Filed: 8/13/2024ACC: 0000905148-24-002134
📋 What this filing means
WATERFALL ASSET MANAGEMENT, LLC filed this quarterly 13F‑HR report disclosing 21 equity positions with a total reported market value of $144.39M. This filing provides a transparent view of the manager's long equity holdings as of the quarter end.
21
Positions
$144.39M
Total AUM (reported)
93.31M
Total Shares
Allocation by class
NOTE 7.750% 6/1$47.12M32.6%
COM$46.90M32.5%
NOTE 6.250% 1/1$15.42M10.7%
NOTE 5.500% 3/1$11.14M7.7%
NOTE 7.500% 8/0$10.60M7.3%
COMMON STOCK$4.45M3.1%
COM NEW$4.33M3.0%
Portfolio Concentration
Top 3$94.52M65.5%
4–10$37.05M25.7%
11–25$12.82M8.9%
Top 3 weight
65.5%
Top 10 weight
91.1%
Voting Authority Distribution
Total shares with voting rights: 93.31M
Sole
Full voting authority
93.31M
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)
Sole21
Shared0
Other0
Dominant voting typeSole · 100.0% of voting shares
Institutional Holdings21
Rows:
REDWOOD TRUST INC
SOLEShares49.02M
TypePRN
Market value$47.12M
32.64%
Sole
49.02M
Shared
0.00
None
0.00
READY CAPITAL CORP
SOLEShares3.91M
TypeSH
Market value$31.98M
22.15%
Sole
3.91M
Shared
0.00
None
0.00
TWO HARBORS INVENTMENT CORPO
SOLEShares15.94M
TypePRN
Market value$15.42M
10.68%
Sole
15.94M
Shared
0.00
None
0.00
PENNYMAC CORP
SOLEShares11.76M
TypePRN
Market value$11.14M
7.72%
Sole
11.76M
Shared
0.00
None
0.00
ARBOR REALTY TRUST INC
SOLEShares10.75M
TypePRN
Market value$10.60M
7.34%
Sole
10.75M
Shared
0.00
None
0.00
CLAROS MTG TR INC
SOLEShares554.65K
TypeSH
Market value$4.45M
3.08%
Sole
554.65K
Shared
0.00
None
0.00
SL GREEN RLTY CORP
SOLEShares56.01K
TypeSH
Market value$3.17M
2.20%
Sole
56.01K
Shared
0.00
None
0.00
MARRIOTT INTL INC NEW
SOLEShares11.80K
TypeSH
Market value$2.85M
1.98%
Sole
11.80K
Shared
0.00
None
0.00
HILTON WORLDWIDE HLDGS INC
SOLEShares12K
TypeSH
Market value$2.62M
1.81%
Sole
12K
Shared
0.00
None
0.00
RITHM CAPITAL CORP
SOLEShares202.50K
TypeSH
Market value$2.21M
1.53%
Sole
202.50K
Shared
0.00
None
0.00
GLOBAL NET LEASE INC
SOLEShares288.70K
TypeSH
Market value$2.12M
1.47%
Sole
288.70K
Shared
0.00
None
0.00
NEW YORK MTG TR INC
SOLEShares295.80K
TypeSH
Market value$1.73M
1.20%
Sole
295.80K
Shared
0.00
None
0.00
VALLEY NATL BANCORP
SOLEShares242.50K
TypeSH
Market value$1.69M
1.17%
Sole
242.50K
Shared
0.00
None
0.00
KILROY RLTY CORP
SOLEShares42K
TypeSH
Market value$1.31M
0.91%
Sole
42K
Shared
0.00
None
0.00
MFA FINL INC
SOLEShares108.10K
TypeSH
Market value$1.15M
0.80%
Sole
108.10K
Shared
0.00
None
0.00
CAPITAL SOUTHWEST CORP
