March, 2010 - Vermont State Treasurer

NQ2L FIXED INCOME SIRIUS XM RADIO INC '82967NAD0 400000 99.625 398500 8.75 4/1/2015
NQ2L FIXED INCOME US STEEL CORP '912909AF5 480000 100.25 481200 7.375 4/1/2020
NQ2L FIXED INCOME CENTENE CORP '15135BAB7 800000 99.125 793000 7.25 4/1/2014
NQ2L FIXED INCOME CRUM + FORSTER HLODS CORP '228800AF5 1300000 99 1287000 7.75 5/1/2017
NQ2L FIXED INCOME LEUCADIA NATL CORP '527288BC7 1200000 99 1188000 7.125 3/15/2017
NQ2L FIXED INCOME LEUCADIA NATL CORP '527288BD5 500000 103.625 518125 8.125 9/15/2015
NQ2L FIXED INCOME REGENCY ENERGY PARTNERS LP '75886AAB4 650000 103.75 674375 8.375 12/15/2013
NQ2L FIXED INCOME HCA INC '404119AX7 450000 106.313 478408.5 9.25 11/15/2016
NQ2L FIXED INCOME HCA INC '404119BA6 550000 107.125 589187.5 9.625 11/15/2016
NQ2L FIXED INCOME QUEBECOR MEDIA INC '74819RAK2 1000000 101.25 1012500 7.75 3/15/2016
NQ2L FIXED INCOME BERRY PLATICS CORP '085790AP8 1200000 95.5 1146000 5.00125 2/15/2015
NQ2L FIXED INCOME CW MEDIA HOLDINGS INC '126696AA1 542156.56 111 601793.78 13.5 8/15/2015
NQ2L FIXED INCOME READERS DIGEST ASSN INC '755267AF8 625000 0 0 9 2/15/2017
NQ2L FIXED INCOME AXCAN INTERMEDIATE HOLD '05454RAE0 250000 108 270000 9.25 3/1/2015
NQ2L FIXED INCOME AXCAN INTER HLDGS INC '05454RAG5 250000 110 275000 12.75 3/1/2016
NQ2L FIXED INCOME HCA INC '404119BB4 500000 109 545000 9.875 2/15/2017
NQ2L FIXED INCOME SPX CORP '784635AL8 502000 104.625 525217.5 7.625 12/15/2014
NQ2L FIXED INCOME RYERSON INC '78375PAL1 800000 105 840000 12 11/1/2015
NQ2L FIXED INCOME HCA INC '404119BE8 375000 107.563 403361.25 8.5 4/15/2019
NQ2L FIXED INCOME ENCORE ACQUISITION CO '29255WAJ9 1000000 108.125 1081250 9.5 5/1/2016
NQ2L FIXED INCOME SUPERVALUE INC '868536AT0 1100000 101.25 1113750 8 5/1/2016
NQ2L FIXED INCOME LINN ENERGY LLC '536022AA4 800000 113.5 908000 11.75 5/15/2017
NQ2L FIXED INCOME CALPINE CONSTRUCTION FIN '13134YAD9 800000 102.25 818000 8 6/1/2016
NQ2L FIXED INCOME PETROHAWK ENERGY CORP '716495AD8 250000 101.875 254687.5 7.875 6/1/2015
NQ2L FIXED INCOME SEALY CORPORATION '812141AP4 337000 112 377440 10.875 4/15/2016
NQ2L FIXED INCOME CORRECTIONS CORP OF AMER '22025YAK6 300000 104.5 313500 7.75 6/1/2017
NQ2L FIXED INCOME WMG ACQUSITION CORP '92933BAA2 400000 106.875 427500 9.5 6/15/2016
NQ2L FIXED INCOME APRIA HEALTHCARE GROUP '037933AD0 725000 108.75 788437.5 11.25 11/1/2014
NQ2L FIXED INCOME NRG ENERGY INC '629377BG6 1500000 101.25 1518750 8.5 6/15/2019
NQ2L FIXED INCOME SEALED AIR CORP '81211KAN0 475000 108.583 515769.25 7.875 6/15/2017
NQ2L FIXED INCOME XM SATELLITE RADIO INC '98375YAW6 1000000 108.25 1082500 11.25 6/15/2013
NQ2L FIXED INCOME INTELSAT JACKSON HLDGS LTD '458207AF4 1875000 106.5 1996875 9.5 6/15/2016
NQ2L FIXED INCOME WIND ACQUISITION FIN SA '97314XAE4 1000000 110.5 1105000 11.75 7/15/2017
NQ2L FIXED INCOME CASELLA WASTE SYSTEMS IN '147448AC8 375000 107.25 402187.5 11 7/15/2014
NQ2L FIXED INCOME TOYS R US PROPERTY CO I '89236LAA0 850000 111.5 947750 10.75 7/15/2017
NQ2L FIXED INCOME FREEDOM GROUP INC '35638PAA8 525000 105.75 555187.5 10.25 8/1/2015
NQ2L FIXED INCOME SBA TELECOMMUNICATIONS '78401FAA5 700000 105.25 736750 8 8/15/2016
NQ2L FIXED INCOME RELIANCE INTERMEDIATE HO '759479AA6 825000 105.75 872437.5 9.5 12/15/2019
NQ2L FIXED INCOME GREAT ATLANTIC + PAC TEA '390064AL7 275000 98.5 270875 11.375 8/1/2015
NQ2L FIXED INCOME INGLES MARKETS INC '457030AG9 475000 104.5 496375 8.875 5/15/2017
NQ2L FIXED INCOME APRIA HEALTHCARE GROUP I '037933AF5 450000 109.5 492750 12.375 11/1/2014
