160RAA9
18326
9000000
PRN
SOLE
9000000
0
0
TOLL BROTHERS INC
COM
889478103
528
15430
SH
SOLE
15430
0
0
UNITED STATES STL CORP NEW
COM
912909108
313
30000
SH
SOLE
30000
0
0
WEB COM GROUP INC
NOTE 1.000% 8/1
94733AAA2
3299
3500000
PRN
SOLE
3500000
0
0
WEBMD HEALTH CORP
COM
94770V102
233
5859
SH
SOLE
5859
0
0
WEBMD HEALTH CORP
NOTE 2.250% 3/3
94770VAH5
7031
7000000
PRN
SOLE
7000000
0
0
WEIGHT WATCHERS INTL INC NEW
COM
948626106
5143
806100
SH
SOLE
806100
0
0
WYNN RESORTS LTD
COM
983134107
2661
50100
SH
SOLE
50100
0
0
YY INC
ADS REPCOM CLA
98426T106
3272
60000
SH
SOLE
60000
0
0
YY INC
NOTE 2.250% 4/0
98426TAB2
7979
8500000
PRN
SOLE
8500000
0
0
YELP INC
CL A
985817105
1300
60000
SH
SOLE
60000
0
0
WEATHERFORD INTL PLC
ORD SHS
G48833100
1526
180000
SH
SOLE
180000
0
0
SEADRILL LIMITED
SHS
G7945E105
6490
1100000
SH
SOLE
1100000
0
0
AK STL HLDG CORP
COM
001547108
40
500000
SH
Call
SOLE
500000
0
0
COBALT INTL ENERGY INC
COM
19075F106
2
41100
SH
Call
SOLE
41100
0
0
PETROLEO BRASILEIRO SA PETRO
SPONSORED ADR
71654V408
45
300000
SH
Call
SOLE
300000
0
0
TECK RESOURCES LTD
CL B
878742204
29
200000
SH
Call
SOLE
200000
0
0
WEIGHT WATCHERS INTL INC NEW
COM
948626106
40
721800
SH
Call
SOLE
721800
0
0
THE ADT CORPORATION
COM
00101J106
370
375700
SH
Put
SOLE
375700
0
0
ADOBE SYS INC
COM
00724F101
22
736200
SH
Put
SOLE
736200
0
0
ALIBABA GROUP HLDG LTD
SPONSORED ADS
01609W102
690
403000
SH
Put
SOLE
403000
0
0
ALLY FINL INC
COM
02005N100
426
557700
SH
Put
SOLE
557700
0
0
AMAZON COM INC
COM
023135106
117
22500
SH
Put
SOLE
22500
0
0
AMERICAN AXLE & MFG HLDGS IN
COM
024061103
210
129300
SH
Put
SOLE
129300
0
0
APPLE INC
COM
037833100
32
200000
SH
Put
SOLE
200000
0
0
ARCELORMITTAL SA LUXEMBOURG
NY REGISTRY SH
03938L104
2927
2150800
SH
Put
SOLE
2150800
0
0
ASHLAND INC NEW
COM
044209104
52
145000
SH
Put
SOLE
145000
0
0
BEAZER HOMES USA INC
COM NEW
07556Q881
28
35000
SH
Put
SOLE
35000
0
0
CBS CORP NEW
CL B
124857202
231
329700
SH
Put
SOLE
329700
0
0
CIT GROUP INC
COM NEW
125581801
672
639500
SH
Put
SOLE
639500
0
0
CATERPILLAR INC DEL
COM
149123101
1343
227500
SH
Put
SOLE
227500
0
0
CENTURYLINK INC
COM
156700106
2444
758100
SH
Put
SOLE
758100
0
0
CLIFFS NAT RES INC
COM
18683K101
636
497000
SH
Put
SOLE
497000
0
0
COBALT INTL ENERGY INC
COM
19075F106
4363
1567800
SH
Put
SOLE
1567800
0
0
CONSTELLATION BRANDS INC
CL A
21036P108
51
507900
SH
Put
SOLE
507900
0
0
DBX ETF TR
DBXTR HAR CS 300
233051879
609
160200
SH
Put
SOLE
160200
0
0
DELTA AIR LINES INC DEL
COM NEW
247361702
135
102300
SH
Put
SOLE
102300
0
0
E TRADE FINANCIAL CORP
COM NEW
269246401
141
1209500
SH
Put
SOLE
1209500
0
0
FACEBOOK INC
CL A
30303M102
120
1616600
SH
Put
SOLE
1616600
0
0
58 COM INC
SPON ADR REP A
31680Q104
105
100000
SH
Put
SOLE
100000
0
0
GENERAL ELECTRIC CO
COM
369604103
5063
500000
SH
Put
SOLE
500000
0
0
GENWORTH FINL INC
COM CL A
37247D106
17
12000
SH
Put
SOLE
12000
0
0
GRACE W R & CO DEL NEW
COM
38388F108
140
80000
SH
Put
SOLE
80000
0
0
IAC INTERACTIVECORP
COM PAR $.001
44919P508
1720
400000
SH
Put
SOLE
400000
0
0
INTERNATIONAL BUSINESS MACHS
COM
459200101
109
40000
SH
Put
SOLE
40000
0
0
INTEROIL CORP
COM
460951106
839
1230000
SH
Put
SOLE
1230000
0
0
INVENSENSE INC
COM
46123D205
