0001144204-11-063947.txt : 20111114
0001144204-11-063947.hdr.sgml : 20111111
20111114131731
ACCESSION NUMBER: 0001144204-11-063947
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20110930
FILED AS OF DATE: 20111114
DATE AS OF CHANGE: 20111114
EFFECTIVENESS DATE: 20111114
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Westchester Capital Management, LLC
CENTRAL INDEX KEY: 0001512805
IRS NUMBER: 273790558
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-14257
FILM NUMBER: 111200315
BUSINESS ADDRESS:
STREET 1: 100 SUMMIT LAKE DRIVE
CITY: VALHALLA
STATE: NY
ZIP: 10595
BUSINESS PHONE: 914-741-5600
MAIL ADDRESS:
STREET 1: 100 SUMMIT LAKE DRIVE
CITY: VALHALLA
STATE: NY
ZIP: 10595
13F-HR
1
v240177_13fhr.txt
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: September 30, 2011
Check here if Amendment [ ]; Amendment Number: __________
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holding entries.
Institutional Investment Manager Filing this Report:
Name: Westchester Capital Management, LLC
-----------------------------------
Address: 100 Summit Lake Drive
---------------------
Valhalla, NY 10595
------------------
Form 13F File Number: 028-14257
The institutional investment manager filing this report and the person by whom
it is signed hereby represent that the person signing the report is authorized
to submit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements,
schedules, lists, and tables, are considered integral parts of this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: Bruce Rubin
-----------
Title: Chief Operating Officer and Chief Compliance Officer
----------------------------------------------------
Phone: 914-741-5600
------------
Signature, Place, and Date of Signing:
/s/ Bruce Rubin Valhalla, New York 11/14/11
--------------------------------- --------------------- --------
[Signature] [City, State] [Date]
Report Type (Check only one.):
[x] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager
are reported in this report.)
[ ] 13F NOTICE. (Check here if no holdings reported are in this report, and
all holdings are reported by other reporting manager(s).)
[ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this
reporting manager are reported in this report and a portion are reported
by other reporting manager(s).)
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 1
Form 13F Information Table Entry Total: 182
Form 13F Information Table Value Total: $4,296,316 (thousands)
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file number(s) of all
institutional investment managers with respect to which this report is filed,
other than the manager filing this report.
No. Form 13F File Number Name
--- -------------------- ----
1 28-11493 Green & Smith Investment Management L.L.C.
-2-
FORM 13F
Westchester Capital Management, LLC
September 30, 2011
Value SHRS or SH/ PUT/ Investment Voting Authority
Name of Issuer Title of Class CUSIP x.$1000 PRN Amt PRN CALL Discretion Managers Sole Shares None
Advanced Micro Devices Inc. NOTE 5.75% 8/1 007903AN7 528 520,000 PRN (a) Sole Sole
Altria Group, Inc. COM 02209S103 2,217 827 SH PUT (a) Sole Sole
