Waterfall Asset Management, LLC

Q2 2026 13F-HR Holdings

Location
New York, NY
Holdings as of
6/30/2026
Date filed
8/12/2026
Form type
13F-HR
Num holdings
18
Total value ($000)
$163,425
Net value change ($000)
-15,389 (-8.6%)
New positions
3
Sold out positions
4
Turnover %
24.7%
Sector allocation + QoQ delta (equities-only)
Prev filing: 5/8/2026 Next filing: — SEC filing

Snapshot: Change Analysis

Compared to Q1 2026
Methodology: sector metrics are equities-only; instrument mix chart is ex-options; options exposure is shown separately. Why this matters.
Top Adds (Value $000, Stocks/ETFs)
FBRT 6,170 NEW
SVC 4,859 NEW
PK 3,702 60.4%
MRP 3,441 37.8%
BRSP 3,069 37.2%
PMT 2,252 NEW
DRH 1,649 42.1%
GNL 1,374 36.9%
RITM 852 8.8%
AVB 678 5.5%
Top Reduces (Value $000, Stocks/ETFs)
AAT -5,142 -100.0%
IVT -5,025 -100.0%
APLE -4,448 -41.3%
KREF -3,053 -100.0%
LINE -2,739 -100.0%
VNO -1,248 -28.2%
CPT -73 -0.6%
Instrument mix + QoQ Δ (ex-options)
How this table is calculated: SEC VALUE ($000) is used as reported. For derivatives (PUT/CALL/WARRANT/RIGHT), SEC value represents reported underlying exposure, not premium cash paid/received. Column % is bucket-based: non-options share is calculated inside non-option total, options share is calculated inside options total. Details.
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Instrument:
Issuer Name Ticker Sector Industry Class History Value ($000) % Shares Shares Δ Shares Δ% Value Δ ($000) Value Δ% Principal Option Type