有報資料

有価証券報告書(内国投資信託受益証券)-第2期(平成26年9月9日-平成27年9月7日)

【提出】: 2015/11/26 9:24
【資料】: PDFをみる
【項目】: 54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27年 9月 7日現在)
資産の部
流動資産
預金	6,300,853,715
コール・ローン	880,320,646
株式	294,265,105,035
投資信託受益証券	32,727,580
投資証券	7,353,204,355
派生商品評価勘定	1,956,645
未収入金	1,939,914
未収配当金	678,196,752
未収利息	1,652
差入委託証拠金	1,110,758,810
流動資産合計	310,625,065,104
資産合計	310,625,065,104
負債の部
流動負債
派生商品評価勘定	202,113,027
未払金	2,386,690,114
未払解約金	28,626,883
その他未払費用	4,371,000
流動負債合計	2,621,801,024
負債合計	2,621,801,024
純資産の部
元本等
元本	152,026,841,971
剰余金
期末剰余金又は期末欠損金(△)	155,976,422,109
元本等合計	308,003,264,080
純資産合計	308,003,264,080
負債純資産合計	310,625,065,104

注記表

(重要な会計方針に係る事項に関する注記)

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

(貸借対照表に関する注記)

平成27年 9月 7日現在
1.	計算期間の末日における1単位当たりの純資産の額
		1口当たり純資産額	2.0260円
		(10,000口当たり純資産額)	(20,260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26年 9月 9日
至平成27年 9月 7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27年 9月 7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27年 9月 7日現在
期首	平成26年 9月 9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	149,619,043,449円
同期中における追加設定元本額	36,363,187,511円
同期中における一部解約元本額	33,955,388,989円
期末元本額	152,026,841,971円
期末元本額の内訳*
バランスセレクト30	57,645,365円
バランスセレクト50	184,032,392円
バランスセレクト70	179,205,217円
野村外国株式インデックスファンド	579,503,455円
野村世界6資産分散投信(安定コース)	2,511,387,840円
野村世界6資産分散投信(分配コース)	10,247,369,468円
野村世界6資産分散投信(成長コース)	5,886,273,802円
野村資産設計ファンド2015	40,914,737円
野村資産設計ファンド2020	43,373,948円
野村資産設計ファンド2025	49,359,636円
野村資産設計ファンド2030	48,330,461円
野村資産設計ファンド2035	35,735,149円
野村資産設計ファンド2040	120,162,994円
野村外国株インデックス(野村投資一任口座向け)	12,914,141,471円
のむラップ・ファンド(保守型)	601,707,244円
のむラップ・ファンド(普通型)	3,883,505,312円
のむラップ・ファンド(積極型)	3,697,408,298円
野村資産設計ファンド2045	11,012,487円
野村インデックスファンド・外国株式	1,996,260,218円
マイ・ロード	1,281,294,365円
ネクストコア	80,680,663円
野村インデックスファンド・海外5資産バランス	78,324,450円
野村外国株インデックス(野村SMA・EW向け)	260,980,253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)	967,133,223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)	473,299,814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)	10,048,539,234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)	3,983,669,016円
ワールド・インデックス・ファンドVA安定型(適格機関投資家専用)	9,338,201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)	35,688,307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)	31,740,535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)	132,494,005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)	1,448,646,721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)	555,636,061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)	245,066,568円
野村グローバル・インデックス・バランス25VA(適格機関投資家専用)	32,823,794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)	271,126,357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)	4,857,615,980円
野村世界バランス25VA(適格機関投資家専用)	616,715,482円
野村MSCI-KOKUSAIインデックスファンド(適格機関投資家専用)	2,474,779,371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)	32,181,211円
バランスセレクト30(確定拠出年金向け)	3,119,240円
バランスセレクト50(確定拠出年金向け)	14,765,494円
バランスセレクト70(確定拠出年金向け)	13,436,622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)	54,750,065,750円
マイバランス30(確定拠出年金向け)	1,199,372,737円
マイバランス50(確定拠出年金向け)	4,903,223,820円
マイバランス70(確定拠出年金向け)	5,620,759,417円
マイバランスDC30	626,697,484円
マイバランスDC50	1,074,870,386円
マイバランスDC70	830,575,237円
野村DC外国株式インデックスファンド・MSCI-KOKUSAI	11,892,427,989円
野村DC運用戦略ファンド	88,584,079円
野村DC運用戦略ファンドM	296,032円
野村DC運用戦略ファンドA	1,165,069円
マイターゲット2050(確定拠出年金向け)	2,182,183円
マイターゲット2030(確定拠出年金向け)	94,510円
マイターゲット2040(確定拠出年金向け)	102,817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27年 9月 7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	38,600	53.26	2,055,836.00
		CAMERON INTERNATIONAL CORP	16,800	65.55	1,101,240.00
		CORE LABORATORIES N.V.	3,830	115.88	443,820.40
		ENSCO PLC-CL A	19,900	15.72	312,828.00
		FMC TECHNOLOGIES INC	20,500	33.20	680,600.00
		HALLIBURTON CO	77,000	36.85	2,837,450.00
		HELMERICH & PAYNE	9,600	52.25	501,600.00
		NABORS INDUSTRIES INC	26,100	10.11	263,871.00
		NATIONAL OILWELL VARCO INC	35,000	40.44	1,415,400.00
		OCEANEERING INTL INC	8,300	41.66	345,778.00
		SCHLUMBERGER LTD	114,300	75.00	8,572,500.00
		WEATHERFORD INTERNATIONAL PLC	68,400	9.78	668,952.00
		ANADARKO PETE	45,900	68.34	3,136,806.00
		ANTERO RESOURCES CORP	7,400	25.27	186,998.00
		APACHE CORPORATION	33,600	42.50	1,428,000.00
		CABOT OIL & GAS CORP	37,100	22.78	845,138.00
		CHENIERE ENERGY INC	20,600	56.10	1,155,660.00
		CHESAPEAKE ENERGY CORP	51,600	7.27	375,132.00
		CHEVRON CORP	169,200	76.67	12,972,564.00
		CIMAREX ENERGY CO	8,280	107.28	888,278.40
		COBALT INTERNATIONAL ENERGY	23,600	7.62	179,832.00
		COLUMBIA PIPELINE GROUP	29,500	24.22	714,490.00
		CONCHO RESOURCES INC	10,630	104.47	1,110,516.10
		CONOCOPHILLIPS	111,200	47.20	5,248,640.00
		CONSOL ENERGY INC	19,800	13.40	265,320.00
		CONTINENTAL RESOURCES INC/OK	8,000	30.72	245,760.00
		DEVON ENERGY CORP	34,700	40.14	1,392,858.00
		ENERGEN CORP	6,800	50.13	340,884.00
		EOG RESOURCES INC	49,600	76.89	3,813,744.00
		EQT CORP	13,400	73.16	980,344.00
		EXXON MOBIL CORP	375,800	72.46	27,230,468.00
		HESS CORP	23,000	56.35	1,296,050.00
		HOLLYFRONTIER CORP	16,600	46.42	770,572.00
		KINDER MORGAN INC	166,200	30.77	5,113,974.00
		MARATHON OIL CORP	59,300	16.36	970,148.00
		MARATHON PETROLEUM CORP	49,300	46.34	2,284,562.00
		MURPHY OIL CORP	15,000	28.64	429,600.00
		NOBLE ENERGY INC	37,700	30.73	1,158,521.00
		OCCIDENTAL PETE CORP	69,300	69.65	4,826,745.00
		ONEOK INC	18,300	35.40	647,820.00
		PHILLIPS 66	49,000	77.20	3,782,800.00
		PIONEER NATURAL RESOURCES CO	13,290	118.38	1,573,270.20
		RANGE RESOURCES CORP	15,000	36.50	547,500.00
		SOUTHWESTERN ENERGY CO	33,600	15.36	516,096.00
		SPECTRA ENERGY CORP	59,700	27.87	1,663,839.00
		TESORO CORP	11,300	92.02	1,039,826.00
		VALERO ENERGY CORP	45,300	58.46	2,648,238.00
		WHITING PETROLEUM CORP	17,800	18.52	329,656.00
		WILLIAMS COS	64,400	46.42	2,989,448.00
		AIR PRODUCTS	18,130	135.90	2,463,867.00
		AIRGAS INC	5,900	93.53	551,827.00
		ALBEMARLE CORP	9,600	42.43	407,328.00
		ASHLAND INC	5,900	100.82	594,838.00
		AXALTA COATING SYSTEMS LTD	12,500	28.48	356,000.00
		CELANESE CORP-SERIES A	13,800	58.97	813,786.00
		CF INDUSTRIES HOLDINGS INC	21,450	55.48	1,190,046.00
		DOW CHEM CO	104,100	42.08	4,380,528.00
		DU PONT E I DE NEMOURS	81,700	48.60	3,970,620.00
		EASTMAN CHEMICAL CO.	13,400	69.53	931,702.00
		ECOLAB INC	24,300	106.54	2,588,922.00
		FMC CORP	11,800	41.48	489,464.00
		INTERNATIONAL FLAVORS & FRAGRANCE	7,300	106.95	780,735.00
		LYONDELLBASELL INDU-CL A	36,400	80.25	2,921,100.00
		MONSANTO CO	43,000	95.75	4,117,250.00
	MOSAIC CO/THE	29,400	39.67	1,166,298.00
	PPG INDUSTRIES	24,700	93.31	2,304,757.00
	PRAXAIR INC	26,100	101.44	2,647,584.00
	SHERWIN-WILLIAMS	7,010	253.86	1,779,558.60
	SIGMA-ALDRICH	10,630	139.46	1,482,459.80
	WESTLAKE CHEMICAL CORP	4,100	50.66	207,706.00
	MARTIN MARIETTA MATERIALS	5,100	166.46	848,946.00
	VULCAN MATERIALS CO	11,700	95.31	1,115,127.00
	AVERY DENNISON CORP	8,300	57.44	476,752.00
	BALL CORP	11,700	64.01	748,917.00
	CROWN HOLDINGS INC	12,100	48.72	589,512.00
	PACKAGING CORP OP AMERICA	8,500	64.57	548,845.00
	SEALED AIR CORP	18,700	50.50	944,350.00
	WESTROCK CO	23,220	57.35	1,331,667.00
	ALCOA INC	115,000	9.49	1,091,350.00
	FREEPORT-MCMORAN INC	92,900	9.71	902,059.00
	NEWMONT MINING CORP HOLDINGS CO	47,000	15.70	737,900.00
	NUCOR CORP	28,100	41.67	1,170,927.00
	IP(INTERNATIONAL PAPER CO)	35,800	41.70	1,492,860.00
	B/E AEROSPACE INC	9,000	48.76	438,840.00
	BOEING CO	59,170	129.76	7,677,899.20
	GENERAL DYNAMICS	25,260	141.18	3,566,206.80
	HONEYWELL INTERNATIONAL	66,900	96.59	6,461,871.00
	L-3 COMMUNICATIONS HLDGS	7,300	104.63	763,799.00
	LOCKHEED MARTIN	24,260	202.62	4,915,561.20
	NORTHROP GRUMMAN CORP	16,600	162.30	2,694,180.00
	PRECISION CASTPARTS CORP	12,390	229.59	2,844,620.10
	RAYTHEON COMPANY	27,600	102.87	2,839,212.00
	ROCKWELL COLLINS INC	12,200	81.86	998,692.00
	TEXTRON INC	24,900	38.65	962,385.00
	TRANSDIGM GROUP INC	4,740	226.39	1,073,088.60
	UNITED TECHNOLOGIES	76,200	90.68	6,909,816.00
	FORTUNE BRANDS HOME & SECURITY INC	14,800	48.79	722,092.00
	MASCO CORP	31,000	26.23	813,130.00
