有報資料

有価証券報告書(内国投資信託受益証券)-第6期(平成27年2月19日-平成28年2月18日)

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【提出】: 2016/05/13 9:14
【資料】: PDFをみる
【項目】: 62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 2月18日現在)
資産の部
流動資産
預金	4,695,414,013
コール・ローン	115,909,249
株式	287,301,584,379
投資信託受益証券	24,654,560
投資証券	7,664,145,167
派生商品評価勘定	77,936,030
未収入金	220,558,164
未収配当金	436,837,304
未収利息	3
差入委託証拠金	1,111,455,828
流動資産合計	301,648,494,697
資産合計	301,648,494,697
負債の部
流動負債
派生商品評価勘定	49,214,120
未払金	228,093,498
未払解約金	237,930,258
その他未払費用	4,336,700
流動負債合計	519,574,576
負債合計	519,574,576
純資産の部
元本等
元本	158,553,465,560
剰余金
期末剰余金又は期末欠損金(△)	142,575,454,561
元本等合計	301,128,920,121
純資産合計	301,128,920,121
負債純資産合計	301,648,494,697

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 2月18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	1.8992円
		(10,000口当たり純資産額)	(18,992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 2月19日
至平成28年 2月18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 2月18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 2月18日現在
期首	平成27年 2月19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	149,575,410,203円
同期中における追加設定元本額	37,183,203,127円
同期中における一部解約元本額	28,205,147,770円
期末元本額	158,553,465,560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	200,963,442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	560,693,831円
野村世界6資産分散投信(安定コース)	2,798,079,054円
野村世界6資産分散投信(分配コース)	10,422,968,715円
野村世界6資産分散投信(成長コース)	5,916,104,551円
野村資産設計ファンド2015	39,606,261円
野村資産設計ファンド2020	45,720,244円
野村資産設計ファンド2025	50,925,525円
野村資産設計ファンド2030	49,144,233円
野村資産設計ファンド2035	35,656,112円
野村資産設計ファンド2040	121,849,940円
野村外国株インデックス(野村投資一任口座向け)	15,948,372,419円
のむラップ・ファンド(保守型)	882,903,824円
のむラップ・ファンド(普通型)	5,435,253,524円
のむラップ・ファンド(積極型)	4,380,798,620円
野村資産設計ファンド2045	11,962,319円
野村インデックスファンド・外国株式	2,316,627,018円
マイ・ロード	1,651,375,304円
ネクストコア	84,049,170円
野村インデックスファンド・海外5資産バランス	88,922,708円
野村外国株インデックス(野村SMA・EW向け)	452,061,813円
野村世界6資産分散投信(配分変更コース)	214,711,057円
野村資産設計ファンド2050	3,434,002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)	680,184,978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)	467,317,320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)	9,770,811,294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)	3,922,047,736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)	8,991,689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)	38,896,581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)	28,261,719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)	133,083,317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)	1,452,118,533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)	587,437,634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)	237,794,913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)	34,279,192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)	266,018,080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)	4,840,938,940円
野村世界バランス25VA(適格機関投資家専用)	636,100,640円
野村MSCI-KOKUSAIインデックスファンド(適格機関投資家専用)	1,099,862,889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)	103,930,311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)	535,133円
バランスセレクト30(確定拠出年金向け)	3,583,074円
バランスセレクト50(確定拠出年金向け)	16,281,431円
バランスセレクト70(確定拠出年金向け)	13,786,973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)	54,581,832,470円
マイバランス30(確定拠出年金向け)	1,259,363,786円
マイバランス50(確定拠出年金向け)	5,170,700,092円
マイバランス70(確定拠出年金向け)	5,829,623,049円
マイバランスDC30	679,792,400円
マイバランスDC50	1,173,093,499円
マイバランスDC70	917,696,389円
野村DC外国株式インデックスファンド・MSCI-KOKUSAI	12,507,749,847円
野村DC運用戦略ファンド	101,648,823円
野村DC運用戦略ファンドM	545,648円
野村DC運用戦略ファンドA	1,387,585円
マイターゲット2050(確定拠出年金向け)	24,198,099円
マイターゲット2030(確定拠出年金向け)	152,505円
マイターゲット2040(確定拠出年金向け)	339,776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 2月18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	41,100	42.49	1,746,339.00
		CAMERON INTERNATIONAL CORP	17,700	66.28	1,173,156.00
		CORE LABORATORIES N.V.	3,830	105.83	405,328.90
		ENSCO PLC-CL A	23,000	8.87	204,010.00
		FMC TECHNOLOGIES INC	22,500	25.14	565,650.00
		HALLIBURTON CO	80,300	31.40	2,521,420.00
		HELMERICH & PAYNE	10,600	52.92	560,952.00
		NATIONAL OILWELL VARCO INC	36,600	29.11	1,065,426.00
		OCEANEERING INTL INC	9,500	26.99	256,405.00
		SCHLUMBERGER LTD	119,700	72.93	8,729,721.00
		WEATHERFORD INTERNATIONAL PLC	76,000	6.72	510,720.00
		ANADARKO PETE	48,200	40.50	1,952,100.00
		ANTERO RESOURCES CORP	7,400	26.25	194,250.00
		APACHE CORPORATION	35,900	40.06	1,438,154.00
		CABOT OIL & GAS CORP	39,600	20.49	811,404.00
		CHENIERE ENERGY INC	20,600	28.37	584,422.00
		CHESAPEAKE ENERGY CORP	51,600	1.88	97,008.00
		CHEVRON CORP	177,700	88.31	15,692,687.00
		CIMAREX ENERGY CO	9,000	84.69	762,210.00
		COLUMBIA PIPELINE GROUP	35,300	17.46	616,338.00
		CONCHO RESOURCES INC	11,800	95.51	1,127,018.00
		CONOCOPHILLIPS	116,200	33.91	3,940,342.00
		CONTINENTAL RESOURCES INC/OK	8,000	19.55	156,400.00
		DEVON ENERGY CORP	37,400	20.33	760,342.00
		ENERGEN CORP	6,800	24.03	163,404.00
		EOG RESOURCES INC	51,500	70.82	3,647,230.00
		EQT CORP	14,100	62.40	879,840.00
		EXXON MOBIL CORP	393,800	82.00	32,291,600.00
		HESS CORP	26,400	43.47	1,147,608.00
		HOLLYFRONTIER CORP	16,600	31.07	515,762.00
		KINDER MORGAN INC	176,000	17.18	3,023,680.00
		MARATHON OIL CORP	62,400	7.41	462,384.00
		MARATHON PETROLEUM CORP	49,900	32.96	1,644,704.00
		MURPHY OIL CORP	15,000	17.98	269,700.00
		NOBLE ENERGY INC	41,100	30.42	1,250,262.00
		OCCIDENTAL PETE CORP	72,400	70.63	5,113,612.00
		ONEOK INC	19,800	21.73	430,254.00
		PHILLIPS 66	51,000	80.59	4,110,090.00
		PIONEER NATURAL RESOURCES CO	15,200	124.55	1,893,160.00
		PLAINS GP HOLDINGS LP-CL A	19,000	6.83	129,770.00
		RANGE RESOURCES CORP	16,700	26.84	448,228.00
		SOUTHWESTERN ENERGY CO	33,600	8.88	298,368.00
		SPECTRA ENERGY CORP	63,300	29.31	1,855,323.00
		TESORO CORP	11,300	70.52	796,876.00
		VALERO ENERGY CORP	46,700	57.77	2,697,859.00
		WHITING PETROLEUM CORP	17,800	5.37	95,586.00
		WILLIAMS COS	66,200	15.69	1,038,678.00
		AIR PRODUCTS	19,430	132.51	2,574,669.30
		AIRGAS INC	6,450	140.85	908,482.50
		ALBEMARLE CORP	10,200	52.77	538,254.00
		ASHLAND INC	5,900	94.19	555,721.00
		AXALTA COATING SYSTEMS LTD	12,500	25.03	312,875.00
		CELANESE CORP-SERIES A	14,600	59.46	868,116.00
		CF INDUSTRIES HOLDINGS INC	21,450	31.70	679,965.00
		DOW CHEM CO	106,600	47.99	5,115,734.00
		DU PONT E I DE NEMOURS	85,300	60.60	5,169,180.00
		EASTMAN CHEMICAL CO.	14,200	63.85	906,670.00
		ECOLAB INC	25,100	109.96	2,759,996.00
		FMC CORP	13,200	37.86	499,752.00
		INTERNATIONAL FLAVORS & FRAGRANCE	7,700	106.08	816,816.00
		LYONDELLBASELL INDU-CL A	37,400	79.10	2,958,340.00
		MONSANTO CO	44,100	89.64	3,953,124.00
		MOSAIC CO/THE	29,300	25.30	741,290.00
		PPG INDUSTRIES	25,800	95.00	2,451,000.00
	PRAXAIR INC	27,100	104.50	2,831,950.00
	SHERWIN-WILLIAMS	7,470	259.15	1,935,850.50
	WESTLAKE CHEMICAL CORP	4,100	44.16	181,056.00
	MARTIN MARIETTA MATERIALS	5,500	138.91	764,005.00
	VULCAN MATERIALS CO	12,800	95.34	1,220,352.00
	AVERY DENNISON CORP	8,300	64.20	532,860.00
	BALL CORP	12,400	67.12	832,288.00
	CROWN HOLDINGS INC	12,600	45.82	577,332.00
	IP(INTERNATIONAL PAPER CO)	37,600	35.58	1,337,808.00
	PACKAGING CORP OP AMERICA	8,900	47.96	426,844.00
	SEALED AIR CORP	19,900	43.10	857,690.00
	WESTROCK CO	24,300	32.71	794,853.00
	ALCOA INC	121,000	8.52	1,030,920.00
	FREEPORT-MCMORAN INC	97,000	7.16	694,520.00
	NEWMONT MINING CORP HOLDINGS CO	49,700	24.84	1,234,548.00
	NUCOR CORP	30,700	40.76	1,251,332.00
	B/E AEROSPACE INC	10,100	41.36	417,736.00
	BOEING CO	61,100	116.34	7,108,374.00
	GENERAL DYNAMICS	25,730	135.03	3,474,321.90
	HONEYWELL INTERNATIONAL	69,900	106.13	7,418,487.00
	L-3 COMMUNICATIONS HLDGS	7,700	117.14	901,978.00
	LOCKHEED MARTIN	26,470	212.74	5,631,227.80
	NORTHROP GRUMMAN CORP	16,810	190.06	3,194,908.60
	RAYTHEON COMPANY	28,600	121.68	3,480,048.00
	ROCKWELL COLLINS INC	12,200	84.30	1,028,460.00
	TEXTRON INC	26,400	33.30	879,120.00
	TRANSDIGM GROUP INC	4,980	207.43	1,033,001.40
	UNITED TECHNOLOGIES	80,100	88.12	7,058,412.00
	FORTUNE BRANDS HOME & SECURITY INC	14,800	49.53	733,044.00
	MASCO CORP	32,900	27.23	895,867.00
	CHICAGO BRIDGE & IRON-NY SHR	8,400	33.74	283,416.00
