Asset Manager
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Waterfall Asset Management, LLC
1251 AVENUE OF THE AMERICAS, 50TH FLOOR, NEW YORK, NY 10020 • (212) 257-4600
Market Value
$113M
+2.2%
Holdings
19
-1
New Purchases
2
Added To
7
Closed
4
Reduced
5
Top 10 Concentration
83.7%
Turnover
31.6%
Top Buys (by % of Portfolio)
| Symbol | Cur % | Prior % | Chg % | Value |
|---|---|---|---|---|
| FBRT | 5.44% | 0.00% | +5.44% | $6M |
| PK | 8.67% | 5.52% | +3.15% | $10M |
| MRP | 11.06% | 8.20% | +2.86% | $13M |
| BRSP | 9.98% | 7.43% | +2.55% | $11M |
| PMT | 1.99% | 0.00% | +1.99% | $2M |
| DRH | 4.91% | 3.53% | +1.38% | $6M |
| GNL | 4.49% | 3.35% | +1.14% | $5M |
| NRZ | 9.34% | 8.77% | +0.56% | $11M |
| AVB | 11.42% | 11.06% | +0.36% | $13M |
| DX | 3.73% | 3.39% | +0.34% | $4M |
| RC | 6.03% | 5.71% | +0.32% | $7M |
Sector Allocation Over Time
Industry Breakdown
| Industry | Weight |
|---|---|
| Real Estate | 100.0% |
Market Cap Concentration
| Tier | Holdings | Value | Weight |
|---|---|---|---|
| Large Cap | 1 | $13M | 11.4% |
| Mid Cap | 10 | $65M | 57.4% |
| Small Cap | 7 | $29M | 25.2% |
| Micro Cap | 1 | $7M | 6.0% |
Portfolio Analytics
Avg Market Cap
$4.2B
Median Market Cap
$2.6B
Avg P/E
43.9
Median P/E
21.6
Avg Dividend Yield
0.09%
Avg Beta
0.71
# Stocks
19
# ETFs / Funds
0
Top Holdings (19 total)
| # | Symbol | % Port | Shares | Value | Avg Price | Q/Q Value Chg | Share Chg | Chg % | Status |
|---|---|---|---|---|---|---|---|---|---|
| 1 | AVB | 11.42% | 68,650 | $13M | $188.69 | $678K | -6,500 | -8.7% | |
| 2 | CPT | 11.28% | 111,704 | $13M | $114.49 | -$73K | -20,000 | -15.2% | |
| 3 | MRP | 11.06% | 417,361 | $13M | $30.05 | $3M | +92,315 | +28.4% | |
| 4 | BRSP | 9.98% | 2,076,586 | $11M | $5.45 | $3M | +603,796 | +41.0% | |
| 5 | NRZ | 9.34% | 1,127,584 | $11M | $9.39 | $853K | +101,180 | +9.9% | |
| 6 | PK | 8.67% | 689,616 | $10M | $14.25 | $4M | +107,973 | +18.6% | |
| 7 | RC | 6.03% | 3,908,983 | $7M | $1.75 | $508K | — | — | |
| 8 | APLE | 5.57% | 375,944 | $6M | $16.81 | -$4M | -559,572 | -59.8% | |
| 9 | FBRT | 5.44% | 758,000 | $6M | $8.14 | — | +758,000 | — | NEW |
| 10 | DRH | 4.91% | 456,804 | $6M | $12.18 | $2M | +39,015 | +9.3% | |
| 11 | GNL | 4.49% | 570,029 | $5M | $8.94 | $1M | +172,420 | +43.4% | |
| 12 | DX | 3.73% | 322,500 | $4M | $13.11 | $464K | +27,500 | +9.3% | |
| 13 | ESRT | 3.29% | 689,535 | $4M | $5.41 | $15K | -25,000 | -3.5% | |
| 14 | VNO | 2.81% | 81,000 | $3M | $39.30 | -$1M | -89,500 | -52.5% | |
| 15 | PMT | 1.99% | 199,682 | $2M | $11.28 | — | +199,682 | — | NEW |
| 16 | IVT | —% | — | — | — | -$5M | -164,962 | -100.0% | SOLD |
| 17 | KREF | —% | — | — | — | -$3M | -475,154 | -100.0% | SOLD |
| 18 | LINE | —% | — | — | — | -$3M | -83,600 | -100.0% | SOLD |
| 19 | AAT | —% | — | — | — | -$5M | -279,323 | -100.0% | SOLD |