[DEFA14A] Couchbase, Inc. Additional Proxy Soliciting Materials
Morgan Stanley Finance LLC, guaranteed by Morgan Stanley, is marketing a five-year structured note titled Worst-of RTY, SPX & INDU Buffered PLUS due 08/02/2029.
- Underlying indices: Russell 2000 (RTY), S&P 500 (SPX) and Dow Jones Industrial Average (INDU). Return is based solely on the worst-performing index.
- Upside participation: investors receive 150-160% of any positive performance of the worst underlier; the illustrative table shows a +20 % move would pay $1,300 on a $1,000 note.
- Downside protection: a 10 % buffer shields losses up to -10 %. Beyond that, investors lose one-for-one, exposing them to as much as a 90 % loss.
- No periodic coupons; payment occurs only at maturity (08/02/2029) based on the observation date (07/30/2029).
- Estimated value: $932.10 per $1,000 note (±$45), reflecting issuing, structuring and hedging costs.
- Credit considerations: repayment depends on Morgan Stanley’s credit; MSFL is a finance subsidiary with no independent assets.
- Liquidity & valuation: securities will not be listed, secondary trading may be limited, and prices may differ from the issuer’s model-based estimated value.
- Key risks: worst-of exposure, market volatility, credit spread movements, tax uncertainty and potential conflicts of interest by the affiliated calculation agent.
The offering is made under Registration Statement Nos. 333-275587 and 333-275587-01. Full terms, risks and tax considerations are detailed in the preliminary pricing supplement (link provided) and related prospectus materials.
Morgan Stanley Finance LLC, garantita da Morgan Stanley, propone una nota strutturata quinquennale intitolata Worst-of RTY, SPX & INDU Buffered PLUS con scadenza 02/08/2029.
- Indici sottostanti: Russell 2000 (RTY), S&P 500 (SPX) e Dow Jones Industrial Average (INDU). Il rendimento si basa esclusivamente sull’indice con la performance peggiore.
- Partecipazione al rialzo: gli investitori ricevono il 150-160% di qualsiasi performance positiva dell’indice peggiore; la tabella illustrativa mostra che un aumento del +20% pagherebbe $1.300 su una nota da $1.000.
- Protezione dal ribasso: un buffer del 10% protegge dalle perdite fino al -10%. Oltre tale soglia, le perdite sono in proporzione uno a uno, esponendo l’investitore a una perdita fino al 90%.
- Assenza di cedole periodiche; il pagamento avviene solo alla scadenza (02/08/2029) in base alla data di osservazione (30/07/2029).
- Valore stimato: $932,10 per ogni nota da $1.000 (±$45), che riflette i costi di emissione, strutturazione e copertura.
- Considerazioni sul credito: il rimborso dipende dalla solidità creditizia di Morgan Stanley; MSFL è una controllata finanziaria senza patrimoni propri.
- Liquidità e valutazione: i titoli non saranno quotati, la negoziazione secondaria potrebbe essere limitata e i prezzi potrebbero differire dal valore stimato basato sul modello dell’emittente.
- Principali rischi: esposizione worst-of, volatilità di mercato, variazioni degli spread creditizi, incertezza fiscale e possibili conflitti di interesse dell’agente di calcolo affiliato.
L’offerta è effettuata ai sensi dei Registri n. 333-275587 e 333-275587-01. Termini completi, rischi e considerazioni fiscali sono dettagliati nel supplemento preliminare al prezzo (link fornito) e nei materiali del prospetto correlato.
Morgan Stanley Finance LLC, garantizada por Morgan Stanley, está comercializando una nota estructurada a cinco años titulada Worst-of RTY, SPX & INDU Buffered PLUS con vencimiento el 02/08/2029.
- Índices subyacentes: Russell 2000 (RTY), S&P 500 (SPX) y Dow Jones Industrial Average (INDU). El rendimiento se basa únicamente en el índice con el desempeño más bajo.
- Participación al alza: los inversores reciben entre el 150-160% de cualquier rendimiento positivo del índice peor; la tabla ilustrativa muestra que un movimiento del +20% pagaría $1,300 por una nota de $1,000.
- Protección a la baja: un buffer del 10% protege contra pérdidas hasta el -10%. Más allá de eso, las pérdidas son uno a uno, exponiendo a los inversores a una pérdida de hasta el 90%.
