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有価証券報告書(内国投資信託受益証券)-第16期(平成27年7月22日-平成28年1月20日)

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【提出】: 2016/04/15 9:10
【資料】: PDFをみる
【項目】: 50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 1月20日現在)
資産の部
流動資産
預金	5,265,311,746
コール・ローン	470,001,038
株式	283,531,473,585
投資信託受益証券	29,916,475
投資証券	7,856,617,101
派生商品評価勘定	967,097
未収入金	155,345,852
未収配当金	264,887,078
未収利息	911
差入委託証拠金	1,208,556,900
流動資産合計	298,783,077,783
資産合計	298,783,077,783
負債の部
流動負債
派生商品評価勘定	348,592,296
未払金	1,221,799,576
未払解約金	280,959,752
その他未払費用	4,829,900
流動負債合計	1,856,181,524
負債合計	1,856,181,524
純資産の部
元本等
元本	155,134,450,245
剰余金
期末剰余金又は期末欠損金(△)	141,792,446,014
元本等合計	296,926,896,259
純資産合計	296,926,896,259
負債純資産合計	298,783,077,783

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 1月20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	1.9140円
		(10,000口当たり純資産額)	(19,140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 7月22日
至平成28年 1月20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 1月20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 1月20日現在
期首	平成27年 7月22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	148,731,275,055円
同期中における追加設定元本額	18,563,613,150円
同期中における一部解約元本額	12,160,437,960円
期末元本額	155,134,450,245円
期末元本額の内訳*
バランスセレクト30	58,799,085円
バランスセレクト50	192,322,034円
バランスセレクト70	180,695,522円
野村外国株式インデックスファンド	560,005,706円
野村世界6資産分散投信(安定コース)	2,574,513,563円
野村世界6資産分散投信(分配コース)	9,659,203,497円
野村世界6資産分散投信(成長コース)	5,718,617,130円
野村資産設計ファンド2015	36,936,173円
野村資産設計ファンド2020	42,522,463円
野村資産設計ファンド2025	47,693,522円
野村資産設計ファンド2030	46,279,103円
野村資産設計ファンド2035	33,725,139円
野村資産設計ファンド2040	116,736,965円
野村外国株インデックス(野村投資一任口座向け)	14,552,315,317円
のむラップ・ファンド(保守型)	795,560,240円
のむラップ・ファンド(普通型)	5,207,004,313円
のむラップ・ファンド(積極型)	4,300,496,751円
野村資産設計ファンド2045	11,417,714円
野村インデックスファンド・外国株式	2,308,915,406円
マイ・ロード	1,544,310,041円
ネクストコア	123,000,639円
野村インデックスファンド・海外5資産バランス	85,084,290円
野村外国株インデックス(野村SMA・EW向け)	444,606,684円
野村世界6資産分散投信(配分変更コース)	230,325,869円
野村資産設計ファンド2050	3,732,495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)	670,165,617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)	443,417,059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)	9,340,751,516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)	3,804,641,304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)	8,440,323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)	36,766,341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)	27,101,197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)	124,182,164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)	1,375,211,800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)	560,326,999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)	227,319,723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)	31,367,086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)	252,053,578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)	4,692,731,427円
野村世界バランス25VA(適格機関投資家専用)	588,367,805円
野村MSCI-KOKUSAIインデックスファンド(適格機関投資家専用)	1,426,500,243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)	88,250,496円
バランスセレクト30(確定拠出年金向け)	3,271,508円
バランスセレクト50(確定拠出年金向け)	15,597,195円
バランスセレクト70(確定拠出年金向け)	13,935,307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)	55,206,542,022円
マイバランス30(確定拠出年金向け)	1,235,382,719円
マイバランス50(確定拠出年金向け)	5,017,725,036円
マイバランス70(確定拠出年金向け)	5,783,435,460円
マイバランスDC30	659,180,623円
マイバランスDC50	1,149,269,696円
マイバランスDC70	893,177,865円
野村DC外国株式インデックスファンド・MSCI-KOKUSAI	12,412,088,257円
野村DC運用戦略ファンド	147,969,489円
野村DC運用戦略ファンドM	71,913円
野村DC運用戦略ファンドA	1,492,860円
マイターゲット2050(確定拠出年金向け)	22,579,844円
マイターゲット2030(確定拠出年金向け)	93,821円
マイターゲット2040(確定拠出年金向け)	222,291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 1月20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	39,700	39.79	1,579,663.00
		CAMERON INTERNATIONAL CORP	17,700	58.33	1,032,441.00
		CORE LABORATORIES N.V.	3,830	92.57	354,543.10
		ENSCO PLC-CL A	23,000	9.42	216,660.00
		FMC TECHNOLOGIES INC	20,500	23.88	489,540.00
		HALLIBURTON CO	78,600	29.79	2,341,494.00
		HELMERICH & PAYNE	9,600	43.15	414,240.00
		NATIONAL OILWELL VARCO INC	35,000	29.53	1,033,550.00
		OCEANEERING INTL INC	9,500	32.30	306,850.00
		SCHLUMBERGER LTD	117,100	62.82	7,356,222.00
		WEATHERFORD INTERNATIONAL PLC	68,400	5.99	409,716.00
		ANADARKO PETE	46,800	30.85	1,443,780.00
		ANTERO RESOURCES CORP	7,400	20.89	154,586.00
		APACHE CORPORATION	34,800	34.48	1,199,904.00
		CABOT OIL & GAS CORP	37,100	16.43	609,553.00
		CHENIERE ENERGY INC	20,600	30.01	618,206.00
		CHESAPEAKE ENERGY CORP	51,600	3.08	158,928.00
		CHEVRON CORP	173,800	81.51	14,166,438.00
		CIMAREX ENERGY CO	8,500	81.19	690,115.00
		COLUMBIA PIPELINE GROUP	35,300	16.49	582,097.00
		CONCHO RESOURCES INC	11,800	75.98	896,564.00
		CONOCOPHILLIPS	114,300	36.40	4,160,520.00
		CONTINENTAL RESOURCES INC/OK	8,000	16.96	135,680.00
		DEVON ENERGY CORP	35,400	23.48	831,192.00
		ENERGEN CORP	6,800	28.72	195,296.00
		EOG RESOURCES INC	50,400	60.98	3,073,392.00
		EQT CORP	14,100	53.28	751,248.00
		EXXON MOBIL CORP	385,100	76.40	29,421,640.00
		HESS CORP	23,400	36.53	854,802.00
		HOLLYFRONTIER CORP	16,600	33.86	562,076.00
		KINDER MORGAN INC	172,400	12.55	2,163,620.00
		MARATHON OIL CORP	62,400	7.68	479,232.00
		MARATHON PETROLEUM CORP	49,900	41.20	2,055,880.00
		MURPHY OIL CORP	15,000	16.38	245,700.00
		NOBLE ENERGY INC	39,500	25.82	1,019,890.00
		OCCIDENTAL PETE CORP	70,400	61.46	4,326,784.00
		ONEOK INC	19,800	20.79	411,642.00
		PHILLIPS 66	49,600	78.67	3,902,032.00
		PIONEER NATURAL RESOURCES CO	14,830	111.62	1,655,324.60
		PLAINS GP HOLDINGS LP-CL A	19,000	7.31	138,890.00
		RANGE RESOURCES CORP	15,000	20.45	306,750.00
		SOUTHWESTERN ENERGY CO	33,600	6.52	219,072.00
		SPECTRA ENERGY CORP	61,500	24.47	1,504,905.00
		TESORO CORP	11,300	89.60	1,012,480.00
		VALERO ENERGY CORP	45,900	66.54	3,054,186.00
		WHITING PETROLEUM CORP	17,800	4.72	84,016.00
		WILLIAMS COS	66,200	15.78	1,044,636.00
		AIR PRODUCTS	19,000	119.59	2,272,210.00
		AIRGAS INC	6,090	138.55	843,769.50
		ALBEMARLE CORP	10,200	48.42	493,884.00
		ASHLAND INC	5,900	96.24	567,816.00
		AXALTA COATING SYSTEMS LTD	12,500	22.69	283,625.00
		CELANESE CORP-SERIES A	13,800	60.64	836,832.00
		CF INDUSTRIES HOLDINGS INC	21,450	30.25	648,862.50
		DOW CHEM CO	103,600	42.07	4,358,452.00
		DU PONT E I DE NEMOURS	83,900	53.22	4,465,158.00
		EASTMAN CHEMICAL CO.	13,400	61.19	819,946.00
		ECOLAB INC	24,600	102.37	2,518,302.00
		FMC CORP	11,800	34.81	410,758.00
		INTERNATIONAL FLAVORS & FRAGRANCE	7,300	113.48	828,404.00
		LYONDELLBASELL INDU-CL A	36,600	73.98	2,707,668.00
		MONSANTO CO	43,400	90.86	3,943,324.00
		MOSAIC CO/THE	29,300	24.83	727,519.00
		PPG INDUSTRIES	25,200	91.60	2,308,320.00
	PRAXAIR INC	26,600	98.18	2,611,588.00
	SHERWIN-WILLIAMS	7,250	239.35	1,735,287.50
	WESTLAKE CHEMICAL CORP	4,100	43.11	176,751.00
	MARTIN MARIETTA MATERIALS	5,100	119.19	607,869.00
	VULCAN MATERIALS CO	12,200	82.52	1,006,744.00
	AVERY DENNISON CORP	8,300	58.97	489,451.00
	BALL CORP	12,400	69.34	859,816.00
	CROWN HOLDINGS INC	12,600	44.83	564,858.00
	IP(INTERNATIONAL PAPER CO)	36,000	35.64	1,283,040.00
	PACKAGING CORP OP AMERICA	8,900	57.34	510,326.00
	SEALED AIR CORP	18,700	39.95	747,065.00
	WESTROCK CO	24,300	36.46	885,978.00
	ALCOA INC	121,000	6.74	815,540.00
	FREEPORT-MCMORAN INC	97,000	3.96	384,120.00
	NEWMONT MINING CORP HOLDINGS CO	49,700	16.31	810,607.00
	NUCOR CORP	29,400	35.27	1,036,938.00
	B/E AEROSPACE INC	10,100	38.01	383,901.00
	BOEING CO	59,390	126.06	7,486,703.40
	GENERAL DYNAMICS	25,330	127.38	3,226,535.40
	HONEYWELL INTERNATIONAL	68,400	97.33	6,657,372.00
	L-3 COMMUNICATIONS HLDGS	7,300	109.87	802,051.00
	LOCKHEED MARTIN	25,890	215.29	5,573,858.10
	NORTHROP GRUMMAN CORP	16,450	186.75	3,072,037.50
	PRECISION CASTPARTS CORP	12,710	231.80	2,946,178.00
	RAYTHEON COMPANY	28,200	120.94	3,410,508.00
	ROCKWELL COLLINS INC	12,200	85.62	1,044,564.00
	TEXTRON INC	24,900	36.80	916,320.00
	TRANSDIGM GROUP INC	4,980	220.82	1,099,683.60
	UNITED TECHNOLOGIES	78,300	85.24	6,674,292.00
	FORTUNE BRANDS HOME & SECURITY INC	14,800	47.51	703,148.00
	MASCO CORP	31,000	24.71	766,010.00
	CHICAGO BRIDGE & IRON-NY SHR	8,400	33.52	281,568.00
