DEPOSIT INFORMATION

The weighted average P/E Ratio of the underlying securities where P/E ratio is defined as the ratio of the current stock price to the most recently reported earnings per share.

The weighted average P/B Ratio of the underlying securities where P/B ratio is defined as the ratio of the current stock price to the most recently reported book value per share.

The weighted average Market Capitalization of the underlying securities where Market Cap is defined as the current stock price multiplied by the most recently reported common shares outstanding.

The weighted average 1-year sales growth of the underlying securities where sales growth is calculated as the year over year percent change in net sales.

1 The Inception Bid Price represents the net asset value of one unit of a trust excluding any deferred sales charge, if applicable.

2 The Maturity Price represents the proceeds per unit received by unitholders upon termination of the trust.

3 The Historical Annual Dividend Distribution is as of the date of deposit and subject to change. The amount of distributions paid by the Trust’s securities may be lower or greater than the above-stated amount due to certain factors that may include, but are not limited to, a change in the dividends paid by issuers, a change in Trust expenses or the sale or maturity of securities in the portfolio. Fees and expenses of the Trust may vary as a result of a variety of factors including the Trust’s size, redemption activity, brokerage and other transaction costs and extraordinary expenses.

Past performance is no guarantee of future results. Investment returns and principal value will fluctuate with changes in market conditions. Investors’ units, when redeemed, may be worth more or less than their original cost.

This information does not constitute an offer to sell or a solicitation of any offer to buy: nor shall there be any sale of these securities in any state where the offer, solicitation, or sale is not permitted.

Investment Objective

The Guggenheim Moderate Asset Allocation Portfolio of ETFs, Series 15 (Trust) seeks to provide capital appreciation and current income by investing in a diversified portfolio of exchange-traded funds (“ETFs”).

PRINCIPAL INVESTMENT STRATEGY

The Trust will invest at least 80% of the value of its assets in shares of ETFs. The Trust is comprised of ETFs across three different asset classes:

• Equity funds;

• Commodity funds; and

• Fixed-income funds.

The Trust has been designed to provide investors with broad diversification by investing in three different, historically low correlated asset classes to potentially reduce volatility in a rising inflationary environment. The portfolio is constructed to provide investors with broad diversification by investing in ETFs that invest in common stocks of various market capitalizations, growth and value styles, economic sectors, as well as taxable and government bonds, physical commodities, companies involved in the production of certain commodities and real estate investment Trusts. In addition, certain of the ETFs invest in foreign securities, including securities issued by companies located in emerging markets.

The equity ETFs included in the Trust’s portfolio invest in common stocks of large, mid and small capitalization companies. Please see “Principal Risks” and “Investment Risks” for information concerning the risks associated with investing in small and mid-cap companies.

The commodity ETFs included in the Trust’s portfolio invest directly in physical commodities, such as gold and silver, or in common stocks of companies involved in the production of certain commodities. See “Principal Risks” and “Investment Risks” for additional information concerning the risks associated with investing in commodities.

The fixed-income ETFs included in the Trust’s portfolio invest in a wide range of debt securities, including, but not limited to, securities rated below investment-grade through investment-grade, mortgage-backed securities, senior loans and bonds. High-yield, below investment-grade securities or “junk” bonds are considered to be speculative and are subject to greater market and credit risks than investment-grade securities. Please see “Principal Risks” and “Investment Risks” for additional information concerning the risks associated with investing in high-yield securities or “junk” bonds.

The fixed-income ETFs included in the Trust’s portfolio invest in debt securities with short-term, medium-term and long-term maturities. Typically, fixed-income securities with longer periods before maturity are more sensitive to interest rate changes. See “Principal Risks” and “Investment Risks” for additional information concerning the risks associated with investing in fixed-income securities of short, medium and long-term durations.

See “Investment Policies” in Part B of the prospectus for additional information.