- Sin cupones periódicos; el pago se realiza solo al vencimiento (02/08/2029) basado en la fecha de observación (30/07/2029).
- Valor estimado: $932.10 por cada nota de $1,000 (±$45), reflejando costos de emisión, estructuración y cobertura.
- Consideraciones de crédito: el reembolso depende del crédito de Morgan Stanley; MSFL es una subsidiaria financiera sin activos independientes.
- Liquidez y valoración: los valores no estarán listados, el comercio secundario puede ser limitado y los precios pueden diferir del valor estimado basado en el modelo del emisor.
- Riesgos clave: exposición worst-of, volatilidad del mercado, movimientos en los spreads de crédito, incertidumbre fiscal y posibles conflictos de interés del agente de cálculo afiliado.
La oferta se realiza bajo los números de Registro 333-275587 y 333-275587-01. Los términos completos, riesgos y consideraciones fiscales se detallan en el suplemento preliminar de precios (enlace proporcionado) y en los materiales del prospecto relacionado.
Morgan Stanley Finance LLC는 Morgan Stanley가 보증하며, Worst-of RTY, SPX & INDU Buffered PLUS 만기 2029년 8월 2일라는 5년 만기 구조화 상품을 마케팅하고 있습니다.
- 기초 지수: 러셀 2000(RTY), S&P 500(SPX), 다우 존스 산업평균지수(INDU). 수익은 최저 성과 지수에만 기반합니다.
- 상승 참여율: 투자자는 최저 성과 기초자산의 긍정적 성과에 대해 150-160%를 받으며, 예시 표에 따르면 +20% 상승 시 $1,000 노트에 대해 $1,300를 지급합니다.
- 하락 보호: 10% 버퍼가 -10%까지 손실을 보호합니다. 그 이상 손실은 1:1 비율로 투자자가 부담하여 최대 90% 손실에 노출됩니다.
- 정기 쿠폰 없음; 지급은 만기(2029년 8월 2일)에만 이루어지며 관찰일(2029년 7월 30일)을 기준으로 합니다.
- 예상 가치: $1,000 노트당 $932.10(±$45)로 발행, 구조화 및 헤지 비용이 반영되었습니다.
- 신용 관련 사항: 상환은 Morgan Stanley의 신용도에 달려 있으며, MSFL은 독립 자산이 없는 금융 자회사입니다.
- 유동성 및 평가: 증권은 상장되지 않으며, 2차 거래가 제한될 수 있고, 가격은 발행자의 모델 기반 예상 가치와 다를 수 있습니다.
- 주요 위험: 최저 성과 노출, 시장 변동성, 신용 스프레드 변동, 세금 불확실성 및 관련 계산 대리인의 잠재적 이해 상충.
본 상품은 등록번호 333-275587 및 333-275587-01에 따라 제공됩니다. 전체 조건, 위험 및 세금 관련 사항은 예비 가격 부록(링크 제공)과 관련 설명서에 자세히 나와 있습니다.
Morgan Stanley Finance LLC, garantie par Morgan Stanley, commercialise une note structurée de cinq ans intitulée Worst-of RTY, SPX & INDU Buffered PLUS échéance 02/08/2029.
- Indices sous-jacents : Russell 2000 (RTY), S&P 500 (SPX) et Dow Jones Industrial Average (INDU). Le rendement est basé uniquement sur l’indice ayant la moins bonne performance.
- Participation à la hausse : les investisseurs reçoivent 150-160 % de toute performance positive de l’actif sous-jacent le plus faible ; le tableau illustratif montre qu’un mouvement de +20 % paierait 1 300 $ pour une note de 1 000 $.
- Protection à la baisse : un buffer de 10 % protège contre les pertes jusqu’à -10 %. Au-delà, les pertes sont supportées au taux de un pour un, exposant les investisseurs à une perte pouvant atteindre 90 %.
- Pas de coupons périodiques ; le paiement intervient uniquement à l’échéance (02/08/2029) selon la date d’observation (30/07/2029).
- Valeur estimée : 932,10 $ par note de 1 000 $ (±45 $), reflétant les coûts d’émission, de structuration et de couverture.
