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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12月7日-平成29年12月6日)

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【提出】: 2018/02/23 9:11
【資料】: PDFをみる
【項目】: 50項目

外国株式為替ヘッジ型マザーファンド
貸借対照表

(単位:円)
	(平成29年12月 6日現在)
資産の部
流動資産
預金	39,024,167
コール・ローン	845,104,312
株式	35,609,615,696
投資信託受益証券	3,320,409
投資証券	931,887,068
派生商品評価勘定	68,993,100
未収入金	504,912,163
未収配当金	65,207,676
差入委託証拠金	358,412,107
流動資産合計	38,426,476,698
資産合計	38,426,476,698
負債の部
流動負債
派生商品評価勘定	35,891,311
未払金	565,822
未払解約金	962,523,020
未払利息	953
その他未払費用	1,209,400
流動負債合計	1,000,190,506
負債合計	1,000,190,506
純資産の部
元本等
元本	20,994,628,253
剰余金
期末剰余金又は期末欠損金(△)	16,431,657,939
元本等合計	37,426,286,192
純資産合計	37,426,286,192
負債純資産合計	38,426,476,698

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12月 6日現在
1.	計算期間の末日における1単位当たりの純資産の額
		1口当たり純資産額	1.7827円
		(10,000口当たり純資産額)	(17,827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12月 7日
至平成29年12月 6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効率的な運用に資することを目的として、株価指数先物取引を行っております。当該デリバティブ取引は、対象とする株価指数等に係る価格変動リスクを有しております。
当ファンドは、信託財産に属する資産の為替変動リスクの低減、並びに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12月 6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12月 6日現在
期首	平成28年12月 7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	26,274,484,602円
同期中における追加設定元本額	6,489,692,117円
同期中における一部解約元本額	11,769,548,466円
期末元本額	20,994,628,253円
期末元本額の内訳*
野村インデックスファンド・外国株式・為替ヘッジ型	1,542,654,933円
野村インデックスファンド・内外7資産バランス・為替ヘッジ型	539,547,676円
野村外国株インデックス Aコース(野村SMA・EW向け)	163,053,153円
インデックス・ブレンド(タイプⅠ)	994,544円
インデックス・ブレンド(タイプⅡ)	737,060円
インデックス・ブレンド(タイプⅢ)	2,786,340円
インデックス・ブレンド(タイプⅣ)	406,559円
インデックス・ブレンド(タイプⅤ)	1,234,799円
ファンドラップ(ウエルス・スクエア)外国株式	39,401,736円
野村インデックス・バランス60VA(適格機関投資家専用)	14,095,505,157円
野村外国株式インデックスファンド為替ヘッジ型VA(適格機関投資家専用)	2,412,608,679円
ノムラ外国株式インデックスファンド為替ヘッジ型VA(適格機関投資家専用)	2,040,914,563円
野村国内外マルチアセット(6資産)ファンド(適格機関投資家専用)	154,783,054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12月 6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	DELPHI TECHNOLOGIES PLC	830	56.50	46,895.00
		BAKER HUGHES,A GE CO,LLC	3,700	30.81	113,997.00
		HALLIBURTON CO	7,900	43.63	344,677.00
		HELMERICH & PAYNE	1,000	57.84	57,840.00
		NATIONAL OILWELL VARCO INC	3,000	33.17	99,510.00
		SCHLUMBERGER LTD	12,500	63.45	793,125.00
		TECHNIPFMC PLC	3,700	28.24	104,488.00
		ANADARKO PETE	5,300	48.26	255,778.00
		ANDEAVOR	1,320	107.58	142,005.60
		ANTERO RESOURCES CORP	2,900	18.57	53,853.00
		APACHE CORPORATION	3,300	42.15	139,095.00
		CABOT OIL & GAS CORP	4,600	28.33	130,318.00
		CHENIERE ENERGY INC	1,700	47.50	80,750.00
		CHEVRON CORP	16,920	120.39	2,036,998.80
		CIMAREX ENERGY CO	960	112.75	108,240.00
		CONCHO RESOURCES INC	1,240	138.31	171,504.40
		CONOCOPHILLIPS	10,900	51.23	558,407.00
		CONTINENTAL RESOURCES INC/OK	1,180	47.41	55,943.80
		DEVON ENERGY CORP	4,800	38.38	184,224.00
		DIAMONDBACK ENERGY INC	890	109.06	97,063.40
		EOG RESOURCES INC	5,040	100.90	508,536.00
		EQT CORP	2,500	59.02	147,550.00
		EXXON MOBIL CORP	37,940	82.89	3,144,846.60
		HESS CORP	2,900	46.29	134,241.00
		HOLLYFRONTIER CORP	1,600	45.90	73,440.00
		KINDER MORGAN INC	19,000	17.14	325,660.00
		MARATHON OIL CORP	8,300	14.88	123,504.00
		MARATHON PETROLEUM CORP	4,300	64.54	277,522.00
		NEWFIELD EXPLORATION CO	1,900	30.56	58,064.00
		NOBLE ENERGY INC	3,600	26.63	95,868.00
		OCCIDENTAL PETE CORP	6,650	70.00	465,500.00
		ONEOK INC	3,780	52.34	197,845.20
		PARSLEY ENERGY INC-CLASS A	1,800	26.37	47,466.00
		PHILLIPS 66	3,830	98.27	376,374.10
		PIONEER NATURAL RESOURCES CO	1,570	153.86	241,560.20
		PLAINS GP HOLDINGS LP-CL A	2,000	20.80	41,600.00
		RANGE RESOURCES CORP	1,840	17.28	31,795.20
		TARGA RESOURCES CORP	1,900	45.03	85,557.00
		VALERO ENERGY CORP	4,040	85.78	346,551.20
		WILLIAMS COS	7,600	29.07	220,932.00
		AIR PRODUCTS	1,960	161.98	317,480.80
		ALBEMARLE CORP	1,080	127.99	138,229.20
		AXALTA COATING SYSTEMS LTD	1,600	32.80	52,480.00
		CELANESE CORP-SERIES A	1,110	105.86	117,504.60
		CF INDUSTRIES HOLDINGS INC	2,400	37.36	89,664.00
		CHEMOURS CO/THE	1,700	49.30	83,810.00
		DOWDUPONT INC	21,050	71.54	1,505,917.00
		EASTMAN CHEMICAL CO.	1,490	91.20	135,888.00
		ECOLAB INC	2,330	137.42	320,188.60
		FMC CORP	1,200	89.85	107,820.00
		INTERNATIONAL FLAVORS & FRAGRANCE	640	154.97	99,180.80
		LYONDELLBASELL INDU-CL A	3,070	104.58	321,060.60
		MONSANTO CO	4,030	118.26	476,587.80
		MOSAIC CO/THE	3,660	23.84	87,254.40
		PPG INDUSTRIES	2,170	116.75	253,347.50
		PRAXAIR INC	2,600	153.08	398,008.00
		SHERWIN-WILLIAMS	750	405.55	304,162.50
		WR GRACE & CO	800	72.00	57,600.00
		MARTIN MARIETTA MATERIALS	620	205.90	127,658.00
		VULCAN MATERIALS CO	1,170	122.71	143,570.70
		AVERY DENNISON CORP	810	113.21	91,700.10
		BALL CORP	3,220	40.79	131,343.80
		CROWN HOLDINGS INC	1,000	59.76	59,760.00
		IP(INTERNATIONAL PAPER CO)	3,600	56.92	204,912.00
	PACKAGING CORP OP AMERICA	720	117.76	84,787.20
	SEALED AIR CORP	1,500	47.99	71,985.00
	WESTROCK CO	2,200	63.31	139,282.00
	FREEPORT-MCMORAN INC	12,400	14.11	174,964.00
	NEWMONT MINING CORP HOLDINGS CO	5,300	36.20	191,860.00
	NUCOR CORP	2,700	57.64	155,628.00
	STEEL DYNAMICS	2,100	38.73	81,333.00
	ARCONIC INC	2,900	24.23	70,267.00
	BOEING CO	5,120	275.54	1,410,764.80
	GENERAL DYNAMICS	2,270	199.91	453,795.70
	HUNTINGTON INGALLS INDUSTRIE	370	232.79	86,132.30
	L3 TECHNOLOGIES INC	670	195.05	130,683.50
	LOCKHEED MARTIN	2,340	310.14	725,727.60
	NORTHROP GRUMMAN CORP	1,520	297.75	452,580.00
	RAYTHEON COMPANY	2,680	183.85	492,718.00
	ROCKWELL COLLINS INC	1,490	133.04	198,229.60
	SPIRIT AEROSYSTEMS HOLD-CL A	1,120	82.24	92,108.80
	TEXTRON INC	2,100	54.01	113,421.00
	TRANSDIGM GROUP INC	490	271.95	133,255.50
	UNITED TECHNOLOGIES	6,860	120.29	825,189.40
	ALLEGION PLC	810	82.00	66,420.00
	FORTUNE BRANDS HOME & SECURITY INC	1,160	68.48	79,436.80
	JOHNSON CONTROLS INTERNATIONAL PLC	8,400	37.13	311,892.00
	LENNOX INTERNATIONAL INC	320	206.60	66,112.00
	MASCO CORP	3,300	42.98	141,834.00
	OWENS CORNING INC	1,050	88.90	93,345.00
	SMITH (A.O.) CORP	1,400	61.58	86,212.00
	FLUOR CORP	1,400	48.86	68,404.00
	JACOBS ENGINEERING GROUP INC	1,270	66.46	84,404.20
	ACUITY BRANDS INC	440	170.30	74,932.00
	AMETEK INC	2,000	71.05	142,100.00
	EATON CORP PLC	4,040	74.95	302,798.00
	EMERSON ELEC	5,600	64.68	362,208.00
	ROCKWELL AUTOMATION INC	1,090	187.68	204,571.20
	SENSATA TECHNOLOGIES HOLDING	1,600	47.53	76,048.00
	3M CORP	5,380	238.26	1,281,838.80
	GENERAL ELEC CO	78,100	17.76	1,387,056.00
	HONEYWELL INTERNATIONAL INC	6,550	153.06	1,002,543.00
	JARDINE MATHESON HLDGS LTD	2,000	63.50	127,000.00
	JARDINE STRATEGIC HLDGS LTD	2,100	41.19	86,499.00
	ROPER TECHNOLOGIES INC	900	258.20	232,380.00
	AGCO CORP	770	71.50	55,055.00
	CATERPILLAR INC DEL	5,330	140.14	746,946.20
	CUMMINS INC	1,510	164.84	248,908.40
	DEERE & COMPANY	2,560	150.67	385,715.20
	DOVER CORP	1,300	95.95	124,735.00
	FLOWSERVE CORP	1,480	42.04	62,219.20
	FORTIVE CORP	2,900	72.95	211,555.00
	IDEX CORP	660	132.85	87,681.00
	ILLINOIS TOOL WORKS INC	2,760	165.02	455,455.20
	INGERSOLL-RAND PLC	2,350	84.58	198,763.00
	MIDDLEBY CORP	660	124.12	81,919.20
	PACCAR	3,250	70.17	228,052.50
	PARKER HANNIFIN CORP	1,170	184.31	215,642.70
	PENTAIR PLC	1,500	68.55	102,825.00
	SNAP-ON INC	550	171.17	94,143.50
	STANLEY BLACK & DECKER INC	1,340	168.34	225,575.60
	WABCO HOLDINGS INC	350	141.20	49,420.00
	WABTEC CORP	860	76.93	66,159.80
	XYLEM INC	1,600	67.84	108,544.00
	AERCAP HOLDINGS NV	1,100	51.88	57,068.00
	FASTENAL CO	2,900	53.89	156,281.00
	GRAINGER(W.W.) INC	420	226.71	95,218.20
	HD SUPPLY HOLDINGS INC	1,700	38.80	65,960.00
	UNITED RENTALS INC	800	159.19	127,352.00
	CINTAS CORP	900	156.28	140,652.00