	CHICAGO BRIDGE & IRON-NY SHR	8,400	43.09	361,956.00
	FLUOR CORP	13,100	43.66	571,946.00
	JACOBS ENGINEERING GROUP INC	11,000	39.43	433,730.00
	QUANTA SERVICES INC	18,600	23.69	440,634.00
	ACUITY BRANDS INC	4,020	195.68	786,633.60
	AMETEK INC	21,300	51.93	1,106,109.00
	EATON CORP PLC	41,500	55.05	2,284,575.00
	EMERSON ELEC	60,200	45.82	2,758,364.00
	ROCKWELL AUTOMATION INC	11,900	106.26	1,264,494.00
	SENSATA TECHNOLOGIES HOLDING	14,900	45.38	676,162.00
	3M CORP	57,130	139.84	7,989,059.20
	DANAHER CORP	55,300	85.59	4,733,127.00
	GENERAL ELEC CO	905,800	24.00	21,739,200.00
	ROPER TECHNOLOGIES INC	8,930	156.28	1,395,580.40
	AGCO CORP	6,600	47.57	313,962.00
	CATERPILLAR INC DEL	51,800	73.10	3,786,580.00
	CUMMINS INC	15,400	118.00	1,817,200.00
	DEERE & COMPANY	28,400	79.22	2,249,848.00
	DOVER CORP	14,500	58.66	850,570.00
	FLOWSERVE CORP	12,300	42.51	522,873.00
	ILLINOIS TOOL WORKS INC	29,700	81.76	2,428,272.00
	INGERSOLL-RAND PLC	23,500	52.84	1,241,740.00
	PACCAR	31,500	56.84	1,790,460.00
	PARKER HANNIFIN CORP	12,700	103.80	1,318,260.00
	PENTAIR PLC	16,400	53.19	872,316.00
	SNAP-ON INC	5,180	154.40	799,792.00
	STANLEY BLACK & DECKER INC	13,600	97.79	1,329,944.00
	WABCO HOLDINGS INC	4,800	112.29	538,992.00
	WABTEC CORP	8,600	91.40	786,040.00
	XYLEM INC	17,000	31.68	538,560.00
	FASTENAL CO	24,700	37.50	926,250.00
	GRAINGER(W.W.) INC	5,360	218.40	1,170,624.00
	UNITED RENTALS INC	8,600	66.08	568,288.00
	ADT CORP/THE	15,800	31.43	496,594.00
	CINTAS CORP	8,900	83.75	745,375.00
	REPUBLIC SERVICES INC-CL A	21,900	40.11	878,409.00
	STERICYCLE INC	7,550	141.56	1,068,778.00
	TYCO INTERNATIONAL PLC	37,600	35.41	1,331,416.00
	WASTE MANAGEMENT INC	40,900	49.93	2,042,137.00
	C.H.ROBINSON WORLDWIDE INC	12,800	67.70	866,560.00
	EXPEDITORS INTERNATIONAL WASH INC	17,300	47.86	827,978.00
	FEDEX CORPORATION	24,360	148.61	3,620,139.60
	UNITED PARCEL SERVICE-CL B	63,200	95.30	6,022,960.00
	AMERICAN AIRLINES GROUP INC	15,400	40.60	625,240.00
	DELTA AIR LINES INC	17,900	45.40	812,660.00
	SOUTHWEST AIRLINES	15,300	37.23	569,619.00
	UNITED CONTINENTAL HOLDINGS INC	8,300	56.69	470,527.00
	CSX CORP	89,600	26.85	2,405,760.00
	HERTZ GLOBAL HOLDINGS INC	34,600	17.61	609,306.00
	HUNT J B TRANSPORT SVCS INC	8,700	74.67	649,629.00
	KANSAS CITY SOUTHERN	9,700	90.34	876,298.00
	NORFOLK SOUTHERN CORP	27,100	76.53	2,073,963.00
	UNION PAC CORP	79,200	84.78	6,714,576.00
	AUTOLIV INC	8,000	99.42	795,360.00
	BORGWARNER INC	20,100	42.56	855,456.00
	DELPHI AUTOMOTIVE PLC	25,600	72.01	1,843,456.00
	GOODYEAR TIRE & RUBBER CO	23,300	29.22	680,826.00
	JOHNSON CONTROLS INC	59,400	39.68	2,356,992.00
	LEAR CORP	7,200	101.09	727,848.00
	FORD MOTOR COMPANY	334,800	13.56	4,539,888.00
	GENERAL MOTORS CO	130,700	28.88	3,774,616.00
	HARLEY-DAVIDSON INC	19,000	54.78	1,040,820.00
	TESLA MOTORS INC	8,610	241.93	2,083,017.30
	DR HORTON INC	29,300	30.39	890,427.00
	GARMIN LTD	10,200	36.50	372,300.00
	HARMAN INTERNATIONAL	6,300	95.94	604,422.00
	JARDEN CORP	17,400	50.90	885,660.00
	LEGGETT & PLATT INC	12,300	42.95	528,285.00
	LENNAR CORP-A	15,600	50.41	786,396.00
	MOHAWK INDUSTRIES	5,700	197.50	1,125,750.00
	NEWELL RUBBERMAID INC	24,100	41.73	1,005,693.00
	PULTEGROUP INC	29,500	20.24	597,080.00
	TOLL BROTHERS INC	14,700	36.77	540,519.00
	WHIRLPOOL CORP	6,990	163.87	1,145,451.30
	HASBRO INC	10,100	75.37	761,237.00
	MATTEL INC	30,100	22.82	686,882.00
	POLARIS INDUSTRIES INC	5,610	130.15	730,141.50
	COACH INC	24,300	29.16	708,588.00
	HANESBRANDS INC	35,900	29.57	1,061,563.00
	LULULEMON ATHLETICA INC	9,800	65.68	643,664.00
	MICHAEL KORS HOLDINGS LTD	17,600	43.94	773,344.00
	NIKE INC-B	61,500	109.69	6,745,935.00
	PVH CORP	7,600	116.89	888,364.00
	RALPH LAUREN CORPORATION	5,230	108.98	569,965.40
	UNDER ARMOUR INC-CLASS A	15,900	95.00	1,510,500.00
	V F CORP	30,700	70.73	2,171,411.00
	ARAMARK	20,200	30.95	625,190.00
	CARNIVAL CORP	37,000	48.93	1,810,410.00
	CHIPOTLE MEXICAN GRILL INC	2,760	719.23	1,985,074.80
	DARDEN RESTAURANTS INC	10,100	68.78	694,678.00
	HILTON WORLDWIDE HOLDINGS IN	43,900	24.60	1,079,940.00
	LAS VEGAS SANDS CORP	35,600	47.57	1,693,492.00
	MARRIOTT INTERNATIONAL-CLA	19,400	70.02	1,358,388.00
	MCDONALD'S CORP	86,300	94.85	8,185,555.00
	MGM RESORTS INTERNATIONAL	40,000	20.48	819,200.00
	NORWEGIAN CRUISE LINE HOLDIN	14,100	57.19	806,379.00
	ROYAL CARIBBEAN CRUISES LTD	15,600	88.54	1,381,224.00
	STARBUCKS CORP	135,100	54.28	7,333,228.00
	STARWOOD HOTELS & RESORTS	15,400	70.42	1,084,468.00
	WYNDHAM WORLDWIDE CORP	10,900	76.20	830,580.00
	WYNN RESORTS LTD	6,950	73.07	507,836.50
	YUM BRANDS INC	39,100	78.89	3,084,599.00
	CABLEVISION SYSTEMS-NY GRP-A	17,700	27.44	485,688.00
	CBS CORP-CL B	40,500	42.92	1,738,260.00
	CHARTER COMMUNICATION-A	7,470	183.02	1,367,159.40
	COMCAST CORP SPECIAL CL-A	36,400	56.78	2,066,792.00
	COMCAST CORP-CL A	191,100	55.78	10,659,558.00
	DISCOVERY COMMUNICATIONS INC	12,500	26.73	334,125.00
	DISCOVERY COMMUNICATIONS-C	24,600	25.23	620,658.00
	DISH NETWORK CORP-A	20,000	58.93	1,178,600.00
	DISNEY (WALT) CO	145,000	100.97	14,640,650.00
	INTERPUBRIC GROUP	36,900	18.83	694,827.00
	LIBERTY GLOBAL PLC -SERIES C	55,100	43.81	2,413,931.00
	LIBERTY GLOBAL PLC-A	22,400	47.20	1,057,280.00
	LIBERTY MEDIA CORP-A	8,170	37.07	302,861.90
	LIBERTY MEDIA CORP-C	17,940	35.99	645,660.60
	NEWS CORP/NEW-CL A-W/I	33,600	12.82	430,752.00
	OMNICOM GROUP	21,700	66.04	1,433,068.00
	SCRIPPS NETWORKS INTER-CL A	7,100	52.87	375,377.00
	SIRIUS XM HOLDINGS INC	222,000	3.78	839,160.00
	TEGNA INC	18,700	22.93	428,791.00
	TIME WARNER CABLE-A	25,520	187.83	4,793,421.60
	TIME WARNER INC	74,400	70.01	5,208,744.00
	TWENTY-FIRST CENTURY FOX INC	112,700	26.47	2,983,169.00
	TWENTY-FIRST CENTURY FOX INC CLASS B	39,000	26.92	1,049,880.00
	VIACOM INC-CLASS B	30,900	43.34	1,339,206.00
	GENUINE PARTS CO	13,600	80.92	1,100,512.00
	LKQ CORP	28,100	29.81	837,661.00
	AMAZON.COM INC	35,590	499.00	17,759,410.00
	EXPEDIA INC	9,200	111.23	1,023,316.00
	LIBERTY INTERACTIVE CORPORATION QVC GR-A	39,400	27.27	1,074,438.00
	NETFLIX INC	36,400	98.79	3,595,956.00
	PRICELINE GROUP INC/THE	4,670	1,245.25	5,815,317.50
	TRIPADVISOR INC	10,300	67.21	692,263.00
	DOLLAR GENERAL CORP	27,000	72.56	1,959,120.00
	DOLLAR TREE INC	19,936	68.09	1,357,442.24
	KOHLS CORP	18,100	50.47	913,507.00
	MACYS INC	30,700	58.40	1,792,880.00
	NORDSTROM INC	12,800	72.90	933,120.00
	TARGET CORP	54,800	76.42	4,187,816.00
	ADVANCE AUTO PARTS	6,500	172.13	1,118,845.00
	AUTONATION INC	6,200	57.35	355,570.00
	AUTOZONE	2,840	717.70	2,038,268.00
	BED BATH & BEYOND	15,600	62.09	968,604.00
	BEST BUY COMPANY INC	28,300	36.62	1,036,346.00
	CARMAX INC	18,400	60.02	1,104,368.00
	DICK S SPORTING GOODS INC	8,300	49.95	414,585.00
	FOOT LOCKER INC	12,300	70.81	870,963.00
	GAMESTOP CORP-CLASS A	10,000	41.25	412,500.00
	GAP INC	22,900	32.41	742,189.00
	HOME DEPOT	116,900	114.42	13,375,698.00
	L BRANDS, INC	22,100	90.38	1,997,398.00
	LOWES COS INC	85,400	67.80	5,790,120.00
	OREILLY AUTOMOTIVE INC,	9,050	234.65	2,123,582.50
	ROSS STORES INC	36,900	48.44	1,787,436.00
	SIGNET JEWELERS LTD	6,780	136.53	925,673.40
	STAPLES INC	56,900	13.60	773,840.00
	TIFFANY & CO	11,900	80.31	955,689.00
	TJX COS INC	61,400	70.76	4,344,664.00
	TRACTOR SUPPLY COMPANY	12,100	83.19	1,006,599.00
	ULTA SALON COSMETICS & FRAGR	5,630	157.70	887,851.00
	URBAN OUTFITTERS INC	9,600	31.10	298,560.00
	COSTCO WHOLESALE CORPORATION	39,670	138.48	5,493,501.60
	CVS HEALTH CORP	101,600	100.12	10,172,192.00
	KROGER CO	84,300	34.07	2,872,101.00
	RITE AID CORP	88,000	8.20	721,600.00
	SYSCO CORP	53,900	39.57	2,132,823.00
	WAL-MART STORES INC	145,200	63.89	9,276,828.00
	WALGREENS BOOTS ALLIANCE INC	78,600	87.43	6,871,998.00
	WHOLE FOODS MARKET INC	32,300	32.02	1,034,246.00
	BROWN-FORMAN CORP-CL B	10,700	95.21	1,018,747.00
	COCA COLA CO	372,400	38.52	14,344,848.00
	COCA COLA ENTERPRISES	19,700	49.99	984,803.00
	CONSTELLATION BRANDS INC-A	15,200	127.52	1,938,304.00
	DR PEPPER SNAPPLE GROUP INC	17,000	75.77	1,288,090.00
	MOLSON COORS BREWING CO-B	13,500	67.27	908,145.00
	MONSTER BEVERAGE CORP	13,010	134.24	1,746,462.40
	PEPSICO INC	132,800	90.92	12,074,176.00
	ARCHER DANIELS MIDLAND	55,800	42.90	2,393,820.00
