Claymore Securities, Inc.
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MZO
Claymore/Morningstar Services Super Sector Index ETF
 

FUND SUMMARY

The Claymore/Morningstar Services Super Sector Index ETF (the "Fund") seeks investment results that correspond generally to the performance, before the Fund’s fees and expenses, of an equity index called the Morningstar Services Super Sector Index (the “Services Super Sector Index” or “Index”). The Fund will at all times invest at least 90% of its total assets in securities that comprise the Index and investments that have economic characteristics that are substantially identical to the economic characteristics of the component securities that comprise the Index. Claymore Advisors, LLC (the "Investment Adviser") seeks a correlation over time of 0.95 or better between the Fund’s performance and the performance of the Index. A figure of 1.00 would represent perfect correlation.

The Fund, using a low cost “passive” or “indexing” investment approach, seeks to replicate, before fees and expenses, the performance of the Services Super Sector Index. The Index is designed to identify and track companies in industries whose main source of revenue comes from the provision of services. Eligible Index securities include the total investable universe of the healthcare, consumer services, business services and financial services sectors. Morningstar Inc. (“Morningstar” or the “Index Provider”) classifies companies into the industry that best reflects each company’s underlying business activities based on the largest source of revenue and income. Industry classification is based on publicly available information about each company, and is primarily obtained from such company’s annual report and Form 10-K. The securities in the universe are selected using a proprietary methodology developed by Morningstar.


FEATURED LITERATURE


FUND STATISTICS
as of 11/20/09

  MARKET PRICE NAV
Close $17.71 $17.56
 
Change $0.00 ($0.01)
 
52-Week High $17.72 $17.81
 
52-Week Low $10.30 $10.42
 
Bid/Ask Midpoint $17.56
 
Bid/Ask Premium (Discount) 0.00 %
 
Volume 0
 
Shares Outstanding 150,000
 
Total Managed Assets $2,633,273
Price History

Figures are based on market close.


FUND CHARACTERISTICS
as of 9/30/09

Number of Securities 766
Weighted Average Market Capitalization $51.5 Bil
Weighted Average Price/Earnings1 22.0 x
Weighted Average Price/Book2 3.4 x

Data subject to change on a daily basis.

1 Price/Earnings is a valuation ratio of a company's current share price compared to its per-share earnings.

2 A ratio used to compare a stock's market value to its book value. It is calculated by dividing the current closing price of the stock by the latest quarter's book value per share.

TOP FUND SECTOR WEIGHTINGS
as of 9/30/09
SECTOR WEIGHTING
Financial 35.76 %
 
Health Care 28.47 %
 
Consumer Services 19.68 %
 
Business Services 9.69 %
 
Telecommunication 2.80 %
 
Materials 1.60 %
 
Media 0.90 %
 
Software 0.70 %
 
Consumer Goods 0.20 %
 
Hardware 0.20 %
This data is subject to change on a daily basis and represents a percentage of the Fund's total equity holdings.

PROFILE

Symbol MZO
Exchange NYSE Arca
NAV Symbol (IIV) MZOIV
CUSIP 18383M696
Fund Inception Date 8/22/07
Income Distribution -
Distribution Schedule (if any) Annually
Expense Cap1 0.40 %
Fiscal Year-End 5/31
Investment Adviser Claymore Advisors, LLC
Morningstar Services Super Sector Index SRVCS
Index Provider Morningstar
Index Constituent List MorningstarĀ® Sector Indexes

1 There is a contractual fee waiver currently in place for this Fund through December 31, 2011 to the extent necessary to keep Fund operating expenses from exceeding 0.40% of average net assets per year. However, some expenses fall outside of this expense cap and therefore net operating expenses were 1.51%. Without this expense cap, actual returns would be lower.


