Alternative Investments from January 2024 to date - Find a freedom of information request

Pursuant to the Freedom of Information Act 2000 ("FOIA"), I am requesting access to and/or a copy of all documents, materials, and/or presentations, including those by external consultants, pertaining to alternative investments and including the below criteria for the period from 1 January 2024 to today:

1. From Lincolnshire County Council Pension Fund 1. For Private Equity, Private Debt, Real Assets, and Real Estate, reported by fund for the most recent quarter available, the following data:

a. Fund Name, Vintage Year, Commitment Date, and Committed Capital

b. Invested Capital

c. Distributions

d. Current Market Value

e. Since inception Net IRR and MOIC

2. For Hedge Funds and Multi-Asset Strategies, the following data reported by fund for the current portfolio's holdings:

a. Fund Name, Investment Strategy, and Fund Domicile

b. Initial Allocation Size, Funding Date, and Current Market Values

c. Performance/Returns Since Inception

1. Lincolnshire Pension Fund's direct holdings in private equity, real estate etc, this information is available online at https://www.lincolnshire.gov.uk/finances-budgets/lincolnshire-pension-fund/4.

This information is updated every quarter once available, currently the most recently available data is at 30th September 2024.

2. Hedge Funds and Multi-Asset Strategies - Lincolnshire Pension fund does not have any direct holdings in Hedge Funds but does invest in this asset class as part of the Morgan Stanley Private Markets fund. This is a portfolio of alternative investments managed by Morgan Stanley, the fund manager has the freedom to decide individual investments and allocations within the portfolio. The asset holdings and performance as at 30th September 2024 are attached.

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