0000905148-24-002248.txt : 20240815 0000905148-24-002248.hdr.sgml : 20240815 20240815142213 ACCESSION NUMBER: 0000905148-24-002248 CONFORMED SUBMISSION TYPE: 13F-HR/A PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20240630 FILED AS OF DATE: 20240815 DATE AS OF CHANGE: 20240815 EFFECTIVENESS DATE: 20240815 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: 241211662 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 06-30-2024 06-30-2024 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 Y This amendment is being filed to remove certain positions that were inadvertently reported in the Form 13F-HR Information Table filed on August 13, 2024. Kenneth Nick (212) 257-4600 /s/ Kenneth Nick New York NY 08-15-2024 0 5 116269167 INFORMATION TABLE 2 informationtable.xml ARBOR REALTY TRUST INC NOTE 7.500% 8/0 038923BA5 10604864 10750000 PRN SOLE 10750000 0 0 PENNYMAC CORP NOTE 5.500% 3/1 70932AAF0 11144823 11760000 PRN SOLE 11760000 0 0 READY CAPITAL CORP COM 75574U101 31975481 3908983 SH SOLE 3908983 0 0 REDWOOD TRUST INC NOTE 7.750% 6/1 758075AF2 47124339 49023000 PRN SOLE 49023000 0 0 TWO HARBORS INVENTMENT CORPO NOTE 6.250% 1/1 90187BAB7 15419660 15939000 PRN SOLE 15939000 0 0