Waterfall Asset Management, LLC
Waterfall Asset Management, LLC reported 18 positions worth $163.4M as of June 30, 2026 (13F filed August 12, 2026). Largest holding: PMT 8.5 06-01-29 (25.5%).
| # | Symbol | Company | Type | Value ↓ | % Port. | Shares | 1Y | YTD |
|---|---|---|---|---|---|---|---|---|
| ▸ 1 | PMT 8.5 06-01-29 | SH | $41.7M | 25.51% | 41,022,000 | — | — | |
| ▸ 2 | AVBC | SH | $13.0M | 7.93% | 68,650 | — | — | |
| ▸ 3 | CPT | SH | $12.8M | 7.83% | 111,704 | — | — | |
| ▸ 4 | MRP | SH | $12.5M | 7.67% | 417,361 | — | — | |
| ▸ 5 | BRSP | SH | $11.3M | 6.93% | 2,076,586 | — | — | |
| ▸ 6 | RITM | SH | $10.6M | 6.48% | 1,127,584 | — | — | |
| ▸ 7 | PK | SH | $9.8M | 6.01% | 689,616 | — | — | |
| ▸ 8 | RC | SH | $6.8M | 4.19% | 3,908,983 | — | — | |
| ▸ 9 | APLE | SH | $6.3M | 3.87% | 375,944 | — | — | |
| ▸ 10 | FBRT | SH | $6.2M | 3.78% | 758,000 | — | — |
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Frequently Asked Questions
What stocks does Waterfall Asset Management, LLC hold as of Q2 2026?
Waterfall Asset Management, LLC reported 18 positions worth $163.4M in its Q2 2026 13F filing. Largest positions: PMT 8.5 06-01-29 (25.5%), AVBC (7.9%), CPT (7.8%), MRP (7.7%) and BRSP (6.9%).
What did Waterfall Asset Management, LLC buy in Q2 2026?
No previous quarter is available yet; the comparison appears with the next filing.
What did Waterfall Asset Management, LLC sell in Q2 2026?
No previous quarter is available yet.
13F data shows quarter-end positions, is delayed by up to 45 days and covers only long positions in US-listed securities; short positions, most derivatives and non-US assets are not reported.