	REPUBLIC SERVICES INC-CL A	2,400	65.08	156,192.00
	ROLLINS INC	1,000	45.59	45,590.00
	STERICYCLE INC	870	66.50	57,855.00
	WASTE CONNECTIONS INC	2,490	68.28	170,017.20
	WASTE MANAGEMENT INC	3,860	83.32	321,615.20
	C.H.ROBINSON WORLDWIDE INC	1,140	85.92	97,948.80
	EXPEDITORS INTERNATIONAL WASH INC	1,600	64.80	103,680.00
	FEDEX CORPORATION	2,340	235.40	550,836.00
	UNITED PARCEL SERVICE-CL B	6,210	120.37	747,497.70
	AMERICAN AIRLINES GROUP INC	1,100	49.47	54,417.00
	DELTA AIR LINES INC	1,700	52.39	89,063.00
	SOUTHWEST AIRLINES	1,500	61.72	92,580.00
	UNITED CONTINENTAL HOLDINGS INC	860	62.20	53,492.00
	AMERCO	80	374.31	29,944.80
	CSX CORP	8,100	55.79	451,899.00
	HUNT J B TRANSPORT SVCS INC	880	109.28	96,166.40
	KANSAS CITY SOUTHERN	880	112.09	98,639.20
	KNIGHT-SWIFT TRANSPORTATION HOLDINGS INC	1,300	42.58	55,354.00
	NORFOLK SOUTHERN CORP	2,620	138.84	363,760.80
	OLD DOMINION FREIGHT LINE	580	127.30	73,834.00
	UNION PAC CORP	7,240	128.01	926,792.40
	MACQUARIE INFRASTRUCTURE CORPORATION	890	66.11	58,837.90
	APTIV PLC	2,490	88.77	221,037.30
	AUTOLIV INC	700	128.37	89,859.00
	BORGWARNER INC	1,800	54.38	97,884.00
	GOODYEAR TIRE & RUBBER CO	2,800	32.22	90,216.00
	LEAR CORP	580	177.80	103,124.00
	FORD MOTOR COMPANY	33,900	12.43	421,377.00
	GENERAL MOTORS CO	11,400	42.80	487,920.00
	HARLEY-DAVIDSON INC	1,800	50.64	91,152.00
	TESLA INC	1,250	303.70	379,625.00
	DR HORTON INC	3,200	50.24	160,768.00
	GARMIN LTD	900	61.52	55,368.00
	LEGGETT & PLATT INC	1,400	47.51	66,514.00
	LENNAR CORP-A	1,900	62.03	117,857.00
	MOHAWK INDUSTRIES	520	281.26	146,255.20
	NEWELL BRANDS INC	4,400	31.78	139,832.00
	NVR INC	30	3,400.52	102,015.60
	PULTEGROUP INC	2,800	33.49	93,772.00
	TOLL BROTHERS INC	1,400	46.93	65,702.00
	WHIRLPOOL CORP	700	169.12	118,384.00
	HASBRO INC	1,110	91.11	101,132.10
	MATTEL INC	3,400	15.95	54,230.00
	POLARIS INDUSTRIES INC	640	126.05	80,672.00
	HANESBRANDS INC	3,400	20.68	70,312.00
	LULULEMON ATHLETICA INC	1,000	66.36	66,360.00
	MICHAEL KORS HOLDINGS LTD	1,200	59.81	71,772.00
	NIKE INC-B	11,500	60.42	694,830.00
	PVH CORP	630	133.60	84,168.00
	RALPH LAUREN CORPORATION	640	95.79	61,305.60
	TAPESTRY INC	2,400	41.65	99,960.00
	UNDER ARMOUR INC-CLASS A	2,100	13.01	27,321.00
	UNDER ARMOUR INC-CLASS C	2,114	11.72	24,776.08
	V F CORP	3,100	70.39	218,209.00
	ARAMARK	2,000	42.42	84,840.00
	CARNIVAL CORP	3,300	65.94	217,602.00
	CHIPOTLE MEXICAN GRILL INC	270	315.56	85,201.20
	DARDEN RESTAURANTS INC	960	86.14	82,694.40
	DOMINOS PIZZA INC	470	185.50	87,185.00
	HILTON WORLDWIDE HOLDINGS IN	1,800	77.63	139,734.00
	LAS VEGAS SANDS CORP	3,700	69.44	256,928.00
	MARRIOTT INTERNATIONAL-CLA	2,900	127.53	369,837.00
	MCDONALD'S CORP	7,290	172.99	1,261,097.10
	MELCO RESORTS & ENTERT-ADR	1,700	25.57	43,469.00
	MGM RESORTS INTERNATIONAL	4,400	33.94	149,336.00
	NORWEGIAN CRUISE LINE HOLDIN	1,500	54.33	81,495.00
	ROYAL CARIBBEAN CRUISES LTD	1,600	122.82	196,512.00
	STARBUCKS CORP	13,000	59.34	771,420.00
	VAIL RESORTS INC	340	223.43	75,966.20
	WYNDHAM WORLDWIDE CORP	920	112.90	103,868.00
	WYNN RESORTS LTD	680	159.45	108,426.00
	YUM BRANDS INC	3,060	83.10	254,286.00
	CBS CORP-CL B	3,000	58.10	174,300.00
	CHARTER COMMUNICATIONS INC-A	1,710	330.95	565,924.50
	COMCAST CORP-CL A	41,900	39.52	1,655,888.00
	DISCOVERY COMMUNICATIONS INC	2,030	19.86	40,315.80
	DISCOVERY COMMUNICATIONS-C	2,000	18.57	37,140.00
	DISH NETWORK CORP-A	1,700	52.03	88,451.00
	DISNEY (WALT) CO	14,070	107.22	1,508,585.40
	INTERPUBRIC GROUP	3,600	20.57	74,052.00
	LIBERTY BROADBAND CORP-C	880	87.78	77,246.40
	LIBERTY GLOBAL PLC -SERIES C	5,300	30.88	163,664.00
	LIBERTY GLOBAL PLC-A	2,300	31.80	73,140.00
	LIBERTY MEDIA CORP-LIBERTY-C	1,900	33.91	64,429.00
	LIBERTY SIRIUS GROUP-C	2,030	42.67	86,620.10
	LIBERTY SIRIUSXM GROUP	1,160	42.79	49,636.40
	LIVE NATION ENTERTAINMENT IN	1,400	43.35	60,690.00
	NEWS CORP/NEW-CL A-W/I	4,300	16.40	70,520.00
	OMNICOM GROUP	2,050	75.31	154,385.50
	SCRIPPS NETWORKS INTER-CL A	710	81.98	58,205.80
	SIRIUS XM HOLDINGS INC	17,000	5.74	97,580.00
	TIME WARNER INC	7,180	91.08	653,954.40
	TWENTY-FIRST CENTURY FOX INC	9,200	32.99	303,508.00
	TWENTY-FIRST CENTURY FOX INC CLASS B	3,600	32.48	116,928.00
	VIACOM INC-CLASS B	3,600	28.94	104,184.00
	GENUINE PARTS CO	1,160	94.16	109,225.60
	LKQ CORP	2,800	39.24	109,872.00
	AMAZON.COM INC	3,661	1,141.57	4,179,287.77
	EXPEDIA INC	1,170	120.77	141,300.90
	LIBERTY INTERACTIVE CORPORATION QVC GR-A	3,500	24.80	86,800.00
	NETFLIX INC	3,800	184.21	699,998.00
	PRICELINE GROUP INC/THE	443	1,724.88	764,121.84
	TRIPADVISOR INC	1,300	34.39	44,707.00
	DOLLAR GENERAL CORP	2,400	90.37	216,888.00
	DOLLAR TREE INC	2,060	105.89	218,133.40
	KOHLS CORP	1,300	48.26	62,738.00
	MACYS INC	2,100	25.22	52,962.00
	NORDSTROM INC	800	46.15	36,920.00
	TARGET CORP	4,700	62.20	292,340.00
	ADVANCE AUTO PARTS	760	101.15	76,874.00
	AUTONATION INC	650	55.84	36,296.00
	AUTOZONE	260	712.76	185,317.60
	BEST BUY COMPANY INC	2,700	61.98	167,346.00
	CARMAX INC	1,700	67.72	115,124.00
	GAP INC	2,400	33.32	79,968.00
	HOME DEPOT	10,520	182.85	1,923,582.00
	L BRANDS, INC	1,900	55.30	105,070.00
	LOWES COS INC	7,520	86.31	649,051.20
	OREILLY AUTOMOTIVE INC,	730	250.21	182,653.30
	ROSS STORES INC	3,370	77.02	259,557.40
	TIFFANY & CO	970	95.02	92,169.40
	TJX COS INC	5,640	75.60	426,384.00
	TRACTOR SUPPLY COMPANY	1,000	68.75	68,750.00
	ULTA BEAUTY INC	620	223.97	138,861.40
	COSTCO WHOLESALE CORPORATION	3,950	187.82	741,889.00
	CVS HEALTH CORP	9,060	71.01	643,350.60
	KROGER CO	7,900	26.22	207,138.00
	SYSCO CORP	4,300	59.28	254,904.00
	WAL-MART STORES INC	13,600	97.83	1,330,488.00
	WALGREENS BOOTS ALLIANCE INC	8,150	70.18	571,967.00
	BROWN-FORMAN CORP-CL B	1,800	62.01	111,618.00
	COCA COLA CO	36,100	46.26	1,669,986.00
	COCA-COLA EUROPEAN PARTNERS	2,100	39.32	82,572.00
	CONSTELLATION BRANDS INC-A	1,510	216.82	327,398.20
	DR PEPPER SNAPPLE GROUP INC	1,450	93.50	135,575.00
	MOLSON COORS BREWING CO-B	1,490	80.32	119,676.80
	MONSTER BEVERAGE CORP	3,300	63.05	208,065.00
	PEPSICO INC	12,860	117.59	1,512,207.40
	ARCHER DANIELS MIDLAND	5,300	40.84	216,452.00
	BUNGE LIMITED	1,140	66.06	75,308.40
	CAMPBELL SOUP CO	2,000	49.83	99,660.00
	CONAGRA BRANDS INC	3,500	37.17	130,095.00
	GENERAL MILLS	5,200	57.25	297,700.00
	HERSHEY CO/THE	1,180	112.76	133,056.80
	HORMEL FOODS CORP	2,500	37.10	92,750.00
	INGREDION INC	690	138.86	95,813.40
	JM SMUCKER CO/THE-NEW	900	117.46	105,714.00
	KELLOGG CO	2,530	67.97	171,964.10
	KRAFT HEINZ CO/THE	5,350	80.64	431,424.00
	MCCORMICK & CO INC.	1,100	102.96	113,256.00
	MONDELEZ INTERNATIONAL INC	14,000	42.99	601,860.00
	TYSON FOODS INC-CL A	2,510	83.35	209,208.50
	ALTRIA GROUP INC	17,260	70.18	1,211,306.80
	PHILIP MORRIS INTERNATIONAL	14,010	105.46	1,477,494.60
	CHURCH & DWIGHT CO INC	2,600	48.28	125,528.00
	CLOROX CO	1,040	144.66	150,446.40
	COLGATE PALMOLIVE CO.	7,750	74.59	578,072.50
	KIMBERLY-CLARK CORP	3,040	122.85	373,464.00
	PROCTER & GAMBLE CO	22,770	91.40	2,081,178.00
	SPECTRUM BRANDS HOLDINGS INC	310	114.98	35,643.80
	COTY INC-CL A	4,300	17.64	75,852.00
	ESTEE LAUDER COMPANIES-CL A	1,930	124.50	240,285.00
	ABBOTT LABORATORIES	15,700	54.79	860,203.00
	ALIGN TECHNOLOGY INC	660	227.36	150,057.60
	BARD (C R)	610	332.49	202,818.90
	BAXTER INTERNATIONAL INC.	4,700	64.02	300,894.00
	BECTON,DICKINSON	2,000	219.07	438,140.00
	BOSTON SCIENTIFIC CORP	12,300	24.94	306,762.00
	DANAHER CORP	5,450	92.74	505,433.00
	DENTSPLY SIRONA INC	1,850	65.61	121,378.50
	EDWARDS LIFESCIENCES CORP	1,830	113.05	206,881.50
	HOLOGIC INC	2,100	41.89	87,969.00
	IDEXX LABORATORIES INC	900	159.78	143,802.00
	INTUITIVE SURGICAL INC	980	369.50	362,110.00
