- Request
-
You kindly sent us copies of your records that show information as listed below dated to 31st March 2024. 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 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 April 2024 to 30 June 2024,
b) The month by month amount invested by Lincolnshire County Council Pension Fund in each fund from 1 April 2024 to 30 June 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 April 2024 to 30 June 2024,
- Decision
-
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 %
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
Jun-23
118,635,664.00
1.25
Sep-23
147,714,320.00
2.77
Dec-23
186,437,152.00
1.37
Mar-24
217,683,016.00
4.40
Jun-24
241,638,896.00
0.47
*Note we only receive valuations of Hedge Funds from Morgan Stanley on a quarterly basis - this is the most recent valuation we have
- Reference number
- FOI 10492229
- Date request received
- 10/09/24
- Date of decision
- 27/09/24