	FLUOR CORP	14,200	46.43	659,306.00
	JACOBS ENGINEERING GROUP INC	11,000	38.43	422,730.00
	QUANTA SERVICES INC	18,600	18.56	345,216.00
	ACUITY BRANDS INC	4,020	194.84	783,256.80
	AMETEK INC	23,300	46.01	1,072,033.00
	EATON CORP PLC	44,500	56.01	2,492,445.00
	EMERSON ELEC	62,100	47.76	2,965,896.00
	ROCKWELL AUTOMATION INC	12,400	102.25	1,267,900.00
	SENSATA TECHNOLOGIES HOLDING	15,400	34.05	524,370.00
	3M CORP	59,100	156.62	9,256,242.00
	DANAHER CORP	58,300	87.07	5,076,181.00
	GENERAL ELEC CO	891,400	29.34	26,153,676.00
	ROPER TECHNOLOGIES INC	9,410	169.71	1,596,971.10
	AGCO CORP	6,300	49.25	310,275.00
	CATERPILLAR INC DEL	53,700	67.26	3,611,862.00
	CUMMINS INC	16,100	97.53	1,570,233.00
	DEERE & COMPANY	29,700	81.43	2,418,471.00
	DOVER CORP	14,500	61.65	893,925.00
	FLOWSERVE CORP	12,300	43.19	531,237.00
	ILLINOIS TOOL WORKS INC	31,100	94.93	2,952,323.00
	INGERSOLL-RAND PLC	25,100	52.45	1,316,495.00
	PACCAR	33,500	52.05	1,743,675.00
	PARKER HANNIFIN CORP	13,200	101.03	1,333,596.00
	PENTAIR PLC	17,400	47.49	826,326.00
	SNAP-ON INC	5,460	143.45	783,237.00
	STANLEY BLACK & DECKER INC	14,700	93.06	1,367,982.00
	WABCO HOLDINGS INC	5,200	96.09	499,668.00
	WABTEC CORP	9,400	69.49	653,206.00
	XYLEM INC	17,000	37.66	640,220.00
	AERCAP HOLDINGS NV	8,700	30.97	269,439.00
	FASTENAL CO	26,200	44.42	1,163,804.00
	GRAINGER(W.W.) INC	5,590	216.36	1,209,452.40
	UNITED RENTALS INC	8,600	48.18	414,348.00
	ADT CORP/THE	15,800	39.59	625,522.00
	CINTAS CORP	9,100	83.60	760,760.00
	REPUBLIC SERVICES INC-CL A	22,900	45.23	1,035,767.00
	STERICYCLE INC	8,100	111.41	902,421.00
	TYCO INTERNATIONAL PLC	39,100	34.95	1,366,545.00
	WASTE MANAGEMENT INC	42,800	54.90	2,349,720.00
	C.H.ROBINSON WORLDWIDE INC	13,700	70.84	970,508.00
	EXPEDITORS INTERNATIONAL WASH INC	18,300	46.80	856,440.00
	FEDEX CORPORATION	25,170	133.09	3,349,875.30
	UNITED PARCEL SERVICE-CL B	66,100	98.30	6,497,630.00
	AMERICAN AIRLINES GROUP INC	15,400	39.34	605,836.00
	DELTA AIR LINES INC	19,100	46.10	880,510.00
	SOUTHWEST AIRLINES	15,300	38.51	589,203.00
	UNITED CONTINENTAL HOLDINGS INC	9,300	50.61	470,673.00
	AMERCO	680	344.01	233,926.80
	CSX CORP	93,200	24.83	2,314,156.00
	HERTZ GLOBAL HOLDINGS INC	34,600	8.49	293,754.00
	HUNT J B TRANSPORT SVCS INC	8,700	77.09	670,683.00
	KANSAS CITY SOUTHERN	10,200	82.67	843,234.00
	NORFOLK SOUTHERN CORP	28,700	75.77	2,174,599.00
	UNION PAC CORP	82,200	79.96	6,572,712.00
	AUTOLIV INC	8,500	107.90	917,150.00
	BORGWARNER INC	21,300	33.59	715,467.00
	DELPHI AUTOMOTIVE PLC	26,500	66.01	1,749,265.00
	GOODYEAR TIRE & RUBBER CO	25,200	30.78	775,656.00
	JOHNSON CONTROLS INC	61,900	36.11	2,235,209.00
	LEAR CORP	7,400	106.33	786,842.00
	FORD MOTOR COMPANY	349,000	12.27	4,282,230.00
	GENERAL MOTORS CO	134,400	29.27	3,933,888.00
	HARLEY-DAVIDSON INC	19,000	41.37	786,030.00
	TESLA MOTORS INC	9,080	168.68	1,531,614.40
	DR HORTON INC	31,700	24.75	784,575.00
	GARMIN LTD	10,200	41.06	418,812.00
	HARMAN INTERNATIONAL	7,000	76.71	536,970.00
	JARDEN CORP	19,300	52.09	1,005,337.00
	LEGGETT & PLATT INC	13,400	43.47	582,498.00
	LENNAR CORP-A	16,800	40.52	680,736.00
	MOHAWK INDUSTRIES	6,020	163.07	981,681.40
	NEWELL RUBBERMAID INC	25,500	37.43	954,465.00
	PULTEGROUP INC	29,500	16.61	489,995.00
	TOLL BROTHERS INC	16,400	25.23	413,772.00
	WHIRLPOOL CORP	7,340	138.85	1,019,159.00
	HASBRO INC	10,800	72.05	778,140.00
	MATTEL INC	31,800	31.91	1,014,738.00
	POLARIS INDUSTRIES INC	6,200	86.81	538,222.00
	COACH INC	26,500	35.97	953,205.00
	HANESBRANDS INC	37,700	27.88	1,051,076.00
	LULULEMON ATHLETICA INC	10,600	60.51	641,406.00
	MICHAEL KORS HOLDINGS LTD	18,700	52.49	981,563.00
	NIKE INC-B	128,300	58.17	7,463,211.00
	PVH CORP	7,600	75.92	576,992.00
	RALPH LAUREN CORPORATION	5,800	89.24	517,592.00
	UNDER ARMOUR INC-CLASS A	17,100	82.97	1,418,787.00
	V F CORP	32,300	61.21	1,977,083.00
	ARAMARK	21,600	30.89	667,224.00
	CARNIVAL CORP	39,200	45.92	1,800,064.00
	CHIPOTLE MEXICAN GRILL INC	2,950	514.01	1,516,329.50
	DARDEN RESTAURANTS INC	10,900	61.54	670,786.00
	HILTON WORLDWIDE HOLDINGS IN	46,300	19.70	912,110.00
	LAS VEGAS SANDS CORP	37,100	46.32	1,718,472.00
	MARRIOTT INTERNATIONAL-CLA	20,200	66.68	1,346,936.00
	MCDONALD'S CORP	89,000	118.64	10,558,960.00
	MELCO CROWN ENTERTAINMENT-ADR	7,500	15.75	118,125.00
	MGM RESORTS INTERNATIONAL	42,300	20.07	848,961.00
	NORWEGIAN CRUISE LINE HOLDIN	15,000	42.83	642,450.00
	ROYAL CARIBBEAN CRUISES LTD	16,900	73.30	1,238,770.00
	STARBUCKS CORP	140,400	57.63	8,091,252.00
	STARWOOD HOTELS & RESORTS	16,200	66.95	1,084,590.00
	WYNDHAM WORLDWIDE CORP	10,900	68.94	751,446.00
	WYNN RESORTS LTD	7,700	76.21	586,817.00
	YUM BRANDS INC	40,700	71.20	2,897,840.00
	CABLEVISION SYSTEMS-NY GRP-A	19,300	32.55	628,215.00
	CBS CORP-CL B	41,400	46.56	1,927,584.00
	CHARTER COMMUNICATION-A	7,950	171.91	1,366,684.50
	COMCAST CORP-CL A	234,700	57.70	13,542,190.00
	DISCOVERY COMMUNICATIONS INC	14,300	26.71	381,953.00
	DISCOVERY COMMUNICATIONS-C	26,500	26.01	689,265.00
	DISH NETWORK CORP-A	20,900	46.07	962,863.00
	DISNEY (WALT) CO	151,500	95.50	14,468,250.00
	INTERPUBRIC GROUP	39,200	20.88	818,496.00
	LIBERTY GLOBAL PLC -SERIES C	58,300	36.02	2,099,966.00
	LIBERTY GLOBAL PLC-A	23,700	37.31	884,247.00
	LIBERTY MEDIA CORP-A	8,170	33.64	274,838.80
	LIBERTY MEDIA CORP-C	19,300	33.00	636,900.00
	NEWS CORP/NEW-CL A-W/I	37,400	11.00	411,400.00
	OMNICOM GROUP	23,100	75.46	1,743,126.00
	SCRIPPS NETWORKS INTER-CL A	7,100	55.91	396,961.00
	SIRIUS XM HOLDINGS INC	222,000	3.56	791,430.00
	TEGNA INC	20,600	24.24	499,344.00
	TIME WARNER CABLE-A	26,660	187.68	5,003,548.80
	TIME WARNER INC	77,300	64.69	5,000,537.00
	TWENTY-FIRST CENTURY FOX INC	115,300	26.47	3,051,991.00
	TWENTY-FIRST CENTURY FOX INC CLASS B	40,900	26.47	1,082,623.00
	VIACOM INC-CLASS B	32,800	35.85	1,175,880.00
	GENUINE PARTS CO	14,200	90.02	1,278,284.00
	LKQ CORP	28,100	26.02	731,162.00
	AMAZON.COM INC	37,560	534.10	20,060,796.00
	EXPEDIA INC	11,700	110.88	1,297,296.00
	LIBERTY INTERACTIVE CORPORATION QVC GR-A	41,400	24.90	1,030,860.00
	NETFLIX INC	38,400	94.76	3,638,784.00
	PRICELINE GROUP INC/THE	4,800	1,235.56	5,930,688.00
	TRIPADVISOR INC	11,500	65.35	751,525.00
	DOLLAR GENERAL CORP	27,500	74.27	2,042,425.00
	DOLLAR TREE INC	21,300	80.88	1,722,744.00
	KOHLS CORP	19,100	43.90	838,490.00
	MACYS INC	30,700	41.10	1,261,770.00
	NORDSTROM INC	13,700	52.25	715,825.00
	TARGET CORP	56,600	72.10	4,080,860.00
	ADVANCE AUTO PARTS	6,800	143.41	975,188.00
	AUTONATION INC	7,100	49.66	352,586.00
	AUTOZONE	2,940	754.18	2,217,289.20
	BED BATH & BEYOND	15,600	45.73	713,388.00
	BEST BUY COMPANY INC	30,500	30.05	916,525.00
	CARMAX INC	19,300	47.95	925,435.00
	DICK S SPORTING GOODS INC	8,300	39.82	330,506.00
	FOOT LOCKER INC	13,400	67.66	906,644.00
	GAMESTOP CORP-CLASS A	10,000	28.74	287,400.00
	GAP INC	22,900	25.45	582,805.00
	HOME DEPOT	121,400	121.21	14,714,894.00
	L BRANDS, INC	23,300	81.85	1,907,105.00
	LOWES COS INC	87,600	68.00	5,956,800.00
	OREILLY AUTOMOTIVE INC,	9,400	254.62	2,393,428.00
	ROSS STORES INC	39,400	55.07	2,169,758.00
	SIGNET JEWELERS LTD	7,100	105.37	748,127.00
	STAPLES INC	62,000	9.16	567,920.00
	TIFFANY & CO	11,900	65.62	780,878.00
	TJX COS INC	63,600	71.79	4,565,844.00
	TRACTOR SUPPLY COMPANY	12,600	86.01	1,083,726.00
	ULTA SALON COSMETICS & FRAGR	5,630	158.92	894,719.60
	COSTCO WHOLESALE CORPORATION	41,620	150.91	6,280,874.20
	CVS HEALTH CORP	105,400	97.69	10,296,526.00
	KROGER CO	87,400	39.42	3,445,308.00
	RITE AID CORP	93,000	7.87	731,910.00
	SYSCO CORP	56,300	44.38	2,498,594.00
	WAL-MART STORES INC	152,300	66.11	10,068,553.00
	WALGREENS BOOTS ALLIANCE INC	82,700	78.16	6,463,832.00
	WHOLE FOODS MARKET INC	34,100	31.76	1,083,016.00
	BROWN-FORMAN CORP-CL B	11,000	99.84	1,098,240.00
	COCA COLA CO	390,500	43.49	16,982,845.00
	COCA COLA ENTERPRISES	20,700	49.06	1,015,542.00
	CONSTELLATION BRANDS INC-A	16,370	142.01	2,324,703.70
	DR PEPPER SNAPPLE GROUP INC	18,100	89.33	1,616,873.00
	MOLSON COORS BREWING CO-B	17,400	86.24	1,500,576.00
	MONSTER BEVERAGE CORP	13,730	125.44	1,722,291.20
	PEPSICO INC	138,800	99.55	13,817,540.00
	ARCHER DANIELS MIDLAND	56,800	33.40	1,897,120.00
	BUNGE LIMITED	13,800	50.40	695,520.00