	MEDTRONIC PLC	12,320	80.92	996,934.40
	RESMED INC	1,250	84.35	105,437.50
	STRYKER CORP	3,090	152.03	469,772.70
	TELEFLEX INC	360	251.75	90,630.00
	THE COOPER COMPANIES, INC.	440	231.89	102,031.60
	VARIAN MEDICAL SYSTEMS INC	700	109.26	76,482.00
	ZIMMER BIOMET HOLDINGS INC	1,720	115.49	198,642.80
	AETNA INC	3,060	178.69	546,791.40
	AMERISOURCEBERGEN CORP	1,650	85.89	141,718.50
	ANTHEM INC	2,320	223.49	518,496.80
	CARDINAL HEALTH INC	2,900	60.35	175,015.00
	CENTENE CORP	1,600	99.73	159,568.00
	CIGNA CORP	2,350	204.12	479,682.00
	DAVITA INC	1,400	60.93	85,302.00
	ENVISION HEALTHCARE CORP	1,300	31.23	40,599.00
	EXPRESS SCRIPTS HOLDING INC-COMMON	5,000	67.84	339,200.00
	HCA HEALTHCARE INC	2,440	83.22	203,056.80
	HENRY SCHEIN INC	1,480	71.10	105,228.00
	HUMANA INC	1,300	253.34	329,342.00
	LABORATORY CRP OF AMER HLDGS	810	155.22	125,728.20
	MCKESSON CORP	1,830	150.69	275,762.70
	QUEST DIAGNOSTICS INC	1,360	97.87	133,103.20
	UNITEDHEALTH GROUP INC	8,630	220.09	1,899,376.70
	UNIVERSAL HEALTH SERVICES-B	870	105.95	92,176.50
	ABBVIE INC	14,370	95.41	1,371,041.70
	ALEXION PHARMACEUTICALS INC	2,160	108.90	235,224.00
	ALKERMES PLC	1,640	54.34	89,117.60
	ALNYLAM PHARMACEUTICALS INC	840	127.00	106,680.00
	AMGEN INC	6,560	178.67	1,172,075.20
	BIOGEN INC	1,900	319.87	607,753.00
	BIOMARIN PHARMACEUTICAL INC	1,680	80.76	135,676.80
	CELGENE CORP	7,050	102.56	723,048.00
	GILEAD SCIENCES INC	11,810	73.29	865,554.90
	INCYTE CORP	1,430	93.71	134,005.30
	REGENERON PHARMACEUTICALS	670	372.34	249,467.80
	SEATTLE GENETICS INC	1,100	56.05	61,655.00
	TESARO INC	300	84.98	25,494.00
	UNITED THERAPEUTICS CORP	490	134.17	65,743.30
	VERTEX PHARMACEUTICALS	2,360	138.36	326,529.60
	ALLERGAN PLC	3,100	164.28	509,268.00
	BRISTOL MYERS SQUIBB	14,900	62.02	924,098.00
	ELI LILLY & CO.	8,730	86.06	751,303.80
	JAZZ PHARMACEUTICALS PLC	550	135.75	74,662.50
	JOHNSON & JOHNSON	24,040	139.67	3,357,666.80
	MERCK & CO INC	24,600	55.77	1,371,942.00
	MYLAN NV	3,800	37.41	142,158.00
	PERRIGO CO PLC	1,130	83.58	94,445.40
	PFIZER INC	53,100	35.63	1,891,953.00
	TEVA PHARMACEUTICAL-SP ADR	7,400	15.06	111,444.00
	ZOETIS INC	4,600	70.85	325,910.00
	BANK OF AMERICA CORP	89,600	28.93	2,592,128.00
	BB&T CORPORATION	7,300	49.81	363,613.00
	CIT GROUP INC	1,000	49.70	49,700.00
	CITIGROUP	24,310	76.54	1,860,687.40
	CITIZENS FINANCIAL GROUP	4,400	40.89	179,916.00
	COMERICA INC	1,800	83.94	151,092.00
	EAST WEST BANCORP INC	1,200	60.43	72,516.00
	FIFTH THIRD BANCORP	6,900	30.78	212,382.00
	FIRST REPUBLIC BANK/CA	1,450	93.80	136,010.00
	HUNTINGTON BANCSHARES INC	9,100	14.46	131,586.00
	JPMORGAN CHASE & CO	31,510	105.72	3,331,237.20
	KEYCORP	10,400	19.33	201,032.00
	M & T BANK CORP	1,210	170.43	206,220.30
	PEOPLES UNITED FINANCIAL INC	2,700	18.95	51,165.00
	PNC FINANCIAL	4,300	142.43	612,449.00
	REGIONS FINANCIAL CORP	10,000	16.87	168,700.00
	SIGNATURE BANK	520	137.87	71,692.40
	SUNTRUST BKS INC.	4,600	64.03	294,538.00
	SVB FINANCIAL GROUP	460	227.53	104,663.80
	US BANCORP	15,100	54.82	827,782.00
	WELLS FARGO CO	42,200	58.55	2,470,810.00
	ZIONS BANCORPORATION	1,600	50.88	81,408.00
	BERKSHIRE HATHAWAY INC CL B	11,320	196.07	2,219,512.40
	LEUCADIA NATIONAL CORP	3,000	25.99	77,970.00
	VOYA FINANCIAL INC	1,300	44.73	58,149.00
	AFLAC INC	3,570	87.84	313,588.80
	ALLEGHANY CORP	170	578.36	98,321.20
	ALLSTATE CORP	3,270	102.84	336,286.80
	AMERICAN FINANCIAL GROUP INC	630	104.61	65,904.30
	AMERICAN INTL GROUP	7,900	59.53	470,287.00
	AON PLC	2,350	139.24	327,214.00
	ARCH CAPITAL GROUP LTD	1,330	92.71	123,304.30
	ARTHUR J GALLAGHER & CO	1,700	65.82	111,894.00
	ASSURANT INC	340	98.20	33,388.00
	ATHENE HOLDING LTD-CLASS A	800	47.65	38,120.00
	AXIS CAPITAL HOLDINGS LTD	1,000	50.47	50,470.00
	BRIGHTHOUSE FINANCIAL INC	890	58.25	51,842.50
	CHUBB LTD	4,140	150.18	621,745.20
	CINCINNATI FINANCIAL CORP	1,550	74.38	115,289.00
	EVEREST RE GROUP LTD	440	212.15	93,346.00
	FNF GROUP	2,400	39.87	95,688.00
	HARTFORD FINANCIAL SERVICES	3,300	54.64	180,312.00
	LINCOLN NATIONAL CORP	2,200	75.91	167,002.00
	LOEWS CORP	2,800	50.11	140,308.00
	MARKEL CORP	111	1,112.05	123,437.55
	MARSH & MCLENNAN COS	4,700	85.01	399,547.00
	METLIFE INC	8,000	53.04	424,320.00
	PRINCIPAL FINANCIAL GROUP	2,500	70.68	176,700.00
	PROGRESSIVE CO	5,400	54.25	292,950.00
	PRUDENTIAL FINANCIAL INC	3,930	115.51	453,954.30
	REINSURANCE GROUP OF AMERICA	490	160.82	78,801.80
	RENAISSANCERE HOLDINGS LTD	490	129.34	63,376.60
	TORCHMARK CORP	810	89.00	72,090.00
	TRAVELERS COS INC/THE	2,530	135.32	342,359.60
	UNUM GROUP	1,900	56.52	107,388.00
	WILLIS TOWERS WATSON PLC	1,070	157.32	168,332.40
	WR BERKLEY CORP	990	69.48	68,785.20
	XL GROUP LTD	2,400	37.32	89,568.00
	AKAMAI TECHNOLOGIES	1,800	56.44	101,592.00
	ALPHABET INC-CL A	2,666	1,019.60	2,718,253.60
	ALPHABET INC-CL C	2,800	1,005.15	2,814,420.00
	COSTAR GROUP INC	370	292.59	108,258.30
	EBAY INC	9,300	36.81	342,333.00
	FACEBOOK INC-A	21,240	172.83	3,670,909.20
	IAC/INTERACTIVE CORP	700	122.71	85,897.00
	MERCADOLIBRE INC	320	270.80	86,656.00
	TWITTER INC	5,100	20.77	105,927.00
	VERISIGN INC	820	112.44	92,200.80
	ZILLOW GROUP INC - C	1,120	40.33	45,169.60
	ACCENTURE PLC-CL A	5,580	147.67	823,998.60
	ALLIANCE DATA SYSTEMS CORP	510	232.50	118,575.00
	AUTOMATIC DATA PROCESS	4,100	115.68	474,288.00
	BROADRIDGE FINANCIAL SOLUTIONS INC	1,030	88.56	91,216.80
	COGNIZANT TECH SOLUTIONS CORP	5,090	70.43	358,488.70
	DXC TECHNOLOGY CO	2,390	92.87	221,959.30
	FIDELITY NATIONAL INFORMATION	2,960	95.17	281,703.20
	FIRST DATA CORP- CLASS A	3,500	16.25	56,875.00
	FISERV INC	1,790	130.88	234,275.20
	FLEETCOR TECHNOLOGIES INC	750	183.87	137,902.50
	GARTNER INC	920	121.52	111,798.40
	GLOBAL PAYMENTS INC	1,490	96.63	143,978.70
	INTERNATIONAL BUSINESS MACHINES	8,050	155.35	1,250,567.50
	JACK HENRY & ASSOCIATES INC	670	114.77	76,895.90
	LEIDOS HOLDINGS INC	1,200	63.34	76,008.00
	MASTERCARD INC	8,500	145.13	1,233,605.00
	PAYCHEX INC	2,800	67.94	190,232.00
	PAYPAL HOLDINGS INC	10,300	71.20	733,360.00
	SABRE CORP	1,900	19.77	37,563.00
	SQUARE INC - A	2,400	37.60	90,240.00
	TOTAL SYSTEM SERVICES INC	1,600	74.02	118,432.00
	VANTIV INC - CL A	1,350	72.13	97,375.50
	VISA INC-CLASS A SHARES	16,320	108.58	1,772,025.60
	WESTERN UNION CO	3,400	19.55	66,470.00
	ACTIVISION BLIZZARD INC	6,300	59.55	375,165.00
	ADOBE SYSTEMS INC.	4,350	167.54	728,799.00
	ANSYS INC	690	143.44	98,973.60
	AUTODESK INC.	1,930	106.59	205,718.70
	CA INC	2,800	33.22	93,016.00
	CADENCE DESIGN SYS INC	2,800	42.67	119,476.00
	CDK GLOBAL INC	900	69.08	62,172.00
	CHECK POINT SOFTWARE TECHNOLOGIES LTD.	1,300	103.59	134,667.00
	CITRIX SYSTEMS INC	1,290	87.20	112,488.00
	DELL TECHNOLOGIES INC-CL V	1,900	74.47	141,493.00
	ELECTRONIC ARTS	2,800	103.38	289,464.00
	FORTINET INC	1,500	41.10	61,650.00
	INTUIT INC	2,140	154.47	330,565.80
	MICROSOFT CORP	65,660	81.59	5,357,199.40
	ORACLE CORPORATION	28,300	47.99	1,358,117.00
	RED HAT INC	1,630	120.87	197,018.10
	SALESFORCE.COM INC	5,990	100.69	603,133.10
	SERVICENOW INC	1,570	116.20	182,434.00
	SPLUNK INC	1,300	78.01	101,413.00
	SS&C TECHNOLOGIES HOLDINGS	1,400	40.65	56,910.00
	SYMANTEC CORP	5,200	27.44	142,688.00
	SYNOPSYS INC	1,250	87.34	109,175.00
	TAKE-TWO INTERACTIVE SOFTWARE INC	1,000	104.19	104,190.00
	VMWARE INC - CLASS A	580	114.54	66,433.20
	WORKDAY INC-CLASS A	1,200	99.20	119,040.00
	ARISTA NETWORKS INC	380	211.05	80,199.00
	CISCO SYSTEMS	45,200	37.31	1,686,412.00
	COMMSCOPE HOLDING CO INC	1,600	36.31	58,096.00
	F5 NETWORKS INC	460	132.60	60,996.00
	HARRIS CORP	1,030	142.58	146,857.40
	JUNIPER NETWORKS INC	4,100	27.61	113,201.00
	MOTOROLA SOLUTIONS INC	1,550	90.66	140,523.00
	PALO ALTO NETWORKS INC	910	142.82	129,966.20
