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WATERFALL ASSET MANAGEMENT, LLC

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13F filer, CIK 1570717, NEW YORK, NY

WATERFALL ASSET MANAGEMENT, LLC reported $662,042,153 across 5 holdings for the quarter ended 2024-12-31, in a 13F-HR filed 2025-02-13.

Filed (acceptance time not in the bulk data set), ingested 13F-HR 0000905148-25-000532

Period
2024-12-31
Reported value
$662M
Holdings
5
Top 10 weight
100%
New
0
Sold out
1

Largest buys vs the previous quarter

None.

Largest sells vs the previous quarter

SecurityShares changeApprox. value
CRMTexited-30,000-$1.26M

Ranked by the share change valued at this quarter's implied price (value over shares in the 13F). A position sold out is valued at the previous quarter's price, its last report.

Holdings, Q4 2024

Share positions as resolved from 13F-HR 0000905148-25-000532, largest first. % of portfolio is the value over $75,962,153, the sum of the share positions whose value is usable for ratios (method).

SecurityHistorySharesValue% of portfolioChangeLatest eventTimeline
RCREADY CAPITAL CORPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2023Q1: restricted; 2023Q2: restricted; 2023Q3: restricted; 2023Q4: restricted; 2024Q1: restricted; 2024Q2: restricted; 2024Q3: 3,908,983 shares; 2024Q4: 3,908,983 shares 3,908,983$26.7M35.1%0Timeline
FPAYQFLEXSHOPPER INC COM NEWQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2023Q1: restricted; 2023Q2: restricted; 2023Q3: restricted; 2023Q4: restricted; 2024Q1: restricted; 2024Q2: restricted; 2024Q3: 1,629,547 shares; 2024Q4: 1,629,547 shares 1,629,547$2.79M3.67%0Timeline
RITMRITHM CAPITAL CORPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2023Q1: restricted; 2023Q2: restricted; 2023Q3: restricted; 2023Q4: restricted; 2024Q1: restricted; 2024Q2: restricted; 2024Q3: 50,000 shares; 2024Q4: 50,000 shares 50,000$542K0.71%0Timeline

Options

Puts and calls, as filed. The amount and value describe the underlying shares, not the option premium, so they stay out of % of portfolio (H5).

SecurityTypeAmountValueChange
SPYSTATE STR SPDR S&P 500 ETF T SHSput1,000,000$586M-400,000

Principal amounts

Notes and convertibles filed as a face amount (PRN). A face amount is never added to a share count (H6).

SecurityTypeAmountValueChange
REDWOOD TRUST INCREDWOOD TRUST INC Convertibleprincipal46,073,000$46M+800,000

Sold out in Q4 2024

Positions in the previous quarter's report that this quarter's report no longer lists.

SecurityShares beforeValue beforeType
CRMTAMERICAS CAR-MART INC30,000$1.26Mshares

How Q4 2024 was built

Available 13F filings of this filer for the quarter and their roles: the base report is the latest original or restatement, NEW HOLDINGS amendments filed after it are added (method).

FilingRoleAmendmentFiledAcceptedIngested
13F-HR 0000905148-25-000532 base2025-02-13acceptance time not in the bulk data set