The Fund’s investment objective is to provide
investors with returns that match the price return
of the SPDR® S&P 500® ETF Trust up to a
predetermined upside cap while seeking to
maximize the downside protection against the
SPDR® S&P 500® ETF Trust’s losses over the
one-year Target Outcome Period. In seeking to
achieve this investment objective, the Fund’s
approximate upside cap over the period October
1, 2026 through September 30, 2027 is 8.69%
(before fees and expenses). The downside buffer
for the period is 100% (before fees and
expenses).