Westchester Capital Management, LLC Q2 2016 Filing
Filed August 15, 2016
Portfolio Value
$4.4T
Holdings
75
Report Date
Q2 2016
Filing Type
13F-HR
All Holdings (75 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | SPYSPDR S&P 500 ETF TR | 1,530,000 | $320.6B | 7.35% | Put |
| 2 | —EMC Corporation MASS | 8,679,569 | $235.8B | 5.41% | |
| 3 | AIGAmerican International Group, Inc. | 4,362,247 | $230.7B | 5.29% | Put |
| 4 | —Starwood Hotels & Resorts Worldwide Inc. | 2,837,894 | $209.9B | 4.81% | |
| 5 | KLACKLA-Tencor Corp. | 2,854,514 | $209.1B | 4.80% | |
| 6 | —Tyco International plc | 4,861,373 | $207.1B | 4.75% | |
| 7 | GMGeneral Motors Co. | 6,764,700 | $191.4B | 4.39% | Put |
| 8 | —Yahoo! Inc. | 5,067,838 | $190.3B | 4.37% | |
| 9 | MGMMGM Resorts International | 8,009,600 | $181.3B | 4.16% | Put |
| 10 | —LinkedIn Corporation | 878,282 | $166.2B | 3.81% | |
| 11 | —Jarden Corporation | 2,523,161 | $158.2B | 3.63% | |
| 12 | INGMIngram Micro Inc. | 4,349,725 | $151.3B | 3.47% | |
| 13 | GEGeneral Electric Company | 4,773,918 | $150.3B | 3.45% | Put |
| 14 | —CBS Corporation NEW | 2,676,388 | $145.7B | 3.34% | Put |
| 15 | —Dow Chemical Company | 2,814,301 | $139.9B | 3.21% | Put |
| 16 | —The Valspar Corporation | 1,293,626 | $139.8B | 3.21% | |
| 17 | AAAlcoa Inc. | 13,726,900 | $127.2B | 2.92% | Put |
| 18 | —St. Jude Medical, Inc. | 1,503,917 | $117.3B | 2.69% | |
| 19 | —Allergan, Inc. | 451,607 | $104.4B | 2.39% | Put |
| 20 | —First Niagara Financial Group | 7,644,410 | $74.5B | 1.71% | |
| 21 | —Columbia Pipeline Group, Inc. | 2,612,978 | $66.6B | 1.53% | |
| 22 | HUMHumana Inc. | 322,639 | $58.0B | 1.33% | Put |
| 23 | —Syngenta AG | 738,233 | $56.7B | 1.30% | |
| 24 | —American Capital Ltd. | 3,237,033 | $51.2B | 1.18% | |
| 25 | STWDStarwood Property Trust, Inc. | 2,433,019 | $50.4B | 1.16% | |
| 26 | HLTHilton Worldwide Holdings Inc. | 2,075,000 | $46.7B | 1.07% | Put |
| 27 | —Hertz Global Holdings, Inc. | 4,049,437 | $44.8B | 1.03% | Put |
| 28 | CAGConAgra Foods, Inc. | 841,800 | $40.2B | 0.92% | Put |
| 29 | LM03Liberty Media Corp. Delaware | 1,225,987 | $38.4B | 0.88% | |
| 30 | HPEHewlett Packard Enterprise Company | 2,043,600 | $37.3B | 0.86% | Put |
| 31 | —Medivation Inc. | 600,400 | $36.2B | 0.83% | Put |
| 32 | —Qlik Technologies Inc. | 1,153,467 | $34.1B | 0.78% | |
| 33 | METMetLife, Inc. | 847,800 | $33.8B | 0.77% | Put |
| 34 | —Media General, Inc. NEW | 1,780,862 | $30.6B | 0.70% | |
| 35 | VMWEURVMware Inc. | 501,300 | $28.7B | 0.66% | Put |
| 36 | —Alere, Inc. | 679,528 | $28.3B | 0.65% | |
