Q1 2025 · 13F-HR
Waterfall Asset Management, LLCholdings as filed
Filed 2025-05-15 · accession 0000905148-25-001749
$189.4M
Reported value
6
Positions
2025-03-31
Period end
Holdings as filed
| CUSIP | Ticker | Issuer | Value | % port. | Shares | Class | Voting |
|---|---|---|---|---|---|---|---|
| 78462F103 | SPY | SPDR S&P 500 ETF TR | $128.7M | 67.9% | 230,000 | PUT | SOLE |
| 758075AF2 | RWT 7.75 06/15/27 | REDWOOD TRUST INC | $32.7M | 17.3% | 32,992,000 | Common | SOLE |
| 75574U101 | RC | READY CAPITAL CORP | $19.9M | 10.5% | 3,908,983 | Common | SOLE |
| 38983D862 | RPT V9.875 PERP | RITHM PPTY TR INC | $5.5M | 2.91% | 218,900 | Common | SOLE |
| 33939J303 | FPAYQ | FLEXSHOPPER INC | $2.1M | 1.10% | 1,629,544 | Common | SOLE |
| 64828T201 | RITM | RITHM CAPITAL CORP | $577,995 | 0.31% | 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.