Blue Mountain Capital Management

BlueMountain Capital Management as of Sept. 30, 2014

Portfolio Holdings for BlueMountain Capital Management

BlueMountain Capital Management holds 201 positions in its portfolio as reported in the September 2014 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Spdr S&p 500 Etf (SPY) 7.2 $440M 2.2M 197.02
Actavis 6.1 $373M 1.5M 241.28
Rio Tinto (RIO) 4.8 $291M 5.9M 49.18
iShares Barclays 20+ Yr Treas.Bond (TLT) 3.3 $204M 1.8M 116.27
iShares MSCI Brazil Index (EWZ) 3.0 $186M 4.3M 43.45
Mylan Inc note 3.750% 9/1 3.0 $185M 54M 3.42
Apple (AAPL) 2.9 $179M 1.8M 100.73
Eastman Kodak (KODK) 2.7 $166M 7.5M 21.97
Allergan 2.3 $138M 774k 178.19
Valero Energy Corporation (VLO) 2.1 $130M 2.8M 46.27
Con-way 2.1 $127M 2.7M 47.50
Ipath S&p 500 Vix S/t Fu Etn 1.8 $111M 3.5M 31.17
SPDR Gold Trust (GLD) 1.6 $101M 869k 116.21
United States Steel Corporation 1.6 $98M 2.5M 39.17
Electronic Arts (EA) 1.5 $92M 2.6M 35.61
Copa Holdings Sa-class A (CPA) 1.4 $88M 815k 107.29
Amazon (AMZN) 1.4 $86M 267k 322.44
Akorn Inc note 3.500% 6/0 1.4 $85M 21M 4.15
Alcoa 1.4 $84M 5.2M 16.09
Verint Systems (VRNT) 1.3 $78M 1.4M 55.61
American Homes 4 Rent-a reit (AMH) 1.2 $75M 4.4M 16.89
Best Buy (BBY) 1.2 $72M 2.2M 33.59
Notes Gencorp Inc. 4.0625% dbcv 1.2 $71M 40M 1.78
Cemex Sab De Cv conv bnd 1.1 $71M 50M 1.41
Tesoro Corporation 1.1 $65M 1.1M 60.98
Voya Financial (VOYA) 1.0 $63M 1.6M 39.10
Chesapeake Energy Corp note 2.500% 5/1 1.0 $63M 63M 1.01
Fnf (FNF) 1.0 $63M 2.3M 27.74
FleetCor Technologies 1.0 $62M 435k 142.12
Charter Communications 1.0 $61M 405k 151.37
Scorpio Bulkers 1.0 $60M 10M 5.82
Valeant Pharmaceuticals Int 1.0 $59M 446k 131.20
Targa Res Corp (TRGP) 0.9 $58M 426k 136.17
TRW Automotive Holdings 0.9 $57M 565k 101.25
General Motors Company (GM) 0.9 $57M 1.8M 31.94
Kohl's Corporation (KSS) 0.8 $52M 854k 61.03
Caterpillar (CAT) 0.8 $48M 494k 97.88
Freeport-McMoRan Copper & Gold (FCX) 0.8 $48M 1.5M 32.65
Materials SPDR (XLB) 0.8 $48M 961k 49.59
Wesco Intl Inc dbcv 6.000% 9/1 0.8 $47M 17M 2.78
Metlife Inc 5% 10/0/14 Conv Pr cv prf 0.7 $44M 1.4M 30.81
Energy Select Sector SPDR (XLE) 0.7 $43M 475k 90.62
Starwood Property Trust note 0.7 $41M 38M 1.07
Omnicare Inc 3.75% '42 conv 0.7 $40M 25M 1.58
Wl Ross Holding Corp Uts 0.6 $34M 3.2M 10.70
Meritage Homes Corporation (MTH) 0.5 $33M 925k 35.50
Sprint 0.5 $33M 5.2M 6.34
