March, 2010 - Vermont State Treasurer

NQ2J EQUITY FLR FLUOR CORP '343412102 7300 46.51 339523 0
NQ2J EQUITY AET AETNA INC '00817Y108 6000 35.11 210660 0
NQ2J EQUITY JPM JPMORGAN CHASE + CO '46625H100 99100 44.75 4434725 0
NQ2J EQUITY USB US BANCORP '902973304 45400 25.88 1174952 0
NQ2J EQUITY RTN RAYTHEON COMPANY '755111507 5800 57.12 331296 0
NQ2J EQUITY BTU PEABODY ENERGY CORP '704549104 12300 45.7 562110 0
NQ2J EQUITY XTO XTO ENERGY INC '98385X106 18775 47.18 885804.5 0
NQ2J EQUITY KFT KRAFT FOODS INC CLASS A '50075N104 32600 30.24 985824 0
NQ2J EQUITY FTI FMC TECHNOLOGIES INC '30249U101 11400 64.63 736782 0
NQ2J EQUITY COL ROCKWELL COLLINS INC. '774341101 700 62.59 43813 0
NQ2J EQUITY JOYG JOY GLOBAL INC '481165108 4500 56.6 254700 0
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NQ2J EQUITY PRU PRUDENTIAL FINANCIAL INC '744320102 14200 60.5 859100 0
NQ2J EQUITY X UNITED STATES STEEL CORP '912909108 9200 63.52 584384 0
NQ2J EQUITY MMM 3M CO '88579Y101 20200 83.57 1688114 0
NQ2J EQUITY YUM YUM BRANDS INC '988498101 7200 38.33 275976 0
NQ2J EQUITY SLM SLM CORP '78442P106 36200 12.52 453224 0
NQ2J EQUITY POM PEPCO HOLDINGS INC '713291102 6000 17.15 102900 0
NQ2J EQUITY COP CONOCOPHILLIPS '20825C104 21500 51.17 1100155 0
NQ2J EQUITY CNP CENTERPOINT ENERGY INC '15189T107 53700 14.36 771132 0
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NQ2J EQUITY NIHD NII HOLDINGS INC '62913F201 5300 41.66 220798 0
NQ2J EQUITY CMCSA COMCAST CORP CLASS A '20030N101 35400 18.82 666228 0
NQ2J EQUITY JNS JANUS CAPITAL GROUP INC '47102X105 15000 14.29 214350 0
NQ2J EQUITY PCLN PRICELINE.COM INC '741503403 1000 255 255000 0
NQ2J EQUITY ISRG INTUITIVE SURGICAL INC '46120E602 1100 348.13 382943 0
NQ2J EQUITY DELL DELL INC '24702R101 34400 15.01 516344 0
NQ2J EQUITY MHS MEDCO HEALTH SOLUTIONS INC '58405U102 9400 64.56 606864 0
NQ2J EQUITY BIIB BIOGEN IDEC INC '09062X103 6400 57.36 367104 0
NQ2J EQUITY NRG NRG ENERGY INC '629377508 4500 20.9 94050 0
NQ2J EQUITY HSP HOSPIRA INC '441060100 3700 56.65 209605 0
NQ2J EQUITY FHN FIRST HORIZON NATIONAL CORP '320517105 11873.407 14.05 166821.37 0
NQ2J EQUITY MFE MCAFEE INC '579064106 23600 40.13 947068 0
NQ2J EQUITY RF REGIONS FINANCIAL CORP '7591EP100 46300 7.85 363455 0
NQ2J EQUITY GOOG GOOGLE INC CL A '38259P508 6600 567.01 3742266 0
NQ2J EQUITY WLP WELLPOINT INC '94973V107 12600 64.38 811188 0
NQ2J EQUITY EXPE EXPEDIA INC '30212P105 37600 24.96 938496 0
NQ2J EQUITY CHRW C.H. ROBINSON WORLDWIDE INC '12541W209 3700 55.85 206645 0
NQ2J EQUITY LLY ELI LILLY + CO '532457108 21000 36.22 760620 0
NQ2J EQUITY MCD MCDONALD S CORP '580135101 25900 66.72 1728048 0
