- Request
-
You kindly sent us copies of your records that show information as listed below dated to 30 September 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 October 2023 to 31 March 2024,
b. the month by month amount invested by Lincolnshire County Council Pension Fund in each fund from
1 October 2023 to 31 March 2024,
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 2023 to 31 March 2024,
- Decision
-
1 and 2. Please see attached Lincolnshire County Council (LCC) value and performance of its Hedge Fund holdings. These are only reported on a quarterly basis.
LINCOLNSHIRE COUNTY COUNCIL PENSION FUND
This is the only information we hold regarding the value of our 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 %
March-2011
28,743,945.00
9.63
June-2011
30,372,193.00
2.18
September-2011
30,216,978.00
-4.20
December-2011
32,605,343.00
2.75
March-2012
31,560,950.00
4.67
June-2012
35,641,290.00
1.97
September-2012
34,220,050.00
3.42
December-2012
34,508,536.00
3.74
March-2013
35,536,304.00
2.11
June-2013
34,828,792.00
0.60
September-2013
33,890,842.00
2.59
December-2013
40,199,174.00
4.85
March-2014
40,634,596.00
0.44
June-2014
42,526,482.00
1.41
September-2014
47,254,476.00
0.95
December-2014
52,577,121.00
1.07
March-2015
49,938,742.00
1.42
June-2015
57,711,385.00
0.24
September-2015
59,920,173.00
-3.17
December-2015
63,786,905.00
0.24
March-2016
57,836,755.00
-2.77
June-2016
62,081,718.00
0.21
September-2016
59,290,237.00
3.13
December-2016
68,892,261.00
2.32
March-2017
76,763,304.00
2.35
June-2017
80,392,032.00
0.71
September-2017
79,016,208.00
2.99
December-2017
78,225,216.00
1.54
March-2018
75,281,616.00
0.51
June-2018
77,938,456.00
1.90
September-2018
78,827,520.00
1.84
December-2018
79,266,432.00
3.69
March-2019
74,783,840.00
3.28
June-2019
77,110,848.00
2.44
September-2019
78,672,472.00
0.49
December-2019
80,542,408.00
2.63
March-2020
76,627,784.00
-4.87
June-2020
77,653,848.00
4.02
September-2020
76,751,544.00
3.37
December-2020
78,399,328.00
4.30
March-2021
81,818,232.00
2.61
June-2021
83,003,432.00
1.94
September-2021
87,265,808.00
2.60
December-2021
88,838,912.00
1.41
March-2022
92,529,056.00
1.95
June-2022
97,264,200.00
1.14
September-2022
84,560,920.00
3.00
December-2022
94,273,496.00
0.81
March-2023
121,015,936.00
1.18
June-2023
118,635,664.00
1.25
September-2023
147,714,320.00
2.77
December-2023
186,437,152.00
1.37
March-2024
217,683,016.00
4.40
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
- 9645377
- Date request received
- 20 May 2024
- Date of decision
- 12 June 2024