HISTORICAL CURRENT LIMITS on INDEX GAINS

For The Year Ended December 31, 2025

Structured Capital Strategies 16 ADV Shares

 

     01/02/2025     01/16/2025     02/06/2025     02/20/2025     03/06/2025     03/20/2025     04/03/2025     04/17/2025     05/01/2025     05/15/2025     06/05/2025     06/18/2025 

MSCI EAFE 1 Year -10% Buffer

   11.7   11.5   9.7   10   10   10   10.4   10.9   9.1   9.2   8.8   8.2

S&P 500 5 Year -10% Buffer

   33       28   32   31   32   35   30   30   27   29

MSCI EM 1 Year -10% Buffer

   11.6   11   9.6   10   10.4   10.3   10.4   13   11.4   10.7   7.7   9.8

Financial SPDR 1 Year - 10% Buffer

   9.8   9.4   8.5   8.8   9.7   9.8   11.1   12.6   11   9.1   8.9   9.2

Energy SPDR Index 1 Year -10% Buffer

   18.1   17.3   16.9   16.5   18   16.1   16.9   23   22.2   18.3   16   21.8

Russell 2000 3 Year -10% Buffer

             27   30         25   26

Russell 2000 3 Year -20% Buffer

   18   19   18   18   20   20   21     20   22   18   19

S&P 500 5 Year -30% Buffer

               21   23         20

S&P 500 3 Year -20% Buffer

   15   14   14   14   16   15   15   18   16   15   15   15

Russell 2000 1 Year -10% Buffer

   12.7   13.7   12.4   12.2   13.2   13   14.9   16.8   14.4   13.1   12.1   12.5

 

HISTORICAL CURRENT LIMITS on INDEX GAINS

For The Year Ended December 31, 2025

Structured Capital Strategies 16 ADV Shares

 

     01/02/2025     01/16/2025     02/06/2025     02/20/2025     03/06/2025     03/20/2025     04/03/2025     04/17/2025     05/01/2025     05/15/2025     06/05/2025     06/18/2025 

S&P 500 1 Year -10% Buffer

   8.5   8.7   8.2   8.1   8.8   8.7   9.9   12.1   10.2   9.1   8.4   8.6

S&P 500 5 Year -20% Buffer

       23     26   25   26   28   24     22   23

Russell 2000 5 Year -20% Buffer

       27     31     30     29     25   29

Russell 2000 5 Year -30% Buffer

                        

NASDAQ 100 1 Year -10% Buffer

   11.9   11.5   10.8   10.8   12   11.6   12.9   15.6   14.2   12.1   10.1   11.7

DJ US REIT 1 Year -10% Buffer

   14.7   13.5   14.4   13.7   13.4   13.5   14   16.8   13.7   14.4   16.7   15.6

MSCI EAFE 3 Year -10% Buffer

   29       22       27     24   23   22   21

Gold SPDR Index 1 year -10% Buffer

   5.6   7.5   8   8   6.9   7.3   7.2   10.4   8.8   9.1   6.3  

Russell 2000 5 Year -10% Buffer

         33   39   38   39   40       33   36

S&P 500 3 Year -10% Buffer

   20     18   18   20   20   21   24   21   20   18   19

 

HISTORICAL CURRENT LIMITS on INDEX GAINS

For The Year Ended December 31, 2025

Structured Capital Strategies 16 ADV Shares

 

     07/03/2025     07/17/2025     08/07/2025     08/21/2025     09/04/2025     09/18/2025     10/02/2025     10/16/2025     11/06/2025     11/20/2025     12/04/2025 

MSCI EAFE 1 Year -10% Buffer

   7   8.2   9.1   7.1   7.9   8.3   7.7   9.3   8.1   8.8   10.2

S&P 500 5 Year -10% Buffer

     29   27   29   30   32   30   30     34   34

MSCI EM 1 Year -10% Buffer

   10.9   9.2   8.5   7.6   9.7   8.3   7.9   11.7   11.4   11.9   11.7

Financial SPDR 1 Year - 10% Buffer

   11   10.7   9.4   9.7   9.4   10.4   8.9   12   11.4   14.6   10.6

Energy SPDR Index 1 Year -10% Buffer

   16.7   18.1   15.6   17.6   19.1   18.3   15.3   20.8   21.1   24.2   21.3

Russell 2000 3 Year -10% Buffer

   26   26   25   26   27   28   26   27     32   31

Russell 2000 3 Year -20% Buffer

   19   19   17   18   19   20   19   19   22     22

S&P 500 5 Year -30% Buffer

               20     21     23

S&P 500 3 Year -20% Buffer

   15   14   13   14   15   15   15   15   16   17   17

 

