UK EQUITY INCOME - GBP THREADNEEDLE (LUX) PROFESSIONAL INVESTORS (FOR MARKETING PURPOSES) - ALL DATA AS AT 31 AUGUST 2021 SICAV Netherlands Investment Objective & Policy The Fund aims to provide income with the potential to grow the amount you invested over the long term. It looks to outperform the FTSE All-Share Index after the Contact Details deduction of charges. Tel: +352 46 40 10 7190* The Fund invests at least two-thirds of its assets in shares of companies in the UK or companies that have significant operations there. The Fund may also invest in asset classes and instruments different from those stated above. [email protected] The Fund permanently invests a minimum of 75% of its assets in the European Economic Area equities, and is therefore PEA (Plan d’Epargne en Actions) eligible in *Please note that calls and electronic communications France. may be recorded. The Fund is actively managed in reference to the FTSE All-Share Index. The index is broadly representative of the companies in which the Fund invests, and provides a suitable target benchmark against which Fund performance will be measured and evaluated over time. The fund manager has discretion to select investments with IFDS, 47, avenue J.F. Kennedy, L-1855, Luxembourg weightings different to the index, and that are not in the index, and the Fund may display significant divergence from the index. Deviations from the index, including guidelines on the level of risk relative to the index, will be considered as part of the fund manager’s risk monitoring process, to ensure Fund Manager: Richard Colwell the overall level of risk is broadly consistent with the index. In line with its active management strategy, there may be significant deviation from the index. Since: Oct-16 Management Co: Threadneedle Man. Lux. S.A. Fund Inception Date: 05-10-16 Index: FTSE All-Share Peer Group: - Investment Approach Fund Currency: GBP The fund is our core UK equity income offering and typically holds between 45 and 60 positions in UK companies, while seeking to generate a dividend yield greater than that of the index on a three-year rolling basis. The portfolio manager can take Fund Domicile: Luxembourg significant stock and sector positions. XD Date: Pay Date: The fund is managed for total return, not just income, with the yield constructed at the portfolio level, not the stock level. This enables the fund to combine higher-yielding investments with capital-growth opportunities. The fund does not typically use Portfolio Size: £245,5m income-enhancing derivatives or invest in bonds or overseas equities. No. of Securities: 43 All information expressed in GBP Please see table of Share Classes available on page 4.

Fund Changes For detailed information on Fund Changes please see "Significant Events - Threadneedle (Lux) Funds" PDF available on https:// www.columbiathreadneedle.com/en/changes

Since Inception (GBP) Calendar Years (GBP) 135 20% 130 15% 125 120 10%

115 5% 110 0% 105 100 -5%

95 -10% 09-16 09-17 09-18 09-19 09-20 2016 2017 2018 2019 2020 Fund (Gross) Index Fund (Gross) Index Annualised Performance (GBP) 1M 3M 6M YTD 1 YR 2 YR 3 YR 5 YR 10 YR SI Fund (Gross) 2,6 5,1 16,7 16,8 30,5 8,9 5,0 -- -- 6,0 Index (Gross) 2,7 3,4 13,3 14,7 26,9 5,3 3,7 -- -- 5,3 Since Inception Returns from: 06-10-16 Calendar Year Performance (GBP) 12M Rolling Period (GBP) 2020 2019 2018 2017 2016 09-20 - 09-19 - 09-18 - 09-17 - 09-16 - 08-21 08-20 08-19 08-18 08-17 Fund (Gross) -6,6 20,4 -6,3 7,7 -- 30,5 -9,1 -2,3 6,7 -- Index (Gross) -9,8 19,2 -9,5 13,1 -- 26,9 -12,6 0,4 4,7 -- Net returns – Net (of fee) returns assume income is reinvested for a local taxpayer, bid to bid performance (which means performance does not include the effect of any initial charges). Source Copyright © 2021 Morningstar UK Limited. Gross Fund returns - Gross Fund returns (where shown) are in-house calculated daily time weighted based on global close valuations with cash flows at start of day and are gross of fees. Past performance is not a guide to future performance. The performance data does not take account of the commissions and costs incurred on the issue and redemption of units. The value of investments and any income is not guaranteed and can go down as well as up and may be affected by exchange rate fluctuations. This means that an investor may not get back the amount invested. Index returns assume reinvestment of dividends and capital gains and unlike fund returns do not reflect fees or expenses. The index is unmanaged and cannot be invested directly.

