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 2015
Fund
Style
Date of initial investment
Performance for 2015
2015 gain/(loss) in USD million
Crown/Capeview Segregated Portfolio L/S Equity October 2012 20.3%
2,621
Zebedee Focus Fund Limited L/S Equity December 2010 8.6% 1,184
Third Point Ultra Ltd. Event Driven January 2011 8.1% 1,007

Crown/Koppenberg Segregated Portfolio Macro June 2012 (7.8%) (465)
Crown Managed Futures Master Segregated Portfolio CTA June 2003 (4.5%) (742)
Latigo Ultra Fund, Ltd. Event Driven August 2009 (11.5%) (1,476)
Ten largest holdings
Unbenanntes Dokument
Fund
Style
USD million 31 December 2015
% of investments
Crown Managed Futures Master Segregated Portfolio CTA/Macro 20.9 11.8%
Crown/Capeview Segregated Portfolio Long/Short 13.8 7.8%
Crown/Zebedee Segregated Portfolio Long/Short 11.4 6.5%
Tyrus Capital Opportunities Fund Ltd. Event Driven 10.9 6.1%
Discovery Global Opportunity Fund Ltd. CTA/Macro 10.6 6.0%
Crown/Guard Segregated Portfolio CTA/Macro 9.6 5.5%
Crown/GLG Segregated Portfolio Event Driven 8.5 4.8%
Crown/NJ Segregated Portfolio Long/Short 8.5 4.8%
Crown/Linden Segregated Portfolio Relative Value 8.2 4.6%
Double Black Diamond Ltd Relative Value 8.0 4.5%
Subtotal of ten largest holdings
 
110.4
62.4%
All other investments
 
66.4
37.6%
Total of investments
 
176.8
100.0%