Skip to content

Fixed Income Index

NilssonHedge provides a Fixed Income hedge fund index, based on the average return of the underlying funds. We do not provide backtracked returns nor do we allow for “instant track-records”. The Index contains relatively few funds in the early period

The purpose of the index is to track funds that are reporting data publically and may thus exclude certain managers that have chosen not to do so.

The index is based on managers that are part of the database as of the end of the prior year. We do not impose minimum requirements on track records or aum for this subset.

Managers that drop out of the index are replaced with the average return of the index.

Index Constituents

Absolute Investment AdvConvertible Arbitrage
AegonAbsolute Return Bond
Agenta Investment ManagementAgenta Alternative Fixed Income
AlgebrisMacro Credit fund
Allianz Global InvestorsFixed Income Macro
American BeaconSSI Alternative Inc
ApertureCredit Opportunities
AvivaInvestors Global Convertibles
AxiomLong Short Credit
BlackrockGlobal Absolute Return
BlackrockStrategic Funds Fixed
BluebayEmerging Market Unconstrained Bond
BluebayGlobal Sovereign Opportunities
BluebayInvestment Grade Absolute
Borea Asset Management ASBorea European Credit
Borea Asset Management ASBorea Obligasjon
BramshillIncome Performance
ButlerCredit Opportunities
CABA CapitalCABA Hedge
CairnMediobanca Strata
Candriam Investors GroupLong Short Credit
Capital Four ManagementCapital Four Credit Opportunities Fund
Carlsson Noren Asset ManagementCarlsson Noren Macro Fund
Carlsson Noren Asset ManagementCarlsson Noren Yield Opportunity
Catella FondforvaltningCatella Credit Opportunity
Catella FondforvaltningCatella Nordic Corporate Bond Flex
ChenavariCredit Strategy (Lyxor)
CheyneConvertibles Absolute Return
CheyneGlobal Credit
CIFCLong Short Credit
Danske Bank Asset ManagementDanske Invest Fixed Income Global Value
Danske Bank Asset ManagementDanske Invest Fixed Income Relative Value
Danske Bank Asset ManagementDanske Invest Hedge Fixed Income Strategies
DCIMarket Neutral Credit
Edmond de RothschildGlobal Convertibles
EllingtonEllington Structured Credit (Franklin K2)
Excalibur Asset ManagementExcalibur
Fisch Asset ManagementAbsolute Return Global
Fisch Asset ManagementConvertible Global Defensive
Fisch Asset ManagementConvertible Global Dynamic
Fisch Asset ManagementConvertible Global Sustainable
Formuepleje Fund ManagementFormuepleje Fokus
GAM International ManagementStar Cat Bond
GAM International ManagementStar Emerging Market
GAM International ManagementStar Global Rates
Global Credit AdvisersLong/Short Credit (U Access)
H2OAdagio
HermesAbsolute Return
HP FondsmaglerselskabHP Hedge Danish Bonds
InsightAbsolute Return Bond
InsightGlobal Absolute Return
IronshieldCredit Fund
JPMorganIncome Opportunity
KBCBonds Convertibles
KLP Kapitalforvaltning ASKLP Alfa Global Rente
Lake Geneva Investment PartnersFixed Income Allocator
LazardEmerging Markets Debt Blend
LazardEmerging Markets Local Debt
LazardEmerging Markets Total
LazardRathmore Alternative
Legal & GeneralDynamic Bond
Legg MasonBrandywine Global Credit Opportunities
Legg MasonBrandywine Global Enhanced Absolute Return
Legg MasonBrandywine Global Fixed Income Absolute Return
Legg MasonWestern Asset Macro Opp
LFISVision Credit
LiontrustAbsolute Return
LUKBGlobal Convertible Bond Fund
M & G Investment ManagementAbsolute Return
