Historical Current Limits on Index Gains

EX-99.(R) 7 d871000dex99r.htm HISTORICAL CURRENT LIMITS ON INDEX GAINS Historical Current Limits on Index Gains

HISTORICAL CURRENT LIMITS on INDEX GAINS

For The Year Ended December 31, 2024

Structured Capital Strategies PLUS 21 ADV Shares


	01/04/2024	01/11/2024	01/18/2024	01/25/2024	02/01/2024	02/08/2024	02/15/2024	02/22/2024	02/29/2024	03/07/2024	03/14/2024
Russell 2000 Step Up 6 Yr -10% Buffer
NASDAQ 100 Standard 1 Year -10% Buffer	22	22	22	22	20	20	20	20	20	20	20
MSCI EAFE Dual Direction 6 Yr -10% Buffer	800	800	800	800	800	800	800	800	800	800	800
S&P 500 Dual Step Up 1 Yr -20% Buffer
NASDAQ 100 Step Up 1 Year -15% Buffer	12.5	12.5	12.5	12.5	12	12	12	12	12	12	12
Russell 2000 Dual Direction 6 Yr -10% Buffer	250	250	250	250	250	250	250	250	250	250	250
S&P 500 Standard 6 Year -10% Buffer	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped
S&P 500 Annual Lock 6 Year -10% Buffer	21	21	21	21	20	20	20	20	20	20	20
MSCI EAFE Annual Lock 6 Year -10% Buffer	26	26	26	26	26	26	26	26	26	26	26
S&P 500 Dual Direction 1 Yr -15% Buffer	10.5	10.5	10.5	10.5	9.5	9.5	9.5	9.5	9.5	9.5	9.5
Russell 2000 Standard 1 Year -10% Buffer	24.5	24.5	24.5	24.5	24	24	24	24	24	24	24
S&P 500 Dual Direction 1 Yr -20% Buffer
Russell 2000 Dual Direction 6 Yr -20% Buffer	140	140	140	140	140	140	140	140	140	140	140
S&P 500 Dual Step Up 1 Yr -10% Buffer	9	9	9	9	8.5	8.5	8.5	8.5	8.5	8.5	8.5
MSCI EAFE Step Up 6 Yr -10% Buffer
Russell 2000 Standard 1 Year -20% Buffer	16.5	16.5	16.5	16.5	15.5	15.5	15.5	15.5	15.5	15.5	15.5

HISTORICAL CURRENT LIMITS on INDEX GAINS

For The Year Ended December 31, 2024

Structured Capital Strategies PLUS 21 ADV Shares


	01/04/2024	01/11/2024	01/18/2024	01/25/2024	02/01/2024	02/08/2024	02/15/2024	02/22/2024	02/29/2024	03/07/2024	03/14/2024
S&P 500 Enhanced Upside 125% 6 Yr -10% Buffer	165	165	165	165	125	125	125	125	125	125	125
NASDAQ 100 Step Up 6 Yr -10% Buffer
MSCI EAFE Annual Lock 6 Year -10% Buffer	26	26	26	26	26	26	26	26	26	26	26
Russell 2000 Standard 6 Year -10% Buffer	275	275	275	275	275	275	275	275	275	275	275
NASDAQ 100 Dual Direction 1 Yr -15% Buffer	13	13	13	13	12	12	12	12	12	12	12
EURO STOXX 50 Standard 1 Yr -10% Buffer	123.5	123.5	123.5	123.5	123.5	123.5	123.5	123.5	123.5	123.5	123.5
MSCI EAFE Standard 1 Year -40% Buffer	12	12	12	12	16	16	15	15	15	15	15
Russell 2000 Dual Step Up 1 Yr -15% Buffer	9.5	9.5	9.5	9.5	8.5	8.5	8.5	8.5	8.5	9	9
MSCI EAFE Standard 1 Year -10% Buffer	30	30	30	30	60	60	30	30	30	30	30
MSCI EAFE Standard 6 Year -40% Buffer	350	350	350	350	350	350	350	350	350	350	350
Russell 2000 Standard 6 Year -40% Buffer	140	140	140	140	125	125	125	125	125	125	125
MSCI EAFE Dual Direction 6 Yr -15% Buffer	600	600	600	600	600	600	600	600	600	600	600
MSCI EAFE Standard 6 Year -15% Buffer	900	900	900	900	900	900	900	900	900	900	900
MSCI EAFE Step Up 1 Yr -15% Buffer	10.5	10.5	10.5	10.5	11	11	10.5	10.5	10.5	10.5	10.5
S&P 500 Enhanced Upside 110% 6 Yr -10% Buffer	275	275	275	275	275	275	275	275	275	275	275
MSCI EAFE Dual Step Up 1 Yr -20% Buffer

HISTORICAL CURRENT LIMITS on INDEX GAINS

For The Year Ended December 31, 2024

Structured Capital Strategies PLUS 21 ADV Shares


	01/04/2024	01/11/2024	01/18/2024	01/25/2024	02/01/2024	02/08/2024	02/15/2024	02/22/2024	02/29/2024	03/07/2024	03/14/2024
Russell 2000 Dual Step Up 1 Yr -20% Buffer
MSCI EAFE Dual Direction 6 Yr -20% Buffer	400	400	400	400	400	400	400	400	400	400	400
S&P 500 Standard 1 Year -10% Buffer	18.5	18.5	18.5	18.5	17	17	17	17	17	17	17
NASDAQ 100 Standard 6 Year -40% Buffer	120	120	120	120	100	100	100	100	100	100	100
MSCI EAFE Standard 6 Year -10% Buffer	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped
NASDAQ 100 Dual Step Up 1 Yr -10% Buffer	11	11	11	11	10.5	10.5	10.5	10.5	10.5	10.5	10.5
S&P 500 Dual Direction 6 Yr -20% Buffer	250	250	250	250	250	250	250	250	250	250	250
S&P 500 Enhanced Upside 125% 6 Yr -15%	115	115	115	115	100	100	100	100	100	100	100
S&P 500 Enhanced Upside 110% 6 Yr -10%	275	275	275	275	275	275	275	275	275	275	275
MSCI EAFE Dual Step Up 1 Yr -15% Buffer	7.5	7.5	7.5	7.5	7.5	7.5	7.5	7.5	7.5	7.5	7.5
S&P 500 Standard 6 Year -15% Buffer	800	800	800	800	800	800	800	800	800	800	800
NASDAQ 100 Dual Direction 6 Yr -10% Buffer	190	190	190	190	180	180	180	180	180	180	180
S&P 500 Standard 1 Year -30% Buffer
NASDAQ 100 Standard 6 Year -20% Buffer	150	150	150	150	140	140	140	140	140	140	140
NASDAQ 100 Standard 1 Year -30% Buffer
S&P 500 Standard 6 Year -20% Buffer	600	600	600	600	600	600	600	600	600	600	600

HISTORICAL CURRENT LIMITS on INDEX GAINS

For The Year Ended December 31, 2024

Structured Capital Strategies PLUS 21 ADV Shares


	01/04/2024	01/11/2024	01/18/2024	01/25/2024	02/01/2024	02/08/2024	02/15/2024	02/22/2024	02/29/2024	03/07/2024	03/14/2024
NASDAQ 100 Standard 6 Year -15% Buffer	190	190	190	190	180	180	180	180	180	180	180
S&P 500 Enhanced Upside 125% 1 Yr -10% Buffer	14.5	14.5	14.5	14.5	14	14	14	14	14	14	14
Russell 2000 Step Up 1 Yr -10% Buffer	14	14	14	14	13	13	13	13	13	14	14
S&P 500 Enhanced Upside 110% 6 Yr -15%	190	190	190	190	190	190	190	190	190	190	190
MSCI EAFE Standard 6 Year -20% Buffer	700	700	700	700	700	700	700	700	700	700	700
Russell 2000 Standard 1 Year -40% Buffer	12.5	12.5	12.5	12.5	12	12	12	12	12	12	12
MSCI EAFE Dual Step Up 1 Yr -10% Buffer	9	9	9	9	9	9	9	9	9	9	9
MSCI EAFE Standard 6 Year -10% Buffer	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped
S&P 500 Dual Direction 6 Yr -15% Buffer	550	550	550	550	550	550	550	550	550	550	550
S&P 500 Standard 6 Year -40% Buffer	245	245	245	245	200	200	200	200	200	200	200
NASDAQ 100 Standard 1 Year -40% Buffer	11.5	11.5	11.5	11.5	9.5	9.5	9.5	9.5	9.5	10	10
Russell 2000 Standard 6 Year -15% Buffer	235	235	235	235	215	215	215	215	215	215	215
S&P 500 Enhanced Upside 125% 6 Yr -15% Buffer	115	115	115	115	100	100	100	100	100	100	100
Russell 2000 Standard 6 Year -30% Buffer
Russell 2000 Dual Direction 1 Yr -10% Buffer	18.5	18.5	18.5	18.5	18.5	18.5	18.5	18.5	18.5	18.5	18.5
NASDAQ 100 Dual Direction 1 Yr -10% Buffer	18	18	18	18	17	17	17	17	17	17	17

HISTORICAL CURRENT LIMITS on INDEX GAINS

For The Year Ended December 31, 2024

Structured Capital Strategies PLUS 21 ADV Shares


	01/04/2024	01/11/2024	01/18/2024	01/25/2024	02/01/2024	02/08/2024	02/15/2024	02/22/2024	02/29/2024	03/07/2024	03/14/2024
MSCI EAFE Standard 1 Year -30% Buffer
S&P 500 Loss Limiter 95 6 Yr -10% Buffer	135	135	135	135	100	100	100	100	100	100	100
MSCI EAFE Dual Direction 1 Yr -20% Buffer
MSCI EM Standard 1 Year -15% Buffer	23.5	23.5	23.5	23.5	23.5	23.5	23.5	23.5	23.5	23.5	23.5
EURO STOXX 50 Standard 1 Year -15% Buffer	64.5	64.5	64.5	64.5	64.5	64.5	64.5	64.5	64.5	64.5	64.5
MSCI EAFE Standard 6 Year -30% Buffer
MSCI EAFE Standard 1 Year -15% Buffer	21	21	21	21	30	30	25	25	25	25	25
NASDAQ 100 Dual Step Up 1 Yr -15% Buffer	9.5	9.5	9.5	9.5	8.8	8.8	8.8	8.8	8.8	8.8	8.8
Russell 2000 Standard 1 Year -30% Buffer
NASDAQ 100 Dual Direction 1 Yr -20% Buffer
Russell 2000 Standard 1 Year -15% Buffer	19.5	19.5	19.5	19.5	18.5	18.5	18.5	18.5	18.5	18.5	18.5
S&P 500 Dual Direction 1 Yr -10% Buffer	14.5	14.5	14.5	14.5	13.5	13.5	13.5	13.5	13.5	13.5	13.5
MSCI EAFE Standard 1 Year -20% Buffer	16.5	16.5	16.5	16.5	20	20	17	17	17	17	17
Russell 2000 Standard 6 Year -20% Buffer	165	165	165	165	155	155	155	155	155	155	155
S&P 500 Step Up 1 Yr -15% Buffer	10	10	10	10	9.5	9.5	9.5	9.5	9.5	9.5	9.5
MSCI EAFE Dual Direction 1 Yr -10% Buffer	20	20	20	20	50	50	20	20	20	20	20

HISTORICAL CURRENT LIMITS on INDEX GAINS

For The Year Ended December 31, 2024

Structured Capital Strategies PLUS 21 ADV Shares


	01/04/2024	01/11/2024	01/18/2024	01/25/2024	02/01/2024	02/08/2024	02/15/2024	02/22/2024	02/29/2024	03/07/2024	03/14/2024
NASDAQ 100 Step Up 1 Year -10% Buffer	13.5	13.5	13.5	13.5	13	13	13	13	13	13	13
Russell 2000 Dual Direction 6 Yr -15% Buffer	200	200	200	200	200	200	200	200	200	200	200
NASDAQ 100 Standard 6 Year -10% Buffer	225	225	225	225	225	225	225	225	225	225	225
MSCI EM Standard 1 Year -10% Buffer	40	40	40	40	40	40	40	40	40	40	40
Russell 2000 Dual Direction 1 Yr -15% Buffer	13.5	13.5	13.5	13.5	13	13	13	13	13	13	13
NASDAQ 100 Annual Lock 6 Yr -10% Buffer	20.5	20.5	20.5	20.5	19.5	19.5	19.5	19.5	19.5	19.5	19.5
NASDAQ 100 Dual Direction 6 Yr -15% Buffer	150	150	150	150	145	145	145	145	145	145	145
EURO STOXX 50 Standard 1 Year -10% Buffer	123.5	123.5	123.5	123.5	123.5	123.5	123.5	123.5	123.5	123.5	123.5
MSCI EAFE Standard 6 Year -20% Buffer	700	700	700	700	700	700	700	700	700	700	700
NASDAQ 100 Standard 1 Year -15% Buffer	17.5	17.5	17.5	17.5	15.5	15.5	15.5	15.5	15.5	15.5	15.5
S&P 500 Enhanced Upside 125% 6 Yr -10%	165	165	165	165	125	125	125	125	125	125	125
Russell 2000 Step Up 1 Yr -15% Buffer	12.5	12.5	12.5	12.5	11.5	11.5	11.5	11.5	11.5	12.3	12.3
S&P 500 Dual Step Up 1 Yr -15% Buffer	8	8	8	8	7.3	7.3	7.3	7.3	7.3	7.3	7.3
S&P 500 Standard 1 Year -40% Buffer	10.5	10.5	10.5	10.5	10	10	10	10	10	10	10
S&P 500 Step Up 6 Yr -10% Buffer	60	60	60	60	60	60	60	60	60	60	60
S&P 500 Step Up 1 Yr -10% Buffer	11	11	11	11	10.5	10.5	10.5	10.5	10.5	10.5	10.5

HISTORICAL CURRENT LIMITS on INDEX GAINS

For The Year Ended December 31, 2024

Structured Capital Strategies PLUS 21 ADV Shares


	01/04/2024	01/11/2024	01/18/2024	01/25/2024	02/01/2024	02/08/2024	02/15/2024	02/22/2024	02/29/2024	03/07/2024	03/14/2024
NASDAQ 100 Dual Step Up 1 Yr -20% Buffer
MSCI EAFE Dual Direction 1 Yr -15% Buffer	11.5	11.5	11.5	11.5	13.5	13.5	8.5	8.5	8.5	8.5	8.5
MSCI EAFE Standard 6 Year -15% Buffer	900	900	900	900	900	900	900	900	900	900	900
NASDAQ 100 Standard 1 Year -20% Buffer	15	15	15	15	13	13	13	13	13	13.5	13.5
S&P 500 Loss Limiter 90 1 Yr -10% Buffer	12	12	12	12	11.5	11.5	11.5	11.5	11.5	11.5	11.5
S&P 500 Standard 6 Year -30% Buffer
S&P 500 Enhanced Upside 110% 6 Yr -15% Buffer	190	190	190	190	190	190	190	190	190	190	190
S&P 500 Standard 1 Year -15% Buffer	14.5	14.5	14.5	14.5	13.5	13.5	13.5	13.5	13.5	13.5	13.5
Russell 2000 Annual Lock 6 Yr -10% Buff	20.5	20.5	20.5	20.5	20.5	20.5	20.5	20.5	20.5	20.5	20.5
NASDAQ 100 Dual Direction 6 Yr -20% Buffer	100	100	100	100	100	100	100	100	100	100	100
NASDAQ 100 Standard 6 Year -30% Buffer
S&P 500 Dual Direction 6 Yr -10% Buffer	800	800	800	800	800	800	800	800	800	800	800
Russell 2000 Dual Step Up 1 Yr -10% Buffer	11	11	11	11	10	10	10	10	10	10.8	10.8
S&P 500 Standard 1 Year -20% Buffer	13.5	13.5	13.5	13.5	12.5	12.5	12.5	12.5	12.5	12.5	12.5
MSCI EAFE Standard 6 Year -40% Buffer
MSCI EAFE Step Up 1 Yr -10% Buffer	12	12	12	12	13	13	12	12	12	12	12
Russell 2000 Annual Lock 6 Year -10% Buffer	20.5	20.5	20.5	20.5	20.5	20.5	20.5	20.5	20.5	20.5	20.5
Russell 2000 Dual Direction 1 Yr -20% Buffer

HISTORICAL CURRENT LIMITS on INDEX GAINS

For The Year Ended December 31, 2024

Structured Capital Strategies PLUS 21 ADV Shares


	03/21/2024	03/28/2024	04/04/2024	04/11/2024	04/18/2024	04/25/2024	05/02/2024	05/09/2024	05/16/2024	05/23/2024	05/30/2024
Russell 2000 Step Up 6 Yr -10% Buffer
NASDAQ 100 Standard 1 Year -10% Buffer	20	20	20	20	20	20	20	20	20	20	20
MSCI EAFE Dual Direction 6 Yr -10% Buffer	800	800	800	800	800	800	800	800	800	800	800
S&P 500 Dual Step Up 1 Yr -20% Buffer
NASDAQ 100 Step Up 1 Year -15% Buffer	12	12	12	12	12	12	12	12	12	12	12
Russell 2000 Dual Direction 6 Yr -10% Buffer	250	250	250	250	250	250	250	250	250	250	250
S&P 500 Standard 6 Year -10% Buffer	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped
S&P 500 Annual Lock 6 Year -10% Buffer	20	20	20	20	20	20	20	20	20	20	20
MSCI EAFE Annual Lock 6 Year -10% Buffer	26	26	26	26	26	26	26	26	26	26	26
S&P 500 Dual Direction 1 Yr -15% Buffer	9.5	9.5	9.5	9.5	9.5	9.5	9.5	9.5	9.5	9.5	9.5
Russell 2000 Standard 1 Year -10% Buffer	24	24	24	24	24	24	24	24	24	24	24
S&P 500 Dual Direction 1 Yr -20% Buffer
Russell 2000 Dual Direction 6 Yr -20% Buffer	140	140	140	140	140	140	140	140	140	140	140
S&P 500 Dual Step Up 1 Yr -10% Buffer	8.5	8.5	8.5	8.5	8.5	8.5	8.5	8.5	8.5	8.5	8.5
MSCI EAFE Step Up 6 Yr -10% Buffer
Russell 2000 Standard 1 Year -20% Buffer	15.5	15.5	15.5	15.5	15.5	15.5	15.5	15.5	15.5	15.5	15.5

HISTORICAL CURRENT LIMITS on INDEX GAINS

For The Year Ended December 31, 2024

Structured Capital Strategies PLUS 21 ADV Shares


	03/21/2024	03/28/2024	04/04/2024	04/11/2024	04/18/2024	04/25/2024	05/02/2024	05/09/2024	05/16/2024	05/23/2024	05/30/2024
S&P 500 Enhanced Upside 125% 6 Yr -10% Buffer	125	125	125	125	125	125	125	125	125	125	125
NASDAQ 100 Step Up 6 Yr -10% Buffer
MSCI EAFE Annual Lock 6 Year -10% Buffer	26	26	26	26	26	26	26	26	26	26	26
Russell 2000 Standard 6 Year -10% Buffer	275	275	275	275	275	275	275	275	275	275	275
NASDAQ 100 Dual Direction 1 Yr -15% Buffer	12	12	12	12	12	12	12	12	12	12	12
EURO STOXX 50 Standard 1 Yr -10% Buffer	123.5	123.5	123.5	123.5	123.5	123.5	123.5	123.5	123.5	123.5	123.5
MSCI EAFE Standard 1 Year -40% Buffer	15	15	15	15	15	15	15	15	14.5	14.5	14.5
Russell 2000 Dual Step Up 1 Yr -15% Buffer	9	9	9	9	9	9	9	9	9	9	9
MSCI EAFE Standard 1 Year -10% Buffer	30	30	30	30	30	30	30	30	30	30	30
MSCI EAFE Standard 6 Year -40% Buffer	350	350	350	350	350	350	350	350	350	350	350
Russell 2000 Standard 6 Year -40% Buffer	125	125	125	125	125	125	125	125	125	125	125
MSCI EAFE Dual Direction 6 Yr -15% Buffer	600	600	600	600	600	600	600	600	600	600	600
MSCI EAFE Standard 6 Year -15% Buffer	900	900	900	900	900	900	900	900	900	900	900
MSCI EAFE Step Up 1 Yr -15% Buffer	10.5	10.5	10.5	10.5	10.5	10.5	10.5	10.5	10	10	10
S&P 500 Enhanced Upside 110% 6 Yr -10% Buffer	275	275	275	275	275	275	275	275	275	275	275
MSCI EAFE Dual Step Up 1 Yr -20% Buffer

HISTORICAL CURRENT LIMITS on INDEX GAINS

For The Year Ended December 31, 2024

Structured Capital Strategies PLUS 21 ADV Shares


	03/21/2024	03/28/2024	04/04/2024	04/11/2024	04/18/2024	04/25/2024	05/02/2024	05/09/2024	05/16/2024	05/23/2024	05/30/2024
Russell 2000 Dual Step Up 1 Yr -20% Buffer
MSCI EAFE Dual Direction 6 Yr -20% Buffer	400	400	400	400	400	400	400	400	400	400	400
S&P 500 Standard 1 Year -10% Buffer	17	17	17	17	17	17	17	17	17	17	17
NASDAQ 100 Standard 6 Year -40% Buffer	100	100	100	100	100	100	100	100	100	100	100
MSCI EAFE Standard 6 Year -10% Buffer	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped
NASDAQ 100 Dual Step Up 1 Yr -10% Buffer	10.5	10.5	10.5	10.5	10.5	10.5	10.5	10.5	10.5	10.5	10.5
S&P 500 Dual Direction 6 Yr -20% Buffer	250	250	250	250	250	250	250	250	250	250	250
S&P 500 Enhanced Upside 125% 6 Yr -15%	100	100	100	100	100	100	100	100	100	100	100
S&P 500 Enhanced Upside 110% 6 Yr -10%	275	275	275	275	275	275	275	275	275	275	275
MSCI EAFE Dual Step Up 1 Yr -15% Buffer	7.5	7.5	7.5	7.5	7.5	7.5	7.5	7.5	7.5	7.5	7.5
S&P 500 Standard 6 Year -15% Buffer	800	800	800	800	800	800	800	800	800	800	800
NASDAQ 100 Dual Direction 6 Yr -10% Buffer	180	180	180	180	180	180	180	180	180	180	180
S&P 500 Standard 1 Year -30% Buffer
NASDAQ 100 Standard 6 Year -20% Buffer	140	140	140	140	140	140	140	140	140	140	140
NASDAQ 100 Standard 1 Year -30% Buffer
S&P 500 Standard 6 Year -20% Buffer	600	600	600	600	600	600	600	600	600	600	600

HISTORICAL CURRENT LIMITS on INDEX GAINS

For The Year Ended December 31, 2024

Structured Capital Strategies PLUS 21 ADV Shares


	03/21/2024	03/28/2024	04/04/2024	04/11/2024	04/18/2024	04/25/2024	05/02/2024	05/09/2024	05/16/2024	05/23/2024	05/30/2024
NASDAQ 100 Standard 6 Year -15% Buffer	180	180	180	180	180	180	180	180	180	180	180
S&P 500 Enhanced Upside 125% 1 Yr -10% Buffer	14	14	14	14	14	14	14	14	14	14	14
Russell 2000 Step Up 1 Yr -10% Buffer	14	14	14	14	14	14	14	14	14	14	14
S&P 500 Enhanced Upside 110% 6 Yr -15%	190	190	190	190	190	190	190	190	190	190	190
MSCI EAFE Standard 6 Year -20% Buffer	700	700	700	700	700	700	700	700	700	700	700
Russell 2000 Standard 1 Year -40% Buffer	12	12	12	12	12	12	12	12	12	12	12
MSCI EAFE Dual Step Up 1 Yr -10% Buffer	9	9	9	9	9	9	9	9	8.5	8.5	8.5
MSCI EAFE Standard 6 Year -10% Buffer	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped
S&P 500 Dual Direction 6 Yr -15% Buffer	550	550	550	550	550	550	550	550	550	550	550
S&P 500 Standard 6 Year -40% Buffer	200	200	200	200	200	200	200	200	200	200	200
NASDAQ 100 Standard 1 Year -40% Buffer	10	10	10	10	10	10	10	10	10	10	10
Russell 2000 Standard 6 Year -15% Buffer	215	215	215	215	215	215	215	215	215	215	215
S&P 500 Enhanced Upside 125% 6 Yr -15% Buffer	100	100	100	100	100	100	100	100	100	100	100
Russell 2000 Standard 6 Year -30% Buffer
Russell 2000 Dual Direction 1 Yr -10% Buffer	18.5	18.5	18.5	18.5	18.5	18.5	18.5	18.5	18.5	18.5	18.5

HISTORICAL CURRENT LIMITS on INDEX GAINS

For The Year Ended December 31, 2024

Structured Capital Strategies PLUS 21 ADV Shares


	03/21/2024	03/28/2024	04/04/2024	04/11/2024	04/18/2024	04/25/2024	05/02/2024	05/09/2024	05/16/2024	05/23/2024	05/30/2024
NASDAQ 100 Dual Direction 1 Yr -10% Buffer	17	17	17	17	17	17	17	17	17	17	17
MSCI EAFE Standard 1 Year -30% Buffer
S&P 500 Loss Limiter 95 6 Yr -10% Buffer	100	100	100	100	100	100	100	100	100	100	100
MSCI EAFE Dual Direction 1 Yr -20% Buffer
MSCI EM Standard 1 Year -15% Buffer	23.5	23.5	23.5	23.5	23.5	23.5	23.5	23.5	23.5	23.5	23.5
EURO STOXX 50 Standard 1 Year -15% Buffer	64.5	64.5	64.5	64.5	64.5	64.5	64.5	64.5	64.5	64.5	64.5
MSCI EAFE Standard 6 Year -30% Buffer
MSCI EAFE Standard 1 Year -15% Buffer	25	25	25	25	25	25	25	25	24.5	24.5	24.5
NASDAQ 100 Dual Step Up 1 Yr -15% Buffer	8.8	8.8	8.8	8.8	8.8	8.8	8.8	8.8	8.8	8.8	8.8
Russell 2000 Standard 1 Year -30% Buffer
NASDAQ 100 Dual Direction 1 Yr -20% Buffer
Russell 2000 Standard 1 Year -15% Buffer	18.5	18.5	18.5	18.5	18.5	18.5	18.5	18.5	18.5	18.5	18.5
S&P 500 Dual Direction 1 Yr -10% Buffer	13.5	13.5	13.5	13.5	13.5	13.5	13.5	13.5	13.5	13.5	13.5
MSCI EAFE Standard 1 Year -20% Buffer	17	17	17	17	17	17	17	17	17	17	17
Russell 2000 Standard 6 Year -20% Buffer	155	155	155	155	155	155	155	155	155	155	155
S&P 500 Step Up 1 Yr -15% Buffer	9.5	9.5	9.5	9.5	9.5	9.5	9.5	9.5	9.5	9.5	9.5

HISTORICAL CURRENT LIMITS on INDEX GAINS

For The Year Ended December 31, 2024

Structured Capital Strategies PLUS 21 ADV Shares


	03/21/2024	03/28/2024	04/04/2024	04/11/2024	04/18/2024	04/25/2024	05/02/2024	05/09/2024	05/16/2024	05/23/2024	05/30/2024
MSCI EAFE Dual Direction 1 Yr -10% Buffer	20	20	20	20	20	20	20	20	20	20	20
NASDAQ 100 Step Up 1 Year -10% Buffer	13	13	13	13	13	13	13	13	13	13	13
Russell 2000 Dual Direction 6 Yr -15% Buffer	200	200	200	200	200	200	200	200	200	200	200
NASDAQ 100 Standard 6 Year -10% Buffer	225	225	225	225	225	225	225	225	225	225	225
MSCI EM Standard 1 Year -10% Buffer	40	40	40	40	40	40	40	40	40	40	40
Russell 2000 Dual Direction 1 Yr -15% Buffer	13	13	13	13	13	13	13	13	12.5	12.5	12.5
NASDAQ 100 Annual Lock 6 Yr -10% Buffer	19.5	19.5	19.5	19.5	19.5	19.5	19.5	19.5	19.5	19.5	19.5
NASDAQ 100 Dual Direction 6 Yr -15% Buffer	145	145	145	145	145	145	145	145	145	145	145
EURO STOXX 50 Standard 1 Year -10% Buffer	123.5	123.5	123.5	123.5	123.5	123.5	123.5	123.5	123.5	123.5	123.5
MSCI EAFE Standard 6 Year -20% Buffer	700	700	700	700	700	700	700	700	700	700	700
NASDAQ 100 Standard 1 Year -15% Buffer	15.5	15.5	15.5	15.5	15.5	15.5	15.5	15.5	15.5	15.5	15.5
S&P 500 Enhanced Upside 125% 6 Yr -10%	125	125	125	125	125	125	125	125	125	125	125
Russell 2000 Step Up 1 Yr -15% Buffer	12.3	12.3	12.3	12.3	12.3	12.3	12.3	12.3	12.3	12.3	12.3
S&P 500 Dual Step Up 1 Yr -15% Buffer	7.3	7.3	7.3	7.3	7.3	7.3	7.3	7.3	7.3	7.3	7.3
S&P 500 Standard 1 Year -40% Buffer	10	10	10	10	10	10	10	10	10	10	10
S&P 500 Step Up 6 Yr -10% Buffer	60	60	60	60	60	60	60	60	60	60	60

