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Disclosery

Waterstone Capital Management, L.P.

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13F filer, CIK 1512370, ST. LOUIS PARK, MN

Waterstone Capital Management, L.P. reported $98,626,000 across 8 holdings for the quarter ended 2019-12-31, in a 13F-HR filed 2020-02-12.

Filed (acceptance time not in the bulk data set), ingested 13F-HR 0000919574-20-000949

Period
2019-12-31
Reported value
$98.6M
Holdings
8
Top 10 weight
100%
New
3
Sold out
0

Largest buys vs the previous quarter

SecurityShares changeApprox. value
IWMnew+155,200$25.7M
SPYnew+60,000$19.3M
CWENAnew+478,753$9.15M
ESNTadded+301$15.6K

Ranked by the share change valued at this quarter's implied price (value over shares in the 13F). A position sold out is valued at the previous quarter's price, its last report.

Largest sells vs the previous quarter

SecurityShares changeApprox. value
NABORS INDUSTRIES LTDreduced-8,300-$23.9K

Ranked by the share change valued at this quarter's implied price (value over shares in the 13F). A position sold out is valued at the previous quarter's price, its last report.

Holdings, Q4 2019

Share positions as resolved from 13F-HR 0000919574-20-000949, largest first. % of portfolio is the value over $98,626,000, the sum of the share positions whose value is usable for ratios (method).

SecurityHistorySharesValue% of portfolioChangeLatest eventTimeline
IWMISHARES TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2018Q1: not reported; 2018Q2: not reported; 2018Q3: not reported; 2018Q4: not reported; 2019Q1: not reported; 2019Q2: not reported; 2019Q3: not reported; 2019Q4: 155,200 shares 155,200$25.7M26.07%newTimeline
FLG-PUFLAGSTAR BANK NATIONAL ASSOCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2018Q1: 485,137 shares; 2018Q2: 485,137 shares; 2018Q3: 485,137 shares; 2018Q4: 485,137 shares; 2019Q1: 485,137 shares; 2019Q2: 485,137 shares; 2019Q3: 485,137 shares; 2019Q4: 485,137 shares 485,137$24.6M24.91%0Timeline
SPYSTATE STR SPDR S&P 500 ETF TQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2018Q1: not reported; 2018Q2: not reported; 2018Q3: not reported; 2018Q4: not reported; 2019Q1: not reported; 2019Q2: not reported; 2019Q3: not reported; 2019Q4: 60,000 shares 60,000$19.3M19.58%newTimeline
CWENACLEARWAY ENERGY INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2018Q1: not reported; 2018Q2: not reported; 2018Q3: not reported; 2018Q4: not reported; 2019Q1: 414,173 shares; 2019Q2: 590,273 shares; 2019Q3: not reported; 2019Q4: 478,753 shares 478,753$9.15M9.28%newTimeline
ILMNILLUMINA INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2018Q1: 10,161 shares; 2018Q2: 10,161 shares; 2018Q3: 19,111 shares; 2018Q4: 9,661 shares; 2019Q1: 9,661 shares; 2019Q2: 9,661 shares; 2019Q3: 9,661 shares; 2019Q4: 9,661 shares 9,661$3.21M3.25%0Timeline
ESNTESSENT GROUP LTDQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2018Q1: 108,000 shares; 2018Q2: 123,000 shares; 2018Q3: 60,000 shares; 2018Q4: 133,000 shares; 2019Q1: 128,200 shares; 2019Q2: 137,200 shares; 2019Q3: 44,099 shares; 2019Q4: 44,400 shares 44,400$2.31M2.34%+301Timeline
NABORS INDUSTRIES LTDNABORS INDUSTRIES LTDQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2018Q1: 297,380 shares; 2018Q2: 275,480 shares; 2018Q3: not reported; 2018Q4: 148,800 shares; 2019Q1: 148,800 shares; 2019Q2: 150,900 shares; 2019Q3: 150,900 shares; 2019Q4: 142,600 shares 142,600$411K0.42%-8,300

Principal amounts

Notes and convertibles filed as a face amount (PRN). A face amount is never added to a share count (H6).

SecurityTypeAmountValueChange
CTRIP COM INTL LTDCTRIP COM INTL LTD NOTE 1.000% 7/0principal14,153,000$14M0

How Q4 2019 was built

Available 13F filings of this filer for the quarter and their roles: the base report is the latest original or restatement, NEW HOLDINGS amendments filed after it are added (method).

FilingRoleAmendmentFiledAcceptedIngested
13F-HR 0000919574-20-000949 base2020-02-12acceptance time not in the bulk data set