Q2 2024 · 13F-HR/A
Waterfall Asset Management, LLCholdings as filed
Filed 2024-08-15 · accession 0000905148-24-002248
$116.3M
Reported value
5
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 | 40.5% | 49,023,000 | Common | SOLE |
| 75574U101 | RC | READY CAPITAL CORP | $32.0M | 27.5% | 3,908,983 | Common | SOLE |
| 90187BAB7 | TWO 6.25 01/15/26 | TWO HARBORS INVENTMENT CORPO | $15.4M | 13.3% | 15,939,000 | Common | SOLE |
| 70932AAF0 | PMT 5.5 03/15/26 | PENNYMAC CORP | $11.1M | 9.59% | 11,760,000 | Common | SOLE |
| 038923BA5 | ABR 7.5 08/01/25 | ARBOR REALTY TRUST INC | $10.6M | 9.12% | 10,750,000 | 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.