HISTORICAL CURRENT LIMITS on INDEX GAINS

For The Year Ended December 31, 2024

Structured Capital Strategies PLUS 21 ADV Shares


	03/21/2024	03/28/2024	04/04/2024	04/11/2024	04/18/2024	04/25/2024	05/02/2024	05/09/2024	05/16/2024	05/23/2024	05/30/2024
S&P 500 Step Up 1 Yr -10% Buffer	10.5	10.5	10.5	10.5	10.5	10.5	10.5	10.5	10.5	10.5	10.5
NASDAQ 100 Dual Step Up 1 Yr -20% Buffer
MSCI EAFE Dual Direction 1 Yr -15% Buffer	8.5	8.5	8.5	8.5	8.5	8.5	8.5	8.5	8.5	8.5	8.5
MSCI EAFE Standard 6 Year -15% Buffer	900	900	900	900	900	900	900	900	900	900	900
NASDAQ 100 Standard 1 Year -20% Buffer	13.5	13.5	13.5	13.5	13.5	13.5	13.5	13.5	13.5	13.5	13.5
S&P 500 Loss Limiter 90 1 Yr -10% Buffer	11.5	11.5	11.5	11.5	11.5	11.5	11.5	11.5	11.5	11.5	11.5
S&P 500 Standard 6 Year -30% Buffer
S&P 500 Enhanced Upside 110% 6 Yr -15% Buffer	190	190	190	190	190	190	190	190	190	190	190
S&P 500 Standard 1 Year -15% Buffer	13.5	13.5	13.5	13.5	13.5	13.5	13.5	13.5	13.5	13.5	13.5
Russell 2000 Annual Lock 6 Yr -10% Buff	20.5	20.5	20.5	20.5	20.5	20.5	20.5	20.5	20.5	20.5	20.5
NASDAQ 100 Dual Direction 6 Yr -20% Buffer	100	100	100	100	100	100	100	100	100	100	100
NASDAQ 100 Standard 6 Year -30% Buffer
S&P 500 Dual Direction 6 Yr -10% Buffer	800	800	800	800	800	800	800	800	800	800	800
Russell 2000 Dual Step Up 1 Yr -10% Buffer	10.8	10.8	10.8	10.8	10.8	10.8	10.8	10.8	10.8	10.8	10.8
S&P 500 Standard 1 Year -20% Buffer	12.5	12.5	12.5	12.5	12.5	12.5	12.5	12.5	12.5	12.5	12.5
MSCI EAFE Standard 6 Year -40% Buffer
MSCI EAFE Step Up 1 Yr -10% Buffer	12	12	12	12	12	12	12	12	11.5	11.5	11.5
Russell 2000 Annual Lock 6 Year -10% Buffer	20.5	20.5	20.5	20.5	20.5	20.5	20.5	20.5	20.5	20.5	20.5
Russell 2000 Dual Direction 1 Yr -20% Buffer

HISTORICAL CURRENT LIMITS on INDEX GAINS

For The Year Ended December 31, 2024

Structured Capital Strategies PLUS 21 ADV Shares


	06/06/2024	06/13/2024	06/20/2024	06/27/2024	07/03/2024	07/11/2024	07/18/2024	07/25/2024	08/01/2024	08/08/2024	08/15/2024
Russell 2000 Step Up 6 Yr -10% Buffer
NASDAQ 100 Standard 1 Year -10% Buffer	20	20	20	20	20	20	20	20	20	20	20
MSCI EAFE Dual Direction 6 Yr -10% Buffer	800	800	800	800	800	800	800	800	800	800	800
S&P 500 Dual Step Up 1 Yr -20% Buffer
NASDAQ 100 Step Up 1 Year -15% Buffer	12	12	12	12	12	12	11.5	11.5	11.7	11.7	12.2
Russell 2000 Dual Direction 6 Yr -10% Buffer	250	250	250	250	250	250	250	250	300	300	300
S&P 500 Standard 6 Year -10% Buffer	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped
S&P 500 Annual Lock 6 Year -10% Buffer	20	20	20	20	20	20	15	15	15	15	15
MSCI EAFE Annual Lock 6 Year -10% Buffer	26	26	26	26	26	26	25	25	25	25	25
S&P 500 Dual Direction 1 Yr -15% Buffer	9.5	9.5	9.5	9.5	9.5	9.5	9.5	9.5	9.5	9.5	9.5
Russell 2000 Standard 1 Year -10% Buffer	23	23	23	23	23	23	23	23	24.5	24.5	24.5
S&P 500 Dual Direction 1 Yr -20% Buffer
Russell 2000 Dual Direction 6 Yr -20% Buffer	140	140	140	140	140	140	140	140	140	140	140
S&P 500 Dual Step Up 1 Yr -10% Buffer	8.5	8.5	8.5	8.5	8.5	8.5	8.5	8.5	8.8	8.8	9.4
MSCI EAFE Step Up 6 Yr -10% Buffer
Russell 2000 Standard 1 Year -20% Buffer	15.5	15.5	15.5	15.5	15.5	15.5	15.5	15.5	16	16	16

HISTORICAL CURRENT LIMITS on INDEX GAINS

For The Year Ended December 31, 2024

Structured Capital Strategies PLUS 21 ADV Shares


	06/06/2024	06/13/2024	06/20/2024	06/27/2024	07/03/2024	07/11/2024	07/18/2024	07/25/2024	08/01/2024	08/08/2024	08/15/2024
S&P 500 Enhanced Upside 125% 6 Yr -10% Buffer	125	125	125	125	125	125	110	110	110	110	110
NASDAQ 100 Step Up 6 Yr -10% Buffer
MSCI EAFE Annual Lock 6 Year -10% Buffer	26	26	26	26	26	26	25	25	25	25	25
Russell 2000 Standard 6 Year -10% Buffer	275	275	275	275	275	275	275	275	350	350	350
NASDAQ 100 Dual Direction 1 Yr -15% Buffer	12	12	12	12	12	12	11.5	11.5	11.5	11.5	12
EURO STOXX 50 Standard 1 Yr -10% Buffer	123.5	123.5	123.5	123.5	123.5	123.5	123.5	123.5	123.5	123.5	123.5
MSCI EAFE Standard 1 Year -40% Buffer	13.5	13.5	13.5	13.5	13.5	13.5	12.5	12.5	12.5	12.5	10.5
Russell 2000 Dual Step Up 1 Yr -15% Buffer	9	9	9	9	9	9	8.5	8.5	9.2	9.2	9.7
MSCI EAFE Standard 1 Year -10% Buffer	30	30	30	30	30	30	30	30	30	30	30
MSCI EAFE Standard 6 Year -40% Buffer	350	350	350	350	350	350	350	350	350	350	350
Russell 2000 Standard 6 Year -40% Buffer	125	125	125	125	125	125	125	125	125	125	125
MSCI EAFE Dual Direction 6 Yr -15% Buffer	600	600	600	600	600	600	600	600	600	600	600
MSCI EAFE Standard 6 Year -15% Buffer	900	900	900	900	900	900	900	900	900	900	900
MSCI EAFE Step Up 1 Yr -15% Buffer	10	10	10	10	10	10	10	10	10	10	10
S&P 500 Enhanced Upside 110% 6 Yr -10% Buffer	275	275	275	275	275	275	275	275	275	275	275
MSCI EAFE Dual Step Up 1 Yr -20% Buffer

HISTORICAL CURRENT LIMITS on INDEX GAINS

For The Year Ended December 31, 2024

Structured Capital Strategies PLUS 21 ADV Shares


	06/06/2024	06/13/2024	06/20/2024	06/27/2024	07/03/2024	07/11/2024	07/18/2024	07/25/2024	08/01/2024	08/08/2024	08/15/2024
Russell 2000 Dual Step Up 1 Yr -20% Buffer
MSCI EAFE Dual Direction 6 Yr -20% Buffer	400	400	400	400	400	400	400	400	400	400	400
S&P 500 Standard 1 Year -10% Buffer	16	16	16	16	16	16	16	16	16	16	16
NASDAQ 100 Standard 6 Year -40% Buffer	100	100	100	100	100	100	90	90	90	90	90
MSCI EAFE Standard 6 Year -10% Buffer	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped
NASDAQ 100 Dual Step Up 1 Yr -10% Buffer	10.5	10.5	10.5	10.5	10.5	10.5	10.5	10.5	10.7	10.7	11.2
S&P 500 Dual Direction 6 Yr -20% Buffer	250	250	250	250	250	250	250	250	250	250	250
S&P 500 Enhanced Upside 125% 6 Yr -15%	100	100	100	100	100	100	100	100	100	100	100
S&P 500 Enhanced Upside 110% 6 Yr -10%	275	275	275	275	275	275	275	275	275	275	275
MSCI EAFE Dual Step Up 1 Yr -15% Buffer	7.5	7.5	7.5	7.5	7.5	7.5	7	7	7	7	7.5
S&P 500 Standard 6 Year -15% Buffer	800	800	800	800	800	800	800	800	800	800	800
NASDAQ 100 Dual Direction 6 Yr -10% Buffer	180	180	180	180	180	180	180	180	180	180	180
S&P 500 Standard 1 Year -30% Buffer
NASDAQ 100 Standard 6 Year -20% Buffer	140	140	140	140	140	140	140	140	140	140	140
NASDAQ 100 Standard 1 Year -30% Buffer
S&P 500 Standard 6 Year -20% Buffer	600	600	600	600	600	600	600	600	600	600	600

HISTORICAL CURRENT LIMITS on INDEX GAINS

For The Year Ended December 31, 2024

Structured Capital Strategies PLUS 21 ADV Shares


	06/06/2024	06/13/2024	06/20/2024	06/27/2024	07/03/2024	07/11/2024	07/18/2024	07/25/2024	08/01/2024	08/08/2024	08/15/2024
NASDAQ 100 Standard 6 Year -15% Buffer	180	180	180	180	180	180	180	180	180	180	180
S&P 500 Enhanced Upside 125% 1 Yr -10% Buffer	14	14	14	14	14	14	14	14	14	14	14
Russell 2000 Step Up 1 Yr -10% Buffer	13.5	13.5	13.5	13.5	13.5	13.5	13.5	13.5	14.7	14.7	15.2
S&P 500 Enhanced Upside 110% 6 Yr -15%	190	190	190	190	190	190	190	190	190	190	190
MSCI EAFE Standard 6 Year -20% Buffer	700	700	700	700	700	700	700	700	700	700	700
Russell 2000 Standard 1 Year -40% Buffer	12	12	12	12	12	12	12	12	12	12	12
MSCI EAFE Dual Step Up 1 Yr -10% Buffer	8.5	8.5	8.5	8.5	8.5	8.5	8.5	8.5	8.5	8.5	9.3
MSCI EAFE Standard 6 Year -10% Buffer	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped
S&P 500 Dual Direction 6 Yr -15% Buffer	550	550	550	550	550	550	550	550	550	550	550
S&P 500 Standard 6 Year -40% Buffer	200	200	200	200	200	200	200	200	200	200	200
NASDAQ 100 Standard 1 Year -40% Buffer	10	10	10	10	10	10	10	10	10	10	10
Russell 2000 Standard 6 Year -15% Buffer	215	215	215	215	215	215	215	215	215	215	215
S&P 500 Enhanced Upside 125% 6 Yr -15% Buffer	100	100	100	100	100	100	100	100	100	100	100
Russell 2000 Standard 6 Year -30% Buffer
Russell 2000 Dual Direction 1 Yr -10% Buffer	17.5	17.5	17.5	17.5	17.5	17.5	17.5	17.5	19	19	19.5
NASDAQ 100 Dual Direction 1 Yr -10% Buffer	16.5	16.5	16.5	16.5	16.5	16.5	16.5	16.5	16.5	16.5	16.5

HISTORICAL CURRENT LIMITS on INDEX GAINS

For The Year Ended December 31, 2024

Structured Capital Strategies PLUS 21 ADV Shares


	06/06/2024	06/13/2024	06/20/2024	06/27/2024	07/03/2024	07/11/2024	07/18/2024	07/25/2024	08/01/2024	08/08/2024	08/15/2024
MSCI EAFE Standard 1 Year -30% Buffer
S&P 500 Loss Limiter 95 6 Yr -10% Buffer	100	100	100	100	100	100	90	90	90	90	90
MSCI EAFE Dual Direction 1 Yr -20% Buffer
MSCI EM Standard 1 Year -15% Buffer	22.5	22.5	22.5	22.5	22.5	22.5	20	20	20	20	20
EURO STOXX 50 Standard 1 Year -15% Buffer	64.5	64.5	64.5	64.5	64.5	64.5	55	55	55	55	55
MSCI EAFE Standard 6 Year -30% Buffer
MSCI EAFE Standard 1 Year -15% Buffer	23	23	23	23	23	23	22	22	22	22	22
NASDAQ 100 Dual Step Up 1 Yr -15% Buffer	8.8	8.8	8.8	8.8	8.8	8.8	8.5	8.5	8.7	8.7	9.2
Russell 2000 Standard 1 Year -30% Buffer
NASDAQ 100 Dual Direction 1 Yr -20% Buffer
Russell 2000 Standard 1 Year -15% Buffer	18.5	18.5	18.5	18.5	18.5	18.5	18.5	18.5	19	19	19
S&P 500 Dual Direction 1 Yr -10% Buffer	13	13	13	13	13	13	13	13	13	13	13
MSCI EAFE Standard 1 Year -20% Buffer	17	17	17	17	17	17	16	16	16	16	16
Russell 2000 Standard 6 Year -20% Buffer	155	155	155	155	155	155	155	155	155	155	155
S&P 500 Step Up 1 Yr -15% Buffer	9.5	9.5	9.5	9.5	9.5	9.5	9.5	9.5	9.7	9.7	10.2
MSCI EAFE Dual Direction 1 Yr -10% Buffer	20	20	20	20	20	20	19	19	19	19	19

HISTORICAL CURRENT LIMITS on INDEX GAINS

For The Year Ended December 31, 2024

Structured Capital Strategies PLUS 21 ADV Shares


	06/06/2024	06/13/2024	06/20/2024	06/27/2024	07/03/2024	07/11/2024	07/18/2024	07/25/2024	08/01/2024	08/08/2024	08/15/2024
NASDAQ 100 Step Up 1 Year -10% Buffer	13	13	13	13	13	13	13	13	13.2	13.2	13.8
Russell 2000 Dual Direction 6 Yr -15% Buffer	200	200	200	200	200	200	200	200	200	200	200
NASDAQ 100 Standard 6 Year -10% Buffer	225	225	225	225	225	225	225	225	225	225	225
MSCI EM Standard 1 Year -10% Buffer	35	35	35	35	35	35	30	30	30	30	30
Russell 2000 Dual Direction 1 Yr -15% Buffer	12.5	12.5	12.5	12.5	12.5	12.5	12.5	12.5	12.5	12.5	13
NASDAQ 100 Annual Lock 6 Yr -10% Buffer	19.5	19.5	19.5	19.5	19.5	19.5	19.5	19.5	19.5	19.5	19.5
NASDAQ 100 Dual Direction 6 Yr -15% Buffer	145	145	145	145	145	145	140	140	140	140	140
EURO STOXX 50 Standard 1 Year -10% Buffer	123.5	123.5	123.5	123.5	123.5	123.5	123.5	123.5	123.5	123.5	123.5
MSCI EAFE Standard 6 Year -20% Buffer	700	700	700	700	700	700	700	700	700	700	700
NASDAQ 100 Standard 1 Year -15% Buffer	15.5	15.5	15.5	15.5	15.5	15.5	15.5	15.5	16	16	16
S&P 500 Enhanced Upside 125% 6 Yr -10%	125	125	125	125	125	125	110	110	110	110	110
Russell 2000 Step Up 1 Yr -15% Buffer	12.3	12.3	12.3	12.3	12.3	12.3	12.3	12.3	12.8	12.8	13.3
S&P 500 Dual Step Up 1 Yr -15% Buffer	7.3	7.3	7.3	7.3	7.3	7.3	7.3	7.3	7.5	7.5	8
S&P 500 Standard 1 Year -40% Buffer	10	10	10	10	10	10	10	10	10	10	10
S&P 500 Step Up 6 Yr -10% Buffer	60	60	60	60	60	60	60	60	60	60	60
S&P 500 Step Up 1 Yr -10% Buffer	10.5	10.5	10.5	10.5	10.5	10.5	10.5	10.5	10.7	10.7	11.2

HISTORICAL CURRENT LIMITS on INDEX GAINS

For The Year Ended December 31, 2024

Structured Capital Strategies PLUS 21 ADV Shares


	06/06/2024	06/13/2024	06/20/2024	06/27/2024	07/03/2024	07/11/2024	07/18/2024	07/25/2024	08/01/2024	08/08/2024	08/15/2024
NASDAQ 100 Dual Step Up 1 Yr -20% Buffer
MSCI EAFE Dual Direction 1 Yr -15% Buffer	8.5	8.5	8.5	8.5	8.5	8.5	8.5	8.5	8.5	8.5	10.5
MSCI EAFE Standard 6 Year -15% Buffer	900	900	900	900	900	900	900	900	900	900	900
NASDAQ 100 Standard 1 Year -20% Buffer	13.5	13.5	13.5	13.5	13.5	13.5	13.5	13.5	13.5	13.5	14
S&P 500 Loss Limiter 90 1 Yr -10% Buffer	11.5	11.5	11.5	11.5	11.5	11.5	11.5	11.5	11.5	11.5	11.5
S&P 500 Standard 6 Year -30% Buffer
S&P 500 Enhanced Upside 110% 6 Yr -15% Buffer	190	190	190	190	190	190	190	190	190	190	190
S&P 500 Standard 1 Year -15% Buffer	13.5	13.5	13.5	13.5	13.5	13.5	13.5	13.5	13.5	13.5	13.5
Russell 2000 Annual Lock 6 Yr -10% Buff	20.5	20.5	20.5	20.5	20.5	20.5	19.5	19.5	19.5	19.5	19.5
NASDAQ 100 Dual Direction 6 Yr -20% Buffer	100	100	100	100	100	100	100	100	100	100	100
NASDAQ 100 Standard 6 Year -30% Buffer
S&P 500 Dual Direction 6 Yr -10% Buffer	800	800	800	800	800	800	800	800	800	800	800
Russell 2000 Dual Step Up 1 Yr -10% Buffer	10.8	10.8	10.8	10.8	10.8	10.8	10.8	10.8	11.3	11.3	11.8
S&P 500 Standard 1 Year -20% Buffer	12.5	12.5	12.5	12.5	12.5	12.5	12.5	12.5	12.5	12.5	12.5
MSCI EAFE Standard 6 Year -40% Buffer				350	350	350	350	350	350	350	350
MSCI EAFE Step Up 1 Yr -10% Buffer	11.5	11.5	11.5	11.5	11.5	11.5	11	11	11	11	11.5
Russell 2000 Annual Lock 6 Year -10% Buffer	20.5	20.5	20.5	20.5	20.5	20.5	19.5	19.5	19.5	19.5	19.5
Russell 2000 Dual Direction 1 Yr -20% Buffer

HISTORICAL CURRENT LIMITS on INDEX GAINS

For The Year Ended December 31, 2024

Structured Capital Strategies PLUS 21 ADV Shares


	08/22/2024	08/29/2024	09/05/2024	09/12/2024	09/19/2024	09/26/2024	10/03/2024	10/10/2024	10/17/2024	10/24/2024	10/31/2024
Russell 2000 Step Up 6 Yr -10% Buffer	65	65	65	65	65	65	65	65	65	65	65
NASDAQ 100 Standard 1 Year -10% Buffer	20	20	20	20	20	20	20	20	20	20	20
MSCI EAFE Dual Direction 6 Yr -10% Buffer	800	800	800	800	800	800	800	800	800	800	800
S&P 500 Dual Step Up 1 Yr -20% Buffer	7	7	7	7	6.5	6.5	6.5	6.5	6.5	6.5	6.5
NASDAQ 100 Step Up 1 Year -15% Buffer	12.2	12.2	12.2	12.2	12	12	12	12	12	12	12
Russell 2000 Dual Direction 6 Yr -10% Buffer	300	300	300	300	300	300	300	300	300	300	300
S&P 500 Standard 6 Year -10% Buffer	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped
S&P 500 Annual Lock 6 Year -10% Buffer	15	15	15	15	15	15	15	15	15	15	15
MSCI EAFE Annual Lock 6 Year -10% Buffer	25	25	25	25	25	25	25	25	25	25	25
S&P 500 Dual Direction 1 Yr -15% Buffer	9.5	9.5	9.5	9.5	9	9	9	9	9	9	9
Russell 2000 Standard 1 Year -10% Buffer	24.5	24.5	24.5	24.5	24.5	24.5	24.5	24.5	24.5	24.5	24.5
S&P 500 Dual Direction 1 Yr -20% Buffer	7	7	7	7	7	7	7	7	7	7	7
Russell 2000 Dual Direction 6 Yr -20% Buffer	140	140	140	140	140	140	140	140	140	140	140
S&P 500 Dual Step Up 1 Yr -10% Buffer	9.4	9.4	9.4	9.4	8.5	8.5	8.5	8.5	8.5	8.5	8.5
MSCI EAFE Step Up 6 Yr -10% Buffer	60	60	60	60	60	60	60	60	60	60	60
Russell 2000 Standard 1 Year -20% Buffer	16	16	16	16	16	16	16	16	16	16	16
S&P 500 Enhanced Upside 125% 6 Yr -10% Buffer	110	110	110	110	110	110	110	110	110	110	110

HISTORICAL CURRENT LIMITS on INDEX GAINS

For The Year Ended December 31, 2024

Structured Capital Strategies PLUS 21 ADV Shares


	08/22/2024	08/29/2024	09/05/2024	09/12/2024	09/19/2024	09/26/2024	10/03/2024	10/10/2024	10/17/2024	10/24/2024	10/31/2024
NASDAQ 100 Step Up 6 Yr -10% Buffer	60	60	60	60	60	60	60	60	60	60	60
MSCI EAFE Annual Lock 6 Year -10% Buffer	25	25	25	25	25	25	25	25	25	25	25
Russell 2000 Standard 6 Year -10% Buffer	350	350	350	350	350	350	350	350	350	350	350
NASDAQ 100 Dual Direction 1 Yr -15% Buffer	12	12	12	12	12	12	12	12	12	12	12
EURO STOXX 50 Standard 1 Yr -10% Buffer	123.5	123.5	123.5	123.5	123.5	123.5	123.5	123.5	123.5	123.5	123.5
MSCI EAFE Standard 1 Year -40% Buffer	10.5	10.5	10.5	10.5	10.5	10.5	10.5	10.5	10	10	10
Russell 2000 Dual Step Up 1 Yr -15% Buffer	9.7	9.7	9.5	9.5	9	9	9	9	9	9	9
MSCI EAFE Standard 1 Year -10% Buffer	30	30	30	30	30	30	30	30	30	30	30
MSCI EAFE Standard 6 Year -40% Buffer	350	350	350	350	350	350	350	350	350	350	350
Russell 2000 Standard 6 Year -40% Buffer	125	125	125	125	125	125	125	125	125	125	125
MSCI EAFE Dual Direction 6 Yr -15% Buffer	600	600	600	600	600	600	600	600	600	600	600
MSCI EAFE Standard 6 Year -15% Buffer	900	900	900	900	900	900	900	900	900	900	900
MSCI EAFE Step Up 1 Yr -15% Buffer	10	10	9.5	9.5	9.5	9.5	9.5	9.5	9.5	9.5	9.5
S&P 500 Enhanced Upside 110% 6 Yr -10% Buffer	275	275	275	275	275	275	275	275	275	275	275
MSCI EAFE Dual Step Up 1 Yr -20% Buffer	6.5	6.5	6.2	6.2	6	6	6	6	6	6	6
Russell 2000 Dual Step Up 1 Yr -20% Buffer	8.5	8.5	8	8	7.5	7.5	7.5	7.5	7.5	7.5	7.5

HISTORICAL CURRENT LIMITS on INDEX GAINS

For The Year Ended December 31, 2024

Structured Capital Strategies PLUS 21 ADV Shares


	08/22/2024	08/29/2024	09/05/2024	09/12/2024	09/19/2024	09/26/2024	10/03/2024	10/10/2024	10/17/2024	10/24/2024	10/31/2024
MSCI EAFE Dual Direction 6 Yr -20% Buffer	400	400	400	400	400	400	400	400	400	400	400
S&P 500 Standard 1 Year -10% Buffer	16	16	16	16	16	16	16	16	16	16	16
NASDAQ 100 Standard 6 Year -40% Buffer	90	90	90	90	90	90	90	90	90	90	90
MSCI EAFE Standard 6 Year -10% Buffer	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped
NASDAQ 100 Dual Step Up 1 Yr -10% Buffer	11.2	11.2	10.8	10.8	10.5	10.5	10.5	10.5	10.5	10.5	10.5
S&P 500 Dual Direction 6 Yr -20% Buffer	250	250	250	250	250	250	250	250	250	250	250
S&P 500 Enhanced Upside 125% 6 Yr -15%	100	100	100	100	100	100	100	100	100	100	100
S&P 500 Enhanced Upside 110% 6 Yr -10%	275	275	275	275	275	275	275	275	275	275	275
MSCI EAFE Dual Step Up 1 Yr -15% Buffer	7.5	7.5	7	7	7	7	7	7	7	7	7
S&P 500 Standard 6 Year -15% Buffer	800	800	800	800	800	800	800	800	800	800	800
NASDAQ 100 Dual Direction 6 Yr -10% Buffer	180	180	180	180	180	180	180	180	180	180	180
S&P 500 Standard 1 Year -30% Buffer	11	11	11	11	10	10	10	10	9.5	9.5	9.5
NASDAQ 100 Standard 6 Year -20% Buffer	140	140	140	140	140	140	140	140	140	140	140
NASDAQ 100 Standard 1 Year -30% Buffer	11.5	11.5	11.5	11.5	11.5	11.5	11.5	11.5	11.5	11.5	11.5
S&P 500 Standard 6 Year -20% Buffer	600	600	600	600	600	600	600	600	600	600	600
NASDAQ 100 Standard 6 Year -15% Buffer	180	180	180	180	180	180	180	180	180	180	180

HISTORICAL CURRENT LIMITS on INDEX GAINS

For The Year Ended December 31, 2024

Structured Capital Strategies PLUS 21 ADV Shares


	08/22/2024	08/29/2024	09/05/2024	09/12/2024	09/19/2024	09/26/2024	10/03/2024	10/10/2024	10/17/2024	10/24/2024	10/31/2024
S&P 500 Enhanced Upside 125% 1 Yr -10% Buffer	14	14	14	14	14	14	14	14	13.5	13.5	13.5
Russell 2000 Step Up 1 Yr -10% Buffer	15.2	15.2	15.2	15.2	14.5	14.5	14.5	14.5	14.5	14.5	14.5
S&P 500 Enhanced Upside 110% 6 Yr -15%	190	190	190	190	190	190	190	190	190	190	190
MSCI EAFE Standard 6 Year -20% Buffer	700	700	700	700	700	700	700	700	700	700	700
Russell 2000 Standard 1 Year -40% Buffer	12	12	12	12	11.5	11.5	11.5	11.5	11.5	11.5	11.5
MSCI EAFE Dual Step Up 1 Yr -10% Buffer	9.3	9.3	8.5	8.5	8	8	8	8	8	8	8
MSCI EAFE Standard 6 Year -10% Buffer	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped
S&P 500 Dual Direction 6 Yr -15% Buffer	550	550	550	550	550	550	550	550	550	550	550
S&P 500 Standard 6 Year -40% Buffer	200	200	200	200	200	200	200	200	200	200	200
NASDAQ 100 Standard 1 Year -40% Buffer	10	10	10	10	10	10	10	10	10	10	10
Russell 2000 Standard 6 Year -15% Buffer	215	215	215	215	215	215	215	215	215	215	215
S&P 500 Enhanced Upside 125% 6 Yr -15% Buffer	100	100	100	100	100	100	100	100	100	100	100
Russell 2000 Standard 6 Year -30% Buffer	140	140	140	140	140	140	140	140	140	140	140
Russell 2000 Dual Direction 1 Yr -10% Buffer	19.5	19.5	19.5	19.5	19.5	19.5	19.5	19.5	19.5	19.5	19.5
NASDAQ 100 Dual Direction 1 Yr -10% Buffer	16.5	16.5	16.5	16.5	16.5	16.5	16.5	16.5	16.5	16.5	16.5
MSCI EAFE Standard 1 Year -30% Buffer	11	11	11	11	11	11	11	11	11	11	11

HISTORICAL CURRENT LIMITS on INDEX GAINS

For The Year Ended December 31, 2024

Structured Capital Strategies PLUS 21 ADV Shares


	08/22/2024	08/29/2024	09/05/2024	09/12/2024	09/19/2024	09/26/2024	10/03/2024	10/10/2024	10/17/2024	10/24/2024	10/31/2024
S&P 500 Loss Limiter 95 6 Yr -10% Buffer	90	90	90	90	90	90	90	90	90	90	90
MSCI EAFE Dual Direction 1 Yr -20% Buffer	6.5	6.5	6.5	6.5	6.5	6.5	6.5	6.5	6.5	6.5	6.5
MSCI EM Standard 1 Year -15% Buffer	20	20	20	20	20	20	20	20	20	20	20
EURO STOXX 50 Standard 1 Year -15% Buffer	55	55	55	55	55	55	55	55	55	55	55
MSCI EAFE Standard 6 Year -30% Buffer	500	500	500	500	500	500	500	500	500	500	500
MSCI EAFE Standard 1 Year -15% Buffer	22	22	22	22	22	22	22	22	17	17	17
NASDAQ 100 Dual Step Up 1 Yr -15% Buffer	9.2	9.2	8.8	8.8	8.5	8.5	8.5	8.5	8.5	8.5	8.5
Russell 2000 Standard 1 Year -30% Buffer	13.5	13.5	13.5	13.5	13.5	13.5	13.5	13.5	13.5	13.5	13.5
NASDAQ 100 Dual Direction 1 Yr -20% Buffer	9	9	8.5	8.5	8	8	8	8	8	8	8
Russell 2000 Standard 1 Year -15% Buffer	19	19	19	19	19	19	19	19	19	19	19
S&P 500 Dual Direction 1 Yr -10% Buffer	13	13	13	13	12.5	12.5	12.5	12.5	12.5	12.5	12.5
MSCI EAFE Standard 1 Year -20% Buffer	16	16	16	16	16	16	16	16	14	14	14
Russell 2000 Standard 6 Year -20% Buffer	155	155	155	155	155	155	155	155	155	155	155
S&P 500 Step Up 1 Yr -15% Buffer	10.2	10.2	10	10	9.5	9.5	9.5	9.5	9.5	9.5	9.5
MSCI EAFE Dual Direction 1 Yr -10% Buffer	19	19	19	19	17	17	17	17	17	17	17
NASDAQ 100 Step Up 1 Year -10% Buffer	13.8	13.8	13.8	13.8	13.5	13.5	13.5	13.5	13.5	13.5	13.5

