My money is on a major break in the bottom of the Anegada Trough sending a big wave in from the east. If you consider the Virgin Island/Puerto Rico microplate as fixed, the Atlantic Ocean is moving west on the other side of the north drop by about half an inch a year and St. Martin is moving east at about one inch a year. Lots of little quakes like this one mean that the north fault is moving along nicely but there has been almost no significant activity to the east in almost 150 years.

Normaly you would not be aware of an earthquake on a boat. At anchor you might hear a low rumble transmitted up the anchor chain. However, there is an effect called a seismic seiche or slosh that can occur in certain conditions in an inclosed body of water. I don't think Christmas Cove would qualify but the Bight might.