有報資料

有価証券報告書(内国投資信託受益証券)-第15期(平成27年5月12日-平成28年5月10日)

【提出】: 2016/07/28 9:08
【資料】: PDFをみる
【項目】: 53項目

外国株式MSCI-KOKUSAIマザーファンド
貸借対照表

(単位:円)
	(平成28年 5月10日現在)
資産の部
流動資産
預金	2,943,844,382
コール・ローン	2,661,985,395
株式	295,748,498,990
投資信託受益証券	23,462,609
投資証券	8,693,950,839
派生商品評価勘定	31,594,173
未収入金	2,090,747
未収配当金	500,455,784
差入委託証拠金	1,451,492,195
流動資産合計	312,057,375,114
資産合計	312,057,375,114
負債の部
流動負債
派生商品評価勘定	29,922,573
未払金	19,854,736
未払解約金	2,018,478,076
未払利息	4,722
その他未払費用	4,001,400
流動負債合計	2,072,261,507
負債合計	2,072,261,507
純資産の部
元本等
元本	160,220,261,550
剰余金
期末剰余金又は期末欠損金(△)	149,764,852,057
元本等合計	309,985,113,607
純資産合計	309,985,113,607
負債純資産合計	312,057,375,114

注記表

(重要な会計方針に係る事項に関する注記)

1.運用資産の評価基準及び評価方法	株式
1.運用資産の評価基準及び評価方法	原則として時価で評価しております。時価評価にあたっては、市場価格のある有価証券についてはその最終相場(計算日に最終相場のない場合には、直近の日の最終相場)で評価しております。
	投資信託受益証券
	原則として時価で評価しております。時価評価にあたっては、市場価格のある有価証券についてはその最終相場(計算日に最終相場のない場合には、直近の日の最終相場)で評価しております。
	投資証券
	原則として時価で評価しております。時価評価にあたっては、市場価格のある有価証券についてはその最終相場(計算日に最終相場のない場合には、直近の日の最終相場)で評価しております。
	先物取引
	計算日に知りうる直近の日の主たる取引所の発表する清算値段又は最終相場で評価しております。
	為替予約取引
	計算日において予約為替の受渡日の対顧客先物相場の仲値で評価しております。
2.外貨建資産・負債の本邦通貨への換算基準	信託財産に属する外貨建資産・負債の円換算は、原則として、わが国における計算期間末日の対顧客電信売買相場の仲値によって計算しております。
3.費用・収益の計上基準	受取配当金
3.費用・収益の計上基準	(株式、投資証券) 受取配当金は、原則として配当落ち日において、確定配当金額又は予想配当金額を計上しております。 (投資信託受益証券) 受取配当金は、投資信託受益証券の収益分配金を、原則として収益分配金落の売買が行なわれる日において、当該収益分配金額を計上しております。
	有価証券売買等損益
	約定日基準で計上しております。
	派生商品取引等損益
	約定日基準で計上しております。
	為替差損益
	約定日基準で計上しております。
4.金融商品の時価等に関する事項の補足説明	金融商品の時価には、市場価格に基づく価額のほか、市場価格がない場合には合理的に算定された価額が含まれております。当該価額の算定においては一定の前提条件等を採用しているため、異なる前提条件等によった場合、当該価額が異なることもあります。また、デリバティブ取引に関する契約額等は、あくまでもデリバティブ取引における名目的な契約額または計算上の想定元本であり、当該金額自体がデリバティブ取引の市場リスクの大きさを示すものではありません。

(貸借対照表に関する注記)

平成28年 5月10日現在
1.	計算期間の末日における1単位当たりの純資産の額
		1口当たり純資産額	1.9347円
		(10,000口当たり純資産額)	(19,347円)

(金融商品に関する注記)

(1)金融商品の状況に関する事項

自平成27年 5月12日
至平成28年 5月10日

1.金融商品に対する取組方針

当ファンドは、投資信託及び投資法人に関する法律第2条第4項に定める証券投資信託であり、信託約款に規定する運用の基本方針に従い、有価証券等の金融商品に対して投資として運用することを目的としております。

2.金融商品の内容及びその金融商品に係るリスク

当ファンドが保有する金融商品の種類は、有価証券、デリバティブ取引、コール・ローン等の金銭債権及び金銭債務であります。
当ファンドが保有する有価証券の詳細は、附属明細表に記載しております。
これらは、株価変動リスク、為替変動リスクなどの市場リスク、信用リスク及び流動性リスクにさらされております。
当ファンドは、信託財産に属する資産の価格変動リスクの低減を目的として、株価指数先物取引を行っております。
当ファンドは、信託財産に属する外貨建資金の受渡を行うことを目的として、為替予約取引を利用しております。

3.金融商品に係るリスク管理体制

委託会社においては、独立した投資リスク管理に関する委員会を設け、パフォーマンスの考査及び運用リスクの管理を行なっております。
○市場リスクの管理
市場リスクに関しては、資産配分等の状況を常時、分析･把握し、投資方針に沿っているか等の管理を行なっております。
○信用リスクの管理
信用リスクに関しては、発行体や取引先の財務状況等に関する情報収集･分析を常時、継続し、格付等の信用度に応じた組入制限等の管理を行なっております。
○流動性リスクの管理
流動性リスクに関しては、必要に応じて市場流動性の状況を把握し、取引量や組入比率等の管理を行なっております。

(2)金融商品の時価等に関する事項

平成28年 5月10日現在

1.貸借対照表計上額、時価及び差額

貸借対照表上の金融商品は原則としてすべて時価で評価しているため、貸借対照表計上額と時価との差額はありません。

2.時価の算定方法

株式
(重要な会計方針に係る事項に関する注記)に記載しております。
投資信託受益証券
(重要な会計方針に係る事項に関する注記)に記載しております。
投資証券
(重要な会計方針に係る事項に関する注記)に記載しております。
派生商品評価勘定
デリバティブ取引については、附属明細表に記載しております。
コール・ローン等の金銭債権及び金銭債務
これらの科目は短期間で決済されるため、帳簿価額は時価と近似していることから、当該帳簿価額を時価としております。

(その他の注記)
元本の移動及び期末元本額の内訳

平成28年 5月10日現在
期首	平成27年 5月12日
本報告書における開示対象ファンドの期首における当ファンドの元本額	146,878,539,520円
同期中における追加設定元本額	38,923,750,990円
同期中における一部解約元本額	25,582,028,960円
期末元本額	160,220,261,550円
期末元本額の内訳*
バランスセレクト30	62,998,702円
バランスセレクト50	195,946,853円
バランスセレクト70	183,810,190円
野村外国株式インデックスファンド	565,118,512円
野村世界6資産分散投信(安定コース)	2,848,526,142円
野村世界6資産分散投信(分配コース)	9,928,964,968円
野村世界6資産分散投信(成長コース)	5,770,121,323円
野村資産設計ファンド2015	38,249,757円
野村資産設計ファンド2020	41,295,057円
野村資産設計ファンド2025	50,749,814円
野村資産設計ファンド2030	48,240,127円
野村資産設計ファンド2035	35,430,282円
野村資産設計ファンド2040	118,730,457円
野村外国株インデックス(野村投資一任口座向け)	15,279,136,139円
のむラップ・ファンド(保守型)	999,151,553円
のむラップ・ファンド(普通型)	5,417,261,500円
のむラップ・ファンド(積極型)	4,412,789,262円
野村資産設計ファンド2045	11,408,547円
野村インデックスファンド・外国株式	2,414,380,670円
マイ・ロード	1,681,590,534円
ネクストコア	99,426,097円
野村インデックスファンド・海外5資産バランス	91,363,669円
野村外国株インデックス(野村SMA・EW向け)	410,250,158円
野村世界6資産分散投信(配分変更コース)	287,265,445円
野村資産設計ファンド2050	6,687,017円
野村ターゲットデートファンド2016 2026-2028年目標型	2,722,140円
野村ターゲットデートファンド2016 2029-2031年目標型	295,357円
野村ターゲットデートファンド2016 2032-2034年目標型	164,278円
野村ターゲットデートファンド2016 2035-2037年目標型	129,741円
グローバル・インデックス・バランス25VA(適格機関投資家専用)	569,258,573円
グローバル・インデックス・バランス50VA(適格機関投資家専用)	442,503,659円
グローバル・インデックス・バランス40VA(適格機関投資家専用)	9,330,801,997円
グローバル・インデックス・バランス60VA(適格機関投資家専用)	4,036,157,972円
ワールド・インデックス・ファンドVA安定型(適格機関投資家専用)	9,534,475円
ワールド・インデックス・ファンドVAバランス型(適格機関投資家専用)	36,768,956円
ワールド・インデックス・ファンドVA積極型(適格機関投資家専用)	26,629,787円
野村ワールド・インデックス・バランス35VA(適格機関投資家専用)	125,817,531円
野村ワールド・インデックス・バランス50VA(適格機関投資家専用)	1,383,144,498円
野村外国株式インデックスファンド(適格機関投資家専用)	553,246,792円
野村世界インデックス・バランス40VA(適格機関投資家専用)	229,190,605円
野村グローバル・インデックス・バランス25VA(適格機関投資家専用)	32,903,359円
野村グローバル・インデックス・バランス50VA(適格機関投資家専用)	261,109,251円
野村グローバル・インデックス・バランス75VA(適格機関投資家専用)	4,602,772,332円
野村世界バランス25VA(適格機関投資家専用)	604,977,533円
野村MSCI-KOKUSAIインデックスファンド(適格機関投資家専用)	896,126,166円
ノムラFOFs用インデックスファンド・外国株式(適格機関投資家専用)	197,808,320円
野村FoFs用・外国株式MSCI-KOKUSAIインデックスファンド(適格機関投資家専用)	962,707,530円
バランスセレクト30(確定拠出年金向け)	3,156,826円
バランスセレクト50(確定拠出年金向け)	16,475,906円
バランスセレクト70(確定拠出年金向け)	13,766,930円
野村外国株式インデックスファンド・MSCI-KOKUSAI(確定拠出年金向け)	55,982,884,715円
マイバランス30(確定拠出年金向け)	1,376,786,547円
マイバランス50(確定拠出年金向け)	5,413,126,309円
マイバランス70(確定拠出年金向け)	5,962,397,255円
マイバランスDC30	741,726,442円
マイバランスDC50	1,286,425,829円
マイバランスDC70	968,074,418円
野村DC外国株式インデックスファンド・MSCI-KOKUSAI	12,959,991,792円
野村DC運用戦略ファンド	157,113,070円
野村DC運用戦略ファンドM	540,384円
野村DC運用戦略ファンドA	1,622,441円
マイターゲット2050(確定拠出年金向け)	31,535,971円
マイターゲット2030(確定拠出年金向け)	410,770円
マイターゲット2040(確定拠出年金向け)	562,318円

*は当該親投資信託受益証券を投資対象とする証券投資信託ごとの元本額

附属明細表

第1 有価証券明細表
(1)株式(平成28年 5月10日現在)

