Blue Mountain Capital Management

BlueMountain Capital Management as of March 31, 2013

Portfolio Holdings for BlueMountain Capital Management

BlueMountain Capital Management holds 149 positions in its portfolio as reported in the March 2013 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Dryships Inc. note 5.000%12/0 4.7 $77M 87M 0.88
American International (AIG) 3.9 $64M 1.6M 38.82
E.W. Scripps Company (SSP) 3.1 $51M 4.3M 12.03
NRG Energy (NRG) 3.0 $50M 1.9M 26.49
Equinix Inc note 4.750% 6/1 2.9 $48M 18M 2.64
Hanesbrands (HBI) 2.8 $46M 1.0M 45.56
United States Stl Corp New note 4.000% 5/1 2.6 $43M 41M 1.05
iShares iBoxx $ High Yid Corp Bond (HYG) 2.5 $40M 427k 94.35
iShares MSCI Japan Index 2.4 $40M 3.7M 10.80
Taro Pharmaceutical Industries (TARO) 2.3 $38M 652k 58.68
Domtar Corp 2.3 $38M 488k 77.62
Wesco Intl Inc dbcv 6.000% 9/1 2.1 $35M 14M 2.62
Tesoro Corp call 2.0 $34M 30k 1115.12
Fidelity National Financial 2.0 $33M 1.3M 25.23
News Corporation 2.0 $33M 1.1M 30.52
Cemex Sab De Cv conv bnd 1.9 $30M 23M 1.35
Rock-Tenn Company 1.8 $30M 326k 92.79
Cemex Sab De Cv conv bnd 1.8 $30M 23M 1.32
Google 1.8 $30M 37k 794.03
Penn National Gaming (PENN) 1.8 $29M 538k 54.43
Covanta Holding Conv conv bnd 1.8 $29M 23M 1.30
Verint Systems (VRNT) 1.7 $27M 751k 36.55
Range Resources (RRC) 1.6 $27M 335k 81.04
Qualcomm (QCOM) 1.6 $27M 405k 66.95
Gilead Sciences conv 1.6 $27M 13M 2.17
Rayonier Inc conv 1.6 $27M 15M 1.78
W.R. Grace & Co. 1.4 $23M 296k 77.51
Prudential Financial (PRU) 1.4 $22M 378k 58.99
Teleflex Inc note 3.875% 8/0 1.3 $22M 15M 1.46
Barrick Gold Corp (GOLD) 1.3 $21M 718k 29.40
Medtronic Inc note 1.625% 4/1 1.2 $20M 20M 1.00
Citigroup (C) 1.2 $20M 446k 44.24
Health Care Reit Inc note 3.000%12/0 1.2 $20M 15M 1.30
Electronic Arts (EA) 1.1 $19M 1.1M 17.70
General Mtrs Co *w exp 07/10/201 1.1 $19M 1.0M 18.50
Kohl's Corporation (KSS) 1.1 $18M 398k 46.13
Royal Caribbean Cruises (RCL) 1.1 $18M 544k 33.22
Developers Diversified Rlty note 1.750%11/1 1.1 $18M 15M 1.19
Chesapeake Energy Corp note 2.750%11/1 1.1 $18M 18M 1.00
Group 1 Automotive Inc frnt 2.250% 6/1 1.1 $17M 15M 1.15
Arris Group Inc note 2.000%11/1 1.0 $17M 15M 1.12
MetLife (MET) 0.9 $15M 384k 38.02
Adt 0.9 $14M 295k 48.94
McClatchy Company 0.8 $14M 4.7M 2.90
BE Aerospace 0.8 $14M 225k 60.29
Hess Corp option 0.8 $14M 11k 1186.31
Dana Holding Corporation (DAN) 0.8 $13M 738k 17.83
