0001565772-18-000001.txt : 20180214
0001565772-18-000001.hdr.sgml : 20180214
20180214153350
ACCESSION NUMBER: 0001565772-18-000001
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20171231
FILED AS OF DATE: 20180214
DATE AS OF CHANGE: 20180214
EFFECTIVENESS DATE: 20180214
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: 18611807
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
12-31-2017
12-31-2017
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
02-14-2018
0
140
3368524
false
INFORMATION TABLE
2
form13fInfoTable.xml
AK STL CORP
NOTE 5.000%11/1
001546AP5
1325
1000000
PRN
SOLE
1000000
0
0
AMERICAN RLTY CAP PPTYS INC
NOTE 3.000% 8/0
02917TAA2
2818
2814000
PRN
SOLE
2814000
0
0
ARVINMERITOR INC
FRNT 4.000% 2/1
043353AH4
5003
4500000
PRN
SOLE
4500000
0
0
AVIS BUDGET GROUP
COM
053774105
1755
40000
SH
SOLE
40000
0
0
BROOKDALE SR LIVING INC
COM
112463104
4365
450000
SH
SOLE
450000
0
0
BROOKDALE SR LIVING INC
NOTE 2.750% 6/1
112463AA2
3008
3006000
PRN
SOLE
3006000
0
0
CANADIAN SOLAR INC
NOTE 4.250% 2/1
136635AE9
13378
13660000
PRN
SOLE
13660000
0
0
CARDTRONICS INC
NOTE 1.000%12/0
14161HAG3
2676
3000000
PRN
SOLE
3000000
0
0
CEMEX SAB DE CV
NOTE 3.750% 3/1
151290BC6
11199
11000000
PRN
SOLE
11000000
0
0
CENTURYLINK INC
COM
156700106
2142
128400
SH
SOLE
128400
0
0
CHESAPEAKE ENERGY CORP
COM
165167107
3720
939300
SH
SOLE
939300
0
0
COMMUNITY HEALTH SYS INC NEW
COM
203668108
661
155272
SH
SOLE
155272
0
0
DHT HOLDINGS INC
DEBT 4.500%10/0
23335SAB2
2448
2500000
PRN
SOLE
2500000
0
0
FREEPORT-MCMORAN INC
CL B
35671D857
1896
100000
SH
SOLE
100000
0
0
GNC HLDGS INC
COM CL A
36191G107
2410
653039
SH
SOLE
653039
0
0
GNC HLDGS INC
NOTE 1.500% 8/1
36191GAB3
5883
13351000
PRN
SOLE
13351000
0
0
GAMESTOP CORP NEW
CL A
36467W109
1908
106286
SH
SOLE
106286
0
0
HERBALIFE LTD
NOTE 2.000% 8/1
42703MAB9
38789
38500000
PRN
SOLE
38500000
0
0
HERTZ GLOBAL HLDGS INC
COM
42806J106
1216
55000
SH
SOLE
55000
0
0
ICONIX BRAND GROUP INC
COM
451055107
3771
2923357
SH
SOLE
2923357
0
0
NAVISTAR INTL CORP NEW
NOTE 4.500%10/1
63934EAQ1
5691
5495000
PRN
SOLE
5495000
0
0
NAVISTAR INTL CORP NEW
NOTE 4.750% 4/1
63934EAS7
28786
26500000
PRN
SOLE
26500000
0
0
PENNEY J C INC
COM
708160106
13842
4380406
SH
SOLE
4380406
0
0
PROSPECT CAPITAL CORPORATION
COM
74348T102
1517
225000
SH
SOLE
225000
0
0
PROSPECT CAPITAL CORPORATION
NOTE 5.750% 3/1
74348TAL6
6579
6438000
PRN
SOLE
6438000
0
0
PROSPECT CAPITAL CORPORATION
NOTE 5.875% 1/1
74348TAM4
9386
9135000
PRN
SOLE
9135000
0
0
PROSPECT CAPITAL CORPORATION
NOTE 4.750% 4/1
