有報資料

有価証券報告書(内国投資信託受益証券)-第14期(平成27年4月1日-平成28年3月31日)

【提出】: 2016/06/22 9:01
【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 3月31日現在)
資産の部
流動資産
預金	5,376,214,088
コール・ローン	926,850,700
株式	309,377,723,661
投資信託受益証券	29,537,371
投資証券	8,767,212,705
派生商品評価勘定	122,524,775
未収入金	29,106,169
未収配当金	661,634,499
未収利息	11
差入委託証拠金	1,419,254,884
流動資産合計	326,710,058,863
資産合計	326,710,058,863
負債の部
流動負債
派生商品評価勘定	29,614,926
未払金	38,729,970
未払解約金	206,616,677
その他未払費用	3,663,400
流動負債合計	278,624,973
負債合計	278,624,973
純資産の部
元本等
元本	162,042,393,593
剰余金
期末剰余金又は期末欠損金(△)	164,389,040,297
元本等合計	326,431,433,890
純資産合計	326,431,433,890
負債純資産合計	326,710,058,863

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。
	配当株式
	配当株式は原則として、配当株式に伴う源泉税等の費用が確定した段階で、株式の配当落ち日に計上した数量に相当する券面額又は発行価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 3月31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	2.0145円
		(10,000口当たり純資産額)	(20,145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 4月 1日
至平成28年 3月31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 3月31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 3月31日現在
期首	平成27年 4月 1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	148,838,024,019円
同期中における追加設定元本額	39,073,211,752円
同期中における一部解約元本額	25,868,842,178円
期末元本額	162,042,393,593円
期末元本額の内訳*
バランスセレクト30	63,877,730円
バランスセレクト50	200,197,052円
バランスセレクト70	187,017,799円
野村外国株式インデックスファンド	562,906,891円
野村世界6資産分散投信(安定コース)	2,928,730,816円
野村世界6資産分散投信(分配コース)	10,449,606,955円
野村世界6資産分散投信(成長コース)	5,914,346,598円
野村資産設計ファンド2015	40,155,177円
野村資産設計ファンド2020	41,685,304円
野村資産設計ファンド2025	51,755,031円
野村資産設計ファンド2030	49,725,801円
野村資産設計ファンド2035	35,843,577円
野村資産設計ファンド2040	120,288,621円
野村外国株インデックス(野村投資一任口座向け)	16,151,154,036円
のむラップ・ファンド(保守型)	909,698,149円
のむラップ・ファンド(普通型)	5,321,030,200円
のむラップ・ファンド(積極型)	4,348,637,358円
野村資産設計ファンド2045	11,243,323円
野村インデックスファンド・外国株式	2,399,367,796円
マイ・ロード	1,605,618,429円
ネクストコア	91,424,896円
野村インデックスファンド・海外5資産バランス	90,125,466円
野村外国株インデックス(野村SMA・EW向け)	419,986,531円
野村世界6資産分散投信(配分変更コース)	255,449,841円
野村資産設計ファンド2050	5,982,732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)	621,174,109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)	458,454,869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)	9,968,654,390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)	4,059,647,559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)	9,484,300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)	38,333,062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)	28,085,850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)	131,905,208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)	1,438,567,280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)	571,710,177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)	238,971,736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)	34,287,441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)	267,715,278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)	4,738,552,915円
野村世界バランス25VA(適格機関投資家専用)	638,670,106円
野村MSCI-KOKUSAIインデックスファンド(適格機関投資家専用)	896,315,750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)	183,618,555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)	638,140,049円
バランスセレクト30(確定拠出年金向け)	3,543,295円
バランスセレクト50(確定拠出年金向け)	16,718,860円
バランスセレクト70(確定拠出年金向け)	14,009,564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)	55,942,217,572円
マイバランス30(確定拠出年金向け)	1,377,593,501円
マイバランス50(確定拠出年金向け)	5,418,609,211円
マイバランス70(確定拠出年金向け)	5,967,166,917円
マイバランスDC30	741,726,442円
マイバランスDC50	1,288,036,184円
マイバランスDC70	969,913,008円
野村DC外国株式インデックスファンド・MSCI-KOKUSAI	12,907,515,229円
野村DC運用戦略ファンド	143,110,969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	1,522,425円
マイターゲット2050(確定拠出年金向け)	31,262,400円
マイターゲット2030(確定拠出年金向け)	261,652円
マイターゲット2040(確定拠出年金向け)	501,237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 3月31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	43.37	1,838,888.00
		CAMERON INTERNATIONAL CORP	18,200	67.68	1,231,776.00
		CORE LABORATORIES N.V.	4,300	114.33	491,619.00
		FMC TECHNOLOGIES INC	22,500	27.09	609,525.00
		HALLIBURTON CO	83,200	36.02	2,996,864.00
		HELMERICH & PAYNE	10,600	58.31	618,086.00
		NATIONAL OILWELL VARCO INC	36,600	31.10	1,138,260.00
		OCEANEERING INTL INC	9,500	32.72	310,840.00
		SCHLUMBERGER LTD	122,000	74.41	9,078,020.00
		WEATHERFORD INTERNATIONAL PLC	85,000	7.67	651,950.00
		ANADARKO PETE	49,500	46.39	2,296,305.00
		ANTERO RESOURCES CORP	7,400	24.89	184,186.00
		APACHE CORPORATION	36,900	48.64	1,794,816.00
		CABOT OIL & GAS CORP	43,600	22.71	990,156.00
		CHENIERE ENERGY INC	22,000	33.71	741,620.00
		CHEVRON CORP	181,900	95.25	17,325,975.00
		CIMAREX ENERGY CO	9,000	96.56	869,040.00
		COLUMBIA PIPELINE GROUP	37,000	25.13	929,810.00
		CONCHO RESOURCES INC	12,300	101.95	1,253,985.00
		CONOCOPHILLIPS	119,400	40.08	4,785,552.00
		CONTINENTAL RESOURCES INC/OK	8,000	29.75	238,000.00
		DEVON ENERGY CORP	43,400	26.20	1,137,080.00
		EOG RESOURCES INC	53,200	73.66	3,918,712.00
		EQT CORP	15,000	66.33	994,950.00
		EXXON MOBIL CORP	402,000	84.52	33,977,040.00
		HESS CORP	27,500	50.97	1,401,675.00
		HOLLYFRONTIER CORP	16,600	34.39	570,874.00
		KINDER MORGAN INC	183,600	17.86	3,279,096.00
		MARATHON OIL CORP	79,400	10.53	836,082.00
		MARATHON PETROLEUM CORP	50,800	36.58	1,858,264.00
		MURPHY OIL CORP	15,000	24.42	366,300.00
		NOBLE ENERGY INC	41,100	30.78	1,265,058.00
		OCCIDENTAL PETE CORP	73,800	68.60	5,062,680.00
		ONEOK INC	19,800	29.04	574,992.00
		PHILLIPS 66	51,700	87.62	4,529,954.00
		PIONEER NATURAL RESOURCES CO	15,600	140.41	2,190,396.00
		PLAINS GP HOLDINGS LP-CL A	19,000	8.24	156,560.00
		RANGE RESOURCES CORP	16,700	32.36	540,412.00
		SOUTHWESTERN ENERGY CO	40,000	7.70	308,000.00
		SPECTRA ENERGY CORP	65,300	30.55	1,994,915.00
		TESORO CORP	11,300	86.47	977,111.00
		VALERO ENERGY CORP	46,200	63.98	2,955,876.00
		WILLIAMS COS	69,500	15.66	1,088,370.00
		AIR PRODUCTS	19,840	145.25	2,881,760.00
		AIRGAS INC	6,320	141.85	896,492.00
		ALBEMARLE CORP	11,100	63.99	710,289.00
		ASHLAND INC	5,900	110.66	652,894.00
		AXALTA COATING SYSTEMS LTD	14,500	28.91	419,195.00
		CELANESE CORP-SERIES A	14,300	66.03	944,229.00
		CF INDUSTRIES HOLDINGS INC	22,900	31.98	732,342.00
		DOW CHEM CO	108,000	51.48	5,559,840.00
		DU PONT E I DE NEMOURS	84,600	64.17	5,428,782.00
		EASTMAN CHEMICAL CO.	14,200	73.27	1,040,434.00
		ECOLAB INC	25,600	112.42	2,877,952.00
		FMC CORP	13,200	41.28	544,896.00
		INTERNATIONAL FLAVORS & FRAGRANCE	7,700	114.58	882,266.00
		LYONDELLBASELL INDU-CL A	36,600	85.90	3,143,940.00
		MONSANTO CO	42,700	91.09	3,889,543.00
		MOSAIC CO/THE	31,300	28.12	880,156.00
		PPG INDUSTRIES	25,800	111.90	2,887,020.00
		PRAXAIR INC	27,600	115.00	3,174,000.00
		SHERWIN-WILLIAMS	7,690	284.43	2,187,266.70
		WESTLAKE CHEMICAL CORP	4,100	46.92	192,372.00
		WR GRACE & CO	6,700	71.58	479,586.00
	MARTIN MARIETTA MATERIALS	5,500	154.83	851,565.00
	VULCAN MATERIALS CO	12,800	105.49	1,350,272.00
	AVERY DENNISON CORP	9,100	72.40	658,840.00
	BALL CORP	12,400	70.90	879,160.00
	CROWN HOLDINGS INC	13,300	49.60	659,680.00
	IP(INTERNATIONAL PAPER CO)	37,600	41.00	1,541,600.00
	PACKAGING CORP OP AMERICA	8,900	59.44	529,016.00
	SEALED AIR CORP	19,200	48.03	922,176.00
	WESTROCK CO	24,300	38.25	929,475.00
	ALCOA INC	125,000	9.68	1,210,000.00
	FREEPORT-MCMORAN INC	110,000	10.29	1,131,900.00
	NEWMONT MINING CORP HOLDINGS CO	51,700	26.75	1,382,975.00
	NUCOR CORP	30,700	48.31	1,483,117.00
	B/E AEROSPACE INC	10,100	46.57	470,357.00
	BOEING CO	61,400	128.58	7,894,812.00
	GENERAL DYNAMICS	25,730	131.73	3,389,412.90
	HONEYWELL INTERNATIONAL	70,600	112.17	7,919,202.00
	L-3 COMMUNICATIONS HLDGS	7,700	120.01	924,077.00
	LOCKHEED MARTIN	26,790	222.96	5,973,098.40
	NORTHROP GRUMMAN CORP	16,600	198.73	3,298,918.00
	RAYTHEON COMPANY	29,100	123.76	3,601,416.00
	ROCKWELL COLLINS INC	12,800	92.51	1,184,128.00
	TEXTRON INC	26,400	36.32	958,848.00
	TRANSDIGM GROUP INC	5,230	221.20	1,156,876.00
	UNITED TECHNOLOGIES	81,500	100.25	8,170,375.00
	FORTUNE BRANDS HOME & SECURITY INC	15,800	55.80	881,640.00
	MASCO CORP	32,900	31.60	1,039,640.00
	CHICAGO BRIDGE & IRON-NY SHR	8,400	37.20	312,480.00
	FLUOR CORP	13,900	54.36	755,604.00
	JACOBS ENGINEERING GROUP INC	12,300	43.77	538,371.00
	QUANTA SERVICES INC	16,300	22.62	368,706.00