Schlumberger (SLB) 0.8 $13M 173k 74.89
FleetCor Technologies 0.7 $12M 156k 76.67
General Mtrs Co *w exp 07/10/201 0.7 $12M 1.0M 11.81
JPMorgan Chase & Co. (JPM) 0.6 $11M 222k 47.46
Goodyear Tire & Rubber Company (GT) 0.6 $11M 832k 12.61
Aviat Networks 0.6 $11M 3.1M 3.37
Market Vectors Gold Miners ETF 0.6 $10M 270k 37.85
Sprint Corp-fon Group 0.5 $8.9M 39k 226.00
Meritage Homes Corporation (MTH) 0.5 $8.5M 181k 46.86
United States Steel Corporation (X) 0.5 $8.5M 436k 19.50
Meritor 0.5 $8.5M 1.8M 4.73
Parker Drilling Company 0.5 $7.8M 1.8M 4.28
RadNet (RDNT) 0.5 $7.6M 2.7M 2.80
CHART ACQUISITION CORP UNIT 99/99/9999 Added unit 0.5 $7.6M 750k 10.14
FLEETCOR Technologies Inc cmn 0.5 $7.6M 6.0k 1270.00
AES Corporation (AES) 0.4 $7.2M 573k 12.57
Bank of America Corporation (BAC) 0.4 $7.0M 578k 12.18
Radio One 0.4 $7.1M 4.2M 1.69
Rock-tenn Co option 0.4 $6.0M 6.2k 966.67
Chesapeake Energy Corp note 2.500% 5/1 0.3 $5.8M 6.0M 0.96
Netapp Inc note 1.750% 6/0 0.3 $5.4M 5.0M 1.08
Texas Industries Inc Cmn Stk cmn 0.3 $4.9M 12k 405.00
ISHARES MSCI MEXICO Investab opt 0.3 $4.9M 15k 329.00
Cisco Systems (CSCO) 0.3 $4.7M 227k 20.91
Spectrum Pharmaceuticals 0.3 $4.7M 636k 7.46
Energy Select Sector SPDR (XLE) 0.3 $4.5M 57k 79.32
Exelon Corporation (EXC) 0.3 $4.4M 128k 34.48
Penney J C Inc option 0.3 $4.3M 19k 224.22
Encana Corp 0.2 $4.1M 212k 19.46
Ford Motor Company (F) 0.2 $4.1M 311k 13.15
Noble Corporation Com Stk 0.2 $4.2M 110k 38.15
Nucor Corporation (NUE) 0.2 $3.8M 83k 46.15
Alcoa 0.2 $3.8M 445k 8.52
Goldman Sachs (GS) 0.2 $3.6M 25k 147.15
iShares MSCI Emerging Markets Indx (EEM) 0.1 $2.4M 56k 42.78
Citigroup Inc opt 0.1 $2.4M 14k 177.93
ISHARES MSCI MEXICO Investab opt 0.1 $2.4M 15k 163.33
KKR & Co 0.1 $2.3M 120k 19.32
BlackRock Global Opportunities Equity Tr (BOE) 0.1 $2.1M 151k 13.88
BlackRock Global Energy & Resources Trus (BGR) 0.1 $2.1M 81k 25.85
Verso Paper 0.1 $2.1M 1.6M 1.32
Central Fd Cda Ltd cl a 0.1 $2.0M 103k 19.37
Boston Properties (BXP) 0.1 $2.0M 20k 101.06
Mbia Inc put 0.1 $2.0M 12k 168.50
Ishares Tr Index option 0.1 $1.8M 54k 34.01
LEXMARK INTERNATIONAL INC CLASS-A Common Stock cmn 0.1 $1.8M 10k 180.00
US Airways 0.1 $1.7M 100k 16.97
Schlumberger Ltd option 0.1 $1.7M 3.2k 540.00
Dynegy 0.1 $1.6M 66k 23.99
Goldman Sachs Group 0.1 $1.2M 5.3k 223.61
Moly 0.1 $1.2M 228k 5.20
Amazon Com Inc option 0.1 $965k 671.00 1437.45
Domtar Corp option 0.1 $915k 4.5k 205.00
