Morningstar Report

Report as of 30 Sep 2021

Threadneedle European Fund Z Accumulation GBP

Morningstar® Category Morningstar® Benchmark Fund Benchmark Morningstar Rating™ Europe ex-UK Large-Cap Equity MSCI Europe Ex UK NR EUR FTSE World Eur Ex UK TR EUR QQQQ Used throughout report

Investment Objective Performance

The Fund aims to achieve capital growth over the long 200 term. It looks to outperform the FTSE World Europe ex UK 175 Index over rolling 3-year periods, after the deduction of 150 charges. The Fund is actively managed, and invests at least 125 75% of its assets in shares of companies domiciled in 100 Continental Europe, or which have significant Continental 75 European business operations. 2016 2017 2018 2019 2020 2021-08 9.82 15.52 -9.89 26.85 10.68 14.72 Fund 18.62 15.84 -9.87 19.99 7.49 15.10 Benchmark 16.34 16.92 -11.76 19.26 9.37 14.95 Category

Risk Measures Trailing Returns % Fund Bmark Cat Quarterly Returns % Q1 Q2 Q3 Q4 3Y Alpha 1.69 3Y Sharpe Ratio 0.74 3 Months 1.93 0.24 1.13 2021 3.40 6.15 - - 3Y Beta 1.01 3Y Std Dev 15.71 6 Months 8.20 9.51 10.42 2020 -16.02 20.48 2.02 7.23 3Y R-Squared 96.03 3Y Risk bel avg 1 Year 19.96 20.80 22.17 2019 9.89 11.31 0.66 3.03 3Y Info Ratio 0.56 5Y Risk bel avg 3 Years Annualised 10.94 8.71 8.70 2018 -3.73 4.92 2.63 -13.08 3Y Tracking Error 3.42 10Y Risk Avg 5 Years Annualised 10.92 9.64 9.65 2017 5.25 6.12 3.88 -0.44 Calculations use MSCI Europe Ex UK NR EUR (where applicable) 10 Years Annualised 12.06 10.58 11.51 Data as of 30/09/2021

Portfolio 31 Aug 2021

Asset Allocation % Net Equity Style Box™ Mkt Cap % Fund Bmark America Europe Asia Large Size Stocks 99.25 Giant 44.50 48.46

Bonds 0.00 Mid Large 51.98 42.94 Cash 0.75 Medium 3.52 8.60 Other 0.00 Small Small 0.00 0.00

Value Blend Growth Micro 0.00 0.00 Style

Average Mkt Cap (Mil) Fund Bmark Ave Mkt Cap GBP 42,065.13 45,466.73 <25 25-50 50-75 >75 Top Holdings Stock Sector Weightings % Fund Bmark World Regions % Fund Bmark Holding Name Sector % hCyclical 58.02 34.89 Americas 2.63 1.06 ASML Holding NV a 3.68 rBasic Materials 19.28 7.00 United States 2.63 0.79 ING Groep NV y 3.42 tConsumer Cyclical 11.85 11.68 Canada 0.00 0.00 Sika AG r 3.27 yFinancial Services 26.88 14.85 Latin America 0.00 0.27 TotalEnergies SE 2.98 Real Estate - 1.36 o u Greater Europe 97.37 98.59 Air Liquide SA r 2.90 jSensitive 31.90 34.34 United Kingdom 2.03 0.69 BNP Paribas Act. Cat.A y 2.86 iCommunication Services 3.36 5.09 Eurozone 75.91 64.62 Teleperformance SE p 2.68 oEnergy 3.01 2.63 Europe - ex Euro 19.43 33.24 CRH PLC r 2.61 pIndustrials 16.85 15.73 Europe - Emerging 0.00 0.04 AXA SA y 2.55 aTechnology 8.68 10.89 Africa 0.00 0.00 UniCredit SpA y 2.49 Middle East 0.00 0.00 kDefensive 10.08 30.77 Assets in Top 10 Holdings % 29.45 sConsumer Defensive 2.52 10.47 Greater Asia 0.00 0.34 Total Number of Equity Holdings 58 dHealthcare 5.89 15.91 Japan 0.00 0.00 Total Number of Bond Holdings 0 fUtilities 1.67 4.39 Australasia 0.00 0.00 Asia - Developed 0.00 0.34 Asia - Emerging 0.00 0.00

© 2021 Morningstar. All Rights Reserved. The information, data, analyses and opinions (“Information”) contained herein: (1) include the proprietary information of Morningstar and Morningstar’s third party licensors; (2) may not be copied or redistributed except as specifically authorised;(3) do not constitute investment advice;(4) are provided solely for informational purposes; (5) are not warranted to be complete, accurate or timely; and (6) may be drawn from fund data published on various dates. Morningstar is not responsible for any trading decisions, damages or other losses related to the Information or its use. Please verify all of the Information before using it and don’t make any investment decision except upon the advice of a professional financial adviser. Past performance is no guarantee of future results. The value and income derived from investments may go down as well as up. Page 1 of 2 Report as of 30 Sep 2021

Threadneedle European Z Acc GBP

Operations

Fund Company Threadneedle Investment Share Class Size (mil) 60.95 GBP Minimum Initial Purchase 1,000,000 GBP Services Ltd (29/09/2021) Minimum Additional Purchase 50,000 GBP Phone 44-20-7464-5000 Domicile United Kingdom Total Expense Ratio 0.88% Website www.columbiathreadnee Currency GBP Ongoing Charge 0.88% dle.com UCITS Yes Performance Fee - Inception Date 01 Oct 2012 Inc/Acc Acc Manager Name - ISIN GB00B8C2LS47 Manager Start Date 24 Jun 2014 NAV (30/09/2021) GBP 2.65 Total Net Assets (mil) (31 906.51 GBP Aug 2021)