0001193125-12-055178.txt : 20120213 0001193125-12-055178.hdr.sgml : 20120213 20120213114800 ACCESSION NUMBER: 0001193125-12-055178 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20111231 FILED AS OF DATE: 20120213 DATE AS OF CHANGE: 20120213 EFFECTIVENESS DATE: 20120213 FILER: COMPANY DATA: COMPANY CONFORMED NAME: BlueMountain Capital Management, LLC CENTRAL INDEX KEY: 0001427430 IRS NUMBER: 261523875 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-14203 FILM NUMBER: 12596469 BUSINESS ADDRESS: STREET 1: 280 PARK AVENUE, 5TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10017 BUSINESS PHONE: (212) 905-3900 MAIL ADDRESS: STREET 1: 280 PARK AVENUE, 5TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10017 13F-HR 1 d296718d13fhr.txt FORM 13F UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: December , 2011 Check here if Amendment [ ]; Amendment Number: ______ This Amendment (Check only one): [ ] is a restatement. [ ] adds new holdings entries Institutional Investment Manager Filing this Report: Name: BlueMountain Capital Management, LLC Address: 280 PARK AVENUE, 5TH FL EAST NEW YORK, NY 10017 Form 13F File Number: 28-14203 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person signing this Report on behalf of Reporting Manager: Name: Paul Friedman Title: Chief Compliance Officer Phone: 212-905-3990 Signature, Place, and Date of Signing: /s/ Paul Friedman New York, NY February 13, 2012 ------------------------------------- ------------- ---------------- [Signature] [City, State] [Date] Report Type (Check only one.): [X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) [ ] 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) [ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) List of Other Managers Reporting for this Manager: [If there are no entries in this list, omit this section.] Form 13F File Number Name -------------------- ---- 28-___________________________ ________________________ [Repeat as necessary.] FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 88 Form 13F Information Table Value Total: 355,767.63 (thousands) List of Other Included Managers: NONE [If there are no entries in this list, state "NONE" and omit the column headings and list entries.] Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. No. Form 13F File Number Name --- -------------------- ---- ___ 28-_________________ ________________
TITLE OF VALUE SHRS OR INVESTMENT OTHER VOTING NAME OF ISSUER CLASS CUSIP (X$1,000) PRN AMT SH/PRN PUT/CALL DISCRETION MANAGER AUTHORITY AMC NETWORKS INC CL A CL A 00164V103 10,334.50 275,000 SH SOLE 275,000 ABERCROMBIE & FITCH CO CL A CL A 002896207 6,076.28 124,412 SH SOLE 124,412 ACCURIDE CORP NEW COM NEW COM 00439T206 2,480.97 348,451 SH SOLE 348,451 AMAZON COM INC COM COM 023135106 284.58 1,644 SH SOLE 1,644 AMERICAN EXPRESS CO COM COM 025816109 185.61 3,935 SH SOLE 3,935 AMKOR TECHNOLOGY INC COM COM 031652100 2,746.80 630,000 SH SOLE 630,000 APOLLO GROUP INC CL A CL A 037604105 10,134.08 188,121 SH SOLE 188,121 AVIAT NETWORKS INC COM COM 05366Y102 