Blue Mountain Capital Management

BlueMountain Capital Management as of Dec. 31, 2013

Portfolio Holdings for BlueMountain Capital Management

BlueMountain Capital Management holds 236 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
CONSUMER DISCRETIONARY Selt opt 6.8 $380M 5.7M 66.83
iShares iBoxx $ High Yid Corp Bond (HYG) 4.6 $257M 2.8M 92.88
Tesoro Corp call 3.5 $196M 3.3M 58.50
Spdr Series Trust option 3.2 $176M 2.0M 88.10
Time Warner Cable Inc call 2.4 $136M 1.0M 135.50
Spdr Gold Trust option 2.3 $127M 1.1M 116.17
Gilead Sciences conv 2.2 $124M 39M 3.23
Valero Energy Corp New option 2.0 $114M 2.3M 50.40
General Mtrs Co *w exp 07/10/201 1.9 $102M 2.5M 40.87
Microsoft Corp 1.8 $102M 2.7M 37.43
Alcoa Inc debt 1.6 $91M 55M 1.65
Actavis 1.5 $81M 484k 168.00
E M C Corp Mass note 1.750%12/0 1.4 $79M 52M 1.52
Alcoa Inc call 1.4 $77M 7.3M 10.63
Western Refng Inc note 5.750% 6/1 1.4 $77M 17M 4.43
Tesoro Corporation 1.3 $73M 1.2M 58.50
Goldman Sachs Group 1.3 $73M 411k 177.26
Taro Pharmaceutical Industries (TARO) 1.2 $67M 677k 98.90
American International (AIG) 1.2 $66M 1.3M 51.05
Citigroup (C) 1.2 $65M 1.2M 52.11
United States Stl Corp New note 4.000% 5/1 1.2 $64M 60M 1.07
Hess Corp option 1.1 $62M 742k 83.00
LEXMARK INTERNATIONAL INC CLASS-A Common Stock cmn 1.0 $57M 1.6M 35.52
Wesco Intl Inc dbcv 6.000% 9/1 1.0 $57M 18M 3.24
Dryships Inc. note 5.000%12/0 1.0 $55M 54M 1.01
Valero Energy Corporation (VLO) 1.0 $55M 1.1M 50.40
Spdr S&p 500 Etf Tr option 1.0 $55M 298k 184.67
Lexmark International 1.0 $54M 1.5M 35.52
CONSOL Energy 1.0 $54M 1.4M 38.04
Mylan Inc note 3.750% 9/1 0.9 $49M 15M 3.28
Proto Labs (PRLB) 0.9 $49M 691k 71.18
Gaming & Leisure Pptys (GLPI) 0.8 $47M 921k 50.81
Fidelity National Financial 0.8 $46M 1.4M 32.45
Leap Wireless Intl 0.8 $45M 2.6M 17.40
Kohl's Corporation (KSS) 0.8 $44M 779k 56.75
Fleetmatics 0.8 $43M 1.0M 43.25
Penney J C Inc option 0.8 $43M 4.7M 9.15
Shire Plc call 0.8 $43M 302k 141.29
Eastman Kodak (KODK) 0.8 $42M 1.2M 34.71
Notes Gencorp Inc. 4.0625% dbcv 0.7 $41M 21M 2.01
Sprint Corp opt 0.7 $39M 3.6M 10.75
FleetCor Technologies 0.7 $39M 329k 117.17
ISHARES MSCI MEXICO Investab opt 0.6 $36M 525k 68.00
ISHARES MSCI MEXICO Investab opt 0.6 $36M 525k 68.00
SPDR Gold Trust (GLD) 0.6 $35M 302k 116.17
NRG Energy (NRG) 0.6 $34M 1.2M 28.72
W.R. Grace & Co. 0.6 $34M 341k 98.87
Meritage Homes Corporation (MTH) 0.6 $34M 702k 47.99
Cemex Sab De Cv conv bnd 0.6 $34M 26M 1.32
Mrc Global Inc cmn (MRC) 0.6 $33M 1.0M 32.26
Teradyne Inc note 4.500% 3/1 0.6 $32M 10M 3.22
JPMorgan Chase & Co. (JPM) 0.6 $32M 554k 58.48
Verint Systems (VRNT) 0.6 $32M 748k 42.94
Colfax Corporation 0.6 $31M 488k 63.69
Chesapeake Energy Corp note 2.500% 5/1 0.5 $30M 30M 1.00
Dana Holding Corporation (DAN) 0.5 $30M 1.5M 19.62
