Waterfall Asset Management, LLC 13F Holdings · Q2 2026
Waterfall Asset Management, LLC reported 17 securities worth $163.43M in its SEC 13F filing for Q2 2026 (period ended 2026-06-30). Top holdings: AVB (7.93%), CPT (7.83%). Among its top 25 positions this quarter: 3 new, 7 added, 6 trimmed, 5 exited.
| Rank | Ticker | Company | Value | % Portfolio | Shares | Action |
|---|---|---|---|---|---|---|
| 1 | PENNYMAC CORP | $41.7M | 25.51% | 0 | Trimmed | |
| 2 | AVB | AVALONBAY CMNTYS INC | $13.0M | 7.93% | 68,650 | Trimmed |
| 3 | CPT | CAMDEN PPTY TR | $12.8M | 7.83% | 111,704 | Trimmed |
| 4 | MRP | MILLROSE PPTYS INC | $12.5M | 7.67% | 417,361 | Added |
| 5 | BRSP | BRIGHTSPIRE CAPITAL INC | $11.3M | 6.93% | 2.1M | Added |
| 6 | RITM | RITHM CAPITAL CORP | $10.6M | 6.48% | 1.1M | Added |
| 7 | PK | PARK HOTELS & RESORTS INC | $9.8M | 6.01% | 689,616 | Added |
| 8 | RC | READY CAPITAL CORP | $6.8M | 4.19% | 3.9M | Hold |
| 9 | APLE | APPLE HOSPITALITY REIT INC | $6.3M | 3.87% | 375,944 | Trimmed |
| 10 | FBRT | FRANKLIN BSP RLTY TR INC | $6.2M | 3.78% | 758,000 | New |
| 11 | DRH | DIAMONDROCK HOSPITALITY CO | $5.6M | 3.40% | 456,804 | Added |
| 12 | GNL | GLOBAL NET LEASE INC | $5.1M | 3.12% | 570,029 | Added |
| 13 | SVC | SERVICE PPTYS TR | $4.9M | 2.97% | 2.9M | New |
| 14 | DX | DYNEX CAP INC | $4.2M | 2.59% | 322,500 | Added |
| 15 | ESRT | EMPIRE ST RLTY TR INC | $3.7M | 2.28% | 689,535 | Trimmed |
| 16 | RPTPRC | RITHM PPTY TR INC | $3.5M | 2.13% | 0 | Hold |
| 17 | VNO | VORNADO RLTY TR | $3.2M | 1.95% | 81,000 | Trimmed |
| 18 | PMT | PENNYMAC MTG INVT TR | $2.3M | 1.38% | 199,682 | New |
| 19 | AAT | AMERICAN ASSETS TR INC | $0 | 0.00% | 0 | Exited |
| 20 | IVT | INVENTRUST PPTYS CORP | $0 | 0.00% | 0 | Exited |
| 21 | KREF | KKR REAL ESTATE FIN TR INC | $0 | 0.00% | 0 | Exited |
| 22 | LINE | LINEAGE INC | $0 | 0.00% | 0 | Exited |
| 23 | RWTPRA | REDWOOD TRUST INC | $0 | 0.00% | 0 | Exited |
Source: SEC Form 13F filings · as of 2026-06-30
Every position in this 13F-HR, with its change from the prior quarter.
13F holdings, latest quarter
SourceSEC EDGAR13F-HR