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Lynx Asset Management AB

PRI reporting framework 2020

You are in Organisational Overview » Basic information


OO 01. Signatory category and services

01.1. 組織が提供している サービスおよびファンドを選択してください。



01.2. 追加情報 [任意]

Lynx Asset Management was founded in 1999 in Stockholm, Sweden, by three partners with the shared vision that a systematic approach employing quantitative models could be used to persistently capture market opportunities. The focus over the next two decades has been on the continued development of our flagship strategy – The Lynx Program. We have gradually expanded our capacity and broadened our offerings into differentiated investment strategies. Our goal is to provide clients with high risk-adjusted returns using systematic investment strategies, developed through scientific methods utilizing data, analysis and technology. We employ around 80 dedicated professionals with varying backgrounds such as finance, physics, mathematics, bioinformatics and system development.

The Lynx Program is our original strategy that was launched in May 2000. It is a broadly diversified managed futures program that aims to deliver high risk-adjusted returns with attractive portfolio characteristics. It invests in a broad range of exchange-traded futures contracts across four asset classes: equity indices, fixed income, currencies and commodities as well as OTC FX forwards. The investment process is entirely systematic and based on proprietary models that identify trends and other patterns in financial markets. The models generate buy and sell signals that are executed directly in the electronic markets using internally developed algorithms.The quantitative approach enables the strategy to analyse extensive amounts of data in order to form a view on the direction of a large number of markets. It also ensures a consistent approach, typically without any bias to being long or short in the markets. Given that the strategy trade only liquid instruments, the approach can adapt and change exposures when the model’s market views change. The Lynx Program can be offered through commingled vehicles domiciled in different jurisdictions (onshore, offshore and UCITS) as well as managed accounts and bespoke solutions. As the majority of the firm AUM are in the Lynx Program all further responses will apply to this strategy even though the firm has adopted a firm-wide policy that outlines how we apply sustainability principles at a firm level and in our investment processes for all strategies. 

In December 2018, Lynx launched its second strategy: Lynx Active Balanced Program, a long-only strategy that actively allocates capital based on risk rather than nominal value. Using models derived from the Lynx Program, the strategy is designed to tactically alter the balance between asset classes and markets opportunistically. The strategy allocates across and within equity indices and fixed income through futures and in commodities through a swap. 

In October 2019, the Lynx Constellation Program was launched, employing the machine learning models traded in the Lynx Program since 2011. The objective of the program is to generate high risk-adjusted returns with a low correlation to trend-following and traditional asset classes. The models in Lynx Constellation attempt to identify both linear and non-linear relationships across a broadly diversified portfolio of fixed income, equity indices, foreign exchange and commodity markets, all through futures and OTC FX forwards. 

OO 02. Headquarters and operational countries

02.1. 組織の拠点がある場所を選択してください。


02.2. オフィスが所在している国数を記載してください(本部を含む)。

02.3. 組織が正規雇用しているスタッフのおおよその人数を記載してください。

80 正規職員

02.4. 補足情報 [任意]

OO 03. Subsidiaries that are separate PRI signatories

03.1. 組織内に単独でPRI署名機関となっている子会社があるかどうかを記載してください。

03.3. 補足情報 [任意]

OO 04. Reporting year and AUM

04.1. 報告年度の最終日を記載してください。


04.2. 報告年度末のAUM合計を記載してください。

子会社のAUM(顧問業務/執行のみの資産を除きます)を含みますが、(OO 03.2で「いいえ」と回答した)報告しないことを選択したPRIの署名機関である子会社のAUMを除きます。
Total AUM
10億 100万
Assets in USD
10億 100万

04.4. 執行および顧問業務サービスを利用して運用する資産の報告年度末時点のAUM合計を記載してください。

04.5. 補足情報 [任意]

OO 06. How would you like to disclose your asset class mix

06.1. どのように資産クラス構成を開示したいかについて記載してください。



上場株式 0 0 0 0
債券 0 0 0 0
プライベートエクイティ 0 0 0 0
不動産 0 0 0 0
インフラ 0 0 0 0
コモディティ 0 0 0 0
ヘッジファンド >50% 99 0 0
ファンドオブヘッジファンズ 0 0 0 0
森林 0 0 0 0
農地 0 0 0 0
包括的な金融 0 0 0 0
現金 0 0 0 0
短期金融市場商品 0 0 0 0
その他(1)(以下に具体的に記入してください) <10% 1 0 0
その他(2)(以下に具体的に記入してください) 0 0 0 0


          Long only balanced strategy (equities, fixed income and commodities), as defined in OO 1.2.

06.2. 添付の画像に従って組織の資産クラス構成を公表する

06.3. 組織にオフバランスシート資産はありますか?

06.5. 組織がフィデューシャリー・マネージャーを使うかどうかを記載してください。

06.6. AUM資産クラス分割について説明する情報を記載してください。 [任意]

OO 07. Fixed income AUM breakdown (Not Applicable)

OO 08. Segregated mandates or pooled funds (Not Applicable)

OO 09. Breakdown of AUM by market

09.1. 組織のAUMの内訳を市場別に示してください。

90 先進国市場
10 新興国市場
0 フロンティア
0 その他の市場
合計100% 100%

09.2. 補足情報 [任意]