Westchester Capital Management, LLC Q1 2016 Filing

Filed May 16, 2016

Portfolio Value

$5.0T

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$287.0B5.70%Put
2
Time Warner Cable Inc.
1,293,629$264.7B5.26%
3
Dow Chemical Company
4,886,892$248.5B4.94%Put
4
TMUST-Mobile US, Inc.
5,241,370$239.1B4.75%Put
5
Yahoo! Inc.
5,645,994$207.8B4.13%
6
EMC Corporation MASS
7,562,475$201.5B4.01%
7
KLACKLA-Tencor Corp.
2,704,308$196.9B3.91%
8
AIGAmerican International Group, Inc.
3,577,047$193.3B3.84%Put
9
SPYSPDR S&P 500 ETF Trust
899,600$184.9B3.68%Put
10
Airgas, Inc.
1,229,298$174.1B3.46%
11
GMGeneral Motors Co.
5,484,300$172.4B3.43%Put
12
MGMMGM Resorts International
7,554,400$162.0B3.22%Put
13
Johnson Controls, Inc.
4,099,258$159.7B3.18%Put
14
INGMIngram Micro Inc.
4,339,097$155.8B3.10%
15
Baxalta Incorporated
3,568,750$144.2B2.87%
16
Jarden Corporation
2,440,341$143.9B2.86%
17
Alere, Inc.
2,627,306$133.0B2.64%
18
HYGiShares TR
1,592,900$130.1B2.59%Put
19
CBS Corporation NEW
2,331,988$128.5B2.55%Put
20
GEGeneral Electric Company
3,763,800$119.7B2.38%Put
21
CAMCameron International Corporation
1,551,054$104.0B2.07%
22
HUMHumana Inc.
506,640$92.7B1.84%
23
AAAlcoa Inc.
9,484,200$90.9B1.81%Put
24
Youku Tudou Inc.
3,170,101$87.1B1.73%
25
SNDKSanDisk Corporation
1,056,993$80.4B1.60%
26
Du Pont (E.I.) de Nemours
1,160,068$73.5B1.46%Put
27
First Niagara Financial Group
7,383,557$71.5B1.42%
28
Allergan, Inc.
248,599$66.6B1.32%Put
29
ADT Corporation
1,610,634$66.5B1.32%
30
The Valspar Corporation
532,612$57.0B1.13%
31
STWDStarwood Property Trust, Inc.
2,433,019$46.1B0.92%
32
Syngenta AG
554,364$45.9B0.91%
33
CVCEURCablevision Systems Corporation
1,347,150$44.5B0.88%
34
NorthStar Realty Finance Corp.
3,318,051$43.5B0.87%Put
35
HP5AEquity Commonwealth
1,194,993$33.7B0.67%
36
Northern Tier Energy LP
1,192,300$28.1B0.56%
37
VMWEURVMware Inc.
501,300$26.2B0.52%Put
38
Media General, Inc. NEW
1,599,236$26.1B0.52%
39
Columbia Pipeline Group, Inc.
992,660$24.9B0.50%
40
PFEPfizer, Inc.
838,769$24.9B0.49%Put
41
HTZHertz Global Holdings, Inc.
2,338,400$24.6B0.49%Put
42
SIRIEURSiriusXM Holdings Inc.
6,218,400$24.6B0.49%
43
Tyco International plc
635,200$23.3B0.46%
44
FirstMerit Corporation
1,076,462$22.7B0.45%
45
WMBWilliams Companies, Inc. DEL
1,268,520$20.4B0.41%
46
HLTHilton Worldwide Holdings Inc.
679,000$15.3B0.30%Put
47
Progressive Waste Solutions Ltd.
358,462$11.1B0.22%
48
GRA1EURW.R. Grace & Co. DEL NEW
153,889$11.0B0.22%
49
HUNHuntsman Corporation
814,418$10.8B0.22%Put
50
Atmel Corporation
1,319,150$10.7B0.21%
51
Markit Limited
241,124$8.5B0.17%
52
Qihoo 360 Technology Company Ltd.
83,841$6.3B0.13%
53
VVRInvesco Senior Income Trust
1,545,294$6.2B0.12%
54
EFTEaton Vance Floating-Rate Inc.
372,339$4.9B0.10%
55
Equity Commonwealth
187,580$4.8B0.09%
56
Voya (ING) Prime Rate Trust
902,333$4.5B0.09%
57
PRGOPerrigo Company PLC
33,100$4.2B0.08%
58
KLR Energy Acquisition Corp.
399,000$4.0B0.08%
59
TRVCCitigroup Inc.
87,800$3.7B0.07%
60
FCTFirst Trust Senior Fltg. Rate Income Fd.
281,204$3.6B0.07%
61
DSLDoubleLine Income Solutions Fund
206,353$3.5B0.07%
62
XFRAXBlackrock Float Rate OME STR
216,891$2.8B0.06%
63
GCP Applied Technologies Inc.
136,776$2.7B0.05%
64
Winthrop Realty Trust
180,350$2.4B0.05%
65
Pacific Special Acquisition Corp.
210,000$2.1B0.04%
66
NWSANews Corporation NEW
163,001$2.1B0.04%
67
Hennessy Capital Acquisition Corp.
199,800$2.0B0.04%
68
GRFSGrifols S.A.
114,655$1.8B0.04%
69
CYS Investments, Inc.
149,130$1.2B0.02%
70
Wheeler Real Estate Inv.Trust
888,250$1.1B0.02%
71
TAT&T Inc.
22,000$862.0M0.02%
72
HIOWestern Asset High Income Opportunity Fun
106,644$500.0M0.01%
73
Apollo Residential Mortgage, Inc.
26,262$352.0M0.01%
74
ETEnergy Transfer Equity LP
48,200$344.0M0.01%Call
75
Heartland Payment Systems, Inc.
1,894$183.0M0.00%
76
BXMTBlackstone Mortgage Trust Inc.
5,067$136.0M0.00%
77
SFX Entertainment Inc.
1,080,056$42.0M0.00%
78
Pacific Special Acquisition Corp.
210,000$19.0M0.00%
79
VODVodafone Group Plc NEW
0$00.00%