The Fortress Macro Funds trading philosophy is based on:

• Capital Preservation: Preservation of capital is the fund’s number one priority

• Liquidity: Investment focus on liquid markets and instruments

• Market Analysis: Identify trends in global markets by combining extensive fundamental and primary research with market momentum analysis

• Diversification: Expanded universe of opportunities due to cross-asset and global focus

• Risk Management: Comprehensive, integrated and dynamic risk management framework monitored by Fortress’s dedicated risk group

The Fortress Macro Funds investment universe includes:

• Global Equities

• Commodities

• Foreign Exchange

• Fixed Income