Taro Pharmaceutical Industries (TARO) 0.5 $32M 208k 153.86
iShares MSCI Japan Index 0.5 $32M 2.7M 11.77
Brookdale Senior Living (BKD) 0.5 $30M 926k 32.22
Nextera Energy Inc unit 0.5 $30M 500k 59.98
Goldman Sachs (GS) 0.5 $29M 160k 183.57
Ocean Rig Udw 0.5 $30M 1.8M 16.12
Cisco Systems (CSCO) 0.5 $29M 1.1M 25.17
Coeur d'Alene Mines Corporation (CDE) 0.5 $29M 5.9M 4.96
Gaming & Leisure Pptys (GLPI) 0.5 $29M 925k 30.90
Iamgold Corp (IAG) 0.5 $28M 10M 2.76
Mgic Invt Corp Wis note 5.000% 5/0 0.5 $28M 25M 1.11
Uthr 1 09/15/16 0.4 $27M 10M 2.69
Alibaba Group Holding (BABA) 0.4 $27M 303k 88.85
Talmer Ban 0.4 $26M 1.9M 13.83
Tesla Motors Inc bond 0.4 $26M 28M 0.95
Chipotle Mexican Grill (CMG) 0.4 $25M 38k 666.56
Tyson Foods Inc cnv p 0.4 $25M 500k 50.37
Microsoft Corporation (MSFT) 0.4 $24M 507k 46.36
Dominion Res Inc Va unit 04/01/2013 0.4 $23M 400k 56.74
Alcoa Inc cnv p 0.4 $23M 450k 49.98
American Axle & Manufact. Holdings (AXL) 0.4 $22M 1.3M 16.77
Hess (HES) 0.3 $21M 224k 94.32
iShares FTSE/Xinhua China 25 Index (FXI) 0.3 $21M 520k 39.55
Rbc Cad (RY) 0.3 $20M 280k 71.45
Dominion Resources Inc 6% 07/01/2016 conbnp 0.3 $20M 350k 56.77
J.C. Penney Company 0.3 $20M 1.9M 10.04
Silver Eagle Acquisition Cor 0.3 $20M 2.0M 9.94
Goodyear Tire & Rubber Company (GT) 0.3 $19M 849k 22.58
Hldgs (UAL) 0.3 $19M 400k 46.79
Omega Healthcare Investors (OHI) 0.3 $19M 540k 34.19
Citigroup (C) 0.3 $18M 341k 51.82
Terrapin 3 Acquisition Corp unit 06/27/2019 0.3 $17M 1.7M 10.05
Companhia Brasileira de Distrib. 0.3 $16M 376k 43.61
New Gold Inc Cda (NGD) 0.3 $16M 3.1M 5.05
Alamos Gold 0.3 $16M 2.0M 7.97
Concur Technologies Inc note 0.500% 6/1 0.3 $16M 12M 1.31
MGM Resorts International. (MGM) 0.2 $16M 683k 22.78
Kinross Gold Corp (KGC) 0.2 $15M 4.6M 3.30
Spirit Rlty Cap Inc New Note cb 0.2 $15M 15M 0.99
Dana Holding Corporation (DAN) 0.2 $14M 744k 19.17
Herbalife Ltd Com Stk (HLF) 0.2 $14M 313k 43.75
Banco Itau Holding Financeira (ITUB) 0.2 $14M 986k 13.88
Bristol Myers Squibb Co dbcv 9/1 0.2 $13M 10M 1.29
Terex Corp New note 4.000% 6/0 0.2 $12M 6.0M 1.99
Capitol Acquisition Corp Ii 0.2 $13M 1.3M 9.81
Seacor Holdings Inc note 2.500%12/1 0.2 $12M 12M 1.08
Spirit Realty Capital Inc convertible cor 0.2 $12M 13M 0.98
Lincoln National Corporation (LNC) 0.2 $12M 217k 53.58
Weatherford Intl Plc ord 0.2 $12M 554k 20.80
Facebook Inc cl a (META) 0.2 $11M 139k 79.04
Cemex SAB de CV (CX) 0.2 $11M 814k 13.04