	FLUOR CORP	13,100	41.17	539,327.00
	JACOBS ENGINEERING GROUP INC	11,000	36.44	400,840.00
	QUANTA SERVICES INC	18,600	17.55	326,430.00
	ACUITY BRANDS INC	4,020	206.51	830,170.20
	AMETEK INC	22,300	47.42	1,057,466.00
	EATON CORP PLC	43,600	48.09	2,096,724.00
	EMERSON ELEC	60,800	43.14	2,622,912.00
	ROCKWELL AUTOMATION INC	12,400	91.26	1,131,624.00
	SENSATA TECHNOLOGIES HOLDING	15,400	34.90	537,460.00
	3M CORP	57,800	138.39	7,998,942.00
	DANAHER CORP	57,000	85.61	4,879,770.00
	GENERAL ELEC CO	871,700	28.49	24,834,733.00
	ROPER TECHNOLOGIES INC	9,410	169.52	1,595,183.20
	AGCO CORP	6,300	44.61	281,043.00
	CATERPILLAR INC DEL	52,500	59.03	3,099,075.00
	CUMMINS INC	15,400	83.52	1,286,208.00
	DEERE & COMPANY	29,000	72.46	2,101,340.00
	DOVER CORP	14,500	53.24	771,980.00
	FLOWSERVE CORP	12,300	35.40	435,420.00
	ILLINOIS TOOL WORKS INC	30,500	81.69	2,491,545.00
	INGERSOLL-RAND PLC	24,100	50.58	1,218,978.00
	PACCAR	32,500	45.03	1,463,475.00
	PARKER HANNIFIN CORP	12,700	87.87	1,115,949.00
	PENTAIR PLC	16,400	44.08	722,912.00
	SNAP-ON INC	5,460	155.92	851,323.20
	STANLEY BLACK & DECKER INC	14,100	95.67	1,348,947.00
	WABCO HOLDINGS INC	5,200	85.31	443,612.00
	WABTEC CORP	8,600	63.02	541,972.00
	XYLEM INC	17,000	32.96	560,320.00
	AERCAP HOLDINGS NV	8,700	32.85	285,795.00
	FASTENAL CO	25,000	36.77	919,250.00
	GRAINGER(W.W.) INC	5,590	186.58	1,042,982.20
	UNITED RENTALS INC	8,600	54.00	464,400.00
	ADT CORP/THE	15,800	28.88	456,304.00
	CINTAS CORP	8,500	83.50	709,750.00
	REPUBLIC SERVICES INC-CL A	22,900	43.75	1,001,875.00
	STERICYCLE INC	7,680	115.82	889,497.60
	TYCO INTERNATIONAL PLC	39,100	30.52	1,193,332.00
	WASTE MANAGEMENT INC	41,900	52.62	2,204,778.00
	C.H.ROBINSON WORLDWIDE INC	12,900	63.66	821,214.00
	EXPEDITORS INTERNATIONAL WASH INC	17,300	42.95	743,035.00
	FEDEX CORPORATION	24,780	127.20	3,152,016.00
	UNITED PARCEL SERVICE-CL B	64,300	90.35	5,809,505.00
	AMERICAN AIRLINES GROUP INC	15,400	38.86	598,444.00
	DELTA AIR LINES INC	18,000	45.96	827,280.00
	SOUTHWEST AIRLINES	15,300	39.60	605,880.00
	UNITED CONTINENTAL HOLDINGS INC	8,300	45.18	374,994.00
	AMERCO	680	353.10	240,108.00
	CSX CORP	91,100	22.73	2,070,703.00
	HERTZ GLOBAL HOLDINGS INC	34,600	9.19	317,974.00
	HUNT J B TRANSPORT SVCS INC	8,700	65.27	567,849.00
	KANSAS CITY SOUTHERN	10,200	65.88	671,976.00
	NORFOLK SOUTHERN CORP	27,900	71.85	2,004,615.00
	UNION PAC CORP	80,400	74.10	5,957,640.00
	AUTOLIV INC	8,000	105.18	841,440.00
	BORGWARNER INC	21,300	30.34	646,242.00
	DELPHI AUTOMOTIVE PLC	26,500	67.34	1,784,510.00
	GOODYEAR TIRE & RUBBER CO	25,200	27.57	694,764.00
	JOHNSON CONTROLS INC	60,200	34.72	2,090,144.00
	LEAR CORP	6,900	102.55	707,595.00
	FORD MOTOR COMPANY	343,000	11.95	4,098,850.00
	GENERAL MOTORS CO	132,200	29.40	3,886,680.00
	HARLEY-DAVIDSON INC	19,000	40.66	772,540.00
	TESLA MOTORS INC	9,080	204.72	1,858,857.60
	DR HORTON INC	29,900	26.93	805,207.00
	GARMIN LTD	10,200	32.29	329,358.00
	HARMAN INTERNATIONAL	6,300	75.69	476,847.00
	JARDEN CORP	18,400	50.03	920,552.00
	LEGGETT & PLATT INC	12,300	38.30	471,090.00
	LENNAR CORP-A	15,600	40.98	639,288.00
	MOHAWK INDUSTRIES	5,700	163.34	931,038.00
	NEWELL RUBBERMAID INC	24,100	36.20	872,420.00
	PULTEGROUP INC	29,500	15.67	462,265.00
	TOLL BROTHERS INC	14,700	28.57	419,979.00
	WHIRLPOOL CORP	7,340	127.21	933,721.40
	HASBRO INC	10,100	70.45	711,545.00
	MATTEL INC	31,800	24.87	790,866.00
	POLARIS INDUSTRIES INC	5,610	79.48	445,882.80
	COACH INC	25,100	31.16	782,116.00
	HANESBRANDS INC	37,700	28.53	1,075,581.00
	LULULEMON ATHLETICA INC	10,600	56.74	601,444.00
	MICHAEL KORS HOLDINGS LTD	17,600	35.76	629,376.00
	NIKE INC-B	124,800	58.32	7,278,336.00
	PVH CORP	7,600	66.41	504,716.00
	RALPH LAUREN CORPORATION	5,400	101.38	547,452.00
	UNDER ARMOUR INC-CLASS A	16,500	67.11	1,107,315.00
	V F CORP	31,400	54.00	1,695,600.00
	ARAMARK	21,600	30.91	667,656.00
	CARNIVAL CORP	38,000	49.07	1,864,660.00
	CHIPOTLE MEXICAN GRILL INC	2,840	469.47	1,333,294.80
	DARDEN RESTAURANTS INC	10,900	60.83	663,047.00
	HILTON WORLDWIDE HOLDINGS IN	46,300	17.31	801,453.00
	LAS VEGAS SANDS CORP	37,100	38.43	1,425,753.00
	MARRIOTT INTERNATIONAL-CLA	19,300	58.38	1,126,734.00
	MCDONALD'S CORP	87,100	117.50	10,234,250.00
	MELCO CROWN ENTERTAINMENT-ADR	7,500	14.31	107,325.00
	MGM RESORTS INTERNATIONAL	42,300	19.63	830,349.00
	NORWEGIAN CRUISE LINE HOLDIN	15,000	47.20	708,000.00
	ROYAL CARIBBEAN CRUISES LTD	16,200	81.08	1,313,496.00
	STARBUCKS CORP	137,300	58.55	8,038,915.00
	STARWOOD HOTELS & RESORTS	15,400	59.15	910,910.00
	WYNDHAM WORLDWIDE CORP	10,900	64.74	705,666.00
	WYNN RESORTS LTD	7,700	59.13	455,301.00
	YUM BRANDS INC	39,900	68.77	2,743,923.00
	CABLEVISION SYSTEMS-NY GRP-A	17,700	31.33	554,541.00
	CBS CORP-CL B	41,400	45.39	1,879,146.00
	CHARTER COMMUNICATION-A	7,620	167.38	1,275,435.60
	COMCAST CORP-CL A	229,500	54.25	12,450,375.00
	DISCOVERY COMMUNICATIONS INC	14,300	25.79	368,797.00
	DISCOVERY COMMUNICATIONS-C	24,600	25.22	620,412.00
	DISH NETWORK CORP-A	20,900	48.90	1,022,010.00
	DISNEY (WALT) CO	148,200	93.97	13,926,354.00
	INTERPUBRIC GROUP	36,900	21.69	800,361.00
	LIBERTY GLOBAL PLC -SERIES C	56,700	31.72	1,798,524.00
	LIBERTY GLOBAL PLC-A	23,700	32.88	779,256.00
	LIBERTY MEDIA CORP-A	8,170	34.99	285,868.30
	LIBERTY MEDIA CORP-C	17,940	33.53	601,528.20
	NEWS CORP/NEW-CL A-W/I	33,600	12.35	414,960.00
	OMNICOM GROUP	22,400	68.89	1,543,136.00
	SCRIPPS NETWORKS INTER-CL A	7,100	55.62	394,902.00
	SIRIUS XM HOLDINGS INC	222,000	3.66	812,520.00
	TEGNA INC	20,600	23.20	477,920.00
	TIME WARNER CABLE-A	26,230	177.63	4,659,234.90
	TIME WARNER INC	75,600	69.79	5,276,124.00
	TWENTY-FIRST CENTURY FOX INC	112,800	26.36	2,973,408.00
	TWENTY-FIRST CENTURY FOX INC CLASS B	40,900	26.58	1,087,122.00
	VIACOM INC-CLASS B	31,500	41.72	1,314,180.00
	GENUINE PARTS CO	14,200	78.31	1,112,002.00
	LKQ CORP	28,100	25.74	723,294.00
	AMAZON.COM INC	36,730	574.48	21,100,650.40
	EXPEDIA INC	11,200	105.32	1,179,584.00
	LIBERTY INTERACTIVE CORPORATION QVC GR-A	41,400	25.18	1,042,452.00
	NETFLIX INC	37,300	107.89	4,024,297.00
	PRICELINE GROUP INC/THE	4,700	1,094.50	5,144,150.00
	TRIPADVISOR INC	10,700	71.19	761,733.00
	DOLLAR GENERAL CORP	27,500	70.34	1,934,350.00
	DOLLAR TREE INC	20,600	76.89	1,583,934.00
	KOHLS CORP	18,100	46.38	839,478.00
	MACYS INC	30,700	38.76	1,189,932.00
	NORDSTROM INC	12,800	46.14	590,592.00
	TARGET CORP	54,800	69.24	3,794,352.00
	ADVANCE AUTO PARTS	6,800	144.62	983,416.00
	AUTONATION INC	7,100	44.55	316,305.00
	AUTOZONE	2,880	715.71	2,061,244.80
	BED BATH & BEYOND	15,600	43.22	674,232.00
	BEST BUY COMPANY INC	28,800	25.87	745,056.00
	CARMAX INC	19,300	42.99	829,707.00
	DICK S SPORTING GOODS INC	8,300	34.36	285,188.00
	FOOT LOCKER INC	12,600	62.89	792,414.00
	GAMESTOP CORP-CLASS A	10,000	25.51	255,100.00
	GAP INC	22,900	22.70	519,830.00
	HOME DEPOT	118,700	119.76	14,215,512.00
	L BRANDS, INC	22,700	93.15	2,114,505.00
	LOWES COS INC	85,700	69.46	5,952,722.00
	OREILLY AUTOMOTIVE INC,	9,210	235.69	2,170,704.90
	ROSS STORES INC	38,400	52.58	2,019,072.00
	SIGNET JEWELERS LTD	7,100	122.21	867,691.00
	STAPLES INC	56,900	8.81	501,289.00
	TIFFANY & CO	11,900	64.22	764,218.00
	TJX COS INC	62,500	68.14	4,258,750.00
	TRACTOR SUPPLY COMPANY	12,600	83.46	1,051,596.00
	ULTA SALON COSMETICS & FRAGR	5,630	175.31	986,995.30
	COSTCO WHOLESALE CORPORATION	40,690	150.47	6,122,624.30
	CVS HEALTH CORP	103,100	95.06	9,800,686.00
	KROGER CO	86,000	38.19	3,284,340.00
	RITE AID CORP	93,000	7.64	710,520.00
	SYSCO CORP	55,100	39.96	2,201,796.00
	WAL-MART STORES INC	148,900	62.56	9,315,184.00
	WALGREENS BOOTS ALLIANCE INC	80,900	80.70	6,528,630.00
	WHOLE FOODS MARKET INC	32,300	29.41	949,943.00
	BROWN-FORMAN CORP-CL B	10,500	92.63	972,615.00
	COCA COLA CO	381,900	41.92	16,009,248.00
	COCA COLA ENTERPRISES	19,600	46.29	907,284.00
	CONSTELLATION BRANDS INC-A	16,000	145.62	2,329,920.00
	DR PEPPER SNAPPLE GROUP INC	17,600	90.70	1,596,320.00
	MOLSON COORS BREWING CO-B	14,300	87.20	1,246,960.00
	MONSTER BEVERAGE CORP	13,350	144.76	1,932,546.00
	PEPSICO INC	135,800	95.77	13,005,566.00
	ARCHER DANIELS MIDLAND	56,800	30.51	1,732,968.00
	BUNGE LIMITED	13,000	60.85	791,050.00
	CAMPBELL SOUP CO	17,500	54.33	950,775.00
	CONAGRA INC	40,400	38.87	1,570,348.00