TOP FUND HOLDINGS
as of 11/20/09

JOHNSON & JOHNSON 3.56 %
   
J.P. MORGAN CHASE & CO. 3.45 %
   
PFIZER INC 3.08 %
   
BANK OF AMERICA CORP 2.88 %
   
GOOGLE INC 2.84 %
   
WELLS FARGO & CO (NEW) 2.56 %
   
WAL-MART STORES INC 2.46 %
   
MERCK & CO. INC. 2.30 %
   
ABBOTT LABS 1.71 %
   
GOLDMAN SACHS GROUP INC 1.53 %
All Holdings
This data is subject to change on a daily basis.

CURRENT DISTRIBUTION

Ex-Date 12/24/08
   
Record Date 12/29/08
   
Payable Date 12/31/08
   
Distribution per Share $0.400000
Distribution History
To the extent the Current Distribution is comprised of something other than Income, such as Return of Capital, please refer to the applicable Rule 19a-1 Notice found in the Literature section. If the Current Distribution is comprised solely from Income, a Rule 19a-1 Notice will not be produced and posted.

Past performance is not a guarantee of future results.
 

INDEX METHODOLOGY

The Morningstar Services Super Sector Index is designed to identify and track companies in industries whose main source of revenue comes from the provision of services. Eligible Index securities include the total investable universe of the healthcare, consumer services, business services and financial services sectors. Morningstar classifies companies into the industry that best reflects each company’s underlying business activities based on the largest source of revenue and income. Industry classification is based on publicly available information about each company, and is primarily obtained from a company’s annual report and Form 10-K. As of the date of this prospectus, the Index includes companies with capitalizations between $165 million and $270 billion, which includes small-, mid- and large-capitalization companies as defined by Morningstar. Morningstar rebalances the number of free float shares of each constituent security in the Index quarterly in March, June, September, and December. Immediate rebalancing occurs if two constituents merge or a company’s free float changes by 10% or more. The Index is reconstituted twice annually in June and December.

 

INDEX CONSTRUCTION

Morningstar's Super Sector Index structure represents a unique way to classify companies based on the broad economic spheres in which they operate—manufacturing, service, and information. This organization of sectors is designed to mimic the way economies evolve from dependence on the production of physical products to the delivery of services, which culminates in the exchange of information.

1. Index constituents are drawn from the available pool of liquid U.S.-domiciled stocks that trade on one of the three major exchanges, the American Stock Exchange, NYSE, and NASDAQ. The following security types are excluded from the Index: American depositary receipts; bulletin board stocks; convertible notes; warrants and rights; and limited partnerships.
2. Securities that have more than ten non-trading days in the prior quarter or that have an average daily trading volume over the preceding six months that falls in the bottom quartile are excluded. Securities meeting all of the above-listed criteria are considered for inclusion in the Morningstar Sector Indexes.
3. Each company is assigned to one of 129 Morningstar industries based on the firm’s primary source of revenue. The industries are classified into one of 12 sectors. The sectors are organized under one of three Super Sectors—the Information Economy, the Service Economy, and the Manufacturing Economy. All of the companies in the Service Economy Super Sector are included in the Index.
4. Index constituents are weighted according to their free float of shares outstanding. The free float is defined as a firm’s outstanding shares adjusted for block ownership to reflect only shares available for investment. The types of block ownership that are considered during float adjustment are cross ownership, government ownership, private ownership, and restricted shares.
5. Morningstar rebalances the number of free float shares of each constituent security in the Index quarterly in March, June, September, and December. Immediate rebalancing occurs if two constituents merge or a company’s free float changes by 10% or more. The Index is reconstituted (stocks are added or removed from the Index) twice annually in June and December.

 

RISKS AND OTHER CONSIDERATIONS

Investors should consider the following risk factors and special considerations associated with investing in the Fund, which may cause you to lose money.

Investment Risk. An investment in the Fund is subject to investment risk, including the possible loss of the entire principal amount that you invest.