Ventas (VTR) 0.2 $11M 172k 61.95
Vector Group Ltd frnt 1/1 0.2 $10M 7.0M 1.47
HCP 0.2 $10M 253k 39.71
iShares MSCI Mexico Inv. Mt. Idx. (EWW) 0.2 $9.6M 139k 68.73
Auxilium Pharmaceuticals note 0.2 $9.9M 7.5M 1.32
Blackstone Mtg Tr Inc Note cb 0.2 $9.5M 9.0M 1.06
Colony Finl Inc Sr Nt Conv 3.875% 01/15/21 B/e Dtd 01/28/14 0.2 $10M 10M 1.00
Safeway 0.1 $9.1M 264k 34.30
Avnet (AVT) 0.1 $9.2M 221k 41.50
Hercules Tech Growth Cap Inc cnv 0.1 $9.5M 7.5M 1.26
Google Inc Class C 0.1 $9.4M 16k 577.13
priceline.com Incorporated 0.1 $8.4M 7.3k 1153.85
Forest City Enterprises conv 0.1 $8.3M 7.5M 1.11
Hennessy Cap Acquisition Cor 0.1 $8.5M 871k 9.80
Ford Motor Company (F) 0.1 $8.0M 538k 14.79
MetLife (MET) 0.1 $7.9M 147k 53.72
iShares MSCI All Peru Capped Index Fund (EPU) 0.1 $8.2M 238k 34.25
Ares Capital Corp 5.75 16 convert 0.1 $8.0M 7.5M 1.06
Arcelormittal Sa Luxembourg mand cv nt 16 0.1 $7.4M 350k 21.28
Nrg Yield 0.1 $7.1M 151k 47.05
Roi Acquisition Corp Ii 0.1 $6.5M 655k 9.85
Boulevard Acquisition 0.1 $6.8M 700k 9.70
Chart Acquisition 0.1 $6.1M 615k 9.92
Citrix Systems 0.1 $5.5M 77k 71.34
Group 1 Automotive (GPI) 0.1 $5.0M 68k 72.70
Consumer Discretionary SPDR (XLY) 0.1 $4.6M 70k 66.69
Endo Pharmaceuticals Hldgs I note 1.750% 4/1 0.1 $4.7M 2.0M 2.34
Ak Steel Corp. conv 0.1 $5.2M 3.0M 1.72
BioMarin Pharmaceutical (BMRN) 0.1 $4.4M 61k 72.15
KB Home (KBH) 0.1 $4.5M 299k 14.94
Whirlpool Corporation (WHR) 0.1 $4.5M 31k 145.64
Gap (GAP) 0.1 $4.5M 108k 41.69
D.R. Horton (DHI) 0.1 $4.2M 207k 20.52
Energy Xxi 0.1 $4.4M 384k 11.35
SBA Communications Corporation 0.1 $4.2M 38k 110.90
BioScrip 0.1 $4.5M 650k 6.91
Nabors Industries 0.1 $4.4M 194k 22.76
Eastman Chemical Company (EMN) 0.1 $3.7M 46k 80.90
Central Fd Cda Ltd cl a 0.1 $3.7M 300k 12.31
Prologis (PLD) 0.1 $3.8M 101k 37.70
Yandex Nv-a (NBIS) 0.1 $3.7M 134k 27.80
Global Defense & Natl Sec Sy 0.1 $3.9M 380k 10.32
AES Corporation (AES) 0.1 $3.2M 222k 14.18
Halliburton Company (HAL) 0.1 $3.0M 47k 64.52
International Business Machines (IBM) 0.1 $3.3M 17k 189.53
Schlumberger (SLB) 0.1 $3.0M 29k 101.68
United States Oil Fund 0.1 $3.3M 96k 34.43
Advanced Micro Devices (AMD) 0.1 $2.9M 858k 3.41
Illumina (ILMN) 0.1 $2.9M 18k 163.90
Owens-Illinois 0.1 $3.3M 128k 26.05
Vantage Drilling Company ord (VTGDF) 0.1 $3.0M 2.3M 1.27
SPDR S&P Metals and Mining (XME) 0.1 $2.9M 79k 36.77
Wstrn Ast Clymr Infltn Lkd Opts & Inc (WIW) 0.1 $3.0M 259k 11.59