	APPLE INC	46,390	169.64	7,869,599.60
	HEWLETT PACKARD ENTERPRISE	13,800	14.08	194,304.00
	HP INC	14,700	21.07	309,729.00
	NETAPP INC	2,200	56.14	123,508.00
	SEAGATE TECHNOLOGY	2,400	39.13	93,912.00
	WESTERN DIGITAL CORP	2,580	78.56	202,684.80
	XEROX CORP	2,500	29.44	73,600.00
	AMPHENOL CORP-CL A	2,690	88.18	237,204.20
	ARROW ELECTRS INC	750	77.74	58,305.00
	AVNET	800	40.34	32,272.00
	CDW CORPORATION	1,500	69.41	104,115.00
	COGNEX CORP	1,640	62.89	103,139.60
	CORNING INC	8,600	32.24	277,264.00
	FLEX LTD	4,700	18.08	84,976.00
	FLIR SYSTEMS INC	1,200	46.04	55,248.00
	IPG PHOTONICS CORP	360	202.98	73,072.80
	TE CONNECTIVITY LTD	3,380	92.56	312,852.80
	TRIMBLE INC	2,500	41.23	103,075.00
	ADVANCED MICRO DEVICES	7,600	9.91	75,316.00
	ANALOG DEVICES INC	3,460	84.83	293,511.80
	APPLIED MATERIALS	9,300	50.08	465,744.00
	BROADCOM LTD	3,690	261.65	965,488.50
	INTEL CORP	41,900	43.44	1,820,136.00
	KLA TENCOR CORP	1,250	102.64	128,300.00
	LAM RESEARCH	1,450	180.53	261,768.50
	MARVELL TECHNOLOGY GROUP LTD	3,000	21.97	65,910.00
	MAXIM INTEGRATED PRODUCTS	2,800	51.64	144,592.00
	MICROCHIP TECHNOLOGY	2,200	86.21	189,662.00
	MICRON TECHNOLOGY	9,100	41.21	375,011.00
	NVIDIA CORP	5,450	187.74	1,023,183.00
	NXP SEMICONDUCTORS NV	3,300	113.75	375,375.00
	QORVO INC	1,200	71.78	86,136.00
	QUALCOMM INC	13,200	64.69	853,908.00
	SKYWORKS SOLUTIONS INC	1,540	97.60	150,304.00
	TEXAS INSTRUMENTS INC	8,960	96.90	868,224.00
	XILINX INC	2,050	68.42	140,261.00
	AT & T INC	54,800	36.55	2,002,940.00
	CENTURYLINK INC	9,185	14.39	132,172.15
	VERIZON COMMUNICATIONS	36,400	50.92	1,853,488.00
	ZAYO GROUP HOLDINGS INC	1,800	34.42	61,956.00
	SPRINT CORP	7,300	5.74	41,902.00
	T-MOBILE US INC	2,800	60.96	170,688.00
	ALLIANT ENERGY CORP	2,100	44.34	93,114.00
	AMERICAN ELECTRIC POWER	4,270	76.27	325,672.90
	DUKE ENERGY CORP	6,200	87.96	545,352.00
	EDISON INTERNATIONAL	3,080	70.00	215,600.00
	ENTERGY CORP	1,800	83.13	149,634.00
	EVERSOURCE ENERGY	2,700	64.88	175,176.00
	EXELON CORPORATION	8,800	41.25	363,000.00
	FIRSTENERGY CORP	4,300	32.35	139,105.00
	NEXTERA ENERGY INC	4,340	155.64	675,477.60
	OGE ENERGY CORP	1,400	34.27	47,978.00
	PG&E CORP	4,900	53.60	262,640.00
	PINNACLE WEST CAPITAL CORP	1,150	89.34	102,741.00
	PPL CORPORATION	6,000	35.29	211,740.00
	SOUTHERN CO.	9,100	50.36	458,276.00
	WESTAR ENERGY INC	1,300	56.39	73,307.00
	XCEL ENERGY INC	4,700	50.80	238,760.00
	ATMOS ENERGY CORP	1,100	91.45	100,595.00
	UGI CORP	1,600	48.81	78,096.00
	AMEREN CORPORATION	2,300	62.48	143,704.00
	CENTERPOINT ENERGY INC	3,900	28.91	112,749.00
	CMS ENERGY CORP	2,700	49.31	133,137.00
	CONSOLIDATED EDISON INC	2,710	88.02	238,534.20
	DOMINION ENERGY INC	5,590	83.12	464,640.80
	DTE ENERGY COMPANY	1,490	114.35	170,381.50
	NISOURCE INC	2,800	26.80	75,040.00
	PUBLIC SVC ENTERPRISE	4,800	52.68	252,864.00
	SCANA CORP	1,200	43.50	52,200.00
	SEMPRA ENERGY	2,220	116.22	258,008.40
	WEC ENERGY GROUP INC	3,000	68.24	204,720.00
	AMERICAN WATER WORKS CO INC	1,660	90.66	150,495.60
	NEW YORK COMMUNITY BANCORP	3,200	13.49	43,168.00
	ALLY FINANCIAL INC	3,900	27.95	109,005.00
	AMERICAN EXPRESS CO	6,760	98.71	667,279.60
	CAPITAL ONE FINANCIAL CORP	4,400	93.91	413,204.00
	DISCOVER FINANCIAL SERVICES	3,160	73.18	231,248.80
	SYNCHRONY FINANCIAL	6,700	37.31	249,977.00
	AFFILIATED MANAGERS GROUP	420	197.01	82,744.20
	AMERIPRISE FINANCIAL INC	1,410	164.36	231,747.60
	BANK OF NEWYORK MELLON CORP	9,200	54.43	500,756.00
	BLACKROCK INC	1,110	512.12	568,453.20
	CBOE GLOBAL MARKETS INC	880	123.77	108,917.60
	CME GROUP INC	3,110	152.11	473,062.10
	E*TRADE FINANCIAL CORP	2,300	49.92	114,816.00
	EATON VANCE CORP	800	55.77	44,616.00
	FRANKLIN RESOURCES INC	2,600	44.15	114,790.00
	GOLDMAN SACHS GROUP	3,370	248.33	836,872.10
	INTERCONTINENTAL EXCHANGE INC	5,300	70.95	376,035.00
	INVESCO LTD	3,300	36.63	120,879.00
	MOODYS CORP	1,520	152.08	231,161.60
	MORGAN STANLEY	12,400	52.01	644,924.00
	MSCI INC	780	128.36	100,120.80
	NASDAQ INC	890	78.51	69,873.90
	NORTHERN TRUST CORP	1,830	96.95	177,418.50
	RAYMOND JAMES FINANCIAL INC	1,300	88.32	114,816.00
	S&P GLOBAL INC	2,340	167.89	392,862.60
	SCHWAB(CHARLES)CORP	11,100	50.78	563,658.00
	SEI INVESTMENTS COMPANY	1,400	70.08	98,112.00
	STATE STREET CORP	3,390	96.83	328,253.70
	T ROWE PRICE GROUP INC	2,300	101.64	233,772.00
	TD AMERITRADE HOLDING CORP	2,000	52.20	104,400.00
	H & R BLOCK INC	1,800	26.29	47,322.00
	AES CORP	6,100	10.72	65,392.00
	VISTRA ENERGY CORP	2,400	17.81	42,744.00
	CERNER CORP	2,600	70.09	182,234.00
	VEEVA SYSTEMS INC-CLASS A	900	57.77	51,993.00
	AGILENT TECHNOLOGIES INC	2,900	65.83	190,907.00
	ILLUMINA INC	1,370	211.06	289,152.20
	IQVIA HOLDINGS INC	1,430	101.00	144,430.00
	METTLER-TOLEDO INTL	230	612.25	140,817.50
	THERMO FISHER SCIENTIFIC INC	3,520	182.45	642,224.00
	WATERS CORP	810	194.26	157,350.60
	EQUIFAX INC	1,220	114.39	139,555.80
	IHS MARKIT LTD	3,500	44.67	156,345.00
	MANPOWERGROUP INC	590	125.01	73,755.90
	NIELSEN HOLDINGS PLC	3,700	37.83	139,971.00
	ROBERT HALF INTERNATIONAL INC	1,430	53.29	76,204.70
	TRUNSUNION	1,500	54.91	82,365.00
	VERISK ANALYTICS INC	1,320	95.94	126,640.80
	CBRE GROUP INC	3,000	43.61	130,830.00
	HONGKONG LAND HOLDINGS LTD	10,200	7.18	73,236.00
	JONES LANG LASALLE INC	470	152.21	71,538.70
小計	銘柄数:603			206,710,438.79
				(23,250,790,155)
	組入時価比率:62.1%			65.4%
カナダドル	ALTAGAS LTD	1,500	29.06	43,590.00
	ARC RESOURCES LTD	3,800	15.50	58,900.00
	CAMECO CORP	5,000	13.48	67,400.00
	CANADIAN NATURAL RESOURCES LTD	10,000	44.65	446,500.00
	CENOVUS ENERGY INC	9,400	12.28	115,432.00
	CRESCENT POINT ENERGY CORP	6,700	9.33	62,511.00
	ENBRIDGE INC	14,600	48.77	712,042.00
	ENCANA CORP	9,700	15.31	148,507.00
	HUSKY ENERGY INC	3,779	15.71	59,368.09
	IMPERIAL OIL	2,900	39.68	115,072.00
	INTER PIPELINE LTD	3,800	27.44	104,272.00
	KEYERA CORP	2,020	35.25	71,205.00
	PEMBINA PIPELINE CORP	4,100	44.51	182,491.00
	PRAIRIESKY ROYALTY LTD	1,800	33.82	60,876.00
	SEVEN GENERATIONS ENERGY - A	3,100	17.48	54,188.00
	SUNCOR ENERGY INC	14,500	43.93	636,985.00
	TOURMALINE OIL CORP	2,800	22.88	64,064.00
	TRANSCANADA CORP	7,900	61.89	488,931.00
	VERMILION ENERGY INC	1,410	43.16	60,855.60
	AGRIUM INC	1,190	134.89	160,519.10
	METHANEX CORP	970	68.96	66,891.20
	POTASH CORP OF SASKATCHEWAN INC	8,100	24.07	194,967.00
	CCL INDUSTRIES INC - CL B	1,450	58.13	84,288.50
	AGNICO EAGLE MINES LTD	2,100	53.89	113,169.00
	BARRICK GOLD	9,900	17.51	173,349.00
	FIRST QUANTUM MINERALS LTD	5,300	14.56	77,168.00
	FRANCO-NEVADA CORP	1,800	99.90	179,820.00
	GOLDCORP INC	7,900	15.61	123,319.00
	KINROSS GOLD CORP	10,000	4.99	49,900.00
	LUNDIN MINING CORP	8,000	6.93	55,440.00
	TECK RESOURCES LTD-CLS B	4,500	28.99	130,455.00
	TURQUOISE HILL RESOURCES LTD	8,740	3.76	32,862.40
	WHEATON PRECIOUS METALS CORP	4,000	26.63	106,520.00
	WEST FRASER TIMBER	780	79.35	61,893.00
	BOMBARDIER B SHEARS	19,500	3.17	61,815.00
	CAE INC	1,900	22.05	41,895.00
	SNC-LAVALIN GROUP INC	1,900	56.53	107,407.00
	FINNING INTERNATIONAL INC	2,000	30.89	61,780.00
	CANADIAN NATL RAILWAY CO	6,550	100.75	659,912.50
	CANADIAN PACIFIC RAILWAY LTD	1,330	221.63	294,767.90
	LINAMAR CORP	500	66.70	33,350.00
	MAGNA INTERNATIONAL INC	3,300	70.32	232,056.00
	GILDAN ACTIVEWEAR INC	1,500	39.82	59,730.00
	RESTAURANT BRANDS INTERNATIONAL INC	1,900	77.20	146,680.00
	SHAW COMMUNICATIONS INC-B	3,800	29.07	110,466.00
	CANADIAN TIRE CORP LTD A	660	162.35	107,151.00
	DOLLARAMA INC	1,040	152.97	159,088.80
	ALIMENTATION COUCHE-TARD-B	3,700	65.82	243,534.00
	EMPIRE CO LTD A	1,300	24.87	32,331.00
	JEAN COUTU GROUP INC-CLASS A	900	24.39	21,951.00
	LOBLAW COMPANIES	1,700	67.97	115,549.00
	METRO INC	2,300	40.32	92,736.00
	WESTON(GEORGE)LTD	390	109.42	42,673.80
