Global 100 Dividend Strategy Portfolio Series 4

Under normal circumstances, the Trust will invest at least 80% of the value of its assets in dividend-paying securities. The Trust seeks to provide dividend income by investing in a portfolio of U.S. and international equity securities. The Sponsor will select 100 equally-weighted securities as of the Security Selection Date, defined below, for inclusion in the Trust, of which 50 securities will be selected using the U.S. 50 Dividend Strategy and 50 securities will be selected using the International 50 Dividend Strategy. The international equity securities held by the Trust may include securities issued by companies located in countries considered to be emerging markets. As of the date of deposit, the Trust will invest at least 40% of its assets in the securities of non-U.S. companies located in at least three different countries, as defined by Russell Investments. In addition, the Trust may invest in securities of companies with small-, mid- and large-capitalizations. The Trust may include securities of real estate investment Trusts (“REITs”). As a result of this strategy, the Trust invests significantly in the consumer products sector.

The Sponsor, with the assistance of Guggenheim Partners Investment Management, LLC (“GPIM”), an affiliate of Guggenheim Partners, LLC, has selected the securities to be included in the Trust’s portfolio. The Sponsor and GPIM believe that companies that distribute significant dividends on a consistent basis generally demonstrate financial strength and positive performance relative to their peers.

The Trust’s portfolio was constructed and the securities were selected seven business days prior to the initial date of deposit (the “Security Selection Date”) using the two quantitative strategies listed below.

U.S. 50 Dividend Strategy

1. Initial Universe: Start with the 3,000 largest U.S. companies as determined by Russell Investments, which may include U.S.-listed foreign securities. Market capitalization is measured as of the Security Selection Date.

2. Define Sub-Universe: Reduce the initial universe of securities to a sub-universe that meets the following requirements as of the Security Selection Date:

• Exclude securities with a share price less than $5.

• Exclude securities with a market capitalization less than $1 billion, as provided by FactSet based on the closing price as of the Security Selection Date.

• Exclude securities with trading liquidity of less than $1 million, as determined by the median daily dollar trading volume (i.e., volume in shares multiplied by the closing price for the day, as provided by FactSet) during a 90-trading day look back from the Security Selection Date.

3. Rank on Dividends: Rank every company identified in the sub-universe against other companies in the same sector, as defined by Global Industry Classification Standard (“GICS”), based on current dividend yield. The dividend yields were calculated by annualizing the last quarterly or semi-annual ordinary dividend declared and dividing the result by the market value of the security as of the close of business on the Security Selection Date.

4. Selection: Select from the sub-universe the five securities within each of the 10 GICS sectors with the highest dividend yield and equally weight these 50 securities as of the Security Selection Date so that each security represents 1% of the Trust’s portfolio. This strategy selection must have a minimum 80% in U.S. incorporated companies. If the strategy violates the 80% minimum in U.S. incorporated companies, the lowest yielding foreign incorporated security will be removed and replaced by the next highest yielding U.S. incorporated company in that sector. This substitution process will be repeated, if necessary, until 80% of the strategy consists of U.S. incorporated companies.

International 50 Dividend Strategy

1. Initial Universe: Start with companies included in the Russell Global ex-US Index that issue American Depositary Receipts (“ADRs”) or U.S.-listed common stock, excluding over-the-counter securities.

2. Define Sub-Universe: Reduce the initial universe of securities to a sub-universe that meets the following requirements as of the Security Selection Date:

• Exclude securities with a market capitalization less than $1 billion, as provided by FactSet based on the closing price as of the Security Selection Date.

• Exclude securities with trading liquidity of less than $1 million, as determined by the median daily dollar trading volume (i.e., volume in shares multiplied by the closing price for the day, as provided by FactSet) during a 90-trading day look back from the Security Selection Date.

3. Rank on Dividends: Rank every company identified in the sub-universe against other companies in the same sector, as defined by GICs, based on trailing dividend yield. For an ADR, the dividend yield was calculated by using either: (i) the parent security for an issuer with a foreign-listed reference security; or (ii) the U.S. security if the company is only listed in the United States. The dividend yields were calculated by summing the last twelve months of dividends paid per share and dividing the result by the market value of the security as of the close of business on the Security Selection Date.

4. Selection: Select from the sub-universe the five securities within each of the 10 GICS sectors with the highest dividend yield and equally weight these 50 securities as of the Security Selection Date so that each security represents 1% of the Trust’s portfolio. This strategy selection must ensure the Trust has a minimum of 40% in securities of non-U.S. companies located in at least three different countries. If the Trust violates these minimums, the lowest yielding security from this strategy will be removed and replaced with the next highest yielding security in that sector. This substitution process will be repeated, if necessary, until 40% of the Trust consists of non- U.S. companies located in at least three different countries.

In the event that less than 50 securities are available for the International 50 Dividend Strategy, no additional securities will be selected for this strategy and, as a result, the final portfolio will have less than 100 securities. The securities chosen for the final portfolio will be equality-weighted as of the Security Selection Date and, accordingly, each security will be greater than 1% of the Trust portfolio on the Security Selection Date. Regardless of the number of securities in the final portfolio, the minimum selection criteria discussed in each strategy will be met.

Please note that due to the fluctuating nature of security prices, the weighting of an individual security or sector in the Trust portfolio may change after the Security Selection Date.

Guggenheim Partners Investment Management, LLC

Guggenheim Partners Investment Management, LLC is a subsidiary of Guggenheim Partners, LLC and an affiliate of the Sponsor, which offers financial services expertise within its asset management, investment advisory, capital markets, institutional finance and merchant banking business lines. Clients consist of a mix of individuals, family offices, endowments, foundations, insurance companies, pension plans and other institutions that together have entrusted the firm with supervision of more than $100 billion in assets. A global diversified financial services firm, Guggenheim Partners, LLC office locations include New York, Chicago, Los Angeles, Miami, Boston, Philadelphia, St. Louis, Houston, London, Dublin, Geneva, Hong Kong, Singapore, Mumbai and Dubai.

The Sponsor is also a subsidiary of Guggenheim Partners, LLC. See “General Information” for additional information.

INDEX DEFINITION: The Russell Global Index is designed to measure the performance of the global equity market based on all investable equity securities. The Russell Global Index represents 98% of the investable universe, reflecting the performance of over 10,000 securities in 47 countries. The Russell Global ex-US Index measures the performance of the global equity market based on all investable equity securities, excluding companies assigned to the United States.