Westchester Capital Management, LLC Q2 2016 Filing

Filed August 15, 2016

Portfolio Value

$4.4T

Holdings

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%