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有価証券報告書(内国投資信託受益証券)-第2期(平成28年6月29日-平成29年6月28日)

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【提出】: 2017/09/21 9:02
【資料】: PDFをみる
【項目】: 53項目

外国株式MSCI-KOKUSAIマザーファンド
貸借対照表

(単位:円)
	(平成29年 6月28日現在)
資産の部
流動資産
預金	2,598,429,931
コール・ローン	1,286,571,320
株式	366,959,321,320
投資信託受益証券	23,960,462
投資証券	9,957,874,945
派生商品評価勘定	8,219,057
未収入金	176,138,787
未収配当金	519,332,447
差入委託証拠金	1,275,517,676
流動資産合計	382,805,365,945
資産合計	382,805,365,945
負債の部
流動負債
派生商品評価勘定	22,964,129
未払解約金	231,584,805
未払利息	1,794
その他未払費用	2,916,600
流動負債合計	257,467,328
負債合計	257,467,328
純資産の部
元本等
元本	159,558,860,152
剰余金
期末剰余金又は期末欠損金(△)	222,989,038,465
元本等合計	382,547,898,617
純資産合計	382,547,898,617
負債純資産合計	382,805,365,945

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。市場価格のない有価証券については基準価額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29年 6月28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	2.3975円
		(10,000口当たり純資産額)	(23,975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28年 6月29日
至平成29年 6月28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29年 6月28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29年 6月28日現在
期首	平成28年 6月29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	160,391,649,821円
同期中における追加設定元本額	27,837,212,726円
同期中における一部解約元本額	28,670,002,395円
期末元本額	159,558,860,152円
期末元本額の内訳*
バランスセレクト30	55,385,690円
バランスセレクト50	175,628,472円
バランスセレクト70	172,530,263円
野村外国株式インデックスファンド	555,198,283円
野村世界6資産分散投信(安定コース)	2,648,514,242円
野村世界6資産分散投信(分配コース)	7,690,030,581円
野村世界6資産分散投信(成長コース)	4,891,535,573円
野村資産設計ファンド2015	25,527,805円
野村資産設計ファンド2020	31,404,639円
野村資産設計ファンド2025	42,439,797円
野村資産設計ファンド2030	40,278,062円
野村資産設計ファンド2035	30,484,029円
野村資産設計ファンド2040	89,112,573円
野村外国株インデックス(野村投資一任口座向け)	17,764,189,183円
のむラップ・ファンド(保守型)	966,224,905円
のむラップ・ファンド(普通型)	5,320,304,406円
のむラップ・ファンド(積極型)	4,023,277,328円
野村資産設計ファンド2045	9,741,198円
野村インデックスファンド・外国株式	3,049,323,682円
マイ・ロード	1,509,907,946円
ネクストコア	126,443,946円
野村インデックスファンド・海外5資産バランス	82,991,273円
野村外国株インデックスBコース(野村SMA・EW向け)	657,437,119円
野村世界6資産分散投信(配分変更コース)	1,006,684,896円
野村資産設計ファンド2050	11,378,386円
野村ターゲットデートファンド2016 2026-2028年目標型	4,097,380円
野村ターゲットデートファンド2016 2029-2031年目標型	997,630円
野村ターゲットデートファンド2016 2032-2034年目標型	664,084円
野村ターゲットデートファンド2016 2035-2037年目標型	442,390円
のむラップ・ファンド(やや保守型)	132,904,419円
のむラップ・ファンド(やや積極型)	119,524,881円
インデックス・ブレンド(タイプⅠ)	107,071円
インデックス・ブレンド(タイプⅡ)	59,947円
インデックス・ブレンド(タイプⅢ)	226,632円
インデックス・ブレンド(タイプⅣ)	476,443円
インデックス・ブレンド(タイプⅤ)	564,002円
ファンドラップ(ウエルス・スクエア)外国株式	71,998,684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)	402,056,790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)	360,804,578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)	4,033,417,980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)	3,106,216,719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)	2,689,838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)	15,964,010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)	6,794,061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)	102,898,257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)	1,115,423,836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)	446,156,509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)	180,035,828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)	52,192,583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)	218,454,725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)	3,962,226,504円
野村世界バランス25VA(適格機関投資家専用)	489,398,897円
野村MSCI-KOKUSAIインデックスファンド(適格機関投資家専用)	1,686,893,386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)	327,577,360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)	2,008,577,084円
バランスセレクト30(確定拠出年金向け)	2,262,845円
バランスセレクト50(確定拠出年金向け)	14,125,827円
バランスセレクト70(確定拠出年金向け)	13,308,696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)	58,001,058,507円
マイバランス30(確定拠出年金向け)	1,318,665,707円
マイバランス50(確定拠出年金向け)	5,387,569,327円
マイバランス70(確定拠出年金向け)	6,037,897,665円
マイバランスDC30	860,720,069円
マイバランスDC50	1,447,137,456円
マイバランスDC70	1,116,657,012円
野村DC外国株式インデックスファンド・MSCI-KOKUSAI	14,863,083,984円
野村DC運用戦略ファンド	572,086,363円
野村DC運用戦略ファンド(マイルド)	13,129,917円
マイターゲット2050(確定拠出年金向け)	76,488,334円
マイターゲット2030(確定拠出年金向け)	3,239,653円
マイターゲット2040(確定拠出年金向け)	5,612,005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29年 6月28日現在)

種類	通貨	銘柄	株式数	評価額		備考
種類	通貨	銘柄	株式数	単価	金額	備考
株式	米ドル	BAKER HUGHES	39,900	53.37	2,129,463.00
		CORE LABORATORIES N.V.	4,300	98.57	423,851.00
		HALLIBURTON CO	87,000	41.53	3,613,110.00
		HELMERICH & PAYNE	10,600	52.81	559,786.00
		NATIONAL OILWELL VARCO INC	36,500	31.70	1,157,050.00
		SCHLUMBERGER LTD	140,000	65.36	9,150,400.00
		TECHNIPFMC PLC	43,300	26.92	1,165,636.00
		WEATHERFORD INTERNATIONAL PLC	85,000	3.81	323,850.00
		ANADARKO PETE	55,300	43.80	2,422,140.00
		ANTERO RESOURCES CORP	21,800	21.05	458,890.00
		APACHE CORPORATION	38,200	46.21	1,765,222.00
		CABOT OIL & GAS CORP	45,700	24.50	1,119,650.00
		CHENIERE ENERGY INC	19,500	47.85	933,075.00
		CHEVRON CORP	189,800	104.07	19,752,486.00
		CIMAREX ENERGY CO	9,700	92.60	898,220.00
		CONCHO RESOURCES INC	15,000	117.01	1,755,150.00
		CONOCOPHILLIPS	123,300	43.97	5,421,501.00
		CONTINENTAL RESOURCES INC/OK	9,400	30.79	289,426.00
		DEVON ENERGY CORP	49,300	30.35	1,496,255.00
		DIAMONDBACK ENERGY INC	8,500	87.99	747,915.00
		EOG RESOURCES INC	57,400	88.00	5,051,200.00
		EQT CORP	16,500	58.27	961,455.00
		EXXON MOBIL CORP	415,300	81.11	33,684,983.00
		HESS CORP	27,400	41.37	1,133,538.00
		HOLLYFRONTIER CORP	16,600	27.65	458,990.00
		KINDER MORGAN INC	198,700	18.91	3,757,417.00
		MARATHON OIL CORP	81,200	11.35	921,620.00
		MARATHON PETROLEUM CORP	52,900	51.85	2,742,865.00
		MURPHY OIL CORP	16,700	24.25	404,975.00
		NEWFIELD EXPLORATION CO	18,800	27.40	515,120.00
		NOBLE ENERGY INC	47,300	27.78	1,313,994.00
		OCCIDENTAL PETE CORP	76,200	59.63	4,543,806.00
		ONEOK INC	21,200	50.68	1,074,416.00
		PARSLEY ENERGY INC-CLASS A	21,700	26.66	578,522.00
		PHILLIPS 66	43,500	80.54	3,503,490.00
		PIONEER NATURAL RESOURCES CO	17,200	154.27	2,653,444.00
		PLAINS GP HOLDINGS LP-CL A	14,000	24.82	347,480.00
		RANGE RESOURCES CORP	24,500	22.65	554,925.00
		TARGA RESOURCES CORP	22,200	43.53	966,366.00
		TESORO CORP	15,000	93.53	1,402,950.00
		VALERO ENERGY CORP	45,300	66.81	3,026,493.00
		WILLIAMS COS	81,000	29.17	2,362,770.00
		AIR PRODUCTS	21,500	143.83	3,092,345.00
		ALBEMARLE CORP	11,100	104.47	1,159,617.00
		AXALTA COATING SYSTEMS LTD	21,200	31.97	677,764.00
		CELANESE CORP-SERIES A	14,400	92.80	1,336,320.00
		CF INDUSTRIES HOLDINGS INC	22,900	26.87	615,323.00
		DOW CHEM CO	121,900	63.09	7,690,671.00
		DU PONT E I DE NEMOURS	86,500	80.69	6,979,685.00
		EASTMAN CHEMICAL CO.	14,100	83.52	1,177,632.00
		ECOLAB INC	26,400	131.78	3,478,992.00
		FMC CORP	13,200	74.01	976,932.00
		INTERNATIONAL FLAVORS & FRAGRANCE	7,600	135.37	1,028,812.00
		LYONDELLBASELL INDU-CL A	34,700	82.07	2,847,829.00
		MONSANTO CO	43,700	117.25	5,123,825.00
		MOSAIC CO/THE	31,200	22.63	706,056.00
		PPG INDUSTRIES	25,400	110.49	2,806,446.00
		PRAXAIR INC	28,700	132.23	3,795,001.00
		SHERWIN-WILLIAMS	8,300	358.16	2,972,728.00
		WR GRACE & CO	6,700	70.26	470,742.00
		MARTIN MARIETTA MATERIALS	6,430	225.29	1,448,614.70
		VULCAN MATERIALS CO	13,500	131.38	1,773,630.00
		AVERY DENNISON CORP	8,700	88.07	766,209.00
		BALL CORP	33,800	42.09	1,422,642.00
	CROWN HOLDINGS INC	14,500	58.41	846,945.00
	IP(INTERNATIONAL PAPER CO)	39,300	56.18	2,207,874.00
	PACKAGING CORP OP AMERICA	9,700	110.61	1,072,917.00
	SEALED AIR CORP	19,200	45.06	865,152.00
	WESTROCK CO	24,300	56.72	1,378,296.00
	FREEPORT-MCMORAN INC	140,000	11.72	1,640,800.00
	NEWMONT MINING CORP HOLDINGS CO	53,500	33.07	1,769,245.00
	NUCOR CORP	32,100	56.86	1,825,206.00
	STEEL DYNAMICS	24,000	33.20	796,800.00
	ARCONIC INC	39,100	21.84	853,944.00
	BOEING CO	58,100	198.89	11,555,509.00
	GENERAL DYNAMICS	25,790	198.84	5,128,083.60
	HUNTINGTON INGALLS INDUSTRIE	4,600	186.97	860,062.00
	L3 TECHNOLOGIES INC	7,760	166.03	1,288,392.80
	LOCKHEED MARTIN	26,270	277.83	7,298,594.10
	NORTHROP GRUMMAN CORP	16,530	255.33	4,220,604.90
	RAYTHEON COMPANY	29,300	161.16	4,721,988.00
	ROCKWELL COLLINS INC	15,932	103.46	1,648,324.72
	TEXTRON INC	26,400	46.45	1,226,280.00
	TRANSDIGM GROUP INC	5,230	265.38	1,387,937.40
	UNITED TECHNOLOGIES	76,500	121.59	9,301,635.00
	ALLEGION PLC	9,400	80.59	757,546.00
	FORTUNE BRANDS HOME & SECURITY INC	15,300	65.47	1,001,691.00
