The investigation involves assessing a vast number of exhibits and will take some time to complete.
Detective Sergeant Jen Lovatt said: "We have been contacted by hundreds of people who are anxious to know if their property has been recovered. We aim to reunite as many items as we can with rightful owners but plead for patience in the meantime as we carry out the complex enquiry".
Any dealers who rented outlet space at the premises should contact Lincolnshire Police on 101, extension 3360, and quote incident number 273 of August 30.
Four people locally, a 54-year-old man, a 19-year-old woman, a 30-year-old man and a 33-year-old man, have been arrested in connection with the investigation. A 58-year-old man and 51-year-old woman were also arrested in the Cleveland area.