13F-HR filed by WATERFALL ASSET MANAGEMENT, LLC
WATERFALL ASSET MANAGEMENT, LLC filed this 13F-HR for the quarter ended 2023-12-31, filed 2024-02-13, with 7 holding rows worth $72,769,106.
- Accession
- 0000905148-24-000604
- Filer
- CIK 1570717
- Filed
- 2024-02-13
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q4 2023
A holdings report, 7 entries on the cover page, a total value of $72,769,106 stated on the cover page (in dollars after the unit check, H1), rows summing to $72,769,106 with VALUE read as dollars as filed, 13F file number 028-23794. A later restatement replaced it, so the quarter does not use it. The resolved quarter.
The information table after summing rows of one CUSIP and put or call (H4), with the CUSIP and issuer name as filed. Values in dollars after the unit check (method).
| Issuer as filed | CUSIP | Class | Amount | Value | Value read as | Type |
|---|---|---|---|---|---|---|
| READY CAPITAL CORP | 75574U101 | COM | 3,908,984 | $40,067,086 | dollars as filed | |
| Redwood Trust Inc Note 7.750 percent 6/1 | 758075AF2 | Convertible | 13,961 | $12,918,055 | dollars as filed | principal |
| TWO HARBORS INVENTMENT CORPO | 90187BAB7 | NOTE 6.250% 1/1 | 6,919 | $6,402,583 | dollars as filed | principal |
| PENNYMAC CORP | 70932AAF0 | NOTE 5.500% 3/1 | 4,519 | $4,243,831 | dollars as filed | principal |
| SUNRUN INC | 86771WAB1 | NOTE 2/0 | 4,983 | $3,803,026 | dollars as filed | principal |
| FLEXSHOPPER INC | 33939J303 | COM | 1,629,544 | $2,721,338 | dollars as filed | |
| PENNYMAC CORP | 70932AAD5 | BOND | 2,649 | $2,613,187 | dollars as filed | principal |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0000905148-24-000604 | this filing | 2024-02-13 | acceptance time not in the bulk data set | |
| 13F-HR/A 0000905148-24-001254 | base | 2024-05-02 | acceptance time not in the bulk data set |