Sustainability-Related Disclosures

FII makes available to its institutional clients certain ESG Strategies that can be implemented in an institutional client’s investment portfolio. By implementing an ESG Strategy in an institutional client’s investment portfolio, such portfolio is considered an Article 8 or Article 9 financial product under SFDR, which requires certain portfolio-specific disclosures to be provided on FII’s website. However, FII considers the management of its institutional client’s investment portfolio to be confidential, and will not publish portfolio-specific sustainability disclosures on its website. Instead, FII publishes the below information about the ESG Strategies at the model level, which will include SFDR periodic reporting on the performance of such ESG Strategies from a sustainability perspective.