	GENERAL MILLS	55,400	55.42	3,070,268.00
	HERSHEY CO/THE	13,900	84.61	1,176,079.00
	HORMEL FOODS CORP	13,100	76.90	1,007,390.00
	JM SMUCKER CO/THE-NEW	10,300	119.73	1,233,219.00
	KELLOGG CO	24,300	71.24	1,731,132.00
	KEURIG GREEN MOUNTAIN INC	10,600	89.83	952,198.00
	KRAFT HEINZ CO/THE	56,300	70.17	3,950,571.00
	MCCORMICK & CO INC.	10,800	81.28	877,824.00
	MEAD JOHNSON NUTRITION CO	18,400	69.24	1,274,016.00
	MONDELEZ INTERNATIONAL INC	149,200	41.46	6,185,832.00
	TYSON FOODS INC-CL A	27,900	49.68	1,386,072.00
	WHITEWAVE FOODS CO - CL A	16,200	35.78	579,636.00
	ALTRIA GROUP INC	181,300	58.40	10,587,920.00
	PHILIP MORRIS INTERNATIONAL	143,200	87.47	12,525,704.00
	REYNOLDS AMERICAN INC	79,200	46.93	3,716,856.00
	CHURCH & DWIGHT CO INC	12,300	78.96	971,208.00
	CLOROX CO	11,700	127.64	1,493,388.00
	COLGATE PALMOLIVE CO.	78,800	64.29	5,066,052.00
	KIMBERLY-CLARK CORP	33,780	125.88	4,252,226.40
	PROCTER & GAMBLE CO	250,700	76.73	19,236,211.00
	EDGEWELL PERSONAL CARE CO	5,500	72.27	397,485.00
	ESTEE LAUDER COMPANIES-CL A	21,100	83.88	1,769,868.00
	ABBOTT LABORATORIES	138,000	40.43	5,579,340.00
	BARD (C R)	6,720	178.69	1,200,796.80
	BAXTER INTERNATIONAL INC.	49,800	35.36	1,760,928.00
	BECTON,DICKINSON	19,320	142.50	2,753,100.00
	BOSTON SCIENTIFIC CORP	124,500	17.57	2,187,465.00
	DENTSPLY INTERNATIONAL INC	13,200	56.36	743,952.00
	EDWARDS LIFESCIENCES CORP	19,900	74.52	1,482,948.00
	HOLOGIC INC	21,600	34.48	744,768.00
	INTUITIVE SURGICAL INC	3,380	556.49	1,880,936.20
	MEDTRONIC PLC	131,000	74.58	9,769,980.00
	RESMED INC	13,200	53.66	708,312.00
	ST JUDE MEDICAL INC	26,100	53.78	1,403,658.00
	STRYKER CORP	31,300	91.56	2,865,828.00
	THE COOPER COMPANIES, INC.	4,290	121.01	519,132.90
	VARIAN MEDICAL SYSTEMS INC	8,800	75.94	668,272.00
	ZIMMER BIOMET HOLDINGS INC	16,200	99.24	1,607,688.00
	AETNA INC	32,200	104.84	3,375,848.00
	AMERISOURCEBERGEN CORP	19,100	92.54	1,767,514.00
	ANTHEM INC	24,160	136.85	3,306,296.00
	CARDINAL HEALTH INC	30,300	81.58	2,471,874.00
	CENTENE CORP	10,600	62.51	662,606.00
	CIGNA CORP	23,780	139.92	3,327,297.60
	DAVITA HEALTHCARE PARTNERS INC	16,000	65.71	1,051,360.00
	ENVISION HEALTHCARE HOLDINGS	16,500	22.20	366,300.00
	EXPRESS SCRIPTS HOLDING INC-COMMON	62,600	72.38	4,530,988.00
	HCA HOLDINGS INC	30,500	63.47	1,935,835.00
	HENRY SCHEIN INC	7,740	148.35	1,148,229.00
	HUMANA INC	13,720	164.00	2,250,080.00
	LABORATORY CRP OF AMER HLDGS	9,400	109.93	1,033,342.00
	MCKESSON CORP	21,440	169.44	3,632,793.60
	MEDNAX INC	8,300	67.03	556,349.00
	PATTERSON COS INC	7,500	39.85	298,875.00
	QUEST DIAGNOSTICS INC	13,300	65.48	870,884.00
	UNITEDHEALTH GROUP INC	88,200	112.58	9,929,556.00
	UNIVERSAL HEALTH SERVICES-B	8,300	107.37	891,171.00
	ABBVIE INC	153,100	54.99	8,418,969.00
	ALEXION PHARMACEUTICALS INC	20,870	156.75	3,271,372.50
	ALKERMES PLC	13,800	59.53	821,514.00
	ALNYLAM PHARMACEUTICALS INC	7,200	72.41	521,352.00
	AMGEN INC	70,110	151.30	10,607,643.00
	BAXALTA INC	49,700	40.70	2,022,790.00
	BIOGEN INC	21,780	269.85	5,877,333.00
	BIOMARIN PHARMACEUTICAL INC	14,600	79.51	1,160,846.00
	CELGENE CORP	73,100	102.99	7,528,569.00
	GILEAD SCIENCES INC	135,700	89.90	12,199,430.00
	INCYTE CORP	14,800	73.31	1,084,988.00
	IONIS PHARMACEUTICALS INC	10,900	40.63	442,867.00
	MEDIVATION INC	15,400	36.56	563,024.00
	REGENERON PHARMACEUTICALS	7,000	447.02	3,129,140.00
	UNITED THERAPEUTICS CORP	4,340	129.17	560,597.80
	VERTEX PHARMACEUTICALS	22,500	94.99	2,137,275.00
	ALLERGAN PLC	36,400	291.79	10,621,156.00
	BRISTOL MYERS SQUIBB	154,200	63.21	9,746,982.00
	ELI LILLY & CO.	92,300	83.23	7,682,129.00
	ENDO INTERNATIONAL PLC	19,600	52.66	1,032,136.00
	JAZZ PHARMACEUTICALS PLC	5,800	120.68	699,944.00
	JOHNSON & JOHNSON	255,800	97.50	24,940,500.00
	MALLINCKRODT PLC	11,100	64.43	715,173.00
	MERCK & CO INC	260,300	51.34	13,363,802.00
	MYLAN NV	38,100	50.22	1,913,382.00
	PERRIGO CO PLC	13,350	146.50	1,955,775.00
	PFIZER INC	569,900	30.69	17,490,231.00
	TARO PHARMACEUTICAL INDUSTRIES LTD	800	143.91	115,128.00
	ZOETIS INC	43,200	43.19	1,865,808.00
	BANK OF AMERICA CORP	964,700	14.24	13,737,328.00
	BB&T CORPORATION	72,500	32.92	2,386,700.00
	CIT GROUP INC	15,500	32.22	499,410.00
	CITIGROUP	278,200	41.94	11,667,708.00
	CITIZENS FINANCIAL GROUP	47,900	22.23	1,064,817.00
	COMERICA INC	15,900	34.72	552,048.00
	FIFTH THIRD BANCORP	73,700	16.88	1,244,056.00
	FIRST REPUBLIC BANK/CA	12,900	63.41	817,989.00
	HUNTINGTON BANCSHARES INC	75,000	9.48	711,000.00
	JPMORGAN CHASE & CO	341,700	57.01	19,480,317.00
	KEYCORP	76,500	11.33	866,745.00
	M & T BANK CORP	13,149	106.35	1,398,396.15
	PEOPLES UNITED FINANCIAL INC	27,000	14.46	390,420.00
	PNC FINANCIAL	47,400	85.33	4,044,642.00
	REGIONS FINANCIAL CORP	120,000	8.08	969,600.00
	SIGNATURE BANK	4,530	135.73	614,856.90
	SUNTRUST BKS INC.	48,000	37.12	1,781,760.00
	US BANCORP	163,000	39.13	6,378,190.00
	WELLS FARGO CO	450,500	48.21	21,718,605.00
	BERKSHIRE HATHAWAY INC CL B	109,520	127.76	13,992,275.20
	CME GROUP INC	29,500	86.11	2,540,245.00
	INTERCONTINENTAL EXCHANGE INC	10,980	249.03	2,734,349.40
	LEUCADIA NATIONAL CORP	29,200	15.94	465,448.00
	MCGRAW HILL FINANCIAL INC	25,200	83.33	2,099,916.00
	MOODYS CORP	16,900	86.43	1,460,667.00
	NASDAQ INC	11,100	57.47	637,917.00
	VOYA FINANCIAL INC	21,100	30.17	636,587.00
	AFLAC INC	39,900	56.49	2,253,951.00
	ALLEGHANY CORP	1,510	463.20	699,432.00
	ALLSTATE CORP	37,100	58.44	2,168,124.00
	AMERICAN INTL GROUP	119,800	56.16	6,727,968.00
	AON PLC	25,600	85.98	2,201,088.00
	ARCH CAPITAL GROUP LTD	11,400	66.75	760,950.00
	ARTHUR J GALLAGHER & CO	15,900	37.19	591,321.00
	ASSURANT INC	6,200	78.52	486,824.00
	AXIS CAPITAL HOLDINGS LTD	9,000	53.33	479,970.00
	CHUBB LTD	42,339	110.87	4,694,124.93
	CINCINNATI FINANCIAL CORP	14,700	55.24	812,028.00
	EVEREST RE GROUP LTD	4,020	171.24	688,384.80
	FNF GROUP	22,800	31.82	725,496.00
	HARTFORD FINANCIAL SERVICES	38,200	39.11	1,494,002.00
	LINCOLN NATIONAL CORP	22,700	39.69	900,963.00
	LOEWS CORP	26,900	35.07	943,383.00
	MARKEL CORP	1,300	851.24	1,106,612.00
	MARSH & MCLENNAN COS	49,000	52.15	2,555,350.00
	METLIFE INC	87,100	42.74	3,722,654.00
	PARTNERRE LTD	4,480	140.00	627,200.00
	PRINCIPAL FINANCIAL GROUP	26,700	37.53	1,002,051.00
	PROGRESSIVE CO	53,800	29.80	1,603,240.00
	PRUDENTIAL FINANCIAL INC	41,900	69.29	2,903,251.00
	RENAISSANCERE HOLDINGS LTD	4,400	110.90	487,960.00
	TORCHMARK CORP	11,250	52.87	594,787.50
	TRAVELERS COS INC/THE	28,800	105.76	3,045,888.00
	UNUM GROUP	22,700	28.17	639,459.00
	WILLIS TOWERS WATSON PLC	11,900	110.38	1,313,522.00
	WR BERKLEY CORP	8,900	49.19	437,791.00
	XL GROUP PLC	27,400	35.38	969,412.00
	CBRE GROUP INC	27,600	28.56	788,256.00
	HONGKONG LAND HOLDINGS LTD	56,000	6.18	346,080.00
	JONES LANG LASALLE INC	4,210	138.79	584,305.90
	REALOGY HOLDINGS CORP	13,000	32.71	425,230.00
	AKAMAI TECHNOLOGIES	16,700	45.44	758,848.00
	ALPHABET INC-CL A	26,780	719.08	19,256,962.40
	ALPHABET INC-CL C	28,600	701.79	20,071,194.00
	EBAY INC	101,700	25.77	2,620,809.00
	FACEBOOK INC-A	198,300	95.26	18,890,058.00
	LINKEDIN CORP - A	10,560	193.43	2,042,620.80
	TWITTER INC	53,700	16.69	896,253.00
	VERISIGN INC	9,300	74.60	693,780.00
	YAHOO! INC	82,200	29.74	2,444,628.00
	ZILLOW GROUP INC - C	8,600	20.67	177,762.00
	ACCENTURE PLC-CL A	57,500	101.38	5,829,350.00
	ALLIANCE DATA SYSTEMS CORP	5,610	251.97	1,413,551.70
	AUTOMATIC DATA PROCESS	43,000	79.11	3,401,730.00
	COGNIZANT TECH SOLUTIONS CORP	56,300	59.94	3,374,622.00
	FIDELITY NATIONAL INFORMATION	26,300	58.71	1,544,073.00
	FISERV INC	21,900	89.04	1,949,976.00
	FLEETCOR TECHNOLOGIES INC	7,400	114.85	849,890.00
	GARTNER INC	7,500	84.73	635,475.00
	GLOBAL PAYMENTS INC	11,500	57.32	659,180.00
	INTERNATIONAL BUSINESS MACHINES	86,040	128.11	11,022,584.40
	MASTERCARD INC-CLASS A	92,300	86.22	7,958,106.00
	PAYCHEX INC	29,500	47.50	1,401,250.00
	PAYPAL HOLDINGS INC	100,700	32.20	3,242,540.00
	SABRE CORP	15,700	25.52	400,664.00
	TERADATA CORP	13,200	22.69	299,508.00
	TOTAL SYSTEM SERVICES INC	15,200	45.11	685,672.00
	VANTIV INC - CL A	14,200	43.69	620,398.00
	VISA INC-CLASS A SHARES	180,400	71.39	12,878,756.00
	WESTERN UNION CO	46,300	16.44	761,172.00
	XEROX CORP	92,000	8.91	819,720.00
	ACTIVISION BLIZZARD INC	47,700	35.15	1,676,655.00
