BTAH,as of 2013-05-06

Asset Type,Ticker,Quantity
EQUITY,AA,2064
EQUITY,AAPL,39
EQUITY,ABT,471
EQUITY,ACM,606
EQUITY,ADM,513
EQUITY,AEE,483
EQUITY,AES,1257
EQUITY,AET,303
EQUITY,AGCO,327
EQUITY,AGNC,525
EQUITY,AGO,846
EQUITY,AHL,459
EQUITY,AIG,420
EQUITY,AIZ,369
EQUITY,AL,630
EQUITY,ALK,285
EQUITY,ALR,675
EQUITY,ANF,354
EQUITY,APA,237
EQUITY,APOL,954
EQUITY,ARR,2697
EQUITY,ARW,453
EQUITY,ASNA,942
EQUITY,ATK,237
EQUITY,ATVI,1170
EQUITY,AVT,537
EQUITY,AXE,243
EQUITY,AXS,390
EQUITY,BIG,480
EQUITY,BPOP,615
EQUITY,BRCD,3018
EQUITY,BSX,2334
EQUITY,C,375
EQUITY,CA,648
EQUITY,CAR,609
EQUITY,CBT,465
EQUITY,CCL,507
EQUITY,CDE,1161
EQUITY,CF,93
EQUITY,CFN,525
EQUITY,CI,264
EQUITY,CIM,5322
EQUITY,CNO,1542
EQUITY,COF,303
EQUITY,COP,288
EQUITY,CSCO,831
EQUITY,CST,48
EQUITY,CSX,711
EQUITY,CVS,300
EQUITY,CVX,144
EQUITY,CYH,387
EQUITY,CYS,1404
EQUITY,DAL,1017
EQUITY,DAN,1014
EQUITY,DDS,210
EQUITY,DELL,1305
EQUITY,DGX,309
EQUITY,DV,624
EQUITY,EIX,324
EQUITY,EMC,780
EQUITY,ENDP,474
EQUITY,ENH,357
EQUITY,ENR,180
EQUITY,ENS,381
EQUITY,ESL,234
EQUITY,ESRX,294
EQUITY,ESV,303
EQUITY,ETR,246
EQUITY,EXC,468
EQUITY,F,1272
EQUITY,FCX,579
EQUITY,FDX,186
EQUITY,FIS,414
EQUITY,FITB,1032
EQUITY,FNFG,1836
EQUITY,FSLR,378
EQUITY,FTR,4266
EQUITY,GCI,867
EQUITY,GD,237
EQUITY,GE,783
EQUITY,GES,630
EQUITY,GLW,1209
EQUITY,GM,567
EQUITY,GME,498
EQUITY,GMT,345
EQUITY,GNW,1755
EQUITY,GRMN,501
EQUITY,GS,120
EQUITY,GT,1404
EQUITY,GXP,726
EQUITY,HBI,351
EQUITY,HES,243
EQUITY,HFC,354
EQUITY,HIG,621
EQUITY,HLF,441
EQUITY,HMA,1518
EQUITY,HPQ,849
EQUITY,HRS,378
EQUITY,HTS,642
EQUITY,HTZ,729
EQUITY,IACI,372
EQUITY,INGR,243
EQUITY,INTC,729
EQUITY,ITRI,444
EQUITY,IVR,819
EQUITY,JAH,390
EQUITY,JBL,987
EQUITY,JBLU,2544
EQUITY,JCI,498
EQUITY,JPM,357
EQUITY,JW/A,459
EQUITY,KEY,1758
EQUITY,KR,510
EQUITY,KSS,369
EQUITY,LCC,1035
EQUITY,LEA,303
EQUITY,LLL,216
EQUITY,LNC,516
EQUITY,LPNT,366
EQUITY,LPS,630
EQUITY,LUV,1275
EQUITY,M,390
EQUITY,MBI,1881
EQUITY,MDP,450
EQUITY,MET,450
EQUITY,MFA,1893
EQUITY,MRO,537
EQUITY,MRVL,1623
EQUITY,MS,786
EQUITY,MSCC,837
EQUITY,MSFT,528
EQUITY,MUR,282
EQUITY,NBR,1191
EQUITY,NFX,807
EQUITY,NLY,1098
EQUITY,NOC,231
EQUITY,NSC,225
EQUITY,NUS,342
EQUITY,NVE,810
EQUITY,OCR,402
