Pomelo Capital

Pomelo Capital as of June 30, 2013

Portfolio Holdings for Pomelo Capital

Pomelo Capital holds 70 positions in its portfolio as reported in the June 2013 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Cit 11.0 $111M 2.4M 46.64
Mbia (MBI) 10.4 $105M 7.9M 13.31
SPDR Gold Trust (GLD) 8.7 $87M 732k 119.13
iStar Financial 6.8 $68M 6.0M 11.29
Chesapeake Energy Corporation 6.6 $66M 3.3M 20.38
J.C. Penney Company 6.1 $62M 3.6M 17.08
Best Buy (BBY) 6.1 $62M 2.3M 27.33
SLM Corporation (SLM) 5.2 $52M 2.3M 22.85
Annaly Cap Mgmt Inc note 5.000% 5/1 5.0 $51M 50M 1.01
H&R Block (HRB) 4.1 $41M 1.5M 27.76
D R Horton Inc note 2.000% 5/1 2.8 $28M 17M 1.66
InterOil Corporation 2.3 $23M 327k 69.52
PHH Corporation 2.2 $22M 1.1M 20.38
Arcelormittal Sa Luxembourg note 5.000% 5/1 2.0 $20M 20M 1.02
Rite Aid Corp note 8.500% 5/1 1.9 $19M 13M 1.42
ArcelorMittal 1.8 $18M 1.6M 11.20
Goodyear Tire & Rubber Company (GT) 1.8 $18M 1.1M 15.30
Lexmark International 1.5 $15M 500k 30.58
Cemex Sab conv 1.5 $15M 13M 1.15
R.R. Donnelley & Sons Company 1.4 $14M 1.0M 14.01
Massey Energy Co note 3.250% 8/0 1.4 $14M 16M 0.91
Royal Caribbean Cruises (RCL) 1.2 $12M 360k 33.36
Mgm Mirage conv 1.1 $11M 10M 1.12
Ford Motor Company (F) 0.7 $7.4M 478k 15.46
Interoil Corp note 2.750%11/1 0.7 $6.8M 7.1M 0.96
Alpha Natural Resources Inc note 2.375% 4/1 0.7 $6.6M 7.3M 0.91
Priceline.com debt 1.000% 3/1 0.6 $5.8M 5.0M 1.16
Omnicare Inc dbcv 3.250%12/1 0.6 $5.7M 5.5M 1.03
Annaly Capital Management 0.5 $4.7M 6.9M 0.68
CenturyLink 0.4 $4.2M 120k 35.35
United States Steel Corporation (X) 0.4 $3.8M 3.6M 1.04
Transocean (RIG) 0.3 $3.5M 72k 47.96
Weatherford International Lt reg 0.3 $3.2M 237k 13.70
Phh Corp note 4.000% 9/0 0.3 $3.2M 3.0M 1.06
Level 3 Communications Inc note 0.2 $2.3M 2.0M 1.17
Alpha Natural Resources 0.2 $2.3M 1.4M 1.69
Cemex SAB de CV (CX) 0.2 $1.6M 3.3M 0.47
Frontier Communications 0.1 $1.5M 360k 4.05
Rosetta Stone 0.1 $1.2M 82k 14.74
Delta Air Lines (DAL) 0.1 $1.1M 6.3M 0.18
Toll Brothers (TOL) 0.1 $1.0M 31k 32.63
Celgene Corp right 12/31/2011 0.1 $868k 119k 7.31
Expedia (EXPE) 0.1 $902k 15k 60.13
Nabors Industries 0.1 $689k 45k 15.31
Hldgs (UAL) 0.1 $618k 2.4M 0.26
Office Depot 0.0 $387k 100k 3.87
Peabody Energy Corporation 0.0 $304k 55k 5.57
Lennar Corporation (LEN) 0.0 $309k 157k 1.97
Hertz Global Holdings 0.0 $177k 507k 0.35
NRG Energy (NRG) 0.0 $149k 3.0M 0.05
Goldman Sachs (GS) 0.0 $134k 741k 0.18
Nucor Corporation (NUE) 0.0 $107k 94k 1.14
Valero Energy Corporation (VLO) 0.0 $104k 150k 0.69
Hewlett-Packard Company 0.0 $103k 466k 0.22
Windstream Corporation 0.0 $112k 105k 1.06
Constellation Brands (STZ) 0.0 $106k 264k 0.40
Cliffs Natural Resources 0.0 $56k 10k 5.60
3D Systems Corporation (DDD) 0.0 $117k 41k 2.86
Meritor 0.0 $75k 150k 0.50
Actavis 0.0 $106k 43k 2.47
Vale (VALE) 0.0 $3.1k 18k 0.17
Wal-Mart Stores (WMT) 0.0 $16k 400k 0.04
Safeway 0.0 $47k 246k 0.19
RadioShack Corporation 0.0 $32k 201k 0.16
Iron Mountain Incorporated 0.0 $19k 240k 0.08
Louisiana-Pacific Corporation (LPX) 0.0 $23k 150k 0.15
Kinder Morgan Energy Partners 0.0 $2.0k 25k 0.08
Clearwire Corporation 0.0 $16k 519k 0.03
Celsion Corporation 0.0 $38k 225k 0.17
Hca Holdings (HCA) 0.0 $1.0k 20k 0.05