Waterstone Capital Management

Waterstone Capital Management as of Dec. 31, 2013

Portfolio Holdings for Waterstone Capital Management

Waterstone Capital Management holds 26 positions in its portfolio as reported in the December 2013 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Microchip Technology SDCV 2.125%12/1 (Principal) 22.9 $130M 75M 1.74
Priceline Com New 11.4 $65M 56k 1162.40
Exterran Hldgs Note 4.250% 6/1 (Principal) 11.1 $63M 42M 1.49
Dendreon Corp Note 2.875% 1/1 (Principal) 7.8 $45M 70M 0.63
State Street Bank Financial 5.1 $29M 1.6M 18.19
Nmi Hldgs Cl A (NMIH) 5.0 $29M 2.3M 12.73
New York Cmnty Cap Tr V Unit 11/01/2051 (Principal) (NYCB.PU) 4.7 $27M 542k 49.12
Freeport-McMoRan Copper & Gold Call Option (FCX) 4.5 $25M 673k 37.74
Chesapeake Energy Corp Note 2.500% 5/1 (Principal) 4.2 $24M 24M 1.01
Hologic (HOLX) 3.1 $18M 789k 22.35
Lam Research Corporation (LRCX) 2.5 $14M 261k 54.45
Jarden Corporation 2.4 $14M 225k 61.35
American Airls (AAL) 2.4 $14M 540k 25.25
Communityone Ban 2.4 $13M 1.1M 12.75
Zions Bancorporation *w Exp 05/22/202 2.2 $13M 2.0M 6.22
Blackstone Mtg Tr Note 5.250%12/0 (Principal) 1.8 $11M 10M 1.05
Archer Daniels Midland Company (ADM) 1.2 $7.0M 162k 43.40
Air Lease Corp Cl A (AL) 1.1 $6.1M 196k 31.08
Volcano Corporation 1.0 $5.6M 255k 21.85
Health Care Reit Pfd Per Con I 0.9 $5.2M 101k 51.54
Xilinx 0.8 $4.5M 99k 45.92
Masimo Corporation (MASI) 0.8 $4.4M 150k 29.23
LifePoint Hospitals 0.3 $1.7M 32k 52.85
Old Republic International Corporation (ORI) 0.1 $777k 45k 17.27
Intel Corporation (INTC) 0.1 $677k 26k 25.94
NxStage Medical 0.1 $630k 63k 10.00