MacQuarieGlobal Income Opportunities
Man GLGGLG Credit Multi
ManulifeAsian Bond Absolute
MidoceanAbsolue Return Credit (Alma)
Moma AdvisorsAsgard Fixed Income Fund
MuzinichEuropean Credit Alpha
MuzinichLong Short Credit
Nordic Cross Asset ManagementNordic Cross Credit Edge
Nordic Cross Asset ManagementNordic Cross Total Return Bond Fund
Nordkinn Asset ManagementNordkinn Fixed Income Macro Fund
NumenCredit (HI)
Nykredit Asset ManagementNykredit EVIRA Hedge Fund
Nykredit Asset ManagementNykredit KOBRA Hedge Fund
Nykredit Asset ManagementNykredit MIRA Hedge Fund
PareturnGladwyne Absolute Credit
PIMCOGIS Mortgage Opportunities
PIMCOSelect Unconstrained Bond
PolarCapital Global Absolute
RobecoQI Long/Short Dynamic Duration
RoxburyCredit Events
Royal LondonAbsolute Return
SEB GroupEureka Fixed Income Relative Value
Secquaero AdvisorsCat Bond (Schroders)
SecurisCatastrophe Bond
SelwoodMarket Neutral Credit (Alma)
Skandinaviska KreditfondenScandinavian Credit Fund I
SRV CapitalInvestin SRV  Fixed Income
Standard LifeAbsolute Global Bond
ThreadneedleCredit Opportunities
ThreadneedleGlobal Investment
TwelveCat Bond Fund
TwelveFalcon ILS Strategy
Tyrus CapitalGlobal Convertible
Vontobel Asset ManagementAbsolute Return Bond
XaiaCredit Basis
XaiaCredit Basis II
XaiaCredit Debt Capital
JupiterStrategic Absolute Return Bond
Nordea Asset ManagementEuropean Rates Opportunity
Nordea Asset ManagementNordic Rates Opportunity
SyquantHelium Invest
Boussard GavaudanConvertible
EmsoEmerging
LumynaBluecove Alternative Credit
Morgan StanleySustainable Fixed Income
Pictet Asset ManagementSirius
SchrodersISF Euro Credit
SchrodersISF Sustainable European
FidelityAbsolute Return Global Fixed Income
AXSAll Terrain Opportunties
AxiomEuropean Financial Debt Fund Limited
BioPharmaBioPharma Credit
BlackrockSystematic Multi-Strat
CCM Alternativeome InstitutionalAlternative Income Institutional
CQSNew City High Yield Fund
HighbridgeCredit Fund
GCPAsset Backed Income
Pollen StreetHoneycomb Investment Trust
SecuredSecured Income Fund Plc
SMECredit Realisation
VPCSpecialty Lending Investments
ISP GroupCLO Opportunities
Atlant FonderAtlant Hograntefond
Federated HermesMulti Strategy
Federated HermesUnconstrained Credit
WellingtonMulti-Sector Credit Fund Responsible
JanusHendersonHorizon Total Return Bond
AmundiAbsolute Return Credit
BluebayInvestment Grade Absolute ESG
Borea Asset Management ASBorea Kreditt
Man GLGConvertible Arbitrage
Allianz Global InvestorsCredit Opportunities
Candriam Investors GroupBonds Credit Opportunities
DLDConvertable Arbitrage
Franklin K2Cat Bond
LazardCoherence Credit Alternative
RedhedgeRelative Value
OakTreeCredit
Absolute InsightCredit
Absolute InsightEmerging Markets
Absolute Investment AdvConvertible Arbitrage
AegonAbsolute Return Bond
Agenta Investment ManagementAgenta Alternative Fixed Income
AlgebrisMacro Credit fund
Allianz Global InvestorsFixed Income Macro
American BeaconSSI Alternative Inc
ApertureCredit Opportunities
AvivaInvestors Global Convertibles
AxiomLong Short Credit
BlackrockGlobal Absolute Return
BlackrockStrategic Funds Fixed
BluebayEmerging Market Unconstrained Bond
BluebayGlobal Sovereign Opportunities
BluebayInvestment Grade Absolute
Borea Asset Management ASBorea European Credit
Borea Asset Management ASBorea Obligasjon
BramshillIncome Performance
ButlerCredit Opportunities
CABA CapitalCABA Hedge
CairnMediobanca Strata
Candriam Investors GroupLong Short Credit
