Waterfall Asset Management, LLC

Q3 2026 13F-HR Holdings

Location
New York, NY
Holdings as of
9/30/2026
Date filed
11/13/2026
Form type
13F-HR
Num holdings
18
Total value ($000)
$154,837
Net value change ($000)
-8,588 (-5.3%)
New positions
5
Sold out positions
5
Turnover %
60.4%
Sector allocation + QoQ delta (equities-only)
Prev filing: 8/12/2026 Next filing: — SEC filing

Snapshot: Change Analysis

Compared to Q2 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)
EQR 13,388 NEW
VICI 8,958 NEW
IVT 7,538 NEW
STWD 7,088 NEW
GNL 2,731 53.6%
BHR 2,355 NEW
FBRT 1,773 28.7%
RITM 1,147 10.8%
CPT 405 3.2%
DX 334 7.9%
Top Reduces (Value $000, Stocks/ETFs)
AVB -12,954 -100.0%
PK -6,743 -68.6%
APLE -6,320 -100.0%
SVC -4,859 -100.0%
ESRT -3,730 -100.0%
VNO -3,183 -100.0%
MRP -2,924 -23.3%
DRH -2,616 -47.0%
RC -2,307 -33.7%
BRSP -1,503 -13.3%
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