Source: FactSet For CTI's use only: SXUKEI Top 10 Holdings (%) Fund Currency Exposure including Hedging Security Name Fund Index AstraZeneca PLC 8,1 5,4 Health Care Electrocomponents plc 7,1 0,2 Industrials plc 5,3 0,4 Industrials Wm Morrison Supermarkets plc 5,2 0,3 Consumer Staples GBP 100,0% USD 0,0% GlaxoSmithKline plc 5,2 2,9 Health Care EUR 0,0% PLC 4,2 0,6 Consumer Staples SGD 0,0% Group plc 3,6 0,5 Financials Holdings plc 3,4 0,2 Financials 3,0 1,0 Industrials PLC 2,9 4,3 Consumer Staples

Total 48,0 15,7 All % are as at calendar month end based at global close gross valuation point and on a look- through exposure basis to underlying assets including forward currency positions. Weightings (%) Sector Fund Index Diff Industrials 32,7 13,3 19,3 Consumer Staples 16,2 15,0 1,2 Consumer Discretionary 14,2 12,4 1,9 Financials 13,8 22,5 -8,7 Health Care 13,3 9,7 3,6 Utilities 2,6 3,0 -0,4 Basic Materials 2,4 9,3 -6,9 Telecommunications 2,2 2,2 0,0 Energy -- 7,2 -7,2 Real Estate -- 3,3 -3,3 Technology -- 2,0 -2,0 Cash Equivalents 1,6 -- 1,6 Cash 0,9 -- 0,9

Top 10 Overweight/Underweight (%) 3 Month Largest Position Changes Overweight Fund Index Diff Underweight Fund Index Diff Security Name 3 Mth Change Electrocomponents plc 7,1 0,2 6,9 -- 4,6 -4,6 Wm Morrison Supermarkets plc 2,0 Wm Morrison Supermarkets plc 5,2 0,3 4,9 plc -- 3,3 -3,3 Rentokil Initial plc 0,9 Rentokil Initial plc 5,3 0,4 4,9 HSBC Holdings Plc -- 3,2 -3,2 Phoenix Group Holdings plc -0,7 Imperial Brands PLC 4,2 0,6 3,6 p.l.c. -- 2,5 -2,5 Direct Line Group Plc 0,4 Phoenix Group Holdings plc 3,4 0,2 3,2 BP p.l.c. -- 2,4 -2,4 Electrocomponents plc 0,4 3i Group plc 3,6 0,5 3,1 plc -- 2,4 -2,4 J D Wetherspoon plc -0,3 AstraZeneca PLC 8,1 5,4 2,7 BHP Group Ltd -- 1,9 -1,9 Oxford Instruments plc 0,3 Pearson PLC 2,6 0,2 2,4 -- 1,6 -1,6 AstraZeneca PLC 0,3 Direct Line Insurance Group Plc 2,4 0,2 2,3 plc -- 1,6 -1,6 GlaxoSmithKline plc 0,3 GlaxoSmithKline plc 5,2 2,9 2,2 -- 1,5 -1,5 Wincanton plc -0,3

