| Amount | Holding |
|---|---|
| 40.44% | Dj U.S. Consumer Goods Index Swap Ubs Ag |
| 27.48% | Dj U.S. Consumer Goods Index Swap Societe Generale |
| 15.75% | Ishares U.S. Consumer Goods Swap Bank Of America Na |
| 15.19% | Dj U.S. Consumer Goods Index Swap Bank Of America Na |
| 14.99% | Ishares U.S. Consumer Goods Swap Morgan Stanley & Co. International P |
| 9.31% | Procter & Gamble Co |
| 7.31% | Dj U.S. Consumer Goods Index Swap Goldman Sachs International |
| 5.90% | PepsiCo Inc |
| 5.79% | Coca-Cola Co |
| 3.95% | Nike Inc B |