BJAN

The fund invests at least 80% of its net assets in FLexible EXchange® Options ("FLEX Options") that reference the SPDR® S&P 500® ETF Trust (the "Underlying ETF"). FLEX Options are exchange-traded options contracts with uniquely customizable terms. Through its use of FLEX Options on the Underlying ETF, the fund has significant exposure to companies in the information technology sector.