§ 13F · FUND PROFILE
WATERFALL ASSET MANAGEMENT, LLC.
Institutional filer · behavioral pattern: Other. Summary pending.
AUM · $903M (13F)Positions · 18Turnover · — · Q1Filed · May 8, 2026
CONCENTRATION
—
Top 10 holdings
NEW BUYS
0
+$24M deployed
EXITS
0
No exits
SECTOR SHIFT
—
No prior quarter data
3YR HIT RATE
—
Top-5 overlap
§ 01 · TOP HOLDINGS
The book · Q1 2026
FILED MAY 8, 2026
| # | Ticker | Name | Shares | $ value | % port | Δ Q1 |
|---|---|---|---|---|---|---|
| 1 | PMT 8.5 06/01/29 | PENNYMAC CORP | 59.32M | $62M | 34.5% | −25% |
| 2 | CPT | CAMDEN PPTY TR | 132K | $13M | 7.2% | +23% |
| 3 | AVB | AVALONBAY CMNTYS INC | 75K | $12M | 6.9% | +18% |
| 4 | APLE | APPLE HOSPITALITY REIT INC | 936K | $11M | 6.0% | +6% |
| 5 | RITM | RITHM CAPITAL CORP | 1.03M | $10M | 5.4% | +47% |
| 6 | MRP | MILLROSE PPTYS INC | 325K | $9M | 5.1% | +209% |
| 7 | BRSP | BRIGHTSPIRE CAPITAL INC | 1.47M | $8M | 4.6% | +79% |
| 8 | RC | READY CAPITAL CORP | 3.91M | $6M | 3.5% | ±0% |
| 9 | PK | PARK HOTELS & RESORTS INC | 582K | $6M | 3.4% | +58% |
| 10 | AAT | AMERICAN ASSETS TR INC | 279K | $5M | 2.9% | −31% |
§ 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 $903 million in assets. The fund runs a focused portfolio of just 18 positions.
Read the full dossier →§ 04 · FILING HISTORY
Q-by-Q deltas
2 FILINGS
Q1 2026
Steady book
+0 buys · −0 exits · 0 changed
Q4 2025
Steady book
+0 buys · −0 exits · 0 changed
Q3 2025
Steady book
+0 buys · −0 exits · 0 changed
Q2 2025
Steady book
+0 buys · −0 exits · 0 changed