- Considérations de crédit : le remboursement dépend de la solvabilité de Morgan Stanley ; MSFL est une filiale financière sans actifs propres.
- Liquidité et valorisation : les titres ne seront pas cotés, le marché secondaire peut être limité et les prix peuvent différer de la valeur estimée basée sur le modèle de l’émetteur.
- Risques clés : exposition worst-of, volatilité du marché, mouvements des spreads de crédit, incertitude fiscale et conflits d’intérêts potentiels de l’agent de calcul affilié.
L’offre est réalisée sous les numéros d’enregistrement 333-275587 et 333-275587-01. Les conditions complètes, risques et considérations fiscales sont détaillés dans le supplément préliminaire de tarification (lien fourni) et les documents du prospectus associés.
Morgan Stanley Finance LLC, garantiert von Morgan Stanley, bietet eine fünfjährige strukturierte Note mit dem Titel Worst-of RTY, SPX & INDU Buffered PLUS fällig am 02.08.2029 an.
- Basisindizes: Russell 2000 (RTY), S&P 500 (SPX) und Dow Jones Industrial Average (INDU). Die Rendite basiert ausschließlich auf dem schlechtesten Index.
- Aufwärtsbeteiligung: Investoren erhalten 150-160% der positiven Performance des schlechtesten Basiswertes; die Beispieltabelle zeigt, dass eine +20% Bewegung eine Auszahlung von $1.300 auf eine $1.000 Note bedeutet.
- Abwärtsschutz: Ein 10% Puffer schützt vor Verlusten bis -10%. Darüber hinaus verlieren Investoren eins zu eins, was ein Risiko von bis zu 90% Verlust bedeutet.
- Keine periodischen Kupons; die Zahlung erfolgt nur bei Fälligkeit (02.08.2029) basierend auf dem Beobachtungsdatum (30.07.2029).
- Geschätzter Wert: $932,10 pro $1.000 Note (±$45), was Emissions-, Strukturierungs- und Absicherungskosten widerspiegelt.
- Kreditrisiken: Die Rückzahlung hängt von der Bonität von Morgan Stanley ab; MSFL ist eine Finanztochter ohne eigene Vermögenswerte.
- Liquidität & Bewertung: Die Wertpapiere werden nicht börslich gehandelt, der Sekundärhandel kann eingeschränkt sein, und die Preise können vom modellbasierten Schätzwert des Emittenten abweichen.
- Wesentliche Risiken: Worst-of-Exponierung, Marktvolatilität, Kreditspread-Bewegungen, steuerliche Unsicherheiten und mögliche Interessenkonflikte des verbundenen Berechnungsagenten.
Das Angebot erfolgt unter den Registrierungsnummern 333-275587 und 333-275587-01. Vollständige Bedingungen, Risiken und steuerliche Hinweise sind im vorläufigen Preiszusatz (Link bereitgestellt) und den zugehörigen Prospektunterlagen detailliert beschrieben.
- Leveraged upside: 150-160 % participation enhances gains if the worst underlier rises.
- 10 % downside buffer: protects principal against moderate market declines.
- Diversified indices: exposure spans large-cap, mega-cap and small-cap U.S. equities.
- Principal risk beyond -10 %: investors can lose up to 90 % of capital.
- Worst-of feature: payoff tied to weakest index increases likelihood of loss.
- No interim interest: total return depends solely on final observation date.
- Estimated value below par: $932.10 indicates ~6.8 % initial value erosion.
- Illiquidity: unlisted security with uncertain secondary market.
- Issuer credit risk: repayment contingent on Morgan Stanley solvency.
Insights
TL;DR: 150-160% upside, 10% buffer, but worst-of feature and sub-par estimated value materially raise risk; neutral for MS credit.
The note targets yield-hungry investors willing to trade liquidity and principal certainty for leveraged equity exposure. A 10 % soft buffer offers limited protection versus sizeable downside beyond that threshold. Worst-of construction magnifies the probability the cushion will be breached, particularly given small-cap RTY volatility. The estimated value (~93 % of face) signals a hefty 70-80 bp fee load, common but material. From Morgan Stanley’s standpoint, issuance diversifies funding at attractive spreads; the size is not disclosed, so balance-sheet impact appears immaterial. Overall, the structure is complex, offers asymmetric returns and is best suited for tactical investors with strong index views.
