Portfolio
Castle Alternative Invest's investment objective is to provide Shareholders with long term capital growth through investment in a well diversified and actively managed portfolio of hedge funds, managed accounts and other investment vehicles.
Style allocation
Geographical focus
Liquidity of investment
Top and bottom money makers 2017
Fund |
Style |
Date of initial investment |
Performance for 2017 |
2017 gain/(loss) in TUSD million |
| Crown/Linden Segregated Portfolio | Relative Value | June 2009 | 13.6% | 1,582 |
| Crown/BLS Segregated Portfolio | Long/Short | February 2016 | 19.6% | 1,568 |
| Crown/Capeview Segregated Portfolio | Long/Short | October 2012 | 15.3% | 1,468 |
| Crown Managed Futures Master Segregated Portfolio | CTA | June 2003 | (5.5%) | (1,308) |
| Crown/Koppenberg Segregated Portfolio | Macro | June 2012 | (22.5%) | (1,455) |
| Crown/Atreaus Segregated Portfolio | Macro | February 2016 | (22.9%) | (1,654) |
Ten largest holdings
Fund |
Style |
USD million 31 December 2017 |
% of investments |
| Crown Managed Futures Master Segregated Portfolio | CTA | 18.4 | 10.2% |
| Crown/Latigo Segregated Portfolio | Event Driven | 14.1 | 7.8% |
| Crown/Linden Segregated Portfolio | Relative Value | 13.8 | 7.7% |
| Crown/Zebedee Segregated Portfolio | Long/Short | 13.1 | 7.3% |
| Crown/Polar Segregated Portfolio | Relative Value | 13.1 | 7.2% |
| Tyrus Capital Opportunities Fund Limited | Event Driven | 11.6 | 6.4% |
| Crown/Capeview Segregated Portfolio | Long/Short | 11.1 | 6.1% |
| Discovery Global Opportunity Fund, Ltd. | Macro | 10.3 | 5.7% |
| Crown/BLS Segregated Portfolio | Long/Short | 9.6 | 5.3% |
| Crown/Alphadyne Segregated Portfolio | Relative Value | 9.3 | 5.1% |
Subtotal of ten largest holdings |
124.4 |
64.2% |
|
All other investments |
69.3 |
35.8% |
|
Total of investments |
193.6 |
100.0% |
Data as per December 2017