Waterfall Asset Management
Latest statistics and disclosures from Waterfall Asset Management's latest quarterly 13F-HR filing:
- Top 5 stock holdings are Pennymac Corp, CPT, AVB, APLE, RITM, and represent 59.98% of Waterfall Asset Management's stock portfolio.
- Added to shares of these 10 stocks: MRP (+$6.2M), IVT (+$5.0M), VNO, DRH, ESRT, BRSP, RPT.PC, RITM, KREF, CPT.
- Started 6 new stock positions in KREF, IVT, VNO, ESRT, RPT.PC, DRH.
- Reduced shares in these 8 stocks: Pennymac Corp (-$21M), NSA (-$8.4M), Redwood Trust (-$6.1M), , FVR, AAT, LINE, GNL.
- Sold out of its positions in ARI, FVR, NSA.
- Waterfall Asset Management was a net seller of stock by $-2.7M.
- Waterfall Asset Management has $179M in assets under management (AUM), dropping by -3.78%.
- Central Index Key (CIK): 0001570717
Tip: Access up to 7 years of quarterly data
Positions held by Waterfall Asset Management consolidated in one spreadsheet with up to 7 years of data
Download as csv
Download as Excel
Portfolio Holdings for Waterfall Asset Management
Waterfall Asset Management holds 20 positions in its portfolio as reported in the March 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) | 34.5 | $62M | -24% | 59M | 1.04 |
|
| Camden Ppty Tr Sh Ben Int (CPT) | 7.2 | $13M | +23% | 132k | 97.66 |
|
| AvalonBay Communities (AVB) | 6.9 | $12M | +17% | 75k | 163.35 |
|
| Apple Hospitality Reit Com New (APLE) | 6.0 | $11M | +6% | 936k | 11.51 |
|
| Rithm Capital Corp Com New (RITM) | 5.4 | $9.7M | +46% | 1.0M | 9.48 |
|
| Millrose Pptys Com Cl A (MRP) | 5.1 | $9.1M | +209% | 325k | 28.00 |
|
| Brightspire Capital Com Cl A (BRSP) | 4.6 | $8.2M | +78% | 1.5M | 5.60 |
|
| Ready Cap Corp Com reit (RC) | 3.5 | $6.3M | 3.9M | 1.62 |
|
|
| Park Hotels & Resorts Inc-wi (PK) | 3.4 | $6.1M | +58% | 582k | 10.53 |
|
| American Assets Trust Inc reit (AAT) | 2.9 | $5.1M | -31% | 279k | 18.41 |
|
| Inventrust Pptys Corp Com New (IVT) | 2.8 | $5.0M | NEW | 165k | 30.46 |
|
| Vornado Rlty Tr Sh Ben Int (VNO) | 2.5 | $4.4M | NEW | 171k | 25.99 |
|
| DiamondRock Hospitality Company (DRH) | 2.2 | $3.9M | NEW | 418k | 9.37 |
|
| Dynex Cap (DX) | 2.1 | $3.8M | +6% | 295k | 12.76 |
|
| Global Net Lease Com New (GNL) | 2.1 | $3.7M | -5% | 398k | 9.36 |
|
| Empire St Rlty Tr Cl A (ESRT) | 2.1 | $3.7M | NEW | 715k | 5.20 |
|
| Rithm Ppty Tr 9.875 FXD-FLT C (Principal) (RPT.PC) | 1.9 | $3.5M | NEW | 140k | 24.82 |
|
| Kkr Real Estate Finance Trust (KREF) | 1.7 | $3.1M | NEW | 475k | 6.42 |
|
| Redwood Trust Note 7.750% 6/1 (Principal) | 1.6 | $2.8M | -68% | 2.7M | 1.01 |
|
| Lineage (LINE) | 1.5 | $2.7M | -20% | 84k | 32.76 |
|
Past Filings by Waterfall Asset Management
SEC 13F filings are viewable for Waterfall Asset Management going back to 2023
- 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