HISTORICAL CURRENT LIMITS on INDEX GAINS

For The Year Ended December 31, 2025

Structured Capital Strategies 16 ADV Shares

 

     07/03/2025     07/17/2025     08/07/2025     08/21/2025     09/04/2025     09/18/2025     10/02/2025     10/16/2025     11/06/2025     11/20/2025     12/04/2025 

Russell 2000 1 Year -10% Buffer

   12   12.2   11.6   12.2   12.4   13   12.7   14.4   14.6   15.8   14.6

S&P 500 1 Year -10% Buffer

   7.9   8.1   7.3   7.9   7.8   8   8.2   8.9   9.6   11.3   10

S&P 500 5 Year -20% Buffer

     24   22   24       24       27   28

Russell 2000 5 Year -20% Buffer

     29     28   29     28       34  

Russell 2000 5 Year -30% Buffer

               23     26    

NASDAQ 100 1 Year -10% Buffer

   10.8   10.6   9.4   10.3   10.1   10.3   11.4   12.3   17.6   14.7   17.4

DJ US REIT 1 Year -10% Buffer

   18.9   17   14.2   11.6   13.2   14.2   11.3   4.1   17.4   40.9   23.7

MSCI EAFE 3 Year -10% Buffer

   24     20   24   27   25   23   23   26   26   40

Gold SPDR Index 1 year -10% Buffer

   6.7   7.5   6.3   6.8   7.3   7.1   7.5   9.8   10.1   13   12.2

Russell 2000 5 Year -10% Buffer

     36   34       39         44   43

S&P 500 3 Year -10% Buffer

     19   17   19   19   20   19   20   21   23   23

HISTORICAL CURRENT LIMITS on INDEX GAINS

For The Year Ended December 31, 2025

Structured Capital Strategies 16 B Shares

 

     01/02/2025     01/16/2025     02/06/2025     02/20/2025     03/06/2025     03/20/2025     04/03/2025     04/17/2025     05/01/2025     05/15/2025     06/05/2025     06/18/2025 

MSCI EAFE 5 Year -30% Buffer

   17   15   15   14   15   16   14   14   12   14   15   13

MSCI EAFE 1 Year -10% Buffer

   9.8   9.4   8.3   8   8.2   8.4   9   9.2   7.7   7.5   6.8   6.5

MSCI EAFE 5 Year -20% Buffer

   23   20   19   18   20   21   20   19   16   18   22   18

MSCI EAFE ETF Annual Lock 5 Yr -10% Buff

   6.6   5.7   5.1   5.2   5.1   5.3   5.3   5.9   5.4   5.5   4.4   4.8

S&P 500 5 Year -10% Buffer

   19   22   22   22   27   24   23   27   23   23   21   22

MSCI EM 1 Year -10% Buffer

   9.5   9.4   8.7   8.4   8.8   8.5   8.5   11.2   9.7   9   7.2   8.3

Financial SPDR 1 Year - 10% Buffer

   7.4   8.3   7.5   7.5   8.5   8.5   9.6   11.1   9.7   8.2   9.9   8.2

MSCI EAFE 5 Year -10% Buffer

   32   27   26   24   27   29   28   26   23   26   25   26

Russell 2000 Annual Lock 5 Yr -10% Buff

   6.7   7.3   7.1   7   7.3   7.3   7   8.1   7.3   7.3   6.8   7.4

Choice S&P 500 5 Yr - 15% Buffer

   29   25   25   25     27   29   30   27   27   31   26

Energy SPDR Index 1 Year -10% Buffer

   15.6   14.8   14.4   14   15.4   13.7   14.3   20.1   19.7   16.2   15.5   19.2

Choice Russell 2000 5 Yr - 10% Buffer

   37     35       39     42        

Russell 2000 3 Year -10% Buffer

   19   20   20   19   22   22   24   25   23   24   20   21

Russell 2000 3 Year -20% Buffer

   14   14   14   14   16   15   16   18   16   17   14   15

S&P 500 Annual Lock 5 Year -10% Buffer

   5.7   6   5.8   6   6.2   6.4   6.3   7.3   6.5   6.4   5.7   6.3

 

HISTORICAL CURRENT LIMITS on INDEX GAINS

For The Year Ended December 31, 2025

Structured Capital Strategies 16 B Shares

 

