0000919574-13-004927.txt : 20130814 0000919574-13-004927.hdr.sgml : 20130814 20130814102210 ACCESSION NUMBER: 0000919574-13-004927 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20130630 FILED AS OF DATE: 20130814 DATE AS OF CHANGE: 20130814 EFFECTIVENESS DATE: 20130814 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Waterstone Capital Management, L.P. CENTRAL INDEX KEY: 0001512370 IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-14297 FILM NUMBER: 131035568 BUSINESS ADDRESS: STREET 1: 2 CARLSON PARKWAY, SUITE 260 CITY: PLYMOUTH STATE: MN ZIP: 55447 BUSINESS PHONE: 952-697-4100 MAIL ADDRESS: STREET 1: 2 CARLSON PARKWAY, SUITE 260 CITY: PLYMOUTH STATE: MN ZIP: 55447 13F-HR 1 primary_doc.xml 13F-HR LIVE false false false 0001512370 XXXXXXXX 06-30-2013 06-30-2013 false Waterstone Capital Management, L.P.

2 CARLSON PARKWAY, SUITE 260 PLYMOUTH MN 55447

13F HOLDINGS REPORT 028-14297 N Kurt Peterson 952-697-4112 /s/ Kurt Peterson PLYMOUTH MN 08-14-2013 5 38 1120266 1 0001380737 028-12029 Waterstone Market Neutral Master Fund, Ltd. 2 0001483574 028-13704 Waterstone Market Neutral MAC 51 Ltd. 3 0001505317 028-14301 Waterstone Offshore ER Fund, Ltd. 4 0001479687 028-14300 WATERSTONE MF FUND LTD. 5 0001545348 028-15220 WATERSTONE OFFSHORE AD FUND, LTD. INFORMATION TABLE 2 infotable.xml ADVANCED MICRO DEVICES INC NOTE 6.000% 5/0 007903AL1 60210 58985000 PRN DFND 1, 2, 3, 4,5 58985000 0 0 AIR LEASE CORP CL A 00912X302 23905 866441 SH DFND 1, 2, 3, 4,5 866441 0 0 AMBAC FINL GROUP INC COM NEW 023139884 7073 296791 SH DFND 1, 2, 3, 4,5 296791 0 0 CHESAPEAKE ENERGY CORP NOTE 2.500% 5/1 165167CA3 89764 96200000 PRN DFND 1, 2, 3, 4,5 96200000 0 0 CIENA CORP COM NEW 171779309 7067 363740 SH DFND 1, 2, 3, 4,5 363740 0 0 CORNERSTONE ONDEMAND INC COM 21925Y103 4889 112900 SH DFND 1, 2, 3, 4,5 112900 0 0 CUMULUS MEDIA INC CL A 231082108 1525 449876 SH DFND 1, 2, 3, 4,5 449876 0 0 DENDREON CORP NOTE 2.875% 1/1 24823QAC1 48360 67062000 PRN DFND 1, 2, 3, 4,5 67062000 0 0 EXTERRAN HLDGS INC NOTE 4.250% 6/1 30225XAA1 100363 77966000 PRN DFND 1, 2, 3, 4,5 77966000 0 0 F N B UNITED CORP COM NEW 302519202 8530 1051764 SH DFND 1, 2, 3, 4,5 1051764 0 0 FREEPORT-MCMORAN COPPER & GO COM 35671D857 15186 550000 SH Call DFND 1, 2, 3, 4,5 550000 0 0 GENERAL MTRS CO COM 37045V100 34296 1029605 SH DFND 1, 2, 3, 4,5 1029605 0 0 HOLOGIC INC COM 436440101 14956 774900 SH DFND 1, 2, 3, 4,5 774900 0 0 HORNBECK OFFSHORE SVCS INC N FRNT 1.625%11/1 440543AE6 38459 33215000 PRN DFND 1, 2, 3, 4,5 33215000 0 0 INTEL CORP COM 458140100 2510 103600 SH DFND 1, 2, 3, 4,5 103600 0 0 JARDEN CORP COM 471109108 9573 218800 SH DFND 1, 2, 3, 4,5 218800 0 0 LAM RESEARCH CORP COM 512807108 8860 199825 SH DFND 1, 2, 3, 4,5 199825 0 0 MASIMO CORP COM 574795100 5459 257500 SH DFND 1, 2, 3, 4,5 257500 0 0 MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1 595017AB0 160574 110699000 PRN DFND 1, 2, 3, 4,5 11069900 0 0 NETSUITE INC COM 64118Q107 3082 33600 SH DFND 1, 2, 3, 4,5 33600 0 0 NEW YORK CMNTY CAP TR V UNIT 99/99/9999 64944P307 46581 963527 PRN DFND 1, 2, 3, 4,5 963527 0 0 NUVASIVE INC COM 670704105 3719 150000 SH DFND 1, 2, 3, 4,5 150000 0 0 NXSTAGE MEDICAL INC COM 67072V103 400 28000 SH DFND 1, 2, 3, 4,5 28000 0 0 OLD REP INTL CORP COM 680223104 579 45000 SH DFND 1, 2, 3, 4,5 45000 0 0 PRICELINE COM INC COM NEW 741503403 51322 62083 SH DFND 1, 2, 3, 4,5 62083 0 0 SANOFI RIGHT 12/31/2020 80105N113 328 172591 SH DFND 1, 2, 3, 4,5 172591 0 0 SHUTTERFLY INC COM 82568P304 850 15200 SH DFND 1, 2, 3, 4,5 15200 0 0 SILVER BAY RLTY TR CORP COM 82735Q102 8931 539286 SH DFND 1, 2, 3, 4,5 539286 0 0 STATE BK FINL CORP COM 856190103 31276 2080903 SH DFND 1, 2, 3, 4,5 2080903 0 0 TAKE-TWO INTERACTIVE SOFTWAR NOTE 1.000% 7/0 874054AD1 8306 8500000 PRN DFND 1, 2, 3, 4,5 8500000 0 0 THORATEC CORP COM NEW 885175307 8438 269500 SH DFND 1, 2, 3, 4,5 269500 0 0 TWO HBRS INVT CORP *W EXP 11/07/201 90187B119 2440 2375106 SH DFND 1, 2, 3, 4,5 2375106 0 0 U S AIRWAYS GROUP INC COM 90341W108 5873 357700 SH Put DFND 1, 2, 3, 4,5 357700 0 0 UNITED THERAPEUTICS CORP DEL COM 91307C102 8617 130913 SH DFND 1, 2, 3, 4,5 130913 0 0 VERISIGN INC SDCV 3.250% 8/1 92343EAD4 204636 145124000 PRN DFND 1, 2, 3, 4,5 14512400 0 0 VOLCANO CORPORATION COM 928645100 5439 300000 SH DFND 1, 2, 3, 4,5 300000 0 0 XILINX INC SDCV 3.125% 3/1 983919AD3 69145 50000000 PRN DFND 1, 2, 3, 4,5 50000000 0 0 ZIONS BANCORPORATION *W EXP 05/22/202 989701115 18745 3274181 SH DFND 1, 2, 3, 4,5 3274181 0 0