Instuitional Investor - Waterfall Asset Management, Llc

Filing Period:
No. Security Ticker Shares Value % Port
1. SPY 1,000,000 $586,080,000 88.52%
2. RWT 46,073,000 $45,974,864 6.94%
3. RC 3,908,983 $26,659,264 4.02%
4. FPAY 1,629,547 $2,786,525 0.42%
5. RITM 50,000 $541,500 0.08%