Altria Group, Inc. COM 02209S103 2,217 82,700 SH (a) Sole Sole
American Electric Power Co. Inc. COM 025537101 24,873 654,200 SH (a) Sole Sole
American Electric Power Co. Inc. COM 025537101 1,840 48,400 SH (b) Other 1 Sole
American Electric Power Co. Inc. COM 025537101 24,705 6,498 SH PUT (a) Sole Sole
American Electric Power Co. Inc. COM 025537101 1,840 484 SH PUT (b) Other 1 Sole
Arch Chemicals, Inc. COM 03937R102 3,085 65,745 SH (a) Sole Sole
Arch Chemicals, Inc. COM 03937R102 455 9,700 SH (b) Other 1 Sole
AT&T Inc. COM 00206R102 113,498 3,979,600 SH (a) Sole Sole
AT&T Inc. COM 00206R102 2,493 87,400 SH (b) Other 1 Sole
AT&T Inc. COM 00206R102 22,836 8,007 SH PUT (a) Sole Sole
AT&T Inc. COM 00206R102 550 193 SH PUT (b) Other 1 Sole
AT&T Inc. COM 00206R102 87,870 30,810 SH PUT (a) Sole Sole
AT&T Inc. COM 00206R102 1,882 660 SH PUT (b) Other 1 Sole
Bank of America Corp. 7.25% CNV PFD L 060505682 2,027 2,650 SH (a) Sole Sole
Barnes & Noble, Inc. COM 067774109 4,403 372,200 SH (a) Sole Sole
Barnes & Noble, Inc. COM 067774109 414 35,002 SH (b) Other 1 Sole
BJ's Wholesale Club, Inc. COM 05548J106 51 1,000 SH (a) Sole Sole
Blackboard Inc. COM 091935502 65,702 1,471,150 SH (a) Sole Sole
Blackboard Inc. COM 091935502 1,277 28,600 SH (b) Other 1 Sole
CenturyLink, Inc. COM 156700106 11,267 3,402 SH PUT (a) Sole Sole
CenturyLink, Inc. COM 156700106 325 98 SH PUT (b) Other 1 Sole
CenturyLink, Inc. COM 156700106 31,875 9,624 SH PUT (a) Sole Sole
CenturyLink, Inc. COM 156700106 583 176 SH PUT (b) Other 1 Sole
CenturyLink, Inc. COM 156700106 50,383 1,521,219 SH (a) Sole Sole
CenturyLink, Inc. COM 156700106 1,117 33,721 SH (b) Other 1 Sole
Cephalon Inc. COM 156708109 285,976 3,543,688 SH (a) Sole Sole
Cephalon Inc. COM 156708109 5,742 71,150 SH (b) Other 1 Sole
Citigroup Inc. COM NEW 172967424 769 30,000 SH (a) Sole Sole
Clorox Company COM 189054109 50,895 767,300 SH (a) Sole Sole
Clorox Company COM 189054109 889 13,400 SH (b) Other 1 Sole
Clorox Company COM 189054109 50,888 7,672 SH PUT (a) Sole Sole
Clorox Company COM 189054109 889 134 SH PUT (b) Other 1 Sole
Colgate-Palmolive Company COM 194162103 57,154 644,500 SH (a) Sole Sole
Colgate-Palmolive Company COM 194162103 1,454 16,400 SH (b) Other 1 Sole
Colgate-Palmolive Company COM 194162103 57,154 6,445 SH PUT (a) Sole Sole
Colgate-Palmolive Company COM 194162103 1,454 164 SH PUT (b) Other 1 Sole
Comcast Corporation New CL A SPL 20030N200 16,504 797,678 SH (a) Sole Sole
ConocoPhillips COM 20825C104 49,694 784,800 SH (a) Sole Sole
ConocoPhillips COM 20825C104 899 14,200 SH (b) Other 1 Sole
ConocoPhillips COM 20825C104 49,694 7,848 SH PUT (a) Sole Sole
ConocoPhillips COM 20825C104 899 142 SH PUT (b) Other 1 Sole
Constellation Energy Group Inc. COM 210371100 90,534 2,378,710 SH (a) Sole Sole
Constellation Energy Group Inc. COM 210371100 2,238 58,800 SH (b) Other 1 Sole
Constellation Energy Group Inc. COM 210371100 25,767 6,770 SH PUT (a) Sole Sole
Constellation Energy Group Inc. COM 210371100 495 130 SH PUT (b) Other 1 Sole
Dollar Thrifty Automotive Group,
Inc. COM 256743105 134,435 2,387,825 SH (a) Sole Sole
Dollar Thrifty Automotive Group,