Meritor 0.1 $3.2M 298k 10.85
Hci (HCI) 0.1 $2.8M 77k 35.99
Boyd Gaming Corporation (BYD) 0.0 $2.2M 212k 10.16
Domtar Corp 0.0 $2.7M 77k 35.13
DreamWorks Animation SKG 0.0 $2.6M 95k 27.27
AK Steel Holding Corporation 0.0 $2.5M 315k 8.01
Financial Select Sector SPDR (XLF) 0.0 $2.7M 116k 23.17
Reaves Utility Income Fund (UTG) 0.0 $2.2M 75k 29.02
L Brands 0.0 $2.5M 37k 66.97
Fxcm Inc. conv 0.0 $2.6M 2.5M 1.05
Entergy Corporation (ETR) 0.0 $2.0M 26k 77.35
Brunswick Corporation (BC) 0.0 $1.7M 41k 42.14
Hornbeck Offshore Services 0.0 $2.1M 63k 32.73
SanDisk Corporation 0.0 $2.0M 20k 97.95
Eastman Kodak Co *w exp 09/03/201 0.0 $1.8M 235k 7.52
Eastman Kodak Co *w exp 09/03/201 0.0 $1.6M 235k 6.63
Noble Energy 0.0 $1.5M 22k 68.36
Murphy Oil Corporation (MUR) 0.0 $953k 17k 56.93
Hovnanian Enterprises 0.0 $1.4M 388k 3.67
MFS Intermediate Income Trust (MIN) 0.0 $1.2M 234k 5.01
salesforce (CRM) 0.0 $1.1M 19k 57.55
BlackRock Global Energy & Resources Trus (BGR) 0.0 $1.3M 56k 23.93
Silver Eagle Acquisition Cor w exp 07/26/202 0.0 $1.2M 2.0M 0.60
EnerNOC 0.0 $436k 26k 16.96
Aegerion Pharmaceuticals 0.0 $436k 13k 33.40
SPDR Barclays Capital High Yield B 0.0 $754k 19k 40.18
John Hancock Patriot Premium Div Fund II (PDT) 0.0 $711k 54k 13.15
Duff & Phelps Global (DPG) 0.0 $891k 42k 21.28
Chart Acquisition Co *w exp 12/1 0.0 $461k 615k 0.75
Hennessy Cap Acquisition Cor *w exp 01/23/201 0.0 $557k 871k 0.64
NRG Energy (NRG) 0.0 $69k 2.3k 30.64
LifePoint Hospitals 0.0 $98k 1.4k 68.92
iShares MSCI EAFE Index Fund (EFA) 0.0 $0 1.00 0.00
Lexmark International 0.0 $145k 3.4k 42.40
51job 0.0 $5.0k 161.00 31.06
Chesapeake Energy Corporation 0.0 $186k 8.1k 23.02
LeapFrog Enterprises 0.0 $2.0k 411.00 4.87
Spectrum Pharmaceuticals 0.0 $95k 12k 8.11
iShares Lehman 7-10 Yr Treas. Bond (IEF) 0.0 $35k 340.00 102.94
Moly 0.0 $47k 39k 1.19
Sandisk Corp note 1.500% 8/1 0.0 $193k 98k 1.97
Chatham Lodging Trust (CLDT) 0.0 $44k 1.9k 22.83
MFS Charter Income Trust (MCR) 0.0 $114k 13k 8.82
General Mtrs Co *w exp 07/10/201 0.0 $97k 4.3k 22.44
General Mtrs Co *w exp 07/10/201 0.0 $62k 4.3k 14.34
Capitol Acquisition 0.0 $0 4.00 0.00
Capitol Acquisition Corp Ii *w exp 05/15/201 0.0 $281k 638k 0.44
Roi Acquisition Corp Ii *w exp 99/99/999 0.0 $210k 655k 0.32
Seventy Seven Energy 0.0 $51k 2.2k 23.60
Boulevard Acquisition Corp w exp02/19/201 0.0 $249k 350k 0.71