     01/02/2025     01/16/2025     02/06/2025     02/20/2025     03/06/2025     03/20/2025     04/03/2025     04/17/2025     05/01/2025     05/15/2025     06/05/2025     06/18/2025 

S&P 500 5 Year -30% Buffer

   12   14   14   14   15   15   14   17   13   15   12   14

S&P 500 3 Year -20% Buffer

   10   11   11   11   12   12   12   14   11   12   10   11

Russell 2000 1 Year -10% Buffer

   11.7   11.6   10.7   10.6   11.8   11.5   13.1   15   12.7   11.4   10.4   11.2

S&P 500 1 Year -10% Buffer

   7.3   7.5   7   6.9   7.7   7.5   8.7   10.9   9.1   7.9   7.3   7.5

S&P 500 5 Year -20% Buffer

   15   18   17   17   19   18   18   21   17   18   16   17

Russell 2000 5 Year -20% Buffer

   19   20   20   21   23   23   21   24   20   22   18   21

Choice Russell 2000 5 Yr - 25% Buffer

   25   26   24     28     26   28   25   29   29   25

Russell 2000 5 Year -30% Buffer

   17   17   16   16   19   18   17   19   16   19   16   16

NASDAQ 100 1 Year -10% Buffer

   10.2   10   9.5   9.4   10.6   10.2   11.6   14.1   12.4   10.8   10   10

DJ US REIT 1 Year -10% Buffer

   12   11.2   11.9   11.5   11.1   11.3   11.5   14.4   11.3   11.8   16.5   12.9

MSCI EAFE 3 Year -10% Buffer

   22   18   18   16   18   19   19   19   17   17   18   15

Choice Russell 2000 5 Yr - 15% Buffer

     31   29   29       33     32   36   36   31

Choice S&P 500 5 Yr - 25% Buffer

   24   21   21     24   23   23   25   22   23   25   22

Gold SPDR Index 1 year -10% Buffer

   5.5   6   6.3   6.3   5.2   5.6   5.6   8.4   6.9   7.2   6.7   6.5

Russell 2000 5 Year -10% Buffer

   27   26   25   26   30   29   29   32   27   32   24   27

Choice S&P 500 5 Yr - 10% Buffer

   35   32   32   32   37   34   35   37   33   34   36   33

S&P 500 3 Year -10% Buffer

   16   15   14   14   17   16   17   19   17   16   16   16

 

HISTORICAL CURRENT LIMITS on INDEX GAINS

For The Year Ended December 31, 2025

Structured Capital Strategies 16 B Shares

 

     07/03/2025     07/17/2025     08/07/2025     08/21/2025     09/04/2025     09/18/2025     10/02/2025     10/16/2025     11/06/2025     11/20/2025     12/04/2025 

MSCI EAFE 5 Year -30% Buffer

   15   14   12   10   15   14   13   12   13   14   20

MSCI EAFE 1 Year -10% Buffer

   5.2   6.7   5.4   5.9   6.4   6.9   5.9   7.7   6.8   7.4   8.5

MSCI EAFE 5 Year -20% Buffer

   21   19   16   15   21   19   18   17   17   18   27

MSCI EAFE ETF Annual Lock 5 Yr -10% Buff

   4.9   4.8   4.4   4.8   5.1   5   4.5   4.9   5.2   5.6   5.6

S&P 500 5 Year -10% Buffer

   21   22   19   20   22   22   22   21   23   23   27

MSCI EM 1 Year -10% Buffer

   9.2   7.7   7   6.4   8   6.8   6.6   9.9   9.7   10.3   9.9

Financial SPDR 1 Year - 10% Buffer

   9.7   9.2   8.4   8.4   8.1   8.7   7.7   10.5   9.8   12.8   9.1

MSCI EAFE 5 Year -10% Buffer

   30   28   20   21   31   29   26   26   24   27   40

Russell 2000 Annual Lock 5 Yr -10% Buff

   7.2   7.1   6.6   6.9   7.1   7.2   6.6   7   7.7   8.3   8.1

Choice S&P 500 5 Yr - 15% Buffer

   26   26   24   26   27   28   26       30   31

Energy SPDR Index 1 Year -10% Buffer

   14.4   15.2   13.4   15.4   16.6   15.7   13.1   18.2   18.5   21.1   18.7

Choice Russell 2000 5 Yr - 10% Buffer

     37     36   38   39   37     41   43  

Russell 2000 3 Year -10% Buffer

   21   21   19   20   21   22   21   22   24   26   25

Russell 2000 3 Year -20% Buffer

   15   15   13   14   15   16   14   15   17   18   18

S&P 500 Annual Lock 5 Year -10% Buffer

   6.3   6.2   5.8   6.1   6.4   6.3   5.9   6.2   6.2   6.8   6.7

 