	CAMPBELL SOUP CO	17,500	60.90	1,065,750.00
	CONAGRA INC	40,400	41.70	1,684,680.00
	GENERAL MILLS	56,300	58.14	3,273,282.00
	HERSHEY CO/THE	14,500	91.61	1,328,345.00
	HORMEL FOODS CORP	27,600	44.47	1,227,372.00
	JM SMUCKER CO/THE-NEW	10,800	127.43	1,376,244.00
	KELLOGG CO	25,000	75.75	1,893,750.00
	KEURIG GREEN MOUNTAIN INC	10,600	90.40	958,240.00
	KRAFT HEINZ CO/THE	57,200	74.24	4,246,528.00
	MCCORMICK & CO INC.	10,800	91.26	985,608.00
	MEAD JOHNSON NUTRITION CO	19,200	74.99	1,439,808.00
	MONDELEZ INTERNATIONAL INC	152,600	39.81	6,075,006.00
	TYSON FOODS INC-CL A	28,900	62.41	1,803,649.00
	WHITEWAVE FOODS CO - CL A	16,200	38.27	619,974.00
	ALTRIA GROUP INC	185,400	60.40	11,198,160.00
	PHILIP MORRIS INTERNATIONAL	146,400	91.23	13,356,072.00
	REYNOLDS AMERICAN INC	81,400	48.97	3,986,158.00
	CHURCH & DWIGHT CO INC	12,300	89.88	1,105,524.00
	CLOROX CO	12,200	129.42	1,578,924.00
	COLGATE PALMOLIVE CO.	81,000	67.06	5,431,860.00
	KIMBERLY-CLARK CORP	34,300	130.50	4,476,150.00
	PROCTER & GAMBLE CO	256,300	82.45	21,131,935.00
	EDGEWELL PERSONAL CARE CO	6,100	77.24	471,164.00
	ESTEE LAUDER COMPANIES-CL A	21,100	90.07	1,900,477.00
	ABBOTT LABORATORIES	141,200	38.45	5,429,140.00
	BARD (C R)	7,030	188.06	1,322,061.80
	BAXTER INTERNATIONAL INC.	51,400	38.21	1,963,994.00
	BECTON,DICKINSON	19,740	144.11	2,844,731.40
	BOSTON SCIENTIFIC CORP	127,300	17.57	2,236,661.00
	DENTSPLY INTERNATIONAL INC	13,200	55.91	738,012.00
	EDWARDS LIFESCIENCES CORP	20,500	86.62	1,775,710.00
	HOLOGIC INC	23,100	34.47	796,257.00
	INTUITIVE SURGICAL INC	3,490	541.86	1,891,091.40
	MEDTRONIC PLC	133,900	75.60	10,122,840.00
	RESMED INC	13,200	59.25	782,100.00
	ST JUDE MEDICAL INC	27,000	53.15	1,435,050.00
	STRYKER CORP	31,800	96.29	3,062,022.00
	THE COOPER COMPANIES, INC.	4,700	139.33	654,851.00
	VARIAN MEDICAL SYSTEMS INC	9,500	78.92	749,740.00
	ZIMMER BIOMET HOLDINGS INC	17,900	95.37	1,707,123.00
	AETNA INC	32,700	105.46	3,448,542.00
	AMERISOURCEBERGEN CORP	19,100	87.49	1,671,059.00
	ANTHEM INC	24,500	127.56	3,125,220.00
	CARDINAL HEALTH INC	31,000	80.98	2,510,380.00
	CENTENE CORP	10,600	57.62	610,772.00
	CIGNA CORP	24,160	135.85	3,282,136.00
	DAVITA HEALTHCARE PARTNERS INC	16,000	64.09	1,025,440.00
	ENVISION HEALTHCARE HOLDINGS	16,500	21.09	347,985.00
	EXPRESS SCRIPTS HOLDING INC-COMMON	64,100	69.39	4,447,899.00
	HCA HOLDINGS INC	31,300	67.05	2,098,665.00
	HENRY SCHEIN INC	7,740	164.01	1,269,437.40
	HUMANA INC	14,030	168.31	2,361,389.30
	LABORATORY CRP OF AMER HLDGS	9,400	105.80	994,520.00
	MCKESSON CORP	21,790	155.57	3,389,870.30
	MEDNAX INC	9,100	64.81	589,771.00
	PATTERSON COS INC	8,700	44.24	384,888.00
	QUEST DIAGNOSTICS INC	13,300	64.57	858,781.00
	UNITEDHEALTH GROUP INC	90,200	118.30	10,670,660.00
	UNIVERSAL HEALTH SERVICES-B	8,700	107.74	937,338.00
	ABBVIE INC	156,600	55.01	8,614,566.00
	ALEXION PHARMACEUTICALS INC	21,220	148.60	3,153,292.00
	ALKERMES PLC	13,800	34.89	481,482.00
	ALNYLAM PHARMACEUTICALS INC	7,200	65.70	473,040.00
	AMGEN INC	71,700	151.07	10,831,719.00
	BAXALTA INC	57,500	40.11	2,306,325.00
	BIOGEN INC	22,270	265.63	5,915,580.10
	BIOMARIN PHARMACEUTICAL INC	15,300	77.81	1,190,493.00
	CELGENE CORP	74,800	105.31	7,877,188.00
	GILEAD SCIENCES INC	138,700	89.36	12,394,232.00
	INCYTE CORP	15,500	74.45	1,153,975.00
	IONIS PHARMACEUTICALS INC	10,900	38.74	422,266.00
	MEDIVATION INC	15,400	32.28	497,112.00
	REGENERON PHARMACEUTICALS	7,160	397.26	2,844,381.60
	UNITED THERAPEUTICS CORP	4,340	131.62	571,230.80
	VERTEX PHARMACEUTICALS	23,000	88.25	2,029,750.00
	ALLERGAN PLC	37,220	283.20	10,540,704.00
	BRISTOL MYERS SQUIBB	157,700	63.92	10,080,184.00
	ELI LILLY & CO.	94,400	74.68	7,049,792.00
	ENDO INTERNATIONAL PLC	20,500	52.76	1,081,580.00
	JAZZ PHARMACEUTICALS PLC	5,800	122.79	712,182.00
	JOHNSON & JOHNSON	261,500	102.50	26,803,750.00
	MALLINCKRODT PLC	11,100	67.33	747,363.00
	MERCK & CO INC	266,200	50.60	13,469,720.00
	MYLAN NV	39,300	46.27	1,818,411.00
	PERRIGO CO PLC	13,650	145.17	1,981,570.50
	PFIZER INC	582,700	29.63	17,265,401.00
	TARO PHARMACEUTICAL INDUSTRIES LTD	800	134.69	107,752.00
	ZOETIS INC	44,700	41.80	1,868,460.00
	BANK OF AMERICA CORP	986,700	12.56	12,392,952.00
	BB&T CORPORATION	74,200	32.92	2,442,664.00
	CIT GROUP INC	15,500	28.15	436,325.00
	CITIGROUP	284,600	39.78	11,321,388.00
	CITIZENS FINANCIAL GROUP	50,100	19.65	984,465.00
	COMERICA INC	17,300	33.87	585,951.00
	FIFTH THIRD BANCORP	76,700	15.41	1,181,947.00
	FIRST REPUBLIC BANK/CA	13,700	60.87	833,919.00
	HUNTINGTON BANCSHARES INC	75,000	8.77	657,750.00
	JPMORGAN CHASE & CO	349,400	58.77	20,534,238.00
	KEYCORP	81,000	10.93	885,330.00
	M & T BANK CORP	13,600	108.53	1,476,008.00
	PEOPLES UNITED FINANCIAL INC	30,500	14.68	447,740.00
	PNC FINANCIAL	48,700	84.06	4,093,722.00
	REGIONS FINANCIAL CORP	126,000	7.82	985,320.00
	SIGNATURE BANK	4,890	131.57	643,377.30
	SUNTRUST BKS INC.	48,000	34.43	1,652,640.00
	US BANCORP	166,700	40.12	6,688,004.00
	WELLS FARGO CO	460,700	48.13	22,173,491.00
	BERKSHIRE HATHAWAY INC CL B	112,000	130.26	14,589,120.00
	CME GROUP INC	30,100	92.15	2,773,715.00
	INTERCONTINENTAL EXCHANGE INC	11,220	246.39	2,764,495.80
	LEUCADIA NATIONAL CORP	32,200	15.23	490,406.00
	MCGRAW HILL FINANCIAL INC	25,800	88.87	2,292,846.00
	MOODYS CORP	16,900	85.72	1,448,668.00
	NASDAQ INC	11,100	62.96	698,856.00
	VOYA FINANCIAL INC	21,100	29.24	616,964.00
	AFLAC INC	40,800	59.07	2,410,056.00
	ALLEGHANY CORP	1,510	465.00	702,150.00
	ALLSTATE CORP	37,900	65.02	2,464,258.00
	AMERICAN INTL GROUP	122,500	52.67	6,452,075.00
	AON PLC	26,300	95.00	2,498,500.00
	ARCH CAPITAL GROUP LTD	11,400	68.19	777,366.00
	ARTHUR J GALLAGHER & CO	15,900	39.39	626,301.00
	ASSURANT INC	6,200	69.25	429,350.00
	AXIS CAPITAL HOLDINGS LTD	9,900	53.28	527,472.00
	CHUBB LTD	43,700	116.91	5,108,967.00
	CINCINNATI FINANCIAL CORP	14,700	62.45	918,015.00
	EVEREST RE GROUP LTD	4,020	185.32	744,986.40
	FNF GROUP	24,400	32.47	792,268.00
	HARTFORD FINANCIAL SERVICES	39,400	41.91	1,651,254.00
	LINCOLN NATIONAL CORP	23,900	35.88	857,532.00
	LOEWS CORP	26,900	37.39	1,005,791.00
	MARKEL CORP	1,300	844.00	1,097,200.00
	MARSH & MCLENNAN COS	50,100	57.37	2,874,237.00
	METLIFE INC	89,000	39.27	3,495,030.00
	PARTNERRE LTD	4,480	140.10	627,648.00
	PRINCIPAL FINANCIAL GROUP	28,000	37.56	1,051,680.00
	PROGRESSIVE CO	55,300	32.06	1,772,918.00
	PRUDENTIAL FINANCIAL INC	42,600	66.60	2,837,160.00
	RENAISSANCERE HOLDINGS LTD	4,400	113.51	499,444.00
	TORCHMARK CORP	12,200	52.28	637,816.00
	TRAVELERS COS INC/THE	29,400	109.18	3,209,892.00
	UNUM GROUP	22,700	27.51	624,477.00
	WILLIS TOWERS WATSON PLC	12,400	111.24	1,379,376.00
	WR BERKLEY CORP	8,900	51.83	461,287.00
	XL GROUP PLC	28,800	34.22	985,536.00
	CBRE GROUP INC	27,600	25.84	713,184.00
	HONGKONG LAND HOLDINGS LTD	56,000	5.77	323,120.00
	JONES LANG LASALLE INC	4,210	103.26	434,724.60
	REALOGY HOLDINGS CORP	13,000	31.19	405,470.00
	AKAMAI TECHNOLOGIES	16,700	53.42	892,114.00
	ALPHABET INC-CL A	27,390	731.97	20,048,658.30
	ALPHABET INC-CL C	29,240	708.40	20,713,616.00
	EBAY INC	104,100	23.22	2,417,202.00
	FACEBOOK INC-A	202,800	105.20	21,334,560.00
	LINKEDIN CORP - A	10,870	111.01	1,206,678.70
	TWITTER INC	53,700	17.46	937,602.00
	VERISIGN INC	9,900	81.45	806,355.00
	YAHOO! INC	84,100	29.37	2,470,017.00
	ZILLOW GROUP INC - C	8,600	19.38	166,668.00
	ACCENTURE PLC-CL A	59,100	99.01	5,851,491.00
	ALLIANCE DATA SYSTEMS CORP	5,870	192.41	1,129,446.70
	AUTOMATIC DATA PROCESS	43,700	85.33	3,728,921.00
	COGNIZANT TECH SOLUTIONS CORP	57,100	56.61	3,232,431.00
	FIDELITY NATIONAL INFORMATION	26,300	59.54	1,565,902.00
	FISERV INC	21,900	95.86	2,099,334.00
	FLEETCOR TECHNOLOGIES INC	7,400	127.50	943,500.00
	GARTNER INC	8,100	82.78	670,518.00
	GLOBAL PAYMENTS INC	12,400	59.19	733,956.00
	INTERNATIONAL BUSINESS MACHINES	88,000	126.10	11,096,800.00
	MASTERCARD INC-CLASS A	94,500	87.21	8,241,345.00
	PAYCHEX INC	30,700	50.61	1,553,727.00
	PAYPAL HOLDINGS INC	104,200	36.36	3,788,712.00
	SABRE CORP	17,600	27.32	480,832.00
	TERADATA CORP	13,200	24.75	326,700.00
	TOTAL SYSTEM SERVICES INC	15,200	41.85	636,120.00
	VANTIV INC - CL A	15,100	50.01	755,151.00
	VISA INC-CLASS A SHARES	184,400	72.03	13,282,332.00