	SAPUTO INC	1,800	43.87	78,966.00
	VALEANT PHARMACEUTICALS INTERNATIONAL	2,070	22.53	46,637.10
	BANK OF MONTREAL	5,700	99.14	565,098.00
	BANK OF NOVA SCOTIA HALIFAX	10,800	81.14	876,312.00
	CANADIAN IMPERIAL BANK OF COMMERCE	3,750	119.42	447,825.00
	NATIONAL BANK OF CANADA	2,800	63.39	177,492.00
	ROYAL BANK OF CANADA	13,090	100.94	1,321,304.60
	TORONTO DOMINION BANK	16,500	72.43	1,195,095.00
	ELEMENT FLEET MANAGEMENT CORP	4,000	9.28	37,120.00
	ONEX CORPORATION	900	94.50	85,050.00
	FAIRFAX FINANCIAL HLDGS LTD	260	684.50	177,970.00
	GREAT-WEST LIFECO INC	2,300	34.91	80,293.00
	INDUSTRIAL ALLIANCE INSURANC	800	60.28	48,224.00
	INTACT FINANCIAL CORP	1,030	106.90	110,107.00
	MANULIFE FINANCIAL CORP	18,400	26.69	491,096.00
	POWER CORPORATION OF CANADA	3,500	32.58	114,030.00
	POWER FINANCIAL CORP	1,800	35.23	63,414.00
	SUN LIFE FINANCIAL INC	5,700	51.43	293,151.00
	SHOPIFY INC - CLASS A	670	120.95	81,036.50
	CGI GROUP INC - CLASS A	1,600	67.00	107,200.00
	CONSTELLATION SOFTWARE INC	170	767.84	130,532.80
	OPEN TEXT CORP	1,900	41.16	78,204.00
	BLACKBERRY LTD	4,500	13.14	59,130.00
	BCE INC	1,200	61.59	73,908.00
	TELUS CORP	2,600	47.67	123,942.00
	ROGERS COMMUNICATIONS-CL B	3,300	65.42	215,886.00
	EMERA INC	600	48.46	29,076.00
	FORTIS INC	3,800	46.91	178,258.00
	HYDRO ONE LTD	3,100	22.73	70,463.00
	ATCO LTD CL1	900	45.13	40,617.00
	CANADIAN UTILITIES LTD A	1,090	38.62	42,095.80
	BROOKFIELD ASSET MANAGE-CL A	7,300	53.75	392,375.00
	CI FINANCIAL CORP	1,700	28.73	48,841.00
	IGM FINANCIAL INC	600	44.46	26,676.00
	THOMSON REUTERS CORP	2,700	56.15	151,605.00
	FIRST CAPITAL REALTY INC	1,100	20.78	22,858.00
小計	銘柄数:89			15,870,513.69
				(1,404,699,166)
	組入時価比率:3.8%			3.9%
ユーロ	TENARIS SA	3,100	12.60	39,060.00
	ENAGAS	1,900	24.76	47,053.50
	ENI SPA	22,400	13.90	311,360.00
	GALP ENERGIA SGPS SA-B SHRS	3,900	15.96	62,244.00
	NESTE OYJ	900	51.95	46,755.00
	OMV AG	1,200	52.66	63,192.00
	REPSOL SA	10,100	15.68	158,418.50
	SNAM SPA	23,000	4.27	98,210.00
	TOTAL SA	21,600	47.43	1,024,596.00
	VOPAK	700	36.61	25,630.50
	AIR LIQUIDE	3,710	106.65	395,671.50
	AKZO NOBEL	2,190	73.16	160,220.40
	ARKEMA	540	103.25	55,755.00
	BASF SE	8,320	94.10	782,912.00
	COVESTRO AG	900	83.75	75,375.00
	EVONIK INDUSTRIES AG	1,800	32.25	58,050.00
	FUCHS PETROLUB SE -PFD	740	43.83	32,434.20
	K+S AG	2,400	19.58	46,992.00
	KONINKLIJKE DSM NV	1,530	79.54	121,696.20
	LANXESS	970	62.97	61,080.90
	LINDE AG - TENDER	1,840	192.45	354,108.00
	SOLVAY SA	660	117.00	77,220.00
	SYMRISE AG	1,050	71.60	75,180.00
	UMICORE	1,600	39.36	62,984.00
	CRH PLC	7,800	29.40	229,320.00
	HEIDELBERGCEMENT AG	1,470	90.01	132,314.70
	IMERYS	450	76.80	34,560.00
	ARCELORMITTAL	6,400	25.72	164,608.00
	THYSSENKRUPP AG	3,400	22.56	76,704.00
	VOESTALPINE AG	800	48.37	38,696.00
	STORA ENSO OYJ-R	4,900	12.75	62,475.00
	UPM-KYMMENE OYJ	5,000	25.04	125,200.00
	AIRBUS SE	5,350	88.57	473,849.50
	DASSAULT AVIATION SA	26	1,317.85	34,264.10
	LEONARDO SPA	4,200	9.84	41,328.00
	MTU AERO ENGINES AG	520	152.50	79,300.00
	SAFRAN SA	2,920	88.95	259,734.00
	THALES SA	1,000	84.25	84,250.00
	ZODIAC AEROSPACE	1,880	24.71	46,464.20
	COMP DE SAINT-GOBAIN (ORD)	4,700	47.51	223,297.00
	ACS,ACTIVIDADES CONS Y SERV	2,334	32.07	74,863.05
	BOSKALIS WESTMINSTER-CVA	600	31.56	18,939.00
	BOUYGUES	2,130	44.03	93,794.55
	EIFFAGE SA	560	93.11	52,141.60
	FERROVIAL SA	4,702	18.66	87,739.32
	HOCHTIEF AG	160	145.00	23,200.00
	VINCI	4,380	87.10	381,498.00
	LEGRAND SA	2,300	62.84	144,532.00
	OSRAM LICHT AG	821	69.80	57,305.80
	PRYSMIAN SPA	1,600	26.98	43,168.00
	SCHNEIDER ELECTRIC SE	5,150	71.20	366,680.00
	SIEMENS GAMESA RENEWABLE ENERGY SA	1,800	10.14	18,261.00
	SIEMENS AG	6,930	113.45	786,208.50
	ALSTOM	1,100	34.42	37,862.00
	ANDRITZ AG	700	47.70	33,390.00
	CNH INDUSTRIAL NV	10,100	11.12	112,312.00
	GEA GROUP AG	1,700	40.91	69,547.00
	KION GROUP AG	530	68.28	36,188.40
	KONE OYJ	2,900	43.90	127,310.00
	MAN SE	430	94.60	40,678.00
	METSO OYJ	800	29.13	23,304.00
	WARTSILA OYJ	1,600	53.85	86,160.00
	BRENNTAG AG	1,200	53.70	64,440.00
	REXEL SA	1,900	15.22	28,927.50
	EDENRED	1,830	24.15	44,203.65
	SOCIETE BIC SA	300	95.47	28,641.00
	BOLLORE	7,500	4.45	33,375.00
	DEUTSCHE POST AG-REG	8,600	40.70	350,020.00
	DEUTSCHE LUFTHANSA-REG	1,700	29.21	49,665.50
	INTERNATIONAL CONSOLIDATED AIRLINES GRP	4,800	7.06	33,892.80
	ABERTIS INFRAESTRUCTURAS SA	6,720	18.88	126,873.60
	ADP	290	162.85	47,226.50
	AENA SME SA	650	168.55	109,557.50
	ATLANTIA SPA	3,900	27.86	108,654.00
	FRAPORT AG	380	84.93	32,273.40
	GROUPE EUROTUNNEL SE - REGR	3,500	10.98	38,430.00
	CONTINENTAL AG	970	224.25	217,522.50
	FAURECIA	750	65.18	48,885.00
	MICHELIN (CGDE)	1,650	123.25	203,362.50
	NOKIAN RENKAAT OYJ	1,100	36.74	40,414.00
	SCHAEFFLER AG	1,300	14.63	19,019.00
	VALEO SA	2,400	60.43	145,032.00
	BAYER MOTOREN WERK	2,860	85.46	244,415.60
	BAYERISCHE MOTOREN WERKE-PFD	370	73.08	27,039.60
	DAIMLER AG-REGISTERED SHARES	8,580	70.02	600,771.60
	FERRARI NV	1,200	88.75	106,500.00
	FIAT CHRYSLER AUTOMOBILES NV	9,300	14.62	135,966.00
	PEUGEOT CITROEN	5,200	17.21	89,492.00
	PORSCHE AUTOMOBIL HOLDING SE	1,180	69.56	82,080.80
	RENAULT SA	1,630	84.88	138,354.40
	VOLKSWAGEN AG	370	169.50	62,715.00
	VOLKSWAGEN AG-PREF	1,590	170.75	271,492.50
	SEB SA	260	153.85	40,001.00
	ADIDAS AG	1,710	177.45	303,439.50
	HERMES INTERNATIONAL	270	437.00	117,990.00
	HUGO BOSS AG	720	70.09	50,464.80
	KERING SA	650	378.35	245,927.50
	LUXOTTICA GROUP SPA	1,600	50.55	80,880.00
	LVMH MOET HENNESSY LOUIS VUITTON SE	2,510	245.90	617,209.00
	ACCOR SA	1,400	42.59	59,626.00
	PADDY POWER PLC	590	96.61	56,999.90
	SODEXO	780	111.60	87,048.00
	ALTICE NV - A	5,400	7.47	40,354.20
	AXEL SPRINGER SE	360	68.05	24,498.00
	EUTELSAT COMMUNICATIONS	2,200	19.05	41,921.00
	JC DECAUX SA	750	34.74	26,058.75
	LAGARDERE S.C.A	960	27.49	26,395.20
	PROSIEBEN SAT.1 MEDIA SE	1,600	26.95	43,120.00
	PUBLICIS GROUPE	1,900	55.95	106,305.00
	RTL GROUP	310	67.27	20,853.70
	SES FDR	3,900	14.30	55,770.00
	TELENET GROUP HOLDING NV	690	57.21	39,474.90
	VIVENDI SA	9,700	22.09	214,321.50
	ZALANDO SE	900	43.49	39,145.50
	INDITEX SA	9,800	30.38	297,724.00
	CARREFOUR SUPERMARCHE	5,600	17.95	100,520.00
	CASINO GUICHARD-PERRACHON SA	700	52.55	36,785.00
	COLRUYT SA	400	44.62	17,850.00
	JERONIMO MARTINS	2,000	16.28	32,570.00
	KONINKLIJKE AHOLD DELHAIZE NV	11,600	18.53	215,006.00
	METRO AG	1,700	17.09	29,053.00
	ANHEUSER-BUSCH INBEV SA/NV	6,880	97.04	667,635.20
	DAVIDE CAMPARI-MILANO SPA	5,500	6.51	35,832.50
	HEINEKEN HOLDING NV	1,100	80.95	89,045.00
	HEINEKEN NV	2,290	86.13	197,237.70
	PERNOD RICARD SA	1,910	131.05	250,305.50
	REMY COINTREAU	140	112.10	15,694.00
	DANONE	5,400	70.12	378,648.00
	KERRY GROUP PLC-A	1,500	90.61	135,915.00
	HENKEL AG & CO KGAA	1,030	101.40	104,442.00
	HENKEL AG & CO KGAA VORZUG	1,550	112.10	173,755.00
	BEIERSDORF AG	940	100.80	94,752.00
	LOREAL-ORD	2,290	188.50	431,665.00
	UNILEVER NV-CVA	14,700	48.57	714,052.50
	BIOMERIEUX	420	73.72	30,962.40
	ESSILOR INTERNATIONAL	1,780	112.80	200,784.00
	KONINKLIJKE PHILIPS NV	8,200	32.49	266,418.00
	FRESENIUS MEDICAL CARE	1,870	86.10	161,007.00
	FRESENIUS SE & CO KGAA	3,820	63.61	242,990.20
	GRIFOLS SA	2,300	24.40	56,120.00
	BAYER AG-REG	7,490	106.15	795,063.50
	IPSEN	270	100.30	27,081.00
	MERCK KGAA	1,260	89.05	112,203.00
	ORION OYJ	1,000	30.38	30,380.00
	RECORDATI SPA	1,100	38.73	42,603.00
	SANOFI	10,290	73.97	761,151.30
	UCB SA	1,300	64.09	83,317.00
	ABN AMRO GROUP NV-CVA	3,300	24.95	82,335.00
	ALLIED IRISH BANKS PLC	8,000	5.60	44,800.00
	BANCO BILBAO VIZCAYA ARGENTARIA S.A.	58,100	7.18	417,274.20
	BANCO DE SABADELL SA	50,000	1.64	82,450.00
	BANCO SANTANDER SA	146,500	5.55	814,247.00