SELECTION CRITERIA

The Sponsor, with the assistance of Guggenheim Partners Investment Management, LLC (“GPIM”), has selected a portfolio of ETFs believed to have the best potential for capital appreciation and the potential for current income. As of the Trust’s initial date of deposit (the “Inception Date”), the asset classes represented in the portfolio will be approximately weighted as follows: equity funds, 40%; commodity funds, 20%; and fixed-income funds, 40%.

When selecting the ETFs for the Trust, the Sponsor considers a number of factors including, but not limited to, the size, liquidity and daily trading volume, the current dividend yield, the strategy and investment objective, the securities held by the ETF, the expense ratio and limitations on the overlap of the underlying securities held by the ETFs.

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 indirectly owned by Guggenheim Partners, LLC and is an affiliate of GPIM.

Exchange-Traded Funds

ETFs are investment pools that hold securities. ETFs provide an efficient and relatively simple way to invest in that they offer investors the opportunity to buy and sell an entire basket of securities with a single transaction throughout the trading day. ETFs are often built like an index fund, but trade like a stock on an exchange. ETFs generally offer advantages similar to those found in index funds such as low operating costs, performance designed to track an index, the potential for high tax efficiency and consistent investment strategies. Unlike conventional mutual funds, ETFs normally issue and redeem shares on a continuous basis at their net asset value in large specified blocks of shares, known as “creation units.” Market makers, large investors and institutions deal in creation units. The Trust will buy shares of the ETF on the exchanges and will incur brokerage costs.

RISKS AND OTHER CONSIDERATIONS

As with all investments, you may lose some or all of your investment in the Trust. No assurance can be given that the Trust’s investment objective will be achieved. The Trust also might not perform as well as you expect. This can happen for reasons such as these:

• Securities prices can be volatile. The value of your investment may fall over time. Market value fluctuates in response to various factors. These can include stock market movements, purchases or sales of securities by the Trust, government policies, litigation, and changes in interest rates, inflation, the financial condition of the securities’ issuer or even perceptions of the issuer. Units of the Trust are not deposits of any bank and are not insured or guaranteed by the Federal Deposit Insurance Corporation or any other government agency.

• Due to the current state of the economy, the value of the securities held by the Trust may be subject to steep declines or increased volatility due to changes in performance or perception of the issuers. Starting in December 2007, economic activity declined across all sectors of the economy, and the United States experienced increased unemployment. The economic crisis affected the global economy with European and Asian markets also suffering historic losses. Standard & Poor’s Rating Services lowered its long-term sovereign credit rating on the United States to “AA+” from “AAA,” which could lead to increased interest rates and volatility. Extraordinary steps have been taken by the governments of several leading countries to combat the economic crisis; however, the impact of these measures is not yet fully known and cannot be predicted.

• Share prices or dividend rates on the securities in the Trust may decline during the life of the Trust. There is no guarantee that the issuers of the securities will declare dividends in the future and, if declared, whether they will remain at current levels or increase over time.

• The Trust invests in shares of ETFs. ETFs are investment pools that hold other securities. The ETFs in the Trust are usually passively-managed index funds that seek to replicate the performance or composition of a recognized securities index. ETFs are subject to various risks, including management’s ability to meet the fund’s investment objective. Shares of ETFs may trade at a discount from their net asset value in the secondary market. This risk is separate and distinct from the risk that the net asset value of the ETF shares may decrease. The amount of such discount from net asset value is subject to change from time to time in response to various factors. The underlying ETF has management and operating expenses. Consequently, you will bear not only your share of your Trust’s expenses, but also the expenses of the underlying funds. By investing in ETFs, the Trust incurs greater expenses than you would incur if you invested directly in the ETFs.

• The ETFs are subject to annual fees and expenses, including a management fee. Unitholders of the Trust will bear these fees in addition to the fees and expenses of the Trust. See “Fees and Expenses” for additional information.

• The Trust is subject to an ETF’s index correlation risk. Index correlation risk is the risk that the performance of an ETF will vary from the actual performance of the fund’s target index, known as “tracking error.” This can happen due to fund expenses, transaction costs, market impact, corporate actions (such as mergers and spin-offs) and timing variances.