	ACUITY BRANDS INC	4,170	216.35	902,179.50
	AMETEK INC	23,300	50.32	1,172,456.00
	EATON CORP PLC	44,500	62.75	2,792,375.00
	EMERSON ELEC	63,400	54.56	3,459,104.00
	ROCKWELL AUTOMATION INC	12,900	114.35	1,475,115.00
	SENSATA TECHNOLOGIES HOLDING	16,900	38.91	657,579.00
	3M CORP	59,350	166.75	9,896,612.50
	DANAHER CORP	59,500	95.03	5,654,285.00
	GENERAL ELEC CO	911,500	31.83	29,013,045.00
	JARDINE MATHESON	23,400	56.22	1,315,548.00
	ROPER TECHNOLOGIES INC	9,600	182.01	1,747,296.00
	AGCO CORP	6,300	51.39	323,757.00
	CATERPILLAR INC DEL	56,300	76.51	4,307,513.00
	CUMMINS INC	16,100	109.31	1,759,891.00
	DEERE & COMPANY	30,300	80.12	2,427,636.00
	DOVER CORP	15,300	64.33	984,249.00
	FLOWSERVE CORP	12,300	44.04	541,692.00
	ILLINOIS TOOL WORKS INC	31,700	102.63	3,253,371.00
	INGERSOLL-RAND PLC	25,100	62.07	1,557,957.00
	PACCAR	34,500	54.57	1,882,665.00
	PARKER HANNIFIN CORP	13,200	110.99	1,465,068.00
	PENTAIR PLC	17,400	54.07	940,818.00
	SNAP-ON INC	5,460	158.54	865,628.40
	STANLEY BLACK & DECKER INC	14,500	105.17	1,524,965.00
	WABCO HOLDINGS INC	5,200	106.24	552,448.00
	WABTEC CORP	9,400	79.21	744,574.00
	XYLEM INC	17,000	41.04	697,680.00
	AERCAP HOLDINGS NV	8,700	39.11	340,257.00
	FASTENAL CO	26,200	48.93	1,281,966.00
	GRAINGER(W.W.) INC	5,480	233.50	1,279,580.00
	UNITED RENTALS INC	8,600	62.79	539,994.00
	ADT CORP/THE	15,800	41.30	652,540.00
	CINTAS CORP	9,100	89.73	816,543.00
	REPUBLIC SERVICES INC-CL A	22,900	48.35	1,107,215.00
	STERICYCLE INC	8,100	125.68	1,018,008.00
	TYCO INTERNATIONAL PLC	40,300	36.62	1,475,786.00
	WASTE CONNECTIONS INC	11,700	64.56	755,352.00
	WASTE MANAGEMENT INC	42,800	59.63	2,552,164.00
	C.H.ROBINSON WORLDWIDE INC	13,700	74.55	1,021,335.00
	EXPEDITORS INTERNATIONAL WASH INC	18,300	48.71	891,393.00
	FEDEX CORPORATION	25,950	161.57	4,192,741.50
	UNITED PARCEL SERVICE-CL B	67,400	105.73	7,126,202.00
	AMERICAN AIRLINES GROUP INC	15,400	41.38	637,252.00
	DELTA AIR LINES INC	19,100	49.33	942,203.00
	SOUTHWEST AIRLINES	15,300	44.98	688,194.00
	UNITED CONTINENTAL HOLDINGS INC	9,300	59.82	556,326.00
	AMERCO	680	345.05	234,634.00
	CSX CORP	93,200	26.30	2,451,160.00
	HERTZ GLOBAL HOLDINGS INC	34,600	10.24	354,304.00
	HUNT J B TRANSPORT SVCS INC	8,700	84.14	732,018.00
	KANSAS CITY SOUTHERN	10,800	85.80	926,640.00
	NORFOLK SOUTHERN CORP	28,700	84.75	2,432,325.00
	UNION PAC CORP	82,400	80.56	6,638,144.00
	AUTOLIV INC	8,500	118.58	1,007,930.00
	BORGWARNER INC	21,300	37.92	807,696.00
	DELPHI AUTOMOTIVE PLC	27,300	74.91	2,045,043.00
	GOODYEAR TIRE & RUBBER CO	25,200	32.77	825,804.00
	JOHNSON CONTROLS INC	61,900	38.88	2,406,672.00
	LEAR CORP	7,400	111.65	826,210.00
	FORD MOTOR COMPANY	358,000	13.35	4,779,300.00
	GENERAL MOTORS CO	136,700	30.99	4,236,333.00
	HARLEY-DAVIDSON INC	18,800	49.48	930,224.00
	TESLA MOTORS INC	9,350	226.89	2,121,421.50
	DR HORTON INC	31,700	30.17	956,389.00
	GARMIN LTD	11,400	39.86	454,404.00
	HARMAN INTERNATIONAL	7,000	87.01	609,070.00
	JARDEN CORP	20,000	58.86	1,177,200.00
	LEGGETT & PLATT INC	13,400	47.95	642,530.00
	LENNAR CORP-A	16,800	47.81	803,208.00
	MOHAWK INDUSTRIES	6,020	191.12	1,150,542.40
	NEWELL RUBBERMAID INC	25,500	44.37	1,131,435.00
	PULTEGROUP INC	29,500	18.41	543,095.00
	TOLL BROTHERS INC	16,400	29.04	476,256.00
	WHIRLPOOL CORP	7,660	177.35	1,358,501.00
	HASBRO INC	10,800	78.55	848,340.00
	MATTEL INC	33,400	33.59	1,121,906.00
	POLARIS INDUSTRIES INC	6,200	97.25	602,950.00
	COACH INC	26,500	40.32	1,068,480.00
	HANESBRANDS INC	37,700	28.48	1,073,696.00
	LULULEMON ATHLETICA INC	10,600	67.80	718,680.00
	MICHAEL KORS HOLDINGS LTD	17,900	56.87	1,017,973.00
	NIKE INC-B	131,200	62.04	8,139,648.00
	PVH CORP	8,200	98.92	811,144.00
	RALPH LAUREN CORPORATION	5,800	96.92	562,136.00
	UNDER ARMOUR INC-CLASS A	17,100	85.64	1,464,444.00
	V F CORP	33,100	65.24	2,159,444.00
	ARAMARK	21,600	32.98	712,368.00
	CARNIVAL CORP	40,300	52.37	2,110,511.00
	CHIPOTLE MEXICAN GRILL INC	3,050	466.15	1,421,757.50
	DARDEN RESTAURANTS INC	10,900	66.58	725,722.00
	HILTON WORLDWIDE HOLDINGS IN	48,600	22.73	1,104,678.00
	LAS VEGAS SANDS CORP	37,900	52.23	1,979,517.00
	MARRIOTT INTERNATIONAL-CLA	19,900	71.55	1,423,845.00
	MCDONALD'S CORP	88,500	125.83	11,135,955.00
	MELCO CROWN ENTERTAINMENT-ADR	10,400	16.95	176,280.00
	MGM RESORTS INTERNATIONAL	42,300	21.29	900,567.00
	NORWEGIAN CRUISE LINE HOLDIN	15,000	54.18	812,700.00
	ROYAL CARIBBEAN CRUISES LTD	16,900	80.35	1,357,915.00
	STARBUCKS CORP	143,700	60.01	8,623,437.00
	STARWOOD HOTELS & RESORTS	16,200	83.66	1,355,292.00
	WYNDHAM WORLDWIDE CORP	10,900	76.41	832,869.00
	WYNN RESORTS LTD	7,700	93.99	723,723.00
	YUM BRANDS INC	41,500	82.25	3,413,375.00
	CABLEVISION SYSTEMS-NY GRP-A	19,300	33.00	636,900.00
	CBS CORP-CL B	41,400	54.61	2,260,854.00
	CHARTER COMMUNICATION-A	8,240	203.52	1,677,004.80
	COMCAST CORP-CL A	239,200	60.80	14,543,360.00
	DISCOVERY COMMUNICATIONS INC	14,300	28.09	401,687.00
	DISCOVERY COMMUNICATIONS-C	26,500	26.64	705,960.00
	DISH NETWORK CORP-A	22,000	47.37	1,042,140.00
	DISNEY (WALT) CO	151,300	98.91	14,965,083.00
	INTERPUBRIC GROUP	39,200	22.88	896,896.00
	LIBERTY GLOBAL PLC -SERIES C	57,400	37.69	2,163,406.00
	LIBERTY GLOBAL PLC-A	23,700	38.69	916,953.00
	LIBERTY MEDIA CORP-A	8,170	38.63	315,607.10
	LIBERTY MEDIA CORP-C	19,300	37.81	729,733.00
	NEWS CORP/NEW-CL A-W/I	37,400	12.75	476,850.00
	OMNICOM GROUP	23,100	83.32	1,924,692.00
	SCRIPPS NETWORKS INTER-CL A	7,100	64.83	460,293.00
	SIRIUS XM HOLDINGS INC	204,000	3.96	807,840.00
	TEGNA INC	20,600	23.70	488,220.00
	TIME WARNER CABLE-A	27,350	205.79	5,628,356.50
	TIME WARNER INC	77,200	72.16	5,570,752.00
	TWENTY-FIRST CENTURY FOX INC	112,200	27.91	3,131,502.00
	TWENTY-FIRST CENTURY FOX INC CLASS B	42,800	28.20	1,206,960.00
	VIACOM INC-CLASS B	34,100	40.11	1,367,751.00
	GENUINE PARTS CO	14,800	99.12	1,466,976.00
	LKQ CORP	30,000	31.12	933,600.00
	AMAZON.COM INC	38,490	598.69	23,043,578.10
	EXPEDIA INC	11,700	107.80	1,261,260.00
	LIBERTY INTERACTIVE CORPORATION QVC GR-A	43,600	25.21	1,099,156.00
	NETFLIX INC	39,100	102.19	3,995,629.00
	PRICELINE GROUP INC/THE	4,800	1,317.03	6,321,744.00
	TRIPADVISOR INC	11,500	66.58	765,670.00
	DOLLAR GENERAL CORP	28,100	86.14	2,420,534.00
	DOLLAR TREE INC	21,300	83.20	1,772,160.00
	KOHLS CORP	19,100	46.05	879,555.00
	MACYS INC	30,400	44.10	1,340,640.00
	NORDSTROM INC	13,700	57.50	787,750.00
	TARGET CORP	56,700	83.60	4,740,120.00
	ADVANCE AUTO PARTS	7,150	163.79	1,171,098.50
	AUTONATION INC	7,100	47.97	340,587.00
	AUTOZONE	2,940	802.52	2,359,408.80
	BED BATH & BEYOND	15,600	49.59	773,604.00
	BEST BUY COMPANY INC	30,500	31.57	962,885.00
	CARMAX INC	19,300	50.81	980,633.00
	DICK S SPORTING GOODS INC	8,300	46.99	390,017.00
	FOOT LOCKER INC	13,400	65.74	880,916.00
	GAMESTOP CORP-CLASS A	10,000	31.76	317,600.00
	GAP INC	22,900	29.66	679,214.00
	HOME DEPOT	122,500	133.42	16,343,950.00
	L BRANDS, INC	24,000	88.37	2,120,880.00
	LOWES COS INC	88,500	76.02	6,727,770.00
	OREILLY AUTOMOTIVE INC,	9,600	276.64	2,655,744.00
	ROSS STORES INC	39,400	58.34	2,298,596.00
	SIGNET JEWELERS LTD	7,100	119.68	849,728.00
	STAPLES INC	62,000	11.01	682,620.00
	TIFFANY & CO	12,700	72.59	921,893.00
	TJX COS INC	64,300	78.68	5,059,124.00
	TRACTOR SUPPLY COMPANY	13,200	90.70	1,197,240.00
	ULTA SALON COSMETICS & FRAGR	5,940	194.11	1,153,013.40
	COSTCO WHOLESALE CORPORATION	42,360	157.60	6,675,936.00
	CVS HEALTH CORP	106,700	104.05	11,102,135.00
	KROGER CO	89,000	38.09	3,390,010.00
	RITE AID CORP	100,000	8.11	811,000.00
	SYSCO CORP	54,200	46.63	2,527,346.00
	WAL-MART STORES INC	154,500	68.80	10,629,600.00
	WALGREENS BOOTS ALLIANCE INC	84,300	83.63	7,050,009.00
	WHOLE FOODS MARKET INC	33,200	31.87	1,058,084.00
	BROWN-FORMAN CORP-CL B	11,000	98.53	1,083,830.00
	COCA COLA CO	399,200	46.58	18,594,736.00
	COCA COLA ENTERPRISES	20,700	51.09	1,057,563.00
	CONSTELLATION BRANDS INC-A	16,800	151.60	2,546,880.00
	DR PEPPER SNAPPLE GROUP INC	18,100	89.94	1,627,914.00
	MOLSON COORS BREWING CO-B	18,000	96.07	1,729,260.00
	MONSTER BEVERAGE CORP	13,730	134.90	1,852,177.00
	PEPSICO INC	140,800	102.69	14,458,752.00
	ARCHER DANIELS MIDLAND	58,200	36.62	2,131,284.00
	BUNGE LIMITED	13,800	56.50	779,700.00
	CAMPBELL SOUP CO	17,500	64.16	1,122,800.00
	CONAGRA INC	41,200	44.95	1,851,940.00