| 37 | HP5AEquity Commonwealth | 883,844 | $25.7B | 0.59% | |
| 38 | SIRIEURSiriusXM Holdings Inc. | 6,218,400 | $24.6B | 0.56% | |
| 39 | —Rite Aid Corp. | 3,132,163 | $23.5B | 0.54% | |
| 40 | —FirstMerit Corporation | 1,076,462 | $21.8B | 0.50% | |
| 41 | —Hatteras Financial Corporation | 1,236,100 | $20.3B | 0.47% | |
| 42 | BXUSDBlackstone Group | 806,400 | $19.8B | 0.45% | Put |
| 43 | —Qihoo 360 Technology Company Ltd. | 100,628 | $7.4B | 0.17% | |
| 44 | —Markit Limited | 208,724 | $6.8B | 0.16% | |
| 45 | —Quintiles Transnational Holdings Inc. | 104,087 | $6.8B | 0.16% | |
| 46 | VVRInvesco Senior Income Trust | 1,601,382 | $6.7B | 0.15% | |
| 47 | HUNHuntsman Corporation | 490,218 | $6.6B | 0.15% | Put |
| 48 | —NorthStar Asset Management Group Inc. | 596,789 | $6.1B | 0.14% | |
| 49 | LM05Liberty Media Corp. Delaware | 306,493 | $5.9B | 0.13% | |
| 50 | EFTEaton Vance Floating-Rate Income Trust | 382,555 | $5.1B | 0.12% | |
| 51 | WMBWilliams Companies, Inc. DEL | 232,289 | $5.0B | 0.12% | |
| 52 | —Voya Prime Rate Trust | 944,854 | $4.8B | 0.11% | |
| 53 | —KLR Energy Acquisition Corp. | 399,000 | $4.0B | 0.09% | |
| 54 | XFRAXBlackrock Fltg Rate Inc. Strategies Fund | 225,134 | $3.0B | 0.07% | |
| 55 | —Parkway Properties, Inc. | 137,635 | $2.3B | 0.05% | |
| 56 | —Pacific Special Acquisition Corp. | 210,000 | $2.1B | 0.05% | |
| 57 | DSLDoubleLine Income Solutions Fund | 114,684 | $2.1B | 0.05% | |
| 58 | —Hennessy Capital Acquisition Corp. II | 199,800 | $1.9B | 0.04% | |
| 59 | GRFSGrifols S.A. | 114,655 | $1.9B | 0.04% | |
| 60 | NWSANews Corporation NEW | 163,001 | $1.9B | 0.04% | |
| 61 | —NorthStar Realty Finance Corp. | 156,136 | $1.8B | 0.04% | |
| 62 | —Cash America International, Inc. | 38,249 | $1.6B | 0.04% | |
| 63 | —Winthrop Realty Trust | 180,350 | $1.6B | 0.04% | |
| 64 | —Wheeler Real Estate Inv.Trust, Inc. | 888,250 | $1.4B | 0.03% | |
| 65 | FCTFirst Trust Senior Fltg. Rate Income Fd.I | 81,800 | $1.1B | 0.02% | |
| 66 | —Apollo Residential Mortgage, Inc. | 76,862 | $1.0B | 0.02% | |
| 67 | HIOWestern Asset High Income Opportunity Fun | 106,644 | $523.0M | 0.01% | |
| 68 | —CYS Investments, Inc. | 60,696 | $508.0M | 0.01% | |
| 69 | PFEPfizer, Inc. | 6,369 | $224.0M | 0.01% | |
| 70 | BXMTBlackstone Mortgage Trust Inc. | 5,067 | $140.0M | 0.00% | |
| 71 | —Mylan NV | 1,414 | $61.0M | 0.00% | |
| 72 | WCNWaste Connections, Inc. | 482 | $35.0M | 0.00% | |
| 73 | —Pacific Special Acquisition Corp. | 210,000 | $21.0M | 0.00% | |
| 74 | VODVodafone Group Plc NEW | 0 | $0 | 0.00% | |
| 75 | —Western Refining, Inc. | 4 | $0 | 0.00% |