	JOHNSON CONTROLS INTERNATIONAL PLC	94,300	42.15	3,974,745.00
	LENNOX INTERNATIONAL INC	3,830	184.26	705,715.80
	MASCO CORP	32,900	38.25	1,258,425.00
	SMITH (A.O.) CORP	14,400	56.28	810,432.00
	FLUOR CORP	13,900	44.99	625,361.00
	JACOBS ENGINEERING GROUP INC	12,300	53.53	658,419.00
	ACUITY BRANDS INC	4,380	175.33	767,945.40
	AMETEK INC	23,300	60.09	1,400,097.00
	EATON CORP PLC	44,700	76.43	3,416,421.00
	EMERSON ELEC	64,800	58.64	3,799,872.00
	ROCKWELL AUTOMATION INC	12,900	159.37	2,055,873.00
	SENSATA TECHNOLOGIES HOLDING	16,900	41.55	702,195.00
	3M CORP	59,520	209.78	12,486,105.60
	GENERAL ELEC CO	874,200	27.21	23,786,982.00
	HONEYWELL INTERNATIONAL INC	72,600	132.93	9,650,718.00
	JARDINE MATHESON HLDGS LTD	22,000	64.90	1,427,800.00
	JARDINE STRATEGIC HLDGS LTD	22,000	41.91	922,020.00
	ROPER TECHNOLOGIES INC	10,340	230.12	2,379,440.80
	AGCO CORP	6,300	66.47	418,761.00
	CATERPILLAR INC DEL	59,000	103.93	6,131,870.00
	CUMMINS INC	16,200	158.20	2,562,840.00
	DEERE & COMPANY	26,700	122.00	3,257,400.00
	DOVER CORP	15,300	78.14	1,195,542.00
	FLOWSERVE CORP	12,200	45.31	552,782.00
	FORTIVE CORP	31,000	63.37	1,964,470.00
	IDEX CORP	7,500	111.48	836,100.00
	ILLINOIS TOOL WORKS INC	31,200	142.27	4,438,824.00
	INGERSOLL-RAND PLC	26,200	90.51	2,371,362.00
	MIDDLEBY CORP	5,700	121.41	692,037.00
	PACCAR	35,500	62.80	2,229,400.00
	PARKER HANNIFIN CORP	13,300	156.22	2,077,726.00
	PENTAIR PLC	16,700	65.09	1,087,003.00
	SNAP-ON INC	5,940	154.90	920,106.00
	STANLEY BLACK & DECKER INC	15,000	140.49	2,107,350.00
	WABCO HOLDINGS INC	5,200	124.32	646,464.00
	WABTEC CORP	9,000	88.46	796,140.00
	XYLEM INC	18,600	54.50	1,013,700.00
	AERCAP HOLDINGS NV	15,000	45.61	684,150.00
	FASTENAL CO	29,300	42.11	1,233,823.00
	GRAINGER(W.W.) INC	5,540	175.08	969,943.20
	HD SUPPLY HOLDINGS INC	19,900	30.99	616,701.00
	UNITED RENTALS INC	8,500	105.78	899,130.00
	CINTAS CORP	9,200	125.82	1,157,544.00
	REPUBLIC SERVICES INC-CL A	24,300	63.98	1,554,714.00
	ROLLINS INC	9,700	41.18	399,446.00
	STERICYCLE INC	8,900	77.24	687,436.00
	WASTE CONNECTIONS INC	26,250	64.75	1,699,687.50
	WASTE MANAGEMENT INC	44,500	73.11	3,253,395.00
	C.H.ROBINSON WORLDWIDE INC	13,600	67.33	915,688.00
	EXPEDITORS INTERNATIONAL WASH INC	17,700	55.78	987,306.00
	FEDEX CORPORATION	25,160	214.33	5,392,542.80
	UNITED PARCEL SERVICE-CL B	69,300	109.67	7,600,131.00
	AMERICAN AIRLINES GROUP INC	12,500	48.50	606,250.00
	DELTA AIR LINES INC	17,700	52.84	935,268.00
	SOUTHWEST AIRLINES	15,300	61.51	941,103.00
	UNITED CONTINENTAL HOLDINGS INC	7,600	76.00	577,600.00
	AMERCO	680	352.52	239,713.60
	CSX CORP	92,400	53.32	4,926,768.00
	HUNT J B TRANSPORT SVCS INC	8,700	87.70	762,990.00
	KANSAS CITY SOUTHERN	10,600	102.28	1,084,168.00
	NORFOLK SOUTHERN CORP	28,900	119.04	3,440,256.00
	UNION PAC CORP	81,300	107.35	8,727,555.00
	MACQUARIE INFRASTRUCTURE CORPORATION	7,600	78.35	595,460.00
	AUTOLIV INC	8,400	107.60	903,840.00
	BORGWARNER INC	21,300	41.07	874,791.00
	DELPHI AUTOMOTIVE PLC	26,900	86.49	2,326,581.00
	GOODYEAR TIRE & RUBBER CO	24,800	34.35	851,880.00
	LEAR CORP	6,900	138.14	953,166.00
	FORD MOTOR COMPANY	372,000	11.08	4,121,760.00
	GENERAL MOTORS CO	135,900	34.21	4,649,139.00
	HARLEY-DAVIDSON INC	16,800	54.51	915,768.00
	TESLA INC	12,970	362.37	4,699,938.90
	DR HORTON INC	36,100	33.77	1,219,097.00
	GARMIN LTD	13,300	50.57	672,581.00
	LEGGETT & PLATT INC	13,400	52.34	701,356.00
	LENNAR CORP-A	20,100	52.09	1,047,009.00
	MOHAWK INDUSTRIES	6,310	243.63	1,537,305.30
	NEWELL BRANDS INC	47,700	53.10	2,532,870.00
	NVR INC	350	2,434.18	851,963.00
	PULTEGROUP INC	28,900	24.07	695,623.00
	TOLL BROTHERS INC	16,300	39.02	636,026.00
	WHIRLPOOL CORP	7,610	188.52	1,434,637.20
	HASBRO INC	11,500	110.42	1,269,830.00
	MATTEL INC	33,400	20.63	689,042.00
	POLARIS INDUSTRIES INC	6,200	90.86	563,332.00
	COACH INC	27,900	47.12	1,314,648.00
	HANESBRANDS INC	37,700	22.84	861,068.00
	LULULEMON ATHLETICA INC	10,600	55.04	583,424.00
	MICHAEL KORS HOLDINGS LTD	16,100	35.75	575,575.00
	NIKE INC-B	133,300	52.95	7,058,235.00
	PVH CORP	8,000	112.48	899,840.00
	RALPH LAUREN CORPORATION	5,800	72.88	422,704.00
	UNDER ARMOUR INC-CLASS A	18,400	21.77	400,568.00
	UNDER ARMOUR INC-CLASS C	18,700	19.90	372,130.00
	V F CORP	35,600	56.85	2,023,860.00
	ARAMARK	25,400	41.00	1,041,400.00
	CARNIVAL CORP	34,800	65.05	2,263,740.00
	CHIPOTLE MEXICAN GRILL INC	2,560	413.98	1,059,788.80
	DARDEN RESTAURANTS INC	12,700	92.69	1,177,163.00
	DOMINOS PIZZA INC	4,610	213.14	982,575.40
	HILTON WORLDWIDE HOLDINGS IN	20,300	63.45	1,288,035.00
	LAS VEGAS SANDS CORP	40,100	64.14	2,572,014.00
	MARRIOTT INTERNATIONAL-CLA	32,200	101.03	3,253,166.00
	MCDONALD'S CORP	83,300	153.72	12,804,876.00
	MELCO RESORTS & ENTERT-ADR	24,400	22.71	554,124.00
	MGM RESORTS INTERNATIONAL	44,900	33.73	1,514,477.00
	NORWEGIAN CRUISE LINE HOLDIN	16,100	53.86	867,146.00
	ROYAL CARIBBEAN CRUISES LTD	16,900	108.89	1,840,241.00
	STARBUCKS CORP	146,400	58.96	8,631,744.00
	VAIL RESORTS INC	3,950	205.49	811,685.50
	WYNDHAM WORLDWIDE CORP	10,900	102.55	1,117,795.00
	WYNN RESORTS LTD	8,400	135.63	1,139,292.00
	YUM BRANDS INC	33,200	73.97	2,455,804.00
	CBS CORP-CL B	36,800	64.02	2,355,936.00
	CHARTER COMMUNICATIONS INC-A	21,630	329.87	7,135,088.10
	COMCAST CORP-CL A	474,400	39.25	18,620,200.00
	DISCOVERY COMMUNICATIONS INC	14,300	26.13	373,659.00
	DISCOVERY COMMUNICATIONS-C	21,200	25.39	538,268.00
	DISH NETWORK CORP-A	23,100	63.83	1,474,473.00
	DISNEY (WALT) CO	158,600	105.41	16,718,026.00
	INTERPUBRIC GROUP	39,200	24.70	968,240.00
	LIBERTY BROADBAND CORP-C	11,000	85.21	937,310.00
	LIBERTY GLOBAL PLC -SERIES C	59,500	29.45	1,752,275.00
	LIBERTY GLOBAL PLC-A	24,000	30.32	727,680.00
	LIBERTY SIRIUS GROUP-C	19,300	40.50	781,650.00
	LIBERTY SIRIUSXM GROUP	9,870	40.73	402,005.10
	NEWS CORP/NEW-CL A-W/I	37,400	13.66	510,884.00
	OMNICOM GROUP	23,000	83.05	1,910,150.00
	SCRIPPS NETWORKS INTER-CL A	9,100	68.43	622,713.00
	SIRIUS XM HOLDINGS INC	163,000	5.26	857,380.00
	TIME WARNER INC	77,800	99.31	7,726,318.00
	TWENTY-FIRST CENTURY FOX INC	104,500	27.61	2,885,245.00
	TWENTY-FIRST CENTURY FOX INC CLASS B	42,800	27.22	1,165,016.00
	VIACOM INC-CLASS B	34,100	35.41	1,207,481.00
	GENUINE PARTS CO	14,400	90.85	1,308,240.00
	LKQ CORP	30,000	32.35	970,500.00
	AMAZON.COM INC	40,620	976.78	39,676,803.60
	EXPEDIA INC	12,300	147.89	1,819,047.00
	LIBERTY INTERACTIVE CORPORATION QVC GR-A	42,300	24.51	1,036,773.00
	NETFLIX INC	43,300	151.03	6,539,599.00
	PRICELINE GROUP INC/THE	4,901	1,858.25	9,107,283.25
	TRIPADVISOR INC	12,300	36.49	448,827.00
	DOLLAR GENERAL CORP	28,300	70.79	2,003,357.00
	DOLLAR TREE INC	23,700	69.22	1,640,514.00
	KOHLS CORP	17,200	38.41	660,652.00
	MACYS INC	30,400	23.09	701,936.00
	NORDSTROM INC	12,700	47.67	605,409.00
	TARGET CORP	52,800	52.07	2,749,296.00
	ADVANCE AUTO PARTS	7,110	121.96	867,135.60
	AUTONATION INC	7,100	40.98	290,958.00
	AUTOZONE	2,870	578.77	1,661,069.90
	BED BATH & BEYOND	15,600	30.72	479,232.00
	BEST BUY COMPANY INC	28,400	56.18	1,595,512.00
	CARMAX INC	18,300	63.10	1,154,730.00
	DICK S SPORTING GOODS INC	8,200	39.90	327,180.00
	FOOT LOCKER INC	13,400	48.50	649,900.00
	GAP INC	22,900	22.52	515,708.00
	HOME DEPOT	122,100	152.24	18,588,504.00
	L BRANDS, INC	24,000	54.41	1,305,840.00
	LOWES COS INC	86,500	76.33	6,602,545.00
	OREILLY AUTOMOTIVE INC,	9,250	221.87	2,052,297.50
	ROSS STORES INC	39,000	56.53	2,204,670.00
	SIGNET JEWELERS LTD	6,800	63.00	428,400.00
	STAPLES INC	62,000	9.16	567,920.00
	TIFFANY & CO	12,800	93.69	1,199,232.00
	TJX COS INC	65,700	69.96	4,596,372.00
	TRACTOR SUPPLY COMPANY	13,000	53.76	698,880.00
	ULTA BEAUTY INC	5,980	282.86	1,691,502.80
	COSTCO WHOLESALE CORPORATION	44,200	159.26	7,039,292.00
	CVS HEALTH CORP	102,500	80.49	8,250,225.00
	KROGER CO	94,500	22.77	2,151,765.00
	SYSCO CORP	51,500	49.27	2,537,405.00
	WAL-MART STORES INC	153,400	76.01	11,659,934.00
	WALGREENS BOOTS ALLIANCE INC	91,500	77.26	7,069,290.00
	WHOLE FOODS MARKET INC	31,600	42.56	1,344,896.00
	BROWN-FORMAN CORP-CL B	20,000	48.58	971,600.00
	COCA COLA CO	408,900	45.05	18,420,945.00
	CONSTELLATION BRANDS INC-A	17,080	182.28	3,113,342.40
	DR PEPPER SNAPPLE GROUP INC	18,700	91.63	1,713,481.00
	MOLSON COORS BREWING CO-B	18,800	86.38	1,623,944.00
	MONSTER BEVERAGE CORP	40,200	50.30	2,022,060.00
	PEPSICO INC	143,100	115.94	16,591,014.00
	ARCHER DANIELS MIDLAND	57,100	41.00	2,341,100.00
