Blue Mountain Capital Management

BlueMountain Capital Management as of Sept. 30, 2013

Portfolio Holdings for BlueMountain Capital Management

BlueMountain Capital Management holds 205 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
Lexmark International 4.9 $127M 3.9M 33.00
Valero Energy Corporation (VLO) 3.6 $93M 2.7M 34.15
American International (AIG) 3.1 $79M 1.6M 48.63
CONSOL Energy 3.0 $77M 2.3M 33.65
NRG Energy (NRG) 3.0 $76M 2.8M 27.33
Tesoro Corporation 2.5 $66M 1.5M 43.98
Alcoa Inc debt 2.5 $65M 50M 1.29
United States Stl Corp New note 4.000% 5/1 2.4 $61M 60M 1.02
Citigroup (C) 2.3 $60M 1.2M 48.51
iShares MSCI Japan Index 2.1 $56M 4.7M 11.91
Dryships Inc. note 5.000%12/0 2.0 $53M 54M 0.97
Proto Labs (PRLB) 2.0 $53M 691k 76.39
Taro Pharmaceutical Industries (TARO) 2.0 $51M 677k 76.00
Penn National Gaming (PENN) 2.0 $51M 921k 55.36
iShares iBoxx $ High Yid Corp Bond (HYG) 1.9 $48M 523k 91.56
FleetCor Technologies 1.8 $46M 419k 110.16
W.R. Grace & Co. 1.7 $45M 517k 87.40
Rayonier Inc conv 1.6 $42M 25M 1.69
Wesco Intl Inc dbcv 6.000% 9/1 1.6 $41M 15M 2.74
Colfax Corporation 1.6 $40M 710k 56.49
Fidelity National Financial 1.5 $38M 1.4M 26.60
Fleetmatics 1.4 $38M 1.0M 37.55
Actavis 1.4 $38M 260k 144.00
Qualcomm (QCOM) 1.4 $37M 550k 67.36
Verint Systems (VRNT) 1.4 $37M 992k 37.06
Mylan Inc note 3.750% 9/1 1.4 $36M 13M 2.90
Range Resources (RRC) 1.3 $35M 456k 75.89
Equinix Inc note 4.750% 6/1 1.3 $34M 15M 2.25
Kohl's Corporation (KSS) 1.2 $32M 617k 51.75
Cemex Sab De Cv conv bnd 1.2 $32M 25M 1.27
Carnival Corporation (CCL) 1.2 $31M 936k 32.64
Meritage Homes Corporation (MTH) 1.2 $30M 702k 42.95
Enpro Industries Inc note 1.1 $29M 16M 1.84
General Mtrs Co *w exp 07/10/201 1.0 $27M 1.0M 26.50
Silver Eagle Acquisition Cor Unit 99/99/9999 1.0 $26M 2.6M 10.15
SPDR Barclays Capital High Yield B 1.0 $26M 647k 39.84
Spdr S&p 500 Etf (SPY) 0.9 $23M 139k 168.10
Ocwen Financial Corporation 0.9 $23M 418k 55.77
MetLife (MET) 0.9 $23M 484k 46.95
Lincoln National Corporation (LNC) 0.9 $22M 532k 41.99
Pulte (PHM) 0.8 $22M 1.3M 16.50
Xpo Logistics Inc equity (XPO) 0.8 $22M 1.0M 21.67
Teleflex Inc note 3.875% 8/0 0.8 $21M 15M 1.41
Cdw (CDW) 0.8 $20M 892k 22.83
Cemex Sab De Cv conv bnd 0.8 $20M 15M 1.30
JPMorgan Chase & Co. (JPM) 0.7 $19M 366k 51.69
Developers Diversified Rlty note 1.750%11/1 0.7 $18M 16M 1.13
Electronic Arts (EA) 0.7 $18M 695k 25.55
Hess Corp option 0.7 $17M 14k 1252.79
Capitol Acquisition 0.7 $17M 1.7M 10.24
