UTC (UK) Pension Scheme - Annual Report & Chair's Statement

UNITED TECHNOLOGIES CORPORATION (UK) PENSION SCHEME YEAR ENDED 31 DECEMBER 2024

NOTES TO THE FINANCIAL STATEMENTS

Investment strategy

The investment strategy of the Scheme is set out in the latest Statement of investment Principles (SIP), dated 22 August 2023 Investment Implementation Policy (IIP), dated 13 November 2024. investment objectives and consequent strategy resulting from the Asset Backed Funding investments.

Benchmark Allocation (%)

Allowed Deviation (%)

Asset class

Equities

8.0 6.0

+/-2.0 +/-2.0 +/-3.0 +/-3.0 +/-5.0

Target Return Secure Income

14.0 33.5 37.5

Buy and Maintain Corporate Bonds

Liability Driven Investment

Cash

1.0

Balancing item

Total

100.0

At the year end, the holdings in Equities, Secure Income assets and Liability Driven Investments are outside the deviation allowed for within the IIP. This position has mainly arisen due to the holding of illiquid assets and market movements outside the control of the CIF Administrator.

CIF financial statements which are

appended to these financial statements.

The following table summarises the extent to which the various classes of investments are affected by financial risks:

Market currency risk

Market interest rate risk

Market other price risk

2024 Value

2023 Value

Credit risk

Bonds

1,044,127

1,172,762

3

2

3

1

Pooled investment vehicles;

430,551

464,673

Direct

3

1

1

1

Indirect

2

2

3

3

Derivatives - net

1,277

2,679

2

2

2

2

Asset Backed Funding

206,600 24,406

220,000 23,855

3

1

3

1

AVC investments Insurance policies

3

1

1

3

770

720 971

3

1

3

3

Cash

2,895

3

2

2

1

Other net investment balances

5,097

6,871

3

2

1

1

Repurchase agreements

(275,746)

(312,247)

2

1

3

1

Total

1,439,977

1,580,284

45

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