• Certain ETFs held by the Trust hold “growth” stocks. Growth stocks are issued by companies which, based upon their higher than average price/book ratios, are expected to experience greater earnings growth rates relative to other companies in the same industry or the economy as a whole. Securities of growth companies may be more volatile than other stocks. If the perception of a company’s growth potential is not realized, the securities purchased may not perform as expected, reducing the Trust’s return. In addition, because different types of stocks tend to shift in and out of favor depending on market and economic conditions, “growth” stocks may perform differently from the market as a whole and other types of securities.

• Certain ETFs held by the Trust hold “value” stocks. Value stocks are issued by companies which, based upon their lower than average price/book ratios, are believed to be undervalued or inexpensive relative to other companies in the same industry or the economy as a whole. These common stocks were generally selected on the basis of an issuer’s business and economic fundamentals or the securities’ current and projected credit profiles, relative to current market price. Such securities are subject to the risk of misestimating certain fundamental factors and will generally underperform during periods when value style investments are “out of favor.”

• The value of the fixed-income securities in certain ETFs will generally fall if interest rates, in general, rise. Typically, fixed-income securities with longer periods before maturity are more sensitive to interest rate changes.

• An ETF or an issuer of securities held by an ETF may be unwilling or unable to make principal payments and/or to declare distributions in the future, may call a security before its stated maturity, or may reduce the level of distributions declared. This may result in a reduction in the value of your units.

• The financial condition of an ETF or an issuer of securities held by an ETF may worsen, resulting in a reduction in the value of your units. This may occur at any point in time, including during the primary offering period.

• The Trust is exposed to commodities through its investment in the underlying ETFs. Commodities prices are highly volatile and are affected by numerous factors in addition to economic activity. These include political events, weather, labor activity, direct government intervention, such as embargos, and supply disruptions in major producing or consuming regions. Those events tend to affect prices worldwide, regardless of the location of the event.

• Certain ETFs held by the Trust include real estate investment Trusts (“REITs”). REITs may concentrate their investments in specific geographic areas or in specific property types, such as hotels, shopping malls, residential complexes and office buildings. The value of the REITs and other real estate securities and the ability of such securities to distribute income may be adversely affected by several factors, including: rising interest rates; changes in the global and local economic climate and real estate conditions; perceptions of prospective tenants about the safety, convenience and attractiveness of the properties; the ability of the owner to provide adequate management, maintenance and insurance; the cost of complying with the Americans with Disability Act; increased competition from new properties; the impact of present or future environmental legislation and compliance with environmental laws; changes in real estate taxes and other operating expenses; adverse changes in governmental rules and fiscal policies; adverse changes in zoning laws; declines in the value of real estate; the downturn in the subprime mortgage lending market and the real estate market in the United States; and other factors beyond the control of the issuer of the security.

• Certain ETFs held by the Trust invest in mortgage-backed securities. Mortgage-backed securities represent direct or indirect participations in, or are secured by and payable from, mortgage loans secured by real property. Mortgage-backed securities are based on different types of mortgages, including those on commercial real estate or residential properties. Rising interest rates tend to extend the duration of mortgage-backed securities, making them more sensitive to changes in interest rates, and may reduce the market value of the securities. In addition, mortgage-backed securities are subject to prepayment risk, the risk that borrowers may pay off their mortgages sooner than expected, particularly when interest rates decline. This can reduce the ETF’s, and therefore the Trust’s, returns because the ETF may have to reinvest that money at lower prevailing interest rates.

• Certain ETFs held by the Trust invest in senior loans. Borrowers under senior loans may default on their obligations to pay principal or interest when due. This non-payment would result in a reduction of income to the applicable ETF, a reduction in the value of the senior loan experiencing non-payment and a decrease in the net asset value of the ETF. Although senior loans in which the ETFs invest may be secured by specific collateral, there can be no assurance that liquidation of collateral would satisfy the borrower’s obligation in the event of nonpayment of scheduled principal or interest or that such collateral could be readily liquidated.

