MCN

PORTFOLIO CONCENTRATION

as of 6/30/10

Asset Class %
Large-Cap Stocks 69.65 %
Mid-Cap Stocks 11.99 %
ETF Index 1.75 %
Options Liability* -1.47 %
Cash & Other 18.08 %

* Based on market value, this represents the amount needed to close the options positions.

This data is subject to change on a daily basis.

SECTOR CONCENTRATION

as of 6/30/10

Sector %
Technology 28.22 %
Financials 23.09 %
Health, Drugs 23.06 %
Consumer Discretionary 13.60 %
Energy 6.67 %
Materials 2.46 %
ETFs 2.10 %
Industrials 0.82 %

The Sector Concentration is a percentage of the equity portion of the Fund.

This data is subject to change on a daily basis.

OPTION STRATEGY INFORMATION

as of 6/30/10

Option Type (Stock/Index) Stock
Option Strategy At Time Calls Are Written Primarily out-of-the money



This data is subject to change on a daily basis.

TOP 10 HOLDINGS

as of 6/30/10

Name %
Capital One Financial 3.72 %
EBay 3.29 %
United Healthcare Group 3.27 %
Goldman Sachs Group Inc 2.88 %
Google Inc 2.57 %
Cisco Systems Inc 2.55 %
Genzyme Corp 2.49 %
Lowe's Cos Inc 2.47 %
Biogen Idec Inc 2.46 %
Home Depot Inc 2.24 %



This data is subject to change on a daily basis.

Investors should carefully consider the investment objectives and policies, risk considerations, charges and ongoing expenses of any investment product before investing. For more information, please contact a securities representative or Claymore Securities, Inc., 2455 Corporate West Drive, Lisle, Illinois 60532, 800-345-7999.

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