EQUITY,OI,669
EQUITY,OLN,720
EQUITY,PAY,816
EQUITY,PEG,477
EQUITY,PFG,486
EQUITY,PL,459
EQUITY,PLCM,1671
EQUITY,PNC,258
EQUITY,POR,543
EQUITY,PPL,525
EQUITY,PRE,186
EQUITY,PRU,288
EQUITY,R,300
EQUITY,RBC,222
EQUITY,RCII,501
EQUITY,RCL,480
EQUITY,RE,129
EQUITY,RF,2064
EQUITY,RGA,279
EQUITY,RKT,177
EQUITY,ROVI,753
EQUITY,RRD,1416
EQUITY,RS,270
EQUITY,RSG,510
EQUITY,RTN,285
EQUITY,SFD,684
EQUITY,SON,501
EQUITY,SPLS,1332
EQUITY,SPN,639
EQUITY,SPR,873
EQUITY,STI,597
EQUITY,STJ,420
EQUITY,STLD,1173
EQUITY,STX,480
EQUITY,SWY,771
EQUITY,TAP,339
EQUITY,TEL,405
EQUITY,TEN,453
EQUITY,TKR,333
EQUITY,TMUS,1053
EQUITY,TRW,291
EQUITY,TSN,711
EQUITY,TSO,330
EQUITY,TWO,1455
EQUITY,UFS,252
EQUITY,UHS,264
EQUITY,UNH,291
EQUITY,UNM,630
EQUITY,UNT,414
EQUITY,URI,333
EQUITY,URS,399
EQUITY,UTHR,261
EQUITY,VLO,435
EQUITY,VR,453
EQUITY,VSH,1251
EQUITY,WCRX,1224
EQUITY,WDC,318
EQUITY,WLP,240
EQUITY,XLS,1578
EQUITY,XRX,2043
EQUITY,ZMH,228
EQUITY,ACIW,-372
EQUITY,ACN,-216
EQUITY,ADP,-261
EQUITY,AGN,-153
EQUITY,AIV,-564
EQUITY,ALGN,-528
EQUITY,ALKS,-570
EQUITY,ALXN,-177
EQUITY,AMT,-210
EQUITY,AMZN,-69
EQUITY,ANSS,-216
EQUITY,APH,-231
EQUITY,ARG,-180
EQUITY,ARIA,-975
EQUITY,ARUN,-774
EQUITY,ATHN,-183
EQUITY,AVB,-132
EQUITY,AVP,-759
EQUITY,AYI,-240
EQUITY,AZPN,-573
EQUITY,BF/B,-249
EQUITY,BIIB,-81
EQUITY,BMRN,-267
EQUITY,BRE,-348
EQUITY,BXP,-159
EQUITY,CAM,-285
EQUITY,CBL,-729
EQUITY,CBOE,-465
EQUITY,CCI,-225
EQUITY,CEB,-312
EQUITY,CERN,-183
EQUITY,CHRW,-294
EQUITY,CIE,-630
EQUITY,CL,-147
EQUITY,CLB,-120
EQUITY,CLX,-204
EQUITY,CMG,-48
EQUITY,CMP,-201
EQUITY,CNL,-354
EQUITY,CNP,-711
EQUITY,CNQR,-240
EQUITY,COG,-258
EQUITY,CPHD,-459
EQUITY,CPN,-798
EQUITY,CPRT,-501
EQUITY,CPT,-243
EQUITY,CRM,-423
EQUITY,CSGP,-162
EQUITY,CVLT,-237
EQUITY,DCI,-483
EQUITY,DISCA,-219
EQUITY,DLR,-249
EQUITY,DNKN,-453
EQUITY,DPZ,-318
EQUITY,DRC,-315
EQUITY,DRE,-999
EQUITY,DRQ,-210
EQUITY,ECL,-207
EQUITY,EL,-252
EQUITY,EQIX,-81
EQUITY,EQR,-303
EQUITY,ESS,-111
EQUITY,EV,-441
EQUITY,EW,-273
EQUITY,EXP,-255
EQUITY,EXPD,-486
EQUITY,EXR,-405
EQUITY,FAST,-360
EQUITY,FB,-633
EQUITY,FCE/A,-936
EQUITY,FLO,-531
EQUITY,FLT,-228
EQUITY,FMC,-288
EQUITY,FRT,-150
EQUITY,FTI,-324
EQUITY,FTNT,-975
EQUITY,GGG,-291
EQUITY,GGP,-774
