- Request
-
You kindly sent us copies of your records that show information as listed below dated to 31 December 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 Staffordshire County 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 January 2023 to 31 March 2023,
b. the month by month amount invested by Lincolnshire County Council Pension
Fund in each fund from 1 January 2023 to 31 March 2023,
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 January 2023 to 31 March 2023 - Decision
-
Lincolnshire County Council Pension Fund
This is the only information held regarding the value of Lincolnshire County Council’s (LCC) hedge funds which are part of the Morgan Stanley Diversified Alternatives pooled fund
Information sourced from Morgan Stanley AIP qtly reports. - Value of Hedge Funds
Total Market Value £
Quarterly Performance Return %
Mar-11
28,743,945.00
9.63
Jun-11
30,372,193.00
2.18
Sep-11
30,216,978.00
-4.20
Dec-11
32,605,343.00
2.75
Mar-12
31,560,950.00
4.67
Jun-12
35,641,290.00
1.97
Sep-12
34,220,050.00
3.42
Dec-12
34,508,536.00
3.74
Mar-13
35,536,304.00
2.11
Jun-13
34,828,792.00
0.60
Sep-13
33,890,842.00
2.59
Dec-13
40,199,174.00
4.85
Mar-14
40,634,596.00
0.44
Jun-14
42,526,482.00
1.41
Sep-14
47,254,476.00
0.95
Dec-14
52,577,121.00
1.07
Mar-15
49,938,742.00
1.42
Jun-15
57,711,385.00
0.24
Sep-15
59,920,173.00
-3.17
Dec-15
63,786,905.00
0.24
Mar-16
57,836,755.00
-2.77
Jun-16
62,081,718.00
0.21
Sep-16
59,290,237.00
3.13
Dec-16
68,892,261.00
2.32
Mar-17
76,763,304.00
2.35
Jun-17
80,392,032.00
0.71
Sep-17
79,016,208.00
2.99
Dec-17
78,225,216.00
1.54
Mar-18
75,281,616.00
0.51
Jun-18
77,938,456.00
1.90
Sep-18
78,827,520.00
1.84
Dec-18
79,266,432.00
3.69
Mar-19
74,783,840.00
3.28
Jun-19
77,110,848.00
2.44
Sep-19
78,672,472.00
0.49
Dec-19
80,542,408.00
2.63
Mar-20
76,627,784.00
-4.87
Jun-20
77,653,848.00
4.02
Sep-20
76,751,544.00
3.37
Dec-20
78,399,328.00
4.30
Mar-21
81,818,232.00
2.61
Jun-21
83,003,432.00
1.94
Sep-21
87,265,808.00
2.60
Dec-21
88,838,912.00
1.41
Mar-22
92,529,056.00
1.95
Jun-22
97,264,200.00
1.14
Sep-22
84,560,920.00
3.00
Dec-22
94,273,496.00
0.81
Mar-23
121,015,936.00
1.18
Updated as per most recent FOI request.
Note LCC only receive valuations of Hedge Funds from Morgan Stanley on a quarterly basis - this is the most recent valuation it has.
- Reference number
- 7113373
- Date request received
- 15 June 2023
- Date of decision
- 5 July 2023