	GENERAL MILLS	57,800	63.31	3,659,318.00
	HERSHEY CO/THE	14,300	91.85	1,313,455.00
	HORMEL FOODS CORP	27,600	43.95	1,213,020.00
	JM SMUCKER CO/THE-NEW	11,200	130.18	1,458,016.00
	KELLOGG CO	25,700	76.83	1,974,531.00
	KRAFT HEINZ CO/THE	58,600	78.90	4,623,540.00
	MCCORMICK & CO INC.	11,300	99.75	1,127,175.00
	MEAD JOHNSON NUTRITION CO	19,200	84.99	1,631,808.00
	MONDELEZ INTERNATIONAL INC	153,300	40.46	6,202,518.00
	TYSON FOODS INC-CL A	28,500	67.56	1,925,460.00
	WHITEWAVE FOODS CO - CL A	17,500	40.36	706,300.00
	ALTRIA GROUP INC	188,900	62.58	11,821,362.00
	PHILIP MORRIS INTERNATIONAL	149,700	98.69	14,773,893.00
	REYNOLDS AMERICAN INC	82,500	50.48	4,164,600.00
	CHURCH & DWIGHT CO INC	12,800	92.12	1,179,136.00
	CLOROX CO	12,600	127.97	1,612,422.00
	COLGATE PALMOLIVE CO.	82,500	70.72	5,834,400.00
	KIMBERLY-CLARK CORP	35,100	135.71	4,763,421.00
	PROCTER & GAMBLE CO	262,800	82.68	21,728,304.00
	EDGEWELL PERSONAL CARE CO	6,100	80.88	493,368.00
	ESTEE LAUDER COMPANIES-CL A	21,600	94.42	2,039,472.00
	ABBOTT LABORATORIES	144,000	41.65	5,997,600.00
	BARD (C R)	7,030	202.88	1,426,246.40
	BAXTER INTERNATIONAL INC.	52,900	41.26	2,182,654.00
	BECTON,DICKINSON	20,410	152.54	3,113,341.40
	BOSTON SCIENTIFIC CORP	130,600	18.82	2,457,892.00
	DENTSPLY SIRONA INC	22,900	62.06	1,421,174.00
	EDWARDS LIFESCIENCES CORP	21,100	88.89	1,875,579.00
	HOLOGIC INC	23,100	34.50	796,950.00
	INTUITIVE SURGICAL INC	3,560	598.28	2,129,876.80
	MEDTRONIC PLC	136,200	75.42	10,272,204.00
	RESMED INC	13,200	56.89	750,948.00
	ST JUDE MEDICAL INC	27,000	55.05	1,486,350.00
	STRYKER CORP	32,900	107.05	3,521,945.00
	THE COOPER COMPANIES, INC.	4,700	156.05	733,435.00
	VARIAN MEDICAL SYSTEMS INC	9,500	79.80	758,100.00
	ZIMMER BIOMET HOLDINGS INC	18,400	106.70	1,963,280.00
	AETNA INC	33,700	114.19	3,848,203.00
	AMERISOURCEBERGEN CORP	18,800	87.09	1,637,292.00
	ANTHEM INC	25,250	139.97	3,534,242.50
	CARDINAL HEALTH INC	31,700	81.78	2,592,426.00
	CENTENE CORP	16,100	62.46	1,005,606.00
	CIGNA CORP	24,920	137.46	3,425,503.20
	DAVITA HEALTHCARE PARTNERS INC	16,000	73.03	1,168,480.00
	ENVISION HEALTHCARE HOLDINGS	18,800	20.47	384,836.00
	EXPRESS SCRIPTS HOLDING INC-COMMON	65,000	69.05	4,488,250.00
	HCA HOLDINGS INC	31,300	78.10	2,444,530.00
	HENRY SCHEIN INC	8,060	172.87	1,393,332.20
	HUMANA INC	14,370	184.89	2,656,869.30
	LABORATORY CRP OF AMER HLDGS	9,900	117.85	1,166,715.00
	MCKESSON CORP	22,140	157.73	3,492,142.20
	MEDNAX INC	9,100	65.34	594,594.00
	PATTERSON COS INC	8,700	46.31	402,897.00
	QUEST DIAGNOSTICS INC	14,100	72.26	1,018,866.00
	UNITEDHEALTH GROUP INC	91,800	129.68	11,904,624.00
	UNIVERSAL HEALTH SERVICES-B	8,700	125.33	1,090,371.00
	ABBVIE INC	157,600	57.00	8,983,200.00
	ALEXION PHARMACEUTICALS INC	21,820	134.82	2,941,772.40
	ALKERMES PLC	13,800	32.21	444,498.00
	ALNYLAM PHARMACEUTICALS INC	7,200	59.08	425,376.00
	AMGEN INC	72,690	149.48	10,865,701.20
	BAXALTA INC	65,700	40.15	2,637,855.00
	BIOGEN INC	21,520	254.18	5,469,953.60
	BIOMARIN PHARMACEUTICAL INC	15,300	78.10	1,194,930.00
	CELGENE CORP	76,000	98.80	7,508,800.00
	GILEAD SCIENCES INC	138,800	91.97	12,765,436.00
	INCYTE CORP	16,000	68.35	1,093,600.00
	IONIS PHARMACEUTICALS INC	12,100	38.63	467,423.00
	MEDIVATION INC	15,400	37.39	575,806.00
	REGENERON PHARMACEUTICALS	7,450	359.68	2,679,616.00
	UNITED THERAPEUTICS CORP	4,340	109.94	477,139.60
	VERTEX PHARMACEUTICALS	24,000	78.40	1,881,600.00
	ALLERGAN PLC	37,980	274.94	10,442,221.20
	BRISTOL MYERS SQUIBB	160,800	63.44	10,201,152.00
	ELI LILLY & CO.	96,500	71.78	6,926,770.00
	ENDO INTERNATIONAL PLC	20,500	28.45	583,225.00
	JAZZ PHARMACEUTICALS PLC	5,800	124.03	719,374.00
	JOHNSON & JOHNSON	267,200	108.98	29,119,456.00
	MALLINCKRODT PLC	11,100	59.91	665,001.00
	MERCK & CO INC	269,100	53.22	14,321,502.00
	MYLAN NV	40,400	46.40	1,874,560.00
	PERRIGO CO PLC	13,950	129.62	1,808,199.00
	PFIZER INC	596,500	30.07	17,936,755.00
	TARO PHARMACEUTICAL INDUSTRIES LTD	800	141.94	113,552.00
	ZOETIS INC	46,000	44.02	2,024,920.00
	BANK OF AMERICA CORP	1,003,000	13.48	13,520,440.00
	BB&T CORPORATION	75,900	33.53	2,544,927.00
	CIT GROUP INC	16,600	32.03	531,698.00
	CITIGROUP	287,000	41.88	12,019,560.00
	CITIZENS FINANCIAL GROUP	50,100	21.25	1,064,625.00
	COMERICA INC	17,300	38.23	661,379.00
	FIFTH THIRD BANCORP	76,700	16.87	1,293,929.00
	FIRST REPUBLIC BANK/CA	13,700	67.02	918,174.00
	HUNTINGTON BANCSHARES INC	75,000	9.59	719,250.00
	JPMORGAN CHASE & CO	355,600	59.71	21,232,876.00
	KEYCORP	81,000	11.15	903,150.00
	M & T BANK CORP	14,100	111.97	1,578,777.00
	PEOPLES UNITED FINANCIAL INC	30,500	16.09	490,745.00
	PNC FINANCIAL	48,700	85.35	4,156,545.00
	REGIONS FINANCIAL CORP	126,000	7.90	995,400.00
	SIGNATURE BANK	4,890	138.26	676,091.40
	SUNTRUST BKS INC.	49,600	36.49	1,809,904.00
	US BANCORP	168,800	40.99	6,919,112.00
	WELLS FARGO CO	468,700	48.65	22,802,255.00
	BERKSHIRE HATHAWAY INC CL B	114,600	142.46	16,325,916.00
	CME GROUP INC	31,200	95.57	2,981,784.00
	INTERCONTINENTAL EXCHANGE INC	11,450	233.21	2,670,254.50
	LEUCADIA NATIONAL CORP	32,200	15.93	512,946.00
	MCGRAW HILL FINANCIAL INC	25,800	98.94	2,552,652.00
	MOODYS CORP	16,900	95.86	1,620,034.00
	MSCI INC	9,300	73.15	680,295.00
	NASDAQ INC	11,100	65.17	723,387.00
	VOYA FINANCIAL INC	21,100	30.53	644,183.00
	AFLAC INC	40,800	63.73	2,600,184.00
	ALLEGHANY CORP	1,510	491.77	742,572.70
	ALLSTATE CORP	37,200	67.72	2,519,184.00
	AMERICAN INTL GROUP	119,400	54.52	6,509,688.00
	AON PLC	26,300	103.96	2,734,148.00
	ARCH CAPITAL GROUP LTD	12,100	71.47	864,787.00
	ARTHUR J GALLAGHER & CO	16,800	44.37	745,416.00
	ASSURANT INC	6,200	78.36	485,832.00
	AXIS CAPITAL HOLDINGS LTD	9,500	54.99	522,405.00
	CHUBB LTD	44,600	119.74	5,340,404.00
	CINCINNATI FINANCIAL CORP	14,700	65.87	968,289.00
	EVEREST RE GROUP LTD	4,020	196.80	791,136.00
	FNF GROUP	24,400	33.98	829,112.00
	HARTFORD FINANCIAL SERVICES	39,400	46.31	1,824,614.00
	LINCOLN NATIONAL CORP	23,900	39.97	955,283.00
	LOEWS CORP	26,900	38.55	1,036,995.00
	MARKEL CORP	1,360	889.47	1,209,679.20
	MARSH & MCLENNAN COS	50,100	60.74	3,043,074.00
	METLIFE INC	91,400	44.73	4,088,322.00
	PRINCIPAL FINANCIAL GROUP	28,000	39.77	1,113,560.00
	PROGRESSIVE CO	56,900	35.03	1,993,207.00
	PRUDENTIAL FINANCIAL INC	43,500	72.95	3,173,325.00
	RENAISSANCERE HOLDINGS LTD	4,400	119.99	527,956.00
	TORCHMARK CORP	12,200	54.80	668,560.00
	TRAVELERS COS INC/THE	29,500	117.43	3,464,185.00
	UNUM GROUP	22,700	31.29	710,283.00
	WILLIS TOWERS WATSON PLC	12,400	118.74	1,472,376.00
	WR BERKLEY CORP	9,900	56.15	555,885.00
	XL GROUP PLC	28,800	36.89	1,062,432.00
	CBRE GROUP INC	29,600	28.69	849,224.00
	HONGKONG LAND HOLDINGS LTD	56,000	6.09	341,040.00
	JONES LANG LASALLE INC	4,210	115.69	487,054.90
	REALOGY HOLDINGS CORP	14,000	35.37	495,180.00
	AKAMAI TECHNOLOGIES	16,700	55.10	920,170.00
	ALPHABET INC-CL A	28,140	768.34	21,621,087.60
	ALPHABET INC-CL C	30,040	750.53	22,545,921.20
	EBAY INC	104,100	24.04	2,502,564.00
	FACEBOOK INC-A	219,300	114.70	25,153,710.00
	LINKEDIN CORP - A	11,300	113.83	1,286,279.00
	TWITTER INC	56,700	16.36	927,612.00
	VERISIGN INC	9,900	89.59	886,941.00
	YAHOO! INC	86,900	36.56	3,177,064.00
	ZILLOW GROUP INC - C	8,600	23.05	198,230.00
	ACCENTURE PLC-CL A	60,300	115.37	6,956,811.00
	ALLIANCE DATA SYSTEMS CORP	5,870	215.96	1,267,685.20
	AUTOMATIC DATA PROCESS	44,400	89.15	3,958,260.00
	COGNIZANT TECH SOLUTIONS CORP	58,800	62.45	3,672,060.00
	FIDELITY NATIONAL INFORMATION	26,900	63.18	1,699,542.00
	FISERV INC	21,900	102.08	2,235,552.00
	FLEETCOR TECHNOLOGIES INC	7,400	147.76	1,093,424.00
	GARTNER INC	8,100	88.30	715,230.00
	GLOBAL PAYMENTS INC	12,400	62.78	778,472.00
	INTERNATIONAL BUSINESS MACHINES	88,800	148.41	13,178,808.00
	MASTERCARD INC-CLASS A	95,500	93.81	8,958,855.00
	PAYCHEX INC	31,700	53.29	1,689,293.00
	PAYPAL HOLDINGS INC	105,700	39.04	4,126,528.00
	SABRE CORP	20,000	28.58	571,600.00
	TERADATA CORP	13,200	26.11	344,652.00
	TOTAL SYSTEM SERVICES INC	16,300	46.75	762,025.00
	VANTIV INC - CL A	15,100	53.87	813,437.00
	VISA INC-CLASS A SHARES	187,500	76.78	14,396,250.00
	WESTERN UNION CO	49,100	19.33	949,103.00
	XEROX CORP	89,000	10.83	963,870.00
	ACTIVISION BLIZZARD INC	48,700	34.07	1,659,209.00
	ADOBE SYSTEMS INC.	47,900	93.78	4,492,062.00
