13F-HR filed by Pomelo Capital LLC
Pomelo Capital LLC filed this 13F-HR for the quarter ended 2015-12-31, filed 2016-02-16, with 130 holding rows worth $278,505,000.
- Accession
- 0001565772-16-000006
- Filer
- CIK 1565772
- Filed
- 2016-02-16
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q4 2015
A holdings report, 130 entries on the cover page, a total value of $278,505,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $278,505,000 with VALUE read as thousands by filing date, 13F file number 028-15346. The quarter's positions are built on this report. The resolved quarter.
The information table after summing rows of one CUSIP and put or call (H4), with the CUSIP and issuer name as filed. Values in dollars after the unit check (method).
| Issuer as filed | CUSIP | Class | Amount | Value | Value read as | Type |
|---|---|---|---|---|---|---|
| SEADRILL ORD | G7945E105 | COM | 4,765,800 | $28,339,000 | thousands by filing date | put |
| TESLA MOTORS INC 1.500 | 88160RAA9 | NOTE 1.500% 6/0 | 9,000,000 | $17,769,000 | thousands by filing date | principal |
| MERITAGE HOMES CORP | 59001AAR3 | NOTE | 16,529,000 | $16,281,000 | thousands by filing date | principal |
| UNITED STATES STL CORP NEW | 912909108 | COM | 3,622,600 | $13,488,000 | thousands by filing date | put |
| CHESEPEAKE ENERGY CORP | 165167107 | COM | 3,834,700 | $11,003,000 | thousands by filing date | put |
| NAVISTAR INTERNATIONAL | 63934E108 | COMMON STOCK | 3,063,600 | $10,925,000 | thousands by filing date | put |
| YY INC | 98426TAB2 | NOTE 2.250 4/0 | 9,500,000 | $9,191,000 | thousands by filing date | principal |
| RYLAND GROUP 0.250 | 783764AS2 | NOTE 0.250% 6/0 | 10,000,000 | $8,994,000 | thousands by filing date | principal |
| NAVISTAR INTL CORP NEW | 63934EAQ1 | NOTE 4.500%10/1 | 17,500,000 | $8,717,000 | thousands by filing date | principal |
| AMERICAN RLTY CAP PPTYS INC | 02917TAA2 | NOTE 3.000% 8/0 | 8,000,000 | $7,430,000 | thousands by filing date | principal |
| PROSPECT CAPITAL CORPORATION | 74348TAK8 | MTNF 5.375%10/1 | 7,259,000 | $7,195,000 | thousands by filing date | principal |
| PRICELINE.COM INC 1.000 | 741503AQ9 | DEBT 1.000% 3/1 | 5,000,000 | $7,134,000 | thousands by filing date | principal |
| SINA CORP | 82922RAD5 | NOTE 1.000%12/0 | 7,293,000 | $7,083,000 | thousands by filing date | principal |
| COBALT INTL ENERGY INC | 19075F106 | COM | 1,845,700 | $6,868,000 | thousands by filing date | put |
| PENNEY J C INC | 708160106 | COM | 5,672,000 | $6,265,000 | thousands by filing date | put |
| YANDEX N.V. | 98474TAB3 | 1.125% CNV BDS 15/12/18 USD | 6,000,000 | $5,209,000 | thousands by filing date | principal |
| NUANCE COMMUNICATIONS | 67020YAF7 | CORPORATE OBLIG | 5,000,000 | $5,047,000 | thousands by filing date | principal |
| WEB COM GROUP INC | 94733AAA2 | NOTE 1.000% 8/1 | 5,000,000 | $4,694,000 | thousands by filing date | principal |
| INVN 1.75 11/18 | 46123DAB2 | Bond 30/360P2 U | 5,000,000 | $4,684,000 | thousands by filing date | principal |
| TWITTER INC | 90184LAB8 | NOTE 0.250% 9/1 | 5,000,000 | $4,272,000 | thousands by filing date | principal |
| SEADRILL ORD | G7945E105 | COM | 1,252,500 | $4,246,000 | thousands by filing date | |
| MBIA INC | 55262C100 | COMMON STOCK | 625,000 | $4,050,000 | thousands by filing date | |
| COBALT INTL ENERGY INC | 19075FAA4 | NOTE 2.625%12/0 | 7,000,000 | $3,994,000 | thousands by filing date | principal |
| YY INC. ADR | 98426T106 | SPONSORED ADS A | 60,000 | $3,748,000 | thousands by filing date | |