HISTORICAL CURRENT LIMITS on INDEX GAINS

For The Year Ended December 31, 2024

Structured Capital Strategies PLUS 21 ADV Shares


	08/22/2024	08/29/2024	09/05/2024	09/12/2024	09/19/2024	09/26/2024	10/03/2024	10/10/2024	10/17/2024	10/24/2024	10/31/2024
Russell 2000 Dual Direction 6 Yr -15% Buffer	200	200	200	200	200	200	200	200	200	200	200
NASDAQ 100 Standard 6 Year -10% Buffer	225	225	225	225	225	225	225	225	225	225	225
MSCI EM Standard 1 Year -10% Buffer	30	30	30	30	30	30	30	30	30	30	30
Russell 2000 Dual Direction 1 Yr -15% Buffer	13	13	13	13	13	13	13	13	13	13	13
NASDAQ 100 Annual Lock 6 Yr -10% Buffer	19.5	19.5	19.5	19.5	19.5	19.5	19.5	19.5	19.5	19.5	19.5
NASDAQ 100 Dual Direction 6 Yr -15% Buffer	140	140	140	140	140	140	140	140	140	140	140
EURO STOXX 50 Standard 1 Year -10% Buffer	123.5	123.5	123.5	123.5	123.5	123.5	123.5	123.5	123.5	123.5	123.5
MSCI EAFE Standard 6 Year -20% Buffer	700	700	700	700	700	700	700	700	700	700	700
NASDAQ 100 Standard 1 Year -15% Buffer	16	16	16	16	16	16	16	16	16	16	16
S&P 500 Enhanced Upside 125% 6 Yr -10%	110	110	110	110	110	110	110	110	110	110	110
Russell 2000 Step Up 1 Yr -15% Buffer	13.3	13.3	13.3	13.3	12.5	12.5	12.5	12.5	12.5	12.5	12.5
S&P 500 Dual Step Up 1 Yr -15% Buffer	8	8	8	8	7.5	7.5	7.5	7.5	7.5	7.5	7.5
S&P 500 Standard 1 Year -40% Buffer	10	10	10	10	9	9	9	9	8.5	8.5	8.5
S&P 500 Step Up 6 Yr -10% Buffer	60	60	60	60	60	60	60	60	60	60	60
S&P 500 Step Up 1 Yr -10% Buffer	11.2	11.2	11	11	10.5	10.5	10.5	10.5	10.5	10.5	10.5
NASDAQ 100 Dual Step Up 1 Yr -20% Buffer	8.5	8.5	7.5	7.5	7.5	7.5	7.5	7.5	7.5	7.5	7.5

HISTORICAL CURRENT LIMITS on INDEX GAINS

For The Year Ended December 31, 2024

Structured Capital Strategies PLUS 21 ADV Shares


	08/22/2024	08/29/2024	09/05/2024	09/12/2024	09/19/2024	09/26/2024	10/03/2024	10/10/2024	10/17/2024	10/24/2024	10/31/2024
MSCI EAFE Dual Direction 1 Yr -15% Buffer	10.5	10.5	9.5	9.5	9.5	9.5	9.5	9.5	9.5	9.5	9.5
MSCI EAFE Standard 6 Year -15% Buffer	900	900	900	900	900	900	900	900	900	900	900
NASDAQ 100 Standard 1 Year -20% Buffer	14	14	14	14	14	14	14	14	14	14	14
S&P 500 Loss Limiter 90 1 Yr -10% Buffer	11.5	11.5	11.5	11.5	11	11	11	11	10.5	10.5	10.5
S&P 500 Standard 6 Year -30% Buffer	300	300	300	300	300	300	300	300	300	300	300
S&P 500 Enhanced Upside 110% 6 Yr -15% Buffer	190	190	190	190	190	190	190	190	190	190	190
S&P 500 Standard 1 Year -15% Buffer	13.5	13.5	13.5	13.5	13	13	13	13	13	13	13
Russell 2000 Annual Lock 6 Yr -10% Buff	19.5	19.5	19.5	19.5	19.5	19.5	19.5	19.5	19.5	19.5	19.5
NASDAQ 100 Dual Direction 6 Yr -20% Buffer	100	100	100	100	100	100	100	100	100	100	100
NASDAQ 100 Standard 6 Year -30% Buffer	110	110	110	110	110	110	110	110	110	110	110
S&P 500 Dual Direction 6 Yr -10% Buffer	800	800	800	800	800	800	800	800	800	800	800
Russell 2000 Dual Step Up 1 Yr -10% Buffer	11.8	11.8	11.5	11.5	11	11	11	11	11	11	11
S&P 500 Standard 1 Year -20% Buffer	12.5	12.5	12.5	12.5	11.5	11.5	11.5	11.5	11	11	11
MSCI EAFE Standard 6 Year -40% Buffer	350	350	350	350	350	350	350	350	350	350	350
MSCI EAFE Step Up 1 Yr -10% Buffer	11.5	11.5	11	11	11	11	11	11	10.5	10.5	10.5
Russell 2000 Annual Lock 6 Year -10% Buffer	19.5	19.5	19.5	19.5	19.5	19.5	19.5	19.5	19.5	19.5	19.5
Russell 2000 Dual Direction 1 Yr -20% Buffer	9	9	8	8	8	8	8	8	8	8	8

HISTORICAL CURRENT LIMITS on INDEX GAINS

For The Year Ended December 31, 2024

Structured Capital Strategies PLUS 21 ADV Shares


	11/07/2024	11/14/2024	11/21/2024	11/27/2024	12/05/2024	12/12/2024	12/19/2024	12/26/2024
Russell 2000 Step Up 6 Yr -10% Buffer	65.1	65.1	65.1	65.1	65.2	65.2	65.3	65.3
NASDAQ 100 Standard 1 Year -10% Buffer	20.1	20.1	20.1	20.1	20.2	20.2	20.3	20.3
MSCI EAFE Dual Direction 6 Yr -10% Buffer	800.1	800.1	800.1	800.1	800.2	800.2	800.3	800.3
S&P 500 Dual Step Up 1 Yr -20% Buffer	6.6	6.6	6.6	6.6	6.7	6.7	6.8	6.8
NASDAQ 100 Step Up 1 Year -15% Buffer	12.1	12.1	12.1	12.1	12.2	12.2	12.3	12.3
Russell 2000 Dual Direction 6 Yr -10% Buffer	300.1	300.1	300.1	300.1	300.2	300.2	300.3	300.3
S&P 500 Standard 6 Year -10% Buffer	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped
S&P 500 Annual Lock 6 Year -10% Buffer	15.1	15.1	15.1	15.1	15.2	15.2	15.3	15.3
MSCI EAFE Annual Lock 6 Year -10% Buffer	25.1	25.1	25.1	25.1	25.2	25.2	25.3	25.3
S&P 500 Dual Direction 1 Yr -15% Buffer	9.1	9.1	9.1	9.1	9.2	9.2	9.3	9.3
Russell 2000 Standard 1 Year -10% Buffer	24.6	24.6	24.6	24.6	24.7	24.7	24.8	24.8
S&P 500 Dual Direction 1 Yr -20% Buffer	7.1	7.1	7.1	7.1	7.2	7.2	7.3	7.3
Russell 2000 Dual Direction 6 Yr -20% Buffer	140.1	140.1	140.1	140.1	140.2	140.2	140.3	140.3
S&P 500 Dual Step Up 1 Yr -10% Buffer	8.6	8.6	8.6	8.6	8.7	8.7	8.8	8.8
MSCI EAFE Step Up 6 Yr -10% Buffer	60.1	60.1	60.1	60.1	60.2	60.2	60.3	60.3
Russell 2000 Standard 1 Year -20% Buffer	16.1	16.1	16.1	16.1	16.2	16.2	16.3	16.3

HISTORICAL CURRENT LIMITS on INDEX GAINS

For The Year Ended December 31, 2024

Structured Capital Strategies PLUS 21 ADV Shares


	11/07/2024	11/14/2024	11/21/2024	11/27/2024	12/05/2024	12/12/2024	12/19/2024	12/26/2024
S&P 500 Enhanced Upside 125% 6 Yr -10% Buffer	110.1	110.1	110.1	110.1	110.2	110.2	110.3	110.3
NASDAQ 100 Step Up 6 Yr -10% Buffer	60.1	60.1	60.1	60.1	60.2	60.2	60.3	60.3
MSCI EAFE Annual Lock 6 Year -10% Buffer	25.1	25.1	25.1	25.1	25.2	25.2	25.3	25.3
Russell 2000 Standard 6 Year -10% Buffer	350.1	350.1	350.1	350.1	350.2	350.2	350.3	350.3
NASDAQ 100 Dual Direction 1 Yr -15% Buffer	12.1	12.1	12.1	12.1	12.2	12.2	12.3	12.3
EURO STOXX 50 Standard 1 Yr -10% Buffer	123.6	123.6	123.6	123.6	123.7	123.7	123.8	123.8
MSCI EAFE Standard 1 Year -40% Buffer	10.1	10.1	10.1	10.1	10.2	10.2	10.3	10.3
Russell 2000 Dual Step Up 1 Yr -15% Buffer	9.1	9.1	9.1	9.1	9.2	9.2	9.3	9.3
MSCI EAFE Standard 1 Year -10% Buffer	30.1	30.1	30.1	30.1	30.2	30.2	30.3	30.3
MSCI EAFE Standard 6 Year -40% Buffer	350.1	350.1	350.1	350.1	350.2	350.2	350.3	350.3
Russell 2000 Standard 6 Year -40% Buffer	125.1	125.1	125.1	125.1	125.2	125.2	125.3	125.3
MSCI EAFE Dual Direction 6 Yr -15% Buffer	600.1	600.1	600.1	600.1	600.2	600.2	600.3	600.3
MSCI EAFE Standard 6 Year -15% Buffer	900.1	900.1	900.1	900.1	900.2	900.2	900.3	900.3
MSCI EAFE Step Up 1 Yr -15% Buffer	9.6	9.6	9.6	9.6	9.7	9.7	9.8	9.8
S&P 500 Enhanced Upside 110% 6 Yr -10% Buffer	275.1	275.1	275.1	275.1	275.2	275.2	275.3	275.3
MSCI EAFE Dual Step Up 1 Yr -20% Buffer	6.1	6.1	6.1	6.1	6.2	6.2	6.3	6.3

HISTORICAL CURRENT LIMITS on INDEX GAINS

For The Year Ended December 31, 2024

Structured Capital Strategies PLUS 21 ADV Shares


	11/07/2024	11/14/2024	11/21/2024	11/27/2024	12/05/2024	12/12/2024	12/19/2024	12/26/2024
Russell 2000 Dual Step Up 1 Yr -20% Buffer	7.6	7.6	7.6	7.6	7.7	7.7	7.8	7.8
MSCI EAFE Dual Direction 6 Yr -20% Buffer	400.1	400.1	400.1	400.1	400.2	400.2	400.3	400.3
S&P 500 Standard 1 Year -10% Buffer	16.1	16.1	16.1	16.1	16.2	16.2	16.3	16.3
NASDAQ 100 Standard 6 Year -40% Buffer	90.1	90.1	90.1	90.1	90.2	90.2	90.3	90.3
MSCI EAFE Standard 6 Year -10% Buffer	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped
NASDAQ 100 Dual Step Up 1 Yr -10% Buffer	10.6	10.6	10.6	10.6	10.7	10.7	10.8	10.8
S&P 500 Dual Direction 6 Yr -20% Buffer	250.1	250.1	250.1	250.1	250.2	250.2	250.3	250.3
S&P 500 Enhanced Upside 125% 6 Yr -15%	100.1	100.1	100.1	100.1	100.2	100.2	100.3	100.3
S&P 500 Enhanced Upside 110% 6 Yr -10%	275.1	275.1	275.1	275.1	275.2	275.2	275.3	275.3
MSCI EAFE Dual Step Up 1 Yr -15% Buffer	7.1	7.1	7.1	7.1	7.2	7.2	7.3	7.3
S&P 500 Standard 6 Year -15% Buffer	800.1	800.1	800.1	800.1	800.2	800.2	800.3	800.3
NASDAQ 100 Dual Direction 6 Yr -10% Buffer	180.1	180.1	180.1	180.1	180.2	180.2	180.3	180.3
S&P 500 Standard 1 Year -30% Buffer	9.6	9.6	9.6	9.6	9.7	9.7	9.8	9.8
NASDAQ 100 Standard 6 Year -20% Buffer	140.1	140.1	140.1	140.1	140.2	140.2	140.3	140.3
NASDAQ 100 Standard 1 Year -30% Buffer	11.6	11.6	11.6	11.6	11.7	11.7	11.8	11.8
S&P 500 Standard 6 Year -20% Buffer	600.1	600.1	600.1	600.1	600.2	600.2	600.3	600.3

HISTORICAL CURRENT LIMITS on INDEX GAINS

For The Year Ended December 31, 2024

Structured Capital Strategies PLUS 21 ADV Shares


	11/07/2024	11/14/2024	11/21/2024	11/27/2024	12/05/2024	12/12/2024	12/19/2024	12/26/2024
NASDAQ 100 Standard 6 Year -15% Buffer	180.1	180.1	180.1	180.1	180.2	180.2	180.3	180.3
S&P 500 Enhanced Upside 125% 1 Yr -10% Buffer	13.6	13.6	13.6	13.6	13.7	13.7	13.8	13.8
Russell 2000 Step Up 1 Yr -10% Buffer	14.6	14.6	14.6	14.6	14.7	14.7	14.8	14.8
S&P 500 Enhanced Upside 110% 6 Yr -15%	190.1	190.1	190.1	190.1	190.2	190.2	190.3	190.3
MSCI EAFE Standard 6 Year -20% Buffer	700.1	700.1	700.1	700.1	700.2	700.2	700.3	700.3
Russell 2000 Standard 1 Year -40% Buffer	11.6	11.6	11.6	11.6	11.7	11.7	11.8	11.8
MSCI EAFE Dual Step Up 1 Yr -10% Buffer	8.1	8.1	8.1	8.1	8.2	8.2	8.3	8.3
MSCI EAFE Standard 6 Year -10% Buffer	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped
S&P 500 Dual Direction 6 Yr -15% Buffer	550.1	550.1	550.1	550.1	550.2	550.2	550.3	550.3
S&P 500 Standard 6 Year -40% Buffer	200.1	200.1	200.1	200.1	200.2	200.2	200.3	200.3
NASDAQ 100 Standard 1 Year -40% Buffer	10.1	10.1	10.1	10.1	10.2	10.2	10.3	10.3
Russell 2000 Standard 6 Year -15% Buffer	215.1	215.1	215.1	215.1	215.2	215.2	215.3	215.3
S&P 500 Enhanced Upside 125% 6 Yr -15% Buffer	100.1	100.1	100.1	100.1	100.2	100.2	100.3	100.3
Russell 2000 Standard 6 Year -30% Buffer	140.1	140.1	140.1	140.1	140.2	140.2	140.3	140.3
Russell 2000 Dual Direction 1 Yr -10% Buffer	19.6	19.6	19.6	19.6	19.7	19.7	19.8	19.8
NASDAQ 100 Dual Direction 1 Yr -10% Buffer	16.6	16.6	16.6	16.6	16.7	16.7	16.8	16.8

HISTORICAL CURRENT LIMITS on INDEX GAINS

For The Year Ended December 31, 2024

Structured Capital Strategies PLUS 21 ADV Shares


	11/07/2024	11/14/2024	11/21/2024	11/27/2024	12/05/2024	12/12/2024	12/19/2024	12/26/2024
MSCI EAFE Standard 1 Year -30% Buffer	11.1	11.1	11.1	11.1	11.2	11.2	11.3	11.3
S&P 500 Loss Limiter 95 6 Yr -10% Buffer	90.1	90.1	90.1	90.1	90.2	90.2	90.3	90.3
MSCI EAFE Dual Direction 1 Yr -20% Buffer	6.6	6.6	6.6	6.6	6.7	6.7	6.8	6.8
MSCI EM Standard 1 Year -15% Buffer	20.1	20.1	20.1	20.1	20.2	20.2	20.3	20.3
EURO STOXX 50 Standard 1 Year -15% Buffer	55.1	55.1	55.1	55.1	55.2	55.2	55.3	55.3
MSCI EAFE Standard 6 Year -30% Buffer	500.1	500.1	500.1	500.1	500.2	500.2	500.3	500.3
MSCI EAFE Standard 1 Year -15% Buffer	17.1	17.1	17.1	17.1	17.2	17.2	17.3	17.3
NASDAQ 100 Dual Step Up 1 Yr -15% Buffer	8.6	8.6	8.6	8.6	8.7	8.7	8.8	8.8
Russell 2000 Standard 1 Year -30% Buffer	13.6	13.6	13.6	13.6	13.7	13.7	13.8	13.8
NASDAQ 100 Dual Direction 1 Yr -20% Buffer	8.1	8.1	8.1	8.1	8.2	8.2	8.3	8.3
Russell 2000 Standard 1 Year -15% Buffer	19.1	19.1	19.1	19.1	19.2	19.2	19.3	19.3
S&P 500 Dual Direction 1 Yr -10% Buffer	12.6	12.6	12.6	12.6	12.7	12.7	12.8	12.8
MSCI EAFE Standard 1 Year -20% Buffer	14.1	14.1	14.1	14.1	14.2	14.2	14.3	14.3
Russell 2000 Standard 6 Year -20% Buffer	155.1	155.1	155.1	155.1	155.2	155.2	155.3	155.3
S&P 500 Step Up 1 Yr -15% Buffer	9.6	9.6	9.6	9.6	9.7	9.7	9.8	9.8
MSCI EAFE Dual Direction 1 Yr -10% Buffer	17.1	17.1	17.1	17.1	17.2	17.2	17.3	17.3

HISTORICAL CURRENT LIMITS on INDEX GAINS

For The Year Ended December 31, 2024

Structured Capital Strategies PLUS 21 ADV Shares


	11/07/2024	11/14/2024	11/21/2024	11/27/2024	12/05/2024	12/12/2024	12/19/2024	12/26/2024
NASDAQ 100 Step Up 1 Year -10% Buffer	13.6	13.6	13.6	13.6	13.7	13.7	13.8	13.8
Russell 2000 Dual Direction 6 Yr -15% Buffer	200.1	200.1	200.1	200.1	200.2	200.2	200.3	200.3
NASDAQ 100 Standard 6 Year -10% Buffer	225.1	225.1	225.1	225.1	225.2	225.2	225.3	225.3
MSCI EM Standard 1 Year -10% Buffer	30.1	30.1	30.1	30.1	30.2	30.2	30.3	30.3
Russell 2000 Dual Direction 1 Yr -15% Buffer	13.1	13.1	13.1	13.1	13.2	13.2	13.3	13.3
NASDAQ 100 Annual Lock 6 Yr -10% Buffer	19.6	19.6	19.6	19.6	19.7	19.7	19.8	19.8
NASDAQ 100 Dual Direction 6 Yr -15% Buffer	140.1	140.1	140.1	140.1	140.2	140.2	140.3	140.3
EURO STOXX 50 Standard 1 Year -10% Buffer	123.6	123.6	123.6	123.6	123.7	123.7	123.8	123.8
MSCI EAFE Standard 6 Year -20% Buffer	700.1	700.1	700.1	700.1	700.2	700.2	700.3	700.3
NASDAQ 100 Standard 1 Year -15% Buffer	16.1	16.1	16.1	16.1	16.2	16.2	16.3	16.3
S&P 500 Enhanced Upside 125% 6 Yr -10%	110.1	110.1	110.1	110.1	110.2	110.2	110.3	110.3
Russell 2000 Step Up 1 Yr -15% Buffer	12.6	12.6	12.6	12.6	12.7	12.7	12.8	12.8
S&P 500 Dual Step Up 1 Yr -15% Buffer	7.6	7.6	7.6	7.6	7.7	7.7	7.8	7.8
S&P 500 Standard 1 Year -40% Buffer	8.6	8.6	8.6	8.6	8.7	8.7	8.8	8.8
S&P 500 Step Up 6 Yr -10% Buffer	60.1	60.1	60.1	60.1	60.2	60.2	60.3	60.3
S&P 500 Step Up 1 Yr -10% Buffer	10.6	10.6	10.6	10.6	10.7	10.7	10.8	10.8

HISTORICAL CURRENT LIMITS on INDEX GAINS

For The Year Ended December 31, 2024

Structured Capital Strategies PLUS 21 ADV Shares


	11/07/2024	11/14/2024	11/21/2024	11/27/2024	12/05/2024	12/12/2024	12/19/2024	12/26/2024
NASDAQ 100 Dual Step Up 1 Yr -20% Buffer	7.6	7.6	7.6	7.6	7.7	7.7	7.8	7.8
MSCI EAFE Dual Direction 1 Yr -15% Buffer	9.6	9.6	9.6	9.6	9.7	9.7	9.8	9.8
MSCI EAFE Standard 6 Year -15% Buffer	900.1	900.1	900.1	900.1	900.2	900.2	900.3	900.3
NASDAQ 100 Standard 1 Year -20% Buffer	14.1	14.1	14.1	14.1	14.2	14.2	14.3	14.3
S&P 500 Loss Limiter 90 1 Yr -10% Buffer	10.6	10.6	10.6	10.6	10.7	10.7	10.8	10.8
S&P 500 Standard 6 Year -30% Buffer	300.1	300.1	300.1	300.1	300.2	300.2	300.3	300.3
S&P 500 Enhanced Upside 110% 6 Yr -15% Buffer	190.1	190.1	190.1	190.1	190.2	190.2	190.3	190.3
S&P 500 Standard 1 Year -15% Buffer	13.1	13.1	13.1	13.1	13.2	13.2	13.3	13.3
Russell 2000 Annual Lock 6 Yr -10% Buff	19.6	19.6	19.6	19.6	19.7	19.7	19.8	19.8
NASDAQ 100 Dual Direction 6 Yr -20% Buffer	100.1	100.1	100.1	100.1	100.2	100.2	100.3	100.3
NASDAQ 100 Standard 6 Year -30% Buffer	110.1	110.1	110.1	110.1	110.2	110.2	110.3	110.3
S&P 500 Dual Direction 6 Yr -10% Buffer	800.1	800.1	800.1	800.1	800.2	800.2	800.3	800.3
Russell 2000 Dual Step Up 1 Yr -10% Buffer	11.1	11.1	11.1	11.1	11.2	11.2	11.3	11.3
S&P 500 Standard 1 Year -20% Buffer	11.1	11.1	11.1	11.1	11.2	11.2	11.3	11.3
MSCI EAFE Standard 6 Year -40% Buffer	350.1	350.1	350.1	350.1	350.2	350.2	350.3	350.3
MSCI EAFE Step Up 1 Yr -10% Buffer	10.6	10.6	10.6	10.6	10.7	10.7	10.8	10.8
Russell 2000 Annual Lock 6 Year -10% Buffer	19.6	19.6	19.6	19.6	19.7	19.7	19.8	19.8
Russell 2000 Dual Direction 1 Yr -20% Buffer	8.1	8.1	8.1	8.1	8.2	8.2	8.3	8.3

HISTORICAL CURRENT LIMITS on INDEX GAINS

For The Year Ended December 31, 2024

Structured Capital Strategies PLUS 21 B Shares


	01/04/2024	01/11/2024	01/18/2024	01/25/2024	02/01/2024	02/08/2024	02/15/2024	02/22/2024	02/29/2024	03/07/2024	03/14/2024
Russell 2000 Step Up 6 Yr -10% Buffer
NASDAQ 100 Standard 1 Year -10% Buffer	17.5	17.5	17.5	17.5	16.5	16.5	16.5	16.5	16.5	17	17
MSCI EAFE Dual Direction 6 Yr -10% Buffer	750	750	750	750	750	750	750	750	750	750	750
S&P 500 Dual Step Up 1 Yr -20% Buffer
NASDAQ 100 Step Up 1 Year -15% Buffer	10.7	10.7	10.7	10.7	10.5	10.5	10.5	10.5	10.5	10.5	10.5
Russell 2000 Dual Direction 6 Yr -10% Buffer	115	115	115	115	110	110	110	110	110	110	110
S&P 500 Standard 6 Year -10% Buffer	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped
S&P 500 Annual Lock 6 Year -10% Buffer	15	15	15	15	13	13	13	13	13	13	13
MSCI EAFE Annual Lock 6 Year -10% Buffer	18	18	18	18	18	18	19	19	19	19	19
S&P 500 Dual Direction 1 Yr -15% Buffer	8.5	8.5	8.5	8.5	8	8	8	8	8	8.5	8.5
Russell 2000 Standard 1 Year -10% Buffer	19	19	19	19	18.5	18.5	18.5	18.5	18.5	19	19
S&P 500 Dual Direction 1 Yr -20% Buffer
Russell 2000 Dual Direction 6 Yr -20% Buffer	75	75	75	75	70	70	70	70	70	70	70
S&P 500 Dual Step Up 1 Yr -10% Buffer	8	8	8	8	7.5	7.5	7.5	7.5	7.5	7.5	7.5
MSCI EAFE Step Up 6 Yr -10% Buffer
Russell 2000 Standard 1 Year -20% Buffer	13.5	13.5	13.5	13.5	12.5	12.5	12.5	12.5	12.5	13	13

HISTORICAL CURRENT LIMITS on INDEX GAINS

For The Year Ended December 31, 2024

Structured Capital Strategies PLUS 21 B Shares


	01/04/2024	01/11/2024	01/18/2024	01/25/2024	02/01/2024	02/08/2024	02/15/2024	02/22/2024	02/29/2024	03/07/2024	03/14/2024
S&P 500 Enhanced Upside 125% 6 Yr -10% Buffer	85	85	85	85	70	70	70	70	70	75	75
NASDAQ 100 Step Up 6 Yr -10% Buffer
MSCI EAFE Annual Lock 6 Year -10% Buffer	18	18	18	18	18	18	19	19	19	19	19
Russell 2000 Standard 6 Year -10% Buffer	135	135	135	135	120	120	120	120	120	120	120
NASDAQ 100 Dual Direction 1 Yr -15% Buffer	10.5	10.5	10.5	10.5	9.5	9.5	9.5	9.5	9.5	10	10
EURO STOXX 50 Standard 1 Yr -10% Buffer	57.5	57.5	57.5	57.5	57.5	57.5	57.5	57.5	57.5	57.5	57.5
MSCI EAFE Standard 1 Year -40% Buffer	10	10	10	10	13.5	13.5	11.5	11.5	11.5	11.5	11.5
Russell 2000 Dual Step Up 1 Yr -15% Buffer	8.2	8.2	8.2	8.2	7.5	7.5	7.5	7.5	7.5	8	8
MSCI EAFE Standard 1 Year -10% Buffer	21	21	21	21	45	45	20	20	20	20	20
MSCI EAFE Standard 6 Year -40% Buffer	200	200	200	200	200	200	200	200	200	200	200
Russell 2000 Standard 6 Year -40% Buffer	65	65	65	65	65	65	65	65	65	65	65
MSCI EAFE Dual Direction 6 Yr -15% Buffer	500	500	500	500	500	500	500	500	500	500	500
MSCI EAFE Standard 6 Year -15% Buffer	700	700	700	700	700	700	700	700	700	700	700
MSCI EAFE Step Up 1 Yr -15% Buffer	9.5	9.5	9.5	9.5	10	10	9.5	9.5	9.5	9.5	9.5
S&P 500 Enhanced Upside 110% 6 Yr -10% Buffer	100	100	100	100	85	85	85	85	85	90	90
MSCI EAFE Dual Step Up 1 Yr -20% Buffer

HISTORICAL CURRENT LIMITS on INDEX GAINS

For The Year Ended December 31, 2024

Structured Capital Strategies PLUS 21 B Shares


	01/04/2024	01/11/2024	01/18/2024	01/25/2024	02/01/2024	02/08/2024	02/15/2024	02/22/2024	02/29/2024	03/07/2024	03/14/2024
Russell 2000 Dual Step Up 1 Yr -20% Buffer
MSCI EAFE Dual Direction 6 Yr -20% Buffer	350	350	350	350	350	350	350	350	350	350	350
S&P 500 Standard 1 Year -10% Buffer	15	15	15	15	14	14	14	14	14	14	14
NASDAQ 100 Standard 6 Year -40% Buffer	70	70	70	70	65	65	65	65	65	65	65
MSCI EAFE Standard 6 Year -10% Buffer	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped
NASDAQ 100 Dual Step Up 1 Yr -10% Buffer	10	10	10	10	9.5	9.5	9.5	9.5	9.5	9.5	9.5
S&P 500 Dual Direction 6 Yr -20% Buffer	85	85	85	85	75	75	75	75	75	80	80
S&P 500 Enhanced Upside 125% 6 Yr -15%	75	75	75	75	65	65	65	65	65	70	70
S&P 500 Enhanced Upside 110% 6 Yr -10%	100	100	100	100	85	85	85	85	85	90	90
MSCI EAFE Dual Step Up 1 Yr -15% Buffer	6.5	6.5	6.5	6.5	7	7	6	6	6	6	6
S&P 500 Standard 6 Year -15% Buffer	750	750	750	750	500	500	500	500	500	500	500
NASDAQ 100 Dual Direction 6 Yr -10% Buffer	115	115	115	115	90	90	90	90	90	90	90
S&P 500 Standard 1 Year -30% Buffer
NASDAQ 100 Standard 6 Year -20% Buffer	90	90	90	90	85	85	85	85	85	85	85
NASDAQ 100 Standard 1 Year -30% Buffer
S&P 500 Standard 6 Year -20% Buffer	500	500	500	500	300	300	300	300	300	200	200

HISTORICAL CURRENT LIMITS on INDEX GAINS

For The Year Ended December 31, 2024

Structured Capital Strategies PLUS 21 B Shares


	01/04/2024	01/11/2024	01/18/2024	01/25/2024	02/01/2024	02/08/2024	02/15/2024	02/22/2024	02/29/2024	03/07/2024	03/14/2024
NASDAQ 100 Standard 6 Year -15% Buffer	105	105	105	105	90	90	90	90	90	90	90
S&P 500 Enhanced Upside 125% 1 Yr -10% Buffer	12.5	12.5	12.5	12.5	11.5	11.5	11.5	11.5	11.5	12	12
Russell 2000 Step Up 1 Yr -10% Buffer	12.7	12.7	12.7	12.7	11.8	11.8	11.8	11.8	11.8	12.3	12.3
S&P 500 Enhanced Upside 110% 6 Yr -15%	90	90	90	90	80	80	80	80	80	85	85
MSCI EAFE Standard 6 Year -20% Buffer	650	650	650	650	650	650	650	650	650	650	650
Russell 2000 Standard 1 Year -40% Buffer	9.5	9.5	9.5	9.5	9	9	9	9	9	9.5	9.5
MSCI EAFE Dual Step Up 1 Yr -10% Buffer	8	8	8	8	8	8	8	8	8	8	8
MSCI EAFE Standard 6 Year -10% Buffer	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped
S&P 500 Dual Direction 6 Yr -15% Buffer	120	120	120	120	100	100	100	100	100	100	100
S&P 500 Standard 6 Year -40% Buffer	70	70	70	70	60	60	60	60	60	60	60
NASDAQ 100 Standard 1 Year -40% Buffer	9	9	9	9	8.5	8.5	8.5	8.5	8.5	9	9
Russell 2000 Standard 6 Year -15% Buffer	110	110	110	110	100	100	100	100	100	100	100
S&P 500 Enhanced Upside 125% 6 Yr -15% Buffer	75	75	75	75	65	65	65	65	65	70	70
Russell 2000 Standard 6 Year -30% Buffer
Russell 2000 Dual Direction 1 Yr -10% Buffer	15.5	15.5	15.5	15.5	15	15	15	15	15	15.5	15.5
NASDAQ 100 Dual Direction 1 Yr -10% Buffer	15	15	15	15	14	14	14	14	14	14	14

