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
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% |