	WESTERN UNION CO	49,100	18.49	907,859.00
	XEROX CORP	97,000	9.19	891,430.00
	ACTIVISION BLIZZARD INC	47,700	29.45	1,404,765.00
	ADOBE SYSTEMS INC.	47,200	81.85	3,863,320.00
	ANSYS INC	8,400	86.18	723,912.00
	AUTODESK INC.	21,000	46.67	980,070.00
	CA INC	30,900	28.81	890,229.00
	CDK GLOBAL INC	12,800	43.30	554,240.00
	CHECK POINT SOFTWARE TECHNOLOGIES	6,700	81.39	545,313.00
	CITRIX SYSTEMS INC	14,900	69.22	1,031,378.00
	ELECTRONIC ARTS	29,100	59.84	1,741,344.00
	FIREEYE INC	12,400	13.80	171,120.00
	FORTINET INC	12,800	26.18	335,104.00
	INTUIT INC	24,900	98.36	2,449,164.00
	MICROSOFT CORP	717,500	52.42	37,611,350.00
	MOBILEYE NV	7,100	27.97	198,587.00
	NETSUITE INC	3,900	55.10	214,890.00
	NUANCE COMMUNICATIONS INC	22,500	18.35	412,875.00
	ORACLE CORPORATION	328,000	36.63	12,014,640.00
	RED HAT INC	17,000	66.34	1,127,780.00
	SALESFORCE.COM INC	58,700	63.49	3,726,863.00
	SERVICENOW INC	14,300	55.26	790,218.00
	SPLUNK INC	11,600	34.52	400,432.00
	SYMANTEC CORP	65,200	19.97	1,302,044.00
	SYNOPSYS INC	14,900	43.61	649,789.00
	TABLEAU SOFTWARE INC-CL A	4,900	42.09	206,241.00
	VMWARE INC - CLASS A	7,400	47.91	354,534.00
	WORKDAY INC-CLASS A	10,100	54.78	553,278.00
	CISCO SYSTEMS	480,900	26.46	12,724,614.00
	F5 NETWORKS INC	6,500	91.52	594,880.00
	HARRIS CORP	11,400	74.26	846,564.00
	JUNIPER NETWORKS INC	33,500	23.57	789,595.00
	MOTOROLA SOLUTIONS INC	15,100	65.05	982,255.00
	PALO ALTO NETWORKS INC	6,810	132.67	903,482.70
	QUALCOMM INC	148,700	48.41	7,198,567.00
	APPLE INC	538,400	98.12	52,827,808.00
	EMC CORP	181,400	24.98	4,531,372.00
	HEWLETT PACKARD ENTERPRISE	171,000	13.02	2,226,420.00
	HP INC	168,700	10.08	1,700,496.00
	NETAPP INC	27,900	23.55	657,045.00
	SAN DISK CORPORATION	19,600	68.46	1,341,816.00
	SEAGATE TECHNOLOGY	29,000	31.97	927,130.00
	WESTERN DIGITAL CORP	22,000	43.29	952,380.00
	AMPHENOL CORP-CL A	29,600	52.02	1,539,792.00
	ARROW ELECTRS INC	9,300	56.13	522,009.00
	AVNET	12,200	40.77	497,394.00
	CDW CORPORATION	14,100	37.13	523,533.00
	CORNING INC	116,800	18.95	2,213,360.00
	FLEXTRONICS INTL LTD	51,000	10.60	540,600.00
	FLIR SYSTEMS INC	12,600	30.88	389,088.00
	TE CONNECTIVITY LTD	38,400	56.74	2,178,816.00
	TRIMBLE NAVIGATION LTD	23,200	23.11	536,152.00
	ANALOG DEVICES INC	29,400	52.73	1,550,262.00
	APPLIED MATERIALS	114,500	17.14	1,962,530.00
	BROADCOM LTD	36,653	130.68	4,789,814.04
	INTEL CORP	449,500	29.47	13,246,765.00
	KLA TENCOR CORP	15,000	65.57	983,550.00
	LAM RESEARCH	14,700	69.25	1,017,975.00
	LINEAR TECHNOLOGY CORP	22,500	43.64	982,012.50
	MARVELL TECHNOLOGY GROUP LTD	41,000	9.30	381,300.00
	MAXIM INTEGRATED PRODUCTS	27,100	33.66	912,186.00
	MICROCHIP TECHNOLOGY	19,800	42.66	844,668.00
	MICRON TECHNOLOGY	103,100	11.43	1,178,433.00
	NVIDIA CORP	51,000	27.66	1,410,660.00
	NXP SEMICONDUCTORS NV	12,574	70.35	884,580.90
	QORVO INC	14,600	41.59	607,214.00
	SKYWORKS SOLUTIONS INC	17,600	63.71	1,121,296.00
	TEXAS INSTRUMENTS INC	97,300	53.69	5,224,037.00
	XILINX INC	24,000	48.82	1,171,680.00
	AT & T INC	581,100	36.64	21,291,504.00
	CENTURYLINK INC	53,900	29.73	1,602,447.00
	FRONTIER COMMUNICATIONS CO	114,000	4.42	503,880.00
	LEVEL 3 COMMUNICATIONS INC	29,000	49.09	1,423,610.00
	SBA COMMUNICATIONS CORP-CL A	12,100	91.66	1,109,086.00
	VERIZON COMMUNICATIONS	384,100	50.32	19,327,912.00
	SPRINT CORP	71,000	2.99	212,290.00
	T-MOBILE US INC	27,100	36.85	998,635.00
	AMERICAN ELECTRIC POWER	46,600	61.10	2,847,260.00
	DUKE ENERGY CORP	65,200	75.50	4,922,600.00
	EDISON INTERNATIONAL	30,400	62.53	1,900,912.00
	ENTERGY CORP	16,700	71.01	1,185,867.00
	EVERSOURCE ENERGY	29,900	53.54	1,600,846.00
	EXELON CORPORATION	81,500	31.09	2,533,835.00
	FIRSTENERGY CORP	39,200	32.27	1,264,984.00
	NEXTERA ENERGY INC	42,600	111.43	4,746,918.00
	OGE ENERGY CORP	19,600	26.23	514,108.00
	PEPCO HOLDINGS INC	24,600	26.39	649,194.00
	PINNACLE WEST CAPITAL CORP	10,500	66.83	701,715.00
	PPL CORPORATION	63,000	35.99	2,267,370.00
	SOUTHERN CO.	86,100	47.83	4,118,163.00
	XCEL ENERGY INC	47,400	38.94	1,845,756.00
	AGL RESOURCES INC	11,500	64.51	741,865.00
	ALLIANT ENERGY CORP	10,800	66.42	717,336.00
	AMEREN CORPORATION	23,100	45.31	1,046,661.00
	CENTERPOINT ENERGY INC	38,900	18.34	713,426.00
	CMS ENERGY CORP	25,900	39.00	1,010,100.00
	CONSOLIDATED EDISON INC	27,800	69.97	1,945,166.00
	DOMINION RESOURCES INC/VA	56,400	69.77	3,935,028.00
	DTE ENERGY COMPANY	17,000	84.22	1,431,740.00
	PG&E CORP	46,300	55.81	2,584,003.00
	PUBLIC SVC ENTERPRISE	47,200	41.88	1,976,736.00
	SCANA CORP	13,100	64.65	846,915.00
	SEMPRA ENERGY	22,400	95.50	2,139,200.00
	WEC ENERGY GROUP INC	30,200	55.53	1,677,006.00
	AMERICAN WATER WORKS CO INC	17,100	64.71	1,106,541.00
	NEW YORK COMMUNITY BANCORP	47,100	15.52	730,992.00
	ALLY FINANCIAL INC	42,100	17.07	718,647.00
	AMERICAN EXPRESS CO	84,900	53.61	4,551,489.00
	CAPITAL ONE FINANCIAL CORP	50,900	65.18	3,317,662.00
	DISCOVER FINANCIAL SERVICES	40,600	46.44	1,885,464.00
	NAVIENT CORP	33,900	9.91	335,949.00
	SYNCHRONY FINANCIAL	78,400	26.27	2,059,568.00
	AFFILIATED MANAGERS GROUP	5,200	130.60	679,120.00
	AMERIPRISE FINANCIAL INC	16,800	84.97	1,427,496.00
	BANK OF NEWYORK MELLON CORP	105,100	34.91	3,669,041.00
	BLACKROCK INC	11,510	319.88	3,681,818.80
	E*TRADE FINANCIAL CORP	27,100	22.28	603,788.00
	EATON VANCE CORP	11,700	29.77	348,309.00
	FRANKLIN RESOURCES INC	38,300	34.26	1,312,158.00
	GOLDMAN SACHS GROUP	36,900	150.94	5,569,686.00
	INVESCO LTD	41,200	27.45	1,130,940.00
	LEGG MASON INC	9,200	27.66	254,472.00
	MORGAN STANLEY	137,400	24.23	3,329,202.00
	NORTHERN TRUST CORP	20,500	59.61	1,222,005.00
	RAYMOND JAMES FINANCIAL INC	12,000	43.31	519,720.00
	SCHWAB(CHARLES)CORP	111,200	24.48	2,722,176.00
	SEI INVESTMENTS COMPANY	12,900	37.29	481,041.00
	STATE STREET CORP	38,400	56.58	2,172,672.00
	T ROWE PRICE GROUP INC	24,000	70.26	1,686,240.00
	TD AMERITRADE HOLDING CORP	25,400	27.86	707,644.00
	H & R BLOCK INC	22,400	34.68	776,832.00
	AES CORP	65,000	9.62	625,300.00
	CALPINE CORP	31,000	13.09	405,790.00
	NRG ENERGY INC	29,400	10.20	299,880.00
	CERNER CORP	29,300	52.81	1,547,333.00
	IMS HEALTH HOLDINGS INC	16,300	25.41	414,183.00
	AGILENT TECHNOLOGIES INC	31,100	37.87	1,177,757.00
	ILLUMINA INC	13,710	155.63	2,133,687.30
	METTLER-TOLEDO INTL	2,540	321.43	816,432.20
	QUINTILES TRANSNATIONAL HOLD	8,800	63.17	555,896.00
	THERMO FISHER SCIENTIFIC INC	37,800	130.70	4,940,460.00
	WATERS CORP	7,600	122.13	928,188.00
	DUN & BRADSTREET CORP	3,600	94.49	340,164.00
	EQUIFAX INC	11,000	101.79	1,119,690.00
	IHS INC-CLASS A	6,600	103.07	680,262.00
	MANPOWERGROUP INC	7,000	75.77	530,390.00
	NIELSEN HOLDINGS PLC	33,400	48.41	1,616,894.00
	ROBERT HALF INTERNATIONAL INC	12,100	37.96	459,316.00
	VERISK ANALYTICS INC	15,200	68.39	1,039,528.00
小計	銘柄数:601			1,627,580,610.44
				(185,495,362,171)
	組入時価比率:61.6%			64.5%
カナダドル	ALTAGAS LTD	14,100	33.13	467,133.00
	ARC RESOURCES LTD	33,500	19.04	637,840.00
	CAMECO CORP	38,600	16.64	642,304.00
	CANADIAN NATURAL RESOURCES LTD	103,600	29.80	3,087,280.00
	CENOVUS ENERGY INC	79,000	15.05	1,188,950.00
	CRESCENT POINT ENERGY CORP	44,800	16.25	728,000.00
	ENBRIDGE INC	80,800	45.51	3,677,208.00
	ENCANA CORP	79,000	5.33	421,070.00
	HUSKY ENERGY INC	30,745	13.24	407,063.80
	IMPERIAL OIL	28,300	42.36	1,198,788.00
	INTER PIPELINE LTD	30,400	22.02	669,408.00
	KEYERA CORP	16,100	37.33	601,013.00
	MEG ENERGY CORP	13,600	4.20	57,120.00
	PEMBINA PIPELINE CORP	32,300	32.83	1,060,409.00
	PEYTO EXPLORATION & DEV CORP	15,100	31.54	476,254.00
	PRAIRIESKY ROYALTY LTD	12,600	20.73	261,198.00
	SEVEN GENERATIONS ENERGY - A	17,000	16.18	275,060.00
	SUNCOR ENERGY INC	147,360	32.89	4,846,670.40
	TOURMALINE OIL CORP	17,300	26.85	464,505.00
	TRANSCANADA CORP	67,100	49.96	3,352,316.00
	VERESEN INC	24,800	7.48	185,504.00
	VERMILION ENERGY INC	10,500	34.92	366,660.00
	AGRIUM INC	12,600	115.96	1,461,096.00
	METHANEX CORP	8,200	40.23	329,886.00
	POTASH CORP OF SASKATCHEWAN INC	79,100	23.31	1,843,821.00
	CCL INDUSTRIES INC - CL B	2,660	198.80	528,808.00
	AGNICO EAGLE MINES LTD	20,600	46.46	957,076.00
	BARRICK GOLD	109,000	16.26	1,772,340.00
	ELDORADO GOLD CORPORATION	62,800	3.81	239,268.00
	FIRST QUANTUM MINERALS LTD	59,400	4.91	291,654.00
	FRANCO-NEVADA CORP	14,700	72.65	1,067,955.00
