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Sabrient Quantitative Investment Research
CUSTOM INDEXES & ETFS

Sabrient creates thematic indexes based on our quantitative strategies, and licenses the indexes to ETF sponsors. We currently publish five indexes that are tracked by ETFs.

U.S. Indexes
The U.S. indexes are weighted indexes selected from a broad universe of U.S.-traded stocks and ADRs.

The Sabrient Stealth Index (AMEX: SBRST) comprises 150 publicly-traded companies that have little or no analyst coverage, which positions them to benefit from the academically observed "neglected stock effect."
  • This index is tracked by the Claymore/
    Sabrient Stealth ETF (AMEX: STH)
    .
The Sabrient Insider Sentiment Index (AMEX: SBRIN) identifies 100 stocks that reflect favorable corporate insider buying trends and recent earnings estimate increases by Wall Street analysts.
  • This index is tracked by the Claymore/
    Sabrient Insider ETF (AMEX: NFO)
    .
The Sabrient Defensive Equity Index (AMEX: SBRDE) comprises approximately 100 stocks that have potentially superior risk-return profiles during periods of stock market weakness, but still offer the potential for gains during periods of market strength.
  • This index is tracked by the Claymore/
    Sabrient Defensive Equity ETF (AMEX: DEF)
    .
Canadian Indexes
Sabrient's three global indexes comprise a mixture of exchange-traded funds (ETFs) trading on the Toronto Stock Exchange (TSX). Each index is made up of 10 to 20 (or more) ETFs, based on investment and other criteria, from a defined set of existing ETFs.

The global indexes are the Sabrient Global Balanced Index (AMEX: SBRGBL), the Sabrient Balanced Growth Index (AMEX: SBRGBG), and the Sabrient Balanced Income Index (AMEX: SBRGBI).

The latter two indexes are tracked by ETFs created by Claymore Investments, Inc., a wholly-owned Canadian subsidiary of Claymore Group Inc.



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