Q2 2024 · 13F-HR
Waterfall Asset Management, LLCholdings as filed
Filed 2024-08-13 · accession 0000905148-24-002134
$144.4M
Reported value
21
Positions
2024-06-30
Period end
Holdings as filed
| CUSIP | Ticker | Issuer | Value | % port. | Shares | Class | Voting |
|---|---|---|---|---|---|---|---|
| 758075AF2 | RWT 7.75 06/15/27 | REDWOOD TRUST INC | $47.1M | 32.6% | 49,023,000 | Common | SOLE |
| 75574U101 | RC | READY CAPITAL CORP | $32.0M | 22.1% | 3,908,983 | Common | SOLE |
| 90187BAB7 | TWO 6.25 01/15/26 | TWO HARBORS INVENTMENT CORPO | $15.4M | 10.7% | 15,939,000 | Common | SOLE |
| 70932AAF0 | PMT 5.5 03/15/26 | PENNYMAC CORP | $11.1M | 7.72% | 11,760,000 | Common | SOLE |
| 038923BA5 | ABR 7.5 08/01/25 | ARBOR REALTY TRUST INC | $10.6M | 7.34% | 10,750,000 | Common | SOLE |
| 18270D106 | CMTG | CLAROS MTG TR INC | $4.4M | 3.08% | 554,653 | Common | SOLE |
| 78440X887 | SLG | SL GREEN RLTY CORP | $3.2M | 2.20% | 56,005 | Common | SOLE |
| 571903202 | MAR | MARRIOTT INTL INC NEW | $2.9M | 1.98% | 11,800 | Common | SOLE |
| 43300A203 | HLT | HILTON WORLDWIDE HLDGS INC | $2.6M | 1.81% | 12,000 | Common | SOLE |
| 64828T201 | RITM | RITHM CAPITAL CORP | $2.2M | 1.53% | 202,500 | Common | SOLE |
| 379378201 | GNL | GLOBAL NET LEASE INC | $2.1M | 1.47% | 288,699 | Common | SOLE |
| 649604840 | ADAM | NEW YORK MTG TR INC | $1.7M | 1.20% | 295,800 | Common | SOLE |
| 919794107 | VLY | VALLEY NATL BANCORP | $1.7M | 1.17% | 242,500 | Common | SOLE |
| 49427F108 | KRC | KILROY RLTY CORP | $1.3M | 0.91% | 42,000 | Common | SOLE |
| 55272X607 | MFA | MFA FINL INC | $1.2M | 0.80% | 108,100 | Common | SOLE |
| 140501107 | CSWC | CAPITAL SOUTHWEST CORP | $994,760 | 0.69% | 38,128 | Common | SOLE |
| 902653104 | UDR | UDR INC | $820,284 | 0.57% | 19,934 | Common | SOLE |
| 133131102 | CPT | CAMDEN PPTY TR | $818,325 | 0.57% | 7,500 | Common | SOLE |
| 62482R107 | 07WA | MR COOPER GROUP INC | $808,645 | 0.56% | 9,955 | Common | SOLE |
| 02665T306 | AMH | AMERICAN HOMES 4 RENT | $743,200 | 0.51% | 20,000 | Common | SOLE |
| 75902K106 | RM | REGIONAL MGMT CORP | $632,280 | 0.44% | 22,000 | 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.