UTC (UK) Pension Scheme TCFD Report

Strategy

Climate-related risks and opportunities over the short, medium and long term The Trustee believes that sustainability issues, in particular climate change, present risks and opportunities that increasingly require explicit consideration and may materially affect the future financial performance of the Scheme’s investments.

The Trustee has considered the following short, medium and long term drivers of risk.

Short term (less than 10 years)

• Momentum-driven changes in markets as investor awareness changes, e.g. because of concerns about specific stocks that might be vulnerable to the transition to a lower carbon economy. • Market pricing changes caused by the likelihood of different climate scenarios emerging, e.g. if a higher warming scenario becomes more likely because of a failure of governments to agree necessary action to limit warming to 1.5°C-2.0°C. • Unexpected regulatory changes that cause rapid price movements, e.g. the introduction of high rates of carbon taxation. • Risks associated with the transition to a low carbon economy are likely to become increasingly important over the medium term. • Such risks/opportunities include development of new technologies, obsolescence of existing industries, and development of policy and regulation. • Over the longer term the ‘in practice’ risks associated with climate change will come to the fore. • Such risks would include the potential physical impact of climate change, such as flooding, desertification, changes in weather patterns, change in migration patterns and conflict over natural resources.

Medium term (10 to 20 years)

Long term (beyond 20 years)

The above timeframes should be set against the future lifetime of the Scheme which is expected to pay benefits for many decades into the future.

Strategic actions undertaken to manage climate-related risks The Trustee has commenced a process to gain a better understanding of the Scheme’s climate -related risks and exposures and will review approaches to manage climate-related risks and opportunities in its investment strategy over the next 2-3 years. ESG and climate considerations were considered as part of the Scheme’s recent investment in secure income assets. Climate change scenario analysis During 2022 , the Trustee commissioned a strategic climate change scenario analysis on the Scheme’s target asset allocation, to assess the potential implications of different climate change scenarios and policy responses to these. The scenarios used by the Trustee when undertaking scenario analysis can be found in the appendix to this report. The scenarios were chosen to illustrate a range of different outcomes with varying levels of physical and transitional risk. These included:

A measured orderly transition (“early action”)

• Sudden disorderly transitions ( “ late action ” and “far too little too late” ) • “ Hot house worlds ” (“no additional action” and “ far too little too late ” )

UTC UK Pension Scheme | TCFD Report | 31 December 2023

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