| VALEANT PHARMACEUTICALS INTL | 91911K102 | COM | 508,500 | $3,492,000 | thousands by filing date | put |
| COBALT INTL ENERGY INC | 19075F106 | COM | 600,000 | $3,240,000 | thousands by filing date | |
| ARCELORMITTAL FUNSPONSORED ADR 1 ADR REPS 1 ORD SHS | 03938L104 | COM | 2,683,900 | $3,134,000 | thousands by filing date | put |
| CLIFFS NATURAL RESOURCES | 18683K101 | COMMON STOCK | 1,994,600 | $2,999,000 | thousands by filing date | put |
| AMERICAN AIRLINES GROUP INC COM | 02376R102 | Stock | 888,200 | $2,873,000 | thousands by filing date | put |
| UNITED AIRLS HLDGS INC COM | 910047109 | Stock | 845,700 | $2,773,000 | thousands by filing date | put |
| PETROLEO BRASILEIRO S A | 71654V408 | SPONSORED ADR | 4,587,500 | $2,699,000 | thousands by filing date | put |
| UNITED AIRLS HLDGS INC COM | 910047109 | Stock | 45,000 | $2,579,000 | thousands by filing date | |
| FREEPORT MCMORAN INC CL B | 35671D857 | Stock | 2,525,300 | $2,441,000 | thousands by filing date | put |
| BROADSOFT INC | 11133BAB8 | NOTE 1.500% 7/0 | 2,000,000 | $2,193,000 | thousands by filing date | principal |
| SREV 1.5 8/18 | 81763UAB6 | Bond 30/360P2 U | 2,500,000 | $2,136,000 | thousands by filing date | principal |
| IAC INTERACTIVECORP | 44919P508 | COM | 465,300 | $2,071,000 | thousands by filing date | put |
| SYNCHRONOSS TECHNOLOGIES INC | 87157BAA1 | NOTE 0.750 8/1 | 2,000,000 | $2,020,000 | thousands by filing date | principal |
| CEMEX SAB DE CV | 151290BC6 | NOTE 3.750% 3/1 | 2,000,000 | $1,876,000 | thousands by filing date | principal |
| CENTURYLINK INC | 156700106 | COM | 762,100 | $1,802,000 | thousands by filing date | put |
| MBIA INC | 55262C100 | COMMON STOCK | 674,400 | $1,724,000 | thousands by filing date | put |
| WEATHERFORD INTL INC ORD SHS | G48833100 | Stock | 205,000 | $1,720,000 | thousands by filing date | |
| MGM RESORTS INTERNATIONAL | 552953101 | COM | 75,000 | $1,704,000 | thousands by filing date | |
| Caterpillar Inc. | 149123101 | COM | 20,000 | $1,359,000 | thousands by filing date | |
| SOLARCITY CORP | 83416TAA8 | NOTE 2.750%11/0 | 1,394,000 | $1,350,000 | thousands by filing date | principal |
| CIT GROUP INC COM NEW | 125581801 | Stock | 1,042,200 | $1,310,000 | thousands by filing date | put |
| YELP INC CL A | 985817105 | Stock | 45,000 | $1,296,000 | thousands by filing date | |
| FIRST DATA CORP NEW COM CL A | 32008D106 | Stock | 912,500 | $1,186,000 | thousands by filing date | put |
| ARCELORMITTAL FUNSPONSORED ADR 1 ADR REPS 1 ORD SHS | 03938L104 | COM | 275,000 | $1,161,000 | thousands by filing date | |
| ALLY FINL INC COM | 02005N100 | Stock | 882,800 | $1,131,000 | thousands by filing date | put |
| KBHOME | 48666K109 | COM | 900,100 | $970,000 | thousands by filing date | put |
| PROSPECT CAPITAL CORPORATION | 74348T102 | COM | 1,750,000 | $963,000 | thousands by filing date | put |
| Mallinckrodt Plc | G5785G107 | SHS | 169,100 | $850,000 | thousands by filing date | put |
| FREEPORT MCMORAN INC CL B | 35671D857 | Stock | 111,300 | $754,000 | thousands by filing date | |
| MERITAGE HOMES CORP COM | 59001A102 | Stock | 479,200 | $736,000 | thousands by filing date | put |
| AK STEEL HOLDING CORP | 001547108 | COM | 300,000 | $672,000 | thousands by filing date | |
| NEBIUS GROUP N.V. | N97284108 | SHS CLASS A | 850,300 | $661,000 | thousands by filing date | put |
| VEREIT INC | 92339V100 | COM | 1,812,200 | $601,000 | thousands by filing date | put |
| DBX ETF TR XTRACK HRVST CSI | 233051879 | XTRACK HRVST CSI | 20,000 | $560,000 | thousands by filing date | |