	BUNGE LIMITED	12,800	70.04	896,512.00
	CAMPBELL SOUP CO	16,600	47.94	795,804.00
	CONAGRA INC	38,000	41.23	1,566,740.00
	GENERAL MILLS	53,100	56.59	3,004,929.00
	HERSHEY CO/THE	13,300	89.72	1,193,276.00
	HORMEL FOODS CORP	13,100	60.67	794,777.00
	JM SMUCKER CO/THE-NEW	9,000	115.61	1,040,490.00
	KELLOGG CO	23,500	66.58	1,564,630.00
	KEURIG GREEN MOUNTAIN INC	10,600	58.38	618,828.00
	KRAFT HEINZ CO/THE	53,800	70.57	3,796,666.00
	MCCORMICK & CO INC.	10,100	78.77	795,577.00
	MEAD JOHNSON NUTRITION CO	18,000	75.57	1,360,260.00
	MONDELEZ INTERNATIONAL INC	146,600	42.57	6,240,762.00
	TYSON FOODS INC-CL A	27,900	42.13	1,175,427.00
	WHITEWAVE FOODS CO - CL A	16,200	45.40	735,480.00
	ALTRIA GROUP INC	177,000	52.38	9,271,260.00
	PHILIP MORRIS INTERNATIONAL	139,400	77.29	10,774,226.00
	REYNOLDS AMERICAN INC	75,600	41.82	3,161,592.00
	CHURCH & DWIGHT CO INC	11,700	84.93	993,681.00
	CLOROX CO	11,700	109.60	1,282,320.00
	COLGATE PALMOLIVE CO.	77,500	61.46	4,763,150.00
	KIMBERLY-CLARK CORP	32,900	103.52	3,405,808.00
	PROCTER & GAMBLE CO	244,000	68.76	16,777,440.00
	EDGEWELL PERSONAL CARE CO	5,500	84.38	464,090.00
	ESTEE LAUDER COMPANIES-CL A	20,500	77.35	1,585,675.00
	ABBOTT LABORATORIES	134,200	43.07	5,779,994.00
	BARD (C R)	6,590	187.93	1,238,458.70
	BAXTER INTERNATIONAL INC.	48,300	36.14	1,745,562.00
	BECTON,DICKINSON	18,970	134.32	2,548,050.40
	BOSTON SCIENTIFIC CORP	121,800	16.24	1,978,032.00
	DENTSPLY INTERNATIONAL INC	12,400	51.20	634,880.00
	EDWARDS LIFESCIENCES CORP	9,660	136.09	1,314,629.40
	HOLOGIC INC	21,600	38.53	832,248.00
	INTUITIVE SURGICAL INC	3,280	508.40	1,667,552.00
	MEDTRONIC PLC	127,500	68.98	8,794,950.00
	RESMED INC	12,200	51.17	624,274.00
	ST JUDE MEDICAL INC	25,100	69.64	1,747,964.00
	STRYKER CORP	30,800	95.34	2,936,472.00
	THE COOPER COMPANIES, INC.	4,290	150.87	647,232.30
	VARIAN MEDICAL SYSTEMS INC	8,800	79.20	696,960.00
	ZIMMER BIOMET HOLDINGS INC	15,400	100.46	1,547,084.00
	AETNA INC	31,600	113.47	3,585,652.00
	AMERISOURCEBERGEN CORP	18,500	98.99	1,831,315.00
	ANTHEM INC	23,920	142.05	3,397,836.00
	CARDINAL HEALTH INC	29,400	80.55	2,368,170.00
	CENTENE CORP	9,700	59.95	581,515.00
	CIGNA CORP	23,280	139.38	3,244,766.40
	DAVITA HEALTHCARE PARTNERS INC	15,300	74.55	1,140,615.00
	ENVISION HEALTHCARE HOLDINGS	16,500	40.60	669,900.00
	EXPRESS SCRIPTS HOLDING INC-COMMON	65,700	83.10	5,459,670.00
	HCA HOLDINGS INC	29,800	85.41	2,545,218.00
	HENRY SCHEIN INC	7,440	133.27	991,528.80
	HUMANA INC	13,310	181.52	2,416,031.20
	LABORATORY CRP OF AMER HLDGS	8,900	116.39	1,035,871.00
	MCKESSON CORP	20,910	192.82	4,031,866.20
	PATTERSON COS INC	7,500	44.68	335,100.00
	QUEST DIAGNOSTICS INC	12,600	65.17	821,142.00
	UNITEDHEALTH GROUP INC	85,700	112.36	9,629,252.00
	UNIVERSAL HEALTH SERVICES-B	8,160	135.02	1,101,763.20
	ALEXION PHARMACEUTICALS INC	20,260	171.98	3,484,314.80
	ALKERMES PLC	13,000	64.58	839,540.00
	ALNYLAM PHARMACEUTICALS INC	6,700	97.80	655,260.00
	AMGEN INC	68,430	147.02	10,060,578.60
	BAXALTA INC	48,200	36.08	1,739,056.00
	BIOGEN INC	21,200	302.26	6,407,912.00
	BIOMARIN PHARMACEUTICAL INC	14,600	126.51	1,847,046.00
	CELGENE CORP	71,400	117.39	8,381,646.00
	GILEAD SCIENCES INC	132,200	102.06	13,492,332.00
	INCYTE CORP	14,300	115.88	1,657,084.00
	ISIS PHARMACEUTICALS INC	10,900	52.10	567,890.00
	MEDIVATION INC	7,100	88.38	627,498.00
	PUMA BIOTECHNOLOGY INC	2,480	90.15	223,572.00
	REGENERON PHARMACEUTICALS	6,870	499.99	3,434,931.30
	UNITED THERAPEUTICS CORP	4,020	149.21	599,824.20
	VERTEX PHARMACEUTICALS	22,100	126.99	2,806,479.00
	ABBVIE INC	154,800	59.77	9,252,396.00
	ALLERGAN PLC	35,320	293.74	10,374,896.80
	BRISTOL MYERS SQUIBB	150,100	57.30	8,600,730.00
	ELI LILLY & CO.	90,100	80.32	7,236,832.00
	ENDO INTERNATIONAL PLC	18,000	73.00	1,314,000.00
	JAZZ PHARMACEUTICALS PLC	5,460	162.18	885,502.80
	JOHNSON & JOHNSON	249,300	91.31	22,763,583.00
	MALLINCKRODT PLC	10,400	82.86	861,744.00
	MERCK & CO INC	254,100	51.59	13,109,019.00
	MYLAN NV	37,000	48.05	1,777,850.00
	PERRIGO CO PLC	13,000	178.80	2,324,400.00
	PFIZER INC	553,700	31.37	17,369,569.00
	ZOETIS INC	43,200	44.01	1,901,232.00
	BANK OF AMERICA CORP	944,600	15.65	14,782,990.00
	BB&T CORPORATION	69,300	35.87	2,485,791.00
	CIT GROUP INC	15,500	41.75	647,125.00
	CITIGROUP	272,900	50.59	13,806,011.00
	CITIZENS FINANCIAL GROUP	37,800	24.09	910,602.00
	COMERICA INC	15,900	42.13	669,867.00
	FIFTH THIRD BANCORP	73,700	19.22	1,416,514.00
	FIRST REPUBLIC BANK/CA	12,600	60.18	758,268.00
	HUNTINGTON BANCSHARES INC	75,000	10.54	790,875.00
	JPMORGAN CHASE & CO	333,600	61.50	20,516,400.00
	KEYCORP	76,500	13.27	1,015,155.00
	M & T BANK CORP	10,700	117.06	1,252,542.00
	PEOPLES UNITED FINANCIAL INC	27,000	15.07	406,890.00
	PNC FINANCIAL	46,800	87.66	4,102,488.00
	REGIONS FINANCIAL CORP	120,000	9.26	1,111,200.00
	SUNTRUST BKS INC.	46,600	38.81	1,808,546.00
	US BANCORP	159,800	40.55	6,479,890.00
	WELLS FARGO CO	439,700	51.29	22,552,213.00
	BERKSHIRE HATHAWAY INC CL B	104,890	129.64	13,597,939.60
	CME GROUP INC	29,000	92.43	2,680,470.00
	INTERCONTINENTAL EXCHANGE INC	10,100	226.79	2,290,579.00
	LEUCADIA NATIONAL CORP	29,200	20.32	593,344.00
	MCGRAW HILL FINANCIAL INC	24,300	93.18	2,264,274.00
	MOODYS CORP	16,200	99.20	1,607,040.00
	NASDAQ OMX GROUP/THE	11,100	50.30	558,330.00
	VOYA FINANCIAL INC	21,100	41.44	874,384.00
	ACE LTD	29,600	100.16	2,964,736.00
	AFLAC INC	38,700	56.39	2,182,293.00
	ALLEGHANY CORP	1,410	459.70	648,177.00
	ALLSTATE CORP	36,700	57.04	2,093,368.00
	AMERICAN INTL GROUP	120,100	58.08	6,975,408.00
	AON PLC	25,600	90.29	2,311,424.00
	ARCH CAPITAL GROUP LTD	11,400	68.33	778,962.00
	ARTHUR J GALLAGHER & CO	14,900	41.67	620,883.00
	ASSURANT INC	6,200	72.44	449,128.00
	AXIS CAPITAL HOLDINGS LTD	9,000	54.02	486,180.00
	CHUBB CORP	20,500	119.96	2,459,180.00
	CINCINNATI FINANCIAL CORP	13,700	51.91	711,167.00
	EVEREST RE GROUP LTD	4,020	172.95	695,259.00
	FNF GROUP	22,800	35.91	818,748.00
	HARTFORD FINANCIAL SERVICES	38,200	44.72	1,708,304.00
	LINCOLN NATIONAL CORP	22,300	48.40	1,079,320.00
	LOEWS CORP	26,900	36.09	970,821.00
	MARSH & MCLENNAN COS	47,900	51.99	2,490,321.00
	METLIFE INC	85,600	47.86	4,096,816.00
	PARTNERRE LTD	4,100	138.15	566,415.00
	PRINCIPAL FINANCIAL GROUP	26,200	47.57	1,246,334.00
	PROGRESSIVE CO	52,100	29.47	1,535,387.00
	PRUDENTIAL FINANCIAL INC	40,400	77.10	3,114,840.00
	RENAISSANCERE HOLDINGS LTD	4,000	100.87	403,480.00
	TORCHMARK CORP	11,250	56.90	640,125.00
	TRAVELERS COS INC/THE	28,900	97.76	2,825,264.00
	UNUM GROUP	22,700	32.25	732,075.00
	WILLIS GROUP HOLDINGS PLC	14,000	42.26	591,640.00
	WR BERKLEY CORP	8,900	53.15	473,035.00
	XL GROUP PLC	28,200	36.55	1,030,710.00
	CBRE GROUP INC	27,600	31.79	877,404.00
	JONES LANG LASALLE INC	3,870	144.23	558,170.10
	REALOGY HOLDINGS CORP	13,000	39.64	515,320.00
	AKAMAI TECHNOLOGIES	15,900	72.58	1,154,022.00
	EBAY INC	97,200	26.48	2,573,856.00
	FACEBOOK INC-A	192,100	88.26	16,954,746.00
	GOOGLE INC-CL A	25,920	628.96	16,302,643.20
	GOOGLE INC-CL C	27,730	600.70	16,657,411.00
	LINKEDIN CORP - A	9,800	180.43	1,768,214.00
	RACKSPACE HOSTING INC	10,200	30.52	311,304.00
	TWITTER INC	43,600	28.15	1,227,340.00
	VERISIGN INC	9,600	67.13	644,448.00
	YAHOO! INC	80,800	31.58	2,551,664.00
	ZILLOW GROUP INC - A	4,300	26.15	112,445.00
	ZILLOW GROUP INC - C	8,600	25.07	215,602.00
	ACCENTURE PLC-CL A	56,500	94.45	5,336,425.00
	ALLIANCE DATA SYSTEMS CORP	5,610	250.50	1,405,305.00
	AUTOMATIC DATA PROCESS	42,500	76.15	3,236,375.00
	COGNIZANT TECH SOLUTIONS CORP	55,200	61.75	3,408,600.00
	COMPUTER SCIENCE	12,600	60.59	763,434.00
	FIDELITY NATIONAL INFORMATION	25,400	67.06	1,703,324.00
	FISERV INC	21,300	84.11	1,791,543.00
	FLEETCOR TECHNOLOGIES INC	7,010	148.34	1,039,863.40
	GARTNER INC	7,500	84.17	631,275.00
	INTERNATIONAL BUSINESS MACHINES	84,170	143.70	12,095,229.00
	MASTERCARD INC-CLASS A	90,500	90.53	8,192,965.00
	PAYCHEX INC	28,800	44.31	1,276,128.00
	PAYPAL HOLDINGS INC	98,500	34.29	3,377,565.00
	TERADATA CORP	13,200	28.42	375,144.00
	TOTAL SYSTEM SERVICES INC	15,200	44.88	682,176.00
	VANTIV INC - CL A	12,700	44.63	566,801.00
	VISA INC-CLASS A SHARES	176,100	69.16	12,179,076.00
	WESTERN UNION CO	46,300	18.25	844,975.00
