Baker Gilmore Short-Term Bond Strategy

Highlights

  • Specialty fixed income manager – bonds are all we do
  • Proven forecasting skills
  • Leading-edge risk management

Objectives

  • Maximize long-term total returns
  • Protect capital from major market fluctuations

Investment Philosophy & Process

  • Markets regularly deviate from fundamentals
  • Top-down macro forecasting of key factors that drive bond market returns
  • Bottom-up fundamental research to accurately determine default risk
  • Opportunity exists when issues with low default risk are attractively valued
  • A value-oriented, long-term theme-driven approach, together with a deep understanding of risk, enables Baker Gilmore to generate superior returns while avoiding credit downgrades and defaults

Portfolio Construction & Risk Controls

  • Leading-edge risk and attribution systems
  • Risk management is integral to the investment process
  • Strategies chosen optimize risk/return trade-offs
  • Targeted top-down exposures are achieved through careful security selection
  • Weekly review ensures portfolio positioned for highest risk-adjusted expected return

Portfolio Manager

Founded in 1988 and based in Montreal, Baker Gilmore & Associates Inc. is one of Canada’s largest specialty fixed income managers with over $6.8 billion in assets under management on behalf of insurance companies, pension plans, corporations, mutual funds and non-profit institutions. Baker Gilmore is part of the Connor, Clark & Lunn Financial Group, a multi-boutique asset management firm whose affiliated companies collectively manage approximately $96 billion in assets.

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