	BANK OF IRELAND GROUP PLC	11,334	6.69	75,847.12
	BANKIA SA	12,250	4.00	49,085.75
	BANKINTER S.A.	4,500	7.93	35,712.00
	BNP PARIBAS	10,140	63.51	643,991.40
	CAIXABANK	33,000	3.90	128,700.00
	COMMERZBANK AG	8,900	12.36	110,048.50
	CREDIT AGRICOLE SA	11,100	14.08	156,288.00
	ERSTE GROUP BANK AG	2,900	35.98	104,342.00
	ING GROEP NV	34,500	15.17	523,365.00
	INTESA SANPAOLO	118,000	2.80	330,400.00
	INTESA SANPAOLO-RSP	6,000	2.66	15,960.00
	IRISH BANK RESOLUTION CORP LTD	13,429	0.00	0.00
	KBC GROEP NV	2,060	69.28	142,716.80
	MEDIOBANCA S.P.A.	5,600	9.61	53,816.00
	RAIFFEISEN BANK INTERNATIONAL AG	1,500	29.66	44,490.00
	SOCIETE GENERALE	7,000	42.73	299,110.00
	UNICREDIT SPA	18,600	17.05	317,130.00
	EURAZEO SE	319	73.85	23,558.15
	EXOR NV	700	50.55	35,385.00
	GROUPE BRUXELLES LAM	610	90.38	55,131.80
	WENDEL	260	141.15	36,699.00
	AEGON NV	18,000	5.23	94,194.00
	AGEAS	1,800	41.89	75,411.00
	ALLIANZ SE-REG	4,070	198.70	808,709.00
	ASSICURAZIONI GENERALI	10,900	15.18	165,462.00
	AXA	17,900	25.34	453,586.00
	CNP ASSURANCES	1,640	18.63	30,553.20
	HANNOVER RUECK SE	530	108.90	57,717.00
	MAPFRE SA	12,700	2.78	35,306.00
	MUENCHENER RUECKVER AG-REG	1,320	185.30	244,596.00
	NN GROUP NV	3,000	37.18	111,555.00
	POSTE ITALIANE SPA	3,700	6.14	22,736.50
	SAMPO OYJ-A SHS	4,000	44.71	178,840.00
	SCOR SE	1,400	34.03	47,649.00
	UNIPOLSAI SPA	8,000	1.95	15,600.00
	UNITED INTERNET AG-REG SHARE	900	57.48	51,732.00
	AMADEUS IT GROUP SA	3,930	61.48	241,616.40
	ATOS SE	890	123.10	109,559.00
	CAPGEMINI SA	1,320	96.50	127,380.00
	WIRECARD AG	1,150	90.00	103,500.00
	DASSAULT SYSTEMES SA	1,060	89.64	95,018.40
	SAP SE	8,910	94.56	842,529.60
	UBISOFT ENTERTAINMENT	630	64.88	40,874.40
	NOKIA OYJ	51,000	4.02	205,122.00
	INGENICO GROUP	690	85.95	59,305.50
	ASML HOLDING NV	3,490	145.40	507,446.00
	INFINEON TECHNOLOGIES AG	10,800	22.81	246,402.00
	STMICROELECTRONICS NV	6,000	18.76	112,590.00
	DEUTSCHE TELEKOM-REG	30,800	15.27	470,470.00
	ELISA OYJ	1,600	34.28	54,848.00
	ILIAD SA	310	198.15	61,426.50
	KONINKLIJKE KPN NV	28,000	3.03	85,064.00
	ORANGE SA	17,000	14.24	242,080.00
	PROXIMUS	1,550	28.90	44,795.00
	TELECOM ITALIA SPA	112,000	0.70	79,464.00
	TELECOM ITALIA-RNC	68,000	0.58	39,746.00
	TELEFONICA DEUTSCHLAND HOLDING AG	5,000	4.04	20,235.00
	TELEFONICA SA	39,700	8.56	339,832.00
	DRILLISCH AG	570	67.51	38,480.70
	ELECTRICITE DE FRANCE	4,300	10.91	46,913.00
	ENDESA S.A.	3,500	18.87	66,062.50
	ENEL SPA	76,000	5.52	419,900.00
	ENERGIAS DE PORTUGAL	23,800	2.90	69,139.00
	FORTUM OYJ	3,200	17.56	56,192.00
	IBERDROLA SA	50,300	6.63	333,790.80
	RED ELECTRICA CORPORACION SA	4,200	18.72	78,645.00
	TERNA SPA	11,000	5.23	57,530.00
	GAS NATURAL SDG	2,800	19.18	53,718.00
	E.ON SE	18,600	9.76	181,554.60
	ENGIE	17,400	14.83	258,042.00
	INNOGY SE	1,600	39.52	63,240.00
	RWE AG	4,300	19.46	83,678.00
	SUEZ	3,600	15.78	56,808.00
	VEOLIA ENVIRONNEMENT	3,700	21.22	78,514.00
	AMUNDI SA	600	73.45	44,070.00
	DEUTSCHE BANK AG-REG	18,700	15.95	298,358.50
	DEUTSCHE BOERSE AG	1,670	96.90	161,823.00
	NATIXIS	6,600	6.71	44,332.20
	UNIPER SE	2,100	25.88	54,348.00
	EUROFINS SCIENTIFIC SE	70	504.60	35,322.00
	QIAGEN NV	2,176	26.43	57,522.56
	BUREAU VERITAS SA	1,800	22.70	40,860.00
	RANDSTAD HOLDING NV	1,000	50.89	50,890.00
	RELX NV	8,700	19.20	167,083.50
	TELEPERFORMANCE	570	121.70	69,369.00
	WOLTERS KLUWER	2,900	43.58	126,382.00
	DEUTSCHE WOHNEN SE	3,400	37.05	125,987.00
	VONOVIA SE	4,100	40.66	166,726.50
小計	銘柄数:240			36,284,374.70
				(4,822,556,241)
	組入時価比率:12.9%			13.5%
英ポンド	WOOD GROUP (JOHN) PLC	6,500	7.12	46,280.00
	BP PLC	180,000	4.91	885,150.00
	ROYAL DUTCH SHELL PLC-A SHS	40,100	23.69	949,969.00
	ROYAL DUTCH SHELL PLC-B	33,700	23.95	807,283.50
	CRODA INTERNATIONAL PLC	900	43.16	38,844.00
	JOHNSON MATTHEY PLC	1,700	30.00	51,000.00
	ANGLO AMERICAN PLC	12,600	13.51	170,226.00
	ANTOFAGASTA PLC	2,600	8.84	22,997.00
	BHP BILLITON PLC	19,000	13.45	255,550.00
	FRESNILLO PLC	2,700	12.60	34,020.00
	GLENCORE PLC	113,000	3.34	377,420.00
	RANDGOLD RESOURCES LTD	670	67.60	45,292.00
	RIO TINTO PLC-REG	11,000	34.68	381,535.00
	MONDI PLC	3,900	16.99	66,261.00
	BAE SYSTEMS PLC	30,400	5.51	167,504.00
	COBHAM PLC	16,950	1.26	21,357.00
	MEGGITT PLC	5,000	4.88	24,420.00
	ROLLS-ROYCE HLDGS-C SHS ENTITL	726,800	0.00	726.80
	ROLLS-ROYCE HOLDINGS PLC	15,800	8.45	133,510.00
	DCC PLC	820	69.80	57,236.00
	SMITHS GROUP PLC	3,000	14.79	44,370.00
	IMI PLC	1,700	12.41	21,097.00
	WEIR GROUP PLC	1,400	19.64	27,496.00
	ASHTEAD GROUP PLC	4,500	19.57	88,065.00
	BUNZLE	3,000	20.85	62,550.00
	FERGUSON PLC	2,160	54.20	117,072.00
	TRAVIS PERKINS PLC	2,400	15.36	36,864.00
	BABCOCK INTL GROUP PLC	3,300	6.76	22,324.50
	G4S PLC	16,100	2.49	40,233.90
	ROYAL MAIL PLC	7,000	4.32	30,289.00
	EASYJET PLC	1,900	14.26	27,094.00
	GKN PLC	16,000	2.99	47,920.00
	BARRATT DEVELOPMENTS PLC	10,500	6.13	64,417.50
	PERSIMMON PLC	2,800	26.02	72,856.00
	TAYLOR WIMPEY PLC	34,300	1.97	67,708.20
	THE BERKELEY GRP HOLDINGS	1,400	38.89	54,446.00
	BURBERRY GROUP PLC	3,200	17.28	55,296.00
	CARNIVAL PLC	1,700	48.90	83,130.00
	COMPASS GROUP PLC	13,800	15.07	207,966.00
	INTERCONTINENTAL HOTELS GROUP PLC	1,723	44.16	76,087.68
	MERLIN ENTERTAINMENTS PLC-WI	6,200	3.58	22,214.60
	TUI AG-DI	3,600	13.96	50,256.00
	WHITBREAD PLC	1,700	37.10	63,070.00
	ITV PLC	25,000	1.58	39,675.00
	PEARSON	8,800	7.15	62,964.00
	SKY PLC	10,100	9.76	98,576.00
	WPP PLC	11,100	13.11	145,521.00
	MARKS & SPENCER PLC	17,200	3.15	54,266.00
	NEXT PLC	1,200	44.38	53,256.00
	KINGFISHER PLC	17,000	3.30	56,253.00
	MORRISON SUPERMARKETS	20,000	2.18	43,760.00
	SAINSBURY	18,000	2.39	43,074.00
	TESCO PLC	71,000	2.01	142,710.00
	COCA-COLA HBC AG-CDI	1,900	23.51	44,669.00
	DIAGEO PLC	22,700	26.06	591,675.50
	ASSOCIATED BRITISH FOODS PLC	3,300	29.15	96,195.00
	BRITISH AMERICAN TOBACCO PLC	20,700	48.50	1,003,950.00
	IMPERIAL BRANDS PLC	8,200	30.35	248,870.00
	RECKITT BENCKISER GROUP PLC	6,150	64.19	394,768.50
	UNILEVER PLC	11,300	41.57	469,741.00
	CONVATEC GROUP PLC-WI	9,000	2.07	18,666.00
	SMITH & NEPHEW PLC	7,000	13.22	92,540.00
	MEDICLINIC INTERNATIONAL PLC	4,400	5.79	25,498.00
	SHIRE PLC	8,000	36.11	288,920.00
	ASTRAZENECA PLC	11,400	47.22	538,308.00
	GLAXOSMITHKLINE PLC	44,400	12.79	567,876.00
	BARCLAYS PLC	155,000	1.91	297,135.00
	HSBC HOLDINGS PLC	179,200	7.31	1,311,027.20
	LLOYDS BANKING GROUP PLC	663,000	0.65	431,944.50
	ROYAL BANK OF SCOTLAND GROUP	35,000	2.74	95,970.00
	STANDARD CHARTERED PLC	31,000	7.49	232,252.00
	STANDARD LIFE ABERDEEN PLC	26,797	4.21	112,842.16
	ADMIRAL GROUP PLC	1,500	18.98	28,470.00
	AVIVA PLC	37,900	5.01	190,068.50
	DIRECT LINE INSURANCE GROUP	12,000	3.63	43,620.00
	LEGAL & GENERAL	52,000	2.64	137,280.00
	OLD MUTUAL PLC	44,000	1.97	87,032.00
	PRUDENTIAL PLC	22,900	18.09	414,261.00
	RSA INSURANCE GROUP PLC	7,900	6.01	47,518.50
	AUTO TRADER GROUP PLC	7,000	3.38	23,709.00
	WORLDPAY GROUP PLC	20,000	4.21	84,200.00
	MICRO FOCUS INTERNATIONAL PLC	3,900	24.73	96,447.00
	SAGE GROUP PLC (THE)	9,300	7.65	71,191.50
	BT GROUP PLC	73,000	2.58	188,413.00
	VODAFONE GROUP PLC	240,000	2.25	540,600.00
	SSE PLC	8,200	13.22	108,404.00
	CENTRICA PLC	55,000	1.47	81,235.00
	NATIONAL GRID PLC	30,100	8.80	265,090.70
	SEVERN TRENT PLC	1,500	20.75	31,125.00
	UNITED UTILITIES GROUP PLC	7,300	8.10	59,166.50
	3I GROUP PLC	9,000	8.79	79,110.00
	HARGREAVES LANSDOWN PLC	2,300	16.13	37,099.00
	INVESTEC PLC	6,200	5.07	31,434.00
	LONDON STOCK EXCHANGE GROUP PLC	2,900	38.01	110,229.00
	SCHRODERS PLC	1,100	33.93	37,323.00
	ST JAMES S PLACE PLC	4,000	11.75	47,000.00
	CAPITA PLC	6,900	4.70	32,436.90
	EXPERIAN PLC	8,500	15.41	130,985.00
	INTERTEK GROUP PLC	1,500	51.90	77,850.00
