Claymore Securities, Inc.
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CRO
Claymore/Zacks Country Rotation ETF
 

FUND SUMMARY

The Claymore/Zacks Country Rotation 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 Zacks Country Rotation Index (the “Zacks Country Rotation Index” or “Index”). The Fund will normally invest at least 90% of its total assets in common stocks and American depositary receipts (ADRs) 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, will seek to replicate, before expenses, the performance of the Zacks Country Rotation Index. The Index is comprised of 200 stocks selected, based on investment and other criteria, from a universe of international companies based in countries included in the MSCI EAFE Index and including Canada, with the exclusion of companies based in Greece. The companies in the universe are selected using a proprietary methodology developed by Zacks Investment Research, Inc. (“Zacks” or the “Index Provider”).


FEATURED LITERATURE


FUND STATISTICS
as of 11/20/09

  MARKET PRICE NAV
Close $16.55 $16.71
 
Change ($0.14) ($0.09)
 
52-Week High $17.56 $17.14
 
52-Week Low $9.37 $9.58
 
Bid/Ask Midpoint $17.43
 
Bid/Ask Premium (Discount) 4.31 %
 
Volume 3,020
 
Shares Outstanding 400,000
 
Total Managed Assets $6,682,213
Price History

Figures are based on market close.


FUND CHARACTERISTICS
as of 9/30/09

Number of Securities 202
Weighted Average Market Capitalization $30.3 Bil
Weighted Average Price/Earnings1 25.3 x
Weighted Average Price/Book2 2.4 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 COUNTRY WEIGHTINGS
as of 9/30/09
COUNTRY WEIGHTING
Hong Kong 27.35 %
 
Japan 25.03 %
 
Singapore 16.51 %
 
Australia 11.86 %
 
Britain 8.01 %
 
Spain 3.37 %
 
Sweden 2.75 %
 
Switzerland 2.48 %
 
France 1.20 %
 
China 0.65 %
This data is subject to change on a daily basis.
TOP FUND SECTOR WEIGHTINGS
as of 9/30/09
SECTOR WEIGHTING
Financials 35.70 %
 
Industrials 17.66 %
 
Consumer Discretionary 11.05 %
 
Consumer Staples 7.90 %
 
Utilities 6.96 %
 
Information Technology 5.71 %
 
Telecommunication Services 4.67 %
 
Materials 4.33 %
 
Health Care 3.12 %
 
Energy 2.90 %
The data above represents Fund composition as of the most recent rebalance of its underlying index.

This data is subject to change on a daily basis and represents a percentage of the Fund's total equity holdings.

PROFILE

Symbol CRO
Exchange NYSE Arca
NAV Symbol (IIV) CROIV
CUSIP 18383Q705
Fund Inception Date 7/11/07
Income Distribution -
Distribution Schedule (if any) Annually
Expense Cap1 0.65 %
Fiscal Year-End 5/31
Investment Adviser Claymore Advisors, LLC
Country Rotation Index ZAXCR
Index Provider Zacks
Index Constituent List

1 There is a contractual fee waiver currently in place for this Fund through December 31, 2011 to the extent necessary in keeping Fund operating expense ratio from exceeding 0.65% of average net assets per year. However, some expenses fall outside of this expense cap and therefore net operating expenses were 1.24%. Without this expense cap, actual returns would be lower.


TOP FUND HOLDINGS
as of 11/20/09

NOBLE GROUP LTD 1.27 %
   
GENTING INTERNATIONAL PLC 1.14 %
   
LI & FUNG LIMITED 1.13 %
   
BOC HONG KONG HOLDINGS LTD 1.05 %
   
UNITED OVERSEAS BANK 1.05 %
   
SPDR MSCI ACWI EX-US 1.04 %
   
GOLDEN AGRI-RESOURCES LTD 1.01 %
   
DBS GROUP HOLDING LTD 0.96 %
   
SINGAPORE TECHNOLOGIES EN 0.96 %
   
OLAM INTERNATIONAL LTD 0.94 %
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 $0.600000
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 Zacks Country Rotation Index uses a proprietary quantitative methodology developed by Zacks to seek to determine those countries with potentially superior risk-return profiles and within those countries select a basket of stocks. The Index is designed to select and weight a group of stocks which have the potential on a risk-adjusted basis to outperform the MSCI EAFE Index and other developed international benchmark indices.