種類	通貨	銘柄	株式数	評価額		備考
種類	通貨	銘柄	株式数	単価	金額	備考
株式	米ドル	BAKER HUGHES	42,400	44.25	1,876,200.00
		CORE LABORATORIES N.V.	4,300	121.42	522,106.00
		FMC TECHNOLOGIES INC	22,500	27.58	620,550.00
		HALLIBURTON CO	83,200	38.69	3,219,008.00
		HELMERICH & PAYNE	10,600	58.27	617,662.00
		NATIONAL OILWELL VARCO INC	36,600	31.42	1,149,972.00
		OCEANEERING INTL INC	9,500	32.33	307,135.00
		SCHLUMBERGER LTD	134,531	72.77	9,789,820.87
		WEATHERFORD INTERNATIONAL PLC	85,000	5.27	447,950.00
		ANADARKO PETE	49,500	44.99	2,227,005.00
		ANTERO RESOURCES CORP	7,400	25.49	188,626.00
		APACHE CORPORATION	36,900	52.12	1,923,228.00
		CABOT OIL & GAS CORP	43,600	24.01	1,046,836.00
		CHENIERE ENERGY INC	22,000	32.15	707,300.00
		CHEVRON CORP	181,900	100.35	18,253,665.00
		CIMAREX ENERGY CO	9,000	110.46	994,140.00
		COLUMBIA PIPELINE GROUP	37,000	25.62	947,940.00
		CONCHO RESOURCES INC	12,300	113.53	1,396,419.00
		CONOCOPHILLIPS	119,400	41.65	4,973,010.00
		CONTINENTAL RESOURCES INC/OK	9,400	38.74	364,156.00
		DEVON ENERGY CORP	43,400	30.04	1,303,736.00
		EOG RESOURCES INC	53,200	78.64	4,183,648.00
		EQT CORP	16,500	69.69	1,149,885.00
		EXXON MOBIL CORP	402,000	88.57	35,605,140.00
		HESS CORP	27,500	54.47	1,497,925.00
		HOLLYFRONTIER CORP	16,600	28.05	465,630.00
		KINDER MORGAN INC	183,600	17.01	3,123,036.00
		MARATHON OIL CORP	79,400	11.44	908,336.00
		MARATHON PETROLEUM CORP	50,800	34.95	1,775,460.00
		MURPHY OIL CORP	15,000	28.84	432,600.00
		NOBLE ENERGY INC	41,100	35.24	1,448,364.00
		OCCIDENTAL PETE CORP	73,800	75.54	5,574,852.00
		ONEOK INC	19,800	39.24	776,952.00
		PHILLIPS 66	51,700	78.32	4,049,144.00
		PIONEER NATURAL RESOURCES CO	15,600	159.93	2,494,908.00
		PLAINS GP HOLDINGS LP-CL A	19,000	9.02	171,380.00
		RANGE RESOURCES CORP	16,700	41.70	696,390.00
		SOUTHWESTERN ENERGY CO	40,000	11.53	461,200.00
		SPECTRA ENERGY CORP	65,300	31.07	2,028,871.00
		TESORO CORP	11,300	75.71	855,523.00
		VALERO ENERGY CORP	46,200	54.98	2,540,076.00
		WILLIAMS COS	69,500	18.94	1,316,330.00
		AIR PRODUCTS	19,840	142.61	2,829,382.40
		AIRGAS INC	6,320	142.60	901,232.00
		ALBEMARLE CORP	11,100	67.28	746,808.00
		ASHLAND INC	5,900	110.62	652,658.00
		AXALTA COATING SYSTEMS LTD	14,500	28.30	410,350.00
		CELANESE CORP-SERIES A	14,300	69.77	997,711.00
		CF INDUSTRIES HOLDINGS INC	22,900	30.41	696,389.00
		DOW CHEM CO	108,000	50.84	5,490,720.00
		DU PONT E I DE NEMOURS	84,600	64.09	5,422,014.00
		EASTMAN CHEMICAL CO.	14,200	74.77	1,061,734.00
		ECOLAB INC	25,600	115.47	2,956,032.00
		FMC CORP	13,200	46.60	615,120.00
		INTERNATIONAL FLAVORS & FRAGRANCE	7,700	119.89	923,153.00
		LYONDELLBASELL INDU-CL A	36,600	81.16	2,970,456.00
		MONSANTO CO	42,700	89.03	3,801,581.00
		MOSAIC CO/THE	31,300	24.93	780,309.00
		PPG INDUSTRIES	25,800	107.44	2,771,952.00
		PRAXAIR INC	27,600	113.03	3,119,628.00
		SHERWIN-WILLIAMS	7,690	291.80	2,243,942.00
		WESTLAKE CHEMICAL CORP	4,100	45.63	187,083.00
		WR GRACE & CO	6,700	75.80	507,860.00
		MARTIN MARIETTA MATERIALS	5,500	182.25	1,002,375.00
	VULCAN MATERIALS CO	12,800	115.57	1,479,296.00
	AVERY DENNISON CORP	9,100	75.19	684,229.00
	BALL CORP	12,400	72.02	893,048.00
	CROWN HOLDINGS INC	13,300	53.62	713,146.00
	IP(INTERNATIONAL PAPER CO)	37,600	42.52	1,598,752.00
	PACKAGING CORP OP AMERICA	8,900	65.60	583,840.00
	SEALED AIR CORP	19,200	47.25	907,200.00
	WESTROCK CO	24,300	41.57	1,010,151.00
	ALCOA INC	125,000	9.46	1,182,500.00
	FREEPORT-MCMORAN INC	110,000	10.52	1,157,200.00
	NEWMONT MINING CORP HOLDINGS CO	51,700	31.83	1,645,611.00
	NUCOR CORP	30,700	46.48	1,426,936.00
	B/E AEROSPACE INC	10,100	47.24	477,124.00
	BOEING CO	61,400	132.10	8,110,940.00
	GENERAL DYNAMICS	25,730	142.97	3,678,618.10
	HONEYWELL INTERNATIONAL	70,600	113.16	7,989,096.00
	L-3 COMMUNICATIONS HLDGS	7,700	135.93	1,046,661.00
	LOCKHEED MARTIN	26,790	240.32	6,438,172.80
	NORTHROP GRUMMAN CORP	16,600	214.63	3,562,858.00
	RAYTHEON COMPANY	29,100	130.25	3,790,275.00
	ROCKWELL COLLINS INC	12,800	90.59	1,159,552.00
	TEXTRON INC	26,400	38.05	1,004,520.00
	TRANSDIGM GROUP INC	5,230	225.67	1,180,254.10
	UNITED TECHNOLOGIES	81,500	100.09	8,157,335.00
	FORTUNE BRANDS HOME & SECURITY INC	15,800	56.74	896,492.00
	MASCO CORP	32,900	31.72	1,043,588.00
	CHICAGO BRIDGE & IRON-NY SHR	8,400	37.00	310,800.00
	FLUOR CORP	13,900	51.18	711,402.00
	JACOBS ENGINEERING GROUP INC	12,300	49.24	605,652.00
	QUANTA SERVICES INC	16,300	23.21	378,323.00
	ACUITY BRANDS INC	4,170	248.81	1,037,537.70
	AMETEK INC	23,300	46.31	1,079,023.00
	EATON CORP PLC	44,500	60.66	2,699,370.00
	EMERSON ELEC	63,400	52.62	3,336,108.00
	ROCKWELL AUTOMATION INC	12,900	111.29	1,435,641.00
	SENSATA TECHNOLOGIES HOLDING	16,900	34.61	584,909.00
	3M CORP	59,350	168.52	10,001,662.00
	DANAHER CORP	59,500	97.06	5,775,070.00
	GENERAL ELEC CO	911,500	29.87	27,226,505.00
	JARDINE MATHESON HLDGS LTD	23,400	55.58	1,300,572.00
	ROPER TECHNOLOGIES INC	9,600	174.66	1,676,736.00
	AGCO CORP	6,300	51.06	321,678.00
	CATERPILLAR INC DEL	56,300	70.78	3,984,914.00
	CUMMINS INC	16,100	112.42	1,809,962.00
	DEERE & COMPANY	30,300	80.58	2,441,574.00
	DOVER CORP	15,300	63.11	965,583.00
	FLOWSERVE CORP	12,300	45.26	556,698.00
	ILLINOIS TOOL WORKS INC	31,700	104.09	3,299,653.00
	INGERSOLL-RAND PLC	25,100	65.25	1,637,775.00
	PACCAR	34,500	55.84	1,926,480.00
	PARKER HANNIFIN CORP	13,200	111.05	1,465,860.00
	PENTAIR PLC	17,400	57.52	1,000,848.00
	SNAP-ON INC	5,460	159.44	870,542.40
	STANLEY BLACK & DECKER INC	14,500	110.86	1,607,470.00
	WABCO HOLDINGS INC	5,200	105.05	546,260.00
	WABTEC CORP	9,400	78.29	735,926.00
	XYLEM INC	17,000	41.60	707,200.00
	AERCAP HOLDINGS NV	8,700	40.01	348,087.00
	FASTENAL CO	26,200	46.16	1,209,392.00
	GRAINGER(W.W.) INC	5,480	230.58	1,263,578.40
	UNITED RENTALS INC	8,600	61.02	524,772.00
	CINTAS CORP	9,100	91.46	832,286.00
	REPUBLIC SERVICES INC-CL A	22,900	48.38	1,107,902.00
	STERICYCLE INC	8,100	96.01	777,681.00
	TYCO INTERNATIONAL PLC	40,300	37.68	1,518,504.00
	WASTE CONNECTIONS INC	11,700	69.10	808,470.00
	WASTE MANAGEMENT INC	42,800	61.20	2,619,360.00
	C.H.ROBINSON WORLDWIDE INC	13,700	73.14	1,002,018.00
	EXPEDITORS INTERNATIONAL WASH INC	18,300	48.30	883,890.00
	FEDEX CORPORATION	25,950	162.29	4,211,425.50
	UNITED PARCEL SERVICE-CL B	67,400	102.69	6,921,306.00
	AMERICAN AIRLINES GROUP INC	15,400	32.94	507,276.00
	DELTA AIR LINES INC	19,100	42.40	809,840.00
	SOUTHWEST AIRLINES	15,300	42.19	645,507.00
	UNITED CONTINENTAL HOLDINGS INC	9,300	45.71	425,103.00
	AMERCO	680	360.67	245,255.60
	CSX CORP	93,200	25.85	2,409,220.00
	HERTZ GLOBAL HOLDINGS INC	34,600	8.76	303,096.00
	HUNT J B TRANSPORT SVCS INC	8,700	83.92	730,104.00
	KANSAS CITY SOUTHERN	10,800	91.50	988,200.00
	NORFOLK SOUTHERN CORP	28,700	88.28	2,533,636.00
	UNION PAC CORP	82,400	84.63	6,973,512.00
	AUTOLIV INC	8,500	124.62	1,059,270.00
	BORGWARNER INC	21,300	33.84	720,792.00
	DELPHI AUTOMOTIVE PLC	27,300	70.02	1,911,546.00
	GOODYEAR TIRE & RUBBER CO	25,200	28.18	710,136.00
	JOHNSON CONTROLS INC	61,900	40.75	2,522,425.00
	LEAR CORP	7,400	115.10	851,740.00
	FORD MOTOR COMPANY	358,000	13.32	4,768,560.00
	GENERAL MOTORS CO	136,700	30.78	4,207,626.00
	HARLEY-DAVIDSON INC	18,800	45.90	862,920.00
	TESLA MOTORS INC	9,540	208.92	1,993,096.80
	DR HORTON INC	31,700	29.60	938,320.00
	GARMIN LTD	11,400	40.41	460,674.00
	HARMAN INTERNATIONAL	7,000	73.30	513,100.00
	LEGGETT & PLATT INC	13,400	49.59	664,506.00
	LENNAR CORP-A	16,800	43.89	737,352.00
	MOHAWK INDUSTRIES	6,020	195.96	1,179,679.20
	NEWELL BRANDS INC	42,740	47.82	2,043,826.80
	PULTEGROUP INC	29,500	18.28	539,260.00
	TOLL BROTHERS INC	16,400	26.66	437,224.00
	WHIRLPOOL CORP	7,660	175.09	1,341,189.40
	HASBRO INC	10,800	86.11	929,988.00
	MATTEL INC	33,400	31.02	1,036,068.00
	POLARIS INDUSTRIES INC	6,200	88.26	547,212.00
	COACH INC	26,500	40.69	1,078,285.00
	HANESBRANDS INC	37,700	27.78	1,047,306.00
	LULULEMON ATHLETICA INC	10,600	64.03	678,718.00
	MICHAEL KORS HOLDINGS LTD	17,900	50.68	907,172.00
	NIKE INC-B	131,200	58.72	7,704,064.00
	PVH CORP	8,200	91.65	751,530.00
	RALPH LAUREN CORPORATION	5,800	90.30	523,740.00
	UNDER ARMOUR INC-CLASS A	17,100	38.70	661,770.00
	UNDER ARMOUR INC-CLASS C	17,100	36.31	620,901.00
	V F CORP	33,100	64.59	2,137,929.00
	ARAMARK	21,600	34.03	735,048.00
	CARNIVAL CORP	40,300	49.74	2,004,522.00
	CHIPOTLE MEXICAN GRILL INC	3,050	453.17	1,382,168.50
	DARDEN RESTAURANTS INC	10,900	64.45	702,505.00
	HILTON WORLDWIDE HOLDINGS IN	48,600	22.14	1,076,004.00
	LAS VEGAS SANDS CORP	37,900	44.95	1,703,605.00
	MARRIOTT INTERNATIONAL-CLA	19,900	69.13	1,375,687.00
	MCDONALD'S CORP	88,500	130.83	11,578,455.00
	MELCO CROWN ENTERTAINMENT-ADR	10,400	14.42	149,968.00
	MGM RESORTS INTERNATIONAL	42,300	21.85	924,255.00
	NORWEGIAN CRUISE LINE HOLDIN	15,000	49.25	738,750.00
	ROYAL CARIBBEAN CRUISES LTD	16,900	75.73	1,279,837.00
	STARBUCKS CORP	143,700	56.64	8,139,168.00
	STARWOOD HOTELS & RESORTS	16,200	81.26	1,316,412.00
	WYNDHAM WORLDWIDE CORP	10,900	70.29	766,161.00
	WYNN RESORTS LTD	7,700	89.62	690,074.00
	YUM BRANDS INC	41,500	81.88	3,398,020.00
	CABLEVISION SYSTEMS-NY GRP-A	19,300	34.60	667,780.00
	CBS CORP-CL B	41,400	56.00	2,318,400.00
	CHARTER COMMUNICATION-A	8,240	213.48	1,759,075.20
	COMCAST CORP-CL A	239,200	61.42	14,691,664.00
	DISCOVERY COMMUNICATIONS INC	14,300	28.15	402,545.00
	DISCOVERY COMMUNICATIONS-C	26,500	27.57	730,605.00
	DISH NETWORK CORP-A	22,000	47.67	1,048,740.00
	DISNEY (WALT) CO	151,300	105.34	15,937,942.00
	INTERPUBRIC GROUP	39,200	23.56	923,552.00
	LIBERTY GLOBAL PLC -SERIES C	57,400	36.28	2,082,472.00
	LIBERTY GLOBAL PLC-A	23,700	37.36	885,432.00
	LIBERTY SIRIUS GROUP-C	19,300	31.87	615,091.00
	LIBERTY SIRIUSXM GROUP	8,170	32.41	264,789.70