Inc. COM 256743105 3,158 56,100 SH (b) Other 1 Sole
DPL Inc. COM 233293109 98,926 3,282,230 SH (a) Sole Sole
DPL Inc. COM 233293109 1,986 65,900 SH (b) Other 1 Sole
Eaton Vance Floating-Rate Income
Trust COM 278279104 1,308 92,807 SH (a) Sole Sole
El Paso Corporation COM 28336L109 28,162 1,611,100 SH (a) Sole Sole
El Paso Corporation COM 28336L109 907 51,900 SH (b) Other 1 Sole
El Paso Corporation COM 28336L109 28,162 16,111 SH PUT (a) Sole Sole
El Paso Corporation COM 28336L109 907 519 SH PUT (b) Other 1 Sole
EMC Corp. COM 268648102 4,777 227,600 SH (a) Sole Sole
EMC Corp. COM 268648102 477 22,733 SH (b) Other 1 Sole
Emdeon, Inc. CL A 29084T104 8,635 459,534 SH (a) Sole Sole
Emdeon, Inc. CL A 29084T104 1,389 73,900 SH (b) Other 1 Sole
EXCO Resources Inc. COM 269279402 52,813 4,926,614 SH (a) Sole Sole
EXCO Resources Inc. COM 269279402 1,564 145,855 SH (b) Other 1 Sole
Global Industries, Ltd. COM 379336100 42,372 5,350,000 SH (a) Sole Sole
Goodrich Corporation COM 382388106 211,431 1,751,994 SH (a) Sole Sole
Goodrich Corporation COM 382388106 3,802 31,502 SH (b) Other 1 Sole
Harleysville Group Inc. COM 412824104 29 500 SH (a) Sole Sole
Harleysville Group Inc. COM 412824104 542 9,200 SH (b) Other 1 Sole
Hewlett-Packard Company COM 428236103 24,704 1,100,400 SH (a) Sole Sole
Hewlett-Packard Company COM 428236103 440 19,600 SH (b) Other 1 Sole
Hewlett-Packard Company COM 428236103 12,354 5,503 SH PUT (a) Sole Sole
Hewlett-Packard Company COM 428236103 218 97 SH PUT (b) Other 1 Sole
Hewlett-Packard Company COM 428236103 12,350 5,501 SH PUT (a) Sole Sole
Hewlett-Packard Company COM 428236103 222 99 SH PUT (b) Other 1 Sole
Huntsman Corporation COM 447011107 9,025 933,300 SH (a) Sole Sole
Huntsman Corporation COM 447011107 290 30,000 SH (b) Other 1 Sole
iShares Trust HIGH YLD COPR 464288513 8,134 982 SH PUT (a) Sole Sole
iShares Trust HIGH YLD COPR 464288513 149 18 SH PUT (b) Other 1 Sole
iShares Trust HIGH YLD COPR 464288513 8,134 982 SH PUT (a) Sole Sole
iShares Trust HIGH YLD COPR 464288513 149 18 SH PUT (b) Other 1 Sole
ITT Corporation COM 450911102 92,618 2,205,200 SH (a) Sole Sole
ITT Corporation COM 450911102 1,050 25,000 SH (b) Other 1 Sole
ITT Corporation COM 450911102 8,912 2,122 SH PUT (a) Sole Sole
ITT Corporation COM 450911102 101 24 SH PUT (b) Other 1 Sole
ITT Corporation COM 450911102 20,765 4,944 SH PUT (a) Sole Sole
ITT Corporation COM 450911102 235 56 SH PUT (b) Other 1 Sole
ITT Corporation COM 450911102 62,941 14,986 SH PUT (a) Sole Sole
ITT Corporation COM 450911102 714 170 SH PUT (b) Other 1 Sole
Keycorp New PFD 7.75% SR A 493267405 2,974 29,157 SH (a) Sole Sole
Kimberly-Clark Corporation COM 494368103 2,748 38,700 SH (a) Sole Sole
Kimberly-Clark Corporation COM 494368103 2,748 387 SH PUT (a) Sole Sole
Kinetic Concepts, Inc. COM NEW 49460W208 123,976 1,881,565 SH (a) Sole Sole
Kinetic Concepts, Inc. COM NEW 49460W208 2,372 36,000 SH (b) Other 1 Sole
Kraft Foods, Inc. CL A 50075N104 15,900 4,735 SH PUT (a) Sole Sole
Kraft Foods, Inc. CL A 50075N104 890 265 SH PUT (b) Other 1 Sole
Kraft Foods, Inc. CL A 50075N104 15,900 473,500 SH (a) Sole Sole
Kraft Foods, Inc. CL A 50075N104 890 26,500 SH (b) Other 1 Sole
