Q4 2024 · 13F-HR
Waterfall Asset Management, LLCholdings as filed
Filed 2025-02-13 · accession 0000905148-25-000532
$662.0M
Reported value
5
Positions
2024-12-31
Period end
Holdings as filed
| CUSIP | Ticker | Issuer | Value | % port. | Shares | Class | Voting |
|---|---|---|---|---|---|---|---|
| 78462F103 | SPY | SPDR S&P 500 ETF TR | $586.1M | 88.5% | 1,000,000 | PUT | SOLE |
| 758075AF2 | RWT 7.75 06/15/27 | REDWOOD TRUST INC | $46.0M | 6.94% | 46,073,000 | Common | SOLE |
| 75574U101 | RC | READY CAPITAL CORP | $26.7M | 4.03% | 3,908,983 | Common | SOLE |
| 33939J303 | FPAYQ | FLEXSHOPPER INC | $2.8M | 0.42% | 1,629,547 | Common | SOLE |
| 64828T201 | RITM | RITHM CAPITAL CORP | $541,500 | 0.08% | 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.