INDICES

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

*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”).