Westchester Capital Management, LLC Q3 2016 Filing

Filed November 14, 2016

Portfolio Value

$3.5T

Holdings

62

Report Date

Q3 2016

Filing Type

13F-HR

All Holdings (62 positions)

#StockSharesValue% PortfolioType
1
Yahoo! Inc.
5,896,360$254.1B7.27%
2
SPYSPDR S&P 500 ETF TR
1,120,000$242.3B6.93%Put
3
LinkedIn Corporation
1,126,417$215.3B6.16%
4
KLACKLA-Tencor Corp.
2,759,216$192.3B5.50%
5
PGThe Procter & Gamble Company
1,863,620$167.7B4.80%Put
6
AIGAmerican International Group, Inc.
2,812,290$166.9B4.77%Put
7
INGMIngram Micro Inc.
4,352,314$155.2B4.44%
8
Dow Chemical Company
2,894,800$150.0B4.29%Put
9
CBS Corporation NEW
2,678,737$146.6B4.19%Put
10
St. Jude Medical, Inc.
1,818,978$145.1B4.15%
11
HLTHilton Worldwide Holdings Inc.
6,296,200$144.4B4.13%Put
12
AAAlcoa Inc.
9,857,200$100.0B2.86%Put
13
CAGConAgra Foods, Inc.
2,114,100$99.6B2.85%Put
14
The Valspar Corporation
893,151$94.7B2.71%
15
JCIJohnson Controls International PLC
1,935,600$90.1B2.58%Put
16
Syngenta AG
994,583$87.1B2.49%
17
American Capital Ltd.
4,557,842$77.1B2.20%
18
Columbia Pipeline Group, Inc.
2,612,978$67.3B1.93%
19
HPEHewlett Packard Enterprise Company
2,724,200$62.0B1.77%Put
20
PrivateBancorp, Inc.
1,303,365$59.9B1.71%
21
Monsanto Company NEW
551,000$56.3B1.61%Put
22
GMGeneral Motors Co.
1,742,700$55.4B1.58%Put
23
STWDStarwood Property Trust, Inc.
2,345,214$52.8B1.51%
24
FMC Technologies, Inc.
1,756,894$52.8B1.51%
25
CITUSDCIT Group Inc.
1,368,000$49.7B1.42%Put
26
Chemtura Corporation
1,462,269$48.0B1.37%
27
MARMarriott International Inc. NEW
699,409$47.1B1.35%
28
Allergan, Inc.
201,455$46.4B1.33%Put
29
DELLDell Technologies Inc.
966,842$46.2B1.32%
30
LM03Liberty Media Corp Delaware
1,225,987$41.7B1.19%
31
MGMMGM Resorts International
1,482,000$38.6B1.10%Put
32
METMetLife, Inc.
811,900$36.1B1.03%Put
33
Media General, Inc. NEW
1,490,979$27.5B0.79%
34
GEGeneral Electric Company
751,800$22.3B0.64%Put
35
Rite Aid Corp.
2,533,995$19.5B0.56%
36
Quintiles IMS Holdings Inc.
216,882$17.6B0.50%
37
ASHAshland Global Holdings Inc.
148,400$17.2B0.49%Put
38
COTYCoty, Inc.
652,040$15.1B0.43%
39
BXUSDBlackstone Group
533,200$13.6B0.39%Put
40
WhiteWave Foods Company
245,152$13.3B0.38%
41
NorthStar Realty Finance Corp.
621,119$8.2B0.23%
42
VVRInvesco Senior Income Trust
1,818,196$7.9B0.23%
43
EverBank Financial Corporation
359,020$7.0B0.20%
44
EFTEaton Vance Floating-Rate Income Trust
433,545$6.2B0.18%
45
Voya Prime Rate Trust
1,012,610$5.3B0.15%
46
KLR Energy Acquisition Corp.
399,000$4.0B0.12%
47
XFRAXBlackrock Fltg Rate Inc. Strategies Fund
277,586$3.8B0.11%
48
Linear Technology Corporation
50,000$3.0B0.08%
49
Isle of Capri Casinos, Inc.
105,000$2.3B0.07%
50
NWSANews Corporation NEW
163,001$2.3B0.07%
51
Pacific Special Acquisition Corp.
210,000$2.2B0.06%
52
Hennessy Capital Acquisition Corp. II
199,800$2.0B0.06%
53
Wheeler Real Estate Inv.Trust, Inc.
878,625$1.5B0.04%
54
Winthrop Realty Trust
180,350$1.5B0.04%
55
Envision Healthcare Holdings, Inc.
52,400$1.2B0.03%
56
FCTFirst Trust Senior Fltg. Rate Income Fd.I
76,412$1.0B0.03%
57
HIOWestern Asset High Income Opportunity Fun
106,644$539.0M0.02%
58
VVVValvoline Inc.
21,952$516.0M0.01%
59
HRIHerc Holdings Inc.
13,499$455.0M0.01%
60
IRTIndependence Realty Trust, Inc.
25,000$225.0M0.01%
61
BXMTBlackstone Mortgage Trust Inc.
5,067$149.0M0.00%
62
Pacific Special Acquisition Corp.
210,000$28.0M0.00%