Marriott International Inc. New CL A 571903202 15,769 578,900 SH (a) Sole Sole
Marriott International Inc. New CL A 571903202 575 21,100 SH (b) Other 1 Sole
Marriott International Inc. New CL A 571903202 15,769 5,789 SH PUT (a) Sole Sole
Marriott International Inc. New CL A 571903202 575 211 SH PUT (b) Other 1 Sole
McGraw-Hill Companies, Inc. COM 580645109 12,300 300,000 SH (a) Sole Sole
McGraw-Hill Companies, Inc. COM 580645109 209 51 SH PUT (a) Sole Sole
McGraw-Hill Companies, Inc. PUTS 580645109 12,091 2,949 SH PUT (a) Sole Sole
Mead Johnson Nutrition Co. COM 582839106 43,514 632,200 SH (a) Sole Sole
Mead Johnson Nutrition Co. COM 582839106 1,301 18,900 SH (b) Other 1 Sole
Mead Johnson Nutrition Co. COM 582839106 43,514 6,322 SH PUT (a) Sole Sole
Mead Johnson Nutrition Co. COM 582839106 1,301 189 SH PUT (b) Other 1 Sole
Medco Health Solutions, Inc. COM 58405U102 38,051 811,500 SH (a) Sole Sole
Medco Health Solutions, Inc. COM 58405U102 633 13,500 SH (b) Other 1 Sole
Merck & Co. Inc. New COM 58933Y105 2,473 75,600 SH (a) Sole Sole
Merck & Co. Inc. New COM 58933Y105 2,473 756 SH PUT (a) Sole Sole
Motorola Mobility Holdings, Inc. COM 620097105 250,938 6,642,098 SH (a) Sole Sole
Motorola Mobility Holdings, Inc. COM 620097105 5,340 141,351 SH (b) Other 1 Sole
Nalco Holding Co. COM 62985Q101 147,514 4,217,085 SH (a) Sole Sole
Nalco Holding Co. COM 62985Q101 3,689 105,465 SH (b) Other 1 Sole
National Westminster Bank plc SPON ADR C 638539882 2,372 132,600 SH (a) Sole Sole
NetLogic Microsystems Inc. COM 64118B100 180,573 3,753,344 SH (a) Sole Sole
NetLogic Microsystems Inc. COM 64118B100 3,474 72,204 SH (b) Other 1 Sole
Nicor Inc. COM 654086107 3,391 61,650 SH (a) Sole Sole
Nicor Inc. COM 654086107 69 1,250 SH (b) Other 1 Sole
NYSE Euronext COM 629491101 97,059 4,176,398 SH (a) Sole Sole
NYSE Euronext COM 629491101 2,438 104,902 SH (b) Other 1 Sole
Pfizer Inc. COM 717081103 10,919 617,600 SH (a) Sole Sole
Pfizer Inc. COM 717081103 10,919 6,176 SH PUT (a) Sole Sole
Procter & Gamble Co. COM 742718109 2,085 33,000 SH (a) Sole Sole
Procter & Gamble Co. COM 742718109 2,085 330 SH PUT (a) Sole Sole
Progress Energy Inc. COM 743263105 42,457 820,900 SH (a) Sole Sole
Progress Energy Inc. COM 743263105 2,038 39,400 SH (b) Other 1 Sole
Progress Energy Inc. COM 743263105 42,441 8,206 SH PUT (a) Sole Sole
Progress Energy Inc. COM 743263105 2,038 394 SH PUT (b) Other 1 Sole
Range Resources Corporation COM 75281A109 22,981 393,100 SH (a) Sole Sole
Range Resources Corporation COM 75281A109 403 6,900 SH (b) Other 1 Sole
Range Resources Corporation COM 75281A109 22,981 3,931 SH PUT (a) Sole Sole
Range Resources Corporation COM 75281A109 403 69 SH PUT (b) Other 1 Sole
Rio Tinto plc SPONSORED ADR 767204100 14,417 327,071 SH (a) Sole Sole
Rio Tinto plc SPONSORED ADR 767204100 838 19,000 SH (b) Other 1 Sole
Royal Bank of Scotland plc SPON ADR SER H 780097879 962 56,035 SH (a) Sole Sole
Sara Lee Corp. COM 803111103 38,215 2,337,300 SH (a) Sole Sole
Sara Lee Corp. COM 803111103 1,897 116,000 SH (b) Other 1 Sole
Sara Lee Corp. COM 803111103 38,215 23,373 SH PUT (a) Sole Sole
