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 PortfolioRelative ValueJune 200913.6%1,582
Crown/BLS Segregated PortfolioLong/ShortFebruary 201619.6%1,568
Crown/Capeview Segregated PortfolioLong/ShortOctober 201215.3%1,468

Crown Managed Futures Master Segregated PortfolioCTAJune 2003(5.5%)(1,308)
Crown/Koppenberg Segregated PortfolioMacroJune 2012(22.5%)(1,455)
Crown/Atreaus Segregated PortfolioMacroFebruary 2016(22.9%)(1,654)
Ten largest holdings

Unbenanntes Dokument

Fund
Style
USD million 31 December 2017
% of investments
Crown Managed Futures Master Segregated PortfolioCTA18.410.2%
Crown/Latigo Segregated PortfolioEvent Driven14.17.8%
Crown/Linden Segregated PortfolioRelative Value13.87.7%
Crown/Zebedee Segregated PortfolioLong/Short13.17.3%
Crown/Polar Segregated PortfolioRelative Value13.17.2%
Tyrus Capital Opportunities Fund LimitedEvent Driven11.66.4%
Crown/Capeview Segregated PortfolioLong/Short11.1 6.1%
Discovery Global Opportunity Fund, Ltd.Macro10.3 5.7%
Crown/BLS Segregated PortfolioLong/Short9.65.3%
Crown/Alphadyne Segregated PortfolioRelative Value9.35.1%
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