Fortress Investment Group LLC

Asia Macro Funds

Asia Macro Funds

The Fortress Asia Macro Funds were launched in March 2011. The Funds invest in global fixed income, commodities, currency and equity markets, and their related derivatives, thematically related to the Asia-Pacific region through a fundamental macroeconomic strategy that focuses on liquid investments. The Funds’ investment program focuses on global trading and capital flows that affect one or more of the Asian countries and/or are affected by them and the region as a whole.

In January 2014, Fortress announced the launch of an affiliated manager platform with the Fortress Asia Macro Funds expected to become the new platform's anchor fund. Subject to regulatory approvals, over the course of 2014, the management of Fortress Asia Macro Funds is expected to be transitioned to a new asset management business, Graticule Asset Management Asia, L.P., in which Fortress will have a non-controlling equity interest.

Investment Approach

The Fortress Asia Macro Funds employ a disciplined and dynamic investment process to identify and execute trading opportunities.

  • Research-Based Views: Conduct fundamental research on economies and companies to generate an in-depth understanding of current economic activity, as well as a strong view on its future

  • Technical and Relative Value Analysis: Use both technical and relative-value-focused market analyses to establish valuation rankings across asset classes, time zones and geographies

  • Trade Construction: Generate trade ideas based on fundamental research-driven views filtered through relative value market analysis

  • Portfolio Optimization: A comprehensive risk management framework is used to optimize sizing and apply hedging across the entire portfolio
    • The Fortress Asia Macro Funds exploit opportunities thematically linked to the Asia-Pacific region in a variety of instruments and asset classes, including:

      • Foreign Exchange
      • Equities
      • Rates
      • Liquid Credit
      • Commodities