	NEWS CORP/NEW-CL A-W/I	37,400	12.28	459,272.00
	OMNICOM GROUP	23,100	83.67	1,932,777.00
	SCRIPPS NETWORKS INTER-CL A	7,100	65.08	462,068.00
	SIRIUS XM HOLDINGS INC	204,000	3.93	801,720.00
	TEGNA INC	20,600	22.81	469,886.00
	TIME WARNER CABLE-A	27,350	213.79	5,847,156.50
	TIME WARNER INC	77,200	74.16	5,725,152.00
	TWENTY-FIRST CENTURY FOX INC	112,200	29.41	3,299,802.00
	TWENTY-FIRST CENTURY FOX INC CLASS B	42,800	29.40	1,258,320.00
	VIACOM INC-CLASS B	34,100	40.43	1,378,663.00
	GENUINE PARTS CO	14,800	97.01	1,435,748.00
	LKQ CORP	30,000	32.61	978,300.00
	AMAZON.COM INC	38,490	679.75	26,163,577.50
	EXPEDIA INC	11,700	112.60	1,317,420.00
	LIBERTY INTERACTIVE CORPORATION QVC GR-A	43,600	26.42	1,151,912.00
	NETFLIX INC	39,100	90.54	3,540,114.00
	PRICELINE GROUP INC/THE	4,800	1,244.92	5,975,616.00
	TRIPADVISOR INC	11,500	63.09	725,535.00
	DOLLAR GENERAL CORP	28,100	85.08	2,390,748.00
	DOLLAR TREE INC	21,300	82.11	1,748,943.00
	KOHLS CORP	19,100	42.17	805,447.00
	MACYS INC	30,400	37.74	1,147,296.00
	NORDSTROM INC	13,700	49.20	674,040.00
	TARGET CORP	56,700	79.93	4,532,031.00
	ADVANCE AUTO PARTS	7,150	151.53	1,083,439.50
	AUTONATION INC	7,100	48.35	343,285.00
	AUTOZONE	2,940	783.72	2,304,136.80
	BED BATH & BEYOND	15,600	45.31	706,836.00
	BEST BUY COMPANY INC	30,500	32.66	996,130.00
	CARMAX INC	19,300	51.23	988,739.00
	DICK S SPORTING GOODS INC	8,300	45.49	377,567.00
	FOOT LOCKER INC	13,400	62.16	832,944.00
	GAMESTOP CORP-CLASS A	10,000	30.19	301,900.00
	GAP INC	22,900	21.81	499,449.00
	HOME DEPOT	122,500	136.24	16,689,400.00
	L BRANDS, INC	24,000	70.03	1,680,720.00
	LOWES COS INC	88,500	75.84	6,711,840.00
	OREILLY AUTOMOTIVE INC,	9,600	267.19	2,565,024.00
	ROSS STORES INC	39,400	58.16	2,291,504.00
	SIGNET JEWELERS LTD	7,100	107.62	764,102.00
	STAPLES INC	62,000	10.30	638,600.00
	TIFFANY & CO	12,700	69.35	880,745.00
	TJX COS INC	64,300	77.78	5,001,254.00
	TRACTOR SUPPLY COMPANY	13,200	94.06	1,241,592.00
	ULTA SALON COSMETICS & FRAGR	5,940	208.46	1,238,252.40
	COSTCO WHOLESALE CORPORATION	42,360	148.59	6,294,272.40
	CVS HEALTH CORP	106,700	105.74	11,282,458.00
	KROGER CO	89,000	35.84	3,189,760.00
	RITE AID CORP	100,000	8.07	807,000.00
	SYSCO CORP	54,200	49.72	2,694,824.00
	WAL-MART STORES INC	154,500	68.95	10,652,775.00
	WALGREENS BOOTS ALLIANCE INC	84,300	80.89	6,819,027.00
	WHOLE FOODS MARKET INC	33,200	30.32	1,006,624.00
	BROWN-FORMAN CORP-CL B	11,000	98.05	1,078,550.00
	COCA COLA CO	399,200	45.24	18,059,808.00
	COCA COLA ENTERPRISES	20,700	53.60	1,109,520.00
	CONSTELLATION BRANDS INC-A	16,800	161.11	2,706,648.00
	DR PEPPER SNAPPLE GROUP INC	18,100	94.89	1,717,509.00
	MOLSON COORS BREWING CO-B	18,000	99.13	1,784,340.00
	MONSTER BEVERAGE CORP	13,730	148.79	2,042,886.70
	PEPSICO INC	140,800	105.28	14,823,424.00
	ARCHER DANIELS MIDLAND	58,200	37.73	2,195,886.00
	BUNGE LIMITED	13,800	60.68	837,384.00
	CAMPBELL SOUP CO	17,500	64.94	1,136,450.00
	CONAGRA INC	41,200	45.68	1,882,016.00
	GENERAL MILLS	57,800	62.73	3,625,794.00
	HERSHEY CO/THE	14,300	92.47	1,322,321.00
	HORMEL FOODS CORP	27,600	39.74	1,096,824.00
	JM SMUCKER CO/THE-NEW	11,200	129.42	1,449,504.00
	KELLOGG CO	25,700	75.34	1,936,238.00
	KRAFT HEINZ CO/THE	58,600	84.26	4,937,636.00
	MCCORMICK & CO INC.	11,300	96.99	1,095,987.00
	MEAD JOHNSON NUTRITION CO	19,200	84.55	1,623,360.00
	MONDELEZ INTERNATIONAL INC	153,300	44.28	6,788,124.00
	TYSON FOODS INC-CL A	28,500	68.24	1,944,840.00
	WHITEWAVE FOODS CO - CL A	17,500	41.65	728,875.00
	ALTRIA GROUP INC	188,900	63.66	12,025,374.00
	PHILIP MORRIS INTERNATIONAL	149,700	100.39	15,028,383.00
	REYNOLDS AMERICAN INC	82,500	49.88	4,115,100.00
	CHURCH & DWIGHT CO INC	12,800	97.08	1,242,624.00
	CLOROX CO	12,600	131.68	1,659,168.00
	COLGATE PALMOLIVE CO.	82,500	71.76	5,920,200.00
	KIMBERLY-CLARK CORP	35,100	128.13	4,497,363.00
	PROCTER & GAMBLE CO	262,800	82.12	21,581,136.00
	EDGEWELL PERSONAL CARE CO	6,100	78.40	478,240.00
	ESTEE LAUDER COMPANIES-CL A	21,600	93.74	2,024,784.00
	ABBOTT LABORATORIES	144,000	37.98	5,469,120.00
	BARD (C R)	7,030	217.73	1,530,641.90
	BAXTER INTERNATIONAL INC.	52,900	45.15	2,388,435.00
	BECTON,DICKINSON	20,410	165.98	3,387,651.80
	BOSTON SCIENTIFIC CORP	130,600	22.14	2,891,484.00
	DENTSPLY SIRONA INC	22,900	60.52	1,385,908.00
	EDWARDS LIFESCIENCES CORP	21,100	106.38	2,244,618.00
	HOLOGIC INC	23,100	33.88	782,628.00
	INTUITIVE SURGICAL INC	3,560	623.86	2,220,941.60
	MEDTRONIC PLC	136,200	80.33	10,940,946.00
	RESMED INC	13,200	56.84	750,288.00
	ST JUDE MEDICAL INC	27,000	75.12	2,028,240.00
	STRYKER CORP	32,900	111.32	3,662,428.00
	THE COOPER COMPANIES, INC.	4,700	155.13	729,111.00
	VARIAN MEDICAL SYSTEMS INC	9,500	82.11	780,045.00
	ZIMMER BIOMET HOLDINGS INC	18,400	116.43	2,142,312.00
	AETNA INC	33,700	113.93	3,839,441.00
	AMERISOURCEBERGEN CORP	18,800	77.37	1,454,556.00
	ANTHEM INC	25,250	138.44	3,495,610.00
	CARDINAL HEALTH INC	31,700	78.47	2,487,499.00
	CENTENE CORP	16,100	60.66	976,626.00
	CIGNA CORP	24,920	131.38	3,273,989.60
	DAVITA HEALTHCARE PARTNERS INC	16,000	76.04	1,216,640.00
	ENVISION HEALTHCARE HOLDINGS	18,800	23.58	443,304.00
	EXPRESS SCRIPTS HOLDING INC-COMMON	65,000	73.77	4,795,050.00
	HCA HOLDINGS INC	31,300	80.98	2,534,674.00
	HENRY SCHEIN INC	8,060	170.73	1,376,083.80
	HUMANA INC	14,370	171.28	2,461,293.60
	LABORATORY CRP OF AMER HLDGS	9,900	124.94	1,236,906.00
	MCKESSON CORP	22,140	172.22	3,812,950.80
	MEDNAX INC	9,100	69.65	633,815.00
	PATTERSON COS INC	8,700	43.54	378,798.00
	QUEST DIAGNOSTICS INC	14,100	76.54	1,079,214.00
	UNITEDHEALTH GROUP INC	91,800	132.67	12,179,106.00
	UNIVERSAL HEALTH SERVICES-B	8,700	135.07	1,175,109.00
	ABBVIE INC	157,600	63.70	10,039,120.00
	ALEXION PHARMACEUTICALS INC	21,820	143.52	3,131,606.40
	ALKERMES PLC	13,800	39.76	548,688.00
	ALNYLAM PHARMACEUTICALS INC	7,200	57.81	416,232.00
	AMGEN INC	72,690	155.41	11,296,752.90
	BAXALTA INC	65,700	42.35	2,782,395.00
	BIOGEN INC	21,520	270.17	5,814,058.40
	BIOMARIN PHARMACEUTICAL INC	15,300	83.98	1,284,894.00
	CELGENE CORP	76,000	102.41	7,783,160.00
	GILEAD SCIENCES INC	138,800	85.67	11,890,996.00
	INCYTE CORP	16,000	72.86	1,165,760.00
	IONIS PHARMACEUTICALS INC	12,100	34.38	415,998.00
	MEDIVATION INC	15,400	62.54	963,116.00
	REGENERON PHARMACEUTICALS	7,450	375.47	2,797,251.50
	UNITED THERAPEUTICS CORP	4,340	111.61	484,387.40
	VERTEX PHARMACEUTICALS	24,000	88.06	2,113,440.00
	ALLERGAN PLC	37,980	213.71	8,116,705.80
	BRISTOL MYERS SQUIBB	160,800	71.34	11,471,472.00
	ELI LILLY & CO.	96,500	75.59	7,294,435.00
	ENDO INTERNATIONAL PLC	20,500	15.27	313,035.00
	JAZZ PHARMACEUTICALS PLC	5,800	147.69	856,602.00
	JOHNSON & JOHNSON	267,200	113.72	30,385,984.00
	MALLINCKRODT PLC	11,100	59.85	664,335.00
	MERCK & CO INC	269,100	54.10	14,558,310.00
	MYLAN NV	40,400	40.77	1,647,108.00
	PERRIGO CO PLC	13,950	93.78	1,308,231.00
	PFIZER INC	596,500	33.82	20,173,630.00
	TARO PHARMACEUTICAL INDUSTRIES LTD	800	133.19	106,552.00
	ZOETIS INC	46,000	47.50	2,185,000.00
	BANK OF AMERICA CORP	1,003,000	13.99	14,031,970.00
	BB&T CORPORATION	78,600	33.73	2,651,178.00
	CIT GROUP INC	16,600	32.19	534,354.00
	CITIGROUP	287,000	43.89	12,596,430.00
	CITIZENS FINANCIAL GROUP	50,100	21.85	1,094,685.00
	COMERICA INC	17,300	42.19	729,887.00
	FIFTH THIRD BANCORP	76,700	17.33	1,329,211.00
	FIRST REPUBLIC BANK/CA	13,700	67.85	929,545.00
	HUNTINGTON BANCSHARES INC	75,000	9.79	734,250.00
	JPMORGAN CHASE & CO	355,600	61.21	21,766,276.00
	KEYCORP	81,000	11.80	955,800.00
	M & T BANK CORP	14,100	113.89	1,605,849.00
	PEOPLES UNITED FINANCIAL INC	30,500	15.13	461,465.00
	PNC FINANCIAL	48,700	84.99	4,139,013.00
	REGIONS FINANCIAL CORP	126,000	9.05	1,140,300.00
	SIGNATURE BANK	4,890	130.72	639,220.80
	SUNTRUST BKS INC.	49,600	40.36	2,001,856.00
	US BANCORP	168,800	41.54	7,011,952.00
	WELLS FARGO CO	468,700	48.88	22,910,056.00
	BERKSHIRE HATHAWAY INC CL B	114,600	142.91	16,377,486.00
	CME GROUP INC	31,200	94.00	2,932,800.00
	INTERCONTINENTAL EXCHANGE INC	11,450	260.50	2,982,725.00
	LEUCADIA NATIONAL CORP	32,200	16.72	538,384.00
	MOODYS CORP	16,900	94.66	1,599,754.00
	MSCI INC	9,300	76.41	710,613.00
	NASDAQ INC	11,100	64.50	715,950.00
	S&P GLOBAL INC	25,800	104.52	2,696,616.00
	VOYA FINANCIAL INC	21,100	30.17	636,587.00
	AFLAC INC	40,800	68.64	2,800,512.00
	ALLEGHANY CORP	1,510	519.00	783,690.00
	ALLSTATE CORP	37,200	67.21	2,500,212.00
	AMERICAN INTL GROUP	119,400	55.25	6,596,850.00
	AON PLC	26,300	104.71	2,753,873.00
	ARCH CAPITAL GROUP LTD	12,100	70.40	851,840.00
	ARTHUR J GALLAGHER & CO	16,800	46.91	788,088.00
	ASSURANT INC	6,200	86.07	533,634.00
	AXIS CAPITAL HOLDINGS LTD	9,500	54.46	517,370.00
	CHUBB LTD	44,600	122.90	5,481,340.00
	CINCINNATI FINANCIAL CORP	14,700	67.26	988,722.00
	EVEREST RE GROUP LTD	4,020	180.75	726,615.00
	FNF GROUP	24,400	33.75	823,500.00
	HARTFORD FINANCIAL SERVICES	39,400	44.17	1,740,298.00
	LINCOLN NATIONAL CORP	23,900	41.60	994,240.00
	LOEWS CORP	26,900	39.42	1,060,398.00
	MARKEL CORP	1,360	950.79	1,293,074.40
	MARSH & MCLENNAN COS	50,100	63.42	3,177,342.00
	METLIFE INC	91,400	42.92	3,922,888.00
	PRINCIPAL FINANCIAL GROUP	28,000	41.91	1,173,480.00
	PROGRESSIVE CO	56,900	33.15	1,886,235.00
	PRUDENTIAL FINANCIAL INC	43,500	75.63	3,289,905.00
	RENAISSANCERE HOLDINGS LTD	4,400	113.79	500,676.00
	TORCHMARK CORP	12,200	58.20	710,040.00
	TRAVELERS COS INC/THE	29,500	110.81	3,268,895.00
	UNUM GROUP	22,700	33.49	760,223.00
	WILLIS TOWERS WATSON PLC	12,400	123.44	1,530,656.00
	WR BERKLEY CORP	9,900	55.08	545,292.00
	XL GROUP PLC	28,800	33.35	960,480.00
	CBRE GROUP INC	29,600	29.03	859,288.00
	HONGKONG LAND HOLDINGS LTD	56,000	6.18	346,080.00
	JONES LANG LASALLE INC	4,210	113.46	477,666.60