	BUNGE LIMITED	13,800	74.32	1,025,616.00
	CAMPBELL SOUP CO	19,100	52.88	1,010,008.00
	CONAGRA BRANDS INC	43,000	37.00	1,591,000.00
	GENERAL MILLS	58,000	55.52	3,220,160.00
	HERSHEY CO/THE	14,400	108.18	1,557,792.00
	HORMEL FOODS CORP	29,400	34.15	1,004,010.00
	INGREDION INC	6,800	118.13	803,284.00
	JM SMUCKER CO/THE-NEW	11,300	120.17	1,357,921.00
	KELLOGG CO	26,700	69.34	1,851,378.00
	KRAFT HEINZ CO/THE	60,600	87.51	5,303,106.00
	MCCORMICK & CO INC.	11,300	98.53	1,113,389.00
	MONDELEZ INTERNATIONAL INC	153,500	43.97	6,749,395.00
	TYSON FOODS INC-CL A	28,900	61.70	1,783,130.00
	ALTRIA GROUP INC	193,500	75.38	14,586,030.00
	PHILIP MORRIS INTERNATIONAL	155,500	118.14	18,370,770.00
	REYNOLDS AMERICAN INC	85,200	65.37	5,569,524.00
	CHURCH & DWIGHT CO INC	25,700	52.68	1,353,876.00
	CLOROX CO	13,000	136.94	1,780,220.00
	COLGATE PALMOLIVE CO.	84,000	75.37	6,331,080.00
	KIMBERLY-CLARK CORP	35,700	131.46	4,693,122.00
	PROCTER & GAMBLE CO	256,200	88.61	22,701,882.00
	SPECTRUM BRANDS HOLDINGS INC	2,600	124.14	322,764.00
	COTY INC-CL A	47,635	18.82	896,490.70
	ESTEE LAUDER COMPANIES-CL A	22,400	96.41	2,159,584.00
	ABBOTT LABORATORIES	173,600	48.67	8,449,112.00
	ALIGN TECHNOLOGY INC	7,800	149.34	1,164,852.00
	BARD (C R)	7,320	316.09	2,313,778.80
	BAXTER INTERNATIONAL INC.	48,500	60.69	2,943,465.00
	BECTON,DICKINSON	22,800	194.99	4,445,772.00
	BOSTON SCIENTIFIC CORP	137,600	27.81	3,826,656.00
	DANAHER CORP	62,000	84.62	5,246,440.00
	DENTSPLY SIRONA INC	23,400	64.43	1,507,662.00
	DEXCOM INC	8,300	74.94	622,002.00
	EDWARDS LIFESCIENCES CORP	21,100	117.13	2,471,443.00
	HOLOGIC INC	27,600	45.49	1,255,524.00
	IDEXX LABORATORIES INC	8,600	162.44	1,396,984.00
	INTUITIVE SURGICAL INC	3,830	936.01	3,584,918.30
	MEDTRONIC PLC	137,100	88.79	12,173,109.00
	RESMED INC	14,100	77.02	1,085,982.00
	STRYKER CORP	33,600	139.59	4,690,224.00
	TELEFLEX INC	4,330	205.73	890,810.90
	THE COOPER COMPANIES, INC.	4,700	243.25	1,143,275.00
	VARIAN MEDICAL SYSTEMS INC	9,600	102.65	985,440.00
	ZIMMER BIOMET HOLDINGS INC	19,700	128.25	2,526,525.00
	AETNA INC	35,000	151.19	5,291,650.00
	AMERISOURCEBERGEN CORP	16,600	95.53	1,585,798.00
	ANTHEM INC	26,260	187.41	4,921,386.60
	CARDINAL HEALTH INC	32,100	79.25	2,543,925.00
	CENTENE CORP	16,800	81.01	1,360,968.00
	CIGNA CORP	25,600	167.05	4,276,480.00
	DAVITA INC	15,700	64.12	1,006,684.00
	ENVISION HEALTHCARE CORP	11,600	62.67	726,972.00
	EXPRESS SCRIPTS HOLDING INC-COMMON	60,400	64.62	3,903,048.00
	HCA HEALTHCARE INC	29,700	86.01	2,554,497.00
	HENRY SCHEIN INC	8,070	182.87	1,475,760.90
	HUMANA INC	15,010	237.07	3,558,420.70
	LABORATORY CRP OF AMER HLDGS	10,300	150.30	1,548,090.00
	MCKESSON CORP	21,000	166.69	3,500,490.00
	MEDNAX INC	9,100	59.65	542,815.00
	PATTERSON COS INC	8,700	47.61	414,207.00
	QUEST DIAGNOSTICS INC	14,100	109.47	1,543,527.00
	UNITEDHEALTH GROUP INC	96,520	184.60	17,817,592.00
	UNIVERSAL HEALTH SERVICES-B	8,600	118.04	1,015,144.00
	VCA INC	8,000	92.46	739,680.00
	ABBVIE INC	159,200	72.39	11,524,488.00
	ALEXION PHARMACEUTICALS INC	22,200	122.11	2,710,842.00
	ALKERMES PLC	15,200	57.12	868,224.00
	AMGEN INC	73,500	170.85	12,557,475.00
	BIOGEN INC	21,660	271.25	5,875,275.00
	BIOMARIN PHARMACEUTICAL INC	16,800	89.63	1,505,784.00
	CELGENE CORP	77,700	130.85	10,167,045.00
	GILEAD SCIENCES INC	130,600	70.65	9,226,890.00
	INCYTE CORP	16,700	130.31	2,176,177.00
	REGENERON PHARMACEUTICALS	7,850	502.12	3,941,642.00
	SEATTLE GENETICS INC	9,700	51.39	498,483.00
	TESARO INC	3,700	141.03	521,811.00
	UNITED THERAPEUTICS CORP	4,340	130.94	568,279.60
	VERTEX PHARMACEUTICALS	24,600	129.23	3,179,058.00
	ALLERGAN PLC	33,520	246.09	8,248,936.80
	BRISTOL MYERS SQUIBB	168,000	55.90	9,391,200.00
	ELI LILLY & CO.	99,800	83.04	8,287,392.00
	JAZZ PHARMACEUTICALS PLC	6,100	154.86	944,646.00
	JOHNSON & JOHNSON	271,800	135.01	36,695,718.00
	MALLINCKRODT PLC	9,700	44.89	435,433.00
	MERCK & CO INC	276,400	65.54	18,115,256.00
	MYLAN NV	45,400	38.43	1,744,722.00
	PERRIGO CO PLC	13,800	74.70	1,030,860.00
	PFIZER INC	596,600	33.77	20,147,182.00
	TARO PHARMACEUTICAL INDUSTRIES LTD	1,500	116.16	174,240.00
	TEVA PHARMACEUTICAL-SP ADR	91,400	32.16	2,939,424.00
	ZOETIS INC	48,600	62.76	3,050,136.00
	BANK OF AMERICA CORP	1,004,600	23.27	23,377,042.00
	BB&T CORPORATION	81,700	43.82	3,580,094.00
	CIT GROUP INC	13,600	48.34	657,424.00
	CITIGROUP	277,800	64.23	17,843,094.00
	CITIZENS FINANCIAL GROUP	50,400	34.84	1,755,936.00
	COMERICA INC	17,300	71.80	1,242,140.00
	EAST WEST BANCORP INC	14,300	57.25	818,675.00
	FIFTH THIRD BANCORP	73,700	25.09	1,849,133.00
	FIRST REPUBLIC BANK/CA	15,500	98.90	1,532,950.00
	HUNTINGTON BANCSHARES INC	107,000	12.91	1,381,370.00
	JPMORGAN CHASE & CO	358,500	88.05	31,565,925.00
	KEYCORP	107,700	18.20	1,960,140.00
	M & T BANK CORP	13,700	159.16	2,180,492.00
	PEOPLES UNITED FINANCIAL INC	35,400	17.30	612,420.00
	PNC FINANCIAL	48,800	121.12	5,910,656.00
	REGIONS FINANCIAL CORP	121,000	14.00	1,694,000.00
	SIGNATURE BANK	5,700	139.13	793,041.00
	SUNTRUST BKS INC.	48,600	55.21	2,683,206.00
	SVB FINANCIAL GROUP	5,180	174.45	903,651.00
	US BANCORP	168,900	51.42	8,684,838.00
	WELLS FARGO CO	477,500	53.16	25,383,900.00
	ZIONS BANCORPORATION	20,000	42.54	850,800.00
	BERKSHIRE HATHAWAY INC CL B	124,220	167.35	20,788,217.00
	LEUCADIA NATIONAL CORP	32,200	25.77	829,794.00
	VOYA FINANCIAL INC	18,700	36.15	676,005.00
	AFLAC INC	40,000	77.77	3,110,800.00
	ALLEGHANY CORP	1,510	587.60	887,276.00
	ALLSTATE CORP	36,100	88.17	3,182,937.00
	AMERICAN FINANCIAL GROUP INC	7,400	98.56	729,344.00
	AMERICAN INTL GROUP	98,000	63.41	6,214,180.00
	AON PLC	26,400	132.58	3,500,112.00
	ARCH CAPITAL GROUP LTD	13,400	92.98	1,245,932.00
	ARTHUR J GALLAGHER & CO	18,000	56.51	1,017,180.00
	ASSURANT INC	6,000	103.64	621,840.00
	ATHENE HOLDING LTD-CLASS A	11,400	49.11	559,854.00
	AXIS CAPITAL HOLDINGS LTD	8,500	64.20	545,700.00
	CHUBB LTD	46,900	144.78	6,790,182.00
	CINCINNATI FINANCIAL CORP	15,500	71.92	1,114,760.00
	EVEREST RE GROUP LTD	4,010	253.41	1,016,174.10
	FNF GROUP	26,500	44.52	1,179,780.00
	HARTFORD FINANCIAL SERVICES	37,700	52.20	1,967,940.00
	LINCOLN NATIONAL CORP	22,300	65.62	1,463,326.00
	LOEWS CORP	27,700	46.62	1,291,374.00
	MARKEL CORP	1,430	965.60	1,380,808.00
	MARSH & MCLENNAN COS	52,000	77.91	4,051,320.00
	METLIFE INC	93,100	52.98	4,932,438.00
	PRINCIPAL FINANCIAL GROUP	29,300	63.40	1,857,620.00
	PROGRESSIVE CO	58,600	44.63	2,615,318.00
	PRUDENTIAL FINANCIAL INC	42,900	104.60	4,487,340.00
	REINSURANCE GROUP OF AMERICA	6,300	126.86	799,218.00
	RENAISSANCERE HOLDINGS LTD	4,200	139.73	586,866.00
	TORCHMARK CORP	11,200	75.67	847,504.00
	TRAVELERS COS INC/THE	27,700	127.38	3,528,426.00
	UNUM GROUP	22,500	45.57	1,025,325.00
	WILLIS TOWERS WATSON PLC	13,200	144.91	1,912,812.00
	WR BERKLEY CORP	9,900	68.41	677,259.00
	XL GROUP LTD	26,400	44.00	1,161,600.00
	AKAMAI TECHNOLOGIES	16,600	50.00	830,000.00
	ALPHABET INC-CL A	29,770	948.09	28,224,639.30
	ALPHABET INC-CL C	31,280	927.33	29,006,882.40
	COSTAR GROUP INC	3,210	262.78	843,523.80
	EBAY INC	102,100	34.91	3,564,311.00
	FACEBOOK INC-A	235,900	150.58	35,521,822.00
	MERCADOLIBRE INC	4,300	255.93	1,100,499.00
	TWITTER INC	63,400	18.12	1,148,808.00
	VERISIGN INC	9,700	92.80	900,160.00
	ZILLOW GROUP INC - C	10,900	48.18	525,162.00
	ACCENTURE PLC-CL A	62,600	122.19	7,649,094.00
	ALLIANCE DATA SYSTEMS CORP	5,220	259.96	1,356,991.20
	AUTOMATIC DATA PROCESS	44,500	101.50	4,516,750.00
	BROADRIDGE FINANCIAL SOLUTIONS INC	11,400	75.58	861,612.00
	COGNIZANT TECH SOLUTIONS CORP	60,000	66.53	3,991,800.00
	DXC TECHNOLOGY CO	28,900	77.52	2,240,328.00
	FIDELITY NATIONAL INFORMATION	33,100	85.22	2,820,782.00
	FIRST DATA CORP- CLASS A	37,000	18.53	685,610.00
	FISERV INC	21,500	122.85	2,641,275.00
	FLEETCOR TECHNOLOGIES INC	9,400	143.13	1,345,422.00
	GARTNER INC	9,100	122.88	1,118,208.00
	GLOBAL PAYMENTS INC	15,600	89.86	1,401,816.00
	INTERNATIONAL BUSINESS MACHINES	90,600	154.75	14,020,350.00
	JACK HENRY & ASSOCIATES INC	7,700	104.68	806,036.00
	LEIDOS HOLDINGS INC	14,100	52.15	735,315.00
	MASTERCARD INC	95,100	122.74	11,672,574.00
	PAYCHEX INC	32,900	58.62	1,928,598.00
	PAYPAL HOLDINGS INC	115,400	52.73	6,085,042.00
	SABRE CORP	20,000	22.09	441,800.00
	TOTAL SYSTEM SERVICES INC	16,300	58.43	952,409.00
	VANTIV INC - CL A	16,100	62.38	1,004,318.00
	VISA INC-CLASS A SHARES	186,300	94.90	17,679,870.00
