13F-HR filed by WATERFALL ASSET MANAGEMENT, LLC
WATERFALL ASSET MANAGEMENT, LLC filed this 13F-HR for the quarter ended 2024-06-30, filed 2024-08-13, with 21 holding rows worth $144,389,046.
- Accession
- 0000905148-24-002134
- Filer
- CIK 1570717
- Filed
- 2024-08-13
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q2 2024
A holdings report, 21 entries on the cover page, a total value of $144,389,046 stated on the cover page (in dollars after the unit check, H1), rows summing to $144,389,046 with VALUE read as dollars as filed, 13F file number 028-23794. A later restatement replaced it, so the quarter does not use it. The resolved quarter.
The information table after summing rows of one CUSIP and put or call (H4), with the CUSIP and issuer name as filed. Values in dollars after the unit check (method).
| Issuer as filed | CUSIP | Class | Amount | Value | Value read as | Type |
|---|---|---|---|---|---|---|
| Redwood Trust Inc Note 7.750 percent 6/1 | 758075AF2 | Convertible | 49,023,000 | $47,124,339 | dollars as filed | principal |
| READY CAPITAL CORP | 75574U101 | COM | 3,908,983 | $31,975,481 | dollars as filed | |
| TWO HARBORS INVENTMENT CORPO | 90187BAB7 | NOTE 6.250% 1/1 | 15,939,000 | $15,419,660 | dollars as filed | principal |
| PENNYMAC CORP | 70932AAF0 | NOTE 5.500% 3/1 | 11,760,000 | $11,144,823 | dollars as filed | principal |
| ARBOR REALTY TRUST INC | 038923BA5 | NOTE 7.500% 8/0 | 10,750,000 | $10,604,864 | dollars as filed | principal |
| CLAROS MORTGAGE TRUST INC | 18270D106 | REIT | 554,653 | $4,448,317 | dollars as filed | |
| SL GREEN RLTY CORP COM | 78440X887 | REIT | 56,005 | $3,172,123 | dollars as filed | |
| MARRIOTT INTL INC NEW CL A | 571903202 | Stock | 11,800 | $2,852,886 | dollars as filed | |
| HILTON WORLDWIDE HLDGS INC COM | 43300A203 | Stock | 12,000 | $2,618,400 | dollars as filed | |
| RITHM CAPITAL CORP COM NEW | 64828T201 | REIT | 202,500 | $2,209,275 | dollars as filed | |
| GLOBAL NET LEASE INC COM NEW | 379378201 | REIT | 288,699 | $2,121,938 | dollars as filed | |
| NEW YORK MTG TR INC | 649604840 | COM | 295,800 | $1,727,472 | dollars as filed | |
| VALLEY NATL BANCORP | 919794107 | COM | 242,500 | $1,692,650 | dollars as filed | |
| KILROY REALTY CORP COM | 49427F108 | REIT | 42,000 | $1,309,140 | dollars as filed | |
| MFA FINL INC COM | 55272X607 | REIT | 108,100 | $1,150,184 | dollars as filed | |
| CAPITAL SOUTHWEST CORP | 140501107 | COM | 38,128 | $994,760 | dollars as filed | |
| UDR INC COM | 902653104 | REIT | 19,934 | $820,284 | dollars as filed | |
| CAMDEN PPTY TR SH BEN INT | 133131102 | REIT | 7,500 | $818,325 | dollars as filed | |
| MR COOPER GROUP INC | 62482R107 | COM | 9,955 | $808,645 | dollars as filed | |
| AMERICAN HOMES 4 RENT | 02665T306 | CL A | 20,000 | $743,200 | dollars as filed | |
| REGIONAL MANAGEMENT CORP | 75902K106 | COMMON STOCK | 22,000 | $632,280 | dollars as filed |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0000905148-24-002134 | this filing | 2024-08-13 | acceptance time not in the bulk data set | |
| 13F-HR/A 0000905148-24-002248 | base | 2024-08-15 | acceptance time not in the bulk data set |