HISTORICAL CURRENT LIMITS on INDEX GAINS

For The Year Ended December 31, 2024

Structured Capital Strategies PLUS 21 B Shares


	01/04/2024	01/11/2024	01/18/2024	01/25/2024	02/01/2024	02/08/2024	02/15/2024	02/22/2024	02/29/2024	03/07/2024	03/14/2024
MSCI EAFE Standard 1 Year -30% Buffer
S&P 500 Loss Limiter 95 6 Yr -10% Buffer	60	60	60	60	50	50	50	50	50	50	50
MSCI EAFE Dual Direction 1 Yr -20% Buffer
MSCI EM Standard 1 Year -15% Buffer	17	17	17	17	17	17	17	17	17	17	17
EURO STOXX 50 Standard 1 Year -15% Buffer	34.5	34.5	34.5	34.5	34.5	34.5	34.5	34.5	34.5	34.5	34.5
MSCI EAFE Standard 6 Year -30% Buffer
MSCI EAFE Standard 1 Year -15% Buffer	17	17	17	17	21.5	21.5	15	15	15	15	15
NASDAQ 100 Dual Step Up 1 Yr -15% Buffer	8.2	8.2	8.2	8.2	7.5	7.5	7.5	7.5	7.5	7.8	7.8
Russell 2000 Standard 1 Year -30% Buffer
NASDAQ 100 Dual Direction 1 Yr -20% Buffer
Russell 2000 Standard 1 Year -15% Buffer	15.5	15.5	15.5	15.5	14.5	14.5	14.5	14.5	14.5	15	15
S&P 500 Dual Direction 1 Yr -10% Buffer	11.5	11.5	11.5	11.5	10.5	10.5	10.5	10.5	10.5	11	11
MSCI EAFE Standard 1 Year -20% Buffer	13	13	13	13	15.5	15.5	12.5	12.5	12.5	12.5	12.5
Russell 2000 Standard 6 Year -20% Buffer	90	90	90	90	80	80	80	80	80	80	80
S&P 500 Step Up 1 Yr -15% Buffer	9	9	9	9	8.5	8.5	8.5	8.5	8.5	8.5	8.5
MSCI EAFE Dual Direction 1 Yr -10% Buffer	16	16	16	16	23.5	23.5	12	12	12	12	12

HISTORICAL CURRENT LIMITS on INDEX GAINS

For The Year Ended December 31, 2024

Structured Capital Strategies PLUS 21 B Shares


	01/04/2024	01/11/2024	01/18/2024	01/25/2024	02/01/2024	02/08/2024	02/15/2024	02/22/2024	02/29/2024	03/07/2024	03/14/2024
NASDAQ 100 Step Up 1 Year -10% Buffer	12	12	12	12	11.5	11.5	11.5	11.5	11.5	12	12
Russell 2000 Dual Direction 6 Yr -15% Buffer	85	85	85	85	85	85	85	85	85	85	85
NASDAQ 100 Standard 6 Year -10% Buffer	125	125	125	125	100	100	100	100	100	100	100
MSCI EM Standard 1 Year -10% Buffer	24	24	24	24	24	24	24	24	24	24	24
Russell 2000 Dual Direction 1 Yr -15% Buffer	10.5	10.5	10.5	10.5	10	10	10	10	10	10.5	10.5
NASDAQ 100 Annual Lock 6 Yr -10% Buffer	15.5	15.5	15.5	15.5	15	15	15	15	15	15	15
NASDAQ 100 Dual Direction 6 Yr -15% Buffer	90	90	90	90	80	80	80	80	80	80	80
EURO STOXX 50 Standard 1 Year -10% Buffer	57.5	57.5	57.5	57.5	57.5	57.5	57.5	57.5	57.5	57.5	57.5
MSCI EAFE Standard 6 Year -20% Buffer	650	650	650	650	650	650	650	650	650	650	650
NASDAQ 100 Standard 1 Year -15% Buffer	14.5	14.5	14.5	14.5	12.5	12.5	12.5	12.5	12.5	13.5	13.5
S&P 500 Enhanced Upside 125% 6 Yr -10%	85	85	85	85	70	70	70	70	70	75	75
Russell 2000 Step Up 1 Yr -15% Buffer	11.5	11.5	11.5	11.5	10.3	10.3	10.3	10.3	10.3	10.8	10.8
S&P 500 Dual Step Up 1 Yr -15% Buffer	7	7	7	7	6.5	6.5	6.5	6.5	6.5	6.5	6.5
S&P 500 Standard 1 Year -40% Buffer	8.5	8.5	8.5	8.5	8	8	8	8	8	8.5	8.5
S&P 500 Step Up 6 Yr -10% Buffer	50	50	50	50	50	50	50	50	50	50	50
S&P 500 Step Up 1 Yr -10% Buffer	10	10	10	10	9.5	9.5	9.5	9.5	9.5	9.5	9.5
NASDAQ 100 Dual Step Up 1 Yr -20% Buffer

HISTORICAL CURRENT LIMITS on INDEX GAINS

For The Year Ended December 31, 2024

Structured Capital Strategies PLUS 21 B Shares


	01/04/2024	01/11/2024	01/18/2024	01/25/2024	02/01/2024	02/08/2024	02/15/2024	02/22/2024	02/29/2024	03/07/2024	03/14/2024
MSCI EAFE Dual Direction 1 Yr -15% Buffer	8.5	8.5	8.5	8.5	11.5	11.5	8	8	8	8	8
MSCI EAFE Standard 6 Year -15% Buffer	700	700	700	700	700	700	700	700	700	700	700
NASDAQ 100 Standard 1 Year -20% Buffer	12.5	12.5	12.5	12.5	11.5	11.5	11.5	11.5	11.5	12	12
S&P 500 Loss Limiter 90 1 Yr -10% Buffer	10	10	10	10	9	9	9	9	9	9.5	9.5
S&P 500 Standard 6 Year -30% Buffer
S&P 500 Enhanced Upside 110% 6 Yr -15% Buffer	90	90	90	90	80	80	80	80	80	85	85
S&P 500 Standard 1 Year -15% Buffer	12	12	12	12	11	11	11	11	11	11.5	11.5
Russell 2000 Annual Lock 6 Yr -10% Buff	15.5	15.5	15.5	15.5	15.5	15.5	15.5	15.5	15.5	16	16
NASDAQ 100 Dual Direction 6 Yr -20% Buffer	75	75	75	75	75	75	75	75	75	75	75
NASDAQ 100 Standard 6 Year -30% Buffer
S&P 500 Dual Direction 6 Yr -10% Buffer	750	750	750	750	500	500	500	500	500	500	500
Russell 2000 Dual Step Up 1 Yr -10% Buffer	10	10	10	10	9	9	9	9	9	9.5	9.5
S&P 500 Standard 1 Year -20% Buffer	11	11	11	11	10	10	10	10	10	10.5	10.5
MSCI EAFE Standard 6 Year -40% Buffer
MSCI EAFE Step Up 1 Yr -10% Buffer	10.5	10.5	10.5	10.5	12	12	10.5	10.5	10.5	10.5	10.5
Russell 2000 Annual Lock 6 Year -10% Buffer	15.5	15.5	15.5	15.5	15.5	15.5	15.5	15.5	15.5	16	16
Russell 2000 Dual Direction 1 Yr -20% Buffer

HISTORICAL CURRENT LIMITS on INDEX GAINS

For The Year Ended December 31, 2024

Structured Capital Strategies PLUS 21 B Shares


	03/21/2024	03/28/2024	04/04/2024	04/11/2024	04/18/2024	04/25/2024	05/02/2024	05/09/2024	05/16/2024	05/23/2024	05/30/2024
Russell 2000 Step Up 6 Yr -10% Buffer
NASDAQ 100 Standard 1 Year -10% Buffer	17	17	17	17	17	17	17	17	17	17	17
MSCI EAFE Dual Direction 6 Yr -10% Buffer	750	750	750	750	750	750	750	750	750	750	750
S&P 500 Dual Step Up 1 Yr -20% Buffer
NASDAQ 100 Step Up 1 Year -15% Buffer	10.5	10.5	10.5	10.5	10.5	10.5	10.5	10.5	10.5	10.5	10.5
Russell 2000 Dual Direction 6 Yr -10% Buffer	110	110	110	110	110	110	110	110	110	110	110
S&P 500 Standard 6 Year -10% Buffer	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped
S&P 500 Annual Lock 6 Year -10% Buffer	13	13	13	13	13	13	13	13	13	13	13
MSCI EAFE Annual Lock 6 Year -10% Buffer	19	19	19	19	19	19	19	19	19	19	19
S&P 500 Dual Direction 1 Yr -15% Buffer	8.5	8.5	8.5	8.5	8.5	8.5	8.5	8.5	8.5	8.5	8.5
Russell 2000 Standard 1 Year -10% Buffer	19	19	19	19	19	19	19	19	19	19	19
S&P 500 Dual Direction 1 Yr -20% Buffer
Russell 2000 Dual Direction 6 Yr -20% Buffer	70	70	70	70	70	70	70	70	70	70	70
S&P 500 Dual Step Up 1 Yr -10% Buffer	7.5	7.5	7.5	7.5	7.5	7.5	7.5	7.5	7.5	7.5	7.5
MSCI EAFE Step Up 6 Yr -10% Buffer
Russell 2000 Standard 1 Year -20% Buffer	13	13	13	13	13	13	13	13	13	13	13

HISTORICAL CURRENT LIMITS on INDEX GAINS

For The Year Ended December 31, 2024

Structured Capital Strategies PLUS 21 B Shares


	03/21/2024	03/28/2024	04/04/2024	04/11/2024	04/18/2024	04/25/2024	05/02/2024	05/09/2024	05/16/2024	05/23/2024	05/30/2024
S&P 500 Enhanced Upside 125% 6 Yr -10% Buffer	75	75	75	75	75	75	75	75	75	75	75
NASDAQ 100 Step Up 6 Yr -10% Buffer
MSCI EAFE Annual Lock 6 Year -10% Buffer	19	19	19	19	19	19	19	19	19	19	19
Russell 2000 Standard 6 Year -10% Buffer	120	120	120	120	120	120	120	120	120	120	120
NASDAQ 100 Dual Direction 1 Yr -15% Buffer	10	10	10	10	10	10	10	10	10	10	10
EURO STOXX 50 Standard 1 Yr -10% Buffer	57.5	57.5	57.5	57.5	57.5	57.5	57.5	57.5	57.5	57.5	57.5
MSCI EAFE Standard 1 Year -40% Buffer	11.5	11.5	11.5	11.5	11.5	11.5	11.5	11.5	11.5	11.5	11.5
Russell 2000 Dual Step Up 1 Yr -15% Buffer	8	8	8	8	8	8	8	8	8	8	8
MSCI EAFE Standard 1 Year -10% Buffer	20	20	20	20	20	20	20	20	20	20	20
MSCI EAFE Standard 6 Year -40% Buffer	200	200	200	200	200	200	200	200	200	200	200
Russell 2000 Standard 6 Year -40% Buffer	65	65	65	65	65	65	65	65	65	65	65
MSCI EAFE Dual Direction 6 Yr -15% Buffer	500	500	500	500	500	500	500	500	500	500	500
MSCI EAFE Standard 6 Year -15% Buffer	700	700	700	700	700	700	700	700	700	700	700
MSCI EAFE Step Up 1 Yr -15% Buffer	9.5	9.5	9.5	9.5	9.5	9.5	9.5	9.5	9.5	9.5	9.5
S&P 500 Enhanced Upside 110% 6 Yr -10% Buffer	90	90	90	90	90	90	90	90	90	90	90
MSCI EAFE Dual Step Up 1 Yr -20% Buffer

HISTORICAL CURRENT LIMITS on INDEX GAINS

For The Year Ended December 31, 2024

Structured Capital Strategies PLUS 21 B Shares


	03/21/2024	03/28/2024	04/04/2024	04/11/2024	04/18/2024	04/25/2024	05/02/2024	05/09/2024	05/16/2024	05/23/2024	05/30/2024
Russell 2000 Dual Step Up 1 Yr -20% Buffer
MSCI EAFE Dual Direction 6 Yr -20% Buffer	350	350	350	350	350	350	350	350	350	350	350
S&P 500 Standard 1 Year -10% Buffer	14	14	14	14	14	14	14	14	14	14	14
NASDAQ 100 Standard 6 Year -40% Buffer	65	65	65	65	65	65	65	65	65	65	65
MSCI EAFE Standard 6 Year -10% Buffer	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped
NASDAQ 100 Dual Step Up 1 Yr -10% Buffer	9.5	9.5	9.5	9.5	9.5	9.5	9.5	9.5	9.5	9.5	9.5
S&P 500 Dual Direction 6 Yr -20% Buffer	80	80	80	80	80	80	80	80	80	80	80
S&P 500 Enhanced Upside 125% 6 Yr -15%	70	70	70	70	70	70	70	70	70	70	70
S&P 500 Enhanced Upside 110% 6 Yr -10%	90	90	90	90	90	90	90	90	90	90	90
MSCI EAFE Dual Step Up 1 Yr -15% Buffer	6	6	6	6	6	6	6	6	6	6	6
S&P 500 Standard 6 Year -15% Buffer	300	300	300	300	300	300	300	300	300	300	300
NASDAQ 100 Dual Direction 6 Yr -10% Buffer	90	90	90	90	90	90	90	90	90	90	90
S&P 500 Standard 1 Year -30% Buffer
NASDAQ 100 Standard 6 Year -20% Buffer	85	85	85	85	85	85	85	85	85	85	85
NASDAQ 100 Standard 1 Year -30% Buffer
S&P 500 Standard 6 Year -20% Buffer	150	150	150	150	150	150	150	150	150	150	150
NASDAQ 100 Standard 6 Year -15% Buffer	90	90	90	90	90	90	90	90	90	90	90

HISTORICAL CURRENT LIMITS on INDEX GAINS

For The Year Ended December 31, 2024

Structured Capital Strategies PLUS 21 B Shares


	03/21/2024	03/28/2024	04/04/2024	04/11/2024	04/18/2024	04/25/2024	05/02/2024	05/09/2024	05/16/2024	05/23/2024	05/30/2024
S&P 500 Enhanced Upside 125% 1 Yr -10% Buffer	12	12	12	12	12	12	12	12	12	12	12
Russell 2000 Step Up 1 Yr -10% Buffer	12.3	12.3	12.3	12.3	12.3	12.3	12.3	12.3	12.3	12.3	12.3
S&P 500 Enhanced Upside 110% 6 Yr -15%	85	85	85	85	85	85	85	85	85	85	85
MSCI EAFE Standard 6 Year -20% Buffer	650	650	650	650	650	650	650	650	650	650	650
Russell 2000 Standard 1 Year -40% Buffer	9.5	9.5	9.5	9.5	9.5	9.5	9.5	9.5	9.5	9.5	9.5
MSCI EAFE Dual Step Up 1 Yr -10% Buffer	8	8	8	8	8	8	8	8	8	8	8
MSCI EAFE Standard 6 Year -10% Buffer	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped
S&P 500 Dual Direction 6 Yr -15% Buffer	100	100	100	100	100	100	100	100	100	100	100
S&P 500 Standard 6 Year -40% Buffer	60	60	60	60	60	60	60	60	60	60	60
NASDAQ 100 Standard 1 Year -40% Buffer	9	9	9	9	9	9	9	9	9	9	9
Russell 2000 Standard 6 Year -15% Buffer	100	100	100	100	100	100	100	100	100	100	100
S&P 500 Enhanced Upside 125% 6 Yr -15% Buffer	70	70	70	70	70	70	70	70	70	70	70
Russell 2000 Standard 6 Year -30% Buffer
Russell 2000 Dual Direction 1 Yr -10% Buffer	15.5	15.5	15.5	15.5	15.5	15.5	15.5	15.5	15.5	15.5	15.5
NASDAQ 100 Dual Direction 1 Yr -10% Buffer	14	14	14	14	14	14	14	14	14	14	14
MSCI EAFE Standard 1 Year -30% Buffer
S&P 500 Loss Limiter 95 6 Yr -10% Buffer	50	50	50	50	50	50	50	50	50	50	50

HISTORICAL CURRENT LIMITS on INDEX GAINS

For The Year Ended December 31, 2024

Structured Capital Strategies PLUS 21 B Shares


	03/21/2024	03/28/2024	04/04/2024	04/11/2024	04/18/2024	04/25/2024	05/02/2024	05/09/2024	05/16/2024	05/23/2024	05/30/2024
MSCI EAFE Dual Direction 1 Yr -20% Buffer
MSCI EM Standard 1 Year -15% Buffer	17	17	17	17	17	17	17	17	17	17	17
EURO STOXX 50 Standard 1 Year -15% Buffer	34.5	34.5	34.5	34.5	34.5	34.5	34.5	34.5	34.5	34.5	34.5
MSCI EAFE Standard 6 Year -30% Buffer
MSCI EAFE Standard 1 Year -15% Buffer	15	15	15	15	15	15	15	15	15	15	15
NASDAQ 100 Dual Step Up 1 Yr -15% Buffer	7.8	7.8	7.8	7.8	7.8	7.8	7.8	7.8	7.8	7.8	7.8
Russell 2000 Standard 1 Year -30% Buffer
NASDAQ 100 Dual Direction 1 Yr -20% Buffer
Russell 2000 Standard 1 Year -15% Buffer	15	15	15	15	15	15	15	15	15	15	15
S&P 500 Dual Direction 1 Yr -10% Buffer	11	11	11	11	11	11	11	11	11	11	11
MSCI EAFE Standard 1 Year -20% Buffer	12.5	12.5	12.5	12.5	12.5	12.5	12.5	12.5	12.5	12.5	12.5
Russell 2000 Standard 6 Year -20% Buffer	80	80	80	80	80	80	80	80	80	80	80
S&P 500 Step Up 1 Yr -15% Buffer	8.5	8.5	8.5	8.5	8.5	8.5	8.5	8.5	8.5	8.5	8.5
MSCI EAFE Dual Direction 1 Yr -10% Buffer	12	12	12	12	12	12	12	12	12	12	12
NASDAQ 100 Step Up 1 Year -10% Buffer	12	12	12	12	12	12	12	12	12	12	12
Russell 2000 Dual Direction 6 Yr -15% Buffer	85	85	85	85	85	85	85	85	85	85	85
NASDAQ 100 Standard 6 Year -10% Buffer	100	100	100	100	100	100	100	100	100	100	100

HISTORICAL CURRENT LIMITS on INDEX GAINS

For The Year Ended December 31, 2024

Structured Capital Strategies PLUS 21 B Shares


	03/21/2024	03/28/2024	04/04/2024	04/11/2024	04/18/2024	04/25/2024	05/02/2024	05/09/2024	05/16/2024	05/23/2024	05/30/2024
MSCI EM Standard 1 Year -10% Buffer	24	24	24	24	24	24	24	24	24	24	24
Russell 2000 Dual Direction 1 Yr -15% Buffer	10.5	10.5	10.5	10.5	10.5	10.5	10.5	10.5	10.5	10.5	10.5
NASDAQ 100 Annual Lock 6 Yr -10% Buffer	15	15	15	15	15	15	15	15	15	15	15
NASDAQ 100 Dual Direction 6 Yr -15% Buffer	80	80	80	80	80	80	80	80	80	80	80
EURO STOXX 50 Standard 1 Year -10% Buffer	57.5	57.5	57.5	57.5	57.5	57.5	57.5	57.5	57.5	57.5	57.5
MSCI EAFE Standard 6 Year -20% Buffer	650	650	650	650	650	650	650	650	650	650	650
NASDAQ 100 Standard 1 Year -15% Buffer	13.5	13.5	13.5	13.5	13.5	13.5	13.5	13.5	13.5	13.5	13.5
S&P 500 Enhanced Upside 125% 6 Yr -10%	75	75	75	75	75	75	75	75	75	75	75
Russell 2000 Step Up 1 Yr -15% Buffer	10.8	10.8	10.8	10.8	10.8	10.8	10.8	10.8	10.8	10.8	10.8
S&P 500 Dual Step Up 1 Yr -15% Buffer	6.5	6.5	6.5	6.5	6.5	6.5	6.5	6.5	6.5	6.5	6.5
S&P 500 Standard 1 Year -40% Buffer	8.5	8.5	8.5	8.5	8.5	8.5	8.5	8.5	8.5	8.5	8.5
S&P 500 Step Up 6 Yr -10% Buffer	50	50	50	50	50	50	50	50	50	50	50
S&P 500 Step Up 1 Yr -10% Buffer	9.5	9.5	9.5	9.5	9.5	9.5	9.5	9.5	9.5	9.5	9.5
NASDAQ 100 Dual Step Up 1 Yr -20% Buffer
MSCI EAFE Dual Direction 1 Yr -15% Buffer	8	8	8	8	8	8	8	8	8	8	8
MSCI EAFE Standard 6 Year -15% Buffer	700	700	700	700	700	700	700	700	700	700	700

HISTORICAL CURRENT LIMITS on INDEX GAINS

For The Year Ended December 31, 2024

Structured Capital Strategies PLUS 21 B Shares


	03/21/2024	03/28/2024	04/04/2024	04/11/2024	04/18/2024	04/25/2024	05/02/2024	05/09/2024	05/16/2024	05/23/2024	05/30/2024
NASDAQ 100 Standard 1 Year -20% Buffer	12	12	12	12	12	12	12	12	12	12	12
S&P 500 Loss Limiter 90 1 Yr -10% Buffer	9.5	9.5	9.5	9.5	9.5	9.5	9.5	9.5	9.5	9.5	9.5
S&P 500 Standard 6 Year -30% Buffer
S&P 500 Enhanced Upside 110% 6 Yr -15% Buffer	85	85	85	85	85	85	85	85	85	85	85
S&P 500 Standard 1 Year -15% Buffer	11.5	11.5	11.5	11.5	11.5	11.5	11.5	11.5	11.5	11.5	11.5
Russell 2000 Annual Lock 6 Yr -10% Buff	16	16	16	16	16	16	16	16	16	16	16
NASDAQ 100 Dual Direction 6 Yr -20% Buffer	75	75	75	75	75	75	75	75	75	75	75
NASDAQ 100 Standard 6 Year -30% Buffer
S&P 500 Dual Direction 6 Yr -10% Buffer	300	300	300	300	300	300	300	300	300	300	300
Russell 2000 Dual Step Up 1 Yr -10% Buffer	9.5	9.5	9.5	9.5	9.5	9.5	9.5	9.5	9.5	9.5	9.5
S&P 500 Standard 1 Year -20% Buffer	10.5	10.5	10.5	10.5	10.5	10.5	10.5	10.5	10.5	10.5	10.5
MSCI EAFE Standard 6 Year -40% Buffer
MSCI EAFE Step Up 1 Yr -10% Buffer	10.5	10.5	10.5	10.5	10.5	10.5	10.5	10.5	10.5	10.5	10.5
Russell 2000 Annual Lock 6 Year -10% Buffer	16	16	16	16	16	16	16	16	16	16	16
Russell 2000 Dual Direction 1 Yr -20% Buffer

HISTORICAL CURRENT LIMITS on INDEX GAINS

For The Year Ended December 31, 2024

Structured Capital Strategies PLUS 21 B Shares


	06/06/2024	06/13/2024	06/20/2024	06/27/2024	07/03/2024	07/11/2024	07/18/2024	07/25/2024	08/01/2024	08/08/2024	08/15/2024
Russell 2000 Step Up 6 Yr -10% Buffer
NASDAQ 100 Standard 1 Year -10% Buffer	17	17	17	17	17	17	17	17	17	17	17
MSCI EAFE Dual Direction 6 Yr -10% Buffer	750	750	750	750	750	750	750	750	750	750	750
S&P 500 Dual Step Up 1 Yr -20% Buffer
NASDAQ 100 Step Up 1 Year -15% Buffer	10.5	10.5	10.5	10.5	10.5	10.5	10.2	10.2	10.2	10.2	10.2
Russell 2000 Dual Direction 6 Yr -10% Buffer	110	110	110	110	110	110	110	110	110	110	110
S&P 500 Standard 6 Year -10% Buffer	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped
S&P 500 Annual Lock 6 Year -10% Buffer	13	13	13	13	13	13	12	12	12	12	12
MSCI EAFE Annual Lock 6 Year -10% Buffer	19	19	19	19	19	19	17.5	17.5	17.5	17.5	17.5
S&P 500 Dual Direction 1 Yr -15% Buffer	8.5	8.5	8.5	8.5	8.5	8.5	8	8	8	8	8
Russell 2000 Standard 1 Year -10% Buffer	19	19	19	19	19	19	19	19	19	19	19
S&P 500 Dual Direction 1 Yr -20% Buffer
Russell 2000 Dual Direction 6 Yr -20% Buffer	70	70	70	70	70	70	70	70	70	70	70
S&P 500 Dual Step Up 1 Yr -10% Buffer	8	8	8	8	8	8	8	8	8	8	8
MSCI EAFE Step Up 6 Yr -10% Buffer
Russell 2000 Standard 1 Year -20% Buffer	13	13	13	13	13	13	13	13	13	13	13

HISTORICAL CURRENT LIMITS on INDEX GAINS

For The Year Ended December 31, 2024

Structured Capital Strategies PLUS 21 B Shares


	06/06/2024	06/13/2024	06/20/2024	06/27/2024	07/03/2024	07/11/2024	07/18/2024	07/25/2024	08/01/2024	08/08/2024	08/15/2024
S&P 500 Enhanced Upside 125% 6 Yr -10% Buffer	75	75	75	75	75	75	75	75	75	75	75
NASDAQ 100 Step Up 6 Yr -10% Buffer
MSCI EAFE Annual Lock 6 Year -10% Buffer	19	19	19	19	19	19	17.5	17.5	17.5	17.5	17.5
Russell 2000 Standard 6 Year -10% Buffer	120	120	120	120	120	120	120	120	120	120	120
NASDAQ 100 Dual Direction 1 Yr -15% Buffer	10	10	10	10	10	10	9.5	9.5	9.5	9.5	9.5
EURO STOXX 50 Standard 1 Yr -10% Buffer	57.5	57.5	57.5	57.5	57.5	57.5	40	40	40	40	40
MSCI EAFE Standard 1 Year -40% Buffer	11.5	11.5	11.5	11.5	11.5	11.5	10	10	10	10	8
Russell 2000 Dual Step Up 1 Yr -15% Buffer	8	8	8	8	8	8	7.8	7.8	7.8	7.8	7.8
MSCI EAFE Standard 1 Year -10% Buffer	20	20	20	20	20	20	20	20	20	20	20
MSCI EAFE Standard 6 Year -40% Buffer	200	200	200	200	200	200	165	165	165	165	165
Russell 2000 Standard 6 Year -40% Buffer	65	65	65	65	65	65	65	65	65	65	65
MSCI EAFE Dual Direction 6 Yr -15% Buffer	500	500	500	500	500	500	500	500	500	500	500
MSCI EAFE Standard 6 Year -15% Buffer	700	700	700	700	700	700	700	700	700	700	700
MSCI EAFE Step Up 1 Yr -15% Buffer	9.5	9.5	9.5	9.5	9.5	9.5	9	9	9	9	9
S&P 500 Enhanced Upside 110% 6 Yr -10% Buffer	90	90	90	90	90	90	90	90	90	90	90
MSCI EAFE Dual Step Up 1 Yr -20% Buffer
Russell 2000 Dual Step Up 1 Yr -20% Buffer

HISTORICAL CURRENT LIMITS on INDEX GAINS

For The Year Ended December 31, 2024

Structured Capital Strategies PLUS 21 B Shares


	06/06/2024	06/13/2024	06/20/2024	06/27/2024	07/03/2024	07/11/2024	07/18/2024	07/25/2024	08/01/2024	08/08/2024	08/15/2024
MSCI EAFE Dual Direction 6 Yr -20% Buffer	350	350	350	350	350	350	350	350	350	350	350
S&P 500 Standard 1 Year -10% Buffer	14	14	14	14	14	14	14	14	14	14	14
NASDAQ 100 Standard 6 Year -40% Buffer	65	65	65	65	65	65	60	60	60	60	60
MSCI EAFE Standard 6 Year -10% Buffer	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped
NASDAQ 100 Dual Step Up 1 Yr -10% Buffer	9.5	9.5	9.5	9.5	9.5	9.5	9.2	9.2	9.2	9.2	9.7
S&P 500 Dual Direction 6 Yr -20% Buffer	80	80	80	80	80	80	80	80	80	80	80
S&P 500 Enhanced Upside 125% 6 Yr -15%	70	70	70	70	70	70	70	70	70	70	70
S&P 500 Enhanced Upside 110% 6 Yr -10%	90	90	90	90	90	90	90	90	90	90	90
MSCI EAFE Dual Step Up 1 Yr -15% Buffer	6	6	6	6	6	6	6	6	6	6	6
S&P 500 Standard 6 Year -15% Buffer	300	300	300	300	300	300	200	200	200	200	200
NASDAQ 100 Dual Direction 6 Yr -10% Buffer	90	90	90	90	90	90	90	90	90	90	90
S&P 500 Standard 1 Year -30% Buffer
NASDAQ 100 Standard 6 Year -20% Buffer	85	85	85	85	85	85	80	80	80	80	80
NASDAQ 100 Standard 1 Year -30% Buffer
S&P 500 Standard 6 Year -20% Buffer	150	150	150	150	150	150	125	125	125	125	125
NASDAQ 100 Standard 6 Year -15% Buffer	90	90	90	90	90	90	90	90	90	90	90

