0000905148-24-001254.txt : 20240502 0000905148-24-001254.hdr.sgml : 20240502 20240502145142 ACCESSION NUMBER: 0000905148-24-001254 CONFORMED SUBMISSION TYPE: 13F-HR/A PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20231231 FILED AS OF DATE: 20240502 DATE AS OF CHANGE: 20240502 EFFECTIVENESS DATE: 20240502 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Waterfall Asset Management, LLC CENTRAL INDEX KEY: 0001570717 ORGANIZATION NAME: IRS NUMBER: 202421778 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR/A SEC ACT: 1934 Act SEC FILE NUMBER: 028-23794 FILM NUMBER: 24907429 BUSINESS ADDRESS: STREET 1: 1251 AVENUE OF THE AMERICAS, 50TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10020 BUSINESS PHONE: (212) 257-4600 MAIL ADDRESS: STREET 1: 1251 AVENUE OF THE AMERICAS, 50TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10020 13F-HR/A 1 primary_doc.xml X0202 13F-HR/A LIVE 0001570717 XXXXXXXX 12-31-2023 12-31-2023 true 1 RESTATEMENT Waterfall Asset Management, LLC

1251 AVENUE OF THE AMERICAS, 50TH FLOOR NEW YORK NY 10020

13F HOLDINGS REPORT 028-23794 000137746 801-65087 N Kenneth Nick (212) 257-4600 /s/ Kenneth Nick New York NY 05-02-2024 0 7 176717070 INFORMATION TABLE 2 informationtable.xml FLEXSHOPPER INC COM NEW 33939J303 2721338 1629544 SH SOLE 1629544 0 0 PENNYMAC CORP NOTE 5.500% 3/1 70932AAF0 24015349 26573000 PRN SOLE 26573000 0 0 PENNYMAC CORP NOTE 5.500%11/0 70932AAD5 11825035 12149000 PRN SOLE 12149000 0 0 READY CAPITAL CORP COM 75574U101 40067086 3908984 SH SOLE 3908984 0 0 REDWOOD TRUST INC NOTE 7.750% 6/1 758075AF2 44487471 49423000 PRN SOLE 49423000 0 0 SUNRUN INC NOTE 2/0 86771WAB1 9350538 12263000 PRN SOLE 12263000 0 0 TWO HARBORS INVENTMENT CORPO NOTE 6.250% 1/1 90187BAB7 44250253 48289000 PRN SOLE 48289000 0 0