DPM 2012 SP1 and copy library

I am running DPM 2012 SP1 with a HP StoreOnce VTL and a HP MSL 4048 tape library. I want to use the VTL for short term protection and the tape library for long term protection. I have setup a Protection Group to backup to the VTL as the Library and the tape library as the Copy Library. I noticed on the Friday backup the Protection job backed up to both the VTL and the tape library and there are two tape sets. Is this built into DPM to do this on a Friday backup?