Alliant Techsystems Inc note 3.000% 8/1 0.6 $16M 13M 1.31
Dominion Res Inc Va unit 04/01/2013 0.6 $16M 300k 53.56
Dominion Resources Inc 6% 07/01/2016 conbnp 0.6 $16M 300k 53.56
McClatchy Company 0.6 $16M 5.2M 3.00
Barrick Gold Corp (GOLD) 0.6 $16M 840k 18.62
General Motors Company (GM) 0.6 $16M 436k 35.97
Notes Gencorp Inc. 4.0625% dbcv 0.6 $15M 8.0M 1.81
United States Steel Corporation (X) 0.5 $14M 673k 20.59
Ares Capital Corp 5.75 16 convert 0.5 $14M 13M 1.08
Myriad Genetics (MYGN) 0.5 $13M 563k 23.50
Chesapeake Energy Corp note 2.500% 5/1 0.5 $13M 13M 0.98
Penney J C Inc option 0.5 $12M 58k 213.53
LeapFrog Enterprises 0.5 $12M 1.3M 9.42
Ocean Rig Udw 0.5 $12M 649k 18.20
Phh Corp note 4.000% 9/0 0.4 $9.8M 9.0M 1.09
Chesapeake Energy Corp note 2.500% 5/1 0.4 $9.8M 10M 0.98
LEXMARK INTERNATIONAL INC CLASS-A Common Stock cmn 0.4 $9.9M 23k 440.01
AllianceBernstein Income Fund 0.4 $9.6M 1.4M 7.04
American Homes 4 Rent-a reit (AMH) 0.3 $8.7M 540k 16.15
Hertz Global Holdings 0.3 $8.6M 387k 22.16
Market Vectors Gold Miners ETF 0.3 $8.5M 341k 25.06
International Paper Company (IP) 0.3 $8.2M 183k 44.80
CHART ACQUISITION CORP UNIT 99/99/9999 Added unit 0.3 $8.1M 800k 10.13
Walter Invt Mgmt Corp note 0.3 $7.9M 7.5M 1.05
Avon Products 0.3 $7.5M 362k 20.60
RadNet (RDNT) 0.3 $7.2M 3.0M 2.41
Prospect Capital Corp note 6.250%12/1 0.3 $7.3M 6.9M 1.07
Gap (GPS) 0.3 $7.0M 173k 40.28
Utilities SPDR (XLU) 0.3 $6.9M 186k 37.35
Exone 0.3 $6.9M 163k 42.60
Mrc Global Inc cmn (MRC) 0.2 $6.4M 240k 26.80
Istar Finl Inc Note 3.000%11/1 Added Conv 11/15/2016 0.2 $6.3M 5.0M 1.25
AK Steel Holding Corporation 0.2 $5.9M 1.6M 3.75
Dillard's (DDS) 0.2 $5.6M 71k 78.30
Microsoft Corporation (MSFT) 0.2 $5.1M 154k 33.31
Staples 0.2 $5.3M 360k 14.65
BlackRock Credit All Inc Trust IV (BTZ) 0.2 $5.2M 400k 13.04
Exelon Corporation (EXC) 0.2 $4.8M 163k 29.64
Hewlett-Packard Company 0.2 $4.6M 218k 20.98
Radio One 0.2 $4.6M 1.7M 2.69
TRW Automotive Holdings 0.2 $4.5M 64k 71.31
Tesoro Corp call 0.2 $4.6M 33k 136.60
KB Home (KBH) 0.2 $4.4M 245k 18.02
Transocean (RIG) 0.2 $4.4M 99k 44.50
Anadarko Petroleum Corporation 0.2 $4.5M 48k 93.00
Cemex SAB de CV (CX) 0.2 $4.4M 389k 11.18
Macy's (M) 0.2 $4.4M 101k 43.27
Encana Corp 0.2 $4.4M 252k 17.33
D.R. Horton (DHI) 0.2 $4.5M 233k 19.43
MFS Intermediate Income Trust (MIN) 0.2 $4.3M 810k 5.31
Weatherford International Lt reg 0.2 $4.4M 290k 15.33
Seagate Technology Com Stk 0.2 $4.3M 97k 43.74
