Dividend Multiplier Indices1

Metaurus US Large Cap Dividend Multiplier Index Total Return – Series 400

Description: The index utilizes a rules-based strategy designed to provide exposure to 400% of the dividend yield of the S&P 500® and modestly reduced exposure to the price return of the S&P 500 Index.* The index is rebalanced annually.

  • Index Ticker: YLDX400T
  • Index Calculation Agent: S&P Dow Jones Indices - Access

Metaurus US Large Cap Dividend Multiplier Index Total Return – Series 300

Description: The index utilizes a rules-based strategy designed to provide exposure to 300% of the dividend yield of the S&P 500*and modestly reduced exposure to the price return of the S&P 500 Index.* The index is rebalanced annually.

  • Index Ticker: YLDX300T
  • Index Calculation Agent: S&P Dow Jones Indices - Access

Isolated Component Indices

Metaurus US Cumulative Dividend Index – Series 2027 2

Description: The index is designed to represent the actual dividends paid by the S&P 500,* without stock price exposure, through the S&P 500 Dividend Index Futures 2027 expiry.

Metaurus US Ex-Dividend Index – Series 2027 3

Description: The index is designed to represent the current value of 0.25 shares of SPDR S&P 500* ETF, less the present value of ordinary cash dividends through 2027 expiry.

Index Data (As of TBD) Price Daily Change Daily % Change
Metaurus U.S. Cumulative Dividend Index - Series 2027 10.60 0.03 0.28%
Metaurus U.S. Ex-Dividend Index - Series 2027 93.14 -0.11 -0.12%

Index performance does not reflect any management fees, transaction costs or expenses. Indexes are unmanaged and one cannot invest directly in an index. Index returns are for illustrative purposes only.

*S&P, S&P 500, S&P Dividend Futures, and S&P Dow Jones Indices are registered trademarks of S&P Global, Inc. or its affiliates.

1 The Metaurus US Large Cap Dividend Multiplier Index – Series 300 and The Metaurus US Large Cap Dividend Multiplier Index – Series 400 (the “Indices”) are the property of Metaurus Advisors LLC, which has contracted with S&P Opco, LLC (a subsidiary of S&P Dow Jones Indices LLC) to calculate and maintain the Indices. The Indices are not sponsored by S&P Dow Jones Indices or its affiliates or its third party licensors (collectively, “S&P Dow Jones Indices”). S&P Dow Jones Indices will not be liable for any errors or omissions in calculating the Indices. “Calculated by S&P Dow Jones Indices” and the related stylized mark(s) are service marks of S&P Dow Jones Indices and have been licensed for use by Metaurus Advisors LLC. S&P® is a registered trademark of Standard & Poor’s Financial Services LLC (“SPFS”), and Dow Jones® is a registered trademark of Dow Jones Trademark Holdings LLC (“Dow Jones”).

2 The Metaurus U.S. Cumulative Dividends Index – Series 2027 (the “Dividends Index”, the “Index”) is an index calculated, maintained and published by Solactive AG. The Index aims to represent the discounted present value of all listed annual S&P 500 Dividend Index Futures contracts out to and including the December 2027 dividend futures expiry. To accomplish this, each S&P 500 Dividend Index Future market price will be discounted by using the computed yield of a specified U.S. Treasury Security with a similar or prior maturity date as the corresponding S&P 500 Dividend Index Future expiry. The Index is a price only index (not a total return index). The Funds are not sponsored, promoted, sold or supported in any other manner by Solactive AG nor does Solactive AG offer any express or implicit guarantee or assurance either with regard to the results of using the Metaurus U.S. Dividend and Ex-Dividend Indexes and/or Index trademark or the Index Price at any time or in any other respect.

3 The Metaurus U.S. Equity Ex-Dividends Index – Series 2027 (the “Ex-Dividends Index”, the “Index”) is an Index of Solactive AG and is calculated and distributed by Solactive AG. The Index aims to represent the current value of 0.25 shares of SPDR S&P 500 ETF (“SPY”), less the current value of ordinary cash dividends expected to be paid on the S&P 500 Index until the Fund’s maturity as represented by the Metaurus U.S. Equity Cumulative Dividends Index - Series 2027 (the “Dividend Index”). The Dividend Index aims to represent the discounted present value of all listed annual S&P 500 Dividend Index Futures contracts (“S&P 500 Dividend Futures Contracts”) out to and including the December 2027 dividends futures expiry. The Index is a price only index. The Funds are not sponsored, promoted, sold or supported in any other manner by Solactive AG nor does Solactive AG offer any express or implicit guarantee or assurance either with regard to the results of using the Metaurus U.S. Dividend and Ex-Dividend Indexes and/or Index trademark or the Index Price at any time or in any other respect.