SIZ,as of 2013-05-20

Asset Type,Ticker,Quantity
EQUITY,AAN,597
EQUITY,AHL,444
EQUITY,AL,612
EQUITY,ALGN,513
EQUITY,ALKS,555
EQUITY,AOL,438
EQUITY,ARIA,951
EQUITY,ARR,2622
EQUITY,ARUN,753
EQUITY,ASBC,1188
EQUITY,ASNA,918
EQUITY,ATK,231
EQUITY,ATML,2622
EQUITY,ATO,384
EQUITY,ATU,543
EQUITY,AXE,237
EQUITY,AZPN,558
EQUITY,BC,540
EQUITY,BID,480
EQUITY,BIG,465
EQUITY,BKE,351
EQUITY,BOH,357
EQUITY,BPOP,597
EQUITY,BRCD,2937
EQUITY,BRY,354
EQUITY,BYI,318
EQUITY,CAKE,426
EQUITY,CAR,594
EQUITY,CASY,294
EQUITY,CBOE,453
EQUITY,CBT,453
EQUITY,CDE,1128
EQUITY,CFFN,1428
EQUITY,CHMT,801
EQUITY,CLC,330
EQUITY,CLGX,627
EQUITY,CLI,618
EQUITY,CLP,732
EQUITY,CMP,198
EQUITY,CNC,369
EQUITY,CNK,555
EQUITY,CNL,345
EQUITY,CNO,1500
EQUITY,CNW,504
EQUITY,CPHD,447
EQUITY,CPWR,1419
EQUITY,CRI,261
EQUITY,CRR,243
EQUITY,CRS,381
EQUITY,CSE,1914
EQUITY,CSGP,159
EQUITY,CVA,846
EQUITY,CYN,297
EQUITY,CYS,1368
EQUITY,DAN,984
EQUITY,DAR,915
EQUITY,DBD,579
EQUITY,DF,885
EQUITY,DPZ,309
EQUITY,DST,246
EQUITY,EAT,435
EQUITY,EME,453
EQUITY,EPR,300
EQUITY,ESL,228
EQUITY,FAF,636
EQUITY,FCE/A,912
EQUITY,FCS,1323
EQUITY,FEIC,270
EQUITY,FHN,1638
EQUITY,FII,741
EQUITY,FSLR,366
EQUITY,FTR,4149
EQUITY,FULT,1542
EQUITY,FWLT,810
EQUITY,GEF,357
EQUITY,GEO,453
EQUITY,GES,615
EQUITY,GME,486
EQUITY,GMT,336
EQUITY,GNTX,759
EQUITY,GPOR,324
EQUITY,GT,1368
EQUITY,GTLS,201
EQUITY,GXP,705
EQUITY,HAE,441
EQUITY,HAIN,261
EQUITY,HAR,381
EQUITY,HBI,339
EQUITY,HE,603
EQUITY,HII,321
EQUITY,HIW,414
EQUITY,HLS,621
EQUITY,HLX,738
EQUITY,HMA,1476
EQUITY,HMSY,675
EQUITY,HNT,576
EQUITY,HR,567
EQUITY,HRC,498
EQUITY,HSC,786
EQUITY,HSNI,321
EQUITY,HTS,624
EQUITY,HTSI,408
EQUITY,HXL,555
EQUITY,IDA,348
EQUITY,IM,963
EQUITY,INCY,774
EQUITY,ITT,615
EQUITY,IVR,795
EQUITY,KOG,2175
EQUITY,LCC,1008
EQUITY,LHO,657
EQUITY,LII,273
EQUITY,LPNT,357
EQUITY,LPS,612
EQUITY,LPX,942
EQUITY,LSTR,312
EQUITY,LTM,366
EQUITY,LUFK,192
EQUITY,LYV,1341
EQUITY,MAA,246
EQUITY,MBI,1830
EQUITY,MDR,1599
EQUITY,MDRX,1233
EQUITY,MIDD,114
EQUITY,MMS,213
EQUITY,MTN,282
EQUITY,MTW,903
EQUITY,MYGN,612
EQUITY,NAV,510
EQUITY,NFX,783
EQUITY,NUS,333
EQUITY,OFC,588
EQUITY,OMI,522
EQUITY,ORI,1266
EQUITY,PB,369
EQUITY,PBI,1212