Tlt 12/17/11 C103 put 0.5 $29M 285k 101.86
Range Resources (RRC) 0.5 $28M 334k 84.31
Spdr Gold Trust gold 0.5 $28M 244k 116.17
Lincoln National Corporation (LNC) 0.5 $27M 532k 51.62
Freeport-mcmoran Copper & Go option 0.5 $27M 708k 37.74
Leap Wireless Intl Inc option 0.5 $26M 1.5M 17.40
Chatham Lodging Trust (CLDT) 0.5 $26M 1.3M 20.45
Silver Eagle Acquisition Cor Unit 99/99/9999 0.5 $26M 2.6M 10.00
Electronic Arts (EA) 0.5 $25M 1.1M 22.94
Chipotle Mexican Grill Inc option 0.5 $25M 47k 532.79
Priceline Com Inc option 0.5 $25M 22k 1162.40
American Rlty Cap Pptys Inc note 3.000% 8/0 0.5 $25M 25M 1.00
Dominion Res Inc Va unit 04/01/2013 0.4 $25M 456k 54.12
Sba Communications Corp note 4.000%10/0 0.4 $24M 8.1M 2.96
Chipotle Mexican Grill Inc option 0.4 $24M 45k 532.77
MetLife (MET) 0.4 $23M 419k 53.92
Geospace Technologies (GEOS) 0.4 $23M 241k 94.83
Ares Capital Corp 5.75 16 convert 0.4 $22M 20M 1.08
Microsoft Corp option 0.4 $21M 556k 37.43
Pulte (PHM) 0.4 $21M 1.0M 20.37
Targa Res Corp (TRGP) 0.4 $21M 236k 88.17
Iamgold Corp put 0.3 $19M 5.8M 3.33
Select Sector Spdr Tr option 0.3 $19M 394k 47.37
Select Sector Spdr Tr option 0.3 $18M 828k 21.86
American Axle & Manufact. Holdings (AXL) 0.3 $18M 879k 20.45
Ishares Inc option 0.3 $18M 400k 44.68
Ishares Inc option 0.3 $18M 400k 44.68
Enpro Industries Inc note 0.3 $18M 10M 1.76
Capitol Acquisition 0.3 $17M 1.7M 10.45
New Gold Inc Cda (NGD) 0.3 $16M 3.1M 5.24
Freeport-mcmoran Copper & Go option 0.3 $16M 433k 37.74
Agco Corp note 1.250%12/1 0.3 $16M 11M 1.46
Weatherford International Lt reg 0.3 $15M 987k 15.49
Ford Motor Company (F) 0.3 $15M 976k 15.43
Kinross Gold Corp option 0.3 $15M 3.5M 4.38
UNITED CONTINENTAL HOLDINGS P @ 2.5 Jan 11 option 0.3 $15M 400k 37.83
Jones Group Inc cmn 0.3 $14M 956k 14.96
Cemex Sab De Cv conv bnd 0.2 $14M 10M 1.36
Scorpio Bulkers 0.2 $14M 1.4M 10.05
Chesapeake Energy Corp note 2.500% 5/1 0.2 $13M 13M 1.02
Gap (GAP) 0.2 $13M 342k 39.08
Spdr Series Trust option 0.2 $13M 400k 33.30
Donnelley 0.2 $13M 653k 20.28
McClatchy Company 0.2 $13M 3.7M 3.40
E M C Corp Mass option 0.2 $13M 500k 25.15
Market Vectors Etf Tr option 0.2 $13M 592k 21.12
Salesforce Com Inc note 0.750% 1/1 0.2 $13M 5.0M 2.58
Ocean Rig Udw 0.2 $13M 649k 19.25
Caterpillar 0.2 $12M 135k 90.81
Caterpillar 0.2 $12M 130k 90.81
Phh Corp note 4.000% 9/0 0.2 $12M 11M 1.07
Sirius Xm Hldgs 0.2 $12M 3.3M 3.49
Equinix Inc note 4.750% 6/1 0.2 $11M 5.0M 2.19
Mgic Invt Corp Wis note 5.000% 5/0 0.2 $11M 10M 1.13
Dominion Resources Inc 6% 07/01/2016 conbnp 0.2 $11M 200k 54.21
TRW Automotive Holdings 0.2 $11M 143k 74.39
Tesla Mtrs Inc note 1.500% 6/0 0.2 $10M 7.5M 1.38
Anadarko Petroleum Corporation 0.2 $9.9M 125k 79.32
AllianceBernstein Income Fund 0.2 $9.8M 1.4M 7.13
Boyd Gaming Corporation (BYD) 0.2 $9.2M 818k 11.26