	XEROX CORP	95,000	9.91	941,450.00
	ACTIVISION BLIZZARD INC	45,200	28.10	1,270,120.00
	ADOBE SYSTEMS INC.	45,200	76.89	3,475,428.00
	ANSYS INC	7,800	89.72	699,816.00
	AUTODESK INC.	20,200	45.37	916,474.00
	CA INC	28,900	27.07	782,323.00
	CDK GLOBAL INC	11,800	48.39	571,002.00
	CITRIX SYSTEMS INC	14,300	67.89	970,827.00
	ELECTRONIC ARTS	28,000	66.37	1,858,360.00
	FIREEYE INC	9,400	36.48	342,912.00
	INTUIT INC	23,800	85.13	2,026,094.00
	MICROSOFT CORP	690,700	42.61	29,430,727.00
	NETSUITE INC	3,300	86.15	284,295.00
	NUANCE COMMUNICATIONS INC	24,300	16.25	394,875.00
	ORACLE CORPORATION	314,400	36.27	11,403,288.00
	RED HAT INC	16,400	68.66	1,126,024.00
	SALESFORCE.COM INC	56,300	67.13	3,779,419.00
	SERVICENOW INC	13,000	69.79	907,270.00
	SPLUNK INC	11,600	58.27	675,932.00
	SYMANTEC CORP	60,100	19.65	1,180,965.00
	SYNOPSYS INC	13,800	46.60	643,080.00
	TABLEAU SOFTWARE INC-CL A	4,400	94.68	416,592.00
	VMWARE INC - CLASS A	7,400	79.55	588,670.00
	WORKDAY INC-CLASS A	9,500	70.09	665,855.00
	CISCO SYSTEMS	457,600	25.52	11,677,952.00
	F5 NETWORKS INC	6,500	118.84	772,460.00
	HARRIS CORP	11,400	73.96	843,144.00
	JUNIPER NETWORKS INC	32,700	25.06	819,462.00
	MOTOROLA SOLUTIONS INC	18,500	66.31	1,226,735.00
	PALO ALTO NETWORKS INC	6,320	162.39	1,026,304.80
	QUALCOMM INC	146,800	54.29	7,969,772.00
	APPLE INC	517,600	109.27	56,558,152.00
	EMC CORP	174,400	23.67	4,128,048.00
	HEWLETT PACKARD CO	164,000	26.99	4,426,360.00
	NETAPP INC	27,900	30.57	852,903.00
	SAN DISK CORPORATION	18,800	52.84	993,392.00
	SEAGATE TECHNOLOGY	28,700	48.21	1,383,627.00
	WESTERN DIGITAL CORP	20,600	80.02	1,648,412.00
	AMPHENOL CORP-CL A	27,700	50.75	1,405,775.00
	ARROW ELECTRS INC	8,300	54.27	450,441.00
	AVNET	11,800	41.19	486,042.00
	CORNING INC	112,200	17.24	1,934,328.00
	FLEXTRONICS INTL LTD	51,000	10.29	524,790.00
	FLIR SYSTEMS INC	12,600	27.90	351,540.00
	TE CONNECTIVITY LTD	36,100	58.23	2,102,103.00
	TRIMBLE NAVIGATION LTD	23,200	18.26	423,632.00
	ALTERA CORP.	26,800	49.11	1,316,148.00
	ANALOG DEVICES INC	27,900	53.96	1,505,484.00
	APPLIED MATERIALS	109,400	15.39	1,683,666.00
	AVAGO TECHNOLOGIES LTD	23,100	121.15	2,798,565.00
	BROADCOM CORP-CL A	50,100	50.40	2,525,040.00
	FREESCALE SEMICONDUCTOR LTD	9,300	35.58	330,894.00
	INTEL CORP	426,800	28.52	12,172,336.00
	KLA TENCOR CORP	14,200	47.54	675,068.00
	LAM RESEARCH	14,000	69.75	976,500.00
	LINEAR TECHNOLOGY CORP	21,300	39.12	833,256.00
	MARVELL TECHNOLOGY GROUP LTD	35,300	10.85	383,005.00
	MAXIM INTEGRATED PRODUCTS	25,600	32.99	844,544.00
	MICROCHIP TECHNOLOGY	18,800	41.00	770,800.00
	MICRON TECHNOLOGY	96,100	16.82	1,616,402.00
	NVIDIA CORP	48,000	21.75	1,044,000.00
	QORVO INC	13,300	55.79	742,007.00
	SKYWORKS SOLUTIONS INC	16,900	83.37	1,408,953.00
	SUNEDISON INC	23,600	11.99	282,964.00
	TEXAS INSTRUMENTS INC	93,900	46.53	4,369,167.00
	XILINX INC	22,900	40.07	917,603.00
	AT & T INC	552,800	32.56	17,999,168.00
	CENTURYLINK INC	50,000	26.18	1,309,000.00
	FRONTIER COMMUNICATIONS CO	103,000	5.39	555,170.00
	LEVEL 3 COMMUNICATIONS INC	26,800	44.96	1,204,928.00
	VERIZON COMMUNICATIONS	366,800	44.82	16,439,976.00
	SBA COMMUNICATIONS CORP-CL A	11,400	115.45	1,316,130.00
	SPRINT CORP	71,000	4.95	351,450.00
	T-MOBILE US INC	25,200	39.22	988,344.00
	AMERICAN ELECTRIC POWER	43,500	52.54	2,285,490.00
	DUKE ENERGY CORP	62,100	68.26	4,238,946.00
	EDISON INTERNATIONAL	29,100	57.05	1,660,155.00
	ENTERGY CORP	15,900	61.53	978,327.00
	EVERSOURCE ENERGY	29,000	45.74	1,326,460.00
	EXELON CORPORATION	78,100	29.72	2,321,132.00
	FIRSTENERGY CORP	37,500	30.59	1,147,125.00
	NEXTERA ENERGY INC	40,100	94.62	3,794,262.00
	OGE ENERGY CORP	17,700	26.70	472,590.00
	PEPCO HOLDINGS INC	22,700	22.96	521,192.00
	PINNACLE WEST CAPITAL CORP	9,800	57.60	564,480.00
	PPL CORPORATION	59,500	29.67	1,765,365.00
	SOUTHERN CO.	82,100	41.98	3,446,558.00
	XCEL ENERGY INC	45,100	32.63	1,471,613.00
	ALLIANT ENERGY CORP	10,000	54.55	545,500.00
	AMEREN CORPORATION	21,600	38.56	832,896.00
	CENTERPOINT ENERGY INC	36,300	17.61	639,243.00
	CMS ENERGY CORP	24,600	32.22	792,612.00
	CONSOLIDATED EDISON INC	26,200	60.86	1,594,532.00
	DOMINION RESOURCES INC/VA	53,600	67.23	3,603,528.00
	DTE ENERGY COMPANY	16,400	75.01	1,230,164.00
	MDU RESOURCES GROUP INC	16,400	16.36	268,304.00
	PG&E CORP	43,600	47.60	2,075,360.00
	PUBLIC SVC ENTERPRISE	45,100	38.36	1,730,036.00
	SCANA CORP	12,400	50.87	630,788.00
	SEMPRA ENERGY	21,400	92.64	1,982,496.00
	WEC ENERGY GROUP INC	28,096	46.57	1,308,430.72
	AMERICAN WATER WORKS CO INC	16,000	51.11	817,760.00
	HUDSON CITY BANCORP INC	42,000	9.30	390,600.00
	NEW YORK COMMUNITY BANCORP	39,900	17.40	694,260.00
	ALLY FINANCIAL INC	38,100	20.58	784,098.00
	AMERICAN EXPRESS CO	82,400	74.08	6,104,192.00
	CAPITAL ONE FINANCIAL CORP	49,400	74.83	3,696,602.00
	DISCOVER FINANCIAL SERVICES	39,400	51.40	2,025,160.00
	NAVIENT CORP	33,900	11.94	404,766.00
	SYNCHRONY FINANCIAL	14,300	31.60	451,880.00
	AFFILIATED MANAGERS GROUP	4,810	173.25	833,332.50
	AMERIPRISE FINANCIAL INC	16,100	108.52	1,747,172.00
	BANK OF NEWYORK MELLON CORP	101,300	38.49	3,899,037.00
	BLACKROCK INC	11,160	294.24	3,283,718.40
	E*TRADE FINANCIAL CORP	25,000	25.37	634,250.00
	EATON VANCE CORP	10,000	33.15	331,500.00
	FRANKLIN RESOURCES INC	36,700	39.01	1,431,667.00
	GOLDMAN SACHS GROUP	35,040	180.38	6,320,515.20
	INVESCO LTD	39,400	31.95	1,258,830.00
	LEGG MASON INC	9,200	41.50	381,800.00
	MORGAN STANLEY	133,400	33.19	4,427,546.00
	NORTHERN TRUST CORP	19,800	68.28	1,351,944.00
	RAYMOND JAMES FINANCIAL INC	12,000	51.01	612,120.00
	SCHWAB(CHARLES)CORP	106,900	29.10	3,110,790.00
	SEI INVESTMENTS COMPANY	12,900	49.42	637,518.00
	STATE STREET CORP	37,300	70.03	2,612,119.00
	T ROWE PRICE GROUP INC	23,200	69.44	1,611,008.00
	TD AMERITRADE HOLDING CORP	24,000	32.39	777,360.00
	H & R BLOCK INC	24,500	35.30	864,850.00
	AES CORP	60,200	11.03	664,006.00
	CALPINE CORP	33,200	15.10	501,320.00
	NRG ENERGY INC	29,400	17.93	527,142.00
	CERNER CORP	27,500	59.83	1,645,325.00
	AGILENT TECHNOLOGIES INC	29,800	35.06	1,044,788.00
	ILLUMINA INC	13,060	193.16	2,522,669.60
	METTLER-TOLEDO INTL	2,540	288.99	734,034.60
	QUINTILES TRANSNATIONAL HOLD	8,100	72.78	589,518.00
	THERMO FISHER SCIENTIFIC INC	35,900	121.17	4,350,003.00
	WATERS CORP	7,300	120.01	876,073.00
	DUN & BRADSTREET CORP	3,100	103.18	319,858.00
	EQUIFAX INC	10,600	97.01	1,028,306.00
	IHS INC-CLASS A	6,100	116.51	710,711.00
	MANPOWERGROUP INC	7,000	85.94	601,580.00
	NIELSEN HOLDINGS PLC	31,400	44.96	1,411,744.00
	ROBERT HALF INTERNATIONAL INC	12,100	50.61	612,381.00
	TOWERS WATSON & CO-CL A	6,200	117.62	729,244.00
	VERISK ANALYTICS INC	14,200	72.81	1,033,902.00
小計	銘柄数:601			1,567,603,851.36
				(186,654,590,581)
	組入時価比率:60.6%			63.3%
カナダドル	ALTAGAS LTD	12,100	35.77	432,817.00
	ARC RESOURCES LTD	30,000	18.42	552,600.00
	BAYTEX ENERGY CORP	18,500	7.05	130,425.00
	CAMECO CORP	34,600	17.74	613,804.00
	CANADIAN NATURAL RESOURCES LTD	99,300	27.44	2,724,792.00
	CANADIAN OIL SANDS LTD	42,000	6.27	263,340.00
	CENOVUS ENERGY INC	75,300	18.17	1,368,201.00
	CRESCENT POINT ENERGY CORP	44,800	16.62	744,576.00
	ENBRIDGE INC	77,500	53.67	4,159,425.00
	ENCANA CORP	72,000	9.07	653,040.00
	ENERPLUS CORP	18,700	7.78	145,486.00
	HUSKY ENERGY INC	30,100	22.08	664,608.00
	IMPERIAL OIL	26,700	43.72	1,167,324.00
	INTER PIPELINE LTD	30,400	26.13	794,352.00
	KEYERA CORP	14,400	38.32	551,808.00
	MEG ENERGY CORP	13,600	9.88	134,368.00
	PARAMOUNT RESOURCES LTD.	4,900	13.02	63,798.00
	PEMBINA PIPELINE CORP	30,200	35.31	1,066,362.00
	PEYTO EXPLORATION & DEV CORP	12,900	29.95	386,355.00
	PRAIRIESKY ROYALTY LTD	12,600	25.87	325,962.00
	SUNCOR ENERGY INC	130,600	35.00	4,571,000.00
	TOURMALINE OIL CORP	15,300	32.25	493,425.00
	TRANSCANADA CORP	64,300	43.70	2,809,910.00
	VERESEN INC	24,800	12.77	316,696.00
	VERMILION ENERGY INC	9,300	43.72	406,596.00
	AGRIUM INC	12,100	131.68	1,593,328.00
	METHANEX CORP	8,200	51.68	423,776.00
	POTASH CORP OF SASKATCHEWAN	75,800	33.80	2,562,040.00
	AGNICO EAGLE MINES LTD	18,600	30.24	562,464.00
	BARRICK GOLD	101,500	8.50	862,750.00
	ELDORADO GOLD CORPORATION	62,800	3.62	227,336.00
	FIRST QUANTUM MINERALS LTD	59,400	6.20	368,280.00
