GBXA

The Fund seeks to achieve a total return, for a specified Outcome Period (, that corresponds generally, before fees and expenses, to the share price return of the SPDR Portfolio S&P 500 ETF (SPLG) (the "Underlying ETF") or other ETFs that track the S&P 500 Index (the "Underlying ETF's Index") up to a "cap" while providing a downside "buffer" and "deep downside protection" against losses over the Outcome Period. Although the Fund seeks to implement a targeted outcome strategy, there is no guarantee that the Fund will successfully achieve its investment objective or any targeted outcomes. An investor may lose some or all of their investment in the Fund. The Fund's Outcome Periods are the three-month periods from January 1 to March 31, April 1 to June 30, July 1 to September 30 and October 1 to December 31. The Fund, and therefore its investors, will participate in Underlying ETF losses up to approximately 5% (the "Initial Loss") before the Buffer, as defined below, takes effect. After the Initial Loss has occurred, the Fund seeks to provide a downside buffer against approximately 10% of additional Underlying ETF losses (i.e., Underlying ETF losses between 5% and 15%) over each Outcome Period, before the deduction of Fund fees and expenses (the "Buffer").