Company: RWT-PA
Filing Date: 2025-05-09
Form Type: 10-Q
Source: 0000930236-25-000020
Chunk: 236

Company: REDWOOD TRUST INC
Filing Date: 2025-05-09
Form: 10-Q
Item: Part I, Item 8
Chunk 236
---
1,101 Interest rate futures3,666 — 3,666 (25)— 3,641 Total Assets$137,404 $— $137,404 $(1,665)$(119,155)$16,584 Liabilities (2)Interest rate agreements$— $— $— $— $— — TBAs(3,454)— (3,454)1,640 1,814 — Interest rate futures(4,683)— (4,683)25 4,658 — Loan warehouse debt(630,076)— (630,076)630,076 — — Total Liabilities$(638,213)$— $(638,213)$631,741 $6,472 $— 

34

REDWOOD TRUST, INC. AND SUBSIDIARIES NOTES TO CONSOLIDATED FINANCIAL STATEMENTS March 31, 2025(Unaudited) Note 14. Offsetting Assets and Liabilities - (continued)

Gross Amounts of Recognized Assets (Liabilities)Gross Amounts Offset in Consolidated Balance SheetNet Amounts of Assets (Liabilities) Presented in Consolidated Balance SheetGross Amounts Not Offset in Consolidated Balance Sheet (1)Net AmountDecember 31, 2024 (In Thousands)Financial InstrumentsCash Collateral (Received) PledgedAssets (2)Interest rate agreements$23,738 $— $23,738 $— $(19,989)$3,749 TBAs— — — — — — Futures16,446 — 16,446 (3,588)— 12,858 Total Assets$40,184 $— $40,184 $(3,588)$(19,989)$16,607 Liabilities (2)Interest rate agreements$— $— $— $— $— $— TBAs(16,249)— (16,249)— 12,904 (3,345)Futures(6,915)— (6,915)3,588 3,327 — Loan warehouse facilities(253,962)— (253,962)253,962 — — Total Liabilities$(277,126)$— $(277,126)$257,550 $16,231