HISTORICAL CURRENT LIMITS on INDEX GAINS

For The Year Ended December 31, 2024

Structured Capital Strategies PLUS 21 B Shares


	06/06/2024	06/13/2024	06/20/2024	06/27/2024	07/03/2024	07/11/2024	07/18/2024	07/25/2024	08/01/2024	08/08/2024	08/15/2024
S&P 500 Enhanced Upside 125% 1 Yr -10% Buffer	12	12	12	12	12	12	12	12	12	12	12
Russell 2000 Step Up 1 Yr -10% Buffer	12.3	12.3	12.3	12.3	12.3	12.3	12.3	12.3	12.5	12.5	13
S&P 500 Enhanced Upside 110% 6 Yr -15%	85	85	85	85	85	85	80	80	80	80	80
MSCI EAFE Standard 6 Year -20% Buffer	650	650	650	650	650	650	650	650	650	650	650
Russell 2000 Standard 1 Year -40% Buffer	9.5	9.5	9.5	9.5	9.5	9.5	9.5	9.5	9.5	9.5	9.5
MSCI EAFE Dual Step Up 1 Yr -10% Buffer	8	8	8	8	8	8	7.5	7.5	7.5	7.5	8
MSCI EAFE Standard 6 Year -10% Buffer	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped
S&P 500 Dual Direction 6 Yr -15% Buffer	100	100	100	100	100	100	100	100	100	100	100
S&P 500 Standard 6 Year -40% Buffer	60	60	60	60	60	60	60	60	60	60	60
NASDAQ 100 Standard 1 Year -40% Buffer	9	9	9	9	9	9	9	9	9	9	9
Russell 2000 Standard 6 Year -15% Buffer	100	100	100	100	100	100	100	100	100	100	100
S&P 500 Enhanced Upside 125% 6 Yr -15% Buffer	70	70	70	70	70	70	70	70	70	70	70
Russell 2000 Standard 6 Year -30% Buffer
Russell 2000 Dual Direction 1 Yr -10% Buffer	15.5	15.5	15.5	15.5	15.5	15.5	15.5	15.5	15.5	15.5	15.5
NASDAQ 100 Dual Direction 1 Yr -10% Buffer	14	14	14	14	14	14	14	14	14	14	14
MSCI EAFE Standard 1 Year -30% Buffer

HISTORICAL CURRENT LIMITS on INDEX GAINS

For The Year Ended December 31, 2024

Structured Capital Strategies PLUS 21 B Shares


	06/06/2024	06/13/2024	06/20/2024	06/27/2024	07/03/2024	07/11/2024	07/18/2024	07/25/2024	08/01/2024	08/08/2024	08/15/2024
S&P 500 Loss Limiter 95 6 Yr -10% Buffer	50	50	50	50	50	50	50	50	50	50	50
MSCI EAFE Dual Direction 1 Yr -20% Buffer
MSCI EM Standard 1 Year -15% Buffer	17	17	17	17	17	17	16	16	16	16	16
EURO STOXX 50 Standard 1 Year -15% Buffer	20	20	20	20	20	20	15	15	15	15	15
MSCI EAFE Standard 6 Year -30% Buffer
MSCI EAFE Standard 1 Year -15% Buffer	15	15	15	15	15	15	14	14	14	14	14
NASDAQ 100 Dual Step Up 1 Yr -15% Buffer	7.8	7.8	7.8	7.8	7.8	7.8	7.5	7.5	7.5	7.5	8
Russell 2000 Standard 1 Year -30% Buffer
NASDAQ 100 Dual Direction 1 Yr -20% Buffer
Russell 2000 Standard 1 Year -15% Buffer	15	15	15	15	15	15	15	15	15	15	15
S&P 500 Dual Direction 1 Yr -10% Buffer	11	11	11	11	11	11	11	11	11	11	11
MSCI EAFE Standard 1 Year -20% Buffer	12.5	12.5	12.5	12.5	12.5	12.5	11.5	11.5	11.5	11.5	11.5
Russell 2000 Standard 6 Year -20% Buffer	80	80	80	80	80	80	80	80	80	80	80
S&P 500 Step Up 1 Yr -15% Buffer	9	9	9	9	9	9	9	9	9	9	9
MSCI EAFE Dual Direction 1 Yr -10% Buffer	12	12	12	12	12	12	12	12	12	12	12
NASDAQ 100 Step Up 1 Year -10% Buffer	12	12	12	12	12	12	11.8	11.8	11.8	11.8	11.8

HISTORICAL CURRENT LIMITS on INDEX GAINS

For The Year Ended December 31, 2024

Structured Capital Strategies PLUS 21 B Shares


	06/06/2024	06/13/2024	06/20/2024	06/27/2024	07/03/2024	07/11/2024	07/18/2024	07/25/2024	08/01/2024	08/08/2024	08/15/2024
Russell 2000 Dual Direction 6 Yr -15% Buffer	85	85	85	85	85	85	85	85	85	85	85
NASDAQ 100 Standard 6 Year -10% Buffer	100	100	100	100	100	100	100	100	100	100	100
MSCI EM Standard 1 Year -10% Buffer	24	24	24	24	24	24	23	23	23	23	23
Russell 2000 Dual Direction 1 Yr -15% Buffer	10.5	10.5	10.5	10.5	10.5	10.5	10	10	10	10	10
NASDAQ 100 Annual Lock 6 Yr -10% Buffer	15	15	15	15	15	15	15	15	15	15	15
NASDAQ 100 Dual Direction 6 Yr -15% Buffer	80	80	80	80	80	80	80	80	80	80	80
EURO STOXX 50 Standard 1 Year -10% Buffer	57.5	57.5	57.5	57.5	57.5	57.5	40	40	40	40	40
MSCI EAFE Standard 6 Year -20% Buffer	650	650	650	650	650	650	650	650	650	650	650
NASDAQ 100 Standard 1 Year -15% Buffer	13.5	13.5	13.5	13.5	13.5	13.5	13.5	13.5	13.5	13.5	13.5
S&P 500 Enhanced Upside 125% 6 Yr -10%	75	75	75	75	75	75	75	75	75	75	75
Russell 2000 Step Up 1 Yr -15% Buffer	10.8	10.8	10.8	10.8	10.8	10.8	10.8	10.8	10.8	10.8	10.8
S&P 500 Dual Step Up 1 Yr -15% Buffer	7	7	7	7	7	7	7	7	7	7	7
S&P 500 Standard 1 Year -40% Buffer	8.5	8.5	8.5	8.5	8.5	8.5	8.5	8.5	8.5	8.5	8.5
S&P 500 Step Up 6 Yr -10% Buffer	50	50	50	50	50	50	50	50	50	50	50
S&P 500 Step Up 1 Yr -10% Buffer	10	10	10	10	10	10	10	10	10	10	10
NASDAQ 100 Dual Step Up 1 Yr -20% Buffer

HISTORICAL CURRENT LIMITS on INDEX GAINS

For The Year Ended December 31, 2024

Structured Capital Strategies PLUS 21 B Shares


	06/06/2024	06/13/2024	06/20/2024	06/27/2024	07/03/2024	07/11/2024	07/18/2024	07/25/2024	08/01/2024	08/08/2024	08/15/2024
MSCI EAFE Dual Direction 1 Yr -15% Buffer	8	8	8	8	8	8	7.5	7.5	7.5	7.5	7.5
MSCI EAFE Standard 6 Year -15% Buffer	700	700	700	700	700	700	700	700	700	700	700
NASDAQ 100 Standard 1 Year -20% Buffer	12	12	12	12	12	12	12	12	12	12	12
S&P 500 Loss Limiter 90 1 Yr -10% Buffer	9.5	9.5	9.5	9.5	9.5	9.5	9.5	9.5	9.5	9.5	9.5
S&P 500 Standard 6 Year -30% Buffer
S&P 500 Enhanced Upside 110% 6 Yr -15% Buffer	85	85	85	85	85	85	80	80	80	80	80
S&P 500 Standard 1 Year -15% Buffer	11.5	11.5	11.5	11.5	11.5	11.5	11.5	11.5	11.5	11.5	11.5
Russell 2000 Annual Lock 6 Yr -10% Buff	16	16	16	16	16	16	15	15	15	15	15
NASDAQ 100 Dual Direction 6 Yr -20% Buffer	75	75	75	75	75	75	70	70	70	70	70
NASDAQ 100 Standard 6 Year -30% Buffer
S&P 500 Dual Direction 6 Yr -10% Buffer	300	300	300	300	300	300	300	300	300	300	300
Russell 2000 Dual Step Up 1 Yr -10% Buffer	9.5	9.5	9.5	9.5	9.5	9.5	9.5	9.5	10	10	10
S&P 500 Standard 1 Year -20% Buffer	10.5	10.5	10.5	10.5	10.5	10.5	10.5	10.5	10.5	10.5	10.5
MSCI EAFE Standard 6 Year -40% Buffer				200	200	200	165	165	165	165	165
MSCI EAFE Step Up 1 Yr -10% Buffer	10.5	10.5	10.5	10.5	10.5	10.5	10	10	10	10	10
Russell 2000 Annual Lock 6 Year -10% Buffer	16	16	16	16	16	16	15	15	15	15	15
Russell 2000 Dual Direction 1 Yr -20% Buffer

HISTORICAL CURRENT LIMITS on INDEX GAINS

For The Year Ended December 31, 2024

Structured Capital Strategies PLUS 21 B Shares


	08/22/2024	08/29/2024	09/05/2024	09/12/2024	09/19/2024	09/26/2024	10/03/2024	10/10/2024	10/17/2024	10/24/2024	10/31/2024
Russell 2000 Step Up 6 Yr -10% Buffer	55	55	55	55	55	55	55	55	55	55	55
NASDAQ 100 Standard 1 Year -10% Buffer	17	17	17	17	17	17	17	17	17	17	17
MSCI EAFE Dual Direction 6 Yr -10% Buffer	750	750	750	750	750	750	750	750	750	750	750
S&P 500 Dual Step Up 1 Yr -20% Buffer	6	6	5.8	5.8	5.8	5.8	5.8	5.8	5.8	5.8	5.8
NASDAQ 100 Step Up 1 Year -15% Buffer	10.2	10.2	10.2	10.2	10.2	10.2	10.2	10.2	10.2	10.2	10.2
Russell 2000 Dual Direction 6 Yr -10% Buffer	110	110	110	110	110	110	110	110	110	110	110
S&P 500 Standard 6 Year -10% Buffer	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped
S&P 500 Annual Lock 6 Year -10% Buffer	12	12	11.5	11.5	11.5	11.5	11.5	11.5	11.5	11.5	11.5
MSCI EAFE Annual Lock 6 Year -10% Buffer	17.5	17.5	16	16	16	16	16	16	16	16	16
S&P 500 Dual Direction 1 Yr -15% Buffer	8	8	8	8	7.5	7.5	7.5	7.5	7.5	7.5	7.5
Russell 2000 Standard 1 Year -10% Buffer	19	19	19	19	19	19	19	19	19	19	19
S&P 500 Dual Direction 1 Yr -20% Buffer	6	6	6	6	5.5	5.5	5.5	5.5	5.5	5.5	5.5
Russell 2000 Dual Direction 6 Yr -20% Buffer	70	70	70	70	70	70	70	70	70	70	70
S&P 500 Dual Step Up 1 Yr -10% Buffer	8	8	7.8	7.8	7.8	7.8	7.8	7.8	7.8	7.8	7.8
MSCI EAFE Step Up 6 Yr -10% Buffer	50	50	50	50	50	50	50	50	50	50	50
Russell 2000 Standard 1 Year -20% Buffer	13	13	13	13	13	13	13	13	13	13	13

HISTORICAL CURRENT LIMITS on INDEX GAINS

For The Year Ended December 31, 2024

Structured Capital Strategies PLUS 21 B Shares


	08/22/2024	08/29/2024	09/05/2024	09/12/2024	09/19/2024	09/26/2024	10/03/2024	10/10/2024	10/17/2024	10/24/2024	10/31/2024
S&P 500 Enhanced Upside 125% 6 Yr -10% Buffer	75	75	75	75	75	75	75	75	75	75	75
NASDAQ 100 Step Up 6 Yr -10% Buffer	50	50	50	50	50	50	50	50	50	50	50
MSCI EAFE Annual Lock 6 Year -10% Buffer	17.5	17.5	16	16	16	16	16	16	16	16	16
Russell 2000 Standard 6 Year -10% Buffer	120	120	120	120	120	120	120	120	120	120	120
NASDAQ 100 Dual Direction 1 Yr -15% Buffer	9.5	9.5	9.5	9.5	9.5	9.5	9.5	9.5	9.5	9.5	9.5
EURO STOXX 50 Standard 1 Yr -10% Buffer	40	40	35	35	35	35	35	35	35	35	35
MSCI EAFE Standard 1 Year -40% Buffer	8	8	8	8	8	8	8	8	8	8	8
Russell 2000 Dual Step Up 1 Yr -15% Buffer	7.8	7.8	7.8	7.8	7.8	7.8	7.8	7.8	7.8	7.8	7.8
MSCI EAFE Standard 1 Year -10% Buffer	20	20	20	20	20	20	20	20	20	20	20
MSCI EAFE Standard 6 Year -40% Buffer	165	165	150	150	150	150	150	150	150	150	150
Russell 2000 Standard 6 Year -40% Buffer	65	65	65	65	65	65	65	65	65	65	65
MSCI EAFE Dual Direction 6 Yr -15% Buffer	500	500	500	500	500	500	500	500	500	500	500
MSCI EAFE Standard 6 Year -15% Buffer	700	700	700	700	700	700	700	700	700	700	700
MSCI EAFE Step Up 1 Yr -15% Buffer	9	9	8	8	8	8	8	8	8	8	8
S&P 500 Enhanced Upside 110% 6 Yr -10% Buffer	90	90	90	90	90	90	90	90	90	90	90
MSCI EAFE Dual Step Up 1 Yr -20% Buffer	5.2	5.2	5.2	5.2	5.2	5.2	5.2	5.2	5.2	5.2	5.2
Russell 2000 Dual Step Up 1 Yr -20% Buffer	6.8	6.8	6.8	6.8	6.5	6.5	6.5	6.5	6.5	6.5	6.5

HISTORICAL CURRENT LIMITS on INDEX GAINS

For The Year Ended December 31, 2024

Structured Capital Strategies PLUS 21 B Shares


	08/22/2024	08/29/2024	09/05/2024	09/12/2024	09/19/2024	09/26/2024	10/03/2024	10/10/2024	10/17/2024	10/24/2024	10/31/2024
MSCI EAFE Dual Direction 6 Yr -20% Buffer	350	350	350	350	350	350	350	350	350	350	350
S&P 500 Standard 1 Year -10% Buffer	14	14	14	14	13	13	13	13	13	13	13
NASDAQ 100 Standard 6 Year -40% Buffer	60	60	55	55	55	55	55	55	55	55	55
MSCI EAFE Standard 6 Year -10% Buffer	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped
NASDAQ 100 Dual Step Up 1 Yr -10% Buffer	9.7	9.7	9.7	9.7	9.7	9.7	9.7	9.7	9.7	9.7	9.7
S&P 500 Dual Direction 6 Yr -20% Buffer	80	80	70	70	65	65	65	65	65	65	65
S&P 500 Enhanced Upside 125% 6 Yr -15%	70	70	70	70	70	70	70	70	70	70	70
S&P 500 Enhanced Upside 110% 6 Yr -10%	90	90	90	90	90	90	90	90	90	90	90
MSCI EAFE Dual Step Up 1 Yr -15% Buffer	6	6	5.8	5.8	5.8	5.8	5.8	5.8	5.8	5.8	5.8
S&P 500 Standard 6 Year -15% Buffer	200	200	200	200	175	175	175	175	175	175	175
NASDAQ 100 Dual Direction 6 Yr -10% Buffer	90	90	90	90	90	90	90	90	90	90	90
S&P 500 Standard 1 Year -30% Buffer	9	9	8.5	8.5	8	8	8	8	8	8	8
NASDAQ 100 Standard 6 Year -20% Buffer	80	80	80	80	80	80	80	80	80	80	80
NASDAQ 100 Standard 1 Year -30% Buffer	10	10	10	10	9.5	9.5	9.5	9.5	9.5	9.5	9.5
S&P 500 Standard 6 Year -20% Buffer	125	125	115	115	100	100	100	100	100	100	100
NASDAQ 100 Standard 6 Year -15% Buffer	90	90	90	90	90	90	90	90	90	90	90
S&P 500 Enhanced Upside 125% 1 Yr -10% Buffer	12	12	12	12	11.5	11.5	11.5	11.5	11.5	11.5	11.5

HISTORICAL CURRENT LIMITS on INDEX GAINS

For The Year Ended December 31, 2024

Structured Capital Strategies PLUS 21 B Shares


	08/22/2024	08/29/2024	09/05/2024	09/12/2024	09/19/2024	09/26/2024	10/03/2024	10/10/2024	10/17/2024	10/24/2024	10/31/2024
Russell 2000 Step Up 1 Yr -10% Buffer	13	13	13	13	13	13	13	13	13	13	13
S&P 500 Enhanced Upside 110% 6 Yr -15%	80	80	80	80	80	80	80	80	80	80	80
MSCI EAFE Standard 6 Year -20% Buffer	650	650	650	650	650	650	650	650	650	650	650
Russell 2000 Standard 1 Year -40% Buffer	9.5	9.5	9.5	9.5	9.5	9.5	9.5	9.5	9.5	9.5	9.5
MSCI EAFE Dual Step Up 1 Yr -10% Buffer	8	8	7.3	7.3	6.8	6.8	6.8	6.8	6.8	6.8	6.8
MSCI EAFE Standard 6 Year -10% Buffer	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped
S&P 500 Dual Direction 6 Yr -15% Buffer	100	100	85	85	80	80	80	80	80	80	80
S&P 500 Standard 6 Year -40% Buffer	60	60	55	55	50	50	50	50	50	50	50
NASDAQ 100 Standard 1 Year -40% Buffer	9	9	8.5	8.5	8.5	8.5	8.5	8.5	8.5	8.5	8.5
Russell 2000 Standard 6 Year -15% Buffer	100	100	100	100	100	100	100	100	100	100	100
S&P 500 Enhanced Upside 125% 6 Yr -15% Buffer	70	70	70	70	70	70	70	70	70	70	70
Russell 2000 Standard 6 Year -30% Buffer	75	75	75	75	75	75	75	75	75	75	75
Russell 2000 Dual Direction 1 Yr -10% Buffer	15.5	15.5	15.5	15.5	15.5	15.5	15.5	15.5	15.5	15.5	15.5
NASDAQ 100 Dual Direction 1 Yr -10% Buffer	14	14	14	14	14	14	14	14	14	14	14
MSCI EAFE Standard 1 Year -30% Buffer	8.5	8.5	8.5	8.5	8.5	8.5	8.5	8.5	8.5	8.5	8.5
S&P 500 Loss Limiter 95 6 Yr -10% Buffer	50	50	50	50	45	45	45	45	45	45	45

HISTORICAL CURRENT LIMITS on INDEX GAINS

For The Year Ended December 31, 2024

Structured Capital Strategies PLUS 21 B Shares


	08/22/2024	08/29/2024	09/05/2024	09/12/2024	09/19/2024	09/26/2024	10/03/2024	10/10/2024	10/17/2024	10/24/2024	10/31/2024
MSCI EAFE Dual Direction 1 Yr -20% Buffer	5	5	4.5	4.5	4.5	4.5	4.5	4.5	4.5	4.5	4.5
MSCI EM Standard 1 Year -15% Buffer	16	16	16	16	16	16	16	16	16	16	16
EURO STOXX 50 Standard 1 Year -15% Buffer	15	15	15	15	15	15	15	15	15	15	15
MSCI EAFE Standard 6 Year -30% Buffer	175	175	175	175	175	175	175	175	175	175	175
MSCI EAFE Standard 1 Year -15% Buffer	14	14	13	13	13	13	13	13	13	13	13
NASDAQ 100 Dual Step Up 1 Yr -15% Buffer	8	8	7.7	7.7	7.7	7.7	7.7	7.7	7.7	7.7	7.7
Russell 2000 Standard 1 Year -30% Buffer	11	11	11	11	11	11	11	11	11	11	11
NASDAQ 100 Dual Direction 1 Yr -20% Buffer	7	7	7	7	6.5	6.5	6.5	6.5	6.5	6.5	6.5
Russell 2000 Standard 1 Year -15% Buffer	15	15	15	15	15	15	15	15	15	15	15
S&P 500 Dual Direction 1 Yr -10% Buffer	11	11	11	11	10	10	10	10	10	10	10
MSCI EAFE Standard 1 Year -20% Buffer	11.5	11.5	11	11	11	11	11	11	11	11	11
Russell 2000 Standard 6 Year -20% Buffer	80	80	80	80	80	80	80	80	80	80	80
S&P 500 Step Up 1 Yr -15% Buffer	9	9	8.5	8.5	8.5	8.5	8.5	8.5	8.5	8.5	8.5
MSCI EAFE Dual Direction 1 Yr -10% Buffer	12	12	12	12	11.5	11.5	11.5	11.5	11.5	11.5	11.5
NASDAQ 100 Step Up 1 Year -10% Buffer	11.8	11.8	11.8	11.8	11.8	11.8	11.8	11.8	11.8	11.8	11.8
Russell 2000 Dual Direction 6 Yr -15% Buffer	85	85	85	85	85	85	85	85	85	85	85
NASDAQ 100 Standard 6 Year -10% Buffer	100	100	100	100	100	100	100	100	100	100	100

HISTORICAL CURRENT LIMITS on INDEX GAINS

For The Year Ended December 31, 2024

Structured Capital Strategies PLUS 21 B Shares


	08/22/2024	08/29/2024	09/05/2024	09/12/2024	09/19/2024	09/26/2024	10/03/2024	10/10/2024	10/17/2024	10/24/2024	10/31/2024
MSCI EM Standard 1 Year -10% Buffer	23	23	23	23	23	23	23	23	23	23	23
Russell 2000 Dual Direction 1 Yr -15% Buffer	10	10	10	10	10	10	10	10	10	10	10
NASDAQ 100 Annual Lock 6 Yr -10% Buffer	15	15	14.5	14.5	14.5	14.5	14.5	14.5	14.5	14.5	14.5
NASDAQ 100 Dual Direction 6 Yr -15% Buffer	80	80	80	80	80	80	80	80	80	80	80
EURO STOXX 50 Standard 1 Year -10% Buffer	40	40	35	35	35	35	35	35	35	35	35
MSCI EAFE Standard 6 Year -20% Buffer	650	650	650	650	650	650	650	650	650	650	650
NASDAQ 100 Standard 1 Year -15% Buffer	13.5	13.5	13.5	13.5	13.5	13.5	13.5	13.5	13.5	13.5	13.5
S&P 500 Enhanced Upside 125% 6 Yr -10%	75	75	75	75	75	75	75	75	75	75	75
Russell 2000 Step Up 1 Yr -15% Buffer	10.8	10.8	10.8	10.8	10.8	10.8	10.8	10.8	10.8	10.8	10.8
S&P 500 Dual Step Up 1 Yr -15% Buffer	7	7	6.8	6.8	6.3	6.3	6.3	6.3	6.3	6.3	6.3
S&P 500 Standard 1 Year -40% Buffer	8.5	8.5	7.5	7.5	7	7	7	7	7	7	7
S&P 500 Step Up 6 Yr -10% Buffer	50	50	50	50	50	50	50	50	50	50	50
S&P 500 Step Up 1 Yr -10% Buffer	10	10	9.5	9.5	9.5	9.5	9.5	9.5	9.5	9.5	9.5
NASDAQ 100 Dual Step Up 1 Yr -20% Buffer	6.8	6.8	6.8	6.8	6.5	6.5	6.5	6.5	6.5	6.5	6.5
MSCI EAFE Dual Direction 1 Yr -15% Buffer	7.5	7.5	6.5	6.5	6.5	6.5	6.5	6.5	6.5	6.5	6.5
MSCI EAFE Standard 6 Year -15% Buffer	700	700	700	700	700	700	700	700	700	700	700

HISTORICAL CURRENT LIMITS on INDEX GAINS

For The Year Ended December 31, 2024

Structured Capital Strategies PLUS 21 B Shares


	08/22/2024	08/29/2024	09/05/2024	09/12/2024	09/19/2024	09/26/2024	10/03/2024	10/10/2024	10/17/2024	10/24/2024	10/31/2024
NASDAQ 100 Standard 1 Year -20% Buffer	12	12	12	12	12	12	12	12	12	12	12
S&P 500 Loss Limiter 90 1 Yr -10% Buffer	9.5	9.5	9.5	9.5	9	9	9	9	9	9	9
S&P 500 Standard 6 Year -30% Buffer	70	70	65	65	65	65	65	65	65	65	65
S&P 500 Enhanced Upside 110% 6 Yr -15% Buffer	80	80	80	80	80	80	80	80	80	80	80
S&P 500 Standard 1 Year -15% Buffer	11.5	11.5	11.5	11.5	11	11	11	11	11	11	11
Russell 2000 Annual Lock 6 Yr -10% Buff	15	15	14.5	14.5	14.5	14.5	14.5	14.5	14.5	14.5	14.5
NASDAQ 100 Dual Direction 6 Yr -20% Buffer	70	70	70	70	70	70	70	70	70	70	70
NASDAQ 100 Standard 6 Year -30% Buffer	70	70	70	70	70	70	70	70	70	70	70
S&P 500 Dual Direction 6 Yr -10% Buffer	300	300	200	200	150	150	150	150	150	150	150
Russell 2000 Dual Step Up 1 Yr -10% Buffer	10	10	10	10	10	10	10	10	10	10	10
S&P 500 Standard 1 Year -20% Buffer	10.5	10.5	10	10	9.5	9.5	9.5	9.5	9.5	9.5	9.5
MSCI EAFE Standard 6 Year -40% Buffer	165	165	150	150	150	150	150	150	150	150	150
MSCI EAFE Step Up 1 Yr -10% Buffer	10	10	9.5	9.5	9.5	9.5	9.5	9.5	9.5	9.5	9.5
Russell 2000 Annual Lock 6 Year -10% Buffer	15	15	14.5	14.5	14.5	14.5	14.5	14.5	14.5	14.5	14.5
Russell 2000 Dual Direction 1 Yr -20% Buffer	6.5	6.5	6.5	6.5	6.5	6.5	6.5	6.5	6.5	6.5	6.5

HISTORICAL CURRENT LIMITS on INDEX GAINS

For The Year Ended December 31, 2024

Structured Capital Strategies PLUS 21 B Shares


	11/07/2024	11/14/2024	11/21/2024	11/27/2024	12/05/2024	12/12/2024	12/19/2024	12/26/2024
Russell 2000 Step Up 6 Yr -10% Buffer	55.1	55.1	55.1	55.1	55.2	55.2	55.3	55.3
NASDAQ 100 Standard 1 Year -10% Buffer	17.1	17.1	17.1	17.1	17.2	17.2	17.3	17.3
MSCI EAFE Dual Direction 6 Yr -10% Buffer	750.1	750.1	750.1	750.1	750.2	750.2	750.3	750.3
S&P 500 Dual Step Up 1 Yr -20% Buffer	5.9	5.9	5.9	5.9	5	5	5.1	5.1
NASDAQ 100 Step Up 1 Year -15% Buffer	10.3	10.3	10.3	10.3	10.4	10.4	10.5	10.5
Russell 2000 Dual Direction 6 Yr -10% Buffer	110.1	110.1	110.1	110.1	110.2	110.2	110.3	110.3
S&P 500 Standard 6 Year -10% Buffer	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped
S&P 500 Annual Lock 6 Year -10% Buffer	11.6	11.6	11.6	11.6	11.7	11.7	11.8	11.8
MSCI EAFE Annual Lock 6 Year -10% Buffer	16.1	16.1	16.1	16.1	16.2	16.2	16.3	16.3
S&P 500 Dual Direction 1 Yr -15% Buffer	7.6	7.6	7.6	7.6	7.7	7.7	7.8	7.8
Russell 2000 Standard 1 Year -10% Buffer	19.1	19.1	19.1	19.1	19.2	19.2	19.3	19.3
S&P 500 Dual Direction 1 Yr -20% Buffer	5.6	5.6	5.6	5.6	5.7	5.7	5.8	5.8
Russell 2000 Dual Direction 6 Yr -20% Buffer	70.1	70.1	70.1	70.1	70.2	70.2	70.3	70.3
S&P 500 Dual Step Up 1 Yr -10% Buffer	7.9	7.9	7.9	7.9	7	7	7.1	7.1
MSCI EAFE Step Up 6 Yr -10% Buffer	50.1	50.1	50.1	50.1	50.2	50.2	50.3	50.3
Russell 2000 Standard 1 Year -20% Buffer	13.1	13.1	13.1	13.1	13.2	13.2	13.3	13.3
S&P 500 Enhanced Upside 125% 6 Yr -10% Buffer	75.1	75.1	75.1	75.1	75.2	75.2	75.3	75.3

HISTORICAL CURRENT LIMITS on INDEX GAINS

For The Year Ended December 31, 2024

Structured Capital Strategies PLUS 21 B Shares


	11/07/2024	11/14/2024	11/21/2024	11/27/2024	12/05/2024	12/12/2024	12/19/2024	12/26/2024
NASDAQ 100 Step Up 6 Yr -10% Buffer	50.1	50.1	50.1	50.1	50.2	50.2	50.3	50.3
MSCI EAFE Annual Lock 6 Year -10% Buffer	16.1	16.1	16.1	16.1	16.2	16.2	16.3	16.3
Russell 2000 Standard 6 Year -10% Buffer	120.1	120.1	120.1	120.1	120.2	120.2	120.3	120.3
NASDAQ 100 Dual Direction 1 Yr -15% Buffer	9.6	9.6	9.6	9.6	9.7	9.7	9.8	9.8
EURO STOXX 50 Standard 1 Yr -10% Buffer	35.1	35.1	35.1	35.1	35.2	35.2	35.3	35.3
MSCI EAFE Standard 1 Year -40% Buffer	8.1	8.1	8.1	8.1	8.2	8.2	8.3	8.3
Russell 2000 Dual Step Up 1 Yr -15% Buffer	7.9	7.9	7.9	7.9	7	7	7.1	7.1
MSCI EAFE Standard 1 Year -10% Buffer	20.1	20.1	20.1	20.1	20.2	20.2	20.3	20.3
MSCI EAFE Standard 6 Year -40% Buffer	150.1	150.1	150.1	150.1	150.2	150.2	150.3	150.3
Russell 2000 Standard 6 Year -40% Buffer	65.1	65.1	65.1	65.1	65.2	65.2	65.3	65.3
MSCI EAFE Dual Direction 6 Yr -15% Buffer	500.1	500.1	500.1	500.1	500.2	500.2	500.3	500.3
MSCI EAFE Standard 6 Year -15% Buffer	700.1	700.1	700.1	700.1	700.2	700.2	700.3	700.3

