HENDERSON DIVERSIFIED INC TST PLC

Fund Information / Factsheet • Aug 18, 2022

HENDERSON DIVERSIFIED INCOME TRUST PLC

www.hendersondiversifiedincome.com

Fund facts at 31 July 2022

Company objective

The Company's investment objective is to provide shareholders with a high level of income and preservation of capital, through the economic cycle. The Company invests in a diversified portfolio of global fixed income and floating rate asset classes. The Company uses a dynamic approach to portfolio allocation across asset classes and is permitted to invest in a single asset class if required. The Company seeks a sensible spread of risk at all times.

The latest Annual Report and Key Information Document set out the investment objective and policy in full and you should read them before investing.

All historical performance data in this factsheet prior to 27 April 2017 refers to the previous company, Henderson Diversified Income Limited.

**Diversified Income custom benchmark comprised of 60% ICE BofA Global HY 25% ICE BofA Global BBB Corporate 15% CSWELLI all hedged to GBP For commentary from our fund managers please visit our website.

76.4p
75.3p
71.2p
-6.8%
6.15%
9%
-
£159m
£141m
£132m
185,004,017
184
0.91% (year end 30/04/2022)

Please note, the issued share capital shown does not include any shares held in Treasury.

Source: BNP Paribas for holdings information and Morningstar for all other data. Differences in calculation may occur due to the methodology used.

Customer services 0800 832 832

NAV and Share Price Performance (total return)

Dividend history (pence/share)*

*In the 2008 financial year, five interim dividends were paid over a 15 month period totalling 9.65p. In the 18 month period to 30 April 2018, the payments comprised of two dividends totalling 2.5p from Henderson Diversified Income Limited and four interest distributions totalling 4.55p from Henderson Diversified Income Trust plc. Please note that the chart includes payments that have been declared but not yet paid.

Discount/premium (%) with average line (cum income)

Cumulative performance (cum income) (%)

Performance over	10y	5y	3y	1y	6m
Share price (Total Return)	55.0	-1.8	-9.7		-11.5 -10.2
Net Asset Value (Total Return)	62.5	7.1	-0.3		-13.8 -10.8

Discrete year performance % change (updated quarterly)	Share Price	NAV
30/06/2021 to 30/06/2022	-18.7	-17.4
30/06/2020 to 30/06/2021	7.2	10.6
28/06/2019 to 30/06/2020	-6.1	4.6
29/06/2018 to 28/06/2019	14.0	9.2
30/06/2017 to 29/06/2018	-3.0	-1.6
The Company's performance is not benchmarked against any specific stock market index. All performance, cumulative growth and annual growth data is sourced from Morningstar.

Annual performance (cum income) (%)

Top 10 holdings	(%)
Phoenix Group 6.625% 2025	2.5
Nationwide Building Society	2.3
Co-operative Group 2011 7.50% 2026	1.9
Crown Castle 3.65% 2027	1.8
Service Corp International 4.625% 2027 1.8
Virgin Media Secured Finance 4.125%
2030	1.7
Altice France 5.50% 2028	1.7
Anheuser-Busch InBev Worldwide 4.75%
2029	1.6
Galderma 3/21 USD Term B 10/26	1.5
Hasbro 3.90% 2029	1.4

Derivatives breakdown	(%)
CDS Long Risk	16.4
CDS Short Risk	0.0
CDS Net Risk	16.4
NET Interest Rate Futures	0.0
Total Synthetic	16.4
Net gearing is the sum of bank borrowings less cash. Total net gearing, being the sum of net gearing and synthetic gearing, is 25.4%.

www.hendersondiversifiedincome.com

Please remember that past performance does not predict future returns. The value of an investment and the income from it can rise as well as fall as a result of market and currency fluctuations, and you may not get back the amount originally invested.

HENDERSON DIVERSIFIED INCOME TRUST PLC

www.hendersondiversifiedincome.com

Company information Stock code HDIV AIC sector Debt- Loans & Bonds Benchmark 60% ICE BofA Global HY 25% ICE BofA Global BBB Corporate 15% CSWELLI Hgd GBP Company type Conventional (Ords) Launch date 2017 (of the current UK domiciled company) Financial year end 30 Apr Dividend payment March, June, September, December Risk rating Below average (Source: Numis) Management fee 0.65% Performance fee No

(See Annual Report & Key Information Document for more information)

Regional focus Global Fund manager

appointment 2017

(of the current UK domiciled company)

Fund manager John Pattullo

Fund manager Jenna Barnard

Fund manager Nicholas Ware

Glossary

NAV (Cum Income) The value of investments and cash, including current year revenue, less liabilities (prior charges such as loans, debenture stock and preference shares at fair value). NAV (Ex Income) The value of investments and cash, excluding current year revenue, less liabilities (prior charges such as loans, debenture stock and preference shares at fair value). Share price Closing mid-market share price at month end.

Discount/premium The amount by which the price per share of an investment trust is either lower (at a discount) or higher (at a premium) than the net asset value per share (cum income), expressed as a percentage of the net asset value per share.