Top Positive/Negative Security Attribution (3 Months) Fund Index Attri. Fund Index Attri. Contr. Geo. Contr. Geo. Avg. Total Avg. Total Avg. Total Avg. Total To Total To Total Security Name - 10 Highest Weight Return Weight Return Security Name - 10 Lowest Weight Return Weight Return Return Effect Return Effect Wm Morrison Supermarkets plc 4,5 64,0 2,1 0,2 64,0 1,8 Phoenix Group Holdings plc 3,8 -12,1 -0,5 0,2 -12,1 -0,6 Rentokil Initial plc 4,9 22,9 1,0 0,4 22,9 0,8 J D Wetherspoon plc 1,5 -15,5 -0,3 0,0 -15,5 -0,3 HSBC Holdings Plc ------3,5 -14,1 0,7 Royal Dutch Shell ------4,6 9,9 -0,3 Oxford Instruments plc 2,1 26,4 0,5 0,1 26,3 0,4 ITV PLC 2,0 -9,9 -0,2 0,2 -9,8 -0,2 Electrocomponents plc 7,0 8,5 0,6 0,2 8,5 0,3 Pearson PLC 2,8 -5,4 -0,2 0,3 -5,4 -0,2 Benckiser Group plc ------1,6 -11,9 0,2 Imperial Brands PLC 4,4 -2,4 -0,1 0,6 -2,4 -0,2 Rio Tinto plc ------2,7 -5,0 0,2 Hays plc 1,8 -8,1 -0,2 0,1 -8,2 -0,2 plc ------1,4 -11,0 0,2 Tate & Lyle PLC 2,5 -5,5 -0,1 0,1 -5,2 -0,2 3i Group plc 3,4 9,3 0,3 0,5 9,4 0,2 Wincanton plc 1,9 -7,4 -0,1 0,0 -8,0 -0,2 RELX PLC 2,7 19,3 0,5 1,6 19,4 0,2 Plc 2,1 -7,0 -0,1 0,3 -6,9 -0,2

Page 2 - UK Equity Income - GBP Relative Monthly Gross Returns vs Index

3% 2,5% 2,1%

2% 1,9% 1,6% 1,6% 1,5% 1,4% 1,3% 1,3% 1,3% 1,2% 1,2% 1,1% 1,0% 0,9% 0,9% 0,9% 1% 0,9% 0,7% 0,6% 0,6% 0,4% 0,4% 0,4% 0,4% 0,3% 0,3% 0,2% 0,2% 0,2% 0,2% 0,2% 0% 0,0% Return 0,0% 0,0% -0,2% -0,2% -0,2% -0,3% -0,3%

-1% -0,4% -0,3% -0,4% -0,5% -0,6% -0,9% -1,0%

-2% -1,3% -1,4% -1,4% -1,5% -1,6% -1,7% -1,7% -1,7% -1,9%

-3% -2,2% -2,7% -4% 09-16 03-17 09-17 03-18 09-18 03-19 09-19 03-20 09-20 03-21

Net Returns - All performance is sourced from Morningstar. Returns are calculated on a bid-bid basis and are net of all other expenses. Returns assume income is invested for local taxpayer. Gross Returns - Gross Fund returns (where shown) are inhouse calculated daily time weighted based on global close valuations with cash flows at start of day and are gross of fees. Relative returns are calculated on a geometric basis. Past performance is not a guide to future performance. The value of investments and any income from them can fall as well as rise. All positions are based on gross portfolio asset valuations at global close. Groupings of securities, e.g. sectors are in-house defined and are for comparative purposes only. Risk Analysis Portfolio Statistics Market Cap Breakdown Chart 2 YR 3 YR Fund Index Fund Index Fund Index Price to Earnings FY1 14,6 14,2 100bn - 150bn 11,3% Absolute Volatility 18,5 17,8 16,7 15,9 Price to Book 2,6 1,8 50bn - 100bn 5,3% Relative Volatility 1,0 -- 1,1 -- 20bn - 50bn 7,9% Return On Assets 1,4 0,3 Tracking Error 3,6 -- 3,9 -- 10bn - 20bn 22,4% 5bn - 10bn 19,7% Sharpe Ratio 0,5 -- 0,3 -- Return on Equity 13,5 11,1 2bn - 5bn 21,3% Information Ratio 1,0 -- 0,3 -- 1bn - 2bn 6,1% Active Share 77,0 -- 500m - 1bn 1,6% Beta 1,0 -- 1,0 -- <500m 4,5% Sortino Ratio 0,7 -- 0,4 -- Jensen Alpha 3,5 -- 1,3 -- Analytics are based on global close valuations using Columbia Annualised Alpha 3,4 -- 1,3 -- Threadneedle Investments sourced market attributes. Currency: GBP Alpha 0,3 -- 0,1 -- Underlying securities data may be provisional or based on Drawdown Max Drawdown -23,7 -25,1 -23,7 -25,1 estimates. Market cap weightings include cash in the % R² 96,2 -- 94,5 -- calculations. 0% Ex post risk calculations are based on monthly gross global close returns. -5% -10%