	REALOGY HOLDINGS CORP	14,000	30.48	426,720.00
	AKAMAI TECHNOLOGIES	16,700	50.15	837,505.00
	ALPHABET INC-CL A	28,140	729.13	20,517,718.20
	ALPHABET INC-CL C	30,040	712.90	21,415,516.00
	EBAY INC	104,100	24.02	2,500,482.00
	FACEBOOK INC-A	219,300	119.24	26,149,332.00
	LINKEDIN CORP - A	11,300	121.60	1,374,080.00
	TWITTER INC	56,700	14.20	805,140.00
	VERISIGN INC	9,900	84.50	836,550.00
	YAHOO! INC	86,900	37.18	3,230,942.00
	ZILLOW GROUP INC - C	8,600	26.49	227,814.00
	ACCENTURE PLC-CL A	60,300	115.47	6,962,841.00
	ALLIANCE DATA SYSTEMS CORP	5,870	203.30	1,193,371.00
	AUTOMATIC DATA PROCESS	44,400	87.16	3,869,904.00
	COGNIZANT TECH SOLUTIONS CORP	58,800	60.82	3,576,216.00
	FIDELITY NATIONAL INFORMATION	26,900	71.72	1,929,268.00
	FISERV INC	21,900	103.62	2,269,278.00
	FLEETCOR TECHNOLOGIES INC	7,400	150.15	1,111,110.00
	GARTNER INC	8,100	95.91	776,871.00
	GLOBAL PAYMENTS INC	14,900	73.04	1,088,296.00
	INTERNATIONAL BUSINESS MACHINES	88,800	147.34	13,083,792.00
	MASTERCARD INC-CLASS A	95,500	96.72	9,236,760.00
	PAYCHEX INC	31,700	51.99	1,648,083.00
	PAYPAL HOLDINGS INC	105,700	39.62	4,187,834.00
	SABRE CORP	20,000	28.63	572,600.00
	TERADATA CORP	13,200	27.20	359,040.00
	TOTAL SYSTEM SERVICES INC	16,300	52.84	861,292.00
	VANTIV INC - CL A	15,100	55.75	841,825.00
	VISA INC-CLASS A SHARES	187,500	78.22	14,666,250.00
	WESTERN UNION CO	49,100	19.05	935,355.00
	XEROX CORP	89,000	9.35	832,150.00
	ACTIVISION BLIZZARD INC	48,700	37.15	1,809,205.00
	ADOBE SYSTEMS INC.	47,900	94.61	4,531,819.00
	ANSYS INC	8,400	85.70	719,880.00
	AUTODESK INC.	22,000	58.79	1,293,380.00
	CA INC	30,900	29.81	921,129.00
	CDK GLOBAL INC	12,800	51.22	655,616.00
	CHECK POINT SOFTWARE TECHNOLOGIES LTD.	6,700	82.48	552,616.00
	CITRIX SYSTEMS INC	14,900	81.41	1,213,009.00
	ELECTRONIC ARTS	29,600	64.52	1,909,792.00
	FORTINET INC	13,900	32.06	445,634.00
	INTUIT INC	24,100	101.67	2,450,247.00
	MICROSOFT CORP	732,700	50.07	36,686,289.00
	MOBILEYE NV	8,400	35.42	297,528.00
	NETSUITE INC	3,900	75.91	296,049.00
	NUANCE COMMUNICATIONS INC	25,000	16.67	416,750.00
	ORACLE CORPORATION	308,200	39.36	12,130,752.00
	RED HAT INC	17,800	71.74	1,276,972.00
	SALESFORCE.COM INC	61,000	74.62	4,551,820.00
	SERVICENOW INC	14,300	67.43	964,249.00
	SPLUNK INC	12,800	47.15	603,520.00
	SYMANTEC CORP	65,200	16.64	1,084,928.00
	SYNOPSYS INC	14,900	47.99	715,051.00
	TABLEAU SOFTWARE INC-CL A	4,900	46.39	227,311.00
	VMWARE INC - CLASS A	7,400	55.38	409,812.00
	WORKDAY INC-CLASS A	10,700	70.23	751,461.00
	CISCO SYSTEMS	489,000	26.51	12,963,390.00
	F5 NETWORKS INC	7,000	101.86	713,020.00
	HARRIS CORP	11,900	75.67	900,473.00
	JUNIPER NETWORKS INC	33,500	22.71	760,785.00
	MOTOROLA SOLUTIONS INC	15,100	70.82	1,069,382.00
	PALO ALTO NETWORKS INC	7,710	139.25	1,073,617.50
	APPLE INC	538,200	92.79	49,939,578.00
	EMC CORP	187,300	26.86	5,030,878.00
	HEWLETT PACKARD ENTERPRISE	175,200	15.86	2,778,672.00
	HP INC	174,000	11.43	1,988,820.00
	NETAPP INC	27,900	23.01	641,979.00
	SAN DISK CORPORATION	19,400	75.51	1,464,894.00
	SEAGATE TECHNOLOGY	29,000	18.86	546,940.00
	WESTERN DIGITAL CORP	22,000	36.96	813,120.00
	AMPHENOL CORP-CL A	29,600	56.17	1,662,632.00
	ARROW ELECTRS INC	9,300	59.69	555,117.00
	AVNET	12,200	39.04	476,288.00
	CDW CORPORATION	14,100	40.81	575,421.00
	CORNING INC	113,800	18.34	2,087,092.00
	FLEXTRONICS INTL LTD	55,000	12.11	666,050.00
	FLIR SYSTEMS INC	12,600	30.57	385,182.00
	TE CONNECTIVITY LTD	37,100	58.94	2,186,674.00
	TRIMBLE NAVIGATION LTD	23,200	23.18	537,776.00
	ANALOG DEVICES INC	30,400	55.23	1,678,992.00
	APPLIED MATERIALS	114,500	19.89	2,277,405.00
	BROADCOM LTD	37,510	142.40	5,341,424.00
	INTEL CORP	456,100	29.80	13,591,780.00
	KLA TENCOR CORP	15,000	69.14	1,037,100.00
	LAM RESEARCH	15,400	74.64	1,149,456.00
	LINEAR TECHNOLOGY CORP	22,500	44.21	994,725.00
	MARVELL TECHNOLOGY GROUP LTD	41,000	9.66	396,060.00
	MAXIM INTEGRATED PRODUCTS	27,100	35.86	971,806.00
	MICROCHIP TECHNOLOGY	20,700	47.57	984,699.00
	MICRON TECHNOLOGY	103,100	9.87	1,017,597.00
	NVIDIA CORP	52,600	35.28	1,855,728.00
	NXP SEMICONDUCTORS NV	13,274	85.04	1,128,820.96
	QORVO INC	13,900	45.62	634,118.00
	QUALCOMM INC	145,000	51.20	7,424,000.00
	SKYWORKS SOLUTIONS INC	18,200	65.05	1,183,910.00
	TEXAS INSTRUMENTS INC	98,000	56.91	5,577,180.00
	XILINX INC	25,000	43.07	1,076,750.00
	AT & T INC	594,300	38.86	23,094,498.00
	CENTURYLINK INC	53,000	28.21	1,495,130.00
	FRONTIER COMMUNICATIONS CO	114,000	5.25	598,500.00
	LEVEL 3 COMMUNICATIONS INC	29,000	51.36	1,489,440.00
	SBA COMMUNICATIONS CORP-CL A	12,100	100.21	1,212,541.00
	VERIZON COMMUNICATIONS	393,100	51.08	20,079,548.00
	SPRINT CORP	71,000	3.40	241,400.00
	T-MOBILE US INC	27,100	39.90	1,081,290.00
	AMERICAN ELECTRIC POWER	47,500	65.29	3,101,275.00
	DUKE ENERGY CORP	66,100	80.06	5,291,966.00
	EDISON INTERNATIONAL	31,800	72.59	2,308,362.00
	ENTERGY CORP	17,400	76.54	1,331,796.00
	EVERSOURCE ENERGY	30,900	57.58	1,779,222.00
	EXELON CORPORATION	89,400	35.25	3,151,350.00
	FIRSTENERGY CORP	40,300	33.55	1,352,065.00
	NEXTERA ENERGY INC	44,500	118.89	5,290,605.00
	OGE ENERGY CORP	19,600	30.09	589,764.00
	PG&E CORP	47,300	59.12	2,796,376.00
	PINNACLE WEST CAPITAL CORP	10,500	73.57	772,485.00
	PPL CORPORATION	65,400	38.44	2,513,976.00
	SOUTHERN CO.	87,400	49.81	4,353,394.00
	XCEL ENERGY INC	48,300	41.16	1,988,028.00
	AGL RESOURCES INC	11,500	66.19	761,185.00
	ATMOS ENERGY CORP	9,700	74.30	720,710.00
	ALLIANT ENERGY CORP	10,800	72.94	787,752.00
	AMEREN CORPORATION	23,100	48.43	1,118,733.00
	CENTERPOINT ENERGY INC	38,900	21.68	843,352.00
	CMS ENERGY CORP	27,300	41.39	1,129,947.00
	CONSOLIDATED EDISON INC	28,600	74.35	2,126,410.00
	DOMINION RESOURCES INC/VA	57,200	71.48	4,088,656.00
	DTE ENERGY COMPANY	17,000	90.34	1,535,780.00
	PUBLIC SVC ENTERPRISE	49,300	46.20	2,277,660.00
	SCANA CORP	13,100	69.87	915,297.00
	SEMPRA ENERGY	23,000	104.63	2,406,490.00
	TECO ENERGY INC	22,400	27.77	622,048.00
	WEC ENERGY GROUP INC	30,200	60.08	1,814,416.00
	AMERICAN WATER WORKS CO INC	17,100	74.29	1,270,359.00
	NEW YORK COMMUNITY BANCORP	47,100	14.64	689,544.00
	ALLY FINANCIAL INC	42,100	17.00	715,700.00
	AMERICAN EXPRESS CO	81,100	63.98	5,188,778.00
	CAPITAL ONE FINANCIAL CORP	51,700	69.60	3,598,320.00
	DISCOVER FINANCIAL SERVICES	41,700	55.16	2,300,172.00
	NAVIENT CORP	33,900	13.17	446,463.00
	SYNCHRONY FINANCIAL	80,500	29.96	2,411,780.00
	AFFILIATED MANAGERS GROUP	5,200	161.94	842,088.00
	AMERIPRISE FINANCIAL INC	16,800	92.93	1,561,224.00
	BANK OF NEWYORK MELLON CORP	106,000	39.37	4,173,220.00
	BLACKROCK INC	11,900	355.01	4,224,619.00
	E*TRADE FINANCIAL CORP	29,100	24.91	724,881.00
	EATON VANCE CORP	11,700	34.19	400,023.00
	FRANKLIN RESOURCES INC	37,800	35.95	1,358,910.00
	GOLDMAN SACHS GROUP	37,060	157.51	5,837,320.60
	INVESCO LTD	41,200	29.54	1,217,048.00
	LEGG MASON INC	9,200	31.01	285,292.00
	MORGAN STANLEY	139,700	26.10	3,646,170.00
	NORTHERN TRUST CORP	21,400	68.72	1,470,608.00
	RAYMOND JAMES FINANCIAL INC	12,000	50.36	604,320.00
	SCHWAB(CHARLES)CORP	114,800	27.27	3,130,596.00
	SEI INVESTMENTS COMPANY	12,900	48.35	623,715.00
	STATE STREET CORP	39,300	59.80	2,350,140.00
	T ROWE PRICE GROUP INC	24,000	75.04	1,800,960.00
	TD AMERITRADE HOLDING CORP	25,400	28.48	723,392.00
	H & R BLOCK INC	22,400	19.85	444,640.00
	AES CORP	65,000	11.16	725,400.00
	CALPINE CORP	31,000	14.91	462,210.00
	NRG ENERGY INC	29,400	15.65	460,110.00
	CERNER CORP	29,300	55.43	1,624,099.00
	IMS HEALTH HOLDINGS INC	16,300	25.37	413,531.00
	AGILENT TECHNOLOGIES INC	32,400	41.33	1,339,092.00
	ILLUMINA INC	14,270	141.76	2,022,915.20
	METTLER-TOLEDO INTL	2,700	359.94	971,838.00
	QUINTILES TRANSNATIONAL HOLD	8,800	67.03	589,864.00
	THERMO FISHER SCIENTIFIC INC	38,670	147.46	5,702,278.20
	WATERS CORP	8,000	133.71	1,069,680.00
	DUN & BRADSTREET CORP	3,600	111.76	402,336.00
	EQUIFAX INC	11,300	120.97	1,366,961.00
	IHS INC-CLASS A	6,600	122.12	805,992.00
	MANPOWERGROUP INC	7,000	76.78	537,460.00
	NIELSEN HOLDINGS PLC	33,400	51.70	1,726,780.00
	ROBERT HALF INTERNATIONAL INC	13,300	38.99	518,567.00
	VERISK ANALYTICS INC	15,200	77.77	1,182,104.00
小計	銘柄数:597			1,766,647,217.23
				(191,610,557,180)
	組入時価比率:61.8%			64.9%
カナダドル	ALTAGAS LTD	14,100	29.08	410,028.00
	ARC RESOURCES LTD	33,500	20.70	693,450.00
	CAMECO CORP	38,600	15.02	579,772.00
	CANADIAN NATURAL RESOURCES LTD	106,300	35.83	3,808,729.00
	CENOVUS ENERGY INC	79,000	18.56	1,466,240.00
	CRESCENT POINT ENERGY CORP	48,800	19.53	953,064.00
	ENBRIDGE INC	88,300	49.93	4,408,819.00
	ENCANA CORP	79,000	7.73	610,670.00
	HUSKY ENERGY INC	35,745	14.79	528,668.55
	IMPERIAL OIL	28,300	40.52	1,146,716.00
	INTER PIPELINE LTD	33,100	25.15	832,465.00
	KEYERA CORP	16,100	36.50	587,650.00
	PEMBINA PIPELINE CORP	36,200	36.36	1,316,232.00
	PEYTO EXPLORATION & DEV CORP	15,100	30.19	455,869.00
	PRAIRIESKY ROYALTY LTD	18,600	23.82	443,052.00
	SEVEN GENERATIONS ENERGY - A	17,000	24.31	413,270.00
	SUNCOR ENERGY INC	152,460	33.24	5,067,770.40
	TOURMALINE OIL CORP	17,300	29.91	517,443.00
	TRANSCANADA CORP	68,800	51.15	3,519,120.00
	VERESEN INC	24,800	9.11	225,928.00
	VERMILION ENERGY INC	10,500	40.99	430,395.00
	AGRIUM INC	12,600	109.62	1,381,212.00
	METHANEX CORP	8,200	38.42	315,044.00
	POTASH CORP OF SASKATCHEWAN INC	81,800	20.24	1,655,632.00
	CCL INDUSTRIES INC - CL B	2,660	226.72	603,075.20
	AGNICO EAGLE MINES LTD	20,600	57.18	1,177,908.00
	BARRICK GOLD	113,000	22.52	2,544,760.00
	ELDORADO GOLD CORPORATION	62,800	5.44	341,632.00
	FIRST QUANTUM MINERALS LTD	70,400	7.98	561,792.00
	FRANCO-NEVADA CORP	16,500	87.23	1,439,295.00
	GOLDCORP INC	80,000	23.65	1,892,000.00
	KINROSS GOLD CORP	118,600	6.75	800,550.00