| SOTHEBYS | 835898107 | COM | 220,800 | $551,000 | thousands by filing date | put |
| Caterpillar Inc. | 149123101 | COM | 200,000 | $535,000 | thousands by filing date | put |
| MGM RESORTS INTERNATIONAL | 552953101 | COM | 1,960,400 | $511,000 | thousands by filing date | put |
| SOLARCITY CORP | 83416T100 | COM | 100,200 | $483,000 | thousands by filing date | put |
| DAUCH CORP | 024061103 | COM | 443,700 | $480,000 | thousands by filing date | put |
| UNITED STATES STL CORP NEW | 912909108 | COM | 55,000 | $439,000 | thousands by filing date | |
| DAUCH CORP | 024061103 | COM | 23,000 | $436,000 | thousands by filing date | |
| INVENSENSE INC | 46123D205 | COM | 757,500 | $436,000 | thousands by filing date | put |
| LINEAR TECHNOLOGY CORP | 535678106 | COM | 10,000 | $425,000 | thousands by filing date | |
| PHH CORP | 693320202 | COM NEW | 25,000 | $405,000 | thousands by filing date | |
| YY INC. ADR | 98426T106 | SPONSORED ADS A | 951,000 | $390,000 | thousands by filing date | put |
| KBHOME | 48666K109 | COM | 30,000 | $370,000 | thousands by filing date | |
| Amazon.com, Inc | 023135106 | COM | 35,000 | $357,000 | thousands by filing date | put |
| YELP INC CL A | 985817105 | Stock | 150,000 | $336,000 | thousands by filing date | put |
| TOLL BROTHERS INC COM | 889478103 | Stock | 10,000 | $333,000 | thousands by filing date | |
| Netflix, Inc | 64110L106 | COM | 2,750,000 | $326,000 | thousands by filing date | put |
| DELTA AIR LINES INC COM NEW | 247361702 | Stock | 183,400 | $302,000 | thousands by filing date | put |
| CENTURYLINK INC | 156700106 | COM | 12,000 | $302,000 | thousands by filing date | |
| UNDER ARMOUR INC | 904311107 | CL A | 478,600 | $289,000 | thousands by filing date | put |
| WEBMD HEALTH CORP | 94770V102 | COM | 5,859 | $283,000 | thousands by filing date | |
| E TRADE FINANCIAL CORP | 269246401 | COM NEW | 1,209,500 | $277,000 | thousands by filing date | put |
| SINA CORP | G81477104 | ORD | 484,100 | $275,000 | thousands by filing date | put |
| ALIBABA GROUP HLDG LTD | 01609W102 | SPONSORED ADS | 653,000 | $268,000 | thousands by filing date | put |
| PHH CORP | 693320202 | COM NEW | 117,000 | $244,000 | thousands by filing date | put |
| THE ADT CORPORATION | 00101J106 | COM | 375,700 | $227,000 | thousands by filing date | put |
| PETROLEO BRASILEIRO S A | 71654V408 | SPONSORED ADR | 50,000 | $215,000 | thousands by filing date | |
| MELCO RESORTS & ENTERTAINMENT | 585464100 | ADR | 500,000 | $213,000 | thousands by filing date | put |
| PALO ALTO NETWORKS INC | 697435105 | COM | 203,800 | $208,000 | thousands by filing date | put |
| U S G CORP | 903293405 | COM NEW | 174,400 | $196,000 | thousands by filing date | put |
| Mondelez International,Inc. Class A | 609207105 | COM | 572,900 | $190,000 | thousands by filing date | put |
| YRC WORLDWIDE INC | 984249607 | COM | 68,500 | $184,000 | thousands by filing date | put |
| DBX ETF TR XTRACK HRVST CSI | 233051879 | XTRACK HRVST CSI | 160,200 | $160,000 | thousands by filing date | put |
| SANOFI | 80105N113 | COMMON STOCK-FO | 1,400,000 | $158,000 | thousands by filing date | |
| Adobe Inc | 00724F101 | COM | 816,200 | $153,000 | thousands by filing date | put |
| NUANCE COMMUNICATIONS INC | 67020Y100 | COM | 523,500 | $152,000 | thousands by filing date | put |
| CONSTELLATION BRANDS INC CL A | 21036P108 | Stock | 551,200 | $141,000 | thousands by filing date | put |
| INTEROIL CORP | 460951106 | COM | 1,230,000 | $138,000 | thousands by filing date | put |