TL;DR: Investor payout hinges on MS credit; note adds no incremental credit risk to firm, minimal impact on ratings.
Because MSFL is fully guaranteed by the parent, default risk mirrors Morgan Stanley senior unsecured obligations. The product neither improves nor worsens MS’s credit profile; proceeds likely support ordinary funding needs. For investors, a downgrade or widening spreads could depress secondary prices, especially given the lack of listing. Tax treatment remains uncertain, potentially classified as a contingent payment debt instrument. From a credit perspective, the FWP is routine funding activity with negligible systemic implications.
Morgan Stanley Finance LLC, garantita da Morgan Stanley, propone una nota strutturata quinquennale intitolata Worst-of RTY, SPX & INDU Buffered PLUS con scadenza 02/08/2029.
- Indici sottostanti: Russell 2000 (RTY), S&P 500 (SPX) e Dow Jones Industrial Average (INDU). Il rendimento si basa esclusivamente sull’indice con la performance peggiore.
- Partecipazione al rialzo: gli investitori ricevono il 150-160% di qualsiasi performance positiva dell’indice peggiore; la tabella illustrativa mostra che un aumento del +20% pagherebbe $1.300 su una nota da $1.000.
- Protezione dal ribasso: un buffer del 10% protegge dalle perdite fino al -10%. Oltre tale soglia, le perdite sono in proporzione uno a uno, esponendo l’investitore a una perdita fino al 90%.
- Assenza di cedole periodiche; il pagamento avviene solo alla scadenza (02/08/2029) in base alla data di osservazione (30/07/2029).
- Valore stimato: $932,10 per ogni nota da $1.000 (±$45), che riflette i costi di emissione, strutturazione e copertura.
- Considerazioni sul credito: il rimborso dipende dalla solidità creditizia di Morgan Stanley; MSFL è una controllata finanziaria senza patrimoni propri.
- Liquidità e valutazione: i titoli non saranno quotati, la negoziazione secondaria potrebbe essere limitata e i prezzi potrebbero differire dal valore stimato basato sul modello dell’emittente.
- Principali rischi: esposizione worst-of, volatilità di mercato, variazioni degli spread creditizi, incertezza fiscale e possibili conflitti di interesse dell’agente di calcolo affiliato.
L’offerta è effettuata ai sensi dei Registri n. 333-275587 e 333-275587-01. Termini completi, rischi e considerazioni fiscali sono dettagliati nel supplemento preliminare al prezzo (link fornito) e nei materiali del prospetto correlato.
Morgan Stanley Finance LLC, garantizada por Morgan Stanley, está comercializando una nota estructurada a cinco años titulada Worst-of RTY, SPX & INDU Buffered PLUS con vencimiento el 02/08/2029.
- Índices subyacentes: Russell 2000 (RTY), S&P 500 (SPX) y Dow Jones Industrial Average (INDU). El rendimiento se basa únicamente en el índice con el desempeño más bajo.
- Participación al alza: los inversores reciben entre el 150-160% de cualquier rendimiento positivo del índice peor; la tabla ilustrativa muestra que un movimiento del +20% pagaría $1,300 por una nota de $1,000.
- Protección a la baja: un buffer del 10% protege contra pérdidas hasta el -10%. Más allá de eso, las pérdidas son uno a uno, exponiendo a los inversores a una pérdida de hasta el 90%.
- Sin cupones periódicos; el pago se realiza solo al vencimiento (02/08/2029) basado en la fecha de observación (30/07/2029).
- Valor estimado: $932.10 por cada nota de $1,000 (±$45), reflejando costos de emisión, estructuración y cobertura.
- Consideraciones de crédito: el reembolso depende del crédito de Morgan Stanley; MSFL es una subsidiaria financiera sin activos independientes.
- Liquidez y valoración: los valores no estarán listados, el comercio secundario puede ser limitado y los precios pueden diferir del valor estimado basado en el modelo del emisor.
- Riesgos clave: exposición worst-of, volatilidad del mercado, movimientos en los spreads de crédito, incertidumbre fiscal y posibles conflictos de interés del agente de cálculo afiliado.