	FRANCO-NEVADA CORP	13,500	56.29	759,915.00
	GOLDCORP INC	75,400	17.70	1,334,580.00
	KINROSS GOLD CORP	104,600	2.18	228,028.00
	SILVER WHEATON CORP	35,100	15.14	531,414.00
	TECK RESOURCES LTD	49,200	8.16	401,472.00
	TURQUOISE HILL RESOURCES LTD	87,000	3.79	329,730.00
	YAMANA GOLD INC	79,000	2.26	178,540.00
	WEST FRASER TIMBER	5,600	50.37	282,072.00
	BOMBARDIER B SHEARS	167,000	1.18	197,060.00
	CAE INC	26,000	13.78	358,280.00
	SNC-LAVALIN GROUP INC	12,800	38.31	490,368.00
	FINNING INTERNATIONAL INC	14,900	21.10	314,390.00
	CANADIAN NATL RAILWAY CO	72,500	70.80	5,133,000.00
	CANADIAN PACIFIC RAILWAY LTD	14,160	184.13	2,607,280.80
	MAGNA INTERNATIONAL INC	37,300	62.67	2,337,591.00
	GILDAN ACTIVEWEAR INC	21,200	40.07	849,484.00
	RESTAURANT BRANDS INTERNATIONAL INC	18,400	49.87	917,608.00
	SHAW COMMUNICATIONS-B	35,100	26.03	913,653.00
	THOMSON REUTERS CORP	31,600	51.60	1,630,560.00
	CANADIAN TIRE CORP LTD A	6,400	121.49	777,536.00
	DOLLARAMA INC	10,800	75.93	820,044.00
	ALIMENTATION COUCHE-TARD-B	37,800	59.94	2,265,732.00
	EMPIRE CO LTD A	5,400	90.24	487,296.00
	JEAN COUTU GROUP INC-CLASS A	6,200	20.64	127,968.00
	LOBLAW COMPANIES	20,400	69.57	1,419,228.00
	METRO INC	23,200	34.28	795,296.00
	WESTON(GEORGE)LTD	4,800	109.79	526,992.00
	SAPUTO INC	23,900	29.61	707,679.00
	VALEANT PHARMACEUTICALS INTERNATIONAL	29,320	304.44	8,926,180.80
	BANK OF MONTREAL	57,900	68.54	3,968,466.00
	BANK OF NOVA SCOTIA HALIFAX	109,600	58.48	6,409,408.00
	CANADIAN IMPERIAL BANK OF COMMERCE	36,000	94.01	3,384,360.00
	NATIONAL BANK OF CANADA	29,600	42.47	1,257,112.00
	ROYAL BANK OF CANADA	130,000	70.88	9,214,400.00
	TORONTO DOMINION BANK	166,600	51.11	8,514,926.00
	ONEX CORP	8,000	81.40	651,200.00
	FAIRFAX FINANCIAL HLDGS LTD	1,960	600.75	1,177,470.00
	GREAT-WEST LIFECO INC	26,100	32.42	846,162.00
	INDUSTRIAL ALLIANCE INSURANC	8,300	39.72	329,676.00
	INTACT FINANCIAL CORP	11,900	92.50	1,100,750.00
	MANULIFE FINANCIAL CORP	176,500	20.23	3,570,595.00
	POWER CORPORATION OF CANADA	33,000	27.15	895,950.00
	POWER FINANCIAL CORP	22,300	31.01	691,523.00
	SUN LIFE FINANCIAL INC	55,100	41.16	2,267,916.00
	BROOKFIELD ASSET MANAGE-CL A	77,500	40.65	3,150,375.00
	FIRST CAPITAL REALTY INC	11,300	18.25	206,225.00
	CGI GROUP INC - CLASS A	20,200	47.61	961,722.00
	CONSTELLATION SOFTWARE	1,670	570.00	951,900.00
	OPEN TEXT CORP	11,100	60.03	666,333.00
	BLACKBERRY LTD	43,900	9.66	424,074.00
	BCE INC	13,000	53.63	697,190.00
	TELUS CORP	19,300	42.93	828,549.00
	ROGERS COMMUNICATIONS-CL B	32,000	44.54	1,425,280.00
	FORTIS INC	25,500	34.94	890,970.00
	ATCO LTD CL1	6,800	37.14	252,552.00
	CANADIAN UTILITIES LTD A	10,600	34.57	366,442.00
	CI FINANCIAL CORP	20,500	30.34	621,970.00
	IGM FINANCIAL INC	8,500	34.90	296,650.00
	TRANSALTA CORP	24,300	5.93	144,099.00
小計	銘柄数:91			124,954,266.60
				(11,204,649,086)
	組入時価比率:3.6%			3.8%
ユーロ	SAIPEM	23,900	7.81	186,778.50
	TECHNIP SA	9,800	46.77	458,346.00
	TENARIS SA	41,700	11.48	478,716.00
	ENI SPA	227,500	14.45	3,287,375.00
	GALP ENERGIA SGPS SA-B SHRS	33,500	8.98	300,830.00
	NESTE OYJ	10,700	22.66	242,462.00
	OMV AG	12,500	22.31	278,937.50
	REPSOL SA	94,700	11.79	1,116,513.00
	TOTAL SA	194,100	39.96	7,756,236.00
	VOPAK	6,100	37.21	227,011.50
	AIR LIQUIDE	30,800	104.80	3,227,840.00
	AKZO NOBEL	21,700	59.03	1,280,951.00
	ARKEMA	5,900	60.55	357,245.00
	BASF SE	82,700	69.59	5,755,093.00
	EVONIK INDUSTRIES AG	12,300	31.68	389,664.00
	FUCHS PETROLUB SE -PFD	6,400	38.20	244,480.00
	K+S AG	17,300	32.33	559,309.00
	KONINKLIJKE DSM NV	16,700	45.17	754,422.50
	LANXESS	8,300	42.99	356,817.00
	LINDE AG	16,810	151.80	2,551,758.00
	OCI	8,000	26.00	208,040.00
	SOLVAY SA	5,500	102.70	564,850.00
	SYMRISE AG	10,600	52.56	557,136.00
	UMICORE	8,800	35.85	315,480.00
	CRH PLC	76,300	25.32	1,931,916.00
	HEIDELBERGCEMENT AG	12,300	64.16	789,168.00
	IMERYS	3,000	60.73	182,190.00
	ARCELORMITTAL	87,100	6.50	566,150.00
	THYSSENKRUPP AG	33,300	18.24	607,392.00
	VOESTALPINE AG	9,600	32.83	315,216.00
	STORA ENSO OYJ-R	49,400	7.73	382,109.00
	UPM-KYMMENE OYJ	48,400	14.49	701,316.00
	AIRBUS GROUP SE	52,800	55.32	2,920,896.00
	FINMECCANICA SPA	37,000	11.78	435,860.00
	SAFRAN SA	26,500	66.64	1,765,960.00
	THALES (EX THOMSON-CSF)	9,100	60.29	548,639.00
	ZODIAC AEROSPACE	17,400	27.33	475,629.00
	COMP DE SAINT-GOBAIN (ORD)	42,600	39.95	1,701,870.00
	ACS,ACTIVIDADES CONS Y SERV	16,704	27.82	464,788.80
	BOSKALIS WESTMINSTER-CVA	8,100	43.97	356,157.00
	BOUYGUES	18,700	33.65	629,255.00
	FERROVIAL SA	39,300	21.18	832,374.00
	VINCI	42,800	56.94	2,437,032.00
	ALSTOM	18,700	27.62	516,494.00
	LEGRAND SA	24,300	49.80	1,210,140.00
	OSRAM LICHT AG	7,750	47.03	364,521.25
	PRYSMIAN SPA	17,400	18.83	327,642.00
	SCHNEIDER ELECTRIC SE	49,700	54.67	2,717,099.00
	KONINKLIJKE PHILIPS NV	83,200	22.67	1,886,560.00
	SIEMENS AG	71,400	86.06	6,144,684.00
	ANDRITZ AG	7,300	40.30	294,190.00
	CNH INDUSTRIAL NV	86,000	6.64	571,040.00
	GEA GROUP AG	16,300	33.88	552,325.50
	KONE OYJ	30,800	34.04	1,048,432.00
	MAN SE	3,200	93.74	299,968.00
	METSO OYJ	10,400	20.47	212,888.00
	WARTSILA OYJ	13,600	35.74	486,064.00
	ZARDOYA OTIS S.A	16,872	8.99	151,679.28
	BRENNTAG AG	14,290	48.65	695,279.95
	REXEL SA	25,200	13.06	329,238.00
	BIC	2,500	138.90	347,250.00
	EDENRED	18,700	17.30	323,603.50
	BOLLORE	75,000	4.60	345,000.00
	DEUTSCHE POST AG-REG	87,900	24.18	2,125,861.50
	TNT EXPRESS NV	43,000	7.51	323,231.00
	DEUTSHCHE LUFTHANSA AG (REGD)	19,200	11.46	220,032.00
	INTERNATIONAL CONSOLIDATED AIRLINES GRP	74,000	7.73	572,020.00
	ABERTIS INFRAESTRUCTURAS SA	40,635	14.26	579,658.27
	ADP	2,800	98.86	276,808.00
	AENA SA	6,100	99.95	609,695.00
	ATLANTIA SPA	37,600	24.02	903,152.00
	FRAPORT AG	3,800	52.95	201,210.00
	GROUPE EUROTUNNEL SE - REGR	41,000	12.38	507,785.00
	CONTINENTAL AG	9,780	186.60	1,824,948.00
	MICHELIN B	16,800	84.10	1,412,880.00
	NOKIAN RENKAAT OYJ	10,200	24.88	253,776.00
	PIRELLI&CO	24,500	14.93	365,785.00
	VALEO	7,230	109.35	790,600.50
	BAYER MOTOREN WERK	30,000	80.32	2,409,600.00
	BAYERISCHE MOTOREN WERKE-PFD	4,700	63.50	298,450.00
	DAIMLER AG	86,700	70.57	6,118,419.00
	FIAT CHRYSLER AUTOMOBILES NV	82,400	12.20	1,005,280.00
	PEUGEOT CITROEN	40,200	14.99	602,598.00
	PORSCHE AUTOMOBIL HOLDING SE	13,400	60.30	808,020.00
	RENAULT	17,500	70.83	1,239,525.00
	VOLKSWAGEN AG	3,050	159.95	487,847.50
	VOLKSWAGEN AG-PREF	14,720	162.20	2,387,584.00
	ADIDAS AG	18,700	65.18	1,218,866.00
	CHRISTIAN DIOR SE	4,780	160.05	765,039.00
	HERMES INTERNATIONAL	2,330	307.65	716,824.50
	HUGO BOSS AG	5,800	99.63	577,854.00
	KERING	6,940	141.70	983,398.00
	LUXOTTICA GROUP SPA	14,800	59.80	885,040.00
	LVMH MOET HENNESSY LOUIS VUITTON SE	24,970	145.95	3,644,371.50
	ACCOR SA	19,200	41.82	802,944.00
	SODEXO	8,500	76.19	647,615.00
	ALTICE NV - A	23,430	23.42	548,730.60
	ALTICE NV - B	7,810	25.35	197,983.50
	AXEL SPRINGER SE	4,400	53.15	233,860.00
	EUTELSAT COMMUNICATIONS	14,700	26.95	396,165.00
	JC DECAUX SA	6,800	31.03	211,004.00
	KABEL DEUTSCHLAND HOLDING AG	2,080	118.00	245,440.00
	LAGARDERE S.C.A	9,700	24.53	237,941.00
	NUMERICABLE-SFR	8,500	43.98	373,872.50
	PROSIEBEN SAT.1 MEDIA SE	19,900	43.02	856,197.50
	PUBLICIS GROUPE	16,900	62.33	1,053,377.00
	RELX NV	89,650	13.63	1,222,377.75
	RTL GROUP	3,300	77.61	256,113.00
	SES FDR	29,600	26.42	782,180.00
	TELENET GROUP HOLDING NV	4,300	49.64	213,473.50
	VIVENDI SA	103,900	21.19	2,201,641.00
	WOLTERS KLUWER	27,600	28.50	786,738.00
	INDITEX SA	98,700	28.58	2,820,846.00
	CARREFOUR SUPERMARCHE	50,200	27.74	1,392,799.00
	CASINO GUICHARD	4,900	53.62	262,738.00
	COLRUYT SA	6,100	42.33	258,213.00
	DELHAIZE GROUP	9,300	78.44	729,492.00
	DISTRIBUIDORA INTERNACIONAL	57,000	5.17	294,747.00
	JERONIMO MARTINS	22,400	11.90	266,560.00
	KONINKLIJKE AHOLD NV	81,500	17.26	1,407,097.50
	METRO AG	16,600	25.30	419,980.00
	ANHEUSER-BUSCH INBEV NV	72,400	95.39	6,906,236.00
	HEINEKEN HOLDING NV	9,100	60.53	550,823.00
	HEINEKEN NV	20,800	68.35	1,421,680.00
	PERNOD-RICARD	18,900	91.25	1,724,625.00
	REMY COINTREAU	2,300	51.70	118,910.00
	DANONE	51,900	53.52	2,777,688.00
	KERRY GROUP PLC-A	15,100	63.78	963,078.00
	HENKEL AG & CO KGAA	9,400	79.39	746,266.00
	HENKEL AG & CO KGAA VORZUG	15,900	91.46	1,454,214.00