The Index constituent selection methodology utilizes multi-factor proprietary selection rules to identify those countries that offer the greatest potential from a risk/return perspective. The approach is specifically designed to enhance investment applications and investability. The Index is adjusted semiannually.

 

INDEX CONSTRUCTION

1. Potential Index constituents include all international equities listed on developed international market exchanges. Zacks defines developed international markets as countries whose economies have high income levels, strong legal protection and sophisticated stock exchanges. The current list of developed international markets consists of Australia, Austria, Belgium, Canada, Denmark, Finland, France, Germany, Hong Kong, Ireland, Italy, Japan, the Netherlands, New Zealand, Norway, Portugal, Singapore, Spain, Sweden, Switzerland and the United Kingdom.
2. Country allocations are chosen based on a quantitative methodology proprietary to Zacks for the eligible countries as detailed above.
3. Each company within the chosen countries is ranked using a quantitative rules-based multi-factor methodology that focuses on company growth, liquidity, relative value and other factors.
4. The country allocation and constituent ranking, reconstitution, and rebalancing process is repeated on a semiannual basis.

 

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.

Foreign Investment Risk. The Fund’s investments in non-U.S. issuers may involve unique risks compared to investing in securities of U.S. issuers, including, among others, less market liquidity, generally greater market volatility than U.S. securities and less complete financial information than for U.S. issuers. In addition, adverse political, economic or social developments could undermine the value of the Fund’s investments or prevent the Fund from realizing the full value of its investments. Financial reporting standards for companies based in foreign markets differ from those in the United States. Finally, the value of the currency of the country in which the Fund has invested could decline relative to the value of the U.S. dollar, which may affect the value of the investment to U.S. investors. In addition, the underlying issuers of certain depositary receipts, particularly unsponsored or unregistered depositary receipts, are under no obligation to distribute shareholder communications to the holders of such receipts, or to pass through to them any voting rights with respect to the deposited securities.

As of August 31, 2009, a significant percentage of the Index is comprised of securities of companies from Japan and Hong Kong. To the extent that the Index is focused on securities of any one country, including Japan and Hong Kong, the value of the Index, and thus the Fund, will be especially affected by adverse developments in such country, including the risks described above.

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.

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.

Portfolio Turnover Risk. The Fund may engage in active and frequent trading of its portfolio securities in connection with the rebalancing of the Index, and therefore the Fund’s investments. A portfolio turnover rate of 200%, for example, is equivalent to the Fund buying and selling all of its securities two times during the course of the year. A high portfolio turnover rate (such as 100% or more) could result in high brokerage costs. While a high portfolio turnover rate can result in an increase in taxable capital gains distributions to the Fund’s shareholders, the Fund will seek to utilize the creation and redemption in kind mechanism to minimize capital gains to the extent possible.

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 semiannual 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.

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 ETF listing, the same way as 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, depending on the ETF listing, during normal trading hours. The Fund issues and redeems shares at NAV only in large blocks of 200,000 shares (each block of 200,000 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.

The Product is not sponsored, endorsed, sold or promoted by Zacks Investment Research, Inc. ("Licensor"). Licensor makes no representation or warranty, express or implied, regarding the advisability of investing in securities generally or in the Product(s) particularly or the ability of the Zacks Country Rotation Index ("Index") to track general market performance. Licensor's only relationship to Claymore Advisors, LLC ("Licensee") is the licensing of the Index which is determined, composed and calculated by Licensor or its agent without regard to the Licensee or the Product(s). Licensor has no obligation to take the needs of the Licensee or the owners of the Product(s) into consideration in determining, composing or calculating the Index. Licensor shall not be liable to any person for any error in the Index nor shall it be under any obligation to advise any person of any error therein.

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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The information on this website is intended for U.S. residents only. The information provided does not constitute a solicitation of an offer to buy, or an offer to sell securities in any jurisdiction to any person to whom it is not lawful to make such an offer. All rights reserved. Market information used on this website is obtained from non-proprietary market sources. While we believe this information to be accurate, Claymore Securities, Inc. and its affiliates cannot attest to the validity of information culled from other sources. The Claymore logos and "Claymore Securities, Inc." are protected under various U.S. Trademark Registrations.