CSS ALPHA FUND LTD
Class A – Credit Strategy
The Company invests in private debt instruments, secured loans, financial derivatives or other financial instruments either directly or through special purpose vehicles made to corporations, individuals or partnerships.
The Class A Shares are offered in two currency Series, a British Pound Sterling and a US Dollar Series. The Fund seeks to achieve a target annual return to Shareholders of approximately 12.0% per annum in the Class A Share, net of fees and expenses, with a target volatility of 4-6%.
Class B – Portfolio Strategy
The investment strategy of the Class B Shares is to preserve capital and to deliver absolute returns, uncorrelated to equity markets, with defined levels of volatility. The approach of this Class is to create a diversified portfolio of risk taking in the traded options and futures markets. The Class presently has five trading strategies: spread trading, hedged directional, options strategies, volatility trading and long/short equity strategies.
Class B Shares are expected to have a volatility of approximately 15%. The Class will invest with up to a three times asset leverage on it is net assets, defined as total long plus total short positions not to exceed 3 times its net assets.
The Investment Manager Class will seek to achieve a target annual return to Shareholders of approximately 20% per annum in the Class A Share, net of fees and expenses, with a target volatility of 15%.
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