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 2023.  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 2023 to 30 September 2023,

b. the month by month amount invested by Lincolnshire County Council Pension Fund in each fund from 1 July 2023 to 30 September 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 July 2023 to 30 September 2023,

Our Hedge Fund holdings are managed on our behalf by Morgan Stanley.

Lincolnshire County Council only receive quarterly valuations and performance on these holdings which are included in the attached table.

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