	ANSYS INC	8,400	88.57	743,988.00
	AUTODESK INC.	22,000	57.90	1,273,800.00
	CA INC	30,900	30.89	954,501.00
	CDK GLOBAL INC	12,800	46.71	597,888.00
	CHECK POINT SOFTWARE TECHNOLOGIES	6,700	86.34	578,478.00
	CITRIX SYSTEMS INC	14,900	77.79	1,159,071.00
	ELECTRONIC ARTS	29,600	66.41	1,965,736.00
	FORTINET INC	13,900	29.40	408,660.00
	INTUIT INC	24,100	103.18	2,486,638.00
	MICROSOFT CORP	732,700	55.05	40,335,135.00
	MOBILEYE NV	8,400	37.03	311,052.00
	NETSUITE INC	3,900	67.40	262,860.00
	NUANCE COMMUNICATIONS INC	25,000	18.44	461,000.00
	ORACLE CORPORATION	308,200	40.97	12,626,954.00
	RED HAT INC	17,800	74.04	1,317,912.00
	SALESFORCE.COM INC	61,000	74.30	4,532,300.00
	SERVICENOW INC	14,300	61.07	873,301.00
	SPLUNK INC	12,800	48.60	622,080.00
	SYMANTEC CORP	65,200	18.38	1,198,376.00
	SYNOPSYS INC	14,900	48.13	717,137.00
	TABLEAU SOFTWARE INC-CL A	4,900	45.36	222,264.00
	VMWARE INC - CLASS A	7,400	52.09	385,466.00
	WORKDAY INC-CLASS A	10,700	76.14	814,698.00
	CISCO SYSTEMS	489,000	28.46	13,916,940.00
	F5 NETWORKS INC	7,000	105.47	738,290.00
	HARRIS CORP	11,900	78.71	936,649.00
	JUNIPER NETWORKS INC	33,500	25.51	854,585.00
	MOTOROLA SOLUTIONS INC	15,100	74.89	1,130,839.00
	PALO ALTO NETWORKS INC	7,710	161.99	1,248,942.90
	QUALCOMM INC	145,000	50.99	7,393,550.00
	APPLE INC	538,200	109.56	58,965,192.00
	EMC CORP	187,300	26.70	5,000,910.00
	HEWLETT PACKARD ENTERPRISE	175,200	17.89	3,134,328.00
	HP INC	174,000	12.30	2,140,200.00
	NETAPP INC	27,900	26.66	743,814.00
	SAN DISK CORPORATION	19,400	75.95	1,473,430.00
	SEAGATE TECHNOLOGY	29,000	34.17	990,930.00
	WESTERN DIGITAL CORP	22,000	46.14	1,015,080.00
	AMPHENOL CORP-CL A	29,600	57.71	1,708,216.00
	ARROW ELECTRS INC	9,300	63.76	592,968.00
	AVNET	12,200	44.24	539,728.00
	CDW CORPORATION	14,100	41.51	585,291.00
	CORNING INC	113,800	20.84	2,371,592.00
	FLEXTRONICS INTL LTD	55,000	11.94	656,700.00
	FLIR SYSTEMS INC	12,600	33.78	425,628.00
	TE CONNECTIVITY LTD	37,100	61.18	2,269,778.00
	TRIMBLE NAVIGATION LTD	23,200	24.78	574,896.00
	ANALOG DEVICES INC	30,400	59.11	1,796,944.00
	APPLIED MATERIALS	114,500	21.04	2,409,080.00
	BROADCOM LTD	37,510	156.93	5,886,444.30
	INTEL CORP	456,100	32.71	14,919,031.00
	KLA TENCOR CORP	15,000	72.56	1,088,400.00
	LAM RESEARCH	15,400	82.19	1,265,726.00
	LINEAR TECHNOLOGY CORP	22,500	44.78	1,007,550.00
	MARVELL TECHNOLOGY GROUP LTD	41,000	10.32	423,120.00
	MAXIM INTEGRATED PRODUCTS	27,100	36.54	990,234.00
	MICROCHIP TECHNOLOGY	19,800	48.84	967,032.00
	MICRON TECHNOLOGY	103,100	10.48	1,080,488.00
	NVIDIA CORP	52,600	35.76	1,880,976.00
	NXP SEMICONDUCTORS NV	13,274	81.75	1,085,149.50
	QORVO INC	13,900	51.23	712,097.00
	SKYWORKS SOLUTIONS INC	18,200	77.85	1,416,870.00
	TEXAS INSTRUMENTS INC	98,000	58.37	5,720,260.00
	XILINX INC	25,000	47.87	1,196,750.00
	AT & T INC	594,300	39.37	23,397,591.00
	CENTURYLINK INC	53,000	31.87	1,689,110.00
	FRONTIER COMMUNICATIONS CO	114,000	5.63	641,820.00
	LEVEL 3 COMMUNICATIONS INC	29,000	52.84	1,532,360.00
	SBA COMMUNICATIONS CORP-CL A	12,100	99.96	1,209,516.00
	VERIZON COMMUNICATIONS	393,100	54.04	21,243,124.00
	SPRINT CORP	71,000	3.45	244,950.00
	T-MOBILE US INC	27,100	38.44	1,041,724.00
	AMERICAN ELECTRIC POWER	47,500	66.02	3,135,950.00
	DUKE ENERGY CORP	66,100	80.35	5,311,135.00
	EDISON INTERNATIONAL	31,800	71.60	2,276,880.00
	ENTERGY CORP	17,400	79.23	1,378,602.00
	EVERSOURCE ENERGY	30,900	58.39	1,804,251.00
	EXELON CORPORATION	89,400	35.43	3,167,442.00
	FIRSTENERGY CORP	40,300	35.79	1,442,337.00
	NEXTERA ENERGY INC	44,500	118.50	5,273,250.00
	OGE ENERGY CORP	19,600	28.59	560,364.00
	PINNACLE WEST CAPITAL CORP	10,500	74.69	784,245.00
	PPL CORPORATION	65,400	37.70	2,465,580.00
	SOUTHERN CO.	87,400	51.21	4,475,754.00
	XCEL ENERGY INC	48,300	41.56	2,007,348.00
	AGL RESOURCES INC	11,500	64.92	746,580.00
	ATMOS ENERGY CORP	9,700	74.05	718,285.00
	ALLIANT ENERGY CORP	10,800	73.89	798,012.00
	AMEREN CORPORATION	23,100	49.75	1,149,225.00
	CENTERPOINT ENERGY INC	38,900	20.85	811,065.00
	CMS ENERGY CORP	27,300	42.22	1,152,606.00
	CONSOLIDATED EDISON INC	28,600	76.48	2,187,328.00
	DOMINION RESOURCES INC/VA	57,200	74.75	4,275,700.00
	DTE ENERGY COMPANY	17,000	90.72	1,542,240.00
	PG&E CORP	47,300	59.44	2,811,512.00
	PUBLIC SVC ENTERPRISE	49,300	46.54	2,294,422.00
	SCANA CORP	13,100	69.50	910,450.00
	SEMPRA ENERGY	23,000	103.47	2,379,810.00
	TECO ENERGY INC	22,400	27.53	616,672.00
	WEC ENERGY GROUP INC	30,200	59.61	1,800,222.00
	AMERICAN WATER WORKS CO INC	17,100	68.61	1,173,231.00
	NEW YORK COMMUNITY BANCORP	47,100	15.96	751,716.00
	ALLY FINANCIAL INC	42,100	18.23	767,483.00
	AMERICAN EXPRESS CO	81,100	60.29	4,889,519.00
	CAPITAL ONE FINANCIAL CORP	51,700	69.15	3,575,055.00
	DISCOVER FINANCIAL SERVICES	41,700	50.26	2,095,842.00
	NAVIENT CORP	33,900	11.97	405,783.00
	SYNCHRONY FINANCIAL	80,500	28.38	2,284,590.00
	AFFILIATED MANAGERS GROUP	5,200	163.05	847,860.00
	AMERIPRISE FINANCIAL INC	16,800	95.57	1,605,576.00
	BANK OF NEWYORK MELLON CORP	106,000	37.14	3,936,840.00
	BLACKROCK INC	11,900	341.37	4,062,303.00
	E*TRADE FINANCIAL CORP	29,100	24.66	717,606.00
	EATON VANCE CORP	11,700	33.31	389,727.00
	FRANKLIN RESOURCES INC	37,800	39.14	1,479,492.00
	GOLDMAN SACHS GROUP	37,060	156.50	5,799,890.00
	INVESCO LTD	41,200	31.26	1,287,912.00
	LEGG MASON INC	9,200	34.63	318,596.00
	MORGAN STANLEY	139,700	25.07	3,502,279.00
	NORTHERN TRUST CORP	21,400	65.48	1,401,272.00
	RAYMOND JAMES FINANCIAL INC	12,000	47.75	573,000.00
	SCHWAB(CHARLES)CORP	114,800	28.17	3,233,916.00
	SEI INVESTMENTS COMPANY	12,900	42.81	552,249.00
	STATE STREET CORP	39,300	58.52	2,299,836.00
	T ROWE PRICE GROUP INC	24,000	73.90	1,773,600.00
	TD AMERITRADE HOLDING CORP	25,400	31.62	803,148.00
	H & R BLOCK INC	22,400	26.41	591,584.00
	AES CORP	65,000	11.62	755,300.00
	CALPINE CORP	31,000	14.77	457,870.00
	NRG ENERGY INC	29,400	12.94	380,436.00
	CERNER CORP	29,300	52.72	1,544,696.00
	IMS HEALTH HOLDINGS INC	16,300	26.03	424,289.00
	AGILENT TECHNOLOGIES INC	32,400	40.12	1,299,888.00
	ILLUMINA INC	14,270	157.43	2,246,526.10
	METTLER-TOLEDO INTL	2,700	343.24	926,748.00
	QUINTILES TRANSNATIONAL HOLD	8,800	64.70	569,360.00
	THERMO FISHER SCIENTIFIC INC	38,670	140.79	5,444,349.30
	WATERS CORP	8,000	132.16	1,057,280.00
	DUN & BRADSTREET CORP	3,600	103.52	372,672.00
	EQUIFAX INC	11,300	113.90	1,287,070.00
	IHS INC-CLASS A	6,600	123.53	815,298.00
	MANPOWERGROUP INC	7,000	80.96	566,720.00
	NIELSEN HOLDINGS PLC	33,400	52.80	1,763,520.00
	ROBERT HALF INTERNATIONAL INC	13,300	45.85	609,805.00
	VERISK ANALYTICS INC	15,200	78.73	1,196,696.00
小計	銘柄数:599			1,772,005,783.30
				(199,669,611,662)
	組入時価比率:61.2%			64.5%
カナダドル	ALTAGAS LTD	14,100	32.33	455,853.00
	ARC RESOURCES LTD	33,500	18.54	621,090.00
	CAMECO CORP	38,600	16.95	654,270.00
	CANADIAN NATURAL RESOURCES LTD	106,300	34.66	3,684,358.00
	CENOVUS ENERGY INC	79,000	17.03	1,345,370.00
	CRESCENT POINT ENERGY CORP	48,800	17.97	876,936.00
	ENBRIDGE INC	88,300	50.09	4,422,947.00
	ENCANA CORP	79,000	7.67	605,930.00
	HUSKY ENERGY INC	35,745	16.10	575,494.50
	IMPERIAL OIL	28,300	43.24	1,223,692.00
	INTER PIPELINE LTD	33,100	25.93	858,283.00
	KEYERA CORP	16,100	38.41	618,401.00
	PEMBINA PIPELINE CORP	36,200	34.79	1,259,398.00
	PEYTO EXPLORATION & DEV CORP	15,100	28.76	434,276.00
	PRAIRIESKY ROYALTY LTD	18,600	24.32	452,352.00
	SEVEN GENERATIONS ENERGY - A	17,000	19.42	330,140.00
	SUNCOR ENERGY INC	152,460	35.65	5,435,199.00
	TOURMALINE OIL CORP	17,300	27.37	473,501.00
	TRANSCANADA CORP	68,800	50.72	3,489,536.00
	VERESEN INC	24,800	8.70	215,760.00
	VERMILION ENERGY INC	10,500	37.78	396,690.00
	AGRIUM INC	12,600	117.15	1,476,090.00
	METHANEX CORP	8,200	42.16	345,712.00
	POTASH CORP OF SASKATCHEWAN INC	81,800	22.58	1,847,044.00
	CCL INDUSTRIES INC - CL B	2,660	243.15	646,779.00
	AGNICO EAGLE MINES LTD	20,600	47.66	981,796.00
	BARRICK GOLD	113,000	17.82	2,013,660.00
	ELDORADO GOLD CORPORATION	62,800	4.06	254,968.00
	FIRST QUANTUM MINERALS LTD	70,400	6.75	475,200.00
	FRANCO-NEVADA CORP	16,500	81.30	1,341,450.00
	GOLDCORP INC	80,000	21.26	1,700,800.00
	KINROSS GOLD CORP	118,600	4.46	528,956.00
	SILVER WHEATON CORP	39,200	22.88	896,896.00
	TECK RESOURCES LTD	58,200	10.14	590,148.00
	TURQUOISE HILL RESOURCES LTD	87,000	3.32	288,840.00
