Institutional Manager · CIK 0001570717
WATERFALL ASSET MANAGEMENT, LLC
NEW YORK, NY · File #028-23794
Latest AUM
$185.8M
Positions
17
Top-10 Concentration
86.2%
Filings
10
Sector Allocation
Filing History
View all filings →- 13F HOLDINGS REPORTQ/E Dec 202517 pos · $185.8M
- 13F HOLDINGS REPORTQ/E Sep 202518 pos · $902.6M
- 13F HOLDINGS REPORTQ/E Jun 202512 pos · $225.5M
- 13F HOLDINGS REPORTQ/E Mar 20256 pos · $189.4M
- 13F HOLDINGS REPORTQ/E Dec 20245 pos · $662.0M
- 13F HOLDINGS REPORTQ/E Sep 20246 pos · $881.3M
- 13F HOLDINGS REPORT (Amended)Q/E Jun 20245 pos · $116.3M
- 13F HOLDINGS REPORTQ/E Jun 202421 pos · $144.4M
- 13F HOLDINGS REPORTQ/E Mar 20245 pos · $145.7M
- 13F HOLDINGS REPORT (Amended)Q/E Mar 20247 pos · $176.7M
Top 17 Holdings — Dec 2025
| # | Issuer | Ticker | Shares | Value | % of Portfolio |
|---|---|---|---|---|---|
| 1 | PENNYMAC CORP | 70932AAH6 | 79,074,000 | $79.7M | 42.87% |
| 2 | CAMDEN PPTY TR | 133131102 | 107,000 | $11.8M | 6.35% |
| 3 | AVALONBAY CMNTYS INC | AWX | 63,800 | $11.7M | 6.27% |
| 4 | APPLE HOSPITALITY REIT INC | APLE | 882,127 | $10.5M | 5.65% |
| 5 | REDWOOD TRUST INC | RWTQ | 8,743,000 | $8.7M | 4.71% |
| 6 | READY CAPITAL CORP | RC-PE | 3,908,983 | $8.5M | 4.56% |
| 7 | NATIONAL STORAGE AFFILIATES | NSA-PB | 297,700 | $8.4M | 4.53% |
| 8 | AMERICAN ASSETS TR INC | AAT | 406,033 | $7.7M | 4.15% |
| 9 | RITHM CAPITAL CORP | RITM-PF | 700,425 | $7.7M | 4.13% |
| 10 | APOLLO COML REAL EST FIN INC | 03762U105 | 569,000 | $5.6M | 2.99% |
| 11 | BRIGHTSPIRE CAPITAL INC | BRSP | 822,810 | $4.7M | 2.50% |
| 12 | PARK HOTELS & RESORTS INC | PK | 367,684 | $3.9M | 2.09% |
| 13 | DYNEX CAP INC | DX-PC | 277,300 | $3.9M | 2.09% |
| 14 | LINEAGE INC | LINE | 105,000 | $3.7M | 1.99% |
| 15 | GLOBAL NET LEASE INC | GNL-PE | 422,227 | $3.6M | 1.95% |
| 16 | MILLROSE PPTYS INC | 601137102 | 105,062 | $3.1M | 1.69% |
| 17 | FRONTVIEW REIT INC | FVR | 184,197 | $2.8M | 1.48% |