Capital Four ManagementCapital Four Credit Opportunities Fund
Carlsson Noren Asset ManagementCarlsson Noren Macro Fund
Carlsson Noren Asset ManagementCarlsson Noren Yield Opportunity
Catella FondforvaltningCatella Credit Opportunity
Catella FondforvaltningCatella Nordic Corporate Bond Flex
ChenavariCredit Strategy (Lyxor)
CheyneConvertibles Absolute Return
CheyneEnhanced Global Credit
CheyneGlobal Credit
CIFCLong Short Credit
Credit Suisse Asset ManagementConvert International Bond
Danske Bank Asset ManagementDanske Invest Fixed Income Global Value
Danske Bank Asset ManagementDanske Invest Fixed Income Relative Value
Danske Bank Asset ManagementDanske Invest Hedge Fixed Income Strategies
Danske Bank Asset ManagementDanske Invest Hedge Mortgage Arbitrage
DCIMarket Neutral Credit
Edmond de RothschildGlobal Convertibles
Edmond de RothschildGlobal Sustainable Convertible
EllingtonEllington Structured Credit (Franklin K2)
EmsoEmerging Markets Absolute
Excalibur Asset ManagementExcalibur
Fisch Asset ManagementAbsolute Return Global
Fisch Asset ManagementConvertible Global Defensive
Fisch Asset ManagementConvertible Global Dynamic
Fisch Asset ManagementConvertible Global Sustainable
Formuepleje Fund ManagementFormuepleje Fokus
Frost Asset ManagementFrost
GAM International ManagementStar Cat Bond
GAM International ManagementStar Emerging Market
GAM International ManagementStar Global Rates
GAM International ManagementStar Lux Convertible
GAM International ManagementSystematic Dynamic Credit
Global Credit AdvisersLong/Short Credit (U Access)
HermesAbsolute Return
HP FondsmaglerselskabHP Hedge Danish Bonds
InsightAbsolute Return Bond
InsightGlobal Absolute Return
IronshieldCredit Fund
JanusHendersonHorizon Total
JPMorganIncome Opportunity
KBCBonds Convertibles
KLP Kapitalforvaltning ASKLP Alfa Global Rente
KLS DiversifiedKLS Fixed Income (Lumyna)
Lake Geneva Investment PartnersFixed Income Allocator
LazardEmerging Markets Debt Blend
LazardEmerging Markets Local Debt
LazardEmerging Markets Total
LazardRathmore Alternative
Legal & GeneralDynamic Bond
Legg MasonBrandywine Global Credit Opportunities
Legg MasonBrandywine Global Enhanced Absolute Return
Legg MasonBrandywine Global Fixed Income Absolute Return
Legg MasonWestern Asset Macro Opp
LFISVision Credit
LiontrustAbsolute Return
Lombard Odier Investment ManagersCat Bonds
LUKBGlobal Convertible Bond Fund
M & G Investment ManagementAbsolute Return
MacQuarieGlobal Income Opportunities
Man GLGGLG Credit Multi
Man GLGGLG Global Convertibles
ManulifeAsian Bond Absolute
MerianStrategic Absolute Return
MidoceanAbsolue Return Credit (Alma)
Moma AdvisorsAsgard Credit Fund
Moma AdvisorsAsgard Fixed Income Fund
MuzinichEuropean Credit Alpha
MuzinichLong Short Credit
Nordic Cross Asset ManagementNordic Cross Credit Edge
Nordic Cross Asset ManagementNordic Cross Total Return Bond Fund
Nordkinn Asset ManagementNordkinn Fixed Income Macro Fund
NumenCredit (HI)
Nykredit Asset ManagementNykredit EVIRA Hedge Fund
Nykredit Asset ManagementNykredit KOBRA Hedge Fund
Nykredit Asset ManagementNykredit MIRA Hedge Fund
OysterGlobal Convertible
PareturnGladwyne Absolute Credit
PFA Asset ManagementMidgard Fixed Income Fund
PIMCOGIS Mortgage Opportunities
PIMCOSelect Unconstrained Bond
PolarCapital Global Absolute
RobecoQI Long/Short Dynamic Duration
RoxburyCredit Events
Royal LondonAbsolute Return
SEB GroupEureka Fixed Income Relative Value
Secquaero AdvisorsCat Bond (Schroders)
