Just Annual Report and Accounts 2021

FINANCIAL STATEMENTS

STRATEGIC REPORT

GOVERNANCE

Management expenses Management expenses have decreased by 8% to £147m (2020: £159m). A formal three year cost reduction programme concluded at the end of 2021. Going forward, we will continue to maintain a focus on cost control, with premium and business growth to outpace costs, thus further improving operational leverage. In-force operating profit In-force operating profit decreased by 8% to £90m (2020: £98m) with 2020 profit inflated due to the elevated credit spreads following the onset of COVID-19. Aside from reduced profit emerging due to credit spreads, the Group’s in-force operating profit benefited from a growing in-force book of business and higher surplus assets. Other Group companies’ operating results The operating result for other Group companies was a loss of £15m in 2021 (2020: loss of £17m). These costs arise from the holding company, Just Group plc, and the HUB group of businesses. Development expenditure Development expenditure mainly relates to product development and new initiatives, such as LTMmedical underwriting and new capital light products. It also includes preparations for the new insurance accounting standard IFRS 17 and distribution improvements such as online capability and digital access. Reinsurance and finance costs Reinsurance and finance costs include the coupon on the Group’s Restricted Tier 1 notes, as well as the interest payable on the Group’s Tier 2 and Tier 3 notes. The increase for the year is due to a full 12 months of coupon on the Green £250m Tier 2 notes issued in October 2020. In September 2021, we opportunistically refinanced the 2019 issued Restricted Tier 1 bond and issued a new £325m Sustainability Restricted Tier 1 bond. This discrete bond refinancing will reduce the future interest costs on the RT1 component of the capital structure by £12m pre-tax per annum, while also lengthening the maturity by at least 7.5 years, with a call option available fromMarch 2031. Operating experience and assumption changes The Group has paid close attention to developments as the COVID-19 vaccine and subsequent booster programme rolls out across the population, in particular with its customer base, many of whom are in the more vulnerable category. The long-term impact of the COVID-19 pandemic on the population, including the health of those who recovered from the disease, the future efficacy of the various vaccines and secondary impacts such as delayed diagnosis for other illnesses or behavioural changes continue to be difficult to assess with any confidence. Given this on-going uncertainty over the impact of COVID-19 on longer termmortality, the Group has made no changes to its long-termmortality assumptions at 31 December 2021, but will continue to assess actively during 2022. Sensitivity analysis is shown in notes 17 and 23, which sets out the impact on the IFRS results from changes to key assumptions, including mortality and property.

Overall, positive operating experience and assumption changes of £28mwere reported in 2021 (2020: £46m). The overall net £33m of positive experience variance reflected the largely COVID-19 driven impact of increased mortality in our annuitant customers, offset by increased early redemptions, in part mortality driven, within our LTM book. Assumption changes were negligible and combined to a £5m reserve strengthening. In 2020, assumption changes driven by the adoption of CMI_19 across our product range combined to a net £26m release. On a statutory IFRS basis, the Restricted Tier 1 coupon is accounted for as a distribution of capital, consistent with the classification of the Restricted Tier 1 notes as equity, but the coupon is included as a finance cost on an adjusted operating profit basis.

RETIREMENT INCOME SALES

Year ended 31 December 2021 £m

Year ended 31 December 2020 £m

Change %

Defined Benefit De-risking Solutions (“DB”) Guaranteed Income for Life Solutions (“GIfL”)

1,935

1,508

28

688

586

17

51

Care Plans (“CP”)

51

Retirement Income sales

2,674

2,145

25

Retirement Income sales for 2021 increased by 25% to £2,674m (2020: £2,145m).

DB sales were £1,935m, an increase of 28%, and a record for the Group. In early 2021 we expanded our proposition in the DB de-risking market to meet fully the needs of schemes and trustees. As a consequence of multi-year de-risking journeys, scheme funding levels across the industry have improved. This has increased the deferred part of the DB market with more schemes able to afford full scheme de-risking and buyout as opposed to pensioner only de-risking. We expect this trend to continue. Adding DB deferred capability to our proposition has enhanced the opportunity available to us in the £2.3tn DB liability market, thus increasing our ability to risk select and triage the industry pipeline. The defined benefit de-risking market was subdued in the first half of 2021, however activity rebounded in the second half. For the year as a whole, we completed 29 transactions (2020: 23 transactions). Our efforts in 2021 were recognised by being named “Risk Management Provider of the Year” at the Pensions Age awards in February 2022. The heightened activity in the second half of 2021 has created strong momentum in the market year to date. Willis Towers Watson are predicting a £40bn buy-in/buy-out market in 2022 (Just estimate £28–30bn in 2021), with the long-term growth opportunity even more substantial. Lane Clark Peacock (“LCP”) have cumulatively forecast £150–£250bn of buy-in/buy-out transactions over the next five years, and thereafter rising beyond £50bn per annum, potentially to £100bn per annum by 2030, as funding deficits amongst the largest pension schemes are gradually closed. Up to £650bn of DB buy-in and buy-out transactions are forecast over the decade to 2030.

51

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