Company: RWT-PA
Filing Date: 2025-05-09
Form Type: 10-Q
Source: 0000930236-25-000020
Chunk: 109

Company: REDWOOD TRUST INC
Filing Date: 2025-05-09
Form: 10-Q
Item: Part I, Item 1
Chunk 109
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Freddie Mac K-Series391,468 388,109 3.42%20251HEI209,301 208,700 4.0% to 6.71%2052-20532ABS Issued at Fair Value$14,782,451 $14,127,674 CAFL191,960 191,960 2.31% to 4.42%20292Freddie Mac SLST140,512 138,609 7.50%20591ABS Issued at Amortized Cost$332,472 $330,569 Total ABS Issued$15,114,923 $14,458,243 

40

REDWOOD TRUST, INC. AND SUBSIDIARIES NOTES TO CONSOLIDATED FINANCIAL STATEMENTS March 31, 2025(Unaudited)Note 17. Asset-Backed Securities Issued - (continued)

December 31, 2024Unpaid Principal BalanceCarrying ValueWeighted Average Interest RateStated MaturitiesNumber of Series(Dollars in Thousands)Sequoia$9,220,157 $8,585,077 2.66% to 8.52%2028-206354CAFL (1)2,752,657 2,687,977 2.76% to 7.89%2027-203319Freddie Mac SLST1,075,249 1,005,945 3.50%2028-20292Freddie Mac K-Series393,762 389,434 3.41%20251HEI212,484 211,097 3.96% to 6.71%2052-20532ABS Issued at Fair Value$13,654,309 $12,879,530 CAFL244,772 244,772 2.31% to 4.38%20292Freddie Mac SLST148,180 145,902 7.50%20591ABS Issued at Amortized Cost$392,952 $390,674 Total ABS Issued$14,047,261 $13,270,204 (1)Includes ABS issued from a consolidated VIE entity formed in connection with the financing of residential investor bridge loans sponsored by our joint venture. The ABS issued by the CAFL bridge entity are subject to an optional redemption in May 2027 and beginning in June 202