Filed: 5/14/2024ACC: 0000905148-24-001372
📋 What this filing means
WATERFALL ASSET MANAGEMENT, LLC filed this quarterly 13F‑HR report disclosing 5 equity positions with a total reported market value of $145.65M. This filing provides a transparent view of the manager's long equity holdings as of the quarter end.
5
Positions
$145.65M
Total AUM (reported)
119.54M
Total Shares
Allocation by class
NOTE 7.750% 6/1$44.86M30.8%
NOTE 6.250% 1/1$44.07M30.3%
COM$35.69M24.5%
NOTE 5.500% 3/1$18.60M12.8%
COM NEW$2.43M1.7%
Portfolio Concentration
Top 3$124.63M85.6%
4–10$21.03M14.4%
Top 3 weight
85.6%
Top 10 weight
100.0%
Voting Authority Distribution
Total shares with voting rights: 119.54M
Sole
Full voting authority
119.54M
shares
% of voting shares100.0%
Shared
Joint voting authority
0.00
shares
% of voting shares0.0%
None
No voting authority
0.00
shares
% of voting shares0.0%
Investment Discretion (by position count)
Sole5
Shared0
Other0
Dominant voting typeSole · 100.0% of voting shares
Institutional Holdings5
Rows:
REDWOOD TRUST INC
SOLEShares47.42M
TypePRN
Market value$44.86M
30.80%
Sole
47.42M
Shared
0.00
None
0.00
TWO HARBORS INVENTMENT CORPO
SOLEShares46.79M
TypePRN
Market value$44.07M
30.26%
Sole
46.79M
Shared
0.00
None
0.00
READY CAPITAL CORP
SOLEShares3.91M
TypeSH
Market value$35.69M
24.50%
Sole
3.91M
Shared
0.00
None
0.00
PENNYMAC CORP
SOLEShares19.79M
TypePRN
Market value$18.60M
12.77%
Sole
19.79M
Shared
0.00
None
0.00
FLEXSHOPPER INC
SOLEShares1.63M
TypeSH
Market value$2.43M
1.67%
Sole
1.63M
Shared
0.00
None
0.00
| Issuer | Class | Shares | Type | Value / Portfolio % | Voting — Sole | Shared | None |
|---|---|---|---|---|---|---|---|
REDWOOD TRUST INCSOLE | NOTE 7.750% 6/1 | 47.42M | PRN | $44.86M 30.80% | 47.42M | 0.00 | 0.00 |
TWO HARBORS INVENTMENT CORPOSOLE | NOTE 6.250% 1/1 | 46.79M | PRN | $44.07M 30.26% | 46.79M | 0.00 | 0.00 |
READY CAPITAL CORPSOLE | COM | 3.91M | SH | $35.69M 24.50% | 3.91M | 0.00 | 0.00 |
PENNYMAC CORPSOLE | NOTE 5.500% 3/1 | 19.79M | PRN | $18.60M 12.77% | 19.79M | 0.00 | 0.00 |
FLEXSHOPPER INCSOLE | COM NEW | 1.63M | SH | $2.43M 1.67% | 1.63M | 0.00 | 0.00 |