Pomelo Capital

Pomelo Capital as of Dec. 31, 2013

Portfolio Holdings for Pomelo Capital

Pomelo Capital holds 84 positions in its portfolio as reported in the December 2013 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
SPDR Gold Trust (GLD) 19.7 $95M 817k 116.18
United States Steel Corporation 17.6 $85M 2.9M 29.51
Annaly Cap Mgmt Inc note 5.000% 5/1 7.3 $35M 35M 1.01
D R Horton Inc note 2.000% 5/1 6.3 $30M 18M 1.73
American Airls (AAL) 6.2 $30M 1.2M 25.25
ArcelorMittal 5.9 $29M 1.6M 17.83
Rite Aid Corp note 8.500% 5/1 3.0 $15M 7.0M 2.06
Interoil Corp note 2.750%11/1 3.0 $15M 16M 0.92
Terex Corp New note 4.000% 6/0 2.7 $13M 5.0M 2.62
Cemex Sab conv 2.7 $13M 11M 1.19
Massey Energy Co note 3.250% 8/0 2.5 $12M 12M 1.00
Tesla Mtrs Inc note 1.500% 6/0 2.3 $11M 8.0M 1.39
Alpha Natural Resources Inc note 2.375% 4/1 2.1 $10M 10M 1.00
Arcelormittal Sa Luxembourg note 5.000% 5/1 2.1 $10M 10M 1.01
Cadence Design Sys Cvt 2.625 6 convert 1.9 $9.4M 5.0M 1.88
J.C. Penney Company 1.8 $8.8M 5.8M 1.51
Lexmark International 1.8 $8.6M 243k 35.56
Priceline.com debt 1.000% 3/1 1.4 $6.9M 5.0M 1.38
Weight Watchers International 1.3 $6.4M 194k 32.92
Cit 1.1 $5.5M 2.4M 2.34
Chesapeake Energy Corp note 2.750%11/1 0.9 $4.2M 4.0M 1.05
CenturyLink 0.7 $3.6M 111k 31.90
Annaly Capital Management 0.7 $3.4M 5.4M 0.64
Cooper Standard Holdings (CPS) 0.7 $3.3M 67k 49.11
Omnicare Inc dbcv 3.250%12/1 0.6 $3.1M 2.9M 1.07
InterOil Corporation 0.6 $2.8M 987k 2.80
Weatherford International Lt reg 0.4 $1.8M 119k 15.49
Cobalt Intl Energy Inc note 0.4 $1.8M 2.0M 0.89
Level 3 Communications 0.3 $1.6M 48k 33.16
Alpha Natural Resources 0.2 $1.1M 1.4M 0.76
Frontier Communications 0.2 $837k 180k 4.65
Mbia (MBI) 0.2 $766k 7.7M 0.10
Expedia (EXPE) 0.1 $652k 9.4k 69.66
RadioShack Corporation 0.1 $627k 242k 2.59
Toll Brothers (TOL) 0.1 $571k 15k 37.01
Cemex SAB de CV (CX) 0.1 $535k 3.3M 0.16
Rosetta Stone 0.1 $542k 44k 12.21
Nabors Industries 0.1 $398k 23k 17.01
Iron Mountain Incorporated 0.1 $307k 240k 1.28
Delta Air Lines (DAL) 0.1 $251k 6.3M 0.04
Cobalt Intl Energy 0.1 $256k 122k 2.11
General Motors Company (GM) 0.0 $176k 120k 1.47
Sanofi Aventis Wi Conval Rt 0.0 $204k 599k 0.34
Galena Biopharma 0.0 $213k 300k 0.71
E TRADE Financial Corporation 0.0 $157k 561k 0.28
PHH Corporation 0.0 $129k 992k 0.13
Chesapeake Energy Corporation 0.0 $161k 2.3M 0.07
NRG Energy (NRG) 0.0 $90k 3.0M 0.03
Ford Motor Company (F) 0.0 $116k 215k 0.54
Meritor 0.0 $113k 150k 0.75
Peabody Energy Corporation 0.0 $59k 27k 2.15
H&R Block (HRB) 0.0 $29k 1.5M 0.02
R.R. Donnelley & Sons Company 0.0 $27k 906k 0.03
Bally Technologies 0.0 $31k 305k 0.10
C.H. Robinson Worldwide (CHRW) 0.0 $60k 300k 0.20
Advanced Micro Devices (AMD) 0.0 $56k 200k 0.28
Ciena Corporation (CIEN) 0.0 $26k 657k 0.04
Celgene Corp right 12/31/2011 0.0 $41k 15k 2.73
Vale (VALE) 0.0 $0 18k 0.00
iStar Financial 0.0 $0 5.7M 0.00
Goldman Sachs (GS) 0.0 $7.4k 741k 0.01
SLM Corporation (SLM) 0.0 $0 2.3M 0.00
Wal-Mart Stores (WMT) 0.0 $0 400k 0.00
Lennar Corporation (LEN) 0.0 $2.7k 137k 0.02
Nucor Corporation (NUE) 0.0 $939.000000 94k 0.01
Royal Caribbean Cruises (RCL) 0.0 $3.5k 349k 0.01
Best Buy (BBY) 0.0 $21k 2.1M 0.01
Morgan Stanley (MS) 0.0 $0 10k 0.00
Safeway 0.0 $0 186k 0.00
Valero Energy Corporation (VLO) 0.0 $0 150k 0.00
Goodyear Tire & Rubber Company (GT) 0.0 $20k 975k 0.02
Anadarko Petroleum Corporation 0.0 $0 60k 0.00
Hewlett-Packard Company 0.0 $5.7k 283k 0.02
Constellation Brands (STZ) 0.0 $0 214k 0.00
Hertz Global Holdings 0.0 $15k 507k 0.03
Walter Energy 0.0 $0 301k 0.00
Louisiana-Pacific Corporation (LPX) 0.0 $4.5k 150k 0.03
MGM Resorts International. (MGM) 0.0 $2.0k 22k 0.09
3D Systems Corporation (DDD) 0.0 $3.0k 38k 0.08
Tesla Motors (TSLA) 0.0 $0 100k 0.00
Hldgs (UAL) 0.0 $0 2.4M 0.00
Hca Holdings (HCA) 0.0 $1.0k 20k 0.05
Windstream Hldgs 0.0 $0 105k 0.00
Celsion Corporation 0.0 $5.9k 50k 0.12