	SILVER WHEATON CORP	42,000	23.61	991,620.00
	TECK RESOURCES LTD	58,200	11.98	697,236.00
	TURQUOISE HILL RESOURCES LTD	87,000	3.39	294,930.00
	YAMANA GOLD INC	97,000	5.63	546,110.00
	WEST FRASER TIMBER	6,800	41.78	284,104.00
	BOMBARDIER B SHEARS	167,000	1.99	332,330.00
	CAE INC	26,000	15.26	396,760.00
	SNC-LAVALIN GROUP INC	14,500	49.96	724,420.00
	FINNING INTERNATIONAL INC	14,900	20.99	312,751.00
	PROGRESSIVE WASTE SOLUTIONS	10,400	43.01	447,304.00
	CANADIAN NATL RAILWAY CO	76,900	75.91	5,837,479.00
	CANADIAN PACIFIC RAILWAY LTD	14,000	177.18	2,480,520.00
	LINAMAR CORP	4,800	53.40	256,320.00
	MAGNA INTERNATIONAL INC	38,800	53.21	2,064,548.00
	GILDAN ACTIVEWEAR INC	23,100	38.79	896,049.00
	RESTAURANT BRANDS INTERNATIONAL INC	19,800	54.84	1,085,832.00
	SHAW COMMUNICATIONS INC-B	40,400	23.74	959,096.00
	THOMSON REUTERS CORP	33,000	52.77	1,741,410.00
	CANADIAN TIRE CORP LTD A	7,000	140.71	984,970.00
	DOLLARAMA INC	11,500	91.77	1,055,355.00
	ALIMENTATION COUCHE-TARD-B	40,100	54.35	2,179,435.00
	EMPIRE CO LTD A	16,200	21.19	343,278.00
	JEAN COUTU GROUP INC-CLASS A	9,400	19.08	179,352.00
	LOBLAW COMPANIES	21,400	69.02	1,477,028.00
	METRO INC	23,200	42.96	996,672.00
	WESTON(GEORGE)LTD	4,800	110.28	529,344.00
	SAPUTO INC	23,900	40.71	972,969.00
	VALEANT PHARMACEUTICALS INTERNATIONAL	31,300	36.56	1,144,328.00
	BANK OF MONTREAL	61,800	80.48	4,973,664.00
	BANK OF NOVA SCOTIA HALIFAX	116,200	61.69	7,168,378.00
	CANADIAN IMPERIAL BANK OF COMMERCE	38,300	98.91	3,788,253.00
	NATIONAL BANK OF CANADA	33,400	40.98	1,368,732.00
	ROYAL BANK OF CANADA	143,300	75.62	10,836,346.00
	TORONTO DOMINION BANK	178,900	55.35	9,902,115.00
	ELEMENT FINANCIAL CORP	36,000	14.70	529,200.00
	ONEX CORP	8,000	76.87	614,960.00
	FAIRFAX FINANCIAL HLDGS LTD	2,170	650.85	1,412,344.50
	GREAT-WEST LIFECO INC	28,000	34.12	955,360.00
	INDUSTRIAL ALLIANCE INSURANC	9,900	41.01	405,999.00
	INTACT FINANCIAL CORP	12,700	87.71	1,113,917.00
	MANULIFE FINANCIAL CORP	191,800	18.14	3,479,252.00
	POWER CORPORATION OF CANADA	35,000	28.84	1,009,400.00
	POWER FINANCIAL CORP	24,300	31.13	756,459.00
	SUN LIFE FINANCIAL INC	58,800	42.20	2,481,360.00
	BROOKFIELD ASSET MANAGE-CL A	84,700	43.51	3,685,297.00
	FIRST CAPITAL REALTY INC	11,300	20.68	233,684.00
	CGI GROUP INC - CLASS A	21,400	56.80	1,215,520.00
	CONSTELLATION SOFTWARE INC	1,790	495.02	886,085.80
	OPEN TEXT CORP	12,100	70.32	850,872.00
	BLACKBERRY LTD	50,900	8.51	433,159.00
	BCE INC	14,100	59.15	834,015.00
	TELUS CORP	19,300	39.96	771,228.00
	ROGERS COMMUNICATIONS-CL B	34,800	49.10	1,708,680.00
	FORTIS INC	27,300	40.06	1,093,638.00
	ATCO LTD CL1	6,800	42.01	285,668.00
	CANADIAN UTILITIES LTD A	12,400	36.13	448,012.00
	CI FINANCIAL CORP	22,600	26.59	600,934.00
	IGM FINANCIAL INC	10,300	36.95	380,585.00
小計	銘柄数:90			135,562,918.45
				(11,331,704,353)
	組入時価比率:3.7%			3.8%
ユーロ	SAIPEM SPA	549,700	0.37	205,148.04
	TECHNIP SA	9,800	46.25	453,250.00
	TENARIS SA	46,000	11.13	511,980.00
	ENI SPA	244,800	13.38	3,275,424.00
	GALP ENERGIA SGPS SA-B SHRS	44,500	11.65	518,425.00
	NESTE OYJ	12,500	27.80	347,500.00
	OMV AG	14,000	24.64	345,030.00
	REPSOL SA	104,318	11.07	1,155,321.85
	TOTAL SA	211,500	42.08	8,899,920.00
	VOPAK	7,100	46.07	327,132.50
	AIR LIQUIDE	33,000	95.28	3,144,240.00
	AKZO NOBEL	24,000	61.51	1,476,240.00
	ARKEMA	6,700	67.56	452,652.00
	BASF SE	88,700	68.78	6,100,786.00
	EVONIK INDUSTRIES AG	13,800	28.84	398,061.00
	FUCHS PETROLUB SE -PFD	6,400	36.68	234,784.00
	K+S AG	17,300	22.03	381,119.00
	KONINKLIJKE DSM NV	17,500	51.64	903,700.00
	LANXESS	8,300	44.12	366,196.00
	LINDE AG	17,910	126.60	2,267,406.00
	OCI	8,000	14.60	116,840.00
	SOLVAY SA	7,300	88.87	648,751.00
	SYMRISE AG	11,500	57.80	664,700.00
	UMICORE	8,800	43.81	385,572.00
	CRH PLC	82,200	25.32	2,081,715.00
	HEIDELBERGCEMENT AG	13,700	77.64	1,063,668.00
	IMERYS	3,800	62.24	236,512.00
	ARCELORMITTAL	163,200	4.07	665,040.00
	THYSSENKRUPP AG	36,300	18.36	666,468.00
	VOESTALPINE AG	11,000	28.75	316,250.00
	STORA ENSO OYJ-R	54,000	7.17	387,450.00
	UPM-KYMMENE OYJ	50,500	16.57	836,785.00
	AIRBUS GROUP SE	57,400	54.38	3,121,412.00
	LEONARDO-FINMECCANICA SPA	41,000	10.26	420,660.00
	SAFRAN SA	30,100	58.68	1,766,268.00
	THALES SA	9,900	76.19	754,281.00
	ZODIAC AEROSPACE	19,500	19.29	376,252.50
	COMP DE SAINT-GOBAIN (ORD)	45,500	38.36	1,745,380.00
	ACS,ACTIVIDADES CONS Y SERV	18,525	27.56	510,549.00
	BOSKALIS WESTMINSTER-CVA	8,100	35.72	289,372.50
	BOUYGUES	20,100	28.66	576,066.00
	FERROVIAL SA	46,392	18.17	843,174.60
	VINCI	46,000	63.92	2,940,320.00
	LEGRAND SA	25,300	49.01	1,239,953.00
	OSRAM LICHT AG	8,850	45.28	400,772.25
	PRYSMIAN SPA	19,400	20.41	395,954.00
	SCHNEIDER ELECTRIC SE	53,800	53.84	2,896,592.00
	KONINKLIJKE PHILIPS NV	91,500	23.20	2,122,800.00
	SIEMENS AG	76,500	93.03	7,116,795.00
	ALSTOM	15,500	21.66	335,730.00
	ANDRITZ AG	8,000	45.41	363,320.00
	CNH INDUSTRIAL NV	92,000	6.01	552,920.00
	GEA GROUP AG	17,500	39.88	697,900.00
	KONE OYJ	31,900	38.83	1,238,677.00
	MAN SE	3,200	95.14	304,448.00
	METSO OYJ	10,400	19.96	207,584.00
	WARTSILA OYJ	14,700	36.49	536,403.00
	ZARDOYA OTIS S.A	16,872	9.11	153,703.92
	BRENNTAG AG	15,190	48.38	734,968.15
	REXEL SA	28,600	12.85	367,510.00
	EDENRED	18,700	16.95	317,058.50
	SOCIETE BIC SA	2,810	125.60	352,936.00
	BOLLORE	87,000	3.34	291,102.00
	DEUTSCHE POST AG-REG	94,000	25.66	2,412,510.00
	TNT EXPRESS NV	43,000	7.98	343,140.00
	DEUTSCHE LUFTHANSA-REG	22,600	12.49	282,274.00
	INTERNATIONAL CONSOLIDATED AIRLINES GRP	80,000	6.49	519,520.00
	ABERTIS INFRAESTRUCTURAS SA	50,200	14.42	723,884.00
	ADP	2,800	107.70	301,560.00
	AENA SA	6,500	123.10	800,150.00
	ATLANTIA SPA	39,300	24.03	944,379.00
	FRAPORT AG	3,800	50.06	190,228.00
	GROUPE EUROTUNNEL SE - REGR	45,000	11.14	501,525.00
	CONTINENTAL AG	10,630	185.15	1,968,144.50
	MICHELIN (CGDE)	17,800	90.32	1,607,696.00
	NOKIAN RENKAAT OYJ	11,300	31.57	356,741.00
	VALEO SA	7,630	136.30	1,039,969.00
	BAYER MOTOREN WERK	31,800	76.52	2,433,336.00
	BAYERISCHE MOTOREN WERKE-PFD	5,300	67.09	355,577.00
	DAIMLER AG-REGISTERED SHARES	92,900	59.73	5,548,917.00
	FERRARI NV	12,740	37.71	480,425.40
	FIAT CHRYSLER AUTOMOBILES NV	89,000	6.61	588,735.00
	PEUGEOT CITROEN	43,700	13.37	584,269.00
	PORSCHE AUTOMOBIL HOLDING SE	15,200	46.77	710,904.00
	RENAULT SA	18,800	80.63	1,515,844.00
	VOLKSWAGEN AG	3,450	134.20	462,990.00
	VOLKSWAGEN AG-PREF	17,830	124.40	2,218,052.00
	ADIDAS AG	20,200	114.30	2,308,860.00
	CHRISTIAN DIOR SE	5,380	151.90	817,222.00
	HERMES INTERNATIONAL	2,470	318.45	786,571.50
	HUGO BOSS AG	6,300	54.18	341,334.00
	KERING SA	7,230	145.50	1,051,965.00
	LUXOTTICA GROUP SPA	16,500	49.38	814,770.00
	LVMH MOET HENNESSY LOUIS VUITTON SE	26,860	145.55	3,909,473.00
	ACCOR SA	20,700	38.53	797,674.50
	PADDY POWER PLC	8,100	114.65	928,665.00
	SODEXO	9,000	90.01	810,090.00
	ALTICE NV - A	36,830	12.95	476,948.50
	ALTICE NV - B	10,010	13.05	130,680.55
	AXEL SPRINGER SE	4,400	49.72	218,768.00
	EUTELSAT COMMUNICATIONS	16,300	27.21	443,523.00
	JC DECAUX SA	6,800	39.34	267,546.00
	LAGARDERE S.C.A	11,600	22.07	256,070.00
	NUMERICABLE-SFR	11,000	27.46	302,115.00
	PROSIEBEN SAT.1 MEDIA SE	20,900	44.16	923,048.50
	PUBLICIS GROUPE	18,400	63.90	1,175,760.00
	RELX NV	97,000	14.89	1,444,815.00
	RTL GROUP	3,900	73.86	288,054.00
	SES FDR	31,600	24.20	764,720.00
	TELENET GROUP HOLDING NV	5,200	42.67	221,910.00
	VIVENDI SA	113,200	16.94	1,917,608.00
	WOLTERS KLUWER	28,900	33.67	973,063.00
	ZALANDO SE	8,100	28.36	229,756.50
	INDITEX SA	105,600	28.17	2,974,752.00
	CARREFOUR SUPERMARCHE	54,100	24.05	1,301,105.00
	CASINO GUICHARD-PERRACHON SA	5,900	49.67	293,053.00
	COLRUYT SA	7,000	50.61	354,270.00
	DELHAIZE GROUP	9,800	92.22	903,756.00
	DISTRIBUIDORA INTERNACIONAL	57,000	4.82	274,911.00
	JERONIMO MARTINS	25,200	13.93	351,036.00
	KONINKLIJKE AHOLD NV	81,200	19.25	1,563,506.00
	METRO AG	16,600	27.32	453,595.00
	ANHEUSER-BUSCH INBEV NV	77,400	110.80	8,575,920.00
	HEINEKEN HOLDING NV	9,700	73.00	708,100.00
	HEINEKEN NV	22,000	82.87	1,823,140.00
	PERNOD RICARD SA	20,500	96.60	1,980,300.00
	REMY COINTREAU	2,300	73.20	168,360.00
	DANONE	56,700	61.05	3,461,535.00
	KERRY GROUP PLC-A	16,100	80.00	1,288,000.00
	HENKEL AG & CO KGAA	10,000	90.59	905,900.00
	HENKEL AG & CO KGAA VORZUG	17,400	101.65	1,768,710.00
	BEIERSDORF AG	10,000	79.60	796,000.00
	LOREAL-ORD	24,210	160.35	3,882,073.50
	UNILEVER NV-CVA	157,100	39.23	6,163,033.00
	ESSILOR INTERNATIONAL	19,900	115.00	2,288,500.00
	FRESENIUS MEDICAL CARE	20,900	76.17	1,591,953.00
	FRESENIUS SE & CO KGAA	37,100	64.77	2,402,967.00
	GRIFOLS SA	28,800	18.48	532,224.00
	BAYER AG-REG	79,700	99.95	7,966,015.00
	MERCK KGAA	12,600	80.24	1,011,024.00
	ORION OYJ	9,600	30.38	291,648.00
	SANOFI	113,300	71.81	8,136,073.00
	UCB SA	12,300	66.09	812,907.00
	BANCO BILBAO VIZCAYA ARGENTARIA S.A.	630,660	5.52	3,485,657.82
	BANCO COMERCIAL PORTUGUES-REGD	3,400,000	0.03	114,920.00
	BANCO DE SABADELL SA	504,574	1.53	772,502.79
	BANCO POPOLARE SPA	33,900	4.99	169,364.40
	BANCO SANTANDER SA	1,397,815	3.96	5,536,745.21
	BANK OF IRELAND	2,850,000	0.23	664,050.00
	BANKIA SA	430,000	0.77	331,960.00
	BANKINTER S.A.	65,000	6.33	411,710.00
	BCO POPULAR ESPANOL	162,434	2.05	334,289.17
	BNP PARIBAS	102,300	44.15	4,516,545.00
	CAIXABANK	248,288	2.37	589,932.28
	COMMERZBANK AG	102,000	6.99	713,898.00
	CREDIT AGRICOLE SA	103,000	9.01	928,339.00
	ERSTE GROUP BANK AG	26,800	23.51	630,068.00
	ING GROEP NV	375,000	10.20	3,825,000.00
	INTESA SANPAOLO	1,216,000	2.24	2,723,840.00
	INTESA SANPAOLO-RSP	92,000	2.15	198,168.00
	IRISH BANK RESOLUTION CORP LTD	139,810	0.00	0.00
	KBC GROEP NV	24,000	45.81	1,099,440.00
	NATIXIS	87,000	4.38	381,582.00
	RAIFFEISEN BANK INTERNATIONAL AG	11,000	13.39	147,290.00