Avon Products 0.2 $9.3M 541k 17.22
Best Buy (BBY) 0.2 $9.7M 243k 39.88
Community Health Systems (CYH) 0.2 $9.7M 247k 39.27
United States Steel Corporation (X) 0.2 $9.2M 311k 29.50
Microsoft Corporation (MSFT) 0.2 $8.6M 230k 37.43
Companhia Brasileira de Distrib. 0.2 $8.8M 196k 44.67
American Homes 4 Rent-a reit (AMH) 0.2 $8.7M 540k 16.20
Roi Acquisition Corp Ii 0.2 $8.8M 850k 10.30
Penn National Gaming (PENN) 0.1 $8.1M 566k 14.33
Market Vectors Gold Miners ETF 0.1 $8.2M 386k 21.12
Rite Aid Corp New York cmn 0.1 $8.2M 1.6M 5.06
Tenet Healthcare Corporation (THC) 0.1 $8.3M 197k 42.12
CHART ACQUISITION CORP UNIT 99/99/9999 Added unit 0.1 $8.3M 800k 10.32
KB Home (KBH) 0.1 $7.7M 422k 18.28
Avnet (AVT) 0.1 $7.9M 179k 44.11
D.R. Horton (DHI) 0.1 $7.8M 350k 22.32
Morgan Stanley option 0.1 $7.8M 250k 31.36
Select Sector Spdr Tr option 0.1 $7.9M 107k 74.29
Blackstone Mtg Tr Inc Note cb 0.1 $7.8M 7.5M 1.04
American Intl Group Inc option 0.1 $7.0M 137k 51.05
Forest Oil Corp call 0.1 $7.1M 2.0M 3.61
Hercules Tech Growth Cap Inc cnv 0.1 $7.0M 5.0M 1.39
Slxp 1 1/2 03/15/19 0.1 $7.5M 5.0M 1.49
Cdw (CDW) 0.1 $7.0M 301k 23.36
Eastman Kodak Co *w exp 09/03/201 0.1 $7.2M 208k 34.71
Eastman Kodak Co *w exp 09/03/201 0.1 $7.2M 208k 34.71
Brunswick Corporation (BC) 0.1 $6.5M 141k 46.06
Spdr Series Trust option 0.1 $6.7M 200k 33.30
iShares MSCI All Peru Capped Index Fund (EPU) 0.1 $6.8M 203k 33.66
Forest Oil Corporation 0.1 $6.2M 1.7M 3.61
Hertz Global Holdings 0.1 $6.4M 222k 28.62
Cisco Sys Inc option 0.1 $6.1M 274k 22.45
Select Sector Spdr Tr option 0.1 $5.9M 268k 21.86
Cemex Sab conv 0.1 $5.9M 5.0M 1.18
Lennar Corporation (LEN) 0.1 $5.5M 140k 39.56
MeadWestva 0.1 $5.7M 156k 36.93
Ares Capital Corp 5.125 2016 conv 0.1 $5.4M 5.0M 1.07
L Brands 0.1 $5.7M 92k 61.85
Exelon Corporation (EXC) 0.1 $5.0M 182k 27.39
SPDR Barclays Capital High Yield B 0.1 $4.9M 122k 40.56
Jinkosolar Hldg Co Ltd...... note 4.000% 5/1 0.1 $5.3M 5.0M 1.05
Prospect Capital Corp note 6.250%12/1 0.1 $5.2M 4.9M 1.08
International Paper Company (IP) 0.1 $4.6M 94k 49.03
Computer Sciences Corporation 0.1 $4.6M 82k 55.88
Encana Corp 0.1 $4.3M 240k 18.05
Staples 0.1 $4.5M 283k 15.89
MFS Intermediate Income Trust (MIN) 0.1 $4.2M 810k 5.18
Cisco Sys Inc option 0.1 $4.5M 201k 22.45
Barclays Bk Plc ipath s&p500 vix 0.1 $4.3M 100k 42.55
Eastman Chemical Company (EMN) 0.1 $3.8M 48k 80.69
Goodyear Tire & Rubber Company (GT) 0.1 $4.1M 171k 23.85
Chesapeake Energy Corporation 0.1 $3.7M 135k 27.14
PolyOne Corporation 0.1 $3.9M 110k 35.35
Materials SPDR (XLB) 0.1 $3.8M 82k 46.21
Central Fd Cda Ltd cl a 0.1 $4.0M 300k 13.25
MFS Charter Income Trust (MCR) 0.1 $4.1M 452k 9.05
Sanmina (SANM) 0.1 $3.7M 221k 16.70
Global Defense & Natl Sec Sy 0.1 $4.0M 400k 10.05
RadNet (RDNT) 0.1 $3.5M 2.1M 1.67
