Waterfall Asset Management, LLC
CIK 0001570717 · NEW YORK, NY · Quarter end: 2026-06-30 · Filed on: 2026-08-12 · Open the SEC source ↗
Portfolio Value (AUM)Total value of the fund's US stock portfolio reported to the SEC.
$163.4M
2026 Q2
Positions
18
Top-10 ConcentrationHow much of the portfolio sits in the 10 largest holdings. High = concentrated bets.
80.2%
Est. Net Flow (Q)
—
2026 Q2
Top Holdings
PMT 8.5 06-01-29
PENNYMAC CORP
25.5%
AVBC
AVALONBAY CMNTYS INC
7.9%
CPT
CAMDEN PPTY TR
7.8%
MRP
MILLROSE PPTYS INC
7.7%
BRSP
BRIGHTSPIRE CAPITAL INC
6.9%
RITM
RITHM CAPITAL CORP
6.5%
PK
PARK HOTELS & RESORTS INC
6.0%
RC
READY CAPITAL CORP
4.2%
New / Increased
No prior quarter data
Reduced / Exited
No prior quarter data
Read the 2026-Q2 quarterly report · 13F Filing Calendar
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.