La oferta se realiza bajo los números de Registro 333-275587 y 333-275587-01. Los términos completos, riesgos y consideraciones fiscales se detallan en el suplemento preliminar de precios (enlace proporcionado) y en los materiales del prospecto relacionado.
Morgan Stanley Finance LLC는 Morgan Stanley가 보증하며, Worst-of RTY, SPX & INDU Buffered PLUS 만기 2029년 8월 2일라는 5년 만기 구조화 상품을 마케팅하고 있습니다.
- 기초 지수: 러셀 2000(RTY), S&P 500(SPX), 다우 존스 산업평균지수(INDU). 수익은 최저 성과 지수에만 기반합니다.
- 상승 참여율: 투자자는 최저 성과 기초자산의 긍정적 성과에 대해 150-160%를 받으며, 예시 표에 따르면 +20% 상승 시 $1,000 노트에 대해 $1,300를 지급합니다.
- 하락 보호: 10% 버퍼가 -10%까지 손실을 보호합니다. 그 이상 손실은 1:1 비율로 투자자가 부담하여 최대 90% 손실에 노출됩니다.
- 정기 쿠폰 없음; 지급은 만기(2029년 8월 2일)에만 이루어지며 관찰일(2029년 7월 30일)을 기준으로 합니다.
- 예상 가치: $1,000 노트당 $932.10(±$45)로 발행, 구조화 및 헤지 비용이 반영되었습니다.
- 신용 관련 사항: 상환은 Morgan Stanley의 신용도에 달려 있으며, MSFL은 독립 자산이 없는 금융 자회사입니다.
- 유동성 및 평가: 증권은 상장되지 않으며, 2차 거래가 제한될 수 있고, 가격은 발행자의 모델 기반 예상 가치와 다를 수 있습니다.
- 주요 위험: 최저 성과 노출, 시장 변동성, 신용 스프레드 변동, 세금 불확실성 및 관련 계산 대리인의 잠재적 이해 상충.
본 상품은 등록번호 333-275587 및 333-275587-01에 따라 제공됩니다. 전체 조건, 위험 및 세금 관련 사항은 예비 가격 부록(링크 제공)과 관련 설명서에 자세히 나와 있습니다.
Morgan Stanley Finance LLC, garantie par Morgan Stanley, commercialise une note structurée de cinq ans intitulée Worst-of RTY, SPX & INDU Buffered PLUS échéance 02/08/2029.
- Indices sous-jacents : Russell 2000 (RTY), S&P 500 (SPX) et Dow Jones Industrial Average (INDU). Le rendement est basé uniquement sur l’indice ayant la moins bonne performance.
- Participation à la hausse : les investisseurs reçoivent 150-160 % de toute performance positive de l’actif sous-jacent le plus faible ; le tableau illustratif montre qu’un mouvement de +20 % paierait 1 300 $ pour une note de 1 000 $.
- Protection à la baisse : un buffer de 10 % protège contre les pertes jusqu’à -10 %. Au-delà, les pertes sont supportées au taux de un pour un, exposant les investisseurs à une perte pouvant atteindre 90 %.
- Pas de coupons périodiques ; le paiement intervient uniquement à l’échéance (02/08/2029) selon la date d’observation (30/07/2029).
- Valeur estimée : 932,10 $ par note de 1 000 $ (±45 $), reflétant les coûts d’émission, de structuration et de couverture.
- Considérations de crédit : le remboursement dépend de la solvabilité de Morgan Stanley ; MSFL est une filiale financière sans actifs propres.
- Liquidité et valorisation : les titres ne seront pas cotés, le marché secondaire peut être limité et les prix peuvent différer de la valeur estimée basée sur le modèle de l’émetteur.
- Risques clés : exposition worst-of, volatilité du marché, mouvements des spreads de crédit, incertitude fiscale et conflits d’intérêts potentiels de l’agent de calcul affilié.
L’offre est réalisée sous les numéros d’enregistrement 333-275587 et 333-275587-01. Les conditions complètes, risques et considérations fiscales sont détaillés dans le supplément préliminaire de tarification (lien fourni) et les documents du prospectus associés.
Morgan Stanley Finance LLC, garantiert von Morgan Stanley, bietet eine fünfjährige strukturierte Note mit dem Titel Worst-of RTY, SPX & INDU Buffered PLUS fällig am 02.08.2029 an.