HISTORICAL CURRENT LIMITS on INDEX GAINS

For The Year Ended December 31, 2024

Structured Capital Strategies PLUS 21 B Shares


	11/07/2024	11/14/2024	11/21/2024	11/27/2024	12/05/2024	12/12/2024	12/19/2024	12/26/2024
MSCI EAFE Step Up 1 Yr -15% Buffer	8.1	8.1	8.1	8.1	8.2	8.2	8.3	8.3
S&P 500 Enhanced Upside 110% 6 Yr -10% Buffer	90.1	90.1	90.1	90.1	90.2	90.2	90.3	90.3
MSCI EAFE Dual Step Up 1 Yr -20% Buffer	5.3	5.3	5.3	5.3	5.4	5.4	5.5	5.5
Russell 2000 Dual Step Up 1 Yr -20% Buffer	6.6	6.6	6.6	6.6	6.7	6.7	6.8	6.8
MSCI EAFE Dual Direction 6 Yr -20% Buffer	350.1	350.1	350.1	350.1	350.2	350.2	350.3	350.3
S&P 500 Standard 1 Year -10% Buffer	13.1	13.1	13.1	13.1	13.2	13.2	13.3	13.3
NASDAQ 100 Standard 6 Year -40% Buffer	55.1	55.1	55.1	55.1	55.2	55.2	55.3	55.3
MSCI EAFE Standard 6 Year -10% Buffer	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped
NASDAQ 100 Dual Step Up 1 Yr -10% Buffer	9.8	9.8	9.8	9.8	9.9	9.9	9	9
S&P 500 Dual Direction 6 Yr -20% Buffer	65.1	65.1	65.1	65.1	65.2	65.2	65.3	65.3
S&P 500 Enhanced Upside 125% 6 Yr -15%	70.1	70.1	70.1	70.1	70.2	70.2	70.3	70.3
S&P 500 Enhanced Upside 110% 6 Yr -10%	90.1	90.1	90.1	90.1	90.2	90.2	90.3	90.3
MSCI EAFE Dual Step Up 1 Yr -15% Buffer	5.9	5.9	5.9	5.9	5	5	5.1	5.1
S&P 500 Standard 6 Year -15% Buffer	175.1	175.1	175.1	175.1	175.2	175.2	175.3	175.3
NASDAQ 100 Dual Direction 6 Yr -10% Buffer	90.1	90.1	90.1	90.1	90.2	90.2	90.3	90.3
S&P 500 Standard 1 Year -30% Buffer	8.1	8.1	8.1	8.1	8.2	8.2	8.3	8.3

HISTORICAL CURRENT LIMITS on INDEX GAINS

For The Year Ended December 31, 2024

Structured Capital Strategies PLUS 21 B Shares


	11/07/2024	11/14/2024	11/21/2024	11/27/2024	12/05/2024	12/12/2024	12/19/2024	12/26/2024
NASDAQ 100 Standard 6 Year -20% Buffer	80.1	80.1	80.1	80.1	80.2	80.2	80.3	80.3
NASDAQ 100 Standard 1 Year -30% Buffer	9.6	9.6	9.6	9.6	9.7	9.7	9.8	9.8
S&P 500 Standard 6 Year -20% Buffer	100.1	100.1	100.1	100.1	100.2	100.2	100.3	100.3
NASDAQ 100 Standard 6 Year -15% Buffer	90.1	90.1	90.1	90.1	90.2	90.2	90.3	90.3
S&P 500 Enhanced Upside 125% 1 Yr -10% Buffer	11.6	11.6	11.6	11.6	11.7	11.7	11.8	11.8
Russell 2000 Step Up 1 Yr -10% Buffer	13.1	13.1	13.1	13.1	13.2	13.2	13.3	13.3
S&P 500 Enhanced Upside 110% 6 Yr -15%	80.1	80.1	80.1	80.1	80.2	80.2	80.3	80.3
MSCI EAFE Standard 6 Year -20% Buffer	650.1	650.1	650.1	650.1	650.2	650.2	650.3	650.3
Russell 2000 Standard 1 Year -40% Buffer	9.6	9.6	9.6	9.6	9.7	9.7	9.8	9.8
MSCI EAFE Dual Step Up 1 Yr -10% Buffer	6.9	6.9	6.9	6.9	6	6	6.1	6.1
MSCI EAFE Standard 6 Year -10% Buffer	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped	Uncapped
S&P 500 Dual Direction 6 Yr -15% Buffer	80.1	80.1	80.1	80.1	80.2	80.2	80.3	80.3
S&P 500 Standard 6 Year -40% Buffer	50.1	50.1	50.1	50.1	50.2	50.2	50.3	50.3
NASDAQ 100 Standard 1 Year -40% Buffer	8.6	8.6	8.6	8.6	8.7	8.7	8.8	8.8
Russell 2000 Standard 6 Year -15% Buffer	100.1	100.1	100.1	100.1	100.2	100.2	100.3	100.3
S&P 500 Enhanced Upside 125% 6 Yr -15% Buffer	70.1	70.1	70.1	70.1	70.2	70.2	70.3	70.3
Russell 2000 Standard 6 Year -30% Buffer	75.1	75.1	75.1	75.1	75.2	75.2	75.3	75.3

HISTORICAL CURRENT LIMITS on INDEX GAINS

For The Year Ended December 31, 2024

Structured Capital Strategies PLUS 21 B Shares


	11/07/2024	11/14/2024	11/21/2024	11/27/2024	12/05/2024	12/12/2024	12/19/2024	12/26/2024
Russell 2000 Dual Direction 1 Yr -10% Buffer	15.6	15.6	15.6	15.6	15.7	15.7	15.8	15.8
NASDAQ 100 Dual Direction 1 Yr -10% Buffer	14.1	14.1	14.1	14.1	14.2	14.2	14.3	14.3
MSCI EAFE Standard 1 Year -30% Buffer	8.6	8.6	8.6	8.6	8.7	8.7	8.8	8.8
S&P 500 Loss Limiter 95 6 Yr -10% Buffer	45.1	45.1	45.1	45.1	45.2	45.2	45.3	45.3
MSCI EAFE Dual Direction 1 Yr -20% Buffer	4.6	4.6	4.6	4.6	4.7	4.7	4.8	4.8
MSCI EM Standard 1 Year -15% Buffer	16.1	16.1	16.1	16.1	16.2	16.2	16.3	16.3
EURO STOXX 50 Standard 1 Year -15% Buffer	15.1	15.1	15.1	15.1	15.2	15.2	15.3	15.3
MSCI EAFE Standard 6 Year -30% Buffer	175.1	175.1	175.1	175.1	175.2	175.2	175.3	175.3
MSCI EAFE Standard 1 Year -15% Buffer	13.1	13.1	13.1	13.1	13.2	13.2	13.3	13.3
NASDAQ 100 Dual Step Up 1 Yr -15% Buffer	7.8	7.8	7.8	7.8	7.9	7.9	7	7
Russell 2000 Standard 1 Year -30% Buffer	11.1	11.1	11.1	11.1	11.2	11.2	11.3	11.3
NASDAQ 100 Dual Direction 1 Yr -20% Buffer	6.6	6.6	6.6	6.6	6.7	6.7	6.8	6.8
Russell 2000 Standard 1 Year -15% Buffer	15.1	15.1	15.1	15.1	15.2	15.2	15.3	15.3
S&P 500 Dual Direction 1 Yr -10% Buffer	10.1	10.1	10.1	10.1	10.2	10.2	10.3	10.3
MSCI EAFE Standard 1 Year -20% Buffer	11.1	11.1	11.1	11.1	11.2	11.2	11.3	11.3
Russell 2000 Standard 6 Year -20% Buffer	80.1	80.1	80.1	80.1	80.2	80.2	80.3	80.3
S&P 500 Step Up 1 Yr -15% Buffer	8.6	8.6	8.6	8.6	8.7	8.7	8.8	8.8

HISTORICAL CURRENT LIMITS on INDEX GAINS

For The Year Ended December 31, 2024

Structured Capital Strategies PLUS 21 B Shares


	11/07/2024	11/14/2024	11/21/2024	11/27/2024	12/05/2024	12/12/2024	12/19/2024	12/26/2024
MSCI EAFE Dual Direction 1 Yr -10% Buffer	11.6	11.6	11.6	11.6	11.7	11.7	11.8	11.8
NASDAQ 100 Step Up 1 Year -10% Buffer	11.9	11.9	11.9	11.9	11	11	11.1	11.1
Russell 2000 Dual Direction 6 Yr -15% Buffer	85.1	85.1	85.1	85.1	85.2	85.2	85.3	85.3
NASDAQ 100 Standard 6 Year -10% Buffer	100.1	100.1	100.1	100.1	100.2	100.2	100.3	100.3
MSCI EM Standard 1 Year -10% Buffer	23.1	23.1	23.1	23.1	23.2	23.2	23.3	23.3
Russell 2000 Dual Direction 1 Yr -15% Buffer	10.1	10.1	10.1	10.1	10.2	10.2	10.3	10.3
NASDAQ 100 Annual Lock 6 Yr -10% Buffer	14.6	14.6	14.6	14.6	14.7	14.7	14.8	14.8
NASDAQ 100 Dual Direction 6 Yr -15% Buffer	80.1	80.1	80.1	80.1	80.2	80.2	80.3	80.3
EURO STOXX 50 Standard 1 Year -10% Buffer	35.1	35.1	35.1	35.1	35.2	35.2	35.3	35.3
MSCI EAFE Standard 6 Year -20% Buffer	650.1	650.1	650.1	650.1	650.2	650.2	650.3	650.3
NASDAQ 100 Standard 1 Year -15% Buffer	13.6	13.6	13.6	13.6	13.7	13.7	13.8	13.8
S&P 500 Enhanced Upside 125% 6 Yr -10%	75.1	75.1	75.1	75.1	75.2	75.2	75.3	75.3
Russell 2000 Step Up 1 Yr -15% Buffer	10.9	10.9	10.9	10.9	10	10	10.1	10.1
S&P 500 Dual Step Up 1 Yr -15% Buffer	6.4	6.4	6.4	6.4	6.5	6.5	6.6	6.6
S&P 500 Standard 1 Year -40% Buffer	7.1	7.1	7.1	7.1	7.2	7.2	7.3	7.3
S&P 500 Step Up 6 Yr -10% Buffer	50.1	50.1	50.1	50.1	50.2	50.2	50.3	50.3
S&P 500 Step Up 1 Yr -10% Buffer	9.6	9.6	9.6	9.6	9.7	9.7	9.8	9.8

HISTORICAL CURRENT LIMITS on INDEX GAINS

For The Year Ended December 31, 2024

Structured Capital Strategies PLUS 21 B Shares


	11/07/2024	11/14/2024	11/21/2024	11/27/2024	12/05/2024	12/12/2024	12/19/2024	12/26/2024
NASDAQ 100 Dual Step Up 1 Yr -20% Buffer	6.6	6.6	6.6	6.6	6.7	6.7	6.8	6.8
MSCI EAFE Dual Direction 1 Yr -15% Buffer	6.6	6.6	6.6	6.6	6.7	6.7	6.8	6.8
MSCI EAFE Standard 6 Year -15% Buffer	700.1	700.1	700.1	700.1	700.2	700.2	700.3	700.3
NASDAQ 100 Standard 1 Year -20% Buffer	12.1	12.1	12.1	12.1	12.2	12.2	12.3	12.3
S&P 500 Loss Limiter 90 1 Yr -10% Buffer	9.1	9.1	9.1	9.1	9.2	9.2	9.3	9.3
S&P 500 Standard 6 Year -30% Buffer	65.1	65.1	65.1	65.1	65.2	65.2	65.3	65.3
S&P 500 Enhanced Upside 110% 6 Yr -15% Buffer	80.1	80.1	80.1	80.1	80.2	80.2	80.3	80.3
S&P 500 Standard 1 Year -15% Buffer	11.1	11.1	11.1	11.1	11.2	11.2	11.3	11.3
Russell 2000 Annual Lock 6 Yr -10% Buff	14.6	14.6	14.6	14.6	14.7	14.7	14.8	14.8
NASDAQ 100 Dual Direction 6 Yr -20% Buffer	70.1	70.1	70.1	70.1	70.2	70.2	70.3	70.3
NASDAQ 100 Standard 6 Year -30% Buffer	70.1	70.1	70.1	70.1	70.2	70.2	70.3	70.3
S&P 500 Dual Direction 6 Yr -10% Buffer	150.1	150.1	150.1	150.1	150.2	150.2	150.3	150.3
Russell 2000 Dual Step Up 1 Yr -10% Buffer	10.1	10.1	10.1	10.1	10.2	10.2	10.3	10.3
S&P 500 Standard 1 Year -20% Buffer	9.6	9.6	9.6	9.6	9.7	9.7	9.8	9.8
MSCI EAFE Standard 6 Year -40% Buffer	150.1	150.1	150.1	150.1	150.2	150.2	150.3	150.3
MSCI EAFE Step Up 1 Yr -10% Buffer	9.6	9.6	9.6	9.6	9.7	9.7	9.8	9.8
Russell 2000 Annual Lock 6 Year -10% Buffer	14.6	14.6	14.6	14.6	14.7	14.7	14.8	14.8
Russell 2000 Dual Direction 1 Yr -20% Buffer	6.6	6.6	6.6	6.6	6.7	6.7	6.8	6.8

HISTORICAL CURRENT LIMITS on INDEX GAINS

For The Year Ended December 31, 2024

Structured Capital Strategies PLUS 21 C Shares


	01/04/2024	01/11/2024	01/18/2024	01/25/2024	02/01/2024	02/08/2024	02/15/2024	02/22/2024	02/29/2024	03/07/2024	03/14/2024
Russell 2000 Step Up 6 Yr -10% Buffer
NASDAQ 100 Standard 1 Year -10% Buffer	16.5	16.5	16.5	16.5	15.5	15.5	15.5	15.5	15.5	15.5	15.5
MSCI EAFE Dual Direction 6 Yr -10% Buffer	650	650	650	650	500	500	500	500	500	500	500
S&P 500 Dual Step Up 1 Yr -20% Buffer
NASDAQ 100 Step Up 1 Year -15% Buffer	10.5	10.5	10.5	10.5	10	10	10	10	10	10	10
Russell 2000 Dual Direction 6 Yr -10% Buffer	110	110	110	110	105	105	105	105	105	105	105
S&P 500 Standard 6 Year -10% Buffer	500	500	500	500	400	400	400	400	400	400	400
S&P 500 Annual Lock 6 Year -10% Buffer	14.5	14.5	14.5	14.5	12	12	12	12	12	12	12
MSCI EAFE Annual Lock 6 Year -10% Buffer	16	16	16	16	16	16	16	16	16	16	16
S&P 500 Dual Direction 1 Yr -15% Buffer	8	8	8	8	7.5	7.5	7.5	7.5	7.5	7.5	7.5
Russell 2000 Standard 1 Year -10% Buffer	17.5	17.5	17.5	17.5	17.5	17.5	17.5	17.5	17.5	17.5	17.5
S&P 500 Dual Direction 1 Yr -20% Buffer
Russell 2000 Dual Direction 6 Yr -20% Buffer	70	70	70	70	65	65	65	65	65	65	65
S&P 500 Dual Step Up 1 Yr -10% Buffer	7.5	7.5	7.5	7.5	7	7	7	7	7	7	7
MSCI EAFE Step Up 6 Yr -10% Buffer
Russell 2000 Standard 1 Year -20% Buffer	13	13	13	13	12	12	12	12	12	12	12
S&P 500 Enhanced Upside 125% 6 Yr -10% Buffer	75	75	75	75	65	65	65	65	65	65	65
NASDAQ 100 Step Up 6 Yr -10% Buffer
MSCI EAFE Annual Lock 6 Year -10% Buffer	16	16	16	16	16	16	16	16	16	16	16
Russell 2000 Standard 6 Year -10% Buffer	125	125	125	125	115	115	115	115	115	115	115
NASDAQ 100 Dual Direction 1 Yr -15% Buffer	10	10	10	10	9	9	9	9	9	9	9
EURO STOXX 50 Standard 1 Yr -10% Buffer	45.5	45.5	45.5	45.5	45.5	45.5	45.5	45.5	45.5	45.5	45.5
MSCI EAFE Standard 1 Year -40% Buffer	9	9	9	9	12	12	11	11	11	11	11
Russell 2000 Dual Step Up 1 Yr -15% Buffer	8	8	8	8	7.3	7.3	7.3	7.3	7.3	7.3	7.3
MSCI EAFE Standard 1 Year -10% Buffer	19.5	19.5	19.5	19.5	35	35	19.5	19.5	19.5	19.5	19.5
MSCI EAFE Standard 6 Year -40% Buffer	175	175	175	175	175	175	175	175	175	175	175

HISTORICAL CURRENT LIMITS on INDEX GAINS

For The Year Ended December 31, 2024

Structured Capital Strategies PLUS 21 C Shares


	01/04/2024	01/11/2024	01/18/2024	01/25/2024	02/01/2024	02/08/2024	02/15/2024	02/22/2024	02/29/2024	03/07/2024	03/14/2024
Russell 2000 Standard 6 Year -40% Buffer	60	60	60	60	60	60	60	60	60	60	60
MSCI EAFE Dual Direction 6 Yr -15% Buffer	450	450	450	450	300	300	300	300	300	300	300
MSCI EAFE Standard 6 Year -15% Buffer	650	650	650	650	350	350	350	350	350	350	350
MSCI EAFE Step Up 1 Yr -15% Buffer	8.5	8.5	8.5	8.5	9.5	9.5	8.5	8.5	8.5	8.5	8.5
S&P 500 Enhanced Upside 110% 6 Yr -10% Buffer	85	85	85	85	80	80	80	80	80	80	80
MSCI EAFE Dual Step Up 1 Yr -20% Buffer
Russell 2000 Dual Step Up 1 Yr -20% Buffer
MSCI EAFE Dual Direction 6 Yr -20% Buffer	225	225	225	225	175	175	175	175	175	175	175
S&P 500 Standard 1 Year -10% Buffer	13	13	13	13	12.5	12.5	12.5	12.5	12.5	12.5	12.5
NASDAQ 100 Standard 6 Year -40% Buffer	65	65	65	65	60	60	60	60	60	60	60
MSCI EAFE Standard 6 Year -10% Buffer	700	700	700	700	550	550	550	550	550	550	550
NASDAQ 100 Dual Step Up 1 Yr -10% Buffer	9.8	9.8	9.8	9.8	9	9	9	9	9	9	9
S&P 500 Dual Direction 6 Yr -20% Buffer	65	65	65	65	60	60	60	60	60	60	60
S&P 500 Enhanced Upside 125% 6 Yr -15%	60	60	60	60	55	55	55	55	55	55	55
S&P 500 Enhanced Upside 110% 6 Yr -10%	85	85	85	85	80	80	80	80	80	80	80
MSCI EAFE Dual Step Up 1 Yr -15% Buffer	6.3	6.3	6.3	6.3	6.3	6.3	5.5	5.5	5.5	5.5	5.5
S&P 500 Standard 6 Year -15% Buffer	250	250	250	250	150	150	150	150	150	150	150
NASDAQ 100 Dual Direction 6 Yr -10% Buffer	105	105	105	105	80	80	80	80	80	80	80
S&P 500 Standard 1 Year -30% Buffer
NASDAQ 100 Standard 6 Year -20% Buffer	85	85	85	85	80	80	80	80	80	80	80
NASDAQ 100 Standard 1 Year -30% Buffer
S&P 500 Standard 6 Year -20% Buffer	150	150	150	150	90	90	90	90	90	90	90
NASDAQ 100 Standard 6 Year -15% Buffer	95	95	95	95	85	85	85	85	85	85	85
S&P 500 Enhanced Upside 125% 1 Yr -10% Buffer	11.5	11.5	11.5	11.5	11	11	11	11	11	11	11
Russell 2000 Step Up 1 Yr -10% Buffer	12	12	12	12	11.3	11.3	11.3	11.3	11.3	11.3	11.3
S&P 500 Enhanced Upside 110% 6 Yr -15%	75	75	75	75	70	70	70	70	70	70	70
MSCI EAFE Standard 6 Year -20% Buffer	600	600	600	600	200	200	200	200	200	200	200
Russell 2000 Standard 1 Year -40% Buffer	9	9	9	9	8.5	8.5	8.5	8.5	8.5	8.5	8.5
MSCI EAFE Dual Step Up 1 Yr -10% Buffer	7.7	7.7	7.7	7.7	7.7	7.7	7.5	7.5	7.5	7.5	7.5

HISTORICAL CURRENT LIMITS on INDEX GAINS

For The Year Ended December 31, 2024

Structured Capital Strategies PLUS 21 C Shares


	01/04/2024	01/11/2024	01/18/2024	01/25/2024	02/01/2024	02/08/2024	02/15/2024	02/22/2024	02/29/2024	03/07/2024	03/14/2024
MSCI EAFE Standard 6 Year -10% Buffer	700	700	700	700	550	550	550	550	550	550	550
S&P 500 Dual Direction 6 Yr -15% Buffer	75	75	75	75	70	70	70	70	70	70	70
S&P 500 Standard 6 Year -40% Buffer	65	65	65	65	55	55	55	55	55	55	55
NASDAQ 100 Standard 1 Year -40% Buffer	8.5	8.5	8.5	8.5	8	8	8	8	8	8	8
Russell 2000 Standard 6 Year -15% Buffer	105	105	105	105	95	95	95	95	95	95	95
S&P 500 Enhanced Upside 125% 6 Yr -15% Buffer	60	60	60	60	55	55	55	55	55	55	55
Russell 2000 Standard 6 Year -30% Buffer
Russell 2000 Dual Direction 1 Yr -10% Buffer	15	15	15	15	14.5	14.5	14.5	14.5	14.5	14.5	14.5
NASDAQ 100 Dual Direction 1 Yr -10% Buffer	14.5	14.5	14.5	14.5	13.5	13.5	13.5	13.5	13.5	13.5	13.5
MSCI EAFE Standard 1 Year -30% Buffer
S&P 500 Loss Limiter 95 6 Yr -10% Buffer	55	55	55	55	45	45	45	45	45	45	45
MSCI EAFE Dual Direction 1 Yr -20% Buffer
MSCI EM Standard 1 Year -15% Buffer	16	16	16	16	16	16	16	16	16	16	16
EURO STOXX 50 Standard 1 Year -15% Buffer	32.5	32.5	32.5	32.5	32.5	32.5	32.5	32.5	32.5	32.5	32.5
MSCI EAFE Standard 6 Year -30% Buffer
MSCI EAFE Standard 1 Year -15% Buffer	14.5	14.5	14.5	14.5	18.5	18.5	14.5	14.5	14.5	14.5	14.5
NASDAQ 100 Dual Step Up 1 Yr -15% Buffer	8	8	8	8	7.2	7.2	7.2	7.2	7.2	7.2	7.2
Russell 2000 Standard 1 Year -30% Buffer
NASDAQ 100 Dual Direction 1 Yr -20% Buffer
Russell 2000 Standard 1 Year -15% Buffer	15	15	15	15	14	14	14	14	14	14	14
S&P 500 Dual Direction 1 Yr -10% Buffer	10.5	10.5	10.5	10.5	10	10	10	10	10	10	10
MSCI EAFE Standard 1 Year -20% Buffer	11.5	11.5	11.5	11.5	14	14	11.5	11.5	11.5	11.5	11.5
Russell 2000 Standard 6 Year -20% Buffer	85	85	85	85	75	75	75	75	75	75	75
S&P 500 Step Up 1 Yr -15% Buffer	8.5	8.5	8.5	8.5	8	8	8	8	8	8	8
MSCI EAFE Dual Direction 1 Yr -10% Buffer	14.5	14.5	14.5	14.5	19.5	19.5	11	11	11	11	11
NASDAQ 100 Step Up 1 Year -10% Buffer	11.9	11.9	11.9	11.9	11	11	11	11	11	11	11
Russell 2000 Dual Direction 6 Yr -15% Buffer	84	84	84	84	84	84	84	84	84	84	84
NASDAQ 100 Standard 6 Year -10% Buffer	115	115	115	115	90	90	90	90	90	90	90
MSCI EM Standard 1 Year -10% Buffer	22.5	22.5	22.5	22.5	22.5	22.5	22.5	22.5	22.5	22.5	22.5

HISTORICAL CURRENT LIMITS on INDEX GAINS

For The Year Ended December 31, 2024

Structured Capital Strategies PLUS 21 C Shares


	01/04/2024	01/11/2024	01/18/2024	01/25/2024	02/01/2024	02/08/2024	02/15/2024	02/22/2024	02/29/2024	03/07/2024	03/14/2024
Russell 2000 Dual Direction 1 Yr -15% Buffer	9.5	9.5	9.5	9.5	9	9	9	9	9	9	9
NASDAQ 100 Annual Lock 6 Yr -10% Buffer	13	13	13	13	13	13	13	13	13	13	13
NASDAQ 100 Dual Direction 6 Yr -15% Buffer	85	85	85	85	75	75	75	75	75	75	75
EURO STOXX 50 Standard 1 Year -10% Buffer	45.5	45.5	45.5	45.5	45.5	45.5	45.5	45.5	45.5	45.5	45.5
MSCI EAFE Standard 6 Year -20% Buffer	600	600	600	600	200	200	200	200	200	200	200
NASDAQ 100 Standard 1 Year -15% Buffer	13.5	13.5	13.5	13.5	11.5	11.5	11.5	11.5	11.5	11.5	11.5
S&P 500 Enhanced Upside 125% 6 Yr -10%	75	75	75	75	65	65	65	65	65	65	65
Russell 2000 Step Up 1 Yr -15% Buffer	10.5	10.5	10.5	10.5	10	10	10	10	10	10	10
S&P 500 Dual Step Up 1 Yr -15% Buffer	6.5	6.5	6.5	6.5	6	6	6	6	6	6	6
S&P 500 Standard 1 Year -40% Buffer	7	7	7	7	7	7	7	7	7	7	7
S&P 500 Step Up 6 Yr -10% Buffer	45	45	45	45	45	45	45	45	45	45	45
S&P 500 Step Up 1 Yr -10% Buffer	9.5	9.5	9.5	9.5	9	9	9	9	9	9	9
NASDAQ 100 Dual Step Up 1 Yr -20% Buffer
MSCI EAFE Dual Direction 1 Yr -15% Buffer	7.5	7.5	7.5	7.5	10	10	5.5	5.5	5.5	5.5	5.5
MSCI EAFE Standard 6 Year -15% Buffer	650	650	650	650	350	350	350	350	350	350	350
NASDAQ 100 Standard 1 Year -20% Buffer	12	12	12	12	11	11	11	11	11	11	11
S&P 500 Loss Limiter 90 1 Yr -10% Buffer	8.5	8.5	8.5	8.5	8	8	8	8	8	8	8
S&P 500 Standard 6 Year -30% Buffer
S&P 500 Enhanced Upside 110% 6 Yr -15% Buffer	75	75	75	75	70	70	70	70	70	70	70
S&P 500 Standard 1 Year -15% Buffer	11	11	11	11	10.5	10.5	10.5	10.5	10.5	10.5	10.5
Russell 2000 Annual Lock 6 Yr -10% Buff	15	15	15	15	15	15	15	15	15	15	15
NASDAQ 100 Dual Direction 6 Yr -20% Buffer	70	70	70	70	70	70	70	70	70	70	70
NASDAQ 100 Standard 6 Year -30% Buffer
S&P 500 Dual Direction 6 Yr -10% Buffer	250	250	250	250	175	175	175	175	175	175	175
Russell 2000 Dual Step Up 1 Yr -10% Buffer	9.5	9.5	9.5	9.5	8.5	8.5	8.5	8.5	8.5	9	9
S&P 500 Standard 1 Year -20% Buffer	10	10	10	10	9	9	9	9	9	9	9
MSCI EAFE Standard 6 Year -40% Buffer
MSCI EAFE Step Up 1 Yr -10% Buffer	10	10	10	10	11	11	10	10	10	10	10
Russell 2000 Annual Lock 6 Year -10% Buffer	15	15	15	15	15	15	15	15	15	15	15
Russell 2000 Dual Direction 1 Yr -20% Buffer

HISTORICAL CURRENT LIMITS on INDEX GAINS

For The Year Ended December 31, 2024

Structured Capital Strategies PLUS 21 C Shares


	03/21/2024	03/28/2024	04/04/2024	04/11/2024	04/18/2024	04/25/2024	05/02/2024	05/09/2024	05/16/2024	05/23/2024	05/30/2024
Russell 2000 Step Up 6 Yr -10% Buffer
NASDAQ 100 Standard 1 Year -10% Buffer	15.5	15.5	15.5	15.5	15.5	15.5	15.5	15.5	15.5	15.5	15.5
MSCI EAFE Dual Direction 6 Yr -10% Buffer	500	500	500	500	500	500	500	500	500	500	500
S&P 500 Dual Step Up 1 Yr -20% Buffer
NASDAQ 100 Step Up 1 Year -15% Buffer	10	10	10	10	10	10	10	10	10	10	10
Russell 2000 Dual Direction 6 Yr -10% Buffer	105	105	105	105	105	105	105	105	105	105	105
S&P 500 Standard 6 Year -10% Buffer	300	300	300	300	300	300	300	300	300	300	300
S&P 500 Annual Lock 6 Year -10% Buffer	12	12	12	12	12	12	12	12	12	12	12
MSCI EAFE Annual Lock 6 Year -10% Buffer	16	16	16	16	16	16	16	16	16	16	16
S&P 500 Dual Direction 1 Yr -15% Buffer	7.5	7.5	7.5	7.5	7.5	7.5	7.5	7.5	7.5	7.5	7.5
Russell 2000 Standard 1 Year -10% Buffer	17.5	17.5	17.5	17.5	17.5	17.5	17.5	17.5	17.5	17.5	17.5
S&P 500 Dual Direction 1 Yr -20% Buffer
Russell 2000 Dual Direction 6 Yr -20% Buffer	65	65	65	65	65	65	65	65	65	65	65
S&P 500 Dual Step Up 1 Yr -10% Buffer	7	7	7	7	7	7	7	7	7	7	7
MSCI EAFE Step Up 6 Yr -10% Buffer
Russell 2000 Standard 1 Year -20% Buffer	12	12	12	12	12	12	12	12	12	12	12
S&P 500 Enhanced Upside 125% 6 Yr -10% Buffer	65	65	65	65	65	65	65	65	65	65	65
NASDAQ 100 Step Up 6 Yr -10% Buffer
MSCI EAFE Annual Lock 6 Year -10% Buffer	16	16	16	16	16	16	16	16	16	16	16
Russell 2000 Standard 6 Year -10% Buffer	115	115	115	115	115	115	115	115	115	115	115
NASDAQ 100 Dual Direction 1 Yr -15% Buffer	9	9	9	9	9	9	9	9	9	9	9
EURO STOXX 50 Standard 1 Yr -10% Buffer	45.5	45.5	45.5	45.5	45.5	45.5	45.5	45.5	45.5	45.5	45.5
MSCI EAFE Standard 1 Year -40% Buffer	11	11	11	11	11	11	11	11	11	11	11
Russell 2000 Dual Step Up 1 Yr -15% Buffer	7.3	7.3	7.3	7.3	7.3	7.3	7.3	7.3	7.3	7.3	7.3
MSCI EAFE Standard 1 Year -10% Buffer	19.5	19.5	19.5	19.5	19.5	19.5	19.5	19.5	19.5	19.5	19.5
MSCI EAFE Standard 6 Year -40% Buffer	175	175	175	175	175	175	175	175	175	175	175

