KIC000087 - r • • • D Difference in weight compared...

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Unformatted text preview: r--------------------- • • • D Difference in weight compared to Benchmark. ABS 2.00% 1.50% lIIAB5 1.00% 0.50% 2/25/11 r---------------~ ... ---- m - Week 1and 3 With little knowledge on this asset class we matched the benchmark to prevent any major losses or gains. Week 4 Increased weight due to information that there was a new ABS issuance and improved economic data on credit cards, student loans and auto loans. Week 5 Matched benchmark since group was unable to meet to determine allocation with current information . III III II II II • • • ...
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KIC000087 - r • • • D Difference in weight compared...

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