AES Corporation (AES) 0.1 $3.2M 219k 14.51
Spdr S&p 500 Etf (SPY) 0.1 $3.1M 17k 184.68
Entergy Corporation (ETR) 0.1 $3.3M 53k 63.27
Morgan Stanley option 0.1 $3.5M 112k 31.36
Consumer Discretionary SPDR (XLY) 0.1 $3.2M 49k 66.84
L Brands 0.1 $3.5M 57k 61.86
Transocean (RIG) 0.1 $2.5M 51k 49.42
Whirlpool Corporation (WHR) 0.1 $2.5M 16k 156.83
RadioShack Corporation 0.1 $2.6M 1.0M 2.60
Dillard's (DDS) 0.1 $3.0M 31k 97.21
Gannett 0.1 $2.9M 97k 29.58
Louisiana-Pacific Corporation (LPX) 0.1 $2.5M 136k 18.51
Myriad Genetics (MYGN) 0.1 $3.0M 143k 20.98
Nabors Industries 0.1 $2.5M 149k 16.99
Wstrn Ast Clymr Infltn Lkd Opts & Inc (WIW) 0.1 $2.9M 259k 11.27
Developers Diversified Rlty note 1.750%11/1 0.1 $2.8M 2.5M 1.12
Dover Corp cmn 0.1 $2.7M 28k 96.55
Sears Holdings Corp Common Stock cmn 0.1 $2.9M 60k 49.05
Hca Holdings (HCA) 0.1 $2.6M 54k 47.70
Yrc Worldwide 10% 3/31/15 pfd cv 0.1 $2.7M 3.1M 0.86
United Parcel Service Inc option 0.0 $2.0M 19k 105.11
BlackRock Global Energy & Resources Trus (BGR) 0.0 $2.0M 82k 24.30
D Ishares Tr option 0.0 $2.1M 20k 101.88
CLEAN ENERGY FUELS CORP P @ 17.0 Jan 11 option 0.0 $2.4M 187k 12.88
Spdr Series Trust put 0.0 $2.2M 52k 42.08
Exelixis Inc cnv 0.0 $2.4M 2.0M 1.22
Outerwall 0.0 $2.2M 33k 67.28
Leap Wireless International 0.0 $1.5M 84k 17.40
Marathon Oil Corporation (MRO) 0.0 $1.5M 43k 35.30
New York Times Company (NYT) 0.0 $1.4M 90k 15.87
Owens-Illinois 0.0 $1.9M 53k 35.78
Flextronics International Ltd Com Stk (FLEX) 0.0 $1.5M 197k 7.77
Bio-Reference Laboratories 0.0 $1.8M 71k 25.54
MFS Multimarket Income Trust (MMT) 0.0 $1.5M 230k 6.62
Reaves Utility Income Fund (UTG) 0.0 $1.9M 75k 25.09
Health Care SPDR (XLV) 0.0 $1.2M 21k 55.46
Cisco Systems (CSCO) 0.0 $912k 41k 22.44
United Rentals (URI) 0.0 $1.2M 16k 77.95
Olin Corporation (OLN) 0.0 $1.3M 45k 28.85
Apple (AAPL) 0.0 $1.3M 2.2k 561.16
Hess (HES) 0.0 $1.1M 13k 82.98
Verso Paper 0.0 $980k 1.6M 0.63
Westport Innovations Inc cmn 0.0 $1.1M 56k 19.61
Outerwall 0.0 $1.3M 19k 67.29
Dean Foods Company 0.0 $1.2M 72k 17.20
Martin Marietta Materials (MLM) 0.0 $648k 6.5k 99.88
Con-way 0.0 $344k 8.7k 39.65
Dover Corporation (DOV) 0.0 $368k 3.8k 96.49
Rite Aid Corporation 0.0 $506k 100k 5.06
John Hancock Patriot Premium Div Fund II (PDT) 0.0 $627k 54k 11.60
SPDR S&P Metals and Mining (XME) 0.0 $537k 13k 42.05
SPECTRUM PHARMACEUTICALS INC Cmn Stock cmn 0.0 $444k 50k 8.84
Netqin Mobile 0.0 $735k 50k 14.70
Duff & Phelps Global (DPG) 0.0 $799k 42k 19.08
Hci (HCI) 0.0 $658k 12k 53.50
Gol Linhas Aereas Intlg S A sp adr rep p 0.0 $686k 150k 4.57
American Airls 0.0 $629k 25k 25.26
United Parcel Service (UPS) 0.0 $39k 372.00 104.84
Schlumberger (SLB) 0.0 $59k 654.00 90.21
Spdr Series Trust option 0.0 $72k 1.7k 42.35
General Mtrs Co *w exp 07/10/201 0.0 $177k 4.3k 40.94