	ADOBE SYSTEMS INC.	45,900	89.18	4,093,362.00
	ANSYS INC	8,400	84.99	713,916.00
	AUTODESK INC.	21,000	47.59	999,390.00
	CA INC	30,900	26.10	806,490.00
	CDK GLOBAL INC	12,800	41.98	537,344.00
	CHECK POINT SOFTWARE TECHNOLOGIES	6,000	75.92	455,520.00
	CITRIX SYSTEMS INC	14,900	66.07	984,443.00
	ELECTRONIC ARTS	29,100	67.37	1,960,467.00
	FIREEYE INC	12,400	15.23	188,852.00
	FORTINET INC	12,800	26.46	338,688.00
	INTUIT INC	24,400	90.88	2,217,472.00
	MICROSOFT CORP	701,600	50.56	35,472,896.00
	MOBILEYE NV	7,100	28.37	201,427.00
	NETSUITE INC	3,900	70.86	276,354.00
	NUANCE COMMUNICATIONS INC	22,500	18.15	408,487.50
	ORACLE CORPORATION	320,700	34.55	11,080,185.00
	RED HAT INC	17,000	71.60	1,217,200.00
	SALESFORCE.COM INC	57,800	70.80	4,092,240.00
	SERVICENOW INC	13,500	74.32	1,003,320.00
	SPLUNK INC	11,600	48.45	562,020.00
	SYMANTEC CORP	62,700	19.03	1,193,181.00
	SYNOPSYS INC	14,900	40.69	606,281.00
	TABLEAU SOFTWARE INC-CL A	4,900	80.89	396,361.00
	VMWARE INC - CLASS A	7,400	48.99	362,526.00
	WORKDAY INC-CLASS A	10,100	66.10	667,610.00
	CISCO SYSTEMS	470,200	23.85	11,214,270.00
	F5 NETWORKS INC	6,500	93.50	607,750.00
	HARRIS CORP	11,400	84.34	961,476.00
	JUNIPER NETWORKS INC	31,400	25.74	808,236.00
	MOTOROLA SOLUTIONS INC	14,400	61.13	880,272.00
	PALO ALTO NETWORKS INC	6,460	149.24	964,090.40
	QUALCOMM INC	145,400	46.09	6,701,486.00
	APPLE INC	526,500	96.66	50,891,490.00
	EMC CORP	178,500	24.35	4,346,475.00
	HEWLETT PACKARD ENTERPRISE	166,600	12.32	2,052,512.00
	HP INC	168,700	9.76	1,646,512.00
	NETAPP INC	27,900	21.45	598,455.00
	SAN DISK CORPORATION	18,800	71.06	1,335,928.00
	SEAGATE TECHNOLOGY	27,400	29.83	817,342.00
	WESTERN DIGITAL CORP	20,900	46.45	970,805.00
	AMPHENOL CORP-CL A	28,600	45.42	1,299,012.00
	ARROW ELECTRS INC	8,300	46.66	387,278.00
	AVNET	12,200	38.03	463,966.00
	CDW CORPORATION	12,800	37.24	476,672.00
	CORNING INC	113,700	16.76	1,905,612.00
	FLEXTRONICS INTL LTD	51,000	9.25	471,750.00
	FLIR SYSTEMS INC	12,600	30.22	380,772.00
	TE CONNECTIVITY LTD	37,300	55.38	2,065,674.00
	TRIMBLE NAVIGATION LTD	23,200	19.56	453,792.00
	ANALOG DEVICES INC	29,400	49.39	1,452,066.00
	APPLIED MATERIALS	111,300	16.45	1,830,885.00
	AVAGO TECHNOLOGIES LTD	23,980	120.07	2,879,278.60
	BROADCOM CORP-CL A	51,700	52.96	2,738,032.00
	INTEL CORP	439,500	29.80	13,097,100.00
	KLA TENCOR CORP	14,200	64.32	913,344.00
	LAM RESEARCH	14,700	67.46	991,662.00
	LINEAR TECHNOLOGY CORP	22,500	39.57	890,325.00
	MARVELL TECHNOLOGY GROUP LTD	35,300	7.77	274,281.00
	MAXIM INTEGRATED PRODUCTS	25,600	31.07	795,392.00
	MICROCHIP TECHNOLOGY	19,800	41.70	825,660.00
	MICRON TECHNOLOGY	99,100	10.80	1,070,280.00
	NVIDIA CORP	49,000	27.33	1,339,170.00
	NXP SEMICONDUCTORS NV	12,574	68.43	860,438.82
	QORVO INC	13,300	36.29	482,657.00
	SKYWORKS SOLUTIONS INC	17,600	60.38	1,062,688.00
	TEXAS INSTRUMENTS INC	95,100	48.22	4,585,722.00
	XILINX INC	24,000	42.79	1,026,960.00
	AT & T INC	568,300	34.51	19,612,033.00
	CENTURYLINK INC	51,800	23.22	1,202,796.00
	FRONTIER COMMUNICATIONS CO	103,000	4.18	430,540.00
	LEVEL 3 COMMUNICATIONS INC	28,000	47.12	1,319,360.00
	VERIZON COMMUNICATIONS	375,700	44.87	16,857,659.00
	SBA COMMUNICATIONS CORP-CL A	11,600	90.82	1,053,512.00
	SPRINT CORP	71,000	2.64	187,440.00
	T-MOBILE US INC	25,800	37.65	971,370.00
	AMERICAN ELECTRIC POWER	45,600	59.57	2,716,392.00
	DUKE ENERGY CORP	63,500	73.16	4,645,660.00
	EDISON INTERNATIONAL	30,400	60.12	1,827,648.00
	ENTERGY CORP	16,700	68.87	1,150,129.00
	EVERSOURCE ENERGY	29,000	52.59	1,525,110.00
	EXELON CORPORATION	79,400	27.64	2,194,616.00
	FIRSTENERGY CORP	39,200	32.49	1,273,608.00
	NEXTERA ENERGY INC	41,900	107.81	4,517,239.00
	OGE ENERGY CORP	17,700	24.79	438,783.00
	PEPCO HOLDINGS INC	22,700	26.19	594,513.00
	PINNACLE WEST CAPITAL CORP	10,500	64.88	681,240.00
	PPL CORPORATION	61,500	33.63	2,068,245.00
	SOUTHERN CO.	83,800	47.94	4,017,372.00
	XCEL ENERGY INC	47,400	37.21	1,763,754.00
	AGL RESOURCES INC	10,700	63.95	684,265.00
	ALLIANT ENERGY CORP	10,800	63.08	681,264.00
	AMEREN CORPORATION	22,000	43.45	955,900.00
	CENTERPOINT ENERGY INC	38,900	17.50	680,750.00
	CMS ENERGY CORP	25,900	36.87	954,933.00
	CONSOLIDATED EDISON INC	27,000	69.07	1,864,890.00
	DOMINION RESOURCES INC/VA	54,900	69.90	3,837,510.00
	DTE ENERGY COMPANY	16,400	82.23	1,348,572.00
	PG&E CORP	45,300	52.98	2,399,994.00
	PUBLIC SVC ENTERPRISE	47,200	39.83	1,879,976.00
	SCANA CORP	12,400	61.56	763,344.00
	SEMPRA ENERGY	21,900	92.50	2,025,750.00
	WEC ENERGY GROUP INC	29,200	54.19	1,582,348.00
	AMERICAN WATER WORKS CO INC	16,300	61.01	994,463.00
	NEW YORK COMMUNITY BANCORP	44,100	14.78	651,798.00
	ALLY FINANCIAL INC	39,300	15.69	616,617.00
	AMERICAN EXPRESS CO	83,500	62.64	5,230,440.00
	CAPITAL ONE FINANCIAL CORP	50,100	62.19	3,115,719.00
	DISCOVER FINANCIAL SERVICES	40,600	48.91	1,985,746.00
	NAVIENT CORP	33,900	8.76	296,964.00
	SYNCHRONY FINANCIAL	76,734	28.03	2,150,854.02
	AFFILIATED MANAGERS GROUP	4,920	128.61	632,761.20
	AMERIPRISE FINANCIAL INC	16,200	92.54	1,499,148.00
	BANK OF NEWYORK MELLON CORP	101,500	35.93	3,646,895.00
	BLACKROCK INC	11,260	294.00	3,310,440.00
	E*TRADE FINANCIAL CORP	27,100	24.81	672,351.00
	EATON VANCE CORP	10,000	27.61	276,100.00
	FRANKLIN RESOURCES INC	36,700	33.05	1,212,935.00
	GOLDMAN SACHS GROUP	35,870	156.82	5,625,133.40
	INVESCO LTD	39,400	28.82	1,135,508.00
	LEGG MASON INC	9,200	31.91	293,572.00
	MORGAN STANLEY	135,100	26.26	3,547,726.00
	NORTHERN TRUST CORP	20,500	63.93	1,310,565.00
	RAYMOND JAMES FINANCIAL INC	12,000	48.39	580,680.00
	SCHWAB(CHARLES)CORP	108,700	26.51	2,881,637.00
	SEI INVESTMENTS COMPANY	12,900	44.89	579,081.00
	STATE STREET CORP	37,300	55.54	2,071,642.00
	T ROWE PRICE GROUP INC	24,000	65.56	1,573,440.00
	TD AMERITRADE HOLDING CORP	25,400	28.93	734,822.00
	H & R BLOCK INC	22,400	31.92	715,008.00
	AES CORP	65,000	8.72	566,800.00
	CALPINE CORP	31,000	14.01	434,310.00
	NRG ENERGY INC	29,400	10.03	294,882.00
	CERNER CORP	28,400	56.39	1,601,476.00
	IMS HEALTH HOLDINGS INC	14,400	23.30	335,520.00
	AGILENT TECHNOLOGIES INC	31,100	37.20	1,156,920.00
	ILLUMINA INC	13,320	169.58	2,258,805.60
	METTLER-TOLEDO INTL	2,540	308.43	783,412.20
	QUINTILES TRANSNATIONAL HOLD	8,800	63.36	557,568.00
	THERMO FISHER SCIENTIFIC INC	36,930	134.91	4,982,226.30
	WATERS CORP	7,600	125.85	956,460.00
	DUN & BRADSTREET CORP	3,100	95.97	297,507.00
	EQUIFAX INC	11,000	103.86	1,142,460.00
	IHS INC-CLASS A	6,100	100.99	616,039.00
	MANPOWERGROUP INC	7,000	73.74	516,180.00
	NIELSEN HOLDINGS PLC	32,400	45.02	1,458,648.00
	ROBERT HALF INTERNATIONAL INC	12,100	42.65	516,065.00
	VERISK ANALYTICS INC	14,500	71.53	1,037,185.00
小計	銘柄数:603			1,556,577,329.82
				(182,975,665,120)
	組入時価比率:61.6%			64.6%
カナダドル	ALTAGAS LTD	14,100	28.75	405,375.00
	ARC RESOURCES LTD	30,000	15.56	466,800.00
	CAMECO CORP	34,600	15.88	549,448.00
	CANADIAN NATURAL RESOURCES LTD	101,400	22.92	2,324,088.00
	CANADIAN OIL SANDS LTD	42,000	8.13	341,460.00
	CENOVUS ENERGY INC	75,300	17.22	1,296,666.00
	CRESCENT POINT ENERGY CORP	44,800	13.21	591,808.00
	ENBRIDGE INC	79,100	44.07	3,485,937.00
	ENCANA CORP	79,000	4.75	375,250.00
	HUSKY ENERGY INC	30,745	13.20	405,834.00
	IMPERIAL OIL	26,700	39.64	1,058,388.00
	INTER PIPELINE LTD	30,400	20.09	610,736.00
	KEYERA CORP	16,100	34.95	562,695.00
	MEG ENERGY CORP	13,600	4.54	61,744.00
	PEMBINA PIPELINE CORP	32,300	27.95	902,785.00
	PEYTO EXPLORATION & DEV CORP	12,900	25.75	332,175.00
	PRAIRIESKY ROYALTY LTD	12,600	19.51	245,826.00
	SEVEN GENERATIONS ENERGY - A	13,000	12.86	167,180.00
	SUNCOR ENERGY INC	133,000	29.09	3,868,970.00
	TOURMALINE OIL CORP	17,300	22.59	390,807.00
	TRANSCANADA CORP	65,700	43.02	2,826,414.00
	VERESEN INC	24,800	7.74	191,952.00
	VERMILION ENERGY INC	10,500	33.05	347,025.00
	AGRIUM INC	12,600	124.85	1,573,110.00
	METHANEX CORP	8,200	35.98	295,036.00
	POTASH CORP OF SASKATCHEWAN INC	75,800	23.65	1,792,670.00
	CCL INDUSTRIES INC - CL B	2,660	210.99	561,233.40
	AGNICO EAGLE MINES LTD	20,600	38.99	803,194.00
	BARRICK GOLD	109,000	11.01	1,200,090.00
	ELDORADO GOLD CORPORATION	62,800	3.10	194,680.00
	FIRST QUANTUM MINERALS LTD	59,400	2.85	169,290.00
	FRANCO-NEVADA CORP	14,700	61.75	907,725.00
	GOLDCORP INC	75,400	14.33	1,080,482.00
