Welcome to our dedicated page for Waterstone Finl Md SEC filings (Ticker: WSBF), a comprehensive resource for investors and traders seeking official regulatory documents including 10-K annual reports, 10-Q quarterly earnings, 8-K material events, and insider trading forms.
Trying to locate net interest margin trends or segment profit in Waterstone Financial’s dense reports? Investors typically head straight to the 10-K for community-bank loan quality details or scan the 10-Q for mortgage banking volume swings. Others ask, “Where can I see Waterstone Financial insider trading Form 4 transactions before the next dividend?” This page gathers every filing the moment it hits EDGAR so you can move from question to answer without wading through hundreds of pages.
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Unique to WSBF, the split between Community Banking and national Mortgage Banking means different risk drivers live in different documents. The annual Waterstone Financial earnings report filing analysis shows how net interest income offsets mortgage gain-on-sale volatility. Meanwhile, understanding Waterstone Financial SEC documents with AI lets you track liquidity ratios, fair-value marks, and CECL adjustments without spreadsheet gymnastics. You’ll also find Waterstone Financial executive stock transactions Form 4, the Waterstone Financial annual report 10-K simplified, the Waterstone Financial proxy statement executive compensation breakdown, and every Waterstone Financial 8-K material events explained the day they are filed. Real-time alerts, concise AI summaries, and historical comparisons – all in one place.
JPMorgan Chase Financial Company LLC is offering Callable Contingent Interest Notes maturing 21 January 2027 that are linked individually (not as a basket) to the Russell 2000 Index (RTY), the S&P 500 Index (SPX) and the VanEck Gold Miners ETF (GDX). The notes are unsecured, unsubordinated obligations of the issuer and are fully and unconditionally guaranteed by JPMorgan Chase & Co.; all payments therefore carry the credit risk of both entities.
Income profile. Holders will receive a monthly Contingent Interest Payment of at least 0.80417 % (annualised >= 9.65 %) if, on the related Review Date, the closing value of each underlying is at least 70 % of its Initial Value (the Interest Barrier). No interest is paid for that period if any underlying is below its barrier.
Early redemption. JPMorgan may call the notes in full on any Interest Payment Date from 20 October 2025 onward (excluding the final date). The call price equals par plus the applicable Contingent Interest Payment; investors face reinvestment risk if redeemed.
Principal repayment. If not called, two scenarios apply at maturity: (1) If the Final Value of every underlying is at least 65 % of its Initial Value (Trigger Value), investors receive par plus any final Contingent Interest; (2) If the Final Value of any underlying is below 65 %, principal is exposed 1-for-1 to the downside of the worst performer, potentially down to zero.
- Issue price: $1,000 denomination; minimum investment $1,000.
- Indicative estimated value: $955.10 (no lower than $920.00) per $1,000 note, reflecting selling commissions (max $22.25) and hedging costs.
- Pricing date: on or about 15 July 2025; settlement: 18 July 2025; CUSIP 48136FA28.
- 18 scheduled monthly review/interest dates; final review 15 Jan 2027; maturity 21 Jan 2027.
Risk highlights. Investors may lose >35 %—up to 100 %—of principal if any underlying closes <65 % of its Initial Value on the final Review Date. Interest is not guaranteed and may be zero for the entire term. The issuer’s call right limits upside to the sum of contingent coupons. Secondary market liquidity is expected to be limited; notes are not exchange-listed and JPMS will be the only likely bid. The original issue price exceeds the model-derived estimated value, creating negative yield-to-issuer spread at inception.
Sensitivity. Product returns depend on the least-performing asset among small-cap equities (RTY), large-cap equities (SPX) and gold-/silver-miner equities (GDX), exposing holders to equity, commodity-sector, small-capitalisation and currency risks, as well as correlation break-risk across the three underlyings.
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