Fund Universe

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☆Waterfall Asset Management, LLC

CIK 0001570717 · holdings for 2026Q2 (change vs 2026Q1) · in signal universe
Quality Q
0.357
AUM ($M)
163
Positions
18
Turnover
0.22
Top-10 wt
80%
Herfindahl
0.106
History (qtrs)
6
Excess Return
not eligible

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Security type

Holdings · 23 positions · portfolio value $163M

TickerNameActivitySecurity Type WeightΔ Weight Value ($M)SharesΔ Shares Qtrs HeldExcess Return
☆CUSIP:70932AAH6 funds › PENNYMAC CORP TRIM — 25.5% -9.0% 41.7 41,022,000 -18,297,000 5 —
☆AVB funds › AVALONBAY CMNTYS INC TRIM — 7.9% +1.1% 13.0 68,650 -6,500 3 —
☆CPT funds › CAMDEN PPTY TR TRIM — 7.8% +0.6% 12.8 111,704 -20,000 4 —
☆MRP funds › MILLROSE PPTYS INC ADD — 7.7% +2.6% 12.5 417,361 +92,315 3 —
☆BRSP funds › BRIGHTSPIRE CAPITAL INC ADD — 6.9% +2.3% 11.3 2,076,586 +603,796 5 —
☆RITM funds › RITHM CAPITAL CORP ADD — 6.5% +1.0% 10.6 1,127,584 +101,180 5 —
☆PK funds › PARK HOTELS & RESORTS INC ADD — 6.0% +2.6% 9.8 689,616 +107,973 5 —
☆RC funds › READY CAPITAL CORP HOLD — 4.2% +0.6% 6.8 3,908,983 +0 5 —
☆APLE funds › APPLE HOSPITALITY REIT INC TRIM REIT 3.9% -2.2% 6.3 375,944 -559,572 5 —
☆FBRT funds › FRANKLIN BSP RLTY TR INC NEW — 3.8% +3.8% 6.2 758,000 +758,000 1 —
☆DRH funds › DIAMONDROCK HOSPITALITY CO ADD — 3.4% +1.2% 5.6 456,804 +39,015 2 —
☆GNL funds › GLOBAL NET LEASE INC ADD — 3.1% +1.0% 5.1 570,029 +172,420 5 —
☆CUSIP:81761L102 funds › SERVICE PPTYS TR NEW — 3.0% +3.0% 4.9 2,875,000 +2,875,000 1 —
☆DX funds › DYNEX CAP INC ADD — 2.6% +0.5% 4.2 322,500 +27,500 4 —
☆ESRT funds › EMPIRE ST RLTY TR INC TRIM — 2.3% +0.2% 3.7 689,535 -25,000 2 —
☆RPTPRC funds › RITHM PPTY TR INC HOLD — 2.1% +0.2% 3.5 139,481 +0 2 —
☆VNO funds › VORNADO RLTY TR TRIM — 1.9% -0.5% 3.2 81,000 -89,500 2 —
☆PMT funds › PENNYMAC MTG INVT TR NEW — 1.4% +1.4% 2.3 199,682 +199,682 1 —
☆IVT funds › INVENTRUST PPTYS CORP EXIT — 0.0% -2.8% 0.0 0 -164,962 0 —
☆CUSIP:758075AF2 funds › REDWOOD TRUST INC EXIT — 0.0% -1.6% 0.0 0 -2,743,000 0 —
☆LINE funds › LINEAGE INC EXIT — 0.0% -1.5% 0.0 0 -83,600 0 —
☆AAT funds › AMERICAN ASSETS TR INC EXIT REIT 0.0% -2.9% 0.0 0 -279,323 0 —
☆KREF funds › KKR REAL ESTATE FIN TR INC EXIT — 0.0% -1.7% 0.0 0 -475,154 0 —

Point-in-time history

Each row is this fund as of that period, not as of today — what the scoring for that quarter actually saw.
PeriodAUM ($M)Positions TurnoverTop-10 wtHerfindahl Quality Q Skill Universe
2026Q2 163 18 0.22 80% 0.106 0.358 — in
2026Q1 179 20 0.23 80% 0.148 0.359 — in
2025Q4 186 17 0.57 86% 0.208 0.034 — in
2025Q3 102 17 0.33 85% 0.120 0.145 — in
2025Q2 83 11 0.45 99% 0.210 0.104 — entered
2025Q1 61 5 0.00 100% 0.406 0.000 — out
Long US-equity 13F disclosures only · up to 45-day reporting lag · sells = reduce/avoid, not short. JSON: /api/signals · /api/funds · /api/status