Waterfall Asset Management as of Dec. 31, 2023
Portfolio Holdings for Waterfall Asset Management
Waterfall Asset Management holds 7 positions in its portfolio as reported in the December 2023 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| Redwood Trust Note 7.750% 6/1 (Principal) | 25.2 | $45B | 49M | 900.14 | |
| Two Harbors Inventment Corpo Note 6.250% 1/1 (Principal) | 25.0 | $44B | 48M | 916.36 | |
| Ready Cap Corp Com reit (RC) | 22.7 | $40B | 3.9M | 10250.00 | |
| Pennymac Corp Note 5.500% 3/1 (Principal) | 13.6 | $24B | 27M | 903.75 | |
| Pennymac Corp Note 5.500%11/0 (Principal) | 6.7 | $12B | 12M | 973.33 | |
| Sunrun Note 2/0 (Principal) | 5.3 | $9.4B | 12M | 762.50 | |
| Flexshopper Com New (FPAY) | 1.5 | $2.7B | 1.6M | 1670.00 |
