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

THE UTC COMMON INVESTMENT FUND

NOTES TO THE FINANCIAL STATEMENTS YEAR ENDED 31 DECEMBER 2024

Critical accounting judgements and estimation uncertainty Estimates and judgements are continually evaluated and are based on historical experience and other factors, including expectations of future events that are believed to be reasonable under the circumstances. The Administrator makes estimates and assumptions concerning the future. The resulting accounting estimates will, by definition, seldom equal the related actual results. For the CIF, the Administrator believes the only estimates and assumptions that have a significant risk of causing a material adjustment to the carrying amount of assets and liabilities within the next financial year are related to the valuation of the CIF investments and, in particular, those classified in Level 3 of the fair-value hierarchy. Explanation of the key assumptions underpinning the valuation of investments are included above and in note 10.

4

Investment income

2024

2023

Income from bonds

25,106

25,019

Income from pooled funds

8,768

8,010

Interest on repurchase agreements Net receipts/(payments) from swaps

(15,097)

(14,513) (1,656)

343 328

Income from cash deposits

51

Other income

67

5

Expenses - rebated

215

807

19,730

17,723

Expenses are rebated where inbuilt unit pricing exceeds agreed manager charges.

5

Reconciliation of net investments

Opening value at 1 January 2024

Purchases at cost and derivative payments

Sales proceeds and derivative receipts

Change in market value

Closing value at 31 December 2024

Bonds

1,172,762

168,610 (203,612) 189,356 (237,976)

(93,633) 14,498 (6,003)

1,044,127

Pooled investment vehicles

464,673

430,551

Derivatives - net

2,679

26,780

(22,179)

1,277

1,640,114

384,746 (463,767)

(85,138)

1,475,955

Cash

971

(419)

2,895

Other net investment balances Amounts payable under repurchase agreements

6,871

178

5,097

(312,247)

-

(275,746)

1,335,709

(85,379)

1,208,201

Purchases and sales of pooled investment vehicles include £177,505k and £197,335k respectively of purchases and sales of cash-based liquidity funds.

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