NQ2L FIXED INCOME SIRIUS XM RADIO INC '82967NAA6 500000 108 540000 9.75 9/1/2015
NQ2L FIXED INCOME OMNICARE INC '681904AJ7 750000 100.5 753750 6.75 12/15/2013
NQ2L FIXED INCOME BLOCK COMMUNICATIONS INC '093645AD1 550000 100 550000 8.25 12/15/2015
NQ2L FIXED INCOME COLUMBUS MCKINNON CORP NY '199333AG0 1250000 102.25 1278125 8.875 11/1/2013
NQ2L FIXED INCOME DYCOM INVT INC '267482AC1 900000 93 837000 8.125 10/15/2015
NQ2L FIXED INCOME INERGY L P + INERGY FIN CORP '45661TAD3 800000 103 824000 8.25 3/1/2016
NQ2L FIXED INCOME SUNGUARD DATA SYS INC '867363AH6 1000000 102.5 1025000 9.125 8/15/2013
NQ2L FIXED INCOME COPANO ENERGY L L C '217203AB4 1350000 101.375 1368562.5 8.125 3/1/2016
NQ2L FIXED INCOME PHIBRO ANIMAL HEALTH CORP '71742QAN6 600000 103.875 623250 10 8/1/2013
NQ2L FIXED INCOME SGS INTERNATIONAL INC '784216AB9 610000 105.125 641262.5 12 12/15/2013
NQ2L FIXED INCOME REICHHOLD INDS INC '759219AA6 650000 94.75 615875 9 8/15/2014
NQ2L FIXED INCOME KABEL DEUTSCHLAND GMBH '48282AAB1 1000000 104.875 1048750 10.625 7/1/2014
NQ2L FIXED INCOME EDISON MISSION ENERGY '281023AN1 1450000 86.75 1257875 7.5 6/15/2013
NQ2L FIXED INCOME NRG ENERGY INC '629377AX0 450000 99 445500 7.375 1/15/2017
NQ2L FIXED INCOME H + E EQUIP SVCS INC '404030AC2 500000 96.75 483750 8.375 7/15/2016
NQ2L FIXED INCOME WCA WASTE CORP '92926KAB9 733000 100.75 738497.5 9.25 6/15/2014
NQ2L FIXED INCOME FORD MTR CR CO '345397VD2 500000 97.125 485625 3.00125 1/13/2012
NQ2L FIXED INCOME ESCO CORP '296313AB5 1000000 88.75 887500 4.13203 12/15/2013
NQ2L FIXED INCOME SUSSER HLDGS L L C '869237AA5 759000 104 789360 10.625 12/15/2013
NQ2L FIXED INCOME JARDEN CORP '471109AB4 850000 101.375 861687.5 7.5 5/1/2017
NQ2L FIXED INCOME INTERNATIONAL LEASE FIN CORP '459745FX8 1175000 102.303 1202060.25 8.75 3/15/2017
NQ2L FIXED INCOME LEAR CORP '521865AS4 375000 101.625 381093.75 8.125 3/15/2020
NQ2L FIXED INCOME LBI ESCROW CORP '50178TAA5 1025000 103.75 1063437.5 8 11/1/2017
NQ2L FIXED INCOME CONSOL ENERGY '20854PAE9 900000 102.75 924750 8.25 4/1/2020
NQ2L FIXED INCOME NEW COMMUNICATIONS HLDGS '35906AAE8 1225000 101.75 1246437.5 8.25 4/15/2017
NQ2L EQUITY ENERGY XXI BERMUDA LTD 'G10082157 14106.4 19.5 275074.8 0
NQ2L FIXED INCOME OMEGA HLTHCARE INVESTORS '681936AU4 500000 101 505000 7.5 2/15/2020
NQ2L FIXED INCOME SEVERSTAL COLUMBUS LLC '818149AA4 650000 105.125 683312.5 10.25 2/15/2018
NQ2L CASH US DOLLAR 'USD 2.06 1 2.06 0
NQ2L FIXED INCOME METROPCS WIRELESS INC '591709AJ9 700000 101.75 712250 9.25 11/1/2014
NQ2L FIXED INCOME PLAINS EXPLORATION + PROD '726505AH3 275000 106 291500 8.625 10/15/2019
NQ2L FIXED INCOME FERRELLGAS PARTNERS LP '315292AG7 600000 104.75 628500 9.125 10/1/2017
NQ2L FIXED INCOME CABLEVISION SYSTEM CORP '12686CAX7 1000000 105.75 1057500 8.625 9/15/2017
NQ2L FIXED INCOME QWEST COMMUNICATIONS INT '749121BZ1 300000 106.5 319500 8 10/1/2015
NQ2L FIXED INCOME FORD MOTOR CREDIT CO LLC '345397VL4 875000 108.431 948771.25 8.7 10/1/2014
NQ2L FIXED INCOME STREAM GLOBAL SERVICES I '86323MAA8 1000000 104 1040000 11.25 10/1/2014
NQ2L FIXED INCOME ELAN CORP PLC '284138AJ3 450000 99 445500 8.75 10/15/2016
NQ2L FIXED INCOME TOPS MARKETS '89078WAA7 975000 104 1014000 10.125 10/15/2015
NQ2L FIXED INCOME RITE AID CORP '767754BX1 225000 107.5 241875 9.75 6/12/2016
NQ2L FIXED INCOME TALECRIS BIOTHERAPEUTICS '874227AA9 1225000 100.5 1231125 7.75 11/15/2016
NQ2L FIXED INCOME PETROHAWK ENERGY CORP '716495AH9 400000 110.375 441500 10.5 8/1/2014
NQ2L FIXED INCOME INTERPUBLIC GROUP COS '460690BF6 300000 113.125 339375 10 7/15/2017