Waterfall Asset Management, LLC

Q2 2025 13F-HR Holdings

Location
New York, NY
Holdings as of
6/30/2025
Date filed
8/12/2025
Form type
13F-HR
Num holdings
12
Total value ($000)
$225,517
Net value change ($000)
—
New positions
8
Sold out positions
0
Turnover %
100.0%
Sector allocation + QoQ delta (equities-only)
Prev filing: — Next filing: 11/12/2025 SEC filing

Snapshot: Change Analysis

Compared to previous filing: —
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)
RC 17,082 —
APLE 4,668 —
ELME 2,583 —
FPAY 1,955 —
GNL 1,510 —
RITM 1,509 —
PK 1,125 —
BRSP 999 —
Top Reduces (Value $000, Stocks/ETFs)
—
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 142,106 (63.0% of total reported value)
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.
Filter:
Instrument:
Issuer Name Ticker Sector Industry Class History Value ($000) % Shares Shares Δ Shares Δ% Value Δ ($000) Value Δ% Principal Option Type