	WESTERN UNION CO	45,800	18.88	864,704.00
	ACTIVISION BLIZZARD INC	71,200	58.29	4,150,248.00
	ADOBE SYSTEMS INC.	49,700	142.54	7,084,238.00
	ANSYS INC	8,300	121.27	1,006,541.00
	AUTODESK INC.	19,900	102.92	2,048,108.00
	CA INC	30,900	34.62	1,069,758.00
	CADENCE DESIGN SYS INC	29,100	33.69	980,379.00
	CDK GLOBAL INC	12,800	61.88	792,064.00
	CHECK POINT SOFTWARE TECHNOLOGIES LTD.	13,200	111.22	1,468,104.00
	CITRIX SYSTEMS INC	15,800	80.46	1,271,268.00
	DELL TECHNOLOGIES INC-CL V	21,701	61.98	1,345,027.98
	ELECTRONIC ARTS	31,000	108.32	3,357,920.00
	FORTINET INC	13,900	37.20	517,080.00
	INTUIT INC	24,100	135.29	3,260,489.00
	MICROSOFT CORP	735,100	69.21	50,876,271.00
	MOBILEYE NV	20,300	62.95	1,277,885.00
	NUANCE COMMUNICATIONS INC	30,800	18.23	561,484.00
	ORACLE CORPORATION	308,600	50.75	15,661,450.00
	RED HAT INC	17,800	96.00	1,708,800.00
	SALESFORCE.COM INC	66,600	87.68	5,839,488.00
	SERVICENOW INC	16,600	106.77	1,772,382.00
	SPLUNK INC	12,800	56.09	717,952.00
	SS&C TECHNOLOGIES HOLDINGS	17,100	37.78	646,038.00
	SYMANTEC CORP	60,800	28.11	1,709,088.00
	SYNOPSYS INC	14,900	73.65	1,097,385.00
	VMWARE INC - CLASS A	7,400	89.25	660,450.00
	WORKDAY INC-CLASS A	12,800	98.36	1,259,008.00
	ARISTA NETWORKS INC	4,600	152.82	702,972.00
	CISCO SYSTEMS	502,200	31.76	15,949,872.00
	COMMSCOPE HOLDING CO INC	19,300	38.00	733,400.00
	F5 NETWORKS INC	6,200	127.80	792,360.00
	HARRIS CORP	12,700	109.35	1,388,745.00
	JUNIPER NETWORKS INC	37,800	27.94	1,056,132.00
	MOTOROLA SOLUTIONS INC	16,300	87.72	1,429,836.00
	PALO ALTO NETWORKS INC	9,000	134.98	1,214,820.00
	APPLE INC	525,200	143.73	75,486,996.00
	HEWLETT PACKARD ENTERPRISE	168,000	16.50	2,772,000.00
	HP INC	167,000	17.77	2,967,590.00
	NETAPP INC	26,700	39.63	1,058,121.00
	SEAGATE TECHNOLOGY	28,600	39.51	1,129,986.00
	WESTERN DIGITAL CORP	29,100	91.85	2,672,835.00
	XEROX CORP	21,000	28.98	608,580.00
	AMPHENOL CORP-CL A	30,400	74.23	2,256,592.00
	ARROW ELECTRS INC	8,900	78.33	697,137.00
	AVNET	12,200	38.63	471,286.00
	CDW CORPORATION	16,500	62.90	1,037,850.00
	CORNING INC	94,300	29.99	2,828,057.00
	FLEX LTD	56,000	16.46	921,760.00
	FLIR SYSTEMS INC	12,700	34.97	444,119.00
	TE CONNECTIVITY LTD	35,600	77.95	2,775,020.00
	TRIMBLE INC	25,600	35.80	916,480.00
	ADVANCED MICRO DEVICES	86,000	13.40	1,152,400.00
	ANALOG DEVICES INC	36,800	78.14	2,875,552.00
	APPLIED MATERIALS	107,800	41.89	4,515,742.00
	BROADCOM LTD	39,970	235.33	9,406,140.10
	INTEL CORP	474,100	33.65	15,953,465.00
	KLA TENCOR CORP	15,900	93.87	1,492,533.00
	LAM RESEARCH	16,000	144.62	2,313,920.00
	MARVELL TECHNOLOGY GROUP LTD	41,000	16.79	688,390.00
	MAXIM INTEGRATED PRODUCTS	28,800	44.73	1,288,224.00
	MICROCHIP TECHNOLOGY	21,600	78.71	1,700,136.00
	MICRON TECHNOLOGY	104,300	31.66	3,302,138.00
	NVIDIA CORP	53,900	146.58	7,900,662.00
	NXP SEMICONDUCTORS NV	28,000	109.52	3,066,560.00
	QORVO INC	12,700	64.49	819,023.00
	QUALCOMM INC	148,400	55.43	8,225,812.00
	SKYWORKS SOLUTIONS INC	18,100	97.86	1,771,266.00
	TEXAS INSTRUMENTS INC	100,400	76.95	7,725,780.00
	XILINX INC	25,000	65.10	1,627,500.00
	AT & T INC	615,400	37.70	23,200,580.00
	CENTURYLINK INC	55,400	24.56	1,360,624.00
	LEVEL 3 COMMUNICATIONS INC	30,100	60.20	1,812,020.00
	VERIZON COMMUNICATIONS	408,700	44.84	18,326,108.00
	ZAYO GROUP HOLDINGS INC	19,200	31.51	604,992.00
	SPRINT CORP	75,000	8.18	613,500.00
	T-MOBILE US INC	28,300	61.01	1,726,583.00
	ALLIANT ENERGY CORP	22,900	41.12	941,648.00
	AMERICAN ELECTRIC POWER	49,400	70.72	3,493,568.00
	DUKE ENERGY CORP	70,000	85.70	5,999,000.00
	EDISON INTERNATIONAL	32,800	79.06	2,593,168.00
	ENTERGY CORP	18,200	78.13	1,421,966.00
	EVERSOURCE ENERGY	32,100	61.99	1,989,879.00
	EXELON CORPORATION	93,200	36.76	3,426,032.00
	FIRSTENERGY CORP	45,200	29.72	1,343,344.00
	NEXTERA ENERGY INC	46,800	142.27	6,658,236.00
	OGE ENERGY CORP	19,600	35.41	694,036.00
	PG&E CORP	51,000	67.04	3,419,040.00
	PINNACLE WEST CAPITAL CORP	11,100	87.30	969,030.00
	PPL CORPORATION	69,000	39.02	2,692,380.00
	SOUTHERN CO.	99,300	49.40	4,905,420.00
	WESTAR ENERGY INC	13,400	53.44	716,096.00
	XCEL ENERGY INC	51,200	47.01	2,406,912.00
	ATMOS ENERGY CORP	10,500	83.49	876,645.00
	UGI CORP	18,000	49.43	889,740.00
	AMEREN CORPORATION	24,300	55.89	1,358,127.00
	CENTERPOINT ENERGY INC	41,200	28.18	1,161,016.00
	CMS ENERGY CORP	27,300	47.02	1,283,646.00
	CONSOLIDATED EDISON INC	30,200	82.67	2,496,634.00
	DOMINION ENERGY INC	62,500	77.90	4,868,750.00
	DTE ENERGY COMPANY	17,900	107.67	1,927,293.00
	NISOURCE INC	33,700	25.88	872,156.00
	PUBLIC SVC ENTERPRISE	50,800	43.62	2,215,896.00
	SCANA CORP	14,100	68.69	968,529.00
	SEMPRA ENERGY	23,800	113.72	2,706,536.00
	WEC ENERGY GROUP INC	32,000	62.67	2,005,440.00
	AMERICAN WATER WORKS CO INC	17,800	80.07	1,425,246.00
	NEW YORK COMMUNITY BANCORP	47,100	12.81	603,351.00
	ALLY FINANCIAL INC	48,100	20.99	1,009,619.00
	AMERICAN EXPRESS CO	76,600	83.08	6,363,928.00
	CAPITAL ONE FINANCIAL CORP	48,300	81.38	3,930,654.00
	DISCOVER FINANCIAL SERVICES	38,500	61.07	2,351,195.00
	NAVIENT CORP	29,900	16.49	493,051.00
	SYNCHRONY FINANCIAL	80,500	29.44	2,369,920.00
	AFFILIATED MANAGERS GROUP	5,900	162.71	959,989.00
	AMERIPRISE FINANCIAL INC	15,700	125.79	1,974,903.00
	BANK OF NEWYORK MELLON CORP	104,200	49.68	5,176,656.00
	BLACKROCK INC	12,120	422.13	5,116,215.60
	CBOE HOLDINGS INC	10,000	90.01	900,100.00
	CME GROUP INC	34,100	124.62	4,249,542.00
	E*TRADE FINANCIAL CORP	28,000	37.22	1,042,160.00
	EATON VANCE CORP	11,700	47.24	552,708.00
	FRANKLIN RESOURCES INC	33,500	44.46	1,489,410.00
	GOLDMAN SACHS GROUP	36,030	220.28	7,936,688.40
	INTERCONTINENTAL EXCHANGE INC	59,800	65.38	3,909,724.00
	INVESCO LTD	39,600	34.77	1,376,892.00
	MOODYS CORP	16,800	120.42	2,023,056.00
	MORGAN STANLEY	139,800	44.22	6,181,956.00
	MSCI INC	9,300	102.69	955,017.00
	NASDAQ INC	11,100	70.68	784,548.00
	NORTHERN TRUST CORP	21,700	95.42	2,070,614.00
	RAYMOND JAMES FINANCIAL INC	13,300	78.64	1,045,912.00
	S&P GLOBAL INC	26,100	146.09	3,812,949.00
	SCHWAB(CHARLES)CORP	121,000	42.62	5,157,020.00
	SEI INVESTMENTS COMPANY	12,700	52.89	671,703.00
	STATE STREET CORP	38,200	87.90	3,357,780.00
	T ROWE PRICE GROUP INC	23,900	74.09	1,770,751.00
	TD AMERITRADE HOLDING CORP	25,300	42.29	1,069,937.00
	H & R BLOCK INC	22,400	31.34	702,016.00
	AES CORP	65,000	11.50	747,500.00
	CERNER CORP	30,100	66.34	1,996,834.00
	VEEVA SYSTEMS INC-CLASS A	10,500	60.19	631,995.00
	AGILENT TECHNOLOGIES INC	32,700	58.88	1,925,376.00
	ILLUMINA INC	14,720	176.36	2,596,019.20
	METTLER-TOLEDO INTL	2,620	591.12	1,548,734.40
	QUINTILES IMS HOLDINGS INC	14,200	89.47	1,270,474.00
	THERMO FISHER SCIENTIFIC INC	39,520	173.70	6,864,624.00
	WATERS CORP	8,000	183.21	1,465,680.00
	EQUIFAX INC	11,700	138.35	1,618,695.00
	IHS MARKIT LTD	37,500	45.37	1,701,375.00
	MANPOWERGROUP INC	7,100	106.93	759,203.00
	NIELSEN HOLDINGS PLC	36,200	38.94	1,409,628.00
	ROBERT HALF INTERNATIONAL INC	13,300	47.53	632,149.00
	VERISK ANALYTICS INC	16,000	82.82	1,325,120.00
	CBRE GROUP INC	29,600	36.40	1,077,440.00
	HONGKONG LAND HOLDINGS LTD	114,000	7.46	850,440.00
	JONES LANG LASALLE INC	4,700	121.49	571,003.00
小計	銘柄数:606			2,125,969,549.05
				(238,278,667,057)
	組入時価比率:62.3%			64.8%
カナダドル	ALTAGAS LTD	16,600	29.50	489,700.00
	ARC RESOURCES LTD	32,900	16.97	558,313.00
	CAMECO CORP	38,600	12.50	482,500.00
	CANADIAN NATURAL RESOURCES LTD	111,800	37.58	4,201,444.00
	CENOVUS ENERGY INC	103,000	9.55	983,650.00
	CRESCENT POINT ENERGY CORP	53,700	10.07	540,759.00
	ENBRIDGE INC	163,900	52.75	8,645,725.00
	ENCANA CORP	95,000	11.16	1,060,200.00
	HUSKY ENERGY INC	35,745	15.20	543,324.00
	IMPERIAL OIL	30,800	38.57	1,187,956.00
	INTER PIPELINE LTD	36,200	25.17	911,154.00
	KEYERA CORP	17,800	40.75	725,350.00
	PEMBINA PIPELINE CORP	39,600	42.77	1,693,692.00
	PEYTO EXPLORATION & DEV CORP	17,200	23.74	408,328.00
	PRAIRIESKY ROYALTY LTD	20,726	29.23	605,820.98
	SEVEN GENERATIONS ENERGY - A	22,600	22.07	498,782.00
	SUNCOR ENERGY INC	165,900	38.49	6,385,491.00
	TOURMALINE OIL CORP	21,600	27.11	585,576.00
	TRANSCANADA CORP	86,200	62.75	5,409,050.00
	VERESEN INC	29,000	18.25	529,250.00
	VERMILION ENERGY INC	12,000	42.05	504,600.00
	AGRIUM INC	14,100	121.41	1,711,881.00
	METHANEX CORP	8,200	55.62	456,084.00
	POTASH CORP OF SASKATCHEWAN INC	86,000	21.67	1,863,620.00
	CCL INDUSTRIES INC - CL B	13,300	65.42	870,086.00
	AGNICO EAGLE MINES LTD	23,300	60.65	1,413,145.00