	GOLDCORP INC	80,000	20.43	1,634,400.00
	KINROSS GOLD CORP	104,600	3.85	402,710.00
	SILVER WHEATON CORP	39,200	20.64	809,088.00
	TECK RESOURCES LTD	49,200	8.42	414,264.00
	TURQUOISE HILL RESOURCES LTD	87,000	2.92	254,040.00
	YAMANA GOLD INC	97,000	3.41	330,770.00
	WEST FRASER TIMBER	6,800	40.55	275,740.00
	BOMBARDIER B SHEARS	167,000	1.09	182,030.00
	CAE INC	26,000	14.37	373,620.00
	SNC-LAVALIN GROUP INC	14,500	41.62	603,490.00
	FINNING INTERNATIONAL INC	14,900	18.67	278,183.00
	CANADIAN NATL RAILWAY CO	75,800	78.21	5,928,318.00
	CANADIAN PACIFIC RAILWAY LTD	14,600	177.67	2,593,982.00
	LINAMAR CORP	4,800	57.00	273,600.00
	MAGNA INTERNATIONAL INC	38,800	47.96	1,860,848.00
	GILDAN ACTIVEWEAR INC	21,200	33.91	718,892.00
	RESTAURANT BRANDS INTERNATIONAL INC	18,400	47.30	870,320.00
	SHAW COMMUNICATIONS-B	37,500	23.48	880,500.00
	THOMSON REUTERS CORP	33,000	50.11	1,653,630.00
	CANADIAN TIRE CORP LTD A	7,000	116.55	815,850.00
	DOLLARAMA INC	11,500	76.05	874,575.00
	ALIMENTATION COUCHE-TARD-B	40,100	58.88	2,361,088.00
	EMPIRE CO LTD A	16,200	25.25	409,050.00
	JEAN COUTU GROUP INC-CLASS A	9,400	20.27	190,538.00
	LOBLAW COMPANIES	21,400	64.99	1,390,786.00
	METRO INC	23,200	41.28	957,696.00
	WESTON(GEORGE)LTD	4,800	105.99	508,752.00
	SAPUTO INC	23,900	38.03	908,917.00
	VALEANT PHARMACEUTICALS INTERNATIONAL	30,600	129.62	3,966,372.00
	BANK OF MONTREAL	60,700	74.64	4,530,648.00
	BANK OF NOVA SCOTIA HALIFAX	114,500	56.23	6,438,335.00
	CANADIAN IMPERIAL BANK OF COMMERCE	37,600	90.90	3,417,840.00
	NATIONAL BANK OF CANADA	31,500	38.37	1,208,655.00
	ROYAL BANK OF CANADA	140,500	70.95	9,968,475.00
	TORONTO DOMINION BANK	175,500	52.60	9,231,300.00
	ELEMENT FINANCIAL CORP	36,000	14.49	521,640.00
	ONEX CORP	8,000	81.26	650,080.00
	FAIRFAX FINANCIAL HLDGS LTD	2,070	770.00	1,593,900.00
	GREAT-WEST LIFECO INC	28,000	35.10	982,800.00
	INDUSTRIAL ALLIANCE INSURANC	9,900	37.95	375,705.00
	INTACT FINANCIAL CORP	12,700	84.98	1,079,246.00
	MANULIFE FINANCIAL CORP	187,600	17.88	3,354,288.00
	POWER CORPORATION OF CANADA	35,000	29.00	1,015,000.00
	POWER FINANCIAL CORP	24,300	31.47	764,721.00
	SUN LIFE FINANCIAL INC	57,100	41.05	2,343,955.00
	BROOKFIELD ASSET MANAGE-CL A	81,200	42.67	3,464,804.00
	FIRST CAPITAL REALTY INC	11,300	19.48	220,124.00
	CGI GROUP INC - CLASS A	21,400	57.10	1,221,940.00
	CONSTELLATION SOFTWARE	1,790	518.95	928,920.50
	OPEN TEXT CORP	11,100	69.32	769,452.00
	BLACKBERRY LTD	43,900	9.84	431,976.00
	BCE INC	14,100	58.10	819,210.00
	TELUS CORP	19,300	38.44	741,892.00
	ROGERS COMMUNICATIONS-CL B	34,800	48.70	1,694,760.00
	FORTIS INC	25,500	37.60	958,800.00
	ATCO LTD CL1	6,800	39.03	265,404.00
	CANADIAN UTILITIES LTD A	12,400	35.13	435,612.00
	CI FINANCIAL CORP	22,600	29.80	673,480.00
	IGM FINANCIAL INC	8,500	34.85	296,225.00
小計	銘柄数:90			126,684,894.70
				(10,559,185,973)
	組入時価比率:3.5%			3.7%
ユーロ	SAIPEM	549,700	0.33	185,523.75
	TECHNIP SA	9,800	42.19	413,462.00
	TENARIS SA	46,000	9.80	451,030.00
	ENI SPA	241,600	12.23	2,954,768.00
	GALP ENERGIA SGPS SA-B SHRS	36,500	10.91	398,215.00
	NESTE OYJ	12,500	27.66	345,750.00
	OMV AG	14,000	24.58	344,120.00
	REPSOL SA	104,318	9.25	964,941.50
	TOTAL SA	205,600	39.34	8,089,332.00
	VOPAK	7,100	41.82	296,922.00
	AIR LIQUIDE	32,300	93.68	3,025,864.00
	AKZO NOBEL	23,200	53.90	1,250,480.00
	ARKEMA	5,900	53.13	313,467.00
	BASF SE	87,000	59.89	5,210,430.00
	EVONIK INDUSTRIES AG	13,800	27.49	379,362.00
	FUCHS PETROLUB SE -PFD	6,400	36.01	230,496.00
	K+S AG	17,300	19.23	332,679.00
	KONINKLIJKE DSM NV	17,500	43.36	758,800.00
	LANXESS	8,300	36.96	306,809.50
	LINDE AG	17,580	121.85	2,142,123.00
	OCI	8,000	14.77	118,160.00
	SOLVAY SA	6,800	80.36	546,448.00
	SYMRISE AG	11,500	57.48	661,020.00
	UMICORE	8,800	39.40	346,764.00
	CRH PLC	80,900	23.12	1,870,408.00
	HEIDELBERGCEMENT AG	13,100	66.61	872,591.00
	IMERYS	3,000	56.23	168,690.00
	ARCELORMITTAL	96,000	3.31	318,432.00
	THYSSENKRUPP AG	33,300	14.82	493,672.50
	VOESTALPINE AG	11,000	26.81	294,910.00
	STORA ENSO OYJ-R	54,000	7.53	406,620.00
	UPM-KYMMENE OYJ	50,500	15.36	775,680.00
	AIRBUS GROUP SE	55,400	55.05	3,049,770.00
	FINMECCANICA SPA	37,000	9.31	344,470.00
	SAFRAN SA	29,200	53.63	1,565,996.00
	THALES (EX THOMSON-CSF)	9,900	65.20	645,480.00
	ZODIAC AEROSPACE	19,500	19.95	389,025.00
	COMP DE SAINT-GOBAIN (ORD)	45,500	35.37	1,609,335.00
	ACS,ACTIVIDADES CONS Y SERV	18,525	21.50	398,287.50
	BOSKALIS WESTMINSTER-CVA	8,100	34.79	281,799.00
	BOUYGUES	18,700	34.68	648,609.50
	FERROVIAL SA	42,892	18.64	799,506.88
	VINCI	44,900	63.18	2,836,782.00
	LEGRAND SA	25,300	44.95	1,137,235.00
	OSRAM LICHT AG	8,850	40.09	354,840.75
	PRYSMIAN SPA	19,400	17.70	343,380.00
	SCHNEIDER ELECTRIC SE	52,800	52.45	2,769,360.00
	KONINKLIJKE PHILIPS NV	89,600	22.13	1,983,296.00
	SIEMENS AG	74,600	84.48	6,302,208.00
	ALSTOM	20,300	20.95	425,285.00
	ANDRITZ AG	7,300	43.54	317,878.50
	CNH INDUSTRIAL NV	92,000	5.93	546,020.00
	GEA GROUP AG	17,500	40.24	704,287.50
	KONE OYJ	31,900	39.56	1,261,964.00
	MAN SE	3,200	94.08	301,056.00
	METSO OYJ	10,400	20.33	211,432.00
	WARTSILA OYJ	13,600	38.43	522,648.00
	ZARDOYA OTIS S.A	16,872	8.93	150,666.96
	BRENNTAG AG	14,290	43.91	627,545.35
	REXEL SA	28,600	9.68	276,933.80
	BIC	2,810	129.00	362,490.00
	EDENRED	18,700	15.34	286,858.00
	BOLLORE	87,000	3.67	319,464.00
	DEUTSCHE POST AG-REG	91,800	21.51	1,974,618.00
	TNT EXPRESS NV	43,000	7.89	339,313.00
	DEUTSHCHE LUFTHANSA AG (REGD)	22,600	12.99	293,687.00
	INTERNATIONAL CONSOLIDATED AIRLINES GRP	74,000	6.78	501,720.00
	ABERTIS INFRAESTRUCTURAS SA	50,200	13.32	668,664.00
	ADP	2,800	106.95	299,460.00
	AENA SA	6,500	100.10	650,650.00
	ATLANTIA SPA	39,300	23.15	909,795.00
	FRAPORT AG	3,800	52.01	197,638.00
	GROUPE EUROTUNNEL SE - REGR	45,000	9.67	435,375.00
	CONTINENTAL AG	10,350	187.15	1,937,002.50
	MICHELIN B	17,800	84.93	1,511,754.00
	NOKIAN RENKAAT OYJ	11,300	33.78	381,714.00
	VALEO	7,630	116.90	891,947.00
	BAYER MOTOREN WERK	31,100	75.39	2,344,629.00
	BAYERISCHE MOTOREN WERKE-PFD	5,300	63.50	336,550.00
	DAIMLER AG	91,200	64.86	5,915,232.00
	FERRARI NV	11,540	34.45	397,553.00
	FIAT CHRYSLER AUTOMOBILES NV	82,400	5.87	483,688.00
	PEUGEOT CITROEN	40,200	13.38	537,876.00
	PORSCHE AUTOMOBIL HOLDING SE	14,200	41.55	590,081.00
	RENAULT	18,200	79.93	1,454,726.00
	VOLKSWAGEN AG	3,450	123.45	425,902.50
	VOLKSWAGEN AG-PREF	17,430	104.30	1,817,949.00
	ADIDAS AG	19,700	95.33	1,878,001.00
	CHRISTIAN DIOR SE	5,100	163.80	835,380.00
	HERMES INTERNATIONAL	2,470	320.40	791,388.00
	HUGO BOSS AG	6,300	69.49	437,787.00
	KERING	7,230	159.05	1,149,931.50
	LUXOTTICA GROUP SPA	15,700	51.80	813,260.00
	LVMH MOET HENNESSY LOUIS VUITTON SE	26,490	155.50	4,119,195.00
	ACCOR SA	19,200	34.46	661,632.00
	PADDY POWER PLC	8,100	123.50	1,000,350.00
	SODEXO	9,000	90.38	813,420.00
	ALTICE NV - A	33,630	13.35	449,128.65
	ALTICE NV - B	10,010	13.56	135,735.60
	AXEL SPRINGER SE	4,400	45.74	201,278.00
	EUTELSAT COMMUNICATIONS	16,300	27.33	445,560.50
	JC DECAUX SA	6,800	34.89	237,286.00
	KABEL DEUTSCHLAND HOLDING AG	2,080	115.80	240,864.00
	LAGARDERE S.C.A	11,600	26.48	307,226.00
	NUMERICABLE-SFR	9,600	32.58	312,768.00
	PROSIEBEN SAT.1 MEDIA SE	20,900	45.05	941,649.50
	PUBLICIS GROUPE	17,600	57.33	1,009,008.00
	RELX NV	94,000	14.68	1,380,390.00
	RTL GROUP	3,900	75.50	294,450.00
	SES FDR	31,600	23.33	737,228.00
	TELENET GROUP HOLDING NV	5,200	47.66	247,832.00
	VIVENDI SA	110,700	18.24	2,019,721.50
	WOLTERS KLUWER	28,900	30.77	889,397.50
	ZALANDO SE	8,100	28.87	233,847.00
	INDITEX SA	103,600	28.01	2,902,354.00
	CARREFOUR SUPERMARCHE	51,900	23.78	1,234,441.50
	CASINO GUICHARD	4,900	41.40	202,860.00
	COLRUYT SA	7,000	49.22	344,540.00
	DELHAIZE GROUP	9,800	92.09	902,482.00
	DISTRIBUIDORA INTERNACIONAL	57,000	5.04	287,508.00
	JERONIMO MARTINS	25,200	12.82	323,064.00
	KONINKLIJKE AHOLD NV	78,700	19.96	1,571,245.50
	METRO AG	16,600	24.04	399,147.00
	ANHEUSER-BUSCH INBEV NV	76,000	105.95	8,052,200.00
	HEINEKEN HOLDING NV	9,700	66.05	640,685.00
	HEINEKEN NV	22,000	74.19	1,632,180.00
	PERNOD-RICARD	20,000	96.80	1,936,000.00
	REMY COINTREAU	2,300	62.02	142,646.00
	DANONE	55,900	60.75	3,395,925.00
	KERRY GROUP PLC-A	15,700	74.51	1,169,807.00
