Fortlake Asset
Management
Fortlake Asset Management specialises in sophisticated and differentiated fixed income strategies, focused on capital preservation.
On this page
About
Fortlake is a specialised operation of experienced fixed-income and global markets professionals offering institutional-grade capabilities. The team emphasises risk management, capital protection, and preserving investors’ real purchasing power through a robust investment process that focuses on highly liquid assets and employs a quantitative process.
Adopting a proven approach to fixed-income portfolio management, Fortlake caters to diverse asset pools, unlocking opportunities in the broader market.
What differentiates Fortlake from traditional managers
Fortlake operates in an unconstrained capacity compared to traditional managers. This approach provides the flexibility to search for alpha across regions and strategies, accessing the best risk-adjusted prospects globally.
Quantitative engine overlaid with practitioner decision-making
Fundamental/credit research; predict direction rates and macro conditions
Highly diversified with low correlation to bond and equity markets
Highly correlated with bond markets and macroeconomic factors
Multi–faceted across credit, rates, curve, inflation, default arbitrage
Specialises in a single segment or "silo“, i.e. rates manager or credit manager
Investment decisions are optimised within core portfolio risk parameters
Investment decisions anchored to credit/macro/relative value philosophy
Investment in highly liquid instruments and cleared markets
Investment universe constrained to specific “silo” focus
Liquid instruments and quantitative methods mitigate capacity constraints
Manual process and siloed instruments lead to capacity constraints
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.
Quantitative approach
Enhanced diversification
Wider range of opportunities
Qualitative overlay
Protect real purchasing power
Funds
Fortlake Real-Income and Real-Higher Income Funds
(Retail and wholesale investors)
Access 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.
Videos
Who are Fortlake Asset Management?
2 min video play
Listen to the story of Fortlake Asset Management with Founder and Chief Investment Officer, Christian Baylis. Gain insight into how Fortlake employ sophisticated fixed income strategies, focused on capital preservation.
Why absolute return fixed interest?
2 min video play
Find out how Fortlake capitalise on their unique access to global fixed income opportunities to deliver superior risk-adjusted returns.
How is Fortlake different?
2 min video play
Fortlake’s Founder, Christian Baylis, provides key insights into what differentiates Fortlake from traditional fixed income managers. Hear how Fortlake utilises fixed income markets to deliver returns with low correlations to bond and equity markets while maintaining strict downside volatility targets.
Tools and resources
Fortlake fund overview flyer
Funds and performance tool
Performance reports
Unleash in ways you never thought possible
Get in touch
For technical enquiries contact us
8:30am – 6pm AEST Monday to Friday.
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.