74348TAQ5
3524
3498000
PRN
SOLE
3498000
0
0
RITE AID CORP
COM
767754104
148
75000
SH
SOLE
75000
0
0
RYLAND GROUP INC
NOTE 0.250% 6/0
783764AS2
5550
5500000
PRN
SOLE
5500000
0
0
SANOFI
RIGHT 12/31/2020
80105N113
574
1510000
SH
SOLE
1510000
0
0
SOLARCITY CORP
NOTE 2.750%11/0
83416TAA8
15750
15829000
PRN
SOLE
15829000
0
0
TENET HEALTHCARE CORP
COM NEW
88033G407
2630
173472
SH
SOLE
173472
0
0
TESLA MTRS INC
NOTE 0.250% 3/0
88160RAB7
10581
10000000
PRN
SOLE
10000000
0
0
TWITTER INC
NOTE 0.250% 9/1
90184LAB8
8618
9000000
PRN
SOLE
9000000
0
0
WEB COM GROUP INC
NOTE 1.000% 8/1
94733AAA2
8188
8250000
PRN
SOLE
8250000
0
0
WEIGHT WATCHERS INTL INC NEW
COM
948626106
1885
42572
SH
SOLE
42572
0
0
WHITING PETE CORP NEW
COM NEW
966387409
947
35750
SH
SOLE
35750
0
0
WHITING PETE CORP NEW
NOTE 1.250% 4/0
966387AL6
1850
2000000
PRN
SOLE
2000000
0
0
YANDEX NV
NOTE 1.125%12/1
98474TAB3
15111
15264000
PRN
SOLE
15264000
0
0
WEATHERFORD INTL PLC
ORD SHS
G48833100
2773
665000
SH
SOLE
665000
0
0
MALLINCKRODT PUB LTD CO
SHS
G5785G107
5237
232119
SH
SOLE
232119
0
0
TRANSOCEAN LTD
REG SHS
H8817H100
563
52700
SH
SOLE
52700
0
0
AVON PRODS INC
COM
054303102
2104
903100
SH
Call
SOLE
903100
0
0
FRONTIER COMMUNICATIONS CORP
COM NEW
35906A306
2193
186000
SH
Call
SOLE
186000
0
0
GNC HLDGS INC
COM CL A
36191G107
2079
235200
SH
Call
SOLE
235200
0
0
PENNEY J C INC
COM
708160106
686
180000
SH
Call
SOLE
180000
0
0
RITE AID CORP
COM
767754104
784
400000
SH
Call
SOLE
400000
0
0
TECK RESOURCES LTD
CL B
878742204
791
37500
SH
Call
SOLE
37500
0
0
VALEANT PHARMACEUTICALS INTL
COM
91911K102
3153
220000
SH
Call
SOLE
220000
0
0
VALE S A
ADR
91912E105
5035
500000
SH
Call
SOLE
500000
0
0
YPF SOCIEDAD ANONIMA
SPON ADR CL D
984245100
223
10000
SH
Call
SOLE
10000
0
0
NABORS INDUSTRIES LTD
SHS
G6359F103
1614
200000
SH
Call
SOLE
200000
0
0
SEADRILL LIMITED
SHS
G7945E105
25742
591100
SH
Call
SOLE
591100
0
0
TRANSOCEAN LTD
REG SHS
H8817H100
17420
400000
SH
Call
SOLE
400000
0
0
ADOBE SYS INC
COM
00724F101
54018
362100
SH
Put
SOLE
362100
0
0
ALLY FINL INC
COM
02005N100
47195
1945400
SH
Put
SOLE
1945400
0
0
AMAZON COM INC
COM
023135106
52490
54600
SH
Put
SOLE
54600
0
0
AMERICAN AIRLS GROUP INC
COM
02376R102
310133
6530500
SH
Put
SOLE
6530500
0
0
AMERICAN AXLE & MFG HLDGS IN
COM
024061103
8222
467700
SH
Put
SOLE
467700
0
0
ARCELORMITTAL SA LUXEMBOURG
NY REGISTRY SH
03938L203
12313
478005
SH
Put
SOLE
478005
0
0
AUTODESK INC
COM
052769106
10103
90000
SH
Put
SOLE
90000
0
0
AVON PRODS INC
COM
054303102
426
182800
SH
Put
SOLE
182800
0
0