	HENKEL AG & CO KGAA	10,000	82.72	827,200.00
	HENKEL AG & CO KGAA VORZUG	16,900	96.69	1,634,061.00
	BEIERSDORF AG	9,400	79.13	743,822.00
	LOREAL-ORD	23,890	155.05	3,704,144.50
	UNILEVER NV-CVA	154,200	38.82	5,986,815.00
	ESSILOR INTERNATIONAL	19,400	110.40	2,141,760.00
	FRESENIUS MEDICAL CARE	20,900	76.84	1,605,956.00
	FRESENIUS SE & CO KGAA	36,300	55.85	2,027,355.00
	GRIFOLS SA	28,800	19.14	551,376.00
	BAYER AG	78,200	97.69	7,639,358.00
	MERCK KGAA	11,900	76.26	907,494.00
	ORION OYJ	9,600	29.68	284,928.00
	SANOFI	111,700	70.86	7,915,062.00
	U.C.B. SA	11,700	76.20	891,540.00
	BANCA MONTE DEI PASCHI SIENA	226,000	0.57	129,950.00
	BANCO BILBAO VIZCAYA ARGENTARIA	600,242	5.84	3,505,413.28
	BANCO COMERCIAL PORTUGUES-REGD	3,400,000	0.03	118,320.00
	BANCO DE SABADELL SA	484,505	1.48	720,943.44
	BANCO POPOLARE SPA	33,900	8.17	276,963.00
	BANCO SANTANDER SA	1,368,815	3.75	5,142,637.95
	BANK OF IRELAND	2,740,000	0.26	723,360.00
	BANKIA SA	430,000	0.80	344,000.00
	BANKINTER S.A.	65,000	6.14	399,295.00
	BCO POPULAR ESPANOL	160,916	2.20	354,015.20
	BNP PARIBAS	99,800	41.76	4,168,147.00
	CAIXABANK	244,409	2.68	655,016.12
	COMMERZBANK AG	102,000	7.49	764,490.00
	CREDIT AGRICOLE SA	98,000	9.55	935,900.00
	ERSTE GROUP BANK AG	26,800	25.59	685,812.00
	ING GROEP NV	365,000	10.55	3,850,750.00
	INTESA SANPAOLO	1,197,000	2.49	2,990,106.00
	INTESA SANPAOLO-RSP	92,000	2.34	215,280.00
	IRISH BANK RESOLUTION CORP LTD	139,810	0.00	0.00
	KBC GROUPE NV	24,000	49.70	1,192,800.00
	NATIXIS	87,000	4.73	411,684.00
	RAIFFEISEN BANK INTERNATIONAL AG	11,000	12.00	132,000.00
	SOCIETE GENERALE	68,200	31.44	2,144,208.00
	UNICREDIT SPA	453,000	3.50	1,587,312.00
	UNIONE DI BANCHE ITALIANE SCPA	90,000	3.55	319,500.00
	DEUTSCHE BOERSE AG	18,200	73.01	1,328,782.00
	EURAZEO	3,876	51.97	201,435.72
	EXOR SPA	9,800	28.16	275,968.00
	GROUPE BRUXELLES LAM	7,800	69.06	538,668.00
	WENDEL	2,900	87.26	253,054.00
	AEGON NV	171,000	4.47	764,883.00
	AGEAS	18,800	35.00	658,000.00
	ALLIANZ SE	43,260	134.60	5,822,796.00
	ASSICURAZIONI GENERALI	110,200	11.91	1,312,482.00
	AXA	185,500	20.83	3,863,965.00
	CNP ASSURANCES	16,500	12.42	205,012.50
	HANNOVER RUECK SE	5,700	91.44	521,208.00
	MAPFRE SA	93,000	1.78	166,005.00
	MUENCHENER RUECKVERSICHERUNG (REG)	15,760	172.50	2,718,600.00
	NN GROUP NV	23,200	28.77	667,580.00
	SAMPO OYJ-A	42,100	40.43	1,702,103.00
	SCOR SE	14,000	31.49	440,860.00
	UNIPOLSAI SPA	107,000	1.85	198,806.00
	DEUTSCHE WOHNEN AG-BR	31,100	24.56	763,816.00
	IMMOEAST AG-RIGHTS	50,000	0.00	0.00
	VONOVIA SE	43,700	27.50	1,201,750.00
	UNITED INTERNET AG-REG SHARE	11,600	43.13	500,308.00
	AMADEUS IT HOLDING SA-A SHS	41,900	35.66	1,494,363.50
	ATOS SE	7,900	64.72	511,288.00
	CAP GEMINI SA	15,300	72.65	1,111,545.00
	DASSAULT SYSTEMES SA	12,100	69.33	838,893.00
	GEMALTO	7,600	54.88	417,088.00
	SAP SE	93,000	68.60	6,379,800.00
	NOKIA OYJ	401,000	5.50	2,205,500.00
	NOKIA OYJ	143,000	5.49	786,071.00
	INGENICO GROUP	5,000	103.20	516,000.00
	ASML HOLDING NV	32,700	76.84	2,512,668.00
	INFINEON TECHNOLOGIES AG	105,000	11.05	1,160,775.00
	STMICROELECTRONICS NV	57,700	4.97	287,057.50
	DEUTSCHE TELEKOM-REG	305,500	15.02	4,588,610.00
	ELISA CORPORATION	13,700	32.39	443,743.00
	ILIAD SA	2,440	221.35	540,094.00
	KONINKLIJKE KPN NV	298,000	3.39	1,010,518.00
	ORANGE	186,400	15.71	2,928,344.00
	PROXIMUS	13,700	30.65	419,973.50
	TELECOM ITALIA SPA	1,070,000	0.85	912,175.00
	TELECOM ITALIA-RNC	570,000	0.68	391,305.00
	TELEFONICA DEUTSCHLAND HOLDING AG	56,600	4.50	254,983.00
	TELEFONICA SA	424,617	9.48	4,027,067.62
	ELECTRICITE DE FRANCE	22,800	10.91	248,748.00
	ENDESA S.A.	29,400	16.00	470,400.00
	ENEL SPA	662,000	3.64	2,412,328.00
	ENERGIAS DE PORTUGAL	220,000	2.84	624,800.00
	FORTUM OYJ	40,500	11.88	481,140.00
	IBERDROLA SA	520,709	5.98	3,115,922.65
	RED ELECTRICA CORPORACION SA	10,200	70.98	723,996.00
	TERNA SPA	142,000	4.74	673,080.00
	ENAGAS	19,700	25.01	492,795.50
	GAS NATURAL SDG	32,800	15.80	518,404.00
	SNAM SPA	197,000	4.90	965,300.00
	E.ON SE	188,000	8.70	1,637,292.00
	ENGIE	137,500	14.10	1,938,750.00
	RWE AG	46,200	10.33	477,477.00
	SUEZ ENVIRONNEMENT SA	27,000	16.73	451,845.00
	VEOLIA ENVIRONNEMENT	41,700	21.07	878,827.50
	DEUTSCHE BANK AG-REG	130,600	16.18	2,113,108.00
	MEDIOBANCA SPA-ORD	53,000	6.20	328,865.00
	ENEL GREEN POWER SPA	160,000	1.75	281,120.00
	QIAGEN NV	20,100	19.02	382,302.00
	BUREAU VERITAS SA	25,500	17.56	447,907.50
	RANDSTAD HOLDING NV	11,800	44.57	525,985.00
小計	銘柄数:235			286,723,315.72
				(36,393,790,464)
	組入時価比率:12.1%			12.7%
英ポンド	AMEC FOSTER WHEELER PLC PLC	33,200	3.81	126,492.00
	PETROFAC LTD	22,700	7.84	178,081.50
	BP PLC	1,730,000	3.49	6,052,405.00
	ROYAL DUTCH SHELL PLC-A SHS	370,800	16.42	6,088,536.00
	ROYAL DUTCH SHELL PLC-B	374,120	16.36	6,120,603.20
	CRODA INTERNATIONAL PLC	12,700	28.48	361,696.00
	JOHNSON MATTHEY PLC	17,850	24.30	433,755.00
	REXAM PLC	65,555	6.02	394,641.10
	ANGLO AMERICAN PLC	129,000	4.68	603,784.50
	ANTOFAGASTA PLC	34,900	4.78	166,961.60
	BHP BILLITON PLC	199,300	7.43	1,480,799.00
	FRESNILLO PLC	20,900	9.06	189,354.00
	GLENCORE PLC	1,160,000	1.20	1,392,000.00
	RANDGOLD RESOURCES LTD	9,000	61.20	550,800.00
	RIO TINTO PLC-REG	117,700	19.51	2,296,327.00
	MONDI PLC	34,200	13.15	449,730.00
	BAE SYSTEMS PLC	298,000	4.99	1,487,914.00
	COBHAM PLC	113,000	2.53	285,890.00
	MEGGITT PLC	70,600	3.91	276,540.20
	ROLLS-ROYCE HOLDINGS PLC	171,000	6.78	1,159,380.00
	SMITHS GROUP PLC	37,500	9.82	368,437.50
	IMI PLC	25,900	8.40	217,560.00
	WEIR GROUP PLC	18,200	9.31	169,442.00
	ASHTEAD GROUP PLC	46,800	8.62	403,650.00
	BUNZLE	31,400	19.03	597,542.00
	TRAVIS PERKINS PLC	22,600	18.04	407,704.00
	WOLSELEY PLC	24,200	36.11	873,862.00
	AGGREKO PLC	23,033	8.77	201,999.41
	BABCOCK INTL GROUP PLC	21,900	9.22	201,918.00
	G4S PLC	152,000	2.02	307,800.00
	ROYAL MAIL PLC	88,000	4.49	395,736.00
	EASYJET PLC	14,200	15.55	220,810.00
	GKN PLC	156,000	2.76	431,184.00
	BARRATT DEVELOPMENTS PLC	91,000	5.72	520,520.00
	PERSIMMON PLC	29,500	19.98	589,410.00
	TAYLOR WIMPEY PLC	300,000	1.79	538,800.00
	BURBERRY GROUP PLC	42,300	12.89	545,247.00
	CARNIVAL PLC	17,700	33.01	584,277.00
	COMPASS GROUP PLC	155,800	12.29	1,914,782.00
	INTERCONTINENTAL HOTELS GROUP PLC	22,900	24.70	565,630.00
	MERLIN ENTERTAINMENTS PLC-WI	69,000	4.29	296,355.00
	TUI AG-DI	46,652	10.59	494,044.68
	WHITBREAD PLC	17,500	39.35	688,625.00
	WILLIAM HILL PLC	85,000	3.83	325,550.00
	ITV PLC	365,000	2.52	919,800.00
	PEARSON	79,000	8.05	636,345.00
	RELX PLC	106,600	12.07	1,286,662.00
	SKY PLC	96,100	10.24	984,064.00
	WPP PLC	121,700	14.81	1,802,377.00
	MARKS & SPENCER PLC	155,000	4.36	677,040.00
	NEXT PLC	13,500	70.20	947,700.00
	DIXONS CARPHONE PLC	92,000	4.44	408,664.00
	KINGFISHER PLC	217,000	3.40	738,451.00
	SPORTS DIRECT INTERNATIONAL	25,300	4.19	106,158.80
	MORRISON SUPERMARKETS	213,000	1.81	386,595.00
	SAINSBURY	123,800	2.61	323,737.00
	TESCO PLC	767,000	1.86	1,433,139.50
	COCA-COLA HBC AG-CDI	19,800	13.86	274,428.00
	DIAGEO PLC	238,200	18.32	4,363,824.00
	SABMILLER PLC	91,900	41.75	3,836,825.00
	ASSOCIATED BRITISH FOODS PLC	33,100	32.59	1,078,729.00
	TATE & LYLE ORD.	42,500	5.60	238,212.50
	BRITISH AMERICAN TOBACCO PLC	176,300	38.90	6,858,070.00
	IMPERIAL BRANDS PLC	90,700	37.36	3,389,005.50
	RECKITT BENCKISER GROUP PLC	60,600	65.13	3,946,878.00
	UNILEVER PLC	121,600	30.50	3,708,800.00
	SMITH & NEPHEW PLC	85,800	11.43	980,694.00
	MEDICLINIC INTERNATIONAL PLC	37,500	9.03	338,625.00
	ASTRAZENECA PLC	119,700	42.79	5,122,561.50
	GLAXOSMITHKLINE PLC	460,300	14.24	6,554,672.00
	SHIRE PLC	55,900	39.42	2,203,578.00
	BARCLAYS PLC	1,582,000	1.68	2,660,133.00
	HSBC HOLDINGS PLC	1,849,000	4.56	8,449,005.50
	LLOYDS BANKING GROUP PLC	5,410,000	0.62	3,396,939.00
	ROYAL BANK OF SCOTLAND GROUP	325,000	2.57	836,225.00
	STANDARD CHARTERED PLC	307,428	4.46	1,371,897.45
	LONDON STOCK EXCHANGE GRP PLC	30,200	23.75	717,250.00
	ADMIRAL GROUP PLC	19,800	17.30	342,540.00
	AVIVA PLC	380,000	4.47	1,701,640.00
	DIRECT LINE INSURANCE GROUP	128,083	3.76	481,592.08
	LEGAL & GENERAL	560,000	2.26	1,268,960.00
	OLD MUTUAL PLC	468,000	1.74	816,192.00
	PRUDENTIAL PLC	242,300	12.48	3,023,904.00
	RSA INSURANCE GROUP PLC	98,750	4.10	405,763.75
