Blue Mountain Capital Management

BlueMountain Capital Management as of June 30, 2012

Portfolio Holdings for BlueMountain Capital Management

BlueMountain Capital Management holds 185 positions in its portfolio as reported in the June 2012 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
News Corporation 6.3 $50M 2.2M 22.29
American Capital 5.8 $46M 4.5M 10.07
NRG Energy (NRG) 5.1 $40M 2.3M 17.36
Rock-Tenn Company 5.1 $40M 734k 54.55
Domtar Corp 4.1 $33M 425k 76.71
E.W. Scripps Company (SSP) 4.0 $32M 3.3M 9.61
Technology SPDR (XLK) 3.5 $28M 961k 28.75
Hanesbrands (HBI) 3.5 $28M 995k 27.73
Verint Systems (VRNT) 3.2 $26M 867k 29.51
Valeant Pharmaceuticals Int 3.1 $25M 551k 44.79
Google 3.0 $24M 41k 580.07
Range Resources (RRC) 2.7 $21M 341k 61.87
Taro Pharmaceutical Industries (TARO) 2.4 $19M 517k 37.07
Qualcomm (QCOM) 2.3 $18M 330k 55.68
Financial Select Sector SPDR (XLF) 2.3 $18M 1.2M 14.62
Citigroup (C) 2.2 $17M 623k 27.41
Electronic Arts (EA) 1.8 $14M 1.1M 12.35
Dana Holding Corporation (DAN) 1.6 $13M 1.0M 12.81
NetApp (NTAP) 1.6 $13M 404k 31.82
McClatchy Company 1.6 $13M 5.7M 2.20
Yahoo! 1.6 $13M 788k 15.83
Hess (HES) 1.5 $12M 280k 43.45
Gildan Activewear Inc Com Cad (GIL) 1.5 $12M 421k 27.52
Abercrombie & Fitch (ANF) 1.4 $11M 328k 34.14
Delta Air Lines (DAL) 1.3 $10M 936k 10.95
Aviat Networks 1.3 $10M 3.6M 2.80
KB Home (KBH) 1.1 $8.5M 867k 9.80
Royal Caribbean Cruises (RCL) 1.1 $8.4M 324k 26.03
Endeavour International C 1.1 $8.4M 1.0M 8.40
JPMorgan Chase & Co. (JPM) 1.1 $8.3M 234k 35.73
Allison Transmission Hldngs I (ALSN) 1.1 $8.3M 473k 17.56
TPC 1.0 $8.2M 223k 36.95
Interval Leisure 1.0 $7.9M 418k 19.01
PolyOne Corporation 1.0 $7.8M 571k 13.68
Sprint Corp-fon Group 1.0 $7.8M 79k 99.00
Microsoft Corporation (MSFT) 0.9 $7.5M 245k 30.59
Virgin Media 0.9 $7.2M 297k 24.39
Spectrum Pharmaceuticals 0.9 $7.2M 462k 15.56
Amc Networks Inc Cl A (AMCX) 0.9 $6.8M 192k 35.55
Rovi Corporation 0.8 $6.4M 325k 19.62
Coinstar 0.7 $5.5M 81k 68.66
Chesapeake Energy Corp note 2.500% 5/1 0.7 $5.2M 6.0M 0.87
Gentiva Health Services 0.6 $4.9M 706k 6.93
Cisco Systems (CSCO) 0.5 $4.0M 234k 17.17
Tesla Motors (TSLA) 0.5 $3.7M 118k 31.29
iShares Silver Trust (SLV) 0.4 $3.4M 127k 26.65
At&t (T) 0.4 $3.3M 92k 35.66
Intel Corporation (INTC) 0.4 $3.3M 122k 26.65
Radio One 0.4 $3.3M 3.5M 0.94
Pitney Bowes (PBI) 0.4 $3.1M 205k 14.97
KKR & Co 0.4 $3.0M 231k 12.89
Flagstar Ban 0.4 $3.0M 3.6M 0.84
Westport Innovations 0.3 $2.7M 75k 36.75
Rentech 0.3 $2.7M 1.3M 2.06
Tiffany & Co. 0.3 $2.5M 48k 52.95
RadNet (RDNT) 0.3 $2.3M 880k 2.66
Amazon (AMZN) 0.3 $2.3M 10k 228.35
Huntsman Corporation (HUN) 0.2 $1.8M 140k 12.94
Ishares Silver Trust option 0.2 $1.8M 5.0k 360.00
J.C. Penney Company 0.2 $1.8M 76k 23.31