	SOCIETE GENERALE	69,700	32.93	2,295,221.00
	UNICREDIT SPA	464,000	2.99	1,388,288.00
	UNIONE DI BANCHE ITALIANE SCPA	90,000	3.18	286,200.00
	DEUTSCHE BOERSE AG	18,900	75.30	1,423,170.00
	EURAZEO	3,876	61.74	239,304.24
	EXOR SPA	11,200	31.82	356,384.00
	GROUPE BRUXELLES LAM	7,800	73.90	576,420.00
	WENDEL	2,900	103.85	301,165.00
	AEGON NV	180,000	4.82	869,220.00
	AGEAS	20,000	32.29	645,800.00
	ALLIANZ SE-REG	44,090	140.90	6,212,281.00
	ASSICURAZIONI GENERALI	113,700	12.93	1,470,141.00
	AXA	191,200	20.67	3,952,104.00
	CNP ASSURANCES	16,500	14.15	233,475.00
	HANNOVER RUECK SE	5,700	101.15	576,555.00
	MAPFRE SA	111,000	2.16	240,315.00
	MUENCHENER RUECKVER AG-REG	16,060	163.25	2,621,795.00
	NN GROUP NV	30,600	29.40	899,640.00
	SAMPO OYJ-A SHS	43,200	39.06	1,687,392.00
	SCOR SE	15,400	29.86	459,921.00
	UNIPOLSAI SPA	107,000	1.94	207,901.00
	DEUTSCHE WOHNEN AG-BR	32,900	27.35	899,815.00
	IMMOEAST AG-RIGHTS	50,000	0.00	0.00
	VONOVIA SE	45,200	30.32	1,370,464.00
	UNITED INTERNET AG-REG SHARE	11,600	43.65	506,398.00
	AMADEUS IT HOLDING SA-A SHS	41,900	40.31	1,689,198.50
	ATOS SE	8,600	79.09	680,174.00
	CAP GEMINI SA	16,000	81.13	1,298,080.00
	DASSAULT SYSTEMES SA	12,100	69.02	835,142.00
	GEMALTO	7,600	56.15	426,740.00
	SAP SE	94,800	68.83	6,525,084.00
	NOKIA OYJ	560,000	5.01	2,805,600.00
	INGENICO GROUP	5,500	102.55	564,025.00
	ASML HOLDING NV	33,200	81.25	2,697,500.00
	INFINEON TECHNOLOGIES AG	109,000	12.09	1,317,810.00
	STMICROELECTRONICS NV	57,700	4.70	271,593.90
	DEUTSCHE TELEKOM-REG	311,400	15.43	4,806,459.00
	ELISA CORPORATION	13,700	32.28	442,236.00
	ILIAD SA	2,440	194.30	474,092.00
	KONINKLIJKE KPN NV	311,000	3.40	1,060,199.00
	ORANGE SA	190,300	14.55	2,769,816.50
	PROXIMUS	15,100	28.13	424,763.00
	TELECOM ITALIA SPA	1,110,000	0.85	943,500.00
	TELECOM ITALIA-RNC	570,000	0.68	391,305.00
	TELEFONICA DEUTSCHLAND HOLDING AG	74,600	4.54	338,907.80
	TELEFONICA SA	435,617	9.17	3,998,092.82
	ELECTRICITE DE FRANCE	22,800	11.47	261,516.00
	ENDESA S.A.	31,700	18.36	582,170.50
	ENEL SPA	738,760	3.89	2,873,776.40
	ENERGIAS DE PORTUGAL	220,000	3.16	696,960.00
	FORTUM OYJ	44,000	12.71	559,240.00
	IBERDROLA SA	528,709	6.09	3,224,067.48
	RED ELECTRICA CORPORACION SA	10,200	78.28	798,456.00
	TERNA SPA	142,000	4.89	695,516.00
	ENAGAS	21,300	26.66	567,964.50
	GAS NATURAL SDG	32,800	17.80	584,004.00
	SNAM SPA	205,000	5.32	1,091,625.00
	E.ON SE	194,000	8.40	1,629,600.00
	ENGIE	141,100	13.30	1,876,630.00
	RWE AG	46,200	11.57	534,765.00
	SUEZ ENVIRONNEMENT SA	29,900	16.15	482,885.00
	VEOLIA ENVIRONNEMENT	43,700	20.13	879,681.00
	DEUTSCHE BANK AG-REG	133,100	14.65	1,949,915.00
	MEDIOBANCA S.P.A.	53,000	6.24	330,985.00
	QIAGEN NV	22,300	19.26	429,498.00
	BUREAU VERITAS SA	25,500	20.26	516,757.50
	RANDSTAD HOLDING NV	12,700	47.32	600,964.00
小計	銘柄数:231			301,543,042.07
				(37,237,550,265)
	組入時価比率:12.0%			12.6%
英ポンド	PETROFAC LTD	26,000	8.00	208,000.00
	BP PLC	1,766,000	3.51	6,207,490.00
	ROYAL DUTCH SHELL PLC-A SHS	380,000	17.03	6,471,400.00
	ROYAL DUTCH SHELL PLC-B	382,000	17.19	6,566,580.00
	CRODA INTERNATIONAL PLC	12,262	29.85	366,020.70
	JOHNSON MATTHEY PLC	19,150	28.48	545,392.00
	REXAM PLC	65,555	6.28	412,013.17
	ANGLO AMERICAN PLC	137,000	5.59	766,515.00
	ANTOFAGASTA PLC	41,000	4.16	170,806.00
	BHP BILLITON PLC	204,300	7.93	1,620,711.90
	FRESNILLO PLC	20,900	10.39	217,151.00
	GLENCORE PLC	1,188,000	1.32	1,574,694.00
	RANDGOLD RESOURCES LTD	9,000	59.40	534,600.00
	RIO TINTO PLC-REG	120,100	19.64	2,359,364.50
	MONDI PLC	34,200	13.01	444,942.00
	BAE SYSTEMS PLC	306,000	4.91	1,502,766.00
	COBHAM PLC	113,000	1.62	183,173.00
	MEGGITT PLC	78,000	4.06	316,680.00
	ROLLS-ROYCE HOLDINGS C-ENTITLEMENT	12,567,000	0.00	12,567.00
	ROLLS-ROYCE HOLDINGS PLC	177,000	6.42	1,136,340.00
	SMITHS GROUP PLC	37,500	10.83	406,125.00
	IMI PLC	25,900	9.69	251,100.50
	WEIR GROUP PLC	22,000	11.00	242,000.00
	ASHTEAD GROUP PLC	46,800	8.73	408,564.00
	BUNZLE	33,100	20.68	684,508.00
	TRAVIS PERKINS PLC	24,700	18.52	457,444.00
	WOLSELEY PLC	24,200	39.20	948,640.00
	AGGREKO PLC	26,233	10.35	271,511.55
	BABCOCK INTL GROUP PLC	25,900	9.40	243,589.50
	G4S PLC	152,000	1.93	293,664.00
	ROYAL MAIL PLC	88,000	4.95	436,216.00
	EASYJET PLC	16,300	14.70	239,610.00
	GKN PLC	169,000	2.73	462,722.00
	BARRATT DEVELOPMENTS PLC	98,000	5.32	521,850.00
	PERSIMMON PLC	29,500	19.69	580,855.00
	TAYLOR WIMPEY PLC	319,000	1.84	586,960.00
	THE BERKELEY GRP HOLDINGS	12,400	29.84	370,016.00
	BURBERRY GROUP PLC	42,300	11.76	497,448.00
	CARNIVAL PLC	18,700	35.31	660,297.00
	COMPASS GROUP PLC	158,500	12.58	1,993,930.00
	INTERCONTINENTAL HOTELS GROUP PLC	19,083	27.00	515,241.00
	MERLIN ENTERTAINMENTS PLC-WI	69,000	4.34	300,012.00
	TUI AG-DI	46,652	10.37	483,781.24
	WHITBREAD PLC	17,500	39.00	682,500.00
	WILLIAM HILL PLC	85,000	3.18	270,810.00
	ITV PLC	365,000	2.20	805,190.00
	PEARSON	79,000	8.09	639,505.00
	RELX PLC	106,600	12.36	1,317,576.00
	SKY PLC	99,800	9.45	943,609.00
	WPP PLC	124,300	16.11	2,002,473.00
	MARKS & SPENCER PLC	155,000	4.18	648,985.00
	NEXT PLC	14,000	53.25	745,500.00
	DIXONS CARPHONE PLC	92,000	4.17	384,468.00
	KINGFISHER PLC	217,000	3.63	787,927.00
	SPORTS DIRECT INTERNATIONAL	25,300	3.78	95,760.50
	MORRISON SUPERMARKETS	213,000	1.90	406,617.00
	SAINSBURY	133,800	2.64	353,499.60
	TESCO PLC	787,000	1.56	1,234,016.00
	COCA-COLA HBC AG-CDI	19,800	13.95	276,210.00
	DIAGEO PLC	242,700	18.94	4,596,738.00
	SABMILLER PLC	93,800	42.24	3,962,581.00
	ASSOCIATED BRITISH FOODS PLC	34,400	31.68	1,089,792.00
	TATE & LYLE ORD.	42,500	6.11	259,675.00
	BRITISH AMERICAN TOBACCO PLC	179,700	42.13	7,571,659.50
	IMPERIAL BRANDS PLC	92,600	37.94	3,513,244.00
	RECKITT BENCKISER GROUP PLC	61,700	68.37	4,218,429.00
	UNILEVER PLC	124,400	31.54	3,924,198.00
	SMITH & NEPHEW PLC	85,800	11.65	999,570.00
	MEDICLINIC INTERNATIONAL PLC	37,500	8.65	324,562.50
	ASTRAZENECA PLC	121,900	39.44	4,808,345.50
	GLAXOSMITHKLINE PLC	469,100	14.65	6,872,315.00
	SHIRE PLC	56,800	40.69	2,311,192.00
	BARCLAYS PLC	1,630,000	1.58	2,582,735.00
	HSBC HOLDINGS PLC	1,887,000	4.29	8,111,269.50
	LLOYDS BANKING GROUP PLC	5,530,000	0.64	3,559,661.00
	ROYAL BANK OF SCOTLAND GROUP	341,000	2.12	725,989.00
	STANDARD CHARTERED PLC	316,428	4.77	1,510,469.05
	LONDON STOCK EXCHANGE GRP PLC	30,200	25.85	780,670.00
	ADMIRAL GROUP PLC	19,800	19.11	378,378.00
	AVIVA PLC	389,000	4.26	1,658,696.00
	DIRECT LINE INSURANCE GROUP	136,083	3.80	517,115.40
	LEGAL & GENERAL	576,000	2.18	1,257,408.00
	OLD MUTUAL PLC	468,000	1.72	808,236.00
	PRUDENTIAL PLC	249,300	13.01	3,243,393.00
	RSA INSURANCE GROUP PLC	98,750	4.80	474,592.50
	ST JAMES S PLACE PLC	49,900	8.71	434,629.00
	STANDARD LIFE PLC	186,000	3.20	596,688.00
	AUTO TRADER GROUP PLC	95,000	3.78	359,480.00
	WORLDPAY GROUP PLC	135,000	2.61	352,485.00
	SAGE GROUP PLC (THE)	105,000	5.93	622,650.00
	ARM HOLDINGS PLC	134,000	9.50	1,273,000.00
	BT GROUP PLC	817,000	4.40	3,601,744.50
	INMARSAT PLC	42,500	8.20	348,712.50
	VODAFONE GROUP PLC	2,561,000	2.18	5,606,029.00
	SSE PLC	96,900	15.07	1,460,283.00
	CENTRICA PLC	490,000	2.10	1,029,000.00
	NATIONAL GRID PLC	359,600	10.01	3,601,394.00
	SEVERN TRENT PLC	22,100	22.50	497,250.00
	UNITED UTILITIES GROUP PLC	67,000	9.43	632,145.00
	PROVIDENT FINANCIAL PLC	14,300	28.39	405,977.00
	3I GROUP PLC	97,000	4.64	450,468.00
	ABERDEEN ASSET MANAGEMENT PLC	94,000	2.63	247,314.00
	HARGREAVES LANSDOWN PLC	25,000	12.58	314,500.00
	ICAP PLC	54,000	4.65	251,586.00
	INVESTEC PLC	55,000	4.79	263,450.00
	SCHRODERS PLC	11,800	24.59	290,162.00
	CAPITA PLC	64,000	10.24	655,360.00
	EXPERIAN PLC	94,600	12.58	1,190,068.00
	INTERTEK GROUP PLC	15,100	32.63	492,713.00
小計	銘柄数:109			150,105,939.11
				(23,455,554,045)
	組入時価比率:7.6%			7.9%
スイスフラン	EMS-CHEMIE HOLDING AG-REG	830	470.00	390,100.00
	GIVAUDAN-REG	894	1,919.00	1,715,586.00
	SIKA AG-BR	209	4,091.00	855,019.00
	SYNGENTA AG-REG	8,900	391.90	3,487,910.00
	LAFARGEHOLCIM LTD	44,300	43.09	1,908,887.00
	GEBERIT AG-REG	3,670	364.60	1,338,082.00
	ABB LTD	213,400	19.88	4,242,392.00
	SCHINDLER HOLDING AG-REG	1,930	175.50	338,715.00
	SCHINDLER HOLDING-PART CERT	4,310	174.60	752,526.00
	SULZER AG-REG	1,300	83.95	109,135.00
	KUEHNE & NAGEL INTL AG-REG	5,250	133.80	702,450.00
	CIE FINANCIERE RICHEMONT-BR A	50,000	61.65	3,082,500.00
	THE SWATCH GROUP AG-B	2,950	316.60	933,970.00
	THE SWATCH GROUP AG-REG	4,600	62.10	285,660.00
	DUFRY AG-REG	4,000	127.50	510,000.00
	ARYZTA AG	8,500	37.00	314,500.00
	BARRY CALLEBAUT AG	190	1,152.00	218,880.00
	LINDT & SPRUENGLI AG-PC	95	6,095.00	579,025.00
	LINDT&SPRUENGLI AG-REG	10	72,050.00	720,500.00
	NESTLE SA-REG	308,000	71.45	22,006,600.00
	SONOVA HOLDING AG-REG	5,030	136.50	686,595.00
	ACTELION LTD	9,770	155.00	1,514,350.00
	GALENICA AG-REG	368	1,464.00	538,752.00
	NOVARTIS-REG	219,900	72.05	15,843,795.00
	ROCHE HOLDINGS (GENUSSCHEINE)	67,880	240.20	16,304,776.00
	PARGESA HOLDING SA-BEARER SHARES	3,200	63.80	204,160.00
	BALOISE HOLDING AG	5,000	115.70	578,500.00
	SWISS LIFE HOLDING AG	3,180	237.70	755,886.00
	SWISS RE LTD	33,700	87.20	2,938,640.00
	ZURICH INSURANCE GROUP AG	14,420	211.20	3,045,504.00
	SWISS PRIME SITE-REG	6,300	85.60	539,280.00
	SWISSCOM AG-REG	2,460	479.70	1,180,062.00
	CREDIT SUISSE GROUP AG-REG	174,300	13.43	2,340,849.00
	JULIUS BAER GROUP LTD	22,000	38.75	852,500.00
	PARTNERS GROUP HOLDING AG	1,530	398.50	609,705.00
	UBS GROUP AG	351,100	15.23	5,347,253.00
	LONZA AG-REG	5,020	163.50	820,770.00
	ADECCO SA-REG	16,300	61.85	1,008,155.00
	SGS SA-REG	523	2,087.00	1,091,501.00
小計	銘柄数:39			100,693,470.00
				(11,247,460,599)
	組入時価比率:3.6%			3.8%
スウェーデンクローナ	LUNDIN PETROLEUM AB	20,100	142.90	2,872,290.00
	BOLIDEN AB	26,000	131.10	3,408,600.00