SOLEShares38.13K
TypeSH
Market value$994.8K
0.69%
Sole
38.13K
Shared
0.00
None
0.00
UDR INC
SOLEShares19.93K
TypeSH
Market value$820.3K
0.57%
Sole
19.93K
Shared
0.00
None
0.00
CAMDEN PPTY TR
SOLEShares7.50K
TypeSH
Market value$818.3K
0.57%
Sole
7.50K
Shared
0.00
None
0.00
MR COOPER GROUP INC
SOLEShares9.96K
TypeSH
Market value$808.6K
0.56%
Sole
9.96K
Shared
0.00
None
0.00
AMERICAN HOMES 4 RENT
SOLEShares20K
TypeSH
Market value$743.2K
0.51%
Sole
20K
Shared
0.00
None
0.00
REGIONAL MGMT CORP
SOLEShares22K
TypeSH
Market value$632.3K
0.44%
Sole
22K
Shared
0.00
None
0.00
| Issuer | Class | Shares | Type | Value / Portfolio % | Voting — Sole | Shared | None |
|---|---|---|---|---|---|---|---|
REDWOOD TRUST INCSOLE | NOTE 7.750% 6/1 | 49.02M | PRN | $47.12M 32.64% | 49.02M | 0.00 | 0.00 |
READY CAPITAL CORPSOLE | COM | 3.91M | SH | $31.98M 22.15% | 3.91M | 0.00 | 0.00 |
TWO HARBORS INVENTMENT CORPOSOLE | NOTE 6.250% 1/1 | 15.94M | PRN | $15.42M 10.68% | 15.94M | 0.00 | 0.00 |
PENNYMAC CORPSOLE | NOTE 5.500% 3/1 | 11.76M | PRN | $11.14M 7.72% | 11.76M | 0.00 | 0.00 |
ARBOR REALTY TRUST INCSOLE | NOTE 7.500% 8/0 | 10.75M | PRN | $10.60M 7.34% | 10.75M | 0.00 | 0.00 |
CLAROS MTG TR INCSOLE | COMMON STOCK | 554.65K | SH | $4.45M 3.08% | 554.65K | 0.00 | 0.00 |
SL GREEN RLTY CORPSOLE | COM | 56.01K | SH | $3.17M 2.20% | 56.01K | 0.00 | 0.00 |
MARRIOTT INTL INC NEWSOLE | CL A | 11.80K | SH | $2.85M 1.98% | 11.80K | 0.00 | 0.00 |
HILTON WORLDWIDE HLDGS INCSOLE | COM | 12K | SH | $2.62M 1.81% | 12K | 0.00 | 0.00 |
RITHM CAPITAL CORPSOLE | COM NEW | 202.50K | SH | $2.21M 1.53% | 202.50K | 0.00 | 0.00 |
GLOBAL NET LEASE INCSOLE | COM NEW | 288.70K | SH | $2.12M 1.47% | 288.70K | 0.00 | 0.00 |
NEW YORK MTG TR INCSOLE | COM | 295.80K | SH | $1.73M 1.20% | 295.80K | 0.00 | 0.00 |
VALLEY NATL BANCORPSOLE | COM | 242.50K | SH | $1.69M 1.17% | 242.50K | 0.00 | 0.00 |
KILROY RLTY CORPSOLE | COM | 42K | SH | $1.31M 0.91% | 42K | 0.00 | 0.00 |
MFA FINL INCSOLE | COM | 108.10K | SH | $1.15M 0.80% | 108.10K | 0.00 | 0.00 |
CAPITAL SOUTHWEST CORPSOLE | COM | 38.13K | SH | $994.8K 0.69% | 38.13K | 0.00 | 0.00 |
UDR INCSOLE | COM | 19.93K | SH | $820.3K 0.57% | 19.93K | 0.00 | 0.00 |
CAMDEN PPTY TRSOLE | SH BEN INT | 7.50K | SH | $818.3K 0.57% | 7.50K | 0.00 | 0.00 |
MR COOPER GROUP INCSOLE | COM | 9.96K | SH | $808.6K 0.56% | 9.96K | 0.00 | 0.00 |
AMERICAN HOMES 4 RENTSOLE | CL A | 20K | SH | $743.2K 0.51% | 20K | 0.00 | 0.00 |
REGIONAL MGMT CORPSOLE | COM | 22K | SH | $632.3K 0.44% | 22K | 0.00 | 0.00 |