AlphaShares China Yuan Bond Characteristics: 01.01.2012
Index Characteristics
| Number of Securities: |
41 |
| Weighted Average Option-Adjusted Duration: |
2.15 |
| Weighted Average Maturity: |
2.70 years |
| Weighted Average Coupon: |
2.01 |
| Weighted Average Bond Price: |
99.31 |
| Weighted Average Yield to Maturity: |
2.22 |
Top Ten Holdings
| Holdings |
Coupon |
Maturity |
S&P Issue Rating |
Weight |
| CHINA GOVT BOND 0.6 8/18/2014 |
0.6 |
2014-08-18 |
NR |
4.5% |
| CHINA GOVT BOND 1.4 8/18/2016 |
1.4 |
2016-08-18 |
AA- |
4.5% |
| CHINA GOVT BOND 1.6 12/20/2012 |
1.6 |
2012-12-20 |
#N/A N/A |
4.5% |
| CHINA GOVT BOND 1.94 8/18/2018 |
1.94 |
2018-08-18 |
NR |
4.5% |
| CHINA GOVT BOND 1.6 9/6/2013 |
1.6 |
2013-09-06 |
NR |
4.5% |
| EXP-IMP BK CHINA 2.65 12/2/2013 |
2.65 |
2013-12-02 |
NR |
5.63% |
| CHINA DEV BANK 2.7 11/11/2013 |
2.7 |
2013-11-11 |
AA- |
5.63% |
| CHINA DEV BANK 5.7412 10/14/2013 |
5.5541 |
2013-10-14 |
#N/A N/A |
5.63% |
| CHINA DEVELOP BK 1.3 8/25/2014 |
1.3 |
2014-08-25 |
#N/A N/A |
5.63% |
| EXP-IMP BK CHINA 1.95 12/2/2012 |
1.95 |
2012-12-02 |
NR |
4.5% |
S&P Issue Rating*
| S&P Issue Rating* |
Weight |
| A |
5.71% |
| A+ |
1.8% |
| A- |
1.89% |
| AA+ |
0% |
| AA- |
10.13% |
| AAA |
0% |
| BBB /*- |
0% |
| NR |
48.99% |
* This table only shows S&P Issue Ratings. All issues or issuers in the AlphaShares China Yuan Bond must be rated investment grade by S&P, Moody's and/or Fitch.
Sector Breakdown
| Sector Name |
Weight |
| Financial |
62.8% |
| Government |
23.4% |
| Consumer, Cyclical |
4.9% |
| Basic Materials |
4.05% |
| Consumer, Non-cyclical |
2.16% |
| Utilities |
1.8% |
| Energy |
0.9% |
