Pomelo Capital

Pomelo Capital as of Sept. 30, 2013

Portfolio Holdings for Pomelo Capital

Pomelo Capital holds 74 positions in its portfolio as reported in the September 2013 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
SPDR Gold Trust (GLD) 14.4 $92M 717k 128.24
Mbia (MBI) 12.3 $79M 7.7M 10.23
SLM Corporation (SLM) 8.9 $57M 2.3M 24.90
J.C. Penney Company 8.0 $51M 5.8M 8.81
Annaly Cap Mgmt Inc note 5.000% 5/1 8.0 $51M 50M 1.02
D R Horton Inc note 2.000% 5/1 4.5 $29M 19M 1.52
Rite Aid Corp note 8.500% 5/1 4.1 $26M 13M 1.97
InterOil Corporation 4.0 $26M 361k 71.31
Goodyear Tire & Rubber Company (GT) 3.8 $24M 1.1M 22.43
ArcelorMittal 3.5 $22M 1.6M 13.67
Arcelormittal Sa Luxembourg note 5.000% 5/1 3.2 $20M 20M 1.02
Lexmark International 2.5 $16M 483k 33.01
Cemex Sab conv 2.4 $15M 13M 1.18
R.R. Donnelley & Sons Company 2.3 $15M 944k 15.78
US Airways 2.3 $15M 776k 18.96
Massey Energy Co note 3.250% 8/0 2.3 $15M 16M 0.94
Tesla Mtrs Inc note 1.500% 6/0 2.1 $14M 8.0M 1.69
Alpha Natural Resources Inc note 2.375% 4/1 1.5 $9.6M 10M 0.94
Interoil Corp note 2.750%11/1 1.1 $7.0M 7.1M 0.98
Priceline.com debt 1.000% 3/1 1.0 $6.5M 5.0M 1.29
Omnicare Inc dbcv 3.250%12/1 0.9 $5.9M 5.5M 1.07
Cit 0.7 $4.7M 2.4M 1.98
Chesapeake Energy Corp note 2.750%11/1 0.7 $4.2M 4.0M 1.04
Annaly Capital Management 0.7 $4.2M 7.0M 0.60
CenturyLink 0.6 $3.7M 120k 31.35
Weatherford International Lt reg 0.6 $3.6M 237k 15.33
Phh Corp note 4.000% 9/0 0.5 $3.3M 3.0M 1.09
Level 3 Communications Inc note 0.4 $2.4M 2.0M 1.22
United States Steel Corporation 0.3 $1.8M 3.6M 0.50
Alpha Natural Resources 0.3 $1.7M 1.4M 1.23
Frontier Communications 0.2 $1.5M 360k 4.18
Transocean (RIG) 0.2 $1.5M 33k 44.52
Celgene Corp right 12/31/2011 0.2 $1.4M 174k 8.04
Toll Brothers (TOL) 0.2 $1.0M 31k 32.44
Expedia (EXPE) 0.1 $933k 18k 51.83
Cemex SAB de CV (CX) 0.1 $900k 3.3M 0.27
Ford Motor Company (F) 0.1 $917k 424k 2.16
RadioShack Corporation 0.1 $823k 242k 3.40
Chesapeake Energy Corporation 0.1 $694k 3.2M 0.22
Nabors Industries 0.1 $723k 45k 16.07
Rosetta Stone 0.1 $724k 45k 16.24
iStar Financial 0.1 $570k 5.7M 0.10
Delta Air Lines (DAL) 0.1 $565k 6.3M 0.09
Ciena Corporation (CIEN) 0.1 $525k 657k 0.80
Hldgs (UAL) 0.1 $475k 2.4M 0.20
Peabody Energy Corporation 0.0 $187k 55k 3.42
Lennar Corporation (LEN) 0.0 $166k 157k 1.06
Best Buy (BBY) 0.0 $131k 2.2M 0.06
Bally Technologies 0.0 $122k 305k 0.40
PHH Corporation 0.0 $79k 992k 0.08
NRG Energy (NRG) 0.0 $90k 3.0M 0.03
Goldman Sachs (GS) 0.0 $37k 741k 0.05
H&R Block (HRB) 0.0 $44k 1.5M 0.03
Hewlett-Packard Company 0.0 $70k 466k 0.15
Constellation Brands (STZ) 0.0 $79k 264k 0.30
Hertz Global Holdings 0.0 $51k 507k 0.10
Advanced Micro Devices (AMD) 0.0 $76k 200k 0.38
Tesla Motors (TSLA) 0.0 $63k 100k 0.63
Meritor 0.0 $74k 175k 0.42
Windstream Hldgs 0.0 $58k 105k 0.55
Vale (VALE) 0.0 $1.1k 18k 0.06
Wal-Mart Stores (WMT) 0.0 $4.0k 400k 0.01
Nucor Corporation (NUE) 0.0 $18k 94k 0.19
Royal Caribbean Cruises (RCL) 0.0 $14k 349k 0.04
Safeway 0.0 $27k 246k 0.11
Valero Energy Corporation (VLO) 0.0 $29k 150k 0.19
Iron Mountain Incorporated 0.0 $29k 240k 0.12
Louisiana-Pacific Corporation (LPX) 0.0 $7.5k 150k 0.05
Cliffs Natural Resources 0.0 $23k 10k 2.30
MGM Resorts International. (MGM) 0.0 $7.8k 43k 0.18
3D Systems Corporation (DDD) 0.0 $30k 41k 0.73
Celsion Corporation 0.0 $22k 132k 0.17
Hca Holdings (HCA) 0.0 $1.0k 20k 0.05
Actavis 0.0 $20k 43k 0.47