5,967.53 3,260,945 SH SOLE 3,260,945 BANK OF AMERICA CORPORATION COM CL A 060505104 175.01 31,476 SH SOLE 31,476 BERKSHIRE HATHAWAY INC DEL CL B NEW CL B 084670702 316.19 4,144 SH SOLE 4,144 BLYTH INC COM NEW COM 09643P207 1.53 27 SH SOLE 27 BRF-BRASIL FOODS S A SPONSORED ADR ADR 10552T107 12,940.97 661,942 SH SOLE 661,942 CATERPILLAR INC DEL COM COM 149123101 72.75 803 SH SOLE 803 CITIGROUP INC COM NEW COM 172967424 438.51 16,667 SH SOLE 16,667 COMCAST CORP NEW CL A CL A 20030N101 224.06 9,450 SH SOLE 9,450 COMMUNITY HEALTH SYS INC NEW COM COM 203668108 2,117.12 121,325 SH SOLE 121,325 DELTA AIR LINES INC DEL COM NEW COM 247361702 6,431.78 795,029 SH SOLE 795,029 DOMTAR CORP COM NEW COM 257559203 18,330.83 229,250 SH SOLE 229,250 E M C CORP MASS COM COM 268648102 191.73 8,901 SH SOLE 8,901 ELECTRONIC ARTS INC COM COM 285512109 2,532.83 122,953 SH SOLE 122,953 EXXON MOBIL CORP COM COM 30231G102 3,901.93 46,035 SH SOLE 46,035 FLAGSTAR BANCORP INC COM NEW COM 337930507 2,733.04 5,411,960 SH SOLE 5,411,960 GENTIVA HEALTH SERVICES INC COM COM 37247A102 5,462.44 809,250 SH SOLE 809,250 GOLDMAN SACHS GROUP INC COM COM 38141G104 251.94 2,786 SH SOLE 2,786 GOOGLE INC CL A CL A 38259P508 13,426.32 20,787 SH SOLE 20,787 GRACE W R & CO DEL NEW COM COM 38388F108 13,719.89 298,778 SH SOLE 298,778 HESS CORP COM COM 42809H107 19,276.73 339,379 SH SOLE 339,379 INTEL CORP COM COM 458140100 338.75 13,969 SH SOLE 13,969 IRON MTN INC COM COM 462846106 11,345.64 368,365 SH SOLE 368,365 ISHARES TR HIGH YLD CORP ETF 464288513 6,331.64 70,800 SH SOLE 70,800 JPMORGAN CHASE & CO COM COM 46625H100 533.20 16,036 SH SOLE 16,036 MARKET VECTORS ETF TR GOLD MINER ETF ETF 57060U100 8,506.42 165,398 SH SOLE 165,398 MCCLATCHY CO CL A CL A 579489105 10,890.78 4,556,810 SH SOLE 4,556,810 NRG ENERGY INC COM NEW COM 629377508 4,330.59 238,995 SH SOLE 238,995 NAVISTAR INTL CORP NEW COM COM 63934E108 21,451.52 566,302 SH SOLE 566,302 ORACLE CORP COM COM 68389X105 469.91 18,320 SH SOLE 18,320 OWENS ILL INC COM NEW COM 690768403 304.27 15,700 SH SOLE 15,700 PARKER DRILLING CO COM COM 701081101 5,849.30 815,802 SH SOLE 815,802 QUALCOMM INC COM COM 747525103 10,792.64 197,306 SH SOLE 197,306 RADIO ONE INC CL D NON VTG CL D 75040P405 3,432.06 3,432,059 SH SOLE -- RENTECH INC COM COM 760112102 1,068.48 815,635 SH SOLE 815,635 ROBERT HALF INTL INC COM COM 770323103 6,166.23 216,663 SH SOLE 216,663 ROCK-TENN CO CL A CL A 772739207 21,555.22 373,574 SH SOLE 373,574 SCHLUMBERGER LTD COM COM 806857108 25.82 378 SH SOLE 378 SCRIPPS E W CO OHIO CL A NEW CL A 811054402 14,362.05 1,793,015 SH SOLE 1,793,015 SUPERMEDIA INC COM COM 868447103 1,538.19 582,646 SH SOLE 582,646 SWIFT TRANSN CO CL A CL A 87074U101 4,209.07 510,810 SH SOLE 510,810 SYMANTEC CORP COM COM 871503108 4,383.61 280,103 SH SOLE 280,103 TPC GROUP INC COM COM 89236Y104 8,522.57 365,305 SH SOLE 365,305 UBS AG JERSEY BRH LNG SHT VIX ETN 902641596 1,734.15 79,149 SH SOLE 79,149
