Waterfall Asset Management, LLC Diversified Active

Location: New York, NY

CIK: 0001570717 · Show all filings

Period: Q3 2024 (← Previous) (Next →)

Filing Date: Nov 13, 2024

Total Value: $881M (94.9% shares, 5.1% debt)

Holdings (6)

SPY SPDR S&P 500 ETF TR 91.1%

Value $803M Shares 1,400,000 Est. Cost — Unrealized —

— REDWOOD TRUST INC 5.1%

Value $44.75M Shares 45,273,000 Est. Cost $0.90 Unrealized —

RC READY CAPITAL CORP 3.4%

Value $29.83M Shares 3,908,983 Est. Cost $10.25 Unrealized —

FPAYQ FLEXSHOPPER INC 0.2%

Value $1.678M Shares 1,629,547 Est. Cost $1.10 Unrealized 0.0%

CRMT AMERICAS CAR-MART INC 0.1%

Value $1.258M Shares 30,000 Est. Cost $58.00 Unrealized 0.0%

RITM RITHM CAPITAL CORP 0.1%

Value $568K Shares 50,000 Est. Cost $11.35 Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	1,400,000	$803M	91.1%	—	—	Put	78462F103
—	REDWOOD TRUST INC	45,273,000	$44.75M	5.1%	$0.90	—	NOTE 7.750% 6/1	758075AF2
RC	READY CAPITAL CORP	3,908,983	$29.83M	3.4%	$10.25	—	COM	75574U101
FPAYQ	FLEXSHOPPER INC	1,629,547	$1.678M	0.2%	$1.10	0.0%	COM NEW	33939J303
CRMT	AMERICAS CAR-MART INC	30,000	$1.258M	0.1%	$58.00	0.0%	COM	03062T105
RITM	RITHM CAPITAL CORP	50,000	$568K	0.1%	$11.35	—	COM NEW	64828T201