Waterfall Asset Management, LLC — 13F holdings

Waterfall Asset Management, LLC reported 18 holdings worth $163M in its 13F filing for Q2 2026, filed August 12, 2026.

Largest positions

1. PENNYMAC CORP — $41.7M (25.5%)
2. AVALONBAY CMNTYS INC — $13.0M (7.9%)
3. CPT CAMDEN PPTY TR — $12.8M (7.8%)
4. MRP MILLROSE PPTYS INC — $12.5M (7.7%)
5. BRSP BRIGHTSPIRE CAPITAL INC — $11.3M (6.9%)
6. RITM RITHM CAPITAL CORP — $10.6M (6.5%)
7. PK PARK HOTELS & RESORTS INC — $9.83M (6.0%)
8. RC READY CAPITAL CORP — $6.84M (4.2%)
9. APLE APPLE HOSPITALITY REIT INC — $6.32M (3.9%)
10. FBRT FRANKLIN BSP RLTY TR INC — $6.17M (3.8%)