	ASSA ABLOY AB-B	97,000	165.10	16,014,700.00
	SKANSKA AB-B SHS	37,500	177.80	6,667,500.00
	ALFA LAVAL AB	27,700	124.60	3,451,420.00
	ATLAS COPCO AB-A	64,800	201.20	13,037,760.00
	ATLAS COPCO AB-B	38,200	186.00	7,105,200.00
	SANDVIK AB	103,000	79.10	8,147,300.00
	SKF AB-B SHARES	38,800	142.80	5,540,640.00
	VOLVO AB-B SHS	150,000	91.50	13,725,000.00
	SECURITAS AB-B SHS	29,400	125.80	3,698,520.00
	ELECTROLUX AB-B	23,300	229.20	5,340,360.00
	HUSQVARNA AB-B SHS	38,000	65.60	2,492,800.00
	HENNES&MAURITZ AB-B	92,300	272.70	25,170,210.00
	ICA GRUPPEN AB	7,800	279.80	2,182,440.00
	SWEDISH MATCH AB	18,900	273.10	5,161,590.00
	SVENSKA CELLULOSA AB-B	58,400	253.70	14,816,080.00
	GETINGE AB-B SHS	19,100	173.60	3,315,760.00
	NORDEA BANK AB	293,000	75.65	22,165,450.00
	SKANDINAVISKA ENSKILDA BANKEN AB	146,000	75.00	10,950,000.00
	SVENSKA HANDELSBANKEN-A	145,000	104.00	15,080,000.00
	SWEDBANK AB	86,500	172.50	14,921,250.00
	INDUSTRIVARDEN AB-C SHS	16,800	144.20	2,422,560.00
	INVESTOR AB-B SHS	44,400	285.60	12,680,640.00
	KINNEVIK INVESTMENT AB-B	23,600	222.80	5,258,080.00
	ERICSSON LM-B	292,000	63.40	18,512,800.00
	HEXAGON AB-B SHS	24,400	313.10	7,639,640.00
	TELIA CO AB	251,000	37.27	9,354,770.00
	MILLICOM INTERNATIONAL CELLULAR-SDR	6,100	453.00	2,763,300.00
	TELE 2 AB-B SHS	28,400	75.40	2,141,360.00
小計	銘柄数:30			266,038,020.00
				(3,532,984,905)
	組入時価比率:1.1%			1.2%
ノルウェークローネ	STATOIL ASA	105,500	133.90	14,126,450.00
	YARA INTERNATIONAL ASA	16,800	318.10	5,344,080.00
	NORSK HYDRO	130,000	31.45	4,088,500.00
	SCHIBSTED ASA	7,800	238.70	1,861,860.00
	SCHIBSTED ASA-B SHS	9,100	229.50	2,088,450.00
	ORKLA ASA	80,000	75.00	6,000,000.00
	DNB ASA	95,600	98.80	9,445,280.00
	GJENSIDIGE FORSIKRING ASA	19,700	136.60	2,691,020.00
	TELENOR ASA	71,900	136.60	9,821,540.00
小計	銘柄数:9			55,467,180.00
				(731,612,104)
	組入時価比率:0.2%			0.2%
デンマーククローネ	CHR HANSEN HOLDING A/S	9,300	413.30	3,843,690.00
	NOVOZYMES A/S-B SHARES	22,500	314.60	7,078,500.00
	VESTAS WIND SYSTEMS A/S	21,600	450.40	9,728,640.00
	ISS A/S	14,100	253.80	3,578,580.00
	A P MOLLER - MAERSK A/S-A	375	8,645.00	3,241,875.00
	A P MOLLER-MAERSK A/S	660	8,920.00	5,887,200.00
	DSV A/S	18,200	269.50	4,904,900.00
	PANDORA A/S	10,820	853.00	9,229,460.00
	CARLSBERG B	10,500	640.00	6,720,000.00
	COLOPLAST-B	10,500	492.90	5,175,450.00
	WILLIAM DEMANT HOLDING	2,600	690.00	1,794,000.00
	GENMAB A/S	5,100	987.50	5,036,250.00
	NOVO NORDISK A/S-B	188,800	358.00	67,590,400.00
	DANSKE BANK AS	68,600	183.00	12,553,800.00
	TRYG A/S	11,800	123.20	1,453,760.00
	TDC A/S	76,800	34.10	2,618,880.00
小計	銘柄数:16			150,435,385.00
				(2,497,227,391)
	組入時価比率:0.8%			0.8%
豪ドル	CALTEX AUSTRALIA LIMITED	25,500	33.39	851,445.00
	OIL SEARCH LTD	130,000	6.85	890,500.00
	ORIGIN ENERGY LTD	175,000	5.20	910,000.00
	SANTOS LTD.	167,000	4.18	698,060.00
	WOODSIDE PETROLEUM	71,100	27.34	1,943,874.00
	INCITEC PIVOT LTD	161,000	2.86	460,460.00
	ORICA LTD	36,600	13.53	495,198.00
	BORAL LTD	67,000	6.66	446,220.00
	JAMES HARDIE INDUSTRIES PLC	44,000	19.55	860,200.00
	AMCOR	113,000	15.88	1,794,440.00
	ALUMINA LTD	233,000	1.38	322,705.00
	BHP BILLITON LIMITED	308,400	18.41	5,677,644.00
	FORTESCUE METALS GROUP LTD	142,000	3.04	431,680.00
	ILUKA RESOURCES LTD	37,800	6.17	233,226.00
	NEWCREST MINING	75,000	20.15	1,511,250.00
	RIO TINTO LTD	41,000	46.74	1,916,340.00
	SOUTH32 LTD	500,000	1.64	820,000.00
	CIMIC GROUP LTD	8,938	37.68	336,783.84
	BRAMBLES LTD	155,000	13.09	2,028,950.00
	QANTAS AIRWAYS LIMITED	44,133	3.33	146,962.89
	ASCIANO LTD	61,000	8.91	543,510.00
	AURIZON HOLDINGS LTD	209,000	4.45	930,050.00
	SYDNEY AIRPORT	107,900	7.20	776,880.00
	TRANSURBAN GROUP	195,004	12.37	2,412,199.48
	ARISTOCRAT LEISURE LTD	52,000	10.18	529,360.00
	CROWN RESORTS LTD	36,000	12.34	444,240.00
	FLIGHT CENTRE TRAVEL GROUP LTD	5,200	38.98	202,696.00
	TABCORP HOLDINGS	78,000	4.23	329,940.00
	TATTS GROUP LTD	147,000	3.95	580,650.00
	REA GROUP LTD	5,400	53.96	291,384.00
	HARVEY NORMAN HOLDINGS LTD	53,000	4.74	251,220.00
	WESFARMERS LIMITED	107,900	43.16	4,656,964.00
	WOOLWORTHS LIMITED	122,900	21.52	2,644,808.00
	COCA-COLA AMATIL LTD	52,000	8.74	454,480.00
	TREASURY WINE ESTATES LTD	72,000	10.23	736,560.00
	COCHLEAR LTD	5,200	112.89	587,028.00
	HEALTHSCOPE LTD	176,000	2.75	484,000.00
	RAMSAY HEALTH CARE LTD	14,100	68.51	965,991.00
	SONIC HEALTHCARE LTD	37,300	20.29	756,817.00
	CSL LIMITED	45,100	110.00	4,961,000.00
	AUSTRALIA & NEW ZEALAND BANK	281,700	24.38	6,867,846.00
	BANK OF QUEENSLAND LTD	35,115	11.32	397,501.80
	BENDIGO AND ADELAIDE BANK LTD	44,300	9.50	420,850.00
	COMMONWEALTH BANK OF AUSTRALIA	164,600	75.78	12,473,388.00
	NATIONAL AUSTRALIA BANK	252,400	28.45	7,180,780.00
	WESTPAC BANKING CORP	320,600	31.11	9,973,866.00
	ASX LTD	18,200	44.65	812,630.00
	CHALLENGER LIMITED	56,000	9.29	520,240.00
	AMP LIMITED	285,000	5.87	1,672,950.00
	INSURANCE AUSTRALIA GROUP LTD	232,000	6.00	1,392,000.00
	MEDIBANK PRIVATE LTD	261,000	3.21	837,810.00
	QBE INSURANCE	133,000	11.42	1,518,860.00
	SUNCORP GROUP LTD	126,000	12.79	1,611,540.00
	COMPUTERSHARE LTD	47,000	10.28	483,160.00
	TELSTRA CORP LTD	417,000	5.63	2,347,710.00
	TPG TELECOM LTD	27,000	11.24	303,480.00
	VOCUS COMMUNICATIONS LTD	43,000	8.90	382,700.00
	AUSNET SERVICES	163,400	1.60	262,257.00
	APA GROUP	107,000	9.14	977,980.00
	AGL ENERGY LTD	64,500	19.01	1,226,145.00
	DUET GROUP	229,000	2.31	528,990.00
	MACQUARIE GROUP LIMITED	29,600	67.00	1,983,200.00
	PLATINUM ASSET MANAGEMENT	25,000	5.99	149,750.00
	SEEK LTD	32,800	17.16	562,848.00
小計	銘柄数:64			101,204,198.01
				(8,015,372,482)
	組入時価比率:2.6%			2.7%
ニュージーランドドル	FLETCHER BUILDING LTD	69,000	8.39	578,910.00
	AUCKLAND INTL AIRPORT LTD	97,110	6.55	636,070.50
	RYMAN HEALTHCARE LTD	35,000	9.10	318,500.00
	SPARK NEW ZEALAND LTD	170,000	3.74	635,800.00
	CONTACT ENERGY LTD	76,000	5.28	401,280.00
	MIGHTY RIVER POWER	60,000	3.05	183,000.00
	MERIDIAN ENERGY LTD	120,000	2.67	320,400.00
小計	銘柄数:7			3,073,960.50
				(224,706,512)
	組入時価比率:0.1%			0.1%
香港ドル	CK HUTCHISON HOLDINGS LTD	262,540	92.55	24,298,077.00
	NWS HOLDINGS LTD	135,500	11.80	1,598,900.00
	CATHAY PACIFIC AIRWAYS	107,000	12.10	1,294,700.00
	MTR CORP	139,500	38.50	5,370,750.00
	TECHTRONIC INDUSTRIES CO	128,000	29.60	3,788,800.00
	LI & FUNG LTD	563,600	4.41	2,485,476.00
	YUE YUEN INDUSTRIAL HLDG	75,000	28.35	2,126,250.00
	GALAXY ENTERTAINMENT GROUP L	223,000	24.65	5,496,950.00
	MGM CHINA HOLDINGS LTD	78,000	10.32	804,960.00
	SANDS CHINA LTD	234,800	27.20	6,386,560.00
	SHANGRI-LA ASIA LTD	108,333	8.91	965,247.03
	SJM HOLDINGS LIMITED	166,000	4.84	803,440.00
	WYNN MACAU LTD	168,400	10.82	1,822,088.00
	WH GROUP LIMITED	590,000	5.92	3,492,800.00
	BANK OF EAST ASIA	120,860	28.30	3,420,338.00
	BOC HONG KONG HOLDINGS LTD	363,500	22.05	8,015,175.00
	HANG SENG BANK	73,000	137.80	10,059,400.00
	FIRST PACIFIC CO	226,000	4.86	1,098,360.00
	HONG KONG EXCHANGES & CLEARING LTD	110,200	184.70	20,353,940.00
	AIA GROUP LTD	1,162,400	44.55	51,784,920.00
	CHEUNG KONG PROPERTY HOLDING	263,540	48.60	12,808,044.00
	HANG LUNG PROPERTIES LTD	213,000	14.42	3,071,460.00
	HENDERSON LAND	111,017	46.70	5,184,493.90
	HYSAN DEVELOPMENT	65,000	32.40	2,106,000.00
	KERRY PROPERTIES	57,000	20.10	1,145,700.00
	NEW WORLD DEVELOPMENT	516,666	7.27	3,756,161.82
	SINO LAND CO.LTD	286,000	11.64	3,329,040.00
	SUN HUNG KAI PROPERTIES	168,000	92.55	15,548,400.00
	SWIRE PACIFIC-A	58,500	82.60	4,832,100.00
	SWIRE PROPERTIES LTD	116,800	20.10	2,347,680.00
	WHARF(HOLDING)	133,000	41.80	5,559,400.00
	WHEELOCK & COMPANY LTD	87,000	34.95	3,040,650.00
	ASM PACIFIC TECHNOLOGY	21,900	55.10	1,206,690.00
	HKT TRUST AND HKT LTD	259,600	11.02	2,860,792.00
	PCCW LTD	386,000	5.12	1,976,320.00
	CHEUNG KONG INFRASTRUCTURE	60,000	74.45	4,467,000.00
	CLP HLDGS	185,500	72.85	13,513,675.00
	POWER ASSETS HOLDINGS LTD	135,000	76.45	10,320,750.00
	HONG KONG & CHINA GAS	662,554	14.54	9,633,535.16
小計	銘柄数:39			262,175,022.91
				(3,662,585,070)
	組入時価比率:1.2%			1.2%
シンガポールドル	SINGAPORE TECH ENGINEERING	141,000	3.21	452,610.00
	KEPPEL CORP.	142,700	5.25	749,175.00
	SEMBCORP INDUSTRIES	99,040	2.72	269,388.80
	SEMBCORP MARINE	72,600	1.58	114,708.00
	YANGZIJIANG SHIPBUILDING	163,000	0.89	145,885.00
	NOBLE GROUP LTD	412,481	0.35	144,368.35
	SINGAPORE AIRLINES LTD	55,040	11.35	624,704.00
	COMFORTDELGRO CORP LTD	207,000	2.78	575,460.00
	GENTING SINGAPORE PLC	614,600	0.76	470,169.00
	SINGAPORE PRESS HOLDINGS	151,000	3.94	594,940.00
	JARDINE CYCLE&CARRIAGE LTD	11,800	35.65	420,670.00
	GOLDEN AGRI-RESOURCES LTD	615,320	0.38	233,821.60
	WILMAR INTERNATIONAL LTD	184,000	3.49	642,160.00
	DBS GROUP HLDGS	171,000	14.91	2,549,610.00
	OCBC-ORD	297,500	8.43	2,507,925.00
	UNITED OVERSEAS BANK	125,500	17.88	2,243,940.00
	SINGAPORE EXCHANGE LTD	77,000	7.49	576,730.00
	CAPITALAND LIMITED	246,000	2.98	733,080.00
	CITY DEVELOPMENTS LTD	37,000	8.09	299,330.00
	GLOBAL LOGISTIC PROPERTIES L	294,000	1.80	529,200.00
	UOL GROUP LIMITED	48,700	5.71	278,077.00
	SINGAPORE TELECOMMUNICATIONS LIMITED	770,000	3.89	2,995,300.00
	STARHUB LTD	53,000	3.38	179,140.00
小計	銘柄数:23			18,330,391.75
				(1,449,567,379)
	組入時価比率:0.5%			0.5%
新シェケル	DELEK GROUP LTD	470	686.70	322,749.00
	ISRAEL CHEMICALS LIMITED	44,000	16.50	726,000.00
	TEVA PHARMACEUTICAL IND LTD	88,100	198.80	17,514,280.00
	BANK HAPOALIM BM	102,000	19.40	1,978,800.00
	BANK LEUMI LE-ISRAEL	138,000	13.80	1,904,400.00
	MIZRAHI TEFAHOT BANK LTD	13,000	42.68	554,840.00
	AZRIELI GROUP	3,100	151.60	469,960.00
	NICE SYSTEMS LTD	5,300	240.70	1,275,710.00
	BEZEQ THE ISRAELI TELECOM CP	186,000	7.90	1,469,400.00
小計	銘柄数:9			26,216,139.00
				(751,616,705)
	組入時価比率:0.2%			0.3%
	合計				295,748,498,990
					(295,748,498,990)