HISTORICAL CURRENT LIMITS on INDEX GAINS

For The Year Ended December 31, 2024

Structured Capital Strategies PLUS 21 C Shares


	03/21/2024	03/28/2024	04/04/2024	04/11/2024	04/18/2024	04/25/2024	05/02/2024	05/09/2024	05/16/2024	05/23/2024	05/30/2024
Russell 2000 Standard 6 Year -40% Buffer	60	60	60	60	60	60	60	60	60	60	60
MSCI EAFE Dual Direction 6 Yr -15% Buffer	300	300	300	300	300	300	300	300	300	300	300
MSCI EAFE Standard 6 Year -15% Buffer	350	350	350	350	350	350	350	350	350	350	350
MSCI EAFE Step Up 1 Yr -15% Buffer	8.5	8.5	8.5	8.5	8.5	8.5	8.5	8.5	8.5	8.5	8.5
S&P 500 Enhanced Upside 110% 6 Yr -10% Buffer	80	80	80	80	80	80	80	80	80	80	80
MSCI EAFE Dual Step Up 1 Yr -20% Buffer
Russell 2000 Dual Step Up 1 Yr -20% Buffer
MSCI EAFE Dual Direction 6 Yr -20% Buffer	175	175	175	175	175	175	175	175	175	175	175
S&P 500 Standard 1 Year -10% Buffer	12.5	12.5	12.5	12.5	12.5	12.5	12.5	12.5	12.5	12.5	12.5
NASDAQ 100 Standard 6 Year -40% Buffer	60	60	60	60	60	60	60	60	60	60	60
MSCI EAFE Standard 6 Year -10% Buffer	550	550	550	550	550	550	550	550	550	550	550
NASDAQ 100 Dual Step Up 1 Yr -10% Buffer	9	9	9	9	9	9	9	9	9	9	9
S&P 500 Dual Direction 6 Yr -20% Buffer	60	60	60	60	60	60	60	60	60	60	60
S&P 500 Enhanced Upside 125% 6 Yr -15%	55	55	55	55	55	55	55	55	55	55	55
S&P 500 Enhanced Upside 110% 6 Yr -10%	80	80	80	80	80	80	80	80	80	80	80
MSCI EAFE Dual Step Up 1 Yr -15% Buffer	5.5	5.5	5.5	5.5	5.5	5.5	5.5	5.5	5.5	5.5	5.5
S&P 500 Standard 6 Year -15% Buffer	100	100	100	100	100	100	100	100	100	100	100
NASDAQ 100 Dual Direction 6 Yr -10% Buffer	80	80	80	80	80	80	80	80	80	80	80
S&P 500 Standard 1 Year -30% Buffer
NASDAQ 100 Standard 6 Year -20% Buffer	80	80	80	80	80	80	80	80	80	80	80
NASDAQ 100 Standard 1 Year -30% Buffer
S&P 500 Standard 6 Year -20% Buffer	85	85	85	85	85	85	85	85	85	85	85
NASDAQ 100 Standard 6 Year -15% Buffer	85	85	85	85	85	85	85	85	85	85	85
S&P 500 Enhanced Upside 125% 1 Yr -10% Buffer	11	11	11	11	11	11	11	11	11	11	11
Russell 2000 Step Up 1 Yr -10% Buffer	11.3	11.3	11.3	11.3	11.3	11.3	11.3	11.3	11.3	11.3	11.3
S&P 500 Enhanced Upside 110% 6 Yr -15%	70	70	70	70	70	70	70	70	70	70	70
MSCI EAFE Standard 6 Year -20% Buffer	200	200	200	200	200	200	200	200	200	200	200
Russell 2000 Standard 1 Year -40% Buffer	8.5	8.5	8.5	8.5	8.5	8.5	8.5	8.5	8.5	8.5	8.5
MSCI EAFE Dual Step Up 1 Yr -10% Buffer	7.5	7.5	7.5	7.5	7.5	7.5	7.5	7.5	7.5	7.5	7.5
MSCI EAFE Standard 6 Year -10% Buffer	550	550	550	550	550	550	550	550	550	550	550
S&P 500 Dual Direction 6 Yr -15% Buffer	70	70	70	70	70	70	70	70	70	70	70
S&P 500 Standard 6 Year -40% Buffer	55	55	55	55	55	55	55	55	55	55	55
NASDAQ 100 Standard 1 Year -40% Buffer	8	8	8	8	8	8	8	8	8	8	8

HISTORICAL CURRENT LIMITS on INDEX GAINS

For The Year Ended December 31, 2024

Structured Capital Strategies PLUS 21 C Shares


	03/21/2024	03/28/2024	04/04/2024	04/11/2024	04/18/2024	04/25/2024	05/02/2024	05/09/2024	05/16/2024	05/23/2024	05/30/2024
Russell 2000 Standard 6 Year -15% Buffer	95	95	95	95	95	95	95	95	95	95	95
S&P 500 Enhanced Upside 125% 6 Yr -15% Buffer	55	55	55	55	55	55	55	55	55	55	55
Russell 2000 Standard 6 Year -30% Buffer
Russell 2000 Dual Direction 1 Yr -10% Buffer	14.5	14.5	14.5	14.5	14.5	14.5	14.5	14.5	14.5	14.5	14.5
NASDAQ 100 Dual Direction 1 Yr -10% Buffer	13.5	13.5	13.5	13.5	13.5	13.5	13.5	13.5	13.5	13.5	13.5
MSCI EAFE Standard 1 Year -30% Buffer
S&P 500 Loss Limiter 95 6 Yr -10% Buffer	45	45	45	45	45	45	45	45	45	45	45
MSCI EAFE Dual Direction 1 Yr -20% Buffer
MSCI EM Standard 1 Year -15% Buffer	16	16	16	16	16	16	16	16	16	16	16
EURO STOXX 50 Standard 1 Year -15% Buffer	32.5	32.5	32.5	32.5	32.5	32.5	32.5	32.5	32.5	32.5	32.5
MSCI EAFE Standard 6 Year -30% Buffer
MSCI EAFE Standard 1 Year -15% Buffer	14.5	14.5	14.5	14.5	14.5	14.5	14.5	14.5	14.5	14.5	14.5
NASDAQ 100 Dual Step Up 1 Yr -15% Buffer	7.2	7.2	7.2	7.2	7.2	7.2	7.2	7.2	7.2	7.2	7.2
Russell 2000 Standard 1 Year -30% Buffer
NASDAQ 100 Dual Direction 1 Yr -20% Buffer
Russell 2000 Standard 1 Year -15% Buffer	14	14	14	14	14	14	14	14	14	14	14
S&P 500 Dual Direction 1 Yr -10% Buffer	10	10	10	10	10	10	10	10	10	10	10
MSCI EAFE Standard 1 Year -20% Buffer	11.5	11.5	11.5	11.5	11.5	11.5	11.5	11.5	11.5	11.5	11.5
Russell 2000 Standard 6 Year -20% Buffer	75	75	75	75	75	75	75	75	75	75	75
S&P 500 Step Up 1 Yr -15% Buffer	8	8	8	8	8	8	8	8	8	8	8
MSCI EAFE Dual Direction 1 Yr -10% Buffer	11	11	11	11	11	11	11	11	11	11	11
NASDAQ 100 Step Up 1 Year -10% Buffer	11	11	11	11	11	11	11	11	11	11	11
Russell 2000 Dual Direction 6 Yr -15% Buffer	84	84	84	84	84	84	84	84	84	84	84
NASDAQ 100 Standard 6 Year -10% Buffer	90	90	90	90	90	90	90	90	90	90	90
MSCI EM Standard 1 Year -10% Buffer	22.5	22.5	22.5	22.5	22.5	22.5	22.5	22.5	22.5	22.5	22.5
Russell 2000 Dual Direction 1 Yr -15% Buffer	9	9	9	9	9	9	9	9	9	9	9
NASDAQ 100 Annual Lock 6 Yr -10% Buffer	13	13	13	13	13	13	13	13	13	13	13
NASDAQ 100 Dual Direction 6 Yr -15% Buffer	75	75	75	75	75	75	75	75	75	75	75
EURO STOXX 50 Standard 1 Year -10% Buffer	45.5	45.5	45.5	45.5	45.5	45.5	45.5	45.5	45.5	45.5	45.5

HISTORICAL CURRENT LIMITS on INDEX GAINS

For The Year Ended December 31, 2024

Structured Capital Strategies PLUS 21 C Shares


	03/21/2024	03/28/2024	04/04/2024	04/11/2024	04/18/2024	04/25/2024	05/02/2024	05/09/2024	05/16/2024	05/23/2024	05/30/2024
MSCI EAFE Standard 6 Year -20% Buffer	200	200	200	200	200	200	200	200	200	200	200
NASDAQ 100 Standard 1 Year -15% Buffer	11.5	11.5	11.5	11.5	11.5	11.5	11.5	11.5	11.5	11.5	11.5
S&P 500 Enhanced Upside 125% 6 Yr -10%	65	65	65	65	65	65	65	65	65	65	65
Russell 2000 Step Up 1 Yr -15% Buffer	10	10	10	10	10	10	10	10	10	10	10
S&P 500 Dual Step Up 1 Yr -15% Buffer	6	6	6	6	6	6	6	6	6	6	6
S&P 500 Standard 1 Year -40% Buffer	7	7	7	7	7	7	7	7	7	7	7
S&P 500 Step Up 6 Yr -10% Buffer	45	45	45	45	45	45	45	45	45	45	45
S&P 500 Step Up 1 Yr -10% Buffer	9	9	9	9	9	9	9	9	9	9	9
NASDAQ 100 Dual Step Up 1 Yr -20% Buffer
MSCI EAFE Dual Direction 1 Yr -15% Buffer	5.5	5.5	5.5	5.5	5.5	5.5	5.5	5.5	5.5	5.5	5.5
MSCI EAFE Standard 6 Year -15% Buffer	350	350	350	350	350	350	350	350	350	350	350
NASDAQ 100 Standard 1 Year -20% Buffer	11	11	11	11	11	11	11	11	11	11	11
S&P 500 Loss Limiter 90 1 Yr -10% Buffer	8	8	8	8	8	8	8	8	8	8	8
S&P 500 Standard 6 Year -30% Buffer
S&P 500 Enhanced Upside 110% 6 Yr -15% Buffer	70	70	70	70	70	70	70	70	70	70	70
S&P 500 Standard 1 Year -15% Buffer	10.5	10.5	10.5	10.5	10.5	10.5	10.5	10.5	10.5	10.5	10.5
Russell 2000 Annual Lock 6 Yr -10% Buff	15	15	15	15	15	15	15	15	15	15	15
NASDAQ 100 Dual Direction 6 Yr -20% Buffer	70	70	70	70	70	70	70	70	70	70	70
NASDAQ 100 Standard 6 Year -30% Buffer
S&P 500 Dual Direction 6 Yr -10% Buffer	100	100	100	100	100	100	100	100	100	100	100
Russell 2000 Dual Step Up 1 Yr -10% Buffer	9	9	9	9	9	9	9	9	9	9	9
S&P 500 Standard 1 Year -20% Buffer	9	9	9	9	9	9	9	9	9	9	9
MSCI EAFE Standard 6 Year -40% Buffer
MSCI EAFE Step Up 1 Yr -10% Buffer	10	10	10	10	10	10	10	10	10	10	10
Russell 2000 Annual Lock 6 Year -10% Buffer	15	15	15	15	15	15	15	15	15	15	15
Russell 2000 Dual Direction 1 Yr -20% Buffer

HISTORICAL CURRENT LIMITS on INDEX GAINS

For The Year Ended December 31, 2024

Structured Capital Strategies PLUS 21 C Shares


	06/06/2024	06/13/2024	06/20/2024	06/27/2024	07/03/2024	07/11/2024	07/18/2024	07/25/2024	08/01/2024	08/08/2024	08/15/2024
Russell 2000 Step Up 6 Yr -10% Buffer
NASDAQ 100 Standard 1 Year -10% Buffer	15.5	15.5	15.5	15.5	15.5	15.5	15.5	15.5	15.5	15.5	15.5
MSCI EAFE Dual Direction 6 Yr -10% Buffer	500	500	500	500	500	500	500	500	500	500	500
S&P 500 Dual Step Up 1 Yr -20% Buffer
NASDAQ 100 Step Up 1 Year -15% Buffer	10	10	10	10	10	10	10	10	10	10	10
Russell 2000 Dual Direction 6 Yr -10% Buffer	105	105	105	105	105	105	105	105	105	105	105
S&P 500 Standard 6 Year -10% Buffer	300	300	300	300	300	300	250	250	250	250	250
S&P 500 Annual Lock 6 Year -10% Buffer	12	12	12	12	12	12	11.5	11.5	11.5	11.5	11.5
MSCI EAFE Annual Lock 6 Year -10% Buffer	16	16	16	16	16	16	15	15	15	15	15
S&P 500 Dual Direction 1 Yr -15% Buffer	7.5	7.5	7.5	7.5	7.5	7.5	7	7	7	7	7
Russell 2000 Standard 1 Year -10% Buffer	17.5	17.5	17.5	17.5	17.5	17.5	17.5	17.5	17.5	17.5	17.5
S&P 500 Dual Direction 1 Yr -20% Buffer
Russell 2000 Dual Direction 6 Yr -20% Buffer	65	65	65	65	65	65	65	65	65	65	65
S&P 500 Dual Step Up 1 Yr -10% Buffer	7	7	7	7	7	7	7	7	7	7	7.5
MSCI EAFE Step Up 6 Yr -10% Buffer
Russell 2000 Standard 1 Year -20% Buffer	12	12	12	12	12	12	12	12	12	12	12
S&P 500 Enhanced Upside 125% 6 Yr -10% Buffer	65	65	65	65	65	65	65	65	65	65	65
NASDAQ 100 Step Up 6 Yr -10% Buffer
MSCI EAFE Annual Lock 6 Year -10% Buffer	16	16	16	16	16	16	15	15	15	15	15
Russell 2000 Standard 6 Year -10% Buffer	115	115	115	115	115	115	115	115	115	115	115
NASDAQ 100 Dual Direction 1 Yr -15% Buffer	9	9	9	9	9	9	9	9	9	9	9
EURO STOXX 50 Standard 1 Yr -10% Buffer	45.5	45.5	45.5	45.5	45.5	45.5	35	35	35	35	35
MSCI EAFE Standard 1 Year -40% Buffer	11	11	11	11	11	11	9.5	9.5	9.5	9.5	7.5
Russell 2000 Dual Step Up 1 Yr -15% Buffer	7.3	7.3	7.3	7.3	7.3	7.3	7.3	7.3	7.3	7.3	7.3
MSCI EAFE Standard 1 Year -10% Buffer	19.5	19.5	19.5	19.5	19.5	19.5	18.5	18.5	18.5	18.5	18.5
MSCI EAFE Standard 6 Year -40% Buffer	175	175	175	175	175	175	160	160	160	160	160
Russell 2000 Standard 6 Year -40% Buffer	60	60	60	60	60	60	60	60	60	60	60
MSCI EAFE Dual Direction 6 Yr -15% Buffer	300	300	300	300	300	300	300	300	300	300	300
MSCI EAFE Standard 6 Year -15% Buffer	350	350	350	350	350	350	350	350	350	350	350
MSCI EAFE Step Up 1 Yr -15% Buffer	8.5	8.5	8.5	8.5	8.5	8.5	8.5	8.5	8.5	8.5	8.5
S&P 500 Enhanced Upside 110% 6 Yr -10% Buffer	80	80	80	80	80	80	80	80	80	80	80
MSCI EAFE Dual Step Up 1 Yr -20% Buffer
Russell 2000 Dual Step Up 1 Yr -20% Buffer

HISTORICAL CURRENT LIMITS on INDEX GAINS

For The Year Ended December 31, 2024

Structured Capital Strategies PLUS 21 C Shares


	06/06/2024	06/13/2024	06/20/2024	06/27/2024	07/03/2024	07/11/2024	07/18/2024	07/25/2024	08/01/2024	08/08/2024	08/15/2024
MSCI EAFE Dual Direction 6 Yr -20% Buffer	175	175	175	175	175	175	175	175	175	175	175
S&P 500 Standard 1 Year -10% Buffer	12.5	12.5	12.5	12.5	12.5	12.5	12.5	12.5	12.5	12.5	12.5
NASDAQ 100 Standard 6 Year -40% Buffer	60	60	60	60	60	60	55	55	55	55	55
MSCI EAFE Standard 6 Year -10% Buffer	550	550	550	550	550	550	550	550	550	550	550
NASDAQ 100 Dual Step Up 1 Yr -10% Buffer	9	9	9	9	9	9	9	9	9	9	9
S&P 500 Dual Direction 6 Yr -20% Buffer	60	60	60	60	60	60	60	60	60	60	60
S&P 500 Enhanced Upside 125% 6 Yr -15%	55	55	55	55	55	55	55	55	55	55	55
S&P 500 Enhanced Upside 110% 6 Yr -10%	80	80	80	80	80	80	80	80	80	80	80
MSCI EAFE Dual Step Up 1 Yr -15% Buffer	5.5	5.5	5.5	5.5	5.5	5.5	5.5	5.5	5.5	5.5	5.5
S&P 500 Standard 6 Year -15% Buffer	100	100	100	100	100	100	100	100	100	100	100
NASDAQ 100 Dual Direction 6 Yr -10% Buffer	80	80	80	80	80	80	80	80	80	80	80
S&P 500 Standard 1 Year -30% Buffer
NASDAQ 100 Standard 6 Year -20% Buffer	80	80	80	80	80	80	75	75	75	75	75
NASDAQ 100 Standard 1 Year -30% Buffer
S&P 500 Standard 6 Year -20% Buffer	85	85	85	85	85	85	80	80	80	80	80
NASDAQ 100 Standard 6 Year -15% Buffer	85	85	85	85	85	85	85	85	85	85	85
S&P 500 Enhanced Upside 125% 1 Yr -10% Buffer	11	11	11	11	11	11	11	11	11	11	11
Russell 2000 Step Up 1 Yr -10% Buffer	11.3	11.3	11.3	11.3	11.3	11.3	11.3	11.3	12	12	12.5
S&P 500 Enhanced Upside 110% 6 Yr -15%	70	70	70	70	70	70	70	70	70	70	70
MSCI EAFE Standard 6 Year -20% Buffer	200	200	200	200	200	200	200	200	200	200	200
Russell 2000 Standard 1 Year -40% Buffer	8.5	8.5	8.5	8.5	8.5	8.5	8.5	8.5	8.5	8.5	8.5
MSCI EAFE Dual Step Up 1 Yr -10% Buffer	7.5	7.5	7.5	7.5	7.5	7.5	7	7	7	7	7
MSCI EAFE Standard 6 Year -10% Buffer	550	550	550	550	550	550	550	550	550	550	550
S&P 500 Dual Direction 6 Yr -15% Buffer	70	70	70	70	70	70	70	70	70	70	70
S&P 500 Standard 6 Year -40% Buffer	55	55	55	55	55	55	55	55	55	55	55
NASDAQ 100 Standard 1 Year -40% Buffer	8	8	8	8	8	8	8	8	8	8	8
Russell 2000 Standard 6 Year -15% Buffer	95	95	95	95	95	95	95	95	95	95	95
S&P 500 Enhanced Upside 125% 6 Yr -15% Buffer	55	55	55	55	55	55	55	55	55	55	55
Russell 2000 Standard 6 Year -30% Buffer
Russell 2000 Dual Direction 1 Yr -10% Buffer	14.5	14.5	14.5	14.5	14.5	14.5	14.5	14.5	14.5	14.5	14.5

HISTORICAL CURRENT LIMITS on INDEX GAINS

For The Year Ended December 31, 2024

Structured Capital Strategies PLUS 21 C Shares


	06/06/2024	06/13/2024	06/20/2024	06/27/2024	07/03/2024	07/11/2024	07/18/2024	07/25/2024	08/01/2024	08/08/2024	08/15/2024
NASDAQ 100 Dual Direction 1 Yr -10% Buffer	13.5	13.5	13.5	13.5	13.5	13.5	13	13	13	13	13
MSCI EAFE Standard 1 Year -30% Buffer
S&P 500 Loss Limiter 95 6 Yr -10% Buffer	45	45	45	45	45	45	45	45	45	45	45
MSCI EAFE Dual Direction 1 Yr -20% Buffer
MSCI EM Standard 1 Year -15% Buffer	16	16	16	16	16	16	15	15	15	15	15
EURO STOXX 50 Standard 1 Year -15% Buffer	18	18	18	18	18	18	14	14	14	14	14
MSCI EAFE Standard 6 Year -30% Buffer
MSCI EAFE Standard 1 Year -15% Buffer	14.5	14.5	14.5	14.5	14.5	14.5	13.5	13.5	13.5	13.5	13.5
NASDAQ 100 Dual Step Up 1 Yr -15% Buffer	7.2	7.2	7.2	7.2	7.2	7.2	7.2	7.2	7.2	7.2	7.2
Russell 2000 Standard 1 Year -30% Buffer
NASDAQ 100 Dual Direction 1 Yr -20% Buffer
Russell 2000 Standard 1 Year -15% Buffer	14	14	14	14	14	14	14	14	14	14	14
S&P 500 Dual Direction 1 Yr -10% Buffer	10	10	10	10	10	10	10	10	10	10	10
MSCI EAFE Standard 1 Year -20% Buffer	11.5	11.5	11.5	11.5	11.5	11.5	10.5	10.5	10.5	10.5	10.5
Russell 2000 Standard 6 Year -20% Buffer	75	75	75	75	75	75	75	75	75	75	75
S&P 500 Step Up 1 Yr -15% Buffer	8	8	8	8	8	8	8	8	8	8	8
MSCI EAFE Dual Direction 1 Yr -10% Buffer	11	11	11	11	11	11	11	11	11	11	11
NASDAQ 100 Step Up 1 Year -10% Buffer	11	11	11	11	11	11	11	11	11	11	11.5
Russell 2000 Dual Direction 6 Yr -15% Buffer	84	84	84	84	84	84	84	84	84	84	84
NASDAQ 100 Standard 6 Year -10% Buffer	90	90	90	90	90	90	90	90	90	90	90
MSCI EM Standard 1 Year -10% Buffer	22.5	22.5	22.5	22.5	22.5	22.5	20	20	20	20	20
Russell 2000 Dual Direction 1 Yr -15% Buffer	9	9	9	9	9	9	9	9	9	9	9
NASDAQ 100 Annual Lock 6 Yr -10% Buffer	13	13	13	13	13	13	13	13	13	13	13
NASDAQ 100 Dual Direction 6 Yr -15% Buffer	75	75	75	75	75	75	70	70	70	70	70
EURO STOXX 50 Standard 1 Year -10% Buffer	45.5	45.5	45.5	45.5	45.5	45.5	35	35	35	35	35
MSCI EAFE Standard 6 Year -20% Buffer	200	200	200	200	200	200	200	200	200	200	200

HISTORICAL CURRENT LIMITS on INDEX GAINS

For The Year Ended December 31, 2024

Structured Capital Strategies PLUS 21 C Shares


	06/06/2024	06/13/2024	06/20/2024	06/27/2024	07/03/2024	07/11/2024	07/18/2024	07/25/2024	08/01/2024	08/08/2024	08/15/2024
NASDAQ 100 Standard 1 Year -15% Buffer	11.5	11.5	11.5	11.5	11.5	11.5	11.5	11.5	11.5	11.5	11.5
S&P 500 Enhanced Upside 125% 6 Yr -10%	65	65	65	65	65	65	65	65	65	65	65
Russell 2000 Step Up 1 Yr -15% Buffer	10	10	10	10	10	10	10	10	10	10	10.5
S&P 500 Dual Step Up 1 Yr -15% Buffer	6	6	6	6	6	6	6	6	6	6	6
S&P 500 Standard 1 Year -40% Buffer	7	7	7	7	7	7	7	7	7	7	7
S&P 500 Step Up 6 Yr -10% Buffer	45	45	45	45	45	45	45	45	45	45	45
S&P 500 Step Up 1 Yr -10% Buffer	9	9	9	9	9	9	9	9	9	9	9
NASDAQ 100 Dual Step Up 1 Yr -20% Buffer
MSCI EAFE Dual Direction 1 Yr -15% Buffer	5.5	5.5	5.5	5.5	5.5	5.5	5.5	5.5	5.5	5.5	6
MSCI EAFE Standard 6 Year -15% Buffer	350	350	350	350	350	350	350	350	350	350	350
NASDAQ 100 Standard 1 Year -20% Buffer	11	11	11	11	11	11	11	11	11	11	11
S&P 500 Loss Limiter 90 1 Yr -10% Buffer	8	8	8	8	8	8	8	8	8	8	8
S&P 500 Standard 6 Year -30% Buffer
S&P 500 Enhanced Upside 110% 6 Yr -15% Buffer	70	70	70	70	70	70	70	70	70	70	70
S&P 500 Standard 1 Year -15% Buffer	10.5	10.5	10.5	10.5	10.5	10.5	10.5	10.5	10.5	10.5	10.5
Russell 2000 Annual Lock 6 Yr -10% Buff	15	15	15	15	15	15	14.5	14.5	14.5	14.5	14.5
NASDAQ 100 Dual Direction 6 Yr -20% Buffer	70	70	70	70	70	70	65	65	65	65	65
NASDAQ 100 Standard 6 Year -30% Buffer
S&P 500 Dual Direction 6 Yr -10% Buffer	100	100	100	100	100	100	100	100	100	100	100
Russell 2000 Dual Step Up 1 Yr -10% Buffer	9	9	9	9	9	9	9	9	9	9	9.5
S&P 500 Standard 1 Year -20% Buffer	9	9	9	9	9	9	9	9	9	9	9
MSCI EAFE Standard 6 Year -40% Buffer				175	175	175	160	160	160	160	160
MSCI EAFE Step Up 1 Yr -10% Buffer	10	10	10	10	10	10	9.5	9.5	9.5	9.5	9.5
Russell 2000 Annual Lock 6 Year -10% Buffer	15	15	15	15	15	15	14.5	14.5	14.5	14.5	14.5
Russell 2000 Dual Direction 1 Yr -20% Buffer

HISTORICAL CURRENT LIMITS on INDEX GAINS

For The Year Ended December 31, 2024

Structured Capital Strategies PLUS 21 C Shares


	08/22/2024	08/29/2024	09/05/2024	09/12/2024	09/19/2024	09/26/2024	10/03/2024	10/10/2024	10/17/2024	10/24/2024	10/31/2024
Russell 2000 Step Up 6 Yr -10% Buffer	50	50	50	50	50	50	50	50	50	50	50
NASDAQ 100 Standard 1 Year -10% Buffer	15.5	15.5	15.5	15.5	15.5	15.5	15.5	15.5	15.5	15.5	15.5
MSCI EAFE Dual Direction 6 Yr -10% Buffer	500	500	500	500	500	500	500	500	500	500	500
S&P 500 Dual Step Up 1 Yr -20% Buffer	5.5	5.5	5.5	5.5	5.5	5.5	5.5	5.5	5.5	5.5	5.5
NASDAQ 100 Step Up 1 Year -15% Buffer	10	10	10	10	10	10	10	10	10	10	10
Russell 2000 Dual Direction 6 Yr -10% Buffer	105	105	105	105	105	105	105	105	105	105	105
S&P 500 Standard 6 Year -10% Buffer	250	250	250	250	250	250	250	250	250	250	250
S&P 500 Annual Lock 6 Year -10% Buffer	11.5	11.5	11	11	11	11	11	11	11	11	11
MSCI EAFE Annual Lock 6 Year -10% Buffer	15	15	15	15	15	15	15	15	15	15	15
S&P 500 Dual Direction 1 Yr -15% Buffer	7	7	7	7	7	7	7	7	7	7	7
Russell 2000 Standard 1 Year -10% Buffer	17.5	17.5	17.5	17.5	17.5	17.5	17.5	17.5	17.5	17.5	17.5
S&P 500 Dual Direction 1 Yr -20% Buffer	5.5	5.5	5.5	5.5	5	5	5	5	5	5	5
Russell 2000 Dual Direction 6 Yr -20% Buffer	65	65	65	65	65	65	65	65	65	65	65
S&P 500 Dual Step Up 1 Yr -10% Buffer	7.5	7.5	7.5	7.5	7.5	7.5	7.5	7.5	7.5	7.5	7.5
MSCI EAFE Step Up 6 Yr -10% Buffer	45	45	45	45	45	45	45	45	45	45	45
Russell 2000 Standard 1 Year -20% Buffer	12	12	12	12	12	12	12	12	12	12	12
S&P 500 Enhanced Upside 125% 6 Yr -10% Buffer	65	65	65	65	65	65	65	65	65	65	65
NASDAQ 100 Step Up 6 Yr -10% Buffer	45	45	45	45	45	45	45	45	45	45	45
MSCI EAFE Annual Lock 6 Year -10% Buffer	15	15	15	15	15	15	15	15	15	15	15
Russell 2000 Standard 6 Year -10% Buffer	115	115	115	115	115	115	115	115	115	115	115
NASDAQ 100 Dual Direction 1 Yr -15% Buffer	9	9	9	9	9	9	9	9	9	9	9
EURO STOXX 50 Standard 1 Yr -10% Buffer	35	35	30	30	30	30	30	30	20	20	20
MSCI EAFE Standard 1 Year -40% Buffer	7.5	7.5	7.5	7.5	7.5	7.5	7.5	7.5	7	7	7
Russell 2000 Dual Step Up 1 Yr -15% Buffer	7.3	7.3	7.3	7.3	7.3	7.3	7.3	7.3	7.3	7.3	7.3
MSCI EAFE Standard 1 Year -10% Buffer	18.5	18.5	18	18	18	18	18	18	17	17	17
MSCI EAFE Standard 6 Year -40% Buffer	160	160	145	145	145	145	145	145	140	140	140
Russell 2000 Standard 6 Year -40% Buffer	60	60	60	60	60	60	60	60	60	60	60
MSCI EAFE Dual Direction 6 Yr -15% Buffer	300	300	300	300	300	300	300	300	300	300	300
MSCI EAFE Standard 6 Year -15% Buffer	350	350	350	350	350	350	350	350	350	350	350
MSCI EAFE Step Up 1 Yr -15% Buffer	8.5	8.5	7.5	7.5	7.5	7.5	7.5	7.5	7.5	7.5	7.5

