BBI Income Structured Notes (BISN)

Overview

Strategy Overview

Client Risk Profile—

Inception—

Benchmark—

Performance

Strategy Performance

Return, standard deviation, and max drawdown are shown only for applicable strategy periods. Benchmark data uses the same comparison period and latest strategy month.

ANCORATO BBI INCOME VS. BENCHMARK COMPARISON

Data shown is net of fees.

Period	BISN Return	Benchmark Return	BISN Std Dev	Benchmark Std Dev	BISN Max Drawdown	Benchmark Max Drawdown

Recent Activity

10 Most Recent Closed Notes

The 10 most recently closed notes for this strategy, sourced directly from LIGHTHOUSE.

View on LIGHTHOUSE

Notes Shown — Most recent closed notes

Avg. Coupon Rate — Average of the notes shown below

Average Annualized Total Return — Average of the notes shown below

Average Duration Held — Average of the notes shown below

Close Date	Issuer	Underlier(s)	Coupon Rate	Closure	Duration Held	Annualized Return

Realized Results

Realized Note Performance

Year	Notes Realized	Avg. Realized Return	Avg. Annualized Return	Avg. Duration Held

Composite Performance

Monthly Composite Returns (Net of Fees)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Annual

Performance Disclosure: Realized note performance summarizes results from closed structured notes. Monthly composite performance reflects account-level returns, including realized and unrealized changes, and may cover a different reporting period. These measures use different methodologies and should not be compared directly. Individual client results may vary.

Performance & Benchmark Disclosure: Period Performance and Monthly Composite Returns are presented net of the strategy's applicable advisory fee. Cumulative returns are calculated using geometric compounding rather than simple addition of monthly returns. Performance figures may differ due to differences in measurement periods, calculation methodologies, or rounding. Benchmark performance is provided for comparative purposes only. The strategy and its benchmark may differ significantly in investment objectives, portfolio construction, holdings, liquidity, fees, expenses, and risk characteristics. Benchmark comparisons are intended to provide additional performance context and should not be interpreted as indicating similar investments or risk profiles. Benchmark returns may not reflect the deduction of fees and expenses applicable to the strategy. Past performance does not guarantee future results.

Investment Details

Investment Summary

Strategy-specific investment information pulled directly from the Investment Manager.

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Important Information

BBI Income