WATERFALL ASSET MANAGEMENT, LLC
CIK 1570717 · Holdings on Jun 30, 2025 · First reported Aug 12, 2025
Top ten holdings
Q2 2025- 70932AAH631.22%
- 758075AF224.55%
- RC20.48%
- 38983D8626.55%
- APLE5.60%
- ELME3.10%
- FPAYQ2.34%
- GNL1.81%
- RITM1.81%
- PK1.35%
Share classes counted separately98.81%
Portfolio value by quarter
What changed this quarter?
Within preview · weight change- 758075AF2Weight decreased · -29.26 pp53.81% → 24.55%Shares -12.28M (-37.21%)
- RCWeight decreased · -12.26 pp32.74% → 20.48%Shares 0 (0.00%)
- 38983D862Weight decreased · -2.51 pp9.06% → 6.55%Shares -287 (-0.13%)
Weight = security value ÷ total reported holdings value. Changes are in percentage points; price moves also affect weights, so they are not trade sizes.
Top 10 holdings 11
USD · B = billion · M = million; expand a row for exact values| # | Security | Value | Weight | Quantity | Weight / quantity change | Activity | |
|---|---|---|---|---|---|---|---|
| 01 | 70932AAH6PENNYMAC CORPNOTE 8.500% 6/0 View history and evidence | $26.04M | 31.22% | 26.05M principal (USD) | Prior unavailable +26.05M | New | ↗▾ |
| 02 | 758075AF2REDWOOD TRUST INCNOTE 7.750% 6/1 View history and evidence | $20.48M | 24.55% | 20.72M principal (USD) | 53.81% → 24.55%-29.26 pp -12.28M (-37.21%) | Reduced | ↗▾ |
| 03 | RCREADY CAPITAL CORP View history and evidence | $17.08M | 20.48% | 3.91M shares | 32.74% → 20.48%-12.26 pp 0 (0.00%) | Unchanged | ↗▾ |
| 04 | 38983D862RITHM PROPERTY TRUST9.875 FXD-FLT C View history and evidence | $5.46M | 6.55% | 218.61K principal (USD) | 9.06% → 6.55%-2.51 pp -287 (-0.13%) | Reduced | ↗▾ |
| 05 | APLEAPPLE HOSPITALITY REIT INCCOM NEW View history and evidence | $4.67M | 5.60% | 400.00K shares | Prior unavailable +400.00K | New | ↗▾ |
| 06 | ELMEELME COMMUNITIESSH BEN INT View history and evidence | $2.58M | 3.10% | 162.80K shares | Prior unavailable +162.80K | New | ↗▾ |
| 07 | FPAYQFLEXSHOPPER INCCOM NEW View history and evidence | $1.96M | 2.34% | 1.63M shares | 3.43% → 2.34%-1.09 pp 0 (0.00%) | Unchanged | ↗▾ |
| 08 | GNLGLOBAL NET LEASE INCCOM NEW View history and evidence | $1.51M | 1.81% | 200.00K shares | Prior unavailable +200.00K | New | ↗▾ |
| 09 | RITMRITHM CAPITAL CORPCOM NEW View history and evidence | $1.51M | 1.81% | 133.71K shares | 0.95% → 1.81%+0.86 pp +83.71K (+167.43%) | Added | ↗▾ |
| 10 | PKPARK HOTELS & RESORTS INC View history and evidence | $1.13M | 1.35% | 110.00K shares | Prior unavailable +110.00K | New | ↗▾ |
Options overlay 1
$142.11M notionalPut and Call positions are separate. Notional is based on underlying securities, not option premium, market value or net exposure. Quantities are underlying shares.
| Security | Put / Call | Underlying shares | Notional | Quantity change | |
|---|---|---|---|---|---|
SPYSS SPDR S&P 500 ETF TRUST-USTR UNIT View history and evidence | Put | 230.00K | $142.11M | 0 (0.00%) | ▾ |
1 / 1 options · preview only
Exited positions 0
No exits reported this quarter.
Every number has a source.
CIK 1570717 · Period 2025-06-30
Data loaded 2026-09-23 · First reported 2025-08-12
Amendments and versions
{
"amendments_merged": null,
"prior_versions": null,
"cover_table_value": 225517461
}Take these holdings further.
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