Investor
WATERFALL ASSET MANAGEMENT, LLC
CIK 0001570717 · filed 2026-05-08 · SEC filing
13F book
$178.8M
Positions
20
6 new · 3 sold
Largest name
34.5%
Pennymac Corp
Est. mark
−$4.88M
Price effect on 14 names still held. Flow −$2.15M.
| Name | Ticker | Shares | Value | Weight | Est. mark | Change |
|---|---|---|---|---|---|---|
| Pennymac Corp | — | 59.3M | $61.6M | 34.5% | $1.86M | Cut−$18M |
| Camden Ppty Tr | — | 131.7K | $12.9M | 7.2% | −$1.35M | Added$1.06M |
| Avalonbay Cmntys Inc | — | 75.2K | $12.3M | 6.9% | −$1.23M | Added$622.9K |
| Apple Hospitality REIT, Inc. | APLE | 935.5K | $10.8M | 6.0% | −$338.8K | Added$275.7K |
| Rithm Capital Corp | — | 1.03M | $9.73M | 5.4% | −$1.04M | Added$2.06M |
| Millrose Pptys Inc | — | 325K | $9.1M | 5.1% | −$202.2K | Added$5.96M |
| BrightSpire Capital, Inc. | BRSP | 1.47M | $8.25M | 4.6% | −$42.6K | Added$3.6M |
| Ready Capital Corp | — | 3.91M | $6.33M | 3.5% | −$2.15M | Held |
| Park Hotels & Resorts Inc. | PK | 581.6K | $6.12M | 3.4% | −$17.9K | Added$2.24M |
| American Assets Tr Inc | — | 279.3K | $5.14M | 2.9% | −$157.4K | Cut−$2.56M |
| Inventrust Pptys Corp | — | 165K | $5.02M | 2.8% | — | New |
| Vornado Rlty Tr | — | 170.5K | $4.43M | 2.5% | — | New |
| Diamondrock Hospitality Co | DRH | 417.8K | $3.91M | 2.2% | — | New |
| Dynex Cap Inc | — | 295K | $3.76M | 2.1% | −$337.6K | Added−$111.7K |
| Global Net Lease Inc | — | 397.6K | $3.72M | 2.1% | $303.5K | Cut$91.9K |
| Empire St Rlty Tr Inc | — | 714.5K | $3.72M | 2.1% | — | New |
| Rithm Ppty Tr Inc | — | 139.5K | $3.46M | 1.9% | — | New |
| Kkr Real Estate Fin Tr Inc | — | 475.2K | $3.05M | 1.7% | — | New |
| Redwood Trust Inc | — | 2.74M | $2.78M | 1.6% | $32.7K | Cut−$5.97M |
| Lineage, Inc. | LINE | 83.6K | $2.74M | 1.5% | −$203K | Cut−$956.1K |
Positions as of Q1 2026. 13F filings arrive up to 45 days after quarter-end and omit shorts. Values are quarter-end marks, as filed. Estimated mark is the price effect on shares still held — not realized P&L or investment advice.