WATERFALL ASSET MANAGEMENT, LLC
CIK 1570717 · Holdings on Mar 31, 2026 · First reported May 8, 2026
Top ten holdings
Q1 2026- 70932AAH634.46%
- CPT7.19%
- AVBC6.87%
- APLE6.02%
- RITM5.44%
- MRP5.09%
- BRSP4.61%
- RC3.54%
- PK3.43%
- AAT2.88%
Share classes counted separately79.53%
Portfolio value by quarter
What changed this quarter?
Within preview · weight change- 70932AAH6Weight decreased · -8.41 pp42.87% → 34.46%Shares -19.75M (-24.98%)
- MRPWeight increased · +3.40 pp1.69% → 5.09%Shares +219.98K (+209.38%)
- 758075AF2Weight decreased · -3.16 pp4.71% → 1.55%Shares -6.00M (-68.63%)
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 20
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 | $61.62M | 34.46% | 59.32M principal (USD) | 42.87% → 34.46%-8.41 pp -19.75M (-24.98%) | Reduced | ↗▾ |
| 02 | CPTCAMDEN PROPERTY TRUSTSH BEN INT View history and evidence | $12.86M | 7.19% | 131.70K shares | 6.35% → 7.19%+0.84 pp +24.70K (+23.09%) | Added | ↗▾ |
| 03 | AVBCAVALONBAY COMMUNITIES INC View history and evidence | $12.28M | 6.87% | 75.15K shares | 6.27% → 6.87%+0.60 pp +11.35K (+17.79%) | Added | ↗▾ |
| 04 | APLEAPPLE HOSPITALITY REIT INCCOM NEW View history and evidence | $10.77M | 6.02% | 935.52K shares | 5.65% → 6.02%+0.37 pp +53.39K (+6.05%) | Added | ↗▾ |
| 05 | RITMRITHM CAPITAL CORPCOM NEW View history and evidence | $9.73M | 5.44% | 1.03M shares | 4.13% → 5.44%+1.31 pp +325.98K (+46.54%) | Added | ↗▾ |
| 06 | MRPMILLROSE PROPERTIESCOM CL A View history and evidence | $9.10M | 5.09% | 325.05K shares | 1.69% → 5.09%+3.40 pp +219.98K (+209.38%) | Added | ↗▾ |
| 07 | BRSPBRIGHTSPIRE CAPITAL INCCOM CL A View history and evidence | $8.25M | 4.61% | 1.47M shares | 2.50% → 4.61%+2.11 pp +649.98K (+79.00%) | Added | ↗▾ |
| 08 | RCREADY CAPITAL CORP View history and evidence | $6.33M | 3.54% | 3.91M shares | 4.56% → 3.54%-1.02 pp 0 (0.00%) | Unchanged | ↗▾ |
| 09 | PKPARK HOTELS & RESORTS INC View history and evidence | $6.12M | 3.43% | 581.64K shares | 2.09% → 3.43%+1.34 pp +213.96K (+58.19%) | Added | ↗▾ |
| 10 | AATAMERICAN ASSETS TRUST INC View history and evidence | $5.14M | 2.88% | 279.32K shares | 4.15% → 2.88%-1.27 pp -126.71K (-31.21%) | Reduced | ↗▾ |
Options overlay 0
No options reported this quarter.
Exited positions 3
| Security | Type | Shares out | Value out | Previous filing | This filing |
|---|---|---|---|---|---|
| NSA NATIONAL STORAGE AFFILIATES | Non-derivative | -297,700 | -$8.42M | SEC filing ↗ | SEC filing ↗ |
| ARI APOLLO COMMERCIAL REAL ESTAT | Non-derivative | -569,000 | -$5.56M | SEC filing ↗ | SEC filing ↗ |
| FVR FRONTVIEW REIT INC | Non-derivative | -184,197 | -$2.75M | SEC filing ↗ | SEC filing ↗ |
3 / 3 preview exits. Up to 30 exit records are previewed. Exit means absent from the current filing; execution date, price and proceeds are unknown.
Every number has a source.
CIK 1570717 · Period 2026-03-31
Data loaded 2026-09-23 · First reported 2026-05-08
Amendments and versions
{
"amendments_merged": null,
"prior_versions": null,
"cover_table_value": 178814295
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