Threadneedle Management Luxembourg S.A.

CT NOMINAL SWAP 2071 EURO FUND CT NOMINAL SWAP 2066 EURO FUND LDI PRIVATE SUB-FUND 50 EUR LDI PRIVATE SUB-FUND E GBP LDI PRIVATE SUB-FUND Y GBP CT LDI Reorganisation Fund - EUR LDI PRIVATE SUB-FUND 40 GBP CT INDEX LINKED HICPX PLUS NOMINAL SWAP (REAL) EUR 2036 FUND CT INDEX LINKED HICPX PLUS NOMINAL SWAP (REAL) EUR 2041 FUND LDI PRIVATE SUB-FUND 79 GBP CT SHORT PROFILE NOMINAL CASHFLOW MATCHING LDI FUND LDI PRIVATE SUB-FUND 64 GBP CT NOMINAL SWAP 2046 EURO FUND LDI PRIVATE SUB-FUND 57 GBP CT NOMINAL SWAP 2051 EURO FUND CT STERLING LIQUIDITY PLUS FUND CT EQUITY-LINKED NOMINAL DLDI FUND CT SHORT PROFILE NOMINAL DYNAMIC LDI FUND CT LDI Reorganisation Fund - A CT INFLATION ONLY SWAP 2056 FUND LDI PRIVATE SUB-FUND 88 GBP LDI PRIVATE SUB-FUND 95 EUR LDI PRIVATE SUB-FUND T GBP LDI PRIVATE SUB-FUND 44 GBP LDI PRIVATE SUB-FUND J EUR CT SHORT PROFILE REAL CASHFLOW MATCHING LDI FUND CT INDEX LINKED HICPX PLUS NOMINAL SWAP (REAL) EUR 2026 FUND CT SHORT PROFILE UNLEVERAGED REAL GILT FUND LDI PRIVATE SUB-FUND 67 GBP LDI PRIVATE SUB-FUND 96 EUR LDI PRIVATE SUB-FUND S GBP LDI PRIVATE SUB-FUND C GBP CT NOMINAL SWAP 2061 EURO FUND LDI PRIVATE SUB-FUND R GBP LDI PRIVATE SUB-FUND 49 EUR CT SHORT PROFILE LEVERAGED NOMINAL GILT FUND LDI PRIVATE SUB-FUND V GBP CT NOMINAL SWAP 2026 EURO FUND LDI PRIVATE SUB-FUND 35 GBP LDI PRIVATE SUB-FUND 72 EUR LDI PRIVATE SUB-FUND Q GBP LDI PRIVATE SUB-FUND 86 GBP CT INDEX LINKED HICPX PLUS NOMINAL SWAP (REAL) EUR 2046 FUND LDI PRIVATE SUB-FUND 37 GBP CT EUR GLOBAL LOW DURATION CREDIT FUND LDI PRIVATE SUB-FUND 93 EUR CT LDI Reorganisation Fund - 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