CHIEF OPERATING OFFICER

0001565772-17-000003.txt : 20170515 0001565772-17-000003.hdr.sgml : 20170515 20170515154558 ACCESSION NUMBER: 0001565772-17-000003 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20170331 FILED AS OF DATE: 20170515 DATE AS OF CHANGE: 20170515 EFFECTIVENESS DATE: 20170515 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: 17843929 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 03-31-2017 03-31-2017 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 05-15-2017 0 122 1988380 false INFORMATION TABLE 2 form13fInfoTable.xml AK STL CORP NOTE 5.000%11/1 001546AP5 1591 1000000 PRN SOLE 1000000 0 0 AMERICAN AIRLS GROUP INC COM 02376R102 4019 95000 SH SOLE 95000 0 0 AMERICAN RLTY CAP PPTYS INC NOTE 3.000% 8/0 02917TAA2 24861 24814000 PRN SOLE 24814000 0 0 ARVINMERITOR INC FRNT 4.000% 2/1 043353AH4 13986 13320000 PRN SOLE 13320000 0 0 BROADSOFT INC NOTE 1.500% 7/0 11133BAB8 5788 5136000 PRN SOLE 5136000 0 0 BROOKDALE SR LIVING INC NOTE 2.750% 6/1 112463AA2 13257 13425000 PRN SOLE 13425000 0 0 CIT GROUP INC COM NEW 125581801 1717 40000 SH SOLE 40000 0 0 CANADIAN SOLAR INC NOTE 4.250% 2/1 136635AE9 4563 4845000 PRN SOLE 4845000 0 0 CEMEX SAB DE CV NOTE 3.750% 3/1 151290BC6 11719 10000000 PRN SOLE 10000000 0 0 CHESAPEAKE ENERGY CORP COM 165167107 3047 513000 SH SOLE 513000 0 0 DHT HOLDINGS INC DEBT 4.500%10/0 23335SAB2 2147 2140000 PRN SOLE 2140000 0 0 FREEPORT-MCMORAN INC CL B 35671D857 1336 100000 SH SOLE 100000 0 0 GNC HLDGS INC COM CL A 36191G107 95 12900 SH SOLE 12900 0 0 GNC HLDGS INC NOTE 1.500% 8/1 36191GAB3 5358 8819000 PRN SOLE 8819000 0 0 GENERAL MTRS CO COM 37045V100 1230 34787 SH SOLE 34787 0 0 HERBALIFE LTD NOTE 2.000% 8/1 42703MAB9 30263 31524000 PRN SOLE 31524000 0 0 ICONIX BRAND GROUP INC NOTE 1.500% 3/1 451055AF4 17508 18429000 PRN SOLE 18429000 0 0 INVENSENSE INC COM 46123D205 316 25000 SH SOLE 25000 0 0 INVENSENSE INC NOTE 1.750%11/0 46123DAB2 6952 7000000 PRN SOLE 7000000 0 0 KB HOME COM 48666K109 2625 132019 SH SOLE 132019 0 0 NAVISTAR INTL CORP NEW NOTE 4.500%10/1 63934EAQ1 21220 21475000 PRN SOLE 21475000 0 0 NAVISTAR INTL CORP NEW NOTE 4.750% 4/1 63934EAS7 2891 3000000 PRN SOLE 3000000 0 0 NUANCE COMMUNICATIONS INC COM 67020Y100 866 50000 SH SOLE 50000 0 0 NUANCE COMMUNICATIONS INC NOTE 2.750%11/0 67020YAF7 12631 12529000 PRN SOLE 12529000 0 0 PENNEY J C INC COM 708160106 925 150100 SH SOLE 150100 0 0 PRICELINE GRP INC NOTE 1.000% 3/1 741503AQ9 9438 5000000 PRN SOLE 5000000 0 0 PROSPECT CAPITAL CORPORATION NOTE 5.375%10/1 74348TAK8 8393 8259000 PRN SOLE 8259000 0 0 PROSPECT CAPITAL CORPORATION NOTE 5.750% 3/1 74348TAL6 7059 6862000 PRN SOLE 6862000 0 0 PROSPECT CAPITAL CORPORATION NOTE 5.875% 1/1 74348TAM4 4971 4826000 PRN SOLE 4826000 0 0 RYLAND GROUP INC NOTE 0.250% 6/0 783764AS2 14156 15000000 PRN SOLE 15000000 0 0 SANOFI RIGHT 12/31/2020 80105N113 630 1400000 SH SOLE 1400000 0 0 SYNCHRONOSS TECHNOLOGIES INC NOTE 0.750% 8/1 87157BAA1 4870 5136000 PRN SOLE 5136000 0 0 TENET HEALTHCARE CORP COM NEW 88033G407 443 25000 SH SOLE 25000 0 0 TESLA MTRS INC COM 88160R101 4508 16200 SH SOLE 16200 0 0 TESLA MTRS INC NOTE 0.250% 3/0 88160RAB7 28607 28500000 PRN SOLE 28500000 0 0 TOLL BROTHERS INC COM 889478103 361 10000 SH SOLE 10000 0 0 TWITTER INC NOTE 0.250% 9/1 90184LAB8 7078 7500000 PRN SOLE 7500000 0 0 VALEANT PHARMACEUTICALS INTL COM 91911K102 1211 109800 SH 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ADR CL D 984245100 243 10000 SH Call SOLE 10000 0 0 NABORS INDUSTRIES LTD SHS G6359F103 2614 200000 SH Call SOLE 200000 0 0 SEADRILL LIMITED SHS G7945E105 936 567300 SH Call SOLE 567300 0 0 TRANSOCEAN LTD REG SHS H8817H100 4980 400000 SH Call SOLE 400000 0 0 ADOBE SYS INC COM 00724F101 19194 147500 SH Put SOLE 147500 0 0 ALLY FINL INC COM 02005N100 39550 1945400 SH Put SOLE 1945400 0 0 AMAZON COM INC COM 023135106 15514 17500 SH Put SOLE 17500 0 0 AMERICAN AIRLS GROUP INC COM 02376R102 162618 3844400 SH Put SOLE 3844400 0 0 AMERICAN AXLE & MFG HLDGS IN COM 024061103 8445 449700 SH Put SOLE 449700 0 0 ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L104 12095 1448500 SH Put SOLE 1448500 0 0 AUTODESK INC COM 052769106 7782 90000 SH Put SOLE 90000 0 0 BROOKDALE SR LIVING INC COM 112463104 20316 1512700 SH Put SOLE 1512700 0 0 CIT GROUP INC COM NEW 125581801 75265 1753200 SH Put SOLE 1753200 0 0 CANADIAN SOLAR INC COM 136635109 7841 639000 SH Put SOLE 639000 0 0 CATERPILLAR INC DEL COM 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