Waterfall Asset Management

Waterfall Asset Management as of March 31, 2026

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 59M 1.04
Camden Ppty Tr Sh Ben Int (CPT) 7.2 $13M 132k 97.66
AvalonBay Communities (AVB) 6.9 $12M 75k 163.35
Apple Hospitality Reit Com New (APLE) 6.0 $11M 936k 11.51
Rithm Capital Corp Com New (RITM) 5.4 $9.7M 1.0M 9.48
Millrose Pptys Com Cl A (MRP) 5.1 $9.1M 325k 28.00
Brightspire Capital Com Cl A (BRSP) 4.6 $8.2M 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 582k 10.53
American Assets Trust Inc reit (AAT) 2.9 $5.1M 279k 18.41
Inventrust Pptys Corp Com New (IVT) 2.8 $5.0M 165k 30.46
Vornado Rlty Tr Sh Ben Int (VNO) 2.5 $4.4M 171k 25.99
DiamondRock Hospitality Company (DRH) 2.2 $3.9M 418k 9.37
Dynex Cap (DX) 2.1 $3.8M 295k 12.76
Global Net Lease Com New (GNL) 2.1 $3.7M 398k 9.36
Empire St Rlty Tr Cl A (ESRT) 2.1 $3.7M 715k 5.20
Rithm Ppty Tr 9.875 FXD-FLT C (Principal) (RPT.PC) 1.9 $3.5M 140k 24.82
Kkr Real Estate Finance Trust (KREF) 1.7 $3.1M 475k 6.42
Redwood Trust Note 7.750% 6/1 (Principal) 1.6 $2.8M 2.7M 1.01
Lineage (LINE) 1.5 $2.7M 84k 32.76