Westchester Capital Management, LLC Q1 2017 Filing
Filed May 15, 2017
Portfolio Value
$3.6T
Holdings
68
Report Date
Q1 2017
Filing Type
13F-HR
All Holdings (68 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | SPYSPDR S&P 500 ETF TR | 1,201,300 | $283.2B | 7.76% | Put |
| 2 | HPEHewlett Packard Enterprise Company | 9,779,600 | $231.8B | 6.36% | Put |
| 3 | —Reynolds American Inc. | 3,246,843 | $204.6B | 5.61% | |
| 4 | AIGAmerican International Group, Inc. | 2,982,900 | $186.2B | 5.11% | Put |
| 5 | —Yahoo! Inc. | 3,960,591 | $183.8B | 5.04% | |
| 6 | —Du Pont (E.I.) de Nemours & Co. | 2,211,172 | $177.6B | 4.87% | Put |
| 7 | ASHAshland Global Holdings Inc. | 1,431,200 | $177.2B | 4.86% | Put |
| 8 | TWXCHFTime Warner Inc. | 1,772,130 | $173.2B | 4.75% | |
| 9 | NXPINXP Semiconductors NV | 1,576,697 | $163.2B | 4.47% | |
| 10 | BKRBaker Hughes Incorporated | 2,542,952 | $152.1B | 4.17% | Put |
| 11 | —Mead Johnson Nutrition Co. | 1,284,947 | $114.5B | 3.14% | Call |
| 12 | —B/E Aerospace, Inc. | 1,687,240 | $108.2B | 2.97% | |
| 13 | —Mobileye N.V. AMSTELVEEN | 1,757,863 | $107.9B | 2.96% | |
| 14 | —Syngenta AG | 1,211,323 | $107.2B | 2.94% | |
| 15 | —VCA Inc. | 1,038,880 | $95.1B | 2.61% | |
| 16 | SEESealed Air Corporation NEW | 2,152,400 | $93.8B | 2.57% | Put |
| 17 | —Level 3 Communications, Inc. | 1,471,089 | $84.2B | 2.31% | |
| 18 | —The Valspar Corporation | 707,410 | $78.5B | 2.15% | |
| 19 | —Chemtura Corporation | 2,276,979 | $76.1B | 2.09% | |
| 20 | —PrivateBancorp, Inc. | 1,280,046 | $76.0B | 2.08% | |
| 21 | —EverBank Financial Corporation | 3,662,256 | $71.3B | 1.96% | |
| 22 | CSXCSX Corporation | 956,200 | $44.5B | 1.22% | Put |
| 23 | —WhiteWave Foods Company | 745,873 | $41.9B | 1.15% | |
| 24 | GEGeneral Electric Company | 1,289,600 | $38.4B | 1.05% | Put |
| 25 | CITUSDCIT Group Inc. | 891,400 | $38.3B | 1.05% | Put |
| 26 | ETEnergy Transfer Partners LP | 970,267 | $35.4B | 0.97% | |
| 27 | DELLDell Technologies Inc. | 532,681 | $34.1B | 0.94% | |
| 28 | TAT&T Inc. | 809,300 | $33.6B | 0.92% | Put |
| 29 | HUNHuntsman Corporation | 1,337,900 | $32.8B | 0.90% | Put |
| 30 | —Fortress Investment Group LLC | 3,854,589 | $30.6B | 0.84% | |
| 31 | MGMMGM Resorts International | 1,094,600 | $30.0B | 0.82% | Put |
| 32 | MPCMarathon Petroleum Corporation | 542,000 | $27.4B | 0.75% | Put |
| 33 | LM03Liberty Media Corp Delaware | 656,504 | $25.6B | 0.70% | |
| 34 | —ONEOK Partners, LP | 468,416 | $25.3B | 0.69% | |
| 35 | METMetLife, Inc. | 466,400 | $24.6B | 0.68% | Put |
| 36 | BOBEUSDBob Evans Farms, Inc. | 354,400 | $23.0B | 0.63% | Put |
| 37 | —Hertz Global Holdings, Inc. | 1,266,100 | $22.2B | 0.61% | Put |
| 38 | DISHDISH Network Corp. | 332,800 | $21.1B | 0.58% | Put |
| 39 | HLTHilton Worldwide Holdings Inc. | 359,000 | $21.0B | 0.58% | Put |
| 40 | —DigitalGlobe Inc. | 549,500 | $18.0B | 0.49% | |
| 41 | GMGeneral Motors Co. | 445,600 | $15.8B | 0.43% | Put |
| 42 | VAREURVarian Medical Systems, Inc. | 164,400 | $15.0B | 0.41% | Put |
| 43 | —CBS Corporation | 170,900 | $11.9B | 0.33% | Put |
| 44 | SMHVanEck Vectors ETF TR | 144,000 | $11.5B | 0.31% | Put |
| 45 | STWDStarwood Property Trust, Inc. | 484,358 | $10.9B | 0.30% | |
| 46 | —Isle of Capri Casinos, Inc. | 339,243 | $8.9B | 0.25% | |
| 47 | —Colony NorthStar, Inc. | 498,617 | $6.4B | 0.18% | |
| 48 | VVRInvesco Senior Income Trust | 1,371,457 | $6.3B | 0.17% | |
| 49 | —Rite Aid Corp. | 1,407,654 | $6.0B | 0.16% | |
| 50 | XJQCXNuveen Credit Strategies Income Fund | 568,550 | $4.9B | 0.14% | |
| 51 | HIOWestern Asset High Income Opportunity Fun | 958,229 | $4.8B | 0.13% | |
| 52 | XFRAXBlackrock Fltg Rate Inc. OME STR | 304,445 | $4.4B | 0.12% | |
| 53 | —KLR Energy Acquisition Corp. | 399,000 | $4.1B | 0.11% | |
| 54 | DSUBlackrock Debt Strategies Fund, Inc. | 352,469 | $4.1B | 0.11% | |
| 55 | —Voya (ING) Prime Rate Trust | 684,485 | $3.7B | 0.10% | |
| 56 | FCTFirst Trust Senior Fltg. Rate Income Fd.I | 165,009 | $2.3B | 0.06% | |
| 57 | —Pacific Special Acquisition Corp. | 210,000 | $2.2B | 0.06% | |
| 58 | NWSANews Corporation NEW | 163,001 | $2.1B | 0.06% | |
| 59 | BABAAlibaba Group Hldg Ltd. | 18,900 | $2.0B | 0.06% | Put |
| 60 | —Cascade Bancorp | 161,294 | $1.2B | 0.03% | |
| 61 | —Computer Sciences Corporation | 17,600 | $1.2B | 0.03% | Put |
| 62 | —Wheeler Real Estate Inv.Trust, Inc. | 577,823 | $1.0B | 0.03% | |
| 63 | —Alon USA Energy, Inc. | 73,206 | $893.0M | 0.02% | |
| 64 | —Headwaters Incorporated | 33,911 | $796.0M | 0.02% | |
| 65 | VREXVarex Imaging Corporation | 18,120 | $609.0M | 0.02% | |
| 66 | HUMHumana Inc. | 1,800 | $371.0M | 0.01% | |
| 67 | —Pacific Special Acquisition Corp. | 210,000 | $73.0M | 0.00% | |
| 68 | LENLennar Corporation | 857 | $36.0M | 0.00% |