ParkerVision 0.2 $4.0M 1.2M 3.35
MFS Charter Income Trust (MCR) 0.2 $4.0M 452k 8.95
International Game Technology 0.1 $3.6M 189k 18.93
Hovnanian Enterprises 0.1 $3.5M 672k 5.23
Brunswick Corporation (BC) 0.1 $3.7M 94k 39.91
Spdr Gold Trust option 0.1 $3.7M 4.8k 778.20
Entergy Corporation (ETR) 0.1 $3.3M 52k 63.19
Central Fd Cda Ltd cl a 0.1 $3.5M 238k 14.70
Olin Corporation (OLN) 0.1 $3.0M 130k 23.07
Avnet (AVT) 0.1 $3.2M 76k 41.71
Wstrn Ast Clymr Infltn Lkd Opts & Inc (WIW) 0.1 $3.0M 259k 11.60
Avis Budget (CAR) 0.1 $2.9M 99k 28.83
American Axle & Manufact. Holdings (AXL) 0.1 $2.9M 145k 19.72
Spdr Gold Trust gold 0.1 $2.8M 6.9k 405.29
Yrc Worldwide 10% 3/31/15 pfd cv 0.1 $2.8M 3.0M 0.94
SPDR S&P Homebuilders (XHB) 0.1 $2.5M 82k 30.57
Lennar Corporation (LEN) 0.1 $2.3M 64k 35.40
Ryder System (R) 0.1 $2.2M 37k 59.70
Constellation Brands (STZ) 0.1 $2.2M 39k 57.39
KKR & Co 0.1 $2.5M 120k 20.58
BlackRock Global Energy & Resources Trus (BGR) 0.1 $2.1M 82k 25.81
ISHARES MSCI MEXICO Investab opt 0.1 $2.2M 5.0k 440.00
Companhia Brasileira de Distrib. 0.1 $1.8M 40k 46.02
Market Vectors Etf Tr option 0.1 $1.8M 5.9k 299.83
Reaves Utility Income Fund (UTG) 0.1 $1.9M 75k 25.06
Bio-reference Labs 0.1 $1.7M 3.1k 550.00
Select Sector Spdr Tr option 0.1 $1.5M 3.6k 426.00
Select Sector Spdr Tr option 0.1 $1.5M 23k 65.84
MFS Multimarket Income Trust (MMT) 0.1 $1.5M 230k 6.61
Eldorado Gold Corp put 0.1 $1.5M 8.8k 173.15
Newell Rubbermaid (NWL) 0.1 $1.2M 45k 27.50
Verso Paper 0.1 $1.2M 1.6M 0.76
Louisiana-Pacific Corporation (LPX) 0.1 $1.3M 77k 17.59
Bio-Reference Laboratories 0.1 $1.3M 44k 29.89
Moly 0.1 $1.3M 191k 6.56
Iamgold Corp put 0.1 $1.2M 16k 77.02
Dean Foods Company 0.1 $1.2M 63k 19.29
Health Care SPDR (XLV) 0.0 $1.1M 21k 50.56
Dover Corporation (DOV) 0.0 $920k 10k 89.79
Priceline Com Inc option 0.0 $913k 159.00 5742.14
Donnelley 0.0 $996k 3.3k 305.15
Rite Aid Corp New York cmn 0.0 $1.1M 16k 65.03
Tlt 12/17/11 C103 put 0.0 $1.1M 5.0k 224.00
Tenet Healthcare Corporation (THC) 0.0 $1.0M 25k 41.21
General Motors Corp *w exp 12/31/201 0.0 $1.0M 250k 4.00
Frontier Communications 0.0 $883k 212k 4.17
Microsoft Corp 0.0 $671k 8.0k 83.78
American Intl Group Inc option 0.0 $679k 1.4k 495.26
SPDR S&P Metals and Mining (XME) 0.0 $776k 21k 36.61
Molycorp Inc cmn 0.0 $720k 6.1k 118.07
Sears Holdings Corp Common Stock cmn 0.0 $687k 1.2k 593.78
Duff & Phelps Global (DPG) 0.0 $783k 42k 18.70
Bunge 0.0 $443k 5.8k 75.88
United Parcel Service (UPS) 0.0 $592k 6.5k 91.44
