Q3 2024 · 13F-HR
Waterfall Asset Management, LLCholdings as filed
Filed 2024-11-13 · accession 0000905148-24-003061
$881.3M
Reported value
6
Positions
2024-09-30
Period end
Holdings as filed
| CUSIP | Ticker | Issuer | Value | % port. | Shares | Class | Voting |
|---|---|---|---|---|---|---|---|
| 78462F103 | SPY | SPDR S&P 500 ETF TR | $803.3M | 91.1% | 1,400,000 | PUT | SOLE |
| 758075AF2 | RWT 7.75 06/15/27 | REDWOOD TRUST INC | $44.8M | 5.08% | 45,273,000 | Common | SOLE |
| 75574U101 | RC | READY CAPITAL CORP | $29.8M | 3.38% | 3,908,983 | Common | SOLE |
| 33939J303 | FPAYQ | FLEXSHOPPER INC | $1.7M | 0.19% | 1,629,547 | Common | SOLE |
| 03062T105 | CRMT | AMERICAS CAR-MART INC | $1.3M | 0.14% | 30,000 | Common | SOLE |
| 64828T201 | RITM | RITHM CAPITAL CORP | $567,500 | 0.06% | 50,000 | 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.