HISTORICAL CURRENT LIMITS on INDEX GAINS

For The Year Ended December 31, 2025

Structured Capital Strategies 16 B Shares

 

     07/03/2025     07/17/2025     08/07/2025     08/21/2025     09/04/2025     09/18/2025     10/02/2025     10/16/2025     11/06/2025     11/20/2025     12/04/2025 

S&P 500 5 Year -30% Buffer

   13   14   11   14   13   14   13   13   14   16   17

S&P 500 3 Year -20% Buffer

   11   11   10   10   11   12   11   12   12   14   14

Russell 2000 1 Year -10% Buffer

   10.1   11   9.9   10.7   10.5   11   10.9   11.9   12.5   13.4   12.8

S&P 500 1 Year -10% Buffer

   6.8   7   6.3   6.7   6.6   6.8   7   7.6   8.1   8.8   8.8

S&P 500 5 Year -20% Buffer

   16   18   14   16   17   17   17   16   18   18   21

Russell 2000 5 Year -20% Buffer

   19   21   18   20   20   23   20   21   23   23   26

Choice Russell 2000 5 Yr - 25% Buffer

   25   25   23   24   25   27   24     28    

Russell 2000 5 Year -30% Buffer

   17   16   14   16   16   18   16   16   19   20  

NASDAQ 100 1 Year -10% Buffer

   8.7   9.4   8.1   8.7   8.6   8.9   9   10.7   11.1   12.2   15.5

DJ US REIT 1 Year -10% Buffer

   15.6   13.5   11.5   9.3   10.5   11.4   9   3.2   13.4   31.7   18.5

MSCI EAFE 3 Year -10% Buffer

   17   16   14   17   19   17   17   16   18   18   26

Choice Russell 2000 5 Yr - 15% Buffer

   31   31   29               37  

Choice S&P 500 5 Yr - 25% Buffer

   22   22   19   22   22   23   22     23   25   25

Gold SPDR Index 1 year -10% Buffer

   5.2   5.8   4.7   5.2   5.6   5.3   5.6   7.9   8.2   10.7   10

Russell 2000 5 Year -10% Buffer

   25   27   25   26   28   29   27   28   30   33   33

Choice S&P 500 5 Yr - 10% Buffer

   32   32   30   32   33   35   33   33   35   36   37

S&P 500 3 Year -10% Buffer

   15   15   14   15   15   16   15   16   17   17   19

HISTORICAL CURRENT LIMITS on INDEX GAINS

For The Year Ended December 31, 2025

Structured Capital Strategies 16 C Shares

 

     01/02/2025     01/16/2025     02/06/2025     02/20/2025     03/06/2025     03/20/2025     04/03/2025     04/17/2025     05/01/2025     05/15/2025     06/05/2025     06/18/2025 

MSCI EAFE 1 Year -10% Buffer

   8.8   8.2   6.9   7.2   6.9   7.4   8.7   8   6.7   6.5   5.5   5.6

S&P 500 5 Year -10% Buffer

   17   17   17   17   20   19   19     18      

MSCI EM 1 Year -10% Buffer

   8.7   8.3   8   7.3   7.7   6.9   7.3   10.1   8.6   7.9   8   7.3

Financial SPDR 1 Year - 10% Buffer

   6.4   7.5   6.4   6.7   7.5   7.3   8.8   9.9   8.8   7.5   10.3   7.6

Energy SPDR Index 1 Year -10% Buffer

   13.9   13.4   12.8   12.6   13.6   12.3   12.7   18.7   18.2   14.9   17.3   17.4

Russell 2000 3 Year -10% Buffer

     17   16   16   19   18   20   22   19   21   16   18

Russell 2000 3 Year -20% Buffer

   11   11   11   11   13   12   13   15   13   14   11   12

S&P 500 5 Year -30% Buffer

   11   11         11         11     10

S&P 500 3 Year -20% Buffer

   9   9   8   8   10   9   9   11   9   9   9   9

Russell 2000 1 Year -10% Buffer

   10.6   10.4   9.5   9.9   10.6   10.4   11.8   13.7   11.5   10.3   9.3   9.8

 

