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 2016
Fund
Style
Date of initial investment
Performance for 2016
2016 gain/(loss) in TUSD million
Crown/Latigo Segregated PortfolioEvent DrivenJanuary 201625.1%2,821
Crown/Zebedee Segregated PortfolioLong/ShortApril 201513.3%1,491
Crown/Koppenberg Segregated PortfolioMacroJune 201219.5%1,284

Crown/BLS Segregated PortfolioLong/ShortFebruary 2016(14.74%)(1,332)
Crown/Japan Opportunities Segregated PortfolioLong/Short February 2013(28.16%)(1,436)
Crown/Capeview Segregated PortfolioLong/ShortOctober 2012(15.91%)(2,230)
Ten largest holdings

Unbenanntes Dokument

Fund
Style
USD million 31 December 2016
% of investments
Crown Managed Futures Master Segregated Portfolio CTA21.8 11.2%
Crown/Latigo Segregated PortfolioEvent Driven14.4 7.4%
Crown/Zebedee Segregated PortfolioLong/Short12.9 6.7%
Crown/Polar Segregated PortfolioRelative Value12.4 6.4%
Crown/Linden Segregated PortfolioRelative Value12.2 6.3%
Tyrus Capital Opportunities Fund LimitedEvent Driven12.1 6.3%
Discovery Global Opportunity Fund, Ltd.Macro11.5 5.9%
Crown/Capeview Segregated PortfolioLong/Short9.6 5.0%
Crown/NJ Segregated PortfolioLong/Short8.8 4.6%
Crown/GLG Segregated PortfolioEvent Driven8.6 4.5%
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 2016