Waterfall Asset Management
Latest statistics and disclosures from Waterfall Asset Management's latest quarterly 13F-HR filing:
- Top 5 stock holdings are Pennymac Corp, AVB, CPT, MRP, BRSP, and represent 55.86% of Waterfall Asset Management's stock portfolio.
- Added to shares of these 10 stocks: FBRT (+$6.2M), SVC, BRSP, MRP, PMT, GNL, PK, RITM, DRH, DX.
- Started 3 new stock positions in PMT, SVC, FBRT.
- Reduced shares in these 10 stocks: Pennymac Corp (-$19M), APLE (-$9.4M), AAT (-$5.1M), IVT (-$5.0M), VNO, KREF, Redwood Trust, LINE, CPT, AVB.
- Sold out of its positions in AAT, IVT, KREF, LINE, Redwood Trust.
- Waterfall Asset Management was a net seller of stock by $-30M.
- Waterfall Asset Management has $163M in assets under management (AUM), dropping by -8.61%.
- Central Index Key (CIK): 0001570717
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Portfolio Holdings for Waterfall Asset Management
Waterfall Asset Management holds 18 positions in its portfolio as reported in the June 2026 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price | |
|---|---|---|---|---|---|---|
| Pennymac Corp Note 8.500% 6/0 (Principal) | 25.5 | $42M | -30% | 41M | 1.02 |
|
| AvalonBay Communities (AVB) | 7.9 | $13M | -8% | 69k | 188.69 |
|
| Camden Ppty Tr Sh Ben Int (CPT) | 7.8 | $13M | -15% | 112k | 114.49 |
|
| Millrose Pptys Com Cl A (MRP) | 7.7 | $13M | +28% | 417k | 30.05 |
|
| Brightspire Capital Com Cl A (BRSP) | 6.9 | $11M | +40% | 2.1M | 5.45 |
|
| Rithm Capital Corp Com New (RITM) | 6.5 | $11M | +9% | 1.1M | 9.39 |
|
| Park Hotels & Resorts Inc-wi (PK) | 6.0 | $9.8M | +18% | 690k | 14.25 |
|
| Ready Cap Corp Com reit (RC) | 4.2 | $6.8M | 3.9M | 1.75 |
|
|
| Apple Hospitality Reit Com New (APLE) | 3.9 | $6.3M | -59% | 376k | 16.81 |
|
| Franklin Bsp Rlty Tr Common Stock (FBRT) | 3.8 | $6.2M | NEW | 758k | 8.14 |
|
| DiamondRock Hospitality Company (DRH) | 3.4 | $5.6M | +9% | 457k | 12.18 |
|
| Global Net Lease Com New (GNL) | 3.1 | $5.1M | +43% | 570k | 8.94 |
|
| Service Pptys Tr Com Sh Ben Int (SVC) | 3.0 | $4.9M | NEW | 2.9M | 1.69 |
|
| Dynex Cap (DX) | 2.6 | $4.2M | +9% | 323k | 13.11 |
|
| Empire St Rlty Tr Cl A (ESRT) | 2.3 | $3.7M | -3% | 690k | 5.41 |
|
| Rithm Ppty Tr 9.875 FXD-FLT C (Principal) (RPT.PC) | 2.1 | $3.5M | 140k | 24.92 |
|
|
| Vornado Rlty Tr Sh Ben Int (VNO) | 1.9 | $3.2M | -52% | 81k | 39.30 |
|
| PennyMac Mortgage Investment Trust (PMT) | 1.4 | $2.3M | NEW | 200k | 11.28 |
|
Past Filings by Waterfall Asset Management
SEC 13F filings are viewable for Waterfall Asset Management going back to 2023
- Waterfall Asset Management 2026 Q2 filed Aug. 12, 2026
- Waterfall Asset Management 2026 Q1 filed May 8, 2026
- Waterfall Asset Management 2025 Q4 filed Feb. 13, 2026
- Waterfall Asset Management 2025 Q3 filed Nov. 12, 2025
- Waterfall Asset Management 2025 Q2 filed Aug. 12, 2025
- Waterfall Asset Management 2025 Q1 filed May 15, 2025
- Waterfall Asset Management 2024 Q4 filed Feb. 13, 2025
- Waterfall Asset Management 2024 Q3 filed Nov. 13, 2024
- Waterfall Asset Management 2024 Q2 restated filed Aug. 15, 2024
- Waterfall Asset Management 2024 Q2 filed Aug. 13, 2024
- Waterfall Asset Management 2024 Q1 filed May 14, 2024
- Waterfall Asset Management 2023 Q4 restated filed May 2, 2024