	YAMANA GOLD INC	97,000	3.97	385,090.00
	WEST FRASER TIMBER	6,800	53.91	366,588.00
	BOMBARDIER B SHEARS	167,000	1.32	220,440.00
	CAE INC	26,000	15.01	390,260.00
	SNC-LAVALIN GROUP INC	14,500	47.40	687,300.00
	FINNING INTERNATIONAL INC	14,900	19.05	283,845.00
	PROGRESSIVE WASTE SOLUTIONS	10,400	39.93	415,272.00
	CANADIAN NATL RAILWAY CO	76,900	81.27	6,249,663.00
	CANADIAN PACIFIC RAILWAY LTD	14,000	173.75	2,432,500.00
	LINAMAR CORP	4,800	62.00	297,600.00
	MAGNA INTERNATIONAL INC	38,800	55.97	2,171,636.00
	GILDAN ACTIVEWEAR INC	23,100	39.06	902,286.00
	RESTAURANT BRANDS INTERNATIONAL INC	19,800	51.00	1,009,800.00
	SHAW COMMUNICATIONS-B	40,400	25.25	1,020,100.00
	THOMSON REUTERS CORP	33,000	52.49	1,732,170.00
	CANADIAN TIRE CORP LTD A	7,000	134.06	938,420.00
	DOLLARAMA INC	11,500	88.91	1,022,465.00
	ALIMENTATION COUCHE-TARD-B	40,100	57.89	2,321,389.00
	EMPIRE CO LTD A	16,200	22.52	364,824.00
	JEAN COUTU GROUP INC-CLASS A	9,400	22.20	208,680.00
	LOBLAW COMPANIES	21,400	73.81	1,579,534.00
	METRO INC	23,200	44.75	1,038,200.00
	WESTON(GEORGE)LTD	4,800	117.04	561,792.00
	SAPUTO INC	23,900	42.27	1,010,253.00
	VALEANT PHARMACEUTICALS INTERNATIONAL	31,300	35.10	1,098,630.00
	BANK OF MONTREAL	61,800	79.02	4,883,436.00
	BANK OF NOVA SCOTIA HALIFAX	116,200	63.55	7,384,510.00
	CANADIAN IMPERIAL BANK OF COMMERCE	38,300	97.80	3,745,740.00
	NATIONAL BANK OF CANADA	33,400	42.81	1,429,854.00
	ROYAL BANK OF CANADA	143,300	75.44	10,810,552.00
	TORONTO DOMINION BANK	178,900	56.27	10,066,703.00
	ELEMENT FINANCIAL CORP	36,000	13.80	496,800.00
	ONEX CORP	8,000	79.70	637,600.00
	FAIRFAX FINANCIAL HLDGS LTD	2,170	717.24	1,556,410.80
	GREAT-WEST LIFECO INC	28,000	35.43	992,040.00
	INDUSTRIAL ALLIANCE INSURANC	9,900	39.01	386,199.00
	INTACT FINANCIAL CORP	12,700	90.41	1,148,207.00
	MANULIFE FINANCIAL CORP	191,800	18.45	3,538,710.00
	POWER CORPORATION OF CANADA	35,000	29.78	1,042,300.00
	POWER FINANCIAL CORP	24,300	32.20	782,460.00
	SUN LIFE FINANCIAL INC	58,800	41.65	2,449,020.00
	BROOKFIELD ASSET MANAGE-CL A	84,700	45.25	3,832,675.00
	FIRST CAPITAL REALTY INC	11,300	20.68	233,684.00
	CGI GROUP INC - CLASS A	21,400	61.79	1,322,306.00
	CONSTELLATION SOFTWARE	1,790	540.00	966,600.00
	OPEN TEXT CORP	12,100	67.71	819,291.00
	BLACKBERRY LTD	50,900	10.38	528,342.00
	BCE INC	14,100	59.43	837,963.00
	TELUS CORP	19,300	42.49	820,057.00
	ROGERS COMMUNICATIONS-CL B	34,800	52.19	1,816,212.00
	FORTIS INC	27,300	40.47	1,104,831.00
	ATCO LTD CL1	6,800	39.40	267,920.00
	CANADIAN UTILITIES LTD A	12,400	36.29	449,996.00
	CI FINANCIAL CORP	22,600	28.88	652,688.00
	IGM FINANCIAL INC	10,300	38.39	395,417.00
小計	銘柄数:90			135,925,076.30
				(11,796,937,372)
	組入時価比率:3.6%			3.8%
ユーロ	SAIPEM	549,700	0.35	195,693.20
	TECHNIP SA	9,800	49.58	485,884.00
	TENARIS SA	46,000	10.95	503,700.00
	ENI SPA	244,800	13.52	3,309,696.00
	GALP ENERGIA SGPS SA-B SHRS	44,500	11.41	507,745.00
	NESTE OYJ	12,500	30.38	379,750.00
	OMV AG	14,000	25.32	354,480.00
	REPSOL SA	104,318	10.07	1,050,482.26
	TOTAL SA	211,500	40.98	8,667,270.00
	VOPAK	7,100	44.27	314,317.00
	AIR LIQUIDE	33,000	100.95	3,331,350.00
	AKZO NOBEL	24,000	60.37	1,448,880.00
	ARKEMA	6,700	66.45	445,215.00
	BASF SE	88,700	67.12	5,953,544.00
	EVONIK INDUSTRIES AG	13,800	26.72	368,805.00
	FUCHS PETROLUB SE -PFD	6,400	39.89	255,328.00
	K+S AG	17,300	20.91	361,743.00
	KONINKLIJKE DSM NV	17,500	48.92	856,100.00
	LANXESS	8,300	41.94	348,102.00
	LINDE AG	17,910	130.90	2,344,419.00
	OCI	8,000	17.58	140,640.00
	SOLVAY SA	7,300	89.66	654,518.00
	SYMRISE AG	11,500	59.86	688,390.00
	UMICORE	8,800	44.36	390,412.00
	CRH PLC	82,200	25.23	2,073,906.00
	HEIDELBERGCEMENT AG	13,700	75.95	1,040,515.00
	IMERYS	3,800	61.16	232,408.00
	ARCELORMITTAL	96,000	3.84	369,504.00
	ARCELORMITTAL-RIGHTS	96,000	1.15	110,812.80
	THYSSENKRUPP AG	36,300	18.19	660,478.50
	VOESTALPINE AG	11,000	29.08	319,880.00
	STORA ENSO OYJ-R	54,000	8.07	435,780.00
	UPM-KYMMENE OYJ	50,500	16.31	823,655.00
	AIRBUS GROUP SE	57,400	59.96	3,441,704.00
	FINMECCANICA SPA	41,000	11.31	463,710.00
	SAFRAN SA	30,100	62.12	1,869,812.00
	THALES (EX THOMSON-CSF)	9,900	77.45	766,755.00
	ZODIAC AEROSPACE	19,500	17.96	350,317.50
	COMP DE SAINT-GOBAIN (ORD)	45,500	38.73	1,762,442.50
	ACS,ACTIVIDADES CONS Y SERV	18,525	26.69	494,524.87
	BOSKALIS WESTMINSTER-CVA	8,100	35.03	283,783.50
	BOUYGUES	20,100	37.20	747,820.50
	FERROVIAL SA	46,392	18.92	877,736.64
	VINCI	46,000	66.29	3,049,340.00
	LEGRAND SA	25,300	49.81	1,260,319.50
	OSRAM LICHT AG	8,850	45.26	400,551.00
	PRYSMIAN SPA	19,400	20.10	389,940.00
	SCHNEIDER ELECTRIC SE	53,800	56.12	3,019,256.00
	KONINKLIJKE PHILIPS NV	91,500	25.12	2,298,937.50
	SIEMENS AG	76,500	93.33	7,139,745.00
	ALSTOM	15,500	22.88	354,717.50
	ANDRITZ AG	8,000	48.34	386,720.00
	CNH INDUSTRIAL NV	92,000	6.15	566,260.00
	GEA GROUP AG	17,500	43.20	756,000.00
	KONE OYJ	31,900	43.29	1,380,951.00
	MAN SE	3,200	95.69	306,208.00
	METSO OYJ	10,400	21.20	220,480.00
	WARTSILA OYJ	14,700	40.28	592,116.00
	ZARDOYA OTIS S.A	16,872	10.20	172,094.40
	BRENNTAG AG	15,190	50.08	760,715.20
	REXEL SA	28,600	12.60	360,503.00
	BIC	2,810	134.95	379,209.50
	EDENRED	18,700	17.21	321,827.00
	BOLLORE	87,000	3.48	303,543.00
	DEUTSCHE POST AG-REG	94,000	24.99	2,349,530.00
	TNT EXPRESS NV	43,000	7.88	339,055.00
	DEUTSHCHE LUFTHANSA AG (REGD)	22,600	14.06	317,869.00
	INTERNATIONAL CONSOLIDATED AIRLINES GRP	80,000	7.06	564,880.00
	ABERTIS INFRAESTRUCTURAS SA	50,200	14.50	727,900.00
	ADP	2,800	109.70	307,160.00
	AENA SA	6,500	114.25	742,625.00
	ATLANTIA SPA	39,300	24.65	968,745.00
	FRAPORT AG	3,800	53.47	203,186.00
	GROUPE EUROTUNNEL SE - REGR	45,000	9.88	444,645.00
	CONTINENTAL AG	10,630	200.60	2,132,378.00
	MICHELIN B	17,800	91.33	1,625,674.00
	NOKIAN RENKAAT OYJ	11,300	31.28	353,464.00
	VALEO	7,630	136.50	1,041,495.00
	BAYER MOTOREN WERK	31,800	82.11	2,611,098.00
	BAYERISCHE MOTOREN WERKE-PFD	5,300	70.46	373,438.00
	DAIMLER AG	92,900	67.93	6,310,697.00
	FERRARI NV	12,740	37.22	474,182.80
	FIAT CHRYSLER AUTOMOBILES NV	89,000	7.24	644,360.00
	PEUGEOT CITROEN	43,700	15.35	671,013.50
	PORSCHE AUTOMOBIL HOLDING SE	15,200	46.58	708,016.00
	RENAULT	18,800	87.84	1,651,392.00
	VOLKSWAGEN AG	3,450	128.90	444,705.00
	VOLKSWAGEN AG-PREF	17,830	113.55	2,024,596.50
	ADIDAS AG	20,200	104.60	2,112,920.00
	CHRISTIAN DIOR SE	5,380	163.85	881,513.00
	HERMES INTERNATIONAL	2,470	316.25	781,137.50
	HUGO BOSS AG	6,300	57.00	359,100.00
	KERING	7,230	161.25	1,165,837.50
	LUXOTTICA GROUP SPA	16,500	50.10	826,650.00
	LVMH MOET HENNESSY LOUIS VUITTON SE	26,860	154.50	4,149,870.00
	ACCOR SA	20,700	37.50	776,353.50
	PADDY POWER PLC	8,100	121.45	983,745.00
	SODEXO	9,000	95.80	862,200.00
	ALTICE NV - A	36,830	15.97	588,175.10
	ALTICE NV - B	10,010	16.14	161,561.40
	AXEL SPRINGER SE	4,400	47.92	210,848.00
	EUTELSAT COMMUNICATIONS	16,300	28.65	467,076.50
	JC DECAUX SA	6,800	38.56	262,242.00
	LAGARDERE S.C.A	11,600	23.70	274,920.00
	NUMERICABLE-SFR	11,000	37.67	414,425.00
	PROSIEBEN SAT.1 MEDIA SE	20,900	45.89	959,205.50
	PUBLICIS GROUPE	18,400	62.66	1,152,944.00
	RELX NV	97,000	15.67	1,520,475.00
	RTL GROUP	3,900	74.67	291,213.00
	SES FDR	31,600	25.85	817,018.00
	TELENET GROUP HOLDING NV	5,200	45.25	235,326.00
	VIVENDI SA	113,200	18.93	2,142,876.00
	WOLTERS KLUWER	28,900	35.81	1,035,053.50
	ZALANDO SE	8,100	28.85	233,685.00
	INDITEX SA	105,600	30.11	3,179,616.00
	CARREFOUR SUPERMARCHE	54,100	24.40	1,320,040.00
	CASINO GUICHARD	5,900	50.68	299,012.00
	COLRUYT SA	7,000	51.27	358,890.00
	DELHAIZE GROUP	9,800	92.73	908,754.00
	DISTRIBUIDORA INTERNACIONAL	57,000	4.75	270,864.00
	JERONIMO MARTINS	25,200	14.44	364,014.00
	KONINKLIJKE AHOLD NV	81,200	19.98	1,622,782.00
	METRO AG	16,600	27.40	454,840.00
	ANHEUSER-BUSCH INBEV NV	77,400	111.30	8,614,620.00
	HEINEKEN HOLDING NV	9,700	69.66	675,702.00
	HEINEKEN NV	22,000	80.77	1,776,940.00
	PERNOD-RICARD	20,500	100.25	2,055,125.00
	REMY COINTREAU	2,300	67.43	155,089.00
	DANONE	56,700	63.55	3,603,285.00
	KERRY GROUP PLC-A	16,100	82.18	1,323,098.00
	HENKEL AG & CO KGAA	10,000	88.00	880,000.00
	HENKEL AG & CO KGAA VORZUG	17,400	98.93	1,721,382.00
	BEIERSDORF AG	10,000	80.55	805,500.00
	LOREAL-ORD	24,210	160.70	3,890,547.00
	UNILEVER NV-CVA	157,100	40.32	6,335,057.50
