Q1 2024 · 13F-HR
Waterfall Asset Management, LLCholdings as filed
Filed 2024-05-14 · accession 0000905148-24-001372
$145.7M
Reported value
5
Positions
2024-03-31
Period end
Holdings as filed
| CUSIP | Ticker | Issuer | Value | % port. | Shares | Class | Voting |
|---|---|---|---|---|---|---|---|
| 758075AF2 | RWT 7.75 06/15/27 | REDWOOD TRUST INC | $44.9M | 30.8% | 47,423,000 | Common | SOLE |
| 90187BAB7 | TWO 6.25 01/15/26 | TWO HARBORS INVENTMENT CORPO | $44.1M | 30.3% | 46,789,000 | Common | SOLE |
| 75574U101 | RC | READY CAPITAL CORP | $35.7M | 24.5% | 3,908,983 | Common | SOLE |
| 70932AAF0 | PMT 5.5 03/15/26 | PENNYMAC CORP | $18.6M | 12.8% | 19,792,000 | Common | SOLE |
| 33939J303 | FPAYQ | FLEXSHOPPER INC | $2.4M | 1.67% | 1,629,547 | 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.