-15%

-20%

-25% 10-16 06-17 02-18 10-18 06-19 02-20 10-20 06-21 Fund Index

Performance Attribution (Year to Date) Total Effect Analysis (Year to Date) Geometric Attrib. 20 Var. In Fund Index Rel. Index Avg. Total Total Total Rel. to Alloc. Selec. Total Industrials 15 Weight Return Return Return Total Effect Effect Effect

Basic Materials -7,1 25,3 22,4 2,4 6,8 -0,5 0,0 -0,4 Basic Materials 10 Consumer Discretionary 2,4 14,8 15,0 -0,2 0,3 0,0 0,0 0,0 Utilities Consumer Staples -0,4 18,1 4,7 12,8 -8,7 0,1 1,9 2,0 Health Care Consumer Discretionary Telecommunications Energy -6,5 8,5 15,9 -6,4 1,1 -1,7 1,6 -0,1 5 Total Financials -9,1 8,0 12,1 -3,7 -2,2 0,2 -0,6 -0,4 Consumer Staples Health Care 4,0 16,8 16,8 0,0 1,9 0,1 0,0 0,1 Technology 0 Industrials 18,9 21,9 23,0 -0,9 7,3 1,3 -0,3 1,0 Real Estate Variation in Average Weight Real Estate -3,0 -- 23,7 -19,1 7,9 -0,2 -- -0,2 Energy Technology -1,8 -- 12,7 -11,3 -1,7 0,0 -- 0,0 Financials -5 Telecommunications -0,1 28,0 10,0 16,3 -4,0 0,0 0,4 0,3 Utilities -0,2 20,5 16,3 3,7 1,4 0,0 0,1 0,1 Total -- 16,8 14,7 1,8 -- -1,2 3,1 1,8 -10 -20 -15 -10 -5 0 5 10 15 Relative Total Return Performance Attribution - Rolling 3 Month Total Effects 3 Month Effect Totals

Geometric Attrib. 2,0 Alloc. Selec. Total Fund Index Total Total Alloc. Selec. Total 1,0 Return Return Effect Effect Effect 0,0 Aug-20 - Nov-20 8,2 6,6 -0,2 1,7 1,5 -1,0 Nov-20 - Feb-21 3,4 5,1 -2,5 0,9 -1,6 Feb-21 - May-21 11,0 9,6 -0,1 1,4 1,2 -2,0 May-21 - Aug-21 5,1 3,4 0,9 0,8 1,7 -3,0 11-20 02-21 05-21 08-21

Attribution analysis is calculated on a daily geometric basis unless otherwise stated. Fund returns may result in residual factors when compared to geometric attribution total returns due to data and calculation methodologies. Variation in weights is the average daily under/overweight position of the fund verses the index over the period. The Attribution table and graph only display a maximum of 12 groupings based on the highest portfolio end weight. The Rolling 3 Month Total Effect Attribution summary is based on the same groupings as the Year to Date Attribution.