	BEIERSDORF AG	8,700	72.50	630,750.00
	LOREAL-ORD	22,520	145.75	3,282,290.00
	UNILEVER NV-CVA	146,800	34.96	5,132,128.00
	ESSILOR INTERNATIONAL	18,600	107.45	1,998,570.00
	FRESENIUS MEDICAL CARE	19,500	68.33	1,332,435.00
	FRESENIUS SE & CO KGAA	33,800	62.61	2,116,218.00
	GRIFOLS SA	13,200	37.05	489,060.00
	BAYER AG	74,430	117.70	8,760,411.00
	MERCK KGAA	11,300	83.71	945,923.00
	ORION OYJ	8,700	35.31	307,197.00
	SANOFI	105,900	87.17	9,231,303.00
	U.C.B. SA	11,700	71.08	831,636.00
	BANCA MONTE DEI PASCHI SIENA	226,000	1.80	407,478.00
	BANCO BILBAO VIZCAYA ARGENTARIA	568,971	7.86	4,475,525.88
	BANCO COMERCIAL PORTUGUES-REGD	3,400,000	0.05	191,760.00
	BANCO DE SABADELL SA	453,505	1.69	769,144.48
	BANCO POPOLARE SPA	33,900	14.93	506,127.00
	BANCO SANTANDER SA	1,289,000	5.17	6,674,442.00
	BANK OF IRELAND	2,620,000	0.34	911,760.00
	BANKIA SA	430,000	1.02	438,600.00
	BANKINTER S.A.	58,000	6.27	364,182.00
	BCO POPULAR ESPANOL	145,903	3.54	517,080.23
	BNP PARIBAS	95,400	54.49	5,198,346.00
	CAIXABANK	230,978	3.65	843,993.61
	COMMERZBANK AG	96,000	9.64	925,824.00
	CREDIT AGRICOLE SA	92,400	11.73	1,083,852.00
	ERSTE GROUP BANK AG	25,100	25.61	642,811.00
	ING GROEP NV	348,800	13.10	4,569,280.00
	INTESA SANPAOLO	1,133,000	3.14	3,557,620.00
	INTESA SANPAOLO-RSP	76,000	2.86	217,360.00
	IRISH BANK RESOLUTION CORP LTD	139,810	0.00	0.00
	KBC GROUPE NV	22,200	57.22	1,270,284.00
	NATIXIS	87,000	5.58	485,547.00
	RAIFFEISEN BANK INTERNATIONAL AG	11,000	11.54	126,940.00
	SOCIETE GENERALE	65,000	41.62	2,705,300.00
	UNICREDIT SPA	433,000	5.59	2,422,635.00
	UNIONE DI BANCHE ITALIANE SCPA	81,000	6.83	553,635.00
	DEUTSCHE BOERSE AG	17,600	78.57	1,382,832.00
	EURAZEO	3,876	56.54	219,149.04
	EXOR SPA	8,600	40.34	346,924.00
	GROUPE BRUXELLES LAM	7,200	67.28	484,416.00
	WENDEL	2,400	112.00	268,800.00
	AEGON NV	159,000	5.25	834,909.00
	AGEAS	17,600	35.37	622,600.00
	ALLIANZ SE	41,180	139.95	5,763,141.00
	ASSICURAZIONI GENERALI	105,100	16.04	1,685,804.00
	AXA	175,300	21.72	3,808,392.50
	CNP ASSURANCES	16,500	13.21	218,047.50
	DELTA LLOYD NV	18,300	8.89	162,741.90
	HANNOVER RUECK SE	5,300	88.80	470,640.00
	MAPFRE SA	93,000	2.52	234,546.00
	MUENCHENER RUECKVERSICHERUNG (REG)	14,960	163.80	2,450,448.00
	NN GROUP NV	16,600	25.75	427,533.00
	SAMPO OYJ-A	40,100	43.02	1,725,102.00
	SCOR SE	14,000	30.50	427,070.00
	UNIPOLSAI SPA	107,000	1.97	211,218.00
	DEUTSCHE WOHNEN AG-BR	31,100	23.37	726,962.50
	IMMOEAST AG-RIGHTS	50,000	0.00	0.00
	VONOVIA SE	42,100	29.57	1,244,897.00
	UNITED INTERNET AG-REG SHARE	10,500	42.62	447,562.50
	AMADEUS IT HOLDING SA-A SHS	39,900	35.38	1,411,662.00
	ATOS	7,900	66.08	522,032.00
	CAP GEMINI SA	13,900	76.64	1,065,296.00
	DASSAULT SYSTEMES SA	11,400	59.92	683,088.00
	GEMALTO	6,800	60.58	411,944.00
	SAP SE	88,600	58.22	5,158,292.00
	ALCATEL-LUCENT	260,000	2.98	775,580.00
	NOKIA OYJ	333,000	5.60	1,866,465.00
	INGENICO GROUP	5,000	102.80	514,000.00
	ASML HOLDING NV	31,300	82.15	2,571,295.00
	INFINEON TECHNOLOGIES AG	101,000	9.74	983,841.00
	STMICROELECTRONICS NV	57,700	6.49	374,703.80
	DEUTSCHE TELEKOM-REG	283,500	15.46	4,382,910.00
	ELISA CORPORATION	12,500	29.50	368,750.00
	ILIAD SA	2,440	193.25	471,530.00
	KONINKLIJKE KPN NV	286,000	3.49	1,000,142.00
	ORANGE	178,000	13.85	2,465,300.00
	PROXIMUS	13,700	31.36	429,700.50
	TELECOM ITALIA SPA	910,000	1.09	992,810.00
	TELECOM ITALIA-RNC	520,000	0.92	479,180.00
	TELEFONICA DEUTSCHLAND HOLDING AG	56,600	5.47	309,828.40
	TELEFONICA SA	400,800	11.85	4,751,484.00
	ELECTRICITE DE FRANCE	22,800	17.82	406,296.00
	ENDESA S.A.	29,400	18.57	546,105.00
	ENEL SPA	639,000	3.91	2,498,490.00
	ENERGIAS DE PORTUGAL	210,000	3.06	643,650.00
	FORTUM OYJ	40,500	14.33	580,365.00
	IBERDROLA SA	485,833	5.87	2,855,726.37
	RED ELECTRICA CORPORACION SA	9,600	69.54	667,584.00
	TERNA SPA	135,000	4.12	556,200.00
	ENAGAS	19,700	24.08	474,474.50
	GAS NATURAL SDG	30,500	17.38	530,090.00
	SNAM SPA	190,000	4.31	819,660.00
	E.ON SE	180,000	9.44	1,699,200.00
	ENGIE	129,900	15.03	1,953,046.50
	RWE AG	43,200	12.59	544,104.00
	SUEZ ENVIRONNEMENT SA	27,000	15.86	428,220.00
	VEOLIA ENVIRONNEMENT	39,300	19.22	755,542.50
	DEUTSCHE BANK AG-REG	123,400	25.43	3,138,062.00
	MEDIOBANCA SPA-ORD	47,000	8.71	409,605.00
	ENEL GREEN POWER SPA	160,000	1.65	264,000.00
	QIAGEN NV	20,100	23.21	466,521.00
	BUREAU VERITAS SA	23,100	19.29	445,714.50
	RANDSTAD HOLDING NV	11,800	54.73	645,814.00
小計	銘柄数:234			291,623,600.11
				(38,777,190,106)
	組入時価比率:12.6%			13.2%
英ポンド	AMEC FOSTER WHEELER PLC PLC	33,200	7.78	258,462.00
	PETROFAC LTD	22,700	8.45	191,815.00
	BG GROUP PLC	305,000	9.57	2,921,290.00
	BP PLC	1,644,000	3.37	5,555,076.00
	ROYAL DUTCH SHELL PLC-A SHS	350,600	16.05	5,627,130.00
	ROYAL DUTCH SHELL PLC-B	220,100	16.11	3,546,911.50
	TULLOW OIL PLC	78,200	2.00	156,712.80
	CRODA INTERNATIONAL PLC	12,700	27.99	355,473.00
	JOHNSON MATTHEY PLC	18,900	25.97	490,833.00
	REXAM PLC	65,555	5.32	349,080.37
	ANGLO AMERICAN PLC	123,500	6.68	825,597.50
	ANTOFAGASTA PLC	34,900	5.64	197,010.50
	BHP BILLITON PLC	189,000	10.52	1,988,280.00
	FRESNILLO PLC	20,900	5.96	124,564.00
	GLENCORE PLC	999,000	1.23	1,230,268.50
	RANDGOLD RESOURCES LTD	8,200	37.22	305,204.00
	RIO TINTO PLC-REG	113,000	22.35	2,525,550.00
	MONDI PLC	31,700	14.65	464,405.00
	BAE SYSTEMS PLC	281,000	4.42	1,244,549.00
	COBHAM PLC	99,000	2.83	280,962.00
	MEGGITT PLC	70,600	4.82	340,927.40
	ROLLS-ROYCE HOLDINGS PLC	163,900	7.21	1,181,719.00
	SMITHS GROUP PLC	33,900	10.80	366,120.00
	IMI PLC	25,900	10.20	264,180.00
	MELROSE INDUSTRIES PLC	86,427	2.64	228,858.69
	WEIR GROUP PLC	18,200	12.78	232,596.00
	ASHTEAD GROUP PLC	46,800	9.77	457,470.00
	BUNZLE	29,500	17.24	508,580.00
	TRAVIS PERKINS PLC	22,600	19.80	447,480.00
	WOLSELEY PLC	23,300	41.68	971,144.00
	AGGREKO PLC	23,033	10.41	239,773.53
	BABCOCK INTL GROUP PLC	21,900	9.49	207,831.00
	G4S PLC	136,800	2.42	331,329.60
	ROYAL MAIL PLC	69,000	4.62	319,401.00
	EASYJET PLC	14,200	17.47	248,074.00
	GKN PLC	143,000	2.70	386,386.00
	BARRATT DEVELOPMENTS PLC	91,000	6.31	574,210.00
	PERSIMMON PLC	27,700	20.71	573,667.00
	TAYLOR WIMPEY PLC	300,000	1.98	595,800.00
	BURBERRY GROUP PLC	39,300	13.43	527,799.00
	CARNIVAL PLC	16,700	33.27	555,609.00
	COMPASS GROUP PLC	148,900	10.13	1,508,357.00
	INTERCONTINENTAL HOTELS GROUP PLC	21,400	23.85	510,390.00
	MERLIN ENTERTAINMENTS PLC-WI	59,000	3.83	226,088.00
	TUI AG-DI	43,852	11.66	511,314.32
	WHITBREAD PLC	16,600	46.89	778,374.00
	WILLIAM HILL PLC	76,000	3.54	269,116.00
	ITV PLC	350,000	2.43	851,550.00
	PEARSON	75,000	10.91	818,250.00
	RELX PLC	101,000	10.43	1,053,430.00
	SKY PLC	92,400	10.20	942,480.00
	WPP PLC	115,600	13.24	1,530,544.00
	MARKS & SPENCER PLC	147,000	5.02	738,675.00
	NEXT PLC	13,000	75.95	987,350.00
	DIXONS CARPHONE PLC	85,000	4.12	350,455.00
	KINGFISHER PLC	206,000	3.49	720,176.00
	SPORTS DIRECT INTERNATIONAL	25,300	7.92	200,502.50
	MORRISON SUPERMARKETS	192,000	1.67	320,640.00
	SAINSBURY	123,800	2.37	293,901.20
	TESCO PLC	722,000	1.85	1,342,559.00
	COCA-COLA HBC AG-CDI	17,400	13.04	226,896.00
	DIAGEO PLC	226,700	16.97	3,848,232.50
	SABMILLER PLC	86,700	29.45	2,553,748.50
	ASSOCIATED BRITISH FOODS PLC	31,900	31.39	1,001,341.00
	TATE & LYLE ORD.	42,500	5.41	230,137.50
	BRITISH AMERICAN TOBACCO PLC	167,800	33.84	5,679,191.00
	IMPERIAL TOBACCO GROUP PLC	85,500	31.33	2,678,715.00
	RECKITT BENCKISER GROUP PLC	57,400	56.97	3,270,078.00
	UNILEVER PLC	114,600	25.71	2,946,366.00
	SMITH & NEPHEW PLC	80,300	11.50	923,450.00
	ASTRAZENECA PLC	113,800	41.81	4,758,547.00
	GLAXOSMITHKLINE PLC	438,100	13.03	5,710,633.50
	SHIRE PLC	52,900	48.52	2,566,708.00
	BARCLAYS PLC	1,510,000	2.50	3,788,590.00
	HSBC HOLDINGS PLC	1,756,000	4.93	8,665,860.00
	LLOYDS BANKING GROUP PLC	5,150,000	0.75	3,889,280.00
	ROYAL BANK OF SCOTLAND GROUP	295,000	3.22	951,375.00
	STANDARD CHARTERED PLC	231,000	7.13	1,647,723.00
	LONDON STOCK EXCHANGE GRP PLC	28,709	24.31	697,915.79
	ADMIRAL GROUP PLC	19,800	15.49	306,702.00
	AVIVA PLC	363,000	4.59	1,666,896.00
	DIRECT LINE INSURANCE GROUP	120,083	3.51	421,611.41
	LEGAL & GENERAL	529,000	2.47	1,307,688.00
	OLD MUTUAL PLC	445,000	1.85	826,810.00
	PRUDENTIAL PLC	232,000	13.48	3,127,360.00