Equity Risk. A principal risk of investing in the Fund is equity risk, which is the risk that the value of the securities held by the Fund will fall due to general market and economic conditions, perceptions regarding the industries in which the issuers of securities held by the Fund participate, or factors relating to specific companies in which the Fund invests. For example, an adverse event, such as an unfavorable earnings report, may depress the value of equity securities of an issuer held by the Fund; the price of common stock of an issuer may be particularly sensitive to general movements in the stock market; or a drop in the stock market may depress the price of most or all of the common stocks and other equity securities held by the Fund. In addition, common stock of an issuer in the Fund’s portfolio may decline in price if the issuer fails to make anticipated dividend payments because, among other reasons, the issuer of the security experiences a decline in its financial condition. Common stock is subordinated to preferred stocks, bonds and other debt instruments in a company’s capital structure, in terms of priority to corporate income, and therefore will be subject to greater dividend risk than preferred stocks or debt instruments of such issuers. In addition, while broad market measures of common stocks have historically generated higher average returns than fixed income securities, common stocks have also experienced significantly more volatility in those returns.

Health Care Sector Risk. Companies in the health care sector may be susceptible to government regulation and reimbursement rates. Such companies may also be heavily dependent on patent protection, with their profitability affected by the expiration of patents. Companies in the health care sector may also be subject to expenses and losses from extensive litigation based on product liability and similar claims, as well as competitive forces that may make it difficult to raise prices and, in fact, may result in price discounting. The process for obtaining new product approval by the Food and Drug Administration is long and costly. Health care service providers may have difficulty obtaining staff to deliver service, and may be susceptible to product obsolescence. Such companies also may be characterized by thin capitalization and limited product lines, markets, financial resources or personnel.

Consumer Services Sector Risk. The success of companies in the consumer services sector depends heavily on disposable household income and consumer spending. Companies in the consumer services sector may be subject to severe competition. Changes in demographics and consumer tastes can also affect the demand for, and success of, consumer products in the marketplace. Also, the success of food and soft drink may be strongly affected by fads, marketing campaigns and other factors affecting supply and demand.

Business Services Sector Risk. Companies in the business services sector can be significantly affected by competitive pressures, such as technological developments, fixed-rate pricing, and the ability to attract and retain skilled employees. The success of companies that provide business-related services is, in part, subject to continued demand for business services as companies and other organizations seek alternative, cost-effective means to meet their economic goals.

Financial Services Sector Risk. The financial services industries are subject to extensive government regulation, can be subject to relatively rapid change due to increasingly blurred distinctions between service segments, and can be significantly affected by availability and cost of capital funds, changes in interest rates, the rate of corporate and consumer debt defaults, and price competition. In addition, the deterioration of the credit markets since late 2007 generally has caused an adverse impact in a broad range of markets, including U.S. and international credit and interbank money markets generally, thereby affecting a wide range of financial institutions and markets. In particular, events in the financial sector since late 2008 have resulted, and may continue to result, in an unusually high degree of volatility in the financial markets, both domestic and foreign. These events have included, but are not limited to, the U.S. government’s placement of the Federal National Mortgage Association and the Federal Home Loan Mortgage Corporation under conservatorship, the bankruptcy filing of Lehman Brothers Holdings Inc., the sale of Merrill Lynch to Bank of America, the U.S. government support of American International Group, Inc., the sale of Wachovia to Wells Fargo, reports of credit and liquidity issues involving certain money market mutual funds, and emergency measures by the U.S. and foreign governments banning short-selling. This situation has created instability in the financial markets and caused certain financial services companies to incur large losses. Numerous financial services companies have experienced substantial declines in the valuations of their assets, taken action to raise capital (such as the issuance of debt or equity securities), or even ceased operations. These actions have caused the securities of many financial services companies to experience a dramatic decline in value. Moreover, certain financial companies have avoided collapse due to intervention by the U.S. regulatory authorities (such as the Federal Deposit Insurance Corporation or the Federal Reserve System), but such interventions have often not averted a substantial decline in the value of such companies’ common stock. Issuers that have exposure to the real estate, mortgage and credit markets have been particularly affected by the foregoing events and the general market turmoil, and it is uncertain whether or for how long these conditions will continue.

