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Waterfall Asset Management, LLC
Period ended Jun 30, 2026 · Latest filing Aug 12, 2026
These quarterly holdings are delayed and may not include all assets or short positions.
Values are from the reporting date, not current prices or purchase costs.
The same security may appear in multiple rows.
Source: SEC
Reported portfolio value
Quarter-end reported holdings; not current value or investment performance.
View reported values
- Jun 30, 2026: $163,425,241
More quarters will appear as history becomes available.
Top holdings
Top 10 at Jun 30, 2026. Matching entries are combined; security classes and options remain separate. Shares exclude principal amounts; option shares reflect the reported underlying amount.
View top holdings values
- PENNYMAC CORP · NOTE 8.500% 6/0 · 70932AAH6 · principal: $41,690,232
- AVALONBAY CMNTYS INC · COM · 053484101 · shares: $12,953,569
- CAMDEN PPTY TR · SH BEN INT · 133131102 · shares: $12,788,991
- MILLROSE PPTYS INC · COM CL A · 601137102 · shares: $12,541,698
- BRIGHTSPIRE CAPITAL INC · COM CL A · 10949T109 · shares: $11,317,394
- RITHM CAPITAL CORP · COM NEW · 64828T201 · shares: $10,587,464
- PARK HOTELS & RESORTS INC · COM · 700517105 · shares: $9,827,028
- READY CAPITAL CORP · COM · 75574U101 · shares: $6,840,720
- APPLE HOSPITALITY REIT INC · COM NEW · 03784Y200 · shares: $6,319,619
- FRANKLIN BSP RLTY TR INC · COMMON STOCK · 35243J101 · shares: $6,170,120
Reported holdings
18 reported entries| Issuer | Class | CUSIP | Type | Shares / principal | Reported value (USD) |
|---|---|---|---|---|---|
| PENNYMAC CORP | NOTE 8.500% 6/0 | 70932AAH6 | — | 41,022,000 principal | $41,690,232 |
| AVALONBAY CMNTYS INC | COM | 053484101 | — | 68,650 shares | $12,953,569 |
| CAMDEN PPTY TR | SH BEN INT | 133131102 | — | 111,704 shares | $12,788,991 |
| MILLROSE PPTYS INC | COM CL A | 601137102 | — | 417,361 shares | $12,541,698 |
| BRIGHTSPIRE CAPITAL INC | COM CL A | 10949T109 | — | 2,076,586 shares | $11,317,394 |
| RITHM CAPITAL CORP | COM NEW | 64828T201 | — | 1,127,584 shares | $10,587,464 |
| PARK HOTELS & RESORTS INC | COM | 700517105 | — | 689,616 shares | $9,827,028 |
| READY CAPITAL CORP | COM | 75574U101 | — | 3,908,983 shares | $6,840,720 |
| APPLE HOSPITALITY REIT INC | COM NEW | 03784Y200 | — | 375,944 shares | $6,319,619 |
| FRANKLIN BSP RLTY TR INC | COMMON STOCK | 35243J101 | — | 758,000 shares | $6,170,120 |
| DIAMONDROCK HOSPITALITY CO | COM | 252784301 | — | 456,804 shares | $5,563,873 |
| GLOBAL NET LEASE INC | COM NEW | 379378201 | — | 570,029 shares | $5,096,059 |
| SERVICE PPTYS TR | COM SH BEN INT | 81761L102 | — | 2,875,000 shares | $4,858,750 |
| DYNEX CAP INC | COM | 26817Q886 | — | 322,500 shares | $4,227,975 |
| EMPIRE ST RLTY TR INC | CL A | 292104106 | — | 689,535 shares | $3,730,384 |
| RITHM PPTY TR INC | 9.875 FXD-FLT C | 38983D862 | — | 139,481 principal | $3,475,652 |
| VORNADO RLTY TR | SH BEN INT | 929042109 | — | 81,000 shares | $3,183,300 |
| PENNYMAC MTG INVT TR | COM | 70931T103 | — | 199,682 shares | $2,252,413 |