	RSA INSURANCE GROUP PLC	90,750	4.98	452,298.00
	ST JAMES S PLACE PLC	46,100	8.56	394,846.50
	STANDARD LIFE PLC	176,000	4.02	707,696.00
	SAGE GROUP PLC (THE)	95,000	4.99	474,145.00
	ARM HOLDINGS PLC	127,000	9.43	1,198,245.00
	BT GROUP PLC	755,000	4.22	3,189,497.50
	INMARSAT PLC	38,900	9.96	387,638.50
	VODAFONE GROUP PLC	2,388,000	2.23	5,326,434.00
	SSE PLC	90,200	14.41	1,299,782.00
	CENTRICA PLC	453,000	2.33	1,057,302.00
	NATIONAL GRID PLC	334,200	8.44	2,820,648.00
	SEVERN TRENT PLC	22,100	20.52	453,492.00
	UNITED UTILITIES GROUP PLC	60,100	8.35	501,835.00
	3I GROUP PLC	90,000	4.72	425,070.00
	ABERDEEN ASSET MANAGEMENT PLC	83,000	3.06	254,561.00
	HARGREAVES LANSDOWN PLC	22,000	10.85	238,700.00
	ICAP PLC	46,000	4.49	206,678.00
	INVESTEC PLC	47,000	5.04	236,880.00
	SCHRODERS PLC	10,500	27.57	289,485.00
	CAPITA PLC	60,900	11.96	728,364.00
	EXPERIAN PLC	89,000	10.52	936,280.00
	INTERTEK GROUP PLC	15,100	24.36	367,836.00
小計	銘柄数:107			137,791,850.11
				(24,925,167,766)
	組入時価比率:8.1%			8.5%
スイスフラン	TRANSOCEAN LTD	31,500	12.85	404,775.00
	EMS-CHEMIE HOLDING AG-REG	730	421.00	307,330.00
	GIVAUDAN-REG	834	1,640.00	1,367,760.00
	SIKA AG-BR	194	3,150.00	611,100.00
	SYNGENTA AG	8,410	332.90	2,799,689.00
	LAFARGEHOLCIM LTD	37,500	57.80	2,167,500.00
	GEBERIT AG-REG	3,340	303.00	1,012,020.00
	ABB LTD	196,700	17.94	3,528,798.00
	SCHINDLER HOLDING AG-REG	1,930	148.70	286,991.00
	SCHINDLER HOLDING-PART CERT	3,970	147.00	583,590.00
	SULZER AG-REG	2,000	98.60	197,200.00
	KUEHNE & NAGEL INTL AG-REG	4,900	127.40	624,260.00
	CIE FINANCIERE RICHEMONT-BR A	47,200	70.40	3,322,880.00
	THE SWATCH GROUP AG-B	2,800	370.40	1,037,120.00
	THE SWATCH GROUP AG-REG	4,600	72.50	333,500.00
	DUFRY AG-REG	3,560	124.60	443,576.00
	ARYZTA AG	7,200	50.70	365,040.00
	BARRY CALLEBAUT AG	190	1,039.00	197,410.00
	LINDT & SPRUENGLI AG-PC	87	5,470.00	475,890.00
	LINDT&SPRUENGLI AG-REG	9	65,060.00	585,540.00
	NESTLE SA-REG	289,900	70.55	20,452,445.00
	SONOVA HOLDING AG-REG	4,560	125.70	573,192.00
	ACTELION LTD	9,390	131.90	1,238,541.00
	NOVARTIS-REG	204,600	92.45	18,915,270.00
	ROCHE HOLDINGS (GENUSSCHEINE)	63,180	259.50	16,395,210.00
	PARGESA HOLDING SA-BEARER SHARES	2,440	58.45	142,618.00
	BALOISE HOLDING AG	4,600	115.40	530,840.00
	SWISS LIFE HOLDING AG	2,980	219.30	653,514.00
	SWISS RE LTD	31,300	82.35	2,577,555.00
	ZURICH INSURANCE GROUP AG	13,450	259.40	3,488,930.00
	SWISS PRIME SITE-REG	5,800	75.25	436,450.00
	SWISSCOM AG-REG	2,350	512.50	1,204,375.00
	CREDIT SUISSE GROUP AG-REG	139,200	25.08	3,491,136.00
	JULIUS BAER GROUP LTD	19,800	45.26	896,148.00
	PARTNERS GROUP HOLDING AG	1,340	310.75	416,405.00
	UBS GROUP AG	329,100	19.60	6,450,360.00
	LONZA AG-REG	4,600	130.50	600,300.00
	ADECCO SA-REG	15,500	75.15	1,164,825.00
	SGS SA-REG	496	1,702.00	844,192.00
小計	銘柄数:39			101,124,275.00
				(12,400,869,843)
	組入時価比率:4.0%			4.2%
スウェーデンクローナ	LUNDIN PETROLEUM AB	20,100	107.20	2,154,720.00
	BOLIDEN AB	26,000	134.60	3,499,600.00
	ASSA ABLOY AB-B	91,200	158.10	14,418,720.00
	SKANSKA AB-B SHS	32,900	163.20	5,369,280.00
	ALFA LAVAL AB	27,700	138.70	3,841,990.00
	ATLAS COPCO AB-A	60,600	204.90	12,416,940.00
	ATLAS COPCO AB-B	34,400	186.80	6,425,920.00
	SANDVIK AB	97,700	76.60	7,483,820.00
	SKF AB-B SHARES	36,000	157.00	5,652,000.00
	VOLVO AB-B SHS	136,000	88.05	11,974,800.00
	SECURITAS AB-B SHS	29,400	106.10	3,119,340.00
	ELECTROLUX AB-B	20,800	235.30	4,894,240.00
	HUSQVARNA AB-B SHS	38,000	54.55	2,072,900.00
	HENNES&MAURITZ AB-B	85,000	315.80	26,843,000.00
	ICA GRUPPEN AB	6,600	319.90	2,111,340.00
	SWEDISH MATCH AB	17,400	244.80	4,259,520.00
	SVENSKA CELLULOSA AB-B	52,300	238.30	12,463,090.00
	GETINGE AB-B SHS	17,100	199.10	3,404,610.00
	NORDEA BANK AB	272,000	97.30	26,465,600.00
	SKANDINAVISKA ENSKILDA BANKEN AB	137,000	95.90	13,138,300.00
	SVENSKA HANDELSBANKEN-A	133,500	124.40	16,607,400.00
	SWEDBANK AB	81,500	187.30	15,264,950.00
	INDUSTRIVARDEN AB-C SHS	14,000	149.20	2,088,800.00
	INVESTOR AB-B SHS	41,500	298.10	12,371,150.00
	KINNEVIK INVESTMENT AB-B	21,900	239.10	5,236,290.00
	ERICSSON LM-B	275,000	80.75	22,206,250.00
	HEXAGON AB-B SHS	23,000	267.70	6,157,100.00
	TELIA AB	231,000	46.58	10,759,980.00
	MILLICOM INTERNATIONAL CELLULAR-SDR	6,100	536.00	3,269,600.00
	TELE 2 AB-B SHS	28,400	82.70	2,348,680.00
小計	銘柄数:30			268,319,930.00
				(3,788,677,411)
	組入時価比率:1.2%			1.3%
ノルウェークローネ	SEADRILL LTD	33,800	58.05	1,962,090.00
	SUBSEA 7 SA	22,000	69.20	1,522,400.00
	STATOIL ASA	101,800	121.00	12,317,800.00
	YARA INTERNATIONAL ASA	15,700	351.10	5,512,270.00
	NORSK HYDRO	116,000	28.05	3,253,800.00
	ORKLA ASA	74,800	60.50	4,525,400.00
	DNB ASA	88,300	115.40	10,189,820.00
	GJENSIDIGE FORSIKRING ASA	17,200	119.70	2,058,840.00
	TELENOR ASA	67,700	163.70	11,082,490.00
小計	銘柄数:9			52,424,910.00
				(752,821,707)
	組入時価比率:0.2%			0.3%
デンマーククローネ	NOVOZYMES A/S-B SHARES	21,200	287.80	6,101,360.00
	VESTAS WIND SYSTEMS A/S	20,000	351.40	7,028,000.00
	ISS A/S	12,800	227.50	2,912,000.00
	A P MOLLER - MAERSK A/S-A	335	10,810.00	3,621,350.00
	A P MOLLER-MAERSK A/S	655	11,080.00	7,257,400.00
	DSV A/S	16,000	237.20	3,795,200.00
	PANDORA A/S	10,000	765.00	7,650,000.00
	CARLSBERG B	9,300	501.50	4,663,950.00
	COLOPLAST-B	9,900	454.50	4,499,550.00
	WILLIAM DEMANT HOLDING	2,100	550.00	1,155,000.00
	NOVO NORDISK A/S-B	176,400	364.80	64,350,720.00
	DANSKE BANK AS	62,800	207.00	12,999,600.00
	TRYG A/S	9,500	128.70	1,222,650.00
	TDC A/S	76,800	41.58	3,193,344.00
小計	銘柄数:14			130,450,124.00
				(2,324,621,209)
	組入時価比率:0.8%			0.8%
豪ドル	WORLEYPARSONS LTD	18,000	6.94	124,920.00
	CALTEX AUSTRALIA LIMITED	23,500	29.94	703,590.00
	ORIGIN ENERGY LTD	98,000	7.68	752,640.00
	SANTOS LTD.	84,600	4.38	370,548.00
	WOODSIDE PETROLEUM	66,900	30.59	2,046,471.00
	INCITEC PIVOT LTD	143,000	3.44	491,920.00
	ORICA LTD	32,600	15.14	493,564.00
	BORAL LTD	67,000	5.39	361,130.00
	JAMES HARDIE INDUSTRIES PLC	40,000	17.49	699,600.00
	AMCOR	108,000	13.44	1,451,520.00
	ALUMINA LTD	233,000	1.21	283,095.00
	BHP BILLITON LIMITED	289,700	24.69	7,152,693.00
	FORTESCUE METALS GROUP LTD	142,000	1.86	264,120.00
	ILUKA RESOURCES LTD	37,800	7.08	267,624.00
	NEWCREST MINING	72,000	11.00	792,000.00
	RIO TINTO LTD	38,000	49.76	1,890,880.00
	SOUTH32 LTD	460,800	1.54	709,632.00
	CIMIC GROUP LTD	8,938	23.75	212,277.50
	BRAMBLES LTD	144,000	9.95	1,432,800.00
	QANTAS AIRWAYS LIMITED	47,000	3.47	163,090.00
	ASCIANO LTD	85,000	8.38	712,300.00
	AURIZON HOLDINGS LTD	193,000	5.03	970,790.00
	SYDNEY AIRPORT	97,900	5.65	553,135.00
	TRANSURBAN GROUP	171,604	9.55	1,638,818.20
	ARISTOCRAT LEISURE LTD	46,000	8.05	370,300.00
	CROWN RESORTS LTD	29,700	10.80	320,760.00
	FLIGHT CENTRE TRAVEL GROUP LTD	5,200	36.53	189,956.00
	TABCORP HOLDINGS	78,000	4.45	347,100.00
	TATTS GROUP LTD	131,000	3.51	459,810.00
	REA GROUP LTD	4,100	41.49	170,109.00
	HARVEY NORMAN HOLDINGS LTD	53,000	3.98	210,940.00
	WESFARMERS LIMITED	100,700	39.43	3,970,601.00
	WOOLWORTHS LIMITED	115,000	25.49	2,931,350.00
	COCA-COLA AMATIL LTD	52,000	8.45	439,400.00
	TREASURY WINE ESTATES LTD	54,000	5.98	322,920.00
	COCHLEAR LTD	5,200	83.51	434,252.00
	HEALTHSCOPE LTD	96,000	2.68	257,280.00
	RAMSAY HEALTH CARE LTD	13,100	60.55	793,205.00
	SONIC HEALTHCARE LTD	33,900	20.29	687,831.00
	CSL LIMITED	42,000	90.18	3,787,560.00
	AUSTRALIA & NEW ZEALAND BANK	247,000	26.86	6,634,420.00
	BANK OF QUEENSLAND LTD	35,115	12.00	421,380.00
	BENDIGO AND ADELAIDE BANK LTD	39,300	10.26	403,218.00
	COMMONWEALTH BANK OF AUSTRALIA	152,600	72.15	11,010,090.00
	NATIONAL AUSTRALIA BANK	235,900	29.80	7,029,820.00
	WESTPAC BANKING CORP	281,300	29.94	8,422,122.00
	ASX LTD	18,200	37.07	674,674.00
	AMP LIMITED	260,000	5.65	1,469,000.00
	INSURANCE AUSTRALIA GROUP LTD	204,000	5.00	1,020,000.00
	MEDIBANK PRIVATE LTD	261,000	2.24	584,640.00
	QBE INSURANCE	122,000	12.74	1,554,280.00
	SUNCORP GROUP LTD	115,000	12.50	1,437,500.00
	COMPUTERSHARE LTD	41,000	9.94	407,540.00
	TELSTRA CORP LTD	379,000	5.61	2,126,190.00
	TPG TELECOM LTD	27,000	8.75	236,250.00
	AUSNET SERVICES	163,400	1.30	212,420.00
	APA GROUP	99,000	8.43	834,570.00
	AGL ENERGY LTD	60,640	16.03	972,059.20
	MACQUARIE GROUP LIMITED	27,100	72.82	1,973,422.00
	PLATINUM ASSET MANAGEMENT	17,000	6.52	110,840.00