	RELX PLC	10,100	17.19	173,619.00
小計	銘柄数:100			16,777,225.14
				(2,532,354,362)
	組入時価比率:6.8%			7.1%
スイスフラン	CLARIANT AG-REG	2,200	26.92	59,224.00
	EMS-CHEMIE HOLDING AG-REG	70	654.00	45,780.00
	GIVAUDAN-REG	93	2,253.00	209,529.00
	SIKA AG-BR	21	7,565.00	158,865.00
	LAFARGEHOLCIM LTD	4,000	53.35	213,400.00
	GEBERIT AG-REG	300	427.40	128,220.00
	ABB LTD	16,300	25.27	411,901.00
	SCHINDLER HOLDING AG-REG	140	216.10	30,254.00
	SCHINDLER HOLDING-PART CERT	390	221.60	86,424.00
	KUEHNE & NAGEL INTL AG-REG	410	174.30	71,463.00
	CIE FINANCIERE RICHEMONT-BR A	4,730	86.00	406,780.00
	THE SWATCH GROUP AG-B	240	364.60	87,504.00
	THE SWATCH GROUP AG-REG	550	69.95	38,472.50
	DUFRY AG-REG	280	140.70	39,396.00
	BARRY CALLEBAUT AG	22	1,856.00	40,832.00
	LINDT & SPRUENGLI AG-PC	8	5,795.00	46,360.00
	LINDT&SPRUENGLI AG-REG	1	69,245.00	69,245.00
	NESTLE SA-REG	27,820	84.75	2,357,745.00
	SONOVA HOLDING AG-REG	460	155.70	71,622.00
	STRAUMANN HOLDING AG-REG	100	712.00	71,200.00
	NOVARTIS-REG	19,830	83.05	1,646,881.50
	ROCHE HOLDING (GENUSSCHEINE)	6,340	245.10	1,553,934.00
	VIFOR PHARMA AG	410	121.90	49,979.00
	PARGESA HOLDING SA-BEARER SHARES	280	83.85	23,478.00
	BALOISE HOLDING AG	580	151.00	87,580.00
	SWISS LIFE HOLDING AG	270	328.80	88,776.00
	SWISS RE LTD	3,040	90.55	275,272.00
	ZURICH INSURANCE GROUP AG	1,380	297.10	409,998.00
	SWISSCOM AG-REG	260	520.00	135,200.00
	CREDIT SUISSE GROUP AG-REG	21,400	16.82	359,948.00
	JULIUS BAER GROUP LTD	1,800	57.00	102,600.00
	PARTNERS GROUP HOLDING AG	170	668.00	113,560.00
	UBS GROUP AG	32,000	17.00	544,000.00
	LONZA AG-REG	680	253.30	172,244.00
	ADECCO GROUP AG-REG	1,390	73.60	102,304.00
	SGS SA-REG	57	2,444.00	139,308.00
	SWISS PRIME SITE-REG	740	85.80	63,492.00
小計	銘柄数:37			10,512,771.00
				(1,196,878,978)
	組入時価比率:3.2%			3.4%
スウェーデンクローナ	LUNDIN PETROLEUM AB	1,300	192.50	250,250.00
	BOLIDEN AB	2,600	262.20	681,720.00
	ASSA ABLOY AB-B	8,400	172.60	1,449,840.00
	SKANSKA AB-B SHS	3,100	184.00	570,400.00
	ALFA LAVAL AB	3,000	197.20	591,600.00
	ATLAS COPCO AB-A	6,000	358.90	2,153,400.00
	ATLAS COPCO AB-B	3,600	318.50	1,146,600.00
	SANDVIK AB	9,200	144.30	1,327,560.00
	SKF AB-B SHARES	2,800	189.20	529,760.00
	VOLVO AB-B SHS	13,500	160.30	2,164,050.00
	SECURITAS AB-B SHS	2,400	145.50	349,200.00
	ELECTROLUX AB-B	2,600	278.40	723,840.00
	HUSQVARNA AB-B SHS	4,600	79.15	364,090.00
	HENNES&MAURITZ AB-B	9,200	197.10	1,813,320.00
	ICA GRUPPEN AB	900	303.90	273,510.00
	SWEDISH MATCH AB	1,400	327.80	458,920.00
	ESSITY AKTIEBOLAG-B	5,300	252.10	1,336,130.00
	GETINGE AB-B SHS	1,500	148.70	223,050.00
	NORDEA BANK AB	27,500	97.70	2,686,750.00
	SKANDINAVISKA ENSKILDA BANKEN AB	12,300	98.60	1,212,780.00
	SVENSKA HANDELSBANKEN-A	14,300	111.20	1,590,160.00
	SWEDBANK AB	8,300	198.80	1,650,040.00
	INDUSTRIVARDEN AB-C SHS	2,000	202.70	405,400.00
	INVESTOR AB-B SHS	4,100	392.20	1,608,020.00
	KINNEVIK AB - B	2,300	270.10	621,230.00
	LUNDBERGS AB-B SHS	400	618.00	247,200.00
	ERICSSON LM-B	26,000	53.25	1,384,500.00
	HEXAGON AB-B SHS	2,500	411.40	1,028,500.00
	TELIA CO AB	22,000	37.45	823,900.00
	MILLICOM INTERNATIONAL CELLULAR-SDR	570	551.00	314,070.00
	TELE 2 AB-B SHS	4,200	108.10	454,020.00
小計	銘柄数:31			30,433,810.00
				(408,726,068)
	組入時価比率:1.1%			1.1%
ノルウェークローネ	STATOIL ASA	9,700	168.90	1,638,330.00
	YARA INTERNATIONAL ASA	1,700	362.00	615,400.00
	NORSK HYDRO	14,200	55.10	782,420.00
	SCHIBSTED ASA-B SHS	900	207.00	186,300.00
	MARINE HARVEST ASA	3,600	143.20	515,520.00
	ORKLA ASA	6,200	83.45	517,390.00
	DNB ASA	8,400	149.60	1,256,640.00
	GJENSIDIGE FORSIKRING ASA	2,600	150.80	392,080.00
	TELENOR ASA	6,900	186.70	1,288,230.00
小計	銘柄数:9			7,192,310.00
				(97,815,416)
	組入時価比率:0.3%			0.3%
デンマーククローネ	CHR HANSEN HOLDING A/S	1,000	552.50	552,500.00
	NOVOZYMES A/S-B SHARES	1,800	338.00	608,400.00
	VESTAS WIND SYSTEMS A/S	1,700	366.80	623,560.00
	ISS A/S	1,900	235.30	447,070.00
	A P MOLLER - MAERSK A/S-A	28	10,460.00	292,880.00
	A P MOLLER-MAERSK A/S	56	10,970.00	614,320.00
	DSV A/S	1,800	487.80	878,040.00
	PANDORA A/S	830	617.00	512,110.00
	CARLSBERG B	1,060	735.50	779,630.00
	COLOPLAST-B	860	494.80	425,528.00
	WILLIAM DEMANT HOLDING	1,300	173.10	225,030.00
	GENMAB A/S	540	1,164.00	628,560.00
	H LUNDBECK A/S	700	303.40	212,380.00
	NOVO NORDISK A/S-B	16,900	318.00	5,374,200.00
	DANSKE BANK AS	6,500	226.80	1,474,200.00
	TRYG A/S	1,000	152.80	152,800.00
	TDC A/S	8,200	37.87	310,534.00
	ORSTED A/S	1,700	352.10	598,570.00
小計	銘柄数:18			14,710,312.00
				(262,726,172)
	組入時価比率:0.7%			0.7%
豪ドル	CALTEX AUSTRALIA LIMITED	1,800	34.99	62,982.00
	OIL SEARCH LTD	14,000	7.25	101,500.00
	ORIGIN ENERGY LTD	17,000	9.12	155,040.00
	SANTOS LTD.	13,000	5.03	65,390.00
	WOODSIDE PETROLEUM	7,000	31.52	220,640.00
	INCITEC PIVOT LTD	17,000	3.98	67,660.00
	ORICA LTD	2,800	17.59	49,252.00
	BORAL LTD	8,000	7.70	61,600.00
	JAMES HARDIE INDUSTRIES PLC	3,000	21.28	63,840.00
	AMCOR	10,700	15.70	167,990.00
	ALUMINA LTD	26,200	2.21	57,902.00
	BHP BILLITON LIMITED	29,400	27.75	815,850.00
	BLUESCOPE STEEL LTD	3,900	13.87	54,093.00
	FORTESCUE METALS GROUP LTD	15,000	4.65	69,750.00
	NEWCREST MINING	7,700	23.26	179,102.00
	RIO TINTO LTD	4,000	70.57	282,280.00
	SOUTH32 LTD	42,000	3.38	141,960.00
	CIMIC GROUP LTD	1,045	51.20	53,504.00
	BRAMBLES LTD	16,000	10.35	165,600.00
	AURIZON HOLDINGS LTD	19,000	5.26	99,940.00
	SYDNEY AIRPORT	9,000	7.43	66,870.00
	TRANSURBAN GROUP	18,200	12.49	227,318.00
	ARISTOCRAT LEISURE LTD	5,700	22.83	130,131.00
	CROWN RESORTS LTD	4,800	12.27	58,896.00
	DOMINO S PIZZA ENTERPRISES L	500	46.85	23,425.00
	FLIGHT CENTRE TRAVEL GROUP LTD	800	43.50	34,800.00
	TABCORP HOLDINGS	6,400	4.87	31,168.00
	TATTS GROUP LTD	14,900	4.30	64,070.00
	HARVEY NORMAN HOLDINGS LTD	5,540	4.25	23,545.00
	WESFARMERS LIMITED	10,300	43.76	450,728.00
	WOOLWORTHS LIMITED	11,700	26.82	313,794.00
	COCA-COLA AMATIL LTD	4,300	8.23	35,389.00
	TREASURY WINE ESTATES LTD	6,400	15.93	101,952.00
	COCHLEAR LTD	460	180.93	83,227.80
	HEALTHSCOPE LTD	12,000	2.00	24,000.00
	RAMSAY HEALTH CARE LTD	1,100	70.33	77,363.00
	SONIC HEALTHCARE LTD	2,700	22.53	60,831.00
	CSL LIMITED	4,020	144.37	580,367.40
	AUSTRALIA & NEW ZEALAND BANK	26,300	28.05	737,715.00
	BANK OF QUEENSLAND LTD	4,126	12.81	52,854.06
	BENDIGO AND ADELAIDE BANK LTD	3,700	11.67	43,179.00
	COMMONWEALTH BANK OF AUSTRALIA	15,700	78.74	1,236,218.00
	NATIONAL AUSTRALIA BANK	24,700	29.36	725,192.00
	WESTPAC BANKING CORP	29,900	30.83	921,817.00
	AMP LIMITED	22,000	5.17	113,740.00
	CHALLENGER LIMITED	6,000	13.94	83,640.00
	INSURANCE AUSTRALIA GROUP LTD	22,000	7.07	155,540.00
	MEDIBANK PRIVATE LTD	30,000	3.23	96,900.00
	QBE INSURANCE	11,100	10.74	119,214.00
	SUNCORP GROUP LTD	10,400	14.31	148,824.00
	REA GROUP LTD	600	76.59	45,954.00
	COMPUTERSHARE LTD	3,700	16.25	60,125.00
	TELSTRA CORP LTD	42,000	3.61	151,620.00
	TPG TELECOM LTD	4,359	6.03	26,284.77
	AUSNET SERVICES	25,264	1.90	48,001.60
	APA GROUP	7,700	9.40	72,380.00
	AGL ENERGY LTD	6,500	25.29	164,385.00
	ASX LTD	2,000	57.19	114,380.00
	MACQUARIE GROUP LIMITED	2,910	96.19	279,912.90
	SEEK LTD	3,800	18.74	71,212.00
小計	銘柄数:60			10,792,838.53
				(920,305,341)
	組入時価比率:2.5%			2.6%
ニュージーランドドル	FLETCHER BUILDING LTD	6,000	7.00	42,000.00
	AUCKLAND INTL AIRPORT LTD	7,000	6.47	45,325.00
	FISHER & PAYKEL HEALTHCARE CORPORATION L	5,400	13.10	70,740.00
	RYMAN HEALTHCARE LTD	3,000	10.48	31,440.00
	SPARK NEW ZEALAND LTD	18,200	3.58	65,156.00
	MERCURY NZ LTD	8,600	3.33	28,638.00
	MERIDIAN ENERGY LTD	15,300	2.96	45,288.00
小計	銘柄数:7			328,587.00
				(25,442,491)
	組入時価比率:0.1%			0.1%
香港ドル	CK HUTCHISON HOLDINGS LTD	23,916	98.95	2,366,488.20
	NWS HOLDINGS LTD	19,000	14.02	266,380.00
	MTR CORP	13,000	46.55	605,150.00
