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Fund Holdings of WATERSTONE CAPITAL MANAGEMENT LP Filed on 2012-02-14

Link to Original SEC 13F filings sorted on filing date: 2012-02-14 | 2011-11-10 | 2011-07-28 | 2011-05-10 | 2011-02-14 |

1. Fund Information

Fund NameWATERSTONE CAPITAL MANAGEMENT LP
Fund Manager
Address2 CARLSON PARKWAY, SUITE 260,
PLYMOUTH, MN, 55447
::Google Map
Phone(952) 697-4100
13F Asset Last Qtr$1,740,713,000
13F Asset This Qtr$1,607,888,000
Asset Change-7.63%

2. Comparison of Holdings by Sectors with Last Quarter

3. Top 20 Holdings (Value) of This Quarter

No.SecurityPut/CallStockSharesValue(x$1000)Activity(Shr)% Port.
1.)VERISIGN INC SDCV 3.250% 8/1131,041,000$156,759Added 2.34%9.75%
2.)HOLOGIC INC FRNT 2.000%12/1138,830,000$132,917Added 0.57%8.27%
3.)NETAPP INC NOTE 1.750% 6/0100,961,000$127,420Cut -23.32%7.92%
4.)TRANSOCEAN INC NOTE 1.500%12/1121,400,000$119,343Unchanged7.42%
5.)MICROCHIP TECHNOLOGY INC SDCV 2.125%12/182,699,000$111,374Added 5.08%6.93%
6.)ADVANCED MICRO DEVICES INC NOTE 6.000% 5/0113,069,000$110,734Unchanged6.89%
7.)CHESAPEAKE ENERGY CORP NOTE 2.500% 5/1118,471,000$106,034Unchanged6.59%
8.)XILINX INC SDCV 3.125% 3/168,846,000$78,246Added 3.83%4.87%
9.)LUCENT TECHNOLOGIES INC DBCV 2.875% 6/161,354,000$53,897Added 21.49%3.35%
10.)NEW YORK CMTY CAP VNYB-PU1,161,976$50,133Added 15.14%3.12%
11.)AIR LEASE CORPORATIONAL1,917,960$45,475Cut -0.34%2.83%
12.)EXTERRAN HLDGS INC NOTE 4.250% 6/150,880,000$45,026Unchanged2.80%
13.)LINCARE HLDGS INC NOTE 2.750%11/034,300,000$37,456Unchanged2.33%
14.)ASPEN INSURANCE HOLDINGS LTD PRFDAHL-P660,500$35,193Unchanged2.19%
15.)STATE BANK FINANCIAL CORPORATIONSTBZ2,105,101$31,808Unchanged1.98%
16.)PHH CORP NOTE 4.000% 4/126,636,000$25,686Added 280.51%1.60%
17.)BANK OF AMERICA CORP.BAC4,400,000$24,464New1.52%
18.)GOLDMAN SACHS GROUP, INC.GS245,000$22,155Cut -8.24%1.38%
19.)HILL-ROM HOLDINGS, INC.HRC627,488$21,140Added 25.50%1.31%
20.)FREEPORT-MCMORAN COPPER & GOLD INC.CALLFCX563,400$20,727Unchanged1.29%

4. Top 20 (Value) Holdings BOUGHT NEW in This Quarter

No.SecurityPut/CallStockShares NEWValue(x$1000)% Port.
1.)BANK OF AMERICA CORP.BAC4,400,000$24,4641.52%
2.)UNITED COMMUNITY BANKS INC NEWUCBI2,035,285$14,2270.88%
3.)ZIMMER HOLDINGS, INC.ZMH200,000$10,6840.66%
4.)MORGAN STANLEYMS650,000$9,8350.61%
5.)STRYKER CORP.SYK150,000$7,4570.46%
6.)HANOVER COMPRESSOR CO NOTE 4.750% 1/13,165,000$2,8960.18%
7.)SYNOVUS FINL CORP UNIT 99/99/9999100,000$1,3960.09%
8.)GENWORTH FINANCIAL INCGNW142,600$9340.06%
9.)POTASH CORP. OF SASKATCHEWAN INC.CALLPOT8,000$3300.02%

5. Top 20 (Value) Holdings Totally SOLD OUT in This Quarter

No.SecurityPut/CallStockShares SOLDValue(x$1000)% Port. Last Qtr
1.)CEPHALON INC NOTE 2.000% 6/044,100,000$77,1164.43%
2.)DEVON ENERGY CORP.DVN1,190,000$65,9743.79%
3.)VIRGIN MEDIA INC NOTE 6.500%11/125,498,000$38,5202.21%
4.)MF GLOBAL HLDGS LTD NOTE 1.875% 2/034,000,000$27,2561.57%
5.)MF GLOBAL HLDGS LTD NOTE 3.375% 8/027,145,000$21,4441.23%
6.)NATIONAL OILWELL VARCO INCNOV284,420$14,5680.84%
7.)MYLAN INC.MYL490,600$8,3350.48%
8.)QUICKSILVER RESOURCES INC DBCV 1.875%11/07,000,000$6,9870.40%
9.)THE GAP, INC.PUTGPS250,000$4,0600.23%
10.)TEXAS INDUSTRIES INC.PUTTXI114,700$3,6410.21%
11.)HOSPIRA INCHSP95,000$3,5150.20%
12.)SESI L L C FRNT 1.500%12/12,000,000$1,9940.12%
13.)PILGRIMS PRIDE CORP.PUTPPC317,700$1,3570.08%
14.)GENERAL MTRS CO *W EXP 07/10/201158,265$1,2570.07%
15.)AMERISTAR CASINOS, INC.ASCA73,039$1,1720.07%
16.)GENERAL MTRS CO *W EXP 07/10/20198,265$1,1460.07%
17.)SANOFI RIGHT 12/31/2020875,968$9290.05%
18.)SEMGROUP CORPORATION CLASS A COMMON STOCKSEMG42,582$8500.05%
19.)USG CORPUSG73,800$4970.03%
20.)FREEPORT-MCMORAN COPPER & GOLD INC.FCX14,877$4530.03%