WATERFALL ASSET MANAGEMENT, LLC

PrivateCIK: 1570717
Location

NEW YORK, NY

20
Positions
$178.81M
Total AUM (reported)
73.66M
Total Shares

Allocation by class

TOTAL AUM$178.81M20 positions
NOTE 8.500% 6/0$61.62M34.5%
COM$43.35M24.2%
COM NEW$29.25M16.4%
COM CL A$17.35M9.7%
SH BEN INT$17.29M9.7%
CL A$3.72M2.1%
9.875 FXD-FLT C$3.46M1.9%

Portfolio Concentration

Top 348.5%4–1031.0%11–2520.5%TOP 1079.5%0%100%
Top 3$86.76M48.5%
4–10$55.45M31.0%
11–25$36.60M20.5%

Top 3 weight

48.5%

Top 10 weight

79.5%

Voting Authority Distribution

Total shares with voting rights: 11.46M

Sole

Full voting authority

11.46M

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)

Sole20
Shared0
Other0
Dominant voting typeSole · 100.0% of voting shares
Institutional Holdings20
Rows:

PENNYMAC CORP

SOLE
NOTE 8.500% 6/0
Shares59.32M
TypePRN
Market value$61.62M
34.46%
Sole
0.00
Shared
0.00
None
0.00

CAMDEN PPTY TR

SOLE
SH BEN INT
Shares131.70K
TypeSH
Market value$12.86M
7.19%
Sole
131.70K
Shared
0.00
None
0.00

AVALONBAY CMNTYS INC

SOLE
COM
Shares75.15K
TypeSH
Market value$12.28M
6.87%
Sole
75.15K
Shared
0.00
None
0.00

APPLE HOSPITALITY REIT INC

SOLE
COM NEW
Shares935.52K
TypeSH
Market value$10.77M
6.02%
Sole
935.52K
Shared
0.00
None
0.00

RITHM CAPITAL CORP

SOLE
COM NEW
Shares1.03M
TypeSH
Market value$9.73M
5.44%
Sole
1.03M
Shared
0.00
None
0.00

MILLROSE PPTYS INC

SOLE
COM CL A
Shares325.05K
TypeSH
Market value$9.10M
5.09%
Sole
325.05K
Shared
0.00
None
0.00

BRIGHTSPIRE CAPITAL INC

SOLE
COM CL A
Shares1.47M
TypeSH
Market value$8.25M
4.61%
Sole
1.47M
Shared
0.00
None
0.00

READY CAPITAL CORP

SOLE
COM
Shares3.91M
TypeSH
Market value$6.33M
3.54%
Sole
3.91M
Shared
0.00
None
0.00

PARK HOTELS & RESORTS INC

SOLE
COM
Shares581.64K
TypeSH
Market value$6.12M
3.43%
Sole
581.64K
Shared
0.00
None
0.00

AMERICAN ASSETS TR INC

SOLE
COM
Shares279.32K
TypeSH
Market value$5.14M
2.88%
Sole
279.32K
Shared
0.00
None
0.00

INVENTRUST PPTYS CORP

SOLE
COM NEW
Shares164.96K
TypeSH
Market value$5.02M
2.81%
Sole
164.96K
Shared
0.00
None
0.00

VORNADO RLTY TR

SOLE
SH BEN INT
Shares170.50K
TypeSH
Market value$4.43M
2.48%
Sole
170.50K
Shared
0.00
None
0.00

DIAMONDROCK HOSPITALITY CO

SOLE
COM
Shares417.79K
TypeSH
Market value$3.91M
2.19%
Sole
417.79K
Shared
0.00
None
0.00

DYNEX CAP INC

SOLE
COM
Shares295K
TypeSH
Market value$3.76M
2.11%
Sole
295K
Shared
0.00
None
0.00

GLOBAL NET LEASE INC

SOLE
COM NEW
Shares397.61K
TypeSH
Market value$3.72M
2.08%
Sole
397.61K
Shared
0.00
None
0.00

EMPIRE ST RLTY TR INC

SOLE
CL A
Shares714.53K
TypeSH
Market value$3.72M
2.08%
Sole
714.53K
Shared
0.00
None
0.00

RITHM PPTY TR INC

SOLE
9.875 FXD-FLT C
Shares139.48K
TypePRN
Market value$3.46M
1.94%
Sole
0.00
Shared
0.00
None
0.00

KKR REAL ESTATE FIN TR INC

SOLE
COM
Shares475.15K
TypeSH
Market value$3.05M
1.71%
Sole
475.15K
Shared
0.00
None
0.00

REDWOOD TRUST INC

SOLE
NOTE 7.750% 6/1
Shares2.74M
TypePRN
Market value$2.78M
1.55%
Sole
0.00
Shared
0.00
None
0.00

LINEAGE INC

SOLE
COM
Shares83.60K
TypeSH
Market value$2.74M
1.53%
Sole
83.60K
Shared
0.00
None
0.00