Fund Holdings

Waterfall Asset Management, LLC

Filing Period:
Securities
SharesValue ($K)
Q2 2025
Q3 2025
Change
Q2 2025
Q3 2025
Weight (%)
Change
SPDR S&P 500 ETF TR(SPY)(Put)230,0001,201,900+971,900142,105,500800,681,742+658,576,242
AMERICAN ASSETS TR INC0314,643+314,64306,393,5466.27%+6,393,546
LINEAGE INC(LINE)0162,409+162,40906,275,4846.16%+6,275,484
REDWOOD TRUST INC00020,477,58826,607,26426.11%+6,129,676
APPLE HOSPITALITY REIT INC(APLE)400,000730,000+330,0004,668,0008,767,3008.60%+4,099,300
CAMDEN PPTY TR(CPT)030,500+30,50003,256,7903.20%+3,256,790
FRONTVIEW REIT INC0195,000+195,00002,673,4502.62%+2,673,450
RITHM CAPITAL CORP(RITM)133,714360,573+226,8591,508,5324,114,6984.04%+2,606,166
BRIGHTSPIRE CAPITAL INC197,800644,158+446,358998,8903,497,7783.43%+2,498,888
UDR INC(UDR)062,000+62,00002,310,1202.27%+2,310,120
DYNEX CAP INC(DX)0150,000+150,00001,842,0021.81%+1,842,002
ELME COMMUNITIES162,797255,041+92,2442,582,7914,299,9914.22%+1,717,200
GLOBAL NET LEASE INC(GNL)200,000342,259+142,2591,510,0002,782,5662.73%+1,272,566
PARK HOTELS & RESORTS INC(PK)110,000122,153+12,1531,125,3001,353,4551.33%+228,155
RITHM PPTY TR INC0005,464,1755,513,3515.41%+49,176
FLEXSHOPPER INC1,629,5441,629,54401,955,4531,044,5381.02%-910,915
READY CAPITAL CORP3,908,9833,908,983017,082,25615,127,76414.84%-1,954,492
PENNYMAC CORP(PMT)00026,038,9766,049,2405.94%-19,989,736
Page 1 of 1