FFTW manages both single-strategy absolute return capabilities, such as FX or mortgages, and multi-strategy absolute return, which incorporates the broad range of expertise across the investment team. Our multi-strategy alpha capability aims to generate a positive absolute return by actively managing a portfolio of global bonds employing strategies such as securities selection, credit and duration management and active currency management. As of June 30, 2015, we managed over $1 billion in Absolute Return strategies.  We offer the following absolute return strategies:

  • Multi-Strategy Absolute Return
  • Currency Alpha
  • Mortgage Alpha
  • Mortgage LIBOR
  • Inflation Linked