	KINROSS GOLD CORP	104,600	2.00	209,200.00
	SILVER WHEATON CORP	35,200	15.31	538,912.00
	TECK RESOURCES LTD	49,200	4.97	244,524.00
	TURQUOISE HILL RESOURCES LTD	87,000	2.51	218,370.00
	YAMANA GOLD INC	79,000	2.04	161,160.00
	WEST FRASER TIMBER	6,800	41.60	282,880.00
	BOMBARDIER B SHEARS	167,000	1.18	197,060.00
	CAE INC	26,000	15.06	391,560.00
	SNC-LAVALIN GROUP INC	14,500	37.78	547,810.00
	FINNING INTERNATIONAL INC	14,900	18.01	268,349.00
	CANADIAN NATL RAILWAY CO	73,700	71.70	5,284,290.00
	CANADIAN PACIFIC RAILWAY LTD	14,170	154.98	2,196,066.60
	LINAMAR CORP	4,800	56.12	269,376.00
	MAGNA INTERNATIONAL INC	37,300	49.69	1,853,437.00
	GILDAN ACTIVEWEAR INC	21,200	37.44	793,728.00
	RESTAURANT BRANDS INTERNATIONAL INC	18,400	48.29	888,536.00
	SHAW COMMUNICATIONS-B	37,500	23.81	892,875.00
	THOMSON REUTERS CORP	33,000	51.57	1,701,810.00
	CANADIAN TIRE CORP LTD A	7,000	107.38	751,660.00
	DOLLARAMA INC	11,500	73.61	846,515.00
	ALIMENTATION COUCHE-TARD-B	39,000	58.81	2,293,590.00
	EMPIRE CO LTD A	16,200	24.76	401,112.00
	JEAN COUTU GROUP INC-CLASS A	6,200	17.81	110,422.00
	LOBLAW COMPANIES	21,400	63.27	1,353,978.00
	METRO INC	23,200	39.86	924,752.00
	WESTON(GEORGE)LTD	4,800	102.64	492,672.00
	SAPUTO INC	23,900	31.95	763,605.00
	VALEANT PHARMACEUTICALS INTERNATIONAL	29,900	129.67	3,877,133.00
	BANK OF MONTREAL	59,800	71.30	4,263,740.00
	BANK OF NOVA SCOTIA HALIFAX	112,700	53.27	6,003,529.00
	CANADIAN IMPERIAL BANK OF COMMERCE	36,800	85.84	3,158,912.00
	NATIONAL BANK OF CANADA	29,600	36.63	1,084,248.00
	ROYAL BANK OF CANADA	137,400	67.43	9,264,882.00
	TORONTO DOMINION BANK	171,600	50.29	8,629,764.00
	ELEMENT FINANCIAL CORP	36,000	14.91	536,760.00
	ONEX CORP	8,000	81.75	654,000.00
	FAIRFAX FINANCIAL HLDGS LTD	2,070	711.63	1,473,074.10
	GREAT-WEST LIFECO INC	28,000	32.65	914,200.00
	INDUSTRIAL ALLIANCE INSURANC	9,900	38.99	386,001.00
	INTACT FINANCIAL CORP	11,900	84.92	1,010,548.00
	MANULIFE FINANCIAL CORP	183,500	18.04	3,310,340.00
	POWER CORPORATION OF CANADA	35,000	27.08	947,800.00
	POWER FINANCIAL CORP	22,300	29.61	660,303.00
	SUN LIFE FINANCIAL INC	57,100	38.18	2,180,078.00
	BROOKFIELD ASSET MANAGE-CL A	79,500	40.41	3,212,595.00
	FIRST CAPITAL REALTY INC	11,300	18.02	203,626.00
	CGI GROUP INC - CLASS A	20,200	54.24	1,095,648.00
	CONSTELLATION SOFTWARE	1,790	499.92	894,856.80
	OPEN TEXT CORP	11,100	66.50	738,150.00
	BLACKBERRY LTD	43,900	9.83	431,537.00
	BCE INC	13,000	54.48	708,240.00
	TELUS CORP	19,300	36.81	710,433.00
	ROGERS COMMUNICATIONS-CL B	33,400	49.36	1,648,624.00
	FORTIS INC	25,500	36.78	937,890.00
	ATCO LTD CL1	6,800	34.49	234,532.00
	CANADIAN UTILITIES LTD A	10,600	31.06	329,236.00
	CI FINANCIAL CORP	22,600	28.13	635,738.00
	IGM FINANCIAL INC	8,500	32.47	275,995.00
小計	銘柄数:91			115,677,535.90
				(9,325,922,944)
	組入時価比率:3.1%			3.3%
ユーロ	SAIPEM	23,900	6.27	149,972.50
	TECHNIP SA	9,800	38.29	375,291.00
	TENARIS SA	41,700	9.29	387,601.50
	ENI SPA	234,900	12.58	2,955,042.00
	GALP ENERGIA SGPS SA-B SHRS	36,500	9.59	350,035.00
	NESTE OYJ	12,500	26.35	329,375.00
	OMV AG	14,000	22.14	309,960.00
	REPSOL SA	99,318	8.50	844,203.00
	TOTAL SA	201,000	38.62	7,762,620.00
	VOPAK	6,100	37.72	230,092.00
	AIR LIQUIDE	31,700	93.67	2,969,339.00
	AKZO NOBEL	23,200	57.82	1,341,424.00
	ARKEMA	5,900	55.03	324,677.00
	BASF SE	84,600	61.17	5,174,982.00
	EVONIK INDUSTRIES AG	12,300	27.84	342,432.00
	FUCHS PETROLUB SE -PFD	6,400	38.62	247,168.00
	K+S AG	17,300	20.43	353,525.50
	KONINKLIJKE DSM NV	16,700	42.81	715,010.50
	LANXESS	8,300	37.59	311,997.00
	LINDE AG	17,200	120.05	2,064,860.00
	OCI	8,000	17.06	136,520.00
	SOLVAY SA	6,800	77.80	529,040.00
	SYMRISE AG	11,500	58.79	676,085.00
	UMICORE	8,800	34.02	299,376.00
	CRH PLC	79,500	23.69	1,883,355.00
	HEIDELBERGCEMENT AG	13,100	65.41	856,871.00
	IMERYS	3,000	58.40	175,200.00
	ARCELORMITTAL	96,000	3.33	319,680.00
	THYSSENKRUPP AG	33,300	15.18	505,660.50
	VOESTALPINE AG	11,000	24.51	269,665.00
	STORA ENSO OYJ-R	49,400	7.32	361,608.00
	UPM-KYMMENE OYJ	50,500	14.87	750,935.00
	AIRBUS GROUP SE	54,500	56.72	3,091,240.00
	FINMECCANICA SPA	37,000	11.58	428,460.00
	SAFRAN SA	29,200	56.23	1,641,916.00
	THALES (EX THOMSON-CSF)	9,900	69.14	684,486.00
	ZODIAC AEROSPACE	19,500	18.67	364,065.00
	COMP DE SAINT-GOBAIN (ORD)	45,500	36.70	1,670,077.50
	ACS,ACTIVIDADES CONS Y S-RTS	18,200	0.40	7,280.00
	ACS,ACTIVIDADES CONS Y SERV	18,200	22.50	409,500.00
	BOSKALIS WESTMINSTER-CVA	8,100	34.39	278,599.50
	BOUYGUES	18,700	35.25	659,268.50
	FERROVIAL SA	40,192	19.57	786,557.44
	VINCI	44,000	59.05	2,598,200.00
	LEGRAND SA	24,300	49.25	1,196,896.50
	OSRAM LICHT AG	7,750	38.81	300,816.25
	PRYSMIAN SPA	17,400	18.34	319,116.00
	SCHNEIDER ELECTRIC SE	51,600	47.85	2,469,060.00
	KONINKLIJKE PHILIPS NV	87,700	22.88	2,006,576.00
	SIEMENS AG	73,000	82.26	6,004,980.00
	ALSTOM	20,300	26.00	527,800.00
	ANDRITZ AG	7,300	42.48	310,104.00
	CNH INDUSTRIAL NV	86,000	5.45	468,700.00
	GEA GROUP AG	16,300	36.30	591,690.00
	KONE OYJ	30,800	37.50	1,155,000.00
	MAN SE	3,200	90.90	290,880.00
	METSO OYJ	10,400	18.13	188,552.00
	WARTSILA OYJ	13,600	37.21	506,056.00
	ZARDOYA OTIS S.A	16,872	9.76	164,670.72
	BRENNTAG AG	14,290	43.15	616,684.95
	REXEL SA	28,600	10.26	293,579.00
	BIC	2,500	143.30	358,250.00
	EDENRED	18,700	16.20	302,940.00
	BOLLORE	75,000	3.75	281,700.00
	DEUTSCHE POST AG-REG	89,700	23.09	2,071,173.00
	TNT EXPRESS NV	43,000	7.74	332,820.00
	DEUTSHCHE LUFTHANSA AG (REGD)	22,600	13.67	308,942.00
	INTERNATIONAL CONSOLIDATED AIRLINES GRP	74,000	7.30	540,200.00
	ABERTIS INFRAESTRUCTURAS SA	47,200	12.66	597,552.00
	ADP	2,800	99.46	278,488.00
	AENA SA	6,100	101.15	617,015.00
	ATLANTIA SPA	37,600	22.79	856,904.00
	FRAPORT AG	3,800	53.61	203,718.00
	GROUPE EUROTUNNEL SE - REGR	41,000	9.64	395,322.00
	CONTINENTAL AG	10,050	194.40	1,953,720.00
	MICHELIN B	17,300	80.73	1,396,629.00
	NOKIAN RENKAAT OYJ	10,200	29.49	300,798.00
	VALEO	7,230	122.00	882,060.00
	BAYER MOTOREN WERK	30,300	78.86	2,389,458.00
	BAYERISCHE MOTOREN WERKE-PFD	5,300	63.27	335,331.00
	DAIMLER AG	89,100	65.53	5,838,723.00
	FERRARI NV	11,540	38.80	447,752.00
	FIAT CHRYSLER AUTOMOBILES NV	82,400	6.62	545,488.00
	PEUGEOT CITROEN	40,200	13.85	556,770.00
	PORSCHE AUTOMOBIL HOLDING SE	14,200	43.09	611,949.00
	RENAULT	17,500	76.62	1,340,850.00
	VOLKSWAGEN AG	3,050	121.75	371,337.50
	VOLKSWAGEN AG-PREF	16,930	110.10	1,863,993.00
	ADIDAS AG	19,200	92.00	1,766,400.00
	CHRISTIAN DIOR SE	5,100	148.10	755,310.00
	HERMES INTERNATIONAL	2,470	301.25	744,087.50
	HUGO BOSS AG	6,300	68.06	428,778.00
	KERING	6,940	150.50	1,044,470.00
	LUXOTTICA GROUP SPA	15,700	58.25	914,525.00
	LVMH MOET HENNESSY LOUIS VUITTON SE	25,780	140.00	3,609,200.00
	ACCOR SA	19,200	34.74	667,104.00
	SODEXO	8,500	87.27	741,795.00
	ALTICE NV - A	33,630	12.87	432,818.10
	ALTICE NV - B	10,010	12.96	129,729.60
	AXEL SPRINGER SE	4,400	44.45	195,580.00
	EUTELSAT COMMUNICATIONS	16,300	26.89	438,307.00
	JC DECAUX SA	6,800	31.97	217,396.00
	KABEL DEUTSCHLAND HOLDING AG	2,080	111.95	232,856.00
	LAGARDERE S.C.A	11,600	24.70	286,578.00
	NUMERICABLE-SFR	9,600	34.85	334,560.00
	PROSIEBEN SAT.1 MEDIA SE	19,900	44.71	889,828.50
	PUBLICIS GROUPE	17,600	51.99	915,024.00
	RELX NV	90,900	14.45	1,313,959.50
	RTL GROUP	3,300	72.05	237,765.00
	SES FDR	29,600	24.20	716,468.00
	TELENET GROUP HOLDING NV	5,200	46.83	243,516.00
	VIVENDI SA	107,100	18.83	2,017,228.50
	WOLTERS KLUWER	27,600	29.34	809,784.00
	ZALANDO SE	8,100	31.43	254,623.50
	INDITEX SA	100,700	29.03	2,923,824.50
	CARREFOUR SUPERMARCHE	51,900	24.26	1,259,094.00
	CASINO GUICHARD	4,900	36.50	178,850.00
	COLRUYT SA	6,100	46.27	282,277.50
	DELHAIZE GROUP	9,800	86.77	850,346.00
	DISTRIBUIDORA INTERNACIONAL	57,000	4.85	276,849.00
	JERONIMO MARTINS	22,400	10.98	246,064.00
	KONINKLIJKE AHOLD NV	76,400	18.79	1,435,556.00
	METRO AG	16,600	25.82	428,695.00
	ANHEUSER-BUSCH INBEV NV	74,400	109.85	8,172,840.00
	HEINEKEN HOLDING NV	9,100	66.87	608,517.00
	HEINEKEN NV	21,400	75.83	1,622,762.00
	PERNOD-RICARD	19,400	98.73	1,915,362.00
	REMY COINTREAU	2,300	60.57	139,311.00
	DANONE	54,100	59.71	3,230,311.00
	KERRY GROUP PLC-A	15,700	73.65	1,156,305.00
	HENKEL AG & CO KGAA	9,400	78.84	741,096.00
	HENKEL AG & CO KGAA VORZUG	16,400	90.93	1,491,252.00
