WATERFALL ASSET MANAGEMENT, LLC
13F filer · CIK 1570717 · New York, NY
Summary
WATERFALL ASSET MANAGEMENT, LLC reported $163.43M across 18 positions in its 13F for 2026 Q2, filed Aug 12, 2026. The largest holdings are PMT 8.5 06.01.29 (25.5%), AVB (7.9%), CPT (7.8%). Versus 2026 Q1, leaving options aside, it opened 3 new positions, added to 7, trimmed 6 and sold out of 5.
Reported value$163.43M
Positions18
Report period2026 Q2
FiledAug 12, 2026
New positions3
Added7
Trimmed6
Sold out5
Top 18 holdings
By reported value, options listed separately · change vs 2026 Q1
Weight 25.5%Value $41.69MPrincipal $41.02M -30.85%
Weight 7.9%Value $12.95MPrice $68.14Shares 69K -8.65%Since Jun 30 -63.89%
Weight 7.8%Value $12.79MPrice $98.46Shares 112K -15.19%Since Jun 30 -14.00%
Weight 7.7%Value $12.54MPrice $26.51Shares 417K +28.40%Since Jun 30 -11.78%
Weight 6.9%Value $11.32MPrice $4.03Shares 2.08M +41.00%Since Jun 30 -26.06%
Weight 6.5%Value $10.59MPrice $9.12Shares 1.13M +9.86%Since Jun 30 -2.87%
Weight 6.0%Value $9.83MPrice $15.57Shares 690K +18.56%Since Jun 30 +9.26%
Weight 4.2%Value $6.84MPrice $1.24Shares 3.91MSince Jun 30 -29.14%
Weight 3.9%Value $6.32MPrice $16.27Shares 376K -59.81%Since Jun 30 -3.21%
Weight 3.8%Value $6.17MPrice $6.72Shares 758KSince Jun 30 -17.44%
Weight 3.4%Value $5.56MPrice $12.47Shares 457K +9.34%Since Jun 30 +2.38%
Weight 3.1%Value $5.10MPrice $8.35Shares 570K +43.36%Since Jun 30 -6.60%
Weight 3.0%Value $4.86MPrice $6.37Shares 2.88MSince Jun 30 +276.92%
Weight 2.6%Value $4.23MPrice $11.39Shares 323K +9.32%Since Jun 30 -13.12%
Weight 2.3%Value $3.73MPrice $4.03Shares 690K -3.50%Since Jun 30 -25.51%
RITHM PPTY TR INCNo ticker matchHold
Weight 2.1%Value $3.48MPrincipal $139K
Weight 1.9%Value $3.18MPrice $33.89Shares 81K -52.49%Since Jun 30 -13.77%
Weight 1.4%Value $2.25MPrice $8.00Shares 200KSince Jun 30 -29.08%
| Stock | Weight | Value | Since Jun 30 | Shares change | Action |
|---|---|---|---|---|---|
| 25.5% | $41.69M | — | -30.85% | Trim | |
| 7.9% | $12.95M | -63.89% | -8.65% | Trim | |
| 7.8% | $12.79M | -14.00% | -15.19% | Trim | |
| 7.7% | $12.54M | -11.78% | +28.40% | Add | |
| 6.9% | $11.32M | -26.06% | +41.00% | Add | |
| 6.5% | $10.59M | -2.87% | +9.86% | Add | |
| 6.0% | $9.83M | +9.26% | +18.56% | Add | |
| 4.2% | $6.84M | -29.14% | — | Hold | |
| 3.9% | $6.32M | -3.21% | -59.81% | Trim | |
| 3.8% | $6.17M | -17.44% | — | New | |
| 3.4% | $5.56M | +2.38% | +9.34% | Add | |
| 3.1% | $5.10M | -6.60% | +43.36% | Add | |
| 3.0% | $4.86M | +276.92% | — | New | |
| 2.6% | $4.23M | -13.12% | +9.32% | Add | |
| 2.3% | $3.73M | -25.51% | -3.50% | Trim | |
| RITHM PPTY TR INCNo ticker match | 2.1% | $3.48M | — | — | Hold |
| 1.9% | $3.18M | -13.77% | -52.49% | Trim | |
| 1.4% | $2.25M | -29.08% | — | New |
Weight is the share of the reported 13F value, including options at notional value. “Since Jun 30” compares the latest close with the quarter-end price implied by the filing (value ÷ shares).
Largest buys in 2026 Q2
Largest sells in 2026 Q2
Source: SEC Form 13F, values as reported by the filer. Filings lag up to 45 days after quarter end and cover only certain long positions. Research only, not investment advice.