	BARRICK GOLD	115,800	21.16	2,450,328.00
	FIRST QUANTUM MINERALS LTD	65,000	10.44	678,600.00
	FRANCO-NEVADA CORP	17,900	96.33	1,724,307.00
	GOLDCORP INC	82,900	17.58	1,457,382.00
	KINROSS GOLD CORP	118,600	5.43	643,998.00
	TECK RESOURCES LTD	54,900	21.76	1,194,624.00
	TURQUOISE HILL RESOURCES LTD	98,000	3.32	325,360.00
	WHEATON PRECIOUS METALS CORP	45,400	26.54	1,204,916.00
	YAMANA GOLD INC	97,000	3.37	326,890.00
	WEST FRASER TIMBER	6,800	60.65	412,420.00
	BOMBARDIER B SHEARS	189,000	2.41	455,490.00
	CAE INC	26,000	22.30	579,800.00
	SNC-LAVALIN GROUP INC	14,500	55.23	800,835.00
	FINNING INTERNATIONAL INC	15,200	25.47	387,144.00
	CANADIAN NATL RAILWAY CO	76,400	106.78	8,157,992.00
	CANADIAN PACIFIC RAILWAY LTD	14,500	210.17	3,047,465.00
	LINAMAR CORP	4,800	62.96	302,208.00
	MAGNA INTERNATIONAL INC	37,700	58.87	2,219,399.00
	GILDAN ACTIVEWEAR INC	24,100	41.40	997,740.00
	RESTAURANT BRANDS INTERNATIONAL INC	22,600	81.27	1,836,702.00
	SHAW COMMUNICATIONS INC-B	40,400	30.24	1,221,696.00
	CANADIAN TIRE CORP LTD A	7,000	146.84	1,027,880.00
	DOLLARAMA INC	10,700	125.37	1,341,459.00
	ALIMENTATION COUCHE-TARD-B	42,300	64.85	2,743,155.00
	EMPIRE CO LTD A	16,200	19.10	309,420.00
	JEAN COUTU GROUP INC-CLASS A	9,400	21.42	201,348.00
	LOBLAW COMPANIES	22,300	73.32	1,635,036.00
	METRO INC	23,200	43.25	1,003,400.00
	WESTON(GEORGE)LTD	4,800	118.96	571,008.00
	SAPUTO INC	21,100	42.00	886,200.00
	VALEANT PHARMACEUTICALS INTERNATIONAL	31,300	21.88	684,844.00
	BANK OF MONTREAL	64,400	94.24	6,069,056.00
	BANK OF NOVA SCOTIA HALIFAX	121,500	79.17	9,619,155.00
	CANADIAN IMPERIAL BANK OF COMMERCE	40,000	104.98	4,199,200.00
	NATIONAL BANK OF CANADA	33,400	53.85	1,798,590.00
	ROYAL BANK OF CANADA	147,500	94.10	13,879,750.00
	TORONTO DOMINION BANK	186,800	65.26	12,190,568.00
	ELEMENT FLEET MANAGEMENT CORP	36,000	8.69	312,840.00
	ONEX CORPORATION	8,000	104.64	837,120.00
	FAIRFAX FINANCIAL HLDGS LTD	2,350	553.42	1,300,537.00
	GREAT-WEST LIFECO INC	30,000	34.52	1,035,600.00
	INDUSTRIAL ALLIANCE INSURANC	9,900	54.25	537,075.00
	INTACT FINANCIAL CORP	13,600	96.04	1,306,144.00
	MANULIFE FINANCIAL CORP	198,600	23.71	4,708,806.00
	POWER CORPORATION OF CANADA	37,900	29.43	1,115,397.00
	POWER FINANCIAL CORP	24,300	33.38	811,134.00
	SUN LIFE FINANCIAL INC	61,600	45.20	2,784,320.00
	SHOPIFY INC - CLASS A	7,900	114.37	903,523.00
	CGI GROUP INC - CLASS A	21,400	67.75	1,449,850.00
	CONSTELLATION SOFTWARE INC	2,070	695.24	1,439,146.80
	OPEN TEXT CORP	26,200	41.24	1,080,488.00
	BLACKBERRY LTD	50,900	13.14	668,826.00
	BCE INC	15,400	58.96	907,984.00
	TELUS CORP	19,300	45.25	873,325.00
	ROGERS COMMUNICATIONS-CL B	36,100	62.87	2,269,607.00
	EMERA INC	4,900	48.80	239,120.00
	FORTIS INC	41,000	46.53	1,907,730.00
	HYDRO ONE LTD	29,400	23.11	679,434.00
	ATCO LTD CL1	6,800	51.28	348,704.00
	CANADIAN UTILITIES LTD A	12,400	42.26	524,024.00
	BROOKFIELD ASSET MANAGE-CL A	89,700	52.01	4,665,297.00
	CI FINANCIAL CORP	28,200	27.36	771,552.00
	IGM FINANCIAL INC	10,300	40.99	422,197.00
	THOMSON REUTERS CORP	28,800	61.20	1,762,560.00
	FIRST CAPITAL REALTY INC	18,000	20.24	364,320.00
小計	銘柄数:91			167,877,506.78
				(14,281,339,501)
	組入時価比率:3.7%			3.9%
ユーロ	SAIPEM SPA	58,970	3.24	191,534.56
	TENARIS SA	46,000	13.36	614,560.00
	ENAGAS	22,800	25.83	588,924.00
	ENI SPA	254,000	13.52	3,434,080.00
	GALP ENERGIA SGPS SA-B SHRS	50,000	13.21	660,750.00
	NESTE OYJ	12,500	34.69	433,625.00
	OMV AG	15,000	46.08	691,200.00
	REPSOL SA	118,300	13.61	1,610,063.00
	REPSOL SA-RTS	118,286	0.40	47,314.40
	SNAM SPA	233,000	3.96	923,146.00
	TOTAL SA	233,900	44.40	10,385,160.00
	VOPAK	7,100	41.51	294,756.50
	AIR LIQUIDE	39,200	111.05	4,353,160.00
	AKZO NOBEL	24,800	77.74	1,927,952.00
	ARKEMA	6,700	94.24	631,408.00
	BASF SE	92,300	84.39	7,789,197.00
	COVESTRO AG	11,600	66.91	776,156.00
	EVONIK INDUSTRIES AG	16,900	28.41	480,129.00
	FUCHS PETROLUB SE -PFD	6,400	49.33	315,744.00
	K+S AG	18,800	22.67	426,196.00
	KONINKLIJKE DSM NV	18,000	65.79	1,184,220.00
	LANXESS	8,900	66.55	592,295.00
	LINDE AG	18,660	170.00	3,172,200.00
	SOLVAY SA	7,300	119.00	868,700.00
	SYMRISE AG	12,100	63.65	770,165.00
	UMICORE	9,400	62.70	589,380.00
	CRH PLC	86,100	31.55	2,716,455.00
	HEIDELBERGCEMENT AG	15,200	85.27	1,296,104.00
	IMERYS	3,800	77.12	293,056.00
	ARCELORMITTAL	67,200	19.55	1,314,096.00
	THYSSENKRUPP AG	36,300	25.41	922,383.00
	VOESTALPINE AG	11,000	40.67	447,370.00
	STORA ENSO OYJ-R	54,000	11.53	622,620.00
	UPM-KYMMENE OYJ	52,900	25.12	1,328,848.00
	AIRBUS SE	57,800	74.48	4,304,944.00
	DASSAULT AVIATION SA	270	1,300.55	351,148.50
	LEONARDO SPA	41,000	14.97	613,770.00
	SAFRAN SA	31,300	81.37	2,546,881.00
	THALES SA	10,500	96.80	1,016,400.00
	ZODIAC AEROSPACE	19,500	23.88	465,660.00
	COMP DE SAINT-GOBAIN (ORD)	49,600	47.56	2,358,976.00
	ACS ACTIVIDADES CPNS Y-RTS	24,000	0.72	17,304.00
	ACS,ACTIVIDADES CONS Y SERV	24,000	34.86	836,640.00
	BOSKALIS WESTMINSTER-CVA	9,602	29.02	278,698.05
	BOUYGUES	22,100	38.54	851,734.00
	EIFFAGE SA	7,700	82.81	637,637.00
	FERROVIAL SA	47,227	19.84	937,219.81
	HOCHTIEF AG	2,000	165.50	331,000.00
	VINCI	50,100	77.70	3,892,770.00
	GAMESA CORP TECNOLOGICA SA	23,600	18.39	434,004.00
	LEGRAND SA	26,400	62.37	1,646,568.00
	OSRAM LICHT AG	8,850	71.33	631,270.50
	PRYSMIAN SPA	19,400	25.55	495,670.00
	SCHNEIDER ELECTRIC SE	56,800	69.17	3,928,856.00
	KONINKLIJKE PHILIPS NV	93,500	32.54	3,042,490.00
	SIEMENS AG	76,800	124.10	9,530,880.00
	ALSTOM	15,500	31.76	492,280.00
	ANDRITZ AG	7,200	53.75	387,000.00
	CNH INDUSTRIAL NV	105,000	10.07	1,057,350.00
	GEA GROUP AG	18,600	36.97	687,642.00
	KONE OYJ	34,100	46.06	1,570,646.00
	MAN SE	3,700	94.47	349,539.00
	METSO OYJ	12,200	30.63	373,686.00
	WARTSILA OYJ	14,700	53.35	784,245.00
	BRENNTAG AG	15,190	50.80	771,652.00
	REXEL SA	28,600	14.36	410,696.00
	EDENRED	21,400	23.65	506,110.00
	SOCIETE BIC SA	2,810	104.80	294,488.00
	BOLLORE	87,000	4.11	357,570.00
	DEUTSCHE POST AG-REG	99,700	33.26	3,316,022.00
	DEUTSCHE LUFTHANSA-REG	22,600	19.34	437,084.00
	INTERNATIONAL CONSOLIDATED AIRLINES GRP	63,000	6.86	432,495.00
	ABERTIS INFRAESTRUCTURAS SA	70,800	16.25	1,150,500.00
	ADP	2,800	143.10	400,680.00
	AENA SA	6,500	171.50	1,114,750.00
	ATLANTIA SPA	46,600	24.95	1,162,670.00
	FRAPORT AG	3,800	77.60	294,880.00
	GROUPE EUROTUNNEL SE - REGR	45,000	9.69	436,095.00
	CONTINENTAL AG	10,920	191.35	2,089,542.00
	MICHELIN (CGDE)	17,200	119.35	2,052,820.00
	NOKIAN RENKAAT OYJ	11,300	36.29	410,077.00
	SCHAEFFLER AG	16,000	12.50	200,080.00
	VALEO SA	23,900	59.37	1,418,943.00
	BAYER MOTOREN WERK	32,800	82.86	2,717,808.00
	BAYERISCHE MOTOREN WERKE-PFD	5,300	72.88	386,264.00
	DAIMLER AG-REGISTERED SHARES	95,700	65.08	6,228,156.00
	FERRARI NV	12,500	77.70	971,250.00
	FIAT CHRYSLER AUTOMOBILES NV	109,000	9.56	1,042,040.00
	PEUGEOT CITROEN	47,300	17.81	842,413.00
	PORSCHE AUTOMOBIL HOLDING SE	15,200	50.06	760,912.00
	RENAULT SA	18,600	80.04	1,488,744.00
	VOLKSWAGEN AG	3,250	138.05	448,662.50
	VOLKSWAGEN AG-PREF	18,400	134.10	2,467,440.00
	SEB SA	2,450	160.50	393,225.00
	ADIDAS AG	18,920	168.80	3,193,696.00
	HERMES INTERNATIONAL	2,160	442.20	955,152.00
	HUGO BOSS AG	6,300	63.25	398,475.00
	KERING SA	7,470	309.10	2,308,977.00
	LUXOTTICA GROUP SPA	16,500	52.70	869,550.00
	LVMH MOET HENNESSY LOUIS VUITTON SE	27,730	229.80	6,372,354.00
	ACCOR SA	19,100	41.65	795,610.50
	PADDY POWER PLC	8,700	95.60	831,720.00
	SODEXO	8,900	116.90	1,040,410.00
	ALTICE NV - A	40,100	21.54	863,754.00
	ALTICE NV - B	10,010	21.58	216,065.85
	AXEL SPRINGER SE	4,400	54.52	239,888.00
	EUTELSAT COMMUNICATIONS	16,300	23.50	383,050.00
	JC DECAUX SA	6,800	28.96	196,962.00
	LAGARDERE S.C.A	11,600	28.25	327,758.00
	PROSIEBEN SAT.1 MEDIA SE	22,300	37.31	832,013.00
	PUBLICIS GROUPE	20,700	66.99	1,386,693.00
	RTL GROUP	3,900	66.38	258,882.00
	SES FDR	37,600	21.95	825,320.00
	TELENET GROUP HOLDING NV	5,200	56.12	291,824.00
	VIVENDI SA	104,000	20.23	2,103,920.00
	ZALANDO SE	11,700	40.40	472,738.50
	INDITEX SA	109,400	34.82	3,809,855.00
	CARREFOUR SUPERMARCHE	55,200	22.26	1,228,752.00
	CASINO GUICHARD-PERRACHON SA	5,900	52.49	309,691.00
	COLRUYT SA	7,300	44.78	326,894.00
	DISTRIBUIDORA INTERNACIONAL	66,000	5.37	354,948.00
	JERONIMO MARTINS	26,700	17.32	462,444.00
	KONINKLIJKE AHOLD DELHAIZE NV	127,000	17.09	2,170,430.00
	METRO AG	18,200	29.46	536,263.00
	ANHEUSER-BUSCH INBEV SA/NV	76,500	100.85	7,715,025.00