417
757500
SH
Put
SOLE
757500
0
0
ISHARES TR
NASDQ BIOTEC ETF
464287556
146
25000
SH
Put
SOLE
25000
0
0
KB HOME
COM
48666K109
836
876200
SH
Put
SOLE
876200
0
0
KROGER CO
COM
501044101
127
270000
SH
Put
SOLE
270000
0
0
L BRANDS INC
COM
501797104
73
58500
SH
Put
SOLE
58500
0
0
LENNAR CORP
CL A
526057104
143
172400
SH
Put
SOLE
172400
0
0
LINEAR TECHNOLOGY CORP
COM
535678106
108
122100
SH
Put
SOLE
122100
0
0
MBIA INC
COM
55262C100
2062
674400
SH
Put
SOLE
674400
0
0
MGM RESORTS INTERNATIONAL
COM
552953101
2022
1870400
SH
Put
SOLE
1870400
0
0
MCDONALDS CORP
COM
580135101
15
298000
SH
Put
SOLE
298000
0
0
MELCO CROWN ENTMT LTD
ADR
585464100
290
400000
SH
Put
SOLE
400000
0
0
MERITAGE HOMES CORP
COM
59001A102
424
266000
SH
Put
SOLE
266000
0
0
MICRON TECHNOLOGY INC
COM
595112103
1321
2480700
SH
Put
SOLE
2480700
0
0
MONDELEZ INTL INC
CL A
609207105
171
422900
SH
Put
SOLE
422900
0
0
NAVISTAR INTL CORP NEW
COM
63934E108
3110
1219600
SH
Put
SOLE
1219600
0
0
NETFLIX INC
COM
64110L106
634
2750000
SH
Put
SOLE
2750000
0
0
NIKE INC
CL B
654106103
161
111400
SH
Put
SOLE
111400
0
0
NUANCE COMMUNICATIONS INC
COM
67020Y100
207
521500
SH
Put
SOLE
521500
0
0
PHH CORP
COM NEW
693320202
309
117000
SH
Put
SOLE
117000
0
0
PALO ALTO NETWORKS INC
COM
697435105
71
181300
SH
Put
SOLE
181300
0
0
PENNEY J C INC
COM
708160106
1043
4236900
SH
Put
SOLE
4236900
0
0
PETROLEO BRASILEIRO SA PETRO
SPONSORED ADR
71654V408
3335
4567500
SH
Put
SOLE
4567500
0
0
PRICELINE GRP INC
COM NEW
741503403
119
18500
SH
Put
SOLE
18500
0
0
PROSPECT CAPITAL CORPORATION
COM
74348T102
564
1411000
SH
Put
SOLE
1411000
0
0
REALOGY HLDGS CORP
COM
75605Y106
6
20000
SH
Put
SOLE
20000
0
0
SALESFORCE COM INC
COM
79466L302
186
233800
SH
Put
SOLE
233800
0
0
SOTHEBYS
COM
835898107
380
220800
SH
Put
SOLE
220800
0
0
TESORO CORP
COM
881609101
144
122300
SH
Put
SOLE
122300
0
0
TESLA MTRS INC
COM
88160R101
18
622600
SH
Put
SOLE
622600
0
0
U S G CORP
COM NEW
903293405
222
174400
SH
Put
SOLE
174400
0
0
UNDER ARMOUR INC
CL A
904311107
242
378600
SH
Put
SOLE
378600
0
0
UNITED CONTL HLDGS INC
COM
910047109
1563
253600
SH
Put
SOLE
253600
0
0
UNITED STATES STL CORP NEW
COM
912909108
2299
753300
SH
Put
SOLE
753300
0
0
VALEANT PHARMACEUTICALS INTL
COM
91911K102
509
25000
SH
Put
SOLE
25000
0
0
VEREIT INC
COM
92339V100
386
1110200
SH
Put
SOLE
1110200
0
0
VISA INC
COM CL A
92826C839
43
742000
SH
Put
SOLE
742000
0
0
WALGREENS BOOTS ALLIANCE INC
COM
931427108
95
189900
SH
Put
SOLE
189900
0
0
WEBMD HEALTH CORP
COM
94770V102
160
210500
SH
Put
SOLE
210500
0
0
WEIGHT WATCHERS INTL INC NEW
COM
948626106
5022
3083500
SH
Put
SOLE
3083500
0
0
WYNN RESORTS LTD
COM
983134107
4249
51100
SH
Put
SOLE
51100
0
0
YRC WORLDWIDE INC
COM PAR $.01
984249607
209
68500
SH
Put
SOLE
68500
0
0
YY INC
ADS REPCOM CLA
98426T106
2321
893500
SH
Put
SOLE
893500
0
0
YAHOO INC
COM
984332106
172
686200
SH
Put
SOLE
686200
0
0
YELP INC
CL A
985817105
888
150000
SH
Put
SOLE
150000
0
0
WEATHERFORD INTL PLC
ORD SHS
G48833100
20
20100
SH
Put
SOLE
20100
0
0
SEADRILL LIMITED
SHS
G7945E105
17054
3379700
SH
Put
SOLE
3379700
0
0
SINA CORP
ORD
G81477104
826
484100
SH
Put
SOLE
484100
0
0
ROYAL CARIBBEAN CRUISES LTD
COM
V7780T103
53
25000
SH
Put
SOLE
25000
0
0