	BEIERSDORF AG	9,400	80.84	759,896.00
	LOREAL-ORD	23,240	149.20	3,467,408.00
	UNILEVER NV-CVA	150,000	38.61	5,791,500.00
	ESSILOR INTERNATIONAL	19,000	111.15	2,111,850.00
	FRESENIUS MEDICAL CARE	20,300	73.67	1,495,501.00
	FRESENIUS SE & CO KGAA	35,500	59.30	2,105,150.00
	GRIFOLS SA	26,400	19.34	510,708.00
	BAYER AG	76,500	102.50	7,841,250.00
	MERCK KGAA	11,900	80.83	961,877.00
	ORION OYJ	9,600	28.50	273,600.00
	SANOFI	109,300	74.79	8,174,547.00
	U.C.B. SA	11,700	78.43	917,631.00
	BANCA MONTE DEI PASCHI SIENA	226,000	0.65	148,143.00
	BANCO BILBAO VIZCAYA ARGENTARIA	591,242	5.82	3,445,167.13
	BANCO COMERCIAL PORTUGUES-REGD	3,400,000	0.03	120,020.00
	BANCO DE SABADELL SA	453,505	1.44	656,221.73
	BANCO POPOLARE SPA	33,900	9.74	330,355.50
	BANCO SANTANDER SA	1,338,815	3.92	5,252,171.24
	BANK OF IRELAND	2,740,000	0.30	830,220.00
	BANKIA SA	430,000	0.94	406,350.00
	BANKINTER S.A.	65,000	6.04	392,600.00
	BCO POPULAR ESPANOL	159,878	2.30	368,838.54
	BCO POPULAR ESPANOL - RTS	159,852	0.01	2,397.78
	BNP PARIBAS	98,200	44.18	4,338,476.00
	CAIXABANK	244,409	2.80	686,056.06
	COMMERZBANK AG	96,000	7.91	759,552.00
	CREDIT AGRICOLE SA	98,000	9.28	909,636.00
	ERSTE GROUP BANK AG	25,100	25.24	633,649.50
	ING GROEP NV	359,000	10.85	3,895,150.00
	INTESA SANPAOLO	1,177,000	2.69	3,166,130.00
	INTESA SANPAOLO-RSP	92,000	2.49	229,080.00
	IRISH BANK RESOLUTION CORP LTD	139,810	0.00	0.00
	KBC GROUPE NV	23,000	51.14	1,176,220.00
	NATIXIS	87,000	4.16	362,181.00
	RAIFFEISEN BANK INTERNATIONAL AG	11,000	11.40	125,400.00
	SOCIETE GENERALE	66,600	35.84	2,386,944.00
	UNICREDIT SPA	442,000	4.01	1,775,956.00
	UNIONE DI BANCHE ITALIANE SCPA	81,000	4.82	390,420.00
	DEUTSCHE BOERSE AG	17,600	75.48	1,328,448.00
	EURAZEO	3,876	54.59	211,590.84
	EXOR SPA	8,600	32.02	275,372.00
	GROUPE BRUXELLES LAM	7,200	69.24	498,528.00
	WENDEL	2,900	92.81	269,149.00
	AEGON NV	171,000	5.18	886,122.00
	AGEAS	18,800	39.09	734,892.00
	ALLIANZ SE	42,300	149.70	6,332,310.00
	ASSICURAZIONI GENERALI	107,700	15.18	1,634,886.00
	AXA	180,300	22.90	4,128,870.00
	CNP ASSURANCES	16,500	11.25	185,625.00
	HANNOVER RUECK SE	5,700	96.70	551,190.00
	MAPFRE SA	93,000	2.05	190,929.00
	MUENCHENER RUECKVERSICHERUNG (REG)	15,420	175.00	2,698,500.00
	NN GROUP NV	21,800	31.27	681,795.00
	SAMPO OYJ-A	41,200	44.37	1,828,044.00
	SCOR SE	14,000	31.04	434,560.00
	UNIPOLSAI SPA	107,000	2.00	214,856.00
	DEUTSCHE WOHNEN AG-BR	31,100	23.56	732,871.50
	IMMOEAST AG-RIGHTS	50,000	0.00	0.00
	VONOVIA SE	43,700	26.00	1,136,200.00
	UNITED INTERNET AG-REG SHARE	11,600	45.77	530,932.00
	AMADEUS IT HOLDING SA-A SHS	40,800	37.54	1,531,836.00
	ATOS SE	7,900	71.06	561,374.00
	CAP GEMINI SA	15,300	80.28	1,228,284.00
	DASSAULT SYSTEMES SA	12,100	66.78	808,038.00
	GEMALTO	7,600	56.42	428,792.00
	SAP SE	91,000	72.29	6,578,390.00
	NOKIA OYJ	357,000	6.63	2,368,695.00
	NOKIA OYJ	143,000	6.61	945,516.00
	INGENICO GROUP	5,000	105.20	526,000.00
	ASML HOLDING NV	32,100	73.80	2,368,980.00
	INFINEON TECHNOLOGIES AG	105,000	11.88	1,247,400.00
	STMICROELECTRONICS NV	57,700	5.54	320,177.30
	DEUTSCHE TELEKOM-REG	298,800	15.54	4,644,846.00
	ELISA CORPORATION	13,700	33.67	461,279.00
	ILIAD SA	2,440	221.95	541,558.00
	KONINKLIJKE KPN NV	298,000	3.25	968,798.00
	ORANGE	182,500	15.40	2,811,412.50
	PROXIMUS	13,700	29.16	399,560.50
	TELECOM ITALIA SPA	1,070,000	1.04	1,120,290.00
	TELECOM ITALIA-RNC	570,000	0.83	477,375.00
	TELEFONICA DEUTSCHLAND HOLDING AG	56,600	4.51	255,379.20
	TELEFONICA SA	417,617	9.16	3,825,371.72
	ELECTRICITE DE FRANCE	22,800	11.71	266,988.00
	ENDESA S.A.	29,400	17.47	513,618.00
	ENEL SPA	648,000	3.64	2,362,608.00
	ENERGIAS DE PORTUGAL	220,000	3.03	668,140.00
	FORTUM OYJ	40,500	13.26	537,030.00
	IBERDROLA SA	493,833	6.24	3,083,987.08
	IBERDROLA SA-RTS	493,833	0.12	61,729.12
	RED ELECTRICA CORPORACION SA	10,200	74.29	757,758.00
	TERNA SPA	142,000	4.69	667,116.00
	ENAGAS	19,700	25.86	509,442.00
	GAS NATURAL SDG	32,800	17.37	569,736.00
	SNAM SPA	197,000	4.97	980,666.00
	E.ON SE	184,000	8.82	1,624,536.00
	ENGIE	133,400	14.26	1,902,951.00
	RWE AG	46,200	11.86	547,932.00
	SUEZ ENVIRONNEMENT SA	27,000	16.46	444,420.00
	VEOLIA ENVIRONNEMENT	41,700	21.02	876,534.00
	DEUTSCHE BANK AG-REG	127,500	18.86	2,404,650.00
	MEDIOBANCA SPA-ORD	53,000	7.61	403,330.00
	ENEL GREEN POWER SPA	160,000	1.75	280,160.00
	QIAGEN NV	20,100	20.45	411,045.00
	BUREAU VERITAS SA	25,500	17.41	443,955.00
	RANDSTAD HOLDING NV	11,800	49.00	578,200.00
小計	銘柄数:237			285,611,106.80
				(36,666,753,890)
	組入時価比率:12.3%			13.0%
英ポンド	AMEC FOSTER WHEELER PLC PLC	33,200	3.81	126,658.00
	PETROFAC LTD	22,700	7.12	161,624.00
	BG GROUP PLC	314,900	9.39	2,959,745.10
	BP PLC	1,683,000	3.42	5,763,433.50
	ROYAL DUTCH SHELL PLC-A SHS	362,600	13.65	4,949,490.00
	ROYAL DUTCH SHELL PLC-B	226,200	13.69	3,097,809.00
	CRODA INTERNATIONAL PLC	12,700	28.88	366,776.00
	JOHNSON MATTHEY PLC	17,850	24.45	436,432.50
	REXAM PLC	65,555	6.11	400,541.05
	ANGLO AMERICAN PLC	129,000	2.38	308,052.00
	ANTOFAGASTA PLC	34,900	3.55	124,069.50
	BHP BILLITON PLC	192,300	6.27	1,205,913.30
	FRESNILLO PLC	20,900	6.64	138,880.50
	GLENCORE PLC	1,125,000	0.78	888,525.00
	RANDGOLD RESOURCES LTD	8,200	42.68	349,976.00
	RIO TINTO PLC-REG	115,100	16.57	1,907,207.00
	MONDI PLC	34,200	12.13	414,846.00
	BAE SYSTEMS PLC	289,000	5.06	1,462,340.00
	COBHAM PLC	99,000	2.59	257,103.00
	MEGGITT PLC	70,600	3.55	251,265.40
	ROLLS-ROYCE HOLDINGS PLC	171,000	5.50	940,500.00
	SMITHS GROUP PLC	37,500	8.89	333,562.50
	IMI PLC	25,900	7.93	205,387.00
	MELROSE INDUSTRIES PLC	86,427	2.76	238,970.65
	WEIR GROUP PLC	18,200	8.40	152,971.00
	ASHTEAD GROUP PLC	46,800	9.68	453,024.00
	BUNZLE	31,400	17.72	556,408.00
	TRAVIS PERKINS PLC	22,600	18.20	411,320.00
	WOLSELEY PLC	24,200	33.67	814,814.00
	AGGREKO PLC	23,033	8.05	185,530.81
	BABCOCK INTL GROUP PLC	21,900	9.49	207,940.50
	G4S PLC	136,800	2.17	296,992.80
	ROYAL MAIL PLC	80,000	4.36	349,280.00
	EASYJET PLC	14,200	16.32	231,744.00
	GKN PLC	156,000	2.86	447,252.00
	BARRATT DEVELOPMENTS PLC	91,000	5.79	526,890.00
	PERSIMMON PLC	27,700	19.57	542,089.00
	TAYLOR WIMPEY PLC	300,000	1.84	554,400.00
	BURBERRY GROUP PLC	42,300	11.39	481,797.00
	CARNIVAL PLC	16,700	37.33	623,411.00
	COMPASS GROUP PLC	152,500	11.64	1,775,100.00
	INTERCONTINENTAL HOTELS GROUP PLC	21,400	22.74	486,636.00
	MERLIN ENTERTAINMENTS PLC-WI	69,000	4.10	282,900.00
	TUI AG-DI	46,652	12.36	576,618.72
	WHITBREAD PLC	16,600	39.52	656,032.00
	WILLIAM HILL PLC	85,000	3.76	320,280.00
	ITV PLC	350,000	2.62	919,800.00
	PEARSON	75,000	6.84	513,375.00
	RELX PLC	103,700	11.65	1,208,105.00
	SKY PLC	96,100	10.49	1,008,089.00
	WPP PLC	119,100	14.47	1,723,377.00
	MARKS & SPENCER PLC	155,000	4.21	653,635.00
	NEXT PLC	13,500	66.85	902,475.00
	DIXONS CARPHONE PLC	92,000	4.49	413,540.00
	KINGFISHER PLC	217,000	3.33	723,912.00
	SPORTS DIRECT INTERNATIONAL	25,300	3.94	99,884.40
	MORRISON SUPERMARKETS	213,000	1.58	337,179.00
	SAINSBURY	123,800	2.39	295,882.00
	TESCO PLC	744,000	1.59	1,183,704.00
	COCA-COLA HBC AG-CDI	17,400	13.90	241,860.00
	DIAGEO PLC	232,900	18.28	4,257,412.00
	SABMILLER PLC	89,400	41.38	3,699,372.00
	ASSOCIATED BRITISH FOODS PLC	33,100	30.10	996,310.00
	TATE & LYLE ORD.	42,500	5.90	250,962.50
	BRITISH AMERICAN TOBACCO PLC	172,400	36.47	6,287,428.00
	IMPERIAL TOBACCO GROUP PLC	88,200	35.59	3,139,479.00
	RECKITT BENCKISER GROUP PLC	59,300	60.99	3,616,707.00
	UNILEVER PLC	118,300	29.34	3,470,922.00
	SMITH & NEPHEW PLC	82,900	11.07	917,703.00
	ASTRAZENECA PLC	117,000	43.12	5,045,625.00
	GLAXOSMITHKLINE PLC	447,700	13.90	6,223,030.00
	SHIRE PLC	54,700	42.23	2,309,981.00
	BARCLAYS PLC	1,556,000	1.89	2,954,844.00
	HSBC HOLDINGS PLC	1,808,000	4.88	8,834,792.00
	LLOYDS BANKING GROUP PLC	5,290,000	0.65	3,479,762.00
	ROYAL BANK OF SCOTLAND GROUP	325,000	2.64	859,950.00
	STANDARD CHARTERED PLC	300,428	4.91	1,475,101.48
	LONDON STOCK EXCHANGE GRP PLC	28,709	24.73	709,973.57
	ADMIRAL GROUP PLC	19,800	16.95	335,610.00
	AVIVA PLC	372,000	4.74	1,766,256.00
	DIRECT LINE INSURANCE GROUP	128,083	3.71	475,956.42
	LEGAL & GENERAL	543,000	2.44	1,327,635.00
	OLD MUTUAL PLC	445,000	1.57	701,320.00
	PRUDENTIAL PLC	238,300	13.92	3,318,327.50
	RSA INSURANCE GROUP PLC	90,750	4.07	370,078.50
