§ 13F · FUND PROFILE
WATERFALL ASSET MANAGEMENT, LLC.
AUM · $163M (13F)Positions · 18Turnover · n/a · Q2Filed · Aug 12, 2026
CONCENTRATION
n/a
Top 10 holdings
NEW BUYS
0
+$13M deployed
EXITS
0
No exits
SECTOR SHIFT
n/a
No prior quarter data
§ 01 · TOP HOLDINGS
The book · Q2 2026
FILED AUG 12, 2026
| # | Ticker | Name | Shares | $ value | % port | Δ Q2 |
|---|---|---|---|---|---|---|
| 1 | PMT 8.5 06/01/29 | PENNYMAC CORP | 41.02M | $42M | 25.5% | −31% |
| 2 | AVB | AVALONBAY CMNTYS INC | 69K | $13M | 7.9% | −9% |
| 3 | CPT | CAMDEN PPTY TR | 112K | $13M | 7.8% | −15% |
| 4 | MRP | MILLROSE PPTYS INC | 417K | $13M | 7.7% | +28% |
| 5 | BRSP | BRIGHTSPIRE CAPITAL INC | 2.08M | $11M | 6.9% | +41% |
| 6 | RITM | RITHM CAPITAL CORP | 1.13M | $11M | 6.5% | +10% |
| 7 | PK | PARK HOTELS & RESORTS INC | 690K | $10M | 6.0% | +19% |
| 8 | RC | READY CAPITAL CORP | 3.91M | $7M | 4.2% | ±0% |
| 9 | APLE | APPLE HOSPITALITY REIT INC | 376K | $6M | 3.9% | −60% |
| 10 | FBRT | FRANKLIN BSP RLTY TR INC | 758K | $6M | 3.8% | NEW |
§ 02 · SECTOR ALLOCATION
Where the money is
Sector data pending
§ 03 · THE WATERFALL SIGNAL
AC read
WATERFALL ASSET MANAGEMENT, LLC is a Other fund managing $163 million in assets. The fund runs a focused portfolio of just 18 positions.
Read the full dossier →