	COCA-COLA EUROPEAN PARTNERS	21,900	36.04	789,276.00
	HEINEKEN HOLDING NV	9,700	82.00	795,400.00
	HEINEKEN NV	23,200	87.05	2,019,560.00
	PERNOD RICARD SA	21,300	121.40	2,585,820.00
	REMY COINTREAU	2,300	105.25	242,075.00
	DANONE	58,900	67.93	4,001,077.00
	KERRY GROUP PLC-A	16,800	76.73	1,289,064.00
	HENKEL AG & CO KGAA	10,600	110.30	1,169,180.00
	HENKEL AG & CO KGAA VORZUG	17,900	125.50	2,246,450.00
	BEIERSDORF AG	10,000	95.79	957,900.00
	LOREAL-ORD	25,090	191.20	4,797,208.00
	UNILEVER NV-CVA	163,600	49.86	8,157,096.00
	ESSILOR INTERNATIONAL	21,000	116.45	2,445,450.00
	FRESENIUS MEDICAL CARE	21,600	86.38	1,865,808.00
	FRESENIUS SE & CO KGAA	41,700	77.20	3,219,240.00
	GRIFOLS SA	28,800	25.63	738,144.00
	BAYER AG-REG	83,000	121.75	10,105,250.00
	IPSEN	4,000	124.35	497,400.00
	MERCK KGAA	13,100	109.45	1,433,795.00
	ORION OYJ	10,800	56.80	613,440.00
	RECORDATI SPA	11,200	36.25	406,000.00
	SANOFI	116,100	87.63	10,173,843.00
	UCB SA	12,100	61.43	743,303.00
	ABN AMRO GROUP NV-CVA	27,900	23.24	648,396.00
	BANCO BILBAO VIZCAYA ARGENTARIA S.A.	670,888	7.37	4,947,128.11
	BANCO DE SABADELL SA	530,000	1.77	940,220.00
	BANCO SANTANDER SA	1,464,000	5.88	8,615,640.00
	BANK OF IRELAND	2,850,000	0.22	638,400.00
	BANKIA SA	107,500	4.17	448,275.00
	BANKINTER S.A.	65,000	7.99	519,610.00
	BNP PARIBAS	112,800	62.65	7,066,920.00
	CAIXABANK	359,000	4.21	1,511,390.00
	COMMERZBANK AG	102,000	9.94	1,013,982.00
	CREDIT AGRICOLE SA	113,000	14.09	1,592,735.00
	ERSTE GROUP BANK AG	30,700	32.18	987,926.00
	ING GROEP NV	390,100	15.14	5,906,114.00
	INTESA SANPAOLO	1,266,000	2.75	3,489,096.00
	INTESA SANPAOLO-RSP	92,000	2.58	237,544.00
	IRISH BANK RESOLUTION CORP LTD	139,810	0.00	0.00
	KBC GROEP NV	25,400	64.70	1,643,380.00
	MEDIOBANCA S.P.A.	53,000	8.48	449,440.00
	NATIXIS	98,000	5.94	582,610.00
	RAIFFEISEN BANK INTERNATIONAL AG	16,200	22.17	359,235.00
	SOCIETE GENERALE	77,400	47.30	3,661,020.00
	UNICREDIT SPA	199,700	16.21	3,237,137.00
	EURAZEO SE	4,272	65.77	280,969.44
	EXOR NV	10,400	48.67	506,168.00
	GROUPE BRUXELLES LAM	7,800	85.26	665,028.00
	WENDEL	2,900	134.10	388,890.00
	AEGON NV	170,000	4.35	739,840.00
	AGEAS	19,000	35.03	665,570.00
	ALLIANZ SE-REG	45,900	174.35	8,002,665.00
	ASSICURAZIONI GENERALI	126,000	14.33	1,805,580.00
	AXA	193,200	23.88	4,614,582.00
	CNP ASSURANCES	16,500	19.80	326,700.00
	HANNOVER RUECK SE	6,200	105.45	653,790.00
	MAPFRE SA	98,000	3.02	296,744.00
	MUENCHENER RUECKVER AG-REG	15,930	176.40	2,810,052.00
	NN GROUP NV	31,100	30.22	939,842.00
	POSTE ITALIANE SPA	50,000	5.96	298,000.00
	SAMPO OYJ-A SHS	44,400	45.17	2,005,548.00
	SCOR SE	18,000	35.44	638,010.00
	UNIPOLSAI SPA	107,000	1.94	207,580.00
	UNITED INTERNET AG-REG SHARE	12,900	49.49	638,485.50
	AMADEUS IT GROUP SA	44,000	52.75	2,321,000.00
	ATOS SE	9,600	125.90	1,208,640.00
	CAPGEMINI SA	15,800	93.01	1,469,558.00
	DASSAULT SYSTEMES SA	12,800	80.70	1,032,960.00
	GEMALTO	8,500	53.65	456,025.00
	SAP SE	98,700	94.35	9,312,345.00
	NOKIA OYJ	583,000	5.59	3,258,970.00
	INGENICO GROUP	5,500	81.01	445,555.00
	ASML HOLDING NV	37,400	118.60	4,435,640.00
	INFINEON TECHNOLOGIES AG	112,500	19.18	2,158,312.50
	STMICROELECTRONICS NV	65,000	12.82	833,300.00
	DEUTSCHE TELEKOM-REG	325,800	16.24	5,290,992.00
	ELISA OYJ	14,500	33.96	492,420.00
	ILIAD SA	2,710	211.90	574,249.00
	KONINKLIJKE KPN NV	341,000	2.84	971,168.00
	ORANGE SA	199,000	14.25	2,835,750.00
	PROXIMUS	15,100	30.92	466,892.00
	TELECOM ITALIA SPA	1,130,000	0.80	911,345.00
	TELECOM ITALIA-RNC	570,000	0.64	367,650.00
	TELEFONICA DEUTSCHLAND HOLDING AG	74,600	4.29	320,257.80
	TELEFONICA SA	452,000	9.40	4,251,964.00
	ELECTRICITE DE FRANCE	57,000	9.74	555,351.00
	ENDESA S.A.	31,700	21.87	693,279.00
	ENEL SPA	810,000	4.80	3,888,000.00
	ENERGIAS DE PORTUGAL	235,000	2.89	679,620.00
	FORTUM OYJ	44,000	14.25	627,000.00
	IBERDROLA SA	586,000	7.02	4,118,408.00
	RED ELECTRICA CORPORACION SA	43,200	19.51	842,832.00
	TERNA SPA	152,000	4.81	731,120.00
	GAS NATURAL SDG	35,800	20.85	746,430.00
	E.ON SE	224,000	8.68	1,945,440.00
	ENGIE	171,000	13.67	2,338,425.00
	INNOGY SE	14,600	35.01	511,146.00
	RWE AG	49,600	18.40	912,640.00
	SUEZ	38,500	16.56	637,560.00
	VEOLIA ENVIRONNEMENT	46,100	18.94	873,364.50
	DEUTSCHE BANK AG-REG	207,900	15.52	3,226,608.00
	DEUTSCHE BOERSE AG	18,900	93.40	1,765,260.00
	EUROFINS SCIENTIFIC SE	1,030	511.05	526,381.50
	QIAGEN NV	21,474	30.46	654,098.04
	BUREAU VERITAS SA	25,500	20.38	519,690.00
	RANDSTAD HOLDING NV	11,600	50.79	589,164.00
	RELX NV	97,800	18.45	1,804,410.00
	WOLTERS KLUWER	29,900	38.81	1,160,419.00
	DEUTSCHE WOHNEN AG-BR	36,100	34.01	1,227,941.50
	VONOVIA SE	46,500	35.12	1,633,312.50
小計	銘柄数:235			387,523,954.06
				(49,231,043,123)
	組入時価比率:12.9%			13.4%
英ポンド	PETROFAC LTD	26,000	4.17	108,576.00
	BP PLC	1,953,000	4.60	8,989,659.00
	ROYAL DUTCH SHELL PLC-A SHS	442,200	20.88	9,235,347.00
	ROYAL DUTCH SHELL PLC-B	376,000	21.25	7,991,880.00
	CRODA INTERNATIONAL PLC	13,600	39.52	537,472.00
	JOHNSON MATTHEY PLC	19,150	29.30	561,095.00
	ANGLO AMERICAN PLC	136,400	10.06	1,372,184.00
	ANTOFAGASTA PLC	41,000	7.74	317,545.00
	BHP BILLITON PLC	213,000	11.69	2,489,970.00
	FRESNILLO PLC	20,900	15.61	326,249.00
	GLENCORE PLC	1,220,000	2.87	3,509,330.00
	RANDGOLD RESOURCES LTD	9,700	70.35	682,395.00
	RIO TINTO PLC-REG	123,300	31.57	3,892,581.00
	MONDI PLC	37,200	20.21	751,812.00
	BAE SYSTEMS PLC	315,000	6.43	2,027,025.00
	COBHAM PLC	254,000	1.34	342,392.00
	MEGGITT PLC	78,000	4.90	382,512.00
	ROLLS-ROYCE HOLDINGS PLC	167,000	9.19	1,534,730.00
	ROLLS-ROYCE HOLDINGS PLC -C	12,993,000	0.00	12,993.00
	DCC PLC	8,600	70.70	608,020.00
	SMITHS GROUP PLC	41,000	16.14	661,740.00
	IMI PLC	25,900	12.16	314,944.00
	WEIR GROUP PLC	22,000	17.60	387,200.00
	ASHTEAD GROUP PLC	51,600	15.75	812,700.00
	BUNZLE	33,100	23.09	764,279.00
	TRAVIS PERKINS PLC	24,700	14.46	357,162.00
	WOLSELEY PLC	25,500	47.46	1,210,230.00
	BABCOCK INTL GROUP PLC	25,900	8.92	231,028.00
	G4S PLC	152,000	3.34	508,440.00
	ROYAL MAIL PLC	88,000	4.26	375,232.00
	EASYJET PLC	16,300	13.31	216,953.00
	GKN PLC	169,000	3.31	559,728.00
	BARRATT DEVELOPMENTS PLC	98,000	5.63	552,230.00
	PERSIMMON PLC	29,500	22.71	669,945.00
	TAYLOR WIMPEY PLC	319,000	1.78	569,415.00
	THE BERKELEY GRP HOLDINGS	12,400	32.66	404,984.00
	BURBERRY GROUP PLC	45,400	17.66	801,764.00
	CARNIVAL PLC	18,700	51.55	963,985.00
	COMPASS GROUP PLC	158,942	16.63	2,643,205.46
	INTERCONTINENTAL HOTELS GROUP PLC	17,409	43.41	755,724.69
	MERLIN ENTERTAINMENTS PLC-WI	69,000	4.82	332,649.00
	TUI AG-DI	49,000	11.27	552,230.00
	WHITBREAD PLC	18,800	39.75	747,300.00
	ITV PLC	353,000	1.80	637,871.00
	PEARSON	78,000	7.06	550,680.00
	SKY PLC	105,000	9.62	1,010,625.00
	WPP PLC	126,700	16.41	2,079,147.00
	MARKS & SPENCER PLC	153,000	3.36	514,998.00
	NEXT PLC	14,000	39.55	553,700.00
	DIXONS CARPHONE PLC	92,000	2.95	272,228.00
	KINGFISHER PLC	214,000	3.01	644,140.00
	MORRISON SUPERMARKETS	213,000	2.41	513,756.00
	SAINSBURY	170,000	2.54	431,970.00
	TESCO PLC	823,000	1.69	1,390,870.00
	COCA-COLA HBC AG-CDI	19,300	23.70	457,410.00
	DIAGEO PLC	253,000	23.31	5,897,430.00
	ASSOCIATED BRITISH FOODS PLC	36,200	29.58	1,070,796.00
	TATE & LYLE ORD.	48,000	7.02	337,200.00
	BRITISH AMERICAN TOBACCO PLC	187,000	54.28	10,150,360.00
	IMPERIAL BRANDS PLC	95,600	35.75	3,418,178.00
	RECKITT BENCKISER GROUP PLC	66,900	78.84	5,274,396.00
	UNILEVER PLC	127,700	43.01	5,493,015.50
	CONVATEC GROUP PLC-WI	116,000	3.30	383,148.00
	SMITH & NEPHEW PLC	89,100	13.47	1,200,177.00
	MEDICLINIC INTERNATIONAL PLC	37,500	7.42	278,437.50
	SHIRE PLC	90,600	45.20	4,095,120.00
	ASTRAZENECA PLC	127,100	53.47	6,796,037.00
	GLAXOSMITHKLINE PLC	490,400	16.97	8,324,540.00
	HIKMA PHARMACEUTICALS PLC	13,900	15.16	210,724.00
	BARCLAYS PLC	1,701,000	2.02	3,449,628.00
	HSBC HOLDINGS PLC	1,991,000	6.89	13,735,909.00
	LLOYDS BANKING GROUP PLC	7,190,000	0.66	4,797,168.00
	ROYAL BANK OF SCOTLAND GROUP	366,000	2.51	921,588.00
	STANDARD CHARTERED PLC	330,000	7.57	2,498,430.00
	ADMIRAL GROUP PLC	21,900	19.94	436,686.00
	AVIVA PLC	406,000	5.31	2,157,890.00
	DIRECT LINE INSURANCE GROUP	136,083	3.54	482,822.48
	LEGAL & GENERAL	603,000	2.58	1,561,167.00
	OLD MUTUAL PLC	488,000	1.97	962,336.00
	PRUDENTIAL PLC	256,700	17.99	4,618,033.00
	RSA INSURANCE GROUP PLC	98,750	6.14	606,818.75
	ST JAMES S PLACE PLC	54,000	11.85	639,900.00
	STANDARD LIFE PLC	204,000	3.90	796,824.00
	AUTO TRADER GROUP PLC	95,000	3.78	359,480.00
