0000905148-24-001372.txt : 20240514 0000905148-24-001372.hdr.sgml : 20240514 20240514114928 ACCESSION NUMBER: 0000905148-24-001372 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20240331 FILED AS OF DATE: 20240514 DATE AS OF CHANGE: 20240514 EFFECTIVENESS DATE: 20240514 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 SEC ACT: 1934 Act SEC FILE NUMBER: 028-23794 FILM NUMBER: 24942289 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 1 primary_doc.xml X0202 13F-HR LIVE 0001570717 XXXXXXXX 03-31-2024 03-31-2024 false 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 05-14-2024 0 5 145654452 INFORMATION TABLE 2 informationtable.xml FLEXSHOPPER INC COM NEW 33939J303 2428025 1629547 SH SOLE 1629547 0 0 PENNYMAC CORP NOTE 5.500% 3/1 70932AAF0 18601254 19792000 PRN SOLE 19792000 0 0 READY CAPITAL CORP COM 75574U101 35689015 3908983 SH SOLE 3908983 0 0 REDWOOD TRUST INC NOTE 7.750% 6/1 758075AF2 44864055 47423000 PRN SOLE 47423000 0 0 TWO HARBORS INVENTMENT CORPO NOTE 6.250% 1/1 90187BAB7 44072103 46789000 PRN SOLE 46789000 0 0