Waterfall Asset Management, LLC Q2 2025 Filing
Filed August 12, 2025
Portfolio Value
$225.5B
Holdings
12
Report Date
Q2 2025
Filing Type
13F-HR
All Holdings (12 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | SPYSPDR S&P 500 ETF TR | 230,000 | $142.1B | 63.01% | Put |
| 2 | PMT 8.5 06/01/29PENNYMAC CORP | 26,051,000 | $26.0B | 11.55% | |
| 3 | RWT 7.75 06/15/27REDWOOD TRUST INC | 20,717,000 | $20.5B | 9.08% | |
| 4 | RCREADY CAPITAL CORP | 3,908,983 | $17.1B | 7.57% | |
| 5 | RPT V9.875 PERPRITHM PPTY TR INC | 218,613 | $5.5B | 2.42% | |
| 6 | APLEAPPLE HOSPITALITY REIT INC | 400,000 | $4.7B | 2.07% | |
| 7 | ELMEELME COMMUNITIES | 162,797 | $2.6B | 1.15% | |
| 8 | FPAYQFLEXSHOPPER INC | 1,629,544 | $2.0B | 0.87% | |
| 9 | GNLGLOBAL NET LEASE INC | 200,000 | $1.5B | 0.67% | |
| 10 | RITMRITHM CAPITAL CORP | 133,714 | $1.5B | 0.67% | |
| 11 | PKPARK HOTELS & RESORTS INC | 110,000 | $1.1B | 0.50% | |
| 12 | BRSPBRIGHTSPIRE CAPITAL INC | 197,800 | $998.9M | 0.44% |