| WORKDAY INC CL A | 98138H101 | Stock | 43,600 | $113,000 | thousands by filing date | put |
| LENNAR CORP CL A | 526057104 | Stock | 172,400 | $100,000 | thousands by filing date | put |
| NIKE,Inc. Class B | 654106103 | COM | 222,800 | $97,000 | thousands by filing date | put |
| WEIGHT WATCHERS INTL INC | 948626106 | COM | 3,503,100 | $97,000 | thousands by filing date | put |
| GRACE W R & CO DEL NEW COM | 38388F108 | Stock | 80,000 | $84,000 | thousands by filing date | put |
| International Business Machines Corporation | 459200101 | COM | 40,000 | $80,000 | thousands by filing date | put |
| CBS CORP NEW | 124857202 | CL B | 329,700 | $73,000 | thousands by filing date | put |
| Salesforce.com, Inc | 79466L302 | COM | 233,800 | $64,000 | thousands by filing date | put |
| TESORO CORP | 881609101 | COM | 122,300 | $61,000 | thousands by filing date | put |
| Ashland | 044209104 | Common | 145,000 | $60,000 | thousands by filing date | put |
| WALGREENS BOOTS ALLIANCE INC | 931427108 | COM | 189,900 | $52,000 | thousands by filing date | put |
| META PLATFORMS INC CL A | 30303M102 | COM | 1,616,600 | $51,000 | thousands by filing date | put |
| PRICELINE GRP INC | 741503403 | COM NEW | 18,500 | $49,000 | thousands by filing date | put |
| KROGER CO COM | 501044101 | Stock | 270,000 | $48,000 | thousands by filing date | put |
| BEAZER HOMES USA INC | 07556Q881 | COMMON STOCK | 41,600 | $46,000 | thousands by filing date | put |
| 58 COM INC | 31680Q104 | SPON ADR REP A | 100,000 | $40,000 | thousands by filing date | put |
| L BRANDS INC | 501797104 | COM | 58,500 | $37,000 | thousands by filing date | put |
| WEATHERFORD INTL INC ORD SHS | G48833100 | Stock | 34,800 | $36,000 | thousands by filing date | put |
| CEMEX SAB DE CV SPON ADR NEW | 151290889 | ADR | 55,000 | $32,000 | thousands by filing date | put |
| AK STEEL HOLDING CORP | 001547108 | COM | 500,000 | $32,000 | thousands by filing date | call |
| Visa Inc | 92826C839 | COM | 742,000 | $30,000 | thousands by filing date | put |
| McDonalds Corporation | 580135101 | COM | 298,000 | $27,000 | thousands by filing date | put |
| PETROLEO BRASILEIRO S A | 71654V408 | SPONSORED ADR | 300,000 | $26,000 | thousands by filing date | call |
| ROYAL CARIBBEAN GROUP COM | V7780T103 | Stock | 25,000 | $24,000 | thousands by filing date | put |
| Micron Technology,Inc. | 595112103 | COM | 1,980,700 | $20,000 | thousands by filing date | put |
| WEBMD HEALTH CORP | 94770V102 | COM | 210,500 | $17,000 | thousands by filing date | put |
| LINEAR TECHNOLOGY CORP | 535678106 | COM | 122,100 | $13,000 | thousands by filing date | put |
| TECK RESOURCES LTD CL B | 878742204 | Stock | 200,000 | $12,000 | thousands by filing date | call |
| SEADRILL ORD | G7945E105 | COM | 370,000 | $9,000 | thousands by filing date | call |
| YAHOO INC | 984332106 | COM | 686,200 | $9,000 | thousands by filing date | put |
| Anywhere Real Estate Inc | 75605Y106 | Common Stock | 20,000 | $6,000 | thousands by filing date | put |
| Apple Inc | 037833100 | COM | 200,000 | $4,000 | thousands by filing date | put |
| ISHARES TR | 464287556 | ISHARES BIOTECH | 25,000 | $4,000 | thousands by filing date | put |
| COBALT INTL ENERGY INC | 19075F106 | COM | 41,100 | $2,000 | thousands by filing date | call |
| Tesla Motors, Inc | 88160R101 | COM | 622,600 | $0 | thousands by filing date | putValue filed as zero, left out of ratios. |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001565772-16-000006 | this filing | 2016-02-16 | acceptance time not in the bulk data set |