Quantitative approach
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Sophisticated and differentiated fixed income strategies,
with a focus on capital preservation.
Income focused
Invests in strategies that aim to deliver strong and consistent levels of income.
Inflation protected
Seeks to protect the purchasing power of your investment during inflationary periods.
Unconstrained fixed income
Leverages proprietary research and overlay strategies to gain opportunities in global markets.
"We are ultimately very similar to a long-short equity fund. We will buy high quality securities and then we will also go short what we see as the lowest quality securities in the market."
Dr Christian Baylis
Founder and Chief Investment Officer
Find out how the team aim to deliver superior risk-adjusted returns
Investment philosophy
Fortlake’s Trade Meritocracy Framework (TMF) relies on a quantitative engine that enables returns to be generated in the most liquid parts of the fixed income market. TMF uses specialised techniques that are only available to institutional grade fixed income managers.
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Enhanced diversification
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Wider range of opportunities
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Qualitative overlay
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Protect real purchasing power
Funds
Fortlake Real-Income and Real-Higher Income Funds
(Retail and wholesale investors)
Diversified and actively managed funds consisting of high-quality corporate securities, focused on delivering consistent income and inflation protection over time.
Fortlake Sigma Opportunities Fund
(Wholesale investors only)
Seeks the most compelling risk-adjusted return opportunities within global fixed income markets.
A trusted team of specialists
Dr Christian Baylis
- Founder and Chief Investment Officer
Dr Christian Baylis
- Founder and Chief Investment Officer
Dr. Christian Baylis is the Founder and CIO at Fortlake, responsible for overseeing the investment process, team, and serving on the board. He has extensive experience in global fixed income and derivatives strategies, having worked at UBS Asset Management and the Reserve Bank of Australia (RBA).
At UBS, Christian managed over $8 billion AUM, was a member of the Global Multi Strategy Committee and was the Australian representative for the Global Dynamic Fund –UBS’ core unconstrained global fund.
As Head of Derivative Strategy and Credit Trading at UBS, he managed over $26 billion, overseeing sector strategy and the development of ESG frameworks. Christian earned a ‘Highly Recommended’ rating from Zenith (2017-2020) for the Short-Term Credit category while managing the UBS Cash-Plus Fund. Before UBS, he held positions at RBA and Standard and Poor’s.
Catherine Drysdale
- Portfolio Manager
Catherine Drysdale
- Portfolio Manager
Cathie serves as a Portfolio Manager at Fortlake. She is a current PhD (Engineering) candidate and scholarship recipient at the University of Sydney (USYD), where she is leveraging artificial intelligence for fixed income portfolio optimisation. Catherine has been conducting research alongside Dr Christian Baylis since September 2023. She holds a Master of Data Science from USYD, where her thesis examined the role of Quantitative Easing and price bifurcations in the Australian Commonwealth Government Bond market.
Having worked previously at ANZ and Dimensional Find Advisors (DFA), Catherine has experience in domestic and global fixed income markets. DFA is a global investment firm with over $1 trillion AUM, with a board that has featured numerous Nobel laureates and esteemed academics including Eugene Fama, Ken French, Merton Miller, Myron Scholes and Robert Merton. At DFA she worked in a trading and portfolio management capacity where she applied quantitative problem-solving and analytic skills to design fixed income strategies. Catherine was also responsible for overseeing the incorporation of sustainability principles into the investment process. In her time at ANZ, she produced market communications and facilitated trades in fixed income and derivative products.
Catherine's experience in finance is preceded by a career in economics and business studies education, where she served as a teacher for several years. Outside her time at Fortlake, she continues her work as an educator for postgraduate students in the Faculty of Computer Science at USYD.
Fortlake Resources
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Get in touch
For technical enquiries contact us
Standard Operating Hours
8:30am to 6pm (Sydney time)
Holiday Period
CLOSED public holidays (25 to 26 Dec & 1 Jan)
23 Dec 2024 to 3 Jan 2025, 9am to 3pm (Sydney time)
6 to 10 Jan 2025, 8:30am to 5pm (Sydney time)
Adviser use only
4. Colonial First State Investments Limited ABN 98 002 348 352, AFSL 232468 (CFSIL) is the responsible entity and issuer of Fortlake Real-Income Fund, Fortlake Real-Higher Income Fund and Fortlake Sigma Opportunities Fund. Information on this webpage is provided by CFSIL. It may include general advice but does not consideranyone’s individual objectives, financial situation, needs or tax circumstances. You should read the relevant Product Disclosure Statements (PDSs), InformationMemorandum (IM) and Financial Services Guides (FSG) before making any recommendations to a client. The PDSs, IM and FSG can be obtained from www.cfs.com.auor by calling us on 13 18 36.