0000905148-24-000604.txt : 20240213 0000905148-24-000604.hdr.sgml : 20240213 20240213170003 ACCESSION NUMBER: 0000905148-24-000604 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20231231 FILED AS OF DATE: 20240213 DATE AS OF CHANGE: 20240213 EFFECTIVENESS DATE: 20240213 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: 24627522 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 12-31-2023 12-31-2023 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 02-13-2024 0 7 72769106 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 4243831 4519 PRN SOLE 4519 0 0 PENNYMAC CORP NOTE 5.500%11/0 70932AAD5 2613187 2649 PRN SOLE 2649 0 0 READY CAPITAL CORP COM 75574U101 40067086 3908984 SH SOLE 3908984 0 0 REDWOOD TRUST INC NOTE 7.750% 6/1 758075AF2 12918055 13961 PRN SOLE 13961 0 0 SUNRUN INC NOTE 2/0 86771WAB1 3803026 4983 PRN SOLE 4983 0 0 TWO HARBORS INVENTMENT CORPO NOTE 6.250% 1/1 90187BAB7 6402583 6919 PRN SOLE 6919 0 0