The Winton fund is part of Macquarie's stable of managers in its professional series. The open-ended fund invests in managed futures and adopts an active long-short style of investing.
Macquarie is looking at developing a similar fund, but it will include capital protection and will be a closed-end fund.
"We have been talking with a number of dealer groups who liked the fund but wanted a capital protection component built in," Macquarie Professional Series head Megan Aubrey said.
The fund was currently in the development phase, Aubrey said.
The Winton Global Alpha Fund has $169 million in funds under management.