The Fund seeks to match, at the end of the current Outcome Period, the share price returns of the SPDR^® S&P 500^® ETF Trust (the “Underlying ETF”), up to a specified upside Cap, while providing a Buffer against the first 10% of Underlying ETF losses. The Cap and the Buffer will be reduced after taking into account management fees and other Fund fees and expenses. The current Outcome Period is from August 1, 2026 to July 31, 2027.

The Fund seeks to match, at the end of the current Outcome Period, the share price returns of the SPDR^® S&P 500^® ETF Trust (the “Underlying ETF”), up to a specified upside Cap, while providing a Buffer against the first 20% of Underlying ETF losses. The Cap and the Buffer will be reduced after taking into account management fees and other Fund fees and expenses. The current Outcome Period is from August 1, 2026 to July 31, 2027.

The Fund seeks to match, at the end of the current Outcome Period, the share price returns of the SPDR^® S&P 500^® ETF Trust (the “Underlying ETF”), up to a specified upside Cap, while providing a Buffer against the first 10% of Underlying ETF losses. The Cap and the Buffer will be reduced after taking into account management fees and other Fund fees and expenses. The current Outcome Period is from August 1, 2026 to January 31, 2027.

The Fund seeks to provide, at the end of the current Outcome Period, returns that track the share price returns of the SPDR^® S&P 500^® ETF Trust (the “Underlying “ETF”) that are in excess of the Spread in positive market environments, while providing downside protection with a Buffer against the first 15% of Underlying ETF losses. The stated Spread and Buffer are before Fund fees and expenses. The current Outcome Period is from August 1, 2026 to July 31, 2027.