	ESSILOR INTERNATIONAL	19,900	108.80	2,165,120.00
	FRESENIUS MEDICAL CARE	20,900	77.91	1,628,319.00
	FRESENIUS SE & CO KGAA	37,100	63.95	2,372,545.00
	GRIFOLS SA	28,800	19.76	569,232.00
	BAYER AG	79,700	103.40	8,240,980.00
	MERCK KGAA	12,600	74.07	933,282.00
	ORION OYJ	9,600	28.99	278,304.00
	SANOFI	113,300	71.27	8,074,891.00
	U.C.B. SA	12,300	67.75	833,325.00
	BANCO BILBAO VIZCAYA ARGENTARIA	617,242	5.94	3,671,972.65
	BANCO COMERCIAL PORTUGUES-REGD	3,400,000	0.03	131,240.00
	BANCO DE SABADELL SA	484,505	1.62	787,320.62
	BANCO POPOLARE SPA	33,900	6.46	218,994.00
	BANCO SANTANDER SA	1,397,815	3.97	5,557,712.44
	BANK OF IRELAND	2,850,000	0.26	741,000.00
	BANKIA SA	430,000	0.86	371,950.00
	BANKINTER S.A.	65,000	6.27	407,745.00
	BCO POPULAR ESPANOL	162,434	2.35	383,019.37
	BNP PARIBAS	102,300	44.45	4,547,235.00
	CAIXABANK	248,288	2.64	656,473.47
	COMMERZBANK AG	102,000	7.67	782,442.00
	CREDIT AGRICOLE SA	103,000	9.57	986,225.00
	ERSTE GROUP BANK AG	26,800	24.56	658,342.00
	ING GROEP NV	375,000	10.86	4,074,375.00
	INTESA SANPAOLO	1,216,000	2.41	2,940,288.00
	INTESA SANPAOLO-RSP	92,000	2.27	209,392.00
	IRISH BANK RESOLUTION CORP LTD	139,810	0.00	0.00
	KBC GROUPE NV	24,000	46.31	1,111,440.00
	NATIXIS	87,000	4.36	379,755.00
	RAIFFEISEN BANK INTERNATIONAL AG	11,000	13.16	144,815.00
	SOCIETE GENERALE	69,700	32.79	2,285,811.50
	UNICREDIT SPA	464,000	3.27	1,517,280.00
	UNIONE DI BANCHE ITALIANE SCPA	90,000	3.38	304,560.00
	DEUTSCHE BOERSE AG	18,900	74.74	1,412,586.00
	EURAZEO	3,876	59.49	230,583.24
	EXOR SPA	11,200	32.51	364,112.00
	GROUPE BRUXELLES LAM	7,800	73.02	569,556.00
	WENDEL	2,900	95.53	277,037.00
	AEGON NV	180,000	4.90	882,720.00
	AGEAS	20,000	35.26	705,300.00
	ALLIANZ SE	44,090	144.55	6,373,209.50
	ASSICURAZIONI GENERALI	113,700	13.16	1,496,292.00
	AXA	191,200	20.65	3,948,280.00
	CNP ASSURANCES	16,500	13.73	226,545.00
	HANNOVER RUECK SE	5,700	102.95	586,815.00
	MAPFRE SA	111,000	1.93	215,007.00
	MUENCHENER RUECKVERSICHERUNG (REG)	16,060	179.65	2,885,179.00
	NN GROUP NV	23,200	29.22	677,904.00
	SAMPO OYJ-A	43,200	42.08	1,817,856.00
	SCOR SE	15,400	31.49	484,946.00
	UNIPOLSAI SPA	107,000	2.03	218,066.00
	DEUTSCHE WOHNEN AG-BR	32,900	27.42	902,282.50
	IMMOEAST AG-RIGHTS	50,000	0.00	0.00
	VONOVIA SE	45,200	31.76	1,435,552.00
	UNITED INTERNET AG-REG SHARE	11,600	44.17	512,430.00
	AMADEUS IT HOLDING SA-A SHS	41,900	37.74	1,581,515.50
	ATOS SE	8,600	71.86	617,996.00
	CAP GEMINI SA	16,000	84.05	1,344,800.00
	DASSAULT SYSTEMES SA	12,100	70.70	855,470.00
	GEMALTO	7,600	65.45	497,420.00
	SAP SE	94,800	71.16	6,745,968.00
	NOKIA OYJ	560,000	5.33	2,987,600.00
	INGENICO GROUP	5,500	102.70	564,850.00
	ASML HOLDING NV	33,200	89.29	2,964,428.00
	INFINEON TECHNOLOGIES AG	109,000	12.65	1,379,395.00
	STMICROELECTRONICS NV	57,700	4.90	282,730.00
	DEUTSCHE TELEKOM-REG	311,400	15.94	4,965,273.00
	ELISA CORPORATION	13,700	34.32	470,184.00
	ILIAD SA	2,440	232.40	567,056.00
	KONINKLIJKE KPN NV	311,000	3.68	1,146,657.00
	ORANGE	190,300	15.59	2,966,777.00
	PROXIMUS	15,100	30.47	460,097.00
	TELECOM ITALIA SPA	1,110,000	0.95	1,058,940.00
	TELECOM ITALIA-RNC	570,000	0.77	442,320.00
	TELEFONICA DEUTSCHLAND HOLDING AG	74,600	4.79	358,005.40
	TELEFONICA SA	435,617	10.07	4,388,841.27
	ELECTRICITE DE FRANCE	22,800	10.14	231,306.00
	ENDESA S.A.	31,700	17.24	546,508.00
	ENEL SPA	677,000	4.00	2,708,000.00
	ENERGIAS DE PORTUGAL	220,000	3.17	698,720.00
	FORTUM OYJ	44,000	13.42	590,480.00
	IBERDROLA SA	528,709	5.95	3,146,347.25
	RED ELECTRICA CORPORACION SA	10,200	77.22	787,644.00
	TERNA SPA	142,000	5.08	721,360.00
	ENAGAS	21,300	26.84	571,798.50
	GAS NATURAL SDG	32,800	17.93	588,104.00
	SNAM SPA	205,000	5.53	1,133,650.00
	E.ON SE	194,000	8.67	1,682,174.00
	ENGIE	141,100	13.83	1,952,118.50
	RWE AG	46,200	11.38	525,987.00
	SUEZ ENVIRONNEMENT SA	29,900	16.16	483,184.00
	VEOLIA ENVIRONNEMENT	43,700	21.29	930,591.50
	DEUTSCHE BANK AG-REG	133,100	15.15	2,017,130.50
	MEDIOBANCA SPA-ORD	53,000	6.33	335,490.00
	ENEL GREEN POWER SPA	160,000	1.94	310,720.00
	QIAGEN NV	22,300	19.53	435,630.50
	BUREAU VERITAS SA	25,500	19.57	499,035.00
	RANDSTAD HOLDING NV	12,700	49.17	624,522.50
小計	銘柄数:233			309,569,544.38
				(39,532,030,817)
	組入時価比率:12.1%			12.8%
英ポンド	PETROFAC LTD	26,000	9.16	238,290.00
	BP PLC	1,766,000	3.55	6,279,013.00
	ROYAL DUTCH SHELL PLC-A SHS	380,000	17.06	6,484,700.00
	ROYAL DUTCH SHELL PLC-B	382,000	17.14	6,547,480.00
	CRODA INTERNATIONAL PLC	12,700	30.46	386,842.00
	JOHNSON MATTHEY PLC	19,150	27.32	523,178.00
	REXAM PLC	65,555	6.32	414,635.37
	ANGLO AMERICAN PLC	137,000	5.35	733,909.00
	ANTOFAGASTA PLC	41,000	4.69	192,577.00
	BHP BILLITON PLC	204,300	7.93	1,621,324.80
	FRESNILLO PLC	20,900	9.38	196,146.50
	GLENCORE PLC	1,188,000	1.51	1,800,414.00
	RANDGOLD RESOURCES LTD	9,000	62.80	565,200.00
	RIO TINTO PLC-REG	120,100	19.73	2,369,573.00
	MONDI PLC	34,200	13.50	461,700.00
	BAE SYSTEMS PLC	306,000	5.12	1,566,720.00
	COBHAM PLC	113,000	2.20	248,600.00
	MEGGITT PLC	78,000	4.07	318,006.00
	ROLLS-ROYCE HOLDINGS PLC	177,000	6.90	1,221,300.00
	SMITHS GROUP PLC	37,500	10.87	407,625.00
	IMI PLC	25,900	9.57	247,863.00
	WEIR GROUP PLC	22,000	11.06	243,320.00
	ASHTEAD GROUP PLC	46,800	8.70	407,160.00
	BUNZLE	33,100	20.33	672,923.00
	TRAVIS PERKINS PLC	24,700	18.31	452,257.00
	WOLSELEY PLC	24,200	39.95	966,790.00
	AGGREKO PLC	26,233	10.85	284,628.05
	BABCOCK INTL GROUP PLC	25,900	9.45	244,884.50
	G4S PLC	152,000	1.93	293,512.00
	ROYAL MAIL PLC	88,000	4.84	426,624.00
	EASYJET PLC	16,300	15.20	247,760.00
	GKN PLC	169,000	2.93	496,353.00
	BARRATT DEVELOPMENTS PLC	98,000	5.70	559,090.00
	PERSIMMON PLC	29,500	21.02	620,090.00
	TAYLOR WIMPEY PLC	319,000	1.90	608,333.00
	THE BERKELEY GRP HOLDINGS	12,400	32.54	403,496.00
	BURBERRY GROUP PLC	42,300	13.70	579,510.00
	CARNIVAL PLC	18,700	36.92	690,404.00
	COMPASS GROUP PLC	158,500	12.30	1,949,550.00
	INTERCONTINENTAL HOTELS GROUP PLC	22,900	28.23	646,467.00
	MERLIN ENTERTAINMENTS PLC-WI	69,000	4.59	316,848.00
	TUI AG-DI	46,652	10.28	479,582.56
	WHITBREAD PLC	17,500	39.78	696,150.00
	WILLIAM HILL PLC	85,000	3.30	280,840.00
	ITV PLC	365,000	2.43	888,045.00
	PEARSON	79,000	9.05	715,345.00
	RELX PLC	106,600	13.06	1,392,196.00
	SKY PLC	99,800	10.34	1,031,932.00
	WPP PLC	124,300	16.35	2,032,305.00
	MARKS & SPENCER PLC	155,000	4.05	628,370.00
	NEXT PLC	14,000	55.60	778,400.00
	DIXONS CARPHONE PLC	92,000	4.28	393,760.00
	KINGFISHER PLC	217,000	3.77	818,958.00
	SPORTS DIRECT INTERNATIONAL	25,300	3.78	95,634.00
	MORRISON SUPERMARKETS	213,000	2.02	430,473.00
	SAINSBURY	123,800	2.80	347,754.20
	TESCO PLC	787,000	1.93	1,524,812.50
	COCA-COLA HBC AG-CDI	19,800	15.05	297,990.00
	DIAGEO PLC	242,700	18.96	4,601,592.00
	SABMILLER PLC	93,800	42.59	3,994,942.00
	ASSOCIATED BRITISH FOODS PLC	34,400	33.69	1,158,936.00
	TATE & LYLE ORD.	42,500	5.77	245,225.00
	BRITISH AMERICAN TOBACCO PLC	179,700	40.75	7,322,775.00
	IMPERIAL BRANDS PLC	92,600	38.54	3,569,267.00
	RECKITT BENCKISER GROUP PLC	61,700	67.71	4,177,707.00
	UNILEVER PLC	124,400	31.90	3,968,360.00
	SMITH & NEPHEW PLC	85,800	11.49	985,842.00
	MEDICLINIC INTERNATIONAL PLC	37,500	9.03	338,625.00
	ASTRAZENECA PLC	121,900	39.15	4,772,994.50
	GLAXOSMITHKLINE PLC	469,100	14.12	6,623,692.00
	SHIRE PLC	56,800	39.17	2,224,856.00
	BARCLAYS PLC	1,630,000	1.51	2,471,895.00
	HSBC HOLDINGS PLC	1,887,000	4.37	8,247,133.50
	LLOYDS BANKING GROUP PLC	5,530,000	0.67	3,749,340.00
	ROYAL BANK OF SCOTLAND GROUP	341,000	2.23	762,817.00
	STANDARD CHARTERED PLC	316,428	4.72	1,493,856.58
	LONDON STOCK EXCHANGE GRP PLC	30,200	28.20	851,640.00
	ADMIRAL GROUP PLC	19,800	19.69	389,862.00
	AVIVA PLC	389,000	4.60	1,789,400.00
	DIRECT LINE INSURANCE GROUP	136,083	3.73	507,589.59
	LEGAL & GENERAL	576,000	2.35	1,355,904.00
	OLD MUTUAL PLC	468,000	1.96	920,556.00
	PRUDENTIAL PLC	249,300	13.02	3,245,886.00
	RSA INSURANCE GROUP PLC	98,750	4.77	471,432.50
	ST JAMES S PLACE PLC	49,900	9.26	462,074.00
	STANDARD LIFE PLC	186,000	3.57	664,206.00
	AUTO TRADER GROUP PLC	95,000	3.92	372,780.00
	WORLDPAY GROUP PLC	105,000	2.72	285,600.00
	SAGE GROUP PLC (THE)	105,000	6.27	658,875.00
	ARM HOLDINGS PLC	134,000	10.24	1,372,160.00
	BT GROUP PLC	817,000	4.46	3,644,637.00
	INMARSAT PLC	42,500	9.65	410,125.00
	VODAFONE GROUP PLC	2,561,000	2.22	5,698,225.00