HISTORICAL CURRENT LIMITS on INDEX GAINS

For The Year Ended December 31, 2024

Structured Capital Strategies PLUS 21 C Shares


	08/22/2024	08/29/2024	09/05/2024	09/12/2024	09/19/2024	09/26/2024	10/03/2024	10/10/2024	10/17/2024	10/24/2024	10/31/2024
S&P 500 Enhanced Upside 110% 6 Yr -10% Buffer	80	80	80	80	80	80	80	80	80	80	80
MSCI EAFE Dual Step Up 1 Yr -20% Buffer	5	5	5	5	5	5	5	5	5	5	5
Russell 2000 Dual Step Up 1 Yr -20% Buffer	6.5	6.5	6.5	6.5	6	6	6	6	6	6	6
MSCI EAFE Dual Direction 6 Yr -20% Buffer	175	175	175	175	175	175	175	175	175	175	175
S&P 500 Standard 1 Year -10% Buffer	12.5	12.5	12.5	12.5	12.5	12.5	12.5	12.5	12.5	12.5	12.5
NASDAQ 100 Standard 6 Year -40% Buffer	55	55	50	50	50	50	50	50	50	50	50
MSCI EAFE Standard 6 Year -10% Buffer	550	550	550	550	550	550	550	550	550	550	550
NASDAQ 100 Dual Step Up 1 Yr -10% Buffer	9	9	9	9	9	9	9	9	9	9	9
S&P 500 Dual Direction 6 Yr -20% Buffer	60	60	60	60	60	60	60	60	60	60	60
S&P 500 Enhanced Upside 125% 6 Yr -15%	55	55	55	55	55	55	55	55	55	55	55
S&P 500 Enhanced Upside 110% 6 Yr -10%	80	80	80	80	80	80	80	80	80	80	80
MSCI EAFE Dual Step Up 1 Yr -15% Buffer	5.5	5.5	5.5	5.5	5.5	5.5	5.5	5.5	5.5	5.5	5.5
S&P 500 Standard 6 Year -15% Buffer	100	100	100	100	100	100	100	100	100	100	100
NASDAQ 100 Dual Direction 6 Yr -10% Buffer	80	80	80	80	80	80	80	80	80	80	80
S&P 500 Standard 1 Year -30% Buffer	7.5	7.5	7.5	7.5	7.5	7.5	7.5	7.5	7.5	7.5	7.5
NASDAQ 100 Standard 6 Year -20% Buffer	75	75	75	75	75	75	75	75	75	75	75
NASDAQ 100 Standard 1 Year -30% Buffer	9	9	9	9	9	9	9	9	9	9	9
S&P 500 Standard 6 Year -20% Buffer	80	80	80	80	80	80	80	80	80	80	80
NASDAQ 100 Standard 6 Year -15% Buffer	85	85	85	85	85	85	85	85	85	85	85
S&P 500 Enhanced Upside 125% 1 Yr -10% Buffer	11	11	11	11	11	11	11	11	11	11	11
Russell 2000 Step Up 1 Yr -10% Buffer	12.5	12.5	12.5	12.5	12.5	12.5	12.5	12.5	12.5	12.5	12.5
S&P 500 Enhanced Upside 110% 6 Yr -15%	70	70	70	70	70	70	70	70	70	70	70
MSCI EAFE Standard 6 Year -20% Buffer	200	200	200	200	200	200	200	200	200	200	200
Russell 2000 Standard 1 Year -40% Buffer	8.5	8.5	8.5	8.5	8.5	8.5	8.5	8.5	8.5	8.5	8.5
MSCI EAFE Dual Step Up 1 Yr -10% Buffer	7	7	7	7	6.5	6.5	6.5	6.5	6.5	6.5	6.5
MSCI EAFE Standard 6 Year -10% Buffer	550	550	550	550	550	550	550	550	550	550	550
S&P 500 Dual Direction 6 Yr -15% Buffer	70	70	70	70	70	70	70	70	70	70	70
S&P 500 Standard 6 Year -40% Buffer	55	55	50	50	45	45	45	45	45	45	45
NASDAQ 100 Standard 1 Year -40% Buffer	8	8	8	8	8	8	8	8	8	8	8
Russell 2000 Standard 6 Year -15% Buffer	95	95	95	95	95	95	95	95	95	95	95
S&P 500 Enhanced Upside 125% 6 Yr -15% Buffer	55	55	55	55	55	55	55	55	55	55	55
Russell 2000 Standard 6 Year -30% Buffer	70	70	70	70	70	70	70	70	70	70	70

HISTORICAL CURRENT LIMITS on INDEX GAINS

For The Year Ended December 31, 2024

Structured Capital Strategies PLUS 21 C Shares


	08/22/2024	08/29/2024	09/05/2024	09/12/2024	09/19/2024	09/26/2024	10/03/2024	10/10/2024	10/17/2024	10/24/2024	10/31/2024
Russell 2000 Dual Direction 1 Yr -10% Buffer	14.5	14.5	14.5	14.5	14.5	14.5	14.5	14.5	14.5	14.5	14.5
NASDAQ 100 Dual Direction 1 Yr -10% Buffer	13	13	13	13	13	13	13	13	13	13	13
MSCI EAFE Standard 1 Year -30% Buffer	8	8	8	8	8	8	8	8	8	8	8
S&P 500 Loss Limiter 95 6 Yr -10% Buffer	45	45	45	45	40	40	40	40	40	40	40
MSCI EAFE Dual Direction 1 Yr -20% Buffer	4.5	4.5	4	4	4	4	4	4	4	4	4
MSCI EM Standard 1 Year -15% Buffer	15	15	15	15	15	15	15	15	15	15	15
EURO STOXX 50 Standard 1 Year -15% Buffer	14	14	14	14	14	14	14	14	14	14	14
MSCI EAFE Standard 6 Year -30% Buffer	170	170	160	160	160	160	160	160	160	160	160
MSCI EAFE Standard 1 Year -15% Buffer	13.5	13.5	12.5	12.5	12.5	12.5	12.5	12.5	12.5	12.5	12.5
NASDAQ 100 Dual Step Up 1 Yr -15% Buffer	7.2	7.2	7.2	7.2	7.2	7.2	7.2	7.2	7.2	7.2	7.2
Russell 2000 Standard 1 Year -30% Buffer	10	10	10	10	10	10	10	10	10	10	10
NASDAQ 100 Dual Direction 1 Yr -20% Buffer	6.5	6.5	6.5	6.5	6	6	6	6	6	6	6
Russell 2000 Standard 1 Year -15% Buffer	14	14	14	14	14	14	14	14	14	14	14
S&P 500 Dual Direction 1 Yr -10% Buffer	10	10	10	10	9.5	9.5	9.5	9.5	9.5	9.5	9.5
MSCI EAFE Standard 1 Year -20% Buffer	10.5	10.5	10.5	10.5	10.5	10.5	10.5	10.5	10.5	10.5	10.5
Russell 2000 Standard 6 Year -20% Buffer	75	75	75	75	75	75	75	75	75	75	75
S&P 500 Step Up 1 Yr -15% Buffer	8	8	8	8	8	8	8	8	8	8	8
MSCI EAFE Dual Direction 1 Yr -10% Buffer	11	11	11	11	10.5	10.5	10.5	10.5	10.5	10.5	10.5
NASDAQ 100 Step Up 1 Year -10% Buffer	11.5	11.5	11.5	11.5	11.5	11.5	11.5	11.5	11.5	11.5	11.5
Russell 2000 Dual Direction 6 Yr -15% Buffer	84	84	84	84	84	84	84	84	84	84	84
NASDAQ 100 Standard 6 Year -10% Buffer	90	90	90	90	90	90	90	90	90	90	90
MSCI EM Standard 1 Year -10% Buffer	20	20	20	20	20	20	20	20	20	20	20
Russell 2000 Dual Direction 1 Yr -15% Buffer	9	9	9	9	9	9	9	9	9	9	9
NASDAQ 100 Annual Lock 6 Yr -10% Buffer	13	13	13	13	13	13	13	13	13	13	13
NASDAQ 100 Dual Direction 6 Yr -15% Buffer	70	70	70	70	70	70	70	70	70	70	70
EURO STOXX 50 Standard 1 Year -10% Buffer	35	35	30	30	30	30	30	30	20	20	20
MSCI EAFE Standard 6 Year -20% Buffer	200	200	200	200	200	200	200	200	200	200	200
NASDAQ 100 Standard 1 Year -15% Buffer	11.5	11.5	11.5	11.5	11.5	11.5	11.5	11.5	11.5	11.5	11.5
S&P 500 Enhanced Upside 125% 6 Yr -10%	65	65	65	65	65	65	65	65	65	65	65

HISTORICAL CURRENT LIMITS on INDEX GAINS

For The Year Ended December 31, 2024

Structured Capital Strategies PLUS 21 C Shares


	08/22/2024	08/29/2024	09/05/2024	09/12/2024	09/19/2024	09/26/2024	10/03/2024	10/10/2024	10/17/2024	10/24/2024	10/31/2024
Russell 2000 Step Up 1 Yr -15% Buffer	10.5	10.5	10.5	10.5	10.5	10.5	10.5	10.5	10.5	10.5	10.5
S&P 500 Dual Step Up 1 Yr -15% Buffer	6	6	6	6	6	6	6	6	6	6	6
S&P 500 Standard 1 Year -40% Buffer	7	7	7	7	6.5	6.5	6.5	6.5	6.5	6.5	6.5
S&P 500 Step Up 6 Yr -10% Buffer	45	45	45	45	45	45	45	45	45	45	45
S&P 500 Step Up 1 Yr -10% Buffer	9	9	9	9	9	9	9	9	9	9	9
NASDAQ 100 Dual Step Up 1 Yr -20% Buffer	6.5	6.5	6.5	6.5	6	6	6	6	6	6	6
MSCI EAFE Dual Direction 1 Yr -15% Buffer	6	6	6	6	6	6	6	6	6	6	6
MSCI EAFE Standard 6 Year -15% Buffer	350	350	350	350	350	350	350	350	350	350	350
NASDAQ 100 Standard 1 Year -20% Buffer	11	11	11	11	11	11	11	11	11	11	11
S&P 500 Loss Limiter 90 1 Yr -10% Buffer	8	8	8	8	8	8	8	8	8	8	8
S&P 500 Standard 6 Year -30% Buffer	65	65	60	60	60	60	60	60	60	60	60
S&P 500 Enhanced Upside 110% 6 Yr -15% Buffer	70	70	70	70	70	70	70	70	70	70	70
S&P 500 Standard 1 Year -15% Buffer	10.5	10.5	10.5	10.5	10.5	10.5	10.5	10.5	10.5	10.5	10.5
Russell 2000 Annual Lock 6 Yr -10% Buff	14.5	14.5	14	14	14	14	14	14	14	14	14
NASDAQ 100 Dual Direction 6 Yr -20% Buffer	65	65	65	65	65	65	65	65	65	65	65
NASDAQ 100 Standard 6 Year -30% Buffer	65	65	65	65	65	65	65	65	65	65	65
S&P 500 Dual Direction 6 Yr -10% Buffer	100	100	100	100	100	100	100	100	100	100	100
Russell 2000 Dual Step Up 1 Yr -10% Buffer	9.5	9.5	9.5	9.5	9.5	9.5	9.5	9.5	9.5	9.5	9.5
S&P 500 Standard 1 Year -20% Buffer	9	9	9	9	9	9	9	9	9	9	9
MSCI EAFE Standard 6 Year -40% Buffer	160	160	145	145	145	145	145	145	140	140	140
MSCI EAFE Step Up 1 Yr -10% Buffer	9.5	9.5	9	9	9	9	9	9	9	9	9
Russell 2000 Annual Lock 6 Year -10% Buffer	14.5	14.5	14	14	14	14	14	14	14	14	14
Russell 2000 Dual Direction 1 Yr -20% Buffer	6	6	6	6	6	6	6	6	6	6	6

HISTORICAL CURRENT LIMITS on INDEX GAINS

For The Year Ended December 31, 2024

Structured Capital Strategies PLUS 21 C Shares


	11/07/2024	11/14/2024	11/21/2024	11/27/2024	12/05/2024	12/12/2024	12/19/2024	12/26/2024
Russell 2000 Step Up 6 Yr -10% Buffer	50.1	50.1	50.1	50.1	50.2	50.2	50.3	50.3
NASDAQ 100 Standard 1 Year -10% Buffer	15.6	15.6	15.6	15.6	15.7	15.7	15.8	15.8
MSCI EAFE Dual Direction 6 Yr -10% Buffer	500.1	500.1	500.1	500.1	500.2	500.2	500.3	500.3
S&P 500 Dual Step Up 1 Yr -20% Buffer	5.6	5.6	5.6	5.6	5.7	5.7	5.8	5.8
NASDAQ 100 Step Up 1 Year -15% Buffer	10.1	10.1	10.1	10.1	10.2	10.2	10.3	10.3
Russell 2000 Dual Direction 6 Yr -10% Buffer	105.1	105.1	105.1	105.1	105.2	105.2	105.3	105.3
S&P 500 Standard 6 Year -10% Buffer	250.1	250.1	250.1	250.1	250.2	250.2	250.3	250.3
S&P 500 Annual Lock 6 Year -10% Buffer	11.1	11.1	11.1	11.1	11.2	11.2	11.3	11.3
MSCI EAFE Annual Lock 6 Year -10% Buffer	15.1	15.1	15.1	15.1	15.2	15.2	15.3	15.3
S&P 500 Dual Direction 1 Yr -15% Buffer	7.1	7.1	7.1	7.1	7.2	7.2	7.3	7.3
Russell 2000 Standard 1 Year -10% Buffer	17.6	17.6	17.6	17.6	17.7	17.7	17.8	17.8
S&P 500 Dual Direction 1 Yr -20% Buffer	5.1	5.1	5.1	5.1	5.2	5.2	5.3	5.3
Russell 2000 Dual Direction 6 Yr -20% Buffer	65.1	65.1	65.1	65.1	65.2	65.2	65.3	65.3
S&P 500 Dual Step Up 1 Yr -10% Buffer	7.6	7.6	7.6	7.6	7.7	7.7	7.8	7.8
MSCI EAFE Step Up 6 Yr -10% Buffer	45.1	45.1	45.1	45.1	45.2	45.2	45.3	45.3
Russell 2000 Standard 1 Year -20% Buffer	12.1	12.1	12.1	12.1	12.2	12.2	12.3	12.3
S&P 500 Enhanced Upside 125% 6 Yr -10% Buffer	65.1	65.1	65.1	65.1	65.2	65.2	65.3	65.3
NASDAQ 100 Step Up 6 Yr -10% Buffer	45.1	45.1	45.1	45.1	45.2	45.2	45.3	45.3
MSCI EAFE Annual Lock 6 Year -10% Buffer	15.1	15.1	15.1	15.1	15.2	15.2	15.3	15.3
Russell 2000 Standard 6 Year -10% Buffer	115.1	115.1	115.1	115.1	115.2	115.2	115.3	115.3
NASDAQ 100 Dual Direction 1 Yr -15% Buffer	9.1	9.1	9.1	9.1	9.2	9.2	9.3	9.3
EURO STOXX 50 Standard 1 Yr -10% Buffer	20.1	20.1	20.1	20.1	20.2	20.2	20.3	20.3
MSCI EAFE Standard 1 Year -40% Buffer	7.1	7.1	7.1	7.1	7.2	7.2	7.3	7.3
Russell 2000 Dual Step Up 1 Yr -15% Buffer	7.4	7.4	7.4	7.4	7.5	7.5	7.6	7.6
MSCI EAFE Standard 1 Year -10% Buffer	17.1	17.1	17.1	17.1	17.2	17.2	17.3	17.3
MSCI EAFE Standard 6 Year -40% Buffer	140.1	140.1	140.1	140.1	140.2	140.2	140.3	140.3
Russell 2000 Standard 6 Year -40% Buffer	60.1	60.1	60.1	60.1	60.2	60.2	60.3	60.3
MSCI EAFE Dual Direction 6 Yr -15% Buffer	300.1	300.1	300.1	300.1	300.2	300.2	300.3	300.3
MSCI EAFE Standard 6 Year -15% Buffer	350.1	350.1	350.1	350.1	350.2	350.2	350.3	350.3
MSCI EAFE Step Up 1 Yr -15% Buffer	7.6	7.6	7.6	7.6	7.7	7.7	7.8	7.8
S&P 500 Enhanced Upside 110% 6 Yr -10% Buffer	80.1	80.1	80.1	80.1	80.2	80.2	80.3	80.3
MSCI EAFE Dual Step Up 1 Yr -20% Buffer	5.1	5.1	5.1	5.1	5.2	5.2	5.3	5.3

HISTORICAL CURRENT LIMITS on INDEX GAINS

For The Year Ended December 31, 2024

Structured Capital Strategies PLUS 21 C Shares


	11/07/2024	11/14/2024	11/21/2024	11/27/2024	12/05/2024	12/12/2024	12/19/2024	12/26/2024
Russell 2000 Dual Step Up 1 Yr -20% Buffer	6.1	6.1	6.1	6.1	6.2	6.2	6.3	6.3
MSCI EAFE Dual Direction 6 Yr -20% Buffer	175.1	175.1	175.1	175.1	175.2	175.2	175.3	175.3
S&P 500 Standard 1 Year -10% Buffer	12.6	12.6	12.6	12.6	12.7	12.7	12.8	12.8
NASDAQ 100 Standard 6 Year -40% Buffer	50.1	50.1	50.1	50.1	50.2	50.2	50.3	50.3
MSCI EAFE Standard 6 Year -10% Buffer	550.1	550.1	550.1	550.1	550.2	550.2	550.3	550.3
NASDAQ 100 Dual Step Up 1 Yr -10% Buffer	9.1	9.1	9.1	9.1	9.2	9.2	9.3	9.3
S&P 500 Dual Direction 6 Yr -20% Buffer	60.1	60.1	60.1	60.1	60.2	60.2	60.3	60.3
S&P 500 Enhanced Upside 125% 6 Yr -15%	55.1	55.1	55.1	55.1	55.2	55.2	55.3	55.3
S&P 500 Enhanced Upside 110% 6 Yr -10%	80.1	80.1	80.1	80.1	80.2	80.2	80.3	80.3
MSCI EAFE Dual Step Up 1 Yr -15% Buffer	5.6	5.6	5.6	5.6	5.7	5.7	5.8	5.8
S&P 500 Standard 6 Year -15% Buffer	100.1	100.1	100.1	100.1	100.2	100.2	100.3	100.3
NASDAQ 100 Dual Direction 6 Yr -10% Buffer	80.1	80.1	80.1	80.1	80.2	80.2	80.3	80.3
S&P 500 Standard 1 Year -30% Buffer	7.6	7.6	7.6	7.6	7.7	7.7	7.8	7.8
NASDAQ 100 Standard 6 Year -20% Buffer	75.1	75.1	75.1	75.1	75.2	75.2	75.3	75.3
NASDAQ 100 Standard 1 Year -30% Buffer	9.1	9.1	9.1	9.1	9.2	9.2	9.3	9.3
S&P 500 Standard 6 Year -20% Buffer	80.1	80.1	80.1	80.1	80.2	80.2	80.3	80.3
NASDAQ 100 Standard 6 Year -15% Buffer	85.1	85.1	85.1	85.1	85.2	85.2	85.3	85.3
S&P 500 Enhanced Upside 125% 1 Yr -10% Buffer	11.1	11.1	11.1	11.1	11.2	11.2	11.3	11.3
Russell 2000 Step Up 1 Yr -10% Buffer	12.6	12.6	12.6	12.6	12.7	12.7	12.8	12.8
S&P 500 Enhanced Upside 110% 6 Yr -15%	70.1	70.1	70.1	70.1	70.2	70.2	70.3	70.3
MSCI EAFE Standard 6 Year -20% Buffer	200.1	200.1	200.1	200.1	200.2	200.2	200.3	200.3
Russell 2000 Standard 1 Year -40% Buffer	8.6	8.6	8.6	8.6	8.7	8.7	8.8	8.8
MSCI EAFE Dual Step Up 1 Yr -10% Buffer	6.6	6.6	6.6	6.6	6.7	6.7	6.8	6.8
MSCI EAFE Standard 6 Year -10% Buffer	550.1	550.1	550.1	550.1	550.2	550.2	550.3	550.3
S&P 500 Dual Direction 6 Yr -15% Buffer	70.1	70.1	70.1	70.1	70.2	70.2	70.3	70.3
S&P 500 Standard 6 Year -40% Buffer	45.1	45.1	45.1	45.1	45.2	45.2	45.3	45.3
NASDAQ 100 Standard 1 Year -40% Buffer	8.1	8.1	8.1	8.1	8.2	8.2	8.3	8.3
Russell 2000 Standard 6 Year -15% Buffer	95.1	95.1	95.1	95.1	95.2	95.2	95.3	95.3

HISTORICAL CURRENT LIMITS on INDEX GAINS

For The Year Ended December 31, 2024

Structured Capital Strategies PLUS 21 C Shares


	11/07/2024	11/14/2024	11/21/2024	11/27/2024	12/05/2024	12/12/2024	12/19/2024	12/26/2024
S&P 500 Enhanced Upside 125% 6 Yr -15% Buffer	55.1	55.1	55.1	55.1	55.2	55.2	55.3	55.3
Russell 2000 Standard 6 Year -30% Buffer	70.1	70.1	70.1	70.1	70.2	70.2	70.3	70.3
Russell 2000 Dual Direction 1 Yr -10% Buffer	14.6	14.6	14.6	14.6	14.7	14.7	14.8	14.8
NASDAQ 100 Dual Direction 1 Yr -10% Buffer	13.1	13.1	13.1	13.1	13.2	13.2	13.3	13.3
MSCI EAFE Standard 1 Year -30% Buffer	8.1	8.1	8.1	8.1	8.2	8.2	8.3	8.3
S&P 500 Loss Limiter 95 6 Yr -10% Buffer	40.1	40.1	40.1	40.1	40.2	40.2	40.3	40.3
MSCI EAFE Dual Direction 1 Yr -20% Buffer	4.1	4.1	4.1	4.1	4.2	4.2	4.3	4.3
MSCI EM Standard 1 Year -15% Buffer	15.1	15.1	15.1	15.1	15.2	15.2	15.3	15.3
EURO STOXX 50 Standard 1 Year -15% Buffer	14.1	14.1	14.1	14.1	14.2	14.2	14.3	14.3
MSCI EAFE Standard 6 Year -30% Buffer	160.1	160.1	160.1	160.1	160.2	160.2	160.3	160.3
MSCI EAFE Standard 1 Year -15% Buffer	12.6	12.6	12.6	12.6	12.7	12.7	12.8	12.8
NASDAQ 100 Dual Step Up 1 Yr -15% Buffer	7.3	7.3	7.3	7.3	7.4	7.4	7.5	7.5
Russell 2000 Standard 1 Year -30% Buffer	10.1	10.1	10.1	10.1	10.2	10.2	10.3	10.3
NASDAQ 100 Dual Direction 1 Yr -20% Buffer	6.1	6.1	6.1	6.1	6.2	6.2	6.3	6.3
Russell 2000 Standard 1 Year -15% Buffer	14.1	14.1	14.1	14.1	14.2	14.2	14.3	14.3
S&P 500 Dual Direction 1 Yr -10% Buffer	9.6	9.6	9.6	9.6	9.7	9.7	9.8	9.8
MSCI EAFE Standard 1 Year -20% Buffer	10.6	10.6	10.6	10.6	10.7	10.7	10.8	10.8
Russell 2000 Standard 6 Year -20% Buffer	75.1	75.1	75.1	75.1	75.2	75.2	75.3	75.3
S&P 500 Step Up 1 Yr -15% Buffer	8.1	8.1	8.1	8.1	8.2	8.2	8.3	8.3
MSCI EAFE Dual Direction 1 Yr -10% Buffer	10.6	10.6	10.6	10.6	10.7	10.7	10.8	10.8
NASDAQ 100 Step Up 1 Year -10% Buffer	11.6	11.6	11.6	11.6	11.7	11.7	11.8	11.8
Russell 2000 Dual Direction 6 Yr -15% Buffer	84.1	84.1	84.1	84.1	84.2	84.2	84.3	84.3

HISTORICAL CURRENT LIMITS on INDEX GAINS

For The Year Ended December 31, 2024

Structured Capital Strategies PLUS 21 C Shares


	11/07/2024	11/14/2024	11/21/2024	11/27/2024	12/05/2024	12/12/2024	12/19/2024	12/26/2024
NASDAQ 100 Standard 6 Year -10% Buffer	90.1	90.1	90.1	90.1	90.2	90.2	90.3	90.3
MSCI EM Standard 1 Year -10% Buffer	20.1	20.1	20.1	20.1	20.2	20.2	20.3	20.3
Russell 2000 Dual Direction 1 Yr -15% Buffer	9.1	9.1	9.1	9.1	9.2	9.2	9.3	9.3
NASDAQ 100 Annual Lock 6 Yr -10% Buffer	13.1	13.1	13.1	13.1	13.2	13.2	13.3	13.3
NASDAQ 100 Dual Direction 6 Yr -15% Buffer	70.1	70.1	70.1	70.1	70.2	70.2	70.3	70.3
EURO STOXX 50 Standard 1 Year -10% Buffer	20.1	20.1	20.1	20.1	20.2	20.2	20.3	20.3
MSCI EAFE Standard 6 Year -20% Buffer	200.1	200.1	200.1	200.1	200.2	200.2	200.3	200.3
NASDAQ 100 Standard 1 Year -15% Buffer	11.6	11.6	11.6	11.6	11.7	11.7	11.8	11.8
S&P 500 Enhanced Upside 125% 6 Yr -10%	65.1	65.1	65.1	65.1	65.2	65.2	65.3	65.3
Russell 2000 Step Up 1 Yr -15% Buffer	10.6	10.6	10.6	10.6	10.7	10.7	10.8	10.8
S&P 500 Dual Step Up 1 Yr -15% Buffer	6.1	6.1	6.1	6.1	6.2	6.2	6.3	6.3
S&P 500 Standard 1 Year -40% Buffer	6.6	6.6	6.6	6.6	6.7	6.7	6.8	6.8
S&P 500 Step Up 6 Yr -10% Buffer	45.1	45.1	45.1	45.1	45.2	45.2	45.3	45.3
S&P 500 Step Up 1 Yr -10% Buffer	9.1	9.1	9.1	9.1	9.2	9.2	9.3	9.3
NASDAQ 100 Dual Step Up 1 Yr -20% Buffer	6.1	6.1	6.1	6.1	6.2	6.2	6.3	6.3
MSCI EAFE Dual Direction 1 Yr -15% Buffer	6.1	6.1	6.1	6.1	6.2	6.2	6.3	6.3
MSCI EAFE Standard 6 Year -15% Buffer	350.1	350.1	350.1	350.1	350.2	350.2	350.3	350.3
NASDAQ 100 Standard 1 Year -20% Buffer	11.1	11.1	11.1	11.1	11.2	11.2	11.3	11.3
S&P 500 Loss Limiter 90 1 Yr -10% Buffer	8.1	8.1	8.1	8.1	8.2	8.2	8.3	8.3
S&P 500 Standard 6 Year -30% Buffer	60.1	60.1	60.1	60.1	60.2	60.2	60.3	60.3
S&P 500 Enhanced Upside 110% 6 Yr -15% Buffer	70.1	70.1	70.1	70.1	70.2	70.2	70.3	70.3
S&P 500 Standard 1 Year -15% Buffer	10.6	10.6	10.6	10.6	10.7	10.7	10.8	10.8
Russell 2000 Annual Lock 6 Yr -10% Buff	14.1	14.1	14.1	14.1	14.2	14.2	14.3	14.3
NASDAQ 100 Dual Direction 6 Yr -20% Buffer	65.1	65.1	65.1	65.1	65.2	65.2	65.3	65.3
NASDAQ 100 Standard 6 Year -30% Buffer	65.1	65.1	65.1	65.1	65.2	65.2	65.3	65.3
S&P 500 Dual Direction 6 Yr -10% Buffer	100.1	100.1	100.1	100.1	100.2	100.2	100.3	100.3
Russell 2000 Dual Step Up 1 Yr -10% Buffer	9.6	9.6	9.6	9.6	9.7	9.7	9.8	9.8
S&P 500 Standard 1 Year -20% Buffer	9.1	9.1	9.1	9.1	9.2	9.2	9.3	9.3
MSCI EAFE Standard 6 Year -40% Buffer	140.1	140.1	140.1	140.1	140.2	140.2	140.3	140.3
MSCI EAFE Step Up 1 Yr -10% Buffer	9.1	9.1	9.1	9.1	9.2	9.2	9.3	9.3
Russell 2000 Annual Lock 6 Year -10% Buffer	14.1	14.1	14.1	14.1	14.2	14.2	14.3	14.3
Russell 2000 Dual Direction 1 Yr -20% Buffer	6.1	6.1	6.1	6.1	6.2	6.2	6.3	6.3