	ST JAMES S PLACE PLC	49,900	9.25	461,575.00
	STANDARD LIFE PLC	186,000	3.64	678,156.00
	AUTO TRADER GROUP PLC	66,000	4.11	271,722.00
	SAGE GROUP PLC (THE)	100,000	5.67	567,000.00
	ARM HOLDINGS PLC	130,300	9.64	1,256,092.00
	BT GROUP PLC	776,000	4.67	3,629,740.00
	INMARSAT PLC	42,500	10.54	447,950.00
	VODAFONE GROUP PLC	2,443,000	2.16	5,296,424.00
	SSE PLC	92,600	14.23	1,317,698.00
	CENTRICA PLC	470,000	2.09	984,180.00
	NATIONAL GRID PLC	345,100	9.44	3,260,849.90
	SEVERN TRENT PLC	22,100	21.17	467,857.00
	UNITED UTILITIES GROUP PLC	63,800	9.20	587,279.00
	PROVIDENT FINANCIAL PLC	13,100	29.32	384,092.00
	3I GROUP PLC	90,000	4.31	388,260.00
	ABERDEEN ASSET MANAGEMENT PLC	83,000	2.28	189,489.00
	HARGREAVES LANSDOWN PLC	25,000	12.65	316,250.00
	ICAP PLC	54,000	4.54	245,268.00
	INVESTEC PLC	47,000	4.23	198,810.00
	SCHRODERS PLC	11,800	25.90	305,620.00
	CAPITA PLC	60,900	11.59	705,831.00
	EXPERIAN PLC	89,000	11.52	1,025,280.00
	INTERTEK GROUP PLC	15,100	27.25	411,475.00
小計	銘柄数:108			138,668,791.10
				(23,099,447,221)
	組入時価比率:7.8%			8.1%
スイスフラン	TRANSOCEAN LTD	35,500	9.46	336,007.50
	EMS-CHEMIE HOLDING AG-REG	730	415.75	303,497.50
	GIVAUDAN-REG	864	1,810.00	1,563,840.00
	SIKA AG-BR	194	3,562.00	691,028.00
	SYNGENTA AG	8,530	367.90	3,138,187.00
	LAFARGEHOLCIM LTD	39,075	42.66	1,666,939.50
	GEBERIT AG-REG	3,520	337.20	1,186,944.00
	ABB LTD	203,000	16.46	3,341,380.00
	SCHINDLER HOLDING AG-REG	1,930	152.00	293,360.00
	SCHINDLER HOLDING-PART CERT	3,970	152.00	603,440.00
	SULZER AG-REG	1,300	86.55	112,515.00
	KUEHNE & NAGEL INTL AG-REG	4,900	131.60	644,840.00
	CIE FINANCIERE RICHEMONT-BR A	47,900	63.75	3,053,625.00
	THE SWATCH GROUP AG-B	2,800	325.90	912,520.00
	THE SWATCH GROUP AG-REG	4,600	63.45	291,870.00
	DUFRY AG-REG	3,560	102.00	363,120.00
	ARYZTA AG	8,500	44.12	375,020.00
	BARRY CALLEBAUT AG	190	1,074.00	204,060.00
	LINDT & SPRUENGLI AG-PC	87	5,485.00	477,195.00
	LINDT&SPRUENGLI AG-REG	9	65,320.00	587,880.00
	NESTLE SA-REG	294,500	71.25	20,983,125.00
	SONOVA HOLDING AG-REG	5,030	119.60	601,588.00
	ACTELION LTD	9,390	131.70	1,236,663.00
	GALENICA AG-REG	368	1,386.00	510,048.00
	NOVARTIS-REG	210,200	81.80	17,194,360.00
	ROCHE HOLDINGS (GENUSSCHEINE)	64,920	259.80	16,866,216.00
	PARGESA HOLDING SA-BEARER SHARES	3,200	57.90	185,280.00
	BALOISE HOLDING AG	4,600	123.30	567,180.00
	SWISS LIFE HOLDING AG	2,980	262.30	781,654.00
	SWISS RE LTD	32,700	94.20	3,080,340.00
	ZURICH INSURANCE GROUP AG	13,800	246.70	3,404,460.00
	SWISS PRIME SITE-REG	6,300	75.95	478,485.00
	SWISSCOM AG-REG	2,350	482.20	1,133,170.00
	CREDIT SUISSE GROUP AG-REG	165,800	18.62	3,087,196.00
	JULIUS BAER GROUP LTD	20,700	42.86	887,202.00
	PARTNERS GROUP HOLDING AG	1,530	361.25	552,712.50
	UBS GROUP AG	336,600	17.04	5,735,664.00
	LONZA AG-REG	5,020	152.30	764,546.00
	ADECCO SA-REG	15,500	60.65	940,075.00
	SGS SA-REG	496	1,849.00	917,104.00
小計	銘柄数:40			100,054,337.00
				(11,726,368,296)
	組入時価比率:3.9%			4.1%
スウェーデンクローナ	LUNDIN PETROLEUM AB	20,100	113.40	2,279,340.00
	BOLIDEN AB	26,000	116.80	3,036,800.00
	ASSA ABLOY AB-B	91,200	168.50	15,367,200.00
	SKANSKA AB-B SHS	35,500	154.00	5,467,000.00
	ALFA LAVAL AB	27,700	139.80	3,872,460.00
	ATLAS COPCO AB-A	62,800	184.70	11,599,160.00
	ATLAS COPCO AB-B	36,200	174.90	6,331,380.00
	SANDVIK AB	97,700	67.95	6,638,715.00
	SKF AB-B SHARES	36,000	125.60	4,521,600.00
	VOLVO AB-B SHS	141,000	74.75	10,539,750.00
	SECURITAS AB-B SHS	29,400	117.40	3,451,560.00
	ELECTROLUX AB-B	21,000	182.50	3,832,500.00
	HUSQVARNA AB-B SHS	38,000	49.45	1,879,100.00
	HENNES&MAURITZ AB-B	87,800	288.90	25,365,420.00
	ICA GRUPPEN AB	6,600	287.40	1,896,840.00
	SWEDISH MATCH AB	17,400	288.80	5,025,120.00
	SVENSKA CELLULOSA AB-B	54,500	239.30	13,041,850.00
	GETINGE AB-B SHS	19,100	195.80	3,739,780.00
	NORDEA BANK AB	282,000	86.95	24,519,900.00
	SKANDINAVISKA ENSKILDA BANKEN AB	142,000	79.40	11,274,800.00
	SVENSKA HANDELSBANKEN-A	138,000	100.40	13,855,200.00
	SWEDBANK AB	84,100	171.30	14,406,330.00
	INDUSTRIVARDEN AB-C SHS	14,000	130.30	1,824,200.00
	INVESTOR AB-B SHS	41,500	282.70	11,732,050.00
	KINNEVIK INVESTMENT AB-B	21,900	227.60	4,984,440.00
	ERICSSON LM-B	282,000	77.05	21,728,100.00
	HEXAGON AB-B SHS	24,400	285.20	6,958,880.00
	TELIA AB	241,000	39.20	9,447,200.00
	MILLICOM INTERNATIONAL CELLULAR-SDR	6,100	396.90	2,421,090.00
	TELE 2 AB-B SHS	28,400	77.65	2,205,260.00
小計	銘柄数:30			253,243,025.00
				(3,489,688,884)
	組入時価比率:1.2%			1.2%
ノルウェークローネ	STATOIL ASA	101,800	105.50	10,739,900.00
	YARA INTERNATIONAL ASA	16,800	352.60	5,923,680.00
	NORSK HYDRO	130,000	27.54	3,580,200.00
	SCHIBSTED ASA	6,400	265.00	1,696,000.00
	SCHIBSTED ASA-B SHS	7,600	263.20	2,000,320.00
	ORKLA ASA	74,800	67.90	5,078,920.00
	DNB ASA	91,600	96.15	8,807,340.00
	GJENSIDIGE FORSIKRING ASA	19,700	133.70	2,633,890.00
	TELENOR ASA	69,300	137.80	9,549,540.00
小計	銘柄数:9			50,009,790.00
				(667,130,598)
	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	409.00	3,803,700.00
	NOVOZYMES A/S-B SHARES	21,200	268.50	5,692,200.00
	VESTAS WIND SYSTEMS A/S	20,700	441.20	9,132,840.00
	ISS A/S	14,100	228.70	3,224,670.00
	A P MOLLER - MAERSK A/S-A	335	7,765.00	2,601,275.00
	A P MOLLER-MAERSK A/S	618	7,850.00	4,851,300.00
	DSV A/S	18,200	250.80	4,564,560.00
	PANDORA A/S	10,000	882.50	8,825,000.00
	CARLSBERG B	10,000	536.00	5,360,000.00
	COLOPLAST-B	10,500	528.00	5,544,000.00
	WILLIAM DEMANT HOLDING	2,100	602.50	1,265,250.00
	NOVO NORDISK A/S-B	181,200	367.20	66,536,640.00
	DANSKE BANK AS	64,600	175.80	11,356,680.00
	TRYG A/S	11,800	115.90	1,367,620.00
	TDC A/S	76,800	33.91	2,604,288.00
小計	銘柄数:15			136,730,023.00
				(2,351,756,395)
	組入時価比率:0.8%			0.8%
豪ドル	CALTEX AUSTRALIA LIMITED	25,500	35.75	911,625.00
	OIL SEARCH LTD	130,000	5.76	748,800.00
	ORIGIN ENERGY LTD	160,000	3.82	611,200.00
	SANTOS LTD.	147,000	2.68	393,960.00
	WOODSIDE PETROLEUM	68,700	26.11	1,793,757.00
	INCITEC PIVOT LTD	161,000	3.37	542,570.00
	ORICA LTD	32,600	14.18	462,268.00
	BORAL LTD	67,000	5.44	364,480.00
	JAMES HARDIE INDUSTRIES PLC	40,000	15.12	604,800.00
	AMCOR	108,000	13.06	1,410,480.00
	ALUMINA LTD	233,000	1.05	244,650.00
	BHP BILLITON LIMITED	294,400	14.73	4,336,512.00
	FORTESCUE METALS GROUP LTD	142,000	1.53	217,260.00
	ILUKA RESOURCES LTD	37,800	5.60	211,680.00
	NEWCREST MINING	72,000	13.24	953,280.00
	RIO TINTO LTD	39,300	38.82	1,525,626.00
	SOUTH32 LTD	500,000	0.90	450,000.00
	CIMIC GROUP LTD	8,938	23.18	207,182.84
	BRAMBLES LTD	144,000	10.75	1,548,000.00
	QANTAS AIRWAYS LIMITED	44,133	4.04	178,297.32
	ASCIANO LTD	61,000	8.43	514,230.00
	AURIZON HOLDINGS LTD	193,000	3.75	723,750.00
	SYDNEY AIRPORT	97,900	6.31	617,749.00
	TRANSURBAN GROUP	189,004	10.29	1,944,851.16
	ARISTOCRAT LEISURE LTD	52,000	9.28	482,560.00
	CROWN RESORTS LTD	36,000	11.88	427,680.00
	FLIGHT CENTRE TRAVEL GROUP LTD	5,200	37.27	193,804.00
	TABCORP HOLDINGS	78,000	4.48	349,440.00
	TATTS GROUP LTD	131,000	3.99	522,690.00
	REA GROUP LTD	5,400	50.50	272,700.00
	HARVEY NORMAN HOLDINGS LTD	53,000	4.29	227,370.00
	WESFARMERS LIMITED	104,500	39.70	4,148,650.00
	WOOLWORTHS LIMITED	117,400	23.35	2,741,290.00
	COCA-COLA AMATIL LTD	52,000	8.16	424,320.00
	TREASURY WINE ESTATES LTD	64,000	7.64	488,960.00
	COCHLEAR LTD	5,200	93.15	484,380.00
	HEALTHSCOPE LTD	150,000	2.40	360,000.00
	RAMSAY HEALTH CARE LTD	13,100	61.12	800,672.00
	SONIC HEALTHCARE LTD	33,900	17.69	599,691.00
	CSL LIMITED	42,900	103.69	4,448,301.00
	AUSTRALIA & NEW ZEALAND BANK	266,500	24.59	6,553,235.00
	BANK OF QUEENSLAND LTD	35,115	12.71	446,311.65
	BENDIGO AND ADELAIDE BANK LTD	39,300	10.61	416,973.00
	COMMONWEALTH BANK OF AUSTRALIA	157,100	79.19	12,440,749.00
	NATIONAL AUSTRALIA BANK	243,400	27.03	6,579,102.00
	WESTPAC BANKING CORP	307,600	31.18	9,590,968.00
	ASX LTD	18,200	38.71	704,522.00
	CHALLENGER LIMITED	49,000	7.91	387,590.00
	AMP LIMITED	273,000	5.27	1,438,710.00
	INSURANCE AUSTRALIA GROUP LTD	220,000	5.00	1,100,000.00
	MEDIBANK PRIVATE LTD	261,000	2.17	566,370.00
	QBE INSURANCE	127,000	10.83	1,375,410.00
	SUNCORP GROUP LTD	120,000	11.30	1,356,000.00
	COMPUTERSHARE LTD	41,000	10.61	435,010.00
	TELSTRA CORP LTD	393,000	5.36	2,106,480.00
	TPG TELECOM LTD	27,000	9.64	260,280.00
	AUSNET SERVICES	163,400	1.44	236,113.00
	APA GROUP	99,000	8.26	817,740.00