	SSE PLC	96,900	15.08	1,461,252.00
	CENTRICA PLC	490,000	2.30	1,129,450.00
	NATIONAL GRID PLC	359,600	9.93	3,572,626.00
	SEVERN TRENT PLC	22,100	21.94	484,874.00
	UNITED UTILITIES GROUP PLC	67,000	9.29	622,765.00
	PROVIDENT FINANCIAL PLC	14,300	29.59	423,137.00
	3I GROUP PLC	97,000	4.61	447,752.00
	ABERDEEN ASSET MANAGEMENT PLC	94,000	2.79	262,448.00
	HARGREAVES LANSDOWN PLC	25,000	13.32	333,000.00
	ICAP PLC	54,000	4.73	255,636.00
	INVESTEC PLC	55,000	5.03	276,925.00
	SCHRODERS PLC	11,800	27.10	319,780.00
	CAPITA PLC	64,000	10.48	670,720.00
	EXPERIAN PLC	94,600	12.46	1,178,716.00
	INTERTEK GROUP PLC	15,100	31.81	480,331.00
小計	銘柄数:108			152,497,863.15
				(24,692,454,001)
	組入時価比率:7.6%			8.0%
スイスフラン	EMS-CHEMIE HOLDING AG-REG	830	501.00	415,830.00
	GIVAUDAN-REG	894	1,912.00	1,709,328.00
	SIKA AG-BR	209	3,853.00	805,277.00
	SYNGENTA AG	8,900	400.10	3,560,890.00
	LAFARGEHOLCIM LTD	44,300	44.92	1,989,956.00
	GEBERIT AG-REG	3,670	361.40	1,326,338.00
	ABB LTD	213,400	18.89	4,031,126.00
	SCHINDLER HOLDING AG-REG	1,930	176.60	340,838.00
	SCHINDLER HOLDING-PART CERT	4,310	177.50	765,025.00
	SULZER AG-REG	1,300	95.35	123,955.00
	KUEHNE & NAGEL INTL AG-REG	5,250	137.10	719,775.00
	CIE FINANCIERE RICHEMONT-BR A	50,000	64.15	3,207,500.00
	THE SWATCH GROUP AG-B	2,950	338.00	997,100.00
	THE SWATCH GROUP AG-REG	4,600	66.65	306,590.00
	DUFRY AG-REG	4,000	118.50	474,000.00
	ARYZTA AG	8,500	39.55	336,175.00
	BARRY CALLEBAUT AG	190	1,044.00	198,360.00
	LINDT & SPRUENGLI AG-PC	95	5,875.00	558,125.00
	LINDT&SPRUENGLI AG-REG	10	70,835.00	708,350.00
	NESTLE SA-REG	308,000	72.25	22,253,000.00
	SONOVA HOLDING AG-REG	5,030	122.90	618,187.00
	ACTELION LTD	9,770	142.20	1,389,294.00
	GALENICA AG-REG	368	1,425.00	524,400.00
	NOVARTIS-REG	219,900	70.05	15,403,995.00
	ROCHE HOLDINGS (GENUSSCHEINE)	67,880	236.90	16,080,772.00
	PARGESA HOLDING SA-BEARER SHARES	3,200	62.05	198,560.00
	BALOISE HOLDING AG	5,000	122.90	614,500.00
	SWISS LIFE HOLDING AG	3,180	257.30	818,214.00
	SWISS RE LTD	33,700	89.10	3,002,670.00
	ZURICH INSURANCE GROUP AG	14,420	222.30	3,205,566.00
	SWISS PRIME SITE-REG	6,300	84.40	531,720.00
	SWISSCOM AG-REG	2,460	523.50	1,287,810.00
	CREDIT SUISSE GROUP AG-REG	174,300	13.74	2,394,882.00
	JULIUS BAER GROUP LTD	22,000	41.46	912,120.00
	PARTNERS GROUP HOLDING AG	1,530	389.50	595,935.00
	UBS GROUP AG	351,100	15.81	5,550,891.00
	LONZA AG-REG	5,020	162.00	813,240.00
	ADECCO SA-REG	16,300	63.05	1,027,715.00
	SGS SA-REG	523	2,029.00	1,061,167.00
小計	銘柄数:39			100,859,176.00
				(11,774,300,206)
	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	137.40	2,761,740.00
	BOLIDEN AB	26,000	129.90	3,377,400.00
	ASSA ABLOY AB-B	97,000	160.80	15,597,600.00
	SKANSKA AB-B SHS	37,500	187.10	7,016,250.00
	ALFA LAVAL AB	27,700	136.90	3,792,130.00
	ATLAS COPCO AB-A	64,800	204.30	13,238,640.00
	ATLAS COPCO AB-B	38,200	191.80	7,326,760.00
	SANDVIK AB	103,000	85.10	8,765,300.00
	SKF AB-B SHARES	38,800	147.90	5,738,520.00
	VOLVO AB-B SHS	150,000	88.90	13,335,000.00
	SECURITAS AB-B SHS	29,400	137.60	4,045,440.00
	ELECTROLUX AB-B	23,300	213.70	4,979,210.00
	HUSQVARNA AB-B SHS	38,000	59.25	2,251,500.00
	HENNES&MAURITZ AB-B	92,300	273.00	25,197,900.00
	ICA GRUPPEN AB	7,800	270.80	2,112,240.00
	SWEDISH MATCH AB	18,900	277.20	5,239,080.00
	SVENSKA CELLULOSA AB-B	58,400	259.10	15,131,440.00
	GETINGE AB-B SHS	19,100	190.90	3,646,190.00
	NORDEA BANK AB	293,000	78.75	23,073,750.00
	SKANDINAVISKA ENSKILDA BANKEN AB	146,000	79.30	11,577,800.00
	SVENSKA HANDELSBANKEN-A	145,000	104.40	15,138,000.00
	SWEDBANK AB	86,500	175.10	15,146,150.00
	INDUSTRIVARDEN AB-C SHS	16,800	138.40	2,325,120.00
	INVESTOR AB-B SHS	44,400	290.80	12,911,520.00
	KINNEVIK INVESTMENT AB-B	23,600	232.30	5,482,280.00
	ERICSSON LM-B	292,000	81.75	23,871,000.00
	HEXAGON AB-B SHS	24,400	315.70	7,703,080.00
	TELIA AB	251,000	42.42	10,647,420.00
	MILLICOM INTERNATIONAL CELLULAR-SDR	6,100	453.30	2,765,130.00
	TELE 2 AB-B SHS	28,400	76.10	2,161,240.00
小計	銘柄数:30			276,354,830.00
				(3,827,514,395)
	組入時価比率:1.2%			1.2%
ノルウェークローネ	STATOIL ASA	105,500	131.90	13,915,450.00
	YARA INTERNATIONAL ASA	16,800	322.00	5,409,600.00
	NORSK HYDRO	130,000	34.29	4,457,700.00
	SCHIBSTED ASA	7,800	235.30	1,835,340.00
	SCHIBSTED ASA-B SHS	9,100	222.70	2,026,570.00
	ORKLA ASA	80,000	75.70	6,056,000.00
	DNB ASA	95,600	98.30	9,397,480.00
	GJENSIDIGE FORSIKRING ASA	19,700	141.70	2,791,490.00
	TELENOR ASA	71,900	139.60	10,037,240.00
小計	銘柄数:9			55,926,870.00
				(758,368,357)
	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	438.30	4,076,190.00
	NOVOZYMES A/S-B SHARES	22,500	299.90	6,747,750.00
	VESTAS WIND SYSTEMS A/S	21,600	470.20	10,156,320.00
	ISS A/S	14,100	261.60	3,688,560.00
	A P MOLLER - MAERSK A/S-A	375	8,615.00	3,230,625.00
	A P MOLLER-MAERSK A/S	660	8,855.00	5,844,300.00
	DSV A/S	18,200	275.40	5,012,280.00
	PANDORA A/S	10,820	867.00	9,380,940.00
	CARLSBERG B	10,500	629.00	6,604,500.00
	COLOPLAST-B	10,500	500.50	5,255,250.00
	WILLIAM DEMANT HOLDING	2,600	654.50	1,701,700.00
	GENMAB A/S	5,100	858.50	4,378,350.00
	NOVO NORDISK A/S-B	188,800	358.00	67,590,400.00
	DANSKE BANK AS	68,600	185.80	12,745,880.00
	TRYG A/S	11,800	128.40	1,515,120.00
	TDC A/S	76,800	32.22	2,474,496.00
小計	銘柄数:16			150,402,661.00
				(2,577,901,609)
	組入時価比率:0.8%			0.8%
豪ドル	CALTEX AUSTRALIA LIMITED	25,500	32.78	835,890.00
	OIL SEARCH LTD	130,000	6.72	873,600.00
	ORIGIN ENERGY LTD	175,000	4.94	864,500.00
	SANTOS LTD.	167,000	4.03	673,010.00
	WOODSIDE PETROLEUM	71,100	25.96	1,845,756.00
	INCITEC PIVOT LTD	161,000	3.20	515,200.00
	ORICA LTD	36,600	15.61	571,326.00
	BORAL LTD	67,000	6.10	408,700.00
	JAMES HARDIE INDUSTRIES PLC	44,000	17.57	773,080.00
	AMCOR	113,000	14.23	1,607,990.00
	ALUMINA LTD	233,000	1.30	302,900.00
	BHP BILLITON LIMITED	308,400	16.62	5,125,608.00
	FORTESCUE METALS GROUP LTD	142,000	2.57	364,940.00
	ILUKA RESOURCES LTD	37,800	6.56	247,968.00
	NEWCREST MINING	75,000	16.79	1,259,250.00
	RIO TINTO LTD	41,000	41.99	1,721,590.00
	SOUTH32 LTD	500,000	1.43	717,500.00
	CIMIC GROUP LTD	8,938	34.58	309,076.04
	BRAMBLES LTD	155,000	12.09	1,873,950.00
	QANTAS AIRWAYS LIMITED	44,133	3.97	175,208.01
	ASCIANO LTD	61,000	8.98	547,780.00
	AURIZON HOLDINGS LTD	209,000	3.95	825,550.00
	SYDNEY AIRPORT	107,900	6.65	717,535.00
	TRANSURBAN GROUP	195,004	11.24	2,191,844.96
	ARISTOCRAT LEISURE LTD	52,000	10.05	522,600.00
	CROWN RESORTS LTD	36,000	12.23	440,280.00
	FLIGHT CENTRE TRAVEL GROUP LTD	5,200	42.57	221,364.00
	TABCORP HOLDINGS	78,000	4.12	321,360.00
	TATTS GROUP LTD	147,000	3.61	530,670.00
	REA GROUP LTD	5,400	53.21	287,334.00
	HARVEY NORMAN HOLDINGS LTD	53,000	4.71	249,630.00
	WESFARMERS LIMITED	107,900	41.27	4,453,033.00
	WOOLWORTHS LIMITED	122,900	21.87	2,687,823.00
	COCA-COLA AMATIL LTD	52,000	8.58	446,160.00
	TREASURY WINE ESTATES LTD	72,000	9.50	684,000.00
	COCHLEAR LTD	5,200	101.14	525,928.00
	HEALTHSCOPE LTD	176,000	2.61	459,360.00
	RAMSAY HEALTH CARE LTD	14,100	60.57	854,037.00
	SONIC HEALTHCARE LTD	37,300	18.51	690,423.00
	CSL LIMITED	45,100	100.36	4,526,236.00
	AUSTRALIA & NEW ZEALAND BANK	281,700	23.11	6,510,087.00
	BANK OF QUEENSLAND LTD	35,115	11.73	411,898.95
	BENDIGO AND ADELAIDE BANK LTD	44,300	8.77	388,511.00
	COMMONWEALTH BANK OF AUSTRALIA	164,600	73.31	12,066,826.00
	NATIONAL AUSTRALIA BANK	252,400	25.64	6,471,536.00
	WESTPAC BANKING CORP	320,600	29.89	9,582,734.00
	ASX LTD	18,200	41.25	750,750.00
	CHALLENGER LIMITED	56,000	8.20	459,200.00
	AMP LIMITED	285,000	5.69	1,621,650.00
	INSURANCE AUSTRALIA GROUP LTD	232,000	5.46	1,266,720.00
	MEDIBANK PRIVATE LTD	261,000	2.88	751,680.00
	QBE INSURANCE	133,000	10.74	1,428,420.00
	SUNCORP GROUP LTD	126,000	11.59	1,460,340.00
	COMPUTERSHARE LTD	47,000	9.72	456,840.00
	TELSTRA CORP LTD	417,000	5.22	2,176,740.00
	TPG TELECOM LTD	27,000	11.24	303,480.00
	VOCUS COMMUNICATIONS LTD	43,000	8.20	352,600.00
	AUSNET SERVICES	163,400	1.50	245,100.00
	APA GROUP	107,000	8.70	930,900.00
	AGL ENERGY LTD	64,500	18.15	1,170,675.00
	DUET GROUP	229,000	2.28	522,120.00
	MACQUARIE GROUP LIMITED	29,600	64.58	1,911,568.00
	PLATINUM ASSET MANAGEMENT	25,000	6.26	156,500.00
	SEEK LTD	32,800	15.84	519,552.00
小計	銘柄数:64			95,166,417.96
				(8,208,103,549)
	組入時価比率:2.5%			2.7%