HISTORICAL CURRENT LIMITS on INDEX GAINS

For The Year Ended December 31, 2025

Structured Capital Strategies 16 C Shares

 

     01/02/2025     01/16/2025     02/06/2025     02/20/2025     03/06/2025     03/20/2025     04/03/2025     04/17/2025     05/01/2025     05/15/2025     06/05/2025     06/18/2025 

S&P 500 1 Year -10% Buffer

   6.5   6.7   6.2   6.1   6.9   6.8   7.8   9.9   8.2   7.1   6.5   6.6

S&P 500 5 Year -20% Buffer

   13       13     14       13      

Russell 2000 5 Year -20% Buffer

   16       15     17            

Russell 2000 5 Year -30% Buffer

     12         13            

NASDAQ 100 1 Year -10% Buffer

   9.3   9.1   8.5   8.5   9.7   9.3   10.5   12.9   11.2   9.7   9.9   9.3

DJ US REIT 1 Year -10% Buffer

   10.4   9.7   10.2   10.1   9.6   9.9   9.9   12.8   9.8   10.5   14.4   11.1

MSCI EAFE 3 Year -10% Buffer

           14   15       14     13   12

Gold SPDR Index 1 year -10% Buffer

   4.5     5.2   5.1   4.2   4.6   4.6   7.1   5.7   6   6.2  

Russell 2000 5 Year -10% Buffer

     22   20   20           23      

S&P 500 3 Year -10% Buffer

   13   13   12   12   14   13   13   16   14   14   12   13

 

HISTORICAL CURRENT LIMITS on INDEX GAINS

For The Year Ended December 31, 2025

Structured Capital Strategies 16 C Shares

 

     07/03/2025     07/17/2025     08/07/2025     08/21/2025     09/04/2025     09/18/2025     10/02/2025     10/16/2025     11/06/2025     11/20/2025     12/04/2025 

MSCI EAFE 1 Year -10% Buffer

   4.1   5.5   5.3   5   5.4   5.9   4.8   6.7   5.9   6.5   7.5

S&P 500 5 Year -10% Buffer

   18   17           18        

MSCI EM 1 Year -10% Buffer

   8.1   6.9   6   5.4   6.8   5.9   5.8   8.8   8.6   9.3   8.8

Financial SPDR 1 Year - 10% Buffer

   8.7   7.9   7.4   7.5   7.3   7.7   6.9   9.1   8.6   11.3   8.2

Energy SPDR Index 1 Year -10% Buffer

   12.9   13.3   11.9   14   15   14   11.5   16.6   16.6   18.9   16.9

Russell 2000 3 Year -10% Buffer

   18   18     17   18       18   21   22   21

Russell 2000 3 Year -20% Buffer

   12   12   10   11   12   13   11   12   14   15   14

S&P 500 5 Year -30% Buffer

     10       10   11   10   10   11   12   13

S&P 500 3 Year -20% Buffer

   9   9   7   9   9   9   9   9   10   11   11

Russell 2000 1 Year -10% Buffer

   9.1   9.4   8.9   9.6   9.4   10.1   9.9   11.5   11.6   12.7   11.7

 

HISTORICAL CURRENT LIMITS on INDEX GAINS

For The Year Ended December 31, 2025

Structured Capital Strategies 16 C Shares

 

     07/03/2025     07/17/2025     08/07/2025     08/21/2025     09/04/2025     09/18/2025     10/02/2025     10/16/2025     11/06/2025     11/20/2025     12/04/2025 

S&P 500 1 Year -10% Buffer

   5.9   6.2   6.2   5.9   5.9   6   6.2   6.8   7.3   8   7.9

S&P 500 5 Year -20% Buffer

     13     13       13     15    

Russell 2000 5 Year -20% Buffer

     16           15        

Russell 2000 5 Year -30% Buffer

                      

NASDAQ 100 1 Year -10% Buffer

   8.5   8.4   7.5   8.1   7.9   8.1   8.9   9.8   11   12.1   14.1

DJ US REIT 1 Year -10% Buffer

   13.5   11.5   9.9   8   9   9.7   7.7   2.7   11.3   26.6   15.5

MSCI EAFE 3 Year -10% Buffer

   14   13       15   13   13   13      

Gold SPDR Index 1 year -10% Buffer

   4.2     3.7     4.5            

Russell 2000 5 Year -10% Buffer

   22   22           21        

S&P 500 3 Year -10% Buffer

   13   12   11   12   13   13   13   14   14   16   16