A list of ALL hedge funds and fund of hedge funds in which Lincolnshire County Council Pension Fund is an investor - Find a freedom of information request

You kindly sent us copies of your records that show information as listed below dated to 30 June 2022.  

Please will it be possible to have an update on any records that would show some or all of the following information: 

1. A list of ALL hedge funds and fund of hedge funds in which Lincolnshire County

Council Pension Fund is an investor; and 

2. For each hedge fund and fund of hedge funds, may I please have a copy of any records that would show some

or all of the following information: 

a. the month by month market value of Lincolnshire County

Council Pension Fund's holding in each fund from 1 July 2022 to 30 September 2022, 

b. the month by month amount invested by Lincolnshire County

Council Pension Fund in each fund from 1 July 2022 to 30 September 2022, 

c. the month by month net returns (net of fees)  earned by Lincolnshire County

Council Pension Fund on its investment in each fund from 1 July 2022 to 30 September 2022. 
 

I can confirm that the information requested is held by Lincolnshire County Council. I have detailed below the information that is being released to you.

Please find attached Quarterly valuation and performance as at 30 September 2022 for our Hedge Fund holdings held via the Morgan Stanley Diversified Alternatives pooled fund.

Should you require the attachment mentioned above please contact customerinformationservice@lincolnshire.gov.uk with the below reference number and this can be provided.