EQUITY,PIR,732
EQUITY,PL,447
EQUITY,PLCM,1623
EQUITY,PMTC,708
EQUITY,PNY,495
EQUITY,POR,528
EQUITY,PPO,405
EQUITY,PPS,345
EQUITY,PRA,348
EQUITY,QLIK,657
EQUITY,R,294
EQUITY,RCII,486
EQUITY,RGC,966
EQUITY,RHP,381
EQUITY,ROSE,396
EQUITY,ROVI,732
EQUITY,RRD,1377
EQUITY,SD,3300
EQUITY,SF,528
EQUITY,SFD,666
EQUITY,SHOO,348
EQUITY,SIVB,240
EQUITY,SLXP,327
EQUITY,SMG,375
EQUITY,SPR,849
EQUITY,STE,411
EQUITY,STRZA,726
EQUITY,TCB,1170
EQUITY,TDS,759
EQUITY,TDW,324
EQUITY,TDY,228
EQUITY,TECD,366
EQUITY,TEN,441
EQUITY,TER,1029
EQUITY,THOR,465
EQUITY,THS,267
EQUITY,TK,477
EQUITY,TPX,348
EQUITY,TTC,378
EQUITY,TWTC,627
EQUITY,UFS,246
EQUITY,ULTI,174
EQUITY,UNFI,342
EQUITY,UNT,405
EQUITY,USG,654
EQUITY,VC,288
EQUITY,VLY,1896
EQUITY,VSAT,351
EQUITY,VVC,453
EQUITY,WBS,729
EQUITY,WCG,291
EQUITY,WEN,2946
EQUITY,WGL,369
EQUITY,WLT,960
EQUITY,WPO,39
EQUITY,WPX,1083
EQUITY,WR,489
EQUITY,WRE,597
EQUITY,WSO,201
EQUITY,WTW,402
EQUITY,WWD,474
EQUITY,WWW,354
EQUITY,X,978
EQUITY,XLS,1536
EQUITY,A,-411
EQUITY,AAPL,-39
EQUITY,ABBV,-369
EQUITY,ABT,-459
EQUITY,ACE,-189
EQUITY,ACN,-210
EQUITY,ADBE,-378
EQUITY,ADM,-501
EQUITY,ADP,-252
EQUITY,AEP,-330
EQUITY,AFL,-312
EQUITY,AGN,-150
EQUITY,AIG,-408
EQUITY,ALL,-345
EQUITY,AMGN,-162
EQUITY,AMT,-204
EQUITY,AMZN,-66
EQUITY,AON,-282
EQUITY,APA,-231
EQUITY,APC,-201
EQUITY,APD,-195
EQUITY,AXP,-249
EQUITY,BA,-186
EQUITY,BAC,-1383
EQUITY,BAX,-243
EQUITY,BBT,-552
EQUITY,BEN,-111
EQUITY,BIIB,-78
EQUITY,BK,-603
EQUITY,BLK,-63
EQUITY,BMY,-429
EQUITY,BRCM,-471
EQUITY,BRK/B,-159
EQUITY,BXP,-156
EQUITY,C,-363
EQUITY,CAT,-201
EQUITY,CB,-192
EQUITY,CBS,-372
EQUITY,CCL,-492
EQUITY,CELG,-144
EQUITY,CL,-282
EQUITY,CMCSA,-411
EQUITY,CME,-279
EQUITY,CMI,-159
EQUITY,COF,-294
EQUITY,COP,-282
EQUITY,COST,-156
EQUITY,COV,-267
EQUITY,CRM,-414
EQUITY,CSCO,-807
EQUITY,CSX,-690
EQUITY,CTL,-453
EQUITY,CTSH,-264
EQUITY,CVS,-294
EQUITY,CVX,-141
EQUITY,D,-276
EQUITY,DD,-312
EQUITY,DE,-189
EQUITY,DELL,-1272
EQUITY,DFS,-387
EQUITY,DHR,-279
EQUITY,DIS,-270
EQUITY,DISCA,-216
EQUITY,DOW,-501
EQUITY,DTV,-300
EQUITY,DUK,-225
EQUITY,DVN,-309
EQUITY,EBAY,-321
EQUITY,ECL,-201
EQUITY,EL,-243
EQUITY,EMC,-759
EQUITY,EMR,-306
EQUITY,EOG,-141
EQUITY,EQR,-294