iShares MSCI South Korea Index Fund (EWY) 0.2 $1.7M 32k 54.81
Green Dot Corporation (GDOT) 0.2 $1.7M 78k 22.12
AK Steel Holding Corporation 0.2 $1.6M 269k 5.87
Penney J C Inc option 0.2 $1.4M 800.00 1695.00
Donnelley 0.1 $1.0M 6.3k 162.50
Ishares Tr Index option 0.1 $958k 10k 93.50
Spdr S&p 500 Etf Tr option 0.1 $935k 2.1k 451.50
Apple Inc option 0.1 $866k 400.00 2165.00
Hess Corp option 0.1 $829k 500.00 1657.50
Goldman Sachs Group 0.1 $746k 2.1k 355.00
Apple Inc option 0.1 $609k 457.00 1332.49
Ishares Tr Index option 0.1 $604k 8.0k 75.50
Exterran Holdings Inc cmn 0.1 $594k 4.2k 140.00
Iron Mountain Inc Del Cmn Stock cmn 0.1 $627k 7.4k 85.00
Xerox Corporation 0.1 $552k 70k 7.87
Spdr S&p 500 Etf Tr option 0.1 $538k 2.1k 260.00
Apple Inc option 0.1 $543k 288.00 1885.00
Ak Stl Hldg Corp put 0.1 $576k 4.0k 145.50
Pfizer (PFE) 0.1 $507k 22k 23.00
iShares MSCI Japan Index 0.1 $471k 50k 9.41
Hess Corp option 0.1 $468k 4.6k 101.50
Ishares Silver Trust option 0.1 $485k 5.0k 97.00
Apple Inc option 0.1 $463k 304.00 1522.50
Health Care SPDR (XLV) 0.1 $382k 266k 1.44
Verizon Communications (VZ) 0.1 $404k 9.1k 44.44
Goodyear Tire & Rubber Company (GT) 0.1 $374k 32k 11.81
Apple (AAPL) 0.1 $409k 700.00 584.00
Clean Energy Fuels (CLNE) 0.1 $422k 27k 15.50
Tiffany & Co New option 0.1 $360k 3.0k 120.00
SuperMedia 0.0 $312k 125k 2.50
Freeport-mcmoran Copper & Go option 0.0 $320k 1.8k 180.00
Intel Corp option 0.0 $282k 3.4k 83.50
Monsanto Co New option 0.0 $309k 740.00 417.50
Freeport-mcmoran Copper & Go option 0.0 $296k 1.8k 166.50
Northeast Utilities System 0.0 $201k 5.2k 38.81
Coca-Cola Company (KO) 0.0 $245k 3.1k 78.19
Abbott Laboratories (ABT) 0.0 $201k 3.1k 64.47
Ameren Corporation (AEE) 0.0 $201k 6.0k 33.54
Consolidated Edison (ED) 0.0 $201k 3.2k 62.19
Dominion Resources (D) 0.0 $201k 3.7k 54.00
FirstEnergy (FE) 0.0 $201k 4.1k 49.19
Mylan 0.0 $201k 9.4k 21.37
eBay (EBAY) 0.0 $234k 5.6k 42.01
Merck & Co (MRK) 0.0 $201k 4.8k 41.75
Nextera Energy (NEE) 0.0 $201k 2.9k 68.81
Pepsi (PEP) 0.0 $201k 2.8k 70.66
Procter & Gamble Company (PG) 0.0 $201k 3.3k 61.25
Wisconsin Energy Corporation 0.0 $200k 5.1k 39.57
American Electric Power Company (AEP) 0.0 $201k 5.0k 39.90
PG&E Corporation (PCG) 0.0 $201k 4.4k 45.27
Southern Company (SO) 0.0 $200k 4.3k 46.30
PPL Corporation (PPL) 0.0 $201k 7.2k 27.81
Sempra Energy (SRE) 0.0 $201k 2.9k 68.88
Xcel Energy (XEL) 0.0 $201k 7.1k 28.41
Edison International (EIX) 0.0 $200k 4.3k 46.20
Pepco Holdings 0.0 $201k 10k 19.57
Integrys Energy 0.0 $201k 3.5k 56.87
HCP 0.0 $201k 4.6k 44.15
Cisco Sys Inc option 0.0 $256k 3.7k 69.00
Du Pont E I De Nemours & Co option 0.0 $257k 1.2k 223.00
Jpmorgan Chase & Co option 0.0 $202k 4.4k 46.00
Pinnacle West Capital Corporation (PNW) 0.0 $201k 3.9k 51.74
