Westchester Capital Management, LLC Q4 2016 Filing

Filed February 14, 2017

Portfolio Value

$4.0T

Holdings

71

Report Date

Q4 2016

Filing Type

13F-HR

All Holdings (71 positions)

#StockSharesValue% PortfolioType
1
HPEHewlett Packard Enterprise Company
8,936,100$206.8B5.23%Put
2
Yahoo! Inc.
4,787,162$185.1B4.68%
3
ASHAshland Global Holdings Inc.
1,566,900$171.2B4.33%Put
4
AIGAmerican International Group, Inc.
2,620,000$171.1B4.33%Put
5
BKRBaker Hughes Incorporated
2,553,000$165.9B4.20%Put
6
St. Jude Medical, Inc.
1,816,119$145.6B3.68%
7
HLTHilton Worldwide Holdings Inc.
5,263,100$143.2B3.62%Put
8
Harman International Industries, Inc.
1,243,712$138.3B3.50%
9
CITUSDCIT Group Inc.
3,113,900$132.9B3.36%Put
10
American Capital Ltd.
7,101,323$127.3B3.22%
11
NXPINXP Semiconductors NV
1,215,900$119.2B3.01%
12
Dow Chemical Company
1,980,028$113.3B2.87%Put
13
CBS Corporation NEW
1,713,300$109.0B2.76%Put
14
Reynolds American Inc.
1,894,450$106.2B2.69%
15
Cabela's Incorporated
1,793,808$105.0B2.66%
16
Linear Technology Corporation
1,662,329$103.6B2.62%
17
TWXCHFTime Warner Inc.
1,059,666$102.3B2.59%
18
SPYSPDR S&P 500 ETF TR
450,000$100.6B2.54%Put
19
Endurance Specialty Holdings Limited
1,059,256$97.9B2.48%
20
LWLamb West Holdings, Inc.
2,377,380$90.0B2.28%Put
21
The Valspar Corporation
859,389$89.0B2.25%
22
Syngenta AG
1,107,727$87.6B2.21%
23
JCIJohnson Controls International PLC
1,886,300$77.7B1.97%Put
24
FTIFMC Technologies Inc.
2,131,483$76.4B1.93%
25
YUMYum! Brands, Inc.
1,194,600$75.7B1.91%Put
26
Mentor Graphics Corporation
1,855,383$68.4B1.73%
27
Chemtura Corporation
1,925,298$63.9B1.62%
28
EverBank Financial Corporation
3,207,274$62.4B1.58%
29
Monsanto Company NEW
526,700$55.4B1.40%
30
Level 3 Communications, Inc.
952,536$53.7B1.36%
31
B/E Aerospace, Inc.
869,085$52.3B1.32%
32
Columbia Pipeline Partners LP
2,679,711$46.0B1.16%
33
MGMMGM Resorts International
1,476,200$42.6B1.08%Put
34
LM03Liberty Media Corp Delaware
1,225,987$42.3B1.07%
35
DELLDell Technologies Inc.
665,284$36.6B0.93%
36
NorthStar Asset Management Group Inc.
2,249,576$33.6B0.85%
37
METMetLife, Inc.
593,900$32.0B0.81%Put
38
ETEnergy Transfer Partners, L.P.
764,454$27.4B0.69%
39
NorthStar Realty Finance Corp.
1,688,669$25.6B0.65%
40
Intersil Corp
1,048,540$23.4B0.59%
41
Media General, Inc. NEW
1,161,681$21.9B0.55%
42
Rite Aid Corp.
2,480,437$20.4B0.52%
43
WhiteWave Foods Company
342,088$19.0B0.48%
44
PrivateBancorp, Inc.
305,809$16.6B0.42%
45
BOBEUSDBob Evans Farms, Inc.
305,000$16.2B0.41%Put
46
YUMCYum China Holding, Inc.
597,300$15.6B0.39%
47
GEGeneral Electric Company
492,000$15.5B0.39%Put
48
Allergan PLC
64,658$13.6B0.34%Put
49
STWDStarwood Property Trust, Inc.
554,526$12.2B0.31%
50
Bats Global Markets, Inc.
342,756$11.5B0.29%
51
Isle of Capri Casinos, Inc.
442,500$10.9B0.28%
52
VVRInvesco Senior Income Trust
1,687,279$7.8B0.20%
53
Voya Prime Rate Trust
1,089,555$6.0B0.15%
54
XJQCXNuveen Credit Strategies Income Fund
667,590$5.9B0.15%
55
HIOWestern Asset High Income Opportunity Fun
1,154,234$5.8B0.15%
56
XFRAXBlackrock Fltg Rate OME STR
378,183$5.5B0.14%
57
ADNTAdient plc
85,230$5.0B0.13%
58
Team Health Holding Inc.
113,916$5.0B0.13%
59
DSUBlackrock Debt Strategies Fund, Inc.
385,459$4.4B0.11%
60
Rockwell Collins Inc.
45,000$4.2B0.11%Call
61
KLR Energy Acquisition Corp.
399,000$4.1B0.10%
62
COTYCoty, Inc.
193,097$3.5B0.09%
63
FCTFirst Trust Senior Fltg. Rate Income Fd.I
252,450$3.5B0.09%
64
GMGeneral Motors Co.
90,400$3.1B0.08%Put
65
Pacific Special Acquisition Corp.
210,000$2.2B0.05%
66
BXUSDBlackstone Group LP
75,800$2.0B0.05%Put
67
Hennessy Capital Acquisition Corp. II
199,800$2.0B0.05%
68
NWSANews Corporation NEW
163,001$1.9B0.05%
69
Wheeler Real Estate Inv.Trust, Inc.
878,625$1.5B0.04%
70
VVVValvoline Inc.
21,952$472.0M0.01%
71
Pacific Special Acquisition Corp.
210,000$59.0M0.00%