Just guessing of course but sometimes walnuts can fall off from lack of pollination. We need to know the variety of walnut, or if it is a seedling also, the age, a description of the site and if the tree is irrigated. Worms (codling moth), blight, husk fly, and naval orange worm can all cause the nuts to fall off. Naval orange worm usually doesn't happen until about this time of year or later and the walnut tree doesn't know the nuts need to be shed until it is too late, and they will go in with the harvested nuts. The codling moth worms will bore into the nut and be inside eating the meat. Husk fly will be in the husk (go figure) and will turn it black and it will stick to the shell and usually sunburn really bad. The only time I have seen the limbs break is the first large crop in an orchard. This seemed to break all of the weak limbs and it wasn't a huge deal after that. My walnut experience is limited to a commercial situation in the Central Valley of California.