UK - Henderson Global Investors' own final salary scheme, the £420m (€503m) Henderson Group Pension Scheme, is invested in the PFI fund, which is at the centre of an impending legal battle between a group of 30 pension funds and the fund manager.
The group of pension schemes - which includes some of the largest names in the industry, such as Railpen and British Steel - is threatening to issue proceedings next week, alleging they were misled by Henderson over the £1bn purchase of John Laing in 2006.
The group claims the purchase exceeded borrowing limits and that, by investing in the PFI projects of a single company, the investment was not as low-risk as they were led to believe.
With 90% of investors in the Henderson fund being party to the legal proceedings, the Henderson scheme is one of the few that has not joined the action.
LCP, which advises Henderson as the corporate to the scheme, has declined to comment.
Henderson has denied the claims and said it would defend itself vigorously.
The UK Financial Services Authority has been made aware of the dispute and earlier this week said it was monitoring the situation.