13F-HR/A filed by WATERFALL ASSET MANAGEMENT, LLC
WATERFALL ASSET MANAGEMENT, LLC filed this 13F-HR/A for the quarter ended 2024-06-30, filed 2024-08-15, with 5 holding rows worth $116,269,167.
- Accession
- 0000905148-24-002248
- Filer
- CIK 1570717
- Filed
- 2024-08-15
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q2 2024
A holdings report, amendment of type restatement, 5 entries on the cover page, a total value of $116,269,167 stated on the cover page (in dollars after the unit check, H1), rows summing to $116,269,167 with VALUE read as dollars as filed, 13F file number 028-23794. The quarter's positions are built on this report. 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 |
|---|---|---|---|---|---|---|
| Redwood Trust Inc Note 7.750 percent 6/1 | 758075AF2 | Convertible | 49,023,000 | $47,124,339 | dollars as filed | principal |
| READY CAPITAL CORP | 75574U101 | COM | 3,908,983 | $31,975,481 | dollars as filed | |
| TWO HARBORS INVENTMENT CORPO | 90187BAB7 | NOTE 6.250% 1/1 | 15,939,000 | $15,419,660 | dollars as filed | principal |
| PENNYMAC CORP | 70932AAF0 | NOTE 5.500% 3/1 | 11,760,000 | $11,144,823 | dollars as filed | principal |
| ARBOR REALTY TRUST INC | 038923BA5 | NOTE 7.500% 8/0 | 10,750,000 | $10,604,864 | dollars as filed | principal |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0000905148-24-002134 | superseded | 2024-08-13 | acceptance time not in the bulk data set | |
| 13F-HR/A 0000905148-24-002248 | this filing | 2024-08-15 | acceptance time not in the bulk data set |