JetBlue Airways Corporation (JBLU) 0.0 $554k 83k 6.66
Honeywell International (HON) 0.0 $454k 5.5k 83.00
Rite Aid Corporation 0.0 $476k 100k 4.76
PowerShares QQQ Trust, Series 1 0.0 $506k 6.4k 78.83
Boston Properties (BXP) 0.0 $481k 4.5k 106.89
Leap Wireless Intl Inc option 0.0 $537k 13k 40.03
Select Sector Spdr Tr option 0.0 $592k 2.0k 289.20
Spdr Series Trust option 0.0 $419k 4.0k 104.88
Ishares Tr Index option 0.0 $484k 4.0k 121.00
iShares MSCI All Peru Capped Index Fund (EPU) 0.0 $631k 19k 32.63
John Hancock Patriot Premium Div Fund II (PDT) 0.0 $647k 54k 11.97
Leap Wireless Intl 0.0 $481k 23k 20.54
CLEAN ENERGY FUELS CORP P @ 17.0 Jan 11 option 0.0 $505k 1.9k 270.20
Sirius Xm Radio Inc cmn 0.0 $600k 29k 20.48
Alpha Natural Resources Inc note 3.750%12/1 0.0 $428k 450k 0.95
Gol Linhas Aereas Intlg S A sp adr rep p 0.0 $471k 4.7k 99.70
Materials SPDR (XLB) 0.0 $351k 8.4k 42.00
Morgan Stanley option 0.0 $296k 2.5k 118.40
Morgan Stanley option 0.0 $251k 1.1k 223.91
Select Sector Spdr Tr option 0.0 $324k 14k 22.95
D Ishares Tr option 0.0 $383k 5.0k 76.60
SPECTRUM PHARMACEUTICALS INC Cmn Stock cmn 0.0 $193k 502.00 384.46
Westport Innovations Inc cmn 0.0 $290k 558.00 519.71
Spdr Series Trust put 0.0 $312k 519.00 601.16
ISHARES MSCI MEXICO Investab opt 0.0 $183k 5.0k 36.60
L Brands 0.0 $138k 401.00 344.14
Outerwall 0.0 $353k 760.00 464.47
AFLAC Incorporated (AFL) 0.0 $61k 980.00 62.24
Schlumberger (SLB) 0.0 $58k 654.00 88.69
Goldman Sachs Group 0.0 $120k 4.2k 28.66
Aflac Inc option 0.0 $5.0k 32.00 156.25
Freeport-mcmoran Copper & Go option 0.0 $23k 82.00 280.49
Ishares Tr Index option 0.0 $90k 6.0k 15.00
Select Sector Spdr Tr option 0.0 $62k 193.00 321.24
Spdr Series Trust option 0.0 $3.0k 17.00 176.47
Spdr Series Trust option 0.0 $41k 2.0k 20.50
United Parcel Service Inc option 0.0 $37k 188.00 196.81
Valero Energy Corp New option 0.0 $129k 14k 9.49
Freeport-mcmoran Copper & Go option 0.0 $18k 128.00 140.62
Honeywell Intl Inc option 0.0 $23k 86.00 267.44
Aflac Inc option 0.0 $7.0k 32.00 218.75
Consumer Discretionary SPDR (XLY) 0.0 $70k 1.2k 60.24
Powershares Qqq Trust unit ser 1 0.0 $39k 270.00 144.44
Powershares Qqq Trust Call etf 0.0 $20k 142.00 140.85
UNITED CONTINENTAL HOLDINGS P @ 2.5 Jan 11 option 0.0 $62k 4.0k 15.50
U S Airways Group Inc put 0.0 $13k 249.00 52.21
Dover Corp cmn 0.0 $107k 284.00 376.76
Jones Group Inc cmn 0.0 $101k 3.7k 27.66
CONSUMER DISCRETIONARY Selt opt 0.0 $46k 216.00 212.96