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Return Swap on MLP Index

I have a client who is interested in hedging some MLP exposure and am trying to ascertain whether a return swap on the primary MLP index, the Alerian, is an option. Our office has reached out to some of our banking relationships and thus far come up only with a fee for service offer to construct a basket of securities to short, which we can do ourselves. Do any of you have any experience or knowledge of finding a counterparty who is interested in taking the long side of the MLP index? As is obvious by my posting such a request here, this is a little out of our wheelhouse. Thanks.

Thomas

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