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AlphaShares China Yuan Bond Characteristics: 07.01.2012

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
BANK OF CHINA 2.9 9/30/2013 2.9 2013-09-30 A 4.5%
CHINA DEV BANK 4.9483 10/14/2013 4.9483 2013-10-14 #N/A N/A 4.5%
CHINA DEV BANK 2.7 11/11/2013 2.7 2013-11-11 NR 4.5%
EXP-IMP BK CHINA 2.65 12/2/2013 2.65 2013-12-02 NR 4.5%
CHINA GOVT BOND 1.8 12/1/2015 1.8 2015-12-01 NR 4.5%
BK OF COMM - HK 1.35 4/1/2014 1.35 2014-04-01 NR 4.5%
CHINA CON BK HK 1.05 6/3/2013 1.05 2013-06-03 NR 4.5%
AGR BK CHINA(HK) 1.2 6/24/2013 1.2 2013-06-24 NR 4.5%
CHINA DEVELOP BK 1.3 8/25/2014 1.3 2014-08-25 #N/A N/A 4.5%
CHINA GOVT BOND 0.6 8/18/2014 0.6 2014-08-18 AA- 4.5%

S&P Issue Rating*

S&P Issue Rating* Weight
A 11.76%
A+ 0.44%
A- 3.89%
AA+ 0%
AA- 9%
AAA 0.22%
BBB /*- 0%
NR 55.32%

* 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 60.42%
Government 23.54%
Consumer, Cyclical 6.23%
Basic Materials 3.85%
Consumer, Non-cyclical 1.96%
Utilities 1.48%
Communications 1.48%
Energy 1.04%