NQ2J EQUITY STT STATE STREET CORP '857477103 13300 45.14 600362 0
NQ2J EQUITY UTX UNITED TECHNOLOGIES CORP '913017109 25200 73.61 1854972 0
NQ2J EQUITY AXP AMERICAN EXPRESS CO '025816109 18400 41.26 759184 0
NQ2J EQUITY KO COCA COLA CO/THE '191216100 51100 55 2810500 0
NQ2J EQUITY MAR MARRIOTT INTERNATIONAL CL A '571903202 23464 31.52 739585.28 0
NQ2J EQUITY NKE NIKE INC CL B '654106103 7400 73.5 543900 0
NQ2J EQUITY ADI ANALOG DEVICES INC '032654105 9100 28.82 262262 0
NQ2J EQUITY BBBY BED BATH + BEYOND INC '075896100 19100 43.76 835816 0
NQ2J EQUITY CAH CARDINAL HEALTH INC '14149Y108 7600 36.03 273828 0
NQ2J EQUITY CSC COMPUTER SCIENCES CORP '205363104 4800 54.49 261552 0
NQ2J EQUITY HOG HARLEY DAVIDSON INC '412822108 10900 28.07 305963 0
NQ2J EQUITY KR KROGER CO '501044101 27600 21.66 597816 0
NQ2J EQUITY PEP PEPSICO INC '713448108 49785 66.16 3293775.6 0
NQ2J EQUITY UPS UNITED PARCEL SERVICE CL B '911312106 20700 64.41 1333287 0
NQ2J EQUITY SHW SHERWIN WILLIAMS CO/THE '824348106 5400 67.68 365472 0
NQ2J EQUITY DE DEERE + CO '244199105 7900 59.46 469734 0
NQ2J EQUITY KIM KIMCO REALTY CORP '49446R109 10300 15.64 161092 0
NQ2J EQUITY AVP AVON PRODUCTS INC '054303102 15900 33.87 538533 0
NQ2J EQUITY AVB AVALONBAY COMMUNITIES INC '053484101 4200 86.35 362670 0
NQ2J EQUITY BXP BOSTON PROPERTIES INC '101121101 5800 75.44 437552 0
NQ2J EQUITY ICE INTERCONTINENTALEXCHANGE INC '45865V100 2800 112.18 314104 0
NQ2J EQUITY T AT+T INC '00206R102 169072 25.84 4368820.48 0
NQ2J EQUITY AMTD TD AMERITRADE HOLDING CORP '87236Y108 10400 19.06 198224 0
NQ2J EQUITY FIS FIDELITY NATIONAL INFORMATIO '31620M106 7000 23.44 164080 0
NQ2J EQUITY CA CA INC '12673P105 40300 23.47 945841 0
NQ2J EQUITY DUK DUKE ENERGY CORP '26441C105 4500 16.32 73440 0
NQ2J EQUITY HOT STARWOOD HOTELS RESORTS '85590A401 5000 46.64 233200 0
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NQ2J EQUITY LINTA LIBERTY MEDIA CORPINTER A '53071M104 29500 15.31 451645 0
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NQ2J EQUITY JDSU JDS UNIPHASE CORP '46612J507 30200 12.53 378406 0
NQ2J EQUITY FSLR FIRST SOLAR INC '336433107 900 122.65 110385 0
NQ2J EQUITY SE SPECTRA ENERGY CORP '847560109 28900 22.53 651117 0
NQ2J EQUITY TRV TRAVELERS COS INC/THE '89417E109 12000 53.94 647280 0
NQ2J EQUITY NYX NYSE EURONEXT '629491101 8000 29.61 236880 0
NQ2J EQUITY M MACY S INC '55616P104 19200 21.77 417984 0
NQ2J EQUITY BK BANK OF NEW YORK MELLON CORP '064058100 22000 30.88 679360 0
NQ2J EQUITY CME CME GROUP INC '12572Q105 1300 316.11 410943 0
NQ2J EQUITY MI MARSHALL + ILSLEY CORP '571837103 48500 8.05 390425 0
NQ2J EQUITY IVZ INVESCO LTD 'G491BT108 17300 21.91 379043 0