Waterfall Asset Management, LLC Diversified Active

Location: New York, NY

CIK: 0001570717 · Show all filings

Period: Q2 2024 (← Previous) (Next →)

Filing Date: Aug 15, 2024

Total Value: $116M (27.5% shares, 72.5% debt)

Holdings (5)

— REDWOOD TRUST INC 40.5%

Value $47.12M Shares 49,023,000 Est. Cost $0.90 Unrealized —

RC READY CAPITAL CORP 27.5%

Value $31.98M Shares 3,908,983 Est. Cost $10.25 Unrealized —

— TWO HARBORS INVENTMENT CORPO 13.3%

Value $15.42M Shares 15,939,000 Est. Cost $0.92 Unrealized —

— PENNYMAC CORP 9.6%

Value $11.14M Shares 11,760,000 Est. Cost $0.90 Unrealized —

— ARBOR REALTY TRUST INC 9.1%

Value $10.6M Shares 10,750,000 Est. Cost $0.99 Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
—	REDWOOD TRUST INC	49,023,000	$47.12M	40.5%	$0.90	—	NOTE 7.750% 6/1	758075AF2
RC	READY CAPITAL CORP	3,908,983	$31.98M	27.5%	$10.25	—	COM	75574U101
—	TWO HARBORS INVENTMENT CORPO	15,939,000	$15.42M	13.3%	$0.92	—	NOTE 6.250% 1/1	90187BAB7
—	PENNYMAC CORP	11,760,000	$11.14M	9.6%	$0.90	—	NOTE 5.500% 3/1	70932AAF0
—	ARBOR REALTY TRUST INC	10,750,000	$10.6M	9.1%	$0.99	—	NOTE 7.500% 8/0	038923BA5