Waterfall Asset Management, LLC Diversified Active

Location: New York, NY

CIK: 0001570717 · Show all filings

Period: Q4 2024 (← Previous) (Next →)

Filing Date: Feb 13, 2025

Total Value: $662M (93.1% shares, 6.9% debt)

Holdings (5)

SPY SPDR S&P 500 ETF TR 88.5%

Value $586M Shares 1,000,000 Est. Cost — Unrealized —

— REDWOOD TRUST INC 6.9%

Value $45.97M Shares 46,073,000 Est. Cost $0.90 Unrealized —

RC READY CAPITAL CORP 4.0%

Value $26.66M Shares 3,908,983 Est. Cost $10.25 Unrealized —

FPAYQ FLEXSHOPPER INC 0.4%

Value $2.787M Shares 1,629,547 Est. Cost $1.10 Unrealized +37.0%

RITM RITHM CAPITAL CORP 0.1%

Value $542K Shares 50,000 Est. Cost $11.35 Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	1,000,000	$586M	88.5%	—	—	Put	78462F103
—	REDWOOD TRUST INC	46,073,000	$45.97M	6.9%	$0.90	—	NOTE 7.750% 6/1	758075AF2
RC	READY CAPITAL CORP	3,908,983	$26.66M	4.0%	$10.25	—	COM	75574U101
FPAYQ	FLEXSHOPPER INC	1,629,547	$2.787M	0.4%	$1.10	+37.0%	COM NEW	33939J303
RITM	RITHM CAPITAL CORP	50,000	$542K	0.1%	$11.35	—	COM NEW	64828T201