Westchester Capital Management, LLC Q3 2016 Filing

Filed November 14, 2016

Portfolio Value

$3.5T

Holdings

Report Date

Q3 2016

Filing Type

13F-HR

All Holdings (62 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	—Yahoo! Inc.	5,896,360	$254.1B	7.27%
2	SPYSPDR S&P 500 ETF TR	1,120,000	$242.3B	6.93%	Put
3	—LinkedIn Corporation	1,126,417	$215.3B	6.16%
4	KLACKLA-Tencor Corp.	2,759,216	$192.3B	5.50%
5	PGThe Procter & Gamble Company	1,863,620	$167.7B	4.80%	Put
6	AIGAmerican International Group, Inc.	2,812,290	$166.9B	4.77%	Put
7	INGMIngram Micro Inc.	4,352,314	$155.2B	4.44%
8	—Dow Chemical Company	2,894,800	$150.0B	4.29%	Put
9	—CBS Corporation NEW	2,678,737	$146.6B	4.19%	Put
10	—St. Jude Medical, Inc.	1,818,978	$145.1B	4.15%
11	HLTHilton Worldwide Holdings Inc.	6,296,200	$144.4B	4.13%	Put
12	AAAlcoa Inc.	9,857,200	$100.0B	2.86%	Put
13	CAGConAgra Foods, Inc.	2,114,100	$99.6B	2.85%	Put
14	—The Valspar Corporation	893,151	$94.7B	2.71%
15	JCIJohnson Controls International PLC	1,935,600	$90.1B	2.58%	Put
16	—Syngenta AG	994,583	$87.1B	2.49%
17	—American Capital Ltd.	4,557,842	$77.1B	2.20%
18	—Columbia Pipeline Group, Inc.	2,612,978	$67.3B	1.93%
19	HPEHewlett Packard Enterprise Company	2,724,200	$62.0B	1.77%	Put
20	—PrivateBancorp, Inc.	1,303,365	$59.9B	1.71%
21	—Monsanto Company NEW	551,000	$56.3B	1.61%	Put
22	GMGeneral Motors Co.	1,742,700	$55.4B	1.58%	Put
23	STWDStarwood Property Trust, Inc.	2,345,214	$52.8B	1.51%
24	—FMC Technologies, Inc.	1,756,894	$52.8B	1.51%
25	CITUSDCIT Group Inc.	1,368,000	$49.7B	1.42%	Put
26	—Chemtura Corporation	1,462,269	$48.0B	1.37%
27	MARMarriott International Inc. NEW	699,409	$47.1B	1.35%
28	—Allergan, Inc.	201,455	$46.4B	1.33%	Put
29	DELLDell Technologies Inc.	966,842	$46.2B	1.32%
30	LM03Liberty Media Corp Delaware	1,225,987	$41.7B	1.19%
31	MGMMGM Resorts International	1,482,000	$38.6B	1.10%	Put
32	METMetLife, Inc.	811,900	$36.1B	1.03%	Put
33	—Media General, Inc. NEW	1,490,979	$27.5B	0.79%
34	GEGeneral Electric Company	751,800	$22.3B	0.64%	Put
35	—Rite Aid Corp.	2,533,995	$19.5B	0.56%
36	—Quintiles IMS Holdings Inc.	216,882	$17.6B	0.50%
37	ASHAshland Global Holdings Inc.	148,400	$17.2B	0.49%	Put
38	COTYCoty, Inc.	652,040	$15.1B	0.43%
39	BXUSDBlackstone Group	533,200	$13.6B	0.39%	Put
40	—WhiteWave Foods Company	245,152	$13.3B	0.38%
41	—NorthStar Realty Finance Corp.	621,119	$8.2B	0.23%
42	VVRInvesco Senior Income Trust	1,818,196	$7.9B	0.23%
43	—EverBank Financial Corporation	359,020	$7.0B	0.20%
44	EFTEaton Vance Floating-Rate Income Trust	433,545	$6.2B	0.18%
45	—Voya Prime Rate Trust	1,012,610	$5.3B	0.15%
46	—KLR Energy Acquisition Corp.	399,000	$4.0B	0.12%
47	XFRAXBlackrock Fltg Rate Inc. Strategies Fund	277,586	$3.8B	0.11%
48	—Linear Technology Corporation	50,000	$3.0B	0.08%
49	—Isle of Capri Casinos, Inc.	105,000	$2.3B	0.07%
50	NWSANews Corporation NEW	163,001	$2.3B	0.07%
51	—Pacific Special Acquisition Corp.	210,000	$2.2B	0.06%
52	—Hennessy Capital Acquisition Corp. II	199,800	$2.0B	0.06%
53	—Wheeler Real Estate Inv.Trust, Inc.	878,625	$1.5B	0.04%
54	—Winthrop Realty Trust	180,350	$1.5B	0.04%
55	—Envision Healthcare Holdings, Inc.	52,400	$1.2B	0.03%
56	FCTFirst Trust Senior Fltg. Rate Income Fd.I	76,412	$1.0B	0.03%
57	HIOWestern Asset High Income Opportunity Fun	106,644	$539.0M	0.02%
58	VVVValvoline Inc.	21,952	$516.0M	0.01%
59	HRIHerc Holdings Inc.	13,499	$455.0M	0.01%
60	IRTIndependence Realty Trust, Inc.	25,000	$225.0M	0.01%
61	BXMTBlackstone Mortgage Trust Inc.	5,067	$149.0M	0.00%
62	—Pacific Special Acquisition Corp.	210,000	$28.0M	0.00%