Page 3 - UK Equity Income - GBP Share Classes Available Entry WKN/ Share Class Curr Tax OCF OCF Date Min Inv. Launch ISIN SEDOL BBID Valor/ Hedged Charge CUSIP AE Acc EUR Gross 1,80% 31-03-21 5,00% 2.500 05-10-16 LU1475748437 BZ4CRK5 THUEIAE LX A2AQE2 No AEC Inc EUR Gross 1,80% 31-03-21 5,00% 2.500 05-10-16 LU1487255439 BD8DRH7 TUKEAEC LX A2ARGN Yes AEH Acc EUR Gross 1,80% 31-03-21 5,00% 2.500 05-10-16 LU1475748510 BZ4CRL6 TUEIAEH LX A2AQE3 Yes AG Acc GBP Gross 1,80% 31-03-21 5,00% 2.000 05-10-16 LU1495961192 BD843C7 THUEIAG LX A2ASBA No IE Acc EUR Gross 0,85% 31-03-21 0,00% 100.000 05-10-16 LU1475748866 BZ4CRT4 THUEIIE LX A2AQE6 No IEH Acc EUR Gross 0,85% 31-03-21 0,00% 100.000 05-10-16 LU1475748940 BZ4CRS3 TUEIIEH LX A2AQE7 Yes IG Acc GBP Gross 0,85% 31-03-21 0,00% 100.000 05-10-16 LU1475749088 BZ4CRV6 THUEIIG LX A2AQE8 No IGP Inc GBP Gross 0,85% 31-03-21 0,00% 100.000 05-10-16 LU1475749161 BZ4CRW7 TUEIIGP LX A2AQE9 No IU Acc USD Gross 0,85% 31-03-21 0,00% 100.000 05-10-16 LU1475749245 BZ4CRX8 THUEIIU LX A2AQFA No ZE Acc EUR Gross 1,05% 31-03-21 5,00% 1.500.000 05-10-16 LU1475749674 BZ4CS02 THUEIZE LX A2AQFD No ZEH Acc EUR Gross 1,05% 31-03-21 5,00% 1.500.000 05-10-16 LU1487256080 BD8DRM2 TUKEZEH LX A2ARGS Yes ZG Acc GBP Gross 1,05% 31-03-21 5,00% 1.000.000 05-10-16 LU1487256163 BD8DRL1 TUKEIZG LX A2ARGR No ZGP Inc GBP Gross 1,05% 31-03-21 5,00% 1.000.000 05-10-16 LU1475749591 BZ4CRZ0 TUEIZGP LX A2AQFC No The Share Class currency, unless indicated as a Hedged Share Class, is a translated price using exchange rates at the official valuation point of the fund. This is intended as a way to access a Share Class in your chosen currency and does not reduce your overall exposure to foreign currency. The fund currency indicates the highest currency exposure of the fund unless the currency breakdown is detailed in the Weightings % table on page 2.

Risks Opportunities nThe value of investments can fall as well as rise and investors might not get back the sum originally invested. n Access to a relatively diversified investment typically investing in between 45 to 60 nWhere investments are in assets that are denominated in multiple currencies, or currencies other than your companies across a broad spread of industries. own, changes in exchange rates may affect the value of the investments. n Investments in the funds are not restricted by company size or sector. n Has the flexibility to pursue investment opportunities wherever they exist in the UK nThe Fund may invest in derivatives with the aim of reducing risk or minimising the cost of transactions. Such market. derivative transactions may benefit or negatively affect the performance of the Fund. The Manager does not n Straightforward investment approach - the Fund does not use derivatives for intend that such use of derivatives will affect the overall risk profile of the Fund. investment purposes and does not hold bonds or overseas equities. n Combines higher yielding investments with dividend and/or capital growth opportunities. n Leverages the strength of one of the most experienced and largest UK equity teams in the industry.

