Lincolnshire County Council Pension Fund- Hedge funds investments - Find a freedom of information request

Follow on from FOI 5557367

You kindly sent us copies of your records that show information as listed below dated to 30 September 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 October 2022 to 31 December-31-2022,

b. the month by month amount invested by Lincolnshire County Council Pension Fund in each fund from 1 October 2022 to 31 December-31-2022,

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 October 2022 to 31 December-31-2022

 

Please see attached for your response.

Value of hedge fund holdings as at 31 December 2022 (the latest data available) and performance for the quarter.

Note this data is only available quarterly so Lincolnshire County Council are unable to provide monthly figures.

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