Senior loans in which the ETFs invest:

— generally are of below investment-grade credit quality;

— may be unrated at the time of investment;

— generally are not registered with the Securities and Exchange Commission (“SEC”) or any state securities commission; and

— generally are not listed on any securities exchange.

In addition, the amount of public information available on senior loans generally is less extensive than that available for other types of assets.

• Economic conditions may lead to limited liquidity and greater volatility. The markets for fixed-income securities, such as those held by certain ETFs, may experience periods of illiquidity and volatility. General market uncertainty and consequent repricing risk have led to market imbalances of sellers and buyers, which in turn have resulted in significant valuation uncertainties in a variety of fixed-income securities. These conditions resulted, and in many cases continue to result in, greater volatility, less liquidity, widening credit spreads and a lack of price transparency, with many debt securities remaining illiquid and of uncertain value. These market conditions may make valuation of some of the securities held by an ETF uncertain and/or result in sudden and significant valuation increases or declines in its holdings.

• Certain ETFs held by the Trust invest in securities that are rated below investment-grade and are considered to be “junk” securities. Below investment-grade obligations are considered to be speculative and are subject to greater market and credit risks, and accordingly, the risk of non-payment or default is higher than with investment-grade securities. In addition, such securities may be more sensitive to interest rate changes and more likely to receive early returns of principal.

• Certain ETFs held by the Trust may invest in securities that are rated as investment-grade by only one rating agency. As a result, such split-rated securities may have more speculative characteristics and are subject to a greater risk of default than securities rated as investment-grade by more than one rating agency.

• The Trust invests in ETFs that hold securities issued by small-capitalization and mid-capitalization companies. These securities customarily involve more investment risk than securities of large-capitalization companies. Small-capitalization and mid-capitalization companies may have limited product lines, markets or financial resources and may be more vulnerable to adverse general market or economic developments.

• Certain ETFs held by the Trust invest in foreign securities. Investment in foreign securities presents additional risk. Foreign risk is the risk that foreign securities will be more volatile than U.S. securities due to such factors as adverse economic, currency, political, social or regulatory developments in a country, including government seizure of assets, excessive taxation, limitations on the use or transfer of assets, the lack of liquidity or regulatory controls with respect to certain industries or differing legal and/or accounting standards.

• Certain ETFs held by the Trust invest in securities issued by companies headquartered or incorporated in countries considered to be emerging markets. Emerging markets are generally defined as countries with low per capita income in the initial stages of their industrialization cycles. Risks of investing in developing or emerging countries include the possibility of investment and trading limitations, liquidity concerns, delays and disruptions in settlement transactions, political uncertainties and dependence on international trade and development assistance. Companies headquartered in emerging market countries may be exposed to greater volatility and market risk.

• The Sponsor does not actively manage the portfolio. The Trust will generally hold, and may, when creating additional units, continue to buy, the same securities even though a security’s outlook, market value or yield may have changed.

• Inflation may lead to a decrease in the value of assets or income from investments.

See “Investment Risks” in Part A of the prospectus and “Risk Factors” in Part B of the prospectus for additional information.

Please see the Trust prospectus for more complete risk information.

Unit Investment Trusts (UITs) are fixed and not actively managed. An investment in this fixed portfolio should be made with an understanding of the risks involved with owning various types of investments. Industry predictions may not materialize and securities selected for the Trust may not participate in overall industry growth, if any. UITs are subject to annual

fund operating expenses in addition to the sales charges. Units, when redeemed, may be worth more or less than their original price.

This UIT is part of a long-term strategy, and investors should consider their ability to invest in successive portfolios, if available, at the applicable sales charge. Investors should consult an attorney or tax advisor regarding tax consequences associated with an investment from one series to the next, if available, and with the purchase or sale of units. Guggenheim Funds Distributors, LLC does not offer tax advice.