Q4 2023 · 13F-HR/A
Waterfall Asset Management, LLCholdings as filed
Filed 2024-05-02 · accession 0000905148-24-001254
$176.7M
Reported value
7
Positions
2023-12-31
Period end
Holdings as filed
| CUSIP | Ticker | Issuer | Value | % port. | Shares | Class | Voting |
|---|---|---|---|---|---|---|---|
| 758075AF2 | RWT 7.75 06/15/27 | REDWOOD TRUST INC | $44.5M | 25.2% | 49,423,000 | Common | SOLE |
| 90187BAB7 | TWO 6.25 01/15/26 | TWO HARBORS INVENTMENT CORPO | $44.3M | 25.0% | 48,289,000 | Common | SOLE |
| 75574U101 | RC | READY CAPITAL CORP | $40.1M | 22.7% | 3,908,984 | Common | SOLE |
| 70932AAF0 | PMT 5.5 03/15/26 | PENNYMAC CORP | $24.0M | 13.6% | 26,573,000 | Common | SOLE |
| 70932AAD5 | — | PENNYMAC CORP | $11.8M | 6.69% | 12,149,000 | Common | SOLE |
| 86771WAB1 | RUN 0 02/01/26 | SUNRUN INC | $9.4M | 5.29% | 12,263,000 | Common | SOLE |
| 33939J303 | FPAYQ | FLEXSHOPPER INC | $2.7M | 1.54% | 1,629,544 | Common | SOLE |
Source: SEC EDGAR · raw 13F holdings as filed. The Class column shows the option type when reported (Put/Call) or Common when the issuer's equity is held directly. 13F discloses long positions only.