Total assets Cum Income NAV multiplied by the number of shares, plus prior charges at fair value.

Net assets Total assets minus any liabilities such as bank loans or creditors.

Market capitalisation Month end closing mid-market share price multiplied by the number of shares outstanding at month end.

Share price total return The theoretical total return to the investor assuming that all dividends received were reinvested in the shares of the company at the time the shares were quoted ex-dividend. Transaction costs are not taken into account. Net asset value total return The theoretical total return on shareholders' funds per share reflecting the change in Net

Asset Value (NAV) assuming that dividends paid to shareholders were reinvested at NAV at the time the shares were quoted ex-dividend. A way of measuring investment management performance of investment trusts which is not affected by movements in discounts/premiums.

Yield Calculated by dividing the current financial year's dividends per share (this will include prospective dividends) by the current price per share, then multiplying by 100 to arrive at a percentage figure.

Ongoing charges The total expenses for the financial year (excluding performance fee), divided by the average daily net assets, multiplied by 100.

• Not all the investments in this portfolio are made in Sterling, so exchange rates could affect the value of and income from your investment.
• If a fund is a specialist country-specific or geographic regional fund, the investment carries greater risk than a more internationally diversified portfolio.
• Higher-yielding bonds are issued by companies that may have greater difficulty in repaying their financial obligations. High yield bonds are not traded as frequently as government bonds and therefore may be more difficult to trade in distressed markets.

How to invest

To find out more visit www.janushendersoninvestmenttrusts.com

Other documents available online

To see the Annual Report, KID and latest fund manager commentary, visit www.hendersondiversifiedincome.com

Customer services 0800 832 832

www.hendersondiversifiedincome.com

© Copyright 2022 Morningstar. All rights reserved. The information contained herein: (1) is proprietary to Morningstar and/or its content providers; (2) may not be copied or distributed; and (3) is not warranted to be accurate, complete or timely. Neither Morningstar nor its content providers are responsible for any damages or losses arising from any use of this information. Past performance does not predict future returns. Not for onward distribution. Before investing in an investment trust referred to in this document, you should satisfy yourself as to its suitability and the risks involved, you may wish to consult a financial adviser. This is a marketing communication. Please refer to the AIFMD Disclosure document and Annual Report of the AIF before making any final investment decisions. Past performance does not predict future returns. The value of an investment and the income from it can fall as well as rise and you may not get back the amount originally invested. Tax assumptions and reliefs depend upon an investor's particular circumstances and may change if those circumstances or the law change. Nothing in this document is intended to or should be construed as advice. This document is not a recommendation to sell or purchase any investment. It does not form part of any contract for the sale or purchase of any investment. We may record telephone calls for our mutual protection, to improve customer service and for regulatory record keeping purposes. Issued in the UK by Janus Henderson Investors. Janus Henderson Investors is the name under which investment products and services are provided by Janus Henderson Investors International Limited (reg no. 3594615), Janus Henderson Investors UK Limited (reg. no. 906355), Janus Henderson Fund Management UK Limited (reg. no. 2678531), Henderson Equity Partners Limited (reg. no.2606646), (each registered in England and Wales at 201 Bishopsgate, London EC2M 3AE and regulated by the Financial Conduct Authority) and Henderson Management S.A. (reg no. B22848 at 2 Rue de Bitbourg, L-1273, Luxembourg and regulated by the Commission de Surveillance du Secteur Financier). Janus Henderson, Knowledge Shared and Knowledge Labs are trademarks of Janus Henderson Group plc or one of its subsidiaries. © Janus Henderson Group plc. D10028

Specific risks

other non-fully funded instruments or techniques. Leverage The Trust's leverage is the sum of financial gearing and synthetic gearing. Details of the Trust's leverage limits can be found in both the Key Information Document and Annual Report. Where a trust utilises leverage, the profits and losses incurred by the trust can be greater than those of a trust that does not use leverage.

Gearing The effect of borrowing money for investment purposes (financial gearing). The amount a company can "gear" is the amount it can borrow in order to invest. Gearing is used in the expectation that the returns on the investments bought will exceed the costs of the borrowings that funded the purchase. This Company can also use synthetic gearing through derivatives and foreign exchange hedging and/or

Net cash A company's net exposure to cash/cash equivalents expressed as a percentage of shareholders' funds, after any offset against its gearing. This is only shown for companies that have gearing in place.

Net gearing A company's total assets (less cash/cash equivalents) divided by shareholders' funds expressed as a percentage.

Risk rating The key measure used to assess risk is volatility of returns, using historic net asset value (NAV) performance of the trust over 1 and 3 years. In this instance volatility measures how much a trust's NAV fluctuates over time in relation to the UK Equity market. The higher a volatility figure, the more the NAV has fluctuated (both up and down) over time. Please note that risk categorisations are indicative and based principally on historic data and should not be solely relied upon when making investment decisions.

For a full list of terminology please visit:

www.janushendersoninvestmenttrusts.com