Westchester Capital Management, LLC Q1 2016 Filing

Filed May 16, 2016

Portfolio Value

$5.0B

Holdings

79

Report Date

Q1 2016

Filing Type

13F-HR

All Holdings (79 positions)

#StockSharesValue% PortfolioType
1
Starwood Hotels & Resorts Worldwide Inc.
3,439,767$287.0B5704.77%Put
2
Time Warner Cable Inc.
1,293,629$264.7B5261.93%
3
Dow Chemical Company
4,886,892$248.5B4940.81%Put
4
TMUST-Mobile US, Inc.
5,241,370$239.1B4753.02%Put
5
Yahoo! Inc.
5,645,994$207.8B4131.37%
6
EMC Corporation MASS
7,562,475$201.5B4006.36%
7
KLACKLA-Tencor Corp.
2,704,308$196.9B3914.14%
8
AIGAmerican International Group, Inc.
3,577,047$193.3B3843.33%Put
9
SPYSPDR S&P 500 ETF Trust
899,600$184.9B3676.01%Put
10
Airgas, Inc.
1,229,298$174.1B3461.24%
11
GMGeneral Motors Co.
5,484,300$172.4B3426.51%Put
12
MGMMGM Resorts International
7,554,400$162.0B3219.70%Put
13
Johnson Controls, Inc.
4,099,258$159.7B3175.60%Put
14
INGMIngram Micro Inc.
4,339,097$155.8B3097.44%
15
Baxalta Incorporated
3,568,750$144.2B2866.07%
16
Jarden Corporation
2,440,341$143.9B2859.71%
17
Alere, Inc.
2,627,306$133.0B2643.23%
18
HYGiShares TR
1,592,900$130.1B2586.68%Put
19
CBS Corporation NEW
2,331,988$128.5B2553.80%Put
20
GEGeneral Electric Company
3,763,800$119.7B2378.53%Put
21
CAMCameron International Corporation
1,551,054$104.0B2067.35%
22
HUMHumana Inc.
506,640$92.7B1842.56%
23
AAAlcoa Inc.
9,484,200$90.9B1806.16%Put
24
Youku Tudou Inc.
3,170,101$87.1B1732.35%
25
SNDKSanDisk Corporation
1,056,993$80.4B1598.57%
26
Du Pont (E.I.) de Nemours
1,160,068$73.5B1460.21%Put
27
First Niagara Financial Group
7,383,557$71.5B1420.79%
28
Allergan, Inc.
248,599$66.6B1324.56%Put
29
ADT Corporation
1,610,634$66.5B1321.04%
30
The Valspar Corporation
532,612$57.0B1133.09%
31
STWDStarwood Property Trust, Inc.
2,433,019$46.1B915.55%
32
Syngenta AG
554,364$45.9B912.69%
33
CVCEURCablevision Systems Corporation
1,347,150$44.5B883.73%
34
NorthStar Realty Finance Corp.
3,318,051$43.5B865.36%Put
35
HP5AEquity Commonwealth
1,194,993$33.7B670.35%
36
Northern Tier Energy LP
1,192,300$28.1B558.65%
37
VMWEURVMware Inc.
501,300$26.2B521.28%Put
38
Media General, Inc. NEW
1,599,236$26.1B518.52%
39
Columbia Pipeline Group, Inc.
992,660$24.9B495.30%
40
PFEPfizer, Inc.
838,769$24.9B494.20%Put
41
HTZHertz Global Holdings, Inc.
2,338,400$24.6B489.47%Put
42
SIRIEURSiriusXM Holdings Inc.
6,218,400$24.6B488.28%
43
Tyco International plc
635,200$23.3B463.53%
44
FirstMerit Corporation
1,076,462$22.7B450.45%
45
WMBWilliams Companies, Inc. DEL
1,268,520$20.4B405.23%
46
HLTHilton Worldwide Holdings Inc.
679,000$15.3B303.95%Put
47
Progressive Waste Solutions Ltd.
358,462$11.1B221.11%
48
GRA1EURW.R. Grace & Co. DEL NEW
153,889$11.0B217.75%
49
HUNHuntsman Corporation
814,418$10.8B215.33%Put
50
Atmel Corporation
1,319,150$10.7B212.92%
51
Markit Limited
241,124$8.5B169.45%
52
Qihoo 360 Technology Company Ltd.
83,841$6.3B125.93%
53
VVRInvesco Senior Income Trust
1,545,294$6.2B124.10%
54
EFTEaton Vance Floating-Rate Inc.
372,339$4.9B97.41%
55
Equity Commonwealth
187,580$4.8B94.86%
56
Voya (ING) Prime Rate Trust
902,333$4.5B90.41%
57
PRGOPerrigo Company PLC
33,100$4.2B84.19%
58
KLR Energy Acquisition Corp.
399,000$4.0B79.55%
59
TRVCCitigroup Inc.
87,800$3.7B72.88%
60
FCTFirst Trust Senior Fltg. Rate Income Fd.
281,204$3.6B71.94%
61
DSLDoubleLine Income Solutions Fund
206,353$3.5B68.96%
62
XFRAXBlackrock Float Rate OME STR
216,891$2.8B56.36%
63
GCP Applied Technologies Inc.
136,776$2.7B54.23%
64
Winthrop Realty Trust
180,350$2.4B47.07%
65
Pacific Special Acquisition Corp.
210,000$2.1B41.86%
66
NWSANews Corporation NEW
163,001$2.1B41.39%
67
Hennessy Capital Acquisition Corp.
199,800$2.0B39.00%
68
GRFSGrifols S.A.
114,655$1.8B35.17%
69
CYS Investments, Inc.
149,130$1.2B24.13%
70
Wheeler Real Estate Inv.Trust
888,250$1.1B22.07%
71
TAT&T Inc.
22,000$862.0M17.14%
72
HIOWestern Asset High Income Opportunity Fun
106,644$500.0M9.94%
73
Apollo Residential Mortgage, Inc.
26,262$352.0M7.00%
74
ETEnergy Transfer Equity LP
48,200$344.0M6.84%Call
75
Heartland Payment Systems, Inc.
1,894$183.0M3.64%
76
BXMTBlackstone Mortgage Trust Inc.
5,067$136.0M2.70%
77
SFX Entertainment Inc.
1,080,056$42.0M0.83%
78
Pacific Special Acquisition Corp.
210,000$19.0M0.38%
79
VODVodafone Group Plc NEW
0$00.00%