Waterfall Asset Management, LLC 13F holdings, Q1 2026
Holdings as of March 31, 2026 · filings on SEC EDGAR · latest filing →
Waterfall Asset Management, LLC disclosed 20 US equity positions worth $178.8m in its Q1 2026 13F filing. The largest position was PENNYMAC CORP at 34.5% of the reported book, followed by CPT and AVBC.
What did Waterfall Asset Management, LLC own in Q1 2026? Top 20 positions
| # | Stock | Sector | Weight | Value | Shares | Δ shares | vs prior |
|---|---|---|---|---|---|---|---|
| 1 | PENNYMAC CORP | 34.5% | $61.6m | 59,319,000 | – | ||
| 2 | CPT CAMDEN PPTY TR | Real Estate | 7.2% | $12.9m | 131,704 | – | |
| 3 | AVBC AVALONBAY CMNTYS INC | Financial Services | 6.9% | $12.3m | 75,150 | – | |
| 4 | APLE APPLE HOSPITALITY REIT INC | Real Estate | 6.0% | $10.8m | 935,516 | – | |
| 5 | RITM RITHM CAPITAL CORP | Real Estate | 5.4% | $9.7m | 1,026,404 | – | |
| 6 | MRP MILLROSE PPTYS INC | Real Estate | 5.1% | $9.1m | 325,046 | – | |
| 7 | BRSP BRIGHTSPIRE CAPITAL INC | 4.6% | $8.2m | 1,472,790 | – | ||
| 8 | RC READY CAPITAL CORP | 3.5% | $6.3m | 3,908,983 | – | ||
| 9 | PK PARK HOTELS & RESORTS INC | Real Estate | 3.4% | $6.1m | 581,643 | – | |
| 10 | AAT AMERICAN ASSETS TR INC | 2.9% | $5.1m | 279,323 | – | ||
| 11 | IVT INVENTRUST PPTYS CORP | 2.8% | $5.0m | 164,962 | – | ||
| 12 | VNO VORNADO RLTY TR | Real Estate | 2.5% | $4.4m | 170,500 | – | |
| 13 | DRH DIAMONDROCK HOSPITALITY CO | Real Estate | 2.2% | $3.9m | 417,789 | – | |
| 14 | DX DYNEX CAP INC | Real Estate | 2.1% | $3.8m | 295,000 | – | |
| 15 | GNL GLOBAL NET LEASE INC | Real Estate | 2.1% | $3.7m | 397,609 | – | |
| 16 | ESRT EMPIRE ST RLTY TR INC | Real Estate | 2.1% | $3.7m | 714,535 | – | |
| 17 | RITHM PPTY TR INC | 1.9% | $3.5m | 139,481 | – | ||
| 18 | KREF KKR REAL ESTATE FIN TR INC | 1.7% | $3.1m | 475,154 | – | ||
| 19 | REDWOOD TRUST INC | 1.6% | $2.8m | 2,743,000 | – | ||
| 20 | LINE LINEAGE INC | Real Estate | 1.5% | $2.7m | 83,600 | – |
Weights are shares of the reported long US equity book (options excluded). Values are as filed, normalised to whole dollars. Share changes compare against the immediately preceding filing only.