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Waterfall Asset Management, LLC
hedge fundUpdated 32 days agoManaged by Waterfall Asset Management, Llc • Latest filing Q2 2026
Portfolio value
$163.4M
Q2 2026
Filings
11
Quarterly 13F history
Top-10 concentration
100.0%
Weight of largest holdings
Annualized return
13.0%
Implied from 13F holdings
Portfolio value history
13F-disclosed portfolio value over 11 quarters
Show data table
| Period | Portfolio value |
|---|---|
| Q4 2023 | $72.8M |
| Q1 2024 | $145.7M |
| Q2 2024 | $144.4M |
| Q3 2024 | $881.3M |
| Q4 2024 | $662M |
| Q1 2025 | $189.4M |
| Q2 2025 | $225.5M |
| Q3 2025 | $902.6M |
| Q4 2025 | $185.8M |
| Q1 2026 | $178.8M |
| Q2 2026 | $163.4M |
Top holdings
18 positions as of Q2 2026
| # | Stock | Value | Shares | % Portfolio | Change |
|---|---|---|---|---|---|
| 1 | P PFSI PENNYMAC CORP | $41.7M | 41.02M | 25.51% | — |
| 2 | A AVB AVALONBAY CMNTYS INC | $13M | 68.7K | 7.93% | — |
| 3 | C CPT CAMDEN PPTY TR | $12.8M | 111.7K | 7.83% | — |
| 4 | M MRP MILLROSE PPTYS INC | $12.5M | 417.4K | 7.67% | — |
| 5 | B BRSP BRIGHTSPIRE CAPITAL INC | $11.3M | 2.08M | 6.93% | — |
| 6 | R RITM-PE RITHM CAPITAL CORP | $10.6M | 1.13M | 6.48% | — |
| 7 | P PK PARK HOTELS & RESORTS INC | $9.8M | 689.6K | 6.01% | — |
| 8 | R RC-PC READY CAPITAL CORP | $6.8M | 3.91M | 4.19% | — |
| 9 | A APLE APPLE HOSPITALITY REIT INC | $6.3M | 375.9K | 3.87% | — |
| 10 | F FBRT-PE FRANKLIN BSP RLTY TR INC | $6.2M | 758.0K | 3.78% | — |
| 11 | D DRH DIAMONDROCK HOSPITALITY CO | $5.6M | 456.8K | 3.40% | — |
| 12 | G GNL-PD GLOBAL NET LEASE INC | $5.1M | 570.0K | 3.12% | — |
| 13 | S SVC SERVICE PPTYS TR | $4.9M | 2.88M | 2.97% | — |
| 14 | D DX-PC DYNEX CAP INC | $4.2M | 322.5K | 2.59% | — |
| 15 | ? N/A EMPIRE ST RLTY TR INC | $3.7M | 689.5K | 2.28% | — |
| 16 | ? N/A RITHM PPTY TR INC | $3.5M | 139.5K | 2.13% | — |
| 17 | V VNO-PO VORNADO RLTY TR | $3.2M | 81.0K | 1.95% | — |
| 18 | P PMTV PENNYMAC MTG INVT TR | $2.3M | 199.7K | 1.38% | — |