(注1)外貨建有価証券については、通貨種類毎の小計欄の( )内は、邦貨換算額(単位:円)であります。

(注2)合計金額欄の( )内は、外貨建有価証券に係るもので、内書であります。

(注3)比率は左より組入時価の純資産に対する比率、及び各小計欄の合計金額に対する比率であります。

(2)株式以外の有価証券(平成28年 5月10日現在)

種類	通貨	銘柄	券面総額/口数	評価額	備考
投資信託受益証券	米ドル	HUTCHISON PORT HOLDINGS TRUST		216,325.00
	小計	銘柄数:1		216,325.00
				(23,462,609)
		組入時価比率:0.0%		0.3%
	合計			23,462,609
				(23,462,609)
投資証券	米ドル	AMERICAN CAPITAL AGENCY CORP	34,100	644,831.00
		AMERICAN TOWER CORP	41,000	4,372,650.00
		ANNALY CAPITAL MANAGEMENT	91,000	993,720.00
		AVALONBAY COMMUNITIES INC	13,330	2,519,103.40
		BOSTON PROPERTIES	14,700	1,944,369.00
		BRIXMOR PROPERTY GROUP INC	20,300	539,574.00
		CAMDEN PROPERTY TRUST	8,300	714,879.00
		CROWN CASTLE INTL CORP	32,300	2,889,881.00
		DIGITAL REALTY TRUST INC	14,000	1,304,240.00
		DUKE REALTY CORP	34,000	798,660.00
		EQUINIX INC	6,490	2,213,349.60
		EQUITY RESIDENTIAL	35,100	2,522,988.00
		ESSEX PROPERTY TRUST INC	6,300	1,471,113.00
		EXTRA SPACE STORAGE INC	11,500	1,073,525.00
		FEDERAL REALTY INVS TRUST	6,520	1,039,679.20
		GENERAL GROWTH PROPERTIES INC	54,400	1,612,416.00
		HCP INC	45,600	1,641,144.00
		HOST HOTELS & RESORTS INC	73,900	1,212,699.00
		IRON MOUNTAIN INC	24,400	930,860.00
		KIMCO REALTY CORP	40,500	1,201,230.00
		LIBERTY PROPERTY TRUST	15,000	548,700.00
		MACERICH CO /THE	13,300	1,073,443.00
		MID-AMERICA APARTMENT COMM	7,200	738,936.00
		PROLOGIS INC	50,700	2,397,603.00
		PUBLIC STORAGE	14,240	3,770,467.20
		REALTY INCOME CORP	23,800	1,524,152.00
		REGENCY CENTERS CORP	8,800	698,280.00
		SIMON PROPERTY GROUP INC	29,970	6,384,808.80
		SL GREEN REALTY CORP	9,800	1,034,978.00
		UDR INC	25,700	956,554.00
		VENTAS INC	31,700	2,113,122.00
		VEREIT INC	88,000	859,760.00
		VORNADO REALTY TRUST	16,600	1,608,374.00
		WELLTOWER INC	34,500	2,577,150.00
		WEYERHAEUSER CO	76,000	2,352,200.00
	小計	銘柄数:35	1,053,050	60,279,439.20
				(6,537,907,975)
		組入時価比率:2.1%		74.9%
	カナダドル	H&R REAL ESTATE INVSTMNT-UTS	13,600	299,472.00
		RIOCAN REAL ESTATE INVST TR	14,400	406,800.00
		SMART REAL ESTATE INVESTMENT TRUST	6,900	238,809.00
	小計	銘柄数:3	34,900	945,081.00
				(78,999,320)
		組入時価比率:0.0%		0.9%
	ユーロ	FONCIERE DES REGIONS	3,100	256,029.00
		GECINA SA	3,400	432,140.00
		ICADE	3,000	205,320.00
		KLEPIERRE	21,200	880,118.00
		UNIBAIL RODAMCO-NA	9,600	2,288,160.00
	小計	銘柄数:5	40,300	4,061,767.00
				(501,587,606)
		組入時価比率:0.2%		5.8%
	英ポンド	BRITISH LAND	94,000	693,250.00
		HAMMERSON PLC	73,000	428,145.00
		INTU PROPERTIES PLC	88,000	263,120.00
		LAND SECURITIES GROUP PLC	77,500	912,175.00
		SEGRO PLC	70,000	301,280.00
	小計	銘柄数:5	402,500	2,597,970.00
				(405,958,792)
		組入時価比率:0.1%		4.7%
	豪ドル	DEXUS PROPERTY GROUP	92,000	786,600.00
		GOODMAN GROUP	174,000	1,254,540.00
		GPT GROUP	179,000	927,220.00
		LENDLEASE GROUP	53,000	689,000.00
MIRVAC GROUP		350,000	682,500.00
SCENTRE GROUP		513,000	2,385,450.00
STOCKLAND TRUST GROUP		230,000	1,048,800.00
VICINITY CENTRES		328,704	1,117,593.60
WESTFIELD CORP		193,000	2,018,780.00
小計	銘柄数:9	2,112,704	10,910,483.60
			(864,110,301)
	組入時価比率:0.3%		9.9%
香港ドル	HK ELECTRIC INVESTMENTS -SS	260,000	1,807,000.00
香港ドル	LINK REIT	219,000	10,303,950.00
小計	銘柄数:2	479,000	12,110,950.00
			(169,189,971)
	組入時価比率:0.1%		1.9%
シンガポールドル	ASCENDAS REAL ESTATE INV TRT	213,000	519,720.00
	CAPITALAND COMMERCIAL TRUST	192,000	266,880.00
	CAPITALAND MALL TRUST	249,900	532,287.00
	SUNTEC REIT	243,000	403,380.00
小計	銘柄数:4	897,900	1,722,267.00
			(136,196,874)
	組入時価比率:0.0%		1.6%
	合計			8,693,950,839
				(8,693,950,839)
	合計			8,717,413,448
				(8,717,413,448)

(注1)外貨建有価証券については、通貨種類毎の小計欄の( )内は、邦貨換算額(単位:円)であります。

(注2)合計金額欄の( )内は、外貨建有価証券に係るもので、内書であります。

(注3)比率は左より組入時価の純資産に対する比率、及び各小計欄の合計金額に対する比率であります。

第2 デリバティブ取引及び為替予約取引の契約額等及び時価の状況表

種類	平成28年 5月10日現在
	契約額等(円)		時価(円)	評価損益(円)
		うち1年超	時価(円)	評価損益(円)
市場取引
株価指数先物取引
買建	5,247,938,660	-	5,244,514,469	△3,424,191
市場取引以外の取引
為替予約取引
買建	600,939,209	-	606,035,000	5,095,791
米ドル	569,900,255	-	574,785,000	4,884,745
英ポンド	31,038,954	-	31,250,000	211,046
合計	-	-	-	1,671,600

(注)時価の算定方法

1先物取引

外国先物取引について

先物の評価においては、計算日に知りうる直近の日の主たる取引所の発表する清算値段又は最終相場で評価しております。

2為替予約取引

1)計算日において対顧客先物相場の仲値が発表されている外貨については以下のように評価しております。

①計算日において為替予約の受渡日(以下「当該日」といいます)の対顧客先物相場の仲値が発表されている場合は、当該為替予約は当該仲値で評価しております。

②計算日において当該日の対顧客先物相場の仲値が発表されていない場合は、以下の方法によっております。

・計算日に当該日を超える対顧客先物相場が発表されている場合には、当該日に最も近い前後二つの対顧客先物相場の仲値をもとに計算したレートを用いております。

・計算日に当該日を超える対顧客先物相場が発表されていない場合には、当該日に最も近い発表されている対顧客先物相場の仲値を用いております。

2)計算日に対顧客先物相場の仲値が発表されていない外貨については、計算日の対顧客相場の仲値で評価しております。

※上記取引でヘッジ会計が適用されているものはございません。

有価証券報告書(内国投資信託受益証券)-第15期(平成27年5月12日-平成28年5月10日)

開示資料

決算