EQUITY,ESRX,-285
EQUITY,ETN,-276
EQUITY,EXC,-456
EQUITY,F,-1239
EQUITY,FAST,-348
EQUITY,FCX,-564
EQUITY,FDX,-180
EQUITY,FE,-366
EQUITY,GD,-228
EQUITY,GE,-762
EQUITY,GGP,-756
EQUITY,GILD,-336
EQUITY,GIS,-336
EQUITY,GLW,-1173
EQUITY,GM,-552
EQUITY,GOOG,-21
EQUITY,GS,-117
EQUITY,GWW,-69
EQUITY,HAL,-399
EQUITY,HCP,-321
EQUITY,HD,-231
EQUITY,HNZ,-234
EQUITY,HON,-231
EQUITY,HPQ,-825
EQUITY,IBM,-84
EQUITY,INTC,-711
EQUITY,INTU,-285
EQUITY,IP,-360
EQUITY,IR,-315
EQUITY,ISRG,-36
EQUITY,ITW,-264
EQUITY,JCI,-483
EQUITY,JNJ,-198
EQUITY,JPM,-348
EQUITY,K,-261
EQUITY,KMB,-165
EQUITY,KMI,-435
EQUITY,KO,-402
EQUITY,KRFT,-330
EQUITY,L,-381
EQUITY,LLY,-306
EQUITY,LMT,-171
EQUITY,LNKD,-90
EQUITY,LOW,-441
EQUITY,LVS,-303
EQUITY,LYB,-279
EQUITY,MA,-30
EQUITY,MCD,-168
EQUITY,MCK,-159
EQUITY,MDLZ,-540
EQUITY,MDT,-366
EQUITY,MET,-435
EQUITY,MMC,-447
EQUITY,MMM,-162
EQUITY,MO,-465
EQUITY,MON,-159
EQUITY,MOS,-276
EQUITY,MRK,-360
EQUITY,MRO,-522
EQUITY,MS,-765
EQUITY,MSFT,-516
EQUITY,NEE,-207
EQUITY,NEM,-531
EQUITY,NKE,-267
EQUITY,NOC,-225
EQUITY,NOV,-261
EQUITY,NSC,-219
EQUITY,NWSA,-549
EQUITY,ORCL,-519
EQUITY,OXY,-192
EQUITY,PCAR,-342
EQUITY,PCG,-351
EQUITY,PCLN,-24
EQUITY,PCP,-90
EQUITY,PEP,-207
EQUITY,PFE,-579
EQUITY,PG,-222
EQUITY,PH,-192
EQUITY,PLD,-408
EQUITY,PM,-177
EQUITY,PNC,-249
EQUITY,PPL,-510
EQUITY,PRU,-282
EQUITY,PSA,-102
EQUITY,PSX,-282
EQUITY,PX,-150
EQUITY,QCOM,-276
EQUITY,RAI,-357
EQUITY,RTN,-276
EQUITY,SBUX,-279
EQUITY,SCHW,-1002
EQUITY,SE,-540
EQUITY,SHW,-93
EQUITY,SLB,-228
EQUITY,SO,-354
EQUITY,SPG,-96
EQUITY,STT,-291
EQUITY,SYK,-261
EQUITY,SYY,-486
EQUITY,T,-453
EQUITY,TEL,-393
EQUITY,TGT,-240
EQUITY,TJX,-348
EQUITY,TRV,-198
EQUITY,TWC,-180
EQUITY,TWX,-282
EQUITY,TXN,-471
EQUITY,TYC,-525
EQUITY,UNH,-285
EQUITY,UNP,-114
EQUITY,UPS,-198
EQUITY,USB,-510
EQUITY,UTX,-186
EQUITY,V,-102
EQUITY,VIAB,-264
EQUITY,VMW,-240
EQUITY,VZ,-315
EQUITY,WAG,-345
EQUITY,WFC,-447
EQUITY,WFM,-192
EQUITY,WM,-417
EQUITY,WMB,-447
EQUITY,WMT,-219
EQUITY,XOM,-192
EQUITY,YHOO,-684
EQUITY,YUM,-249


Asset Type,Ticker,Notional
SWAP,DJTLSST,399546
SWAP,DJTSSST,-395442
CASH,USD=,3765522


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