	WORLDPAY GROUP PLC	208,000	3.13	652,912.00
	SAGE GROUP PLC (THE)	105,000	7.11	747,075.00
	BT GROUP PLC	837,000	2.88	2,414,745.00
	INMARSAT PLC	42,500	7.68	326,400.00
	VODAFONE GROUP PLC	2,676,000	2.21	5,930,016.00
	SSE PLC	99,000	14.86	1,471,140.00
	CENTRICA PLC	549,000	2.04	1,121,607.00
	NATIONAL GRID PLC	343,749	9.84	3,384,552.65
	SEVERN TRENT PLC	23,700	22.64	536,568.00
	UNITED UTILITIES GROUP PLC	67,000	9.00	603,000.00
	PROVIDENT FINANCIAL PLC	14,300	23.91	341,913.00
	3I GROUP PLC	97,000	9.15	888,035.00
	ABERDEEN ASSET MANAGEMENT PLC	94,000	2.94	277,018.00
	HARGREAVES LANSDOWN PLC	25,000	13.37	334,250.00
	INVESTEC PLC	61,000	5.71	348,310.00
	LONDON STOCK EXCHANGE GROUP PLC	31,700	37.24	1,180,508.00
	SCHRODERS PLC	13,300	31.04	412,832.00
	CAPITA PLC	64,000	6.94	444,160.00
	EXPERIAN PLC	94,600	16.23	1,535,358.00
	INTERTEK GROUP PLC	16,300	43.69	712,147.00
	RELX PLC	109,700	16.90	1,853,930.00
小計	銘柄数:105			186,594,946.03
				(26,793,168,300)
	組入時価比率:7.0%			7.3%
スイスフラン	EMS-CHEMIE HOLDING AG-REG	830	690.00	572,700.00
	GIVAUDAN-REG	931	1,931.00	1,797,761.00
	SIKA AG-BR	218	6,280.00	1,369,040.00
	LAFARGEHOLCIM LTD	45,700	56.40	2,577,480.00
	GEBERIT AG-REG	3,780	453.80	1,715,364.00
	ABB LTD	200,800	24.40	4,899,520.00
	SCHINDLER HOLDING AG-REG	1,930	204.10	393,913.00
	SCHINDLER HOLDING-PART CERT	3,870	208.60	807,282.00
	KUEHNE & NAGEL INTL AG-REG	5,250	159.10	835,275.00
	CIE FINANCIERE RICHEMONT-BR A	52,400	80.20	4,202,480.00
	THE SWATCH GROUP AG-B	3,160	362.00	1,143,920.00
	THE SWATCH GROUP AG-REG	6,000	71.65	429,900.00
	DUFRY AG-REG	3,660	158.50	580,110.00
	BARRY CALLEBAUT AG	230	1,348.00	310,040.00
	LINDT & SPRUENGLI AG-PC	104	5,665.00	589,160.00
	LINDT&SPRUENGLI AG-REG	10	68,560.00	685,600.00
	NESTLE SA-REG	311,800	84.30	26,284,740.00
	SONOVA HOLDING AG-REG	5,000	162.00	810,000.00
	STRAUMANN HOLDING AG-REG	940	558.50	524,990.00
	NOVARTIS-REG	223,900	82.80	18,538,920.00
	ROCHE HOLDING (GENUSSCHEINE)	70,430	252.00	17,748,360.00
	VIFOR PHARMA AG	4,800	108.40	520,320.00
	PARGESA HOLDING SA-BEARER SHARES	3,200	73.80	236,160.00
	BALOISE HOLDING AG	5,000	147.40	737,000.00
	SWISS LIFE HOLDING AG	3,180	322.70	1,026,186.00
	SWISS RE LTD	32,100	88.80	2,850,480.00
	ZURICH INSURANCE GROUP AG	15,110	281.70	4,256,487.00
	SWISSCOM AG-REG	2,560	465.00	1,190,400.00
	CREDIT SUISSE GROUP AG-REG	232,000	13.74	3,187,680.00
	JULIUS BAER GROUP LTD	22,000	51.65	1,136,300.00
	PARTNERS GROUP HOLDING AG	1,690	587.50	992,875.00
	UBS GROUP AG	364,000	16.00	5,824,000.00
	LONZA AG-REG	7,540	207.60	1,565,304.00
	ADECCO GROUP AG-REG	16,400	73.70	1,208,680.00
	SGS SA-REG	551	2,355.00	1,297,605.00
	SWISS PRIME SITE-REG	6,800	87.25	593,300.00
小計	銘柄数:36			113,439,332.00
				(13,236,101,257)
	組入時価比率:3.5%			3.6%
スウェーデンクローナ	LUNDIN PETROLEUM AB	17,100	166.80	2,852,280.00
	BOLIDEN AB	26,300	232.70	6,120,010.00
	ASSA ABLOY AB-B	99,700	190.60	19,002,820.00
	SKANSKA AB-B SHS	34,100	204.80	6,983,680.00
	ALFA LAVAL AB	27,700	179.30	4,966,610.00
	ATLAS COPCO AB-A	68,100	335.30	22,833,930.00
	ATLAS COPCO AB-B	38,200	301.90	11,532,580.00
	SANDVIK AB	115,000	136.40	15,686,000.00
	SKF AB-B SHARES	38,800	173.50	6,731,800.00
	VOLVO AB-B SHS	158,000	147.70	23,336,600.00
	SECURITAS AB-B SHS	33,300	143.80	4,788,540.00
	ELECTROLUX AB-B	23,300	288.20	6,715,060.00
	HUSQVARNA AB-B SHS	45,000	85.55	3,849,750.00
	HENNES&MAURITZ AB-B	94,300	200.70	18,926,010.00
	ICA GRUPPEN AB	7,800	312.70	2,439,060.00
	SWEDISH MATCH AB	18,900	304.80	5,760,720.00
	ESSITY AKTIEBOLAG-B	60,000	239.00	14,340,000.00
	GETINGE AB-B SHS	19,100	169.70	3,241,270.00
	NORDEA BANK AB	307,000	108.00	33,156,000.00
	SKANDINAVISKA ENSKILDA BANKEN AB	150,000	102.60	15,390,000.00
	SVENSKA HANDELSBANKEN-A	153,000	120.50	18,436,500.00
	SWEDBANK AB	91,000	204.70	18,627,700.00
	INDUSTRIVARDEN AB-C SHS	16,800	207.50	3,486,000.00
	INVESTOR AB-B SHS	45,800	417.70	19,130,660.00
	KINNEVIK AB - B	23,600	262.00	6,183,200.00
	LUNDBERGS AB-B SHS	3,400	682.50	2,320,500.00
	ERICSSON LM-B	309,000	62.50	19,312,500.00
	HEXAGON AB-B SHS	25,800	406.30	10,482,540.00
	TELIA CO AB	262,000	38.59	10,110,580.00
	MILLICOM INTERNATIONAL CELLULAR-SDR	6,800	498.30	3,388,440.00
	TELE 2 AB-B SHS	34,000	90.35	3,071,900.00
小計	銘柄数:31			343,203,240.00
				(4,468,506,184)
	組入時価比率:1.2%			1.2%
ノルウェークローネ	STATOIL ASA	111,300	140.60	15,648,780.00
	YARA INTERNATIONAL ASA	18,600	302.40	5,624,640.00
	NORSK HYDRO	130,000	45.69	5,939,700.00
	SCHIBSTED ASA	7,800	200.40	1,563,120.00
	SCHIBSTED ASA-B SHS	9,100	186.00	1,692,600.00
	MARINE HARVEST ASA	37,200	142.60	5,304,720.00
	ORKLA ASA	80,000	84.50	6,760,000.00
	DNB ASA	98,000	137.20	13,445,600.00
	GJENSIDIGE FORSIKRING ASA	19,700	139.70	2,752,090.00
	TELENOR ASA	76,000	139.30	10,586,800.00
小計	銘柄数:10			69,318,050.00
				(922,623,245)
	組入時価比率:0.2%			0.3%
デンマーククローネ	CHR HANSEN HOLDING A/S	10,200	479.50	4,890,900.00
	NOVOZYMES A/S-B SHARES	22,500	290.50	6,536,250.00
	VESTAS WIND SYSTEMS A/S	22,100	578.00	12,773,800.00
	ISS A/S	16,100	261.20	4,205,320.00
	A P MOLLER - MAERSK A/S-A	375	12,140.00	4,552,500.00
	A P MOLLER-MAERSK A/S	668	12,830.00	8,570,440.00
	DSV A/S	19,000	403.90	7,674,100.00
	PANDORA A/S	10,800	619.00	6,685,200.00
	CARLSBERG B	10,500	709.50	7,449,750.00
	COLOPLAST-B	11,700	563.00	6,587,100.00
	WILLIAM DEMANT HOLDING	13,000	172.50	2,242,500.00
	GENMAB A/S	5,860	1,428.00	8,368,080.00
	H LUNDBECK A/S	7,500	365.90	2,744,250.00
	NOVO NORDISK A/S-B	182,000	287.90	52,397,800.00
	DANSKE BANK AS	73,800	249.10	18,383,580.00
	TRYG A/S	11,800	141.50	1,669,700.00
	TDC A/S	76,800	38.50	2,956,800.00
	DONG ENERGY A/S	14,100	297.20	4,190,520.00
小計	銘柄数:18			162,878,590.00
				(2,783,595,103)
	組入時価比率:0.7%			0.8%
豪ドル	CALTEX AUSTRALIA LIMITED	25,500	31.42	801,210.00
	OIL SEARCH LTD	143,000	6.51	930,930.00
	ORIGIN ENERGY LTD	175,000	6.82	1,193,500.00
	SANTOS LTD.	176,000	2.96	520,960.00
	WOODSIDE PETROLEUM	76,400	29.36	2,243,104.00
	INCITEC PIVOT LTD	161,000	3.37	542,570.00
	ORICA LTD	36,600	20.26	741,516.00
	BORAL LTD	115,000	7.03	808,450.00
	JAMES HARDIE INDUSTRIES PLC	44,000	19.98	879,120.00
	AMCOR	118,000	16.42	1,937,560.00
	ALUMINA LTD	233,000	1.93	450,855.00
	BHP BILLITON LIMITED	319,800	22.46	7,182,708.00
	BLUESCOPE STEEL LTD	60,000	12.87	772,200.00
	FORTESCUE METALS GROUP LTD	148,000	4.87	720,760.00
	NEWCREST MINING	75,000	20.99	1,574,250.00
	RIO TINTO LTD	42,300	59.85	2,531,655.00
	SOUTH32 LTD	537,000	2.63	1,412,310.00
	CIMIC GROUP LTD	8,938	39.23	350,637.74
	BRAMBLES LTD	162,000	10.04	1,626,480.00
	QANTAS AIRWAYS LIMITED	44,133	5.63	248,468.79
	AURIZON HOLDINGS LTD	209,000	5.46	1,141,140.00
	SYDNEY AIRPORT	107,900	7.55	814,645.00
	TRANSURBAN GROUP	206,000	12.54	2,583,240.00
	ARISTOCRAT LEISURE LTD	56,200	23.39	1,314,518.00
	CROWN RESORTS LTD	43,000	12.61	542,230.00
	DOMINO S PIZZA ENTERPRISES L	5,900	52.98	312,582.00
	FLIGHT CENTRE TRAVEL GROUP LTD	5,200	39.39	204,828.00
	TABCORP HOLDINGS	78,000	4.50	351,000.00
	TATTS GROUP LTD	147,000	4.15	610,050.00
	REA GROUP LTD	5,400	66.08	356,832.00
	HARVEY NORMAN HOLDINGS LTD	53,000	3.80	201,400.00
	WESFARMERS LIMITED	113,000	40.58	4,585,540.00
	WOOLWORTHS LIMITED	127,700	25.57	3,265,289.00
	COCA-COLA AMATIL LTD	60,000	9.06	543,600.00
	TREASURY WINE ESTATES LTD	72,000	13.21	951,120.00
	COCHLEAR LTD	5,800	158.42	918,836.00
	HEALTHSCOPE LTD	176,000	2.15	378,400.00
	RAMSAY HEALTH CARE LTD	14,100	74.34	1,048,194.00
	SONIC HEALTHCARE LTD	38,000	24.25	921,500.00
	CSL LIMITED	45,500	140.80	6,406,400.00
	AUSTRALIA & NEW ZEALAND BANK	295,400	28.03	8,280,062.00
	BANK OF QUEENSLAND LTD	35,115	11.17	392,234.55
	BENDIGO AND ADELAIDE BANK LTD	44,300	10.70	474,010.00
	COMMONWEALTH BANK OF AUSTRALIA	173,000	82.08	14,199,840.00
	NATIONAL AUSTRALIA BANK	267,900	29.15	7,809,285.00
	WESTPAC BANKING CORP	335,700	30.09	10,101,213.00
	AMP LIMITED	298,000	5.20	1,549,600.00
	CHALLENGER LIMITED	56,000	13.33	746,480.00
	INSURANCE AUSTRALIA GROUP LTD	243,000	6.55	1,591,650.00
	MEDIBANK PRIVATE LTD	261,000	2.74	715,140.00
	QBE INSURANCE	140,000	11.77	1,647,800.00
	SUNCORP GROUP LTD	132,000	14.69	1,939,080.00
	COMPUTERSHARE LTD	47,000	14.23	668,810.00
	TELSTRA CORP LTD	414,000	4.32	1,788,480.00
	TPG TELECOM LTD	35,964	5.82	209,310.48
	AUSNET SERVICES	163,400	1.71	280,231.00
	APA GROUP	111,000	9.46	1,050,060.00
	AGL ENERGY LTD	65,700	25.95	1,704,915.00
	ASX LTD	19,600	52.93	1,037,428.00
