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 2019
Fund
Style
Date of initial investment
Performance for 2019
2019 gain/(loss) in TUSD million

Crown/Seligman Segregated Portfolio 

L/S Equity 

February 2018 

24.5% 

1,708 

Crown/Astignes Segregated Portfolio 

Relative Value 

February 2015 

15.5% 

1,326 

Crown/Zebedee Segregated Portfolio 

L/S Equity 

April 2015 

15.4% 

1,011 

         

Crown/GLG Segregated Portfolio 

Event Driven 

October 2012 

(2.4%) 

23 

CC&L Q Global Equity Market Neutral Fund 

ARP 

February 2019 

(1.1%) 

(41) 

Crown/BLS Segregated Portfolio 

L/S Equity 

February 2016 

0.3% 

(92) 

Ten largest holdings
Fund
Style
USD million 31 December 2019
% of investments

Crown/PW Segregated Portfolio 

Event Driven 

6.6 

9.5% 

Crown/Linden Segregated Portfolio 

Relative Value 

6.4 

9.3% 

Crown/Seligman Segregated Portfolio 

Long/Short 

5.8 

8.4% 

Crown Managed Futures Master Segregated Portfolio 

CTA 

5.6 

8.2% 

Crown/Zebedee Segregated Portfolio 

Long/Short 

5.3 

7.7% 

Crown/Astignes Segregated Portfolio 

Relative Value 

5.3 

7.7% 

Crown/Lomas Segregated Portfolio 

Long/Short 

5.2 

7.5% 

The Segantii Asia Pacific Equity Multi Strategy Fund 

Relative Value 

4.9 

7.1% 

Crown/Greenvale Segregated Portfolio 

Long/Short 

4.8 

7.0% 

Crown/Capeview Segregated Portfolio 

Long/Short 

4.8 

7.0% 

Subtotal of ten largest holdings
 
54.8
79.6%
All other investments
 
14.1
20.4%
Total of investments
 
68.9
100.0%

 

Data as per December 2019