Non-Correlation Risk. The Fund’s return may not match the return of the Index for a number of reasons. For example, the Fund incurs a number of operating expenses not applicable to the Index, and incurs costs in buying and selling securities, especially when rebalancing the Fund’s securities holdings to reflect changes in the composition of the Index. Since the Index constituents may vary on a quarterly basis, the Fund’s costs associated with rebalancing may be greater than those incurred by other exchange-traded funds that track indices whose composition changes less frequently.

The Fund may not be fully invested at times, either as a result of cash flows into the Fund or reserves of cash held by the Fund to meet redemptions and expenses. If the Fund utilizes a sampling approach or futures or other derivative positions, its return may not correlate as well with the return on the Index, as would be the case if it purchased all of the stocks in the Index with the same weightings as the Index.

Small and Medium-Sized Company Risk. Investing in securities of small and medium-sized companies involves greater risk than is customarily associated with investing in more established companies. These companies’ stocks may be more volatile and less liquid than those of more established companies. These stocks may have returns that vary, sometimes significantly, from the overall stock market.

License Agreement Term Risk. The Investment Adviser’s license agreement with the Index Provider to use the Index has a five-year term, and is renewable thereafter on an annual basis. There can be no assurance that the license agreement will be renewed or extended at the end of that term, or that the Investment Adviser will be able to enter into another agreement with the Index Provider to use the Index. If no agreement is entered into at the end of the five-year term, the Investment Adviser may be required to obtain a replacement Index Provider on behalf of the Fund.

Replication Management Risk. Unlike many investment companies, the Fund is not “actively” managed. Therefore, it would not necessarily sell a stock because the stock’s issuer was in financial trouble unless that stock is removed from the Index.

Issuer-Specific Changes. The value of an individual security or particular type of security can be more volatile than the market as a whole and can perform differently from the value of the market as a whole. The value of securities of smaller issuers can be more volatile than that of larger issuers.

Non-Diversified Fund Risk. The Fund is considered non-diversified and can invest a greater portion of assets in securities of individual issuers than a diversified fund. As a result, changes in the market value of a single investment could cause greater fluctuations in share price than would occur in a diversified fund.

Claymore ETFs are listed on the NYSE Arca depending on the individual ETF listing, the same way as are shares of a publicly-traded company. Claymore ETFs can be purchased through most brokerage accounts. They can be bought and sold throughout the day on the NYSE Arca during normal trading hours. The Fund issues and redeems shares at NAV only in large blocks of 150,000 shares (each block of 150,000 shares is called a “Creation Unit”) or multiples thereof. Only broker-dealers or large institutional investors with creation and redemption agreements, called Authorized Participants (“APs”), can purchase or redeem these Creation Units.

Investors buying or selling ETF shares on the secondary market may incur brokerage costs and other transactional fees. Shares of ETFs may fluctuate in price due to daily changes in trading volume. At times, shares may not have a high volume of trading. Except when aggregated in Creation Units, Shares are not redeemable securities of the Fund.

Morningstar Services Super Sector Index is a service mark of Morningstar, Inc. and has been licensed for use for certain purposes by Claymore Advisors LLC. The Claymore/Morningstar Services Super Sector Index ETF is not sponsored, endorsed, sold or promoted by Morningstar, and Morningstar makes no representation regarding the advisability of investing in the Claymore/Morningstar Services Super Sector Index ETF.

Investors should carefully consider the investment objectives and policies, risk considerations, charges and ongoing expenses of any investment product before investing. The prospectus contains this and other relevant information. Please read the prospectus carefully before you invest. To obtain a prospectus, please contact a securities representative or Claymore Securities, Inc., 2455 Corporate West Drive, Lisle, Illinois 60532, 800-345-7999, or download one by accessing the Literature section of this web site.

NOT FDIC-INSURED | NOT BANK-GUARANTEED | MAY LOSE VALUE

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