EQUITY,GRA,-225
EQUITY,GTLS,-207
EQUITY,GWW,-72
EQUITY,HD,-237
EQUITY,HIW,-426
EQUITY,HME,-270
EQUITY,HMSY,-693
EQUITY,HNZ,-240
EQUITY,HSNI,-330
EQUITY,HSY,-195
EQUITY,IDXX,-198
EQUITY,IFF,-225
EQUITY,IHS,-180
EQUITY,IRM,-465
EQUITY,ISRG,-36
EQUITY,IT,-303
EQUITY,ITC,-189
EQUITY,JBHT,-246
EQUITY,KMX,-378
EQUITY,KORS,-309
EQUITY,KRC,-312
EQUITY,KSU,-162
EQUITY,LAMR,-372
EQUITY,LII,-282
EQUITY,LKQ,-738
EQUITY,LLTC,-483
EQUITY,LNG,-612
EQUITY,LNKD,-90
EQUITY,LSTR,-321
EQUITY,LUFK,-198
EQUITY,MA,-33
EQUITY,MAA,-252
EQUITY,MAC,-252
EQUITY,MAR,-405
EQUITY,MAS,-900
EQUITY,MCO,-288
EQUITY,MDVN,-330
EQUITY,MIDD,-117
EQUITY,MJN,-213
EQUITY,MKC,-243
EQUITY,MMS,-219
EQUITY,MNST,-309
EQUITY,MON,-162
EQUITY,MSM,-222
EQUITY,MTD,-84
EQUITY,N,-201
EQUITY,NATI,-642
EQUITY,NFG,-279
EQUITY,NFLX,-81
EQUITY,NJR,-372
EQUITY,NKE,-273
EQUITY,OHI,-534
EQUITY,OII,-249
EQUITY,OKE,-342
EQUITY,ONXX,-183
EQUITY,PAYX,-480
EQUITY,PCL,-339
EQUITY,PCLN,-24
EQUITY,PCYC,-216
EQUITY,PIR,-750
EQUITY,PLL,-261
EQUITY,PM,-183
EQUITY,PNRA,-99
EQUITY,POL,-771
EQUITY,PPS,-354
EQUITY,PRGO,-147
EQUITY,PSA,-105
EQUITY,QLIK,-675
EQUITY,RAX,-363
EQUITY,REG,-315
EQUITY,REGN,-81
EQUITY,RGLD,-318
EQUITY,RHI,-531
EQUITY,RHT,-363
EQUITY,RLGY,-363
EQUITY,ROP,-147
EQUITY,RPM,-543
EQUITY,RRC,-240
EQUITY,RYN,-297
EQUITY,SBAC,-222
EQUITY,SBH,-582
EQUITY,SBUX,-288
EQUITY,SE,-555
EQUITY,SEIC,-612
EQUITY,SEMG,-336
EQUITY,SHW,-96
EQUITY,SIAL,-222
EQUITY,SIRI,-5418
EQUITY,SKT,-471
EQUITY,SLB,-234
EQUITY,SPG,-99
EQUITY,SRCL,-162
EQUITY,SWI,-345
EQUITY,TCO,-207
EQUITY,TDG,-120
EQUITY,TFM,-429
EQUITY,THRX,-507
EQUITY,TIF,-237
EQUITY,TPX,-357
EQUITY,TRIP,-333
EQUITY,TRMB,-624
EQUITY,TROW,-240
EQUITY,TSCO,-165
EQUITY,TTC,-387
EQUITY,UA,-306
EQUITY,ULTA,-198
EQUITY,ULTI,-180
EQUITY,URBN,-423
EQUITY,V,-105
EQUITY,VMW,-246
EQUITY,VNO,-201
EQUITY,VRSK,-285
EQUITY,VRTX,-228
EQUITY,VSI,-354
EQUITY,WDR,-411
EQUITY,WEC,-390
EQUITY,WFM,-198
EQUITY,WMB,-459
EQUITY,WRI,-513
EQUITY,WTR,-555
EQUITY,WY,-576
EQUITY,YUM,-258


Asset Type,Ticker,Notional
SWAP,DJTLSVT,391239
SWAP,DJTSSVT,-391020
CASH,USD=,3873040


To see index constituents of swap on Bloomberg
use swap index ticker less the letter 't' at the end of the ticker