	AGL ENERGY LTD	60,640	17.68	1,072,115.20
	DUET GROUP	200,000	2.26	452,000.00
	MACQUARIE GROUP LIMITED	27,900	73.91	2,062,089.00
	PLATINUM ASSET MANAGEMENT	25,000	6.54	163,500.00
	SEEK LTD	28,800	13.90	400,320.00
小計	銘柄数:63			89,451,104.17
				(7,260,746,125)
	組入時価比率:2.4%			2.6%
ニュージーランドドル	FLETCHER BUILDING LTD	62,000	6.78	420,360.00
	AUCKLAND INTL AIRPORT LTD	88,110	5.49	484,164.45
	RYMAN HEALTHCARE LTD	35,000	8.15	285,250.00
	SPARK NEW ZEALAND LTD	170,000	3.37	573,750.00
	CONTACT ENERGY LTD	64,800	4.70	304,560.00
	MIGHTY RIVER POWER	60,000	2.79	167,400.00
	MERIDIAN ENERGY LTD	120,000	2.35	282,000.00
小計	銘柄数:7			2,517,484.45
				(188,836,508)
	組入時価比率:0.1%			0.1%
香港ドル	CK HUTCHISON HOLDINGS LTD	249,540	96.50	24,080,610.00
	NWS HOLDINGS LTD	135,500	11.46	1,552,830.00
	CATHAY PACIFIC AIRWAYS	107,000	12.54	1,341,780.00
	MTR CORP	139,500	36.40	5,077,800.00
	TECHTRONIC INDUSTRIES CO	128,000	30.10	3,852,800.00
	LI & FUNG LTD	563,600	4.52	2,547,472.00
	YUE YUEN INDUSTRIAL HLDG	75,000	25.85	1,938,750.00
	GALAXY ENTERTAINMENT GROUP L	223,000	22.35	4,984,050.00
	MGM CHINA HOLDINGS LTD	78,000	8.78	684,840.00
	SANDS CHINA LTD	221,600	23.15	5,130,040.00
	SHANGRI-LA ASIA LTD	108,333	7.27	787,580.91
	SJM HOLDINGS LIMITED	166,000	4.73	785,180.00
	WYNN MACAU LTD	132,400	7.58	1,003,592.00
	WH GROUP LIMITED	510,000	4.21	2,147,100.00
	BANK OF EAST ASIA	107,860	23.45	2,529,317.00
	BOC HONG KONG HOLDINGS LTD	345,500	21.05	7,272,775.00
	HANG SENG BANK	70,000	129.10	9,037,000.00
	FIRST PACIFIC CO	226,000	4.84	1,093,840.00
	HONG KONG EXCHANGES & CLEARING LTD	104,600	177.10	18,524,660.00
	AIA GROUP LTD	1,109,400	42.45	47,094,030.00
	CHEUNG KONG PROPERTY HOLDING	247,540	44.65	11,052,661.00
	HANG LUNG PROPERTIES LTD	213,000	15.52	3,305,760.00
	HENDERSON LAND	103,017	42.95	4,424,580.15
	HYSAN DEVELOPMENT	54,000	30.95	1,671,300.00
	KERRY PROPERTIES	57,000	19.40	1,105,800.00
	NEW WORLD DEVELOPMENT	516,666	6.83	3,528,828.78
	SINO LAND CO.LTD	286,000	10.10	2,888,600.00
	SUN HUNG KAI PROPERTIES	159,000	85.85	13,650,150.00
	SWIRE PACIFIC-A	53,500	74.20	3,969,700.00
	SWIRE PROPERTIES LTD	100,800	20.40	2,056,320.00
	WHARF(HOLDING)	123,000	38.15	4,692,450.00
	WHEELOCK & COMPANY LTD	87,000	31.30	2,723,100.00
	ASM PACIFIC TECHNOLOGY	21,900	54.00	1,182,600.00
	HKT TRUST AND HKT LTD	259,600	9.87	2,562,252.00
	PCCW LTD	386,000	4.51	1,740,860.00
	CHEUNG KONG INFRASTRUCTURE	60,000	71.55	4,293,000.00
	CLP HLDGS	174,500	63.30	11,045,850.00
	POWER ASSETS HOLDINGS LTD	130,000	68.95	8,963,500.00
	HONG KONG & CHINA GAS	635,554	14.46	9,190,110.84
小計	銘柄数:39			235,513,469.68
				(3,539,767,449)
	組入時価比率:1.2%			1.2%
シンガポールドル	SINGAPORE TECH ENGINEERING	141,000	2.92	411,720.00
	KEPPEL CORP.	131,700	5.18	682,206.00
	SEMBCORP INDUSTRIES	99,040	2.54	251,561.60
	SEMBCORP MARINE	72,600	1.48	107,448.00
	YANGZIJIANG SHIPBUILDING	163,000	0.94	153,220.00
	NOBLE GROUP LTD	412,481	0.30	123,744.30
	SINGAPORE AIRLINES LTD	49,040	11.09	543,853.60
	COMFORTDELGRO CORP LTD	207,000	2.91	602,370.00
	GENTING SINGAPORE PLC	524,600	0.70	369,843.00
	SINGAPORE PRESS HOLDINGS	151,000	3.55	536,050.00
	JARDINE CYCLE&CARRIAGE LTD	11,800	34.79	410,522.00
	GOLDEN AGRI-RESOURCES LTD	615,320	0.35	218,438.60
	WILMAR INTERNATIONAL LTD	184,000	2.78	511,520.00
	DBS GROUP HLDGS	161,000	14.48	2,331,280.00
	OCBC-ORD	279,500	7.92	2,213,640.00
	UNITED OVERSEAS BANK	118,500	17.52	2,076,120.00
	SINGAPORE EXCHANGE LTD	77,000	6.89	530,530.00
	CAPITALAND LIMITED	246,000	3.09	760,140.00
	CITY DEVELOPMENTS LTD	37,000	7.28	269,360.00
	GLOBAL LOGISTIC PROPERTIES L	294,000	1.89	555,660.00
	UOL GROUP LIMITED	48,700	5.74	279,538.00
	SINGAPORE TELECOMMUNICATIONS LIMITED	730,000	3.50	2,555,000.00
	STARHUB LTD	53,000	3.41	180,730.00
小計	銘柄数:23			16,674,495.10
				(1,364,140,444)
	組入時価比率:0.5%			0.5%
新シェケル	DELEK GROUP LTD	470	620.00	291,400.00
	ISRAEL CHEMICALS LIMITED	44,000	15.87	698,280.00
	TEVA PHARMACEUTICAL IND LTD	84,300	251.30	21,184,590.00
	BANK HAPOALIM BM	102,000	18.60	1,897,200.00
	BANK LEUMI LE-ISRAEL	127,000	13.12	1,666,240.00
	MIZRAHI TEFAHOT BANK LTD	13,000	44.00	572,000.00
	AZRIELI GROUP	3,100	146.30	453,530.00
	NICE SYSTEMS LTD	5,300	226.00	1,197,800.00
	BEZEQ THE ISRAELI TELECOM CP	186,000	8.70	1,618,200.00
小計	銘柄数:9			29,579,240.00
				(875,249,711)
	組入時価比率:0.3%			0.3%
	合計				283,531,473,585
					(283,531,473,585)

(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 1月20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		254,500.00
	小計	銘柄数:1		254,500.00
				(29,916,475)
		組入時価比率:0.0%		0.4%
	合計			29,916,475
				(29,916,475)
投資証券	米ドル	AMERICAN CAPITAL AGENCY CORP	31,400	518,100.00
		AMERICAN TOWER CORP	39,300	3,572,763.00
		ANNALY CAPITAL MANAGEMENT	86,000	756,800.00
		AVALONBAY COMMUNITIES INC	12,380	2,207,973.00
		BOSTON PROPERTIES	14,300	1,706,419.00
		BRIXMOR PROPERTY GROUP INC	17,300	443,399.00
		CAMDEN PROPERTY TRUST	8,300	608,473.00
		CROWN CASTLE INTL CORP	30,900	2,456,550.00
		DIGITAL REALTY TRUST INC	12,600	946,260.00
		DUKE REALTY CORP	31,600	613,988.00
		EQUINIX INC	6,162	1,818,467.82
		EQUITY RESIDENTIAL	33,700	2,668,366.00
		ESSEX PROPERTY TRUST INC	6,060	1,407,919.80
		EXTRA SPACE STORAGE INC	11,000	973,500.00
		FEDERAL REALTY INVS TRUST	6,520	967,176.80
		GENERAL GROWTH PROPERTIES INC	52,200	1,379,124.00
		HCP INC	42,400	1,550,144.00
		HOST HOTELS & RESORTS INC	70,800	907,656.00
		IRON MOUNTAIN INC	19,000	471,770.00
		KIMCO REALTY CORP	38,700	994,977.00
		LIBERTY PROPERTY TRUST	13,300	385,567.00
		MACERICH CO /THE	12,600	966,294.00
		PLUM CREEK TIMBER CO	15,800	645,904.00
		PROLOGIS INC	48,000	1,873,920.00
		PUBLIC STORAGE	13,580	3,400,975.20
		REALTY INCOME CORP	21,400	1,134,414.00
		REGENCY CENTERS CORP	8,800	610,632.00
		SIMON PROPERTY GROUP INC	28,500	5,312,400.00
		SL GREEN REALTY CORP	9,300	930,558.00
		UDR INC	24,100	863,985.00
		VENTAS INC	30,900	1,718,967.00
		VEREIT INC	81,000	572,670.00
		VORNADO REALTY TRUST	15,500	1,412,825.00
		WELLTOWER INC	32,800	2,222,856.00
		WEYERHAEUSER CO	46,600	1,186,902.00
	小計	銘柄数:35	972,802	50,208,695.62
				(5,902,032,170)
		組入時価比率:2.0%		74.8%
	カナダドル	H&R REAL ESTATE INVSTMNT-UTS	13,600	252,824.00
		RIOCAN REAL ESTATE INVST TR	14,400	336,384.00
		SMART REAL ESTATE INVESTMENT TRUST	4,800	141,408.00
	小計	銘柄数:3	32,800	730,616.00
				(58,902,261)
		組入時価比率:0.0%		0.7%
	ユーロ	FONCIERE DES REGIONS	2,500	188,400.00
		GECINA SA	3,400	377,060.00
		ICADE	3,000	185,550.00
		KLEPIERRE	20,000	751,800.00
		UNIBAIL RODAMCO-NA	9,140	2,029,537.00
	小計	銘柄数:5	38,040	3,532,347.00
				(453,482,707)
		組入時価比率:0.2%		5.8%
	英ポンド	BRITISH LAND	89,000	636,350.00
		HAMMERSON PLC	73,000	415,735.00
		INTU PROPERTIES PLC	88,000	255,376.00
		LAND SECURITIES GROUP PLC	73,800	797,778.00
		SEGRO PLC	70,000	292,670.00
	小計	銘柄数:5	393,800	2,397,909.00
				(399,443,681)
		組入時価比率:0.1%		5.1%
	豪ドル	DEXUS PROPERTY GROUP	92,000	668,840.00
		GOODMAN GROUP	163,000	989,410.00
		GPT GROUP	165,000	767,250.00
		LENDLEASE GROUP	53,000	683,170.00
MIRVAC GROUP		350,000	656,250.00
SCENTRE GROUP		496,000	2,063,360.00
STOCKLAND TRUST GROUP		214,000	868,840.00
VICINITY CENTRES		306,704	883,307.52
WESTFIELD CORP		181,000	1,728,550.00
小計	銘柄数:9	2,020,704	9,308,977.52
			(755,609,705)
	組入時価比率:0.3%		9.6%
香港ドル	HK ELECTRIC INVESTMENTS -SS	260,000	1,552,200.00
香港ドル	LINK REIT	210,000	9,450,000.00
小計	銘柄数:2	470,000	11,002,200.00
			(165,363,066)
	組入時価比率:0.1%		2.1%
シンガポールドル	ASCENDAS REAL ESTATE INV TRT	187,000	418,880.00
	CAPITALAND COMMERCIAL TRUST	192,000	262,080.00
	CAPITALAND MALL TRUST	219,900	431,004.00
	SUNTEC REIT	243,000	376,650.00
小計	銘柄数:4	841,900	1,488,614.00
			(121,783,511)
	組入時価比率:0.0%		1.5%
	合計			7,856,617,101
				(7,856,617,101)
	合計			7,886,533,576
				(7,886,533,576)

(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 1月20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	5,690,739,426	-	5,342,893,045	△347,846,381
市場取引以外の取引
為替予約取引
買建	140,949,018	-	141,170,200	221,182
米ドル	98,581,608	-	98,733,600	151,992
カナダドル	6,438,900	-	6,448,800	9,900
ユーロ	12,765,742	-	12,838,000	72,258
英ポンド	16,710,360	-	16,657,000	△53,360
豪ドル	6,452,408	-	6,492,800	40,392
合計	-	-	-	△347,625,199

(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16期(平成27年7月22日-平成28年1月20日)

開示資料

決算