- Basisindizes: Russell 2000 (RTY), S&P 500 (SPX) und Dow Jones Industrial Average (INDU). Die Rendite basiert ausschließlich auf dem schlechtesten Index.
- Aufwärtsbeteiligung: Investoren erhalten 150-160% der positiven Performance des schlechtesten Basiswertes; die Beispieltabelle zeigt, dass eine +20% Bewegung eine Auszahlung von $1.300 auf eine $1.000 Note bedeutet.
- Abwärtsschutz: Ein 10% Puffer schützt vor Verlusten bis -10%. Darüber hinaus verlieren Investoren eins zu eins, was ein Risiko von bis zu 90% Verlust bedeutet.
- Keine periodischen Kupons; die Zahlung erfolgt nur bei Fälligkeit (02.08.2029) basierend auf dem Beobachtungsdatum (30.07.2029).
- Geschätzter Wert: $932,10 pro $1.000 Note (±$45), was Emissions-, Strukturierungs- und Absicherungskosten widerspiegelt.
- Kreditrisiken: Die Rückzahlung hängt von der Bonität von Morgan Stanley ab; MSFL ist eine Finanztochter ohne eigene Vermögenswerte.
- Liquidität & Bewertung: Die Wertpapiere werden nicht börslich gehandelt, der Sekundärhandel kann eingeschränkt sein, und die Preise können vom modellbasierten Schätzwert des Emittenten abweichen.
- Wesentliche Risiken: Worst-of-Exponierung, Marktvolatilität, Kreditspread-Bewegungen, steuerliche Unsicherheiten und mögliche Interessenkonflikte des verbundenen Berechnungsagenten.
Das Angebot erfolgt unter den Registrierungsnummern 333-275587 und 333-275587-01. Vollständige Bedingungen, Risiken und steuerliche Hinweise sind im vorläufigen Preiszusatz (Link bereitgestellt) und den zugehörigen Prospektunterlagen detailliert beschrieben.
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
SCHEDULE 14A
(Rule 14A-101)
PROXY STATEMENT PURSUANT TO SECTION 14(a) OF THE
SECURITIES EXCHANGE ACT OF 1934
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Check the appropriate box:
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| ☐ | Definitive Additional Materials |
| ☒ | Soliciting Material Pursuant to §240.14a-12 |
COUCHBASE, INC.
(Name of Registrant as Specified In Its Charter)
(Name of Person(s) Filing Proxy Statement, if other than the Registrant)
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BASE Transaction All-Employee Letter
All,
We committed to keeping you updated on our intended acquisition by Haveli Investments.
With that in mind, please view our second version of our FAQ. Please note key updates to questions in relation to vested RSUs and to ESPP.
Thank you for your ongoing commitment to Couchbase.
Best wishes,
Matt
Matt Cain
Chair, President and CEO
***
Additional Information and Where to Find It
Couchbase, the members of the Couchbase’s board of directors and certain of Couchbase’s executive officers are participants in the solicitation of proxies from stockholders in connection with the transaction with Haveli Investments, L.P. (the “Merger”). Couchbase plans to file a proxy statement (the “Transaction Proxy Statement”) with the SEC in connection with the solicitation of proxies to approve the Merger. Matthew M. Cain, Alvina Y. Antar, Edward T. Anderson, Carol W. Carpenter, Lynn M. Christensen, Kevin J. Efrusy, Jeff Epstein, Aleksander J. Migon, David C. Scott and Richard A. Simonson, all of whom are members of Couchbase’s board of directors, and Margaret Chow, SVP, Chief Legal Officer and Corporate Secretary, William R. Carey, Vice President, Interim Chief Financial Officer and Chief Accounting Officer, and Huw Owen, SVP and Chief Revenue Officer, are participants in Couchbase’s solicitation.
