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 2018
Fund
Style
Date of initial investment
Performance for 2018
2018 gain/(loss) in TUSD million
Crown/PW Segregated Portfolio Event Driven February 2018 8.4% 707
Crown/GLG Segregated Portfolio Event Driven October 2018 1.9% 618
Crown/Lomas Segregated Portfolio L/S Equity October 2016 3.1% 295
         
Crown/Latigo Segregated Portfolio Event Driven January 2016 (8.51%) (999)
Crown/Helios Segregated Portfolio L/S Driven November 2017 (18.18%) (1,160)
Tyrus Capital Opportunities Fund Limited Event Driven June 2011 (21.08%) (1,379)
Ten largest holdings

 

Fund
Style
USD million 31 December 2018
% of investments
Crown Managed Futures Master Segregated Portfolio Long/Short 11.1 8.3%
Crown/Latigo Segregated Portfolio Long/Short 10.8 8.1%
Crown/Linden Segregated Portfolio Long/Short 10.5 7.8%
Crown/Zebedee Segregated Portfolio CTA 10.4 7.8%
Crown/Polar Segregated Portfolio Event Driven 10.3 7.7%
Tyrus Capital Opportunities Fund Limited Long/Short 9.9 7.4%
Crown/Capeview Segregated Portfolio Event Driven 9.8 7.3%
Discovery Global Opportunity Fund, Ltd. Relative Value 9.3 6.9%
Crown/BLS Segregated Portfolio Long/Short 9.1 6.8%
Crown/Alphadyne Segregated Portfolio Relative Value 9.0 6.7
Subtotal of ten largest holdings
 
100.3
74.8%
All other investments
 
33.9
25.2%
Total of investments
 
134.2
100.0%

 

Data as per December 2018