Amazon Com Inc option 0.0 $261k 232.00 1125.00
Apple Inc option 0.0 $203k 120.00 1690.00
Microsoft Corp option 0.0 $259k 5.4k 48.00
Microsoft Corp option 0.0 $241k 2.6k 92.50
Amazon Com Inc option 0.0 $200k 232.00 862.50
Amazon Com Inc option 0.0 $204k 134.00 1522.54
Dow Chem Co option 0.0 $217k 1.9k 114.00
Dow Chem Co option 0.0 $246k 1.9k 129.50
Coca Cola Co option 0.0 $203k 1.0k 203.00
Coca Cola Co option 0.0 $237k 2.0k 118.50
Google Inc put 0.0 $209k 168.00 1245.00
Xerox Corp put 0.0 $232k 1.0k 232.00
Ceva Inc P @ 30.0 Sep 12 option 0.0 $248k 200.00 1240.00
Amazon (AMZN) 0.0 $151k 11k 14.24
Energy Select Sector SPDR (XLE) 0.0 $182k 214k 0.85
Microsoft Corp 0.0 $129k 2.6k 49.50
Du Pont E I De Nemours & Co option 0.0 $179k 1.2k 155.50
Hess Corp option 0.0 $171k 550.00 310.00
Jpmorgan Chase & Co option 0.0 $183k 6.0k 30.50
At&t Inc option 0.0 $159k 2.5k 62.50
Google Inc option 0.0 $142k 160.00 885.00
Amazon Com Inc option 0.0 $161k 232.00 695.00
Pfizer Inc option 0.0 $174k 3.8k 46.00
Royal Caribbean Cruises Ltd option 0.0 $139k 880.00 157.50
Royal Caribbean Cruises Ltd option 0.0 $176k 5.7k 31.00
Monsanto Co New option 0.0 $161k 740.00 217.50
Goodyear Tire & Rubber 0.0 $185k 1.0k 185.00
Google Inc put 0.0 $184k 240.00 765.00
ISHARES MSCI MEXICO Investab opt 0.0 $188k 3.0k 62.50
Barclays Bk Plc put 0.0 $129k 810.00 159.51
Barclays Bk Plc put 0.0 $126k 800.00 158.00
Microsoft Corp 0.0 $93k 5.0k 18.50
Cisco Sys Inc option 0.0 $72k 2.1k 34.00
Hess Corp option 0.0 $88k 550.00 159.00
Intel Corp option 0.0 $52k 3.4k 15.50
Consumer Staples Select Sect. SPDR (XLP) 0.0 $98k 308k 0.32
Royal Caribbean Cruises Ltd option 0.0 $54k 462.00 117.51
Tiffany & Co New option 0.0 $80k 3.0k 26.50
Consumer Discretionary SPDR (XLY) 0.0 $50k 309k 0.16
United States Steel Corp 0.0 $59k 15k 4.00
Block H & R 0.0 $56k 1.4k 40.00
Block H & R 0.0 $87k 1.2k 70.00
Ford Motor Co P @ 15.0 Jun 11 option 0.0 $77k 9.1k 8.50
GOODYEAR TIRE & RUBBER CO C @ 11.0 Jan 11 option 0.0 $70k 1.0k 70.00
Mgm Mirage 0.0 $41k 2.9k 14.00
Netflix Inc put 0.0 $41k 274.00 149.49
Goldman Sachs Group 0.0 $5.3k 10.00 533.00
Hess Corp option 0.0 $3.0k 500.00 6.00
Hess Corp option 0.0 $30k 444.00 68.49
Hess Corp option 0.0 $22k 731.00 29.49
Intel Corp option 0.0 $15k 3.4k 4.50
Jpmorgan Chase & Co option 0.0 $2.2k 31.00 70.00
Penney J C Inc option 0.0 $3.2k 800.00 4.00
Verizon Communications Inc option 0.0 $21k 367.00 56.51
At&t Inc option 0.0 $35k 777.00 44.50
Ebay Inc option 0.0 $36k 138.00 261.01
Ishares Tr Index option 0.0 $37k 250.00 149.52
Microsoft Corp option 0.0 $39k 1.7k 22.50
Pfizer Inc option 0.0 $36k 1.4k 26.00
Utilities SPDR (XLU) 0.0 $23k 83k 0.27
United States Steel Corp 0.0 $29k 15k 2.00
Netflix Inc put 0.0 $5.3k 274.00 19.49
Xerox Corp call 0.0 $13k 1.0k 12.50