Sara Lee Corp. COM 803111103 1,897 1,160 SH PUT (b) Other 1 Sole
Savient Pharmaceuticals Inc. COM 80517Q100 2,032 495,693 SH (a) Sole Sole
Savient Pharmaceuticals Inc. COM 80517Q100 156 38,110 SH (b) Other 1 Sole
Select Sector SPDR Trust SBI INT - ENERGY 81369Y506 5,044 862 SH PUT (a) Sole Sole
Select Sector SPDR Trust SBI INT - ENERGY 81369Y506 117 20 SH PUT (b) Other 1 Sole
Select Sector SPDR Trust SBI INT - ENERGY 81369Y506 8,496 1,452 SH PUT (a) Sole Sole
Select Sector SPDR Trust SBI INT - ENERGY 81369Y506 281 48 SH PUT (b) Other 1 Sole
Select Sector SPDR Trust SBI MATERIALS 81369Y100 1,885 642 SH PUT (a) Sole Sole
Select Sector SPDR Trust SBI MATERIALS 81369Y100 176 60 SH PUT (b) Other 1 Sole
Select Sector SPDR Trust TECHNOLOGY 81369Y803 5,371 2,276 SH PUT (a) Sole Sole
Select Sector SPDR Trust TECHNOLOGY 81369Y803 529 224 SH PUT (b) Other 1 Sole
Semiconductor HOLDRs Trust DEP RCPT 816636203 2,651 932 SH PUT (a) Sole Sole
Semiconductor HOLDRs Trust DEP RCPT 816636203 51 18 SH PUT (b) Other 1 Sole
Southern Union Company New COM 844030106 85,179 2,099,548 SH (a) Sole Sole
Southern Union Company New COM 844030106 3,461 85,300 SH (b) Other 1 Sole
SPDR S&P 500 ETF Trust TR UNIT 78462F103 222,351 19,651 SH PUT (a) Sole Sole
SPDR S&P 500 ETF Trust TR UNIT 78462F103 3,949 349 SH PUT (b) Other 1 Sole
SPDR Series Trust S&P RETAIL ETF 78464A714 4,294 929 SH PUT (a) Sole Sole
SPDR Series Trust S&P RETAIL ETF 78464A714 92 20 SH PUT (b) Other 1 Sole
SunPower Corp. COM CL B 867652307 777 105,716 SH (a) Sole Sole
SunPower Corp. COM CL B 867652307 40 5,486 SH (b) Other 1 Sole
Telephone and Data Systems, Inc. SPL COM 879433860 3,287 166,237 SH (a) Sole Sole
Telephone and Data Systems, Inc. SPL COM 879433860 831 42,054 SH (b) Other 1 Sole
Temple-Inland Inc. COM 879868107 166,455 5,306,189 SH (a) Sole Sole
Temple-Inland Inc. COM 879868107 3,280 104,558 SH (b) Other 1 Sole
Transatlantic Holdings, Inc. COM 893521104 65,107 1,341,869 SH (a) Sole Sole
Transatlantic Holdings, Inc. COM 893521104 2,698 55,600 SH (b) Other 1 Sole
Varian Semiconductor Equipment
Assoc. Inc COM 922207105 182,762 2,988,752 SH (a) Sole Sole
Varian Semiconductor Equipment
Assoc. Inc COM 922207105 3,718 60,800 SH (b) Other 1 Sole
Ventas, Inc. COM 92276F100 225 4,557 SH (a) Sole Sole
Ventas, Inc. COM 92276F100 8 165 SH (b) Other 1 Sole
Verizon Communications Inc. COM 92343V104 13,130 356,800 SH (a) Sole Sole
Verizon Communications Inc. COM 92343V104 478 13,000 SH (b) Other 1 Sole
Verizon Communications Inc. COM 92343V104 13,130 3,568 SH PUT (a) Sole Sole
Verizon Communications Inc. COM 92343V104 478 130 SH PUT (b) Other 1 Sole
Wal-Mart Stores Inc. COM 931142103 1,090 210 SH PUT (a) Sole Sole
Wal-Mart Stores Inc. COM 931142103 1,090 21,000 SH (a) Sole Sole
Wells Fargo Co. New PERP PFD CNV A 949746804 2,580 2,500 SH (a) Sole Sole
Williams Companies Nov.23 put COM 969457100 37,021 15,210 SH PUT (a) Sole Sole
Williams Companies Nov.23 put COM 969457100 706 290 SH PUT (b) Other 1 Sole
Williams Companies, Inc. COM 969457100 37,021 1,521,000 SH (a) Sole Sole
Williams Companies, Inc. COM 969457100 706 29,000 SH (b) Other 1 Sole
Total 4,296,316