BROADSOFT INC
COM
11133B409
7756
154200
SH
Put
SOLE
154200
0
0
BROOKDALE SR LIVING INC
COM
112463104
20362
1920900
SH
Put
SOLE
1920900
0
0
CIT GROUP INC
COM NEW
125581801
85994
1753200
SH
Put
SOLE
1753200
0
0
CALIFORNIA RES CORP
COM NEW
13057Q206
13170
1259100
SH
Put
SOLE
1259100
0
0
CANADIAN SOLAR INC
COM
136635109
29495
1751500
SH
Put
SOLE
1751500
0
0
CATERPILLAR INC DEL
COM
149123101
3330
26700
SH
Put
SOLE
26700
0
0
CEMEX SAB DE CV
SPON ADR NEW
151290889
27834
3065448
SH
Put
SOLE
3065448
0
0
CENTURYLINK INC
COM
156700106
30289
1602600
SH
Put
SOLE
1602600
0
0
CHESAPEAKE ENERGY CORP
COM
165167107
5407
1257400
SH
Put
SOLE
1257400
0
0
CLEVELAND CLIFFS INC
COM
185899101
16564
2316600
SH
Put
SOLE
2316600
0
0
COMMUNITY HEALTH SYS INC NEW
COM
203668108
5657
736600
SH
Put
SOLE
736600
0
0
CONSTELLATION BRANDS INC
CL A
21036P108
40668
203900
SH
Put
SOLE
203900
0
0
DELTA AIR LINES INC DEL
COM NEW
247361702
3911
81100
SH
Put
SOLE
81100
0
0
ENERGEN CORP
COM
29265N108
273
5000
SH
Put
SOLE
5000
0
0
FACEBOOK INC
CL A
30303M102
34789
203600
SH
Put
SOLE
203600
0
0
FREEPORT-MCMORAN INC
CL B
35671D857
69995
4985400
SH
Put
SOLE
4985400
0
0
GNC HLDGS INC
COM CL A
36191G107
33908
3835700
SH
Put
SOLE
3835700
0
0
GAMESTOP CORP NEW
CL A
36467W109
8809
426400
SH
Put
SOLE
426400
0
0
GENERAL MTRS CO
COM
37045V100
37977
940500
SH
Put
SOLE
940500
0
0
IAC INTERACTIVECORP
COM
44919P508
87421
743500
SH
Put
SOLE
743500
0
0
ICONIX BRAND GROUP INC
COM
451055107
22942
4032000
SH
Put
SOLE
4032000
0
0
JABIL CIRCUIT INC
COM
466313103
303
10600
SH
Put
SOLE
10600
0
0
JINKOSOLAR HLDG CO LTD
SPONSORED ADR
47759T100
1148
46000
SH
Put
SOLE
46000
0
0
KB HOME
COM
48666K109
17460
723900
SH
Put
SOLE
723900
0
0
KROGER CO
COM
501044101
602
30000
SH
Put
SOLE
30000
0
0
LENNAR CORP
CL A
526057104
1665
31600
SH
Put
SOLE
31600
0
0
NATIONSTAR MTG HLDGS INC
COM
63861C109
4364
235000
SH
Put
SOLE
235000
0
0
NAVISTAR INTL CORP NEW
COM
63934E108
242218
5496200
SH
Put
SOLE
5496200
0
0
NAVIENT CORP
COM
63938C108
15335
1021000
SH
Put
SOLE
1021000
0
0
NIKE INC
CL B
654106103
5185
100000
SH
Put
SOLE
100000
0
0
NUANCE COMMUNICATIONS INC
COM
67020Y100
25033
1592400
SH
Put
SOLE
1592400
0
0
OCWEN FINL CORP
COM NEW
675746309
509
148000
SH
Put
SOLE
148000
0
0
PALO ALTO NETWORKS INC
COM
697435105
6124
42500
SH
Put
SOLE
42500
0
0
PANDORA MEDIA INC
COM
698354107
77
10000
SH
Put
SOLE
10000
0
0
PENNEY J C INC
COM
708160106
18890
4958000
SH
Put
SOLE
4958000
0
0
PETROLEO BRASILEIRO SA PETRO
SPONSORED ADR
71654V408
3053
304100
SH
Put
SOLE
304100
0
0