	SEEK LTD	28,800	12.13	349,344.00
小計	銘柄数:61			88,116,310.90
				(7,274,001,464)
	組入時価比率:2.4%			2.5%
ニュージーランドドル	FLETCHER BUILDING LTD	62,000	6.95	430,900.00
	AUCKLAND INTL AIRPORT LTD	88,110	4.80	422,928.00
	RYMAN HEALTHCARE LTD	30,000	7.41	222,300.00
	SPARK NEW ZEALAND LTD	163,000	3.17	516,710.00
	CONTACT ENERGY LTD	64,800	5.17	335,016.00
	MIGHTY RIVER POWER	60,000	2.77	166,500.00
	MERIDIAN ENERGY LTD	120,000	2.15	258,000.00
小計	銘柄数:7			2,352,354.00
				(175,956,079)
	組入時価比率:0.1%			0.1%
香港ドル	CK HUTCHISON HOLDINGS LTD	241,540	102.00	24,637,080.00
	NWS HOLDINGS LTD	135,500	9.73	1,318,415.00
	CATHAY PACIFIC AIRWAYS	107,000	13.70	1,465,900.00
	MTR CORP	130,500	33.85	4,417,425.00
	TECHTRONIC INDUSTRIES CO	128,000	28.15	3,603,200.00
	LI & FUNG LTD	563,600	4.95	2,789,820.00
	YUE YUEN INDUSTRIAL HLDG	62,000	28.35	1,757,700.00
	GALAXY ENTERTAINMENT GROUP L	206,000	23.60	4,861,600.00
	MGM CHINA HOLDINGS LTD	78,000	11.92	929,760.00
	SANDS CHINA LTD	221,600	26.90	5,961,040.00
	SHANGRI-LA ASIA LTD	108,333	7.20	779,997.60
	SJM HOLDINGS LIMITED	166,000	6.65	1,103,900.00
	WYNN MACAU LTD	132,400	11.36	1,504,064.00
	WH GROUP LIMITED	510,000	4.02	2,050,200.00
	BANK OF EAST ASIA	107,860	25.50	2,750,430.00
	BOC HONG KONG HOLDINGS LTD	328,500	24.00	7,884,000.00
	HANG SENG BANK	70,000	137.50	9,625,000.00
	FIRST PACIFIC CO	226,000	4.95	1,118,700.00
	HONG KONG EXCHANGES & CLEARING LTD	100,500	175.90	17,677,950.00
	AIA GROUP LTD	1,086,400	41.45	45,031,280.00
	CHEUNG KONG PROPERTY HOLDING	240,540	53.95	12,977,133.00
	HANG LUNG PROPERTIES LTD	192,000	17.42	3,344,640.00
	HENDERSON LAND	103,017	46.25	4,764,536.25
	HYSAN DEVELOPMENT	54,000	30.95	1,671,300.00
	KERRY PROPERTIES	57,000	22.15	1,262,550.00
	NEW WORLD DEVELOPMENT	466,666	7.51	3,504,661.66
	SINO LAND CO.LTD	286,000	11.18	3,197,480.00
	SUN HUNG KAI PROPERTIES	155,000	94.65	14,670,750.00
	SWIRE PACIFIC-A	53,500	83.30	4,456,550.00
	SWIRE PROPERTIES LTD	100,800	22.20	2,237,760.00
	WHARF(HOLDING)	123,000	40.40	4,969,200.00
	WHEELOCK & COMPANY LTD	87,000	33.50	2,914,500.00
	ASM PACIFIC TECHNOLOGY	21,900	59.90	1,311,810.00
	HKT TRUST AND HKT LTD	219,600	8.98	1,972,008.00
	PCCW LTD	386,000	3.97	1,532,420.00
	CHEUNG KONG INFRASTRUCTURE	55,000	63.90	3,514,500.00
	CLP HLDGS	168,500	62.40	10,514,400.00
	POWER ASSETS HOLDINGS LTD	124,000	66.25	8,215,000.00
	HONG KONG & CHINA GAS	635,554	14.50	9,215,533.00
小計	銘柄数:39			237,514,193.51
				(3,648,218,012)
	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	6.75	888,975.00
	SEMBCORP INDUSTRIES	83,040	3.36	279,014.40
	SEMBCORP MARINE	72,600	2.34	169,884.00
	YANGZIJIANG SHIPBUILDING	163,000	1.08	176,855.00
	NOBLE GROUP LTD	412,481	0.52	216,552.52
	SINGAPORE AIRLINES LTD	49,040	9.86	483,534.40
	COMFORTDELGRO CORP LTD	185,000	2.80	518,000.00
	GENTING SINGAPORE PLC	524,600	0.72	380,335.00
	SINGAPORE PRESS HOLDINGS	151,000	3.86	582,860.00
	JARDINE CYCLE&CARRIAGE LTD	10,000	29.49	294,900.00
	GOLDEN AGRI-RESOURCES LTD	615,320	0.30	184,596.00
	WILMAR INTERNATIONAL LTD	184,000	2.74	504,160.00
	DBS GROUP HLDGS	158,000	17.50	2,765,000.00
	OCBC-ORD	272,500	8.86	2,414,350.00
	UNITED OVERSEAS BANK	115,100	19.15	2,204,165.00
	SINGAPORE EXCHANGE LTD	77,000	7.20	554,400.00
	CAPITALAND LIMITED	229,000	2.75	629,750.00
	CITY DEVELOPMENT	37,000	8.37	309,690.00
	GLOBAL LOGISTIC PROPERTIES L	294,000	2.04	599,760.00
	UOL GROUP LIMITED	38,700	6.08	235,296.00
	SINGAPORE TELECOMMUNICATIONS LIMITED	709,000	3.69	2,616,210.00
	STARHUB LTD	53,000	3.55	188,150.00
小計	銘柄数:23			17,608,157.32
				(1,472,394,115)
	組入時価比率:0.5%			0.5%
新シェケル	DELEK GROUP LTD	470	971.40	456,558.00
	ISRAEL CHEMICALS LIMITED	44,000	23.69	1,042,360.00
	ISRAEL CORP LIMITED/THE	210	1,172.00	246,120.00
	TEVA PHARMACEUTICAL IND LTD	77,500	249.50	19,336,250.00
	BANK HAPOALIM BM	93,000	20.66	1,921,380.00
	BANK LEUMI LE-ISRAEL	127,000	15.20	1,930,400.00
	MIZRAHI TEFAHOT BANK LTD	13,000	46.85	609,050.00
	AZRIELI GROUP	3,100	162.50	503,750.00
	NICE SYSTEMS LTD	5,300	235.60	1,248,680.00
	BEZEQ THE ISRAELI TELECOM CP	165,000	7.50	1,237,500.00
小計	銘柄数:10			28,532,048.00
				(865,947,656)
	組入時価比率:0.3%			0.3%
	合計				294,265,105,035
					(294,265,105,035)

(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27年 9月 7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		274,860.00
	小計	銘柄数:1		274,860.00
				(32,727,580)
		組入時価比率:0.0%		0.4%
	合計			32,727,580
				(32,727,580)
投資証券	米ドル	AMERICAN CAPITAL AGENCY CORP	31,400	595,972.00
		AMERICAN TOWER CORP	38,200	3,400,564.00
		ANNALY CAPITAL MANAGEMENT	86,000	868,600.00
		AVALONBAY COMMUNITIES INC	11,770	1,889,438.10
		BOSTON PROPERTIES	13,680	1,502,884.80
		BRIXMOR PROPERTY GROUP INC	15,400	342,342.00
		CAMDEN PROPERTY TRUST	7,600	528,048.00
		COMMUNICATIONS SALES & LEASING INC	10,200	206,040.00
		CROWN CASTLE INTL CORP	30,200	2,447,408.00
		DIGITAL REALTY TRUST INC	11,800	733,370.00
		DUKE REALTY CORP	31,600	561,216.00
		EQUINIX INC	5,060	1,365,592.80
		EQUITY RESIDENTIAL	33,000	2,282,280.00
		ESSEX PROPERTY TRUST INC	5,810	1,203,657.70
		EXTRA SPACE STORAGE INC	9,800	699,916.00
		FEDERAL REALTY INVS TRUST	6,200	782,874.00
		GENERAL GROWTH PROPERTIES INC	51,200	1,253,376.00
		HCP INC	41,000	1,462,880.00
		HEALTH CARE REIT INC	31,200	1,916,304.00
		HOST HOTELS & RESORTS INC	67,300	1,157,560.00
		IRON MOUNTAIN INC	17,200	485,212.00
		KIMCO REALTY CORP	36,900	822,132.00
		LIBERTY PROPERTY TRUST	13,300	403,256.00
		MACERICH CO /THE	12,100	890,802.00
		PLUM CREEK TIMBER CO	15,400	580,118.00
		PROLOGIS INC	46,600	1,709,288.00
		PUBLIC STORAGE	13,310	2,656,010.50
		REALTY INCOME CORP	20,700	897,966.00
		REGENCY CENTERS CORP	8,800	511,368.00
		SIMON PROPERTY GROUP INC	28,080	4,911,753.60
		SL GREEN REALTY CORP	8,900	898,455.00
		UDR INC	22,600	704,216.00
		VENTAS INC	29,500	1,566,450.00
		VEREIT INC	81,000	648,000.00
		VORNADO REALTY TRUST	15,500	1,316,260.00
		WEYERHAEUSER CO	45,900	1,256,283.00
	小計	銘柄数:36	954,210	45,457,893.50
				(5,412,671,379)
		組入時価比率:1.8%		73.2%
	カナダドル	H&R REAL ESTATE INVSTMNT-UTS	13,600	278,528.00
	カナダドル	RIOCAN REAL ESTATE INVST TR	14,400	352,368.00
	小計	銘柄数:2	28,000	630,896.00
				(56,572,444)
		組入時価比率:0.0%		0.8%
	ユーロ	FONCIERE DES REGIONS	2,500	186,800.00
		GECINA SA	2,970	324,918.00
		ICADE	3,000	180,660.00
		KLEPIERRE	17,300	671,413.00
		UNIBAIL RODAMCO-NA	8,930	2,023,538.00
	小計	銘柄数:5	34,700	3,387,329.00
				(450,413,137)
		組入時価比率:0.1%		6.1%
	英ポンド	BRITISH LAND	89,000	715,115.00
		HAMMERSON PLC	73,000	447,125.00
		INTU PROPERTIES PLC	88,000	279,312.00
		LAND SECURITIES GROUP PLC	70,800	864,468.00
		SEGRO PLC	70,000	290,570.00
	小計	銘柄数:5	390,800	2,596,590.00
				(469,697,165)
		組入時価比率:0.2%		6.4%
	豪ドル	DEXUS PROPERTY GROUP	83,000	607,560.00
		FEDERATION CENTRES	306,704	843,436.00
		GOODMAN GROUP	163,000	942,140.00
		GPT GROUP	165,000	712,800.00
LEND LEASE GROUP		48,000	638,880.00
MIRVAC GROUP		350,000	598,500.00
SCENTRE GROUP		477,000	1,783,980.00
STOCKLAND TRUST GROUP		214,000	813,200.00
WESTFIELD CORP		181,000	1,733,980.00
小計	銘柄数:9	1,987,704	8,674,476.00
			(716,077,993)
	組入時価比率:0.2%		9.7%
香港ドル	LINK REIT	210,000	8,620,500.00
小計	銘柄数:1	210,000	8,620,500.00
			(132,410,880)
	組入時価比率:0.0%		1.8%
シンガポールドル	ASCENDAS REAL ESTATE INV TRT	187,000	405,790.00
	CAPITALAND COMMERCIAL TRUST	192,000	250,560.00
	CAPITALAND MALL TRUST	219,900	416,710.50
	SUNTEC REIT	203,000	306,530.00
小計	銘柄数:4	801,900	1,379,590.50
			(115,361,357)
	組入時価比率:0.0%		1.6%
	合計			7,353,204,355
				(7,353,204,355)
	合計			7,385,931,935
				(7,385,931,935)

(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27年 9月 7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	6,202,830,383	-	6,011,033,424	△191,796,959
市場取引以外の取引
為替予約取引
買建	808,801,423	-	800,442,000	△8,359,423
米ドル	487,198,107	-	482,193,000	△5,005,107
カナダドル	31,771,202	-	31,381,000	△390,202
ユーロ	134,322,120	-	132,960,000	△1,362,120
英ポンド	64,121,745	-	63,308,000	△813,745
スイスフラン	61,663,389	-	61,315,000	△348,389
スウェーデンクローナ	8,520,120	-	8,472,000	△48,120
ノルウェークローネ	4,322,940	-	4,305,000	△17,940
豪ドル	16,881,800	-	16,508,000	△373,800
合計	-	-	-	△200,156,382

(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2期(平成26年9月9日-平成27年9月7日)

開示資料

決算