Waterfall Asset Management, LLC

Waterfall Asset Management, LLC located in Manhattan, New York is an SEC-registered institutional asset manager focused on structured credit and private equity investments. Waterfall was founded in 2005 by Tom Capasse and Jack Ross, two individuals who were early leaders of the ABS industry, and who together have over 60 years of proven ABS/Loan credit analysis, trading, banking and servicing experience. Capasse and Ross started the ABS Group at Merrill Lynch in the 1980s and conducted the first ABS issuances for many of the more than 40 ABS sectors in which Waterfall invests. Waterfall has approximately $9.4 billion* in assets under management. Waterfall utilizes a relative value approach to investing in structured credit and loan products.