	MACQUARIE GROUP LIMITED	32,500	88.51	2,876,575.00
	SEEK LTD	32,800	16.96	556,288.00
小計	銘柄数:61			114,539,080.56
				(9,755,293,491)
	組入時価比率:2.6%			2.7%
ニュージーランドドル	FLETCHER BUILDING LTD	69,000	7.97	549,930.00
	AUCKLAND INTL AIRPORT LTD	91,110	7.10	647,336.55
	RYMAN HEALTHCARE LTD	45,000	8.26	371,700.00
	SPARK NEW ZEALAND LTD	189,000	3.89	735,210.00
	CONTACT ENERGY LTD	76,000	5.22	396,720.00
	MERCURY NZ LTD	60,000	3.34	200,400.00
	MERIDIAN ENERGY LTD	120,000	2.92	350,400.00
小計	銘柄数:7			3,251,696.55
				(265,175,853)
	組入時価比率:0.1%			0.1%
香港ドル	CK HUTCHISON HOLDINGS LTD	271,040	98.35	26,656,784.00
	NWS HOLDINGS LTD	159,500	15.48	2,469,060.00
	MTR CORP	148,000	44.15	6,534,200.00
	TECHTRONIC INDUSTRIES CO	140,000	36.25	5,075,000.00
	LI & FUNG LTD	563,600	2.78	1,566,808.00
	YUE YUEN INDUSTRIAL HLDG	75,000	31.70	2,377,500.00
	GALAXY ENTERTAINMENT GROUP L	236,000	47.55	11,221,800.00
	MGM CHINA HOLDINGS LTD	94,000	17.26	1,622,440.00
	SANDS CHINA LTD	233,600	36.10	8,432,960.00
	SHANGRI-LA ASIA LTD	108,333	13.46	1,458,162.18
	SJM HOLDINGS LIMITED	166,000	8.46	1,404,360.00
	WYNN MACAU LTD	148,400	18.32	2,718,688.00
	WH GROUP LIMITED	810,000	7.70	6,237,000.00
	BANK OF EAST ASIA	120,860	33.40	4,036,724.00
	BOC HONG KONG HOLDINGS LTD	363,500	37.40	13,594,900.00
	HANG SENG BANK	75,600	160.70	12,148,920.00
	FIRST PACIFIC CO	226,000	5.80	1,310,800.00
	AIA GROUP LTD	1,211,000	57.90	70,116,900.00
	ASM PACIFIC TECHNOLOGY	29,000	111.00	3,219,000.00
	HKT TRUST AND HKT LTD	379,600	10.22	3,879,512.00
	PCCW LTD	386,000	4.41	1,702,260.00
	CK INFRASTRUCTURE HOLDINGS LTD	65,000	67.30	4,374,500.00
	CLP HLDGS	166,000	83.70	13,894,200.00
	POWER ASSETS HOLDINGS LTD	139,000	70.55	9,806,450.00
	HONG KONG & CHINA GAS	830,289	14.82	12,304,882.98
	HONG KONG EXCHANGES & CLEARING LTD	115,200	201.60	23,224,320.00
	CHEUNG KONG PROPERTY HOLDING	271,040	61.85	16,763,824.00
	HANG LUNG GROUP LTD	81,000	30.95	2,506,950.00
	HANG LUNG PROPERTIES LTD	213,000	19.06	4,059,780.00
	HENDERSON LAND	118,599	44.45	5,271,725.55
	HYSAN DEVELOPMENT	65,000	37.20	2,418,000.00
	KERRY PROPERTIES	57,000	26.40	1,504,800.00
	NEW WORLD DEVELOPMENT	609,666	10.06	6,133,239.96
	SINO LAND CO.LTD	314,000	12.86	4,038,040.00
	SUN HUNG KAI PROPERTIES	144,000	115.70	16,660,800.00
	SWIRE PACIFIC-A	53,500	76.30	4,082,050.00
	SWIRE PROPERTIES LTD	116,800	25.10	2,931,680.00
	WHARF(HOLDING)	125,000	66.20	8,275,000.00
	WHEELOCK & COMPANY LTD	84,000	60.00	5,040,000.00
小計	銘柄数:39			331,074,020.67
				(4,757,533,677)
	組入時価比率:1.2%			1.3%
シンガポールドル	SINGAPORE TECH ENGINEERING	161,000	3.72	598,920.00
	KEPPEL CORP.	142,700	6.28	896,156.00
	SEMBCORP INDUSTRIES	99,040	3.06	303,062.40
	YANGZIJIANG SHIPBUILDING	270,000	1.19	322,650.00
	SINGAPORE AIRLINES LTD	52,040	10.09	525,083.60
	COMFORTDELGRO CORP LTD	207,000	2.36	488,520.00
	SATS LTD	77,000	5.16	397,320.00
	GENTING SINGAPORE PLC	614,600	1.08	663,768.00
	SINGAPORE PRESS HOLDINGS	148,000	3.24	479,520.00
	JARDINE CYCLE&CARRIAGE LTD	10,000	45.67	456,700.00
	GOLDEN AGRI-RESOURCES LTD	620,320	0.38	235,721.60
	WILMAR INTERNATIONAL LTD	184,000	3.48	640,320.00
	DBS GROUP HLDGS	177,000	20.35	3,601,950.00
	OCBC-ORD	316,000	10.73	3,390,680.00
	UNITED OVERSEAS BANK	130,000	22.93	2,980,900.00
	SINGAPORE TELECOMMUNICATIONS LIMITED	821,000	3.80	3,119,800.00
	STARHUB LTD	69,000	2.74	189,060.00
	SINGAPORE EXCHANGE LTD	77,000	7.38	568,260.00
	CAPITALAND LIMITED	246,000	3.52	865,920.00
	CITY DEVELOPMENTS LTD	41,000	10.75	440,750.00
	GLOBAL LOGISTIC PROPERTIES L	266,000	2.87	763,420.00
	UOL GROUP LIMITED	48,700	7.69	374,503.00
小計	銘柄数:22			22,302,984.60
				(1,803,642,364)
	組入時価比率:0.5%			0.5%
新シェケル	FRUTAROM	3,800	239.50	910,100.00
	ISRAEL CHEMICALS LIMITED	50,000	16.00	800,000.00
	ELBIT SYSTEMS LTD	2,300	441.60	1,015,680.00
	BANK HAPOALIM BM	102,000	23.46	2,392,920.00
	BANK LEUMI LE-ISRAEL	142,000	16.79	2,384,180.00
	MIZRAHI TEFAHOT BANK LTD	13,000	62.81	816,530.00
	NICE LTD	5,900	282.60	1,667,340.00
	BEZEQ THE ISRAELI TELECOM CP	204,000	5.86	1,195,440.00
	AZRIELI GROUP	4,100	199.10	816,310.00
小計	銘柄数:9			11,998,500.00
				(382,632,165)
	組入時価比率:0.1%			0.1%
	合計				366,959,321,320
					(366,959,321,320)

(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29年 6月28日現在)

種類	通貨	銘柄	券面総額	評価額	備考
投資信託受益証券	米ドル	HUTCHISON PORT HOLDINGS TRUST	509,000	213,780.00
	小計	銘柄数:1	509,000	213,780.00
				(23,960,462)
		組入時価比率:0.0%		0.2%
	合計			23,960,462
				(23,960,462)
投資証券	米ドル	AGNC INVESTMENT CORP	36,800	798,560.00
		ALEXANDRIA REAL ESTATE EQUIT	8,800	1,070,080.00
		AMERICAN TOWER CORP	42,400	5,755,800.00
		ANNALY CAPITAL MANAGEMENT	102,000	1,261,740.00
		AVALONBAY COMMUNITIES INC	13,620	2,626,072.20
		BOSTON PROPERTIES	15,700	1,942,875.00
		BRIXMOR PROPERTY GROUP INC	30,000	547,500.00
		CAMDEN PROPERTY TRUST	9,100	786,968.00
		COLONY NORTHSTAR INC-CLASS A	51,000	726,750.00
		CROWN CASTLE INTL CORP	36,000	3,668,760.00
		DIGITAL REALTY TRUST INC	16,000	1,866,240.00
		DUKE REALTY CORP	34,000	940,780.00
		EQUINIX INC	7,660	3,321,759.00
		EQUITY RESIDENTIAL	36,300	2,410,683.00
		ESSEX PROPERTY TRUST INC	6,550	1,706,406.00
		EXTRA SPACE STORAGE INC	12,700	994,537.00
		FEDERAL REALTY INVS TRUST	6,910	880,610.40
		GGP INC	63,200	1,516,168.00
		HCP INC	47,400	1,552,350.00
		HOST HOTELS & RESORTS INC	74,100	1,393,821.00
		IRON MOUNTAIN INC	24,400	836,188.00
		KIMCO REALTY CORP	40,000	747,600.00
		LIBERTY PROPERTY TRUST	14,300	587,873.00
		MACERICH CO /THE	12,300	723,609.00
		MID-AMERICA APARTMENT COMM	11,200	1,195,264.00
		NATIONAL RETAIL PROPERTIES INC	14,500	566,225.00
		PROLOGIS INC	52,900	3,106,288.00
		PUBLIC STORAGE	15,420	3,242,363.40
		REALTY INCOME CORP	26,200	1,466,938.00
		REGENCY CENTERS CORP	15,100	940,881.00
		SBA COMMUNICATIONS CORP	12,000	1,628,880.00
		SIMON PROPERTY GROUP INC	32,100	5,212,077.00
		SL GREEN REALTY CORP	9,800	1,038,506.00
		UDR INC	27,500	1,078,275.00
		VENTAS INC	34,800	2,476,716.00
		VEREIT INC	95,000	779,950.00
		VORNADO REALTY TRUST	17,400	1,633,164.00
		WELLTOWER INC	36,600	2,799,900.00
		WEYERHAEUSER CO	75,000	2,463,750.00
	小計	銘柄数:39	1,216,760	68,292,907.00
				(7,654,269,016)
		組入時価比率:2.0%		76.8%
	カナダドル	H&R REAL ESTATE INVSTMNT-UTS	13,600	303,416.00
		RIOCAN REAL ESTATE INVST TR	16,900	408,304.00
		SMART REAL ESTATE INVESTMENT TRUST	6,900	225,009.00
	小計	銘柄数:3	37,400	936,729.00
				(79,687,536)
		組入時価比率:0.0%		0.8%
	ユーロ	FONCIERE DES REGIONS	3,100	255,409.00
		GECINA SA	4,000	560,400.00
		ICADE	3,700	274,133.00
		KLEPIERRE	22,300	817,518.00
		UNIBAIL RODAMCO-NA	9,960	2,288,310.00
	小計	銘柄数:5	43,060	4,195,770.00
				(533,030,620)
		組入時価比率:0.1%		5.3%
	英ポンド	BRITISH LAND	102,000	623,220.00
		HAMMERSON PLC	74,000	434,750.00
		INTU PROPERTIES PLC	88,000	236,808.00
		LAND SECURITIES GROUP PLC	77,500	789,725.00
		SEGRO PLC	103,000	510,365.00
	小計	銘柄数:5	444,500	2,594,868.00
				(372,597,096)
		組入時価比率:0.1%		3.7%
豪ドル	DEXUS	100,000	1,003,000.00
	GOODMAN GROUP	184,000	1,508,800.00
	GPT GROUP	179,000	905,740.00
	LENDLEASE GROUP	53,000	864,960.00
	MIRVAC GROUP	381,000	857,250.00
	SCENTRE GROUP	540,000	2,235,600.00
	STOCKLAND TRUST GROUP	244,000	1,146,800.00
	VICINITY CENTRES	328,704	894,074.88
	WESTFIELD CORP	203,000	1,658,510.00
小計	銘柄数:9	2,212,704	11,074,734.88
			(943,235,169)
	組入時価比率:0.2%		9.5%
香港ドル	HK ELECTRIC INVESTMENTS -SS	260,000	1,859,000.00
香港ドル	LINK REIT	225,000	13,556,250.00
小計	銘柄数:2	485,000	15,415,250.00
			(221,517,142)
	組入時価比率:0.1%		2.2%
シンガポールドル	ASCENDAS REAL ESTATE INV TRT	239,000	635,740.00
	CAPITALAND COMMERCIAL TRUST	192,000	314,880.00
	CAPITALAND MALL TRUST	249,900	493,552.50
	SUNTEC REIT	243,000	454,410.00
小計	銘柄数:4	923,900	1,898,582.50
			(153,538,366)
	組入時価比率:0.0%		1.5%
	合計			9,957,874,945
				(9,957,874,945)
	合計			9,981,835,407
				(9,981,835,407)

(注1)投資信託受益証券、投資証券及び親投資信託受益証券における券面総額の数値は、証券数を表示しております。

(注2)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3)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4)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29年 6月28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	5,320,543,947	-	5,301,562,149	△18,981,798
市場取引以外の取引
為替予約取引
買建	1,012,484,474	-	1,016,721,200	4,236,726
米ドル	866,598,529	-	869,663,200	3,064,671
カナダドル	32,860,386	-	33,173,400	313,014
英ポンド	78,234,189	-	78,969,000	734,811
豪ドル	34,791,370	-	34,915,600	124,230
合計	-	-	-	△14,745,072

(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28年6月29日-平成29年6月28日)

開示資料

決算