A list of ALL hedge funds

Request

You kindly sent us copies of your records that show information as listed below dated to 31 December 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

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 2025 to 30 June 2025,

b. the month by month amount invested by Lincolnshire County Council Pension Fund in each fund from 1 January 2025 to 30 June 2025,

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 2025 to 30 June 2025,

 

Decision

The Fund does not directly invest in an hedge funds, or fund of hedge fund products.

Our Morgan Stanley Private Markets portfolio hold hedge funds for liquidity purposes and absolute return, but the Funds and products are selected by the manager.

This is the only information below that 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

Sep-24

        225,201,264.00

-4.17

Dec-24

        244,110,512.00

8.44

Mar-25

        218,225,066.00

-1.60

 *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 13362153
Date request received
08/08/25
Date of decision
03/09/25