ニュージーランドドル	FLETCHER BUILDING LTD	69,000	7.76	535,440.00
	AUCKLAND INTL AIRPORT LTD	97,110	6.40	621,504.00
	RYMAN HEALTHCARE LTD	35,000	8.45	295,750.00
	SPARK NEW ZEALAND LTD	170,000	3.61	613,700.00
	CONTACT ENERGY LTD	76,000	4.97	377,720.00
	MIGHTY RIVER POWER	60,000	2.88	173,100.00
	MERIDIAN ENERGY LTD	120,000	2.57	308,400.00
小計	銘柄数:7			2,925,614.00
				(227,846,818)
	組入時価比率:0.1%			0.1%
香港ドル	CK HUTCHISON HOLDINGS LTD	262,540	102.30	26,857,842.00
	NWS HOLDINGS LTD	135,500	12.24	1,658,520.00
	CATHAY PACIFIC AIRWAYS	107,000	13.34	1,427,380.00
	MTR CORP	139,500	38.25	5,335,875.00
	TECHTRONIC INDUSTRIES CO	128,000	30.50	3,904,000.00
	LI & FUNG LTD	563,600	4.56	2,570,016.00
	YUE YUEN INDUSTRIAL HLDG	75,000	26.80	2,010,000.00
	GALAXY ENTERTAINMENT GROUP L	223,000	29.65	6,611,950.00
	MGM CHINA HOLDINGS LTD	78,000	11.70	912,600.00
	SANDS CHINA LTD	234,800	31.75	7,454,900.00
	SHANGRI-LA ASIA LTD	108,333	8.97	971,747.01
	SJM HOLDINGS LIMITED	166,000	5.51	914,660.00
	WYNN MACAU LTD	168,400	12.10	2,037,640.00
	WH GROUP LIMITED	590,000	5.62	3,315,800.00
	BANK OF EAST ASIA	120,860	29.00	3,504,940.00
	BOC HONG KONG HOLDINGS LTD	363,500	22.85	8,305,975.00
	HANG SENG BANK	73,000	136.00	9,928,000.00
	FIRST PACIFIC CO	226,000	5.69	1,285,940.00
	HONG KONG EXCHANGES & CLEARING LTD	110,200	186.30	20,530,260.00
	AIA GROUP LTD	1,162,400	43.90	51,029,360.00
	CHEUNG KONG PROPERTY HOLDING	263,540	50.30	13,256,062.00
	HANG LUNG PROPERTIES LTD	213,000	14.72	3,135,360.00
	HENDERSON LAND	111,017	48.55	5,389,875.35
	HYSAN DEVELOPMENT	65,000	32.85	2,135,250.00
	KERRY PROPERTIES	57,000	21.05	1,199,850.00
	NEW WORLD DEVELOPMENT	516,666	7.48	3,864,661.68
	SINO LAND CO.LTD	286,000	12.38	3,540,680.00
	SUN HUNG KAI PROPERTIES	168,000	95.70	16,077,600.00
	SWIRE PACIFIC-A	58,500	82.55	4,829,175.00
	SWIRE PROPERTIES LTD	116,800	21.15	2,470,320.00
	WHARF(HOLDING)	133,000	42.75	5,685,750.00
	WHEELOCK & COMPANY LTD	87,000	34.10	2,966,700.00
	ASM PACIFIC TECHNOLOGY	21,900	61.50	1,346,850.00
	HKT TRUST AND HKT LTD	259,600	10.70	2,777,720.00
	PCCW LTD	386,000	5.02	1,937,720.00
	CHEUNG KONG INFRASTRUCTURE	60,000	75.80	4,548,000.00
	CLP HLDGS	185,500	70.00	12,985,000.00
	POWER ASSETS HOLDINGS LTD	135,000	79.20	10,692,000.00
	HONG KONG & CHINA GAS	662,554	14.44	9,567,279.76
小計	銘柄数:39			268,973,258.80
				(3,908,181,450)
	組入時価比率:1.2%			1.3%
シンガポールドル	SINGAPORE TECH ENGINEERING	141,000	3.22	454,020.00
	KEPPEL CORP.	142,700	5.97	851,919.00
	SEMBCORP INDUSTRIES	99,040	3.08	305,043.20
	SEMBCORP MARINE	72,600	1.68	121,968.00
	YANGZIJIANG SHIPBUILDING	163,000	0.98	160,555.00
	NOBLE GROUP LTD	412,481	0.46	191,803.66
	SINGAPORE AIRLINES LTD	55,040	11.47	631,308.80
	COMFORTDELGRO CORP LTD	207,000	2.95	610,650.00
	GENTING SINGAPORE PLC	614,600	0.84	519,337.00
	SINGAPORE PRESS HOLDINGS	151,000	4.07	614,570.00
	JARDINE CYCLE&CARRIAGE LTD	11,800	40.90	482,620.00
	GOLDEN AGRI-RESOURCES LTD	615,320	0.42	261,511.00
	WILMAR INTERNATIONAL LTD	184,000	3.40	625,600.00
	DBS GROUP HLDGS	171,000	15.49	2,648,790.00
	OCBC-ORD	297,500	8.95	2,662,625.00
	UNITED OVERSEAS BANK	125,500	19.05	2,390,775.00
	SINGAPORE EXCHANGE LTD	77,000	7.90	608,300.00
	CAPITALAND LIMITED	246,000	3.11	765,060.00
	CITY DEVELOPMENTS LTD	37,000	8.22	304,140.00
	GLOBAL LOGISTIC PROPERTIES L	294,000	1.95	574,770.00
	UOL GROUP LIMITED	48,700	6.05	294,635.00
	SINGAPORE TELECOMMUNICATIONS LIMITED	770,000	3.85	2,964,500.00
	STARHUB LTD	53,000	3.31	175,430.00
小計	銘柄数:23			19,219,930.66
				(1,601,212,423)
	組入時価比率:0.5%			0.5%
新シェケル	DELEK GROUP LTD	470	621.00	291,870.00
	ISRAEL CHEMICALS LIMITED	44,000	16.50	726,000.00
	TEVA PHARMACEUTICAL IND LTD	88,100	205.80	18,130,980.00
	BANK HAPOALIM BM	102,000	19.69	2,008,380.00
	BANK LEUMI LE-ISRAEL	138,000	13.56	1,871,280.00
	MIZRAHI TEFAHOT BANK LTD	13,000	43.79	569,270.00
	AZRIELI GROUP	3,100	148.40	460,040.00
	NICE SYSTEMS LTD	5,300	246.50	1,306,450.00
	BEZEQ THE ISRAELI TELECOM CP	186,000	8.65	1,608,900.00
小計	銘柄数:9			26,973,170.00
				(803,261,002)
	組入時価比率:0.2%			0.3%
	合計				309,377,723,661
					(309,377,723,661)

(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 3月31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		262,135.00
	小計	銘柄数:1		262,135.00
				(29,537,371)
		組入時価比率:0.0%		0.3%
	合計			29,537,371
				(29,537,371)
投資証券	米ドル	AMERICAN CAPITAL AGENCY CORP	34,100	630,168.00
		AMERICAN TOWER CORP	41,000	4,194,710.00
		ANNALY CAPITAL MANAGEMENT	91,000	926,380.00
		AVALONBAY COMMUNITIES INC	13,330	2,517,103.90
		BOSTON PROPERTIES	14,700	1,862,784.00
		BRIXMOR PROPERTY GROUP INC	17,300	440,804.00
		CAMDEN PROPERTY TRUST	8,300	693,216.00
		CROWN CASTLE INTL CORP	32,300	2,807,839.00
		DIGITAL REALTY TRUST INC	14,000	1,236,620.00
		DUKE REALTY CORP	34,000	760,580.00
		EQUINIX INC	6,490	2,129,433.90
		EQUITY RESIDENTIAL	35,100	2,627,235.00
		ESSEX PROPERTY TRUST INC	6,300	1,463,805.00
		EXTRA SPACE STORAGE INC	11,000	1,017,610.00
		FEDERAL REALTY INVS TRUST	6,520	1,016,728.80
		GENERAL GROWTH PROPERTIES INC	54,400	1,605,344.00
		HCP INC	45,600	1,479,264.00
		HOST HOTELS & RESORTS INC	73,900	1,216,394.00
		IRON MOUNTAIN INC	19,000	638,590.00
		KIMCO REALTY CORP	40,500	1,160,730.00
		LIBERTY PROPERTY TRUST	15,000	500,250.00
		MACERICH CO /THE	13,300	1,051,232.00
		MID-AMERICA APARTMENT COMM	7,200	730,656.00
		PROLOGIS INC	50,700	2,214,069.00
		PUBLIC STORAGE	14,240	3,890,510.40
		REALTY INCOME CORP	23,800	1,480,598.00
		REGENCY CENTERS CORP	8,800	660,616.00
		SIMON PROPERTY GROUP INC	29,970	6,165,728.10
		SL GREEN REALTY CORP	9,800	939,428.00
		UDR INC	25,700	983,025.00
		VENTAS INC	31,700	1,995,832.00
		VEREIT INC	88,000	777,920.00
		VORNADO REALTY TRUST	16,600	1,559,902.00
		WELLTOWER INC	34,500	2,376,360.00
		WEYERHAEUSER CO	76,000	2,359,800.00
	小計	銘柄数:35	1,044,150	58,111,266.10
				(6,547,977,464)
		組入時価比率:2.0%		74.4%
	カナダドル	H&R REAL ESTATE INVSTMNT-UTS	13,600	282,472.00
		RIOCAN REAL ESTATE INVST TR	14,400	383,040.00
		SMART REAL ESTATE INVESTMENT TRUST	6,900	235,083.00
	小計	銘柄数:3	34,900	900,595.00
				(78,162,640)
		組入時価比率:0.0%		0.9%
	ユーロ	FONCIERE DES REGIONS	3,100	259,067.00
		GECINA SA	3,400	407,320.00
		ICADE	3,000	203,550.00
		KLEPIERRE	21,200	891,566.00
		UNIBAIL RODAMCO-NA	9,600	2,352,000.00
	小計	銘柄数:5	40,300	4,113,503.00
				(525,294,333)
		組入時価比率:0.2%		6.0%
	英ポンド	BRITISH LAND	94,000	666,460.00
		HAMMERSON PLC	73,000	420,845.00
		INTU PROPERTIES PLC	88,000	277,816.00
		LAND SECURITIES GROUP PLC	77,500	843,975.00
		SEGRO PLC	70,000	288,330.00
	小計	銘柄数:5	402,500	2,497,426.00
				(404,383,217)
		組入時価比率:0.1%		4.6%
	豪ドル	DEXUS PROPERTY GROUP	92,000	723,120.00
		GOODMAN GROUP	174,000	1,160,580.00
		GPT GROUP	179,000	887,840.00
		LENDLEASE GROUP	53,000	723,450.00
MIRVAC GROUP		350,000	663,250.00
SCENTRE GROUP		513,000	2,252,070.00
STOCKLAND TRUST GROUP		230,000	959,100.00
VICINITY CENTRES		328,704	1,035,417.60
WESTFIELD CORP		193,000	1,935,790.00
小計	銘柄数:9	2,112,704	10,340,617.60
			(891,878,268)
	組入時価比率:0.3%		10.1%
香港ドル	HK ELECTRIC INVESTMENTS -SS	260,000	1,827,800.00
香港ドル	LINK REIT	219,000	10,161,600.00
小計	銘柄数:2	479,000	11,989,400.00
			(174,205,982)
	組入時価比率:0.1%		2.0%
シンガポールドル	ASCENDAS REAL ESTATE INV TRT	213,000	513,330.00
	CAPITALAND COMMERCIAL TRUST	192,000	288,000.00
	CAPITALAND MALL TRUST	249,900	529,788.00
	SUNTEC REIT	243,000	413,100.00
小計	銘柄数:4	897,900	1,744,218.00
			(145,310,801)
	組入時価比率:0.0%		1.7%
	合計			8,767,212,705
				(8,767,212,705)
	合計			8,796,750,076
				(8,796,750,076)

(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 3月31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	7,906,072,014	-	8,010,275,800	104,203,786
市場取引以外の取引
為替予約取引
買建	1,795,276,207	-	1,784,502,000	△10,774,207
米ドル	1,488,133,800	-	1,475,977,000	△12,156,800
カナダドル	77,413,680	-	78,102,000	688,320
ユーロ	25,423,008	-	25,538,000	114,992
英ポンド	113,104,754	-	113,337,000	232,246
豪ドル	59,964,485	-	60,368,000	403,515
香港ドル	14,645,300	-	14,520,000	△125,300
シンガポールドル	16,591,180	-	16,660,000	68,820
売建	135,581,070	-	136,100,800	△519,730
米ドル	94,405,920	-	94,642,800	△236,880
スウェーデンクローナ	9,599,800	-	9,695,000	△95,200
デンマーククローネ	22,989,150	-	23,139,000	△149,850
豪ドル	8,586,200	-	8,624,000	△37,800
合計	-	-	-	92,909,849

(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14期(平成27年4月1日-平成28年3月31日)

開示資料

決算