SecurisCatastrophe Bond
SelwoodMarket Neutral Credit (Alma)
Skandinaviska KreditfondenScandinavian Credit Fund I
SRV CapitalInvestin SRV  Fixed Income
Standard LifeAbsolute Global Bond
Strukturinvest Fondkommission (FK)Hamiltonian Global Credit Opportunity Fund
ThreadneedleCredit Opportunities
ThreadneedleGlobal Investment
TwelveCat Bond Fund
TwelveFalcon ILS Strategy
Tyrus CapitalGlobal Convertible
Vontobel Asset ManagementAbsolute Return Bond
XaiaCredit Basis
XaiaCredit Basis II
XaiaCredit Debt Capital
Absolute Investment AdvConvertible Arbitrage
Agenta Investment ManagementAgenta Alternative Fixed Income
American BeaconSSI Alternative Inc
Borea Asset Management ASBorea European Credit
CABA CapitalCABA Hedge
Capital Four ManagementCapital Four Credit Opportunities Fund
Carlsson Noren Asset ManagementCarlsson Noren Macro Fund
Carlsson Noren Asset ManagementCarlsson Noren Yield Opportunity
Catella FondforvaltningCatella Credit Opportunity
Catella FondforvaltningCatella Nordic Corporate Bond Flex
Danske Bank Asset ManagementDanske Invest Fixed Income Global Value
Danske Bank Asset ManagementDanske Invest Fixed Income Relative Value
Danske Bank Asset ManagementDanske Invest Hedge Fixed Income Strategies
Danske Bank Asset ManagementDanske Invest Hedge Mortgage Arbitrage
Excalibur Asset ManagementExcalibur
Formuepleje Fund ManagementFormuepleje Fokus
HP FondsmaglerselskabHP Hedge Danish Bonds
KLP Kapitalforvaltning ASKLP Alfa Global Rente
Moma AdvisorsAsgard Credit Fund
Moma AdvisorsAsgard Fixed Income Fund
Nordic Cross Asset ManagementNordic Cross Credit Edge
Nordic Cross Asset ManagementNordic Cross Total Return Bond Fund
Nordkinn Asset ManagementNordkinn Fixed Income Macro Fund
Nykredit Asset ManagementNykredit EVIRA Hedge Fund
Nykredit Asset ManagementNykredit KOBRA Hedge Fund
Nykredit Asset ManagementNykredit MIRA Hedge Fund
PFA Asset ManagementMidgard Fixed Income Fund
SEB GroupAlternative Fixed Income
SEB GroupEureka Fixed Income Relative Value
Skandinaviska KreditfondenScandinavian Credit Fund I
SRV CapitalInvestin SRV  Fixed Income
Strukturinvest Fondkommission (FK)Hamiltonian Global Credit Opportunity Fund
Agenta Investment ManagementAgenta Alternative Fixed Income
Borea Asset Management ASBorea European Credit
CABA CapitalCABA Hedge
Capital Four ManagementCapital Four Credit Opportunities Fund
Carlsson Noren Asset ManagementCarlsson Noren Macro Fund
Catella FondforvaltningCatella Credit Opportunity
Catella FondforvaltningCatella Nordic Corporate Bond Flex
Danske Bank Asset ManagementDanske Invest Hedge Fixed Income Strategies
Danske Bank Asset ManagementDanske Invest Hedge Mortgage Arbitrage
Excalibur Asset ManagementExcalibur
Excalibur Asset ManagementTrude
Formuepleje Fund ManagementFormuepleje Fokus
HP FondsmaglerselskabHP Hedge
KLP Kapitalforvaltning ASKLP Alfa Global Rente
Moma AdvisorsAsgard Credit Fund
Moma AdvisorsAsgard Fixed Income Fund
Nektar Asset ManagementNektar
Nordic Cross Asset ManagementNordic Cross Credit Edge
Nordic Cross Asset ManagementNordic Cross Total Return Bond Fund
Nykredit Asset ManagementNykredit EVIRA Hedge Fund
Nykredit Asset ManagementNykredit KOBRA Hedge Fund
Nykredit Asset ManagementNykredit MIRA Hedge Fund
SEB GroupAlternative Fixed Income
SEB GroupEureka Fixed Income Relative Value
Skandinaviska KreditfondenScandinavian Credit Fund I
Strukturinvest Fondkommission (FK)Hamiltonian Global Credit Opportunity Fund