TITLE OF VALUE SHRS OR INVESTMENT OTHER VOTING NAME OF ISSUER CLASS CUSIP (X$1,000) PRN AMT SH/PRN PUT/CALL DISCRETION MANAGER AUTHORITY UNITED STATES STL CORP NEW COM COM 912909108 2,746.55 103,800 SH SOLE 103,800 UNITED TECHNOLOGIES CORP COM COM 913017109 86.25 1,180 SH SOLE 1,180 VCA ANTECH INC COM COM 918194101 7,810.51 395,469 SH SOLE 395,469 VALEANT PHARMACEUTICALS INTL COM COM 91911K102 16,275.90 348,595 SH SOLE 348,595 WESTERN UN CO COM COM 959802109 7,913.21 433,363 SH SOLE 433,363 XEROX CORP COM COM 984121103 183.45 23,046 SH SOLE 23,046 YAHOO INC COM COM 984332106 6,850.43 424,701 SH SOLE 424,701 LYONDELLBASELL INDUSTRIES N SHS - A - CL A N53745100 15,446.69 475,429 SH SOLE 475,429 AMR CORP P @ 2.5 JAN 12 OPTION 001765956 1,017.12 4,698.00 SH PUT SOLE -- AMR CORP P @ 2.0 JAN 13 OPTION 001765956 424.76 2,393.00 SH PUT SOLE -- AMR CORP P @ 3.0 JAN 13 OPTION 001765956 1,399.87 5,072.00 SH PUT SOLE -- ACTIVISION BLIZZARD INC P @ 12.0 MAY 12 OPTION 00507V959 414.10 5,050.00 SH PUT SOLE -- BANK OF AMERICA CORP C @ 10.0 JAN 12 OPTION 060505904 20.00 20,000.00 SH CALL SOLE -- DELTA AIR LINES INC C @ 9.0 MAR 12 OPTION 247361902 578.36 14,459.00 SH CALL SOLE -- DELTA AIR LINES INC C @ 9.0 JUN 12 OPTION 247361902 1,200.80 15,800.00 SH CALL SOLE -- FUSION-IO INC P @ 25.0 JAN 12 OPTION 36112J957 17.58 74.00 SH PUT SOLE -- FORD MOTOR CO P @ 5.0 JAN 13 OPTION 345370950 177.45 9,100.00 SH PUT SOLE -- MARKET VECTORS GOLD MINERS C @ 65.0 MAR 12 OPTION 57060U900 14.00 560.00 SH CALL SOLE -- H&R BLOCK INC P @ 10.0 JAN 13 OPTION 093671955 140.00 1,400.00 SH PUT SOLE -- H&R BLOCK INC P @ 12.5 JAN 13 OPTION 093671955 195.30 1,240.00 SH PUT SOLE -- LULULEMON ATHLETICA INC P @ 35.0 JAN 12 OPTION 550021959 18.69 2,492.00 SH PUT SOLE -- LYONDELLBASELL INDU - CL A C @ 40.5 JAN 12 OPTION N53745900 20.32 4,064.00 SH CALL SOLE -- MOLYCORP INC P @ 35.0 JAN 12 OPTION 608753959 937.84 843.00 SH PUT SOLE -- MGM MIRAGE P @ 5.0 JAN 13 OPTION 552953951 132.00 2,901.00 SH PUT SOLE -- MICROSOFT CORP C @ 26.0 JAN 12 OPTION 594918904 332.36 5,935.00 SH CALL SOLE -- MICROSOFT CORP P @ 26.0 JAN 12 OPTION 594918954 353.13 5,935.00 SH PUT SOLE -- NAVISTAR INTERNATIONAL C @ 65.0 JAN 12 OPTION 63934E908 8.10 1,620.00 SH CALL SOLE -- NAVISTAR INTERNATIONAL C @ 70.0 JAN 12 OPTION 63934E908 30.02 6,003.00 SH CALL SOLE -- NAVISTAR INTERNATIONAL C @ 75.0 JAN 12 OPTION 63934E908 18.84 3,768.00 SH CALL SOLE -- NRG ENERGY INC C @ 26.0 MAR 12 OPTION 629377908 50.95 5,095.00 SH CALL SOLE -- NRG ENERGY INC C @ 27.0 MAR 12 OPTION 629377908 25.48 5,095.00 SH CALL SOLE -- OWENS-ILLINOIS INC C @ 30.0 JAN 12 OPTION 690768903 0.91 182.00 SH CALL SOLE -- OWENS-ILLINOIS INC P @ 30.0 JAN 12 OPTION 690768953 206.57 182.00 SH PUT SOLE -- ROCK-TENN COMPANY -CL A C @ 70.0 JAN 12 OPTION 772739907 22.50 1,500.00 SH CALL SOLE -- TEMPLE-INLAND INC P @ 32.0 JAN 12 OPTION 879868957 70.00 2,000.00 SH PUT SOLE -- XEROX CORP C @ 10.0 JAN 13 OPTION 984121903 54.00 1,000.00 SH CALL SOLE -- XEROX CORP P @ 10.0 JAN 13 OPTION 984121953 266.50 1,000.00 SH PUT SOLE -- UNITED STATES STEEL CORP P @ 40.0 JAN 12 OPTION 912909958 1,409.09 1,038.00 SH PUT SOLE -- ITEM COUNT: 88 355,767.63