	ST JAMES S PLACE PLC	49,900	8.99	448,601.00
	STANDARD LIFE PLC	186,000	3.46	644,118.00
	AUTO TRADER GROUP PLC	74,000	3.71	274,910.00
	SAGE GROUP PLC (THE)	100,000	5.76	576,500.00
	ARM HOLDINGS PLC	134,000	9.30	1,246,200.00
	BT GROUP PLC	793,000	4.61	3,659,695.00
	INMARSAT PLC	42,500	9.92	421,812.50
	VODAFONE GROUP PLC	2,513,000	2.17	5,460,749.00
	SSE PLC	92,600	13.76	1,274,176.00
	CENTRICA PLC	470,000	1.94	912,270.00
	NATIONAL GRID PLC	354,800	9.55	3,389,404.40
	SEVERN TRENT PLC	22,100	21.13	466,973.00
	UNITED UTILITIES GROUP PLC	63,800	9.18	586,003.00
	PROVIDENT FINANCIAL PLC	14,300	31.84	455,312.00
	3I GROUP PLC	90,000	4.24	381,690.00
	ABERDEEN ASSET MANAGEMENT PLC	83,000	2.45	203,599.00
	HARGREAVES LANSDOWN PLC	25,000	12.54	313,500.00
	ICAP PLC	54,000	4.19	226,314.00
	INVESTEC PLC	55,000	4.66	256,355.00
	SCHRODERS PLC	11,800	24.88	293,584.00
	CAPITA PLC	64,000	11.23	718,720.00
	EXPERIAN PLC	91,900	11.62	1,067,878.00
	INTERTEK GROUP PLC	15,100	29.06	438,806.00
小計	銘柄数:107			144,691,423.17
				(23,561,551,349)
	組入時価比率:7.8%			8.2%
スイスフラン	TRANSOCEAN LTD	35,500	9.13	324,292.50
	EMS-CHEMIE HOLDING AG-REG	730	465.25	339,632.50
	GIVAUDAN-REG	864	1,858.00	1,605,312.00
	SIKA AG-BR	209	3,743.00	782,287.00
	SYNGENTA AG	8,720	401.20	3,498,464.00
	LAFARGEHOLCIM LTD	43,100	38.54	1,661,074.00
	GEBERIT AG-REG	3,520	359.00	1,263,680.00
	ABB LTD	206,200	17.75	3,660,050.00
	SCHINDLER HOLDING AG-REG	1,930	162.30	313,239.00
	SCHINDLER HOLDING-PART CERT	4,310	163.80	705,978.00
	SULZER AG-REG	1,300	92.10	119,730.00
	KUEHNE & NAGEL INTL AG-REG	5,250	131.70	691,425.00
	CIE FINANCIERE RICHEMONT-BR A	49,000	67.00	3,283,000.00
	THE SWATCH GROUP AG-B	2,950	350.30	1,033,385.00
	THE SWATCH GROUP AG-REG	4,600	68.55	315,330.00
	DUFRY AG-REG	3,560	102.50	364,900.00
	ARYZTA AG	8,500	45.74	388,790.00
	BARRY CALLEBAUT AG	190	1,077.00	204,630.00
	LINDT & SPRUENGLI AG-PC	95	5,700.00	541,500.00
	LINDT&SPRUENGLI AG-REG	10	68,165.00	681,650.00
	NESTLE SA-REG	301,200	74.10	22,318,920.00
	SONOVA HOLDING AG-REG	5,030	117.20	589,516.00
	ACTELION LTD	9,770	137.30	1,341,421.00
	GALENICA AG-REG	368	1,396.00	513,728.00
	NOVARTIS-REG	215,000	72.80	15,652,000.00
	ROCHE HOLDINGS (GENUSSCHEINE)	66,390	251.00	16,663,890.00
	PARGESA HOLDING SA-BEARER SHARES	3,200	58.60	187,520.00
	BALOISE HOLDING AG	4,600	121.30	557,980.00
	SWISS LIFE HOLDING AG	2,980	238.00	709,240.00
	SWISS RE LTD	33,200	91.35	3,032,820.00
	ZURICH INSURANCE GROUP AG	14,110	215.10	3,035,061.00
	SWISS PRIME SITE-REG	6,300	82.05	516,915.00
	SWISSCOM AG-REG	2,460	488.30	1,201,218.00
	CREDIT SUISSE GROUP AG-REG	169,600	13.58	2,303,168.00
	JULIUS BAER GROUP LTD	20,700	40.66	841,662.00
	PARTNERS GROUP HOLDING AG	1,530	353.50	540,855.00
	UBS GROUP AG	346,400	15.15	5,247,960.00
	LONZA AG-REG	5,020	146.00	732,920.00
	ADECCO SA-REG	15,500	56.85	881,175.00
	SGS SA-REG	523	1,972.00	1,031,356.00
小計	銘柄数:40			99,677,674.00
				(11,446,984,082)
	組入時価比率:3.8%			4.0%
スウェーデンクローナ	LUNDIN PETROLEUM AB	20,100	134.40	2,701,440.00
	BOLIDEN AB	26,000	124.40	3,234,400.00
	ASSA ABLOY AB-B	94,400	163.90	15,472,160.00
	SKANSKA AB-B SHS	35,500	174.50	6,194,750.00
	ALFA LAVAL AB	27,700	137.30	3,803,210.00
	ATLAS COPCO AB-A	62,800	193.50	12,151,800.00
	ATLAS COPCO AB-B	36,200	181.90	6,584,780.00
	SANDVIK AB	103,000	80.50	8,291,500.00
	SKF AB-B SHARES	38,800	149.70	5,808,360.00
	VOLVO AB-B SHS	146,000	85.70	12,512,200.00
	SECURITAS AB-B SHS	29,400	123.10	3,619,140.00
	ELECTROLUX AB-B	23,300	190.60	4,440,980.00
	HUSQVARNA AB-B SHS	38,000	54.70	2,078,600.00
	HENNES&MAURITZ AB-B	89,100	286.10	25,491,510.00
	ICA GRUPPEN AB	7,800	257.00	2,004,600.00
	SWEDISH MATCH AB	18,900	290.00	5,481,000.00
	SVENSKA CELLULOSA AB-B	56,300	254.50	14,328,350.00
	GETINGE AB-B SHS	19,100	186.30	3,558,330.00
	NORDEA BANK AB	287,000	85.85	24,638,950.00
	SKANDINAVISKA ENSKILDA BANKEN AB	142,000	84.70	12,027,400.00
	SVENSKA HANDELSBANKEN-A	142,000	111.90	15,889,800.00
	SWEDBANK AB	86,500	169.30	14,644,450.00
	INDUSTRIVARDEN AB-C SHS	16,800	134.00	2,251,200.00
	INVESTOR AB-B SHS	43,100	282.20	12,162,820.00
	KINNEVIK INVESTMENT AB-B	21,900	212.50	4,653,750.00
	ERICSSON LM-B	287,000	77.80	22,328,600.00
	HEXAGON AB-B SHS	24,400	290.00	7,076,000.00
	TELIA AB	241,000	40.08	9,659,280.00
	MILLICOM INTERNATIONAL CELLULAR-SDR	6,100	380.00	2,318,000.00
	TELE 2 AB-B SHS	28,400	72.10	2,047,640.00
小計	銘柄数:30			267,455,000.00
				(3,583,897,000)
	組入時価比率:1.2%			1.2%
ノルウェークローネ	STATOIL ASA	105,500	120.40	12,702,200.00
	YARA INTERNATIONAL ASA	16,800	330.10	5,545,680.00
	NORSK HYDRO	130,000	32.27	4,195,100.00
	SCHIBSTED ASA	6,400	240.50	1,539,200.00
	SCHIBSTED ASA-B SHS	9,100	225.00	2,047,500.00
	ORKLA ASA	74,800	71.55	5,351,940.00
	DNB ASA	91,600	100.50	9,205,800.00
	GJENSIDIGE FORSIKRING ASA	19,700	135.00	2,659,500.00
	TELENOR ASA	71,900	124.20	8,929,980.00
小計	銘柄数:9			52,176,900.00
				(696,039,846)
	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	410.10	3,813,930.00
	NOVOZYMES A/S-B SHARES	22,500	294.00	6,615,000.00
	VESTAS WIND SYSTEMS A/S	20,700	442.00	9,149,400.00
	ISS A/S	14,100	237.30	3,345,930.00
	A P MOLLER - MAERSK A/S-A	375	8,475.00	3,178,125.00
	A P MOLLER-MAERSK A/S	660	8,635.00	5,699,100.00
	DSV A/S	18,200	275.70	5,017,740.00
	PANDORA A/S	10,420	839.00	8,742,380.00
	CARLSBERG B	10,000	609.00	6,090,000.00
	COLOPLAST-B	10,500	518.50	5,444,250.00
	WILLIAM DEMANT HOLDING	2,100	569.00	1,194,900.00
	NOVO NORDISK A/S-B	185,300	338.50	62,724,050.00
	DANSKE BANK AS	67,000	189.90	12,723,300.00
	TRYG A/S	11,800	125.20	1,477,360.00
	TDC A/S	76,800	30.55	2,346,240.00
小計	銘柄数:15			137,561,705.00
				(2,338,548,985)
	組入時価比率:0.8%			0.8%
豪ドル	CALTEX AUSTRALIA LIMITED	25,500	35.10	895,050.00
	OIL SEARCH LTD	130,000	7.05	916,500.00
	ORIGIN ENERGY LTD	160,000	3.89	622,400.00
	SANTOS LTD.	147,000	3.29	483,630.00
	WOODSIDE PETROLEUM	71,100	27.49	1,954,539.00
	INCITEC PIVOT LTD	161,000	2.86	460,460.00
	ORICA LTD	32,600	13.31	433,906.00
	BORAL LTD	67,000	5.68	380,560.00
	JAMES HARDIE INDUSTRIES PLC	44,000	16.33	718,520.00
	AMCOR	113,000	13.90	1,570,700.00
	ALUMINA LTD	233,000	1.19	278,435.00
	BHP BILLITON LIMITED	304,400	15.98	4,864,312.00
	FORTESCUE METALS GROUP LTD	142,000	1.87	266,250.00
	ILUKA RESOURCES LTD	37,800	6.54	247,212.00
	NEWCREST MINING	72,000	15.37	1,106,640.00
	RIO TINTO LTD	39,300	42.11	1,654,923.00
	SOUTH32 LTD	500,000	1.20	602,500.00
	CIMIC GROUP LTD	8,938	29.00	259,202.00
	BRAMBLES LTD	149,000	10.77	1,604,730.00
	QANTAS AIRWAYS LIMITED	44,133	3.92	173,001.36
	ASCIANO LTD	61,000	8.87	541,070.00
	AURIZON HOLDINGS LTD	193,000	3.71	716,030.00
	SYDNEY AIRPORT	107,900	6.42	692,718.00
	TRANSURBAN GROUP	189,004	10.85	2,050,693.40
	ARISTOCRAT LEISURE LTD	52,000	9.70	504,400.00
	CROWN RESORTS LTD	36,000	11.78	424,080.00
	FLIGHT CENTRE TRAVEL GROUP LTD	5,200	39.75	206,700.00
	TABCORP HOLDINGS	78,000	4.16	324,480.00
	TATTS GROUP LTD	131,000	3.98	521,380.00
	REA GROUP LTD	5,400	50.96	275,184.00
	HARVEY NORMAN HOLDINGS LTD	53,000	4.49	237,970.00
	WESFARMERS LIMITED	106,100	43.03	4,565,483.00
	WOOLWORTHS LIMITED	120,000	22.72	2,726,400.00
	COCA-COLA AMATIL LTD	52,000	8.80	457,600.00
	TREASURY WINE ESTATES LTD	72,000	8.75	630,000.00
	COCHLEAR LTD	5,200	104.00	540,800.00
	HEALTHSCOPE LTD	176,000	2.21	388,960.00
	RAMSAY HEALTH CARE LTD	13,100	59.21	775,651.00
	SONIC HEALTHCARE LTD	37,300	18.81	701,613.00
	CSL LIMITED	43,600	102.08	4,450,688.00
	AUSTRALIA & NEW ZEALAND BANK	272,600	23.14	6,307,964.00
	BANK OF QUEENSLAND LTD	35,115	10.98	385,562.70
	BENDIGO AND ADELAIDE BANK LTD	44,300	8.62	381,866.00
	COMMONWEALTH BANK OF AUSTRALIA	160,700	72.33	11,623,431.00
	NATIONAL AUSTRALIA BANK	249,000	25.52	6,354,480.00
	WESTPAC BANKING CORP	314,500	29.17	9,173,965.00
	ASX LTD	18,200	40.91	744,562.00
	CHALLENGER LIMITED	56,000	7.46	417,760.00
	AMP LIMITED	285,000	5.18	1,476,300.00
	INSURANCE AUSTRALIA GROUP LTD	232,000	5.18	1,201,760.00
	MEDIBANK PRIVATE LTD	261,000	2.48	647,280.00
	QBE INSURANCE	127,000	9.94	1,262,380.00
	SUNCORP GROUP LTD	120,000	11.45	1,374,000.00
	COMPUTERSHARE LTD	47,000	9.22	433,340.00
	TELSTRA CORP LTD	404,000	5.37	2,169,480.00
	TPG TELECOM LTD	27,000	9.88	266,760.00
	VOCUS COMMUNICATIONS LTD	43,000	7.94	341,420.00