PIONEER NAT RES CO
COM
723787107
4426
30000
SH
Put
SOLE
30000
0
0
PROSPECT CAPITAL CORPORATION
COM
74348T102
29067
4325500
SH
Put
SOLE
4325500
0
0
RH
COM
74967X103
105483
1869800
SH
Put
SOLE
1869800
0
0
SALESFORCE COM INC
COM
79466L302
5082
54400
SH
Put
SOLE
54400
0
0
SCIENTIFIC GAMES CORP
CL A
80874P109
4585
100000
SH
Put
SOLE
100000
0
0
TENET HEALTHCARE CORP
COM NEW
88033G407
7620
463800
SH
Put
SOLE
463800
0
0
TESLA MTRS INC
COM
88160R101
303955
891101
SH
Put
SOLE
891101
0
0
TWITTER INC
COM
90184L102
5567
330000
SH
Put
SOLE
330000
0
0
ULTA SALON COSMETCS & FRAG I
COM
90384S303
6714
29700
SH
Put
SOLE
29700
0
0
UNITED CONTL HLDGS INC
COM
910047109
62158
1021000
SH
Put
SOLE
1021000
0
0
UNITED STATES STL CORP NEW
COM
912909108
30384
1184100
SH
Put
SOLE
1184100
0
0
VALEANT PHARMACEUTICALS INTL
COM
91911K102
31325
2186000
SH
Put
SOLE
2186000
0
0
VEREIT INC
COM
92339V100
29492
3557500
SH
Put
SOLE
3557500
0
0
WEIGHT WATCHERS INTL INC NEW
COM
948626106
63236
1428100
SH
Put
SOLE
1428100
0
0
WHITING PETE CORP NEW
COM NEW
966387409
3931
180000
SH
Put
SOLE
180000
0
0
WORKDAY INC
CL A
98138H101
4911
46600
SH
Put
SOLE
46600
0
0
YPF SOCIEDAD ANONIMA
SPON ADR CL D
984245100
11931
535500
SH
Put
SOLE
535500
0
0
HERBALIFE LTD
COM USD SHS
G4412G101
71255
1050500
SH
Put
SOLE
1050500
0
0
WEATHERFORD INTL PLC
ORD SHS
G48833100
46
10000
SH
Put
SOLE
10000
0
0
MALLINCKRODT PUB LTD CO
SHS
G5785G107
45094
1206700
SH
Put
SOLE
1206700
0
0
SEADRILL LIMITED
SHS
G7945E105
2710
152600
SH
Put
SOLE
152600
0
0
TRANSOCEAN LTD
REG SHS
H8817H100
94370
2170700
SH
Put
SOLE
2170700
0
0
AERCAP HOLDINGS NV
SHS
N00985106
34131
667800
SH
Put
SOLE
667800
0
0
YANDEX N V
SHS CLASS A
N97284108
73880
2242200
SH
Put
SOLE
2242200
0
0
BLACKSTONE GROUP L P
COM UNIT LTD
09253U108
31702
950000
SH
Put
SOLE
950000
0
0
CSX CORP
COM
126408103
18573
342300
SH
Put
SOLE
342300
0
0
CHEVRON CORP NEW
COM
166764100
34663
295000
SH
Put
SOLE
295000
0
0
CTRIP COM INTL LTD
AMERICAN DEP SHS
22943F100
31955
605900
SH
Put
SOLE
605900
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
EXPEDIA INC DEL
COM NEW
30212P303
41527
288500
SH
Put
SOLE
288500
0
0
GENERAL ELECTRIC CO
COM
369604103
34336
1420000
SH
Put
SOLE
1420000
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
NVIDIA CORP
COM
67066G104
38704
216500
SH
Put
SOLE
216500
0
0
PRICELINE GRP INC
COM
741503403
32955
18000
SH
Put
SOLE
18000
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
TEXTRON INC
COM
883203101
43104
800000
SH
Put
SOLE
800000
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