	MINTH GROUP LTD	4,000	43.25	173,000.00
	TECHTRONIC INDUSTRIES CO	12,000	45.45	545,400.00
	LI & FUNG LTD	62,000	3.61	223,820.00
	YUE YUEN INDUSTRIAL HLDG	5,500	28.45	156,475.00
	GALAXY ENTERTAINMENT GROUP L	19,000	56.00	1,064,000.00
	MGM CHINA HOLDINGS LTD	13,600	21.55	293,080.00
	SANDS CHINA LTD	20,000	37.95	759,000.00
	SHANGRI-LA ASIA LTD	7,000	16.96	118,720.00
	SJM HOLDINGS LIMITED	24,000	6.24	149,760.00
	WYNN MACAU LTD	18,000	22.60	406,800.00
	WH GROUP LIMITED	72,000	8.28	596,160.00
	BANK OF EAST ASIA	11,540	33.55	387,167.00
	BOC HONG KONG HOLDINGS LTD	32,000	39.10	1,251,200.00
	HANG SENG BANK	7,300	188.10	1,373,130.00
	FIRST PACIFIC CO	32,000	5.78	184,960.00
	AIA GROUP LTD	109,400	62.60	6,848,440.00
	ASM PACIFIC TECHNOLOGY	3,200	107.40	343,680.00
	HKT TRUST AND HKT LTD	38,120	9.62	366,714.40
	PCCW LTD	41,000	4.56	186,960.00
	CK INFRASTRUCTURE HOLDINGS LTD	5,000	67.20	336,000.00
	CLP HLDGS	13,500	78.70	1,062,450.00
	POWER ASSETS HOLDINGS LTD	10,500	67.00	703,500.00
	HONG KONG & CHINA GAS	71,276	15.50	1,104,778.00
	HONG KONG EXCHANGES & CLEARING LTD	11,100	228.80	2,539,680.00
	KINGSTON FINANCIAL GROUP LTD	50,000	8.65	432,500.00
	CK ASSET HOLDINGS LTD	24,416	65.10	1,589,481.60
	HANG LUNG GROUP LTD	10,000	28.15	281,500.00
	HANG LUNG PROPERTIES LTD	22,000	18.36	403,920.00
	HENDERSON LAND	9,749	49.00	477,701.00
	HYSAN DEVELOPMENT	7,000	42.05	294,350.00
	KERRY PROPERTIES	6,500	33.55	218,075.00
	NEW WORLD DEVELOPMENT	46,333	11.12	515,222.96
	SINO LAND CO.LTD	31,000	13.62	422,220.00
	SUN HUNG KAI PROPERTIES	14,000	123.30	1,726,200.00
	SWIRE PACIFIC-A	3,500	75.70	264,950.00
	SWIRE PROPERTIES LTD	10,800	26.05	281,340.00
	WHARF REAL ESTATE INVESTMENT	10,200	49.50	504,900.00
	WHARF(HOLDING)	10,200	26.50	270,300.00
	WHEELOCK & COMPANY LTD	8,000	54.30	434,400.00
小計	銘柄数:42			32,529,953.16
				(468,106,025)
	組入時価比率:1.3%			1.3%
シンガポールドル	SINGAPORE TECH ENGINEERING	18,000	3.24	58,320.00
	KEPPEL CORP.	10,000	7.67	76,700.00
	SEMBCORP INDUSTRIES	12,000	3.03	36,360.00
	YANGZIJIANG SHIPBUILDING	27,000	1.51	40,770.00
	SINGAPORE AIRLINES LTD	3,600	10.44	37,584.00
	COMFORTDELGRO CORP LTD	16,000	2.00	32,000.00
	SATS LTD	8,000	5.25	42,000.00
	GENTING SINGAPORE PLC	40,000	1.35	54,000.00
	SINGAPORE PRESS HOLDINGS	17,000	2.77	47,090.00
	JARDINE CYCLE&CARRIAGE LTD	1,111	40.27	44,739.97
	GOLDEN AGRI-RESOURCES LTD	86,000	0.37	32,250.00
	WILMAR INTERNATIONAL LTD	17,000	3.12	53,040.00
	DBS GROUP HLDGS	16,300	24.80	404,240.00
	OCBC-ORD	27,150	12.51	339,646.50
	UNITED OVERSEAS BANK	11,600	26.32	305,312.00
	SINGAPORE TELECOMMUNICATIONS LIMITED	76,000	3.75	285,000.00
	STARHUB LTD	8,000	2.89	23,120.00
	SINGAPORE EXCHANGE LTD	6,000	7.49	44,940.00
	CAPITALAND LIMITED	17,000	3.48	59,160.00
	CITY DEVELOPMENTS LTD	4,000	11.88	47,520.00
	GLOBAL LOGISTIC PROPERTIES L	21,000	3.36	70,560.00
	UOL GROUP LIMITED	3,000	8.56	25,680.00
小計	銘柄数:22			2,160,032.47
				(180,254,709)
	組入時価比率:0.5%			0.5%
新シェケル	FRUTAROM	400	301.00	120,400.00
	ISRAEL CHEMICALS LIMITED	6,000	14.32	85,920.00
	ELBIT SYSTEMS LTD	270	484.00	130,680.00
	BANK HAPOALIM BM	9,000	24.26	218,340.00
	BANK LEUMI LE-ISRAEL	13,000	19.81	257,530.00
	MIZRAHI TEFAHOT BANK LTD	1,100	64.95	71,445.00
	NICE LTD	400	308.40	123,360.00
	BEZEQ THE ISRAELI TELECOM CP	25,000	5.29	132,250.00
	AZRIELI GROUP	400	184.50	73,800.00
小計	銘柄数:9			1,213,725.00
				(38,960,572)
	組入時価比率:0.1%			0.1%
	合計				35,609,615,696
					(35,609,615,696)

(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12月 6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	72,000	29,520.00
	小計	銘柄数:1	72,000	29,520.00
				(3,320,409)
		組入時価比率:0.0%		0.4%
	合計			3,320,409
				(3,320,409)
投資証券	米ドル	AGNC INVESTMENT CORP	3,400	69,224.00
		ALEXANDRIA REAL ESTATE EQUIT	730	91,994.60
		AMERICAN TOWER CORP	3,840	540,518.40
		ANNALY CAPITAL MANAGEMENT	11,400	136,458.00
		AVALONBAY COMMUNITIES INC	1,300	232,453.00
		BOSTON PROPERTIES	1,320	165,646.80
		BRIXMOR PROPERTY GROUP INC	2,800	50,736.00
		CAMDEN PROPERTY TRUST	960	87,446.40
		COLONY NORTHSTAR INC-CLASS A	5,800	70,296.00
		CROWN CASTLE INTL CORP	3,510	381,923.10
		DIGITAL REALTY TRUST INC	1,990	224,909.80
		DUKE REALTY CORP	3,100	84,816.00
		EQUINIX INC	740	329,736.60
		EQUITY RESIDENTIAL	3,140	205,701.40
		ESSEX PROPERTY TRUST INC	530	128,784.70
		EXTRA SPACE STORAGE INC	1,110	94,205.70
		FEDERAL REALTY INVS TRUST	780	102,601.20
		GGP INC	5,100	120,054.00
		HCP INC	4,300	114,208.00
		HOST HOTELS & RESORTS INC	5,800	114,434.00
		INVITATION HOMES INC	3,000	69,210.00
		IRON MOUNTAIN INC	2,200	88,770.00
		KIMCO REALTY CORP	2,900	53,592.00
		LIBERTY PROPERTY TRUST	1,400	61,838.00
		MACERICH CO /THE	900	58,716.00
		MID-AMERICA APARTMENT COMM	960	97,353.60
		NATIONAL RETAIL PROPERTIES INC	1,700	70,618.00
		PROLOGIS INC	4,600	296,424.00
		PUBLIC STORAGE	1,360	287,028.00
		REALTY INCOME CORP	2,400	132,528.00
		REGENCY CENTERS CORP	1,400	94,906.00
		SBA COMMUNICATIONS CORP	1,050	172,063.50
		SIMON PROPERTY GROUP INC	2,760	449,190.00
		SL GREEN REALTY CORP	940	96,453.40
		UDR INC	2,200	85,360.00
		VENTAS INC	3,500	219,555.00
		VEREIT INC	11,100	86,025.00
		VORNADO REALTY TRUST	1,770	136,130.70
		WELLTOWER INC	3,390	224,146.80
		WEYERHAEUSER CO	7,000	246,330.00
	小計	銘柄数:40	118,180	6,372,385.70
				(716,765,943)
		組入時価比率:1.9%		76.6%
	カナダドル	H&R REAL ESTATE INVSTMNT-UTS	1,200	25,320.00
		RIOCAN REAL ESTATE INVST TR	1,986	49,292.52
		SMARTCENTRES REAL ESTATE INV	700	20,482.00
	小計	銘柄数:3	3,886	95,094.52
				(8,416,815)
		組入時価比率:0.0%		0.9%
	ユーロ	FONCIERE DES REGIONS	230	20,759.80
		GECINA SA	360	51,192.00
		ICADE	230	18,439.10
		KLEPIERRE	2,200	78,144.00
		UNIBAIL RODAMCO-NA	950	209,522.50
	小計	銘柄数:5	3,970	378,057.40
				(50,247,609)
		組入時価比率:0.1%		5.4%
	英ポンド	BRITISH LAND	9,100	58,058.00
		HAMMERSON PLC	8,600	45,967.00
		LAND SECURITIES GROUP PLC	7,312	68,476.88
		SEGRO PLC	9,360	51,012.00
	小計	銘柄数:4	34,372	223,513.88
				(33,737,185)
		組入時価比率:0.1%		3.6%
豪ドル	DEXUS	7,700	79,387.00
	GOODMAN GROUP	17,000	145,520.00
	GPT GROUP	15,000	81,000.00
	LENDLEASE GROUP	3,700	58,756.00
	MIRVAC GROUP	36,000	86,400.00
	SCENTRE GROUP	43,000	180,170.00
	STOCKLAND TRUST GROUP	25,800	120,744.00
	VICINITY CENTRES	26,000	71,760.00
	WESTFIELD CORP	20,000	168,600.00
小計	銘柄数:9	194,200	992,337.00
			(84,616,575)
	組入時価比率:0.2%		9.0%
香港ドル	HK ELECTRIC INVESTMENTS -SS	30,000	214,500.00
香港ドル	LINK REIT	18,000	1,248,300.00
小計	銘柄数:2	48,000	1,462,800.00
			(21,049,692)
	組入時価比率:0.1%		2.3%
シンガポールドル	ASCENDAS REAL ESTATE INV TRT	18,000	47,520.00
	CAPITALAND COMMERCIAL TRUST	22,154	40,984.90
	CAPITALAND MALL TRUST	27,800	57,268.00
	SUNTEC REIT	29,000	58,580.00
小計	銘柄数:4	96,954	204,352.90
			(17,053,249)
	組入時価比率:0.0%		1.8%
	合計			931,887,068
				(931,887,068)
	合計			935,207,477
				(935,207,477)

(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12月 6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	1,164,200,752	-	1,166,168,456	1,967,704
市場取引以外の取引
為替予約取引
売建	37,579,994,585	-	37,548,860,500	31,134,085
米ドル	24,545,862,029	-	24,555,595,700	△9,733,671
カナダドル	1,434,994,275	-	1,454,597,500	△19,603,225
ユーロ	5,058,088,848	-	5,022,246,300	35,842,548
英ポンド	2,689,145,242	-	2,668,205,700	20,939,542
スイスフラン	1,232,069,448	-	1,227,441,300	4,628,148
スウェーデンクローナ	417,528,194	-	417,575,300	△47,106
ノルウェークローネ	98,510,499	-	98,998,200	△487,701
デンマーククローネ	275,881,661	-	273,943,100	1,938,561
豪ドル	1,048,037,620	-	1,050,403,200	△2,365,580
ニュージーランドドル	25,259,124	-	25,476,000	△216,876
香港ドル	506,516,560	-	506,344,600	171,960
シンガポールドル	205,578,605	-	205,714,400	△135,795
新シェケル	42,522,480	-	42,319,200	203,280
合計	-	-	-	33,101,789

(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12月7日-平成29年12月6日)

開示資料

決算