Company: RWT-PA
Filing Date: 2025-11-07
Form Type: 10-Q
Source: 0000930236-25-000037
Chunk: 121

Company: REDWOOD TRUST INC
Filing Date: 2025-11-07
Form: 10-Q
Item: Part I, Item 1
Chunk 121
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% to 8.37%2028-206367CAFL (1)2,655,244 2,622,847 2.85% to 8.72%2027-204020Freddie Mac SLST (2)1,026,688 996,185 3.50%2028-20292HEI127,399 127,568 6.72%20531ABS Issued at Fair Value$17,125,963 $16,610,081 CAFL91,544 91,544 4.31% to 6.56%20292Freddie Mac SLST (2)124,614 123,393 7.50%20591ABS Issued at Amortized Cost$216,158 $214,937 Total ABS Issued$17,342,121 $16,825,018 

48

REDWOOD TRUST, INC. AND SUBSIDIARIES NOTES TO CONSOLIDATED FINANCIAL STATEMENTS September 30, 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)At September 30,