Hedge fund and fund of hedge funds

You kindly sent us copies of your records that show information as listed below dated to 30 September 2025. 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 2025 to 31 December 2025,

b. the month by month amount invested by Lincolnshire County Council Pension Fund in each fund from 1 October 2025 to 31 December 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 October 2025 to 31 December 2025,
 

1-2. Please find attached

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

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