Important Information For use by Professional and/or equivalent investor types in your jurisdictions only (not to be used with or passed on to retail clients). Past performance is not a guide to future performance. The value of investments and any income is not guaranteed and can go down as well as up and may be affected by exchange rate fluctuations. This means that an investor may not get back the amount invested. Your capital is at Risk. Threadneedle (Lux) is an investment company with variable capital (Société d’investissement à capital variable, or "SICAV") formed under the laws of the Grand Duchy of Luxembourg. The SICAV issues, redeems and exchanges shares of different classes. The management company of the SICAV is Threadneedle Management Luxembourg S.A, which is advised by Threadneedle Asset Management Ltd. and/or selected sub-advisors. Certain sub-funds of the SICAV are registered in Austria, Belgium, Denmark, France, Finland, Germany, Hong Kong, Ireland, Italy, Liechtenstein, Luxembourg, Macau, the Netherlands, Norway, Portugal, Singapore, Spain, Sweden, Switzerland, the UAE and the UK; however, this is subject to applicable jurisdictions and some sub-funds and/or share classes may not be available in all jurisdictions. Shares in the Funds may not be offered to the public in any other country and this document must not be issued, circulated or distributed other than in circumstances which do not constitute an offer to the public and are in accordance with applicable local legislation. This material is for information only and does not constitute an offer or solicitation of an order to buy or sell any securities or other financial instruments, or to provide investment advice or services. Pursuant to article 1:107 of the Act of Financial Supervision, the subfund is included in the register that is kept by the AFM. Subscriptions to a Fund may only be made on the basis of the current Prospectus and the Key Investor Information Document, as well as the latest annual or interim reports and the applicable terms & conditions. Please refer to the ‘Risk Factors’ section of the Prospectus for all risks applicable to investing in any fund and specifically this Fund. Documents other than KIIDs are available in English, French, German, Portuguese, Italian, Spanish and Dutch (no Dutch Prospectus). KIIDs are available in local languages. The summary of investor rights is available on our website in English. Documents can be obtained free of charge on request by writing to the management company at 44, rue de la Vallée, L-2661 Luxembourg, Grand Duchy of Luxembourg, from International Financial Data Services (Luxembourg) S.A. at 47, avenue John F. Kennedy, L-1855 Luxembourg, Grand Duchy of Luxembourg, from www.columbiathreadneedle.com. Threadneedle Management Luxembourg S.A. may decide to terminate the arrangements made for the marketing of the Fund. Portfolio positions are based on asset valuations at global close (not official NAV time). Historic Yield reflects distributions declared over the past 12 months. Distribution Yield reflects the amount that may be expected to be distributed over the next 12 months. Underlying Yield reflects the annualised income net of expenses of the fund. Yields shown do not include any preliminary charge and investors may be subject to tax on their distributions. Threadneedle Management Luxembourg S.A. Registered with the Registre de Commerce et des Sociétés (Luxembourg), Registered No. B 110242, 44, Rue de la Vallee, L-2661 Luxembourg, Grand Duchy of Luxembourg. Columbia Threadneedle Investments is the global brand name of the Columbia and Threadneedle group of companies.

Source: Stock Exchange Group plc and its group undertakings (collectively, the “LSE Group”). © LSE Group 2021. FTSE Russell is a trading name of certain of the LSE Group companies. FTSE®, Russell®, FTSE Russell®, MTS®, FTSE4Good®, ICB®, Mergent®, The Yield Book® are trade marks of the relevant LSE Group companies and are used by any other LSE Group company under license. All rights in the FTSE Russell indexes or data vest in the relevant LSE Group company which owns the index or the data. Neither LSE Group nor its licensors accept any liability for any errors or omissions in the indexes or data and no party may rely on any indexes or data contained in this communication. No further distribution of data from the LSE Group is permitted without the relevant LSE Group company’s express written consent. The LSE Group does not promote, sponsor or endorse the content of this communication.

Page 4 - UK Equity Income - GBP Modified Date - 09 September 2021