	AUSNET SERVICES	163,400	1.48	241,832.00
	APA GROUP	107,000	8.67	927,690.00
	AGL ENERGY LTD	64,500	18.32	1,181,640.00
	DUET GROUP	229,000	2.32	531,280.00
	MACQUARIE GROUP LIMITED	27,900	62.69	1,749,051.00
	PLATINUM ASSET MANAGEMENT	25,000	6.14	153,500.00
	SEEK LTD	28,800	13.24	381,312.00
小計	銘柄数:64			90,953,986.46
				(7,412,749,896)
	組入時価比率:2.5%			2.6%
ニュージーランドドル	FLETCHER BUILDING LTD	69,000	6.68	460,920.00
	AUCKLAND INTL AIRPORT LTD	88,110	5.80	511,038.00
	RYMAN HEALTHCARE LTD	35,000	8.15	285,250.00
	SPARK NEW ZEALAND LTD	170,000	3.20	544,850.00
	CONTACT ENERGY LTD	76,000	4.46	338,960.00
	MIGHTY RIVER POWER	60,000	2.73	163,800.00
	MERIDIAN ENERGY LTD	120,000	2.31	277,800.00
小計	銘柄数:7			2,582,618.00
				(195,271,746)
	組入時価比率:0.1%			0.1%
香港ドル	CK HUTCHISON HOLDINGS LTD	253,540	95.05	24,098,977.00
	NWS HOLDINGS LTD	135,500	11.00	1,490,500.00
	CATHAY PACIFIC AIRWAYS	107,000	11.60	1,241,200.00
	MTR CORP	139,500	35.50	4,952,250.00
	TECHTRONIC INDUSTRIES CO	128,000	27.80	3,558,400.00
	LI & FUNG LTD	563,600	4.43	2,496,748.00
	YUE YUEN INDUSTRIAL HLDG	75,000	26.30	1,972,500.00
	GALAXY ENTERTAINMENT GROUP L	223,000	25.00	5,575,000.00
	MGM CHINA HOLDINGS LTD	78,000	9.27	723,060.00
	SANDS CHINA LTD	234,800	26.05	6,116,540.00
	SHANGRI-LA ASIA LTD	108,333	7.15	774,580.95
	SJM HOLDINGS LIMITED	166,000	5.41	898,060.00
	WYNN MACAU LTD	132,400	8.55	1,132,020.00
	WH GROUP LIMITED	590,000	4.32	2,548,800.00
	BANK OF EAST ASIA	107,860	22.75	2,453,815.00
	BOC HONG KONG HOLDINGS LTD	345,500	19.24	6,647,420.00
	HANG SENG BANK	73,000	126.20	9,212,600.00
	FIRST PACIFIC CO	226,000	5.44	1,229,440.00
	HONG KONG EXCHANGES & CLEARING LTD	107,000	169.10	18,093,700.00
	AIA GROUP LTD	1,141,400	38.25	43,658,550.00
	CHEUNG KONG PROPERTY HOLDING	255,540	40.30	10,298,262.00
	HANG LUNG PROPERTIES LTD	213,000	13.48	2,871,240.00
	HENDERSON LAND	111,017	40.55	4,501,739.35
	HYSAN DEVELOPMENT	65,000	29.85	1,940,250.00
	KERRY PROPERTIES	57,000	18.18	1,036,260.00
	NEW WORLD DEVELOPMENT	516,666	6.08	3,141,329.28
	SINO LAND CO.LTD	286,000	10.22	2,922,920.00
	SUN HUNG KAI PROPERTIES	164,000	84.05	13,784,200.00
	SWIRE PACIFIC-A	53,500	72.55	3,881,425.00
	SWIRE PROPERTIES LTD	116,800	19.52	2,279,936.00
	WHARF(HOLDING)	133,000	37.65	5,007,450.00
	WHEELOCK & COMPANY LTD	87,000	29.00	2,523,000.00
	ASM PACIFIC TECHNOLOGY	21,900	59.95	1,312,905.00
	HKT TRUST AND HKT LTD	259,600	10.52	2,730,992.00
	PCCW LTD	386,000	4.68	1,806,480.00
	CHEUNG KONG INFRASTRUCTURE	60,000	75.30	4,518,000.00
	CLP HLDGS	180,500	66.60	12,021,300.00
	POWER ASSETS HOLDINGS LTD	130,000	71.80	9,334,000.00
	HONG KONG & CHINA GAS	662,554	13.78	9,129,994.12
小計	銘柄数:39			233,915,843.70
				(3,424,527,951)
	組入時価比率:1.1%			1.2%
シンガポールドル	SINGAPORE TECH ENGINEERING	141,000	2.74	386,340.00
	KEPPEL CORP.	142,700	5.20	742,040.00
	SEMBCORP INDUSTRIES	99,040	2.53	250,571.20
	SEMBCORP MARINE	72,600	1.62	117,612.00
	YANGZIJIANG SHIPBUILDING	163,000	0.93	151,590.00
	NOBLE GROUP LTD	412,481	0.33	138,181.13
	SINGAPORE AIRLINES LTD	49,040	11.25	551,700.00
	COMFORTDELGRO CORP LTD	207,000	2.96	612,720.00
	GENTING SINGAPORE PLC	614,600	0.70	433,293.00
	SINGAPORE PRESS HOLDINGS	151,000	3.66	552,660.00
	JARDINE CYCLE&CARRIAGE LTD	11,800	39.15	461,970.00
	GOLDEN AGRI-RESOURCES LTD	615,320	0.36	224,591.80
	WILMAR INTERNATIONAL LTD	184,000	3.04	559,360.00
	DBS GROUP HLDGS	166,000	13.60	2,257,600.00
	OCBC-ORD	289,500	7.78	2,252,310.00
	UNITED OVERSEAS BANK	121,500	17.20	2,089,800.00
	SINGAPORE EXCHANGE LTD	77,000	7.10	546,700.00
	CAPITALAND LIMITED	246,000	2.86	703,560.00
	CITY DEVELOPMENTS LTD	37,000	6.91	255,670.00
	GLOBAL LOGISTIC PROPERTIES L	294,000	1.64	483,630.00
	UOL GROUP LIMITED	48,700	5.66	275,642.00
	SINGAPORE TELECOMMUNICATIONS LIMITED	751,000	3.69	2,771,190.00
	STARHUB LTD	53,000	3.56	188,680.00
小計	銘柄数:23			17,007,411.13
				(1,380,321,487)
	組入時価比率:0.5%			0.5%
新シェケル	DELEK GROUP LTD	470	622.00	292,340.00
	ISRAEL CHEMICALS LIMITED	44,000	15.25	671,000.00
	TEVA PHARMACEUTICAL IND LTD	86,100	225.00	19,372,500.00
	BANK HAPOALIM BM	102,000	18.73	1,910,460.00
	BANK LEUMI LE-ISRAEL	138,000	13.05	1,800,900.00
	MIZRAHI TEFAHOT BANK LTD	13,000	43.42	564,460.00
	AZRIELI GROUP	3,100	140.70	436,170.00
	NICE SYSTEMS LTD	5,300	232.30	1,231,190.00
	BEZEQ THE ISRAELI TELECOM CP	186,000	8.52	1,585,092.00
小計	銘柄数:9			27,864,112.00
				(813,353,429)
	組入時価比率:0.3%			0.3%
	合計				287,301,584,379
					(287,301,584,379)

(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 2月18日現在)

種類	通貨	銘柄	券面総額/口数	評価額	備考
投資信託受益証券	米ドル	HUTCHISON PORT HOLDINGS TRUST		216,325.00
	小計	銘柄数:1		216,325.00
				(24,654,560)
		組入時価比率:0.0%		0.3%
	合計			24,654,560
				(24,654,560)
投資証券	米ドル	AMERICAN CAPITAL AGENCY CORP	34,100	608,003.00
		AMERICAN TOWER CORP	39,900	3,438,981.00
		ANNALY CAPITAL MANAGEMENT	91,000	900,900.00
		AVALONBAY COMMUNITIES INC	12,660	2,123,841.60
		BOSTON PROPERTIES	14,300	1,601,171.00
		BRIXMOR PROPERTY GROUP INC	17,300	400,668.00
		CAMDEN PROPERTY TRUST	8,300	609,303.00
		CROWN CASTLE INTL CORP	31,600	2,675,888.00
		DIGITAL REALTY TRUST INC	12,600	1,005,102.00
		DUKE REALTY CORP	31,600	633,264.00
		EQUINIX INC	6,320	1,836,908.00
		EQUITY RESIDENTIAL	34,400	2,491,936.00
		ESSEX PROPERTY TRUST INC	6,300	1,269,891.00
		EXTRA SPACE STORAGE INC	11,000	934,230.00
		FEDERAL REALTY INVS TRUST	6,520	966,198.80
		GENERAL GROWTH PROPERTIES INC	54,400	1,399,168.00
		HCP INC	44,000	1,204,280.00
		HOST HOTELS & RESORTS INC	70,800	1,059,876.00
		IRON MOUNTAIN INC	19,000	552,140.00
		KIMCO REALTY CORP	38,700	1,035,999.00
		LIBERTY PROPERTY TRUST	13,300	378,651.00
		MACERICH CO /THE	12,600	954,954.00
		PLUM CREEK TIMBER CO	17,000	656,370.00
		PROLOGIS INC	49,400	1,850,524.00
		PUBLIC STORAGE	13,790	3,393,856.90
		REALTY INCOME CORP	22,300	1,333,763.00
		REGENCY CENTERS CORP	8,800	622,688.00
		SIMON PROPERTY GROUP INC	29,310	5,484,194.10
		SL GREEN REALTY CORP	9,300	778,317.00
		UDR INC	24,100	810,965.00
		VENTAS INC	30,900	1,559,832.00
		VEREIT INC	88,000	672,320.00
		VORNADO REALTY TRUST	16,000	1,321,920.00
		WELLTOWER INC	32,800	1,854,184.00
		WEYERHAEUSER CO	48,800	1,179,984.00
	小計	銘柄数:35	1,001,200	49,600,271.40
				(5,652,942,931)
		組入時価比率:1.9%		73.6%
	カナダドル	H&R REAL ESTATE INVSTMNT-UTS	13,600	259,760.00
		RIOCAN REAL ESTATE INVST TR	14,400	361,440.00
		SMART REAL ESTATE INVESTMENT TRUST	6,900	213,210.00
	小計	銘柄数:3	34,900	834,410.00
				(69,548,073)
		組入時価比率:0.0%		0.9%
	ユーロ	FONCIERE DES REGIONS	3,100	231,012.00
		GECINA SA	3,400	380,120.00
		ICADE	3,000	187,680.00
		KLEPIERRE	21,200	804,540.00
		UNIBAIL RODAMCO-NA	9,390	2,119,323.00
	小計	銘柄数:5	40,090	3,722,675.00
				(472,519,137)
		組入時価比率:0.2%		6.1%
	英ポンド	BRITISH LAND	94,000	647,190.00
		HAMMERSON PLC	73,000	413,545.00
		INTU PROPERTIES PLC	88,000	254,936.00
		LAND SECURITIES GROUP PLC	73,800	766,044.00
		SEGRO PLC	70,000	301,140.00
	小計	銘柄数:5	398,800	2,382,855.00
				(388,024,108)
		組入時価比率:0.1%		5.0%
	豪ドル	DEXUS PROPERTY GROUP	92,000	674,360.00
		GOODMAN GROUP	163,000	1,046,460.00
		GPT GROUP	165,000	821,700.00
		LENDLEASE GROUP	53,000	680,520.00
MIRVAC GROUP		350,000	647,500.00
SCENTRE GROUP		496,000	2,202,240.00
STOCKLAND TRUST GROUP		230,000	933,800.00
VICINITY CENTRES		306,704	926,246.08
WESTFIELD CORP		187,000	1,800,810.00
小計	銘柄数:9	2,042,704	9,733,636.08
			(793,291,340)
	組入時価比率:0.3%		10.4%
香港ドル	HK ELECTRIC INVESTMENTS -SS	260,000	1,674,400.00
香港ドル	LINK REIT	210,000	9,030,000.00
小計	銘柄数:2	470,000	10,704,400.00
			(156,712,416)
	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	498,420.00
	CAPITALAND COMMERCIAL TRUST	192,000	264,960.00
	CAPITALAND MALL TRUST	219,900	459,591.00
	SUNTEC REIT	243,000	392,445.00
小計	銘柄数:4	867,900	1,615,416.00
			(131,107,162)
	組入時価比率:0.0%		1.7%
	合計			7,664,145,167
				(7,664,145,167)
	合計			7,688,799,727
				(7,688,799,727)

(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 2月18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	5,859,148,520	-	5,887,921,030	28,772,510
市場取引以外の取引
為替予約取引
売建	26,160,200	-	26,210,800	△50,600
米ドル	26,160,200	-	26,210,800	△50,600
合計	-	-	-	28,721,910

(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6期(平成27年2月19日-平成28年2月18日)

開示資料

決算