Cisco Sys Inc option 0.1 $860k 10k 86.00
Weatherford International Lt option 0.1 $797k 14k 57.25
Interoil Corp Common Stock cmn 0.1 $871k 850.00 1025.00
Spdr Series Trust put 0.1 $856k 7.2k 118.33
Darden Restaurants (DRI) 0.0 $724k 14k 51.68
Select Sector Spdr Tr option 0.0 $628k 7.8k 80.49
Spdr Series Trust option 0.0 $583k 5.0k 116.50
Amazon Com Inc option 0.0 $655k 632.00 1036.87
CLEAN ENERGY FUELS CORP P @ 17.0 Jan 11 option 0.0 $596k 1.8k 330.00
Mellanox Technologies Ltd cmn 0.0 $623k 1.8k 350.00
Ralph Lauren Corp (RL) 0.0 $658k 3.9k 169.31
Market Vectors Etf Tr option 0.0 $530k 5.5k 96.36
Coinstar Inc Cmn Stock cmn 0.0 $429k 760.00 565.00
Ocean Rig Udw 0.0 $466k 29k 16.11
IPATH S^P 500 VIX S/T FU ETN P @ 29.0 Jan 13 option 0.0 $514k 1.2k 443.62
Wells Fargo & Company (WFC) 0.0 $370k 10k 36.99
Cisco Sys Inc option 0.0 $330k 13k 26.00
Select Sector Spdr Tr option 0.0 $399k 6.5k 61.70
Bank Of America Corporation option 0.0 $350k 24k 14.50
Nuveen Select Quality Municipal Fund 0.0 $395k 26k 15.03
Interoil Corp call 0.0 $336k 850.00 395.00
SPECTRUM PHARMACEUTICALS INC Cmn Stock cmn 0.0 $254k 502.00 505.00
Westport Innovations Inc cmn 0.0 $328k 500.00 655.00
Bio-reference Labs 0.0 $352k 725.00 485.01
General Electric 0.0 $219k 7.5k 29.37
Aflac Inc option 0.0 $82k 654.00 125.99
Baker Hughes Inc option 0.0 $241k 2.1k 113.00
Chevron Corp New option 0.0 $157k 391.00 400.59
Goldman Sachs Group Inc option 0.0 $225k 1.0k 223.50
Wells Fargo & Co New option 0.0 $101k 1.5k 67.00
General Electric Co option 0.0 $144k 4.0k 36.00
Spdr Gold Trust gold 0.0 $155k 4.0k 38.75
UNITED CONTINENTAL HOLDINGS P @ 2.5 Jan 11 option 0.0 $110k 4.0k 27.50
Ralph Lauren Corp put 0.0 $169k 242.00 700.00
India Fund (IFN) 0.0 $909.880000 43.00 21.16
Coinstar 0.0 $47k 805.00 58.42
Atlas Pipeline Partners 0.0 $60k 1.7k 34.58
Chevron Corp New option 0.0 $22k 187.00 118.02
Mcdonalds Corp option 0.0 $4.0k 36.00 111.94
Spdr S&p 500 Etf Tr option 0.0 $35k 64.00 547.03
Union Pac Corp option 0.0 $52k 133.00 392.48
Wells Fargo & Co New option 0.0 $37k 1.5k 24.50
Csx Corp option 0.0 $17k 929.00 18.00
Starbucks Corp option 0.0 $38k 229.00 165.50
Prudential Financial 0.0 $4.4k 19.00 233.68
Mcdonalds Corp put 0.0 $1.7k 32.00 54.38
American Elec Pwr Inc put 0.0 $4.0k 400.00 10.00
Norfolk Southn Corp cmn 0.0 $10k 69.00 145.07
Parker Drilling Co Cmn Stk cmn 0.0 $18k 2.3k 7.50