Information regarding such participants, including their direct or indirect interests, by security holdings or otherwise, will be included in the Transaction Proxy Statement and other relevant documents to be filed with the SEC in connection with the Merger. Additional information about such participants is available under the captions “Board of Directors and Corporate Governance,” “Executive Officers” and “Security Ownership of Certain Beneficial Owners and Management” in Couchbase’s definitive proxy statement in connection with its 2025 Annual Meeting of Stockholders (the “2025 Proxy Statement”), which was filed with the SEC on April 16, 2025 (and is available at https://www.sec.gov/ix?doc=/Archives/edgar/data/0001845022/000184502225000036/base-20250416.htm). To the extent that holdings of Couchbase’s securities have changed since the amounts printed in the 2025 Proxy Statement, such changes have been or will be reflected on Statements of Change in Ownership on Form 4 filed with the SEC (which are available at https://www.sec.gov/cgi-bin/browse-edgar?action=getcompany&CIK=1845022&type=&dateb=&owner=only&count=40&search_text=). Information regarding Couchbase’s transactions with related persons is set forth under the caption “Related Person Transactions” in the 2025 Proxy Statement. Certain illustrative information regarding the payments to that may be owed, and the circumstances in which they may be owed, to Couchbase’s named executive officers in a change of control of Couchbase is set forth under the caption “Executive Compensation-Potential Payments upon Termination or Change in Control” in the 2025 Proxy Statement.
Promptly after filing the definitive Transaction Proxy Statement with the SEC, Couchbase will mail the definitive Transaction Proxy Statement and a WHITE proxy card to each stockholder entitled to vote at the special meeting to consider the adoption of the Merger Agreement. STOCKHOLDERS ARE URGED TO READ THE TRANSACTION PROXY STATEMENT (INCLUDING ANY AMENDMENTS OR SUPPLEMENTS THERETO) AND ANY OTHER RELEVANT DOCUMENTS THAT COUCHBASE WILL FILE WITH THE SEC WHEN THEY BECOME AVAILABLE BECAUSE THEY WILL CONTAIN IMPORTANT INFORMATION. Stockholders may obtain, free of charge, the preliminary and definitive versions of the Transaction Proxy Statement, any amendments or supplements thereto, and any other relevant documents filed by Couchbase with the SEC in connection with the Merger at the SEC’s website (http://www.sec.gov). Copies of Couchbase’s Transaction Proxy Statement, any amendments or supplements thereto, and any other relevant documents filed by Couchbase with the SEC in connection with the Merger will also be available, free of charge, at Couchbase’s investor relations website (https://investor.couchbase.com), or by emailing Couchbase’s investor relations department (ir@couchbase.com).
Forward-Looking Statements
This communication may contain forward-looking statements that involve risks and uncertainties, including statements regarding: (i) the Merger, (ii) the expected timing of the closing of the Merger; (iii) considerations taken into account by the Couchbase’s board of directors in approving and entering into the Merger; and (iv) expectations for Couchbase following the closing of the Merger. There can be no assurance that the Merger will be consummated. Risks and uncertainties that could cause actual results to differ materially from those indicated in the forward-looking statements, in addition to those identified above, include: (i) the possibility that the conditions to the closing of the Merger are not satisfied, including the risk that required approvals from Couchbase’s stockholders for the Merger or required regulatory approvals to consummate the Merger are not obtained, on a timely basis or at all; (ii) the occurrence of any event, change or other circumstance that could give rise to a right to terminate the Merger, including in circumstances requiring Couchbase to pay a termination fee; (iii) possible disruption related to the Merger to Couchbase’s current plans, operations and business relationships, including through the loss of customers and employees; (iv) the amount of the costs, fees, expenses and other charges incurred by Couchbase related to the Merger; (v) the risk that Couchbase’s stock price may fluctuate during the pendency of the Merger and may decline if the Merger is not completed; (vi) the diversion of Couchbase management’s time and attention from ongoing business operations and opportunities; (vii) the response of competitors and other market participants to the Merger; (viii) potential litigation relating to the Merger; (ix) uncertainty as to timing of completion of the Merger and the ability of each party to consummate the Merger; and (x) other risks and uncertainties detailed in the periodic reports that Couchbase files with the SEC, including Couchbase’s Annual Report on Form 10-K and Couchbase’s quarterly report on Form 10-Q. All forward-looking statements in this communication are based on information available to Couchbase as of the date of this communication, and, except as required by law, Couchbase does not assume any obligation to update the forward-looking statements provided to reflect events that occur or circumstances that exist after the date on which they were made.
FAQ
What indices underlie Morgan Stanley's Worst-of Buffered PLUS (MS)?
How does the 10% buffer work on the MS structured note?
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