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
General Counsel and Chief Compliance Officer
(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